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Previous: MERRILL LYNCH AMERICAS INCOME FUND INC, N-30B-2, 1995-11-14 |
Next: MARQUIS FUNDS, 24F-2NT, 1995-11-14 |
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<PAGE> PAGE 1
SECURITIES AND EXCHANGE COMMISSION
FORM 13F-E
Report for the Calendar Year or Quarter Ended: 09/30/95
Institutional Investment Manager:
SECURITIES MANAGEMENT AND RESEARCH, INC.
ONE MOODY PLAZA
GALVESTON TX 77550
I REPRESENT THAT I AM AUTHORIZED TO SUBMIT THIS FORM AND THAT ALL
INFORMATION IN THIS FORM AND THE ATTACHMENTS TO IT IS 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 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:
BRENDA T. KOELEMAY VICE PRESIDENT/TREASURER 409-763-2767
Signature, Place and Date of Signing:
/s/ BRENDA T. KOELEMAY GALVESTON TX 11/14/95
Other Managers on Whose Behalf this Report is Filed:
01 AMERICAN NATIONAL INSURANCE CO.
<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
AIR PRODS & CHEMS INC COM 009158106 1564 30000 SH DEFINED 01 30000
ALBERTSONS INC COM 013104104 7999 234400 SH DEFINED 01 234400
AMERICAN HOME PRODS CORP COM 026609107 8038 94700 SH DEFINED 01 94700
AMERICAN TELEPH & TELEGRAPH COM 001957109 18837 286500 SH DEFINED 01 286500
AMGEN INC COM 031162100 7830 157000 SH DEFINED 01 157000
AMOCO CORP COM 031905102 17314 270000 SH DEFINED 01 270000
ARVIN INDS INC COM 043339100 3057 143000 SH DEFINED 01 143000
ASHLAND OIL COM 044540102 6041 181000 SH DEFINED 01 181000
AVNET INC COM 053807103 22091 430000 SH DEFINED 01 430000
BLACK & DECKER CORP COM 091797100 11091 325000 SH DEFINED 01 325000
BRISTOL MYERS SQUIBB CO COM 110122108 15960 219000 SH DEFINED 01 219000
BURLINGTON COM 121897102 9643 133000 SH DEFINED 01 133000
CRYSLER CORP. COM 171196108 4399 83000 SH DEFINED 01 83000
COMPAQ COMPUTER CORP COM 204493100 4838 100000 SH DEFINED 01 100000
COOPER INDS INC COM 216669101 5288 150000 SH DEFINED 01 150000
COTT CORPORATION COM 22163N106 4000 421000 SH DEFINED 01 421000
CYPRUS AMAX MINERALS CO COM 232809103 7470 265600 SH DEFINED 01 265600
DETROIT EDISON CO COM 250847100 968 30000 SH DEFINED 01 30000
DILLARD DEPT STORES INC CL A 254063100 11188 351000 SH DEFINED 01 351000
DOW CHEM CO COM 260543103 568 7625 SH DEFINED 01 7625
DU PONT E I DE NEMOURS & CO COM 263534109 14231 207000 SH DEFINED 01 207000
DUN & BRADSTREET CORP COM 264830100 15626 270000 SH DEFINED 01 270000
EASTMAN CHEM CO COM 277432100 3520 55000 SH DEFINED 01 55000
EASTMAN KODAK CO COM 277461109 13035 220000 SH DEFINED 01 220000
EMERSON ELEC CO COM 291011104 21093 295000 SH DEFINED 01 295000
FLUOR DANIEL COM 343861100 7426 132600 SH DEFINED 01 132600
FORD MOTORS COM 345370100 2677 86000 SH DEFINED 01 86000
FOSTER WHEELER CORP COM 350244109 13443 380000 SH DEFINED 01 380000
GANNETT INC COM 364730101 10925 200000 SH DEFINED 01 200000
GENERAL ELEC CO COM 369604103 27285 428000 SH DEFINED 01 428000
GENERAL MTRS CORP CL E 370442402 10110 222200 SH DEFINED 01 222200
GENERAL MOTORS COM 370442402 2517 53700 SH DEFINED 01 53700
GTE CORP COM 362320103 9586 245000 SH DEFINED 01 245000
GUILFORD MLS INC COM 401794102 6489 267600 SH DEFINED 01 267600
HEINZ H J CO COM 423074103 12353 270000 SH DEFINED 01 270000
HEWLETT PACKARD CO COM 428236103 16675 200000 SH DEFINED 01 200000
HONEYWELL INC COM 438506107 17364 405000 SH DEFINED 01 405000
INTERNATIONAL BUSINESS MACHS COM 459200101 12143 128500 SH DEFINED 01 128500
JOHNSON & JOHNSON COM 478160104 7413 100000 SH DEFINED 01 100000
LIMITED INC COM 532716107 191 10000 SH DEFINED 01 10000
LOUISIANA PAC CORP COM 546347105 3908 162000 SH DEFINED 01 162000
MASCO CORPORATION COM 574599106 7329 266500 SH DEFINED 01 266500
MALLINCKRODT GROUP COM 561226101 16080 405800 SH DEFINED 01 405800
MCCORMICK & CO COM 579780206 7127 298500 SH DEFINED 01 298500
MERCK & CO INC COM 589331107 25200 450000 SH DEFINED 01 450000
MORGAN J P & CO INC COM 616880100 12844 166000 SH DEFINED 01 166000
NATIONSBANK COM 638585109 4573 68000 SH DEFINED 01 68000
PEPSICO INC COM 713448108 25500 500000 SH DEFINED 01 500000
PFIZER INC COM 717081103 22631 424000 SH DEFINED 01 424000
PROCTER & GAMBLE CO COM 742718109 17017 221000 SH DEFINED 01 221000
<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
QUAKER OATS CO COM 747402105 994 30000 SH DEFINED 01 30000
SAFETY KLEEN CORP COM 786484105 9623 658000 SH DEFINED 01 658000
SCHERING PLOUGH CORP COM 806605101 25688 500000 SH DEFINED 01 500000
SINGER CO N V COM 82930F109 6941 260700 SH DEFINED 01 260700
SOCIETE NATIONALE ELF AQUITAIN SPONSORED ADR 833658404 11554 346200 SH DEFINED 01 346200
SONAT COM 835415100 7168 224000 SH DEFINED 01 224000
TEXACO INC COM 881694103 3109 48200 SH DEFINED 01 48200
TOYS R US COM 892335100 7290 270000 SH DEFINED 01 270000
U S WEST INC COM 912889102 12441 264000 SH DEFINED 01 264000
UNITED HEALTH CARE COM 910581107 8289 169600 SH DEFINED 01 169600
UNIVERSAL FOODS COM 913538104 6877 197200 SH DEFINED 01 197200
UNOCAL CORP COM 915289102 3181 111600 SH DEFINED 01 111600
WMX TECHNOLOGIES INC COM 92929Q107 12255 430000 SH DEFINED 01 430000
WAL MART STORES INC COM 931142103 8786 355000 SH DEFINED 01 355000
WARNER LAMBERT CO COM 934488107 15526 163000 SH DEFINED 01 163000
WEYERHAEUSER CO COM 962166104 7510 164600 SH DEFINED 01 164600
WHEELABRATOR TECHNOLOGIES COM 962901302 3347 225000 SH DEFINED 01 225000
ABBOTT LABS COM 002824100 865 20300 SH SOLE 20300
ADVANCED MICRO DEVICES COM 007903107 213 7300 SH SOLE 7300
AIR PRODUCTS AND CHEMICALS INC COM 009158106 407 7800 SH SOLE 7800
ALBERTSONS INC COM 013104104 392 11500 SH SOLE 11500
AMERICAN TEL & TELEG CO COM 001957109 802 12200 SH SOLE 12200
AMGEN COM 031162100 319 6400 SH SOLE 6400
AMOCO CORP COM 031905102 628 9800 SH SOLE 9800
ARMSTRONG WORLD INDUSTRIES COM 042476101 211 3800 SH SOLE 3800
ARVIN INDS INC COM 043339100 327 15300 SH SOLE 15300
ASHLAND OIL COM 044540102 267 8000 SH SOLE 8000
ATLANTIC RICHFIELD COM 048825103 215 2000 SH SOLE 2000
AVNET INC COM 053807103 344 6700 SH SOLE 6700
BAY NETWORKS INC COM 072510100 328 6145 SH SOLE 6145
BMC SOFTWARE COM 055921100 276 6000 SH SOLE 6000
BRISTOL MYERS SQUIBB CO COM 110122108 379 5200 SH SOLE 5200
CABOT CORP COM 127055101 313 5900 SH SOLE 5900
CHEVRON CORPORATION COM 166751107 541 11100 SH SOLE 11100
COMERICA INC. COM 200340107 444 12200 SH SOLE 12200
COTT CORPORATION COM 22163N106 99 1040 SH SOLE 1040
CYPRESS MINERALS COM 232809103 264 9400 SH SOLE 9400
DEAN WITTER DISCOVER COM 24240V101 248 4400 SH SOLE 4400
DU PONT E I DE NEMOURS & CO COM 263534109 983 14300 SH SOLE 14300
DUN & BRADSTREET COM 264830100 289 5000 SH SOLE 5000
DURIRON INC COM 266849108 521 17800 SH SOLE 17800
EASTMAN KODAK COM 277461109 433 7300 SH SOLE 7300
EATON COM 278058102 366 6900 SH SOLE 6900
EMERSON ELECTRIC COM 291011104 372 5200 SH SOLE 5200
ETHYL CORP COM 279659104 285 25600 SH SOLE 25600
FLUOR CORP COM 343861100 868 15500 SH SOLE 15500
FORD MOTORS COM 345370100 261 8400 SH SOLE 8400
FOSTER WHEELER CORP COM 350244109 371 10500 SH SOLE 10500
GTE CORP COM 362320103 395 10100 SH SOLE 10100
THE GAP COM 364760108 302 8400 SH SOLE 8400
<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
GENERAL ELEC CO COM 369604103 848 13300 SH SOLE 13300
GENERAL MOTORS INC COM 370442105 328 7000 SH SOLE 7000
GENERAL MTRS CORP CL E 370442402 319 7000 SH SOLE 7000
GENERAL SIGNAL COM 370838104 339 11600 SH SOLE 11600
GUILFORD MILLS COM 401794102 264 10900 SH SOLE 10900
HUDSON FOODS COM 443782107 157 11300 SH SOLE 11300
JOHNSON & JOHNSON COM 478160104 415 5600 SH SOLE 5600
LAZBOY CHAIR CO. COM 505336107 209 7000 SH SOLE 7000
LOUISIANA PACIFIC COM 546347105 294 12200 SH SOLE 12200
MERCK & CO INC COM 589331107 1204 21500 SH SOLE 21500
MORGAN J P & CO INC COM 616880100 634 8200 SH SOLE 8200
NATIONSBANK COM 638585109 625 9300 SH SOLE 9300
NORWEST COM 669380107 462 14200 SH SOLE 14200
OCCIDENTAL PETROLEUM COM 674599105 374 17100 SH SOLE 17100
PEPSICO INC COM 713448108 780 15300 SH SOLE 15300
PRICE/COSTCO INC COM 74143W102 551 32200 SH SOLE 32200
PROCTER & GAMBLE CO COM 742718109 647 8400 SH SOLE 8400
RALSTON PURINA COM 751277302 388 6700 SH SOLE 6700
SAFETY KLEEN CORP COM 786484105 281 19200 SH SOLE 19200
SCHERING PLOUGH CORP COM 806605101 709 13800 SH SOLE 13800
SEQUENT COMPUTER SYSTEMS COM 817338106 328 16500 SH SOLE 16500
SINGER CO N V COM 82930F109 314 11800 SH SOLE 11800
SOCIETE NATIONALE ELF AQUITAIN SPONSORED ADR 833658404 396 11880 SH SOLE 11880
SONAT INC COM 835415100 307 9600 SH SOLE 9600
SOUTHWESTERN BELL CORP COM 845333103 220 4000 SH SOLE 4000
SUN MICROSYSTEMS INC COM 866810104 447 7100 SH SOLE 7100
TANDEM COMPUTERS INC COM 875370108 293 23900 SH SOLE 23900
TENNECO COM 880370100 370 8000 SH SOLE 8000
TOYS "R" US COM 892335100 259 9600 SH SOLE 9600
UNION PAC CORP COM 907818108 431 6500 SH SOLE 6500
UNOCAL CORP COM 915289102 382 13400 SH SOLE 13400
UNIVERSAL FOODS COM 913538104 300 8600 SH SOLE 8600
UPJOHN COMPANY COM 915302103 223 5000 SH SOLE 5000
U S WEST INC COM 912889102 603 12800 SH SOLE 12800
UST INC COM 902911106 306 10700 SH SOLE 10700
WALMART COM 931142103 369 14900 SH SOLE 14900
WALT DISNEY COMPANY COM 254687106 442 7700 SH SOLE 7700
WEYERHAEUSER CO COM 962166104 392 8600 SH SOLE 8600
WHEELABRATOR TECHNOLOGIES COM 962901302 339 22800 SH SOLE 22800
WMX TECHNOLOGIES INC COM 92929Q107 581 20400 SH SOLE 20400
ABBOTT LABS COM 002824100 5460 128100 SH DEFINED 01 128100
ADVANCED MICRO DEVIC COM 007903107 1025 35200 SH DEFINED 01 35200
AIR PRODS & CHEMS INC COM 009158106 1642 31500 SH DEFINED 01 31500
ALBERTSONS INC COM 013104104 3501 102600 SH DEFINED 01 102600
AMERICAN TEL & TELEG CO COM 030177109 7739 117700 SH DEFINED 01 117700
AMGEN INC COM 031162100 1197 24000 SH DEFINED 01 24000
AMOCO CORP COM 031905102 1808 28200 SH DEFINED 01 28200
ARMSTRONG WORLD INC COM 042476101 677 12200 SH DEFINED 01 12200
ARNOLD INDUSTRIES COM 042595108 1049 59100 SH DEFINED 01 59100
ARVIN INDS INC COM 043339100 1798 84100 SH DEFINED 01 84100
<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
ASHLAND OIL COM 044540102 1308 39200 SH DEFINED 01 39200
ASHLAND OIL CUT PREF PFD 04454 870 1987 35800 SH DEFINED 01 35800
ATLANTIC RICHFIELD CO COM 048825103 1611 15000 SH DEFINED 01 15000
AVNET INC COM 053807103 2824 54700 SH DEFINED 01 54700
BAY NETWORKS INC COM 072510100 653 12230 SH DEFINED 01 12230
BLACK & DECKER CORP COM 091797100 1365 40000 SH DEFINED 01 40000
BMC SOFTWARE COM 055921100 1086 23600 SH DEFINED 01 23600
BURLINGTON NORTHERN COM 121897607 5474 75500 SH DEFINED 01 75500
CABOT CORP COM 127055101 930 17500 SH DEFINED 01 17500
CENTERPOINT PROPERTIES COM 151895109 1450 64800 SH DEFINED 01 64800
CHEVRON CORPORATION COM 166751107 2334 48000 SH DEFINED 01 48000
COAMERICA INC. COM 200340107 4536 124700 SH DEFINED 01 124700
COCA COLA CO COM 191216100 1587 23000 SH DEFINED 01 23000
COLUMBIA HEALTHCARE COM 197677107 1396 28700 SH DEFINED 01 28700
COMPAQ COMPUTER CORP COM 204493100 1717 35500 SH DEFINED 01 35500
COTT CORPORATION COM 22163N106 642 67600 SH DEFINED 01 67600
COVENANT TRANSPORT COM 22284P105 367 25000 SH DEFINED 01 25000
CRYSLER COM 171196108 684 12900 SH DEFINED 01 12900
CYPRUS AMAX MINERALS CO COM 232809103 3066 109000 SH DEFINED 01 109000
CYPRUS AMAX MINERALS CO PFD A CONV $4 232809202 1240 20000 SH DEFINED 01 20000
DEAN WITTER DISCOVER COM 24240V101 3521 62600 SH DEFINED 01 62600
DETROIT EDISON CO COM 250847100 2161 67000 SH DEFINED 01 67000
DISNEY WALT CO DEL COM 254687106 1997 34800 SH DEFINED 01 34800
DU PONT E I DE NEMOURS & CO COM 263534109 4819 70100 SH DEFINED 01 70100
DUN & BRADSTREET CORP COM 264830100 5411 93500 SH DEFINED 01 93500
DURIRON INC COM 266849108 3669 125450 SH DEFINED 01 125450
EASTMAN KODAK CO COM 277461109 2257 38100 SH DEFINED 01 38100
EATON CORP COM 278058102 1823 34400 SH DEFINED 01 34400
ETHYL CORPORATION COM 297659104 2105 188700 SH DEFINED 01 188700
FLUOR CORP COM 343861100 4850 86600 SH DEFINED 01 86600
FORD MTR CO DEL PFD DP A CV 345370209 4320 42200 SH DEFINED 01 42200
FORD MOTOR COMPANY COM 345370100 763 24500 SH DEFINED 01 24500
FOSTER WHEELER CORP COM 350244109 2954 83500 SH DEFINED 01 83500
GEON COMPANY COM 37246W105 2703 106000 SH DEFINED 01 106000
GTE CORP COM 362320103 4180 106500 SH DEFINED 01 106500
GENERAL MLS INC COM 370334104 2788 50000 SH DEFINED 01 50000
GENERAL MTRS CORP CL E 370442402 1125 24000 SH DEFINED 01 24000
GENERAL MOTORS COM 370442402 1156 25400 SH DEFINED 01 25400
GENERAL SIGNAL COM 370838104 3311 113200 SH DEFINED 01 113200
GIANT CEMENT HOLDING COM 374450104 810 66800 SH DEFINED 01 66800
GRANITE CONSTRUCTION COM 387328107 872 32300 SH DEFINED 01 32300
GREENBRIAR COMPANIES COM 393657101 707 62800 SH DEFINED 01 62800
GUILFORD MLS INC COM 401794102 2343 96600 SH DEFINED 01 96600
HEALTH&REHABILITATION PPTYS TR COM SH BEN INT 422169102 1719 110000 SH DEFINED 01 110000
HIGHWAY PROPERTIES COM 431284108 1714 65000 SH DEFINED 01 65000
HOSPITALITY PROPERTIES COM 44106M102 1313 56600 SH DEFINED 01 56600
HUDSON FOODS CL A 443782107 785 50000 SH DEFINED 01 50000
JOHNSON & JOHNSON COM 478160104 1705 23000 SH DEFINED 01 23000
LA Z BOY CHAIR CO COM 505336107 2996 100300 SH DEFINED 01 100300
LIBERTY TRUST PROPER COM 531172104 1063 50000 SH DEFINED 01 50000
<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
LOUISIANA PAC CORP COM 546347105 1006 41700 SH DEFINED 01 41700
MALLINCKRODT GROUP COM 561226106 1030 26000 SH DEFINED 01 26000
MASCO CORPORATION COM 574599AG1 657 23900 SH DEFINED 01 23900
MCCORMICK & CO COM 579780206 3135 131300 SH DEFINED 01 131300
MERCK & CO INC COM 589331107 2296 41000 SH DEFINED 01 41000
MISSISSIPPI CHEMICAL COM 605288208 1533 73000 SH DEFINED 01 73000
MONTANA POWER CO COM 612085100 925 40000 SH DEFINED 01 40000
MORGAN J P & CO INC COM 616880100 4024 52000 SH DEFINED 01 52000
NATIONSBANK CORP COM 638585109 4163 61900 SH DEFINED 01 61900
NEWBRIDGE NETWORKS COM 650901101 479 16300 SH DEFINED 01 16300
NOBLE AFFILIATES INC. COM 654894104 712 27000 SH DEFINED 01 27000
NORWEST CORP COM 669380107 314 9000 SH DEFINED 01 9000
OASIS RESIDENTIAL COM 674216106 1238 55000 SH DEFINED 01 55000
OCCIDENTAL PETROLEUM COM 674599105 1287 58500 SH DEFINED 01 58500
OMEGA HEALTHCARE INVS INC COM 681936100 1605 60000 SH DEFINED 01 60000
PACIFICARE HEALTH COM 695110205 789 11600 SH DEFINED 01 11600
PACIFICORP COM 695114108 663 34900 SH DEFINED 01 34900
PEPSICO INC COM 713448108 6472 126900 SH DEFINED 01 126900
PHILLIPS VAN HUSEN COM 718592108 472 41000 SH DEFINED 01 41000
PRICE/COSTCO INC COM 74143W102 2396 139900 SH DEFINED 01 139900
PRIME RESIDENTIAL COM 74156H109 1076 70000 SH DEFINED 01 70000
PROCTER & GAMBLE CO COM 742718109 2787 36200 SH DEFINED 01 36200
PUBLIC SERVICE ENTER COM 744573106 726 24400 SH DEFINED 01 24400
RAWLINGS SPORTING COM 754459105 366 43700 SH DEFINED 01 43700
RJR NABISCO COM 74960K108 1335 41248 SH DEFINED 01 41248
RAYTHEON CO COM 755111101 2125 25000 SH DEFINED 01 25000
SAFETY KLEEN CORP COM 786484105 2536 173400 SH DEFINED 01 173400
SCHERING PLOUGH CORP COM 806605101 3358 65200 SH DEFINED 01 65200
SECURITY CAPITAL IND COM 814138103 975 60000 SH DEFINED 01 60000
SEQUENT COMPUTER SYSTEMS COM 817338106 1473 74100 SH DEFINED 01 74100
SHAWNUT NATIONAL COM 820484103 2018 60000 SH DEFINED 01 60000
SINGER CO N V COM 82930F109 1531 57500 SH DEFINED 01 57500
SOCIETE NATIONALE ELF AQUITAIN SPONSORED ADR 833658404 3167 94200 SH DEFINED 01 94200
SONAT INC COM 835415100 2970 92800 SH DEFINED 01 92800
ST PAUL CAP PFD PFD 792856205 1170 20000 SH DEFINED 01 20000
STURM RUGER COM 864159108 2072 66300 SH DEFINED 01 66300
SUN MICROSYSTEMS INC COM 866810104 1884 29900 SH DEFINED 01 29900
TANDEM COMPUTERS INC COM 875370108 1909 155800 SH DEFINED 01 155800
TELEFONOS DE MEXICO S A SP ADR REP ORD 879403780 1140 35900 SH DEFINED 01 35900
TENET HEALTHCARE COM 626886103 1962 112900 SH DEFINED 01 112900
TENNECO COM 880370101 3344 72300 SH DEFINED 01 72300
TEXACO INC COM 881694103 3619 56000 SH DEFINED 01 56000
TNT FREIGHTWAY COM 87259J103 1006 53300 SH DEFINED 01 53300
TOYS R US COM 892335100 818 30300 SH DEFINED 01 30300
UGI CORP NEW COM 902681105 1650 80000 SH DEFINED 01 80000
UNION PAC CORP COM 907818108 4260 64300 SH DEFINED 01 64300
UNION TEXAS PETROLEUM COM 908640105 723 39600 SH DEFINED 01 39600
UNITED HEALTHCARE COM 910581107 4076 83400 SH DEFINED 01 83400
UNITED ILLUMINATING COM 910637107 804 22900 SH DEFINED 01 22900
UNIVERSAL FOODS COM 913538104 3707 106300 SH DEFINED 01 106300
<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
U S WEST INC COM 912889102 5080 107800 SH DEFINED 01 107800
UST INC COM 902911106 2980 104100 SH DEFINED 01 104100
UNOCAL CORP COM 915289102 2220 77900 SH DEFINED 01 77900
WMX TECHNOLOGIES INC COM 92929Q107 4742 166400 SH DEFINED 01 166400
WAL MART STORES INC COM 931142103 2985 120000 SH DEFINED 01 120000
WARNER LAMBERT CO COM 934488107 352 3700 SH DEFINED 01 3700
WASHINGTON WATER POWER COM 940688104 742 46000 SH DEFINED 01 46000
WESTERN DIGITAL CORP COM 958102105 1005 63300 SH DEFINED 01 63300
WESTERN GAS CVPRF 958259301 1132 31000 SH DEFINED 01 31000
WEYERHAEUSER CO COM 962166104 1998 43800 SH DEFINED 01 43800
WHEELABRATOR TECH. COM 962901302 1459 98100 SH DEFINED 01 98100
WHIRLPOOL CORP COM 963320106 4118 71300 SH DEFINED 01 71300
REPORT SUMMARY 262 DATA RECORDS 974221 1 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
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