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Previous: BELLSOUTH CORP, S-3, 1998-02-04 |
Next: BJURMAN GEORGE D & ASSOCIATES /ADV, SC 13G, 1998-02-04 |
<TABLE>
<C> <C>
<PAGE> PAGE 1
SECURITIES AND EXCHANGE COMMISSION
FORM 13F-E
Report for the Calendar Year or Quarter Ended: 12/31/97
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 02/02/98
<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 3687 88300 SH SOLE 88300 0 0
AFLAC INC COM 001055102 4824 94362 SH SOLE 94362 0 0
AGCO CORP COM 001084102 667 22800 SH SOLE 22800 0 0
AES CORP COM 00130H105 4153 89064 SH SOLE 89064 0 0
AMR CORP COM 001765106 7543 58702 SH SOLE 58702 0 0
ARCO CHEM CO COM 001920107 247 5300 SH SOLE 5300 0 0
AT&T CORP COM 001957109 63682 1039706 SH SOLE 1039706 0 0
ABBOTT LABS COM 002824100 32343 493311 SH SOLE 493311 0 0
ACCUSTAFF INC COM 004401105 1267 55100 SH SOLE 55100 0 0
ADAPTEC INC COM 00651F108 2783 74960 SH SOLE 74960 0 0
ADOBE SYS INC COM 00724F101 2025 49100 SH SOLE 49100 0 0
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 1081 37100 SH SOLE 37100 0 0
AEROQUIP-VICKERS INC COM 007869100 608 12400 SH SOLE 12400 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1607 89600 SH SOLE 89600 0 0
ADVANTA CORP CL A 007942105 743 28300 SH SOLE 28300 0 0
AETNA INC COM 008117103 6664 94437 SH SOLE 94437 0 0
AHMANSON H F & CO COM 008677106 5067 75700 SH SOLE 75700 0 0
AIR PRODS & CHEMS INC COM 009158106 5398 65625 SH SOLE 65625 0 0
AIRGAS INC COM 009363102 625 44674 SH SOLE 44674 0 0
AIRTOUCH COMMUNICATIONS INC COM 00949T100 13223 318143 SH SOLE 318143 0 0
ALBEMARLE CORP COM 012653101 339 14200 SH SOLE 14200 0 0
ALBERTSONS INC COM 013104104 6909 145839 SH SOLE 145839 0 0
ALEXANDER & BALDWIN INC COM 014482103 967 35400 SH SOLE 35400 0 0
ALLEGHENY ENERGY INC COM 017361106 2659 81800 SH SOLE 81800 0 0
ALLEGHENY TELEDYNE INC COM 017415100 2283 88250 SH SOLE 88250 0 0
ALLEGIANCE CORP COM 017475104 1499 42304 SH SOLE 42304 0 0
ALLERGAN INC COM 018490102 1539 45856 SH SOLE 45856 0 0
ALLIEDSIGNAL INC COM 019512102 12471 320282 SH SOLE 320282 0 0
ALLMERICA FINL CORP COM 019754100 1392 27884 SH SOLE 27884 0 0
ALLSTATE CORP COM 020002101 22446 246998 SH SOLE 246998 0 0
ALLTEL CORP COM 020039103 5468 133166 SH SOLE 133166 0 0
ALTERA CORP COM 021441100 1938 58500 SH SOLE 58500 0 0
ALUMAX INC COM 022197107 1097 32250 SH SOLE 32250 0 0
ALUMINUM CO AMER COM 022249106 7298 103700 SH SOLE 103700 0 0
ALZA CORP DEL COM 022615108 1766 55500 SH SOLE 55500 0 0
AMBAC FINL GROUP INC COM 023139108 2226 48400 SH SOLE 48400 0 0
AMERADA HESS CORP COM 023551104 3025 55130 SH SOLE 55130 0 0
AMERICA ONLINE INC DEL COM 02364J104 5815 65200 SH SOLE 65200 0 0
AMERICAN BANKERS INS GROUP INC COM 024456105 666 14500 SH SOLE 14500 0 0
AMERICAN ELEC PWR INC COM 025537101 6009 116400 SH SOLE 116400 0 0
AMERICAN EXPRESS CO COM 025816109 27196 304718 SH SOLE 304718 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 1076 26700 SH SOLE 26700 0 0
AMERICAN GENERAL CORP COM 026351106 8430 155922 SH SOLE 155922 0 0
AMERICAN GREETINGS CORP CL A 026375105 2064 52751 SH SOLE 52751 0 0
AMERICAN HOME PRODS CORP COM 026609107 31573 412714 SH SOLE 412714 0 0
AMERICAN INTL GROUP INC COM 026874107 41141 378306 SH SOLE 378306 0 0
AMERICAN NATL INS CO COM 028591105 939 10100 SH SOLE 10100 0 0
AMERICAN PWR CONVERSION CORP COM 029066107 1288 54500 SH SOLE 54500 0 0
AMERICAN STD COS INC DEL COM 029712106 2084 54400 SH SOLE 54400 0 0
AMERICAN STORES CO NEW COM 030096101 3755 182626 SH SOLE 182626 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 WTR WKS INC COM 030411102 347 12700 SH SOLE 12700 0 0
AMERITECH CORP NEW COM 030954101 28278 351280 SH SOLE 351280 0 0
AMGEN INC COM 031162100 9125 168600 SH SOLE 168600 0 0
AMP INC COM 031897101 5867 139691 SH SOLE 139691 0 0
AMOCO CORP COM 031905102 26514 311467 SH SOLE 311467 0 0
AMSOUTH BANCORPORATION COM 032165102 3419 62950 SH SOLE 62950 0 0
ANADARKO PETE CORP COM 032511107 2469 40678 SH SOLE 40678 0 0
ANALOG DEVICES INC COM 032654105 2969 107249 SH SOLE 107249 0 0
ANDREW CORP COM 034425108 841 35025 SH SOLE 35025 0 0
ANHEUSER BUSCH COS INC COM 035229103 12501 284112 SH SOLE 284112 0 0
AON CORP COM 037389103 5744 97975 SH SOLE 97975 0 0
APACHE CORP COM 037411105 2041 58199 SH SOLE 58199 0 0
APOLLO GROUP INC CL A 037604105 1247 26400 SH SOLE 26400 0 0
APPLE COMPUTER INC COM 037833100 1087 82805 SH SOLE 82805 0 0
APPLIED MATLS INC COM 038222105 6994 232152 SH SOLE 232152 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 7736 356696 SH SOLE 356696 0 0
ARMSTRONG WORLD INDS INC COM 042476101 2403 32149 SH SOLE 32149 0 0
ARROW ELECTRS INC COM 042735100 2260 69686 SH SOLE 69686 0 0
ASARCO INC COM 043413103 285 12700 SH SOLE 12700 0 0
ASCEND COMMUNICATIONS INC COM 043491109 2771 113100 SH SOLE 113100 0 0
ASHLAND INC COM 044204105 2351 43791 SH SOLE 43791 0 0
ASSOCIATES FIRST CAP CORP CL A 046008108 1615 22700 SH SOLE 22700 0 0
ATLANTIC RICHFIELD CO COM 048825103 16375 204366 SH SOLE 204366 0 0
ATMEL CORP COM 049513104 1255 67600 SH SOLE 67600 0 0
AUTODESK INC COM 052769106 1203 32505 SH SOLE 32505 0 0
AUTOLIV INC COM 052800109 1691 51640 SH SOLE 51640 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 11968 194991 SH SOLE 194991 0 0
AUTOZONE INC COM 053332102 3068 105800 SH SOLE 105800 0 0
AVERY DENNISON CORP COM 053611109 3025 67590 SH SOLE 67590 0 0
AVNET INC COM 053807103 1967 29800 SH SOLE 29800 0 0
AVON PRODS INC COM 054303102 4857 79142 SH SOLE 79142 0 0
BB&T CORP COM 054937107 1717 26800 SH SOLE 26800 0 0
BHC COMMUNICATIONS INC CL A 055448104 1016 7800 SH SOLE 7800 0 0
BJ SVCS CO COM 055482103 1870 26000 SH SOLE 26000 0 0
BMC SOFTWARE INC COM 055921100 4397 67000 SH SOLE 67000 0 0
BAKER HUGHES INC COM 057224107 4726 108335 SH SOLE 108335 0 0
BALL CORP COM 058498106 290 8200 SH SOLE 8200 0 0
BALTIMORE GAS & ELEC CO COM 059165100 3335 97900 SH SOLE 97900 0 0
BANC ONE CORP COM 059438101 20497 377391 SH SOLE 377391 0 0
BANK NEW YORK INC COM 064057102 14931 258268 SH SOLE 258268 0 0
BANKBOSTON CORP COM 06605R106 9162 97531 SH SOLE 97531 0 0
BANKAMERICA CORP COM 066050105 33358 456964 SH SOLE 456964 0 0
BANKERS TRUST N Y CORP COM 066365107 7282 64769 SH SOLE 64769 0 0
BARD C R INC COM 067383109 1299 41500 SH SOLE 41500 0 0
BARNES & NOBLE INC COM 067774109 1347 40360 SH SOLE 40360 0 0
BARNETT BKS INC COM 068055102 9560 133008 SH SOLE 133008 0 0
BATTLE MTN GOLD CO COM 071593107 944 160700 SH SOLE 160700 0 0
BAUSCH & LOMB INC COM 071707103 1423 35900 SH SOLE 35900 0 0
BAXTER INTL INC COM 071813109 8656 171621 SH SOLE 171621 0 0
BAY NETWORKS INC COM 072510100 3404 133183 SH SOLE 133183 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
BEAR STEARNS COS INC COM 073902108 4558 95958 SH SOLE 95958 0 0
BECKMAN INSTRS INC NEW COM 075816108 1172 29300 SH SOLE 29300 0 0
BECTON DICKINSON & CO COM 075887109 3875 77500 SH SOLE 77500 0 0
BED BATH & BEYOND INC COM 075896100 493 12800 SH SOLE 12800 0 0
BELL ATLANTIC CORP COM 077853109 45034 494874 SH SOLE 494874 0 0
BELLSOUTH CORP COM 079860102 35609 632354 SH SOLE 632354 0 0
BELO A H CORP DEL COM SER A 080555105 1689 30100 SH SOLE 30100 0 0
BEMIS INC COM 081437105 436 9900 SH SOLE 9900 0 0
BENEFICIAL CORP COM 081721102 3299 39693 SH SOLE 39693 0 0
BERGEN BRUNSWIG CORP CL A 083739102 1512 35887 SH SOLE 35887 0 0
BETHLEHEM STL CORP COM 087509105 709 82200 SH SOLE 82200 0 0
BETZDEARBORN INC COM 087779104 1270 20800 SH SOLE 20800 0 0
BEVERLY ENTERPRISES INC COM NEW 087851309 1264 97240 SH SOLE 97240 0 0
BIOGEN INC COM 090597105 1677 46100 SH SOLE 46100 0 0
BIOMET INC COM 090613100 1901 74200 SH SOLE 74200 0 0
BLACK & DECKER CORP COM 091797100 2672 68400 SH SOLE 68400 0 0
BLOCK H & R INC COM 093671105 3255 72633 SH SOLE 72633 0 0
BLYTH INDS INC COM 09643P108 868 29000 SH SOLE 29000 0 0
BOEING CO COM 097023105 30512 623481 SH SOLE 623481 0 0
BOISE CASCADE CORP COM 097383103 411 13600 SH SOLE 13600 0 0
BOISE CASCADE OFFICE PRODS COM 097403109 190 12700 SH SOLE 12700 0 0
BORDERS GROUP INC COM 099709107 1901 60700 SH SOLE 60700 0 0
BORG-WARNER AUTOMOTIVE INC COM 099724106 203 3900 SH SOLE 3900 0 0
BOSTON CHICKEN INC COM 100578103 218 33800 SH SOLE 33800 0 0
BOSTON EDISON CO COM 100599109 1549 40900 SH SOLE 40900 0 0
BOSTON SCIENTIFIC CORP COM 101137107 3491 76100 SH SOLE 76100 0 0
BOWATER INC COM 102183100 662 14900 SH SOLE 14900 0 0
BRIGGS & STRATTON CORP COM 109043109 355 7300 SH SOLE 7300 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 60559 639986 SH SOLE 639986 0 0
BROWN FORMAN CORP CL B 115637209 1674 30300 SH SOLE 30300 0 0
BROWNING FERRIS INDS COM 115885105 2886 77993 SH SOLE 77993 0 0
BRUNSWICK CORP COM 117043109 2073 68400 SH SOLE 68400 0 0
BURLINGTON NORTHN SANTA FE CP COM 12189T104 9307 100140 SH SOLE 100140 0 0
BURLINGTON RES INC COM 122014103 5745 128202 SH SOLE 128202 0 0
CCB FINL CORP COM 124875105 473 4400 SH SOLE 4400 0 0
CBS CORP COM 12490K107 13055 443479 SH SOLE 443479 0 0
CIGNA CORP COM 125509109 8139 47030 SH SOLE 47030 0 0
CIPSCO INC COM 125539106 434 9800 SH SOLE 9800 0 0
CMS ENERGY CORP COM 125896100 3022 68576 SH SOLE 68576 0 0
CNA FINL CORP COM 126117100 767 6002 SH SOLE 6002 0 0
CNF TRANSN INC COM 12612W104 1005 26200 SH SOLE 26200 0 0
CPC INTL INC COM 126149103 10107 93801 SH SOLE 93801 0 0
CSX CORP COM 126408103 8577 158834 SH SOLE 158834 0 0
CVS CORP COM 126650100 4685 73129 SH SOLE 73129 0 0
CABLETRON SYS INC COM 126920107 1133 75500 SH SOLE 75500 0 0
CABOT CORP COM 127055101 1534 55540 SH SOLE 55540 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 3205 130800 SH SOLE 130800 0 0
CALENERGY INC COM 129466108 397 13800 SH SOLE 13800 0 0
CALIBER SYS INC COM 129894101 969 19900 SH SOLE 19900 0 0
CALLAWAY GOLF CO COM 131193104 1474 51600 SH SOLE 51600 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
CAMBRIDGE TECH PARTNERS MASS COM 132524109 1328 31900 SH SOLE 31900 0 0
CAMCO INTL INC COM 132632100 1325 20800 SH SOLE 20800 0 0
CAMPBELL SOUP CO COM 134429109 9800 168600 SH SOLE 168600 0 0
CAPITAL ONE FINL CORP COM 14040H105 597 11024 SH SOLE 11024 0 0
CARDINAL HEALTH INC COM 14149Y108 5368 71458 SH SOLE 71458 0 0
CAROLINA PWR & LT CO COM 144141108 3990 94020 SH SOLE 94020 0 0
CARRAMERICA RLTY CORP COM 144418100 269 8500 SH SOLE 8500 0 0
CASE CORP COM 14743R103 1596 26400 SH SOLE 26400 0 0
CATELLUS DEV CORP COM 149111106 760 38000 SH SOLE 38000 0 0
CATERPILLAR INC DEL COM 149123101 11992 246938 SH SOLE 246938 0 0
CENTEX CORP COM 152312104 1108 17600 SH SOLE 17600 0 0
CENTOCOR INC COM 152342101 1187 35700 SH SOLE 35700 0 0
CENTRAL & SOUTH WEST CORP COM 152357109 3545 130981 SH SOLE 130981 0 0
CENTRAL NEWSPAPERS INC CL A 154647101 237 3200 SH SOLE 3200 0 0
CENTURA BKS INC COM 15640T100 207 3000 SH SOLE 3000 0 0
CENTURY TEL ENTERPRISES INC COM 156686107 2067 41500 SH SOLE 41500 0 0
CERIDIAN CORP COM 15677T106 1530 33400 SH SOLE 33400 0 0
CHAMPION INTL CORP COM 158525105 2675 59024 SH SOLE 59024 0 0
CHANCELLOR MEDIA CORP COM 158915108 1943 26035 SH SOLE 26035 0 0
CHARTER ONE FINL INC COM 160903100 2560 40556 SH SOLE 40556 0 0
CHASE MANHATTAN CORP NEW COM 16161A108 30340 277074 SH SOLE 277074 0 0
CHEVRON CORPORATION COM 166751107 31773 412632 SH SOLE 412632 0 0
CHIRON CORP COM 170040109 1957 115140 SH SOLE 115140 0 0
CHOICEPOINT INC COM 170388102 579 12119 SH SOLE 12119 0 0
CHRIS CRAFT INDS INC COM 170520100 298 5700 SH SOLE 5700 0 0
CHRYSLER CORP COM 171196108 12993 369262 SH SOLE 369262 0 0
CHUBB CORP COM 171232101 8656 114464 SH SOLE 114464 0 0
CIENA CORP COM 171779101 3246 53100 SH SOLE 53100 0 0
CINCINNATI BELL INC COM 171870108 3207 103454 SH SOLE 103454 0 0
CINCINNATI FINL CORP COM 172062101 5489 38995 SH SOLE 38995 0 0
CINERGY CORP COM 172474108 3946 103000 SH SOLE 103000 0 0
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 2443 68709 SH SOLE 68709 0 0
CISCO SYS INC COM 17275R102 35655 639543 SH SOLE 639543 0 0
CINTAS CORP COM 172908105 718 18400 SH SOLE 18400 0 0
CIRCUS CIRCUS ENTERPRISES INC COM 172909103 1251 61008 SH SOLE 61008 0 0
CITICORP COM 173034109 38219 302273 SH SOLE 302273 0 0
CITIZENS CORP COM 174533109 328 11400 SH SOLE 11400 0 0
CITIZENS UTILS CO DEL CL B 177342201 948 98475 SH SOLE 98475 0 0
CITY INVESTING CO LIQ TR UNIT BEN INT 177900107 31 35000 SH SOLE 35000 0 0
CITY NATL CORP COM 178566105 676 18300 SH SOLE 18300 0 0
CLAYTON HOMES INC COM 184190106 456 25350 SH SOLE 25350 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1764 22200 SH SOLE 22200 0 0
CLOROX CO DEL COM 189054109 3803 48100 SH SOLE 48100 0 0
COASTAL CORP COM 190441105 3865 62400 SH SOLE 62400 0 0
COCA COLA CO COM 191216100 96561 1449320 SH SOLE 1449320 0 0
COCA COLA ENTERPRISES INC COM 191219104 5178 145600 SH SOLE 145600 0 0
COGNIZANT CORP COM 192441103 5144 115429 SH SOLE 115429 0 0
COLGATE PALMOLIVE CO COM 194162103 13934 189574 SH SOLE 189574 0 0
COLTEC INDS INC COM 196879100 703 30300 SH SOLE 30300 0 0
COLUMBIA GAS SYS INC COM 197648108 2924 37222 SH SOLE 37222 0 0
<PAGE> PAGE 6
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 12709 429004 SH SOLE 429004 0 0
COMAIR HOLDINGS INC COM 199789108 1028 42600 SH SOLE 42600 0 0
COMCAST CORP CL A 200300101 778 24400 SH SOLE 24400 0 0
COMCAST CORP CL A SPL 200300200 6398 202695 SH SOLE 202695 0 0
COMDISCO INC COM 200336105 1725 51600 SH SOLE 51600 0 0
COMERICA INC COM 200340107 7012 77700 SH SOLE 77700 0 0
COMMERCE BANCSHARES INC COM 200525103 484 7145 SH SOLE 7145 0 0
COMMSCOPE INC COM 203372107 352 26232 SH SOLE 26232 0 0
COMPASS BANCSHARES INC COM 20449H109 809 18500 SH SOLE 18500 0 0
COMPAQ COMPUTER CORP COM 204493100 25827 457627 SH SOLE 457627 0 0
COMPUTER ASSOC INTL INC COM 204912109 14290 270259 SH SOLE 270259 0 0
COMPUSA INC COM 204932107 1962 63300 SH SOLE 63300 0 0
COMPUTER SCIENCES CORP COM 205363104 4365 52280 SH SOLE 52280 0 0
COMPUWARE CORP COM 205638109 3203 100100 SH SOLE 100100 0 0
CONAGRA INC COM 205887102 10076 307070 SH SOLE 307070 0 0
CONCORD EFS INC COM 206197105 1086 43650 SH SOLE 43650 0 0
CONSECO INC COM 208464107 5484 120700 SH SOLE 120700 0 0
CONSOLIDATED EDISON CO N Y INC COM 209111103 6138 149700 SH SOLE 149700 0 0
CONSOLIDATED NAT GAS CO COM 209615103 3807 62928 SH SOLE 62928 0 0
CONSOLIDATED PAPERS INC COM 209759109 422 7900 SH SOLE 7900 0 0
CONSOLIDATED STORES CORP COM 210149100 1777 40450 SH SOLE 40450 0 0
CONTINENTAL AIRLS INC CL B 210795308 1521 31600 SH SOLE 31600 0 0
COOPER CAMERON CORP COM 216640102 1531 25100 SH SOLE 25100 0 0
COOPER INDS INC COM 216669101 3417 69729 SH SOLE 69729 0 0
COOPER TIRE & RUBR CO COM 216831107 1314 53900 SH SOLE 53900 0 0
COORS ADOLPH CO CL B 217016104 474 14260 SH SOLE 14260 0 0
CORESTATES FINL CORP COM 218695104 11130 139012 SH SOLE 139012 0 0
CORNING INC COM 219350105 5539 149193 SH SOLE 149193 0 0
CORPORATE EXPRESS INC COM 219888104 857 66550 SH SOLE 66550 0 0
CORRECTIONS CORP AMER COM 220256101 2213 59700 SH SOLE 59700 0 0
COSTCO COMPANIES INC COM 22160Q102 5956 133457 SH SOLE 133457 0 0
COUNTRYWIDE CR INDS INC DEL COM 222372104 3209 74834 SH SOLE 74834 0 0
COX COMMUNICATIONS INC NEW CL A 224044107 1938 48370 SH SOLE 48370 0 0
CRACKER BARREL OLD CTRY STR COM 224100107 1555 46600 SH SOLE 46600 0 0
CRANE CO COM 224399105 499 11500 SH SOLE 11500 0 0
CRESCENT REAL ESTATE EQUITIES COM 225756105 2067 52500 SH SOLE 52500 0 0
CRESTAR FINL CORP COM 226091106 4027 70656 SH SOLE 70656 0 0
CROMPTON & KNOWLES CORP COM 227111101 1049 39600 SH SOLE 39600 0 0
CROWN CORK & SEAL INC COM 228255105 3707 73955 SH SOLE 73955 0 0
CUMMINS ENGINE INC COM 231021106 1423 24100 SH SOLE 24100 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 218 25600 SH SOLE 25600 0 0
CYPRUS AMAX MINERALS CO COM 232809103 994 64650 SH SOLE 64650 0 0
CYTEC INDS INC COM 232820100 1718 36600 SH SOLE 36600 0 0
DQE INC COM 23329J104 1935 55100 SH SOLE 55100 0 0
DPL INC COM 233293109 2156 75000 SH SOLE 75000 0 0
DSC COMMUNICATIONS CORP COM 233311109 1973 82200 SH SOLE 82200 0 0
DST SYS INC DEL COM 233326107 1046 24500 SH SOLE 24500 0 0
DTE ENERGY CO COM 233331107 3542 102100 SH SOLE 102100 0 0
DALLAS SEMICONDUCTOR CORP COM 235204104 318 7800 SH SOLE 7800 0 0
DANA CORP COM 235811106 3458 72800 SH SOLE 72800 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 593 9400 SH SOLE 9400 0 0
DARDEN RESTAURANTS INC COM 237194105 1478 118278 SH SOLE 118278 0 0
DAYTON HUDSON CORP COM 239753106 9600 142217 SH SOLE 142217 0 0
DEAN FOODS CO COM 242361103 690 11600 SH SOLE 11600 0 0
DEERE & CO COM 244199105 9947 170576 SH SOLE 170576 0 0
DELL COMPUTER CORP COM 247025109 15163 180516 SH SOLE 180516 0 0
DELTA AIR LINES INC DEL COM 247361108 5730 48151 SH SOLE 48151 0 0
DELUXE CORP COM 248019101 2039 59100 SH SOLE 59100 0 0
DENTSPLY INTL INC NEW COM 249030107 1024 33576 SH SOLE 33576 0 0
DEPOSIT GTY CORP COM 249555103 506 8900 SH SOLE 8900 0 0
DIAL CORP NEW COM 25247D101 1347 64700 SH SOLE 64700 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 1145 23800 SH SOLE 23800 0 0
DIEBOLD INC COM 253651103 2634 52037 SH SOLE 52037 0 0
DIGITAL EQUIP CORP COM 253849103 3741 101119 SH SOLE 101119 0 0
DILLARDS INC CL A 254067101 2538 72007 SH SOLE 72007 0 0
DIME BANCORP INC NEW COM 25429Q102 2372 78410 SH SOLE 78410 0 0
DISNEY WALT CO COM 254687106 42948 433541 SH SOLE 433541 0 0
DOLE FOOD INC COM 256605106 1568 34267 SH SOLE 34267 0 0
DOLLAR GEN CORP COM 256669102 1148 31674 SH SOLE 31674 0 0
DOLLAR TREE STORES INC COM 256747106 1072 25900 SH SOLE 25900 0 0
DOMINION RES INC VA COM 257470104 4903 115185 SH SOLE 115185 0 0
DONALDSON LUFKIN & JENRETTE NW COM 257661108 286 3600 SH SOLE 3600 0 0
DONNELLEY R R & SONS CO COM 257867101 2681 71960 SH SOLE 71960 0 0
DOVER CORP COM 260003108 5777 159906 SH SOLE 159906 0 0
DOW CHEM CO COM 260543103 15408 151800 SH SOLE 151800 0 0
DOW JONES & CO INC COM 260561105 2051 38200 SH SOLE 38200 0 0
DRESSER INDS INC COM 261597108 5007 119389 SH SOLE 119389 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 44379 738874 SH SOLE 738874 0 0
DUKE ENERGY CORP COM 264399106 12193 220190 SH SOLE 220190 0 0
DUKE REALTY INVT INC COM NEW 264411505 938 38700 SH SOLE 38700 0 0
DUN & BRADSTREET CORP COM 264830100 3630 117329 SH SOLE 117329 0 0
DURA PHARMACEUTICALS INC COM 26632S109 1358 29600 SH SOLE 29600 0 0
E M C CORP MASS COM 268648102 8728 318100 SH SOLE 318100 0 0
ENSCO INTL INC COM 26874Q100 3461 103300 SH SOLE 103300 0 0
EVI INC COM 268939105 1109 21422 SH SOLE 21422 0 0
EASTMAN CHEM CO COM 277432100 3363 56464 SH SOLE 56464 0 0
EASTMAN KODAK CO COM 277461109 12288 202065 SH SOLE 202065 0 0
EATON CORP COM 278058102 4409 49400 SH SOLE 49400 0 0
ECHLIN INC COM 278749106 1661 45900 SH SOLE 45900 0 0
ECOLAB INC COM 278865100 2370 42742 SH SOLE 42742 0 0
EDISON INTL COM 281020107 8444 310600 SH SOLE 310600 0 0
EDWARDS AG INC COM 281760108 2616 65817 SH SOLE 65817 0 0
EL PASO NAT GAS CO COM NEW 283695872 2406 36178 SH SOLE 36178 0 0
ELECTRONIC ARTS INC COM 285512109 1494 39500 SH SOLE 39500 0 0
ELECTRONIC DATA SYS NEW COM 285661104 9606 218624 SH SOLE 218624 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 633 38100 SH SOLE 38100 0 0
EMERSON ELEC CO COM 291011104 15695 278090 SH SOLE 278090 0 0
ENGELHARD CORP COM 292845104 1188 68350 SH SOLE 68350 0 0
ENOVA CORP COM 293552105 2308 85300 SH SOLE 85300 0 0
ENRON CORP COM 293561106 7967 191690 SH SOLE 191690 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
ENRON OIL & GAS CO COM 293562104 379 17900 SH SOLE 17900 0 0
ENTERGY CORP NEW COM 29364G103 4295 143470 SH SOLE 143470 0 0
EQUIFAX INC COM 294429105 3873 109290 SH SOLE 109290 0 0
EQUITABLE COS INC COM 29444G107 2645 53156 SH SOLE 53156 0 0
EQUITY OFFICE PROPERTIES TRUST COM 294741103 1114 35280 SH SOLE 35280 0 0
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 781 15449 SH SOLE 15449 0 0
ETHYL CORP COM 297659104 167 21700 SH SOLE 21700 0 0
EVEREST REINS HLDGS INC COM 299808105 598 14500 SH SOLE 14500 0 0
EXCEL COMMUNICATIONS INC NEW COM 30065K104 168 11600 SH SOLE 11600 0 0
EXTENDED STAY AMER INC COM 30224P101 366 29468 SH SOLE 29468 0 0
EXXON CORP COM 302290101 96544 1577846 SH SOLE 1577846 0 0
F M C CORP COM NEW 302491303 1392 20687 SH SOLE 20687 0 0
FPL GROUP INC COM 302571104 6593 111388 SH SOLE 111388 0 0
FALCON DRILLING INC COM 305914103 1532 43700 SH SOLE 43700 0 0
FAMILY DLR STORES INC COM 307000109 938 32000 SH SOLE 32000 0 0
FASTENAL CO COM 311900104 298 7800 SH SOLE 7800 0 0
FEDERAL EXPRESS CORP COM 313309106 4580 75000 SH SOLE 75000 0 0
FEDERAL HOME LN MTG CORP COM 313400301 19103 455500 SH SOLE 455500 0 0
FEDERAL NATL MTG ASSN COM 313586109 38818 680266 SH SOLE 680266 0 0
FEDERAL SIGNAL CORP COM 313855108 279 12900 SH SOLE 12900 0 0
FEDERATED DEPT STORES INC DEL COM 31410H101 5888 136723 SH SOLE 136723 0 0
FIFTH THIRD BANCORP COM 316773100 7447 91100 SH SOLE 91100 0 0
FINGERHUT COS INC COM 317867109 485 22700 SH SOLE 22700 0 0
FINOVA GROUP INC COM 317928109 790 15900 SH SOLE 15900 0 0
FIRST AMER CORP TENN COM 318900107 841 16900 SH SOLE 16900 0 0
FIRST AMER BK CORP COM 318906104 5117 66350 SH SOLE 66350 0 0
FIRST CHICAGO NBD CORP COM 31945A100 17459 209092 SH SOLE 209092 0 0
FIRST COMM CORP COM 319779104 760 11300 SH SOLE 11300 0 0
FIRST COML CORP COM 319825105 437 7455 SH SOLE 7455 0 0
FIRST DATA CORP COM 319963104 7577 259040 SH SOLE 259040 0 0
FIRST EMPIRE ST CORP COM 320076102 651 1400 SH SOLE 1400 0 0
FIRST HAWAIIAN INC COM 320506108 250 6300 SH SOLE 6300 0 0
FIRST SEC CORP DEL COM 336294103 3588 85675 SH SOLE 85675 0 0
FIRST TENN NATL CORP COM 337162101 1222 18300 SH SOLE 18300 0 0
FIRST UN CORP COM 337358105 19593 382293 SH SOLE 382293 0 0
FIRST VA BANKS INC COM 337477103 491 9500 SH SOLE 9500 0 0
FIRSTAR CORP COM 33761C103 3955 93200 SH SOLE 93200 0 0
FISERV INC COM 337738108 742 15100 SH SOLE 15100 0 0
FIRSTMERIT CORP COM 337915102 318 11200 SH SOLE 11200 0 0
FIRSTENERGY CORP COM 337932107 5166 178132 SH SOLE 178132 0 0
FLEET FINL GROUP INC NEW COM 338915101 12637 168633 SH SOLE 168633 0 0
FLORIDA PROGRESS CORP COM 341109106 2471 62955 SH SOLE 62955 0 0
FLOWERS INDS INC COM 343496105 911 44300 SH SOLE 44300 0 0
FLUOR CORP COM 343861100 2098 56140 SH SOLE 56140 0 0
FOOD LION INC CL B 344775101 2044 247700 SH SOLE 247700 0 0
FORD MTR CO DEL COM 345370100 36514 749971 SH SOLE 749971 0 0
FORE SYSTEMS INC COM 345449102 734 48100 SH SOLE 48100 0 0
FOREST LABS INC CL A 345838106 1396 28300 SH SOLE 28300 0 0
FORT JAMES CORP COM 347471104 3559 93037 SH SOLE 93037 0 0
FORTUNE BRANDS INC COM 349631101 4406 118872 SH SOLE 118872 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
FOSTER WHEELER CORP COM 350244109 779 28800 SH SOLE 28800 0 0
FOUNDATION HEALTH SYS INC COM 350404109 1942 86790 SH SOLE 86790 0 0
FRANKLIN RES INC COM 354613101 4769 54850 SH SOLE 54850 0 0
FREEPORT-MCMORAN COPPER & GOLD CL A 35671D105 214 13952 SH SOLE 13952 0 0
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 1916 121668 SH SOLE 121668 0 0
FRONTIER CORPORATION COM 35906P105 2795 116161 SH SOLE 116161 0 0
FRUIT OF THE LOOM INC CL A 359416104 1238 48300 SH SOLE 48300 0 0
GATX CORP COM 361448103 508 7000 SH SOLE 7000 0 0
GPU INC COM 36225X100 3623 86000 SH SOLE 86000 0 0
GTE CORP COM 362320103 31671 606142 SH SOLE 606142 0 0
GANNETT INC COM 364730101 11756 190182 SH SOLE 190182 0 0
GAP INC DEL COM 364760108 7266 205050 SH SOLE 205050 0 0
GARTNER GROUP INC NEW COM 366651107 533 14300 SH SOLE 14300 0 0
GATEWAY 2000 INC COM 367833100 780 23900 SH SOLE 23900 0 0
GAYLORD ENTMT CO NEW COM 367905106 520 16290 SH SOLE 16290 0 0
GENERAL DYNAMICS CORP COM 369550108 2883 33356 SH SOLE 33356 0 0
GENERAL ELEC CO COM 369604103 153437 2091140 SH SOLE 2091140 0 0
GENERAL MLS INC COM 370334104 7464 104208 SH SOLE 104208 0 0
GENERAL MTRS CORP COM 370442105 28263 466200 SH SOLE 466200 0 0
GENERAL NUTRITION COS INC COM 37047F103 2088 61400 SH SOLE 61400 0 0
GENERAL RE CORP COM 370563108 11172 52699 SH SOLE 52699 0 0
GENERAL SEMICONDUCTOR INC COM 370787103 227 19675 SH SOLE 19675 0 0
GENERAL SIGNAL CORP COM 370838104 1465 34716 SH SOLE 34716 0 0
GENESIS HEALTH VENTURES INC COM 371912106 731 27705 SH SOLE 27705 0 0
GENUINE PARTS CO COM 372460105 4137 121900 SH SOLE 121900 0 0
GENZYME CORP COM GENL DIV 372917104 1407 50700 SH SOLE 50700 0 0
GEORGIA PAC CORP COM 373298108 4097 67443 SH SOLE 67443 0 0
GEORGIA PAC CORP COM-TIMBER GRP 373298702 1530 67443 SH SOLE 67443 0 0
GIANT FOOD INC CL A 374478105 1614 47900 SH SOLE 47900 0 0
GILLETTE CO COM 375766102 35795 356393 SH SOLE 356393 0 0
GLOBAL MARINE INC COM 379352404 1406 57400 SH SOLE 57400 0 0
GOLDEN ST BANCORP INC COM 381197102 1106 29600 SH SOLE 29600 0 0
GOLDEN WEST FINL CORP DEL COM 381317106 3052 31200 SH SOLE 31200 0 0
GOODRICH B F CO COM 382388106 1835 44280 SH SOLE 44280 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 6477 101792 SH SOLE 101792 0 0
GRACE W R & CO DEL COM 383911104 3913 48651 SH SOLE 48651 0 0
GRAINGER W W INC COM 384802104 2799 28800 SH SOLE 28800 0 0
GREAT LAKES CHEM CORP COM 390568103 1952 43500 SH SOLE 43500 0 0
GREEN TREE FINL CORP COM 393505102 2399 91600 SH SOLE 91600 0 0
GREENPOINT FINL CORP COM 395384100 2231 30750 SH SOLE 30750 0 0
GTECH HLDGS CORP COM 400518106 393 12300 SH SOLE 12300 0 0
GUIDANT CORP COM 401698105 6154 98862 SH SOLE 98862 0 0
GULFSTREAM AEROSPACE CORP COM 402734107 816 27900 SH SOLE 27900 0 0
HBO & CO COM 404100109 6322 131700 SH SOLE 131700 0 0
HSN INC COM 40429R109 1633 31700 SH SOLE 31700 0 0
HALLIBURTON CO COM 406216101 8528 164200 SH SOLE 164200 0 0
HANNAFORD BROS CO COM 410550107 391 9000 SH SOLE 9000 0 0
HARCOURT GEN INC COM 41163G101 2042 37295 SH SOLE 37295 0 0
HARLEY DAVIDSON INC COM 412822108 2833 103500 SH SOLE 103500 0 0
HARNISCHFEGER INDS INC COM 413345109 501 14200 SH SOLE 14200 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
HARRAHS ENTMT INC COM 413619107 1357 71893 SH SOLE 71893 0 0
HARRIS CORP DEL COM 413875105 3395 74000 SH SOLE 74000 0 0
HARSCO CORP COM 415864107 2402 55700 SH SOLE 55700 0 0
HARTE-HANKS COMMUNICATIONS NEW COM 416196103 200 5400 SH SOLE 5400 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 7002 74838 SH SOLE 74838 0 0
HASBRO INC COM 418056107 2650 84137 SH SOLE 84137 0 0
HEALTHSOUTH CORP COM 421924101 6349 228800 SH SOLE 228800 0 0
HEALTHCARE COMPARE CORP COM 421928102 496 9700 SH SOLE 9700 0 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 2680 106124 SH SOLE 106124 0 0
HEALTH CARE & RETIREMENT DEL COM 421937103 463 11500 SH SOLE 11500 0 0
HEALTH & RETIREMENT PPTYS TR COM SH BEN INT 422169102 574 28700 SH SOLE 28700 0 0
HEINZ H J CO COM 423074103 11433 225000 SH SOLE 225000 0 0
HELMERICH & PAYNE INC COM 423452101 916 13500 SH SOLE 13500 0 0
HERCULES INC COM 427056106 3564 71191 SH SOLE 71191 0 0
HERSHEY FOODS CORP COM 427866108 4181 67500 SH SOLE 67500 0 0
HERTZ CORP CL A 428040109 242 6000 SH SOLE 6000 0 0
HEWLETT PACKARD CO COM 428236103 33668 538682 SH SOLE 538682 0 0
HIBERNIA CORP CL A 428656102 707 37600 SH SOLE 37600 0 0
HILLENBRAND INDS INC COM 431573104 1817 35500 SH SOLE 35500 0 0
HILTON HOTELS CORP COM 432848109 3618 121600 SH SOLE 121600 0 0
HOME DEPOT INC COM 437076102 27911 474066 SH SOLE 474066 0 0
HOMESTAKE MNG CO COM 437614100 900 101440 SH SOLE 101440 0 0
HON INDS INC COM 438092108 808 13700 SH SOLE 13700 0 0
HONEYWELL INC COM 438506107 5843 85300 SH SOLE 85300 0 0
HORACE MANN EDUCATORS CORP NEW COM 440327104 245 8600 SH SOLE 8600 0 0
HORMEL FOODS CORP COM 440452100 285 8700 SH SOLE 8700 0 0
HOST MARRIOTT CORP COM 441078102 2378 121167 SH SOLE 121167 0 0
HOUSEHOLD INTL INC COM 441815107 8646 67780 SH SOLE 67780 0 0
HOUSTON INDS INC COM 442161105 5635 211135 SH SOLE 211135 0 0
HUBBELL INC CL B 443510201 2819 57174 SH SOLE 57174 0 0
HUMANA INC COM 444859102 2251 108500 SH SOLE 108500 0 0
HUNTINGTON BANCSHARES INC COM 446150104 4226 117389 SH SOLE 117389 0 0
IBP INC COM 449223106 1560 74500 SH SOLE 74500 0 0
IMC GLOBAL INC COM 449669100 1797 54856 SH SOLE 54856 0 0
ITT INDS INC IND COM 450911102 2852 90903 SH SOLE 90903 0 0
ITT CORP NEW COM 450912100 6125 73903 SH SOLE 73903 0 0
IDAHO POWER CO COM 451380109 297 7900 SH SOLE 7900 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 2496 88730 SH SOLE 88730 0 0
ILLINOIS CENT CORP COM SER A 451841100 1526 44807 SH SOLE 44807 0 0
ILLINOIS TOOL WKS INC COM 452308109 8345 138800 SH SOLE 138800 0 0
ILLINOVA CORP COM 452317100 1580 58659 SH SOLE 58659 0 0
IMMUNEX CORP NEW COM 452528102 545 10100 SH SOLE 10100 0 0
INFORMIX CORP COM 456779107 456 95986 SH SOLE 95986 0 0
INGERSOLL RAND CO COM 456866102 4373 107970 SH SOLE 107970 0 0
INGRAM MICRO INC CL A 457153104 402 13800 SH SOLE 13800 0 0
INLAND STL INDS INC COM 457472108 611 35700 SH SOLE 35700 0 0
INTEL CORP COM 458140100 74166 1055740 SH SOLE 1055740 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 65847 629740 SH SOLE 629740 0 0
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 3535 68650 SH SOLE 68650 0 0
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1813 71800 SH SOLE 71800 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
INTL PAPER CO COM 460146103 8140 188755 SH SOLE 188755 0 0
INTERPUBLIC GROUP COS INC COM 460690100 4470 89737 SH SOLE 89737 0 0
INTERSTATE BAKERIES CORP DEL COM 46072H108 1398 37400 SH SOLE 37400 0 0
INTIMATE BRANDS INC CL A 461156101 291 12100 SH SOLE 12100 0 0
INTUIT COM 461202103 1209 29300 SH SOLE 29300 0 0
IOMEGA CORP COM 462030107 1950 156800 SH SOLE 156800 0 0
IPALCO ENTERPRISES INC COM 462613100 1797 42850 SH SOLE 42850 0 0
IVAX CORP COM 465823102 498 73762 SH SOLE 73762 0 0
JABIL CIRCUIT INC COM 466313103 231 5800 SH SOLE 5800 0 0
JEFFERSON PILOT CORP COM 475070108 3901 50087 SH SOLE 50087 0 0
JOHNS MANVILLE CORP NEW COM 478129109 193 19150 SH SOLE 19150 0 0
JOHNSON & JOHNSON COM 478160104 55934 849100 SH SOLE 849100 0 0
JOHNSON CTLS INC COM 478366107 2817 59000 SH SOLE 59000 0 0
JONES APPAREL GROUP INC COM 480074103 430 10000 SH SOLE 10000 0 0
JOSTENS INC COM 481088102 346 15000 SH SOLE 15000 0 0
KLA-TENCORP CORP COM 482480100 1796 46500 SH SOLE 46500 0 0
K MART CORP COM 482584109 3848 332800 SH SOLE 332800 0 0
KN ENERGY INC COM 482620101 405 7500 SH SOLE 7500 0 0
KU ENERGY CORP COM 482734100 271 6900 SH SOLE 6900 0 0
KANSAS CITY PWR & LT CO COM 485134100 1469 49700 SH SOLE 49700 0 0
KANSAS CITY SOUTHN INDS INC COM 485170104 2430 76532 SH SOLE 76532 0 0
KEANE INC COM 486665102 1938 47700 SH SOLE 47700 0 0
KELLOGG CO COM 487836108 6454 130046 SH SOLE 130046 0 0
KERR MCGEE CORP COM 492386107 2621 41400 SH SOLE 41400 0 0
KEYCORP NEW COM 493267108 10871 153515 SH SOLE 153515 0 0
KEYSPAN ENERGY CORP COM 493375109 526 14300 SH SOLE 14300 0 0
KIMBERLY CLARK CORP COM 494368103 17307 350960 SH SOLE 350960 0 0
KIMCO REALTY CORP COM 49446R109 483 13700 SH SOLE 13700 0 0
KING WORLD PRODTNS INC COM 495667107 1210 20952 SH SOLE 20952 0 0
KNIGHT RIDDER INC COM 499040103 4079 78450 SH SOLE 78450 0 0
KOHLS CORP COM 500255104 3059 44900 SH SOLE 44900 0 0
KOMAG INC COM 500453105 271 18200 SH SOLE 18200 0 0
KROGER CO COM 501044101 6181 167328 SH SOLE 167328 0 0
LCI INTL INC COM 501813109 1725 56100 SH SOLE 56100 0 0
LG&E ENERGY CORP COM 501917108 317 12800 SH SOLE 12800 0 0
LTV CORP NEW COM 501921100 321 32900 SH SOLE 32900 0 0
LSI LOGIC CORP COM 502161102 1787 90500 SH SOLE 90500 0 0
LA QUINTA INNS INC COM 504195108 342 17700 SH SOLE 17700 0 0
LAFARGE CORP COM 505862102 251 8500 SH SOLE 8500 0 0
LAM RESH CORP COM 512807108 377 12900 SH SOLE 12900 0 0
LANCASTER COLONY CORP COM 513847103 276 4900 SH SOLE 4900 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 545 11500 SH SOLE 11500 0 0
LAUDER ESTEE COS INC CL A 518439104 514 10000 SH SOLE 10000 0 0
LEAR CORP COM 521865105 903 19000 SH SOLE 19000 0 0
LEE ENTERPRISES INC COM 523768109 260 8800 SH SOLE 8800 0 0
LEGGETT & PLATT INC COM 524660107 2965 70800 SH SOLE 70800 0 0
LEHMAN BROS HLDGS INC COM 524908100 4013 78690 SH SOLE 78690 0 0
LEUCADIA NATL CORP COM 527288104 324 9400 SH SOLE 9400 0 0
LEXMARK INTL GROUP INC CL A 529771107 1022 26900 SH SOLE 26900 0 0
LILLY ELI & CO COM 532457108 40829 586406 SH SOLE 586406 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
LIMITED INC COM 532716107 3723 145993 SH SOLE 145993 0 0
LIN TELEVISION CORP COM 532776101 496 9100 SH SOLE 9100 0 0
LINCARE HLDGS INC COM 532791100 1305 22900 SH SOLE 22900 0 0
LINCOLN NATL CORP IND COM 534187109 5789 74104 SH SOLE 74104 0 0
LINEAR TECHNOLOGY CORP COM 535678106 2939 51000 SH SOLE 51000 0 0
LITTON INDS INC COM 538021106 1601 27838 SH SOLE 27838 0 0
LIZ CLAIBORNE INC COM 539320101 2121 50720 SH SOLE 50720 0 0
LOCKHEED MARTIN CORP COM 539830109 10910 110760 SH SOLE 110760 0 0
LOEWS CORP COM 540424108 5144 48468 SH SOLE 48468 0 0
LONG ISLAND LTG CO COM 542671102 2666 88500 SH SOLE 88500 0 0
LONGS DRUG STORES CORP COM 543162101 263 8200 SH SOLE 8200 0 0
LOUISIANA PAC CORP COM 546347105 1381 72700 SH SOLE 72700 0 0
LOWES COS INC COM 548661107 4764 99900 SH SOLE 99900 0 0
LUBRIZOL CORP COM 549271104 1899 51493 SH SOLE 51493 0 0
LUCENT TECHNOLOGIES INC COM 549463107 33069 414012 SH SOLE 414012 0 0
LYONDELL PETROCHEMICAL CO COM 552078107 808 30500 SH SOLE 30500 0 0
MBIA INC COM 55262C100 4035 60400 SH SOLE 60400 0 0
MBNA CORP COM 55262L100 7967 291680 SH SOLE 291680 0 0
MCN ENERGY GROUP INC COM 55267J100 884 21900 SH SOLE 21900 0 0
MCI COMMUNICATIONS CORP COM 552673105 15344 358403 SH SOLE 358403 0 0
MGIC INVT CORP WIS COM 552848103 5377 80854 SH SOLE 80854 0 0
MGM GRAND INC COM 552953101 231 6400 SH SOLE 6400 0 0
MALLINCKRODT INC NEW COM 561232109 2238 58900 SH SOLE 58900 0 0
MANOR CARE INC COM 564054104 469 13400 SH SOLE 13400 0 0
MANPOWER INC COM 56418H100 2023 57400 SH SOLE 57400 0 0
MAPCO INC COM 565097102 1832 39600 SH SOLE 39600 0 0
MARK IV INDS INC COM 570387100 339 15500 SH SOLE 15500 0 0
MARSH & MCLENNAN COS INC COM 571748102 7245 97172 SH SOLE 97172 0 0
MARSHALL & ILSLEY CORP COM 571834100 4287 69000 SH SOLE 69000 0 0
MARRIOTT INTL INC COM 571900109 4869 70308 SH SOLE 70308 0 0
MARTIN MARIETTA MATLS INC COM 573284106 1387 37937 SH SOLE 37937 0 0
MASCO CORP COM 574599106 5554 109173 SH SOLE 109173 0 0
MATTEL INC COM 577081102 7021 188488 SH SOLE 188488 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2908 84300 SH SOLE 84300 0 0
MAY DEPT STORES CO COM 577778103 8227 156146 SH SOLE 156146 0 0
MAYTAG CORP COM 578592107 2739 73400 SH SOLE 73400 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1456 52000 SH SOLE 52000 0 0
MCDONALDS CORP COM 580135101 20760 434767 SH SOLE 434767 0 0
MCGRAW HILL COS INC COM 580645109 4951 66900 SH SOLE 66900 0 0
MCKESSON CORP NEW COM 581557105 2683 24800 SH SOLE 24800 0 0
MEAD CORP COM 582834107 2233 79744 SH SOLE 79744 0 0
MEDITRUST CORP PAIRED CTF NEW 58501T306 792 21628 SH SOLE 21628 0 0
MEDPARTNERS INC NEW COM 58503X107 2207 98621 SH SOLE 98621 0 0
MEDTRONIC INC COM 585055106 15845 302900 SH SOLE 302900 0 0
MELLON BK CORP COM 585509102 10525 173614 SH SOLE 173614 0 0
MERCANTILE BANCORPORATION INC COM 587342106 2234 36325 SH SOLE 36325 0 0
MERCANTILE BANKSHARES CORP COM 587405101 2547 65100 SH SOLE 65100 0 0
MERCANTILE STORES INC COM 587533100 1081 17750 SH SOLE 17750 0 0
MERCK & CO INC COM 589331107 82174 773404 SH SOLE 773404 0 0
MERCURY GENL CORP NEW COM 589400100 387 7000 SH SOLE 7000 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
MEREDITH CORP COM 589433101 1288 36100 SH SOLE 36100 0 0
MERITOR AUTOMOTIVE INC COM 59000G100 768 36448 SH SOLE 36448 0 0
MERRILL LYNCH & CO INC COM 590188108 15149 207700 SH SOLE 207700 0 0
MEYER FRED INC DEL NEW COM 592907109 1375 37800 SH SOLE 37800 0 0
MICROSOFT CORP COM 594918104 61514 475934 SH SOLE 475934 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 960 31994 SH SOLE 31994 0 0
MICRON ELECTRONICS INC COM 595100108 174 19100 SH SOLE 19100 0 0
MICRON TECHNOLOGY INC COM 595112103 2812 108172 SH SOLE 108172 0 0
MIDAMERICA ENERGY HLDGS CO COM 595920109 1632 74200 SH SOLE 74200 0 0
MILLENNIUM CHEMICALS INC COM 599903101 533 22600 SH SOLE 22600 0 0
MILLER HERMAN INC COM 600544100 1506 27600 SH SOLE 27600 0 0
MILLIPORE CORP COM 601073109 1096 32300 SH SOLE 32300 0 0
MINNESOTA MNG & MFG CO COM 604059105 21272 259219 SH SOLE 259219 0 0
MIRAGE RESORTS INC COM 60462E104 2662 117000 SH SOLE 117000 0 0
MITCHELL ENERGY & DEV CORP CL A 606592202 719 24490 SH SOLE 24490 0 0
MOBIL CORP COM 607059102 37461 518938 SH SOLE 518938 0 0
MOLEX INC COM 608554101 1090 33938 SH SOLE 33938 0 0
MONEY STORE INC COM 60934T101 607 28900 SH SOLE 28900 0 0
MONSANTO CO COM 611662107 15670 373090 SH SOLE 373090 0 0
MONTANA POWER CO COM 612085100 1342 42200 SH SOLE 42200 0 0
MORGAN J P & CO INC COM 616880100 13119 116225 SH SOLE 116225 0 0
MORGAN STANLEY DEAN WITTR DISC COM NEW 617446448 16775 283725 SH SOLE 283725 0 0
MORTON INTL INC IND NEW COM 619335102 3212 93429 SH SOLE 93429 0 0
MOTOROLA INC COM 620076109 21802 382080 SH SOLE 382080 0 0
MURPHY OIL CORP COM 626717102 1756 32400 SH SOLE 32400 0 0
MYLAN LABS INC COM 628530107 1762 84150 SH SOLE 84150 0 0
NCR CORP NEW COM 62886E108 1884 67724 SH SOLE 67724 0 0
NGC CORP COM 629121104 1542 88100 SH SOLE 88100 0 0
NIPSCO INDS INC COM 629140104 2155 43585 SH SOLE 43585 0 0
NABISCO HLDGS CORP CL A 629526104 741 15300 SH SOLE 15300 0 0
NABORS INDS INC COM 629568106 2345 74600 SH SOLE 74600 0 0
NALCO CHEM CO COM 629853102 2120 53594 SH SOLE 53594 0 0
NATIONAL CITY CORP COM 635405103 9744 148200 SH SOLE 148200 0 0
NATIONAL COMM BANCORP COM 635449101 331 9400 SH SOLE 9400 0 0
NATIONAL DATA CORP COM 635621105 592 16400 SH SOLE 16400 0 0
NATIONAL FUEL GAS CO N J COM 636180101 477 9800 SH SOLE 9800 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 2526 97400 SH SOLE 97400 0 0
NATIONAL SVC INDS INC COM 637657107 1836 37050 SH SOLE 37050 0 0
NATIONSBANK CORP COM 638585109 28539 469294 SH SOLE 469294 0 0
NAVISTAR INTL CORP NEW COM 63934E108 1494 60200 SH SOLE 60200 0 0
NEIMAN MARCUS GROUP INC COM 640204103 590 19500 SH SOLE 19500 0 0
NETWORKS ASSOCS INC COM 640938106 1706 32262 SH SOLE 32262 0 0
NETSCAPE COMMUNICATIONS CORP COM 641149109 891 36567 SH SOLE 36567 0 0
NEW CENTURY ENERGIES INC COM 64352U103 3605 75208 SH SOLE 75208 0 0
NEW ENGLAND ELEC SYS COM 644001109 2257 52800 SH SOLE 52800 0 0
NEW PLAN RLTY TR SH BEN INT 648059103 434 17000 SH SOLE 17000 0 0
NEW YORK ST ELEC & GAS CORP COM 649840105 2066 58200 SH SOLE 58200 0 0
NEW YORK TIMES CO CL A 650111107 3630 54900 SH SOLE 54900 0 0
NEWELL CO COM 651192106 4587 107930 SH SOLE 107930 0 0
NEWMONT MINING CORP COM 651639106 2984 101584 SH SOLE 101584 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
NEXTLEVEL SYS INC COM 652907106 1425 79700 SH SOLE 79700 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V103 3266 125600 SH SOLE 125600 0 0
NIAGARA MOHAWK PWR CORP COM 653522102 1114 106100 SH SOLE 106100 0 0
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OUTBACK STEAKHOUSE INC COM 689899102 388 13500 SH SOLE 13500 0 0
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OXFORD HEALTH PLANS INC COM 691471106 800 51400 SH SOLE 51400 0 0
PECO ENERGY CO COM 693304107 3628 149600 SH SOLE 149600 0 0
PG&E CORP COM 69331C108 8066 264991 SH SOLE 264991 0 0
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<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
PALL CORP COM 696429307 1717 83010 SH SOLE 83010 0 0
PANAMSAT CORP NEW COM 697933109 302 7000 SH SOLE 7000 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 3875 81800 SH SOLE 81800 0 0
PARKER HANNIFIN CORP COM 701094104 3522 76775 SH SOLE 76775 0 0
PAYCHEX INC COM 704326107 1828 36100 SH SOLE 36100 0 0
PAYLESS SHOESOURCE INC COM 704379106 2098 31255 SH SOLE 31255 0 0
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PHILLIPS PETE CO COM 718507106 7008 144123 SH SOLE 144123 0 0
PHYCOR INC COM 71940F100 1172 43400 SH SOLE 43400 0 0
PINNACLE WEST CAP CORP COM 723484101 3112 73447 SH SOLE 73447 0 0
PIONEER HI BRED INTL INC COM 723686101 4365 40700 SH SOLE 40700 0 0
PIONEER NAT RES CO COM 723787107 1036 35800 SH SOLE 35800 0 0
PITNEY BOWES INC COM 724479100 8598 95601 SH SOLE 95601 0 0
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PUBLIC SVC ENTERPRISE GROUP COM 744573106 4965 156700 SH SOLE 156700 0 0
PUBLIC STORAGE INC COM 74460D109 673 22900 SH SOLE 22900 0 0
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QUAKER OATS CO COM 747402105 4885 92600 SH SOLE 92600 0 0
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<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
QUESTAR CORP COM 748356102 1325 29700 SH SOLE 29700 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 1392 36400 SH SOLE 36400 0 0
QUORUM HEALTH GROUP INC COM 749084109 555 21250 SH SOLE 21250 0 0
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RPM INC OHIO COM 749685103 1171 76812 SH SOLE 76812 0 0
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RAYONIER INC COM 754907103 1052 24720 SH SOLE 24720 0 0
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REGIONS FINL CORP COM 758940100 4160 98600 SH SOLE 98600 0 0
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REPUBLIC N Y CORP COM 760719104 4567 40000 SH SOLE 40000 0 0
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ROCKWELL INTL CORP NEW COM 773903109 5421 103748 SH SOLE 103748 0 0
ROHM & HAAS CO COM 775371107 3102 32400 SH SOLE 32400 0 0
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RUSSELL CORP COM 782352108 778 29300 SH SOLE 29300 0 0
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SLM HLDG CORP COM 78442A109 5045 36261 SH SOLE 36261 0 0
SAFECO CORP COM 786429100 4612 94600 SH SOLE 94600 0 0
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<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
SECURITY CAP INDL TR SH BEN INT 814138103 358 14400 SH SOLE 14400 0 0
SECURITY CAP PAC TR SH BEN INT 814141107 342 14100 SH SOLE 14100 0 0
SECURITY DYNAMICS TECHNOLOGIES COM 814208104 933 26100 SH SOLE 26100 0 0
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SIGMA ALDRICH CORP COM 826552101 2769 69660 SH SOLE 69660 0 0
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SNAP ON INC COM 833034101 1891 43350 SH SOLE 43350 0 0
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SPRINT CORP COM 852061100 16410 279917 SH SOLE 279917 0 0
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<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
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SYSCO CORP COM 871829107 5299 116291 SH SOLE 116291 0 0
TCF FINL CORP COM 872275102 835 24600 SH SOLE 24600 0 0
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<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
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TYCO INTL LTD NEW COM 902124106 253 5606 SH SOLE 5606 0 0
TYSON FOODS INC CL A 902494103 1873 91342 SH SOLE 91342 0 0
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UICI COM 902737105 694 19900 SH SOLE 19900 0 0
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USF&G CORP COM 903290104 2108 95550 SH SOLE 95550 0 0
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V F CORP COM 918204108 3565 77600 SH SOLE 77600 0 0
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<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
VARIAN ASSOC INC COM 922204102 1188 23487 SH SOLE 23487 0 0
VASTAR RES INC COM 922380100 588 16440 SH SOLE 16440 0 0
VENCOR INC COM 922602107 552 22600 SH SOLE 22600 0 0
VIAD CORP COM 92552R109 1750 90600 SH SOLE 90600 0 0
VIACOM INC CL B 925524308 8279 199795 SH SOLE 199795 0 0
VIKING OFFICE PRODS COM 926913104 1376 63100 SH SOLE 63100 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 337 14255 SH SOLE 14255 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 789 20900 SH SOLE 20900 0 0
VORNADO RLTY TR SH BEN INT 929042109 1540 32800 SH SOLE 32800 0 0
VULCAN MATLS CO COM 929160109 2390 23400 SH SOLE 23400 0 0
WACHOVIA CORP COM 929771103 9946 122603 SH SOLE 122603 0 0
WAL MART STORES INC COM 931142103 34854 883767 SH SOLE 883767 0 0
WALGREEN CO COM 931422109 10368 330440 SH SOLE 330440 0 0
WALLACE COMPUTER SERVICES INC COM 932270101 486 12500 SH SOLE 12500 0 0
WARNACO GROUP INC CL A 934390105 471 15000 SH SOLE 15000 0 0
WARNER LAMBERT CO COM 934488107 21750 175406 SH SOLE 175406 0 0
WASHINGTON FED INC COM 938824109 701 22300 SH SOLE 22300 0 0
WASHINGTON MUT INC COM 939322103 9347 146480 SH SOLE 146480 0 0
WASHINGTON POST CO CL B 939640108 2530 5200 SH SOLE 5200 0 0
WASTE MGMT INC NEW COM 94106K101 7998 290825 SH SOLE 290825 0 0
WATSON PHARMACEUTICALS INC COM 942683103 1732 53400 SH SOLE 53400 0 0
WEATHERFORD ENTERRA INC COM 947071106 1680 38400 SH SOLE 38400 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 309 6900 SH SOLE 6900 0 0
WELLS FARGO & CO DEL COM 949740104 16489 48576 SH SOLE 48576 0 0
WENDYS INTL INC COM 950590109 1971 81900 SH SOLE 81900 0 0
WESCO FINL CORP COM 950817106 960 3200 SH SOLE 3200 0 0
WESTERN ATLAS INC COM 957674104 2242 30300 SH SOLE 30300 0 0
WESTERN DIGITAL CORP COM 958102105 845 52600 SH SOLE 52600 0 0
WESTERN NATL CORP COM 958845109 1517 51200 SH SOLE 51200 0 0
WESTERN RES INC COM 959425109 1948 45300 SH SOLE 45300 0 0
WESTPOINT STEVENS INC COM 961238102 947 20050 SH SOLE 20050 0 0
WESTVACO CORP COM 961548104 2254 71705 SH SOLE 71705 0 0
WEYERHAEUSER CO COM 962166104 6221 126802 SH SOLE 126802 0 0
WHEELABRATOR TECH INC NEW COM PAR $0.01 962901302 861 53609 SH SOLE 53609 0 0
WHIRLPOOL CORP COM 963320106 2866 52100 SH SOLE 52100 0 0
WHITMAN CORP COM 96647K102 2028 77800 SH SOLE 77800 0 0
WILLAMETTE INDS INC COM 969133107 2440 75800 SH SOLE 75800 0 0
WILLIAMS COS INC DEL COM 969457100 6157 217000 SH SOLE 217000 0 0
WILMINGTON TRUST CORP COM 971807102 530 8500 SH SOLE 8500 0 0
WINN DIXIE STORES INC COM 974280109 2713 62100 SH SOLE 62100 0 0
WISCONSIN CENT TRANSN CORP COM 976592105 341 14600 SH SOLE 14600 0 0
WISCONSIN ENERGY CORP COM 976657106 2228 77500 SH SOLE 77500 0 0
WITCO CORP COM 977385103 1774 43477 SH SOLE 43477 0 0
WOLVERINE WORLD WIDE INC COM 978097103 683 30200 SH SOLE 30200 0 0
WOOLWORTH CORP COM 980883102 1677 82300 SH SOLE 82300 0 0
WORLDCOM INC GA COM 98155K102 13260 438350 SH SOLE 438350 0 0
WORTHINGTON INDS INC COM 981811102 991 60050 SH SOLE 60050 0 0
WRIGLEY WM JR CO COM 982526105 5490 69000 SH SOLE 69000 0 0
XILINX INC COM 983919101 1588 45300 SH SOLE 45300 0 0
XEROX CORP COM 984121103 15470 209590 SH SOLE 209590 0 0
<PAGE> PAGE 21
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
YORK INTL CORP NEW COM 986670107 1183 29900 SH SOLE 29900 0 0
ZIONS BANCORPORATION COM 989701107 2337 51500 SH SOLE 51500 0 0
REPORT SUMMARY 952 DATA RECORDS 5137581 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
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