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Previous: UNITED HEALTHCARE CORP, S-8, 1995-11-01 |
Next: VALUE LINE TAX EXEMPT FUND INC, N-30D/A, 1995-11-01 |
<TABLE>
<C> <C>
<PAGE> PAGE 1
SECURITIES AND EXCHANGE COMMISSION
FORM 13F-E
Report for the Calendar Year or Quarter Ended: 09/30/95
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:
SCOTT W. OLSON DEPUTY GENERAL COUNSEL 617-382-2072
Signature, Place and Date of Signing:
/s/ SCOTT W. OLSON BOSTON MA 10/30/95
<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 866 14900 SH SOLE 14900
A D C TELECOMMUNICATIONS COM 000886101 1638 37100 SH SOLE 37100
AFLAC INC COM 001055102 2112 50375 SH SOLE 50375
AMR CORP COM 001765106 3016 42450 SH SOLE 42450
AT&T CORP COM 001957109 43699 672211 SH SOLE 672211
ABBOTT LABS COM 002824100 15645 370109 SH SOLE 370109
ADOBE SYS INC COM 00724F101 1690 32600 SH SOLE 32600
ADVANCED MICRO DEVICES INC COM 007903107 1496 52300 SH SOLE 52300
ADVANTA CORP CL A 007942105 1055 23600 SH SOLE 23600
AETNA LIFE & CAS CO COM 008140105 3378 46205 SH SOLE 46205
AHMANSON H F & CO COM 008677106 1193 47000 SH SOLE 47000
AIR PRODS & CHEMS INC COM 009158106 3489 67129 SH SOLE 67129
AIRTOUCH COMMUNICATIONS INC COM 00949T100 6697 219502 SH SOLE 219502
ALBERTSONS INC COM 013104104 3499 102400 SH SOLE 102400
ALCO STD CORP COM 013788104 2288 26815 SH SOLE 26815
ALEXANDER & BALDWIN INC COM 014482103 860 35900 SH SOLE 35900
ALLEGHENY PWR SYS INC COM 017411109 1321 51400 SH SOLE 51400
ALLERGAN INC COM 018490102 1082 32670 SH SOLE 32670
ALLIEDSIGNAL INC COM 019512102 5570 126226 SH SOLE 126226
ALLMERICA PPTY & CAS COS INC COM 01975T105 1000 41900 SH SOLE 41900
ALLSTATE CORP COM 020002101 5650 156358 SH SOLE 156358
ALLTEL CORP COM 020039103 3069 102666 SH SOLE 102666
ALUMAX INC COM 022197107 957 28350 SH SOLE 28350
ALUMINUM CO AMER COM 022249106 3794 72200 SH SOLE 72200
ALZA CORP DEL COM 022615108 978 42700 SH SOLE 42700
AMBAC INC COM 023139108 1072 24400 SH SOLE 24400
AMERADA HESS CORP COM 023551104 2496 51870 SH SOLE 51870
AMERICAN BRANDS INC COM 024703100 3062 72472 SH SOLE 72472
AMERICAN ELEC PWR INC COM 025537101 2669 72500 SH SOLE 72500
AMERICAN EXPRESS CO COM 025816109 10147 230969 SH SOLE 230969
AMERICAN FINL GROUP INC COM 02608W101 719 24000 SH SOLE 24000
AMERICAN GENERAL CORP COM 026351106 3793 100726 SH SOLE 100726
AMERICAN GREETINGS CORP CL A 026375105 928 30307 SH SOLE 30307
AMERICAN HOME PRODS CORP COM 026609107 11512 134738 SH SOLE 134738
AMERICAN INTL GROUP INC COM 026874107 13871 163111 SH SOLE 163111
AMERICAN NATL INS CO COM 028591105 478 8200 SH SOLE 8200
AMERICAN PWR CONVERSION CORP COM 029066107 567 45900 SH SOLE 45900
AMERICAN RE CORP COM 029163102 882 22800 SH SOLE 22800
AMERICAN STORES CO NEW COM 030096101 1854 64897 SH SOLE 64897
AMERITECH CORP NEW COM 030954101 13042 248900 SH SOLE 248900
AMGEN INC COM 031162100 6451 131000 SH SOLE 131000
AMP INC COM 031897101 4021 103590 SH SOLE 103590
AMOCO CORP COM 031905102 13890 215930 SH SOLE 215930
AMPHENOL CORP CL A 032094203 557 25738 SH SOLE 25738
AMSOUTH BANCORPORATION COM 032165102 954 25100 SH SOLE 25100
ANADARKO PETE CORP COM 032511107 2038 43479 SH SOLE 43479
ANALOG DEVICES INC COM 032654105 2246 64800 SH SOLE 64800
ANHEUSER BUSCH COS INC COM 035229103 6227 98959 SH SOLE 98959
ANIXTER INTL INC COM 035290105 707 17076 SH SOLE 17076
AON CORP COM 037389103 1503 36450 SH SOLE 36450
<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
APACHE CORP COM 037411105 1010 38899 SH SOLE 38899
APPLE COMPUTER INC COM 037833100 2151 58305 SH SOLE 58305
APPLIED MATLS INC COM 038222105 4409 50384 SH SOLE 50384
ARCHER DANIELS MIDLAND CO COM 039483102 3846 247881 SH SOLE 247881
ARMSTRONG WORLD INDS INC COM 042476101 1371 24633 SH SOLE 24633
ARROW ELECTRS INC COM 042735100 1296 23943 SH SOLE 23943
ASHLAND INC COM 044204105 1169 35041 SH SOLE 35041
ATLANTA GAS LT CO COM 047753108 612 15900 SH SOLE 15900
ATLANTIC RICHFIELD CO COM 048825103 7286 68056 SH SOLE 68056
AUTODESK INC COM 052769106 1233 29305 SH SOLE 29305
AUTOMATIC DATA PROCESSING INC COM 053015103 5087 73846 SH SOLE 73846
AUTOZONE INC COM 053332102 1962 77300 SH SOLE 77300
AVERY DENNISON CORP COM 053611109 1924 45800 SH SOLE 45800
AVNET INC COM 053807103 1027 20300 SH SOLE 20300
AVON PRODS INC COM 054303102 2311 32201 SH SOLE 32201
BMC SOFTWARE INC COM 055921100 1543 35000 SH SOLE 35000
BAKER HUGHES INC COM 057224107 1171 57344 SH SOLE 57344
BALTIMORE GAS & ELEC CO COM 059165100 1333 51000 SH SOLE 51000
BANC ONE CORP COM 059438101 5888 161416 SH SOLE 161416
BANCORP HAWAII INC COM 059685107 743 21950 SH SOLE 21950
BANK OF BOSTON CORP COM 060716107 2897 60700 SH SOLE 60700
BANK NEW YORK INC COM 064057102 3235 70098 SH SOLE 70098
BANKAMERICA CORP COM 066050105 10252 170035 SH SOLE 170035
BANKERS TRUST N Y CORP COM 066365107 2359 33930 SH SOLE 33930
BANPONCE CORP NEW COM 066704107 1151 29700 SH SOLE 29700
BARD C R INC COM 067383109 771 25600 SH SOLE 25600
BARNES & NOBLE INC COM 067774109 290 7580 SH SOLE 7580
BARNETT BKS INC COM 068055102 2224 38854 SH SOLE 38854
BAUSCH & LOMB INC COM 071707103 1410 34600 SH SOLE 34600
BAXTER INTL INC COM 071813109 5027 122590 SH SOLE 122590
BAY NETWORKS INC COM 072510100 4070 74389 SH SOLE 74389
BAYBANKS INC COM 072723109 1106 14376 SH SOLE 14376
BEAR STEARNS COS INC COM 073902108 1352 63467 SH SOLE 63467
BECTON DICKINSON & CO COM 075887109 2000 31500 SH SOLE 31500
BELL ATLANTIC CORP COM 077853109 11652 188656 SH SOLE 188656
BELLSOUTH CORP COM 079860102 15647 212700 SH SOLE 212700
BELO A H CORP DEL COM SER A 080555105 1114 32400 SH SOLE 32400
BENEFICIAL CORP COM 081721102 1362 25973 SH SOLE 25973
BETHLEHEM STL CORP COM 087509105 669 47500 SH SOLE 47500
BETZ LABS INC COM 087779104 590 14400 SH SOLE 14400
BIOGEN INC COM 090597105 1181 19600 SH SOLE 19600
BIOMET INC COM 090613100 1449 83700 SH SOLE 83700
BLACK & DECKER CORP COM 091797100 1921 56700 SH SOLE 56700
BLOCK H & R INC COM 093671105 2359 61333 SH SOLE 61333
BOATMENS BANCSHARES INC COM 096650106 2001 53515 SH SOLE 53515
BOB EVANS FARMS INC COM 096761101 631 32800 SH SOLE 32800
BOEING CO COM 097023105 10206 150246 SH SOLE 150246
BOISE CASCADE CORP COM 097383103 248 6800 SH SOLE 6800
BOSTON EDISON CO COM 100599109 1831 66500 SH SOLE 66500
BRINKER INTL INC COM 109641100 772 53375 SH SOLE 53375
<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
BRISTOL MYERS SQUIBB CO COM 110122108 15337 208823 SH SOLE 208823
BROWN FORMAN CORP CL B 115637209 1559 40000 SH SOLE 40000
BROWNING FERRIS INDS COM 115885105 2509 82007 SH SOLE 82007
BRUNSWICK CORP COM 117043109 1150 57000 SH SOLE 57000
BURLINGTON RES INC COM 122014103 2503 65238 SH SOLE 65238
CBI INDS INC COM 124800103 413 17400 SH SOLE 17400
CBS INC COM 124845108 1561 19512 SH SOLE 19512
CIGNA CORP COM 125509109 2764 26700 SH SOLE 26700
CMS ENERGY CORP COM 125896100 1714 65022 SH SOLE 65022
CPC INTL INC COM 126149103 4323 65265 SH SOLE 65265
CSX CORP COM 126408103 4127 49163 SH SOLE 49163
CUC INTL INC COM 126545102 3492 100706 SH SOLE 100706
CABLETRON SYS INC COM 126920107 2085 30750 SH SOLE 30750
CABOT CORP COM 127055101 1367 26220 SH SOLE 26220
CALLAWAY GOLF CO COM 131193104 703 45200 SH SOLE 45200
CAMPBELL SOUP CO COM 134429109 3376 66700 SH SOLE 66700
CAPITAL CITIES ABC INC COM 139859102 7034 59814 SH SOLE 59814
CAPITAL ONE FINL CORP COM 14040H105 1088 37424 SH SOLE 37424
CARDINAL HEALTH INC COM 14149Y108 1406 25300 SH SOLE 25300
CAREMARK INTL INC COM 141704106 958 45000 SH SOLE 45000
CAROLINA PWR & LT CO COM 144141108 2588 77220 SH SOLE 77220
CATERPILLAR INC DEL COM 149123101 5078 90294 SH SOLE 90294
CENTERIOR ENERGY CORP COM 151883105 1599 148200 SH SOLE 148200
CENTRAL & SOUTH WEST CORP COM 152357109 1861 72181 SH SOLE 72181
CENTURY TEL ENTERPRISES INC COM 156686107 1133 38000 SH SOLE 38000
CERIDIAN CORP COM 15677T106 318 7100 SH SOLE 7100
CHAMPION INTL CORP COM 158525105 2144 40124 SH SOLE 40124
CHASE MANHATTAN CORP COM 161610100 5405 88700 SH SOLE 88700
CHEMICAL BKG CORP COM 163722101 6976 115172 SH SOLE 115172
CHEVRON CORPORATION COM 166751107 14049 288794 SH SOLE 288794
CHIRON CORP COM 170040109 946 10485 SH SOLE 10485
CHRYSLER CORP COM 171196108 8590 161691 SH SOLE 161691
CHUBB CORP COM 171232101 3138 32775 SH SOLE 32775
CINCINNATI BELL INC COM 171870108 725 26857 SH SOLE 26857
CINCINNATI FINL CORP COM 172062101 1580 28520 SH SOLE 28520
CINERGY CORP COM 172474108 1249 44800 SH SOLE 44800
CIRCUIT CITY STORE INC COM 172737108 1738 53960 SH SOLE 53960
CISCO SYS INC COM 17275R102 9237 131596 SH SOLE 131596
CIRCUS CIRCUS ENTERPRISES INC COM 172909103 1442 51450 SH SOLE 51450
CITICORP COM 173034109 12429 177664 SH SOLE 177664
CLOROX CO DEL COM 189054109 1696 23700 SH SOLE 23700
COASTAL CORP COM 190441105 1210 36100 SH SOLE 36100
COCA COLA CO COM 191216100 39766 571712 SH SOLE 571712
COCA COLA ENTERPRISES INC COM 191219104 1377 55900 SH SOLE 55900
COLGATE PALMOLIVE CO COM 194162103 4536 67489 SH SOLE 67489
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 8836 179803 SH SOLE 179803
COMCAST CORP CL A 200300101 2015 101300 SH SOLE 101300
COMCAST CORP CL A SPL 200300200 492 24581 SH SOLE 24581
COMERICA INC COM 200340107 2203 60300 SH SOLE 60300
COMMERCE BANCSHARES INC COM 200525103 219 5660 SH SOLE 5660
<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
COMPAQ COMPUTER CORP COM 204493100 5856 119033 SH SOLE 119033
COMPUTER ASSOC INTL INC COM 204912109 3961 91401 SH SOLE 91401
COMPUTER SCIENCES CORP COM 205363104 2022 31100 SH SOLE 31100
COMPUWARE CORP COM 205638109 394 18500 SH SOLE 18500
CONAGRA INC COM 205887102 4362 110016 SH SOLE 110016
CONRAIL INC COM 208368100 2394 34700 SH SOLE 34700
CONSECO INC COM 208464107 858 16300 SH SOLE 16300
CONSOLIDATED EDISON CO N Y INC COM 209111103 2585 84900 SH SOLE 84900
CONSOLIDATED NAT GAS CO COM 209615103 1342 33328 SH SOLE 33328
COOPER INDS INC COM 216669101 1983 56543 SH SOLE 56543
COOPER TIRE & RUBR CO COM 216831107 1131 46800 SH SOLE 46800
CORESTATES FINL CORP COM 218695104 2685 72600 SH SOLE 72600
CORNING INC COM 219350105 2838 100101 SH SOLE 100101
COUNTRYWIDE CR INDS INC DEL COM 222372104 1513 64693 SH SOLE 64693
COX COMMUNICATIONS INC NEW CL A 224044107 608 30070 SH SOLE 30070
CRACKER BARREL OLD CTRY STR COM 224100107 765 38700 SH SOLE 38700
CRESTAR FINL CORP COM 226091106 1341 23828 SH SOLE 23828
CROMPTON & KNOWLES CORP COM 227111101 634 42600 SH SOLE 42600
CROWN CORK & SEAL INC COM 228255105 1561 40900 SH SOLE 40900
CUMMINS ENGINE INC COM 231021106 660 17500 SH SOLE 17500
CYPRUS AMAX MINERALS CO COM 232809103 1357 48650 SH SOLE 48650
DQE INC COM 23329J104 1161 43600 SH SOLE 43600
DPL INC COM 233293109 986 42100 SH SOLE 42100
DSC COMMUNICATIONS CORP COM 233311109 3258 58200 SH SOLE 58200
DANA CORP COM 235811106 1430 50200 SH SOLE 50200
DARDEN RESTAURANTS INC COM 237194105 936 80978 SH SOLE 80978
DAYTON HUDSON CORP COM 239753106 2057 27243 SH SOLE 27243
DEAN FOODS CO COM 242361103 399 14000 SH SOLE 14000
DEAN WITTER DISCOVER & CO COM 24240V101 3684 66365 SH SOLE 66365
DEERE & CO COM 244199105 3450 41842 SH SOLE 41842
DELL COMPUTER CORP COM 247025109 1952 22827 SH SOLE 22827
DELTA AIR LINES INC DEL COM 247361108 1693 24700 SH SOLE 24700
DELUXE CORP COM 248019101 1117 34000 SH SOLE 34000
DENTSPLY INTL INC NEW COM 249030107 334 9681 SH SOLE 9681
DETROIT EDISON CO COM 250847100 1803 55400 SH SOLE 55400
DIAL CORP DEL COM 252470109 948 38600 SH SOLE 38600
DIEBOLD INC COM 253651103 1236 26150 SH SOLE 26150
DIGITAL EQUIP CORP COM 253849103 3560 76300 SH SOLE 76300
DILLARD DEPT STORES INC CL A 254063100 1880 59407 SH SOLE 59407
DISNEY WALT CO DEL COM 254687106 13038 227329 SH SOLE 227329
DOLE FOOD INC COM 256605106 712 20364 SH SOLE 20364
DOMINION RES INC VA COM 257470104 2240 58881 SH SOLE 58881
DONNELLEY R R & SONS CO COM 257867101 2265 58262 SH SOLE 58262
DOVER CORP COM 260003108 2102 54774 SH SOLE 54774
DOW CHEM CO COM 260543103 8344 112600 SH SOLE 112600
DOW JONES & CO INC COM 260561105 624 17100 SH SOLE 17100
DRESSER INDS INC COM 261597108 1924 81296 SH SOLE 81296
DU PONT E I DE NEMOURS & CO COM 263534109 16147 235987 SH SOLE 235987
DUKE POWER CO COM 264399106 3086 70800 SH SOLE 70800
DUN & BRADSTREET CORP COM 264830100 4204 72343 SH SOLE 72343
<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
DURACELL INTL INC COM 26633L103 3073 67229 SH SOLE 67229
EG & G INC COM 268457108 909 46600 SH SOLE 46600
E M C CORP MASS COM 268648102 1798 103300 SH SOLE 103300
ENSCO INTL INC COM 26874Q100 569 33000 SH SOLE 33000
EASTMAN CHEM CO COM 277432100 2863 45040 SH SOLE 45040
EASTMAN KODAK CO COM 277461109 9214 154806 SH SOLE 154806
EATON CORP COM 278058102 2155 40770 SH SOLE 40770
ECHLIN INC COM 278749106 1981 55700 SH SOLE 55700
ECOLAB INC COM 278865100 1101 39781 SH SOLE 39781
EDWARDS AG INC COM 281760108 942 35941 SH SOLE 35941
EL PASO NAT GAS CO COM NEW 283695872 553 20100 SH SOLE 20100
ELECTRONIC ARTS INC COM 285512109 1695 46100 SH SOLE 46100
EMERSON ELEC CO COM 291011104 7366 103105 SH SOLE 103105
ENGELHARD CORP COM 292845104 1634 64150 SH SOLE 64150
ENRON CORP COM 293561106 3369 99400 SH SOLE 99400
ENTERGY CORP NEW COM 29364G103 2184 82970 SH SOLE 82970
EQUIFAX INC COM 294429105 2188 53066 SH SOLE 53066
EQUITABLE COS INC COM 29444G107 1037 42856 SH SOLE 42856
EQUITABLE RES INC COM 294549100 579 19650 SH SOLE 19650
EXXON CORP COM 302290101 39710 545332 SH SOLE 545332
F M C CORP COM NEW 302491303 998 13253 SH SOLE 13253
FPL GROUP INC COM 302571104 3116 75866 SH SOLE 75866
FEDERAL EXPRESS CORP COM 313309106 1977 23900 SH SOLE 23900
FEDERAL HOME LN MTG CORP COM 313400301 5143 74500 SH SOLE 74500
FEDERAL NATL MTG ASSN COM 313586109 12267 118492 SH SOLE 118492
FEDERAL PAPER BRD INC COM 313693103 721 18800 SH SOLE 18800
FEDERATED DEPT STORES INC DEL COM 31410H101 2602 92772 SH SOLE 92772
FERRO CORP COM 315405100 442 17753 SH SOLE 17753
FIFTH THIRD BANCORP COM 316773100 1216 20600 SH SOLE 20600
FIRST AMER BK CORP COM 318906104 1578 36500 SH SOLE 36500
FIRST BK SYS INC COM 319279105 2373 48472 SH SOLE 48472
FIRST CHICAGO CORP COM 319455101 3027 43900 SH SOLE 43900
FIRST DATA CORP COM 319963104 3281 52800 SH SOLE 52800
FIRST EMPIRE ST CORP COM 320076102 244 1200 SH SOLE 1200
FIRST FID BANCORPORATION NEW COM 320195100 2728 40281 SH SOLE 40281
FIRST FINL MGMT CORP COM 320245103 3370 34449 SH SOLE 34449
FIRST HAWAIIAN INC COM 320506108 1083 36700 SH SOLE 36700
FIRST INTST BANCORP COM 320548100 3975 37438 SH SOLE 37438
FIRST SEC CORP DEL COM 336294103 577 18400 SH SOLE 18400
FIRST UN CORP COM 337358105 4235 82800 SH SOLE 82800
FIRST USA INC COM 33743H105 1636 30800 SH SOLE 30800
FIRSTAR CORP COM 33761C103 1041 28000 SH SOLE 28000
FLEET FINL GROUP INC NEW COM 338915101 2283 59900 SH SOLE 59900
FLEMING COS INC COM 339130106 788 32900 SH SOLE 32900
FLIGHTSAFETY INTL INC COM 339423105 783 17043 SH SOLE 17043
FLORIDA PROGRESS CORP COM 341109106 1471 45000 SH SOLE 45000
FLUOR CORP COM 343861100 2189 39040 SH SOLE 39040
FOOD LION INC CL B 344775101 784 129300 SH SOLE 129300
FORD MTR CO DEL COM 345370100 12714 411060 SH SOLE 411060
FOREST LABS INC CL A 345838106 1207 27400 SH SOLE 27400
<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
FOSTER WHEELER CORP COM 350244109 513 14500 SH SOLE 14500
FOUNDATION HEALTH CORP COM 350401105 616 15800 SH SOLE 15800
FRANKLIN RES INC COM 354613101 1841 32300 SH SOLE 32300
FREEPORT-MCMORAN COPPER & GOLD CL A 35671D105 1963 76646 SH SOLE 76646
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 1174 45877 SH SOLE 45877
FREEPORT MCMORAN INC COM 356714105 423 73500 SH SOLE 73500
FRONTIER CORPORATION COM 35906P105 3157 117506 SH SOLE 117506
FRUIT OF THE LOOM INC CL A 359416104 761 37700 SH SOLE 37700
FUND AMERN ENTERPRISES HLDGS COM 360768105 344 4714 SH SOLE 4714
GEICO CORP COM 361582109 1695 24800 SH SOLE 24800
GTE CORP COM 362320103 16554 420432 SH SOLE 420432
GANNETT INC COM 364730101 3239 59242 SH SOLE 59242
GAP INC DEL COM 364760108 1758 48400 SH SOLE 48400
GAYLORD ENTMT CO CL A 367901105 909 33840 SH SOLE 33840
GENERAL DYNAMICS CORP COM 369550108 1142 20700 SH SOLE 20700
GENERAL ELEC CO COM 369604103 46366 725700 SH SOLE 725700
GENERAL INSTR CORP NEW COM 370121105 1941 68600 SH SOLE 68600
GENERAL MLS INC COM 370334104 3943 70388 SH SOLE 70388
GENERAL MTRS CORP COM 370442105 15126 324776 SH SOLE 324776
GENERAL MTRS CORP CL E 370442402 5380 117724 SH SOLE 117724
GENERAL MTRS CORP CL H 370442501 1913 46522 SH SOLE 46522
GENERAL PUB UTILS CP COM 370550105 1363 43600 SH SOLE 43600
GENERAL RE CORP COM 370563108 5320 35266 SH SOLE 35266
GENERAL SIGNAL CORP COM 370838104 1088 36731 SH SOLE 36731
GENUINE PARTS CO COM 372460105 2722 67900 SH SOLE 67900
GENZYME CORP COM GENL DIV 372917104 1176 20200 SH SOLE 20200
GEORGIA GULF CORP COM PAR $0.01 373200203 796 23100 SH SOLE 23100
GEORGIA PAC CORP COM 373298108 3711 42710 SH SOLE 42710
GIANT FOOD INC CL A 374478105 1537 49000 SH SOLE 49000
GILLETTE CO COM 375766102 9239 193162 SH SOLE 193162
GLENAYRE TECHNOLOGIES INC COM 377899109 2304 32475 SH SOLE 32475
GOLDEN WEST FINL CORP DEL COM 381317106 1649 32400 SH SOLE 32400
GOODRICH B F CO COM 382388106 1458 22140 SH SOLE 22140
GOODYEAR TIRE & RUBR CO COM 382550101 2871 72921 SH SOLE 72921
GRACE W R & CO COM 383883105 3583 54914 SH SOLE 54914
GRAINGER W W INC COM 384802104 1007 16600 SH SOLE 16600
GREAT LAKES CHEM CORP COM 390568103 1874 27700 SH SOLE 27700
GREAT WESTN FINL CORP COM 391442100 1626 67700 SH SOLE 67700
GREEN TREE FINL CORP COM 393505102 2831 55800 SH SOLE 55800
GUIDANT CORP COM 401698105 3383 114832 SH SOLE 114832
HBO & CO COM 404100109 1965 31000 SH SOLE 31000
HFS INC COM 404181109 1598 29800 SH SOLE 29800
HALLIBURTON CO COM 406216101 1906 45400 SH SOLE 45400
HARCOURT GEN INC COM 41163G101 2150 51295 SH SOLE 51295
HARLEY DAVIDSON INC COM 412822108 993 39500 SH SOLE 39500
HARRAHS ENTMT INC COM 413619107 1649 57093 SH SOLE 57093
HARRIS CORP DEL COM 413875105 1488 26800 SH SOLE 26800
HARSCO CORP COM 415864107 864 15500 SH SOLE 15500
HARTFORD STEAM BOILER INSP&INS COM 416704104 608 12700 SH SOLE 12700
HASBRO INC COM 418056107 1356 43958 SH SOLE 43958
<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
HEALTH MGMT ASSOC INC NEW CL A 421933102 933 29000 SH SOLE 29000
HEILIG MEYERS CO COM 422893107 609 26800 SH SOLE 26800
HEINZ H J CO COM 423074103 4288 93200 SH SOLE 93200
HERCULES INC COM 427056106 3866 67291 SH SOLE 67291
HERSHEY FOODS CORP COM 427866108 1338 20900 SH SOLE 20900
HEWLETT PACKARD CO COM 428236103 15063 178733 SH SOLE 178733
HILTON HOTELS CORP COM 432848109 1357 21000 SH SOLE 21000
HOME DEPOT INC COM 437076102 8166 206209 SH SOLE 206209
HOMESTAKE MNG CO COM 437614100 1107 65940 SH SOLE 65940
HONEYWELL INC COM 438506107 3000 69700 SH SOLE 69700
HOST MARRIOTT CORP COM 441078102 971 78167 SH SOLE 78167
HOUSEHOLD INTL INC COM 441815107 2737 44080 SH SOLE 44080
HOUSTON INDS INC COM 442161105 2441 54687 SH SOLE 54687
HUBBELL INC CL B 443510201 1012 17112 SH SOLE 17112
HUMANA INC COM 444859102 1723 85600 SH SOLE 85600
HUNTINGTON BANCSHARES INC COM 446150104 1779 78599 SH SOLE 78599
IBP INC COM 449223106 1228 23000 SH SOLE 23000
IMC GLOBAL INC COM 449669100 558 8812 SH SOLE 8812
ITT CORP COM 450679105 5934 47964 SH SOLE 47964
ILLINOIS CENT CORP COM SER A 451841100 1219 31238 SH SOLE 31238
ILLINOIS TOOL WKS INC COM 452308109 3339 56700 SH SOLE 56700
ILLINOVA CORP COM 452317100 1533 55967 SH SOLE 55967
INFINITY BROADCASTING CORP CL A 456626100 1581 48300 SH SOLE 48300
INFORMIX CORP COM 456779107 2670 83086 SH SOLE 83086
INGERSOLL RAND CO COM 456866102 1755 47210 SH SOLE 47210
INLAND STL INDS INC COM 457472108 563 24800 SH SOLE 24800
INTEGRA FINL CORP COM 458104106 892 15200 SH SOLE 15200
INTEL CORP COM 458140100 23013 375558 SH SOLE 375558
INTERNATIONAL BUSINESS MACHS COM 459200101 24806 262103 SH SOLE 262103
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 2017 41824 SH SOLE 41824
INTERNATIONAL GAME TECHNOLOGY COM 459902102 886 66500 SH SOLE 66500
INTL PAPER CO COM 460146103 4262 103124 SH SOLE 103124
INTERPUBLIC GROUP COS INC COM 460690100 2104 52871 SH SOLE 52871
IPALCO ENTERPRISES INC COM 462613100 1672 46600 SH SOLE 46600
IVAX CORP COM 465823102 1013 35262 SH SOLE 35262
JAMES RIV CORP VA COM 470349101 1360 42550 SH SOLE 42550
JEFFERSON PILOT CORP COM 475070108 1578 24225 SH SOLE 24225
JOHNSON & JOHNSON COM 478160104 21882 291616 SH SOLE 291616
JOHNSON CTLS INC COM 478366107 1386 22100 SH SOLE 22100
KLA INSTRS CORP COM 482480100 201 5000 SH SOLE 5000
K MART CORP COM 482584109 2190 161900 SH SOLE 161900
KANSAS CITY PWR & LT CO COM 485134100 1814 75300 SH SOLE 75300
KANSAS CITY SOUTHN INDS INC COM 485170104 1138 24844 SH SOLE 24844
KELLOGG CO COM 487836108 4131 56803 SH SOLE 56803
KELLY SVCS INC CL A 488152208 715 27050 SH SOLE 27050
KEMPER CORP COM 488396102 898 18600 SH SOLE 18600
KERR MCGEE CORP COM 492386107 1900 34200 SH SOLE 34200
KEYCORP NEW COM 493267108 3149 91215 SH SOLE 91215
KIMBERLY CLARK CORP COM 494368103 4025 59424 SH SOLE 59424
KING WORLD PRODTNS INC COM 495667107 478 13052 SH SOLE 13052
<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
KNIGHT RIDDER INC COM 499040103 1597 27300 SH SOLE 27300
KOHLS CORP COM 500255104 1085 21200 SH SOLE 21200
KROGER CO COM 501044101 2042 59814 SH SOLE 59814
LSI LOGIC CORP COM 502161102 4624 81400 SH SOLE 81400
LABORATORY CORP AMER HLDGS COM 50540R102 272 27544 SH SOLE 27544
LEGGETT & PLATT INC COM 524660107 1407 56800 SH SOLE 56800
LEHMAN BROS HLDGS INC COM 524908100 1097 47420 SH SOLE 47420
LILLY ELI & CO COM 532457108 6654 73455 SH SOLE 73455
LIMITED INC COM 532716107 2549 131407 SH SOLE 131407
LIN BROADCASTING CORP COM 532763109 2031 15700 SH SOLE 15700
LIN TELEVISION CORP COM 532776101 376 12350 SH SOLE 12350
LINCOLN NATL CORP IND COM 534187109 2102 45516 SH SOLE 45516
LINEAR TECHNOLOGY CORP COM 535678106 2454 58600 SH SOLE 58600
LITTON INDS INC COM 538021106 946 21738 SH SOLE 21738
LIZ CLAIBORNE INC COM 539320101 981 39220 SH SOLE 39220
LOCKHEED MARTIN CORP COM 539830109 5327 78785 SH SOLE 78785
LOCTITE CORP DEL COM 540137106 721 14900 SH SOLE 14900
LOEWS CORP COM 540424108 3030 20647 SH SOLE 20647
LONG ISLAND LTG CO COM 542671102 740 42700 SH SOLE 42700
LONGVIEW FIBRE CO COM 543213102 491 32200 SH SOLE 32200
LORAL CORP COM 543859102 2274 48466 SH SOLE 48466
LOUISIANA LD & EXPL CO COM 546268103 674 18800 SH SOLE 18800
LOUISIANA PAC CORP COM 546347105 1252 51900 SH SOLE 51900
LOWES COS INC COM 548661107 1902 64500 SH SOLE 64500
LUBRIZOL CORP COM 549271104 1120 34443 SH SOLE 34443
LYONDELL PETROCHEMICAL CO COM 552078107 559 21600 SH SOLE 21600
MBIA INC COM 55262C100 1494 21100 SH SOLE 21100
MBNA CORP COM 55262L100 3047 74550 SH SOLE 74550
MCI COMMUNICATIONS CORP COM 552673105 7912 305609 SH SOLE 305609
MGIC INVT CORP WIS COM 552848103 2026 35127 SH SOLE 35127
MALLINCKRODT GROUP INC COM 561226101 1156 29700 SH SOLE 29700
MANPOWER INC COM 56418H100 1250 43100 SH SOLE 43100
MAPCO INC COM 565097102 1022 19900 SH SOLE 19900
MARSH & MCLENNAN COS INC COM 571748102 2779 31735 SH SOLE 31735
MARSHALL & ILSLEY CORP COM 571834100 1687 67200 SH SOLE 67200
MARRIOTT INTL INC COM 571900109 2165 57850 SH SOLE 57850
MARTIN MARIETTA MATLS INC COM 573284106 293 14921 SH SOLE 14921
MASCO CORP COM 574599106 1911 69215 SH SOLE 69215
MATTEL INC COM 577081102 2933 101231 SH SOLE 101231
MAY DEPT STORES CO COM 577778103 5194 120191 SH SOLE 120191
MAYTAG CORP COM 578592107 996 56500 SH SOLE 56500
MCCORMICK & CO INC COM NON VTG 579780206 1131 46700 SH SOLE 46700
MCDONALDS CORP COM 580135101 12029 310122 SH SOLE 310122
MCDONNELL DOUGLAS CORP COM 580169100 3766 45442 SH SOLE 45442
MCGRAW HILL COS INC COM 580645109 2581 31600 SH SOLE 31600
MCKESSON CORP NEW COM 581557105 276 6100 SH SOLE 6100
MEAD CORP COM 582834107 1556 26928 SH SOLE 26928
MEDTRONIC INC COM 585055106 7112 131200 SH SOLE 131200
MELLON BK CORP COM 585509102 3910 85601 SH SOLE 85601
MELVILLE CORP COM 585745102 1386 40200 SH SOLE 40200
<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
MERCANTILE BANCORPORATION INC COM 587342106 264 5950 SH SOLE 5950
MERCANTILE BANKSHARES CORP COM 587405101 1201 43900 SH SOLE 43900
MERCANTILE STORES INC COM 587533100 930 20500 SH SOLE 20500
MERCK & CO INC COM 589331107 31143 549712 SH SOLE 549712
MERCURY FIN CO COM 589395102 935 39100 SH SOLE 39100
MERIDIAN BANCORP INC COM 589580109 1855 47400 SH SOLE 47400
MERRILL LYNCH & CO INC COM 590188108 4974 80700 SH SOLE 80700
MICHIGAN NATL CORP COM 594563108 265 2400 SH SOLE 2400
MICROSOFT CORP COM 594918104 14684 160746 SH SOLE 160746
MICRON TECHNOLOGY INC COM 595112103 7029 90272 SH SOLE 90272
MID ATLANTIC MED SVCS INC COM 59523C107 589 30500 SH SOLE 30500
MIDAMERICAN ENERGY CO COM 595620105 550 35800 SH SOLE 35800
MIDLANTIC CORP COM 59780E101 1610 29500 SH SOLE 29500
MILLIPORE CORP COM 601073109 1296 34600 SH SOLE 34600
MINNESOTA MNG & MFG CO COM 604059105 10248 181728 SH SOLE 181728
MINNESOTA PWR & LT CO COM 604110106 971 34600 SH SOLE 34600
MIRAGE RESORTS INC COM 60462E104 1831 55450 SH SOLE 55450
MOBIL CORP COM 607059102 17673 176789 SH SOLE 176789
MOLEX INC COM 608554101 2219 61562 SH SOLE 61562
MONSANTO CO COM 611662107 4796 47458 SH SOLE 47458
MONTANA POWER CO COM 612085100 535 23000 SH SOLE 23000
MORGAN J P & CO INC COM 616880100 5948 76495 SH SOLE 76495
MORGAN STANLEY GROUP INC COM 617446109 2004 21000 SH SOLE 21000
MORTON INTL INC COM 619331101 2397 77438 SH SOLE 77438
MOTOROLA INC COM 620076109 19529 262544 SH SOLE 262544
MURPHY OIL CORP COM 626717102 930 23400 SH SOLE 23400
MYLAN LABS INC COM 628530107 1469 73950 SH SOLE 73950
NBD BANCORP INC COM 628900102 2616 68100 SH SOLE 68100
NIPSCO INDS INC COM 629140104 1135 32293 SH SOLE 32293
NALCO CHEM CO COM 629853102 1165 34400 SH SOLE 34400
NATIONAL CITY CORP COM 635405103 2113 68100 SH SOLE 68100
NATIONAL SEMICONDUCTOR CORP COM 637640103 1748 64200 SH SOLE 64200
NATIONAL SVC INDS INC COM 637657107 1329 45250 SH SOLE 45250
NATIONSBANK CORP COM 638585109 8217 121440 SH SOLE 121440
NEW ENGLAND ELEC SYS COM 644001109 1017 27300 SH SOLE 27300
NEW YORK ST ELEC & GAS CORP COM 649840105 1007 38500 SH SOLE 38500
NEW YORK TIMES CO CL A 650111107 1533 55400 SH SOLE 55400
NEWELL CO COM 651192106 1942 78730 SH SOLE 78730
NEWMONT MINING CORP COM 651639106 1692 40330 SH SOLE 40330
NEXTEL COMMUNICATIONS INC CL A 65332V103 984 59000 SH SOLE 59000
NIAGARA MOHAWK PWR CORP COM 653522102 612 48100 SH SOLE 48100
NICOR INC COM 654086107 775 28300 SH SOLE 28300
NIKE INC CL B 654106103 1871 16843 SH SOLE 16843
NINE WEST GROUP INC COM 65440D102 471 10346 SH SOLE 10346
NOBLE AFFILIATES INC COM 654894104 372 14100 SH SOLE 14100
NORAM ENERGY CORP COM 655419109 721 91600 SH SOLE 91600
NORDSTROM INC COM 655664100 935 22939 SH SOLE 22939
NORFOLK SOUTHERN CORP COM 655844108 4125 55000 SH SOLE 55000
NORTHEAST UTILS COM 664397106 1534 62800 SH SOLE 62800
NORTHN STS PWR CO MINN COM 665772109 1361 29700 SH SOLE 29700
<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
NORTHERN TR CORP COM 665859104 1441 31100 SH SOLE 31100
NORTHROP GRUMMAN CORP COM 666807102 1145 18900 SH SOLE 18900
NORWEST CORP COM 669380107 4347 134113 SH SOLE 134113
NOVELL INC COM 670006105 2739 155913 SH SOLE 155913
NUCOR CORP COM 670346105 1805 40136 SH SOLE 40136
NYNEX CORP COM 670768100 8429 176259 SH SOLE 176259
OCCIDENTAL PETE CORP DEL COM 674599105 3296 152206 SH SOLE 152206
OFFICE DEPOT INC COM 676220106 2083 70000 SH SOLE 70000
OGDEN CORP COM 676346109 808 34300 SH SOLE 34300
OHIO CAS CORP COM 677240103 700 19200 SH SOLE 19200
OHIO EDISON CO COM 677347106 2595 113500 SH SOLE 113500
OKLAHOMA GAS & ELEC CO COM 678858101 1109 29300 SH SOLE 29300
OLD REP INTL CORP COM 680223104 1040 36000 SH SOLE 36000
OLIN CORP COM PAR $1 680665205 1024 15000 SH SOLE 15000
ORACLE CORP COM 68389X105 6066 155150 SH SOLE 155150
ORYX ENERGY COMPANY COM 68763F100 744 57800 SH SOLE 57800
OWENS CORNING FIBERGLAS CORP COM NEW 690734207 1317 29600 SH SOLE 29600
OWENS ILL INC COM NEW 690768403 791 62616 SH SOLE 62616
OXFORD HEALTH PLANS INC COM 691471106 1872 25800 SH SOLE 25800
PECO ENERGY CO COM 693304107 2053 71100 SH SOLE 71100
PNC BK CORP COM 693475105 3155 112961 SH SOLE 112961
P P & L RES INC COM 693499105 1343 57400 SH SOLE 57400
PPG INDS INC COM 693506107 4889 106390 SH SOLE 106390
PACCAR INC COM 693718108 887 19125 SH SOLE 19125
PACIFIC ENTERPRISES COM 694232109 777 30900 SH SOLE 30900
PACIFIC GAS & ELEC CO COM 694308107 5597 186444 SH SOLE 186444
PACIFIC TELESIS GROUP COM 694890104 6041 197490 SH SOLE 197490
PACIFICARE HEALTH SYS INC CL A 695110106 524 8000 SH SOLE 8000
PACIFICORP COM 695114108 2126 111670 SH SOLE 111670
PAGING NETWORK INC COM 695542100 1555 39400 SH SOLE 39400
PAINE WEBBER GROUP INC COM 695629105 984 49150 SH SOLE 49150
PALL CORP COM 696429307 1812 77410 SH SOLE 77410
PANHANDLE EASTN CORP COM 698462108 1895 69500 SH SOLE 69500
PARAMETRIC TECHNOLOGY CORP COM 699173100 2538 41000 SH SOLE 41000
PARKER HANNIFIN CORP COM 701094104 1800 48250 SH SOLE 48250
PENNEY J C INC COM 708160106 4048 82414 SH SOLE 82414
PENNZOIL CO COM 709903108 1041 23900 SH SOLE 23900
PEOPLES ENERGY CORP COM 711030106 635 22900 SH SOLE 22900
PEP BOYS MANNY MOE & JACK COM 713278109 1016 38200 SH SOLE 38200
PEPSICO INC COM 713448108 18181 354609 SH SOLE 354609
PERKIN ELMER CORP COM 714041100 1128 31599 SH SOLE 31599
PERRIGO CO COM 714290103 412 33200 SH SOLE 33200
PFIZER INC COM 717081103 15715 287752 SH SOLE 287752
PHELPS DODGE CORP COM 717265102 1991 31800 SH SOLE 31800
PHILIP MORRIS COS INC COM 718154107 30607 365025 SH SOLE 365025
PHILLIPS PETE CO COM 718507106 2645 81757 SH SOLE 81757
PHYSICIAN CORP AMER COM 71940P108 376 23900 SH SOLE 23900
PINNACLE WEST CAP CORP COM 723484101 1517 57114 SH SOLE 57114
PIONEER HI BRED INTL INC COM 723686101 1828 39600 SH SOLE 39600
PITNEY BOWES INC COM 724479100 2693 63918 SH SOLE 63918
<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
POLAROID CORP COM 731095105 695 17295 SH SOLE 17295
PORTLAND GEN CORP COM 736506106 1095 42734 SH SOLE 42734
POTLATCH CORP COM 737628107 617 15000 SH SOLE 15000
POTOMAC ELEC PWR CO COM 737679100 1152 47200 SH SOLE 47200
PRAXAIR INC COM 74005P104 2069 77300 SH SOLE 77300
PREMARK INTL INC COM 740459102 1505 29500 SH SOLE 29500
PRICE/COSTCO INC COM 74143W102 1705 98961 SH SOLE 98961
PRICE T ROWE & ASSOCIATES COM 741477103 907 17705 SH SOLE 17705
PROCTER & GAMBLE CO COM 742718109 23196 298734 SH SOLE 298734
PROGRESSIVE CORP OHIO COM 743315103 1648 37200 SH SOLE 37200
PROMUS HOTEL CORP COM 74342H104 625 27446 SH SOLE 27446
PROVIDIAN CORP COM 744061102 2476 59532 SH SOLE 59532
PUBLIC SERVICE CO COLO COM 744448101 1623 47412 SH SOLE 47412
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2308 77500 SH SOLE 77500
QUAKER OATS CO COM 747402105 1802 53900 SH SOLE 53900
QUALCOMM INC COM 747525103 1364 30400 SH SOLE 30400
QUESTAR CORP COM 748356102 673 21200 SH SOLE 21200
RJR NABISCO HOLDINGS CORP COM NEW 74960K876 4255 130996 SH SOLE 130996
RPM INC OHIO COM 749685103 457 23000 SH SOLE 23000
RALSTON PURINA CO COM RAL-PUR GP 751277302 2808 48175 SH SOLE 48175
RAYCHEM CORP DEL COM 754603108 1133 25200 SH SOLE 25200
RAYTHEON CO COM 755111101 5266 61681 SH SOLE 61681
READERS DIGEST ASSN INC CL A NON VTG 755267101 1870 39400 SH SOLE 39400
READERS DIGEST ASSN INC CL B 755267200 696 16100 SH SOLE 16100
REEBOK INTL LTD COM 758110100 1194 34700 SH SOLE 34700
REGIONS FINL CORP COM 758940100 727 17900 SH SOLE 17900
RELIASTAR FINL CORP COM 75952U103 836 20588 SH SOLE 20588
REPUBLIC N Y CORP COM 760719104 1367 23100 SH SOLE 23100
REYNOLDS METALS CO COM 761763101 1605 28424 SH SOLE 28424
RHONE POULENC RORER INC COM 76242T104 749 16200 SH SOLE 16200
RITE AID CORP COM 767754104 1226 43800 SH SOLE 43800
ROADWAY SVCS INC COM 769748104 554 11300 SH SOLE 11300
ROCKWELL INTL CORP COM 774347108 3625 77067 SH SOLE 77067
ROHM & HAAS CO COM 775371107 1363 22900 SH SOLE 22900
ROUSE CO COM 779273101 935 42900 SH SOLE 42900
RUBBERMAID INC COM 781088109 2111 77062 SH SOLE 77062
RUSSELL CORP COM 782352108 564 22300 SH SOLE 22300
RYDER SYS INC COM 783549108 800 31791 SH SOLE 31791
SBC COMMUNICATIONS INC COM 78387G103 14766 268260 SH SOLE 268260
SCECORP COM 783882103 3602 203400 SH SOLE 203400
SPDR TR UNIT SER 1 78462F103 1188 20200 SH SOLE 20200
SAFECO CORP COM 786429100 1892 28700 SH SOLE 28700
SAFETY KLEEN CORP COM 786484105 824 55800 SH SOLE 55800
ST JUDE MED INC COM 790849103 2107 33600 SH SOLE 33600
ST PAUL COS INC COM 792860108 2235 38471 SH SOLE 38471
SALOMON INC COM 79549B107 1891 49454 SH SOLE 49454
SAN DIEGO GAS & ELEC CO COM 797440104 901 38700 SH SOLE 38700
SANTA FE PACIFIC GOLD CORP COM 802176107 570 45140 SH SOLE 45140
SARA LEE CORP COM 803111103 6688 224653 SH SOLE 224653
SCANA CORP COM 805898103 921 38300 SH SOLE 38300
<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
SCHERING PLOUGH CORP COM 806605101 8885 171544 SH SOLE 171544
SCHULMAN A INC COM 808194104 429 17150 SH SOLE 17150
SCIENTIFIC ATLANTA INC COM 808655104 808 50600 SH SOLE 50600
SCOTT PAPER CO COM 809877103 3796 77499 SH SOLE 77499
SEAGATE TECHNOLOGY COM 811804103 1697 39600 SH SOLE 39600
SEARS ROEBUCK & CO COM 812387108 5702 155258 SH SOLE 155258
SENSORMATIC ELECTRS CORP COM 817265101 829 36100 SH SOLE 36100
SERVICE CORP INTL COM 817565104 1825 46500 SH SOLE 46500
SHAW INDS INC COM 820286102 978 67800 SH SOLE 67800
SHAWMUT NATL CORP COM 820484103 1951 57600 SH SOLE 57600
SHERWIN WILLIAMS CO COM 824348106 1760 49958 SH SOLE 49958
SIGMA ALDRICH CORP COM 826552101 1420 29280 SH SOLE 29280
SIGNET BKG CORP COM 826681108 965 36914 SH SOLE 36914
SILICON GRAPHICS INC COM 827056102 2627 77262 SH SOLE 77262
SNAP ON INC COM 833034101 789 20300 SH SOLE 20300
SONAT INC COM 835415100 1409 44319 SH SOLE 44319
SONOCO PRODS CO COM 835495102 1269 46065 SH SOLE 46065
SOUTHERN CO COM 842587107 6317 267170 SH SOLE 267170
SOUTHERN NEW ENGLAND TELECOM COM 843485103 1470 41400 SH SOLE 41400
SOUTHERN PAC RAIL CORP COM 843584103 263 10828 SH SOLE 10828
SOUTHTRUST CORP COM 844730101 1281 51000 SH SOLE 51000
SOUTHWEST AIRLS CO COM 844741108 1850 75600 SH SOLE 75600
SOUTHWESTERN PUB SVC CO COM 845743103 1533 46800 SH SOLE 46800
SPRINT CORP COM 852061100 5663 159717 SH SOLE 159717
STANDARD FED BANCORPORATION COM 853386100 721 18481 SH SOLE 18481
STANLEY WKS COM 854616109 767 17439 SH SOLE 17439
STAPLES INC COM 855030102 1826 64525 SH SOLE 64525
STAR BANC CORP COM 855083101 1038 19400 SH SOLE 19400
STATE ST BOSTON CORP COM 857473102 1624 40125 SH SOLE 40125
STONE CONTAINER CORP COM 861589109 755 40500 SH SOLE 40500
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 581 23700 SH SOLE 23700
STRYKER CORP COM 863667101 1397 29800 SH SOLE 29800
STUDENT LOAN MARKETING ASSN COM NEW VTG 863871505 2445 44900 SH SOLE 44900
SUN INC COM 866762107 1112 42700 SH SOLE 42700
SUN MICROSYSTEMS INC COM 866810104 3590 55864 SH SOLE 55864
SUNBEAM CORP COM 867071102 670 45401 SH SOLE 45401
SUNDSTRAND CORP COM 867323107 1360 21100 SH SOLE 21100
SUNTRUST BKS INC COM 867914103 4099 61890 SH SOLE 61890
SUPERIOR INDS INTL INC COM 868168105 524 19400 SH SOLE 19400
SUPERVALU INC COM 868536103 936 31600 SH SOLE 31600
SYBASE INC COM 871130100 1383 42400 SH SOLE 42400
SYSCO CORP COM 871829107 2401 86190 SH SOLE 86190
TECO ENERGY INC COM 872375100 1407 59400 SH SOLE 59400
TIG HLDGS INC COM 872469101 785 29217 SH SOLE 29217
TJX COS INC NEW COM 872540109 424 34006 SH SOLE 34006
TRW INC COM 872649108 2214 30126 SH SOLE 30126
TAMBRANDS INC COM 875080103 1150 26072 SH SOLE 26072
TANDEM COMPUTERS INC COM 875370108 761 62700 SH SOLE 62700
TANDY CORP COM 875382103 2292 38400 SH SOLE 38400
TECUMSEH PRODS CO CL B 878895101 550 11800 SH SOLE 11800
<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
TELE COMMUNICATIONS INC NEW COM TCI GRP A 87924V101 5051 286956 SH SOLE 286956
TELE COMMUNICATIONS INC NEW COM LIB GRP A 87924V507 1892 71738 SH SOLE 71738
TELEDYNE INC COM 879335107 922 34000 SH SOLE 34000
TELEPHONE & DATA SYS INC COM 879433100 1057 25000 SH SOLE 25000
TELLABS INC COM 879664100 2136 52100 SH SOLE 52100
TEMPLE INLAND INC COM 879868107 1404 26803 SH SOLE 26803
TENET HEALTHCARE CORP COM 88033G100 2511 143251 SH SOLE 143251
TENNECO INC NEW COM 880370101 3620 78714 SH SOLE 78714
TERADYNE INC COM 880770102 1960 55602 SH SOLE 55602
TEXACO INC COM 881694103 7610 117372 SH SOLE 117372
TEXAS INSTRS INC COM 882508104 6952 88934 SH SOLE 88934
TEXAS UTILS CO COM 882848104 3370 95900 SH SOLE 95900
TEXTRON INC COM 883203101 2306 33874 SH SOLE 33874
THERMO ELECTRON CORP COM 883556102 1648 35875 SH SOLE 35875
THOMAS & BETTS CORP COM 884315102 921 14200 SH SOLE 14200
3COM CORP COM 885535104 4009 86600 SH SOLE 86600
TIDEWATER INC COM 886423102 813 29200 SH SOLE 29200
TIME WARNER INC COM 887315109 5688 144411 SH SOLE 144411
TIMES MIRROR CO NEW COM SER A 887364107 1146 39700 SH SOLE 39700
TIMKEN CO COM 887389104 210 4915 SH SOLE 4915
TORCHMARK CORP COM 891027104 1272 30000 SH SOLE 30000
TOYS R US COM 892335100 2884 108228 SH SOLE 108228
TRANSAMERICA CORP COM 893485102 1899 26831 SH SOLE 26831
TRAVELERS GROUP INC COM 894190107 7797 147969 SH SOLE 147969
TRIBUNE CO NEW COM 896047107 1211 18400 SH SOLE 18400
TRITON ENERGY CORP COM 896750106 1339 27900 SH SOLE 27900
TURNER BROADCASTING SYS INC CL A 900262403 731 26500 SH SOLE 26500
TURNER BROADCASTING SYS INC CL B 900262502 916 33400 SH SOLE 33400
TYCO INTERNATIONAL LTD COM 902120104 1593 25333 SH SOLE 25333
TYSON FOODS INC CL A 902494103 1107 41307 SH SOLE 41307
UAL CORP COM PAR $0.01 902549500 1468 8600 SH SOLE 8600
UJB FINL CORP COM 902760107 1277 39700 SH SOLE 39700
USX MARATHON GROUP COM NEW 902905827 2884 147136 SH SOLE 147136
UST INC COM 902911106 3151 109342 SH SOLE 109342
UNUM CORP COM 903192102 1791 33801 SH SOLE 33801
USF&G CORP COM 903290104 1091 57000 SH SOLE 57000
U S G CORP COM NEW 903293405 964 34200 SH SOLE 34200
USX-U S STL COM 90337T101 1223 39700 SH SOLE 39700
UNIFI INC COM 904677101 1151 47096 SH SOLE 47096
UNICOM CORP COM 904911104 3047 99420 SH SOLE 99420
UNION CAMP CORP COM 905530101 1633 28900 SH SOLE 28900
UNION CARBIDE CORP COM 905581104 2844 71700 SH SOLE 71700
UNION ELEC CO COM 906548102 1401 37100 SH SOLE 37100
UNION PAC CORP COM 907818108 6027 90892 SH SOLE 90892
UNISYS CORP COM 909214108 603 76900 SH SOLE 76900
UNITED HEALTHCARE CORP COM 910581107 3730 76125 SH SOLE 76125
U S BANCORP ORE COM 911596104 1565 54500 SH SOLE 54500
UNITED STATES CELLULAR CORP COM 911684108 975 27000 SH SOLE 27000
U S HEALTHCARE INC COM 911910107 2554 72050 SH SOLE 72050
UNITED STATES SURGICAL CORP COM 912707106 953 36100 SH SOLE 36100
<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
U S WEST INC COM 912889102 7401 157047 SH SOLE 157047
UNITED TECHNOLOGIES CORP COM 913017109 5212 59043 SH SOLE 59043
UNITRIN INC COM 913275103 2196 46700 SH SOLE 46700
UNOCAL CORP COM 915289102 3253 114933 SH SOLE 114933
UPJOHN CO COM 915302103 2983 65902 SH SOLE 65902
V F CORP COM 918204108 1230 24400 SH SOLE 24400
VALERO ENERGY CORP COM 919138107 645 27000 SH SOLE 27000
VALUE HEALTH INC COM 920393105 529 20900 SH SOLE 20900
VANGUARD CELLULAR SYS INC CL A 922022108 1014 39700 SH SOLE 39700
VARIAN ASSOC INC COM 922204102 866 16196 SH SOLE 16196
VARITY CORP COM NEW 92224R602 826 18900 SH SOLE 18900
VIACOM INC CL A 925524100 2628 52800 SH SOLE 52800
VIACOM INC CL B 925524308 3639 73084 SH SOLE 73084
VIKING OFFICE PRODS COM 926913104 932 22000 SH SOLE 22000
VULCAN MATLS CO COM 929160109 1081 20100 SH SOLE 20100
WMX TECHNOLOGIES INC COM 92929Q107 6489 227677 SH SOLE 227677
WACHOVIA CORP COM 929771103 3706 84610 SH SOLE 84610
WAL MART STORES INC COM 931142103 14493 592310 SH SOLE 592310
WALGREEN CO COM 931422109 3627 129520 SH SOLE 129520
WARNER LAMBERT CO COM 934488107 5907 62824 SH SOLE 62824
WASHINGTON FED INC COM 938824109 1040 43170 SH SOLE 43170
WASHINGTON POST CO CL B 939640108 927 3000 SH SOLE 3000
WELLS FARGO & CO DEL COM 949740104 3467 18055 SH SOLE 18055
WENDYS INTL INC COM 950590109 1079 51100 SH SOLE 51100
WESCO FINL CORP COM 950817106 635 4400 SH SOLE 4400
WESTERN ATLAS INC COM 957674104 1050 22200 SH SOLE 22200
WESTERN RES INC COM 959425109 970 29500 SH SOLE 29500
WESTINGHOUSE ELEC CORP COM 960402105 2549 171100 SH SOLE 171100
WESTVACO CORP COM 961548104 1610 38870 SH SOLE 38870
WEYERHAEUSER CO COM 962166104 4221 92161 SH SOLE 92161
WHEELABRATOR TECH INC NEW COM PAR $0.01 962901302 373 25101 SH SOLE 25101
WHIRLPOOL CORP COM 963320106 1644 29000 SH SOLE 29000
WHITMAN CORP COM 96647K102 740 35900 SH SOLE 35900
WILLAMETTE INDS INC COM 969133107 2108 31800 SH SOLE 31800
WILLIAMS COS INC DEL COM 969457100 2405 61200 SH SOLE 61200
WINN DIXIE STORES INC COM 974280109 1376 22800 SH SOLE 22800
WISCONSIN ENERGY CORP COM 976657106 1610 56400 SH SOLE 56400
WITCO CORP COM 977385103 1351 39053 SH SOLE 39053
WOOLWORTH CORP COM 980883102 1180 74800 SH SOLE 74800
WORLDCOM INC GA COM 98155K102 3272 101300 SH SOLE 101300
WORTHINGTON INDS INC COM 981811102 675 36850 SH SOLE 36850
WRIGLEY WM JR CO COM 982526105 2249 44500 SH SOLE 44500
XEROX CORP COM 984121103 6498 48330 SH SOLE 48330
XTRA CORP COM 984138107 250 5637 SH SOLE 5637
YORK INTL CORP NEW COM 986670107 1177 27700 SH SOLE 27700
REPORT SUMMARY 695 DATA RECORDS 2109426 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
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