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Previous: UNITED HEALTHCARE CORP, 8-K, 1995-05-04 |
Next: NEUBERGER & BERMAN ADVISERS MANAGEMENT TRUST, N-1A, 1995-05-04 |
<TABLE>
<C> <C>
<PAGE> PAGE 1
SECURITIES AND EXCHANGE COMMISSION
FORM 13F-E
Report for the Calendar Year or Quarter Ended: 03/31/95
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:
FRANK J. MCNAMARA LEGAL COUNSEL 617-722-7770
Signature, Place and Date of Signing:
/s/ FRANK J. MCNAMARA BOSTON MA 04/24/95
<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 688 15600 SH SOLE 15600
A D C TELECOMMUNICATIONS COM 000886101 752 25500 SH SOLE 25500
AFLAC INC COM 001055102 2319 56775 SH SOLE 56775
ALC COMMUNICATIONS CORP COM NEW 001575307 678 19300 SH SOLE 19300
AMR CORP COM 001765106 2888 44200 SH SOLE 44200
AT&T CORP COM 001957109 35668 690300 SH SOLE 690300
ABBOTT LABS COM 002824100 13848 382300 SH SOLE 382300
ADOBE SYS INC COM 00724F101 1444 28800 SH SOLE 28800
ADVANCED MICRO DEVICES INC COM 007903107 1647 48400 SH SOLE 48400
ADVANTA CORP CL A 007942105 695 20700 SH SOLE 20700
AETNA LIFE & CAS CO COM 008140105 2712 47400 SH SOLE 47400
AHMANSON H F & CO COM 008677106 902 50100 SH SOLE 50100
AIR PRODS & CHEMS INC COM 009158106 3153 60700 SH SOLE 60700
AIRTOUCH COMMUNICATIONS INC COM 00949T100 5919 218996 SH SOLE 218996
ALBERTSONS INC COM 013104104 3448 107000 SH SOLE 107000
ALCO STD CORP COM 013788104 1527 21100 SH SOLE 21100
ALEXANDER & BALDWIN INC COM 014482103 878 38700 SH SOLE 38700
ALLEGHENY PWR SYS INC COM 017411109 1216 53200 SH SOLE 53200
ALLERGAN INC COM 018490102 1098 37400 SH SOLE 37400
ALLIEDSIGNAL INC COM 019512102 5405 137300 SH SOLE 137300
ALLMERICA PPTY & CAS COS INC COM 01975T105 977 51100 SH SOLE 51100
ALLSTATE CORP COM 020002101 897 31200 SH SOLE 31200
ALLTEL CORP COM 020039103 3064 106300 SH SOLE 106300
ALUMAX INC COM 022197107 864 32150 SH SOLE 32150
ALUMINUM CO AMER COM 022249106 2772 65800 SH SOLE 65800
ALZA CORP DEL COM 022615108 943 44300 SH SOLE 44300
AMBAC INC COM 023139108 1047 25700 SH SOLE 25700
AMERADA HESS CORP COM 023551104 2194 44400 SH SOLE 44400
AMERICAN BRANDS INC COM 024703100 2993 76500 SH SOLE 76500
AMERICAN ELEC PWR INC COM 025537101 2434 76400 SH SOLE 76400
AMERICAN EXPRESS CO COM 025816109 8026 230000 SH SOLE 230000
AMERICAN GENERAL CORP COM 026351106 3764 117100 SH SOLE 117100
AMERICAN GREETINGS CORP CL A 026375105 1006 34100 SH SOLE 34100
AMERICAN HOME PRODS CORP COM 026609107 9943 137500 SH SOLE 137500
AMERICAN INTL GROUP INC COM 026874107 12588 120850 SH SOLE 120850
AMERICAN NATL INS CO COM 028591105 469 8600 SH SOLE 8600
AMERICAN PWR CONVERSION CORP COM 029066107 751 46000 SH SOLE 46000
AMERICAN PREMIER UNDERWRITERS COM 029092103 483 20000 SH SOLE 20000
AMERICAN RE CORP COM 029163102 825 23500 SH SOLE 23500
AMERICAN STORES CO NEW COM 030096101 1896 74400 SH SOLE 74400
AMERITECH CORP NEW COM 030954101 11048 264300 SH SOLE 264300
AMGEN INC COM 031162100 4525 67000 SH SOLE 67000
AMP INC COM 031897101 4095 112600 SH SOLE 112600
AMOCO CORP COM 031905102 14658 231300 SH SOLE 231300
AMSOUTH BANCORPORATION COM 032165102 832 26400 SH SOLE 26400
ANADARKO PETE CORP COM 032511107 1277 29400 SH SOLE 29400
ANALOG DEVICES INC COM 032654105 988 38500 SH SOLE 38500
ANHEUSER BUSCH COS INC COM 035229103 6647 113100 SH SOLE 113100
AON CORP COM 037389103 1126 30650 SH SOLE 30650
APACHE CORP COM 037411105 1092 40100 SH SOLE 40100
<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
APPLE COMPUTER INC COM 037833100 2104 59000 SH SOLE 59000
APPLIED MATLS INC COM 038222105 2490 44800 SH SOLE 44800
ARCHER DANIELS MIDLAND CO COM 039483102 4657 249377 SH SOLE 249377
ARGONAUT GROUP INC COM 040157109 987 32900 SH SOLE 32900
ARMSTRONG WORLD INDS INC COM 042476101 1117 24500 SH SOLE 24500
ATLANTA GAS LT CO COM 047753108 576 16500 SH SOLE 16500
ATLANTIC RICHFIELD CO COM 048825103 8473 73700 SH SOLE 73700
AUTODESK INC COM 052769106 1202 28700 SH SOLE 28700
AUTOMATIC DATA PROCESSING INC COM 053015103 4795 75700 SH SOLE 75700
AUTOZONE INC COM 053332102 1983 80100 SH SOLE 80100
AVERY DENNISON CORP COM 053611109 782 19600 SH SOLE 19600
AVNET INC COM 053807103 651 16100 SH SOLE 16100
AVON PRODS INC COM 054303102 2350 38800 SH SOLE 38800
BHC COMMUNICATIONS INC CL A 055448104 216 2900 SH SOLE 2900
BMC SOFTWARE INC COM 055921100 711 11200 SH SOLE 11200
BAKER HUGHES INC COM 057224107 1205 59000 SH SOLE 59000
BALTIMORE GAS & ELEC CO COM 059165100 1184 49900 SH SOLE 49900
BANC ONE CORP COM 059438101 4816 166763 SH SOLE 166763
BANCORP HAWAII INC COM 059685107 700 24750 SH SOLE 24750
BANK OF BOSTON CORP COM 060716107 1882 62600 SH SOLE 62600
BANK NEW YORK INC COM 064057102 2341 71100 SH SOLE 71100
BANKAMERICA CORP COM 066050105 9477 195732 SH SOLE 195732
BANKERS TRUST N Y CORP COM 066365107 2104 40200 SH SOLE 40200
BANPONCE CORP NEW COM 066704107 983 31200 SH SOLE 31200
BARD C R INC COM 067383109 681 24300 SH SOLE 24300
BARNETT BKS INC COM 068055102 1760 38600 SH SOLE 38600
BAUSCH & LOMB INC COM 071707103 1518 41900 SH SOLE 41900
BAXTER INTL INC COM 071813109 3713 112500 SH SOLE 112500
BEAR STEARNS COS INC COM 073902108 1264 67969 SH SOLE 67969
BECTON DICKINSON & CO COM 075887109 1755 31900 SH SOLE 31900
BELL ATLANTIC CORP COM 077853109 10551 198456 SH SOLE 198456
BELLSOUTH CORP COM 079860102 13886 232000 SH SOLE 232000
BELO A H CORP DEL COM SER A 080555105 986 17000 SH SOLE 17000
BENEFICIAL CORP COM 081721102 1020 25900 SH SOLE 25900
BETHLEHEM STL CORP COM 087509105 797 49700 SH SOLE 49700
BETZ LABS INC COM 087779104 657 15100 SH SOLE 15100
BIOGEN INC COM 090597105 739 18800 SH SOLE 18800
BIOMET INC COM 090613100 1528 89300 SH SOLE 89300
BLACK & DECKER CORP COM 091797100 1439 49600 SH SOLE 49600
BLOCK H & R INC COM 093671105 2062 47200 SH SOLE 47200
BOATMENS BANCSHARES INC COM 096650106 1426 46100 SH SOLE 46100
BOB EVANS FARMS INC COM 096761101 718 34400 SH SOLE 34400
BOEING CO COM 097023105 8650 160300 SH SOLE 160300
BOSTON EDISON CO COM 100599109 1874 78000 SH SOLE 78000
BRINKER INTL INC COM 109641100 907 55375 SH SOLE 55375
BRISTOL MYERS SQUIBB CO COM 110122108 14273 226600 SH SOLE 226600
BROWN FORMAN CORP CL B 115637209 1510 45300 SH SOLE 45300
BROWNING FERRIS INDS INC COM 115885105 2786 82100 SH SOLE 82100
BRUNSWICK CORP COM 117043109 1196 59100 SH SOLE 59100
BURLINGTON NORTHN INC COM 121897102 2202 37000 SH SOLE 37000
<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
BURLINGTON RES INC COM 122014103 2723 67200 SH SOLE 67200
CBI INDS INC COM 124800103 469 18300 SH SOLE 18300
CBS INC COM 124845108 1031 16145 SH SOLE 16145
CIGNA CORP COM 125509109 2109 28300 SH SOLE 28300
CMS ENERGY CORP COM 125896100 1553 66300 SH SOLE 66300
CPC INTL INC COM 126149103 3713 68200 SH SOLE 68200
CSX CORP COM 126408103 4033 51100 SH SOLE 51100
CUC INTL INC COM 126545102 2375 61100 SH SOLE 61100
CABLETRON SYS INC COM 126920107 1389 30650 SH SOLE 30650
CABOT CORP COM 127055101 287 7300 SH SOLE 7300
CALLAWAY GOLF CO COM 131193104 620 44300 SH SOLE 44300
CAMPBELL SOUP CO COM 134429109 3331 68600 SH SOLE 68600
CAPITAL CITIES ABC INC COM 139859102 5457 61800 SH SOLE 61800
CARDINAL HEALTH INC COM 14149Y108 594 12500 SH SOLE 12500
CAREMARK INTL INC COM 141704106 892 45100 SH SOLE 45100
CAROLINA PWR & LT CO COM 144141108 1766 65100 SH SOLE 65100
CATERPILLAR INC DEL COM 149123101 5522 99500 SH SOLE 99500
CENTERIOR ENERGY CORP COM 151883105 1163 131000 SH SOLE 131000
CENTRAL & SOUTH WEST CORP COM 152357109 1820 74400 SH SOLE 74400
CENTURY TEL ENTERPRISES INC COM 156686107 1111 36500 SH SOLE 36500
CHAMPION INTL CORP COM 158525105 1319 30400 SH SOLE 30400
CHARMING SHOPPES INC COM 161133103 272 48400 SH SOLE 48400
CHASE MANHATTAN CORP COM 161610100 3457 94600 SH SOLE 94600
CHEMICAL BKG CORP COM 163722101 4678 122800 SH SOLE 122800
CHEVRON CORPORATION COM 166751107 13712 288500 SH SOLE 288500
CHICAGO & NORTH WESTN TRANS CO COM 167155100 1185 34100 SH SOLE 34100
CHIRON CORP COM 170040109 683 12585 SH SOLE 12585
CHRYSLER CORP COM 171196108 7065 165600 SH SOLE 165600
CHUBB CORP COM 171232101 2754 34800 SH SOLE 34800
CINCINNATI BELL INC COM 171870108 600 27900 SH SOLE 27900
CINCINNATI FINL CORP COM 172062101 1161 22240 SH SOLE 22240
CIRCUIT CITY STORE INC COM 172737108 1425 54800 SH SOLE 54800
CISCO SYS INC COM 17275R102 5029 130900 SH SOLE 130900
CIRCUS CIRCUS ENTERPRISES INC COM 172909103 1682 51950 SH SOLE 51950
CITICORP COM 173034109 7849 181700 SH SOLE 181700
CLOROX CO DEL COM 189054109 1490 24900 SH SOLE 24900
COASTAL CORP COM 190441105 1261 43800 SH SOLE 43800
COCA COLA CO COM 191216100 33924 598800 SH SOLE 598800
COCA COLA ENTERPRISES INC COM 191219104 1225 58700 SH SOLE 58700
COLGATE PALMOLIVE CO COM 194162103 3857 58300 SH SOLE 58300
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 5553 129440 SH SOLE 129440
COMCAST CORP CL A 200300101 1650 106300 SH SOLE 106300
COMCAST CORP CL A SPL 200300200 661 42950 SH SOLE 42950
COMERICA INC COM 200340107 1732 62500 SH SOLE 62500
COMPAQ COMPUTER CORP COM 204493100 4206 123100 SH SOLE 123100
COMPUTER ASSOC INTL INC COM 204912109 3836 64500 SH SOLE 64500
COMPUTER SCIENCES CORP COM 205363104 1534 31100 SH SOLE 31100
COMPUWARE CORP COM 205638109 688 19500 SH SOLE 19500
CONAGRA INC COM 205887102 4048 121800 SH SOLE 121800
CONRAIL INC COM 208368100 1795 32300 SH SOLE 32300
<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
CONSECO INC COM 208464107 694 17300 SH SOLE 17300
CONSOLIDATED EDISON CO N Y INC COM 209111103 2376 87000 SH SOLE 87000
CONSOLIDATED NAT GAS CO COM 209615103 1431 37100 SH SOLE 37100
CONTINENTAL CORP COM 211327101 680 34600 SH SOLE 34600
COOPER INDS INC COM 216669101 2273 58600 SH SOLE 58600
COOPER TIRE & RUBR CO COM 216831107 1380 48600 SH SOLE 48600
CORESTATES FINL CORP COM 218695104 1501 46700 SH SOLE 46700
CORNING INC COM 219350105 3765 104000 SH SOLE 104000
COUNTRYWIDE CR INDS INC DEL COM 222372104 935 53037 SH SOLE 53037
CRACKER BARREL OLD CTRY STR COM 224100107 778 34800 SH SOLE 34800
CRESTAR FINL CORP COM 226091106 1088 24600 SH SOLE 24600
CROMPTON & KNOWLES CORP COM 227111101 637 38000 SH SOLE 38000
CROWN CORK & SEAL INC COM 228255105 1829 42000 SH SOLE 42000
CUMMINS ENGINE INC COM 231021106 809 18100 SH SOLE 18100
CYPRUS AMAX MINERALS CO COM 232809103 1430 50250 SH SOLE 50250
DQE COM 23329J104 989 30000 SH SOLE 30000
DPL INC COM 233293109 908 43400 SH SOLE 43400
DSC COMMUNICATIONS CORP COM 233311109 1860 56100 SH SOLE 56100
DANA CORP COM 235811106 1319 52000 SH SOLE 52000
DAYTON HUDSON CORP COM 239753106 2074 29400 SH SOLE 29400
DEAN FOODS CO COM 242361103 415 14700 SH SOLE 14700
DEAN WITTER DISCOVER & CO COM 24240V101 1285 30635 SH SOLE 30635
DEERE & CO COM 244199105 3479 42800 SH SOLE 42800
DELTA AIR LINES INC DEL COM 247361108 1521 24100 SH SOLE 24100
DELUXE CORP COM 248019101 961 33400 SH SOLE 33400
DETROIT EDISON CO COM 250847100 1605 58400 SH SOLE 58400
DIAL CORP DEL COM 252470109 990 39000 SH SOLE 39000
DIEBOLD INC COM 253651103 1001 27650 SH SOLE 27650
DIGITAL EQUIP CORP COM 253849103 3175 81700 SH SOLE 81700
DILLARD DEPT STORES INC CL A 254063100 1692 61600 SH SOLE 61600
DISNEY WALT CO DEL COM 254687106 10765 200600 SH SOLE 200600
DR PEPPER/SEVEN-UP COS INC COM NEW 256131301 984 30300 SH SOLE 30300
DOLE FOOD INC COM 256605106 599 20600 SH SOLE 20600
DOMINION RES INC VA COM 257470104 3359 93100 SH SOLE 93100
DONNELLEY R R & SONS CO COM 257867101 2055 59600 SH SOLE 59600
DOVER CORP COM 260003108 1604 24800 SH SOLE 24800
DOW CHEM CO COM 260543103 9317 127400 SH SOLE 127400
DOW JONES & CO INC COM 260561105 645 17300 SH SOLE 17300
DRESSER INDS INC COM 261597108 2000 94300 SH SOLE 94300
DU PONT E I DE NEMOURS & CO COM 263534109 14539 239900 SH SOLE 239900
DUKE POWER CO COM 264399106 2706 70300 SH SOLE 70300
DUN & BRADSTREET CORP COM 264830100 4515 85800 SH SOLE 85800
DURACELL INTL INC COM 26633L103 2860 63900 SH SOLE 63900
EG & G INC COM 268457108 734 48900 SH SOLE 48900
E M C CORP MASS COM 268648102 1306 76100 SH SOLE 76100
E SYS INC COM PAR $1 269157301 894 19700 SH SOLE 19700
EASTMAN CHEM CO COM 277432100 2578 46175 SH SOLE 46175
EASTMAN KODAK CO COM 277461109 8184 153800 SH SOLE 153800
EATON CORP COM 278058102 2292 42200 SH SOLE 42200
ECHLIN INC COM 278749106 1654 43100 SH SOLE 43100
<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
ECOLAB INC COM 278865100 794 32900 SH SOLE 32900
EDWARDS AG INC COM 281760108 824 36950 SH SOLE 36950
EL PASO NAT GAS CO COM NEW 283695872 746 26100 SH SOLE 26100
ELECTRONIC ARTS INC COM 285512109 559 24700 SH SOLE 24700
EMERSON ELEC CO COM 291011104 7405 111600 SH SOLE 111600
ENERGY SVC INC COM NEW 292719408 489 34600 SH SOLE 34600
ENGELHARD CORP COM 292845104 1422 46000 SH SOLE 46000
ENRON CORP COM 293561106 3404 102800 SH SOLE 102800
ENTERGY CORP NEW COM 29364G103 2125 101180 SH SOLE 101180
EQUIFAX INC COM 294429105 1757 52200 SH SOLE 52200
EQUITABLE COS INC COM 29444G107 1210 54800 SH SOLE 54800
EQUITABLE RES INC COM 294549100 595 21050 SH SOLE 21050
EXXON CORP COM 302290101 38138 571800 SH SOLE 571800
F M C CORP COM NEW 302491303 816 13500 SH SOLE 13500
FPL GROUP INC COM 302571104 2391 65300 SH SOLE 65300
FEDERAL EXPRESS CORP COM 313309106 1718 25300 SH SOLE 25300
FEDERAL HOME LN MTG CORP COM 313400301 4697 77000 SH SOLE 77000
FEDERAL NATL MTG ASSN COM 313586109 10347 126300 SH SOLE 126300
FEDERAL PAPER BRD INC COM 313693103 490 17200 SH SOLE 17200
FERRO CORP COM 315405100 472 18600 SH SOLE 18600
FIFTH THIRD BANCORP COM 316773100 1100 21300 SH SOLE 21300
FIRST AMER BK CORP COM 318906104 1280 37900 SH SOLE 37900
FIRST BK SYS INC COM 319279105 1898 47000 SH SOLE 47000
FIRST CHICAGO CORP COM 319455101 2294 45500 SH SOLE 45500
FIRST DATA CORP COM 319963104 2608 50000 SH SOLE 50000
FIRST EMPIRE ST CORP COM 320076102 211 1300 SH SOLE 1300
FIRST FID BANCORPORATION NEW COM 320195100 1585 32000 SH SOLE 32000
FIRST FINL MGMT CORP COM 320245103 2509 34600 SH SOLE 34600
FIRST HAWAIIAN INC COM 320506108 953 38900 SH SOLE 38900
FIRST INTST BANCORP COM 320548100 3212 40600 SH SOLE 40600
FIRST SEC CORP DEL COM 336294103 463 19300 SH SOLE 19300
FIRST UN CORP COM 337358105 3710 85500 SH SOLE 85500
FIRST USA INC COM 33743H105 1348 31800 SH SOLE 31800
FIRSTAR CORP COM 33761C103 857 28900 SH SOLE 28900
FLEET FINL GROUP INC NEW COM 338915101 1868 57600 SH SOLE 57600
FLEMING COS INC COM 339130106 764 33400 SH SOLE 33400
FLIGHTSAFETY INTL INC COM 339423105 808 17600 SH SOLE 17600
FLORIDA PROGRESS CORP COM 341109106 1400 46400 SH SOLE 46400
FLUOR CORP COM 343861100 2192 45400 SH SOLE 45400
FOOD LION INC CL B 344775101 811 139800 SH SOLE 139800
FORD MTR CO DEL COM 345370100 12800 475200 SH SOLE 475200
FOREST LABS INC CL A 345838106 1358 28500 SH SOLE 28500
FOSTER WHEELER CORP COM 350244109 515 15200 SH SOLE 15200
FOUNDATION HEALTH CORP COM 350401105 518 16200 SH SOLE 16200
FRANKLIN RES INC COM 354613101 1302 33400 SH SOLE 33400
FREEPORT-MCMORAN COPPER & GOLD CL A 35671D105 572 26155 SH SOLE 26155
FREEPORT MCMORAN INC COM 356714105 1382 76400 SH SOLE 76400
FRUIT OF THE LOOM INC CL A 359416104 1074 40500 SH SOLE 40500
FUND AMERN ENTERPRISES HLDGS COM 360768105 354 4914 SH SOLE 4914
GEICO CORP COM 361582109 1374 27300 SH SOLE 27300
<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
GTE CORP COM 362320103 14496 433200 SH SOLE 433200
GANNETT INC COM 364730101 3807 71500 SH SOLE 71500
GAP INC DEL COM 364760108 1755 50100 SH SOLE 50100
GAYLORD ENTMT CO CL A 367901105 849 32800 SH SOLE 32800
GENERAL DYNAMICS CORP COM 369550108 1076 22800 SH SOLE 22800
GENERAL ELEC CO COM 369604103 40647 750600 SH SOLE 750600
GENERAL INSTR CORP NEW COM 370121105 2287 65500 SH SOLE 65500
GENERAL MLS INC COM 370334104 4695 78400 SH SOLE 78400
GENERAL MTRS CORP COM 370442105 15428 350800 SH SOLE 350800
GENERAL MTRS CORP CL E 370442402 4722 120900 SH SOLE 120900
GENERAL MTRS CORP CL H 370442501 1906 46400 SH SOLE 46400
GENERAL PUB UTILS CP COM 370550105 1319 45100 SH SOLE 45100
GENERAL RE CORP COM 370563108 4863 36750 SH SOLE 36750
GENERAL SIGNAL CORP COM 370838104 1323 37124 SH SOLE 37124
GENUINE PARTS CO COM 372460105 2979 74700 SH SOLE 74700
GENZYME CORP COM 372917104 717 18500 SH SOLE 18500
GEORGIA GULF CORP COM PAR $0.01 373200203 703 23500 SH SOLE 23500
GEORGIA PAC CORP COM 373298108 3531 44200 SH SOLE 44200
GIANT FOOD INC CL A 374478105 1261 52800 SH SOLE 52800
GILLETTE CO COM 375766102 7775 95100 SH SOLE 95100
GLENAYRE TECHNOLOGIES INC COM 377899109 603 13250 SH SOLE 13250
GOLDEN WEST FINL CORP DEL COM 381317106 1241 32000 SH SOLE 32000
GOODRICH B F CO COM 382388106 1088 24400 SH SOLE 24400
GOODYEAR TIRE & RUBR CO COM 382550101 2786 75400 SH SOLE 75400
GRACE W R & CO COM 383883105 2128 39900 SH SOLE 39900
GRAINGER W W INC COM 384802104 1129 17900 SH SOLE 17900
GREAT LAKES CHEM CORP COM 390568103 1807 29400 SH SOLE 29400
GREAT WESTN FINL CORP COM 391442100 1019 53700 SH SOLE 53700
GREEN TREE FINL CORP COM 393505102 1833 45400 SH SOLE 45400
HBO & CO COM 404100109 824 19200 SH SOLE 19200
HALLIBURTON CO COM 406216101 1668 45700 SH SOLE 45700
HARCOURT GEN INC COM 41163G101 1533 39300 SH SOLE 39300
HARLEY DAVIDSON INC COM 412822108 978 40800 SH SOLE 40800
HARRIS CORP DEL COM 413875105 1071 22300 SH SOLE 22300
HARSCO CORP COM 415864107 694 15800 SH SOLE 15800
HARTFORD STEAM BOILER INSP&INS COM 416704104 531 12400 SH SOLE 12400
HASBRO INC COM 418056107 1822 54150 SH SOLE 54150
HEALTH MGMT ASSOC INC NEW CL A 421933102 587 20500 SH SOLE 20500
HEALTHTRUST INC - THE HOSP CO COM 42221H107 1558 41600 SH SOLE 41600
HEILIG MEYERS CO COM 422893107 508 23200 SH SOLE 23200
HEINZ H J CO COM 423074103 3551 90800 SH SOLE 90800
HERCULES INC COM 427056106 3308 70500 SH SOLE 70500
HERSHEY FOODS CORP COM 427866108 1116 21600 SH SOLE 21600
HEWLETT PACKARD CO COM 428236103 11107 91900 SH SOLE 91900
HILTON HOTELS CORP COM 432848109 1631 21800 SH SOLE 21800
HOME DEPOT INC COM 437076102 9541 216400 SH SOLE 216400
HOMESTAKE MNG CO COM 437614100 1409 76900 SH SOLE 76900
HONEYWELL INC COM 438506107 3066 81700 SH SOLE 81700
HOSPITALITY FRANCHISE SYS INC COM 440912103 790 24700 SH SOLE 24700
HOST MARRIOTT CORP COM 441078102 865 74100 SH SOLE 74100
<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
HOUSEHOLD INTL INC COM 441815107 1698 38500 SH SOLE 38500
HOUSTON INDS INC COM 442161105 1724 44900 SH SOLE 44900
HUBBELL INC CL B 443510201 935 17430 SH SOLE 17430
HUMANA INC COM 444859102 2229 86800 SH SOLE 86800
HUNTINGTON BANCSHARES INC COM 446150104 1737 95100 SH SOLE 95100
IBP INC COM 449223106 789 24100 SH SOLE 24100
ITT CORP COM 450679105 4400 43000 SH SOLE 43000
ILLINOIS CENT CORP COM SER A 451841100 1111 32200 SH SOLE 32200
ILLINOIS TOOL WKS INC COM 452308109 2906 59700 SH SOLE 59700
ILLINOVA CORP COM 452317100 1220 53500 SH SOLE 53500
INFINITY BROADCASTING CORP CL A 456626100 985 23800 SH SOLE 23800
INFORMIX CORP COM 456779107 1055 30700 SH SOLE 30700
INGERSOLL RAND CO COM 456866102 1607 48500 SH SOLE 48500
INLAND STL INDS INC COM 457472108 314 11400 SH SOLE 11400
INTEGRA FINL CORP COM 458104106 636 14800 SH SOLE 14800
INTEL CORP COM 458140100 16971 196400 SH SOLE 196400
INTERNATIONAL BUSINESS MACHS COM 459200101 22517 272000 SH SOLE 272000
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 2254 43800 SH SOLE 43800
INTERNATIONAL GAME TECHNOLOGY COM 459902102 944 69900 SH SOLE 69900
INTL PAPER CO COM 460146103 4217 56200 SH SOLE 56200
INTERPUBLIC GROUP COS INC COM 460690100 1975 52700 SH SOLE 52700
IPALCO ENTERPRISES INC COM 462613100 1600 50000 SH SOLE 50000
IVAX CORP COM 465823102 774 31100 SH SOLE 31100
JAMES RIV CORP VA COM 470349101 1040 40000 SH SOLE 40000
JEFFERSON PILOT CORP COM 475070108 1479 25025 SH SOLE 25025
JOHN ALDEN FINL CORP COM 477838106 300 15900 SH SOLE 15900
JOHNSON & JOHNSON COM 478160104 17779 297200 SH SOLE 297200
JOHNSON CTLS INC COM 478366107 1170 22900 SH SOLE 22900
K MART CORP COM 482584109 2315 167200 SH SOLE 167200
KANSAS CITY PWR & LT CO COM 485134100 1811 79600 SH SOLE 79600
KANSAS CITY SOUTHN INDS INC COM 485170104 1031 25400 SH SOLE 25400
KELLOGG CO COM 487836108 3485 59500 SH SOLE 59500
KELLY SVCS INC CL A 488152208 958 26650 SH SOLE 26650
KEMPER CORP COM 488396102 875 21300 SH SOLE 21300
KERR MCGEE CORP COM 492386107 1726 33900 SH SOLE 33900
KEYCORP NEW COM 493267108 2281 80515 SH SOLE 80515
KIMBERLY CLARK CORP COM 494368103 3965 76400 SH SOLE 76400
KING WORLD PRODTNS INC COM 495667107 536 13600 SH SOLE 13600
KNIGHT RIDDER INC COM 499040103 1408 24900 SH SOLE 24900
KOHLS CORP COM 500255104 715 16000 SH SOLE 16000
KROGER CO COM 501044101 1646 62500 SH SOLE 62500
LSI LOGIC CORP COM 502161102 1421 26400 SH SOLE 26400
LEGGETT & PLATT INC COM 524660107 1233 29500 SH SOLE 29500
LEHMAN BROS HLDGS INC COM 524908100 906 49720 SH SOLE 49720
LILLY ELI & CO COM 532457108 8448 114423 SH SOLE 114423
LIMITED INC COM 532716107 2885 126300 SH SOLE 126300
LIN BROADCASTING CORP COM 532763109 1467 12000 SH SOLE 12000
LINCOLN NATL CORP IND COM 534187109 2219 55100 SH SOLE 55100
LINEAR TECHNOLOGY CORP COM 535678106 1128 20100 SH SOLE 20100
LITTON INDS INC COM 538021106 818 22800 SH SOLE 22800
<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 870 48600 SH SOLE 48600
LOCTITE CORP DEL COM 540137106 751 15600 SH SOLE 15600
LOEWS CORP COM 540424108 2105 21200 SH SOLE 21200
LONG ISLAND LTG CO COM 542671102 645 44100 SH SOLE 44100
LONGVIEW FIBRE CO COM 543213102 583 33800 SH SOLE 33800
LORAL CORP COM 543859102 1626 37900 SH SOLE 37900
LOTUS DEV CORP COM 545700106 799 21300 SH SOLE 21300
LOUISIANA LD & EXPL CO COM 546268103 724 19500 SH SOLE 19500
LOUISIANA PAC CORP COM 546347105 1502 54800 SH SOLE 54800
LOWES COS INC COM 548661107 2276 66700 SH SOLE 66700
LUBRIZOL CORP COM 549271104 1496 42500 SH SOLE 42500
LYONDELL PETROCHEMICAL CO COM 552078107 550 22700 SH SOLE 22700
MBIA INC COM 55262C100 1159 18400 SH SOLE 18400
MBNA CORP COM 55262L100 2246 76850 SH SOLE 76850
MCI COMMUNICATIONS CORP COM 552673105 5490 263300 SH SOLE 263300
MGIC INVT CORP WIS COM 552848103 1252 30100 SH SOLE 30100
MALLINCKRODT GROUP INC COM 561226101 1039 30600 SH SOLE 30600
MANPOWER INC COM 56418H100 1523 47400 SH SOLE 47400
MAPCO INC COM 565097102 1191 21400 SH SOLE 21400
MARION MERRELL DOW INC COM 569790108 822 33300 SH SOLE 33300
MARSH & MCLENNAN COS INC COM 571748102 2143 26100 SH SOLE 26100
MARSHALL & ILSLEY CORP COM 571834100 1459 69700 SH SOLE 69700
MARRIOTT INTL INC COM 571900109 1953 56100 SH SOLE 56100
MASCO CORP COM 574599106 1954 71500 SH SOLE 71500
MATTEL INC COM 577081102 2531 103831 SH SOLE 103831
MAY DEPT STORES CO COM 577778103 4575 123700 SH SOLE 123700
MAYTAG CORP COM 578592107 1146 66900 SH SOLE 66900
MCCORMICK & CO INC COM NON VTG 579780206 1128 50100 SH SOLE 50100
MCDONALDS CORP COM 580135101 11897 347400 SH SOLE 347400
MCDONNELL DOUGLAS CORP COM 580169100 1896 33800 SH SOLE 33800
MCGRAW HILL INC COM 580645109 2290 31900 SH SOLE 31900
MEAD CORP COM 582834107 1199 22500 SH SOLE 22500
MEDTRONIC INC COM 585055106 4468 63600 SH SOLE 63600
MELLON BK CORP COM 585509102 3842 94154 SH SOLE 94154
MELVILLE CORP COM 585745102 1612 43400 SH SOLE 43400
MERCANTILE BANCORPORATION INC COM 587342106 216 5750 SH SOLE 5750
MERCANTILE BANKSHARES CORP COM 587405101 973 43900 SH SOLE 43900
MERCANTILE STORES INC COM 587533100 789 17600 SH SOLE 17600
MERCK & CO INC COM 589331107 24450 572600 SH SOLE 572600
MERCURY FIN CO COM 589395102 572 35600 SH SOLE 35600
MERIDIAN BANCORP INC COM 589580109 1522 49300 SH SOLE 49300
MERRILL LYNCH & CO INC COM 590188108 4163 97400 SH SOLE 97400
MICROSOFT CORP COM 594918104 10148 142200 SH SOLE 142200
MICRON TECHNOLOGY INC COM 595112103 2987 38950 SH SOLE 38950
MID ATLANTIC MED SVCS INC COM 59523C107 594 27100 SH SOLE 27100
MIDLANTIC CORP COM 59780E101 774 22400 SH SOLE 22400
MIDWEST RES INC COM 598374106 517 36600 SH SOLE 36600
MILLIPORE CORP COM 601073109 988 17700 SH SOLE 17700
MINNESOTA MNG & MFG CO COM 604059105 11374 195800 SH SOLE 195800
MINNESOTA PWR & LT CO COM 604110106 909 35800 SH SOLE 35800
<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
MIRAGE RESORTS INC COM 60462E104 1411 50150 SH SOLE 50150
MOBIL CORP COM 607059102 17589 190900 SH SOLE 190900
MOLEX INC COM 608554101 1769 49450 SH SOLE 49450
MONSANTO CO COM 611662107 4713 58600 SH SOLE 58600
MONTANA POWER CO COM 612085100 740 32500 SH SOLE 32500
MORGAN J P & CO INC COM 616880100 5454 88816 SH SOLE 88816
MORGAN STANLEY GROUP INC COM 617446109 1306 19300 SH SOLE 19300
MORTON INTL INC COM 619331101 2311 79800 SH SOLE 79800
MOTOROLA INC COM 620076109 14240 260500 SH SOLE 260500
MURPHY OIL CORP COM 626717102 956 22200 SH SOLE 22200
MYLAN LABS INC COM 628530107 1539 48400 SH SOLE 48400
NBD BANCORP INC COM 628900102 2287 70500 SH SOLE 70500
NIPSCO INDS INC COM 629140104 1034 33000 SH SOLE 33000
NALCO CHEM CO COM 629853102 1219 36400 SH SOLE 36400
NATIONAL CITY CORP COM 635405103 1912 71400 SH SOLE 71400
NATIONAL HEALTH LABS HLDGS INC COM 63633E102 603 40200 SH SOLE 40200
NATIONAL MED ENTERPRISES INC COM 636886103 1745 108194 SH SOLE 108194
NATIONAL SEMICONDUCTOR CORP COM 637640103 1163 65400 SH SOLE 65400
NATIONAL SVC INDS INC COM 637657107 1278 47050 SH SOLE 47050
NATIONSBANK CORP COM 638585109 6580 129273 SH SOLE 129273
NEW ENGLAND ELEC SYS COM 644001109 923 29700 SH SOLE 29700
NEW YORK ST ELEC & GAS CORP COM 649840105 855 39900 SH SOLE 39900
NEW YORK TIMES CO CL A 650111107 1403 60400 SH SOLE 60400
NEWELL CO COM 651192106 1692 66900 SH SOLE 66900
NEWMONT MINING CORP COM 651639106 1798 42230 SH SOLE 42230
NEXTEL COMMUNICATIONS INC CL A 65332V103 603 43500 SH SOLE 43500
NIAGARA MOHAWK PWR CORP COM 653522102 704 50900 SH SOLE 50900
NICOR INC COM 654086107 756 30300 SH SOLE 30300
NIKE INC CL B 654106103 1357 18100 SH SOLE 18100
NOBLE AFFILIATES INC COM 654894104 405 14800 SH SOLE 14800
NORAM ENERGY CORP COM 655419109 517 96200 SH SOLE 96200
NORDSTROM INC COM 655664100 925 22700 SH SOLE 22700
NORFOLK SOUTHERN CORP COM 655844108 4406 66000 SH SOLE 66000
NORTHEAST UTILS COM 664397106 1428 66700 SH SOLE 66700
NORTHN STS PWR CO MINN COM 665772109 1360 30900 SH SOLE 30900
NORTHERN TR CORP COM 665859104 1143 32200 SH SOLE 32200
NORTHROP GRUMMAN CORP COM 666807102 793 16100 SH SOLE 16100
NORWEST CORP COM 669380107 4138 162200 SH SOLE 162200
NOVELL INC COM 670006105 2939 151900 SH SOLE 151900
NUCOR CORP COM 670346105 2621 46700 SH SOLE 46700
NYNEX CORP COM 670768100 7144 180100 SH SOLE 180100
OCCIDENTAL PETE CORP DEL COM 674599105 3395 154000 SH SOLE 154000
OFFICE DEPOT INC COM 676220106 1757 72500 SH SOLE 72500
OGDEN CORP COM 676346109 712 35400 SH SOLE 35400
OHIO CAS CORP COM 677240103 666 19700 SH SOLE 19700
OHIO EDISON CO COM 677347106 2250 112300 SH SOLE 112300
OKLAHOMA GAS & ELEC CO COM 678858101 1054 30900 SH SOLE 30900
OLD REP INTL CORP COM 680223104 936 39000 SH SOLE 39000
OLIN CORP COM PAR $1 680665205 839 15500 SH SOLE 15500
ORACLE SYSTEMS CORP COM 68389X105 4974 158550 SH SOLE 158550
<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
ORYX ENERGY COMPANY COM 68763F100 654 51900 SH SOLE 51900
OWENS CORNING FIBERGLAS CORP COM NEW 690734207 896 24900 SH SOLE 24900
OWENS ILL INC COM NEW 690768403 638 56700 SH SOLE 56700
OXFORD HEALTH PLANS INC COM 691471106 896 16000 SH SOLE 16000
PECO ENERGY CO COM 693304107 1862 73500 SH SOLE 73500
PNC BK CORP COM 693475105 2972 121700 SH SOLE 121700
PPG INDS INC COM 693506107 4494 119000 SH SOLE 119000
PACCAR INC COM 693718108 880 20625 SH SOLE 20625
PACIFIC ENTERPRISES COM 694232109 771 31200 SH SOLE 31200
PACIFIC GAS & ELEC CO COM 694308107 5304 211900 SH SOLE 211900
PACIFIC TELESIS GROUP COM 694890104 6354 210196 SH SOLE 210196
PACIFICARE HEALTH SYS INC CL A 695110106 760 10500 SH SOLE 10500
PACIFICORP COM 695114108 3308 170900 SH SOLE 170900
PAGING NETWORK INC COM 695542100 1077 32450 SH SOLE 32450
PAINE WEBBER GROUP INC COM 695629105 791 48950 SH SOLE 48950
PALL CORP COM 696429307 1228 57500 SH SOLE 57500
PANHANDLE EASTN CORP COM 698462108 1636 70900 SH SOLE 70900
PARAMETRIC TECHNOLOGY CORP COM 699173100 1597 39100 SH SOLE 39100
PARKER HANNIFIN CORP COM 701094104 1466 32700 SH SOLE 32700
PENNEY J C INC COM 708160106 4632 103800 SH SOLE 103800
PENNSYLVANIA PWR & LT CO COM 709051106 1300 66400 SH SOLE 66400
PENNZOIL CO COM 709903108 1764 37100 SH SOLE 37100
PEOPLES ENERGY CORP COM 711030106 590 23600 SH SOLE 23600
PEP BOYS MANNY MOE & JACK COM 713278109 1218 39600 SH SOLE 39600
PEPSICO INC COM 713448108 14662 372000 SH SOLE 372000
PERKIN ELMER CORP COM 714041100 640 21800 SH SOLE 21800
PERRIGO CO COM 714290103 399 34400 SH SOLE 34400
PET INC NEW COM 715825105 1595 62200 SH SOLE 62200
PFIZER INC COM 717081103 12554 145300 SH SOLE 145300
PHELPS DODGE CORP COM 717265102 2075 36500 SH SOLE 36500
PHILIP MORRIS COS INC COM 718154107 26192 398500 SH SOLE 398500
PHILLIPS PETE CO COM 718507106 2801 77500 SH SOLE 77500
PHYSICIAN CORP AMER COM 71940P108 565 25100 SH SOLE 25100
PINNACLE WEST CAP CORP COM 723484101 907 43200 SH SOLE 43200
PIONEER HI BRED INTL INC COM 723686101 1668 46100 SH SOLE 46100
PITNEY BOWES INC COM 724479100 2469 68500 SH SOLE 68500
POLAROID CORP COM 731095105 625 17995 SH SOLE 17995
POTLATCH CORP COM 737628107 683 16100 SH SOLE 16100
POTOMAC ELEC PWR CO COM 737679100 992 51900 SH SOLE 51900
PRAXAIR INC COM 74005P104 1843 79400 SH SOLE 79400
PREMARK INTL INC COM 740459102 1328 29900 SH SOLE 29900
PRICE/COSTCO INC COM 74143W102 1519 102561 SH SOLE 102561
PROCTER & GAMBLE CO COM 742718109 20826 313100 SH SOLE 313100
PROGRESSIVE CORP OHIO COM 743315103 1577 38700 SH SOLE 38700
PROMUS COS INC COM 74342A109 2135 56650 SH SOLE 56650
PROVIDIAN CORP COM 744061102 2152 61200 SH SOLE 61200
PUBLIC SERVICE CO COLO COM 744448101 812 26500 SH SOLE 26500
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2248 81900 SH SOLE 81900
QVC INC COM 747262103 649 14100 SH SOLE 14100
QUAKER OATS CO COM 747402105 1869 55800 SH SOLE 55800
<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
QUALCOMM INC COM 747525103 799 24400 SH SOLE 24400
QUESTAR CORP COM 748356102 660 22000 SH SOLE 22000
RJR NABISCO HOLDINGS CORP COM 74960K108 3395 577941 SH SOLE 577941
RPM INC OHIO COM 749685103 481 24200 SH SOLE 24200
RALSTON PURINA CO COM RAL-PUR GP 751277302 2314 48400 SH SOLE 48400
RAYCHEM CORP DEL COM 754603108 867 21300 SH SOLE 21300
RAYTHEON CO COM 755111101 4844 66700 SH SOLE 66700
READERS DIGEST ASSN INC CL A NON VTG 755267101 2698 56100 SH SOLE 56100
READERS DIGEST ASSN INC CL B 755267200 754 16900 SH SOLE 16900
REEBOK INTL LTD COM 758110100 1483 41400 SH SOLE 41400
REGIONS FINL CORP COM 758940100 686 18800 SH SOLE 18800
REPUBLIC N Y CORP COM 760719104 1580 32100 SH SOLE 32100
REYNOLDS METALS CO COM 761763101 1782 36000 SH SOLE 36000
RHONE POULENC RORER INC COM 76242T104 720 16700 SH SOLE 16700
RITE AID CORP COM 767754104 1127 46000 SH SOLE 46000
ROADWAY SVCS INC COM 769748104 802 16700 SH SOLE 16700
ROCKWELL INTL CORP COM 774347108 3128 79900 SH SOLE 79900
ROHM & HAAS CO COM 775371107 1437 24500 SH SOLE 24500
ROUSE CO COM 779273101 854 43800 SH SOLE 43800
RUBBERMAID INC COM 781088109 2932 88900 SH SOLE 88900
RUSSELL CORP COM 782352108 708 24000 SH SOLE 24000
RYDER SYS INC COM 783549108 716 29600 SH SOLE 29600
SCECORP COM 783882103 3811 242300 SH SOLE 242300
SPDR TR UNIT SER 1 78462F103 14046 275000 SH SOLE 275000
SAFECO CORP COM 786429100 1634 29700 SH SOLE 29700
SAFETY KLEEN CORP COM 786484105 931 52200 SH SOLE 52200
ST JUDE MED INC COM 790849103 1505 34700 SH SOLE 34700
ST PAUL COS INC COM 792860108 1374 27300 SH SOLE 27300
SALOMON INC COM 79549B107 1970 57900 SH SOLE 57900
SAN DIEGO GAS & ELEC CO COM 797440104 790 38000 SH SOLE 38000
SANTA FE PACIFIC GOLD CORP COM 802176107 695 55736 SH SOLE 55736
SANTA FE PAC CORP COM 802183103 1986 86428 SH SOLE 86428
SARA LEE CORP COM 803111103 5981 226800 SH SOLE 226800
SCANA CORP COM 805898103 1046 24900 SH SOLE 24900
SCHERING PLOUGH CORP COM 806605101 6842 91100 SH SOLE 91100
SCHULMAN A INC COM 808194104 551 18050 SH SOLE 18050
SCIENTIFIC ATLANTA INC COM 808655104 869 37100 SH SOLE 37100
SCOTT PAPER CO COM 809877103 3541 39900 SH SOLE 39900
SEAGATE TECHNOLOGY COM 811804103 962 34300 SH SOLE 34300
SEAGULL ENERGY CORP COM 812007102 356 18000 SH SOLE 18000
SEARS ROEBUCK & CO COM 812387108 7171 134600 SH SOLE 134600
SENSORMATIC ELECTRS CORP COM 817265101 1127 39800 SH SOLE 39800
SERVICE CORP INTL COM 817565104 1366 48800 SH SOLE 48800
SHAW INDS INC COM 820286102 935 70900 SH SOLE 70900
SHAWMUT NATL CORP COM 820484103 1543 58400 SH SOLE 58400
SHERWIN WILLIAMS CO COM 824348106 1758 51800 SH SOLE 51800
SIGMA ALDRICH CORP COM 826552101 1293 33100 SH SOLE 33100
SIGNET BKG CORP COM 826681108 779 38000 SH SOLE 38000
SILICON GRAPHICS INC COM 827056102 2766 78100 SH SOLE 78100
SNAP ON INC COM 833034101 766 21000 SH SOLE 21000
<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
SONAT INC COM 835415100 1170 38800 SH SOLE 38800
SONOCO PRODS CO COM 835495102 1101 45300 SH SOLE 45300
SOUTHERN CO COM 842587107 6411 313800 SH SOLE 313800
SOUTHERN NEW ENGLAND TELECOM COM 843485103 1272 38100 SH SOLE 38100
SOUTHTRUST CORP COM 844730101 1313 62500 SH SOLE 62500
SOUTHWEST AIRLS CO COM 844741108 1416 78700 SH SOLE 78700
SOUTHWESTERN BELL CORP COM 845333103 12477 295660 SH SOLE 295660
SOUTHWESTERN PUB SVC CO COM 845743103 1388 49600 SH SOLE 49600
SPRINT CORP COM 852061100 5062 165712 SH SOLE 165712
STANLEY WKS COM 854616109 729 18250 SH SOLE 18250
STAPLES INC COM 855030102 864 32850 SH SOLE 32850
STAR BANC CORP COM 855083101 603 14400 SH SOLE 14400
STATE ST BOSTON CORP COM 857473102 1314 41400 SH SOLE 41400
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 472 24200 SH SOLE 24200
STRATUS COMPUTER INC COM 863155107 469 15000 SH SOLE 15000
STRYKER CORP COM 863667101 1399 30400 SH SOLE 30400
STUDENT LOAN MARKETING ASSN COM NEW VTG 863871505 1540 43400 SH SOLE 43400
SUN INC COM 866762107 997 35100 SH SOLE 35100
SUN MICROSYSTEMS INC COM 866810104 1857 53200 SH SOLE 53200
SUNBEAM-OSTER INC COM 867071102 976 42600 SH SOLE 42600
SUNDSTRAND CORP COM 867323107 941 18600 SH SOLE 18600
SUNTRUST BKS INC COM 867914103 3568 66500 SH SOLE 66500
SUPERIOR INDS INTL INC COM 868168105 520 20400 SH SOLE 20400
SUPERVALU INC COM 868536103 879 33000 SH SOLE 33000
SYBASE INC COM 871130100 1128 31700 SH SOLE 31700
SYSCO CORP COM 871829107 2120 79200 SH SOLE 79200
TECO ENERGY INC COM 872375100 932 44300 SH SOLE 44300
TJX COS INC NEW COM 872540109 462 35400 SH SOLE 35400
TRW INC COM 872649108 1560 22700 SH SOLE 22700
TAMBRANDS INC COM 875080103 1460 32700 SH SOLE 32700
TANDEM COMPUTERS INC COM 875370108 1055 69500 SH SOLE 69500
TANDY CORP COM 875382103 1910 39800 SH SOLE 39800
TECUMSEH PRODS CO CL B 878895101 586 11800 SH SOLE 11800
TELE COMMUNICATIONS INC NEW CL A 87924V101 5439 262699 SH SOLE 262699
TELEDYNE INC COM 879335107 953 36300 SH SOLE 36300
TELEPHONE & DATA SYS INC COM 879433100 950 24200 SH SOLE 24200
TELLABS INC COM 879664100 1260 21300 SH SOLE 21300
TEMPLE INLAND INC COM 879868107 1639 36500 SH SOLE 36500
TENNECO INC NEW COM 880370101 3912 82910 SH SOLE 82910
TEXACO INC COM 881694103 8131 122400 SH SOLE 122400
TEXAS INSTRS INC COM 882508104 4018 44900 SH SOLE 44900
TEXAS UTILS CO COM 882848104 3741 117400 SH SOLE 117400
TEXTRON INC COM 883203101 2358 41700 SH SOLE 41700
THERMO ELECTRON CORP COM 883556102 1253 24450 SH SOLE 24450
THOMAS & BETTS CORP COM 884315102 951 14700 SH SOLE 14700
3COM CORP COM 885535104 1939 34200 SH SOLE 34200
TIDEWATER INC COM 886423102 620 30100 SH SOLE 30100
TIME WARNER INC COM 887315109 6812 181920 SH SOLE 181920
TORCHMARK CORP COM 891027104 1284 31000 SH SOLE 31000
TOYS R US COM 892335100 3126 121900 SH SOLE 121900
<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
TRANSAMERICA CORP COM 893485102 1550 27300 SH SOLE 27300
TRAVELERS INC COM 894190107 6103 157550 SH SOLE 157550
TRIBUNE CO NEW COM 896047107 1082 19500 SH SOLE 19500
TRITON ENERGY CORP COM 896750106 955 24900 SH SOLE 24900
TURNER BROADCASTING SYS INC CL A 900262403 584 34300 SH SOLE 34300
TURNER BROADCASTING SYS INC CL B 900262502 525 30000 SH SOLE 30000
TYCO INTERNATIONAL LTD COM 902120104 1215 23030 SH SOLE 23030
TYSON FOODS INC CL A 902494103 1288 53500 SH SOLE 53500
UAL CORP COM PAR $0.01 902549500 615 5700 SH SOLE 5700
UJB FINL CORP COM 902760107 1078 39100 SH SOLE 39100
USX MARATHON GROUP COM NEW 902905827 2622 149800 SH SOLE 149800
UST INC COM 902911106 3661 116300 SH SOLE 116300
UNUM CORP COM 903192102 1948 43200 SH SOLE 43200
USF&G CORP COM 903290104 737 52600 SH SOLE 52600
U S G CORP COM NEW 903293405 643 27600 SH SOLE 27600
USX-U S STL COM 90337T101 1369 40600 SH SOLE 40600
UNIFI INC COM 904677101 1321 49000 SH SOLE 49000
UNICOM CORP COM 904911104 2883 120200 SH SOLE 120200
UNION CAMP CORP COM 905530101 1543 29900 SH SOLE 29900
UNION CARBIDE CORP COM 905581104 2373 77400 SH SOLE 77400
UNION ELEC CO COM 906548102 1428 40300 SH SOLE 40300
UNION PAC CORP COM 907818108 5210 95100 SH SOLE 95100
UNISYS CORP COM 909214108 852 89500 SH SOLE 89500
UNITED HEALTHCARE CORP COM 910581107 3892 83500 SH SOLE 83500
U S BANCORP ORE COM 911596104 1476 56600 SH SOLE 56600
UNITED STATES CELLULAR CORP COM 911684108 667 22200 SH SOLE 22200
U S HEALTHCARE INC COM 911910107 3247 73950 SH SOLE 73950
UNITED STATES SURGICAL CORP COM 912707106 593 26100 SH SOLE 26100
U S WEST INC COM 912889102 6564 163600 SH SOLE 163600
UNITED TECHNOLOGIES CORP COM 913017109 4253 61400 SH SOLE 61400
UNITRIN INC COM 913275103 2258 46600 SH SOLE 46600
UNOCAL CORP COM 915289102 3030 105800 SH SOLE 105800
UPJOHN CO COM 915302103 2419 67500 SH SOLE 67500
V F CORP COM 918204108 1359 25700 SH SOLE 25700
VALERO ENERGY CORP COM 919138107 520 28300 SH SOLE 28300
VALUE HEALTH INC COM 920393105 738 19200 SH SOLE 19200
VANGUARD CELLULAR SYS INC CL A 922022108 617 27300 SH SOLE 27300
VARITY CORP COM NEW 92224R602 741 19300 SH SOLE 19300
VIACOM INC CL A 925524100 2671 57988 SH SOLE 57988
VIACOM INC CL B 925524308 5152 114584 SH SOLE 114584
VIKING OFFICE PRODS COM 926913104 440 14400 SH SOLE 14400
VULCAN MATLS CO COM 929160109 1188 20800 SH SOLE 20800
WMX TECHNOLOGIES INC COM 92929Q107 6687 243000 SH SOLE 243000
WACHOVIA CORP COM 929771103 3406 95800 SH SOLE 95800
WAL MART STORES INC COM 931142103 16480 644100 SH SOLE 644100
WALGREEN CO COM 931422109 2470 51400 SH SOLE 51400
WARNER LAMBERT CO COM 934488107 4900 62300 SH SOLE 62300
WASHINGTON POST CO CL B 939640108 952 3700 SH SOLE 3700
WELLS FARGO & CO DEL COM 949740104 4489 28600 SH SOLE 28600
WENDYS INTL INC COM 950590109 879 53700 SH SOLE 53700
<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
WESCO FINL CORP COM 950817106 780 6500 SH SOLE 6500
WESTERN ATLAS INC COM 957674104 679 15700 SH SOLE 15700
WESTERN RES INC COM 959425109 951 30400 SH SOLE 30400
WESTINGHOUSE ELEC CORP COM 960402105 2421 169600 SH SOLE 169600
WESTVACO CORP COM 961548104 1701 40900 SH SOLE 40900
WEYERHAEUSER CO COM 962166104 3719 95300 SH SOLE 95300
WHIRLPOOL CORP COM 963320106 1669 30600 SH SOLE 30600
WHITMAN CORP COM 96647K102 713 37300 SH SOLE 37300
WILLAMETTE INDS INC COM 969133107 1789 32900 SH SOLE 32900
WILLIAMS COS INC DEL COM 969457100 1923 62500 SH SOLE 62500
WINN DIXIE STORES INC COM 974280109 1312 23400 SH SOLE 23400
WISCONSIN ENERGY CORP COM 976657106 1087 39900 SH SOLE 39900
WITCO CORP COM 977385103 1178 40300 SH SOLE 40300
WOOLWORTH CORP COM 980883102 1408 77600 SH SOLE 77600
WORTHINGTON INDS INC COM 981811102 757 38150 SH SOLE 38150
WRIGLEY WM JR CO COM 982526105 2185 49300 SH SOLE 49300
XEROX CORP COM 984121103 5700 48700 SH SOLE 48700
YORK INTL CORP NEW COM 986670107 1253 31600 SH SOLE 31600
REPORT SUMMARY 668 DATA RECORDS 1837974 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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