|
|
|
|
|
|
|
|
|
|
|
|
|
|
Previous: PRICE T ROWE SHORT TERM BOND FUND INC, 485APOS, 1998-07-31 |
Next: MEDIA ONE GROUP INC, 8-A12B, 1998-07-31 |
<TABLE>
<C> <C>
<PAGE> PAGE 1
SECURITIES AND EXCHANGE COMMISSION
FORM 13F-E
Report for the Calendar Year or Quarter Ended: 06/30/98
Institutional Investment Manager:
U S WEST INVESTMENT MANAGEMENT CO.
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:
KAREN FRAME MANAGER 303-649-4506
Signature, Place and Date of Signing:
/s/ KAREN FRAME ENGLEWOOD CO 07/28/98
<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 2952 80800 SH SOLE 80800 0 0
AFLAC INC COM 001055102 4917 162224 SH SOLE 162224 0 0
AGCO CORP COM 001084102 473 23000 SH SOLE 23000 0 0
AES CORP COM 00130H105 4566 86864 SH SOLE 86864 0 0
AMR CORP COM 001765106 10007 120204 SH SOLE 120204 0 0
ARCO CHEM CO COM 001920107 344 6000 SH SOLE 6000 0 0
AT&T CORP COM 001957109 54846 960106 SH SOLE 960106 0 0
ABBOTT LABS COM 002824100 37056 906522 SH SOLE 906522 0 0
ACCUSTAFF INC COM 004401105 1737 55600 SH SOLE 55600 0 0
ADAPTEC INC COM 00651F108 1006 70260 SH SOLE 70260 0 0
ADOBE SYS INC COM 00724F101 1850 43600 SH SOLE 43600 0 0
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 1542 38500 SH SOLE 38500 0 0
AEROQUIP-VICKERS INC COM 007869100 730 12500 SH SOLE 12500 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1428 83700 SH SOLE 83700 0 0
ADVANTA CORP CL A 007942105 322 14683 SH SOLE 14683 0 0
AETNA INC COM 008117103 6321 83037 SH SOLE 83037 0 0
AHMANSON H F & CO COM 008677106 4544 64000 SH SOLE 64000 0 0
AIR PRODS & CHEMS INC COM 009158106 4714 117850 SH SOLE 117850 0 0
AIRGAS INC COM 009363102 632 43974 SH SOLE 43974 0 0
AIRTOUCH COMMUNICATIONS INC COM 00949T100 17966 307443 SH SOLE 307443 0 0
ALBEMARLE CORP COM 012653101 313 14200 SH SOLE 14200 0 0
ALBERTSONS INC COM 013104104 6629 127939 SH SOLE 127939 0 0
ALEXANDER & BALDWIN INC COM 014482103 1048 36000 SH SOLE 36000 0 0
ALLEGHENY ENERGY INC COM 017361106 2202 73100 SH SOLE 73100 0 0
ALLEGHENY TELEDYNE INC COM 017415100 1795 78450 SH SOLE 78450 0 0
ALLEGIANCE CORP COM 017475104 1968 38404 SH SOLE 38404 0 0
ALLERGAN INC COM 018490102 1830 39456 SH SOLE 39456 0 0
ALLIEDSIGNAL INC COM 019512102 12832 289182 SH SOLE 289182 0 0
ALLMERICA FINL CORP COM 019754100 1838 28284 SH SOLE 28284 0 0
ALLSTATE CORP COM 020002101 19960 217998 SH SOLE 217998 0 0
ALLTEL CORP COM 020039103 5453 117266 SH SOLE 117266 0 0
ALTERA CORP COM 021441100 1661 56200 SH SOLE 56200 0 0
ALUMAX INC COM 022197107 512 11038 SH SOLE 11038 0 0
ALUMINUM CO AMER COM 022249106 6027 91400 SH SOLE 91400 0 0
ALZA CORP DEL COM 022615108 2154 49800 SH SOLE 49800 0 0
AMBAC FINL GROUP INC COM 023139108 2574 44000 SH SOLE 44000 0 0
AMERADA HESS CORP COM 023551104 2739 50430 SH SOLE 50430 0 0
AMEREN CORP COM 023608102 3076 77394 SH SOLE 77394 0 0
AMERICA ONLINE INC DEL COM 02364J104 13960 131700 SH SOLE 131700 0 0
AMERICAN BANKERS INS GROUP INC COM 024456105 1004 16700 SH SOLE 16700 0 0
AMERICAN ELEC PWR INC COM 025537101 4760 104900 SH SOLE 104900 0 0
AMERICAN EXPRESS CO COM 025816109 30793 270118 SH SOLE 270118 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 1152 26600 SH SOLE 26600 0 0
AMERICAN GENERAL CORP COM 026351106 10269 144248 SH SOLE 144248 0 0
AMERICAN GREETINGS CORP CL A 026375105 2300 45151 SH SOLE 45151 0 0
AMERICAN HOME PRODS CORP COM 026609107 39911 771228 SH SOLE 771228 0 0
AMERICAN INTL GROUP INC COM 026874107 50546 346206 SH SOLE 346206 0 0
AMERICAN NATL INS CO COM 028591105 926 8800 SH SOLE 8800 0 0
AMERICAN PWR CONVERSION CORP COM 029066107 1524 50800 SH SOLE 50800 0 0
AMERICAN STD COS INC DEL COM 029712106 2096 46900 SH SOLE 46900 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
AMERICAN STORES CO NEW COM 030096101 3771 155926 SH SOLE 155926 0 0
AMERICAN WTR WKS INC COM 030411102 409 13200 SH SOLE 13200 0 0
AMERITECH CORP NEW COM 030954101 29082 648060 SH SOLE 648060 0 0
AMGEN INC COM 031162100 9963 152400 SH SOLE 152400 0 0
AMP INC COM 031897101 4396 127891 SH SOLE 127891 0 0
AMOCO CORP COM 031905102 23066 554134 SH SOLE 554134 0 0
AMSOUTH BANCORPORATION COM 032165102 3390 86225 SH SOLE 86225 0 0
ANADARKO PETE CORP COM 032511107 2491 37078 SH SOLE 37078 0 0
ANALOG DEVICES INC COM 032654105 2440 99349 SH SOLE 99349 0 0
ANDREW CORP COM 034425108 640 35425 SH SOLE 35425 0 0
ANHEUSER BUSCH COS INC COM 035229103 12614 267312 SH SOLE 267312 0 0
AON CORP COM 037389103 6461 91975 SH SOLE 91975 0 0
APACHE CORP COM 037411105 1808 57399 SH SOLE 57399 0 0
APOLLO GROUP INC CL A 037604105 1027 31050 SH SOLE 31050 0 0
APPLE COMPUTER INC COM 037833100 2266 79005 SH SOLE 79005 0 0
APPLIED MATLS INC COM 038222105 6509 220652 SH SOLE 220652 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 6124 316096 SH SOLE 316096 0 0
ARMSTRONG WORLD INDS INC COM 042476101 2233 33149 SH SOLE 33149 0 0
ARROW ELECTRS INC COM 042735100 1335 61386 SH SOLE 61386 0 0
ASARCO INC COM 043413103 283 12700 SH SOLE 12700 0 0
ASCEND COMMUNICATIONS INC COM 043491109 5303 107000 SH SOLE 107000 0 0
ASHLAND INC COM 044204105 2137 41391 SH SOLE 41391 0 0
ASSOCIATES FIRST CAP CORP CL A 046008108 15186 197548 SH SOLE 197548 0 0
ATLANTIC RICHFIELD CO COM 048825103 15474 198066 SH SOLE 198066 0 0
ATMEL CORP COM 049513104 838 61500 SH SOLE 61500 0 0
AUTODESK INC COM 052769106 1120 29005 SH SOLE 29005 0 0
AUTOLIV INC COM 052800109 1652 52040 SH SOLE 52040 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 13335 182991 SH SOLE 182991 0 0
AUTOZONE INC COM 053332102 3123 97800 SH SOLE 97800 0 0
AVERY DENNISON CORP COM 053611109 3466 64490 SH SOLE 64490 0 0
AVNET INC COM 053807103 1405 25700 SH SOLE 25700 0 0
AVON PRODS INC COM 054303102 5630 72642 SH SOLE 72642 0 0
BB&T CORP COM 054937107 2272 33600 SH SOLE 33600 0 0
BEC ENERGY COM 05538M101 1668 40200 SH SOLE 40200 0 0
BHC COMMUNICATIONS INC CL A 055448104 1137 8100 SH SOLE 8100 0 0
BJ SVCS CO COM 055482103 1575 54200 SH SOLE 54200 0 0
BMC SOFTWARE INC COM 055921100 6300 121300 SH SOLE 121300 0 0
BAKER HUGHES INC COM 057224107 3492 101035 SH SOLE 101035 0 0
BALL CORP COM 058498106 430 10700 SH SOLE 10700 0 0
BALTIMORE GAS & ELEC CO COM 059165100 2718 87500 SH SOLE 87500 0 0
BANC ONE CORP COM 059438101 22815 408781 SH SOLE 408781 0 0
BANK NEW YORK INC COM 064057102 14241 234668 SH SOLE 234668 0 0
BANKBOSTON CORP COM 06605R106 10283 184862 SH SOLE 184862 0 0
BANKAMERICA CORP COM 066050105 35341 408864 SH SOLE 408864 0 0
BANKERS TR CORP COM 066365107 7030 60569 SH SOLE 60569 0 0
BARD C R INC COM 067383109 1446 38000 SH SOLE 38000 0 0
BARNES & NOBLE INC COM 067774109 1309 34960 SH SOLE 34960 0 0
BATTLE MTN GOLD CO COM 071593107 917 154400 SH SOLE 154400 0 0
BAUSCH & LOMB INC COM 071707103 1589 31700 SH SOLE 31700 0 0
BAXTER INTL INC COM 071813109 8676 161221 SH SOLE 161221 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
BAY NETWORKS INC COM 072510100 3876 120183 SH SOLE 120183 0 0
BEAR STEARNS COS INC COM 073902108 4838 85058 SH SOLE 85058 0 0
BECKMAN COULTER INC COM 075811109 1747 30000 SH SOLE 30000 0 0
BECTON DICKINSON & CO COM 075887109 5341 68800 SH SOLE 68800 0 0
BED BATH & BEYOND INC COM 075896100 679 13100 SH SOLE 13100 0 0
BELL ATLANTIC CORP COM 077853109 42255 926148 SH SOLE 926148 0 0
BELLSOUTH CORP COM 079860102 39144 583154 SH SOLE 583154 0 0
BELO A H CORP DEL COM SER A 080555105 1492 61200 SH SOLE 61200 0 0
BEMIS INC COM 081437105 417 10200 SH SOLE 10200 0 0
BENEFICIAL CORP COM 081721102 5085 33193 SH SOLE 33193 0 0
BERGEN BRUNSWIG CORP CL A 083739102 1502 32387 SH SOLE 32387 0 0
BESTFOODS COM 08658U101 9818 169102 SH SOLE 169102 0 0
BETHLEHEM STL CORP COM 087509105 1046 84100 SH SOLE 84100 0 0
BETZDEARBORN INC COM 087779104 877 20800 SH SOLE 20800 0 0
BEVERLY ENTERPRISES INC COM NEW 087851309 1349 97640 SH SOLE 97640 0 0
BIOGEN INC COM 090597105 2068 42200 SH SOLE 42200 0 0
BIOMET INC COM 090613100 2119 64100 SH SOLE 64100 0 0
BLACK & DECKER CORP COM 091797100 3843 63000 SH SOLE 63000 0 0
BLOCK H & R INC COM 093671105 2836 67333 SH SOLE 67333 0 0
BLYTH INDS INC COM 09643P108 805 24200 SH SOLE 24200 0 0
BOEING CO COM 097023105 25287 567455 SH SOLE 567455 0 0
BOISE CASCADE CORP COM 097383103 481 14700 SH SOLE 14700 0 0
BOISE CASCADE OFFICE PRODS COM 097403109 197 12700 SH SOLE 12700 0 0
BORDERS GROUP INC COM 099709107 1987 53700 SH SOLE 53700 0 0
BOSTON CHICKEN INC COM 100578103 55 34300 SH SOLE 34300 0 0
BOSTON SCIENTIFIC CORP COM 101137107 5164 72100 SH SOLE 72100 0 0
BOWATER INC COM 102183100 718 15200 SH SOLE 15200 0 0
BRIGGS & STRATTON CORP COM 109043109 273 7300 SH SOLE 7300 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 67294 585486 SH SOLE 585486 0 0
BROWN FORMAN CORP CL B 115637209 1606 25000 SH SOLE 25000 0 0
BROWNING FERRIS INDS COM 115885105 3165 91093 SH SOLE 91093 0 0
BRUNSWICK CORP COM 117043109 1522 61500 SH SOLE 61500 0 0
BURLINGTON NORTHN SANTA FE CP COM 12189T104 9116 92840 SH SOLE 92840 0 0
BURLINGTON RES INC COM 122014103 4537 105365 SH SOLE 105365 0 0
CCB FINL CORP COM 124875105 542 5100 SH SOLE 5100 0 0
CBS CORP COM 12490K107 13763 433479 SH SOLE 433479 0 0
CIGNA CORP COM 125509109 10163 147290 SH SOLE 147290 0 0
CMS ENERGY CORP COM 125896100 3013 68476 SH SOLE 68476 0 0
CNA FINL CORP COM 126117100 838 18006 SH SOLE 18006 0 0
CNF TRANSN INC COM 12612W104 1186 27900 SH SOLE 27900 0 0
CSX CORP COM 126408103 6572 144434 SH SOLE 144434 0 0
CVS CORP COM 126650100 5788 148658 SH SOLE 148658 0 0
CABLETRON SYS INC COM 126920107 946 70400 SH SOLE 70400 0 0
CABOT CORP COM 127055101 1795 55540 SH SOLE 55540 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 4001 128047 SH SOLE 128047 0 0
CALENERGY INC COM 129466108 403 13400 SH SOLE 13400 0 0
CALLAWAY GOLF CO COM 131193104 913 46400 SH SOLE 46400 0 0
CAMBRIDGE TECH PARTNERS MASS COM 132524109 1568 28700 SH SOLE 28700 0 0
CAMCO INTL INC COM 132632100 1628 20900 SH SOLE 20900 0 0
CAMPBELL SOUP CO COM 134429109 8054 151600 SH SOLE 151600 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
CAPITAL ONE FINL CORP COM 14040H105 897 7224 SH SOLE 7224 0 0
CARDINAL HEALTH INC COM 14149Y108 6465 68958 SH SOLE 68958 0 0
CAROLINA PWR & LT CO COM 144141108 3679 84820 SH SOLE 84820 0 0
CARRAMERICA RLTY CORP COM 144418100 284 10000 SH SOLE 10000 0 0
CASE CORP COM 14743R103 1303 27000 SH SOLE 27000 0 0
CATELLUS DEV CORP COM 149111106 688 38900 SH SOLE 38900 0 0
CATERPILLAR INC DEL COM 149123101 11344 214538 SH SOLE 214538 0 0
CENDANT CORP COM 151313103 10353 495957 SH SOLE 495957 0 0
CENTEX CORP COM 152312104 1336 35400 SH SOLE 35400 0 0
CENTOCOR INC COM 152342101 1309 36100 SH SOLE 36100 0 0
CENTRAL & SOUTH WEST CORP COM 152357109 3359 124981 SH SOLE 124981 0 0
CENTRAL NEWSPAPERS INC CL A 154647101 230 3300 SH SOLE 3300 0 0
CENTURA BKS INC COM 15640T100 269 4300 SH SOLE 4300 0 0
CENTURY TEL ENTERPRISES INC COM 156686107 2739 59700 SH SOLE 59700 0 0
CERIDIAN CORP COM 15677T106 2050 34900 SH SOLE 34900 0 0
CHAMPION INTL CORP COM 158525105 2829 57524 SH SOLE 57524 0 0
CHANCELLOR MEDIA CORP COM 158915108 2963 59670 SH SOLE 59670 0 0
CHARTER ONE FINL INC COM 160903100 2860 84912 SH SOLE 84912 0 0
CHASE MANHATTAN CORP NEW COM 16161A108 38441 509148 SH SOLE 509148 0 0
CHEVRON CORPORATION COM 166751107 31334 377232 SH SOLE 377232 0 0
CHIQUITA BRANDS INTL INC COM 170032106 143 10200 SH SOLE 10200 0 0
CHIRON CORP COM 170040109 1700 108340 SH SOLE 108340 0 0
CHOICEPOINT INC COM 170388102 608 12019 SH SOLE 12019 0 0
CHRIS CRAFT INDS INC COM 170520100 361 6592 SH SOLE 6592 0 0
CHRYSLER CORP COM 171196108 18010 319462 SH SOLE 319462 0 0
CHUBB CORP COM 171232101 8059 100264 SH SOLE 100264 0 0
CIENA CORP COM 171779101 3815 54800 SH SOLE 54800 0 0
CINCINNATI BELL INC COM 171870108 2429 84854 SH SOLE 84854 0 0
CINCINNATI FINL CORP COM 172062101 3998 104185 SH SOLE 104185 0 0
CINERGY CORP COM 172474108 3112 88900 SH SOLE 88900 0 0
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 2939 62709 SH SOLE 62709 0 0
CISCO SYS INC COM 17275R102 55278 600443 SH SOLE 600443 0 0
CINTAS CORP COM 172908105 964 18900 SH SOLE 18900 0 0
CIRCUS CIRCUS ENTERPRISES INC COM 172909103 1108 65408 SH SOLE 65408 0 0
CITICORP COM 173034109 38652 258973 SH SOLE 258973 0 0
CITIZENS CORP COM 174533109 266 8498 SH SOLE 8498 0 0
CITIZENS UTILS CO DEL CL B 177342201 985 102291 SH SOLE 102291 0 0
CITY INVESTING CO LIQ TR UNIT BEN INT 177900107 32 35000 SH SOLE 35000 0 0
CITY NATL CORP COM 178566105 676 18300 SH SOLE 18300 0 0
CLAYTON HOMES INC COM 184190106 483 25400 SH SOLE 25400 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 2543 23300 SH SOLE 23300 0 0
CLOROX CO DEL COM 189054109 4197 44000 SH SOLE 44000 0 0
COASTAL CORP COM 190441105 4684 67100 SH SOLE 67100 0 0
COCA COLA CO COM 191216100 113965 1332920 SH SOLE 1332920 0 0
COCA COLA ENTERPRISES INC COM 191219104 5165 131600 SH SOLE 131600 0 0
COGNIZANT CORP COM 192441103 6699 106329 SH SOLE 106329 0 0
COLGATE PALMOLIVE CO COM 194162103 15213 172874 SH SOLE 172874 0 0
COLTEC INDS INC COM 196879100 602 30300 SH SOLE 30300 0 0
COLUMBIA ENERGY GROUP COM 197648108 3047 54783 SH SOLE 54783 0 0
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 10762 369504 SH SOLE 369504 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
COMAIR HOLDINGS INC COM 199789108 1090 35300 SH SOLE 35300 0 0
COMCAST CORP CL A SPL 200300200 8464 208495 SH SOLE 208495 0 0
COMDISCO INC COM 200336105 1474 77600 SH SOLE 77600 0 0
COMERICA INC COM 200340107 7016 105900 SH SOLE 105900 0 0
COMMERCE BANCSHARES INC COM 200525103 545 11167 SH SOLE 11167 0 0
COMMSCOPE INC COM 203372107 425 26266 SH SOLE 26266 0 0
COMPASS BANCSHARES INC COM 20449H109 835 18500 SH SOLE 18500 0 0
COMPAQ COMPUTER CORP COM 204493100 26681 940295 SH SOLE 940295 0 0
COMPUTER ASSOC INTL INC COM 204912109 14027 252459 SH SOLE 252459 0 0
COMPUSA INC COM 204932107 1071 59300 SH SOLE 59300 0 0
COMPUTER SCIENCES CORP COM 205363104 6365 99460 SH SOLE 99460 0 0
COMPUWARE CORP COM 205638109 4775 93400 SH SOLE 93400 0 0
COMSAT CORP COM SER 1 20564D107 204 7200 SH SOLE 7200 0 0
CONAGRA INC COM 205887102 8872 279970 SH SOLE 279970 0 0
CONCORD EFS INC COM 206197105 1742 66675 SH SOLE 66675 0 0
CONSECO INC COM 208464107 5148 110100 SH SOLE 110100 0 0
CONSOLIDATED EDISON INC COM 209115104 6126 133000 SH SOLE 133000 0 0
CONSOLIDATED NAT GAS CO COM 209615103 3493 59328 SH SOLE 59328 0 0
CONSOLIDATED PAPERS INC COM 209759109 431 15800 SH SOLE 15800 0 0
CONSOLIDATED STORES CORP COM 210149100 1542 42550 SH SOLE 42550 0 0
CONTINENTAL AIRLS INC CL B 210795308 2198 36100 SH SOLE 36100 0 0
COOPER CAMERON CORP COM 216640102 1336 26200 SH SOLE 26200 0 0
COOPER INDS INC COM 216669101 4034 73429 SH SOLE 73429 0 0
COOPER TIRE & RUBR CO COM 216831107 1050 50900 SH SOLE 50900 0 0
COORS ADOLPH CO CL B 217016104 560 16460 SH SOLE 16460 0 0
CORDANT TECHNOLOGIES INC COM 218412104 1190 25800 SH SOLE 25800 0 0
CORN PRODS INTL INC COM 219023108 805 23750 SH SOLE 23750 0 0
CORNING INC COM 219350105 4764 137093 SH SOLE 137093 0 0
CORPORATE EXPRESS INC COM 219888104 874 68850 SH SOLE 68850 0 0
CORRECTIONS CORP AMER COM 220256101 1220 51900 SH SOLE 51900 0 0
COSTCO COMPANIES INC COM 22160Q102 8221 130357 SH SOLE 130357 0 0
COUNTRYWIDE CR INDS INC DEL COM 222372104 3397 66934 SH SOLE 66934 0 0
COX COMMUNICATIONS INC NEW CL A 224044107 2343 48370 SH SOLE 48370 0 0
CRACKER BARREL OLD CTRY STR COM 224100107 1308 41200 SH SOLE 41200 0 0
CRANE CO COM 224399105 558 11500 SH SOLE 11500 0 0
CRESCENT REAL ESTATE EQUITIES COM 225756105 1826 54300 SH SOLE 54300 0 0
CRESTAR FINL CORP COM 226091106 3888 71256 SH SOLE 71256 0 0
CROMPTON & KNOWLES CORP COM 227111101 997 39600 SH SOLE 39600 0 0
CROWN CORK & SEAL INC COM 228255105 3323 69955 SH SOLE 69955 0 0
CUMMINS ENGINE INC COM 231021106 1327 25900 SH SOLE 25900 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 216 26000 SH SOLE 26000 0 0
CYPRUS AMAX MINERALS CO COM 232809103 816 61550 SH SOLE 61550 0 0
CYTEC INDS INC COM 232820100 1389 31400 SH SOLE 31400 0 0
DQE INC COM 23329J104 2318 64400 SH SOLE 64400 0 0
DPL INC COM 233293109 1919 105900 SH SOLE 105900 0 0
DSC COMMUNICATIONS CORP COM 233311109 2217 73900 SH SOLE 73900 0 0
DST SYS INC DEL COM 233326107 1422 25400 SH SOLE 25400 0 0
DTE ENERGY CO COM 233331107 4336 107400 SH SOLE 107400 0 0
DALLAS SEMICONDUCTOR CORP COM 235204104 245 7900 SH SOLE 7900 0 0
DANA CORP COM 235811106 3499 65400 SH SOLE 65400 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
DANAHER CORP DEL COM 235851102 704 19200 SH SOLE 19200 0 0
DARDEN RESTAURANTS INC COM 237194105 1643 103478 SH SOLE 103478 0 0
DAYTON HUDSON CORP COM 239753106 12587 259534 SH SOLE 259534 0 0
DEAN FOODS CO COM 242361103 654 11900 SH SOLE 11900 0 0
DEERE & CO COM 244199105 7776 147076 SH SOLE 147076 0 0
DELL COMPUTER CORP COM 247025109 29350 316232 SH SOLE 316232 0 0
DELTA AIR LINES INC DEL COM 247361108 6030 46651 SH SOLE 46651 0 0
DELUXE CORP COM 248019101 1830 51100 SH SOLE 51100 0 0
DENTSPLY INTL INC NEW COM 249030107 839 33576 SH SOLE 33576 0 0
DIAL CORP NEW COM 25247D101 1709 65900 SH SOLE 65900 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 972 24300 SH SOLE 24300 0 0
DIEBOLD INC COM 253651103 1251 43337 SH SOLE 43337 0 0
DILLARDS INC CL A 254067101 2719 65607 SH SOLE 65607 0 0
DIME BANCORP INC NEW COM 25429Q102 2395 80010 SH SOLE 80010 0 0
DISNEY WALT CO COM 254687106 42492 404441 SH SOLE 404441 0 0
DOLE FOOD INC COM 256605106 1509 30378 SH SOLE 30378 0 0
DOLLAR GEN CORP COM 256669102 1626 41091 SH SOLE 41091 0 0
DOLLAR TREE STORES INC COM 256747106 1292 31800 SH SOLE 31800 0 0
DOMINION RES INC VA COM 257470104 4368 107185 SH SOLE 107185 0 0
DONALDSON LUFKIN & JENRETTE NW COM 257661108 356 7000 SH SOLE 7000 0 0
DONNELLEY R R & SONS CO COM 257867101 2656 58060 SH SOLE 58060 0 0
DOVER CORP COM 260003108 4641 135506 SH SOLE 135506 0 0
DOW CHEM CO COM 260543103 13488 139500 SH SOLE 139500 0 0
DOW JONES & CO INC COM 260561105 2146 38500 SH SOLE 38500 0 0
DRESSER INDS INC COM 261597108 4573 103789 SH SOLE 103789 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 50423 675674 SH SOLE 675674 0 0
DUKE ENERGY CORP COM 264399106 12080 203890 SH SOLE 203890 0 0
DUKE REALTY INVT INC COM NEW 264411505 959 40500 SH SOLE 40500 0 0
DUN & BRADSTREET CORP COM 264830100 3869 107129 SH SOLE 107129 0 0
DURA PHARMACEUTICALS INC COM 26632S109 658 29400 SH SOLE 29400 0 0
EEX CORP COM 26842V108 771 82275 SH SOLE 82275 0 0
E M C CORP MASS COM 268648102 13184 294200 SH SOLE 294200 0 0
ENSCO INTL INC COM 26874Q100 1628 93700 SH SOLE 93700 0 0
EVI WEATHERFORD INC COM 26926D107 1988 53557 SH SOLE 53557 0 0
EASTMAN CHEM CO COM 277432100 3285 52764 SH SOLE 52764 0 0
EASTMAN KODAK CO COM 277461109 13492 184665 SH SOLE 184665 0 0
EATON CORP COM 278058102 3530 45400 SH SOLE 45400 0 0
ECHLIN INC COM 278749106 1987 40500 SH SOLE 40500 0 0
ECOLAB INC COM 278865100 2356 75984 SH SOLE 75984 0 0
EDISON INTL COM 281020107 7456 252200 SH SOLE 252200 0 0
EDWARDS AG INC COM 281760108 2553 59817 SH SOLE 59817 0 0
EL PASO NAT GAS CO COM NEW 283695872 2768 72356 SH SOLE 72356 0 0
ELECTRONIC ARTS INC COM 285512109 2079 38500 SH SOLE 38500 0 0
ELECTRONIC DATA SYS NEW COM 285661104 8189 204724 SH SOLE 204724 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 722 34200 SH SOLE 34200 0 0
EMERSON ELEC CO COM 291011104 15186 251790 SH SOLE 251790 0 0
ENERGY EAST CORP COM 29266M109 1811 43500 SH SOLE 43500 0 0
ENGELHARD CORP COM 292845104 1283 63350 SH SOLE 63350 0 0
ENRON CORP COM 293561106 9574 177090 SH SOLE 177090 0 0
ENRON OIL & GAS CO COM 293562104 362 17900 SH SOLE 17900 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
ENTERGY CORP NEW COM 29364G103 3878 134870 SH SOLE 134870 0 0
EQUIFAX INC COM 294429105 3500 96390 SH SOLE 96390 0 0
EQUITABLE COS INC COM 29444G107 3968 52956 SH SOLE 52956 0 0
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 861 18149 SH SOLE 18149 0 0
EVEREST REINS HLDGS INC COM 299808105 565 14700 SH SOLE 14700 0 0
EXCEL COMMUNICATIONS INC NEW COM 30065K104 298 13000 SH SOLE 13000 0 0
EXTENDED STAY AMER INC COM 30224P101 337 29968 SH SOLE 29968 0 0
EXXON CORP COM 302290101 101474 1422946 SH SOLE 1422946 0 0
F M C CORP COM NEW 302491303 1261 18487 SH SOLE 18487 0 0
FPL GROUP INC COM 302571104 6424 101961 SH SOLE 101961 0 0
FAMILY DLR STORES INC COM 307000109 1199 64800 SH SOLE 64800 0 0
FASTENAL CO COM 311900104 371 8000 SH SOLE 8000 0 0
FDX CORP COM 31304N107 5380 85740 SH SOLE 85740 0 0
FEDERAL HOME LN MTG CORP COM 313400301 19413 412500 SH SOLE 412500 0 0
FEDERAL NATL MTG ASSN COM 313586109 36922 607766 SH SOLE 607766 0 0
FEDERAL SIGNAL CORP COM 313855108 326 13400 SH SOLE 13400 0 0
FEDERATED DEPT STORES INC DEL COM 31410H101 6792 126223 SH SOLE 126223 0 0
FIFTH THIRD BANCORP COM 316773100 8180 129849 SH SOLE 129849 0 0
FINGERHUT COS INC COM 317867109 858 26000 SH SOLE 26000 0 0
FINOVA GROUP INC COM 317928109 929 16400 SH SOLE 16400 0 0
FIRST AMER CORP TENN COM 318900107 1354 28132 SH SOLE 28132 0 0
FIRST CHICAGO NBD CORP COM 31945A100 16049 181092 SH SOLE 181092 0 0
FIRST COML CORP COM 319825105 545 7855 SH SOLE 7855 0 0
FIRST DATA CORP COM 319963104 7913 237540 SH SOLE 237540 0 0
FIRST HAWAIIAN INC COM 320506108 240 6600 SH SOLE 6600 0 0
FIRST HEALTH GROUP CORP COM 320960107 542 19000 SH SOLE 19000 0 0
FIRST SEC CORP DEL COM 336294103 2615 122162 SH SOLE 122162 0 0
FIRST TENN NATL CORP COM 337162101 1187 37600 SH SOLE 37600 0 0
FIRST UN CORP COM 337358105 32544 558696 SH SOLE 558696 0 0
FIRST VA BANKS INC COM 337477103 486 9500 SH SOLE 9500 0 0
FIRSTAR CORP COM 33761C103 3526 92800 SH SOLE 92800 0 0
FISERV INC COM 337738108 981 23100 SH SOLE 23100 0 0
FIRSTMERIT CORP COM 337915102 326 11200 SH SOLE 11200 0 0
FIRSTENERGY CORP COM 337932107 4069 132332 SH SOLE 132332 0 0
FLEET FINL GROUP INC NEW COM 338915101 13012 155833 SH SOLE 155833 0 0
FLORIDA PROGRESS CORP COM 341109106 2301 55955 SH SOLE 55955 0 0
FLOWERS INDS INC COM 343496105 922 45100 SH SOLE 45100 0 0
FLUOR CORP COM 343861100 2608 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 43003 728871 SH SOLE 728871 0 0
FORE SYSTEMS INC COM 345449102 1291 48700 SH SOLE 48700 0 0
FOREST LABS INC CL A 345838106 1662 46500 SH SOLE 46500 0 0
FORT JAMES CORP COM 347471104 3932 88354 SH SOLE 88354 0 0
FORTUNE BRANDS INC COM 349631101 4162 108272 SH SOLE 108272 0 0
FOSTER WHEELER CORP COM 350244109 596 27800 SH SOLE 27800 0 0
FOUNDATION HEALTH SYS INC COM 350404109 1821 69040 SH SOLE 69040 0 0
FRANKLIN RES INC COM 354613101 5540 102600 SH SOLE 102600 0 0
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 1480 97468 SH SOLE 97468 0 0
FRONTIER CORPORATION COM 35906P105 3417 108461 SH SOLE 108461 0 0
FRUIT OF THE LOOM INC CL A 359416104 1278 38500 SH SOLE 38500 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
GATX CORP COM 361448103 641 14600 SH SOLE 14600 0 0
GPU INC COM 36225X100 3021 79900 SH SOLE 79900 0 0
GTE CORP COM 362320103 31186 560642 SH SOLE 560642 0 0
GANNETT INC COM 364730101 11994 168782 SH SOLE 168782 0 0
GAP INC DEL COM 364760108 11206 181850 SH SOLE 181850 0 0
GARTNER GROUP INC NEW COM 366651107 518 14800 SH SOLE 14800 0 0
GATEWAY 2000 INC COM 367833100 1180 23300 SH SOLE 23300 0 0
GAYLORD ENTMT CO NEW COM 367905106 861 26690 SH SOLE 26690 0 0
GENERAL DYNAMICS CORP COM 369550108 3139 67512 SH SOLE 67512 0 0
GENERAL ELEC CO COM 369604103 174996 1923040 SH SOLE 1923040 0 0
GENERAL INSTR CORP DEL COM 370120107 1906 70100 SH SOLE 70100 0 0
GENERAL MLS INC COM 370334104 6126 89608 SH SOLE 89608 0 0
GENERAL MTRS CORP COM 370442105 26845 401800 SH SOLE 401800 0 0
GENERAL MTRS CORP CL H NEW 370442832 3002 63698 SH SOLE 63698 0 0
GENERAL NUTRITION COS INC COM 37047F103 1759 56500 SH SOLE 56500 0 0
GENERAL RE CORP COM 370563108 11585 45699 SH SOLE 45699 0 0
GENERAL SEMICONDUCTOR INC COM 370787103 196 19875 SH SOLE 19875 0 0
GENERAL SIGNAL CORP COM 370838104 1052 29216 SH SOLE 29216 0 0
GENESIS HEALTH VENTURES INC COM 371912106 638 25505 SH SOLE 25505 0 0
GENUINE PARTS CO COM 372460105 3560 103000 SH SOLE 103000 0 0
GENZYME CORP COM GENL DIV 372917104 1309 51200 SH SOLE 51200 0 0
GEORGIA PAC CORP COM GA PAC GRP 373298108 3250 55143 SH SOLE 55143 0 0
GEORGIA PAC CORP COM-TIMBER GRP 373298702 1374 59743 SH SOLE 59743 0 0
GIANT FOOD INC CL A 374478105 1774 41200 SH SOLE 41200 0 0
GILLETTE CO COM 375766102 38105 672186 SH SOLE 672186 0 0
GLOBAL MARINE INC COM 379352404 1082 57900 SH SOLE 57900 0 0
GOLDEN ST BANCORP INC COM 381197102 907 30500 SH SOLE 30500 0 0
GOLDEN ST BANCORP INC WT EXP 000000 381197136 162 30500 SH SOLE 30500 0 0
GOLDEN WEST FINL CORP DEL COM 381317106 3328 31300 SH SOLE 31300 0 0
GOODRICH B F CO COM 382388106 2009 40480 SH SOLE 40480 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 5966 92592 SH SOLE 92592 0 0
GRACE W R & CO DEL NEW COM 38388F108 1055 61851 SH SOLE 61851 0 0
GRAINGER W W INC COM 384802104 2441 49000 SH SOLE 49000 0 0
GREAT LAKES CHEM CORP COM 390568103 1577 40000 SH SOLE 40000 0 0
GREEN TREE FINL CORP COM 393505102 3476 81200 SH SOLE 81200 0 0
GREENPOINT FINL CORP COM 395384100 1983 52700 SH SOLE 52700 0 0
GTECH HLDGS CORP COM 400518106 414 12300 SH SOLE 12300 0 0
GUIDANT CORP COM 401698105 6522 91462 SH SOLE 91462 0 0
GULFSTREAM AEROSPACE CORP COM 402734107 1316 28300 SH SOLE 28300 0 0
HBO & CO COM 404100109 9024 256000 SH SOLE 256000 0 0
HSB GROUP INC COM 40428N109 746 13950 SH SOLE 13950 0 0
HALLIBURTON CO COM 406216101 7019 157500 SH SOLE 157500 0 0
HANNAFORD BROS CO COM 410550107 409 9300 SH SOLE 9300 0 0
HARCOURT GEN INC COM 41163G101 1987 33395 SH SOLE 33395 0 0
HARLEY DAVIDSON INC COM 412822108 3689 95200 SH SOLE 95200 0 0
HARNISCHFEGER INDS INC COM 413345109 402 14200 SH SOLE 14200 0 0
HARRAHS ENTMT INC COM 413619107 1530 65793 SH SOLE 65793 0 0
HARRIS CORP DEL COM 413875105 2694 60289 SH SOLE 60289 0 0
HARSCO CORP COM 415864107 1968 42954 SH SOLE 42954 0 0
HARTE-HANKS INC COM 416196103 279 10800 SH SOLE 10800 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
HARTFORD FINL SVCS GROUP INC COM 416515104 7850 68638 SH SOLE 68638 0 0
HASBRO INC COM 418056107 3158 80337 SH SOLE 80337 0 0
HEALTHSOUTH CORP COM 421924101 6512 244000 SH SOLE 244000 0 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 3268 97724 SH SOLE 97724 0 0
HEALTH CARE & RETIREMENT DEL COM 421937103 465 11800 SH SOLE 11800 0 0
HEALTH & RETIREMENT PPTYS TR COM SH BEN INT 422169102 540 28700 SH SOLE 28700 0 0
HEINZ H J CO COM 423074103 11797 210200 SH SOLE 210200 0 0
HELMERICH & PAYNE INC COM 423452101 607 27300 SH SOLE 27300 0 0
HERCULES INC COM 427056106 2368 57591 SH SOLE 57591 0 0
HERSHEY FOODS CORP COM 427866108 3864 56000 SH SOLE 56000 0 0
HERTZ CORP CL A 428040109 682 15400 SH SOLE 15400 0 0
HEWLETT PACKARD CO COM 428236103 28631 478182 SH SOLE 478182 0 0
HIBERNIA CORP CL A 428656102 759 37600 SH SOLE 37600 0 0
HILLENBRAND INDS INC COM 431573104 1890 31500 SH SOLE 31500 0 0
HILTON HOTELS CORP COM 432848109 3397 119200 SH SOLE 119200 0 0
HOME DEPOT INC COM 437076102 36005 433466 SH SOLE 433466 0 0
HOMESTAKE MNG CO COM 437614100 974 93840 SH SOLE 93840 0 0
HON INDS INC COM 438092108 952 28000 SH SOLE 28000 0 0
HONEYWELL INC COM 438506107 6276 75100 SH SOLE 75100 0 0
HORACE MANN EDUCATORS CORP NEW COM 440327104 307 8900 SH SOLE 8900 0 0
HORMEL FOODS CORP COM 440452100 311 9000 SH SOLE 9000 0 0
HOST MARRIOTT CORP COM 441078102 1968 110467 SH SOLE 110467 0 0
HOUSEHOLD INTL INC COM 441815107 9450 189940 SH SOLE 189940 0 0
HOUSTON INDS INC COM 442161105 5378 174180 SH SOLE 174180 0 0
HUBBELL INC CL B 443510201 1855 44574 SH SOLE 44574 0 0
HUMANA INC COM 444859102 3019 96800 SH SOLE 96800 0 0
HUNTINGTON BANCSHARES INC COM 446150104 4080 121789 SH SOLE 121789 0 0
HUSSMANN INTL INC COM 448110106 676 36050 SH SOLE 36050 0 0
IBP INC COM 449223106 1254 69200 SH SOLE 69200 0 0
IMC GLOBAL INC COM 449669100 1653 54856 SH SOLE 54856 0 0
ITT INDS INC IND COM 450911102 3569 95503 SH SOLE 95503 0 0
IDAHO POWER CO COM 451380109 291 8400 SH SOLE 8400 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 1206 82830 SH SOLE 82830 0 0
ILLINOIS TOOL WKS INC COM 452308109 7996 119900 SH SOLE 119900 0 0
ILLINOVA CORP COM 452317100 1388 46259 SH SOLE 46259 0 0
IMMUNEX CORP NEW COM 452528102 682 10300 SH SOLE 10300 0 0
INFORMIX CORP COM 456779107 759 95986 SH SOLE 95986 0 0
INGERSOLL RAND CO COM 456866102 4449 100970 SH SOLE 100970 0 0
INGRAM MICRO INC CL A 457153104 619 14000 SH SOLE 14000 0 0
INLAND STL INDS INC COM 457472108 992 35200 SH SOLE 35200 0 0
INTEL CORP COM 458140100 72193 973940 SH SOLE 973940 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 64265 559740 SH SOLE 559740 0 0
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 2808 64650 SH SOLE 64650 0 0
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1588 65500 SH SOLE 65500 0 0
INTL PAPER CO COM 460146103 7433 172855 SH SOLE 172855 0 0
INTERPUBLIC GROUP COS INC COM 460690100 5167 85137 SH SOLE 85137 0 0
INTERSTATE BAKERIES CORP DEL COM 46072H108 1072 32300 SH SOLE 32300 0 0
INTIMATE BRANDS INC CL A 461156101 333 12100 SH SOLE 12100 0 0
INTUIT COM 461202103 1641 26800 SH SOLE 26800 0 0
IOMEGA CORP COM 462030107 831 141500 SH SOLE 141500 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
IPALCO ENTERPRISES INC COM 462613100 1606 36150 SH SOLE 36150 0 0
IVAX CORP COM 465823102 681 73662 SH SOLE 73662 0 0
JEFFERSON PILOT CORP COM 475070108 4014 69280 SH SOLE 69280 0 0
JEFFERSON SMURFIT CORP NEW COM 475087102 181 11500 SH SOLE 11500 0 0
JOHNS MANVILLE CORP NEW COM 478129109 293 19450 SH SOLE 19450 0 0
JOHNSON & JOHNSON COM 478160104 58479 792900 SH SOLE 792900 0 0
JOHNSON CTLS INC COM 478366107 3110 54500 SH SOLE 54500 0 0
JONES APPAREL GROUP INC COM 480074103 746 20400 SH SOLE 20400 0 0
KLA-TENCORP CORP COM 482480100 1304 47100 SH SOLE 47100 0 0
K MART CORP COM 482584109 6195 321800 SH SOLE 321800 0 0
KN ENERGY INC COM 482620101 423 7800 SH SOLE 7800 0 0
KANSAS CITY PWR & LT CO COM 485134100 1270 43800 SH SOLE 43800 0 0
KANSAS CITY SOUTHN INDS INC COM 485170104 3396 68432 SH SOLE 68432 0 0
KEANE INC COM 486665102 2520 45000 SH SOLE 45000 0 0
KELLOGG CO COM 487836108 4967 132246 SH SOLE 132246 0 0
KERR MCGEE CORP COM 492386107 2043 35300 SH SOLE 35300 0 0
KEYCORP NEW COM 493267108 9844 276330 SH SOLE 276330 0 0
KIMBERLY CLARK CORP COM 494368103 14623 318760 SH SOLE 318760 0 0
KIMCO REALTY CORP COM 49446R109 582 14200 SH SOLE 14200 0 0
KING WORLD PRODTNS INC COM 495667107 854 33504 SH SOLE 33504 0 0
KNIGHT RIDDER INC COM 499040103 3322 60329 SH SOLE 60329 0 0
KOHLS CORP COM 500255104 4425 85300 SH SOLE 85300 0 0
KOMAG INC COM 500453105 99 18600 SH SOLE 18600 0 0
KROGER CO COM 501044101 6510 151828 SH SOLE 151828 0 0
LG&E ENERGY CORP COM 501917108 681 25158 SH SOLE 25158 0 0
LTV CORP NEW COM 501921100 294 30700 SH SOLE 30700 0 0
LSI LOGIC CORP COM 502161102 1951 84600 SH SOLE 84600 0 0
LA QUINTA INNS INC COM 504195108 374 17700 SH SOLE 17700 0 0
LAFARGE CORP COM 505862102 676 17200 SH SOLE 17200 0 0
LAM RESH CORP COM 512807108 266 13900 SH SOLE 13900 0 0
LANCASTER COLONY CORP COM 513847103 286 7550 SH SOLE 7550 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 327 11500 SH SOLE 11500 0 0
LAUDER ESTEE COS INC CL A 518439104 711 10200 SH SOLE 10200 0 0
LEAR CORP COM 521865105 990 19300 SH SOLE 19300 0 0
LEE ENTERPRISES INC COM 523768109 285 9300 SH SOLE 9300 0 0
LEGGETT & PLATT INC COM 524660107 3140 125600 SH SOLE 125600 0 0
LEHMAN BROS HLDGS INC COM 524908100 5374 69290 SH SOLE 69290 0 0
LEUCADIA NATL CORP COM 527288104 344 10400 SH SOLE 10400 0 0
LEXMARK INTL GROUP INC CL A 529771107 1665 27300 SH SOLE 27300 0 0
LILLY ELI & CO COM 532457108 35872 543006 SH SOLE 543006 0 0
LIMITED INC COM 532716107 3743 112993 SH SOLE 112993 0 0
LINCARE HLDGS INC COM 532791100 1687 40100 SH SOLE 40100 0 0
LINCOLN NATL CORP IND COM 534187109 5867 64204 SH SOLE 64204 0 0
LINEAR TECHNOLOGY CORP COM 535678106 2871 47600 SH SOLE 47600 0 0
LITTON INDS INC COM 538021106 1535 26018 SH SOLE 26018 0 0
LIZ CLAIBORNE INC COM 539320101 2196 42020 SH SOLE 42020 0 0
LOCKHEED MARTIN CORP COM 539830109 10975 103660 SH SOLE 103660 0 0
LOEWS CORP COM 540424108 3587 41168 SH SOLE 41168 0 0
LONGS DRUG STORES CORP COM 543162101 237 8200 SH SOLE 8200 0 0
LOUISIANA PAC CORP COM 546347105 1265 69300 SH SOLE 69300 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
LOWES COS INC COM 548661107 7309 180200 SH SOLE 180200 0 0
LUBRIZOL CORP COM 549271104 1406 46493 SH SOLE 46493 0 0
LUCENT TECHNOLOGIES INC COM 549463107 64406 774224 SH SOLE 774224 0 0
LYONDELL PETROCHEMICAL CO COM 552078107 1248 41000 SH SOLE 41000 0 0
M & T BK CORP COM 55261F104 443 800 SH SOLE 800 0 0
MBIA INC COM 55262C100 4463 59600 SH SOLE 59600 0 0
MBNA CORP COM 55262L100 8751 265180 SH SOLE 265180 0 0
MCN ENERGY GROUP INC COM 55267J100 560 22500 SH SOLE 22500 0 0
MCI COMMUNICATIONS CORP COM 552673105 19844 341403 SH SOLE 341403 0 0
MGIC INVT CORP WIS COM 552848103 4100 71854 SH SOLE 71854 0 0
MGM GRAND INC COM 552953101 202 6400 SH SOLE 6400 0 0
MALLINCKRODT INC NEW COM 561232109 1618 54500 SH SOLE 54500 0 0
MANOR CARE INC COM 564054104 527 13700 SH SOLE 13700 0 0
MANPOWER INC COM 56418H100 1452 50600 SH SOLE 50600 0 0
MARK IV INDS INC COM 570387100 335 15500 SH SOLE 15500 0 0
MARKETSPAN CORP COM 57061V107 2542 84912 SH SOLE 84912 0 0
MARSH & MCLENNAN COS INC COM 571748102 9117 150858 SH SOLE 150858 0 0
MARSHALL & ILSLEY CORP COM 571834100 3482 68200 SH SOLE 68200 0 0
MARRIOTT INTL INC NEW CL A 571903202 2943 90916 SH SOLE 90916 0 0
MARTIN MARIETTA MATLS INC COM 573284106 1505 33437 SH SOLE 33437 0 0
MASCO CORP COM 574599106 6405 105873 SH SOLE 105873 0 0
MATTEL INC COM 577081102 7527 177888 SH SOLE 177888 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2402 75800 SH SOLE 75800 0 0
MAY DEPT STORES CO COM 577778103 8911 136046 SH SOLE 136046 0 0
MAYTAG CORP COM 578592107 2898 58700 SH SOLE 58700 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1586 44400 SH SOLE 44400 0 0
MCDONALDS CORP COM 580135101 27556 399367 SH SOLE 399367 0 0
MCGRAW HILL COS INC COM 580645109 4935 60500 SH SOLE 60500 0 0
MCKESSON CORP NEW COM 581557105 3632 44700 SH SOLE 44700 0 0
MEAD CORP COM 582834107 2192 69044 SH SOLE 69044 0 0
MEDIAONE GROUP INC COM 58440J104 12943 294583 SH SOLE 294583 0 0
MEDPARTNERS INC NEW COM 58503X107 780 97521 SH SOLE 97521 0 0
MEDTRONIC INC COM 585055106 17965 281800 SH SOLE 281800 0 0
MELLON BK CORP COM 585509102 11113 159614 SH SOLE 159614 0 0
MERCANTILE BANCORPORATION INC COM 587342106 1936 38425 SH SOLE 38425 0 0
MERCANTILE BANKSHARES CORP COM 587405101 1963 56400 SH SOLE 56400 0 0
MERCANTILE STORES INC COM 587533100 1291 16350 SH SOLE 16350 0 0
MERCK & CO INC COM 589331107 94508 706604 SH SOLE 706604 0 0
MERCURY GENL CORP NEW COM 589400100 514 8000 SH SOLE 8000 0 0
MEREDITH CORP COM 589433101 1455 31000 SH SOLE 31000 0 0
MERITOR AUTOMOTIVE INC COM 59000G100 875 36448 SH SOLE 36448 0 0
MERRILL LYNCH & CO INC COM 590188108 18321 198600 SH SOLE 198600 0 0
MEYER FRED INC DEL NEW COM 592907109 1794 42200 SH SOLE 42200 0 0
MICROSOFT CORP COM 594918104 38979 359668 SH SOLE 359668 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 841 32194 SH SOLE 32194 0 0
MICRON ELECTRONICS INC COM 595100108 230 19100 SH SOLE 19100 0 0
MICRON TECHNOLOGY INC COM 595112103 2523 101672 SH SOLE 101672 0 0
MIDAS GROUP INC COM 595626102 242 12016 SH SOLE 12016 0 0
MIDAMERICA ENERGY HLDGS CO COM 595920109 1605 74200 SH SOLE 74200 0 0
MILLENNIUM CHEMICALS INC COM 599903101 772 22800 SH SOLE 22800 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
MILLER HERMAN INC COM 600544100 1352 55600 SH SOLE 55600 0 0
MILLIPORE CORP COM 601073109 842 30900 SH SOLE 30900 0 0
MINNESOTA MNG & MFG CO COM 604059105 18855 229419 SH SOLE 229419 0 0
MIRAGE RESORTS INC COM 60462E104 2398 112500 SH SOLE 112500 0 0
MITCHELL ENERGY & DEV CORP CL A 606592202 490 24490 SH SOLE 24490 0 0
MOBIL CORP COM 607059102 36584 477438 SH SOLE 477438 0 0
MOLEX INC COM 608554101 741 29638 SH SOLE 29638 0 0
MONSANTO CO COM 611662107 19260 344690 SH SOLE 344690 0 0
MONTANA POWER CO COM 612085100 1442 41500 SH SOLE 41500 0 0
MORGAN J P & CO INC COM 616880100 12547 107125 SH SOLE 107125 0 0
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 24390 266925 SH SOLE 266925 0 0
MORTON INTL INC IND NEW COM 619335102 1946 77829 SH SOLE 77829 0 0
MOTOROLA INC COM 620076109 18617 354180 SH SOLE 354180 0 0
MURPHY OIL CORP COM 626717102 1642 32400 SH SOLE 32400 0 0
MYLAN LABS INC COM 628530107 2271 75550 SH SOLE 75550 0 0
NCR CORP NEW COM 62886E108 2156 66324 SH SOLE 66324 0 0
NGC CORP COM 629121104 978 78200 SH SOLE 78200 0 0
NIPSCO INDS INC COM 629140104 2337 83470 SH SOLE 83470 0 0
NABISCO HLDGS CORP CL A 629526104 559 15500 SH SOLE 15500 0 0
NABORS INDS INC COM 629568106 1371 69200 SH SOLE 69200 0 0
NALCO CHEM CO COM 629853102 2041 58094 SH SOLE 58094 0 0
NATIONAL CITY CORP COM 635405103 10267 144600 SH SOLE 144600 0 0
NATIONAL COMM BANCORP COM 635449101 410 9800 SH SOLE 9800 0 0
NATIONAL DATA CORP COM 635621105 757 17300 SH SOLE 17300 0 0
NATIONAL FUEL GAS CO N J COM 636180101 462 10600 SH SOLE 10600 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 1455 110300 SH SOLE 110300 0 0
NATIONAL SVC INDS INC COM 637657107 1539 30250 SH SOLE 30250 0 0
NATIONSBANK CORP COM 638585109 43505 568690 SH SOLE 568690 0 0
NAVISTAR INTL CORP NEW COM 63934E108 1378 47726 SH SOLE 47726 0 0
NEIMAN MARCUS GROUP INC COM 640204103 717 16500 SH SOLE 16500 0 0
NETWORKS ASSOCS INC COM 640938106 2295 47943 SH SOLE 47943 0 0
NETSCAPE COMMUNICATIONS CORP COM 641149109 965 35667 SH SOLE 35667 0 0
NEW CENTURY ENERGIES INC COM 64352U103 2981 65608 SH SOLE 65608 0 0
NEW ENGLAND ELEC SYS COM 644001109 1795 41500 SH SOLE 41500 0 0
NEW PLAN RLTY TR SH BEN INT 648059103 417 17000 SH SOLE 17000 0 0
NEW YORK TIMES CO CL A 650111107 3645 46000 SH SOLE 46000 0 0
NEWELL CO COM 651192106 4779 95930 SH SOLE 95930 0 0
NEWMONT MINING CORP COM 651639106 2154 91184 SH SOLE 91184 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V103 3271 131500 SH SOLE 131500 0 0
NIAGARA MOHAWK PWR CORP COM 653522102 1343 89900 SH SOLE 89900 0 0
NICOR INC COM 654086107 1505 37500 SH SOLE 37500 0 0
NIKE INC CL B 654106103 3738 76772 SH SOLE 76772 0 0
NINE WEST GROUP INC COM 65440D102 534 19910 SH SOLE 19910 0 0
NOBLE AFFILIATES INC COM 654894104 1307 34400 SH SOLE 34400 0 0
NOBLE DRILLING CORP COM 655042109 2032 84434 SH SOLE 84434 0 0
NORDSTROM INC COM 655664100 2274 29439 SH SOLE 29439 0 0
NORFOLK SOUTHERN CORP COM 655844108 7039 236100 SH SOLE 236100 0 0
NORTH FORK BANCORPORATION NY COM 659424105 1488 60900 SH SOLE 60900 0 0
NORTHEAST UTILS COM 664397106 1795 106000 SH SOLE 106000 0 0
NORTHN STS PWR CO MINN COM 665772109 2625 91700 SH SOLE 91700 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
NORTHERN TR CORP COM 665859104 6001 78700 SH SOLE 78700 0 0
NORTHROP GRUMMAN CORP COM 666807102 3768 36540 SH SOLE 36540 0 0
NORTHWEST AIRLS CORP CL A 667280101 1681 43600 SH SOLE 43600 0 0
NORWEST CORP COM 669380107 17605 471026 SH SOLE 471026 0 0
NOVELL INC COM 670006105 2699 211713 SH SOLE 211713 0 0
NOVELLUS SYS INC COM 670008101 724 20300 SH SOLE 20300 0 0
NUCOR CORP COM 670346105 2338 50836 SH SOLE 50836 0 0
OGE ENERGY CORP COM 670837103 1555 57600 SH SOLE 57600 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 5805 214987 SH SOLE 214987 0 0
OCEAN ENERGY INC COM NEW 674812201 678 34663 SH SOLE 34663 0 0
OCTEL CORP COM 675727101 204 10250 SH SOLE 10250 0 0
OFFICEMAX INC COM 67622M108 604 36600 SH SOLE 36600 0 0
OFFICE DEPOT INC COM 676220106 3103 98300 SH SOLE 98300 0 0
OHIO CAS CORP COM 677240103 1739 39300 SH SOLE 39300 0 0
OLD KENT FINL CORP COM 679833103 1050 29190 SH SOLE 29190 0 0
OLD REP INTL CORP COM 680223104 2702 92164 SH SOLE 92164 0 0
OLIN CORP COM PAR $1 680665205 1581 37934 SH SOLE 37934 0 0
OLSTEN CORP COM 681385100 217 19400 SH SOLE 19400 0 0
OMNICARE INC COM 681904108 2093 54900 SH SOLE 54900 0 0
OMNICOM GROUP INC COM 681919106 2653 53200 SH SOLE 53200 0 0
ORACLE CORP COM 68389X105 11047 449737 SH SOLE 449737 0 0
ORYX ENERGY COMPANY COM 68763F100 1805 81600 SH SOLE 81600 0 0
OUTBACK STEAKHOUSE INC COM 689899102 538 13800 SH SOLE 13800 0 0
OWENS CORNING COM 69073F103 1384 33900 SH SOLE 33900 0 0
OWENS ILL INC COM NEW 690768403 3281 73326 SH SOLE 73326 0 0
OXFORD HEALTH PLANS INC COM 691471106 793 51800 SH SOLE 51800 0 0
PECO ENERGY CO COM 693304107 3844 131700 SH SOLE 131700 0 0
PG&E CORP COM 69331C108 6890 218291 SH SOLE 218291 0 0
PMI GROUP INC COM 69344M101 492 6700 SH SOLE 6700 0 0
PNC BK CORP COM 693475105 10279 191006 SH SOLE 191006 0 0
P P & L RES INC COM 693499105 2328 102600 SH SOLE 102600 0 0
PPG INDS INC COM 693506107 7081 101790 SH SOLE 101790 0 0
PACCAR INC COM 693718108 2286 43750 SH SOLE 43750 0 0
PACIFIC CENTY FINL CORP COM 694058108 1617 67360 SH SOLE 67360 0 0
PACIFICARE HEALTH SYS DEL CL B 695112201 2266 25638 SH SOLE 25638 0 0
PACIFICORP COM 695114108 4027 177992 SH SOLE 177992 0 0
PAINE WEBBER GROUP INC COM 695629105 2816 65675 SH SOLE 65675 0 0
PAIRGAIN TECHNOLOGIES INC COM 695934109 772 44300 SH SOLE 44300 0 0
PALL CORP COM 696429307 1702 83010 SH SOLE 83010 0 0
PANAMSAT CORP NEW COM 697933109 415 7300 SH SOLE 7300 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 4164 153500 SH SOLE 153500 0 0
PARKER HANNIFIN CORP COM 701094104 2599 68175 SH SOLE 68175 0 0
PAYCHEX INC COM 704326107 2234 54900 SH SOLE 54900 0 0
PAYLESS SHOESOURCE INC COM 704379106 1868 25355 SH SOLE 25355 0 0
PENNEY J C INC COM 708160106 9615 132964 SH SOLE 132964 0 0
PENTAIR INC COM 709631105 349 8200 SH SOLE 8200 0 0
PENNZOIL CO COM 709903108 1914 37800 SH SOLE 37800 0 0
PEOPLES BK BRIDGEPORT CONN COM 710198102 516 14900 SH SOLE 14900 0 0
PEOPLES ENERGY CORP COM 711030106 1085 28100 SH SOLE 28100 0 0
PEOPLESOFT INC COM 712713106 3690 78500 SH SOLE 78500 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
PEP BOYS MANNY MOE & JACK COM 713278109 826 43600 SH SOLE 43600 0 0
PEPSICO INC COM 713448108 36172 878228 SH SOLE 878228 0 0
PERKIN ELMER CORP COM 714041100 1748 28111 SH SOLE 28111 0 0
PETSMART INC COM 716768106 475 47500 SH SOLE 47500 0 0
PHARMACIA & UPJOHN INC COM 716941109 13811 299436 SH SOLE 299436 0 0
PFIZER INC COM 717081103 83972 772600 SH SOLE 772600 0 0
PHELPS DODGE CORP COM 717265102 1934 33810 SH SOLE 33810 0 0
PHILIP MORRIS COS INC COM 718154107 56179 1426769 SH SOLE 1426769 0 0
PHILLIPS PETE CO COM 718507106 6150 127623 SH SOLE 127623 0 0
PHYCOR INC COM 71940F100 722 43600 SH SOLE 43600 0 0
PINNACLE WEST CAP CORP COM 723484101 4221 93804 SH SOLE 93804 0 0
PIONEER HI BRED INTL INC COM 723686101 4849 117200 SH SOLE 117200 0 0
PIONEER NAT RES CO COM 723787107 871 36500 SH SOLE 36500 0 0
PITNEY BOWES INC COM 724479100 7844 163002 SH SOLE 163002 0 0
PITTSTON CO COM BRINKS GRP 725701106 1089 29542 SH SOLE 29542 0 0
POGO PRODUCING CO COM 730448107 244 9700 SH SOLE 9700 0 0
POLAROID CORP COM 731095105 855 24045 SH SOLE 24045 0 0
POPULAR INC COM 733174106 3352 50400 SH SOLE 50400 0 0
POTLATCH CORP COM 737628107 815 19400 SH SOLE 19400 0 0
POTOMAC ELEC PWR CO COM 737679100 1764 70400 SH SOLE 70400 0 0
PRAXAIR INC COM 74005P104 4382 93600 SH SOLE 93600 0 0
PRECISION CASTPARTS CORP COM 740189105 694 13000 SH SOLE 13000 0 0
PREMARK INTL INC COM 740459102 1238 38400 SH SOLE 38400 0 0
PRICE T ROWE & ASSOCIATES COM 741477103 2460 65484 SH SOLE 65484 0 0
PRIMEDIA INC COM 74157K101 357 26300 SH SOLE 26300 0 0
PROCTER & GAMBLE CO COM 742718109 71463 784772 SH SOLE 784772 0 0
PROGRESSIVE CORP OHIO COM 743315103 4597 32600 SH SOLE 32600 0 0
PROMUS HOTEL CORP NEW COM 74342P106 2259 58677 SH SOLE 58677 0 0
PROTECTIVE LIFE CORP COM 743674103 1710 46600 SH SOLE 46600 0 0
PROVIDENT COS INC COM 743862104 687 19900 SH SOLE 19900 0 0
PROVIDENT FINL GROUP INC COM 743866105 543 11900 SH SOLE 11900 0 0
PROVIDIAN FINL CORP COM 74406A102 4224 53769 SH SOLE 53769 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 6082 176600 SH SOLE 176600 0 0
PUBLIC STORAGE INC COM 74460D109 641 22900 SH SOLE 22900 0 0
PUGET SOUND ENERGY INC COM 745332106 515 19200 SH SOLE 19200 0 0
QUAKER OATS CO COM 747402105 4549 82800 SH SOLE 82800 0 0
QUALCOMM INC COM 747525103 2077 36970 SH SOLE 36970 0 0
QUANTUM CORP COM 747906105 1336 64400 SH SOLE 64400 0 0
QUESTAR CORP COM 748356102 1166 59400 SH SOLE 59400 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 1874 38100 SH SOLE 38100 0 0
QUORUM HEALTH GROUP INC COM 749084109 576 21750 SH SOLE 21750 0 0
R & B FALCON CORP COM 74912E101 2336 103268 SH SOLE 103268 0 0
QWEST COMMUNICATIONS INTL INC COM 749121109 2245 64369 SH SOLE 64369 0 0
RJR NABISCO HOLDINGS CORP COM NEW 74960K876 4686 197298 SH SOLE 197298 0 0
RPM INC OHIO COM 749685103 1253 73712 SH SOLE 73712 0 0
RALSTON PURINA CO COM RAL-PUR GP 751277302 7269 62228 SH SOLE 62228 0 0
RAYCHEM CORP DEL COM 754603108 1573 53200 SH SOLE 53200 0 0
RAYONIER INC COM 754907103 976 21220 SH SOLE 21220 0 0
RAYTHEON CO CL B 755111408 8354 141301 SH SOLE 141301 0 0
READERS DIGEST ASSN INC CL A NON VTG 755267101 1586 58476 SH SOLE 58476 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
READERS DIGEST ASSN INC CL B 755267200 228 8400 SH SOLE 8400 0 0
REEBOK INTL LTD COM 758110100 1058 38200 SH SOLE 38200 0 0
REGIONS FINL CORP COM 758940100 4049 98600 SH SOLE 98600 0 0
RELIANCE GROUP HOLDINGS INC COM 759464100 1005 57400 SH SOLE 57400 0 0
RELIASTAR FINL CORP COM 75952U103 2746 57216 SH SOLE 57216 0 0
REPUBLIC INDS INC COM 760516104 4688 187500 SH SOLE 187500 0 0
REPUBLIC N Y CORP COM 760719104 4771 75800 SH SOLE 75800 0 0
REYNOLDS & REYNOLDS CO CL A 761695105 342 18800 SH SOLE 18800 0 0
REYNOLDS METALS CO COM 761763101 2441 43637 SH SOLE 43637 0 0
RITE AID CORP COM 767754104 5661 150700 SH SOLE 150700 0 0
ROBERT HALF INTL INC COM 770323103 3288 58850 SH SOLE 58850 0 0
ROCHESTER GAS & ELEC CORP COM 771367109 1460 45700 SH SOLE 45700 0 0
ROCKWELL INTL CORP NEW COM 773903109 4482 93248 SH SOLE 93248 0 0
ROHM & HAAS CO COM 775371107 3139 30200 SH SOLE 30200 0 0
ROSS STORES INC COM 778296103 1337 31100 SH SOLE 31100 0 0
ROUSE CO COM 779273101 1871 59500 SH SOLE 59500 0 0
ROWAN COS INC COM 779382100 1011 52000 SH SOLE 52000 0 0
RUBBERMAID INC COM 781088109 2966 89378 SH SOLE 89378 0 0
RUSSELL CORP COM 782352108 848 28100 SH SOLE 28100 0 0
RYDER SYS INC COM 783549108 1919 60791 SH SOLE 60791 0 0
SBC COMMUNICATIONS INC COM 78387G103 43427 1085676 SH SOLE 1085676 0 0
SCI SYS INC COM 783890106 1418 37700 SH SOLE 37700 0 0
SLM HLDG CORP COM 78442A109 5028 102613 SH SOLE 102613 0 0
SAFECO CORP COM 786429100 3644 80200 SH SOLE 80200 0 0
SAFEWAY INC COM NEW 786514208 11494 282500 SH SOLE 282500 0 0
ST JUDE MED INC COM 790849103 486 13215 SH SOLE 13215 0 0
ST PAUL COS INC COM 792860108 6266 148966 SH SOLE 148966 0 0
SAKS HLDGS INC COM 79377R109 591 21400 SH SOLE 21400 0 0
SANTA FE ENERGY RES INC COM 802012104 768 71462 SH SOLE 71462 0 0
SARA LEE CORP COM 803111103 15432 275875 SH SOLE 275875 0 0
SCANA CORP COM 805898103 2060 69100 SH SOLE 69100 0 0
SCHERER R P CORP DEL COM 806528105 1037 11700 SH SOLE 11700 0 0
SCHERING PLOUGH CORP COM 806605101 39809 434482 SH SOLE 434482 0 0
SCHWAB CHARLES CORP NEW COM 808513105 3752 115450 SH SOLE 115450 0 0
SCIENTIFIC ATLANTA INC COM 808655104 1167 46000 SH SOLE 46000 0 0
SCRIPPS E W CO OHIO CL A 811054204 1286 23470 SH SOLE 23470 0 0
SEAGATE TECHNOLOGY COM 811804103 3448 144800 SH SOLE 144800 0 0
SEAGULL ENERGY CORP COM 812007102 666 40200 SH SOLE 40200 0 0
SEALED AIR CORP NEW COM 81211K100 1341 36490 SH SOLE 36490 0 0
SEALED AIR CORP NEW PFD CV A $2 81211K209 923 21969 SH SOLE 21969 0 0
SEARS ROEBUCK & CO COM 812387108 13786 225776 SH SOLE 225776 0 0
SECURITY CAP INDL TR SH BEN INT 814138103 383 15300 SH SOLE 15300 0 0
SECURITY CAP PAC TR SH BEN INT 814141107 340 15100 SH SOLE 15100 0 0
SECURITY DYNAMICS TECHNOLOGIES COM 814208104 451 24400 SH SOLE 24400 0 0
SENSORMATIC ELECTRS CORP COM 817265101 727 51924 SH SOLE 51924 0 0
SERVICE CORP INTL COM 817565104 6667 155500 SH SOLE 155500 0 0
SHARED MED SYS CORP COM 819486101 565 7700 SH SOLE 7700 0 0
SHAW INDS INC COM 820286102 1278 72500 SH SOLE 72500 0 0
SHERWIN WILLIAMS CO COM 824348106 2920 88148 SH SOLE 88148 0 0
SIGMA ALDRICH CORP COM 826552101 2201 62660 SH SOLE 62660 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
SILICON GRAPHICS INC COM 827056102 1406 115962 SH SOLE 115962 0 0
SIMON DEBARTOLO GROUP INC COM 828781104 1825 56161 SH SOLE 56161 0 0
SMITH INTL INC COM 832110100 905 26000 SH SOLE 26000 0 0
SNAP ON INC COM 833034101 1470 40550 SH SOLE 40550 0 0
SODEXHO MARRIOTT SVCS INC COM 833793102 476 16427 SH SOLE 16427 0 0
SOFAMOR/DANEK GROUP INC COM 834005100 1290 14900 SH SOLE 14900 0 0
SOLECTRON CORP COM 834182107 2292 54500 SH SOLE 54500 0 0
SOLUTIA INC COM 834376105 2103 73298 SH SOLE 73298 0 0
SONAT INC COM 835415100 1989 51499 SH SOLE 51499 0 0
SONOCO PRODS CO COM 835495102 1977 65351 SH SOLE 65351 0 0
SOUTHERN CO COM 842587107 10739 387864 SH SOLE 387864 0 0
SOUTHERN NEW ENGLAND TELECOM COM 843485103 3253 49657 SH SOLE 49657 0 0
SOUTHLAND CORP COM NEW 844436402 358 130100 SH SOLE 130100 0 0
SOUTHTRUST CORP COM 844730101 4589 105500 SH SOLE 105500 0 0
SOUTHWEST AIRLS CO COM 844741108 3812 128685 SH SOLE 128685 0 0
SPIEKER PPTYS INC COM 848497103 1181 30490 SH SOLE 30490 0 0
SPRINT CORP COM 852061100 17986 255117 SH SOLE 255117 0 0
STANLEY WKS COM 854616109 1649 39678 SH SOLE 39678 0 0
STAPLES INC COM 855030102 4503 155605 SH SOLE 155605 0 0
STAR BANC CORP COM 855083101 4382 68600 SH SOLE 68600 0 0
STARBUCKS CORP COM 855244109 2693 50400 SH SOLE 50400 0 0
STARWOOD HOTELS & RESORTS COMBND CTF NEW 855905204 374 7746 SH SOLE 7746 0 0
STATE STR CORP COM 857477103 7383 106234 SH SOLE 106234 0 0
STERIS CORP COM 859152100 1515 23824 SH SOLE 23824 0 0
STERLING COMM INC COM 859205106 2870 59171 SH SOLE 59171 0 0
STERLING SOFTWARE INC COM 859547101 1355 45840 SH SOLE 45840 0 0
STEWART ENTERPRISES INC CL A 860370105 724 27200 SH SOLE 27200 0 0
STONE CONTAINER CORP COM 861589109 902 57700 SH SOLE 57700 0 0
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 2941 67800 SH SOLE 67800 0 0
STRYKER CORP COM 863667101 1781 46400 SH SOLE 46400 0 0
SUMMIT BANCORP COM 866005101 5075 106850 SH SOLE 106850 0 0
SUN INC COM 866762107 1719 44300 SH SOLE 44300 0 0
SUN MICROSYSTEMS INC COM 866810104 9793 225456 SH SOLE 225456 0 0
SUNAMERICA INC COM 866930100 5359 93300 SH SOLE 93300 0 0
SUNBEAM CORP COM 867071102 385 37101 SH SOLE 37101 0 0
SUNDSTRAND CORP COM 867323107 2153 37600 SH SOLE 37600 0 0
SUNGARD DATA SYS INC COM 867363103 921 24000 SH SOLE 24000 0 0
SUNTRUST BKS INC COM 867914103 11065 136080 SH SOLE 136080 0 0
SUPERVALU INC COM 868536103 2720 61300 SH SOLE 61300 0 0
SYBASE INC COM 871130100 366 52500 SH SOLE 52500 0 0
SYBRON INTL CORP COM 87114F106 712 28200 SH SOLE 28200 0 0
SYMBOL TECHNOLOGIES INC COM 871508107 555 14700 SH SOLE 14700 0 0
SYNOPSYS INC COM 871607107 910 19900 SH SOLE 19900 0 0
SYNOVUS FINL CORP COM 87161C105 1774 74700 SH SOLE 74700 0 0
SYSCO CORP COM 871829107 5186 202382 SH SOLE 202382 0 0
TCF FINL CORP COM 872275102 770 26100 SH SOLE 26100 0 0
TECO ENERGY INC COM 872375100 2252 84000 SH SOLE 84000 0 0
TIG HLDGS INC COM 872469101 964 41922 SH SOLE 41922 0 0
TJX COS INC NEW COM 872540109 4729 196024 SH SOLE 196024 0 0
TRW INC COM 872649108 4537 83052 SH SOLE 83052 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
TANDY CORP COM 875382103 3412 64300 SH SOLE 64300 0 0
TECH DATA CORP COM 878237106 1153 26900 SH SOLE 26900 0 0
TECUMSEH PRODS CO CL A 878895200 848 16057 SH SOLE 16057 0 0
TEKTRONIX INC COM 879131100 518 14650 SH SOLE 14650 0 0
TELE COMMUNICATIONS INC NEW COM TCI GRP A 87924V101 11455 298009 SH SOLE 298009 0 0
TELE COMMUNICATIONS INC NEW COM LIB GRP A 87924V507 7626 196495 SH SOLE 196495 0 0
TELEFLEX INC COM 879369106 308 8100 SH SOLE 8100 0 0
TELEPHONE & DATA SYS INC COM 879433100 1414 35900 SH SOLE 35900 0 0
TELEPORT COMMUNICATIONS GROUP CL A 879463107 618 11400 SH SOLE 11400 0 0
TELLABS INC COM 879664100 6876 96000 SH SOLE 96000 0 0
TEMPLE INLAND INC COM 879868107 1891 35093 SH SOLE 35093 0 0
TENET HEALTHCARE CORP COM 88033G100 5710 182711 SH SOLE 182711 0 0
TENNECO INC NEW COM 88037E101 3992 104870 SH SOLE 104870 0 0
TERADYNE INC COM 880770102 1394 52102 SH SOLE 52102 0 0
TEXACO INC COM 881694103 18459 309254 SH SOLE 309254 0 0
TEXAS INSTRS INC COM 882508104 13573 232768 SH SOLE 232768 0 0
TEXAS UTILS CO COM 882848104 5405 129849 SH SOLE 129849 0 0
TEXTRON INC COM 883203101 5675 79164 SH SOLE 79164 0 0
THERMO ELECTRON CORP COM 883556102 3296 96412 SH SOLE 96412 0 0
THOMAS & BETTS CORP COM 884315102 1798 36500 SH SOLE 36500 0 0
3COM CORP COM 885535104 6403 208650 SH SOLE 208650 0 0
360 COMMUNICATIONS CO COM 885571109 2680 83738 SH SOLE 83738 0 0
TIDEWATER INC COM 886423102 1191 36100 SH SOLE 36100 0 0
TIFFANY & CO NEW COM 886547108 1070 22300 SH SOLE 22300 0 0
TIME WARNER INC COM 887315109 22682 265483 SH SOLE 265483 0 0
TIMES MIRROR CO NEW COM SER A 887364107 2735 43500 SH SOLE 43500 0 0
TIMKEN CO COM 887389104 1037 33648 SH SOLE 33648 0 0
TORCHMARK CORP COM 891027104 3774 82500 SH SOLE 82500 0 0
TOSCO CORP COM NEW 891490302 2873 97804 SH SOLE 97804 0 0
TOYS R US INC COM 892335100 3931 166831 SH SOLE 166831 0 0
TRANSACTION SYS ARCHITECTS CL A 893416107 770 20000 SH SOLE 20000 0 0
TRANSAMERICA CORP COM 893485102 5933 51534 SH SOLE 51534 0 0
TRANSATLANTIC HLDGS INC COM 893521104 224 2900 SH SOLE 2900 0 0
TRANSOCEAN OFFSHORE INC COM 893817106 1678 37700 SH SOLE 37700 0 0
TRANSTEXAS GAS CORP COM 893895102 155 17471 SH SOLE 17471 0 0
TRAVELERS PPTY CAS CORP CL A 893939108 703 16400 SH SOLE 16400 0 0
TRAVELERS GROUP INC COM 894190107 41407 683010 SH SOLE 683010 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 3025 95462 SH SOLE 95462 0 0
TRIBUNE CO NEW COM 896047107 4576 66500 SH SOLE 66500 0 0
TRINITY INDS INC COM 896522109 533 12850 SH SOLE 12850 0 0
TUPPERWARE CORP COM 899896104 931 33100 SH SOLE 33100 0 0
20TH CENTY INDS CAL COM PAR $10 901272203 373 13000 SH SOLE 13000 0 0
TYSON FOODS INC CL A 902494103 1990 91742 SH SOLE 91742 0 0
UAL CORP COM PAR $0.01 902549500 2722 34900 SH SOLE 34900 0 0
UCAR INTL INC COM 90262K109 691 23660 SH SOLE 23660 0 0
UICI COM 902737105 548 20100 SH SOLE 20100 0 0
USX MARATHON GROUP COM NEW 902905827 6448 187909 SH SOLE 187909 0 0
UST INC COM 902911106 3071 113742 SH SOLE 113742 0 0
USA WASTE SVCS INC COM 902917103 5742 116296 SH SOLE 116296 0 0
US BANCORP DEL COM 902973106 19313 449148 SH SOLE 449148 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
USA NETWORKS INC COM 902984103 1593 63400 SH SOLE 63400 0 0
UNUM CORP COM 903192102 4554 82060 SH SOLE 82060 0 0
U S G CORP COM NEW 903293405 1884 34800 SH SOLE 34800 0 0
USX-U S STL COM 90337T101 1756 53200 SH SOLE 53200 0 0
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 742 23500 SH SOLE 23500 0 0
UNIFI INC COM 904677101 569 16600 SH SOLE 16600 0 0
UNICOM CORP COM 904911104 4662 132968 SH SOLE 132968 0 0
UNION CAMP CORP COM 905530101 2169 43700 SH SOLE 43700 0 0
UNION CARBIDE CORP COM 905581104 3976 74500 SH SOLE 74500 0 0
UNION PAC CORP COM 907818108 5612 127175 SH SOLE 127175 0 0
UNION PAC RES GROUP INC COM 907834105 2686 152934 SH SOLE 152934 0 0
UNION PLANTERS CORP COM 908068109 965 16400 SH SOLE 16400 0 0
UNIONBANCAL CORP COM 908906100 338 3500 SH SOLE 3500 0 0
UNISOURCE WORLDWIDE INC COM 909208100 473 43715 SH SOLE 43715 0 0
UNISYS CORP COM 909214108 3588 127000 SH SOLE 127000 0 0
UNITED ASSET MGMT CORP COM 909420101 432 16500 SH SOLE 16500 0 0
UNITED DOMINION REALTY TR INC COM 910197102 574 41400 SH SOLE 41400 0 0
UNITED HEALTHCARE CORP COM 910581107 6948 109425 SH SOLE 109425 0 0
UNITED STATES CELLULAR CORP COM 911684108 597 19400 SH SOLE 19400 0 0
UNITED STATES FILTER CORP NEW COM NEW 911843209 1151 41000 SH SOLE 41000 0 0
US AIRWAYS GROUP INC COM 911905107 4272 53900 SH SOLE 53900 0 0
U S INDS INC NEW COM 912080108 546 22050 SH SOLE 22050 0 0
UNITED STATES SURGICAL CORP COM 912707106 2350 51500 SH SOLE 51500 0 0
U S WEST INC NEW COM 91273H101 11556 245912 SH SOLE 245912 0 0
UNITED TECHNOLOGIES CORP COM 913017109 14063 152032 SH SOLE 152032 0 0
UNITRIN INC COM 913275103 1640 23600 SH SOLE 23600 0 0
UNIVERSAL CORP VA COM 913456109 736 19700 SH SOLE 19700 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 1337 22900 SH SOLE 22900 0 0
UNOCAL CORP COM 915289102 5810 162520 SH SOLE 162520 0 0
UNOVA INC COM 91529B106 660 30700 SH SOLE 30700 0 0
UTILICORP UTD INC COM 918005109 603 16000 SH SOLE 16000 0 0
V F CORP COM 918204108 3374 65600 SH SOLE 65600 0 0
VLSI TECHNOLOGY INC COM 918270109 441 26300 SH SOLE 26300 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 509 13200 SH SOLE 13200 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1011 30400 SH SOLE 30400 0 0
VALLEY NATL BANCORP COM 919794107 1392 47988 SH SOLE 47988 0 0
VARIAN ASSOC INC COM 922204102 850 21787 SH SOLE 21787 0 0
VASTAR RES INC COM 922380100 718 16440 SH SOLE 16440 0 0
VENCOR INC NEW COM 92260R102 165 22800 SH SOLE 22800 0 0
VENTAS INC COM 92276F100 315 22800 SH SOLE 22800 0 0
VENATOR GROUP INC COM 922944103 1654 86500 SH SOLE 86500 0 0
VIAD CORP COM 92552R109 2567 92500 SH SOLE 92500 0 0
VIACOM INC CL B 925524308 10607 182095 SH SOLE 182095 0 0
VIKING OFFICE PRODS COM 926913104 1832 58400 SH SOLE 58400 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 272 15178 SH SOLE 15178 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 1291 41800 SH SOLE 41800 0 0
VLASIC FOODS INTL INC COM 928559103 314 15580 SH SOLE 15580 0 0
VORNADO RLTY TR SH BEN INT 929042109 1373 34600 SH SOLE 34600 0 0
VULCAN MATLS CO COM 929160109 2358 22100 SH SOLE 22100 0 0
WACHOVIA CORP COM 929771103 10580 125203 SH SOLE 125203 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
WAL MART STORES INC COM 931142103 49728 818567 SH SOLE 818567 0 0
WALGREEN CO COM 931422109 12528 303240 SH SOLE 303240 0 0
WALLACE COMPUTER SERVICES INC COM 932270101 304 12800 SH SOLE 12800 0 0
WARNACO GROUP INC CL A 934390105 671 15800 SH SOLE 15800 0 0
WARNER LAMBERT CO COM 934488107 33690 485618 SH SOLE 485618 0 0
WASHINGTON FED INC COM 938824109 689 24930 SH SOLE 24930 0 0
WASHINGTON MUT INC COM 939322103 9700 223320 SH SOLE 223320 0 0
WASHINGTON POST CO CL B 939640108 3053 5300 SH SOLE 5300 0 0
WASTE MGMT INC NEW COM 94106K101 9318 266225 SH SOLE 266225 0 0
WATSON PHARMACEUTICALS INC COM 942683103 2516 53900 SH SOLE 53900 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 289 6900 SH SOLE 6900 0 0
WELLPOINT HEALTH NETWORK NEW COM 94973H108 296 4000 SH SOLE 4000 0 0
WELLS FARGO & CO DEL COM 949740104 16854 45676 SH SOLE 45676 0 0
WENDYS INTL INC COM 950590109 1692 72000 SH SOLE 72000 0 0
WESCO FINL CORP COM 950817106 911 2330 SH SOLE 2330 0 0
WESTERN ATLAS INC COM 957674104 3005 35400 SH SOLE 35400 0 0
WESTERN DIGITAL CORP COM 958102105 618 52300 SH SOLE 52300 0 0
WESTERN RES INC COM 959425109 1692 43600 SH SOLE 43600 0 0
WESTPOINT STEVENS INC COM 961238102 1063 32210 SH SOLE 32210 0 0
WESTVACO CORP COM 961548104 1865 66005 SH SOLE 66005 0 0
WEYERHAEUSER CO COM 962166104 5492 118902 SH SOLE 118902 0 0
WHIRLPOOL CORP COM 963320106 2913 42375 SH SOLE 42375 0 0
WHITMAN CORP COM 96647K102 1606 70000 SH SOLE 70000 0 0
WILLAMETTE INDS INC COM 969133107 2224 69500 SH SOLE 69500 0 0
WILLIAMS COS INC DEL COM 969457100 8506 252039 SH SOLE 252039 0 0
WILMINGTON TRUST CORP COM 971807102 517 8500 SH SOLE 8500 0 0
WINN DIXIE STORES INC COM 974280109 2954 57700 SH SOLE 57700 0 0
WISCONSIN CENT TRANSN CORP COM 976592105 324 14800 SH SOLE 14800 0 0
WISCONSIN ENERGY CORP COM 976657106 2114 69600 SH SOLE 69600 0 0
WITCO CORP COM 977385103 1166 39877 SH SOLE 39877 0 0
WOLVERINE WORLD WIDE INC COM 978097103 659 30400 SH SOLE 30400 0 0
WORLDCOM INC GA COM 98155K102 20152 416050 SH SOLE 416050 0 0
WORTHINGTON INDS INC COM 981811102 914 60650 SH SOLE 60650 0 0
WRIGLEY WM JR CO COM 982526105 6056 61800 SH SOLE 61800 0 0
XILINX INC COM 983919101 1465 43100 SH SOLE 43100 0 0
XEROX CORP COM 984121103 20578 202490 SH SOLE 202490 0 0
YORK INTL CORP NEW COM 986670107 1189 27300 SH SOLE 27300 0 0
ZIONS BANCORPORATION COM 989701107 2534 47700 SH SOLE 47700 0 0
REPORT SUMMARY 938 DATA RECORDS 5427056 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
|
|