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Previous: SANTA FE PACIFIC CORP, SC 13D/A, 1995-02-06 |
Next: CAPITAL GROUP COMPANIES INC, SC 13G/A, 1995-02-06 |
<TABLE>
<C> <C>
<PAGE> PAGE 1
SECURITIES AND EXCHANGE COMMISSION
FORM 13F-E
Report for the Calendar Year or Quarter Ended: 12/31/94
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:
LYNN E. LARKIN GENERAL COUNSEL 617-722-6937
Signature, Place and Date of Signing:
/s/ LYNN E. LARKIN BOSTON MA 01/25/95
<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 675 17100 SH SOLE 17100
A D C TELECOMMUNICATIONS COM 000886101 665 13300 SH SOLE 13300
AFLAC INC COM 001055102 1754 54800 SH SOLE 54800
ALC COMMUNICATIONS CORP COM NEW 001575307 498 16000 SH SOLE 16000
AMR CORP COM 001765106 2284 42900 SH SOLE 42900
AT&T CORP COM 001957109 31899 634800 SH SOLE 634800
ABBOTT LABS COM 002824100 11663 357500 SH SOLE 357500
ADOBE SYS INC COM 00724F101 785 26400 SH SOLE 26400
ADVANCED MICRO DEVICES INC COM 007903107 1109 44600 SH SOLE 44600
ADVANTA CORP CL A 007942105 483 18400 SH SOLE 18400
AETNA LIFE & CAS CO COM 008140105 2041 43300 SH SOLE 43300
AHMANSON H F & CO COM 008677106 884 54800 SH SOLE 54800
AIR PRODS & CHEMS INC COM 009158106 2508 56200 SH SOLE 56200
AIRTOUCH COMMUNICATIONS INC COM 00949T100 5732 196796 SH SOLE 196796
ALBERTSONS INC COM 013104104 2793 96300 SH SOLE 96300
ALCO STD CORP COM 013788104 1092 17400 SH SOLE 17400
ALEXANDER & BALDWIN INC COM 014482103 768 34500 SH SOLE 34500
ALLEGHENY PWR SYS INC COM 017411109 1040 47800 SH SOLE 47800
ALLERGAN INC COM 018490102 955 33800 SH SOLE 33800
ALLIEDSIGNAL INC COM 019512102 4328 127300 SH SOLE 127300
ALLMERICA PPTY & CAS COS INC COM 01975T105 943 55900 SH SOLE 55900
ALLSTATE CORP COM 020002101 656 27600 SH SOLE 27600
ALLTEL CORP COM 020039103 2967 98500 SH SOLE 98500
ALUMAX INC COM 022197107 997 35150 SH SOLE 35150
ALUMINUM CO AMER COM 022249106 2426 28000 SH SOLE 28000
ALZA CORP DEL COM 022615108 733 40700 SH SOLE 40700
AMBAC INC COM 023139108 898 24100 SH SOLE 24100
AMERADA HESS CORP COM 023551104 1884 41300 SH SOLE 41300
AMERICAN BRANDS INC COM 024703100 2531 67500 SH SOLE 67500
AMERICAN ELEC PWR INC COM 025537101 2301 70000 SH SOLE 70000
AMERICAN EXPRESS CO COM 025816109 6236 211400 SH SOLE 211400
AMERICAN GENERAL CORP COM 026351106 3102 109800 SH SOLE 109800
AMERICAN GREETINGS CORP CL A 026375105 770 28500 SH SOLE 28500
AMERICAN HOME PRODS CORP COM 026609107 8013 127700 SH SOLE 127700
AMERICAN INTL GROUP INC COM 026874107 10996 112200 SH SOLE 112200
AMERICAN MED HLDGS INC COM 027428101 721 29900 SH SOLE 29900
AMERICAN NATL INS CO COM 028591105 442 9400 SH SOLE 9400
AMERICAN PWR CONVERSION CORP COM 029066107 706 43100 SH SOLE 43100
AMERICAN PREMIER UNDERWRITERS COM 029092103 567 21900 SH SOLE 21900
AMERICAN RE CORP COM 029163102 684 21200 SH SOLE 21200
AMERICAN STORES CO NEW COM 030096101 1881 70000 SH SOLE 70000
AMERITECH CORP NEW COM 030954101 9617 238200 SH SOLE 238200
AMGEN INC COM 031162100 3676 62300 SH SOLE 62300
AMP INC COM 031897101 3732 51300 SH SOLE 51300
AMOCO CORP COM 031905102 12647 213900 SH SOLE 213900
AMSOUTH BANCORPORATION COM 032165102 744 28900 SH SOLE 28900
ANADARKO PETE CORP COM 032511107 1009 26200 SH SOLE 26200
ANALOG DEVICES INC COM 032654105 762 21700 SH SOLE 21700
ANHEUSER BUSCH COS INC COM 035229103 5372 105600 SH SOLE 105600
AON CORP COM 037389103 869 27150 SH SOLE 27150
<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 900 36000 SH SOLE 36000
APPLE COMPUTER INC COM 037833100 2168 55600 SH SOLE 55600
APPLIED MATLS INC COM 038222105 1766 41800 SH SOLE 41800
ARCHER DANIELS MIDLAND CO COM 039483102 4883 236745 SH SOLE 236745
ARGONAUT GROUP INC COM 040157109 1017 36000 SH SOLE 36000
ARMSTRONG WORLD INDS INC COM 042476101 901 23400 SH SOLE 23400
ASHLAND OIL INC COM 044540102 1221 35400 SH SOLE 35400
ATLANTA GAS LT CO COM 047753108 408 13600 SH SOLE 13600
ATLANTIC RICHFIELD CO COM 048825103 7000 68800 SH SOLE 68800
AUTODESK INC COM 052769106 1022 25800 SH SOLE 25800
AUTOMATIC DATA PROCESSING INC COM 053015103 4136 70700 SH SOLE 70700
AUTOZONE INC COM 053332102 1809 74600 SH SOLE 74600
AVERY DENNISON CORP COM 053611109 760 21400 SH SOLE 21400
AVNET INC COM 053807103 474 12800 SH SOLE 12800
AVON PRODS INC COM 054303102 2145 35900 SH SOLE 35900
BMC SOFTWARE INC COM 055921100 552 9700 SH SOLE 9700
BAKER HUGHES INC COM 057224107 971 53200 SH SOLE 53200
BALTIMORE GAS & ELEC CO COM 059165100 956 43200 SH SOLE 43200
BANC ONE CORP COM 059438101 3927 154745 SH SOLE 154745
BANCORP HAWAII INC COM 059685107 493 19350 SH SOLE 19350
BANK OF BOSTON CORP COM 060716107 1503 58100 SH SOLE 58100
BANK NEW YORK INC COM 064057102 1786 61600 SH SOLE 61600
BANKAMERICA CORP COM 066050105 7210 182537 SH SOLE 182537
BANKERS TRUST N Y CORP COM 066365107 2071 37400 SH SOLE 37400
BANPONCE CORP NEW COM 066704107 959 34100 SH SOLE 34100
BARD C R INC COM 067383109 564 20900 SH SOLE 20900
BARNETT BKS INC COM 068055102 1305 33900 SH SOLE 33900
BAUSCH & LOMB INC COM 071707103 1189 35100 SH SOLE 35100
BAXTER INTL INC COM 071813109 2831 100200 SH SOLE 100200
BEAR STEARNS COS INC COM 073902108 990 64365 SH SOLE 64365
BECTON DICKINSON & CO COM 075887109 1325 27600 SH SOLE 27600
BELL ATLANTIC CORP COM 077853109 9022 181356 SH SOLE 181356
BELLSOUTH CORP COM 079860102 11453 211600 SH SOLE 211600
BELO A H CORP DEL COM SER A 080555105 1051 18600 SH SOLE 18600
BENEFICIAL CORP COM 081721102 897 23000 SH SOLE 23000
BETHLEHEM STL CORP COM 087509105 797 44300 SH SOLE 44300
BETZ LABS INC COM 087779104 553 12500 SH SOLE 12500
BIOGEN INC COM 090597105 693 16600 SH SOLE 16600
BIOMET INC COM 090613100 1105 78900 SH SOLE 78900
BLACK & DECKER CORP COM 091797100 1100 46300 SH SOLE 46300
BLOCK H & R INC COM 093671105 1570 42300 SH SOLE 42300
BOATMENS BANCSHARES INC COM 096650106 1025 37800 SH SOLE 37800
BOB EVANS FARMS INC COM 096761101 771 37600 SH SOLE 37600
BOEING CO COM 097023105 6994 148800 SH SOLE 148800
BORDEN INC COM 099599102 643 52500 SH SOLE 52500
BOSTON EDISON CO COM 100599109 1831 76300 SH SOLE 76300
BRINKER INTL INC COM 109641100 907 50025 SH SOLE 50025
BRISTOL MYERS SQUIBB CO COM 110122108 12287 212300 SH SOLE 212300
BROWN FORMAN CORP CL B 115637209 1098 36000 SH SOLE 36000
BROWNING FERRIS INDS INC COM 115885105 2069 72900 SH SOLE 72900
<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
BRUNSWICK CORP COM 117043109 1044 55300 SH SOLE 55300
BURLINGTON NORTHN INC COM 121897102 1554 32300 SH SOLE 32300
BURLINGTON RES INC COM 122014103 2177 62200 SH SOLE 62200
CBI INDS INC COM 124800103 500 19500 SH SOLE 19500
CBS INC COM 124845108 761 13780 SH SOLE 13780
CIGNA CORP COM 125509109 1591 25000 SH SOLE 25000
CMS ENERGY CORP COM 125896100 1496 65400 SH SOLE 65400
CPC INTL INC COM 126149103 3349 62900 SH SOLE 62900
CSX CORP COM 126408103 3300 47400 SH SOLE 47400
CUC INTL INC COM 126545102 1832 55100 SH SOLE 55100
CABLETRON SYS INC COM 126920107 1337 28750 SH SOLE 28750
CAESARS WORLD INC COM 127695104 748 11200 SH SOLE 11200
CALLAWAY GOLF CO COM 131193104 659 19900 SH SOLE 19900
CAMPBELL SOUP CO COM 134429109 2816 64000 SH SOLE 64000
CAPITAL CITIES ABC INC COM 139859102 4902 57500 SH SOLE 57500
CARDINAL HEALTH INC COM 14149Y108 510 11000 SH SOLE 11000
CAREMARK INTL INC COM 141704106 724 42300 SH SOLE 42300
CAROLINA PWR & LT CO COM 144141108 1571 59000 SH SOLE 59000
CATERPILLAR INC DEL COM 149123101 5083 92200 SH SOLE 92200
CENTERIOR ENERGY CORP COM 151883105 1152 129800 SH SOLE 129800
CENTRAL & SOUTH WEST CORP COM 152357109 1520 67200 SH SOLE 67200
CENTURY TEL ENTERPRISES INC COM 156686107 997 33800 SH SOLE 33800
CHAMPION INTL CORP COM 158525105 934 25600 SH SOLE 25600
CHARMING SHOPPES INC COM 161133103 351 53000 SH SOLE 53000
CHASE MANHATTAN CORP COM 161610100 3042 88500 SH SOLE 88500
CHEMICAL BKG CORP COM 163722101 4129 115100 SH SOLE 115100
CHEVRON CORPORATION COM 166751107 11968 268200 SH SOLE 268200
CHICAGO & NORTH WESTN TRANS CO COM 167155100 727 37300 SH SOLE 37300
CHIRON CORP COM 170040109 1511 18800 SH SOLE 18800
CHRYSLER CORP COM 171196108 7556 154200 SH SOLE 154200
CHUBB CORP COM 171232101 2375 30700 SH SOLE 30700
CINCINNATI BELL INC COM 171870108 519 30500 SH SOLE 30500
CINCINNATI FINL CORP COM 172062101 984 19100 SH SOLE 19100
CIRCUIT CITY STORE INC COM 172737108 1130 50800 SH SOLE 50800
CISCO SYS INC COM 17275R102 4250 121000 SH SOLE 121000
CIRCUS CIRCUS ENTERPRISES INC COM 172909103 1123 48550 SH SOLE 48550
CITICORP COM 173034109 6922 167300 SH SOLE 167300
CLOROX CO DEL COM 189054109 1331 22600 SH SOLE 22600
COASTAL CORP COM 190441105 994 38600 SH SOLE 38600
COCA COLA CO COM 191216100 28387 551200 SH SOLE 551200
COCA COLA ENTERPRISES INC COM 191219104 1156 64200 SH SOLE 64200
COLGATE PALMOLIVE CO COM 194162103 3334 52600 SH SOLE 52600
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 4317 118270 SH SOLE 118270
COMCAST CORP CL A 200300101 1610 104700 SH SOLE 104700
COMCAST CORP CL A SPL 200300200 441 28100 SH SOLE 28100
COMERICA INC COM 200340107 1380 56600 SH SOLE 56600
COMPAQ COMPUTER CORP COM 204493100 4527 114600 SH SOLE 114600
COMPUTER ASSOC INTL INC COM 204912109 2915 60100 SH SOLE 60100
COMPUTER SCIENCES CORP COM 205363104 1423 27900 SH SOLE 27900
COMPUWARE CORP COM 205638109 626 17400 SH SOLE 17400
<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
CONAGRA INC COM 205887102 3544 113400 SH SOLE 113400
CONRAIL INC COM 208368100 1454 28800 SH SOLE 28800
CONSECO INC COM 208464107 705 16300 SH SOLE 16300
CONSOLIDATED EDISON CO N Y INC COM 209111103 2052 79700 SH SOLE 79700
CONSOLIDATED NAT GAS CO COM 209615103 1122 31600 SH SOLE 31600
CONTINENTAL CORP COM 211327101 595 31300 SH SOLE 31300
COOPER INDS INC COM 216669101 1894 55700 SH SOLE 55700
COOPER TIRE & RUBR CO COM 216831107 1094 46300 SH SOLE 46300
CORESTATES FINL CORP COM 218695104 1024 39400 SH SOLE 39400
CORNING INC COM 219350105 2856 95600 SH SOLE 95600
COUNTRYWIDE CR INDS INC DEL COM 222372104 597 46350 SH SOLE 46350
CRACKER BARREL OLD CTRY STR COM 224100107 544 29400 SH SOLE 29400
CRESTAR FINL CORP COM 226091106 847 22500 SH SOLE 22500
CROMPTON & KNOWLES CORP COM 227111101 676 41600 SH SOLE 41600
CROWN CORK & SEAL INC COM 228255105 1487 39400 SH SOLE 39400
CUMMINS ENGINE INC COM 231021106 715 15800 SH SOLE 15800
CYPRUS AMAX MINERALS CO COM 232809103 1224 46850 SH SOLE 46850
DQE COM 23329J104 773 26100 SH SOLE 26100
DPL INC COM 233293109 752 36700 SH SOLE 36700
DSC COMMUNICATIONS CORP COM 233311109 1840 51300 SH SOLE 51300
DANA CORP COM 235811106 1109 47200 SH SOLE 47200
DAYTON HUDSON CORP COM 239753106 1832 25900 SH SOLE 25900
DEAN FOODS CO COM 242361103 467 16100 SH SOLE 16100
DEAN WITTER DISCOVER & CO COM 24240V101 718 21191 SH SOLE 21191
DEERE & CO COM 244199105 2643 39900 SH SOLE 39900
DELTA AIR LINES INC DEL COM 247361108 1071 21200 SH SOLE 21200
DELUXE CORP COM 248019101 786 29800 SH SOLE 29800
DETROIT EDISON CO COM 250847100 1364 52200 SH SOLE 52200
DIAL CORP DEL COM 252470109 697 32800 SH SOLE 32800
DIEBOLD INC COM 253651103 1045 25400 SH SOLE 25400
DIGITAL EQUIP CORP COM 253849103 2570 77300 SH SOLE 77300
DILLARD DEPT STORES INC CL A 254063100 1543 57700 SH SOLE 57700
DISNEY WALT CO DEL COM 254687106 8846 192300 SH SOLE 192300
DR PEPPER/SEVEN-UP COS INC COM NEW 256131301 648 25300 SH SOLE 25300
DOLE FOOD INC COM 256605106 400 17400 SH SOLE 17400
DOMINION RES INC VA COM 257470104 3229 89700 SH SOLE 89700
DONNELLEY R R & SONS CO COM 257867101 1599 54200 SH SOLE 54200
DOVER CORP COM 260003108 1120 21700 SH SOLE 21700
DOW CHEM CO COM 260543103 7902 117500 SH SOLE 117500
DOW JONES & CO INC COM 260561105 419 13500 SH SOLE 13500
DRESSER INDS INC COM 261597108 1655 87700 SH SOLE 87700
DU PONT E I DE NEMOURS & CO COM 263534109 12280 218800 SH SOLE 218800
DUKE POWER CO COM 264399106 2379 62400 SH SOLE 62400
DUN & BRADSTREET CORP COM 264830100 4417 80300 SH SOLE 80300
DURACELL INTL INC COM 26633L103 2646 61000 SH SOLE 61000
EG & G INC COM 268457108 756 53500 SH SOLE 53500
E M C CORP MASS COM 268648102 1516 69000 SH SOLE 69000
E SYS INC COM PAR $1 269157301 895 21500 SH SOLE 21500
EASTMAN CHEM CO COM 277432100 2170 42975 SH SOLE 42975
EASTMAN KODAK CO COM 277461109 6771 141800 SH SOLE 141800
<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
EATON CORP COM 278058102 1921 38800 SH SOLE 38800
ECHLIN INC COM 278749106 1224 40800 SH SOLE 40800
ECOLAB INC COM 278865100 580 27800 SH SOLE 27800
EDWARDS AG INC COM 281760108 585 32500 SH SOLE 32500
EL PASO NAT GAS CO COM NEW 283695872 705 23100 SH SOLE 23100
ELECTRONIC ARTS INC COM 285512109 522 27100 SH SOLE 27100
EMERSON ELEC CO COM 291011104 6506 104300 SH SOLE 104300
ENERGY SVC INC COM NEW 292719408 469 37900 SH SOLE 37900
ENGELHARD CORP COM 292845104 939 42450 SH SOLE 42450
ENRON CORP COM 293561106 2901 95100 SH SOLE 95100
ENTERGY CORP NEW COM 29364G103 1999 91363 SH SOLE 91363
EQUIFAX INC COM 294429105 1332 50500 SH SOLE 50500
EQUITABLE COS INC COM 29444G107 975 53800 SH SOLE 53800
EQUITABLE RES INC COM 294549100 486 17900 SH SOLE 17900
EXXON CORP COM 302290101 32459 534300 SH SOLE 534300
F M C CORP COM NEW 302491303 676 11700 SH SOLE 11700
FPL GROUP INC COM 302571104 2030 57800 SH SOLE 57800
FEDERAL EXPRESS CORP COM 313309106 1398 23200 SH SOLE 23200
FEDERAL HOME LN MTG CORP COM 313400301 3520 69700 SH SOLE 69700
FEDERAL NATL MTG ASSN COM 313586109 8446 115900 SH SOLE 115900
FEDERAL PAPER BRD INC COM 313693103 548 18900 SH SOLE 18900
FERRO CORP COM 315405100 487 20400 SH SOLE 20400
FIFTH THIRD BANCORP COM 316773100 883 18400 SH SOLE 18400
FIRST AMER BK CORP COM 318906104 1074 35800 SH SOLE 35800
FIRST BK SYS INC COM 319279105 1411 42500 SH SOLE 42500
FIRST CHICAGO CORP COM 319455101 2015 42200 SH SOLE 42200
FIRST DATA CORP COM 319963104 2364 49900 SH SOLE 49900
FIRST FID BANCORPORATION NEW COM 320195100 1243 27700 SH SOLE 27700
FIRST FINL MGMT CORP COM 320245103 1972 32000 SH SOLE 32000
FIRST HAWAIIAN INC COM 320506108 1012 42600 SH SOLE 42600
FIRST INTST BANCORP COM 320548100 2543 37600 SH SOLE 37600
FIRST SEC CORP DEL COM 336294103 480 21100 SH SOLE 21100
FIRST UN CORP COM 337358105 3384 81800 SH SOLE 81800
FIRST USA INC COM 33743H105 967 29400 SH SOLE 29400
FIRSTAR CORP COM 33761C103 696 25900 SH SOLE 25900
FLEET FINL GROUP INC NEW COM 338915101 1628 50300 SH SOLE 50300
FLEMING COS INC COM 339130106 730 31400 SH SOLE 31400
FLIGHTSAFETY INTL INC COM 339423105 622 15300 SH SOLE 15300
FLORIDA PROGRESS CORP COM 341109106 1278 42600 SH SOLE 42600
FLUOR CORP COM 343861100 1824 42300 SH SOLE 42300
FOOD LION INC CL B 344775101 531 103600 SH SOLE 103600
FORD MTR CO DEL COM 345370100 12103 434200 SH SOLE 434200
FOREST LABS INC CL A 345838106 1236 26500 SH SOLE 26500
FOSTER WHEELER CORP COM 350244109 494 16600 SH SOLE 16600
FOUNDATION HEALTH CORP COM 350401105 428 13800 SH SOLE 13800
FRANKLIN RES INC COM 354613101 1097 30800 SH SOLE 30800
FREEPORT-MCMORAN COPPER & GOLD CL A 35671D105 568 26718 SH SOLE 26718
FREEPORT MCMORAN INC COM 356714105 1287 72500 SH SOLE 72500
FRUIT OF THE LOOM INC CL A 359416104 950 35200 SH SOLE 35200
FUND AMERN ENTERPRISES HLDGS COM 360768105 896 12400 SH SOLE 12400
<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
GEICO CORP COM 361582109 1264 25800 SH SOLE 25800
GTE CORP COM 362320103 12189 401300 SH SOLE 401300
GANNETT INC COM 364730101 3664 68800 SH SOLE 68800
GAP INC DEL COM 364760108 1382 45300 SH SOLE 45300
GAYLORD ENTMT CO CL A 367901105 678 29800 SH SOLE 29800
GENERAL DYNAMICS CORP COM 369550108 813 18700 SH SOLE 18700
GENERAL ELEC CO COM 369604103 35496 696000 SH SOLE 696000
GENERAL INSTR CORP NEW COM 370121105 1860 62000 SH SOLE 62000
GENERAL MLS INC COM 370334104 4170 73000 SH SOLE 73000
GENERAL MTRS CORP COM 370442105 13615 323200 SH SOLE 323200
GENERAL MTRS CORP CL E 370442402 4271 111300 SH SOLE 111300
GENERAL MTRS CORP CL H 370442501 1503 43100 SH SOLE 43100
GENERAL PUB UTILS CP COM 370550105 1061 40400 SH SOLE 40400
GENERAL RE CORP COM 370563108 4156 33650 SH SOLE 33650
GENERAL SIGNAL CORP COM 370838104 1144 35900 SH SOLE 35900
GENUINE PARTS CO COM 372460105 2552 70900 SH SOLE 70900
GENZYME CORP COM 372917104 639 20300 SH SOLE 20300
GEORGIA GULF CORP COM PAR $0.01 373200203 847 21800 SH SOLE 21800
GEORGIA PAC CORP COM 373298108 2910 40700 SH SOLE 40700
GIANT FOOD INC CL A 374478105 1148 52800 SH SOLE 52800
GILLETTE CO COM 375766102 6641 88700 SH SOLE 88700
GLENAYRE TECHNOLOGIES INC COM 377899109 560 9700 SH SOLE 9700
GOLDEN WEST FINL CORP DEL COM 381317106 1058 30000 SH SOLE 30000
GOODRICH B F CO COM 382388106 1002 23100 SH SOLE 23100
GOODYEAR TIRE & RUBR CO COM 382550101 2401 71400 SH SOLE 71400
GRACE W R & CO COM 383883105 1371 35500 SH SOLE 35500
GRAINGER W W INC COM 384802104 889 15400 SH SOLE 15400
GREAT LAKES CHEM CORP COM 390568103 1476 25900 SH SOLE 25900
GREAT WESTN FINL CORP COM 391442100 757 47300 SH SOLE 47300
GREEN TREE FINL CORP COM 393505102 1312 43200 SH SOLE 43200
HBO & CO COM 404100109 584 17000 SH SOLE 17000
HALLIBURTON CO COM 406216101 1378 41600 SH SOLE 41600
HARCOURT GEN INC COM 41163G101 1318 37400 SH SOLE 37400
HARLEY DAVIDSON INC COM 412822108 1002 35800 SH SOLE 35800
HARRIS CORP DEL COM 413875105 808 19000 SH SOLE 19000
HARSCO CORP COM 415864107 556 13600 SH SOLE 13600
HARTFORD STEAM BOILER INSP&INS COM 416704104 435 10900 SH SOLE 10900
HASBRO INC COM 418056107 1491 51200 SH SOLE 51200
HEALTH MGMT ASSOC INC NEW CL A 421933102 428 17100 SH SOLE 17100
HEALTHTRUST INC - THE HOSP CO COM 42221H107 1232 38800 SH SOLE 38800
HEILIG MEYERS CO COM 422893107 497 20000 SH SOLE 20000
HEINZ H J CO COM 423074103 3039 82700 SH SOLE 82700
HERCULES INC COM 427056106 2527 21900 SH SOLE 21900
HERSHEY FOODS CORP COM 427866108 900 18600 SH SOLE 18600
HEWLETT PACKARD CO COM 428236103 8489 85000 SH SOLE 85000
HILTON HOTELS CORP COM 432848109 1346 19800 SH SOLE 19800
HOME DEPOT INC COM 437076102 9172 199400 SH SOLE 199400
HOMESTAKE MNG CO COM 437614100 1236 72200 SH SOLE 72200
HONEYWELL INC COM 438506107 2466 78300 SH SOLE 78300
HOSPITALITY FRANCHISE SYS INC COM 440912103 604 22800 SH SOLE 22800
<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
HOST MARRIOTT CORP COM 441078102 691 71800 SH SOLE 71800
HOUSEHOLD INTL INC COM 441815107 1285 34600 SH SOLE 34600
HOUSTON INDS INC COM 442161105 1436 40300 SH SOLE 40300
HUBBELL INC CL B 443510201 687 12900 SH SOLE 12900
HUMANA INC COM 444859102 1821 80500 SH SOLE 80500
HUNTINGTON BANCSHARES INC COM 446150104 1581 91625 SH SOLE 91625
IBP INC COM 449223106 796 26300 SH SOLE 26300
ITT CORP COM 450679105 3412 38500 SH SOLE 38500
ILLINOIS CENT CORP COM SER A 451841100 962 31300 SH SOLE 31300
ILLINOIS TOOL WKS INC COM 452308109 2450 56000 SH SOLE 56000
ILLINOVA CORP COM 452317100 1064 48700 SH SOLE 48700
INFINITY BROADCASTING CORP CL A 456626100 674 21400 SH SOLE 21400
INFORMIX CORP COM 456779107 1079 33600 SH SOLE 33600
INGERSOLL RAND CO COM 456866102 1389 44100 SH SOLE 44100
INTEGRA FINL CORP COM 458104106 572 13900 SH SOLE 13900
INTEL CORP COM 458140100 11651 182400 SH SOLE 182400
INTERNATIONAL BUSINESS MACHS COM 459200101 18507 251800 SH SOLE 251800
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 1832 39600 SH SOLE 39600
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1013 64300 SH SOLE 64300
INTL PAPER CO COM 460146103 4025 53400 SH SOLE 53400
INTERPUBLIC GROUP COS INC COM 460690100 1651 51400 SH SOLE 51400
IPALCO ENTERPRISES INC COM 462613100 1641 54700 SH SOLE 54700
IVAX CORP COM 465823102 521 27400 SH SOLE 27400
JAMES RIV CORP VA COM 470349101 887 43800 SH SOLE 43800
JEFFERSON PILOT CORP COM 475070108 1152 22200 SH SOLE 22200
JOHN ALDEN FINL CORP COM 477838106 411 14300 SH SOLE 14300
JOHNSON & JOHNSON COM 478160104 15106 275900 SH SOLE 275900
JOHNSON CTLS INC COM 478366107 1019 20800 SH SOLE 20800
K MART CORP COM 482584109 1911 147000 SH SOLE 147000
KANSAS CITY PWR & LT CO COM 485134100 1809 77400 SH SOLE 77400
KANSAS CITY SOUTHN INDS INC COM 485170104 735 23800 SH SOLE 23800
KELLOGG CO COM 487836108 3255 56000 SH SOLE 56000
KELLY SVCS INC CL A 488152208 668 24300 SH SOLE 24300
KEMPER CORP COM 488396102 750 19800 SH SOLE 19800
KERR MCGEE CORP COM 492386107 1508 32600 SH SOLE 32600
KEYCORP NEW COM 493267108 1716 68639 SH SOLE 68639
KIMBERLY CLARK CORP COM 494368103 3562 70700 SH SOLE 70700
KING WORLD PRODTNS INC COM 495667107 514 14900 SH SOLE 14900
KNIGHT RIDDER INC COM 499040103 1131 22400 SH SOLE 22400
KOHLS CORP COM 500255104 553 13900 SH SOLE 13900
KROGER CO COM 501044101 1392 57700 SH SOLE 57700
LSI LOGIC CORP COM 502161102 925 22900 SH SOLE 22900
LEGGETT & PLATT INC COM 524660107 959 27400 SH SOLE 27400
LEHMAN BROS HLDGS INC COM 524908100 624 42280 SH SOLE 42280
LILLY ELI & CO COM 532457108 6971 106223 SH SOLE 106223
LIMITED INC COM 532716107 2151 118700 SH SOLE 118700
LIN BROADCASTING CORP COM 532763109 1388 10400 SH SOLE 10400
LINCOLN NATL CORP IND COM 534187109 1855 53000 SH SOLE 53000
LINEAR TECHNOLOGY CORP COM 535678106 876 17700 SH SOLE 17700
LITTON INDS INC COM 538021106 925 25000 SH SOLE 25000
<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
LIZ CLAIBORNE INC COM 539320101 777 45700 SH SOLE 45700
LOCKHEED CORP DEL COM 539821108 1264 17400 SH SOLE 17400
LOCTITE CORP DEL COM 540137106 795 17100 SH SOLE 17100
LOEWS CORP COM 540424108 1703 19600 SH SOLE 19600
LONG ISLAND LTG CO COM 542671102 598 38900 SH SOLE 38900
LONGVIEW FIBRE CO COM 543213102 592 37000 SH SOLE 37000
LORAL CORP COM 543859102 1257 33200 SH SOLE 33200
LOTUS DEV CORP COM 545700106 808 19700 SH SOLE 19700
LOUISIANA LD & EXPL CO COM 546268103 633 17400 SH SOLE 17400
LOUISIANA PAC CORP COM 546347105 1373 50400 SH SOLE 50400
LOWES COS INC COM 548661107 2151 61900 SH SOLE 61900
LUBRIZOL CORP COM 549271104 1358 40100 SH SOLE 40100
LYONDELL PETROCHEMICAL CO COM 552078107 642 24800 SH SOLE 24800
MBIA INC COM 55262C100 926 16500 SH SOLE 16500
MBNA CORP COM 55262L100 1677 71750 SH SOLE 71750
MCI COMMUNICATIONS CORP COM 552673105 4425 240800 SH SOLE 240800
MGIC INVT CORP WIS COM 552848103 848 25600 SH SOLE 25600
MALLINCKRODT GROUP INC COM 561226101 783 26200 SH SOLE 26200
MANPOWER INC COM 56418H100 1460 51900 SH SOLE 51900
MAPCO INC COM 565097102 1040 20300 SH SOLE 20300
MARION MERRELL DOW INC COM 569790108 599 29400 SH SOLE 29400
MARSH & MCLENNAN COS INC COM 571748102 1847 23300 SH SOLE 23300
MARSHALL & ILSLEY CORP COM 571834100 1245 65500 SH SOLE 65500
MARRIOTT INTL INC COM 571900109 1502 53400 SH SOLE 53400
MARTIN MARIETTA CORP NEW COM 572900108 2201 49600 SH SOLE 49600
MASCO CORP COM 574599106 1477 65300 SH SOLE 65300
MATTEL INC COM 577081102 1920 76400 SH SOLE 76400
MAY DEPT STORES CO COM 577778103 3875 114800 SH SOLE 114800
MAYTAG CORP COM 578592107 1023 68200 SH SOLE 68200
MCCORMICK & CO INC COM NON VTG 579780206 865 47400 SH SOLE 47400
MCDONALDS CORP COM 580135101 9606 328400 SH SOLE 328400
MCDONNELL DOUGLAS CORP COM 580169100 1491 10500 SH SOLE 10500
MCGRAW HILL INC COM 580645109 2046 30600 SH SOLE 30600
MEAD CORP COM 582834107 924 19000 SH SOLE 19000
MEDTRONIC INC COM 585055106 3315 59600 SH SOLE 59600
MELLON BK CORP COM 585509102 2698 88110 SH SOLE 88110
MELVILLE CORP COM 585745102 1176 38100 SH SOLE 38100
MERCANTILE BANKSHARES CORP COM 587405101 805 41000 SH SOLE 41000
MERCANTILE STORES INC COM 587533100 561 14200 SH SOLE 14200
MERCK & CO INC COM 589331107 20302 532500 SH SOLE 532500
MERCURY FIN CO COM 589395102 420 32300 SH SOLE 32300
MERIDIAN BANCORP INC COM 589580109 1273 47800 SH SOLE 47800
MERRILL LYNCH & CO INC COM 590188108 3250 90900 SH SOLE 90900
MICROSOFT CORP COM 594918104 7885 129000 SH SOLE 129000
MICRON TECHNOLOGY INC COM 595112103 1606 36400 SH SOLE 36400
MID ATLANTIC MED SVCS INC COM 59523C107 558 24400 SH SOLE 24400
MIDLANTIC CORP COM 59780E101 519 19600 SH SOLE 19600
MIDWEST RES INC COM 598374106 551 40100 SH SOLE 40100
MILLIPORE CORP COM 601073109 784 16200 SH SOLE 16200
MINNESOTA MNG & MFG CO COM 604059105 9725 182200 SH SOLE 182200
<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
MINNESOTA PWR & LT CO COM 604110106 808 32000 SH SOLE 32000
MIRAGE RESORTS INC COM 60462E104 967 47150 SH SOLE 47150
MOBIL CORP COM 607059102 14980 177800 SH SOLE 177800
MOLEX INC COM 608554101 1622 47000 SH SOLE 47000
MONSANTO CO COM 611662107 3814 54100 SH SOLE 54100
MONTANA POWER CO COM 612085100 605 26300 SH SOLE 26300
MORGAN J P & CO INC COM 616880100 4642 82716 SH SOLE 82716
MORGAN STANLEY GROUP INC COM 617446109 1021 17300 SH SOLE 17300
MORTON INTL INC COM 619331101 2112 74100 SH SOLE 74100
MOTOROLA INC COM 620076109 13937 240300 SH SOLE 240300
MURPHY OIL CORP COM 626717102 833 19600 SH SOLE 19600
MYLAN LABS INC COM 628530107 1239 45900 SH SOLE 45900
NBD BANCORP INC COM 628900102 1788 65300 SH SOLE 65300
NIPSCO INDS INC COM 629140104 869 29200 SH SOLE 29200
NALCO CHEM CO COM 629853102 1062 31700 SH SOLE 31700
NATIONAL CITY CORP COM 635405103 1659 64100 SH SOLE 64100
NATIONAL HEALTH LABS HLDGS INC COM 63633E102 584 44100 SH SOLE 44100
NATIONAL MED ENTERPRISES INC COM 636886103 1209 85600 SH SOLE 85600
NATIONAL SEMICONDUCTOR CORP COM 637640103 1168 59900 SH SOLE 59900
NATIONAL SVC INDS INC COM 637657107 1151 44900 SH SOLE 44900
NATIONSBANK CORP COM 638585109 5411 119902 SH SOLE 119902
NEW ENGLAND ELEC SYS COM 644001109 806 25100 SH SOLE 25100
NEW YORK ST ELEC & GAS CORP COM 649840105 684 36000 SH SOLE 36000
NEW YORK TIMES CO CL A 650111107 1190 53800 SH SOLE 53800
NEWELL CO COM 651192106 1256 59800 SH SOLE 59800
NEWMONT MINING CORP COM 651639106 1412 39215 SH SOLE 39215
NEXTEL COMMUNICATIONS INC CL A 65332V103 528 36700 SH SOLE 36700
NIAGARA MOHAWK PWR CORP COM 653522102 670 47000 SH SOLE 47000
NICOR INC COM 654086107 589 25900 SH SOLE 25900
NIKE INC CL B 654106103 1269 17000 SH SOLE 17000
NOBLE AFFILIATES INC COM 654894104 401 16200 SH SOLE 16200
NORAM ENERGY CORP COM 655419109 566 105300 SH SOLE 105300
NORDSTROM INC COM 655664100 823 19600 SH SOLE 19600
NORFOLK SOUTHERN CORP COM 655844108 3722 61400 SH SOLE 61400
NORTHEAST UTILS COM 664397106 1384 64000 SH SOLE 64000
NORTHN STS PWR CO MINN COM 665772109 1201 27300 SH SOLE 27300
NORTHERN TR CORP COM 665859104 1043 29800 SH SOLE 29800
NORTHROP GRUMMAN CORP COM 666807102 567 13500 SH SOLE 13500
NORWEST CORP COM 669380107 3574 152900 SH SOLE 152900
NOVELL INC COM 670006105 2377 138800 SH SOLE 138800
NUCOR CORP COM 670346105 2414 43600 SH SOLE 43600
NYNEX CORP COM 670768100 6053 164700 SH SOLE 164700
OCCIDENTAL PETE CORP DEL COM 674599105 2757 143200 SH SOLE 143200
OFFICE DEPOT INC COM 676220106 1560 66300 SH SOLE 66300
OGDEN CORP COM 676346109 602 32100 SH SOLE 32100
OHIO CAS CORP COM 677240103 458 16200 SH SOLE 16200
OHIO EDISON CO COM 677347106 2079 112400 SH SOLE 112400
OKLAHOMA GAS & ELEC CO COM 678858101 888 26800 SH SOLE 26800
OLD REP INTL CORP COM 680223104 907 42700 SH SOLE 42700
OLIN CORP COM PAR $1 680665205 664 12900 SH SOLE 12900
<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
ORACLE SYSTEMS CORP COM 68389X105 4170 94500 SH SOLE 94500
ORYX ENERGY COMPANY COM 68763F100 556 46800 SH SOLE 46800
OWENS CORNING FIBERGLAS CORP COM NEW 690734207 727 22800 SH SOLE 22800
OWENS ILL INC COM NEW 690768403 658 59800 SH SOLE 59800
OXFORD HEALTH PLANS INC COM 691471106 689 8700 SH SOLE 8700
PECO ENERGY CO COM 693304107 1602 65400 SH SOLE 65400
PNC BK CORP COM 693475105 2444 115700 SH SOLE 115700
PPG INDS INC COM 693506107 4217 113600 SH SOLE 113600
PACCAR INC COM 693718108 809 18285 SH SOLE 18285
PACIFIC ENTERPRISES COM 694232109 580 27300 SH SOLE 27300
PACIFIC GAS & ELEC CO COM 694308107 4877 200100 SH SOLE 200100
PACIFIC TELESIS GROUP COM 694890104 5361 188096 SH SOLE 188096
PACIFICARE HEALTH SYS INC CL A 695110106 599 9200 SH SOLE 9200
PACIFICORP COM 695114108 2934 161900 SH SOLE 161900
PAGING NETWORK INC COM 695542100 1020 30000 SH SOLE 30000
PAINE WEBBER GROUP INC COM 695629105 692 46100 SH SOLE 46100
PALL CORP COM 696429307 906 48300 SH SOLE 48300
PANHANDLE EASTN CORP COM 698462108 1294 65500 SH SOLE 65500
PARAMETRIC TECHNOLOGY CORP COM 699173100 1232 35700 SH SOLE 35700
PARKER HANNIFIN CORP COM 701094104 1388 30500 SH SOLE 30500
PENNEY J C INC COM 708160106 4222 94600 SH SOLE 94600
PENNSYLVANIA PWR & LT CO COM 709051106 1140 60000 SH SOLE 60000
PENNZOIL CO COM 709903108 1549 35100 SH SOLE 35100
PEOPLES ENERGY CORP COM 711030106 541 20700 SH SOLE 20700
PEP BOYS MANNY MOE & JACK COM 713278109 1138 36700 SH SOLE 36700
PEPSICO INC COM 713448108 12495 344700 SH SOLE 344700
PERKIN ELMER CORP COM 714041100 482 18800 SH SOLE 18800
PERRIGO CO COM 714290103 401 32100 SH SOLE 32100
PET INC NEW COM 715825105 1104 55900 SH SOLE 55900
PFIZER INC COM 717081103 10352 134000 SH SOLE 134000
PHELPS DODGE CORP COM 717265102 2122 34300 SH SOLE 34300
PHILIP MORRIS COS INC COM 718154107 21384 371900 SH SOLE 371900
PHILLIPS PETE CO COM 718507106 2217 67700 SH SOLE 67700
PHYSICIAN CORP AMER COM 71940P108 564 27500 SH SOLE 27500
PINNACLE WEST CAP CORP COM 723484101 746 38000 SH SOLE 38000
PIONEER HI BRED INTL INC COM 723686101 1497 43400 SH SOLE 43400
PITNEY BOWES INC COM 724479100 1949 61400 SH SOLE 61400
POLAROID CORP COM 731095105 520 16000 SH SOLE 16000
POTLATCH CORP COM 737628107 495 13300 SH SOLE 13300
POTOMAC ELEC PWR CO COM 737679100 827 45000 SH SOLE 45000
PRAXAIR INC COM 74005P104 1521 74200 SH SOLE 74200
PREMARK INTL INC COM 740459102 1172 26200 SH SOLE 26200
PRICE/COSTCO INC COM 74143W102 1227 95267 SH SOLE 95267
PRICE CO SUB DB CV 5.5% 741440AB7 2242 2980000 SH SOLE 2980000
PROCTER & GAMBLE CO COM 742718109 18073 291500 SH SOLE 291500
PROGRESSIVE CORP OHIO COM 743315103 1267 36200 SH SOLE 36200
PROMUS COS INC COM 74342A109 1622 52550 SH SOLE 52550
PROVIDIAN CORP COM 744061102 1797 58200 SH SOLE 58200
PUBLIC SERVICE CO COLO COM 744448101 632 21500 SH SOLE 21500
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1927 72700 SH SOLE 72700
<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
QVC INC COM 747262103 720 17100 SH SOLE 17100
QUAKER OATS CO COM 747402105 1544 50200 SH SOLE 50200
QUALCOMM INC COM 747525103 641 26700 SH SOLE 26700
QUESTAR CORP COM 748356102 539 19600 SH SOLE 19600
RJR NABISCO HOLDINGS CORP COM 74960K108 2801 509300 SH SOLE 509300
RPM INC OHIO COM 749685103 497 26500 SH SOLE 26500
RALSTON PURINA CO COM RAL-PUR GP 751277302 2030 45500 SH SOLE 45500
RAYCHEM CORP DEL COM 754603108 648 18200 SH SOLE 18200
RAYTHEON CO COM 755111101 4031 63100 SH SOLE 63100
READERS DIGEST ASSN INC CL A NON VTG 755267101 2589 52700 SH SOLE 52700
READERS DIGEST ASSN INC CL B 755267200 823 18400 SH SOLE 18400
REEBOK INTL LTD COM 758110100 1533 38800 SH SOLE 38800
REGIONS FINL CORP COM 758940100 639 20600 SH SOLE 20600
REPUBLIC N Y CORP COM 760719104 1385 30600 SH SOLE 30600
REYNOLDS METALS CO COM 761763101 1661 33900 SH SOLE 33900
RHONE POULENC RORER INC COM 76242T104 518 14200 SH SOLE 14200
RITE AID CORP COM 767754104 1176 50300 SH SOLE 50300
ROADWAY SVCS INC COM 769748104 885 15600 SH SOLE 15600
ROCHESTER TEL CORP COM 771758109 1158 54800 SH SOLE 54800
ROCKWELL INTL CORP COM 774347108 2667 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 2435 84700 SH SOLE 84700
RUSSELL CORP COM 782352108 646 20600 SH SOLE 20600
RYDER SYS INC COM 783549108 552 25100 SH SOLE 25100
SCECORP COM 783882103 3352 229200 SH SOLE 229200
SAFECO CORP COM 786429100 1404 27000 SH SOLE 27000
SAFETY KLEEN CORP COM 786484105 727 49300 SH SOLE 49300
ST JUDE MED INC COM 790849103 1292 32500 SH SOLE 32500
ST PAUL COS INC COM 792860108 1029 23000 SH SOLE 23000
SALOMON INC COM 79549B107 2044 54500 SH SOLE 54500
SAN DIEGO GAS & ELEC CO COM 797440104 699 36300 SH SOLE 36300
SANTA FE PACIFIC GOLD CORP COM 802176107 612 47040 SH SOLE 47040
SANTA FE PAC CORP COM 802183103 1372 78400 SH SOLE 78400
SARA LEE CORP COM 803111103 5383 213200 SH SOLE 213200
SCANA CORP COM 805898103 927 22000 SH SOLE 22000
SCHERING PLOUGH CORP COM 806605101 6246 84400 SH SOLE 84400
SCHULMAN A INC COM 808194104 543 19750 SH SOLE 19750
SCIENTIFIC ATLANTA INC COM 808655104 626 29800 SH SOLE 29800
SCOTT PAPER CO COM 809877103 2530 36600 SH SOLE 36600
SEAGATE TECHNOLOGY COM 811804103 713 29700 SH SOLE 29700
SEAGULL ENERGY CORP COM 812007102 377 19700 SH SOLE 19700
SEARS ROEBUCK & CO COM 812387108 5709 124100 SH SOLE 124100
SENSORMATIC ELECTRS CORP COM 817265101 1323 36750 SH SOLE 36750
SERVICE CORP INTL COM 817565104 1482 53400 SH SOLE 53400
SHAW INDS INC COM 820286102 962 64700 SH SOLE 64700
SHAWMUT NATL CORP COM 820484103 889 54300 SH SOLE 54300
SHERWIN WILLIAMS CO COM 824348106 1652 49500 SH SOLE 49500
SIGMA ALDRICH CORP COM 826552101 990 30000 SH SOLE 30000
SIGNET BKG CORP COM 826681108 1010 35300 SH SOLE 35300
<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
SILICON GRAPHICS INC COM 827056102 2240 71900 SH SOLE 71900
SNAP ON INC COM 833034101 595 17900 SH SOLE 17900
SONAT INC COM 835415100 927 33100 SH SOLE 33100
SONOCO PRODS CO COM 835495102 888 40600 SH SOLE 40600
SOUTHERN CO COM 842587107 5888 294400 SH SOLE 294400
SOUTHERN NEW ENGLAND TELECOM COM 843485103 1140 35200 SH SOLE 35200
SOUTHTRUST CORP COM 844730101 1231 68400 SH SOLE 68400
SOUTHWEST AIRLS CO COM 844741108 1221 72900 SH SOLE 72900
SOUTHWESTERN BELL CORP COM 845333103 10958 271400 SH SOLE 271400
SOUTHWESTERN PUB SVC CO COM 845743103 1200 45300 SH SOLE 45300
SPRINT CORP COM 852061100 4216 152600 SH SOLE 152600
STANLEY WKS COM 854616109 540 15100 SH SOLE 15100
STAPLES INC COM 855030102 724 29250 SH SOLE 29250
STAR BANC CORP COM 855083101 575 15800 SH SOLE 15800
STATE ST BOSTON CORP COM 857473102 1085 37900 SH SOLE 37900
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 650 22400 SH SOLE 22400
STRATUS COMPUTER INC COM 863155107 623 16400 SH SOLE 16400
STRYKER CORP COM 863667101 1022 27800 SH SOLE 27800
STUDENT LOAN MARKETING ASSN COM NEW VTG 863871505 1326 40800 SH SOLE 40800
SUN INC COM 866762107 834 29000 SH SOLE 29000
SUN MICROSYSTEMS INC COM 866810104 1754 49400 SH SOLE 49400
SUNBEAM-OSTER INC COM 867071102 1038 40300 SH SOLE 40300
SUNDSTRAND CORP COM 867323107 764 16800 SH SOLE 16800
SUNTRUST BKS INC COM 867914103 3070 64300 SH SOLE 64300
SUPERIOR INDS INTL INC COM 868168105 594 22300 SH SOLE 22300
SUPERVALU INC COM 868536103 700 28700 SH SOLE 28700
SYBASE INC COM 871130100 1336 25700 SH SOLE 25700
SYSCO CORP COM 871829107 1797 69800 SH SOLE 69800
TECO ENERGY INC COM 872375100 737 36400 SH SOLE 36400
TJX COS INC NEW COM 872540109 498 31900 SH SOLE 31900
TRW INC COM 872649108 1294 19600 SH SOLE 19600
TAMBRANDS INC COM 875080103 1205 31200 SH SOLE 31200
TANDEM COMPUTERS INC COM 875370108 1106 64600 SH SOLE 64600
TANDY CORP COM 875382103 1830 36600 SH SOLE 36600
TECUMSEH PRODS CO CL B 878895101 514 11300 SH SOLE 11300
TELE COMMUNICATIONS INC NEW CL A 87924V101 5434 249862 SH SOLE 249862
TELEDYNE INC COM 879335107 801 39800 SH SOLE 39800
TELEPHONE & DATA SYS INC COM 879433100 969 21000 SH SOLE 21000
TELLABS INC COM 879664100 1082 19400 SH SOLE 19400
TEMPLE INLAND INC COM 879868107 1566 34700 SH SOLE 34700
TENNECO INC NEW COM 880370101 3247 76400 SH SOLE 76400
TEXACO INC COM 881694103 6742 112600 SH SOLE 112600
TEXAS INSTRS INC COM 882508104 3100 41400 SH SOLE 41400
TEXAS UTILS CO COM 882848104 3578 111800 SH SOLE 111800
TEXTRON INC COM 883203101 1980 39300 SH SOLE 39300
THERMO ELECTRON CORP COM 883556102 942 21000 SH SOLE 21000
THOMAS & BETTS CORP COM 884315102 852 12700 SH SOLE 12700
3COM CORP COM 885535104 1629 31600 SH SOLE 31600
TIDEWATER INC COM 886423102 479 25900 SH SOLE 25900
TIME WARNER INC COM 887315109 6000 170820 SH SOLE 170820
<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
TIMES MIRROR CO DEL CL A 887360105 1142 36400 SH SOLE 36400
TORCHMARK CORP COM 891027104 977 28000 SH SOLE 28000
TOYS R US COM 892335100 3488 113900 SH SOLE 113900
TRANSAMERICA CORP COM 893485102 1194 24000 SH SOLE 24000
TRAVELERS INC COM 894190107 4752 146793 SH SOLE 146793
TRIBUNE CO NEW COM 896047107 909 16600 SH SOLE 16600
TRITON ENERGY CORP COM 896750106 789 23200 SH SOLE 23200
TURNER BROADCASTING SYS INC CL A 900262403 472 28800 SH SOLE 28800
TURNER BROADCASTING SYS INC CL B 900262502 491 30000 SH SOLE 30000
TYCO INTERNATIONAL LTD COM 902120104 869 18300 SH SOLE 18300
TYSON FOODS INC CL A 902494103 1103 51900 SH SOLE 51900
UAL CORP COM PAR $0.01 902549500 398 4550 SH SOLE 4550
UJB FINL CORP COM 902760107 936 38800 SH SOLE 38800
USX MARATHON GROUP COM NEW 902905827 2276 139000 SH SOLE 139000
UST INC COM 902911106 3125 112100 SH SOLE 112100
UNUM CORP COM 903192102 1552 41100 SH SOLE 41100
USF&G CORP COM 903290104 711 52200 SH SOLE 52200
U S G CORP COM NEW 903293405 484 24800 SH SOLE 24800
USX-U S STL COM 90337T101 1356 38200 SH SOLE 38200
UNIFI INC COM 904677101 1186 46500 SH SOLE 46500
UNICOM CORP COM 904911104 2734 113900 SH SOLE 113900
UNION CAMP CORP COM 905530101 1244 26400 SH SOLE 26400
UNION CARBIDE CORP COM 905581104 2209 75200 SH SOLE 75200
UNION ELEC CO COM 906548102 1266 35800 SH SOLE 35800
UNION PAC CORP COM 907818108 4007 88300 SH SOLE 88300
UNISYS CORP COM 909214108 707 82000 SH SOLE 82000
UNITED HEALTHCARE CORP COM 910581107 3461 76700 SH SOLE 76700
U S BANCORP ORE COM 911596104 1217 53800 SH SOLE 53800
UNITED STATES CELLULAR CORP COM 911684108 675 20600 SH SOLE 20600
U S HEALTHCARE INC COM 911910107 2778 67350 SH SOLE 67350
UNITED STATES SURGICAL CORP COM 912707106 448 23600 SH SOLE 23600
U S WEST INC COM 912889102 6380 179100 SH SOLE 179100
UNITED TECHNOLOGIES CORP COM 913017109 3571 56800 SH SOLE 56800
UNITRIN INC COM 913275103 1935 45000 SH SOLE 45000
UNOCAL CORP COM 915289102 2605 95600 SH SOLE 95600
UPJOHN CO COM 915302103 1851 60200 SH SOLE 60200
V F CORP COM 918204108 1114 22900 SH SOLE 22900
VALERO ENERGY CORP COM 919138107 521 30900 SH SOLE 30900
VALUE HEALTH INC COM 920393105 641 17200 SH SOLE 17200
VANGUARD CELLULAR SYS INC CL A 922022108 610 23700 SH SOLE 23700
VARITY CORP COM NEW 92224R602 624 17200 SH SOLE 17200
VIACOM INC CL A 925524100 2207 53012 SH SOLE 53012
VIACOM INC RT CONTING VAL 925524118 113 36837 SH SOLE 36837
VIACOM INC WT B EX 000097 925524126 66 19791 SH SOLE 19791
VIACOM INC WT B EX 000099 925524134 64 11874 SH SOLE 11874
VIACOM INC RT VARIABL COM 925524142 120 106400 SH SOLE 106400
VIACOM INC CL B 925524308 4129 101331 SH SOLE 101331
VIKING OFFICE PRODS COM 926913104 355 11600 SH SOLE 11600
VULCAN MATLS CO COM 929160109 916 18100 SH SOLE 18100
WMX TECHNOLOGIES INC COM 92929Q107 5936 227200 SH SOLE 227200
<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
WACHOVIA CORP COM 929771103 2935 91000 SH SOLE 91000
WAL MART STORES INC COM 931142103 12669 596200 SH SOLE 596200
WALGREEN CO COM 931422109 2002 45900 SH SOLE 45900
WARNER LAMBERT CO COM 934488107 4481 58200 SH SOLE 58200
WASHINGTON FED S&L ASN SEATTLE COM 938828100 642 36950 SH SOLE 36950
WASHINGTON POST CO CL B 939640108 825 3400 SH SOLE 3400
WELLS FARGO & CO DEL COM 949740104 3872 26700 SH SOLE 26700
WENDYS INTL INC COM 950590109 845 58800 SH SOLE 58800
WESCO FINL CORP COM 950817106 691 6000 SH SOLE 6000
WESTERN ATLAS INC COM 957674104 564 15000 SH SOLE 15000
WESTERN RES INC COM 959425109 710 24800 SH SOLE 24800
WESTINGHOUSE ELEC CORP COM 960402105 2025 165300 SH SOLE 165300
WESTVACO CORP COM 961548104 1507 38400 SH SOLE 38400
WEYERHAEUSER CO COM 962166104 3323 88600 SH SOLE 88600
WHIRLPOOL CORP COM 963320106 1342 26700 SH SOLE 26700
WHITMAN CORP COM 96647K102 706 40900 SH SOLE 40900
WILLAMETTE INDS INC COM 969133107 1458 30700 SH SOLE 30700
WILLIAMS COS INC DEL COM 969457100 1447 57600 SH SOLE 57600
WINN DIXIE STORES INC COM 974280109 1079 21000 SH SOLE 21000
WISCONSIN ENERGY CORP COM 976657106 880 34000 SH SOLE 34000
WITCO CORP COM 977385103 912 37000 SH SOLE 37000
WOOLWORTH CORP COM 980883102 1095 73000 SH SOLE 73000
WORTHINGTON INDS INC COM 981811102 689 34450 SH SOLE 34450
WRIGLEY WM JR CO COM 982526105 2079 42100 SH SOLE 42100
XEROX CORP COM 984121103 4435 44800 SH SOLE 44800
YORK INTL CORP NEW COM 986670107 1084 29400 SH SOLE 29400
REPORT SUMMARY 676 DATA RECORDS 1561728 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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