-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, VeejHBRqVCgVrJXuCvq8xBkRQEWYhs/UMyLNwpwKUT0+BwEk7sAOsyYMQaPwsUKY zqUDbGD/TDlyqoDyVAPKZg== 0000732718-97-000027.txt : 19971104 0000732718-97-000027.hdr.sgml : 19971104 ACCESSION NUMBER: 0000732718-97-000027 CONFORMED SUBMISSION TYPE: 13F-E PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19970930 FILED AS OF DATE: 19971103 SROS: NONE FILER: COMPANY DATA: COMPANY CONFORMED NAME: US WEST INC CENTRAL INDEX KEY: 0000732718 STANDARD INDUSTRIAL CLASSIFICATION: TELEPHONE COMMUNICATIONS (NO RADIO TELEPHONE) [4813] IRS NUMBER: 840926774 STATE OF INCORPORATION: CO FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-E SEC ACT: SEC FILE NUMBER: 028-03263 FILM NUMBER: 97706645 BUSINESS ADDRESS: STREET 1: 7800 E ORCHARD RD STREET 2: STE 480 CITY: ENGLEWOOD STATE: CO ZIP: 80111 BUSINESS PHONE: 3037936500 MAIL ADDRESS: STREET 1: 7800 EAST ORCHARD ROAD STREET 2: SUITE 480 CITY: ENGLEWOOD STATE: CO ZIP: 80111 13F-E 1 13F-E QUARTERLY EDGAR FILING PAGE 1 SECURITIES AND EXCHANGE COMMISSION FORM 13F-E Report for the Calendar Year or Quarter Ended: 09/30/97 Institutional Investment Manager: U S WEST INVESTMENT MANAGEMENT CO. 9785 MAROON CIRCLE SUITE 360 ENGLEWOOD CA 80112-0000 I represent that I am authorized to submit this form and that all information in this form and the attachments to it are true, correct and complete and I understand that all required items, statements and schedules are integral parts of this form and that the submission of any amendment represents that all unamended items, statements and schedules remain true, correct and complete as previously submitted. I am signing this report as required by the Securities Exchange Act of 1934 Name, Title and Telephone Number of Person Submitting Report: KAREN FRAME MANAGER 303-649-4506 Signature, Place and Date of Signing: /s/ KAREN FRAME ENGLEWOOD CO 10/29/97 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 3201 98500 SH SOLE 98500 AFLAC INC COM 001055102 5499 101362 SH SOLE 101362 AGCO CORP COM 001084102 440 13900 SH SOLE 13900 AES CORP COM 00130H105 3818 87264 SH SOLE 87264 AMR CORP COM 001765106 6232 56302 SH SOLE 56302 AT&T CORP COM 001957109 46240 1043506 SH SOLE 1043506 ABBOTT LABS COM 002824100 32168 503111 SH SOLE 503111 ACCUSTAFF INC COM 004401105 1688 53600 SH SOLE 53600 ADAPTEC INC COM 00651F108 3869 82760 SH SOLE 82760 ADOBE SYS INC COM 00724F101 2393 47500 SH SOLE 47500 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 828 20200 SH SOLE 20200 AEROQUIP-VICKERS INC COM 007869100 571 11650 SH SOLE 11650 ADVANCED MICRO DEVICES INC COM 007903107 3022 92800 SH SOLE 92800 ADVANTA CORP CL A 007942105 868 29800 SH SOLE 29800 AETNA INC COM 008117103 8090 99337 SH SOLE 99337 AHMANSON H F & CO COM 008677106 4556 80200 SH SOLE 80200 AIR PRODS & CHEMS INC COM 009158106 5700 68725 SH SOLE 68725 AIRGAS INC COM 009363102 867 51174 SH SOLE 51174 AIRTOUCH COMMUNICATIONS INC COM 00949T100 11767 332043 SH SOLE 332043 ALBERTSONS INC COM 013104104 5219 149639 SH SOLE 149639 ALEXANDER & BALDWIN INC COM 014482103 1074 41500 SH SOLE 41500 ALLEGHENY PWR SYS INC COM 017411109 2535 83800 SH SOLE 83800 ALLEGHENY TELEDYNE INC COM 017415100 2738 95650 SH SOLE 95650 ALLEGIANCE CORP COM 017475104 1398 45104 SH SOLE 45104 ALLERGAN INC COM 018490102 1797 49656 SH SOLE 49656 ALLIEDSIGNAL INC COM 019512102 14113 332082 SH SOLE 332082 ALLMERICA FINL CORP COM 019754100 979 22284 SH SOLE 22284 ALLSTATE CORP COM 020002101 21082 262298 SH SOLE 262298 ALLTEL CORP COM 020039103 4822 139766 SH SOLE 139766 ALTERA CORP COM 021441100 3260 63600 SH SOLE 63600 ALUMAX INC COM 022197107 1367 33450 SH SOLE 33450 ALUMINUM CO AMER COM 022249106 8823 107600 SH SOLE 107600 ALZA CORP DEL COM 022615108 1815 62600 SH SOLE 62600 AMBAC FINL GROUP INC COM 023139108 2205 54200 SH SOLE 54200 AMERADA HESS CORP COM 023551104 3814 61830 SH SOLE 61830 AMERICA ONLINE INC DEL COM 02364J104 4753 63000 SH SOLE 63000 AMERICAN BANKERS INS GROUP INC COM 024456105 420 11500 SH SOLE 11500 AMERICAN ELEC PWR INC COM 025537101 5264 115700 SH SOLE 115700 AMERICAN EXPRESS CO COM 025816109 25383 310018 SH SOLE 310018 AMERICAN FINL GROUP INC COM 02608W101 1322 29700 SH SOLE 29700 AMERICAN GENERAL CORP COM 026351106 7964 153522 SH SOLE 153522 AMERICAN GREETINGS CORP CL A 026375105 2096 56851 SH SOLE 56851 AMERICAN HOME PRODS CORP COM 026609107 30508 417914 SH SOLE 417914 AMERICAN INTL GROUP INC COM 026874107 39625 384006 SH SOLE 384006 AMERICAN NATL INS CO COM 028591105 1162 11500 SH SOLE 11500 AMERICAN PWR CONVERSION CORP COM 029066107 1707 60700 SH SOLE 60700 AMERICAN STD COS INC DEL COM 029712106 2484 61900 SH SOLE 61900 AMERICAN STORES CO NEW COM 030096101 4473 183526 SH SOLE 183526 AMERITECH CORP NEW COM 030954101 23779 357580 SH SOLE 357580 AMGEN INC COM 031162100 8293 173000 SH SOLE 173000 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 AMP INC COM 031897101 7975 148891 SH SOLE 148891 AMOCO CORP COM 031905102 30808 319667 SH SOLE 319667 AMSOUTH BANCORPORATION COM 032165102 3475 71750 SH SOLE 71750 ANADARKO PETE CORP COM 032511107 3115 43378 SH SOLE 43378 ANALOG DEVICES INC COM 032654105 4109 122649 SH SOLE 122649 ANDREW CORP COM 034425108 587 22425 SH SOLE 22425 ANHEUSER BUSCH COS INC COM 035229103 12942 286812 SH SOLE 286812 AON CORP COM 037389103 5270 99675 SH SOLE 99675 APACHE CORP COM 037411105 2615 60999 SH SOLE 60999 APOLLO GROUP INC CL A 037604105 1653 39000 SH SOLE 39000 APPLE COMPUTER INC COM 037833100 1824 84105 SH SOLE 84105 APPLIED MATLS INC COM 038222105 11366 119326 SH SOLE 119326 ARCHER DANIELS MIDLAND CO COM 039483102 9039 377617 SH SOLE 377617 ARMSTRONG WORLD INDS INC COM 042476101 2015 30049 SH SOLE 30049 ARROW ELECTRS INC COM 042735100 2125 36643 SH SOLE 36643 ASCEND COMMUNICATIONS INC COM 043491109 3749 115800 SH SOLE 115800 ASHLAND INC COM 044204105 2484 45691 SH SOLE 45691 ASSOCIATES FIRST CAP CORP CL A 046008108 766 12300 SH SOLE 12300 ATLANTIC RICHFIELD CO COM 048825103 18234 213416 SH SOLE 213416 ATMEL CORP COM 049513104 2631 72200 SH SOLE 72200 AUTODESK INC COM 052769106 1616 35605 SH SOLE 35605 AUTOLIV INC COM 052800109 1876 44140 SH SOLE 44140 AUTOMATIC DATA PROCESSING INC COM 053015103 10515 210291 SH SOLE 210291 AUTOZONE INC COM 053332102 3318 110600 SH SOLE 110600 AVERY DENNISON CORP COM 053611109 3312 82790 SH SOLE 82790 AVNET INC COM 053807103 2002 31500 SH SOLE 31500 AVON PRODS INC COM 054303102 5235 84442 SH SOLE 84442 BB&T CORP COM 054937107 615 11500 SH SOLE 11500 BHC COMMUNICATIONS INC CL A 055448104 1075 8300 SH SOLE 8300 BJ SVCS CO COM 055482103 1975 26600 SH SOLE 26600 BMC SOFTWARE INC COM 055921100 4539 70100 SH SOLE 70100 BAKER HUGHES INC COM 057224107 4670 106735 SH SOLE 106735 BALTIMORE GAS & ELEC CO COM 059165100 2761 99500 SH SOLE 99500 BANC ONE CORP COM 059438101 21437 384091 SH SOLE 384091 BANK NEW YORK INC COM 064057102 13006 270968 SH SOLE 270968 BANKBOSTON CORP COM 06605R106 9386 106131 SH SOLE 106131 BANKAMERICA CORP COM 066050105 33816 461264 SH SOLE 461264 BANKERS TRUST N Y CORP COM 066365107 8020 65469 SH SOLE 65469 BARD C R INC COM 067383109 1507 44400 SH SOLE 44400 BARNES & NOBLE INC COM 067774109 1547 54760 SH SOLE 54760 BARNETT BKS INC COM 068055102 9580 135408 SH SOLE 135408 BATTLE MTN GOLD CO COM 071593107 1205 167700 SH SOLE 167700 BAUSCH & LOMB INC COM 071707103 1523 37600 SH SOLE 37600 BAXTER INTL INC COM 071813109 8727 167021 SH SOLE 167021 BAY NETWORKS INC COM 072510100 5048 130683 SH SOLE 130683 BEACON PPTYS CORP COM 073678104 1026 22388 SH SOLE 22388 BEAR STEARNS COS INC COM 073902108 4297 97658 SH SOLE 97658 BECKMAN INSTRS INC NEW COM 075816108 1251 29400 SH SOLE 29400 BECTON DICKINSON & CO COM 075887109 4256 88900 SH SOLE 88900 BELL ATLANTIC CORP COM 077853109 40836 507674 SH SOLE 507674 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 BELLSOUTH CORP COM 079860102 29663 641354 SH SOLE 641354 BELO A H CORP DEL COM SER A 080555105 1552 32000 SH SOLE 32000 BEMIS INC COM 081437105 242 5400 SH SOLE 5400 BENEFICIAL CORP COM 081721102 3276 42993 SH SOLE 42993 BERGEN BRUNSWIG CORP CL A 083739102 1606 39787 SH SOLE 39787 BETHLEHEM STL CORP COM 087509105 898 87100 SH SOLE 87100 BETZDEARBORN INC COM 087779104 1518 22200 SH SOLE 22200 BEVERLY ENTERPRISES INC COM 087851101 1452 83540 SH SOLE 83540 BIOGEN INC COM 090597105 1658 51100 SH SOLE 51100 BIOMET INC COM 090613100 2023 84300 SH SOLE 84300 BLACK & DECKER CORP COM 091797100 2492 66900 SH SOLE 66900 BLOCK H & R INC COM 093671105 2933 75933 SH SOLE 75933 BLYTH INDS INC COM 09643P108 977 34900 SH SOLE 34900 BOEING CO COM 097023105 32672 600181 SH SOLE 600181 BOISE CASCADE CORP COM 097383103 219 5200 SH SOLE 5200 BOISE CASCADE OFFICE PRODS COM 097403109 311 16500 SH SOLE 16500 BORDERS GROUP INC COM 099709107 1873 68100 SH SOLE 68100 BOSTON CHICKEN INC COM 100578103 681 46200 SH SOLE 46200 BOSTON EDISON CO COM 100599109 1442 47000 SH SOLE 47000 BOSTON SCIENTIFIC CORP COM 101137107 4106 74400 SH SOLE 74400 BOWATER INC COM 102183100 214 4200 SH SOLE 4200 BRISTOL MYERS SQUIBB CO COM 110122108 53555 647186 SH SOLE 647186 BROWN FORMAN CORP CL B 115637209 1704 34300 SH SOLE 34300 BROWNING FERRIS INDS COM 115885105 5458 143394 SH SOLE 143394 BRUNSWICK CORP COM 117043109 2510 71200 SH SOLE 71200 BURLINGTON NORTHN SANTA FE CP COM 12189T104 10063 104140 SH SOLE 104140 BURLINGTON RES INC COM 122014103 4558 88834 SH SOLE 88834 CIGNA CORP COM 125509109 9802 52630 SH SOLE 52630 CMS ENERGY CORP COM 125896100 2708 73176 SH SOLE 73176 CNA FINL CORP COM 126117100 927 7302 SH SOLE 7302 CNF TRANSN INC COM 12612W104 314 7200 SH SOLE 7200 CPC INTL INC COM 126149103 8753 94501 SH SOLE 94501 CSX CORP COM 126408103 8414 143834 SH SOLE 143834 CUC INTL INC COM 126545102 8243 265888 SH SOLE 265888 CVS CORP COM 126650100 3033 53329 SH SOLE 53329 CABLETRON SYS INC COM 126920107 2541 79400 SH SOLE 79400 CABOT CORP COM 127055101 1496 55540 SH SOLE 55540 CADENCE DESIGN SYSTEM INC COM 127387108 3726 69650 SH SOLE 69650 CALIBER SYS INC COM 129894101 1269 23400 SH SOLE 23400 CALLAWAY GOLF CO COM 131193104 1908 54700 SH SOLE 54700 CAMBRIDGE TECH PARTNERS MASS COM 132524109 1332 37200 SH SOLE 37200 CAMCO INTL INC COM 132632100 1311 18800 SH SOLE 18800 CAMPBELL SOUP CO COM 134429109 8350 170400 SH SOLE 170400 CAPITAL ONE FINL CORP COM 14040H105 770 16824 SH SOLE 16824 CARDINAL HEALTH INC COM 14149Y108 4988 70258 SH SOLE 70258 CAROLINA PWR & LT CO COM 144141108 3314 92220 SH SOLE 92220 CASE CORP COM 14743R103 859 12900 SH SOLE 12900 CATELLUS DEV CORP COM 149111106 788 38000 SH SOLE 38000 CATERPILLAR INC DEL COM 149123101 14150 262338 SH SOLE 262338 CENTERIOR ENERGY CORP COM 151883105 2063 180400 SH SOLE 180400 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 CENTEX CORP COM 152312104 998 17100 SH SOLE 17100 CENTOCOR INC COM 152342101 1470 30900 SH SOLE 30900 CENTRAL & SOUTH WEST CORP COM 152357109 2828 127481 SH SOLE 127481 CENTRAL FID BKS INC COM 153469101 274 6200 SH SOLE 6200 CENTURY TEL ENTERPRISES INC COM 156686107 1967 44700 SH SOLE 44700 CERIDIAN CORP COM 15677T106 810 21900 SH SOLE 21900 CHAMPION INTL CORP COM 158525105 3505 57524 SH SOLE 57524 CHANCELLOR MEDIA CORP COM 158915108 602 11435 SH SOLE 11435 CHARTER ONE FINL INC COM 160903100 2621 44325 SH SOLE 44325 CHASE MANHATTAN CORP NEW COM 16161A108 32943 279174 SH SOLE 279174 CHEVRON CORPORATION COM 166751107 35449 426132 SH SOLE 426132 CHIRON CORP COM 170040109 2657 117440 SH SOLE 117440 CHOICEPOINT INC COM 170388102 453 12119 SH SOLE 12119 CHRYSLER CORP COM 171196108 14160 384662 SH SOLE 384662 CHUBB CORP COM 171232101 8788 123664 SH SOLE 123664 CIENA CORP COM 171779101 2273 45900 SH SOLE 45900 CINCINNATI BELL INC COM 171870108 3192 112254 SH SOLE 112254 CINCINNATI FINL CORP COM 172062101 3362 40995 SH SOLE 40995 CINERGY CORP COM 172474108 3712 111000 SH SOLE 111000 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 2895 71809 SH SOLE 71809 CISCO SYS INC COM 17275R102 31487 430962 SH SOLE 430962 CINTAS CORP COM 172908105 266 3600 SH SOLE 3600 CIRCUS CIRCUS ENTERPRISES INC COM 172909103 1756 69708 SH SOLE 69708 CITICORP COM 173034109 40754 304273 SH SOLE 304273 CITIZENS UTILS CO DEL CL B 177342201 600 64900 SH SOLE 64900 CITY INVESTING CO LIQ TR UNIT BEN INT 177900107 34 35000 SH SOLE 35000 CITY NATL CORP COM 178566105 470 14700 SH SOLE 14700 CLEAR CHANNEL COMMUNICATIONS COM 184502102 967 14900 SH SOLE 14900 CLOROX CO DEL COM 189054109 3758 50700 SH SOLE 50700 COASTAL CORP COM 190441105 4000 65300 SH SOLE 65300 COCA COLA CO COM 191216100 89092 1462020 SH SOLE 1462020 COCA COLA ENTERPRISES INC COM 191219104 4332 160800 SH SOLE 160800 COGNIZANT CORP COM 192441103 4993 122529 SH SOLE 122529 COLGATE PALMOLIVE CO COM 194162103 13538 194274 SH SOLE 194274 COLTEC INDS INC COM 196879100 653 30200 SH SOLE 30200 COLUMBIA GAS SYS INC COM 197648108 2669 38122 SH SOLE 38122 COLUMBIA/HCA HEALTHCARE CORP COM 197677107 12722 442504 SH SOLE 442504 COMAIR HOLDINGS INC COM 199789108 863 32100 SH SOLE 32100 COMCAST CORP CL A 200300101 1010 39400 SH SOLE 39400 COMCAST CORP CL A SPL 200300200 4833 187695 SH SOLE 187695 COMDISCO INC COM 200336105 1970 60500 SH SOLE 60500 COMERICA INC COM 200340107 6607 83700 SH SOLE 83700 COMMERCE BANCSHARES INC COM 200525103 224 3805 SH SOLE 3805 COMMSCOPE INC COM 203372107 388 28632 SH SOLE 28632 COMPASS BANCSHARES INC COM 20449H109 260 6700 SH SOLE 6700 COMPAQ COMPUTER CORP COM 204493100 34701 464227 SH SOLE 464227 COMPUTER ASSOC INTL INC COM 204912109 13161 183273 SH SOLE 183273 COMPUSA INC COM 204932107 2510 71700 SH SOLE 71700 COMPUTER SCIENCES CORP COM 205363104 3798 53680 SH SOLE 53680 COMPUWARE CORP COM 205638109 3243 53600 SH SOLE 53600 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 CONAGRA INC COM 205887102 10236 155085 SH SOLE 155085 CONCORD EFS INC COM 206197105 1305 48350 SH SOLE 48350 CONSECO INC COM 208464107 5833 119500 SH SOLE 119500 CONSOLIDATED EDISON CO N Y INC COM 209111103 5086 149600 SH SOLE 149600 CONSOLIDATED NAT GAS CO COM 209615103 3726 64028 SH SOLE 64028 CONSOLIDATED STORES CORP COM 210149100 1121 26775 SH SOLE 26775 CONTINENTAL AIRLS INC CL B 210795308 1280 32500 SH SOLE 32500 COOPER CAMERON CORP COM 216640102 1300 18100 SH SOLE 18100 COOPER INDS INC COM 216669101 3910 72329 SH SOLE 72329 COOPER TIRE & RUBR CO COM 216831107 1541 58000 SH SOLE 58000 CORESTATES FINL CORP COM 218695104 10008 151212 SH SOLE 151212 CORNING INC COM 219350105 7437 157393 SH SOLE 157393 CORPORATE EXPRESS INC COM 219888104 1193 56450 SH SOLE 56450 CORRECTIONS CORP AMER COM 220256101 2862 65800 SH SOLE 65800 COSTCO COMPANIES INC COM 22160Q102 4942 131357 SH SOLE 131357 COUNTRYWIDE CR INDS INC DEL COM 222372104 3157 86634 SH SOLE 86634 COX COMMUNICATIONS INC NEW CL A 224044107 1397 50670 SH SOLE 50670 CRACKER BARREL OLD CTRY STR COM 224100107 1661 51300 SH SOLE 51300 CRESCENT REAL ESTATE EQUITIES COM 225756105 2058 51300 SH SOLE 51300 CRESTAR FINL CORP COM 226091106 3293 70256 SH SOLE 70256 CROMPTON & KNOWLES CORP COM 227111101 948 35700 SH SOLE 35700 CROWN CORK & SEAL INC COM 228255105 3388 73455 SH SOLE 73455 CUMMINS ENGINE INC COM 231021106 2022 25900 SH SOLE 25900 CYPRUS AMAX MINERALS CO COM 232809103 1612 67150 SH SOLE 67150 CYTEC INDS INC COM 232820100 1972 41200 SH SOLE 41200 DQE INC COM 23329J104 1974 58500 SH SOLE 58500 DPL INC COM 233293109 1997 81500 SH SOLE 81500 DSC COMMUNICATIONS CORP COM 233311109 2295 85200 SH SOLE 85200 DST SYS INC DEL COM 233326107 1069 28900 SH SOLE 28900 DTE ENERGY CO COM 233331107 2971 97600 SH SOLE 97600 DANA CORP COM 235811106 3787 76700 SH SOLE 76700 DARDEN RESTAURANTS INC COM 237194105 1512 130778 SH SOLE 130778 DAYTON HUDSON CORP COM 239753106 9010 150317 SH SOLE 150317 DEERE & CO COM 244199105 9523 177176 SH SOLE 177176 DELL COMPUTER CORP COM 247025109 18679 192816 SH SOLE 192816 DELTA AIR LINES INC DEL COM 247361108 4281 45451 SH SOLE 45451 DELUXE CORP COM 248019101 2098 62500 SH SOLE 62500 DENTSPLY INTL INC NEW COM 249030107 1069 19088 SH SOLE 19088 DIAL CORP NEW COM 25247D101 1154 66200 SH SOLE 66200 DIAMOND OFFSHORE DRILLING INC COM 25271C102 646 11700 SH SOLE 11700 DIEBOLD INC COM 253651103 2716 57337 SH SOLE 57337 DIGITAL EQUIP CORP COM 253849103 4557 105219 SH SOLE 105219 DILLARDS INC CL A 254067101 3575 81607 SH SOLE 81607 DIME BANCORP INC NEW COM 25429Q102 1778 84910 SH SOLE 84910 DISNEY WALT CO COM 254687106 35777 443741 SH SOLE 443741 DOLE FOOD INC COM 256605106 1648 36467 SH SOLE 36467 DOLLAR GEN CORP COM 256669102 671 19688 SH SOLE 19688 DOLLAR TREE STORES INC COM 256747106 1304 31000 SH SOLE 31000 DOMINION RES INC VA COM 257470104 4283 113085 SH SOLE 113085 DONNELLEY R R & SONS CO COM 257867101 3050 85460 SH SOLE 85460 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 DOUBLETREE CORP COM 258624105 1254 26000 SH SOLE 26000 DOVER CORP COM 260003108 5746 84653 SH SOLE 84653 DOW CHEM CO COM 260543103 13567 149600 SH SOLE 149600 DOW JONES & CO INC COM 260561105 1865 39900 SH SOLE 39900 DRESSER INDS INC COM 261597108 5280 122789 SH SOLE 122789 DU PONT E I DE NEMOURS & CO COM 263534109 44644 725174 SH SOLE 725174 DUKE ENERGY CORP COM 264399106 10579 213990 SH SOLE 213990 DUKE REALTY INVT INC COM NEW 264411505 874 38300 SH SOLE 38300 DUN & BRADSTREET CORP COM 264830100 3443 121329 SH SOLE 121329 DURA PHARMACEUTICALS INC COM 26632S109 1344 30800 SH SOLE 30800 E M C CORP MASS COM 268648102 9369 160500 SH SOLE 160500 ENSCO INTL INC COM 26874Q100 4385 111200 SH SOLE 111200 EVI INC COM 268939105 1237 19322 SH SOLE 19322 EASTMAN CHEM CO COM 277432100 3414 55064 SH SOLE 55064 EASTMAN KODAK CO COM 277461109 13628 209865 SH SOLE 209865 EATON CORP COM 278058102 4545 49200 SH SOLE 49200 ECHLIN INC COM 278749106 1729 49300 SH SOLE 49300 ECOLAB INC COM 278865100 2270 46742 SH SOLE 46742 EDISON INTL COM 281020107 7093 280900 SH SOLE 280900 EDWARDS AG INC COM 281760108 2504 48745 SH SOLE 48745 EL PASO NAT GAS CO COM NEW 283695872 2124 35078 SH SOLE 35078 ELECTRONIC ARTS INC COM 285512109 1568 40600 SH SOLE 40600 ELECTRONIC DATA SYS NEW COM 285661104 7942 223724 SH SOLE 223724 ELECTRONICS FOR IMAGING INC COM 286082102 2168 42500 SH SOLE 42500 EMERSON ELEC CO COM 291011104 16699 289790 SH SOLE 289790 ENGELHARD CORP COM 292845104 1547 71750 SH SOLE 71750 ENOVA CORP COM 293552105 1894 75000 SH SOLE 75000 ENSERCH EXPLORATION INC COM 29356V100 731 81175 SH SOLE 81175 ENRON CORP COM 293561106 7727 200690 SH SOLE 200690 ENTERGY CORP NEW COM 29364G103 3807 146070 SH SOLE 146070 EQUIFAX INC COM 294429105 3797 120790 SH SOLE 120790 EQUITABLE COS INC COM 29444G107 2404 58556 SH SOLE 58556 EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 303 5549 SH SOLE 5549 ETHYL CORP COM 297659104 144 15500 SH SOLE 15500 EVEREST REINS HLDGS INC COM 299808105 213 5200 SH SOLE 5200 EXTENDED STAY AMER INC COM 30224P101 298 19868 SH SOLE 19868 EXXON CORP COM 302290101 102580 1601246 SH SOLE 1601246 F M C CORP COM NEW 302491303 1942 21887 SH SOLE 21887 FPL GROUP INC COM 302571104 4832 94288 SH SOLE 94288 FALCON DRILLING INC COM 305914103 1292 36600 SH SOLE 36600 FAMILY DLR STORES INC COM 307000109 632 27700 SH SOLE 27700 FEDERAL EXPRESS CORP COM 313309106 6256 78200 SH SOLE 78200 FEDERAL HOME LN MTG CORP COM 313400301 16680 473200 SH SOLE 473200 FEDERAL NATL MTG ASSN COM 313586109 32706 695866 SH SOLE 695866 FEDERATED DEPT STORES INC DEL COM 31410H101 6297 146023 SH SOLE 146023 FIFTH THIRD BANCORP COM 316773100 6243 95500 SH SOLE 95500 FINOVA GROUP INC COM 317928109 265 2800 SH SOLE 2800 FIRST AMER CORP TENN COM 318900107 298 6100 SH SOLE 6100 FIRST AMER BK CORP COM 318906104 3868 72050 SH SOLE 72050 FIRST CHICAGO NBD CORP COM 31945A100 16171 214892 SH SOLE 214892 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 FIRST COMM CORP COM 319779104 230 4100 SH SOLE 4100 FIRST DATA CORP COM 319963104 10500 279540 SH SOLE 279540 FIRST EMPIRE ST CORP COM 320076102 457 1100 SH SOLE 1100 FIRST SEC CORP DEL COM 336294103 2799 94075 SH SOLE 94075 FIRST TENN NATL CORP COM 337162101 376 6600 SH SOLE 6600 FIRST UN CORP COM 337358105 16793 335448 SH SOLE 335448 FIRST VA BANKS INC COM 337477103 266 5500 SH SOLE 5500 FIRSTAR CORP COM 33761C103 3748 103400 SH SOLE 103400 FISERV INC COM 337738108 241 5500 SH SOLE 5500 FLEET FINL GROUP INC NEW COM 338915101 11764 179433 SH SOLE 179433 FLORIDA PROGRESS CORP COM 341109106 2150 65155 SH SOLE 65155 FLOWERS INDS INC COM 343496105 770 37800 SH SOLE 37800 FLUOR CORP COM 343861100 3080 57440 SH SOLE 57440 FOOD LION INC CL B 344775101 2100 262500 SH SOLE 262500 FORD MTR CO DEL COM 345370100 34900 771271 SH SOLE 771271 FORE SYSTEMS INC COM 345449102 898 45600 SH SOLE 45600 FOREST LABS INC CL A 345838106 1394 33100 SH SOLE 33100 FORT JAMES CORP COM 347471104 3415 74537 SH SOLE 74537 FORTUNE BRANDS INC COM 349631101 3978 118072 SH SOLE 118072 FOSTER WHEELER CORP COM 350244109 1336 30400 SH SOLE 30400 FOUNDATION HEALTH SYS INC COM 350404109 2883 90090 SH SOLE 90090 FRANKLIN RES INC COM 354613101 5322 57150 SH SOLE 57150 FREEPORT-MCMORAN COPPER & GOLD CL A 35671D105 735 26652 SH SOLE 26652 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 3641 126368 SH SOLE 126368 FRONTIER CORPORATION COM 35906P105 2791 121361 SH SOLE 121361 FRUIT OF THE LOOM INC CL A 359416104 1572 55900 SH SOLE 55900 GPU INC COM 36225X100 2744 76500 SH SOLE 76500 GTE CORP COM 362320103 28166 620742 SH SOLE 620742 GANNETT INC COM 364730101 10879 100791 SH SOLE 100791 GAP INC DEL COM 364760108 7069 141200 SH SOLE 141200 GATEWAY 2000 INC COM 367833100 418 13300 SH SOLE 13300 GAYLORD ENTMT CO CL A 367901105 1262 48872 SH SOLE 48872 GENERAL DYNAMICS CORP COM 369550108 2836 32556 SH SOLE 32556 GENERAL ELEC CO COM 369604103 143689 2111140 SH SOLE 2111140 GENERAL MLS INC COM 370334104 7184 104208 SH SOLE 104208 GENERAL MTRS CORP COM 370442105 31876 476200 SH SOLE 476200 GENERAL MTRS CORP CL H 370442501 4728 71498 SH SOLE 71498 GENERAL NUTRITION COS INC COM 37047F103 1954 67100 SH SOLE 67100 GENERAL RE CORP COM 370563108 10461 52699 SH SOLE 52699 GENERAL SEMICONDUCTOR INC COM 370787103 278 21600 SH SOLE 21600 GENERAL SIGNAL CORP COM 370838104 1878 43416 SH SOLE 43416 GENESIS HEALTH VENTURES INC COM 371912106 1211 31105 SH SOLE 31105 GENUINE PARTS CO COM 372460105 4003 129900 SH SOLE 129900 GENZYME CORP COM GENL DIV 372917104 1520 51100 SH SOLE 51100 GEORGIA PAC CORP COM 373298108 6413 61443 SH SOLE 61443 GIANT FOOD INC CL A 374478105 1573 48300 SH SOLE 48300 GILLETTE CO COM 375766102 31072 359993 SH SOLE 359993 GLOBAL MARINE INC COM 379352404 1194 35900 SH SOLE 35900 GOLDEN ST BANCORP INC COM 381197102 899 30100 SH SOLE 30100 GOLDEN WEST FINL CORP DEL COM 381317106 2791 31100 SH SOLE 31100 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 GOODRICH B F CO COM 382388106 1918 42380 SH SOLE 42380 GOODYEAR TIRE & RUBR CO COM 382550101 7524 109442 SH SOLE 109442 GRACE W R & CO DEL COM 383911104 3928 53351 SH SOLE 53351 GRAINGER W W INC COM 384802104 2688 30200 SH SOLE 30200 GREAT LAKES CHEM CORP COM 390568103 2106 42700 SH SOLE 42700 GREEN TREE FINL CORP COM 393505102 4620 98300 SH SOLE 98300 GREENPOINT FINL CORP COM 395384100 2177 34350 SH SOLE 34350 GUIDANT CORP COM 401698105 5906 105462 SH SOLE 105462 GULFSTREAM AEROSPACE CORP COM 402734107 513 17700 SH SOLE 17700 HBO & CO COM 404100109 5070 134300 SH SOLE 134300 HFS INC COM 404181109 7340 98600 SH SOLE 98600 HSN INC COM 40429R109 1381 34000 SH SOLE 34000 HALLIBURTON CO COM 406216101 8325 160100 SH SOLE 160100 HARCOURT GEN INC COM 41163G101 2010 40545 SH SOLE 40545 HARLEY DAVIDSON INC COM 412822108 3298 113000 SH SOLE 113000 HARNISCHFEGER INDS INC COM 413345109 218 5100 SH SOLE 5100 HARRAHS ENTMT INC COM 413619107 1683 74993 SH SOLE 74993 HARRIS CORP DEL COM 413875105 3084 67400 SH SOLE 67400 HARSCO CORP COM 415864107 2301 50700 SH SOLE 50700 HARTFORD FINL SVCS GROUP INC COM 416515104 6794 78938 SH SOLE 78938 HASBRO INC COM 418056107 2262 80437 SH SOLE 80437 HEALTHSOUTH CORP COM 421924101 5967 223600 SH SOLE 223600 HEALTHCARE COMPARE CORP COM 421928102 236 3700 SH SOLE 3700 HEALTH MGMT ASSOC INC NEW CL A 421933102 2509 79350 SH SOLE 79350 HEALTH & RETIREMENT PPTYS TR COM SH BEN INT 422169102 200 10600 SH SOLE 10600 HEINZ H J CO COM 423074103 10069 218000 SH SOLE 218000 HELMERICH & PAYNE INC COM 423452101 976 12200 SH SOLE 12200 HERCULES INC COM 427056106 3562 71591 SH SOLE 71591 HERSHEY FOODS CORP COM 427866108 3949 69900 SH SOLE 69900 HEWLETT PACKARD CO COM 428236103 38008 546382 SH SOLE 546382 HIBERNIA CORP CL A 428656102 236 13900 SH SOLE 13900 HILLENBRAND INDS INC COM 431573104 1712 38000 SH SOLE 38000 HILTON HOTELS CORP COM 432848109 4588 136200 SH SOLE 136200 HOME DEPOT INC COM 437076102 25102 481566 SH SOLE 481566 HOMESTAKE MNG CO COM 437614100 1610 105140 SH SOLE 105140 HON INDS INC COM 438092108 679 11700 SH SOLE 11700 HONEYWELL INC COM 438506107 6000 89300 SH SOLE 89300 HOST MARRIOTT CORP COM 441078102 2902 127567 SH SOLE 127567 HOUSEHOLD INTL INC COM 441815107 7581 66980 SH SOLE 66980 HOUSTON INDS INC COM 442161105 4557 209535 SH SOLE 209535 HUBBELL INC CL B 443510201 3074 66474 SH SOLE 66474 HUMANA INC COM 444859102 2705 113600 SH SOLE 113600 HUNTINGTON BANCSHARES INC COM 446150104 4569 126689 SH SOLE 126689 IBP INC COM 449223106 1680 71100 SH SOLE 71100 IMC GLOBAL INC COM 449669100 1835 52056 SH SOLE 52056 ITT INDS INC IND COM 450911102 2625 79103 SH SOLE 79103 ITT CORP NEW COM 450912100 5176 76403 SH SOLE 76403 IKON OFFICE SOLUTIONS INC COM 451713101 2301 90030 SH SOLE 90030 ILLINOIS CENT CORP COM SER A 451841100 1768 48107 SH SOLE 48107 ILLINOIS TOOL WKS INC COM 452308109 7180 143600 SH SOLE 143600 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 ILLINOVA CORP COM 452317100 1411 65459 SH SOLE 65459 IMMUNEX CORP NEW COM 452528102 619 9200 SH SOLE 9200 INFORMIX CORP COM 456779107 732 104586 SH SOLE 104586 INGERSOLL RAND CO COM 456866102 4994 115970 SH SOLE 115970 INLAND STL INDS INC COM 457472108 864 39500 SH SOLE 39500 INTEL CORP COM 458140100 100624 1090040 SH SOLE 1090040 INTERNATIONAL BUSINESS MACHS COM 459200101 68281 644540 SH SOLE 644540 INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 3315 67650 SH SOLE 67650 INTERNATIONAL GAME TECHNOLOGY COM 459902102 1938 85200 SH SOLE 85200 INTL PAPER CO COM 460146103 10702 194355 SH SOLE 194355 INTERPUBLIC GROUP COS INC COM 460690100 4933 96137 SH SOLE 96137 INTERSTATE BAKERIES CORP DEL COM 46072H108 1515 22100 SH SOLE 22100 INTUIT COM 461202103 944 29500 SH SOLE 29500 IOMEGA CORP COM 462030107 2281 87300 SH SOLE 87300 IPALCO ENTERPRISES INC COM 462613100 1666 48650 SH SOLE 48650 IVAX CORP COM 465823102 897 76362 SH SOLE 76362 JABIL CIRCUIT INC COM 466313103 249 3800 SH SOLE 3800 JEFFERSON PILOT CORP COM 475070108 4170 52787 SH SOLE 52787 JOHNSON & JOHNSON COM 478160104 49373 856800 SH SOLE 856800 JOHNSON CTLS INC COM 478366107 3083 62200 SH SOLE 62200 KLA-TENCORP CORP COM 482480100 2912 43100 SH SOLE 43100 K MART CORP COM 482584109 4539 324200 SH SOLE 324200 KANSAS CITY PWR & LT CO COM 485134100 1645 56000 SH SOLE 56000 KANSAS CITY SOUTHN INDS INC COM 485170104 3300 95832 SH SOLE 95832 KEANE INC COM 486665102 1626 51200 SH SOLE 51200 KELLOGG CO COM 487836108 5027 119346 SH SOLE 119346 KERR MCGEE CORP COM 492386107 2863 41600 SH SOLE 41600 KEYCORP NEW COM 493267108 10022 157515 SH SOLE 157515 KIMBERLY CLARK CORP COM 494368103 17733 362360 SH SOLE 362360 KIMCO REALTY CORP COM 49446R109 386 11100 SH SOLE 11100 KING WORLD PRODTNS INC COM 495667107 1023 23652 SH SOLE 23652 KNIGHT RIDDER INC COM 499040103 3460 63350 SH SOLE 63350 KOHLS CORP COM 500255104 3266 46000 SH SOLE 46000 KOMAG INC COM 500453105 210 10300 SH SOLE 10300 KROGER CO COM 501044101 5003 165728 SH SOLE 165728 LCI INTL INC COM 501813109 1779 66800 SH SOLE 66800 LTV CORP NEW COM 501921100 173 13600 SH SOLE 13600 LSI LOGIC CORP COM 502161102 2949 91800 SH SOLE 91800 LAFARGE CORP COM 505862102 223 6900 SH SOLE 6900 LAM RESH CORP COM 512807108 437 9400 SH SOLE 9400 LATTICE SEMICONDUCTOR CORP COM 518415104 638 9800 SH SOLE 9800 LEAR CORP COM 521865105 335 6800 SH SOLE 6800 LEGGETT & PLATT INC COM 524660107 3422 76800 SH SOLE 76800 LEHMAN BROS HLDGS INC COM 524908100 4413 82290 SH SOLE 82290 LEXMARK INTL GROUP INC CL A 529771107 630 19100 SH SOLE 19100 LILLY ELI & CO COM 532457108 35867 297803 SH SOLE 297803 LIMITED INC COM 532716107 3758 153793 SH SOLE 153793 LIN TELEVISION CORP COM 532776101 443 9500 SH SOLE 9500 LINCARE HLDGS INC COM 532791100 1301 25800 SH SOLE 25800 LINCOLN NATL CORP IND COM 534187109 5334 76604 SH SOLE 76604 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 LINEAR TECHNOLOGY CORP COM 535678106 3781 55000 SH SOLE 55000 LITTON INDS INC COM 538021106 1748 32138 SH SOLE 32138 LIZ CLAIBORNE INC COM 539320101 2962 53920 SH SOLE 53920 LOCKHEED MARTIN CORP COM 539830109 11863 111260 SH SOLE 111260 LOEWS CORP COM 540424108 5847 51768 SH SOLE 51768 LONG ISLAND LTG CO COM 542671102 2432 94900 SH SOLE 94900 LOUISIANA LD & EXPL CO COM 546268103 1984 25334 SH SOLE 25334 LOUISIANA PAC CORP COM 546347105 1845 73800 SH SOLE 73800 LOWES COS INC COM 548661107 4101 105500 SH SOLE 105500 LUBRIZOL CORP COM 549271104 1974 46993 SH SOLE 46993 LUCENT TECHNOLOGIES INC COM 549463107 34480 423712 SH SOLE 423712 LYONDELL PETROCHEMICAL CO COM 552078107 796 30400 SH SOLE 30400 MBIA INC COM 55262C100 3976 31700 SH SOLE 31700 MBNA CORP COM 55262L100 8245 203587 SH SOLE 203587 MCN ENERGY GROUP INC COM 55267J100 250 7800 SH SOLE 7800 MCI COMMUNICATIONS CORP COM 552673105 10860 369703 SH SOLE 369703 MGIC INVT CORP WIS COM 552848103 4789 83554 SH SOLE 83554 MALLINCKRODT INC NEW COM 561232109 1944 54000 SH SOLE 54000 MANPOWER INC COM 56418H100 2425 61400 SH SOLE 61400 MAPCO INC COM 565097102 1410 42800 SH SOLE 42800 MARSH & MCLENNAN COS INC COM 571748102 7714 100672 SH SOLE 100672 MARSHALL & ILSLEY CORP COM 571834100 3883 76700 SH SOLE 76700 MARRIOTT INTL INC COM 571900109 5352 75308 SH SOLE 75308 MARTIN MARIETTA MATLS INC COM 573284106 1492 41437 SH SOLE 41437 MASCO CORP COM 574599106 5153 112473 SH SOLE 112473 MATTEL INC COM 577081102 6456 194888 SH SOLE 194888 MAXIM INTEGRATED PRODS INC COM 57772K101 3397 47550 SH SOLE 47550 MAY DEPT STORES CO COM 577778103 9088 166746 SH SOLE 166746 MAYTAG CORP COM 578592107 2880 84400 SH SOLE 84400 MCAFEE ASSOCS INC COM 579057100 1705 32162 SH SOLE 32162 MCCORMICK & CO INC COM NON VTG 579780206 1410 58600 SH SOLE 58600 MCDONALDS CORP COM 580135101 21306 447367 SH SOLE 447367 MCGRAW HILL COS INC COM 580645109 4623 68300 SH SOLE 68300 MCKESSON CORP NEW COM 581557105 2610 25600 SH SOLE 25600 MEAD CORP COM 582834107 3401 47072 SH SOLE 47072 MEDITRUST SH BEN INT 58501T108 278 6700 SH SOLE 6700 MEDPARTNERS INC NEW COM 58503X107 2123 99021 SH SOLE 99021 MEDTRONIC INC COM 585055106 14974 318600 SH SOLE 318600 MELLON BK CORP COM 585509102 10359 189214 SH SOLE 189214 MERCANTILE BANCORPORATION INC COM 587342106 666 8750 SH SOLE 8750 MERCANTILE BANKSHARES CORP COM 587405101 2516 77400 SH SOLE 77400 MERCANTILE STORES INC COM 587533100 1363 21650 SH SOLE 21650 MERCK & CO INC COM 589331107 77882 779304 SH SOLE 779304 MEREDITH CORP COM 589433101 1388 41900 SH SOLE 41900 MERRILL LYNCH & CO INC COM 590188108 14778 199200 SH SOLE 199200 MEYER FRED INC DEL NEW COM 592907109 793 14900 SH SOLE 14900 MICROSOFT CORP COM 594918104 63276 478234 SH SOLE 478234 MICROCHIP TECHNOLOGY INC COM 595017104 1345 29794 SH SOLE 29794 MICRON ELECTRONICS INC COM 595100108 390 22300 SH SOLE 22300 MICRON TECHNOLOGY INC COM 595112103 3985 114872 SH SOLE 114872 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 MIDAMERICA ENERGY HLDGS CO COM 595920109 1409 81700 SH SOLE 81700 MILLER HERMAN INC COM 600544100 1418 26500 SH SOLE 26500 MILLIPORE CORP COM 601073109 1719 35000 SH SOLE 35000 MINNESOTA MNG & MFG CO COM 604059105 24736 267419 SH SOLE 267419 MIRAGE RESORTS INC COM 60462E104 3817 126700 SH SOLE 126700 MITCHELL ENERGY & DEV CORP CL A 606592202 695 24490 SH SOLE 24490 MOBIL CORP COM 607059102 37573 507738 SH SOLE 507738 MOLEX INC COM 608554101 1968 44352 SH SOLE 44352 MONEY STORE INC COM 60934T101 909 31900 SH SOLE 31900 MONSANTO CO COM 611662107 15011 384890 SH SOLE 384890 MONTANA POWER CO COM 612085100 1238 46500 SH SOLE 46500 MONTEREY RES INC COM 612622100 637 30329 SH SOLE 30329 MORGAN J P & CO INC COM 616880100 14229 125225 SH SOLE 125225 MORGAN STANLEY DEAN WITTR DISC COM NEW 617446448 15831 292825 SH SOLE 292825 MORTON INTL INC IND NEW COM 619335102 3835 108029 SH SOLE 108029 MOTOROLA INC COM 620076109 28159 391780 SH SOLE 391780 MURPHY OIL CORP COM 626717102 2108 36900 SH SOLE 36900 MYLAN LABS INC COM 628530107 1962 87450 SH SOLE 87450 NCR CORP NEW COM 62886E108 2307 66024 SH SOLE 66024 NGC CORP COM 629121104 1945 109600 SH SOLE 109600 NIPSCO INDS INC COM 629140104 1971 46785 SH SOLE 46785 NABISCO HLDGS CORP CL A 629526104 238 5600 SH SOLE 5600 NABORS INDS INC COM 629568106 3212 82500 SH SOLE 82500 NALCO CHEM CO COM 629853102 1963 48994 SH SOLE 48994 NATIONAL CITY CORP COM 635405103 9696 157500 SH SOLE 157500 NATIONAL DATA CORP COM 635621105 664 16200 SH SOLE 16200 NATIONAL SEMICONDUCTOR CORP COM 637640103 3969 96800 SH SOLE 96800 NATIONAL SVC INDS INC COM 637657107 1852 42150 SH SOLE 42150 NATIONSBANK CORP COM 638585109 29285 473294 SH SOLE 473294 NAVISTAR INTL CORP NEW COM 63934E108 1511 54700 SH SOLE 54700 NEIMAN MARCUS GROUP INC COM 640204103 749 23400 SH SOLE 23400 NETSCAPE COMMUNICATIONS CORP COM 641149109 1302 36167 SH SOLE 36167 NEW CENTURY ENERGIES INC COM 64352U103 3807 91608 SH SOLE 91608 NEW ENGLAND ELEC SYS COM 644001109 2002 51000 SH SOLE 51000 NEW YORK ST ELEC & GAS CORP COM 649840105 1384 51500 SH SOLE 51500 NEW YORK TIMES CO CL A 650111107 3633 69200 SH SOLE 69200 NEWELL CO COM 651192106 4445 111130 SH SOLE 111130 NEWMONT MINING CORP COM 651639106 4906 109184 SH SOLE 109184 NEXTLEVEL SYS INC COM 652907106 1459 87100 SH SOLE 87100 NEXTEL COMMUNICATIONS INC CL A 65332V103 3191 110500 SH SOLE 110500 NIAGARA MOHAWK PWR CORP COM 653522102 1092 114200 SH SOLE 114200 NICOR INC COM 654086107 1541 41100 SH SOLE 41100 NIKE INC CL B 654106103 4604 86872 SH SOLE 86872 NINE WEST GROUP INC COM 65440D102 912 23210 SH SOLE 23210 NOBLE AFFILIATES INC COM 654894104 1611 36000 SH SOLE 36000 NOBLE DRILLING CORP COM 655042109 3542 109834 SH SOLE 109834 NORDSTROM INC COM 655664100 2387 37439 SH SOLE 37439 NORFOLK SOUTHERN CORP COM 655844108 8776 85000 SH SOLE 85000 NORTH FORK BANCORPORATION NY COM 659424105 1148 39600 SH SOLE 39600 NORTHEAST UTILS COM 664397106 959 99600 SH SOLE 99600 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 NORTHN STS PWR CO MINN COM 665772109 2393 48100 SH SOLE 48100 NORTHERN TR CORP COM 665859104 5309 89800 SH SOLE 89800 NORTHROP GRUMMAN CORP COM 666807102 4496 37040 SH SOLE 37040 NORTHWEST AIRLS CORP CL A 667280101 2125 51200 SH SOLE 51200 NORWEST CORP COM 669380107 15877 259213 SH SOLE 259213 NOVELL INC COM 670006105 1966 219213 SH SOLE 219213 NOVELLUS SYS INC COM 670008101 1210 9600 SH SOLE 9600 NUCOR CORP COM 670346105 3269 62036 SH SOLE 62036 OGE ENERGY CORP COM 670837103 1585 33600 SH SOLE 33600 OCCIDENTAL PETE CORP DEL COM 674599105 5776 222687 SH SOLE 222687 OFFICEMAX INC COM 67622M108 202 13300 SH SOLE 13300 OFFICE DEPOT INC COM 676220106 2079 103000 SH SOLE 103000 OHIO CAS CORP COM 677240103 1271 27400 SH SOLE 27400 OHIO EDISON CO COM 677347106 2388 101900 SH SOLE 101900 OLD KENT FINL CORP COM 679833103 316 4900 SH SOLE 4900 OLD REP INTL CORP COM 680223104 2812 72100 SH SOLE 72100 OLIN CORP COM PAR $1 680665205 1645 35134 SH SOLE 35134 OMNICARE INC COM 681904108 1882 57900 SH SOLE 57900 OMNICOM GROUP INC COM 681919106 647 8900 SH SOLE 8900 ORACLE CORP COM 68389X105 17965 493037 SH SOLE 493037 ORYX ENERGY COMPANY COM 68763F100 2488 97800 SH SOLE 97800 OWENS CORNING COM 69073F103 1365 37400 SH SOLE 37400 OWENS ILL INC COM NEW 690768403 3167 93326 SH SOLE 93326 OXFORD HEALTH PLANS INC COM 691471106 4118 55000 SH SOLE 55000 PECO ENERGY CO COM 693304107 3422 146000 SH SOLE 146000 PG&E CORP COM 69331C108 6358 274191 SH SOLE 274191 PNC BK CORP COM 693475105 11115 227706 SH SOLE 227706 P P & L RES INC COM 693499105 2502 114400 SH SOLE 114400 PPG INDS INC COM 693506107 7672 122390 SH SOLE 122390 PACCAR INC COM 693718108 2864 51150 SH SOLE 51150 PACIFIC CENTY FINL CORP COM 694058108 2205 40880 SH SOLE 40880 PACIFIC ENTERPRISES COM 694232109 2124 62700 SH SOLE 62700 PACIFICARE HEALTH SYS DEL CL B 695112201 1747 25638 SH SOLE 25638 PACIFICORP COM 695114108 4282 191392 SH SOLE 191392 PAINE WEBBER GROUP INC COM 695629105 2638 56650 SH SOLE 56650 PAIRGAIN TECHNOLOGIES INC COM 695934109 1462 51300 SH SOLE 51300 PALL CORP COM 696429307 1803 83610 SH SOLE 83610 PARAMETRIC TECHNOLOGY CORP COM 699173100 3848 87200 SH SOLE 87200 PARKER HANNIFIN CORP COM 701094104 3594 79875 SH SOLE 79875 PAYCHEX INC COM 704326107 868 24900 SH SOLE 24900 PAYLESS SHOESOURCE INC COM 704379106 2086 34955 SH SOLE 34955 PENNEY J C INC COM 708160106 8217 141064 SH SOLE 141064 PENNZOIL CO COM 709903108 2805 35200 SH SOLE 35200 PEOPLES BK BRIDGEPORT CONN COM 710198102 475 14800 SH SOLE 14800 PEOPLES ENERGY CORP COM 711030106 1176 31200 SH SOLE 31200 PEOPLESOFT INC COM 712713106 2002 33500 SH SOLE 33500 PEP BOYS MANNY MOE & JACK COM 713278109 1401 51400 SH SOLE 51400 PEPSICO INC COM 713448108 40158 990028 SH SOLE 990028 PERKIN ELMER CORP COM 714041100 2755 37711 SH SOLE 37711 PETSMART INC COM 716768106 275 26500 SH SOLE 26500 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 PHARMACIA & UPJOHN INC COM 716941109 10955 300136 SH SOLE 300136 PFIZER INC COM 717081103 49738 828100 SH SOLE 828100 PHELPS DODGE CORP COM 717265102 3362 43310 SH SOLE 43310 PHILIP MORRIS COS INC COM 718154107 64836 1559969 SH SOLE 1559969 PHILLIPS PETE CO COM 718507106 7642 148023 SH SOLE 148023 PHYCOR INC COM 71940F100 1258 43300 SH SOLE 43300 PINNACLE WEST CAP CORP COM 723484101 2376 70647 SH SOLE 70647 PIONEER HI BRED INTL INC COM 723686101 4532 49800 SH SOLE 49800 PIONEER NAT RES CO COM 723787107 1252 29900 SH SOLE 29900 PITNEY BOWES INC COM 724479100 8518 102401 SH SOLE 102401 PITTSTON CO COM BRINKS GRP 725701106 1421 35475 SH SOLE 35475 POLAROID CORP COM 731095105 1246 24345 SH SOLE 24345 POPULAR INC COM 733174106 3260 61500 SH SOLE 61500 POTLATCH CORP COM 737628107 1243 24700 SH SOLE 24700 POTOMAC ELEC PWR CO COM 737679100 1768 77700 SH SOLE 77700 PRAXAIR INC COM 74005P104 5590 109200 SH SOLE 109200 PRECISION CASTPARTS CORP COM 740189105 748 11500 SH SOLE 11500 PREMARK INTL INC COM 740459102 746 23300 SH SOLE 23300 PRICE T ROWE & ASSOCIATES COM 741477103 2696 40092 SH SOLE 40092 PROCTER & GAMBLE CO COM 742718109 59785 865672 SH SOLE 865672 PROGRESSIVE CORP OHIO COM 743315103 3782 35300 SH SOLE 35300 PROMUS HOTEL CORP COM 74342H104 2166 48346 SH SOLE 48346 PROTECTIVE LIFE CORP COM 743674103 1540 30500 SH SOLE 30500 PROVIDENT COS INC COM 743862104 252 3600 SH SOLE 3600 PROVIDENT FINL GROUP INC COM 743866105 203 4300 SH SOLE 4300 PROVIDIAN FINL CORP COM 74406A102 2900 73069 SH SOLE 73069 PUBLIC SVC ENTERPRISE GROUP COM 744573106 3772 146500 SH SOLE 146500 PUBLIC STORAGE INC COM 74460D109 554 18700 SH SOLE 18700 PUGET SOUND ENERGY INC COM 745332106 245 9200 SH SOLE 9200 QUAKER OATS CO COM 747402105 4891 97100 SH SOLE 97100 QUALCOMM INC COM 747525103 2616 41070 SH SOLE 41070 QUANTUM CORP COM 747906105 2161 56400 SH SOLE 56400 QUESTAR CORP COM 748356102 1355 33400 SH SOLE 33400 QUINTILES TRANSNATIONAL CORP COM 748767100 1567 18600 SH SOLE 18600 RJR NABISCO HOLDINGS CORP COM NEW 74960K876 7624 221798 SH SOLE 221798 RPM INC OHIO COM 749685103 1436 70050 SH SOLE 70050 RALSTON PURINA CO COM RAL-PUR GP 751277302 6127 69228 SH SOLE 69228 RAYCHEM CORP DEL COM 754603108 2991 35400 SH SOLE 35400 RAYONIER INC COM 754907103 1384 28620 SH SOLE 28620 RAYTHEON CO COM 755111101 9430 159501 SH SOLE 159501 READERS DIGEST ASSN INC CL A NON VTG 755267101 1742 58076 SH SOLE 58076 READERS DIGEST ASSN INC CL B 755267200 473 16600 SH SOLE 16600 READING & BATES CORP COM NEW 755281805 2577 62000 SH SOLE 62000 REEBOK INTL LTD COM 758110100 2142 44000 SH SOLE 44000 REGAL CINEMAS INC COM 758754105 454 16900 SH SOLE 16900 REGIONS FINL CORP COM 758940100 3873 105400 SH SOLE 105400 RELIANCE GROUP HOLDINGS INC COM 759464100 498 36700 SH SOLE 36700 RELIASTAR FINL CORP COM 75952U103 2987 75016 SH SOLE 75016 REPUBLIC INDS INC COM 760516104 5392 163700 SH SOLE 163700 REPUBLIC N Y CORP COM 760719104 4897 43100 SH SOLE 43100 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 REYNOLDS METALS CO COM 761763101 2913 41137 SH SOLE 41137 RHONE POULENC RORER INC COM 76242T104 3134 32410 SH SOLE 32410 RITE AID CORP COM 767754104 3867 69750 SH SOLE 69750 ROBERT HALF INTL INC COM 770323103 3283 79350 SH SOLE 79350 ROCKWELL INTL CORP NEW COM 773903109 6914 109848 SH SOLE 109848 ROHM & HAAS CO COM 775371107 2878 30000 SH SOLE 30000 ROSS STORES INC COM 778296103 1112 32600 SH SOLE 32600 ROUSE CO COM 779273101 2458 79300 SH SOLE 79300 ROWAN COS INC COM 779382100 2440 68500 SH SOLE 68500 RUBBERMAID INC COM 781088109 2704 105778 SH SOLE 105778 RUSSELL CORP COM 782352108 1036 35200 SH SOLE 35200 RYDER SYS INC COM 783549108 2343 65191 SH SOLE 65191 SBC COMMUNICATIONS INC COM 78387G103 36085 587938 SH SOLE 587938 SCI SYS INC COM 783890106 2483 50100 SH SOLE 50100 SLM HLDG CORP COM 78442A109 5834 37761 SH SOLE 37761 SAFECO CORP COM 786429100 5146 97100 SH SOLE 97100 SAFEWAY INC COM NEW 786514208 8934 164300 SH SOLE 164300 ST JUDE MED INC COM 790849103 2030 57900 SH SOLE 57900 ST PAUL COS INC COM 792860108 4876 59778 SH SOLE 59778 SAKS HLDGS INC COM 79377R109 230 11000 SH SOLE 11000 SALOMON INC COM 79549B107 5372 71454 SH SOLE 71454 SANTA FE ENERGY RES INC COM 802012104 987 78962 SH SOLE 78962 SARA LEE CORP COM 803111103 16386 318175 SH SOLE 318175 SCANA CORP COM 805898103 2015 80400 SH SOLE 80400 SCHERER R P CORP DEL COM 806528105 582 9400 SH SOLE 9400 SCHERING PLOUGH CORP COM 806605101 24642 478482 SH SOLE 478482 SCHWAB CHARLES CORP NEW COM 808513105 4542 127050 SH SOLE 127050 SCIENTIFIC ATLANTA INC COM 808655104 1278 56500 SH SOLE 56500 SCRIPPS HOWARD INC CL A 811054204 1036 23570 SH SOLE 23570 SEAGATE TECHNOLOGY COM 811804103 5762 159500 SH SOLE 159500 SEAGULL ENERGY CORP COM 812007102 1005 39400 SH SOLE 39400 SEALED AIR CORP COM 812115103 225 4100 SH SOLE 4100 SEARS ROEBUCK & CO COM 812387108 12946 227376 SH SOLE 227376 SECURITY DYNAMICS TECHNOLOGIES COM 814208104 1032 27800 SH SOLE 27800 SENSORMATIC ELECTRS CORP COM 817265101 764 54124 SH SOLE 54124 SERVICE CORP INTL COM 817565104 5620 174600 SH SOLE 174600 SHAW INDS INC COM 820286102 1216 96800 SH SOLE 96800 SHERWIN WILLIAMS CO COM 824348106 3210 109048 SH SOLE 109048 SIGMA ALDRICH CORP COM 826552101 2406 73060 SH SOLE 73060 SIGNET BKG CORP COM 826681108 2816 51914 SH SOLE 51914 SILICON GRAPHICS INC COM 827056102 3128 119162 SH SOLE 119162 SIMON DEBARTOLO GROUP INC COM 828781104 1678 50861 SH SOLE 50861 SMITH INTL INC COM 832110100 2742 35300 SH SOLE 35300 SNAP ON INC COM 833034101 2117 45950 SH SOLE 45950 SOFAMOR/DANEK GROUP INC COM 834005100 920 16100 SH SOLE 16100 SOLECTRON CORP COM 834182107 1922 43200 SH SOLE 43200 SOLUTIA INC COM 834376105 1562 78098 SH SOLE 78098 SONAT INC COM 835415100 3236 63599 SH SOLE 63599 SONOCO PRODS CO COM 835495102 2402 70765 SH SOLE 70765 SOUTHERN CO COM 842587107 9254 410164 SH SOLE 410164 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 SOUTHERN NEW ENGLAND TELECOM COM 843485103 2100 51300 SH SOLE 51300 SOUTHLAND CORP COM NEW 844436402 362 141400 SH SOLE 141400 SOUTHTRUST CORP COM 844730101 3812 77400 SH SOLE 77400 SOUTHWEST AIRLS CO COM 844741108 2967 92890 SH SOLE 92890 SPIEKER PPTYS INC COM 848497103 1281 31590 SH SOLE 31590 SPRINT CORP COM 852061100 14721 294417 SH SOLE 294417 STANLEY WKS COM 854616109 2171 50478 SH SOLE 50478 STAPLES INC COM 855030102 3349 121237 SH SOLE 121237 STAR BANC CORP COM 855083101 3519 76600 SH SOLE 76600 STARBUCKS CORP COM 855244109 2576 61600 SH SOLE 61600 STATE STR CORP COM 857477103 7138 117134 SH SOLE 117134 STERIS CORP COM 859152100 1189 28924 SH SOLE 28924 STERLING COMM INC COM 859205106 2238 62271 SH SOLE 62271 STERLING SOFTWARE INC COM 859547101 1034 28820 SH SOLE 28820 STEWART ENTERPRISES INC CL A 860370105 210 4800 SH SOLE 4800 STONE CONTAINER CORP COM 861589109 1001 64300 SH SOLE 64300 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 2190 45800 SH SOLE 45800 STRYKER CORP COM 863667101 2473 56600 SH SOLE 56600 SUMMIT BANCORP COM 866005101 4553 102450 SH SOLE 102450 SUN INC COM 866762107 2423 55300 SH SOLE 55300 SUN MICROSYSTEMS INC COM 866810104 11518 246056 SH SOLE 246056 SUNAMERICA INC COM 866930100 2774 70800 SH SOLE 70800 SUNBEAM CORP COM 867071102 2476 55801 SH SOLE 55801 SUNDSTRAND CORP COM 867323107 2875 49900 SH SOLE 49900 SUNGARD DATA SYS INC COM 867363103 223 9200 SH SOLE 9200 SUNTRUST BKS INC COM 867914103 10495 154480 SH SOLE 154480 SUPERVALU INC COM 868536103 2096 53400 SH SOLE 53400 SYBASE INC COM 871130100 1015 56400 SH SOLE 56400 SYBRON INTL CORP COM 87114F106 210 4900 SH SOLE 4900 SYNOPSYS INC COM 871607107 391 9200 SH SOLE 9200 SYNOVUS FINL CORP COM 87161C105 390 17100 SH SOLE 17100 SYSCO CORP COM 871829107 4384 118691 SH SOLE 118691 TCF FINL CORP COM 872275102 263 4500 SH SOLE 4500 TECO ENERGY INC COM 872375100 2109 86100 SH SOLE 86100 TIG HLDGS INC COM 872469101 1776 51022 SH SOLE 51022 TJX COS INC NEW COM 872540109 4016 131412 SH SOLE 131412 TRW INC COM 872649108 5150 93852 SH SOLE 93852 TANDY CORP COM 875382103 2791 83000 SH SOLE 83000 TECH DATA CORP COM 878237106 1256 27300 SH SOLE 27300 TECUMSEH PRODS CO CL A 878895200 1039 18657 SH SOLE 18657 TEKTRONIX INC COM 879131100 229 3400 SH SOLE 3400 TELE COMMUNICATIONS INC NEW COM TCI GRP A 87924V101 5671 276648 SH SOLE 276648 TELE COMMUNICATIONS INC NEW COM LIB GRP A 87924V507 4745 158497 SH SOLE 158497 TELE COMMUNICATIONS INC NEW COM TCI VENT A 87924V887 3263 158195 SH SOLE 158195 TELEPHONE & DATA SYS INC COM 879433100 1980 44000 SH SOLE 44000 TELEPORT COMMUNICATIONS GROUP CL A 879463107 278 6200 SH SOLE 6200 TELLABS INC COM 879664100 6092 118300 SH SOLE 118300 TEMPLE INLAND INC COM 879868107 2489 38893 SH SOLE 38893 TENET HEALTHCARE CORP COM 88033G100 5799 199111 SH SOLE 199111 TENNECO INC NEW COM 88037E101 5528 115470 SH SOLE 115470 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 TERADYNE INC COM 880770102 3272 60802 SH SOLE 60802 TEXACO INC COM 881694103 21430 348812 SH SOLE 348812 TEXAS INSTRS INC COM 882508104 17138 126834 SH SOLE 126834 TEXAS UTILS CO COM 882848104 5513 153149 SH SOLE 153149 TEXTRON INC COM 883203101 6387 98262 SH SOLE 98262 THERMO ELECTRON CORP COM 883556102 4236 105912 SH SOLE 105912 THIOKOL CORP DEL COM 884103102 722 8400 SH SOLE 8400 THOMAS & BETTS CORP COM 884315102 2174 39800 SH SOLE 39800 3COM CORP COM 885535104 11165 217850 SH SOLE 217850 360 COMMUNICATIONS CO COM 885571109 1965 94138 SH SOLE 94138 TIDEWATER INC COM 886423102 3057 51600 SH SOLE 51600 TIFFANY & CO NEW COM 886547108 1220 28700 SH SOLE 28700 TIME WARNER INC COM 887315109 15768 290983 SH SOLE 290983 TIMES MIRROR CO NEW COM SER A 887364107 3098 56400 SH SOLE 56400 TIMKEN CO COM 887389104 1833 45748 SH SOLE 45748 TORCHMARK CORP COM 891027104 3874 98700 SH SOLE 98700 TOSCO CORP COM NEW 891490302 3541 101704 SH SOLE 101704 TOYS R US INC COM 892335100 6402 180331 SH SOLE 180331 TRANSACTION SYS ARCHITECTS CL A 893416107 837 20600 SH SOLE 20600 TRANSAMERICA CORP COM 893485102 4844 48684 SH SOLE 48684 TRANSOCEAN OFFSHORE INC COM 893817106 1093 22800 SH SOLE 22800 TRANSTEXAS GAS CORP COM 893895102 657 41071 SH SOLE 41071 TRAVELERS PPTY CAS CORP CL A 893939108 239 5900 SH SOLE 5900 TRAVELERS GROUP INC COM 894190107 28859 422847 SH SOLE 422847 TRIBUNE CO NEW COM 896047107 4100 76900 SH SOLE 76900 TRINITY INDS INC COM 896522109 220 4550 SH SOLE 4550 TUPPERWARE CORP COM 899896104 1235 43900 SH SOLE 43900 TYCO INTL LTD NEW COM 902124106 591 7203 SH SOLE 7203 TYSON FOODS INC CL A 902494103 2080 88742 SH SOLE 88742 UAL CORP COM PAR $0.01 902549500 3487 41200 SH SOLE 41200 UCAR INTL INC COM 90262K109 1149 24060 SH SOLE 24060 UICI COM 902737105 529 18400 SH SOLE 18400 USX MARATHON GROUP COM NEW 902905827 7601 204409 SH SOLE 204409 UST INC COM 902911106 3877 126842 SH SOLE 126842 USA WASTE SVCS INC COM 902917103 4697 117796 SH SOLE 117796 US BANCORP DEL COM 902973106 16448 170442 SH SOLE 170442 UNUM CORP COM 903192102 4524 99160 SH SOLE 99160 USF&G CORP COM 903290104 2015 87850 SH SOLE 87850 U S G CORP COM NEW 903293405 1879 39200 SH SOLE 39200 USX-U S STL COM 90337T101 2061 59300 SH SOLE 59300 ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 259 8000 SH SOLE 8000 UNIFI INC COM 904677101 242 5900 SH SOLE 5900 UNICOM CORP COM 904911104 3293 140868 SH SOLE 140868 UNION CAMP CORP COM 905530101 2986 48400 SH SOLE 48400 UNION CARBIDE CORP COM 905581104 3832 78700 SH SOLE 78700 UNION ELEC CO COM 906548102 2575 67000 SH SOLE 67000 UNION PAC CORP COM 907818108 9373 149672 SH SOLE 149672 UNION PAC RES GROUP INC COM 907834105 4445 169734 SH SOLE 169734 UNION PLANTERS CORP COM 908068109 391 7000 SH SOLE 7000 UNION TEX PETE HLDGS INC COM 908640105 207 8800 SH SOLE 8800 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 UNISOURCE WORLDWIDE INC COM 909208100 857 45115 SH SOLE 45115 UNISYS CORP COM 909214108 2153 140600 SH SOLE 140600 UNITED ASSET MGMT CORP COM 909420101 207 7200 SH SOLE 7200 UNITED DOMINION REALTY TR INC COM 910197102 501 33400 SH SOLE 33400 UNITED HEALTHCARE CORP COM 910581107 6141 122825 SH SOLE 122825 UNITED MERIDIAN CORP COM 910865104 1064 28964 SH SOLE 28964 UNITED STATES CELLULAR CORP COM 911684108 1010 27400 SH SOLE 27400 UNITED STATES FILTER CORP NEW COM NEW 911843209 1520 35300 SH SOLE 35300 US AIRWAYS GROUP INC COM 911905107 1990 48100 SH SOLE 48100 U S INDS INC NEW COM 912080108 222 7650 SH SOLE 7650 UNITED STATES SURGICAL CORP COM 912707106 1346 46100 SH SOLE 46100 U S WEST INC COM-COMMUNCTNS 912889102 10494 272567 SH SOLE 272567 U S WEST INC COM-MEDIA GRP 912889201 6020 269783 SH SOLE 269783 UNITED TECHNOLOGIES CORP COM 913017109 13854 171032 SH SOLE 171032 UNITRIN INC COM 913275103 1846 28400 SH SOLE 28400 UNIVERSAL CORP VA COM 913456109 653 18000 SH SOLE 18000 UNIVERSAL HLTH SVCS INC CL B 913903100 1155 26700 SH SOLE 26700 UNOCAL CORP COM 915289102 7833 181120 SH SOLE 181120 V F CORP COM 918204108 3909 42200 SH SOLE 42200 VLSI TECHNOLOGY INC COM 918270109 871 25100 SH SOLE 25100 VALASSIS COMMUNICATIONS INC COM 918866104 411 12900 SH SOLE 12900 VALERO ENERGY CORP NEW COM 91913Y100 1234 37600 SH SOLE 37600 VALLEY NATL BANCORP COM 919794107 1334 42091 SH SOLE 42091 VARIAN ASSOC INC COM 922204102 1621 26087 SH SOLE 26087 VASTAR RES INC COM 922380100 834 19940 SH SOLE 19940 VENCOR INC COM 922602107 536 13000 SH SOLE 13000 VIAD CORP COM 92552R109 1880 98600 SH SOLE 98600 VIACOM INC CL B 925524308 6720 212495 SH SOLE 212495 VIKING OFFICE PRODS COM 926913104 1496 68800 SH SOLE 68800 VITESSE SEMICONDUCTOR CORP COM 928497106 986 19900 SH SOLE 19900 VORNADO RLTY TR SH BEN INT 929042109 1359 16000 SH SOLE 16000 VULCAN MATLS CO COM 929160109 2253 25900 SH SOLE 25900 WACHOVIA CORP COM 929771103 8441 117230 SH SOLE 117230 WAL MART STORES INC COM 931142103 32972 900267 SH SOLE 900267 WALGREEN CO COM 931422109 9124 356040 SH SOLE 356040 WARNER LAMBERT CO COM 934488107 24087 178506 SH SOLE 178506 WASHINGTON FED INC COM 938824109 533 18000 SH SOLE 18000 WASHINGTON MUT INC COM 939322103 9101 130480 SH SOLE 130480 WASHINGTON POST CO CL B 939640108 2420 5400 SH SOLE 5400 WASTE MGMT INC NEW COM 94106K101 10744 307525 SH SOLE 307525 WATSON PHARMACEUTICALS INC COM 942683103 1548 25900 SH SOLE 25900 WEATHERFORD ENTERRA INC COM 947071106 2133 40000 SH SOLE 40000 WELLS FARGO & CO DEL COM 949740104 13853 50376 SH SOLE 50376 WENDYS INTL INC COM 950590109 2044 96200 SH SOLE 96200 WESCO FINL CORP COM 950817106 1260 4000 SH SOLE 4000 WESTERN ATLAS INC COM 957674104 3010 34200 SH SOLE 34200 WESTERN DIGITAL CORP COM 958102105 1895 47300 SH SOLE 47300 WESTERN NATL CORP COM 958845109 1581 55100 SH SOLE 55100 WESTERN RES INC COM 959425109 1623 47300 SH SOLE 47300 WESTINGHOUSE ELEC CORP COM 960402105 11360 419763 SH SOLE 419763 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 WESTPOINT STEVENS INC COM 961238102 419 10150 SH SOLE 10150 WESTVACO CORP COM 961548104 2398 66505 SH SOLE 66505 WEYERHAEUSER CO COM 962166104 7713 129902 SH SOLE 129902 WHEELABRATOR TECH INC NEW COM PAR $0.01 962901302 938 58609 SH SOLE 58609 WHIRLPOOL CORP COM 963320106 3448 52000 SH SOLE 52000 WHITMAN CORP COM 96647K102 2333 85600 SH SOLE 85600 WILLAMETTE INDS INC COM 969133107 2999 78400 SH SOLE 78400 WILLIAMS COS INC DEL COM 969457100 5388 115100 SH SOLE 115100 WINN DIXIE STORES INC COM 974280109 2293 64700 SH SOLE 64700 WISCONSIN ENERGY CORP COM 976657106 2090 80400 SH SOLE 80400 WITCO CORP COM 977385103 2166 47477 SH SOLE 47477 WOLVERINE WORLD WIDE INC COM 978097103 805 31900 SH SOLE 31900 WOOLWORTH CORP COM 980883102 1938 87600 SH SOLE 87600 WORLDCOM INC GA COM 98155K102 15461 437050 SH SOLE 437050 WORTHINGTON INDS INC COM 981811102 1285 63450 SH SOLE 63450 WRIGLEY WM JR CO COM 982526105 5325 70700 SH SOLE 70700 XILINX INC COM 983919101 2693 53200 SH SOLE 53200 XEROX CORP COM 984121103 18310 217490 SH SOLE 217490 YORK INTL CORP NEW COM 986670107 1405 31400 SH SOLE 31400 ZIONS BANCORPORATION COM 989701107 2243 59800 SH SOLE 59800 REPORT SUMMARY 870 DATA RECORDS 5113203 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
-----END PRIVACY-ENHANCED MESSAGE-----