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Previous: SHELTER PROPERTIES VI LIMITED PARTNERSHIP, 10KSB, 1996-01-29 |
Next: OMI CORP, SC 13G/A, 1996-01-29 |
<TABLE>
<C> <C>
<PAGE> PAGE 1
SECURITIES AND EXCHANGE COMMISSION
FORM 13F-E
Report for the Calendar Year or Quarter Ended: 12/31/95
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:
SCOTT W. OLSON DEPUTY GENERAL COUNSEL 617-382-2072
Signature, Place and Date of Signing:
/s/ SCOTT W. OLSON BOSTON MA 01/25/96
<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
A D C TELECOMMUNICATIONS COM 000886101 1285 35200 SH SOLE 35200
AFLAC INC COM 001055102 1704 39175 SH SOLE 39175
AES CORP COM 00130H105 267 11182 SH SOLE 11182
AMR CORP COM 001765106 2669 35950 SH SOLE 35950
AT&T CORP COM 001957109 40133 619811 SH SOLE 619811
ABBOTT LABS COM 002824100 13379 321409 SH SOLE 321409
ADOBE SYS INC COM 00724F101 1779 28700 SH SOLE 28700
ADVANCED MICRO DEVICES INC COM 007903107 805 48800 SH SOLE 48800
ADVANTA CORP CL A 007942105 803 21000 SH SOLE 21000
AETNA LIFE & CAS CO COM 008140105 3200 46205 SH SOLE 46205
AHMANSON H F & CO COM 008677106 1246 47000 SH SOLE 47000
AIR PRODS & CHEMS INC COM 009158106 2396 45429 SH SOLE 45429
AIRTOUCH COMMUNICATIONS INC COM 00949T100 5684 202102 SH SOLE 202102
ALBERTSONS INC COM 013104104 3258 99100 SH SOLE 99100
ALCO STD CORP COM 013788104 2388 52330 SH SOLE 52330
ALEXANDER & BALDWIN INC COM 014482103 662 28800 SH SOLE 28800
ALLEGHENY PWR SYS INC COM 017411109 1471 51400 SH SOLE 51400
ALLERGAN INC COM 018490102 1062 32670 SH SOLE 32670
ALLIEDSIGNAL INC COM 019512102 5359 112826 SH SOLE 112826
ALLMERICA PPTY & CAS COS INC COM 01975T105 840 31100 SH SOLE 31100
ALLSTATE CORP COM 020002101 6360 154658 SH SOLE 154658
ALLTEL CORP COM 020039103 2554 86566 SH SOLE 86566
ALTERA CORP COM 021441100 284 5700 SH SOLE 5700
ALUMAX INC COM 022197107 715 23350 SH SOLE 23350
ALUMINUM CO AMER COM 022249106 3744 70800 SH SOLE 70800
ALZA CORP DEL COM 022615108 1046 42700 SH SOLE 42700
AMBAC INC COM 023139108 1144 24400 SH SOLE 24400
AMERADA HESS CORP COM 023551104 1965 37070 SH SOLE 37070
AMERICA ONLINE INC DEL COM 02364J104 368 9800 SH SOLE 9800
AMERICAN BRANDS INC COM 024703100 3136 70472 SH SOLE 70472
AMERICAN ELEC PWR INC COM 025537101 2746 67800 SH SOLE 67800
AMERICAN EXPRESS CO COM 025816109 7765 187669 SH SOLE 187669
AMERICAN FINL GROUP INC COM 02608W101 619 20200 SH SOLE 20200
AMERICAN GENERAL CORP COM 026351106 2948 84526 SH SOLE 84526
AMERICAN GREETINGS CORP CL A 026375105 837 30307 SH SOLE 30307
AMERICAN HOME PRODS CORP COM 026609107 12148 125238 SH SOLE 125238
AMERICAN INTL GROUP INC COM 026874107 14024 151611 SH SOLE 151611
AMERICAN NATL INS CO COM 028591105 545 8200 SH SOLE 8200
AMERICAN PWR CONVERSION CORP COM 029066107 436 45900 SH SOLE 45900
AMERICAN RE CORP COM 029163102 932 22800 SH SOLE 22800
AMERICAN STORES CO NEW COM 030096101 1447 54097 SH SOLE 54097
AMERITECH CORP NEW COM 030954101 12735 216300 SH SOLE 216300
AMGEN INC COM 031162100 6816 114800 SH SOLE 114800
AMP INC COM 031897101 3492 91290 SH SOLE 91290
AMOCO CORP COM 031905102 13530 189230 SH SOLE 189230
AMPHENOL CORP CL A 032094203 619 25538 SH SOLE 25538
AMSOUTH BANCORPORATION COM 032165102 1013 25100 SH SOLE 25100
ANADARKO PETE CORP COM 032511107 1628 30079 SH SOLE 30079
ANALOG DEVICES INC COM 032654105 1627 46000 SH SOLE 46000
ANHEUSER BUSCH COS INC COM 035229103 6123 91559 SH SOLE 91559
<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
ANIXTER INTL INC COM 035290105 636 34152 SH SOLE 34152
AON CORP COM 037389103 1818 36450 SH SOLE 36450
APACHE CORP COM 037411105 1139 38599 SH SOLE 38599
APPLE COMPUTER INC COM 037833100 1607 50405 SH SOLE 50405
APPLIED MATLS INC COM 038222105 3180 80768 SH SOLE 80768
ARCHER DANIELS MIDLAND CO COM 039483102 3672 203980 SH SOLE 203980
ARMSTRONG WORLD INDS INC COM 042476101 1273 20533 SH SOLE 20533
ARROW ELECTRS INC COM 042735100 1030 23943 SH SOLE 23943
ASCEND COMMUNICATIONS INC COM 043491109 763 9400 SH SOLE 9400
ASHLAND INC COM 044204105 1013 28841 SH SOLE 28841
ATLANTA GAS LT CO COM 047753108 628 31800 SH SOLE 31800
ATLANTIC RICHFIELD CO COM 048825103 6784 61256 SH SOLE 61256
ATLANTIC ENERGY INC N J COM 048903108 387 20100 SH SOLE 20100
AUTODESK INC COM 052769106 976 28505 SH SOLE 28505
AUTOMATIC DATA PROCESSING INC COM 053015103 4748 63946 SH SOLE 63946
AUTOZONE INC COM 053332102 1966 68100 SH SOLE 68100
AVERY DENNISON CORP COM 053611109 1208 24100 SH SOLE 24100
AVNET INC COM 053807103 864 19300 SH SOLE 19300
AVON PRODS INC COM 054303102 2224 29501 SH SOLE 29501
BMC SOFTWARE INC COM 055921100 1317 30800 SH SOLE 30800
BAKER HUGHES INC COM 057224107 1398 57344 SH SOLE 57344
BALTIMORE GAS & ELEC CO COM 059165100 1454 51000 SH SOLE 51000
BANC ONE CORP COM 059438101 5735 152416 SH SOLE 152416
BANCORP HAWAII INC COM 059685107 787 21950 SH SOLE 21950
BANK OF BOSTON CORP COM 060716107 2410 52100 SH SOLE 52100
BANK NEW YORK INC COM 064057102 3320 68098 SH SOLE 68098
BANKAMERICA CORP COM 066050105 9352 144435 SH SOLE 144435
BANKERS TRUST N Y CORP COM 066365107 1804 27130 SH SOLE 27130
BANPONCE CORP NEW COM 066704107 791 20400 SH SOLE 20400
BARD C R INC COM 067383109 813 25200 SH SOLE 25200
BARNES & NOBLE INC COM 067774109 220 7580 SH SOLE 7580
BARNETT BKS INC COM 068055102 2257 38254 SH SOLE 38254
BAUSCH & LOMB INC COM 071707103 1110 28000 SH SOLE 28000
BAXTER INTL INC COM 071813109 4991 119190 SH SOLE 119190
BAY NETWORKS INC COM 072510100 3392 82484 SH SOLE 82484
BAYBANKS INC COM 072723109 1373 13976 SH SOLE 13976
BEAR STEARNS COS INC COM 073902108 935 47067 SH SOLE 47067
BECTON DICKINSON & CO COM 075887109 2280 30400 SH SOLE 30400
BELL ATLANTIC CORP COM 077853109 11098 165956 SH SOLE 165956
BELLSOUTH CORP COM 079860102 16926 389100 SH SOLE 389100
BELO A H CORP DEL COM SER A 080555105 796 22900 SH SOLE 22900
BENEFICIAL CORP COM 081721102 1202 25773 SH SOLE 25773
BETHLEHEM STL CORP COM 087509105 659 47500 SH SOLE 47500
BETZ LABS INC COM 087779104 525 12800 SH SOLE 12800
BIOGEN INC COM 090597105 1187 19300 SH SOLE 19300
BIOMET INC COM 090613100 1300 72700 SH SOLE 72700
BLACK & DECKER CORP COM 091797100 1523 43200 SH SOLE 43200
BLOCK H & R INC COM 093671105 1986 49033 SH SOLE 49033
BOATMENS BANCSHARES INC COM 096650106 2187 53515 SH SOLE 53515
BOB EVANS FARMS INC COM 096761101 623 32800 SH SOLE 32800
<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
BOEING CO COM 097023105 10467 133546 SH SOLE 133546
BOSTON EDISON CO COM 100599109 1322 44800 SH SOLE 44800
BOSTON SCIENTIFIC CORP COM 101137107 916 18600 SH SOLE 18600
BRINKER INTL INC COM 109641100 769 50875 SH SOLE 50875
BRISTOL MYERS SQUIBB CO COM 110122108 16979 197723 SH SOLE 197723
BROWN FORMAN CORP CL B 115637209 1062 29100 SH SOLE 29100
BROWNING FERRIS INDS COM 115885105 2333 79407 SH SOLE 79407
BRUNSWICK CORP COM 117043109 1351 56300 SH SOLE 56300
BURLINGTON NORTHN SANTA FE CP COM 12189T104 4683 60035 SH SOLE 60035
BURLINGTON RES INC COM 122014103 2247 57238 SH SOLE 57238
CIGNA CORP COM 125509109 2757 26700 SH SOLE 26700
CMS ENERGY CORP COM 125896100 1548 51822 SH SOLE 51822
CPC INTL INC COM 126149103 3971 57865 SH SOLE 57865
CSX CORP COM 126408103 3802 83326 SH SOLE 83326
CUC INTL INC COM 126545102 3167 92806 SH SOLE 92806
CABLETRON SYS INC COM 126920107 2167 26750 SH SOLE 26750
CABOT CORP COM 127055101 1294 24020 SH SOLE 24020
CALLAWAY GOLF CO COM 131193104 1023 45200 SH SOLE 45200
CAMPBELL SOUP CO COM 134429109 3180 53000 SH SOLE 53000
CAPITAL CITIES ABC INC COM 139859102 6491 52614 SH SOLE 52614
CAPITAL ONE FINL CORP COM 14040H105 363 15224 SH SOLE 15224
CARDINAL HEALTH INC COM 14149Y108 1385 25300 SH SOLE 25300
CAREMARK INTL INC COM 141704106 816 45000 SH SOLE 45000
CAROLINA PWR & LT CO COM 144141108 2264 65620 SH SOLE 65620
CASCADE COMMUNICATIONS CORP COM 147184105 384 4500 SH SOLE 4500
CATERPILLAR INC DEL COM 149123101 4676 79594 SH SOLE 79594
CENTERIOR ENERGY CORP COM 151883105 1206 135900 SH SOLE 135900
CENTRAL & SOUTH WEST CORP COM 152357109 2012 72181 SH SOLE 72181
CENTURY TEL ENTERPRISES INC COM 156686107 975 30700 SH SOLE 30700
CERIDIAN CORP COM 15677T106 281 6800 SH SOLE 6800
CHAMPION INTL CORP COM 158525105 1652 39324 SH SOLE 39324
CHASE MANHATTAN CORP COM 161610100 4401 72900 SH SOLE 72900
CHEMICAL BKG CORP COM 163722101 5950 101272 SH SOLE 101272
CHEVRON CORPORATION COM 166751107 13392 255694 SH SOLE 255694
CHIRON CORP COM 170040109 1159 10485 SH SOLE 10485
CHRYSLER CORP COM 171196108 6978 126591 SH SOLE 126591
CHUBB CORP COM 171232101 3171 32775 SH SOLE 32775
CINCINNATI BELL INC COM 171870108 933 26857 SH SOLE 26857
CINCINNATI FINL CORP COM 172062101 1626 24920 SH SOLE 24920
CINERGY CORP COM 172474108 1449 47300 SH SOLE 47300
CIRCUIT CITY STORE INC COM 172737108 1314 47560 SH SOLE 47560
CISCO SYS INC COM 17275R102 8671 116196 SH SOLE 116196
CIRRUS LOGIC CORP COM 172755100 284 14400 SH SOLE 14400
CIRCUS CIRCUS ENTERPRISES INC COM 172909103 1331 47750 SH SOLE 47750
CITICORP COM 173034109 11188 166364 SH SOLE 166364
CLOROX CO DEL COM 189054109 1261 17600 SH SOLE 17600
COASTAL CORP COM 190441105 1069 28900 SH SOLE 28900
COCA COLA CO COM 191216100 36873 496612 SH SOLE 496612
COCA COLA ENTERPRISES INC COM 191219104 1113 41400 SH SOLE 41400
COLGATE PALMOLIVE CO COM 194162103 3701 52689 SH SOLE 52689
<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
COLUMBIA GAS SYS INC COM 197648108 557 12700 SH SOLE 12700
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 8973 176803 SH SOLE 176803
COMCAST CORP CL A 200300101 1443 81900 SH SOLE 81900
COMCAST CORP CL A SPL 200300200 447 24581 SH SOLE 24581
COMERICA INC COM 200340107 2196 54900 SH SOLE 54900
COMMERCE BANCSHARES INC COM 200525103 201 5243 SH SOLE 5243
COMPAQ COMPUTER CORP COM 204493100 5234 109033 SH SOLE 109033
COMPUTER ASSOC INTL INC COM 204912109 4590 80701 SH SOLE 80701
COMPUTER SCIENCES CORP COM 205363104 2150 30600 SH SOLE 30600
COMPUWARE CORP COM 205638109 342 18500 SH SOLE 18500
CONAGRA INC COM 205887102 3899 94516 SH SOLE 94516
CONRAIL INC COM 208368100 2429 34700 SH SOLE 34700
CONSECO INC COM 208464107 870 13900 SH SOLE 13900
CONSOLIDATED EDISON CO N Y INC COM 209111103 2696 84900 SH SOLE 84900
CONSOLIDATED NAT GAS CO COM 209615103 1512 33328 SH SOLE 33328
COOPER INDS INC COM 216669101 1718 46743 SH SOLE 46743
COOPER TIRE & RUBR CO COM 216831107 1152 46800 SH SOLE 46800
CORESTATES FINL CORP COM 218695104 2640 69700 SH SOLE 69700
CORNING INC COM 219350105 2800 87501 SH SOLE 87501
COUNTRYWIDE CR INDS INC DEL COM 222372104 1377 63693 SH SOLE 63693
COX COMMUNICATIONS INC NEW CL A 224044107 586 30070 SH SOLE 30070
CRACKER BARREL OLD CTRY STR COM 224100107 668 38700 SH SOLE 38700
CRESTAR FINL CORP COM 226091106 1391 23528 SH SOLE 23528
CROMPTON & KNOWLES CORP COM 227111101 484 36500 SH SOLE 36500
CROWN CORK & SEAL INC COM 228255105 1298 31100 SH SOLE 31100
CUMMINS ENGINE INC COM 231021106 625 16900 SH SOLE 16900
CYPRUS AMAX MINERALS CO COM 232809103 1187 45450 SH SOLE 45450
DQE INC COM 23329J104 1341 43600 SH SOLE 43600
DPL INC COM 233293109 1042 42100 SH SOLE 42100
DSC COMMUNICATIONS CORP COM 233311109 1870 50700 SH SOLE 50700
DANA CORP COM 235811106 1439 49200 SH SOLE 49200
DARDEN RESTAURANTS INC COM 237194105 958 80678 SH SOLE 80678
DAYTON HUDSON CORP COM 239753106 2013 26843 SH SOLE 26843
DEAN FOODS CO COM 242361103 385 14000 SH SOLE 14000
DEAN WITTER DISCOVER & CO COM 24240V101 2809 59765 SH SOLE 59765
DEERE & CO COM 244199105 3864 109626 SH SOLE 109626
DELL COMPUTER CORP COM 247025109 1217 35154 SH SOLE 35154
DELTA AIR LINES INC DEL COM 247361108 1819 24700 SH SOLE 24700
DELUXE CORP COM 248019101 986 34000 SH SOLE 34000
DENTSPLY INTL INC NEW COM 249030107 387 9681 SH SOLE 9681
DETROIT EDISON CO COM 250847100 1911 55400 SH SOLE 55400
DIAL CORP DEL COM 252470109 1144 38600 SH SOLE 38600
DIEBOLD INC COM 253651103 1199 21650 SH SOLE 21650
DIGITAL EQUIP CORP COM 253849103 4162 64900 SH SOLE 64900
DILLARD DEPT STORES INC CL A 254063100 1400 49107 SH SOLE 49107
DISNEY WALT CO DEL COM 254687106 12083 205229 SH SOLE 205229
DOLE FOOD INC COM 256605106 713 20364 SH SOLE 20364
DOMINION RES INC VA COM 257470104 2301 55781 SH SOLE 55781
DONNELLEY R R & SONS CO COM 257867101 2196 55762 SH SOLE 55762
DOVER CORP COM 260003108 1983 53774 SH SOLE 53774
<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
DOW CHEM CO COM 260543103 6730 95800 SH SOLE 95800
DOW JONES & CO INC COM 260561105 682 17100 SH SOLE 17100
DRESSER INDS INC COM 261597108 1982 81296 SH SOLE 81296
DU PONT E I DE NEMOURS & CO COM 263534109 14868 212787 SH SOLE 212787
DUKE POWER CO COM 264399106 3354 70800 SH SOLE 70800
DUN & BRADSTREET CORP COM 264830100 4645 71743 SH SOLE 71743
DURACELL INTL INC COM 26633L103 2548 49229 SH SOLE 49229
EG & G INC COM 268457108 1026 42300 SH SOLE 42300
E M C CORP MASS COM 268648102 1288 83800 SH SOLE 83800
ENSCO INTL INC COM 26874Q100 759 33000 SH SOLE 33000
EASTMAN CHEM CO COM 277432100 2373 38040 SH SOLE 38040
EASTMAN KODAK CO COM 277461109 8905 132906 SH SOLE 132906
EATON CORP COM 278058102 1848 34470 SH SOLE 34470
ECHLIN INC COM 278749106 1150 31500 SH SOLE 31500
ECOLAB INC COM 278865100 1037 34581 SH SOLE 34581
EDWARDS AG INC COM 281760108 829 34741 SH SOLE 34741
EL PASO NAT GAS CO COM NEW 283695872 463 16100 SH SOLE 16100
ELECTRONIC ARTS INC COM 285512109 870 33300 SH SOLE 33300
EMERSON ELEC CO COM 291011104 7497 91705 SH SOLE 91705
ENGELHARD CORP COM 292845104 1317 60550 SH SOLE 60550
ENRON CORP COM 293561106 3706 97200 SH SOLE 97200
ENTERGY CORP NEW COM 29364G103 2427 82970 SH SOLE 82970
EQUIFAX INC COM 294429105 2269 106132 SH SOLE 106132
EQUITABLE COS INC COM 29444G107 1029 42856 SH SOLE 42856
EQUITABLE RES INC COM 294549100 614 19650 SH SOLE 19650
EXXON CORP COM 302290101 38836 482432 SH SOLE 482432
F M C CORP COM NEW 302491303 876 12953 SH SOLE 12953
FPL GROUP INC COM 302571104 3235 69766 SH SOLE 69766
FEDERAL EXPRESS CORP COM 313309106 1766 23900 SH SOLE 23900
FEDERAL HOME LN MTG CORP COM 313400301 6121 73300 SH SOLE 73300
FEDERAL NATL MTG ASSN COM 313586109 13415 108292 SH SOLE 108292
FEDERAL PAPER BRD INC COM 313693103 975 18800 SH SOLE 18800
FEDERATED DEPT STORES INC DEL COM 31410H101 2465 90472 SH SOLE 90472
FERRO CORP COM 315405100 357 15253 SH SOLE 15253
FIFTH THIRD BANCORP COM 316773100 1509 20600 SH SOLE 20600
FIRST AMER BK CORP COM 318906104 1558 35100 SH SOLE 35100
FIRST BK SYS INC COM 319279105 2386 48072 SH SOLE 48072
FIRST CHICAGO NBD CORP COM 31945A100 5671 143559 SH SOLE 143559
FIRST DATA CORP COM 319963104 5807 86832 SH SOLE 86832
FIRST FID BANCORPORATION NEW COM 320195100 2818 37381 SH SOLE 37381
FIRST HAWAIIAN INC COM 320506108 582 19400 SH SOLE 19400
FIRST INTST BANCORP COM 320548100 4469 32738 SH SOLE 32738
FIRST SEC CORP DEL COM 336294103 708 18400 SH SOLE 18400
FIRST UN CORP COM 337358105 3632 65300 SH SOLE 65300
FIRST USA INC COM 33743H105 1274 28700 SH SOLE 28700
FIRSTAR CORP COM 33761C103 1109 28000 SH SOLE 28000
FLEET FINL GROUP INC NEW COM 338915101 4521 110933 SH SOLE 110933
FLEMING COS INC COM 339130106 571 27700 SH SOLE 27700
FLIGHTSAFETY INTL INC COM 339423105 846 16843 SH SOLE 16843
FLORIDA PROGRESS CORP COM 341109106 1472 41600 SH SOLE 41600
<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
FLUOR CORP COM 343861100 2392 36240 SH SOLE 36240
FOOD LION INC CL B 344775101 735 129300 SH SOLE 129300
FORD MTR CO DEL COM 345370100 11739 406560 SH SOLE 406560
FOREST LABS INC CL A 345838106 1240 27400 SH SOLE 27400
FOSTER WHEELER CORP COM 350244109 616 14500 SH SOLE 14500
FOUNDATION HEALTH CORP COM 350401105 683 15800 SH SOLE 15800
FRANKLIN RES INC COM 354613101 1355 26900 SH SOLE 26900
FREEPORT-MCMORAN COPPER & GOLD CL A 35671D105 1818 64946 SH SOLE 64946
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 345 12277 SH SOLE 12277
FREEPORT MCMORAN INC COM PAR $0.01 356714402 453 12249 SH SOLE 12249
FRONTIER CORPORATION COM 35906P105 2388 79606 SH SOLE 79606
FRUIT OF THE LOOM INC CL A 359416104 895 36900 SH SOLE 36900
GEICO CORP COM 361582109 1118 16000 SH SOLE 16000
GTE CORP COM 362320103 16433 374532 SH SOLE 374532
GANNETT INC COM 364730101 3599 58642 SH SOLE 58642
GAP INC DEL COM 364760108 1999 47600 SH SOLE 47600
GAYLORD ENTMT CO CL A 367901105 939 33840 SH SOLE 33840
GENERAL DYNAMICS CORP COM 369550108 1177 19900 SH SOLE 19900
GENERAL ELEC CO COM 369604103 46483 645600 SH SOLE 645600
GENERAL INSTR CORP NEW COM 370121105 1293 55300 SH SOLE 55300
GENERAL MLS INC COM 370334104 3690 63888 SH SOLE 63888
GENERAL MTRS CORP COM 370442105 15169 286876 SH SOLE 286876
GENERAL MTRS CORP CL E 370442402 6090 117124 SH SOLE 117124
GENERAL MTRS CORP CL H 370442501 2118 43122 SH SOLE 43122
GENERAL NUTRITION COS INC COM 37047F103 345 15000 SH SOLE 15000
GENERAL PUB UTILS CP COM 370550105 1482 43600 SH SOLE 43600
GENERAL RE CORP COM 370563108 4738 30566 SH SOLE 30566
GENERAL SIGNAL CORP COM 370838104 859 26531 SH SOLE 26531
GENUINE PARTS CO COM 372460105 2009 49000 SH SOLE 49000
GENZYME CORP COM GENL DIV 372917104 1260 20200 SH SOLE 20200
GEORGIA GULF CORP COM PAR $0.01 373200203 707 23100 SH SOLE 23100
GEORGIA PAC CORP COM 373298108 2602 37910 SH SOLE 37910
GIANT FOOD INC CL A 374478105 1065 33800 SH SOLE 33800
GILLETTE CO COM 375766102 9063 173862 SH SOLE 173862
GLENAYRE TECHNOLOGIES INC COM 377899109 1636 26275 SH SOLE 26275
GOLDEN WEST FINL CORP DEL COM 381317106 1287 23300 SH SOLE 23300
GOODRICH B F CO COM 382388106 1234 18140 SH SOLE 18140
GOODYEAR TIRE & RUBR CO COM 382550101 2782 61321 SH SOLE 61321
GRACE W R & CO COM 383883105 2661 45014 SH SOLE 45014
GRAINGER W W INC COM 384802104 1100 16600 SH SOLE 16600
GREAT LAKES CHEM CORP COM 390568103 1987 27600 SH SOLE 27600
GREAT WESTN FINL CORP COM 391442100 1634 64400 SH SOLE 64400
GREEN TREE FINL CORP COM 393505102 2131 80800 SH SOLE 80800
GUIDANT CORP COM 401698105 1607 38031 SH SOLE 38031
HBO & CO COM 404100109 1816 23700 SH SOLE 23700
HFS INC COM 404181109 2224 27200 SH SOLE 27200
HALLIBURTON CO COM 406216101 2253 44500 SH SOLE 44500
HARCOURT GEN INC COM 41163G101 1227 29295 SH SOLE 29295
HARLEY DAVIDSON INC COM 412822108 1078 37500 SH SOLE 37500
HARRAHS ENTMT INC COM 413619107 1285 52993 SH SOLE 52993
<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
HARRIS CORP DEL COM 413875105 1464 26800 SH SOLE 26800
HARSCO CORP COM 415864107 901 15500 SH SOLE 15500
HARTFORD STEAM BOILER INSP&INS COM 416704104 635 12700 SH SOLE 12700
HASBRO INC COM 418056107 997 32158 SH SOLE 32158
HEALTHSOUTH CORP COM 421924101 250 8600 SH SOLE 8600
HEALTH MGMT ASSOC INC NEW CL A 421933102 1087 41600 SH SOLE 41600
HEILIG MEYERS CO COM 422893107 492 26800 SH SOLE 26800
HEINZ H J CO COM 423074103 4088 123400 SH SOLE 123400
HERCULES INC COM 427056106 2858 50691 SH SOLE 50691
HERSHEY FOODS CORP COM 427866108 1307 20100 SH SOLE 20100
HEWLETT PACKARD CO COM 428236103 13302 158833 SH SOLE 158833
HILTON HOTELS CORP COM 432848109 978 15900 SH SOLE 15900
HOME DEPOT INC COM 437076102 9068 189909 SH SOLE 189909
HOMESTAKE MNG CO COM 437614100 862 55640 SH SOLE 55640
HONEYWELL INC COM 438506107 2883 59300 SH SOLE 59300
HOST MARRIOTT CORP COM 441078102 984 74967 SH SOLE 74967
HOUSEHOLD INTL INC COM 441815107 2528 42480 SH SOLE 42480
HOUSTON INDS INC COM 442161105 2332 96174 SH SOLE 96174
HUBBELL INC CL B 443510201 1125 17112 SH SOLE 17112
HUMANA INC COM 444859102 2138 78100 SH SOLE 78100
HUNTINGTON BANCSHARES INC COM 446150104 1699 70799 SH SOLE 70799
IBP INC COM 449223106 1197 23700 SH SOLE 23700
IMC GLOBAL INC COM 449669100 718 17624 SH SOLE 17624
ILLINOIS CENT CORP COM SER A 451841100 1022 26638 SH SOLE 26638
ILLINOIS TOOL WKS INC COM 452308109 2614 44300 SH SOLE 44300
ILLINOVA CORP COM 452317100 1619 53967 SH SOLE 53967
INFINITY BROADCASTING CORP CL A 456626100 1758 47200 SH SOLE 47200
INFORMIX CORP COM 456779107 1956 65186 SH SOLE 65186
INGERSOLL RAND CO COM 456866102 1658 47210 SH SOLE 47210
INLAND STL INDS INC COM 457472108 563 22400 SH SOLE 22400
INTEGRA FINL CORP COM 458104106 959 15200 SH SOLE 15200
INTEL CORP COM 458140100 18890 332858 SH SOLE 332858
INTERNATIONAL BUSINESS MACHS COM 459200101 20286 222003 SH SOLE 222003
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 1897 39524 SH SOLE 39524
INTERNATIONAL GAME TECHNOLOGY COM 459902102 715 66500 SH SOLE 66500
INTL PAPER CO COM 460146103 3622 95624 SH SOLE 95624
INTERPUBLIC GROUP COS INC COM 460690100 2267 52271 SH SOLE 52271
INTUIT COM 461202103 593 7600 SH SOLE 7600
IPALCO ENTERPRISES INC COM 462613100 1129 29600 SH SOLE 29600
IVAX CORP COM 465823102 968 33962 SH SOLE 33962
JAMES RIV CORP VA COM 470349101 940 38950 SH SOLE 38950
JEFFERSON PILOT CORP COM 475070108 1627 34988 SH SOLE 34988
JOHNSON & JOHNSON COM 478160104 21983 257116 SH SOLE 257116
JOHNSON CTLS INC COM 478366107 1519 22100 SH SOLE 22100
K MART CORP COM 482584109 1154 161900 SH SOLE 161900
KANSAS CITY PWR & LT CO COM 485134100 1305 49700 SH SOLE 49700
KANSAS CITY SOUTHN INDS INC COM 485170104 1137 24844 SH SOLE 24844
KELLOGG CO COM 487836108 3616 46803 SH SOLE 46803
KELLY SVCS INC CL A 488152208 751 27050 SH SOLE 27050
KEMPER CORP COM 488396102 729 14700 SH SOLE 14700
<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
KERR MCGEE CORP COM 492386107 1727 27200 SH SOLE 27200
KEYCORP NEW COM 493267108 3307 91215 SH SOLE 91215
KIMBERLY CLARK CORP COM 494368103 9268 111996 SH SOLE 111996
KING WORLD PRODTNS INC COM 495667107 507 13052 SH SOLE 13052
KNIGHT RIDDER INC COM 499040103 1369 21900 SH SOLE 21900
KOHLS CORP COM 500255104 1113 21200 SH SOLE 21200
KROGER CO COM 501044101 2011 53814 SH SOLE 53814
LCI INTL INC COM 501813109 426 20800 SH SOLE 20800
LSI LOGIC CORP COM 502161102 2040 62300 SH SOLE 62300
LABORATORY CORP AMER HLDGS COM 50540R102 258 27544 SH SOLE 27544
LEGGETT & PLATT INC COM 524660107 1225 50500 SH SOLE 50500
LEHMAN BROS HLDGS INC COM 524908100 984 46320 SH SOLE 46320
LILLY ELI & CO COM 532457108 8264 146910 SH SOLE 146910
LIMITED INC COM 532716107 1904 111207 SH SOLE 111207
LIN TELEVISION CORP COM 532776101 367 12350 SH SOLE 12350
LINCOLN NATL CORP IND COM 534187109 2215 41216 SH SOLE 41216
LINEAR TECHNOLOGY CORP COM 535678106 1794 45700 SH SOLE 45700
LITTON INDS INC COM 538021106 967 21738 SH SOLE 21738
LIZ CLAIBORNE INC COM 539320101 1079 39220 SH SOLE 39220
LOCKHEED MARTIN CORP COM 539830109 5450 68985 SH SOLE 68985
LOCTITE CORP DEL COM 540137106 703 14800 SH SOLE 14800
LOEWS CORP COM 540424108 3236 41294 SH SOLE 41294
LONG ISLAND LTG CO COM 542671102 699 42700 SH SOLE 42700
LONGVIEW FIBRE CO COM 543213102 523 32200 SH SOLE 32200
LORAL CORP COM 543859102 2637 74532 SH SOLE 74532
LOUISIANA LD & EXPL CO COM 546268103 806 18800 SH SOLE 18800
LOUISIANA PAC CORP COM 546347105 1140 47000 SH SOLE 47000
LOWES COS INC COM 548661107 1936 57800 SH SOLE 57800
LUBRIZOL CORP COM 549271104 817 29443 SH SOLE 29443
LYONDELL PETROCHEMICAL CO COM 552078107 423 18500 SH SOLE 18500
MBIA INC COM 55262C100 1583 21100 SH SOLE 21100
MBNA CORP COM 55262L100 2192 59450 SH SOLE 59450
MCI COMMUNICATIONS CORP COM 552673105 7200 275609 SH SOLE 275609
MGIC INVT CORP WIS COM 552848103 1748 32227 SH SOLE 32227
MALLINCKRODT GROUP INC COM 561226101 1080 29700 SH SOLE 29700
MANPOWER INC COM 56418H100 1035 36800 SH SOLE 36800
MAPCO INC COM 565097102 830 15200 SH SOLE 15200
MARSH & MCLENNAN COS INC COM 571748102 2816 31735 SH SOLE 31735
MARSHALL & ILSLEY CORP COM 571834100 1477 56800 SH SOLE 56800
MARRIOTT INTL INC COM 571900109 2205 57650 SH SOLE 57650
MARTIN MARIETTA MATLS INC COM 573284106 264 12821 SH SOLE 12821
MASCO CORP COM 574599106 2172 69215 SH SOLE 69215
MATTEL INC COM 577081102 3042 98931 SH SOLE 98931
MAY DEPT STORES CO COM 577778103 4166 98891 SH SOLE 98891
MAYTAG CORP COM 578592107 998 49300 SH SOLE 49300
MCCORMICK & CO INC COM NON VTG 579780206 1127 46700 SH SOLE 46700
MCDONALDS CORP COM 580135101 12609 279422 SH SOLE 279422
MCDONNELL DOUGLAS CORP COM 580169100 3675 39942 SH SOLE 39942
MCGRAW HILL COS INC COM 580645109 1742 20000 SH SOLE 20000
MCKESSON CORP NEW COM 581557105 309 6100 SH SOLE 6100
<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
MEAD CORP COM 582834107 1397 26728 SH SOLE 26728
MEDTRONIC INC COM 585055106 5889 105400 SH SOLE 105400
MELLON BK CORP COM 585509102 3376 62801 SH SOLE 62801
MELVILLE CORP COM 585745102 1236 40200 SH SOLE 40200
MERCANTILE BANCORPORATION INC COM 587342106 274 5950 SH SOLE 5950
MERCANTILE BANKSHARES CORP COM 587405101 1190 42700 SH SOLE 42700
MERCANTILE STORES INC COM 587533100 740 16000 SH SOLE 16000
MERCK & CO INC COM 589331107 32393 493612 SH SOLE 493612
MERCURY FIN CO COM 589395102 731 55150 SH SOLE 55150
MERIDIAN BANCORP INC COM 589580109 1655 35600 SH SOLE 35600
MERRILL LYNCH & CO INC COM 590188108 3590 70400 SH SOLE 70400
MICROSOFT CORP COM 594918104 12719 144946 SH SOLE 144946
MICRON TECHNOLOGY INC COM 595112103 2892 72972 SH SOLE 72972
MID ATLANTIC MED SVCS INC COM 59523C107 725 29900 SH SOLE 29900
MIDAMERICAN ENERGY CO COM 595620105 600 35800 SH SOLE 35800
MIDLANTIC CORP COM 59780E101 1897 28900 SH SOLE 28900
MILLIPORE CORP COM 601073109 1415 34400 SH SOLE 34400
MINNESOTA MNG & MFG CO COM 604059105 10469 157728 SH SOLE 157728
MINNESOTA PWR & LT CO COM 604110106 982 34600 SH SOLE 34600
MIRAGE RESORTS INC COM 60462E104 1696 49150 SH SOLE 49150
MOBIL CORP COM 607059102 17432 155989 SH SOLE 155989
MOBILE TELECOMMUNICATIONS TECH COM 607406105 235 11000 SH SOLE 11000
MOLEX INC COM 608554101 1602 50462 SH SOLE 50462
MONSANTO CO COM 611662107 5814 47458 SH SOLE 47458
MONTANA POWER CO COM 612085100 520 23000 SH SOLE 23000
MORGAN J P & CO INC COM 616880100 5633 70195 SH SOLE 70195
MORGAN STANLEY GROUP INC COM 617446109 1693 21000 SH SOLE 21000
MORTON INTL INC COM 619331101 2287 63738 SH SOLE 63738
MOTOROLA INC COM 620076109 13426 235544 SH SOLE 235544
MURPHY OIL CORP COM 626717102 971 23400 SH SOLE 23400
MYLAN LABS INC COM 628530107 1533 65250 SH SOLE 65250
NGC CORP COM 629121104 103 11600 SH SOLE 11600
NIPSCO INDS INC COM 629140104 1235 32293 SH SOLE 32293
NALCO CHEM CO COM 629853102 970 32200 SH SOLE 32200
NATIONAL CITY CORP COM 635405103 2060 62200 SH SOLE 62200
NATIONAL SEMICONDUCTOR CORP COM 637640103 1396 63100 SH SOLE 63100
NATIONAL SVC INDS INC COM 637657107 1080 33350 SH SOLE 33350
NATIONSBANK CORP COM 638585109 7474 107340 SH SOLE 107340
NEW ENGLAND ELEC SYS COM 644001109 1082 27300 SH SOLE 27300
NEW WORLD COMMUNICATIONS GROUP CL A 64927A103 182 10400 SH SOLE 10400
NEW YORK ST ELEC & GAS CORP COM 649840105 996 38500 SH SOLE 38500
NEW YORK TIMES CO CL A 650111107 1324 44700 SH SOLE 44700
NEWELL CO COM 651192106 1812 70030 SH SOLE 70030
NEWMONT MINING CORP COM 651639106 1685 37130 SH SOLE 37130
NEXTEL COMMUNICATIONS INC CL A 65332V103 870 59000 SH SOLE 59000
NIAGARA MOHAWK PWR CORP COM 653522102 670 70500 SH SOLE 70500
NICOR INC COM 654086107 690 25100 SH SOLE 25100
NIKE INC CL B 654106103 2095 30086 SH SOLE 30086
NINE WEST GROUP INC COM 65440D102 388 10346 SH SOLE 10346
NOBLE AFFILIATES INC COM 654894104 421 14100 SH SOLE 14100
<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
NORAM ENERGY CORP COM 655419109 616 69400 SH SOLE 69400
NORDSTROM INC COM 655664100 897 22139 SH SOLE 22139
NORFOLK SOUTHERN CORP COM 655844108 4239 53400 SH SOLE 53400
NORTHEAST UTILS COM 664397106 1239 51100 SH SOLE 51100
NORTHN STS PWR CO MINN COM 665772109 1356 27600 SH SOLE 27600
NORTHERN TR CORP COM 665859104 1742 31100 SH SOLE 31100
NORTHROP GRUMMAN CORP COM 666807102 1210 18900 SH SOLE 18900
NORTHWEST AIRLS CORP CL A 667280101 326 6400 SH SOLE 6400
NORWEST CORP COM 669380107 4426 134113 SH SOLE 134113
NOVELL INC COM 670006105 2038 143013 SH SOLE 143013
NUCOR CORP COM 670346105 2007 35136 SH SOLE 35136
NYNEX CORP COM 670768100 9286 171959 SH SOLE 171959
OCCIDENTAL PETE CORP DEL COM 674599105 3174 148506 SH SOLE 148506
OFFICE DEPOT INC COM 676220106 1348 68700 SH SOLE 68700
OGDEN CORP COM 676346109 733 34300 SH SOLE 34300
OHIO CAS CORP COM 677240103 589 15200 SH SOLE 15200
OHIO EDISON CO COM 677347106 1772 75400 SH SOLE 75400
OKLAHOMA GAS & ELEC CO COM 678858101 1260 29300 SH SOLE 29300
OLD REP INTL CORP COM 680223104 923 26000 SH SOLE 26000
OLIN CORP COM PAR $1 680665205 1047 14100 SH SOLE 14100
ORACLE CORP COM 68389X105 5994 141450 SH SOLE 141450
ORYX ENERGY COMPANY COM 68763F100 773 57800 SH SOLE 57800
OWENS CORNING FIBERGLAS CORP COM NEW 690734207 1328 29600 SH SOLE 29600
OWENS ILL INC COM NEW 690768403 857 59116 SH SOLE 59116
OXFORD HEALTH PLANS INC COM 691471106 1463 19800 SH SOLE 19800
PECO ENERGY CO COM 693304107 2142 71100 SH SOLE 71100
PNC BK CORP COM 693475105 2963 91861 SH SOLE 91861
P P & L RES INC COM 693499105 1435 57400 SH SOLE 57400
PPG INDS INC COM 693506107 3573 78090 SH SOLE 78090
PACCAR INC COM 693718108 671 15925 SH SOLE 15925
PACIFIC ENTERPRISES COM 694232109 873 30900 SH SOLE 30900
PACIFIC GAS & ELEC CO COM 694308107 4235 149244 SH SOLE 149244
PACIFIC TELESIS GROUP COM 694890104 5256 156890 SH SOLE 156890
PACIFICARE HEALTH SYS INC CL A 695110106 383 4400 SH SOLE 4400
PACIFICORP COM 695114108 2108 99770 SH SOLE 99770
PAGING NETWORK INC COM 695542100 1394 57200 SH SOLE 57200
PAINE WEBBER GROUP INC COM 695629105 967 48350 SH SOLE 48350
PALL CORP COM 696429307 1629 60610 SH SOLE 60610
PANHANDLE EASTN CORP COM 698462108 1937 69500 SH SOLE 69500
PARAMETRIC TECHNOLOGY CORP COM 699173100 2288 34400 SH SOLE 34400
PARKER HANNIFIN CORP COM 701094104 1334 38950 SH SOLE 38950
PENNEY J C INC COM 708160106 3449 72414 SH SOLE 72414
PENNZOIL CO COM 709903108 900 21300 SH SOLE 21300
PEOPLES ENERGY CORP COM 711030106 727 22900 SH SOLE 22900
PEP BOYS MANNY MOE & JACK COM 713278109 922 36000 SH SOLE 36000
PEPSICO INC COM 713448108 17512 313409 SH SOLE 313409
PERKIN ELMER CORP COM 714041100 1125 29799 SH SOLE 29799
PERRIGO CO COM 714290103 394 33200 SH SOLE 33200
PHARMACIA & UPJOHN INC COM 716941109 3703 95557 SH SOLE 95557
PFIZER INC COM 717081103 16100 255552 SH SOLE 255552
<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
PHELPS DODGE CORP COM 717265102 1843 29600 SH SOLE 29600
PHILIP MORRIS COS INC COM 718154107 29442 326225 SH SOLE 326225
PHILLIPS PETE CO COM 718507106 2708 79357 SH SOLE 79357
PHYSICIAN CORP AMER COM 71940P108 406 23900 SH SOLE 23900
PINNACLE WEST CAP CORP COM 723484101 1622 56414 SH SOLE 56414
PIONEER HI BRED INTL INC COM 723686101 2203 39600 SH SOLE 39600
PITNEY BOWES INC COM 724479100 3004 63918 SH SOLE 63918
POLAROID CORP COM 731095105 819 17295 SH SOLE 17295
PORTLAND GEN CORP COM 736506106 1245 42734 SH SOLE 42734
POTLATCH CORP COM 737628107 520 13000 SH SOLE 13000
POTOMAC ELEC PWR CO COM 737679100 1239 47200 SH SOLE 47200
PRAXAIR INC COM 74005P104 2266 67400 SH SOLE 67400
PREMARK INTL INC COM 740459102 1407 27800 SH SOLE 27800
PRICE/COSTCO INC COM 74143W102 1384 90761 SH SOLE 90761
PRICE T ROWE & ASSOCIATES COM 741477103 793 16105 SH SOLE 16105
PROCTER & GAMBLE CO COM 742718109 21923 264134 SH SOLE 264134
PROGRESSIVE CORP OHIO COM 743315103 1417 29000 SH SOLE 29000
PROMUS HOTEL CORP COM 74342H104 611 27446 SH SOLE 27446
PROVIDIAN CORP COM 744061102 1847 45332 SH SOLE 45332
PUBLIC SERVICE CO COLO COM 744448101 1401 39612 SH SOLE 39612
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2373 77500 SH SOLE 77500
QUAKER OATS CO COM 747402105 1860 53900 SH SOLE 53900
QUALCOMM INC COM 747525103 1032 24000 SH SOLE 24000
QUESTAR CORP COM 748356102 710 21200 SH SOLE 21200
RJR NABISCO HOLDINGS CORP COM NEW 74960K876 3798 123496 SH SOLE 123496
RPM INC OHIO COM 749685103 474 28750 SH SOLE 28750
RALSTON PURINA CO COM RAL-PUR GP 751277302 2936 47075 SH SOLE 47075
RAYCHEM CORP DEL COM 754603108 1433 25200 SH SOLE 25200
RAYTHEON CO COM 755111101 4785 101262 SH SOLE 101262
READERS DIGEST ASSN INC CL A NON VTG 755267101 1117 21800 SH SOLE 21800
READERS DIGEST ASSN INC CL B 755267200 761 16100 SH SOLE 16100
REEBOK INTL LTD COM 758110100 799 28300 SH SOLE 28300
REGIONS FINL CORP COM 758940100 770 17900 SH SOLE 17900
RELIASTAR FINL CORP COM 75952U103 914 20588 SH SOLE 20588
REPUBLIC N Y CORP COM 760719104 1143 18400 SH SOLE 18400
REYNOLDS METALS CO COM 761763101 1457 25624 SH SOLE 25624
RHONE POULENC RORER INC COM 76242T104 863 16200 SH SOLE 16200
RITE AID CORP COM 767754104 1404 41000 SH SOLE 41000
ROADWAY SVCS INC COM 769748104 484 9900 SH SOLE 9900
ROCKWELL INTL CORP COM 774347108 3314 62667 SH SOLE 62667
ROHM & HAAS CO COM 775371107 1197 18600 SH SOLE 18600
ROUSE CO COM 779273101 638 31300 SH SOLE 31300
RUBBERMAID INC COM 781088109 1588 62262 SH SOLE 62262
RUSSELL CORP COM 782352108 608 21900 SH SOLE 21900
RYDER SYS INC COM 783549108 779 31491 SH SOLE 31491
SBC COMMUNICATIONS INC COM 78387G103 13606 237660 SH SOLE 237660
SCECORP COM 783882103 2705 153500 SH SOLE 153500
SAFECO CORP COM 786429100 1980 57400 SH SOLE 57400
SAFETY KLEEN CORP COM 786484105 865 55800 SH SOLE 55800
SAFEWAY INC COM NEW 786514208 1030 20000 SH SOLE 20000
<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
ST JUDE MED INC COM 790849103 1733 40300 SH SOLE 40300
ST PAUL COS INC COM 792860108 1717 30871 SH SOLE 30871
SALOMON INC COM 79549B107 1424 40254 SH SOLE 40254
SAN DIEGO GAS & ELEC CO COM 797440104 919 38700 SH SOLE 38700
SANTA FE PACIFIC GOLD CORP COM 802176107 227 18740 SH SOLE 18740
SARA LEE CORP COM 803111103 5925 185153 SH SOLE 185153
SCANA CORP COM 805898103 1096 38300 SH SOLE 38300
SCHERING PLOUGH CORP COM 806605101 8489 155044 SH SOLE 155044
SCHULMAN A INC COM 808194104 332 14750 SH SOLE 14750
SCHWAB CHARLES CORP NEW COM 808513105 402 20000 SH SOLE 20000
SCIENTIFIC ATLANTA INC COM 808655104 723 48200 SH SOLE 48200
SEAGATE TECHNOLOGY COM 811804103 1705 35900 SH SOLE 35900
SEARS ROEBUCK & CO COM 812387108 5782 148258 SH SOLE 148258
SENSORMATIC ELECTRS CORP COM 817265101 627 36100 SH SOLE 36100
SERVICE CORP INTL COM 817565104 2046 46500 SH SOLE 46500
SHAW INDS INC COM 820286102 863 58500 SH SOLE 58500
SHERWIN WILLIAMS CO COM 824348106 1429 35058 SH SOLE 35058
SIGMA ALDRICH CORP COM 826552101 1449 29280 SH SOLE 29280
SIGNET BKG CORP COM 826681108 877 36914 SH SOLE 36914
SILICON GRAPHICS INC COM 827056102 1969 71262 SH SOLE 71262
SNAP ON INC COM 833034101 887 19600 SH SOLE 19600
SONAT INC COM 835415100 1561 43819 SH SOLE 43819
SONOCO PRODS CO COM 835495102 1138 43365 SH SOLE 43365
SOUTHERN CO COM 842587107 5794 235270 SH SOLE 235270
SOUTHERN NEW ENGLAND TELECOM COM 843485103 1495 37600 SH SOLE 37600
SOUTHERN PAC RAIL CORP COM 843584103 260 10828 SH SOLE 10828
SOUTHLAND CORP COM NEW 844436402 49 14700 SH SOLE 14700
SOUTHTRUST CORP COM 844730101 1135 44300 SH SOLE 44300
SOUTHWEST AIRLS CO COM 844741108 1523 66200 SH SOLE 66200
SOUTHWESTERN PUB SVC CO COM 845743103 1503 45900 SH SOLE 45900
SPRINT CORP COM 852061100 5548 140017 SH SOLE 140017
STANDARD FED BANCORPORATION COM 853386100 728 18481 SH SOLE 18481
STANLEY WKS COM 854616109 862 16739 SH SOLE 16739
STAPLES INC COM 855030102 1409 57825 SH SOLE 57825
STAR BANC CORP COM 855083101 1154 19400 SH SOLE 19400
STATE ST BOSTON CORP COM 857473102 1806 40125 SH SOLE 40125
STONE CONTAINER CORP COM 861589109 582 40500 SH SOLE 40500
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 566 23700 SH SOLE 23700
STRYKER CORP COM 863667101 1376 26200 SH SOLE 26200
STUDENT LOAN MARKETING ASSN COM NEW VTG 863871505 1874 28400 SH SOLE 28400
SUN INC COM 866762107 1109 40500 SH SOLE 40500
SUN MICROSYSTEMS INC COM 866810104 3902 85528 SH SOLE 85528
SUNBEAM CORP COM 867071102 682 44701 SH SOLE 44701
SUNDSTRAND CORP COM 867323107 1478 21000 SH SOLE 21000
SUNTRUST BKS INC COM 867914103 3260 47590 SH SOLE 47590
SUPERIOR INDS INTL INC COM 868168105 438 16600 SH SOLE 16600
SUPERVALU INC COM 868536103 995 31600 SH SOLE 31600
SYBASE INC COM 871130100 1274 35400 SH SOLE 35400
SYSCO CORP COM 871829107 2723 83790 SH SOLE 83790
TECO ENERGY INC COM 872375100 1522 59400 SH SOLE 59400
<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
TIG HLDGS INC COM 872469101 833 29217 SH SOLE 29217
TJX COS INC NEW COM 872540109 642 34006 SH SOLE 34006
TRW INC COM 872649108 2273 29326 SH SOLE 29326
TAMBRANDS INC COM 875080103 1006 21072 SH SOLE 21072
TANDEM COMPUTERS INC COM 875370108 625 58800 SH SOLE 58800
TANDY CORP COM 875382103 1237 29800 SH SOLE 29800
TECUMSEH PRODS CO CL B 878895101 538 10300 SH SOLE 10300
TELE COMMUNICATIONS INC NEW COM TCI GRP A 87924V101 5045 253856 SH SOLE 253856
TELE COMMUNICATIONS INC NEW COM LIB GRP A 87924V507 1928 71738 SH SOLE 71738
TELEDYNE INC COM 879335107 397 15500 SH SOLE 15500
TELEPHONE & DATA SYS INC COM 879433100 940 23800 SH SOLE 23800
TELLABS INC COM 879664100 1565 42300 SH SOLE 42300
TEMPLE INLAND INC COM 879868107 1031 23503 SH SOLE 23503
TENET HEALTHCARE CORP COM 88033G100 1899 92051 SH SOLE 92051
TENNECO INC NEW COM 880370101 3370 67914 SH SOLE 67914
TERADYNE INC COM 880770102 1101 43802 SH SOLE 43802
TEXACO INC COM 881694103 8397 106972 SH SOLE 106972
TEXAS INSTRS INC COM 882508104 4168 80934 SH SOLE 80934
TEXAS UTILS CO COM 882848104 3137 76500 SH SOLE 76500
TEXTRON INC COM 883203101 2286 33874 SH SOLE 33874
THERMO ELECTRON CORP COM 883556102 1865 35875 SH SOLE 35875
THOMAS & BETTS CORP COM 884315102 996 13500 SH SOLE 13500
3COM CORP COM 885535104 3483 74700 SH SOLE 74700
TIDEWATER INC COM 886423102 888 28200 SH SOLE 28200
TIME WARNER INC COM 887315109 4883 128911 SH SOLE 128911
TIMES MIRROR CO NEW COM SER A 887364107 1311 38700 SH SOLE 38700
TORCHMARK CORP COM 891027104 1326 29300 SH SOLE 29300
TOYS R US COM 892335100 2186 100528 SH SOLE 100528
TRANSAMERICA CORP COM 893485102 1955 26831 SH SOLE 26831
TRAVELERS GROUP INC COM 894190107 8233 131469 SH SOLE 131469
TRIBUNE CO NEW COM 896047107 1125 18400 SH SOLE 18400
TRITON ENERGY CORP COM 896750106 1509 26300 SH SOLE 26300
TURNER BROADCASTING SYS INC CL A 900262403 686 26500 SH SOLE 26500
TURNER BROADCASTING SYS INC CL B 900262502 868 33400 SH SOLE 33400
TYCO INTERNATIONAL LTD COM 902120104 1748 49066 SH SOLE 49066
TYSON FOODS INC CL A 902494103 1079 41307 SH SOLE 41307
UAL CORP COM PAR $0.01 902549500 1535 8600 SH SOLE 8600
UJB FINL CORP COM 902760107 1225 34400 SH SOLE 34400
USX MARATHON GROUP COM NEW 902905827 2491 127736 SH SOLE 127736
UST INC COM 902911106 3029 90742 SH SOLE 90742
UNUM CORP COM 903192102 1859 33801 SH SOLE 33801
USF&G CORP COM 903290104 920 54500 SH SOLE 54500
U S G CORP COM NEW 903293405 960 32000 SH SOLE 32000
USX-U S STL COM 90337T101 1175 38200 SH SOLE 38200
U S ROBOTICS CORP COM 90338F100 667 7600 SH SOLE 7600
UNIFI INC COM 904677101 752 33796 SH SOLE 33796
UNICOM CORP COM 904911104 3128 95520 SH SOLE 95520
UNION CAMP CORP COM 905530101 1343 28200 SH SOLE 28200
UNION CARBIDE CORP COM 905581104 2231 59500 SH SOLE 59500
UNION ELEC CO COM 906548102 1549 37100 SH SOLE 37100
<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
UNION PAC CORP COM 907818108 5385 81592 SH SOLE 81592
UNISYS CORP COM 909214108 417 75900 SH SOLE 75900
UNITED HEALTHCARE CORP COM 910581107 4506 68925 SH SOLE 68925
U S BANCORP ORE COM 911596104 1742 51800 SH SOLE 51800
UNITED STATES CELLULAR CORP COM 911684108 840 24900 SH SOLE 24900
U S HEALTHCARE INC COM 911910107 3099 66650 SH SOLE 66650
UNITED STATES SURGICAL CORP COM 912707106 767 36100 SH SOLE 36100
U S WEST INC COM-COMMUNCTNS 912889102 5595 157047 SH SOLE 157047
U S WEST INC COM-MEDIA GRP 912889201 2984 157047 SH SOLE 157047
UNITED TECHNOLOGIES CORP COM 913017109 4843 51043 SH SOLE 51043
UNITRIN INC COM 913275103 835 17400 SH SOLE 17400
UNOCAL CORP COM 915289102 2978 102233 SH SOLE 102233
V F CORP COM 918204108 1277 24200 SH SOLE 24200
VALERO ENERGY CORP COM 919138107 662 27000 SH SOLE 27000
VALUE HEALTH INC COM 920393105 575 20900 SH SOLE 20900
VANGUARD CELLULAR SYS INC CL A 922022108 691 34100 SH SOLE 34100
VARIAN ASSOC INC COM 922204102 775 16196 SH SOLE 16196
VARITY CORP COM NEW 92224R602 702 18900 SH SOLE 18900
VIACOM INC CL A 925524100 2299 49700 SH SOLE 49700
VIACOM INC CL B 925524308 2823 59584 SH SOLE 59584
VIKING OFFICE PRODS COM 926913104 977 21000 SH SOLE 21000
VULCAN MATLS CO COM 929160109 962 16700 SH SOLE 16700
WMX TECHNOLOGIES INC COM 92929Q107 5336 179377 SH SOLE 179377
WACHOVIA CORP COM 929771103 3176 69410 SH SOLE 69410
WAL MART STORES INC COM 931142103 11592 521010 SH SOLE 521010
WALGREEN CO COM 931422109 3308 110720 SH SOLE 110720
WARNER LAMBERT CO COM 934488107 5393 55524 SH SOLE 55524
WASHINGTON FED INC COM 938824109 1106 43170 SH SOLE 43170
WASHINGTON POST CO CL B 939640108 846 3000 SH SOLE 3000
WELLS FARGO & CO DEL COM 949740104 3900 18055 SH SOLE 18055
WENDYS INTL INC COM 950590109 1086 51100 SH SOLE 51100
WESCO FINL CORP COM 950817106 601 3300 SH SOLE 3300
WESTERN ATLAS INC COM 957674104 1101 21800 SH SOLE 21800
WESTERN RES INC COM 959425109 904 27100 SH SOLE 27100
WESTINGHOUSE ELEC CORP COM 960402105 2802 171100 SH SOLE 171100
WESTVACO CORP COM 961548104 1290 46480 SH SOLE 46480
WEYERHAEUSER CO COM 962166104 3402 78661 SH SOLE 78661
WHEELABRATOR TECH INC NEW COM PAR $0.01 962901302 420 25101 SH SOLE 25101
WHIRLPOOL CORP COM 963320106 1486 27900 SH SOLE 27900
WHITMAN CORP COM 96647K102 835 35900 SH SOLE 35900
WILLAMETTE INDS INC COM 969133107 1643 29200 SH SOLE 29200
WILLIAMS COS INC DEL COM 969457100 2281 52000 SH SOLE 52000
WINN DIXIE STORES INC COM 974280109 1659 45000 SH SOLE 45000
WISCONSIN ENERGY CORP COM 976657106 1623 53000 SH SOLE 53000
WITCO CORP COM 977385103 1017 34753 SH SOLE 34753
WOOLWORTH CORP COM 980883102 885 68100 SH SOLE 68100
WORLDCOM INC GA COM 98155K102 3215 91200 SH SOLE 91200
WORTHINGTON INDS INC COM 981811102 767 36850 SH SOLE 36850
WRIGLEY WM JR CO COM 982526105 2326 44300 SH SOLE 44300
XILINX INC COM 983919101 732 24000 SH SOLE 24000
<PAGE> PAGE 16
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
XEROX CORP COM 984121103 5923 43230 SH SOLE 43230
XTRA CORP COM 984138107 240 5637 SH SOLE 5637
YORK INTL CORP NEW COM 986670107 1274 27100 SH SOLE 27100
REPORT SUMMARY 703 DATA RECORDS 1975590 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
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