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Previous: SANTA FE PACIFIC CORP, 8-K, 1994-11-07 |
Next: FLORIDA EAST COAST INDUSTRIES INC, 10-Q, 1994-11-07 |
<TABLE>
<C> <C>
<PAGE> PAGE 1
SECURITIES AND EXCHANGE COMMISSION
FORM 13F-E
Report for the Calendar Year or Quarter Ended: 09/30/94
Institutional Investment Manager:
MICHAEL JENSON OF US WEST INC.
9785 MARION 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:
LYNNE E. LARKIN GENERAL COUNSEL 617-722-6937
Signature, Place and Date of Signing:
/s/ LYNNE E. LARKIN BOSTON MA 11/03/94
<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
EXEL LTD ORD G3242A102 665 17100 SH SOLE 17100
A D C TELECOMMUNICATIONS COM 000886101 534 13300 SH SOLE 13300
AFLAC INC COM 001055102 1870 54800 SH SOLE 54800
ALC COMMUNICATIONS CORP COM NEW 001575307 524 16000 SH SOLE 16000
AMR CORP COM 001765106 2209 42900 SH SOLE 42900
AT&T CORP COM 001957109 34279 634800 SH SOLE 634800
ABBOTT LABS COM 002824100 11217 357500 SH SOLE 357500
ADOBE SYS INC COM 00724F101 858 26400 SH SOLE 26400
ADVANCED MICRO DEVICES INC COM 007903107 1327 44600 SH SOLE 44600
ADVANTA CORP CL A 007942105 554 18400 SH SOLE 18400
AETNA LIFE & CAS CO COM 008140105 2008 43300 SH SOLE 43300
AHMANSON H F & CO COM 008677106 1144 54800 SH SOLE 54800
AIR PRODS & CHEMS INC COM 009158106 2627 56200 SH SOLE 56200
AIRTOUCH COMMUNICATIONS INC COM 00949T100 5633 196796 SH SOLE 196796
ALBERTSONS INC COM 013104104 2805 96300 SH SOLE 96300
ALCO STD CORP COM 013788104 1081 17400 SH SOLE 17400
ALEXANDER & BALDWIN INC COM 014482103 882 34500 SH SOLE 34500
ALLEGHENY PWR SYS INC COM 017411109 962 47800 SH SOLE 47800
ALLERGAN INC COM 018490102 858 33800 SH SOLE 33800
ALLIEDSIGNAL INC COM 019512102 4344 127300 SH SOLE 127300
ALLMERICA PPTY & CAS COS INC COM 01975T105 922 55900 SH SOLE 55900
ALLSTATE CORP COM 020002101 659 27600 SH SOLE 27600
ALLTEL CORP COM 020039103 2660 98500 SH SOLE 98500
ALUMAX INC COM 022197107 1129 35150 SH SOLE 35150
ALUMINUM CO AMER COM 022249106 2373 28000 SH SOLE 28000
ALZA CORP DEL COM 022615108 839 40700 SH SOLE 40700
AMBAC INC COM 023139108 892 24100 SH SOLE 24100
AMERADA HESS CORP COM 023551104 1920 41300 SH SOLE 41300
AMERICAN BRANDS INC COM 024703100 2447 67500 SH SOLE 67500
AMERICAN CYANAMID CO COM 025321100 3900 39200 SH SOLE 39200
AMERICAN ELEC PWR INC COM 025537101 2196 70000 SH SOLE 70000
AMERICAN EXPRESS CO COM 025816109 6421 211400 SH SOLE 211400
AMERICAN GENERAL CORP COM 026351106 2978 109800 SH SOLE 109800
AMERICAN GREETINGS CORP CL A 026375105 823 28500 SH SOLE 28500
AMERICAN HOME PRODS CORP COM 026609107 7662 127700 SH SOLE 127700
AMERICAN INTL GROUP INC COM 026874107 9972 112200 SH SOLE 112200
AMERICAN MED HLDGS INC COM 027428101 669 29900 SH SOLE 29900
AMERICAN NATL INS CO COM 028591105 448 9400 SH SOLE 9400
AMERICAN PWR CONVERSION CORP COM 029066107 865 43100 SH SOLE 43100
AMERICAN PREMIER UNDERWRITERS COM 029092103 586 21900 SH SOLE 21900
AMERICAN RE CORP COM 029163102 641 21200 SH SOLE 21200
AMERICAN STORES CO NEW COM 030096101 1768 70000 SH SOLE 70000
AMERITECH CORP NEW COM 030954101 9588 238200 SH SOLE 238200
AMGEN INC COM 031162100 3317 62300 SH SOLE 62300
AMP INC COM 031897101 3969 51300 SH SOLE 51300
AMOCO CORP COM 031905102 12674 213900 SH SOLE 213900
AMSOUTH BANCORPORATION COM 032165102 910 28900 SH SOLE 28900
ANADARKO PETE CORP COM 032511107 1172 26200 SH SOLE 26200
ANALOG DEVICES INC COM 032654105 716 21700 SH SOLE 21700
ANHEUSER BUSCH COS INC COM 035229103 5372 105600 SH SOLE 105600
<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
AON CORP COM 037389103 906 27150 SH SOLE 27150
APACHE CORP COM 037411105 909 36000 SH SOLE 36000
APPLE COMPUTER INC COM 037833100 1752 52000 SH SOLE 52000
APPLIED MATLS INC COM 038222105 1954 41800 SH SOLE 41800
ARCHER DANIELS MIDLAND CO COM 039483102 4104 157830 SH SOLE 157830
ARGONAUT GROUP INC COM 040157109 1071 36000 SH SOLE 36000
ARMSTRONG WORLD INDS INC COM 042476101 1015 23400 SH SOLE 23400
ASHLAND OIL INC COM 044540102 1252 35400 SH SOLE 35400
ASSOCIATED COMMUNICATIONS DEL CL A 045541109 837 32500 SH SOLE 32500
ATLANTA GAS LT CO COM 047753108 417 13600 SH SOLE 13600
ATLANTIC RICHFIELD CO COM 048825103 6940 68800 SH SOLE 68800
AUTODESK INC COM 052769106 775 12400 SH SOLE 12400
AUTOMATIC DATA PROCESSING INC COM 053015103 3977 70700 SH SOLE 70700
AUTOZONE INC COM 053332102 1706 74600 SH SOLE 74600
AVERY DENNISON CORP COM 053611109 736 21400 SH SOLE 21400
AVNET INC COM 053807103 816 22200 SH SOLE 22200
AVON PRODS INC COM 054303102 2145 35900 SH SOLE 35900
BMC SOFTWARE INC COM 055921100 437 9700 SH SOLE 9700
BAKER HUGHES INC COM 057224107 991 53200 SH SOLE 53200
BALTIMORE GAS & ELEC CO COM 059165100 994 43200 SH SOLE 43200
BANC ONE CORP COM 059438101 4642 154745 SH SOLE 154745
BANCORP HAWAII INC COM 059685107 588 19350 SH SOLE 19350
BANK OF BOSTON CORP COM 060716107 1571 59000 SH SOLE 59000
BANK NEW YORK INC COM 064057102 1825 61600 SH SOLE 61600
BANKAMERICA CORP COM 066050105 8054 182537 SH SOLE 182537
BANKERS TRUST N Y CORP COM 066365107 2496 37400 SH SOLE 37400
BANPONCE CORP NEW COM 066704107 1130 34100 SH SOLE 34100
BARD C R INC COM 067383109 523 20900 SH SOLE 20900
BARNETT BKS INC COM 068055102 1500 33900 SH SOLE 33900
BAUSCH & LOMB INC COM 071707103 1369 35100 SH SOLE 35100
BAXTER INTL INC COM 071813109 2720 96700 SH SOLE 96700
BEAR STEARNS COS INC COM 073902108 1030 64365 SH SOLE 64365
BECTON DICKINSON & CO COM 075887109 1332 27600 SH SOLE 27600
BELL ATLANTIC CORP COM 077853109 9612 181356 SH SOLE 181356
BELLSOUTH CORP COM 079860102 11797 211600 SH SOLE 211600
BELO A H CORP DEL COM SER A 080555105 944 18600 SH SOLE 18600
BENEFICIAL CORP COM 081721102 937 23000 SH SOLE 23000
BETHLEHEM STL CORP COM 087509105 930 44300 SH SOLE 44300
BETZ LABS INC COM 087779104 592 12500 SH SOLE 12500
BIOGEN INC COM 090597105 905 16600 SH SOLE 16600
BIOMET INC COM 090613100 976 78900 SH SOLE 78900
BLACK & DECKER CORP COM 091797100 1013 46300 SH SOLE 46300
BLOCK H & R INC COM 093671105 1941 42300 SH SOLE 42300
BOATMENS BANCSHARES INC COM 096650106 1174 37800 SH SOLE 37800
BOB EVANS FARMS INC COM 096761101 771 37600 SH SOLE 37600
BOEING CO COM 097023105 6436 148800 SH SOLE 148800
BORDEN INC COM 099599102 722 52500 SH SOLE 52500
BOSTON EDISON CO COM 100599109 1793 76300 SH SOLE 76300
BRINKER INTL INC COM 109641100 1201 50025 SH SOLE 50025
BRISTOL MYERS SQUIBB CO COM 110122108 12181 212300 SH SOLE 212300
<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
BROWN FORMAN CORP CL B 115637209 972 36000 SH SOLE 36000
BROWNING FERRIS INDS INC COM 115885105 2315 72900 SH SOLE 72900
BRUNSWICK CORP COM 117043109 1113 55300 SH SOLE 55300
BURLINGTON NORTHN INC COM 121897102 1623 32300 SH SOLE 32300
BURLINGTON RES INC COM 122014103 2340 62200 SH SOLE 62200
CBI INDS INC COM 124800103 529 19500 SH SOLE 19500
CBS INC COM 124845108 884 2756 SH SOLE 2756
CIGNA CORP COM 125509109 1541 25000 SH SOLE 25000
CMS ENERGY CORP COM 125896100 1422 65400 SH SOLE 65400
CPC INTL INC COM 126149103 3458 68300 SH SOLE 68300
CSX CORP COM 126408103 3247 47400 SH SOLE 47400
CUC INTL INC COM 126545102 1818 55100 SH SOLE 55100
CABLETRON SYS INC COM 126920107 1369 28750 SH SOLE 28750
CAESARS WORLD INC COM 127695104 486 11200 SH SOLE 11200
CALLAWAY GOLF CO COM 131193104 684 19900 SH SOLE 19900
CAMPBELL SOUP CO COM 134429109 2528 64000 SH SOLE 64000
CAPITAL CITIES ABC INC COM 139859102 4715 57500 SH SOLE 57500
CARDINAL HEALTH INC COM 14149Y108 461 11000 SH SOLE 11000
CAREMARK INTL INC COM 141704106 837 35800 SH SOLE 35800
CAROLINA PWR & LT CO COM 144141108 1549 59000 SH SOLE 59000
CATERPILLAR INC DEL COM 149123101 4990 92200 SH SOLE 92200
CENTERIOR ENERGY CORP COM 151883105 1201 129800 SH SOLE 129800
CENTRAL & SOUTH WEST CORP COM 152357109 1495 67200 SH SOLE 67200
CENTURY TEL ENTERPRISES INC COM 156686107 976 33800 SH SOLE 33800
CHAMPION INTL CORP COM 158525105 992 25600 SH SOLE 25600
CHARMING SHOPPES INC COM 161133103 431 53000 SH SOLE 53000
CHASE MANHATTAN CORP COM 161610100 3064 88500 SH SOLE 88500
CHEMICAL BKG CORP COM 163722101 4029 115100 SH SOLE 115100
CHEVRON CORPORATION COM 166751107 11164 268200 SH SOLE 268200
CHICAGO & NORTH WESTN TRANS CO COM 167155100 769 37300 SH SOLE 37300
CHIRON CORP COM 170040109 1250 18800 SH SOLE 18800
CHRYSLER CORP COM 171196108 6920 154200 SH SOLE 154200
CHUBB CORP COM 171232101 2180 30700 SH SOLE 30700
CINCINNATI BELL INC COM 171870108 564 30500 SH SOLE 30500
CINCINNATI FINL CORP COM 172062101 998 19100 SH SOLE 19100
CINCINNATI GAS & ELEC CO COM 172070104 1298 58000 SH SOLE 58000
CIRCUIT CITY STORE INC COM 172737108 1314 50800 SH SOLE 50800
CISCO SYS INC COM 17275R102 3312 121000 SH SOLE 121000
CIRCUS CIRCUS ENTERPRISES INC COM 172909103 1080 48550 SH SOLE 48550
CITICORP COM 173034109 7110 167300 SH SOLE 167300
CLOROX CO DEL COM 189054109 1178 22600 SH SOLE 22600
COASTAL CORP COM 190441105 1076 38600 SH SOLE 38600
COCA COLA CO COM 191216100 26802 551200 SH SOLE 551200
COCA COLA ENTERPRISES INC COM 191219104 1156 64200 SH SOLE 64200
COLGATE PALMOLIVE CO COM 194162103 3051 52600 SH SOLE 52600
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 5145 118270 SH SOLE 118270
COMCAST CORP CL A 200300101 1597 104700 SH SOLE 104700
COMCAST CORP CL A SPL 200300200 430 28100 SH SOLE 28100
COMERICA INC COM 200340107 1571 56600 SH SOLE 56600
COMPAQ COMPUTER CORP COM 204493100 3739 114600 SH SOLE 114600
<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
COMPUTER ASSOC INTL INC COM 204912109 2659 60100 SH SOLE 60100
COMPUTER SCIENCES CORP COM 205363104 1214 27900 SH SOLE 27900
COMPUWARE CORP COM 205638109 819 17400 SH SOLE 17400
CONAGRA INC COM 205887102 3572 113400 SH SOLE 113400
CONRAIL INC COM 208368100 1426 28800 SH SOLE 28800
CONSECO INC COM 208464107 731 16300 SH SOLE 16300
CONSOLIDATED EDISON CO N Y INC COM 209111103 1983 79700 SH SOLE 79700
CONSOLIDATED NAT GAS CO COM 209615103 1228 31600 SH SOLE 31600
CONTINENTAL CORP COM 211327101 423 31300 SH SOLE 31300
COOPER INDS INC COM 216669101 2242 55700 SH SOLE 55700
COOPER TIRE & RUBR CO COM 216831107 1076 46300 SH SOLE 46300
CORESTATES FINL CORP COM 218695104 1049 39400 SH SOLE 39400
CORNING INC COM 219350105 3095 95600 SH SOLE 95600
COUNTRYWIDE CR INDS INC DEL COM 222372104 655 46350 SH SOLE 46350
CRACKER BARREL OLD CTRY STR COM 224100107 676 29400 SH SOLE 29400
CRESTAR FINL CORP COM 226091106 1027 22500 SH SOLE 22500
CROMPTON & KNOWLES CORP COM 227111101 655 41600 SH SOLE 41600
CROWN CORK & SEAL INC COM 228255105 1517 39400 SH SOLE 39400
CUMMINS ENGINE INC COM 231021106 622 15800 SH SOLE 15800
CYPRUS AMAX MINERALS CO COM 232809103 1464 46850 SH SOLE 46850
DQE COM 23329J104 757 26100 SH SOLE 26100
DPL INC COM 233293109 716 36700 SH SOLE 36700
DSC COMMUNICATIONS CORP COM 233311109 1462 51300 SH SOLE 51300
DANA CORP COM 235811106 1310 47200 SH SOLE 47200
DAYTON HUDSON CORP COM 239753106 2081 27200 SH SOLE 27200
DEAN FOODS CO COM 242361103 487 16100 SH SOLE 16100
DEAN WITTER DISCOVER & CO COM 24240V101 797 21191 SH SOLE 21191
DEERE & CO COM 244199105 2738 39900 SH SOLE 39900
DELTA AIR LINES INC DEL COM 247361108 949 21200 SH SOLE 21200
DELUXE CORP COM 248019101 875 29800 SH SOLE 29800
DETROIT EDISON CO COM 250847100 1331 52200 SH SOLE 52200
DIAL CORP DEL COM 252470109 685 32800 SH SOLE 32800
DIEBOLD INC COM 253651103 1045 25400 SH SOLE 25400
DIGITAL EQUIP CORP COM 253849103 1752 66100 SH SOLE 66100
DILLARD DEPT STORES INC CL A 254063100 1543 57700 SH SOLE 57700
DISNEY WALT CO DEL COM 254687106 7452 192300 SH SOLE 192300
DR PEPPER/SEVEN-UP COS INC COM NEW 256131301 588 25300 SH SOLE 25300
DOLE FOOD INC COM 256605106 483 17400 SH SOLE 17400
DOMINION RES INC VA COM 257470104 3341 89700 SH SOLE 89700
DONNELLEY R R & SONS CO COM 257867101 1626 54200 SH SOLE 54200
DOVER CORP COM 260003108 1234 21700 SH SOLE 21700
DOW CHEM CO COM 260543103 9194 117500 SH SOLE 117500
DOW JONES & CO INC COM 260561105 405 13500 SH SOLE 13500
DRESSER INDS INC COM 261597108 1776 87700 SH SOLE 87700
DU PONT E I DE NEMOURS & CO COM 263534109 12690 218800 SH SOLE 218800
DUKE POWER CO COM 264399106 2434 62400 SH SOLE 62400
DUN & BRADSTREET CORP COM 264830100 4617 80300 SH SOLE 80300
DURACELL INTL INC COM 26633L103 2783 61000 SH SOLE 61000
EG & G INC COM 268457108 816 53500 SH SOLE 53500
E M C CORP MASS COM 268648102 1389 69000 SH SOLE 69000
<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
E SYS INC COM PAR $1 269157301 890 21500 SH SOLE 21500
EASTMAN CHEM CO COM 277432100 2337 42975 SH SOLE 42975
EASTMAN KODAK CO COM 277461109 7338 141800 SH SOLE 141800
EATON CORP COM 278058102 1843 38800 SH SOLE 38800
ECHLIN INC COM 278749106 1239 40800 SH SOLE 40800
ECOLAB INC COM 278865100 605 27800 SH SOLE 27800
EDWARDS AG INC COM 281760108 593 32500 SH SOLE 32500
EL PASO NAT GAS CO COM NEW 283695872 765 23100 SH SOLE 23100
ELECTRONIC ARTS INC COM 285512109 501 27100 SH SOLE 27100
EMERSON ELEC CO COM 291011104 6219 104300 SH SOLE 104300
ENERGY SVC INC COM NEW 292719408 569 37900 SH SOLE 37900
ENGELHARD CORP COM 292845104 1141 42450 SH SOLE 42450
ENRON CORP COM 293561106 2877 95100 SH SOLE 95100
ENTERGY CORP NEW COM 29364G103 2124 91363 SH SOLE 91363
EQUIFAX INC COM 294429105 1496 50500 SH SOLE 50500
EQUITABLE COS INC COM 29444G107 1063 53800 SH SOLE 53800
EQUITABLE RES INC COM 294549100 537 17900 SH SOLE 17900
EXXON CORP COM 302290101 30722 534300 SH SOLE 534300
F M C CORP COM NEW 302491303 728 11700 SH SOLE 11700
FPL GROUP INC COM 302571104 1871 57800 SH SOLE 57800
FEDERAL EXPRESS CORP COM 313309106 1658 26800 SH SOLE 26800
FEDERAL HOME LN MTG CORP COM 313400301 3720 69700 SH SOLE 69700
FEDERAL NATL MTG ASSN COM 313586109 9127 115900 SH SOLE 115900
FEDERAL PAPER BRD INC COM 313693103 595 18900 SH SOLE 18900
FEDERATED DEPT STORES INC NEW COM 31410J107 1576 68500 SH SOLE 68500
FERRO CORP COM 315405100 502 20400 SH SOLE 20400
FIFTH THIRD BANCORP COM 316773100 961 18400 SH SOLE 18400
FIRST AMER BK CORP COM 318906104 1262 35800 SH SOLE 35800
FIRST BK SYS INC COM 319279105 1551 42500 SH SOLE 42500
FIRST CHICAGO CORP COM 319455101 1936 42200 SH SOLE 42200
FIRST DATA CORP COM 319963104 2507 49900 SH SOLE 49900
FIRST FID BANCORPORATION NEW COM 320195100 1163 27700 SH SOLE 27700
FIRST FINL MGMT CORP COM 320245103 1840 32000 SH SOLE 32000
FIRST HAWAIIAN INC COM 320506108 1193 42600 SH SOLE 42600
FIRST INTST BANCORP COM 320548100 3050 37600 SH SOLE 37600
FIRST SEC CORP DEL COM 336294103 612 21100 SH SOLE 21100
FIRST UN CORP COM 337358105 3538 81800 SH SOLE 81800
FIRST USA INC COM 33743H105 1033 29400 SH SOLE 29400
FIRSTAR CORP COM 33761C103 803 25900 SH SOLE 25900
FLEET FINL GROUP INC NEW COM 338915101 1893 50300 SH SOLE 50300
FLEMING COS INC COM 339130106 734 31400 SH SOLE 31400
FLIGHTSAFETY INTL INC COM 339423105 593 15300 SH SOLE 15300
FLORIDA PROGRESS CORP COM 341109106 1209 42600 SH SOLE 42600
FLUOR CORP COM 343861100 2104 42300 SH SOLE 42300
FOOD LION INC CL B 344775101 609 103600 SH SOLE 103600
FORD MTR CO DEL COM 345370100 12049 434200 SH SOLE 434200
FOREST LABS INC CL A 345838106 1305 26500 SH SOLE 26500
FOSTER WHEELER CORP COM 350244109 571 16600 SH SOLE 16600
FOUNDATION HEALTH CORP COM 350401105 486 13800 SH SOLE 13800
FRANKLIN RES INC COM 354613101 1151 30800 SH SOLE 30800
<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
FREEPORT-MCMORAN COPPER & GOLD CL A 35671D105 645 25812 SH SOLE 25812
FREEPORT MCMORAN INC COM 356714105 1405 72500 SH SOLE 72500
FRUIT OF THE LOOM INC CL A 359416104 902 35200 SH SOLE 35200
FUND AMERN ENTERPRISES HLDGS COM 360768105 967 12400 SH SOLE 12400
GEICO CORP COM 361582109 1261 25800 SH SOLE 25800
GTE CORP COM 362320103 12189 401300 SH SOLE 401300
GANNETT INC COM 364730101 3302 68800 SH SOLE 68800
GAP INC DEL COM 364760108 1489 45300 SH SOLE 45300
GAYLORD ENTMT CO CL A 367901105 678 29800 SH SOLE 29800
GENERAL DYNAMICS CORP COM 369550108 818 18700 SH SOLE 18700
GENERAL ELEC CO COM 369604103 33495 696000 SH SOLE 696000
GENERAL INSTR CORP NEW COM 370121105 1767 62000 SH SOLE 62000
GENERAL MLS INC COM 370334104 4216 73000 SH SOLE 73000
GENERAL MTRS CORP COM 370442105 15150 323200 SH SOLE 323200
GENERAL MTRS CORP CL E 370442402 4229 111300 SH SOLE 111300
GENERAL MTRS CORP CL H 370442501 1611 43100 SH SOLE 43100
GENERAL PUB UTILS CP COM 370550105 1000 40400 SH SOLE 40400
GENERAL RE CORP COM 370563108 3563 33650 SH SOLE 33650
GENERAL SIGNAL CORP COM 370838104 1261 35900 SH SOLE 35900
GENUINE PARTS CO COM 372460105 2490 70900 SH SOLE 70900
GENZYME CORP COM 372917104 695 20300 SH SOLE 20300
GEORGIA GULF CORP COM PAR $0.01 373200203 875 21800 SH SOLE 21800
GEORGIA PAC CORP COM 373298108 3114 40700 SH SOLE 40700
GIANT FOOD INC CL A 374478105 1142 52800 SH SOLE 52800
GILLETTE CO COM 375766102 6276 88700 SH SOLE 88700
GLENAYRE TECHNOLOGIES INC COM 377899109 560 9700 SH SOLE 9700
GOLDEN WEST FINL CORP DEL COM 381317106 1189 30000 SH SOLE 30000
GOODRICH B F CO COM 382388106 970 23100 SH SOLE 23100
GOODYEAR TIRE & RUBR CO COM 382550101 2383 71400 SH SOLE 71400
GRACE W R & CO COM 383883105 1473 35500 SH SOLE 35500
GRAINGER W W INC COM 384802104 912 15400 SH SOLE 15400
GREAT LAKES CHEM CORP COM 390568103 1522 25900 SH SOLE 25900
GREAT WESTN FINL CORP COM 391442100 911 47300 SH SOLE 47300
GREEN TREE FINL CORP COM 393505102 1161 43200 SH SOLE 43200
HBO & CO COM 404100109 578 17000 SH SOLE 17000
HALLIBURTON CO COM 406216101 1310 41600 SH SOLE 41600
HARCOURT GEN INC COM 41163G101 1286 37400 SH SOLE 37400
HARLEY DAVIDSON INC COM 412822108 989 35800 SH SOLE 35800
HARRIS CORP DEL COM 413875105 924 19000 SH SOLE 19000
HARSCO CORP COM 415864107 564 13600 SH SOLE 13600
HARTFORD STEAM BOILER INSP&INS COM 416704104 478 10900 SH SOLE 10900
HASBRO INC COM 418056107 1517 51200 SH SOLE 51200
HEALTH MGMT ASSOC INC NEW CL A 421933102 421 17100 SH SOLE 17100
HEALTHTRUST INC - THE HOSP CO COM 42221H107 1276 38800 SH SOLE 38800
HEILIG MEYERS CO COM 422893107 520 20000 SH SOLE 20000
HEINZ H J CO COM 423074103 3029 82700 SH SOLE 82700
HERCULES INC COM 427056106 2253 21900 SH SOLE 21900
HERSHEY FOODS CORP COM 427866108 837 18600 SH SOLE 18600
HEWLETT PACKARD CO COM 428236103 7427 85000 SH SOLE 85000
HILTON HOTELS CORP COM 432848109 1186 19800 SH SOLE 19800
<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
HOME DEPOT INC COM 437076102 8375 199400 SH SOLE 199400
HOMESTAKE MNG CO COM 437614100 1534 72200 SH SOLE 72200
HONEYWELL INC COM 438506107 2711 78300 SH SOLE 78300
HOSPITALITY FRANCHISE SYS INC COM 440912103 715 22800 SH SOLE 22800
HOST MARRIOTT CORP COM 441078102 709 71800 SH SOLE 71800
HOUSEHOLD INTL INC COM 441815107 1237 34600 SH SOLE 34600
HOUSTON INDS INC COM 442161105 1421 40300 SH SOLE 40300
HUBBELL INC CL B 443510201 724 12900 SH SOLE 12900
HUMANA INC COM 444859102 1902 80500 SH SOLE 80500
HUNTINGTON BANCSHARES INC COM 446150104 1661 91625 SH SOLE 91625
IBP INC COM 449223106 861 26300 SH SOLE 26300
ITT CORP COM 450679105 3210 38500 SH SOLE 38500
ILLINOIS CENT CORP COM SER A 451841100 939 31300 SH SOLE 31300
ILLINOIS TOOL WKS INC COM 452308109 2394 56000 SH SOLE 56000
ILLINOVA CORP COM 452317100 937 48700 SH SOLE 48700
INFINITY BROADCASTING CORP CL A 456626100 653 21400 SH SOLE 21400
INFORMIX CORP COM 456779107 932 33600 SH SOLE 33600
INGERSOLL RAND CO COM 456866102 1560 44100 SH SOLE 44100
INTEGRA FINL CORP COM 458104106 627 13900 SH SOLE 13900
INTEL CORP COM 458140100 11218 182400 SH SOLE 182400
INTERNATIONAL BUSINESS MACHS COM 459200101 17532 251800 SH SOLE 251800
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 1648 39600 SH SOLE 39600
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1326 64300 SH SOLE 64300
INTL PAPER CO COM 460146103 4192 53400 SH SOLE 53400
INTERPUBLIC GROUP COS INC COM 460690100 1696 51400 SH SOLE 51400
IPALCO ENTERPRISES INC COM 462613100 1600 54700 SH SOLE 54700
IVAX CORP COM 465823102 534 27400 SH SOLE 27400
JAMES RIV CORP VA COM 470349101 1062 43800 SH SOLE 43800
JEFFERSON PILOT CORP COM 475070108 1174 22200 SH SOLE 22200
JOHN ALDEN FINL CORP COM 477838106 524 14300 SH SOLE 14300
JOHNSON & JOHNSON COM 478160104 14278 275900 SH SOLE 275900
JOHNSON CTLS INC COM 478366107 1035 20800 SH SOLE 20800
K MART CORP COM 482584109 2628 147000 SH SOLE 147000
KANSAS CITY PWR & LT CO COM 485134100 1645 77400 SH SOLE 77400
KANSAS CITY SOUTHN INDS INC COM 485170104 842 23800 SH SOLE 23800
KELLOGG CO COM 487836108 3213 56000 SH SOLE 56000
KELLY SVCS INC CL A 488152208 639 24300 SH SOLE 24300
KEMPER CORP COM 488396102 1205 19800 SH SOLE 19800
KERR MCGEE CORP COM 492386107 1585 32600 SH SOLE 32600
KEYCORP NEW COM 493267108 2093 68639 SH SOLE 68639
KIMBERLY CLARK CORP COM 494368103 4154 70700 SH SOLE 70700
KING WORLD PRODTNS INC COM 495667107 570 14900 SH SOLE 14900
KNIGHT RIDDER INC COM 499040103 1114 22400 SH SOLE 22400
KOHLS CORP COM 500255104 674 13900 SH SOLE 13900
KROGER CO COM 501044101 1536 57700 SH SOLE 57700
LSI LOGIC CORP COM 502161102 859 22900 SH SOLE 22900
LEGGETT & PLATT INC COM 524660107 956 27400 SH SOLE 27400
LEHMAN BROS HLDGS INC COM 524908100 624 42280 SH SOLE 42280
LILLY ELI & CO COM 532457108 6148 106223 SH SOLE 106223
LIMITED INC COM 532716107 2359 120200 SH SOLE 120200
<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
LIN BROADCASTING CORP COM 532763109 1447 10400 SH SOLE 10400
LINCOLN NATL CORP IND COM 534187109 1981 53000 SH SOLE 53000
LINEAR TECHNOLOGY CORP COM 535678106 784 17700 SH SOLE 17700
LITTON INDS INC COM 538021106 931 25000 SH SOLE 25000
LIZ CLAIBORNE INC COM 539320101 1040 45700 SH SOLE 45700
LOCKHEED CORP DEL COM 539821108 1211 17400 SH SOLE 17400
LOCTITE CORP DEL COM 540137106 735 17100 SH SOLE 17100
LOEWS CORP COM 540424108 1732 19600 SH SOLE 19600
LONG ISLAND LTG CO COM 542671102 632 38900 SH SOLE 38900
LONGVIEW FIBRE CO COM 543213102 675 37000 SH SOLE 37000
LORAL CORP COM 543859102 1307 33200 SH SOLE 33200
LOTUS DEV CORP COM 545700106 724 19700 SH SOLE 19700
LOUISIANA LD & EXPL CO COM 546268103 761 17400 SH SOLE 17400
LOUISIANA PAC CORP COM 546347105 1670 50400 SH SOLE 50400
LOWES COS INC COM 548661107 2391 61900 SH SOLE 61900
LUBRIZOL CORP COM 549271104 1248 40100 SH SOLE 40100
LYONDELL PETROCHEMICAL CO COM 552078107 772 24800 SH SOLE 24800
MBIA INC COM 55262C100 984 16500 SH SOLE 16500
MBNA CORP COM 55262L100 1659 71750 SH SOLE 71750
MCI COMMUNICATIONS CORP COM 552673105 6171 240800 SH SOLE 240800
MGIC INVT CORP WIS COM 552848103 771 25600 SH SOLE 25600
MALLINCKRODT GROUP INC COM 561226101 848 26200 SH SOLE 26200
MANPOWER INC COM 56418H100 1421 51900 SH SOLE 51900
MAPCO INC COM 565097102 1137 20300 SH SOLE 20300
MARION MERRELL DOW INC COM 569790108 691 29400 SH SOLE 29400
MARSH & MCLENNAN COS INC COM 571748102 1820 23300 SH SOLE 23300
MARSHALL & ILSLEY CORP COM 571834100 1331 65500 SH SOLE 65500
MARRIOTT INTL INC COM 571900109 1542 53400 SH SOLE 53400
MARTIN MARIETTA CORP NEW COM 572900108 2207 49600 SH SOLE 49600
MASCO CORP COM 574599106 1730 71700 SH SOLE 71700
MATTEL INC COM 577081102 2070 76300 SH SOLE 76300
MAY DEPT STORES CO COM 577778103 4520 114800 SH SOLE 114800
MAYTAG CORP COM 578592107 1100 68200 SH SOLE 68200
MCCORMICK & CO INC COM NON VTG 579780206 942 47400 SH SOLE 47400
MCDONALDS CORP COM 580135101 8662 328400 SH SOLE 328400
MCDONNELL DOUGLAS CORP COM 580169100 1213 10500 SH SOLE 10500
MCGRAW HILL INC COM 580645109 2241 30600 SH SOLE 30600
MCKESSON CORP COM 581556107 2180 21400 SH SOLE 21400
MEAD CORP COM 582834107 988 19000 SH SOLE 19000
MEDTRONIC INC COM 585055106 3151 59600 SH SOLE 59600
MELLON BK CORP COM 585509102 3304 58740 SH SOLE 58740
MELVILLE CORP COM 585745102 1357 38100 SH SOLE 38100
MERCANTILE BANKSHARES CORP COM 587405101 907 41000 SH SOLE 41000
MERCANTILE STORES INC COM 587533100 589 14200 SH SOLE 14200
MERCK & CO INC COM 589331107 18970 532500 SH SOLE 532500
MERCURY FIN CO COM 589395102 468 32300 SH SOLE 32300
MERIDIAN BANCORP INC COM 589580109 1374 47800 SH SOLE 47800
MERRILL LYNCH & CO INC COM 590188108 3147 90900 SH SOLE 90900
MICROSOFT CORP COM 594918104 7240 129000 SH SOLE 129000
MICRON TECHNOLOGY INC COM 595112103 1256 36400 SH SOLE 36400
<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
MID ATLANTIC MED SVCS INC COM 59523C107 686 24400 SH SOLE 24400
MIDLANTIC CORP COM 59780E101 541 19600 SH SOLE 19600
MIDWEST RES INC COM 598374106 566 40100 SH SOLE 40100
MILLIPORE CORP COM 601073109 871 16200 SH SOLE 16200
MINNESOTA MNG & MFG CO COM 604059105 10067 182200 SH SOLE 182200
MINNESOTA PWR & LT CO COM 604110106 836 32000 SH SOLE 32000
MIRAGE RESORTS INC COM 60462E104 1014 47150 SH SOLE 47150
MOBIL CORP COM 607059102 14068 177800 SH SOLE 177800
MOLEX INC COM 608554101 1600 37600 SH SOLE 37600
MONSANTO CO COM 611662107 4348 54100 SH SOLE 54100
MONTANA POWER CO COM 612085100 611 26300 SH SOLE 26300
MORGAN J P & CO INC COM 616880100 5025 82716 SH SOLE 82716
MORGAN STANLEY GROUP INC COM 617446109 1075 17300 SH SOLE 17300
MORTON INTL INC COM 619331101 2038 74100 SH SOLE 74100
MOTOROLA INC COM 620076109 12676 240300 SH SOLE 240300
MURPHY OIL CORP COM 626717102 853 19600 SH SOLE 19600
MYLAN LABS INC COM 628530107 1170 45900 SH SOLE 45900
NBD BANCORP INC COM 628900102 1869 65300 SH SOLE 65300
NIPSCO INDS INC COM 629140104 799 29200 SH SOLE 29200
NALCO CHEM CO COM 629853102 1085 33000 SH SOLE 33000
NATIONAL CITY CORP COM 635405103 1803 64100 SH SOLE 64100
NATIONAL HEALTH LABS HLDGS INC COM 63633E102 568 44100 SH SOLE 44100
NATIONAL MED ENTERPRISES INC COM 636886103 1466 85600 SH SOLE 85600
NATIONAL SEMICONDUCTOR CORP COM 637640103 936 59900 SH SOLE 59900
NATIONAL SVC INDS INC COM 637657107 1190 44900 SH SOLE 44900
NATIONSBANK CORP COM 638585109 5875 119902 SH SOLE 119902
NEW ENGLAND ELEC SYS COM 644001109 766 25100 SH SOLE 25100
NEW YORK ST ELEC & GAS CORP COM 649840105 671 36000 SH SOLE 36000
NEW YORK TIMES CO CL A 650111107 1144 52300 SH SOLE 52300
NEWELL CO COM 651192106 1331 59800 SH SOLE 59800
NEWMONT MINING CORP COM 651639106 1765 39215 SH SOLE 39215
NEXTEL COMMUNICATIONS INC CL A 65332V103 775 36700 SH SOLE 36700
NIAGARA MOHAWK PWR CORP COM 653522102 629 47000 SH SOLE 47000
NICOR INC COM 654086107 628 25900 SH SOLE 25900
NIKE INC CL B 654106103 1007 17000 SH SOLE 17000
NOBLE AFFILIATES INC COM 654894104 433 16200 SH SOLE 16200
NORAM ENERGY CORP COM 655419109 684 105300 SH SOLE 105300
NORDSTROM INC COM 655664100 784 19600 SH SOLE 19600
NORFOLK SOUTHERN CORP COM 655844108 3822 61400 SH SOLE 61400
NORTHEAST UTILS COM 664397106 1408 64000 SH SOLE 64000
NORTHN STS PWR CO MINN COM 665772109 1153 27300 SH SOLE 27300
NORTHERN TR CORP COM 665859104 1108 29800 SH SOLE 29800
NORTHROP GRUMMAN CORP COM 666807102 611 13500 SH SOLE 13500
NORWEST CORP COM 669380107 3784 152900 SH SOLE 152900
NOVELL INC COM 670006105 1988 134800 SH SOLE 134800
NUCOR CORP COM 670346105 3036 43600 SH SOLE 43600
NYNEX CORP COM 670768100 6341 164700 SH SOLE 164700
OCCIDENTAL PETE CORP DEL COM 674599105 3007 143200 SH SOLE 143200
OFFICE DEPOT INC COM 676220106 1724 66300 SH SOLE 66300
OGDEN CORP COM 676346109 674 32100 SH SOLE 32100
<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
OHIO CAS CORP COM 677240103 506 16200 SH SOLE 16200
OHIO EDISON CO COM 677347106 2136 112400 SH SOLE 112400
OKLAHOMA GAS & ELEC CO COM 678858101 905 26800 SH SOLE 26800
OLD REP INTL CORP COM 680223104 891 42700 SH SOLE 42700
OLIN CORP COM PAR $1 680665205 763 12900 SH SOLE 12900
ORACLE SYSTEMS CORP COM 68389X105 4064 94500 SH SOLE 94500
ORYX ENERGY COMPANY COM 68763F100 649 46800 SH SOLE 46800
OWENS CORNING FIBERGLAS CORP COM NEW 690734207 764 22800 SH SOLE 22800
OWENS ILL INC COM NEW 690768403 695 59800 SH SOLE 59800
OXFORD HEALTH PLANS INC COM 691471106 670 8700 SH SOLE 8700
PECO ENERGY CO COM 693304107 1660 65400 SH SOLE 65400
PNC BK CORP COM 693475105 2994 115700 SH SOLE 115700
PPG INDS INC COM 693506107 4501 113600 SH SOLE 113600
PACCAR INC COM 693718108 833 18285 SH SOLE 18285
PACIFIC ENTERPRISES COM 694232109 580 27300 SH SOLE 27300
PACIFIC GAS & ELEC CO COM 694308107 4552 200100 SH SOLE 200100
PACIFIC TELESIS GROUP COM 694890104 5784 188096 SH SOLE 188096
PACIFICARE HEALTH SYS INC CL A 695110106 729 9200 SH SOLE 9200
PACIFICORP COM 695114108 2732 161900 SH SOLE 161900
PAGING NETWORK INC COM 695542100 866 30000 SH SOLE 30000
PAINE WEBBER GROUP INC COM 695629105 663 46100 SH SOLE 46100
PALL CORP COM 696429307 833 48300 SH SOLE 48300
PANHANDLE EASTN CORP COM 698462108 1523 65500 SH SOLE 65500
PARAMETRIC TECHNOLOGY CORP COM 699173100 1187 35700 SH SOLE 35700
PARKER HANNIFIN CORP COM 701094104 1216 30500 SH SOLE 30500
PENNEY J C INC COM 708160106 4884 94600 SH SOLE 94600
PENNSYLVANIA PWR & LT CO COM 709051106 1200 60000 SH SOLE 60000
PENNZOIL CO COM 709903108 1645 35100 SH SOLE 35100
PEOPLES ENERGY CORP COM 711030106 1068 40700 SH SOLE 40700
PEP BOYS MANNY MOE & JACK COM 713278109 1275 36700 SH SOLE 36700
PEPSICO INC COM 713448108 11418 344700 SH SOLE 344700
PERKIN ELMER CORP COM 714041100 590 18800 SH SOLE 18800
PERRIGO CO COM 714290103 433 32100 SH SOLE 32100
PET INC NEW COM 715825105 1104 55900 SH SOLE 55900
PFIZER INC COM 717081103 9263 134000 SH SOLE 134000
PHELPS DODGE CORP COM 717265102 2127 34300 SH SOLE 34300
PHILIP MORRIS COS INC COM 718154107 22732 371900 SH SOLE 371900
PHILLIPS PETE CO COM 718507106 2743 80100 SH SOLE 80100
PHYSICIAN CORP AMER COM 71940P108 622 27500 SH SOLE 27500
PINNACLE WEST CAP CORP COM 723484101 679 38000 SH SOLE 38000
PIONEER HI BRED INTL INC COM 723686101 1367 43400 SH SOLE 43400
PITNEY BOWES INC COM 724479100 2180 61400 SH SOLE 61400
POLAROID CORP COM 731095105 562 16000 SH SOLE 16000
POTLATCH CORP COM 737628107 549 13300 SH SOLE 13300
POTOMAC ELEC PWR CO COM 737679100 866 45000 SH SOLE 45000
PRAXAIR INC COM 74005P104 1809 74200 SH SOLE 74200
PREMARK INTL INC COM 740459102 1107 26200 SH SOLE 26200
PRICE/COSTCO INC COM 74143W102 1530 95267 SH SOLE 95267
PROCTER & GAMBLE CO COM 742718109 17381 291500 SH SOLE 291500
PROGRESSIVE CORP OHIO COM 743315103 1290 36200 SH SOLE 36200
<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
PROMUS COS INC COM 74342A109 1767 52550 SH SOLE 52550
PROVIDIAN CORP COM 744061102 1833 58200 SH SOLE 58200
PUBLIC SERVICE CO COLO COM 744448101 581 21500 SH SOLE 21500
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1908 72700 SH SOLE 72700
QVC INC COM 747262103 753 17100 SH SOLE 17100
QUAKER OATS CO COM 747402105 1920 25100 SH SOLE 25100
QUALCOMM INC COM 747525103 676 26700 SH SOLE 26700
QUESTAR CORP COM 748356102 556 19600 SH SOLE 19600
RJR NABISCO HOLDINGS CORP COM 74960K108 3501 509300 SH SOLE 509300
RPM INC OHIO COM 749685103 497 26500 SH SOLE 26500
RALSTON PURINA CO COM RAL-PUR GP 751277302 1883 45500 SH SOLE 45500
RAYCHEM CORP DEL COM 754603108 746 18200 SH SOLE 18200
RAYTHEON CO COM 755111101 4046 63100 SH SOLE 63100
READERS DIGEST ASSN INC CL A NON VTG 755267101 2319 52700 SH SOLE 52700
READERS DIGEST ASSN INC CL B 755267200 759 18400 SH SOLE 18400
REEBOK INTL LTD COM 758110100 1387 38800 SH SOLE 38800
REGIONS FINL CORP COM 758940100 720 20600 SH SOLE 20600
REPUBLIC N Y CORP COM 760719104 1331 30600 SH SOLE 30600
REYNOLDS METALS CO COM 761763101 1920 33900 SH SOLE 33900
RHONE POULENC RORER INC COM 76242T104 541 14200 SH SOLE 14200
RITE AID CORP COM 767754104 1044 50300 SH SOLE 50300
ROADWAY SVCS INC COM 769748104 897 15600 SH SOLE 15600
ROCHESTER TEL CORP COM 771758109 1206 54800 SH SOLE 54800
ROCKWELL INTL CORP COM 774347108 2555 74600 SH SOLE 74600
ROHM & HAAS CO COM 775371107 1268 22200 SH SOLE 22200
ROUSE CO COM 779273101 780 40500 SH SOLE 40500
RUBBERMAID INC COM 781088109 2255 84700 SH SOLE 84700
RUSSELL CORP COM 782352108 628 20600 SH SOLE 20600
RYDER SYS INC COM 783549108 643 25100 SH SOLE 25100
SCECORP COM 783882103 2951 229200 SH SOLE 229200
SAFECO CORP COM 786429100 1391 27000 SH SOLE 27000
SAFETY KLEEN CORP COM 786484105 801 49300 SH SOLE 49300
ST JUDE MED INC COM 790849103 1164 32500 SH SOLE 32500
ST PAUL COS INC COM 792860108 934 23000 SH SOLE 23000
SALOMON INC COM 79549B107 2153 54500 SH SOLE 54500
SAN DIEGO GAS & ELEC CO COM 797440104 694 36300 SH SOLE 36300
SANTA FE PAC CORP COM 802183103 1774 78400 SH SOLE 78400
SARA LEE CORP COM 803111103 4797 213200 SH SOLE 213200
SCANA CORP COM 805898103 976 22000 SH SOLE 22000
SCHERING PLOUGH CORP COM 806605101 5992 84400 SH SOLE 84400
SCHULMAN A INC COM 808194104 533 19750 SH SOLE 19750
SCIENTIFIC ATLANTA INC COM 808655104 609 14900 SH SOLE 14900
SCOTT PAPER CO COM 809877103 2233 36600 SH SOLE 36600
SEAGATE TECHNOLOGY COM 811804103 713 29700 SH SOLE 29700
SEAGULL ENERGY CORP COM 812007102 460 19700 SH SOLE 19700
SEARS ROEBUCK & CO COM 812387108 5957 124100 SH SOLE 124100
SENSORMATIC ELECTRS CORP COM 817265101 1259 36750 SH SOLE 36750
SERVICE CORP INTL COM 817565104 1375 53400 SH SOLE 53400
SHAW INDS INC COM 820286102 938 64700 SH SOLE 64700
SHAWMUT NATL CORP COM 820484103 1127 54300 SH SOLE 54300
<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
SHERWIN WILLIAMS CO COM 824348106 1541 49500 SH SOLE 49500
SIGMA ALDRICH CORP COM 826552101 1065 30000 SH SOLE 30000
SIGNET BKG CORP COM 826681108 1218 35300 SH SOLE 35300
SILICON GRAPHICS INC COM 827056102 1851 71900 SH SOLE 71900
SNAP ON INC COM 833034101 631 17900 SH SOLE 17900
SNAPPLE BEVERAGE CORP COM 833037104 744 57200 SH SOLE 57200
SONAT INC COM 835415100 1039 33100 SH SOLE 33100
SONOCO PRODS CO COM 835495102 947 40600 SH SOLE 40600
SOUTHERN CO COM 842587107 5483 294400 SH SOLE 294400
SOUTHERN NEW ENGLAND TELECOM COM 843485103 1184 35200 SH SOLE 35200
SOUTHTRUST CORP COM 844730101 1368 68400 SH SOLE 68400
SOUTHWEST AIRLS CO COM 844741108 1640 72900 SH SOLE 72900
SOUTHWESTERN BELL CORP COM 845333103 11037 259700 SH SOLE 259700
SOUTHWESTERN PUB SVC CO COM 845743103 1189 45300 SH SOLE 45300
SPRINT CORP COM 852061100 5818 152600 SH SOLE 152600
STANLEY WKS COM 854616109 613 15100 SH SOLE 15100
STAPLES INC COM 855030102 641 19500 SH SOLE 19500
STAR BANC CORP COM 855083101 648 15800 SH SOLE 15800
STATE ST BOSTON CORP COM 857473102 1383 37900 SH SOLE 37900
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 644 22400 SH SOLE 22400
STRATUS COMPUTER INC COM 863155107 570 16400 SH SOLE 16400
STRYKER CORP COM 863667101 966 27800 SH SOLE 27800
STUDENT LOAN MARKETING ASSN COM NEW VTG 863871505 1336 40800 SH SOLE 40800
SUN INC COM 866762107 834 29000 SH SOLE 29000
SUN MICROSYSTEMS INC COM 866810104 1451 49400 SH SOLE 49400
SUNBEAM-OSTER INC COM 867071102 982 40300 SH SOLE 40300
SUNDSTRAND CORP COM 867323107 853 16800 SH SOLE 16800
SUNTRUST BKS INC COM 867914103 3135 64300 SH SOLE 64300
SUPERIOR INDS INTL INC COM 868168105 647 22300 SH SOLE 22300
SUPERVALU INC COM 868536103 746 28700 SH SOLE 28700
SYBASE INC COM 871130100 1179 25700 SH SOLE 25700
SYNOPTICS COMMUNICATIONS INC COM 871609103 528 37700 SH SOLE 37700
SYSCO CORP COM 871829107 1771 69800 SH SOLE 69800
TECO ENERGY INC COM 872375100 701 36400 SH SOLE 36400
TJX COS INC NEW COM 872540109 670 31900 SH SOLE 31900
TRW INC COM 872649108 1421 19600 SH SOLE 19600
TAMBRANDS INC COM 875080103 1162 31200 SH SOLE 31200
TANDEM COMPUTERS INC COM 875370108 1066 64600 SH SOLE 64600
TANDY CORP COM 875382103 1574 36600 SH SOLE 36600
TECUMSEH PRODS CO CL B 878895101 531 11300 SH SOLE 11300
TELE COMMUNICATIONS INC NEW CL A 87924V101 5544 249862 SH SOLE 249862
TELEDYNE INC COM 879335107 632 39800 SH SOLE 39800
TELEPHONE & DATA SYS INC COM 879433100 966 21000 SH SOLE 21000
TELLABS INC COM 879664100 825 19400 SH SOLE 19400
TEMPLE INLAND INC COM 879868107 1917 34700 SH SOLE 34700
TENNECO INC NEW COM 880370101 3371 76400 SH SOLE 76400
TEXACO INC COM 881694103 6756 112600 SH SOLE 112600
TEXAS INSTRS INC COM 882508104 2815 41400 SH SOLE 41400
TEXAS UTILS CO COM 882848104 3647 111800 SH SOLE 111800
TEXTRON INC COM 883203101 1999 39300 SH SOLE 39300
<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
THERMO ELECTRON CORP COM 883556102 963 21000 SH SOLE 21000
THOMAS & BETTS CORP COM 884315102 860 12700 SH SOLE 12700
3COM CORP COM 885535104 1181 31600 SH SOLE 31600
TIDEWATER INC COM 886423102 557 25900 SH SOLE 25900
TIME WARNER INC COM 887315109 6000 170820 SH SOLE 170820
TIMES MIRROR CO DEL CL A 887360105 1119 36400 SH SOLE 36400
TORCHMARK CORP COM 891027104 1229 28000 SH SOLE 28000
TOYS R US COM 892335100 4058 113900 SH SOLE 113900
TRANSAMERICA CORP COM 893485102 1206 24000 SH SOLE 24000
TRAVELERS INC COM 894190107 4826 146793 SH SOLE 146793
TRIBUNE CO NEW COM 896047107 896 16600 SH SOLE 16600
TRITON ENERGY CORP COM 896750106 754 23200 SH SOLE 23200
TURNER BROADCASTING SYS INC CL A 900262403 565 28800 SH SOLE 28800
TURNER BROADCASTING SYS INC CL B 900262502 600 30000 SH SOLE 30000
TYCO INTERNATIONAL LTD COM 902120104 869 18300 SH SOLE 18300
TYSON FOODS INC CL A 902494103 1246 51900 SH SOLE 51900
UAL CORP COM PAR $0.01 902549500 395 4550 SH SOLE 4550
UJB FINL CORP COM 902760107 1023 38800 SH SOLE 38800
USX MARATHON GROUP COM NEW 902905827 2467 139000 SH SOLE 139000
UST INC COM 902911106 3209 112100 SH SOLE 112100
UNUM CORP COM 903192102 1891 41100 SH SOLE 41100
USF&G CORP COM 903290104 692 52200 SH SOLE 52200
U S G CORP COM NEW 903293405 515 24800 SH SOLE 24800
USX-U S STL COM 90337T101 1600 38200 SH SOLE 38200
UNIFI INC COM 904677101 1163 46500 SH SOLE 46500
UNICOM CORP COM 904911104 2534 113900 SH SOLE 113900
UNION CAMP CORP COM 905530101 1297 26400 SH SOLE 26400
UNION CARBIDE CORP COM 905581104 2557 75200 SH SOLE 75200
UNION ELEC CO COM 906548102 1253 35800 SH SOLE 35800
UNION PAC CORP COM 907818108 4735 88300 SH SOLE 88300
UNISYS CORP COM 909214108 882 82000 SH SOLE 82000
UNITED HEALTHCARE CORP COM 910581107 4065 76700 SH SOLE 76700
U S BANCORP ORE COM 911596104 1372 53800 SH SOLE 53800
UNITED STATES CELLULAR CORP COM 911684108 628 20600 SH SOLE 20600
U S HEALTHCARE INC COM 911910107 3136 67350 SH SOLE 67350
UNITED STATES SURGICAL CORP COM 912707106 634 23600 SH SOLE 23600
U S WEST INC COM 912889102 6940 179100 SH SOLE 179100
UNITED TECHNOLOGIES CORP COM 913017109 3557 56800 SH SOLE 56800
UNITRIN INC COM 913275103 2171 45000 SH SOLE 45000
UNOCAL CORP COM 915289102 3252 115100 SH SOLE 115100
UPJOHN CO COM 915302103 2054 60200 SH SOLE 60200
V F CORP COM 918204108 1131 22900 SH SOLE 22900
VALERO ENERGY CORP COM 919138107 626 30900 SH SOLE 30900
VALUE HEALTH INC COM 920393105 826 17200 SH SOLE 17200
VANGUARD CELLULAR SYS INC CL A 922022108 622 23700 SH SOLE 23700
VARITY CORP COM NEW 92224R602 643 17200 SH SOLE 17200
VIACOM INC CL A 925524100 2167 53012 SH SOLE 53012
VIACOM INC RT CONTING VAL 925524118 120 36837 SH SOLE 36837
VIACOM INC WT B EX 000097 925524126 61 19791 SH SOLE 19791
VIACOM INC WT B EX 000099 925524134 59 11874 SH SOLE 11874
<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
VIACOM INC RT VARIABL COM 925524142 140 106400 SH SOLE 106400
VIACOM INC CL B 925524308 4028 101332 SH SOLE 101332
VIKING OFFICE PRODS COM 926913104 351 11600 SH SOLE 11600
VULCAN MATLS CO COM 929160109 975 18100 SH SOLE 18100
WMX TECHNOLOGIES INC COM 92929Q107 6560 227200 SH SOLE 227200
WACHOVIA CORP COM 929771103 2935 91000 SH SOLE 91000
WAL MART STORES INC COM 931142103 13936 596200 SH SOLE 596200
WALGREEN CO COM 931422109 1727 45900 SH SOLE 45900
WARNER LAMBERT CO COM 934488107 4671 58200 SH SOLE 58200
WASHINGTON FED S&L ASN SEATTLE COM 938828100 753 36950 SH SOLE 36950
WASHINGTON POST CO CL B 939640108 800 3400 SH SOLE 3400
WELLFLEET COMMUNICATIONS INC COM 949497101 637 32900 SH SOLE 32900
WELLS FARGO & CO DEL COM 949740104 3875 26700 SH SOLE 26700
WENDYS INTL INC COM 950590109 853 58800 SH SOLE 58800
WESCO FINL CORP COM 950817106 696 6000 SH SOLE 6000
WESTERN ATLAS INC COM 957674104 656 15000 SH SOLE 15000
WESTERN RES INC COM 959425109 704 24800 SH SOLE 24800
WESTINGHOUSE ELEC CORP COM 960402105 2149 165300 SH SOLE 165300
WESTVACO CORP COM 961548104 1464 38400 SH SOLE 38400
WEYERHAEUSER CO COM 962166104 3954 88600 SH SOLE 88600
WHIRLPOOL CORP COM 963320106 1372 26700 SH SOLE 26700
WHITMAN CORP COM 96647K102 685 40900 SH SOLE 40900
WILLAMETTE INDS INC COM 969133107 1573 30700 SH SOLE 30700
WILLIAMS COS INC DEL COM 969457100 1728 57600 SH SOLE 57600
WINN DIXIE STORES INC COM 974280109 1050 21000 SH SOLE 21000
WISCONSIN ENERGY CORP COM 976657106 863 34000 SH SOLE 34000
WITCO CORP COM 977385103 1064 37000 SH SOLE 37000
WOOLWORTH CORP COM 980883102 1268 73000 SH SOLE 73000
WORTHINGTON INDS INC COM 981811102 741 34450 SH SOLE 34450
WRIGLEY WM JR CO COM 982526105 1716 42100 SH SOLE 42100
XEROX CORP COM 984121103 4782 44800 SH SOLE 44800
YORK INTL CORP NEW COM 986670107 1224 29400 SH SOLE 29400
REPORT SUMMARY 682 DATA RECORDS 1588567 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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