|
|
|
|
|
|
|
|
|
|
|
|
|
|
Previous: NEW IBERIA BANCORP INC, 8-K, 1995-09-01 |
Next: OMI CORP, S-8, 1995-09-01 |
<TABLE>
<C> <C>
<PAGE> PAGE 1
SECURITIES AND EXCHANGE COMMISSION
FORM 13F-E
Report for the Calendar Year or Quarter Ended: 06/30/95 AMENDMENT 01
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 08/29/95
<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 811 15600 SH SOLE 15600
A D C TELECOMMUNICATIONS COM 000886101 1155 32300 SH SOLE 32300
AFLAC INC COM 001055102 2056 47000 SH SOLE 47000
ALC COMMUNICATIONS CORP COM NEW 001575307 968 21453 SH SOLE 21453
AMR CORP COM 001765106 3328 44600 SH SOLE 44600
AT&T CORP COM 001957109 31244 589511 SH SOLE 589511
ABBOTT LABS COM 002824100 13309 328609 SH SOLE 328609
ADOBE SYS INC COM 00724F101 1601 27600 SH SOLE 27600
ADVANCED MICRO DEVICES INC COM 007903107 1486 40700 SH SOLE 40700
ADVANTA CORP CL A 007942105 850 20400 SH SOLE 20400
AETNA LIFE & CAS CO COM 008140105 2496 39705 SH SOLE 39705
AHMANSON H F & CO COM 008677106 1102 50100 SH SOLE 50100
AIR PRODS & CHEMS INC COM 009158106 4038 72429 SH SOLE 72429
AIRTOUCH COMMUNICATIONS INC COM 00949T100 5355 187902 SH SOLE 187902
ALBERTSONS INC COM 013104104 2607 88000 SH SOLE 88000
ALCO STD CORP COM 013788104 1806 22615 SH SOLE 22615
ALEXANDER & BALDWIN INC COM 014482103 701 31500 SH SOLE 31500
ALLEGHENY PWR SYS INC COM 017411109 1025 43600 SH SOLE 43600
ALLERGAN INC COM 018490102 848 31260 SH SOLE 31260
ALLIEDSIGNAL INC COM 019512102 5421 121826 SH SOLE 121826
ALLMERICA PPTY & CAS COS INC COM 01975T105 1016 45900 SH SOLE 45900
ALLSTATE CORP COM 020002101 747 25200 SH SOLE 25200
ALLTEL CORP COM 020039103 2285 90066 SH SOLE 90066
ALUMAX INC COM 022197107 973 31250 SH SOLE 31250
ALUMINUM CO AMER COM 022249106 2657 53000 SH SOLE 53000
ALZA CORP DEL COM 022615108 870 37200 SH SOLE 37200
AMBAC INC COM 023139108 843 21000 SH SOLE 21000
AMERADA HESS CORP COM 023551104 2468 50500 SH SOLE 50500
AMERICAN BRANDS INC COM 024703100 2459 61872 SH SOLE 61872
AMERICAN ELEC PWR INC COM 025537101 2244 63900 SH SOLE 63900
AMERICAN EXPRESS CO COM 025816109 6837 193959 SH SOLE 193959
AMERICAN FINL GROUP INC COM 02608W101 520 20000 SH SOLE 20000
AMERICAN GENERAL CORP COM 026351106 2988 88526 SH SOLE 88526
AMERICAN GREETINGS CORP CL A 026375105 779 26507 SH SOLE 26507
AMERICAN HOME PRODS CORP COM 026609107 9365 121038 SH SOLE 121038
AMERICAN INTL GROUP INC COM 026874107 11733 102924 SH SOLE 102924
AMERICAN NATL INS CO COM 028591105 525 8600 SH SOLE 8600
AMERICAN PWR CONVERSION CORP COM 029066107 901 39400 SH SOLE 39400
AMERICAN RE CORP COM 029163102 723 19400 SH SOLE 19400
AMERICAN STORES CO NEW COM 030096101 1597 56797 SH SOLE 56797
AMERITECH CORP NEW COM 030954101 9574 217600 SH SOLE 217600
AMGEN INC COM 031162100 4609 57300 SH SOLE 57300
AMP INC COM 031897101 4006 94810 SH SOLE 94810
AMOCO CORP COM 031905102 13114 196830 SH SOLE 196830
AMPHENOL CORP CL A 032094203 787 27038 SH SOLE 27038
AMSOUTH BANCORPORATION COM 032165102 861 26400 SH SOLE 26400
ANADARKO PETE CORP COM 032511107 1772 40979 SH SOLE 40979
ANALOG DEVICES INC COM 032654105 1076 31650 SH SOLE 31650
ANHEUSER BUSCH COS INC COM 035229103 4951 87059 SH SOLE 87059
AON CORP COM 037389103 1175 31550 SH SOLE 31550
<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 906 33099 SH SOLE 33099
APPLE COMPUTER INC COM 037833100 2369 51005 SH SOLE 51005
APPLIED MATLS INC COM 038222105 3342 38584 SH SOLE 38584
ARCHER DANIELS MIDLAND CO COM 039483102 4028 216245 SH SOLE 216245
ARGONAUT GROUP INC COM 040157109 429 13500 SH SOLE 13500
ARMSTRONG WORLD INDS INC COM 042476101 1084 21633 SH SOLE 21633
ASHLAND INC COM 044204105 1199 34141 SH SOLE 34141
ATLANTA GAS LT CO COM 047753108 434 12500 SH SOLE 12500
ATLANTIC RICHFIELD CO COM 048825103 6909 62956 SH SOLE 62956
AUTODESK INC COM 052769106 1080 25105 SH SOLE 25105
AUTOMATIC DATA PROCESSING INC COM 053015103 4090 65046 SH SOLE 65046
AUTOZONE INC COM 053332102 1711 68100 SH SOLE 68100
AVERY DENNISON CORP COM 053611109 1936 48400 SH SOLE 48400
AVNET INC COM 053807103 565 11700 SH SOLE 11700
AVON PRODS INC COM 054303102 2010 30001 SH SOLE 30001
BMC SOFTWARE INC COM 055921100 1066 13800 SH SOLE 13800
BAKER HUGHES INC COM 057224107 1003 48944 SH SOLE 48944
BALTIMORE GAS & ELEC CO COM 059165100 1020 40800 SH SOLE 40800
BANC ONE CORP COM 059438101 4563 141498 SH SOLE 141498
BANCORP HAWAII INC COM 059685107 530 17650 SH SOLE 17650
BANK OF BOSTON CORP COM 060716107 1991 53100 SH SOLE 53100
BANK NEW YORK INC COM 064057102 2317 57398 SH SOLE 57398
BANKAMERICA CORP COM 066050105 8633 164040 SH SOLE 164040
BANKERS TRUST N Y CORP COM 066365107 2052 33100 SH SOLE 33100
BANPONCE CORP NEW COM 066704107 1108 31200 SH SOLE 31200
BARD C R INC COM 067383109 576 19200 SH SOLE 19200
BARNETT BKS INC COM 068055102 1678 32654 SH SOLE 32654
BAUSCH & LOMB INC COM 071707103 1332 32100 SH SOLE 32100
BAXTER INTL INC COM 071813109 3394 93300 SH SOLE 93300
BAY NETWORKS INC COM 072510100 2273 54932 SH SOLE 54932
BAYBANKS INC COM 072723109 981 12376 SH SOLE 12376
BEAR STEARNS COS INC COM 073902108 1225 57303 SH SOLE 57303
BECTON DICKINSON & CO COM 075887109 1497 25700 SH SOLE 25700
BELL ATLANTIC CORP COM 077853109 9277 165656 SH SOLE 165656
BELLSOUTH CORP COM 079860102 12275 193300 SH SOLE 193300
BELO A H CORP DEL COM SER A 080555105 1041 34000 SH SOLE 34000
BENEFICIAL CORP COM 081721102 962 21873 SH SOLE 21873
BETHLEHEM STL CORP COM 087509105 770 47400 SH SOLE 47400
BETZ LABS INC COM 087779104 516 11400 SH SOLE 11400
BIOGEN INC COM 090597105 748 16800 SH SOLE 16800
BIOMET INC COM 090613100 1118 72100 SH SOLE 72100
BLACK & DECKER CORP COM 091797100 1479 47900 SH SOLE 47900
BLOCK H & R INC COM 093671105 2260 55133 SH SOLE 55133
BOATMENS BANCSHARES INC COM 096650106 1524 43235 SH SOLE 43235
BOB EVANS FARMS INC COM 096761101 701 34400 SH SOLE 34400
BOEING CO COM 097023105 8532 136246 SH SOLE 136246
BOSTON EDISON CO COM 100599109 1701 65100 SH SOLE 65100
BRINKER INTL INC COM 109641100 789 45725 SH SOLE 45725
BRISTOL MYERS SQUIBB CO COM 110122108 13129 192723 SH SOLE 192723
BROWN FORMAN CORP CL B 115637209 1202 36000 SH SOLE 36000
<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
BROWNING FERRIS INDS INC COM 115885105 2434 67607 SH SOLE 67607
BRUNSWICK CORP COM 117043109 859 50500 SH SOLE 50500
BURLINGTON NORTHN INC COM 121897102 1928 30425 SH SOLE 30425
BURLINGTON RES INC COM 122014103 2122 57538 SH SOLE 57538
CBI INDS INC COM 124800103 460 18300 SH SOLE 18300
CBS INC COM 124845108 847 12647 SH SOLE 12647
CIGNA CORP COM 125509109 1770 22800 SH SOLE 22800
CMS ENERGY CORP COM 125896100 1473 60122 SH SOLE 60122
CPC INTL INC COM 126149103 3567 57765 SH SOLE 57765
CSX CORP COM 126408103 3265 43463 SH SOLE 43463
CUC INTL INC COM 126545102 2130 50571 SH SOLE 50571
CABLETRON SYS INC COM 126920107 1398 26250 SH SOLE 26250
CABOT CORP COM 127055101 360 6820 SH SOLE 6820
CALLAWAY GOLF CO COM 131193104 617 41100 SH SOLE 41100
CAMPBELL SOUP CO COM 134429109 2867 58500 SH SOLE 58500
CAPITAL CITIES ABC INC COM 139859102 5682 52614 SH SOLE 52614
CAPITAL ONE FINL CORP COM 14040H105 689 35324 SH SOLE 35324
CARDINAL HEALTH INC COM 14149Y108 1021 21600 SH SOLE 21600
CAREMARK INTL INC COM 141704106 774 38700 SH SOLE 38700
CAROLINA PWR & LT CO COM 144141108 1891 62500 SH SOLE 62500
CATERPILLAR INC DEL COM 149123101 5390 83884 SH SOLE 83884
CENTERIOR ENERGY CORP COM 151883105 1151 119600 SH SOLE 119600
CENTRAL & SOUTH WEST CORP COM 152357109 1619 61681 SH SOLE 61681
CENTURY TEL ENTERPRISES INC COM 156686107 877 30900 SH SOLE 30900
CHAMPION INTL CORP COM 158525105 1779 34124 SH SOLE 34124
CHARMING SHOPPES INC COM 161133103 229 43692 SH SOLE 43692
CHASE MANHATTAN CORP COM 161610100 3713 79000 SH SOLE 79000
CHEMICAL BKG CORP COM 163722101 4837 102372 SH SOLE 102372
CHEVRON CORPORATION COM 166751107 11714 252594 SH SOLE 252594
CHIRON CORP COM 170040109 683 10509 SH SOLE 10509
CHRYSLER CORP COM 171196108 6879 143691 SH SOLE 143691
CHUBB CORP COM 171232101 2258 28175 SH SOLE 28175
CINCINNATI BELL INC COM 171870108 711 28157 SH SOLE 28157
CINCINNATI FINL CORP COM 172062101 1413 25235 SH SOLE 25235
CINERGY CORP COM 172474108 1391 53000 SH SOLE 53000
CIRCUIT CITY STORE INC COM 172737108 1482 46860 SH SOLE 46860
CISCO SYS INC COM 17275R102 5612 110996 SH SOLE 110996
CIRCUS CIRCUS ENTERPRISES INC COM 172909103 1916 54350 SH SOLE 54350
CITICORP COM 173034109 9362 161764 SH SOLE 161764
CLOROX CO DEL COM 189054109 1351 20700 SH SOLE 20700
COASTAL CORP COM 190441105 945 31100 SH SOLE 31100
COCA COLA CO COM 191216100 32379 507912 SH SOLE 507912
COCA COLA ENTERPRISES INC COM 191219104 1284 58700 SH SOLE 58700
COLGATE PALMOLIVE CO COM 194162103 4679 63989 SH SOLE 63989
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 6529 150965 SH SOLE 150965
COMCAST CORP CL A 200300101 1741 95700 SH SOLE 95700
COMCAST CORP CL A SPL 200300200 390 20991 SH SOLE 20991
COMERICA INC COM 200340107 1661 51700 SH SOLE 51700
COMPAQ COMPUTER CORP COM 204493100 4748 104933 SH SOLE 104933
COMPUTER ASSOC INTL INC COM 204912109 3668 54344 SH SOLE 54344
<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 SCIENCES CORP COM 205363104 1507 26500 SH SOLE 26500
COMPUWARE CORP COM 205638109 489 15900 SH SOLE 15900
CONAGRA INC COM 205887102 3621 103816 SH SOLE 103816
CONRAIL INC COM 208368100 1463 26300 SH SOLE 26300
CONSECO INC COM 208464107 676 14900 SH SOLE 14900
CONSOLIDATED EDISON CO N Y INC COM 209111103 2148 72800 SH SOLE 72800
CONSOLIDATED NAT GAS CO COM 209615103 1085 28928 SH SOLE 28928
COOPER INDS INC COM 216669101 2016 51043 SH SOLE 51043
COOPER TIRE & RUBR CO COM 216831107 1031 42300 SH SOLE 42300
CORESTATES FINL CORP COM 218695104 2171 62700 SH SOLE 62700
CORNING INC COM 219350105 2862 87401 SH SOLE 87401
COUNTRYWIDE CR INDS INC DEL COM 222372104 899 42806 SH SOLE 42806
COX COMMUNICATIONS INC NEW CL A 224044107 492 25395 SH SOLE 25395
CRACKER BARREL OLD CTRY STR COM 224100107 656 31800 SH SOLE 31800
CRESTAR FINL CORP COM 226091106 1016 20728 SH SOLE 20728
CROMPTON & KNOWLES CORP COM 227111101 660 46700 SH SOLE 46700
CROWN CORK & SEAL INC COM 228255105 1805 36000 SH SOLE 36000
CUMMINS ENGINE INC COM 231021106 628 14400 SH SOLE 14400
CYPRUS AMAX MINERALS CO COM 232809103 1221 42850 SH SOLE 42850
DQE INC COM 23329J104 842 35850 SH SOLE 35850
DPL INC COM 233293109 741 33500 SH SOLE 33500
DSC COMMUNICATIONS CORP COM 233311109 2311 49700 SH SOLE 49700
DANA CORP COM 235811106 1237 43200 SH SOLE 43200
DARDEN RESTAURANTS INC COM 237194105 728 66978 SH SOLE 66978
DAYTON HUDSON CORP COM 239753106 1711 23843 SH SOLE 23843
DEAN FOODS CO COM 242361103 412 14700 SH SOLE 14700
DEAN WITTER DISCOVER & CO COM 24240V101 932 19821 SH SOLE 19821
DEERE & CO COM 244199105 3146 36742 SH SOLE 36742
DELL COMPUTER CORP COM 247025109 254 4227 SH SOLE 4227
DELTA AIR LINES INC DEL COM 247361108 1431 19400 SH SOLE 19400
DELUXE CORP COM 248019101 904 27300 SH SOLE 27300
DENTSPLY INTL INC NEW COM 249030107 259 7181 SH SOLE 7181
DETROIT EDISON CO COM 250847100 1404 47600 SH SOLE 47600
DIAL CORP DEL COM 252470109 762 30800 SH SOLE 30800
DIEBOLD INC COM 253651103 1009 23200 SH SOLE 23200
DIGITAL EQUIP CORP COM 253849103 2804 68800 SH SOLE 68800
DILLARD DEPT STORES INC CL A 254063100 1551 52807 SH SOLE 52807
DISNEY WALT CO DEL COM 254687106 11074 199529 SH SOLE 199529
DOLE FOOD INC COM 256605106 474 16264 SH SOLE 16264
DOMINION RES INC VA COM 257470104 2820 77271 SH SOLE 77271
DONNELLEY R R & SONS CO COM 257867101 1795 49862 SH SOLE 49862
DOVER CORP COM 260003108 1694 23287 SH SOLE 23287
DOW CHEM CO COM 260543103 7295 101500 SH SOLE 101500
DOW JONES & CO INC COM 260561105 465 12600 SH SOLE 12600
DRESSER INDS INC COM 261597108 1763 79226 SH SOLE 79226
DU PONT E I DE NEMOURS & CO COM 263534109 14258 207387 SH SOLE 207387
DUKE POWER CO COM 264399106 2652 63900 SH SOLE 63900
DUN & BRADSTREET CORP COM 264830100 3352 63843 SH SOLE 63843
DURACELL INTL INC COM 26633L103 2791 64529 SH SOLE 64529
EG & G INC COM 268457108 819 48900 SH SOLE 48900
<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 M C CORP MASS COM 268648102 1707 70400 SH SOLE 70400
ENSCO INTL INC COM 26874Q100 558 34600 SH SOLE 34600
EASTMAN CHEM CO COM 277432100 2347 39440 SH SOLE 39440
EASTMAN KODAK CO COM 277461109 8173 134806 SH SOLE 134806
EATON CORP COM 278058102 2068 35570 SH SOLE 35570
ECHLIN INC COM 278749106 1970 56700 SH SOLE 56700
ECOLAB INC COM 278865100 629 25681 SH SOLE 25681
EDWARDS AG INC COM 281760108 673 29891 SH SOLE 29891
EL PASO NAT GAS CO COM NEW 283695872 601 21100 SH SOLE 21100
ELECTRONIC ARTS INC COM 285512109 770 28400 SH SOLE 28400
EMERSON ELEC CO COM 291011104 7072 98905 SH SOLE 98905
ENGELHARD CORP COM 292845104 1589 37050 SH SOLE 37050
ENRON CORP COM 293561106 3052 86900 SH SOLE 86900
ENTERGY CORP NEW COM 29364G103 1985 82263 SH SOLE 82263
EQUIFAX INC COM 294429105 1548 46566 SH SOLE 46566
EQUITABLE COS INC COM 29444G107 1030 49356 SH SOLE 49356
EQUITABLE RES INC COM 294549100 474 16400 SH SOLE 16400
EXXON CORP COM 302290101 34912 494332 SH SOLE 494332
F M C CORP COM NEW 302491303 723 10753 SH SOLE 10753
FPL GROUP INC COM 302571104 2552 66066 SH SOLE 66066
FEDERAL EXPRESS CORP COM 313309106 1288 21200 SH SOLE 21200
FEDERAL HOME LN MTG CORP COM 313400301 4434 64500 SH SOLE 64500
FEDERAL NATL MTG ASSN COM 313586109 11179 118292 SH SOLE 118292
FEDERAL PAPER BRD INC COM 313693103 697 19700 SH SOLE 19700
FEDERATED DEPT STORES INC DEL COM 31410H101 2198 85372 SH SOLE 85372
FERRO CORP COM 315405100 494 18653 SH SOLE 18653
FIFTH THIRD BANCORP COM 316773100 951 16900 SH SOLE 16900
FIRST AMER BK CORP COM 318906104 1214 32700 SH SOLE 32700
FIRST BK SYS INC COM 319279105 1622 39572 SH SOLE 39572
FIRST CHICAGO CORP COM 319455101 2311 38600 SH SOLE 38600
FIRST DATA CORP COM 319963104 2594 45600 SH SOLE 45600
FIRST FID BANCORPORATION NEW COM 320195100 1916 32481 SH SOLE 32481
FIRST FINL MGMT CORP COM 320245103 2526 29549 SH SOLE 29549
FIRST HAWAIIAN INC COM 320506108 1041 38900 SH SOLE 38900
FIRST INTST BANCORP COM 320548100 2756 34338 SH SOLE 34338
FIRST SEC CORP DEL COM 336294103 540 19300 SH SOLE 19300
FIRST UN CORP COM 337358105 3380 74700 SH SOLE 74700
FIRST USA INC COM 33743H105 1194 26900 SH SOLE 26900
FIRSTAR CORP COM 33761C103 797 23700 SH SOLE 23700
FLEET FINL GROUP INC NEW COM 338915101 1708 46000 SH SOLE 46000
FLEMING COS INC COM 339130106 758 28600 SH SOLE 28600
FLIGHTSAFETY INTL INC COM 339423105 680 13943 SH SOLE 13943
FLORIDA PROGRESS CORP COM 341109106 1216 38900 SH SOLE 38900
FLUOR CORP COM 343861100 1919 36900 SH SOLE 36900
FOOD LION INC CL B 344775101 584 95300 SH SOLE 95300
FORD MTR CO DEL COM 345370100 12503 420260 SH SOLE 420260
FOREST LABS INC CL A 345838106 1074 24200 SH SOLE 24200
FOSTER WHEELER CORP COM 350244109 536 15200 SH SOLE 15200
FOUNDATION HEALTH CORP COM 350401105 342 12600 SH SOLE 12600
FRANKLIN RES INC COM 354613101 1255 28200 SH SOLE 28200
<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 524 25415 SH SOLE 25415
FREEPORT MCMORAN INC COM 356714105 1169 66300 SH SOLE 66300
FRONTIER CORPORATION COM 35906P105 1308 54800 SH SOLE 54800
FRUIT OF THE LOOM INC CL A 359416104 680 32200 SH SOLE 32200
FUND AMERN ENTERPRISES HLDGS COM 360768105 351 4914 SH SOLE 4914
GEICO CORP COM 361582109 1308 23100 SH SOLE 23100
GTE CORP COM 362320103 12556 367932 SH SOLE 367932
GANNETT INC COM 364730101 3420 63042 SH SOLE 63042
GAP INC DEL COM 364760108 1444 41400 SH SOLE 41400
GAYLORD ENTMT CO CL A 367901105 721 28560 SH SOLE 28560
GENERAL DYNAMICS CORP COM 369550108 754 17000 SH SOLE 17000
GENERAL ELEC CO COM 369604103 36497 647400 SH SOLE 647400
GENERAL INSTR CORP NEW COM 370121105 2287 59800 SH SOLE 59800
GENERAL MLS INC COM 370334104 3431 66778 SH SOLE 66778
GENERAL MTRS CORP COM 370442105 14296 304976 SH SOLE 304976
GENERAL MTRS CORP CL E 370442402 4425 101724 SH SOLE 101724
GENERAL MTRS CORP CL H 370442501 1569 39722 SH SOLE 39722
GENERAL PUB UTILS CP COM 370550105 1098 36900 SH SOLE 36900
GENERAL RE CORP COM 370563108 5096 38066 SH SOLE 38066
GENERAL SIGNAL CORP COM 370838104 1308 32907 SH SOLE 32907
GENUINE PARTS CO COM 372460105 2348 62000 SH SOLE 62000
GENZYME CORP COM GENL DIV 372917104 740 18500 SH SOLE 18500
GEORGIA GULF CORP COM PAR $0.01 373200203 649 19900 SH SOLE 19900
GEORGIA PAC CORP COM 373298108 3227 37310 SH SOLE 37310
GIANT FOOD INC CL A 374478105 1498 52800 SH SOLE 52800
GILLETTE CO COM 375766102 7559 169862 SH SOLE 169862
GLENAYRE TECHNOLOGIES INC COM 377899109 1269 24875 SH SOLE 24875
GOLDEN WEST FINL CORP DEL COM 381317106 1291 27400 SH SOLE 27400
GOODRICH B F CO COM 382388106 1115 20800 SH SOLE 20800
GOODYEAR TIRE & RUBR CO COM 382550101 2695 65521 SH SOLE 65521
GRACE W R & CO COM 383883105 3198 52114 SH SOLE 52114
GRAINGER W W INC COM 384802104 823 14000 SH SOLE 14000
GREAT LAKES CHEM CORP COM 390568103 1428 23700 SH SOLE 23700
GREAT WESTN FINL CORP COM 391442100 1118 54200 SH SOLE 54200
GREEN TREE FINL CORP COM 393505102 1753 39500 SH SOLE 39500
HBO & CO COM 404100109 1226 22500 SH SOLE 22500
HALLIBURTON CO COM 406216101 1362 38100 SH SOLE 38100
HARCOURT GEN INC COM 41163G101 2135 50235 SH SOLE 50235
HARLEY DAVIDSON INC COM 412822108 793 32700 SH SOLE 32700
HARRIS CORP DEL COM 413875105 1172 22700 SH SOLE 22700
HARSCO CORP COM 415864107 659 12500 SH SOLE 12500
HARTFORD STEAM BOILER INSP&INS COM 416704104 439 9900 SH SOLE 9900
HASBRO INC COM 418056107 1477 46508 SH SOLE 46508
HEALTH MGMT ASSOC INC NEW CL A 421933102 509 17400 SH SOLE 17400
HEILIG MEYERS CO COM 422893107 540 21300 SH SOLE 21300
HEINZ H J CO COM 423074103 3608 81300 SH SOLE 81300
HERCULES INC COM 427056106 2910 59691 SH SOLE 59691
HERSHEY FOODS CORP COM 427866108 939 17000 SH SOLE 17000
HEWLETT PACKARD CO COM 428236103 11639 156233 SH SOLE 156233
HILTON HOTELS CORP COM 432848109 1272 18100 SH SOLE 18100
<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 7429 182309 SH SOLE 182309
HOMESTAKE MNG CO COM 437614100 1081 66000 SH SOLE 66000
HONEYWELL INC COM 438506107 2678 62100 SH SOLE 62100
HOSPITALITY FRANCHISE SYS INC COM 440912103 724 20900 SH SOLE 20900
HOST MARRIOTT CORP COM 441078102 700 65867 SH SOLE 65867
HOUGHTON MIFFLIN CO COM 441560109 939 17800 SH SOLE 17800
HOUSEHOLD INTL INC COM 441815107 1643 33200 SH SOLE 33200
HOUSTON INDS INC COM 442161105 1562 37087 SH SOLE 37087
HUBBELL INC CL B 443510201 787 13927 SH SOLE 13927
HUMANA INC COM 444859102 1306 73600 SH SOLE 73600
HUNTINGTON BANCSHARES INC COM 446150104 1470 70825 SH SOLE 70825
IBP INC COM 449223106 1048 24100 SH SOLE 24100
ITT CORP COM 450679105 4167 35464 SH SOLE 35464
ILLINOIS CENT CORP COM SER A 451841100 988 28638 SH SOLE 28638
ILLINOIS TOOL WKS INC COM 452308109 2805 51000 SH SOLE 51000
ILLINOVA CORP COM 452317100 1133 44667 SH SOLE 44667
INFINITY BROADCASTING CORP CL A 456626100 1328 39800 SH SOLE 39800
INFORMIX CORP COM 456779107 1631 64286 SH SOLE 64286
INGERSOLL RAND CO COM 456866102 1550 40510 SH SOLE 40510
INLAND STL INDS INC COM 457472108 656 21500 SH SOLE 21500
INTEGRA FINL CORP COM 458104106 618 12700 SH SOLE 12700
INTEL CORP COM 458140100 21625 341558 SH SOLE 341558
INTERNATIONAL BUSINESS MACHS COM 459200101 22176 231003 SH SOLE 231003
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 1797 36124 SH SOLE 36124
INTERNATIONAL GAME TECHNOLOGY COM 459902102 904 58800 SH SOLE 58800
INTL PAPER CO COM 460146103 4190 48862 SH SOLE 48862
INTERPUBLIC GROUP COS INC COM 460690100 1773 47271 SH SOLE 47271
IPALCO ENTERPRISES INC COM 462613100 1594 50000 SH SOLE 50000
ITEL CORP NEW COM 465642106 444 11376 SH SOLE 11376
IVAX CORP COM 465823102 637 25862 SH SOLE 25862
JAMES RIV CORP VA COM 470349101 2423 87700 SH SOLE 87700
JEFFERSON PILOT CORP COM 475070108 1111 20300 SH SOLE 20300
JOHNSON & JOHNSON COM 478160104 17322 256616 SH SOLE 256616
JOHNSON CTLS INC COM 478366107 1074 19000 SH SOLE 19000
K MART CORP COM 482584109 1964 134300 SH SOLE 134300
KANSAS CITY PWR & LT CO COM 485134100 1617 70700 SH SOLE 70700
KANSAS CITY SOUTHN INDS INC COM 485170104 821 22044 SH SOLE 22044
KELLOGG CO COM 487836108 3790 53103 SH SOLE 53103
KELLY SVCS INC CL A 488152208 572 22200 SH SOLE 22200
KEMPER CORP COM 488396102 844 18100 SH SOLE 18100
KERR MCGEE CORP COM 492386107 1602 29800 SH SOLE 29800
KEYCORP NEW COM 493267108 2448 78039 SH SOLE 78039
KIMBERLY CLARK CORP COM 494368103 3444 57524 SH SOLE 57524
KING WORLD PRODTNS INC COM 495667107 557 13752 SH SOLE 13752
KNIGHT RIDDER INC COM 499040103 1422 25000 SH SOLE 25000
KOHLS CORP COM 500255104 579 12700 SH SOLE 12700
KROGER CO COM 501044101 1422 52914 SH SOLE 52914
LSI LOGIC CORP COM 502161102 1635 41800 SH SOLE 41800
LABORATORY CORP AMER HLDGS COM 50540R102 384 28944 SH SOLE 28944
LEGGETT & PLATT INC COM 524660107 1100 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
LEHMAN BROS HLDGS INC COM 524908100 846 38680 SH SOLE 38680
LILLY ELI & CO COM 532457108 7666 97656 SH SOLE 97656
LIMITED INC COM 532716107 2557 116207 SH SOLE 116207
LIN BROADCASTING CORP COM 532763109 1202 9500 SH SOLE 9500
LIN TELEVISION CORP COM 532776101 340 10100 SH SOLE 10100
LINCOLN NATL CORP IND COM 534187109 2137 48836 SH SOLE 48836
LINEAR TECHNOLOGY CORP COM 535678106 1650 25000 SH SOLE 25000
LITTON INDS INC COM 538021106 842 22838 SH SOLE 22838
LIZ CLAIBORNE INC COM 539320101 776 36500 SH SOLE 36500
LOCKHEED MARTIN CORP COM 539830109 4345 68828 SH SOLE 68828
LOCTITE CORP DEL COM 540137106 710 15600 SH SOLE 15600
LOEWS CORP COM 540424108 2196 18147 SH SOLE 18147
LONG ISLAND LTG CO COM 542671102 552 35600 SH SOLE 35600
LONGVIEW FIBRE CO COM 543213102 575 33800 SH SOLE 33800
LORAL CORP COM 543859102 1623 31366 SH SOLE 31366
LOTUS DEV CORP COM 545700106 1148 18000 SH SOLE 18000
LOUISIANA LD & EXPL CO COM 546268103 630 15900 SH SOLE 15900
LOUISIANA PAC CORP COM 546347105 1204 46100 SH SOLE 46100
LOWES COS INC COM 548661107 1688 56500 SH SOLE 56500
LUBRIZOL CORP COM 549271104 1296 36643 SH SOLE 36643
LYONDELL PETROCHEMICAL CO COM 552078107 582 22700 SH SOLE 22700
MBIA INC COM 55262C100 1217 18300 SH SOLE 18300
MBNA CORP COM 55262L100 2212 65550 SH SOLE 65550
MCI COMMUNICATIONS CORP COM 552673105 5967 271209 SH SOLE 271209
MGIC INVT CORP WIS COM 552848103 1103 23527 SH SOLE 23527
MALLINCKRODT GROUP INC COM 561226101 852 24000 SH SOLE 24000
MANPOWER INC COM 56418H100 1160 45500 SH SOLE 45500
MAPCO INC COM 565097102 1073 18500 SH SOLE 18500
MARION MERRELL DOW INC COM 569790108 686 26900 SH SOLE 26900
MARSH & MCLENNAN COS INC COM 571748102 2315 28535 SH SOLE 28535
MARSHALL & ILSLEY CORP COM 571834100 1353 59800 SH SOLE 59800
MARRIOTT INTL INC COM 571900109 1756 48950 SH SOLE 48950
MARTIN MARIETTA MATLS INC COM 573284106 312 15621 SH SOLE 15621
MASCO CORP COM 574599106 1612 59715 SH SOLE 59715
MATTEL INC COM 577081102 2289 87200 SH SOLE 87200
MAY DEPT STORES CO COM 577778103 4445 106791 SH SOLE 106791
MAYTAG CORP COM 578592107 1021 63800 SH SOLE 63800
MCCORMICK & CO INC COM NON VTG 579780206 963 44800 SH SOLE 44800
MCDONALDS CORP COM 580135101 10686 273122 SH SOLE 273122
MCDONNELL DOUGLAS CORP COM 580169100 2759 35942 SH SOLE 35942
MCGRAW HILL COS INC COM 580645109 2200 29000 SH SOLE 29000
MCKESSON CORP NEW COM 581557105 271 5800 SH SOLE 5800
MEAD CORP COM 582834107 1059 17828 SH SOLE 17828
MEDTRONIC INC COM 585055106 4435 57500 SH SOLE 57500
MELLON BK CORP COM 585509102 3228 77557 SH SOLE 77557
MELVILLE CORP COM 585745102 1192 34800 SH SOLE 34800
MERCANTILE BANKSHARES CORP COM 587405101 842 37400 SH SOLE 37400
MERCANTILE STORES INC COM 587533100 772 16600 SH SOLE 16600
MERCK & CO INC COM 589331107 23772 483912 SH SOLE 483912
MERCURY FIN CO COM 589395102 570 29600 SH SOLE 29600
<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
MERIDIAN BANCORP INC COM 589580109 1499 43600 SH SOLE 43600
MERRILL LYNCH & CO INC COM 590188108 3691 70300 SH SOLE 70300
MICROSOFT CORP COM 594918104 11229 124246 SH SOLE 124246
MICRON TECHNOLOGY INC COM 595112103 3661 66572 SH SOLE 66572
MID ATLANTIC MED SVCS INC COM 59523C107 474 25600 SH SOLE 25600
MIDLANTIC CORP COM 59780E101 1016 25400 SH SOLE 25400
MIDWEST RES INC COM 598374106 544 36600 SH SOLE 36600
MILLIPORE CORP COM 601073109 999 14800 SH SOLE 14800
MINNESOTA MNG & MFG CO COM 604059105 9910 172728 SH SOLE 172728
MINNESOTA PWR & LT CO COM 604110106 796 29200 SH SOLE 29200
MIRAGE RESORTS INC COM 60462E104 1450 47350 SH SOLE 47350
MOBIL CORP COM 607059102 16031 166989 SH SOLE 166989
MOLEX INC COM 608554101 1666 43000 SH SOLE 43000
MONSANTO CO COM 611662107 3745 41558 SH SOLE 41558
MONTANA POWER CO COM 612085100 554 24100 SH SOLE 24100
MORGAN J P & CO INC COM 616880100 5322 75895 SH SOLE 75895
MORGAN STANLEY GROUP INC COM 617446109 1296 15800 SH SOLE 15800
MORTON INTL INC COM 619331101 1993 68138 SH SOLE 68138
MOTOROLA INC COM 620076109 15428 229844 SH SOLE 229844
MURPHY OIL CORP COM 626717102 812 19800 SH SOLE 19800
MYLAN LABS INC COM 628530107 1288 41900 SH SOLE 41900
NBD BANCORP INC COM 628900102 1907 59600 SH SOLE 59600
NIPSCO INDS INC COM 629140104 921 27093 SH SOLE 27093
NALCO CHEM CO COM 629853102 1051 28900 SH SOLE 28900
NATIONAL CITY CORP COM 635405103 1721 58600 SH SOLE 58600
NATIONAL SEMICONDUCTOR CORP COM 637640103 1521 54800 SH SOLE 54800
NATIONAL SVC INDS INC COM 637657107 1184 41000 SH SOLE 41000
NATIONSBANK CORP COM 638585109 5806 108269 SH SOLE 108269
NEW ENGLAND ELEC SYS COM 644001109 790 22900 SH SOLE 22900
NEW YORK ST ELEC & GAS CORP COM 649840105 769 32900 SH SOLE 32900
NEW YORK TIMES CO CL A 650111107 1264 53800 SH SOLE 53800
NEWELL CO COM 651192106 1811 74300 SH SOLE 74300
NEWMONT MINING CORP COM 651639106 1504 35915 SH SOLE 35915
NEXTEL COMMUNICATIONS INC CL A 65332V103 538 38100 SH SOLE 38100
NIAGARA MOHAWK PWR CORP COM 653522102 629 43000 SH SOLE 43000
NICOR INC COM 654086107 637 23700 SH SOLE 23700
NIKE INC CL B 654106103 1432 17053 SH SOLE 17053
NINE WEST GROUP INC COM 65440D102 341 9346 SH SOLE 9346
NOBLE AFFILIATES INC COM 654894104 377 14800 SH SOLE 14800
NORAM ENERGY CORP COM 655419109 625 96200 SH SOLE 96200
NORDSTROM INC COM 655664100 788 19039 SH SOLE 19039
NORFOLK SOUTHERN CORP COM 655844108 3227 47900 SH SOLE 47900
NORTHEAST UTILS COM 664397106 1316 58500 SH SOLE 58500
NORTHN STS PWR CO MINN COM 665772109 1149 24900 SH SOLE 24900
NORTHERN TR CORP COM 665859104 1095 27200 SH SOLE 27200
NORTHROP GRUMMAN CORP COM 666807102 813 15600 SH SOLE 15600
NORWEST CORP COM 669380107 3683 128100 SH SOLE 128100
NOVELL INC COM 670006105 2700 135443 SH SOLE 135443
NUCOR CORP COM 670346105 2029 37926 SH SOLE 37926
NYNEX CORP COM 670768100 6068 150759 SH SOLE 150759
<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
OCCIDENTAL PETE CORP DEL COM 674599105 3004 131306 SH SOLE 131306
OFFICE DEPOT INC COM 676220106 1704 60600 SH SOLE 60600
OGDEN CORP COM 676346109 641 29300 SH SOLE 29300
OHIO CAS CORP COM 677240103 466 14800 SH SOLE 14800
OHIO EDISON CO COM 677347106 2324 102700 SH SOLE 102700
OKLAHOMA GAS & ELEC CO COM 678858101 861 24500 SH SOLE 24500
OLD REP INTL CORP COM 680223104 1019 39000 SH SOLE 39000
OLIN CORP COM PAR $1 680665205 608 11800 SH SOLE 11800
ORACLE CORP COM 68389X105 5209 134850 SH SOLE 134850
ORYX ENERGY COMPANY COM 68763F100 686 49900 SH SOLE 49900
OWENS CORNING FIBERGLAS CORP COM NEW 690734207 940 25500 SH SOLE 25500
OWENS ILL INC COM NEW 690768403 720 55416 SH SOLE 55416
OXFORD HEALTH PLANS INC COM 691471106 973 20600 SH SOLE 20600
PECO ENERGY CO COM 693304107 1649 59700 SH SOLE 59700
PNC BK CORP COM 693475105 2755 104461 SH SOLE 104461
P P & L RES INC COM 693499105 1071 54900 SH SOLE 54900
PPG INDS INC COM 693506107 4240 98900 SH SOLE 98900
PACCAR INC COM 693718108 785 16785 SH SOLE 16785
PACIFIC ENTERPRISES COM 694232109 622 25400 SH SOLE 25400
PACIFIC GAS & ELEC CO COM 694308107 5308 183044 SH SOLE 183044
PACIFIC TELESIS GROUP COM 694890104 4644 173590 SH SOLE 173590
PACIFICARE HEALTH SYS INC CL A 695110106 426 8400 SH SOLE 8400
PACIFICORP COM 695114108 2676 142700 SH SOLE 142700
PAGING NETWORK INC COM 695542100 938 27400 SH SOLE 27400
PAINE WEBBER GROUP INC COM 695629105 795 42100 SH SOLE 42100
PALL CORP COM 696429307 1566 70400 SH SOLE 70400
PANHANDLE EASTN CORP COM 698462108 1458 59800 SH SOLE 59800
PARAMETRIC TECHNOLOGY CORP COM 699173100 1622 32600 SH SOLE 32600
PARKER HANNIFIN CORP COM 701094104 1517 41850 SH SOLE 41850
PENNEY J C INC COM 708160106 3509 73114 SH SOLE 73114
PENNZOIL CO COM 709903108 1301 27600 SH SOLE 27600
PEOPLES ENERGY CORP COM 711030106 489 18900 SH SOLE 18900
PEP BOYS MANNY MOE & JACK COM 713278109 896 33500 SH SOLE 33500
PEPSICO INC COM 713448108 14128 310509 SH SOLE 310509
PERKIN ELMER CORP COM 714041100 1033 29189 SH SOLE 29189
PERRIGO CO COM 714290103 324 29300 SH SOLE 29300
PFIZER INC COM 717081103 11928 129476 SH SOLE 129476
PHELPS DODGE CORP COM 717265102 1676 28400 SH SOLE 28400
PHILIP MORRIS COS INC COM 718154107 25728 345925 SH SOLE 345925
PHILLIPS PETE CO COM 718507106 2301 68957 SH SOLE 68957
PHYSICIAN CORP AMER COM 71940P108 342 25100 SH SOLE 25100
PINNACLE WEST CAP CORP COM 723484101 1184 48314 SH SOLE 48314
PIONEER HI BRED INTL INC COM 723686101 1667 39700 SH SOLE 39700
PITNEY BOWES INC COM 724479100 2162 56518 SH SOLE 56518
POLAROID CORP COM 731095105 595 14600 SH SOLE 14600
PORTLAND GEN CORP COM 736506106 1003 44834 SH SOLE 44834
POTLATCH CORP COM 737628107 509 12200 SH SOLE 12200
POTOMAC ELEC PWR CO COM 737679100 884 41100 SH SOLE 41100
PRAXAIR INC COM 74005P104 1687 67800 SH SOLE 67800
PREMARK INTL INC COM 740459102 1266 24400 SH SOLE 24400
<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
PRICE/COSTCO INC COM 74143W102 1415 87067 SH SOLE 87067
PRICE T ROWE & ASSOCIATES COM 741477103 547 14205 SH SOLE 14205
PROCTER & GAMBLE CO COM 742718109 19695 274024 SH SOLE 274024
PROGRESSIVE CORP OHIO COM 743315103 1266 33000 SH SOLE 33000
PROMUS COS INC COM 74342A109 1876 48093 SH SOLE 48093
PROVIDIAN CORP COM 744061102 1951 53832 SH SOLE 53832
PUBLIC SERVICE CO COLO COM 744448101 1339 41212 SH SOLE 41212
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1843 66400 SH SOLE 66400
QUAKER OATS CO COM 747402105 1497 45900 SH SOLE 45900
QUALCOMM INC COM 747525103 843 24400 SH SOLE 24400
QUESTAR CORP COM 748356102 515 17900 SH SOLE 17900
RJR NABISCO HOLDINGS CORP COM NEW 74960K876 3208 115588 SH SOLE 115588
RPM INC OHIO COM 749685103 481 24200 SH SOLE 24200
RALSTON PURINA CO COM RAL-PUR GP 751277302 2125 41675 SH SOLE 41675
RAYCHEM CORP DEL COM 754603108 857 22400 SH SOLE 22400
RAYTHEON CO COM 755111101 4268 54981 SH SOLE 54981
READERS DIGEST ASSN INC CL A NON VTG 755267101 3018 68400 SH SOLE 68400
READERS DIGEST ASSN INC CL B 755267200 691 16900 SH SOLE 16900
REEBOK INTL LTD COM 758110100 1207 35500 SH SOLE 35500
REGIONS FINL CORP COM 758940100 698 18800 SH SOLE 18800
RELIASTAR FINL CORP COM 75952U103 826 21588 SH SOLE 21588
REPUBLIC N Y CORP COM 760719104 1120 20000 SH SOLE 20000
REYNOLDS METALS CO COM 761763101 1399 27034 SH SOLE 27034
RHONE POULENC RORER INC COM 76242T104 531 13000 SH SOLE 13000
RITE AID CORP COM 767754104 1179 46000 SH SOLE 46000
ROADWAY SVCS INC COM 769748104 515 10900 SH SOLE 10900
ROCKWELL INTL CORP COM 774347108 3128 68367 SH SOLE 68367
ROHM & HAAS CO COM 775371107 1114 20300 SH SOLE 20300
ROUSE CO COM 779273101 726 37000 SH SOLE 37000
RUBBERMAID INC COM 781088109 1903 68562 SH SOLE 68562
RUSSELL CORP COM 782352108 541 18800 SH SOLE 18800
RYDER SYS INC COM 783549108 585 24491 SH SOLE 24491
SBC COMMUNICATIONS INC COM 78387G103 11811 248000 SH SOLE 248000
SCECORP COM 783882103 3586 209400 SH SOLE 209400
SAFECO CORP COM 786429100 1413 24600 SH SOLE 24600
SAFETY KLEEN CORP COM 786484105 726 45000 SH SOLE 45000
ST JUDE MED INC COM 790849103 1489 29700 SH SOLE 29700
ST PAUL COS INC COM 792860108 1644 33371 SH SOLE 33371
SALOMON INC COM 79549B107 1911 47624 SH SOLE 47624
SAN DIEGO GAS & ELEC CO COM 797440104 687 33100 SH SOLE 33100
SANTA FE PACIFIC GOLD CORP COM 802176107 575 47440 SH SOLE 47440
SANTA FE PAC CORP COM 802183103 1645 64500 SH SOLE 64500
SARA LEE CORP COM 803111103 5719 200653 SH SOLE 200653
SCANA CORP COM 805898103 899 40200 SH SOLE 40200
SCHERING PLOUGH CORP COM 806605101 6775 153544 SH SOLE 153544
SCHULMAN A INC COM 808194104 519 18050 SH SOLE 18050
SCIENTIFIC ATLANTA INC COM 808655104 959 43600 SH SOLE 43600
SCOTT PAPER CO COM 809877103 3316 66999 SH SOLE 66999
SEAGATE TECHNOLOGY COM 811804103 1209 30600 SH SOLE 30600
SEAGULL ENERGY CORP COM 812007102 297 18000 SH SOLE 18000
<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
SEARS ROEBUCK & CO COM 812387108 6858 115258 SH SOLE 115258
SENSORMATIC ELECTRS CORP COM 817265101 1195 33650 SH SOLE 33650
SERVICE CORP INTL COM 817565104 1543 48800 SH SOLE 48800
SHAW INDS INC COM 820286102 1005 59100 SH SOLE 59100
SHAWMUT NATL CORP COM 820484103 1581 49600 SH SOLE 49600
SHERWIN WILLIAMS CO COM 824348106 1616 45358 SH SOLE 45358
SIGMA ALDRICH CORP COM 826552101 1336 27200 SH SOLE 27200
SIGNET BKG CORP COM 826681108 709 32414 SH SOLE 32414
SILICON GRAPHICS INC COM 827056102 2626 65862 SH SOLE 65862
SNAP ON INC COM 833034101 636 16400 SH SOLE 16400
SONAT INC COM 835415100 1172 38419 SH SOLE 38419
SONOCO PRODS CO COM 835495102 946 38220 SH SOLE 38220
SOUTHERN CO COM 842587107 6043 270070 SH SOLE 270070
SOUTHERN NEW ENGLAND TELECOM COM 843485103 1135 32200 SH SOLE 32200
SOUTHERN PAC RAIL CORP COM 843584103 178 11328 SH SOLE 11328
SOUTHTRUST CORP COM 844730101 1388 60000 SH SOLE 60000
SOUTHWEST AIRLS CO COM 844741108 1588 66500 SH SOLE 66500
SOUTHWESTERN PUB SVC CO COM 845743103 1221 41400 SH SOLE 41400
SPRINT CORP COM 852061100 4701 139805 SH SOLE 139805
STANDARD FED BANCORPORATION COM 853386100 608 18081 SH SOLE 18081
STANLEY WKS COM 854616109 530 13989 SH SOLE 13989
STAPLES INC COM 855030102 914 31650 SH SOLE 31650
STAR BANC CORP COM 855083101 938 20400 SH SOLE 20400
STATE ST BOSTON CORP COM 857473102 1317 35725 SH SOLE 35725
STONE CONTAINER CORP COM 861589109 737 34700 SH SOLE 34700
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 512 20800 SH SOLE 20800
STRATUS COMPUTER INC COM 863155107 391 12600 SH SOLE 12600
STRYKER CORP COM 863667101 975 25400 SH SOLE 25400
STUDENT LOAN MARKETING ASSN COM NEW VTG 863871505 2906 62000 SH SOLE 62000
SUN INC COM 866762107 912 33300 SH SOLE 33300
SUN MICROSYSTEMS INC COM 866810104 2506 51664 SH SOLE 51664
SUNBEAM CORP COM 867071102 565 40001 SH SOLE 40001
SUNDSTRAND CORP COM 867323107 1422 23800 SH SOLE 23800
SUNTRUST BKS INC COM 867914103 3338 57300 SH SOLE 57300
SUPERIOR INDS INTL INC COM 868168105 638 20400 SH SOLE 20400
SUPERVALU INC COM 868536103 763 26200 SH SOLE 26200
SYBASE INC COM 871130100 896 30500 SH SOLE 30500
SYSCO CORP COM 871829107 2115 71700 SH SOLE 71700
TECO ENERGY INC COM 872375100 1107 50300 SH SOLE 50300
TJX COS INC NEW COM 872540109 390 29406 SH SOLE 29406
TRW INC COM 872649108 2071 25926 SH SOLE 25926
TAMBRANDS INC COM 875080103 1217 28472 SH SOLE 28472
TANDEM COMPUTERS INC COM 875370108 951 59000 SH SOLE 59000
TANDY CORP COM 875382103 1733 33400 SH SOLE 33400
TECUMSEH PRODS CO CL B 878895101 451 10300 SH SOLE 10300
TELE COMMUNICATIONS INC NEW CL A 87924V101 5904 251919 SH SOLE 251919
TELEDYNE INC COM 879335107 875 35700 SH SOLE 35700
TELEPHONE & DATA SYS INC COM 879433100 698 19200 SH SOLE 19200
TELLABS INC COM 879664100 1978 41100 SH SOLE 41100
TEMPLE INLAND INC COM 879868107 1253 26303 SH SOLE 26303
<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
TENNECO INC NEW COM 880370101 3229 70204 SH SOLE 70204
TERADYNE INC COM 880770102 1563 23901 SH SOLE 23901
TEXACO INC COM 881694103 6790 103472 SH SOLE 103472
TEXAS INSTRS INC COM 882508104 5083 37967 SH SOLE 37967
TEXAS UTILS CO COM 882848104 3510 102100 SH SOLE 102100
TEXTRON INC COM 883203101 1724 29664 SH SOLE 29664
THERMO ELECTRON CORP COM 883556102 1171 29101 SH SOLE 29101
THOMAS & BETTS CORP COM 884315102 793 11600 SH SOLE 11600
3COM CORP COM 885535104 1930 28800 SH SOLE 28800
TIDEWATER INC COM 886423102 595 23700 SH SOLE 23700
TIME WARNER INC COM 887315109 5252 127311 SH SOLE 127311
TIMES MIRROR CO NEW COM SER A 887364107 793 33200 SH SOLE 33200
TORCHMARK CORP COM 891027104 966 25600 SH SOLE 25600
TOYS R US COM 892335100 2904 99268 SH SOLE 99268
TRANSAMERICA CORP COM 893485102 1301 22331 SH SOLE 22331
TRAVELERS GROUP INC COM 894190107 5920 135312 SH SOLE 135312
TRIBUNE CO NEW COM 896047107 933 15200 SH SOLE 15200
TRITON ENERGY CORP COM 896750106 1108 23900 SH SOLE 23900
TURNER BROADCASTING SYS INC CL A 900262403 576 28800 SH SOLE 28800
TURNER BROADCASTING SYS INC CL B 900262502 615 30000 SH SOLE 30000
TYCO INTERNATIONAL LTD COM 902120104 1091 20203 SH SOLE 20203
TYSON FOODS INC CL A 902494103 960 41507 SH SOLE 41507
UAL CORP COM PAR $0.01 902549500 1004 7150 SH SOLE 7150
UJB FINL CORP COM 902760107 1078 35500 SH SOLE 35500
USX MARATHON GROUP COM NEW 902905827 2527 127936 SH SOLE 127936
UST INC COM 902911106 2949 99142 SH SOLE 99142
UNUM CORP COM 903192102 1516 32331 SH SOLE 32331
USF&G CORP COM 903290104 774 47600 SH SOLE 47600
U S G CORP COM NEW 903293405 705 29700 SH SOLE 29700
USX-U S STL COM 90337T101 1200 34900 SH SOLE 34900
UNIFI INC COM 904677101 1020 42496 SH SOLE 42496
UNICOM CORP COM 904911104 2788 104720 SH SOLE 104720
UNION CAMP CORP COM 905530101 1401 24200 SH SOLE 24200
UNION CARBIDE CORP COM 905581104 2204 65800 SH SOLE 65800
UNION ELEC CO COM 906548102 1218 32700 SH SOLE 32700
UNION PAC CORP COM 907818108 4553 82222 SH SOLE 82222
UNISYS CORP COM 909214108 815 74900 SH SOLE 74900
UNITED HEALTHCARE CORP COM 910581107 2748 66425 SH SOLE 66425
U S BANCORP ORE COM 911596104 1181 49100 SH SOLE 49100
UNITED STATES CELLULAR CORP COM 911684108 569 18800 SH SOLE 18800
U S HEALTHCARE INC COM 911910107 1903 62150 SH SOLE 62150
UNITED STATES SURGICAL CORP COM 912707106 645 31100 SH SOLE 31100
U S WEST INC COM 912889102 6862 164847 SH SOLE 164847
UNITED TECHNOLOGIES CORP COM 913017109 4066 52043 SH SOLE 52043
UNITRIN INC COM 913275103 2095 44100 SH SOLE 44100
UNOCAL CORP COM 915289102 3241 117333 SH SOLE 117333
UPJOHN CO COM 915302103 2088 55502 SH SOLE 55502
V F CORP COM 918204108 1123 20900 SH SOLE 20900
VALERO ENERGY CORP COM 919138107 573 28300 SH SOLE 28300
VALUE HEALTH INC COM 920393105 506 15700 SH SOLE 15700
<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
VANGUARD CELLULAR SYS INC CL A 922022108 790 32900 SH SOLE 32900
VARITY CORP COM NEW 92224R602 700 15900 SH SOLE 15900
VIACOM INC CL A 925524100 2252 48424 SH SOLE 48424
VIACOM INC CL B 925524308 1764 38031 SH SOLE 38031
VIKING OFFICE PRODS COM 926913104 388 10600 SH SOLE 10600
VULCAN MATLS CO COM 929160109 905 16600 SH SOLE 16600
WMX TECHNOLOGIES INC COM 92929Q107 5847 206077 SH SOLE 206077
WACHOVIA CORP COM 929771103 2967 83000 SH SOLE 83000
WAL MART STORES INC COM 931142103 14849 555110 SH SOLE 555110
WALGREEN CO COM 931422109 3073 61300 SH SOLE 61300
WARNER LAMBERT CO COM 934488107 4830 55924 SH SOLE 55924
WASHINGTON FED INC COM 938824109 743 33750 SH SOLE 33750
WASHINGTON POST CO CL B 939640108 809 3100 SH SOLE 3100
WELLS FARGO & CO DEL COM 949740104 4138 22955 SH SOLE 22955
WENDYS INTL INC COM 950590109 960 53700 SH SOLE 53700
WESCO FINL CORP COM 950817106 467 3700 SH SOLE 3700
WESTERN ATLAS INC COM 957674104 848 19100 SH SOLE 19100
WESTERN RES INC COM 959425109 701 22700 SH SOLE 22700
WESTINGHOUSE ELEC CORP COM 960402105 2208 151000 SH SOLE 151000
WESTVACO CORP COM 961548104 1482 33500 SH SOLE 33500
WEYERHAEUSER CO COM 962166104 3844 81561 SH SOLE 81561
WHEELABRATOR TECH INC NEW COM PAR $0.01 962901302 378 24601 SH SOLE 24601
WHIRLPOOL CORP COM 963320106 1342 24400 SH SOLE 24400
WHITMAN CORP COM 96647K102 730 37700 SH SOLE 37700
WILLAMETTE INDS INC COM 969133107 1560 28100 SH SOLE 28100
WILLIAMS COS INC DEL COM 969457100 1834 52600 SH SOLE 52600
WINN DIXIE STORES INC COM 974280109 1102 19200 SH SOLE 19200
WISCONSIN ENERGY CORP COM 976657106 1372 49000 SH SOLE 49000
WITCO CORP COM 977385103 1101 34153 SH SOLE 34153
WOOLWORTH CORP COM 980883102 1007 66600 SH SOLE 66600
WORLDCOM INC GA COM 98155K102 656 24300 SH SOLE 24300
WORTHINGTON INDS INC COM 981811102 643 31450 SH SOLE 31450
WRIGLEY WM JR CO COM 982526105 1785 38500 SH SOLE 38500
XEROX CORP COM 984121103 5827 49700 SH SOLE 49700
XTRA CORP COM 984138107 275 5937 SH SOLE 5937
YORK INTL CORP NEW COM 986670107 1211 26900 SH SOLE 26900
REPORT SUMMARY 686 DATA RECORDS 1734333 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
|
|