|
|
|
|
|
|
|
|
|
|
|
|
|
|
Previous: NEW ENGLAND LIFE PENSION PROPERTIES II, 10-Q, 1998-11-13 |
Next: CELESTIAL SEASONINGS INC, 5, 1998-11-13 |
Securities and Exchange Commission
Washington, D.C. 20549
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended: September 30, 1998
Check here if Amendment [ ]; Amendment number ___
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Dorothy Murray
Address: MetLife
4100 Boy Scout Blvd.
Tampa, FL 33607
13f File Number: 28-3714
The institutional investment manager filing this report and the person by whom
it is signed hereby represents that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Dorothy Murray
Title: Assistant Vice-President
Phone: 813-801-2063
Signature, Place, and Date of Signing:
/s/Dorothy Murray________ Tampa, Florida________ September 30,1998
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s). )
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
<PAGE>
Report Summary
Number of other Included Managers: None
Form 13F Information Table Entry Total: 3,395
Form 13F Information Table Value Total ($000): 7,291,075
<PAGE>
<TABLE>
Title of Value Shrs Or Investment Other Voting
Name of Issuer Class Cusip (x$1000) Prn Amt Discretion Mgrs Authority
<S> <C> <C> <C> <C> <C> <C> <C>
METLIFE SERIES INDEX FUND
AMR CORP DEL COMM 001765106 3,132 56,500 Sole 56,500
AT + T CORP COMM 001957109 32,570 557,335 Sole 557,335
ABBOTT LABS COMM 002824100 20,616 474,600 Sole 474,600
ADOBE SYS INC COMM 00724F101 697 20,100 Sole 20,100
AEROQUIP VICKERS INC COMM 007869100 253 8,800 Sole 8,800
ADVANCED MICRO DEVICES INC COMM 007903107 800 43,100 Sole 43,100
AETNA INC COMM 008117103 3,114 44,800 Sole 44,800
AHMANSON H F AND CO COMM 008677106 1,898 34,200 Sole 34,200
AIR PRODS + CHEMS INC COMM 009158106 2,130 71,600 Sole 71,600
AIRTOUCH COMMUNICATIONS INC COMM 00949T100 10,049 176,300 Sole 176,300
ALBERTO CULVER CO PREF 013068101 407 17,400 Sole 17,400
ALBERTSONS INC COMM 013104104 4,081 75,400 Sole 75,400
ALCAN ALUM LTD COMM 013716105 1,627 69,400 Sole 69,400
ALLEGHENY TELDYNE INC COMM 017415100 1,067 59,900 Sole 59,900
ALLERGAN INC COMM 018490102 1,162 19,900 Sole 19,900
ALLIED SIGNAL INC COMM 019512102 6,145 173,700 Sole 173,700
ALLSTATE CORP COMM 020002101 10,715 258,198 Sole 258,198
ALLTEL CORP COMM 020039103 3,973 84,300 Sole 84,300
ALUMINUM CO AMER COMM 022249106 4,061 57,200 Sole 57,200
ALZA CORP COMM 022615108 1,149 26,500 Sole 26,500
AMERADA HESS CORP COMM 023551104 1,627 28,200 Sole 28,200
AMEREN CORP COMM 023608102 1,791 42,700 Sole 42,700
AMERICAN ELEC PWR INC COMM 025537101 2,880 59,000 Sole 59,000
AMERICAN EXPRESS CO COMM 025816109 11,006 141,787 Sole 141,787
AMERICAN GEN CORP COMM 026351106 4,968 77,770 Sole 77,770
AMERICAN GREETINGS CORP COMM 026375105 878 22,200 Sole 22,200
AMERICAN HOME PRODUCTS CORP COMM 026609107 21,271 404,200 Sole 404,200
AMERICAN INTL GROUP INC COMM 026874107 25,287 322,637 Sole 322,637
AMERICAN STORES CO NEW COMM 030096101 2,704 84,000 Sole 84,000
AMERITECH CORP COMM 030954101 16,069 338,300 Sole 338,300
AMGEN INC COMM 031162100 5,932 78,500 Sole 78,500
AMP INC COMM 031897101 2,420 67,700 Sole 67,700
AMOCO CORP COMM 031905102 15,899 295,100 Sole 295,100
ANADARKO PETE CORP COMM 032511107 1,455 37,000 Sole 37,000
ANDREW CORP COMM 034425108 354 26,750 Sole 26,750
ANHEUSER BUSCH COS INC COMM 035229103 8,062 149,300 Sole 149,300
AON CORP COMM 037389103 3,357 52,050 Sole 52,050
APACHE CORP COMM 037411105 796 29,700 Sole 29,700
APPLE COMPUTER COMM 037833100 1,544 40,500 Sole 40,500
APPLIED MATERIALS INC COMM 038222105 2,828 112,000 Sole 112,000
ARCHER DANIELS MIDLAND CO COMM 039483102 3,077 183,691 Sole 183,691
ARMCO INC COMM 042170100 164 32,700 Sole 32,700
ARMSTRONG WORLD INDS INC COMM 042476101 653 12,200 Sole 12,200
ASARCO INC COMM 043413103 231 12,100 Sole 12,100
ASCEND COMMUNICATIONS INC COMM 043491109 2,680 58,900 Sole 58,900
ASHLAND INC COMM 044204105 1,092 23,600 Sole 23,600
ASSOCIATES FIRST CAP CORP COMM 046008108 6,961 106,685 Sole 106,685
ATLANTIC RICHFIELD CO COMM 048825103 7,023 99,000 Sole 99,000
AUTODESK INCORPORATED COMM 052769106 375 14,300 Sole 14,300
AUTOMATIC DATA PROCESSING INC COMM 053015103 6,914 92,500 Sole 92,500
AUTOZONE INC COMM 053332102 1,145 46,500 Sole 46,500
AVERY DENNISON CORP COMM 053611109 1,586 36,300 Sole 36,300
AVON PRODS INC COMM 054303102 2,256 80,400 Sole 80,400
BB+T CORP COMM 054937107 2,593 86,600 Sole 86,600
BAKER HUGHES INC COMM 057224107 2,041 97,200 Sole 97,200
BALL CORP COMM 058498106 328 9,300 Sole 9,300
BALTIMORE GAS + ELEC CO COMM 059165100 1,519 45,500 Sole 45,500
BANC ONE CORP COMM 059438101 9,168 216,044 Sole 216,044
BANK NEW YORK INC COMM 064057102 6,335 231,400 Sole 231,400
BANKAMERICA CORP COMM 066050105 12,641 210,252 Sole 210,252
BANKBOSTON CORP COMM 06605R106 3,010 91,212 Sole 91,212
BANKERS TR NY CORP COMM 066365107 1,764 29,900 Sole 29,900
BARD C R INC COMM 067383109 653 17,700 Sole 17,700
BARRICK GOLD CORP COMM 067901108 2,284 114,200 Sole 114,200
BATTLE MTN GOLD CO COMM 071593107 426 70,200 Sole 70,200
BAUSCH + LOMB INC COMM 071707103 677 17,200 Sole 17,200
BAXTER INTL INC COMM 071813109 5,181 86,800 Sole 86,800
BEAR STEARNS COS INC COMM 073902108 1,088 35,100 Sole 35,100
BECTON DICKINSON + CO COMM 075887109 3,121 75,900 Sole 75,900
BELL ATLANTIC CORP COMM 077853109 23,116 477,224 Sole 477,224
BELLSOUTH CORP COMM 079860102 22,906 304,400 Sole 304,400
BEMIS INC COMM 081437105 582 16,600 Sole 16,600
BESTFOODS COMM 08658U101 4,292 88,600 Sole 88,600
BETHLEHEM STL CORP COMM 087509105 321 38,900 Sole 38,900
BIOMET INC COMM 090613100 1,200 34,600 Sole 34,600
BLACK + DECKER CORPORATION COMM 091797100 1,207 29,000 Sole 29,000
BLOCK H + R INC COMM 093671105 1,349 32,600 Sole 32,600
BOEING CO COMM 097023105 10,658 310,624 Sole 310,624
BOISE CASCADE CORP COMM 097383103 443 17,500 Sole 17,500
BOSTON SCIENTIFIC CORP COMM 101137107 3,103 60,400 Sole 60,400
BRIGGS + STRATTON CORP COMM 109043109 325 7,900 Sole 7,900
BRISTOL MYERS SQUIBB CO COMM 110122108 31,786 306,000 Sole 306,000
BROWN FORMAN CORP COMM 115637209 1,260 21,000 Sole 21,000
BROWNING FERRIS INDS INC COMM 115885105 1,718 56,800 Sole 56,800
BRUNSWICK CORP COMM 117043109 395 30,400 Sole 30,400
BURLINGTON NORTHN SANTA FE COMM 12189T104 4,676 145,003 Sole 145,003
BURLINGTON RES INC COMM 122014103 2,035 54,440 Sole 54,440
CBS CORP COMM 12490K107 5,359 221,000 Sole 221,000
CIGNA CORP COMM 125509109 4,417 66,800 Sole 66,800
CSX CORP COMM 126408103 2,856 67,900 Sole 67,900
CVS CORP COMM 126650100 5,201 118,700 Sole 118,700
CABLETRON SYSTEMS INC COMM 126920107 545 48,400 Sole 48,400
CAMPBELL SOUP CO COMM 134429109 7,001 139,500 Sole 139,500
CAPITAL ONE FINL CORP COMM 14040H105 2,133 20,700 Sole 20,700
CARDINAL HEALTH INC COMM 14149Y108 4,244 41,100 Sole 41,100
CAROLINA PWR + LT CO COMM 144141108 2,139 46,300 Sole 46,300
CASE CORP COMM 14743R103 492 22,600 Sole 22,600
CATERPILLAR INC COMM 149123101 5,002 112,400 Sole 112,400
CENDANT CORP COMM 151313103 3,035 261,079 Sole 261,079
CENTEX CORP COMM 152312104 635 18,400 Sole 18,400
CENTRAL + SOUTH WEST CORP COMM 152357109 1,866 65,200 Sole 65,200
CERIDIAN CORP COMM 15677T106 1,262 22,000 Sole 22,000
CHAMPION INTL CORP COMM 158525105 921 29,400 Sole 29,400
CHASE MANHATTAN CORP NEW COMM 16161A108 11,323 262,568 Sole 262,568
CHEVRON CORP COMM 166751107 16,939 201,500 Sole 201,500
CHRYSLER CORP COMM 171196108 9,494 198,300 Sole 198,300
CHUBB CORP COMM 171232101 3,251 51,600 Sole 51,600
CINCINNATI FINL CORP COMM 172062101 1,584 51,500 Sole 51,500
CINCINNATI MILACRON INC COMM 172172108 185 12,000 Sole 12,000
CINERGY CORP COMM 172474108 1,847 48,292 Sole 48,292
CIRCUIT CITY STORES INC COMM 172737108 1,003 30,100 Sole 30,100
CISCO SYS INC COMM 17275R102 19,440 314,500 Sole 314,500
CITICORP COMM 173034109 12,919 138,914 Sole 138,914
CLEAR CHANNEL COMMUNICATIONS COMM 184502102 3,629 76,400 Sole 76,400
CLOROX CO COMM 189054109 2,673 32,400 Sole 32,400
COASTAL CORP COMM 190441105 2,201 65,200 Sole 65,200
COCA COLA CO COMM 191216100 43,749 759,200 Sole 759,200
COLGATE PALMOLIVE CO COMM 194162103 6,263 91,100 Sole 91,100
COLUMBIA ENERGY GROUP COMM 197648108 1,521 25,950 Sole 25,950
COLUMBIA / HCA HEALTHCARE CORP COMM 197677107 3,970 197,885 Sole 197,885
COMCAST CORP COMM 200300200 5,304 113,000 Sole 113,000
COMERICA INC COMM 200340107 2,623 47,850 Sole 47,850
COMPAQ COMPUTER CORP COMM 204493100 16,067 508,062 Sole 508,062
COMPUTER ASSOC INTL INC COMM 204912109 6,214 167,950 Sole 167,950
COMPUTER SCIENCES CORP COMM 205363104 2,649 48,600 Sole 48,600
CONAGRA INC COMM 205887102 3,979 147,700 Sole 147,700
CONSECO INC COMM 208464107 2,892 94,634 Sole 94,634
CONSOLIDATED EDISON INC COMM 209115104 3,770 72,500 Sole 72,500
CONSOLIDATED NAT GAS CO COMM 209615103 1,591 29,200 Sole 29,200
CONSOLIDATED STORES CORP COMM 210149100 657 33,500 Sole 33,500
COOPER INDS INC COMM 216669101 1,516 37,200 Sole 37,200
COOPER TIRE + RUBR CO COMM 216831107 425 23,600 Sole 23,600
COORS ADOLPH CO COMM 217016104 515 11,200 Sole 11,200
CORNING INC COMM 219350105 2,102 71,400 Sole 71,400
COSTCO COS INC COMM 22160Q102 3,144 66,367 Sole 66,367
COUNTRYWIDE CR INDS INC COMM 222372104 1,399 33,600 Sole 33,600
CRANE CO COMM 224399105 320 13,600 Sole 13,600
CROWN CORK + SEAL INC COMM 228255105 1,022 38,200 Sole 38,200
CUMMINS ENGINE INC COMM 231021106 342 11,500 Sole 11,500
CYPRUS AMAX MINERALS CO COMM 232809103 368 27,800 Sole 27,800
DTE ENERGY CO COMM 233331107 2,024 44,800 Sole 44,800
DANA CORP COMM 235811106 1,893 50,735 Sole 50,735
DARDEN RESTAURANTS INC COMM 237194105 686 42,900 Sole 42,900
DATA GEN CORP COMM 237688106 154 14,200 Sole 14,200
DAYTON HUDSON CORP COMM 239753106 4,812 134,600 Sole 134,600
DEERE + CO COMM 244199105 2,305 76,200 Sole 76,200
DELL COMPUTER CORP COMM 247025109 26,037 396,000 Sole 396,000
DELTA AIR LINES INC DE COMM 247361108 2,266 23,300 Sole 23,300
DE LUXE CORP COMM 248019101 694 24,400 Sole 24,400
DILLARDS INC COMM 254067101 946 33,400 Sole 33,400
DISNEY WALT CO COMM 254687106 15,956 628,797 Sole 628,797
DOLLAR GEN CORP COMM 256669102 1,155 43,800 Sole 43,800
DOMINION RES INC VA COMM 257470104 2,709 60,700 Sole 60,700
DONNELLEY R R + SONS CO COMM 257867101 1,538 43,700 Sole 43,700
DOVER CORP COMM 260003108 2,109 68,300 Sole 68,300
DOW CHEM CO COMM 260543103 5,912 69,200 Sole 69,200
DOW JONES + CO INC COMM 260561105 1,349 29,000 Sole 29,000
DRESSER INDS INC COMM 261597108 1,657 54,100 Sole 54,100
DU PONT E I DE NEMOURS + CO COMM 263534109 19,519 347,000 Sole 347,000
DUKE ENERGY CO COMM 264399106 7,329 110,734 Sole 110,734
DUN + BRADSTREET CORP DEL COMM 26483B106 1,423 52,700 Sole 52,700
EG + G INC COMM 268457108 305 13,500 Sole 13,500
E M C CORP MASS COMM 268648102 8,790 153,200 Sole 153,200
EASTERN ENTERPRISES COMM 27637F100 278 6,600 Sole 6,600
EASTMAN CHEM CO COMM 277432100 1,240 24,575 Sole 24,575
EASTMAN KODAK CO COMM 277461109 7,618 99,100 Sole 99,100
EATON CORP COMM 278058102 1,385 22,100 Sole 22,100
ECOLAB INC COMM 278865100 1,120 39,400 Sole 39,400
EDISON INTL COMM 281020107 2,851 111,000 Sole 111,000
ELECTRONIC DATA SYS CORP NEW COMM 285661104 5,018 151,200 Sole 151,200
EMERSON ELEC CO COMM 291011104 8,503 136,600 Sole 136,600
ENGELHARD CORP COMM 292845104 772 43,650 Sole 43,650
ENRON CORP COMM 293561106 5,409 101,100 Sole 101,100
ENTERGY CORP COMM 29364G103 2,340 76,100 Sole 76,100
EQUIFAX INC COMM 294429105 1,613 45,200 Sole 45,200
EXXON CORP COMM 302290101 53,131 752,300 Sole 752,300
FMC CORP COMM 302491303 572 11,100 Sole 11,100
FPL GROUP INC COMM 302571104 3,896 55,900 Sole 55,900
FDX CORP COMM 31304N107 2,021 45,100 Sole 45,100
FEDERAL HOME LN MTG CORP COMM 313400301 10,372 209,000 Sole 209,000
FEDERAL NATL MTG ASSN COMM 313586109 20,483 318,800 Sole 318,800
FEDERATED DEPT STORES INC DEL COMM 31410H101 2,346 64,500 Sole 64,500
FIFTH THIRD BANCORP COMM 316773100 4,649 80,850 Sole 80,850
FIRST CHICAGO NBD CORP COMM 31945A100 6,059 88,458 Sole 88,458
FIRST DATA CORP COMM 319963104 3,208 136,500 Sole 136,500
FIRST UN CORP COMM 337358105 15,254 297,996 Sole 297,996
FIRSTENERGY CORP COMM 337932107 2,212 71,200 Sole 71,200
FLEET FINL GROUP INC COMM 338915101 6,427 87,515 Sole 87,515
FLEETWOOD ENTERPRISES INC COMM 339099103 359 11,900 Sole 11,900
FLUOR CORP COMM 343861100 1,027 25,000 Sole 25,000
FORD MTR CO DEL COMM 345370100 17,526 372,900 Sole 372,900
FORT JAMES CORP COMM 347471104 2,208 67,300 Sole 67,300
FORTUNE BRANDS INC COMM 349631101 1,573 53,100 Sole 53,100
FOSTER WHEELER CORP COMM 350244109 168 12,200 Sole 12,200
FRANKLIN RES INC COMM 354613101 2,315 77,500 Sole 77,500
FREEPORT MCMORAN COPPER + GOLD COMM 35671D857 661 55,400 Sole 55,400
FRONTIER CORP COMM 35906P105 1,437 52,500 Sole 52,500
FRUIT OF THE LOOM INC COMM 359416104 333 22,100 Sole 22,100
GPU INC COMM 36225X100 1,658 39,000 Sole 39,000
GTE CORP COMM 362320103 16,280 296,000 Sole 296,000
GANNETT INC COMM 364730101 4,703 87,800 Sole 87,800
GAP INC COMM 364760108 6,375 120,850 Sole 120,850
GATEWAY 2000 INC COMM 367833100 2,511 48,000 Sole 48,000
GENERAL DYNAMICS CORP COMM 369550108 1,940 38,600 Sole 38,600
GENERAL ELEC CO COMM 369604103 79,698 1,001,700 Sole 1,001,700
GENERAL INSTR CORP DEL COMM 370120107 977 45,200 Sole 45,200
GENERAL MLS INC COMM 370334104 3,388 48,400 Sole 48,400
GENERAL MTRS CORP COMM 370442105 11,295 205,832 Sole 205,832
GENERAL RE CORP COMM 370563108 4,791 23,600 Sole 23,600
GENERAL SIGNAL CORP COMM 370838104 468 13,800 Sole 13,800
GENUINE PARTS CO COMM 372460105 1,653 55,000 Sole 55,000
GEORGIA PAC CORP COMM 373298108 1,296 28,400 Sole 28,400
GIANT FOODS INC COMM 374478105 755 17,500 Sole 17,500
GILLETTE CO COMM 375766102 13,212 345,400 Sole 345,400
GOLDEN WEST FINL CORP DEL COMM 381317106 1,440 17,600 Sole 17,600
GOODRICH B F CO COMM 382388106 745 22,700 Sole 22,700
GOODYEAR TIRE AND RUBBER COMM 382550101 2,518 48,900 Sole 48,900
GRACE W R + CO DEL NEW COMM 38388F108 284 22,800 Sole 22,800
GRAINGER W W INC COMM 384802104 1,281 30,400 Sole 30,400
GREAT ATLANTIC + PAC TEA INC COMM 390064103 279 11,500 Sole 11,500
GREAT LAKES CHEMICAL CORP COMM 390568103 719 18,500 Sole 18,500
GUIDANT CORP COMM 401698105 3,467 46,700 Sole 46,700
HBO + CO COMM 404100109 3,820 132,300 Sole 132,300
HALLIBURTON CO COMM 406216101 2,326 80,900 Sole 80,900
HARCOURT GEN INC COMM 41163G101 1,040 21,500 Sole 21,500
HARNISCHFEGER INDS INC COMM 413345109 164 14,600 Sole 14,600
HARRAHS ENTMT INC COMM 413619107 411 30,700 Sole 30,700
HARRIS CORP DEL COMM 413875105 797 24,900 Sole 24,900
HARTFORD FINANCIAL SVCS GRP COMM 416515104 3,449 72,700 Sole 72,700
HASBRO INC COMM 418056107 1,202 40,650 Sole 40,650
HEALTHSOUTH CORP COMM 421924101 1,359 129,400 Sole 129,400
HEINZ H J CO COMM 423074103 5,776 112,700 Sole 112,700
HELMERICH AND PAYNE INC COMM 423452101 309 14,700 Sole 14,700
HERCULES INC COMM 427056106 887 29,500 Sole 29,500
HERSHEY FOODS CORP COMM 427866108 3,025 44,200 Sole 44,200
HEWLETT PACKARD CO COMM 428236103 16,861 318,500 Sole 318,500
HILTON HOTELS CORP COMM 432848109 1,290 75,900 Sole 75,900
HOME DEPOT INC COMM 437076102 17,846 451,798 Sole 451,798
HOMESTAKE MNG CO COMM 437614100 782 64,500 Sole 64,500
HONEYWELL INC COMM 438506107 2,498 39,000 Sole 39,000
HOUSEHOLD INTL INC COMM 441815107 5,644 150,505 Sole 150,505
HOUSTON INDS INC COMM 442161105 2,831 90,945 Sole 90,945
HUMANA INC COMM 444859102 837 51,100 Sole 51,100
HUNTINGTON BANCSHARES INC COMM 446150104 1,628 64,800 Sole 64,800
IMS HEALTH INC COMM 449934108 3,128 50,500 Sole 50,500
ITT INDS INC COMM 450911102 1,236 36,500 Sole 36,500
IKON OFFICE SOLUTIONS INC COMM 451713101 298 41,400 Sole 41,400
ILLINOIS TOOL WKS INC COMM 452308109 4,169 76,500 Sole 76,500
INCO LTD COMM 453258402 521 50,806 Sole 50,806
INGERSOLL RAND CO COMM 456866102 1,914 50,450 Sole 50,450
INTEL CORP COMM 458140100 44,736 521,700 Sole 521,700
INTERNATIONAL BUSINESS MACHS COMM 459200101 37,265 290,000 Sole 290,000
INTERNATIONAL FLAVOURS COMM 459506101 1,089 33,000 Sole 33,000
INTERNATIONAL PAPER CO COMM 460146103 4,411 94,600 Sole 94,600
INTERPUBLIC GROUP COS INC COMM 460690100 2,271 42,100 Sole 42,100
JEFFERSON PILOT CORP COMM 475070108 1,981 32,750 Sole 32,750
JOHNSON + JOHNSON COMM 478160104 32,403 414,100 Sole 414,100
JOHNSON CTLS INC COMM 478366107 1,209 26,000 Sole 26,000
JOSTENS INC COMM 481088102 222 10,700 Sole 10,700
KLA TENCOR CORP COMM 482480100 649 26,100 Sole 26,100
K MART CORP COMM 482584109 1,800 150,000 Sole 150,000
KAUFMAN + BROAD HOME CORP COMM 486168107 274 11,700 Sole 11,700
KELLOGG CO COMM 487836108 4,140 125,700 Sole 125,700
KERR MCGEE CORP COMM 492386107 687 15,100 Sole 15,100
KEYCORP NEW COMM 493267108 3,916 135,606 Sole 135,606
KIMBERLY CLARK CORP COMM 494368103 6,943 171,420 Sole 171,420
KING WORLD PRODTNS INC COMM 495667107 580 22,200 Sole 22,200
KNIGHT RIDDER INC COMM 499040103 1,099 24,700 Sole 24,700
KOHLS CORP COMM 500255104 1,895 48,600 Sole 48,600
KROGER CO COMM 501044101 3,945 78,900 Sole 78,900
LSI LOGIC CORP COMM 502161102 543 43,000 Sole 43,000
LAIDLAW INC COMM 50730K503 953 101,000 Sole 101,000
LEHMAN BROTHERS HLDGS INC COMM 524908100 1,041 36,700 Sole 36,700
LILLY ELI + CO COMM 532457108 26,658 340,400 Sole 340,400
LIMITED INC COMM 532716107 1,522 69,400 Sole 69,400
LINCOLN NATL CORP IN COMM 534187109 2,558 31,100 Sole 31,100
LIZ CLAIBORNE INC COMM 539320101 534 20,400 Sole 20,400
LOCKHEED MARTIN CORP COMM 539830109 6,080 60,313 Sole 60,313
LOEWS CORP COMM 540424108 3,021 35,800 Sole 35,800
LONGS DRUG STORES CORP COMM 543162101 470 11,700 Sole 11,700
LOUISIANA PAC CORP COMM 546347105 674 33,100 Sole 33,100
LOWES COS INC COMM 548661107 3,429 107,800 Sole 107,800
LUCENT TECHNOLOGIES INC COMM 549463107 27,984 404,094 Sole 404,094
MBIA INC COMM 55262C100 1,616 30,100 Sole 30,100
MBNA CORP COMM 55262L100 4,399 153,662 Sole 153,662
MGIC INVT CORP WIS COMM 552848103 1,305 35,400 Sole 35,400
MALLINCKRODT INC NEW COMM 561232109 447 22,000 Sole 22,000
MARSH + MCLENNAN COS INC COMM 571748102 3,950 79,400 Sole 79,400
MARRIOTT INTL INC NEW COMM 571903202 1,877 78,600 Sole 78,600
MASCO CORP COMM 574599106 2,584 104,400 Sole 104,400
MATTEL INC COMM 577081102 2,515 89,813 Sole 89,813
MAY DEPT STORES CO COMM 577778103 3,682 71,500 Sole 71,500
MAYTAG CORP COMM 578592107 1,390 29,100 Sole 29,100
MCDERMOTT INTL INC COMM 580037109 501 18,600 Sole 18,600
MCDONALDS CORP COMM 580135101 12,636 211,700 Sole 211,700
MCGRAW HILL COS INC COMM 580645109 2,473 31,200 Sole 31,200
MEAD CORP COMM 582834107 936 31,800 Sole 31,800
MEDIAONE GROUP INC COMM 58440J104 8,337 187,600 Sole 187,600
MEDTRONIC INC COMM 585055106 8,404 144,900 Sole 144,900
MELLON BK CORP COMM 585509102 4,417 80,300 Sole 80,300
MERCANTILE BANCORPORATION INC COMM 587342106 2,254 46,600 Sole 46,600
MERCK + CO INC COMM 589331107 47,718 368,300 Sole 368,300
MEREDITH CORP COMM 589433101 531 16,600 Sole 16,600
MERRILL LYNCH + CO INC COMM 590188108 5,049 107,000 Sole 107,000
MEYER FRED INC DEL NEW COMM 592907109 1,843 47,400 Sole 47,400
MICROSOFT CORP COMM 594918104 83,384 757,600 Sole 757,600
MICRON TECHNOLOGY INC COMM 595112103 1,978 65,000 Sole 65,000
MILLIPORE CORP COMM 601073109 248 13,000 Sole 13,000
MINNESOTA MNG + MFG CO COMM 604059105 9,196 124,800 Sole 124,800
MIRAGE RESORTS INC COMM 60462E104 911 54,400 Sole 54,400
MOBIL CORP COMM 607059102 18,248 240,300 Sole 240,300
MONSANTO CO COMM 611662107 10,367 184,300 Sole 184,300
MOORE CORP LTD COMM 615785102 279 26,400 Sole 26,400
MORGAN J P + CO INC COMM 616880100 4,637 54,799 Sole 54,799
MORGAN STANLEY DEAN WITTER FUNDS 617446448 7,963 184,641 Sole 184,641
MORTON INTL INC IND NEW COMM 619335102 866 39,600 Sole 39,600
MOTOROLA INC COMM 620076109 7,880 183,800 Sole 183,800
NACCO INDS INC COMM 629579103 330 3,300 Sole 3,300
NALCO CHEM CO COMM 629853102 599 20,300 Sole 20,300
NATIONAL CITY CORP COMM 635405103 6,686 101,400 Sole 101,400
NATIONAL SEMICONDUCTOR CORP COMM 637640103 484 50,000 Sole 50,000
NATIONAL SVC INDS INC COMM 637657107 411 12,900 Sole 12,900
NATIONSBANK CORP COMM 638585109 15,756 294,509 Sole 294,509
NAVISTAR INTL CORP INC COMM 63934E108 469 20,710 Sole 20,710
NEW YORK TIMES CO COMM 650111107 1,617 58,800 Sole 58,800
NEWELL CO COMM 651192106 2,243 48,700 Sole 48,700
NEWMONT MNG CORP COMM 651639106 1,166 48,094 Sole 48,094
NEXTEL COMMUNICATIONS INC COMM 65332V103 1,680 83,200 Sole 83,200
NIAGARA MOHAWK PWR CORP COMM 653522102 879 57,200 Sole 57,200
NICOR INC COMM 654086107 593 14,300 Sole 14,300
NIKE INC COMM 654106103 3,262 88,600 Sole 88,600
NORDSTROM INC COMM 655664100 1,148 46,400 Sole 46,400
NORFOLK SOUTHN CORP COMM 655844108 3,383 116,400 Sole 116,400
NORTHERN STS PWR CO MN COMM 665772109 1,291 46,000 Sole 46,000
NORTHERN TELECOM LTD COMM 665815106 6,456 201,360 Sole 201,360
NORTHERN TRUST CORP COMM 665859104 2,361 34,600 Sole 34,600
NORTHROP GRUMMAN CORP COMM 666807102 1,562 21,400 Sole 21,400
NORWEST CORP COMM 669380107 8,381 232,800 Sole 232,800
NOVELL INC COMM 670006105 1,321 107,800 Sole 107,800
NUCOR CORP COMM 670346105 1,105 27,200 Sole 27,200
OCCIDENTAL PETE CORP COMM 674599105 2,421 112,600 Sole 112,600
OMNICOM GROUP COMM 681919106 2,349 52,200 Sole 52,200
ONEOK INC NEW COMM 682680103 340 9,995 Sole 9,995
ORACLE CORP COMM 68389X105 8,695 298,550 Sole 298,550
ORYX ENERGY CO COMM 68763F100 414 32,000 Sole 32,000
OWENS CORNING COMM 69073F103 544 16,700 Sole 16,700
OWENS ILL INC COMM 690768403 1,185 47,400 Sole 47,400
PECO ENERGY CO COMM 693304107 2,503 68,100 Sole 68,100
PG+E CORP COMM 69331C108 3,729 117,000 Sole 117,000
PNC BK CORP COMM 693475105 4,163 92,500 Sole 92,500
P P + L RES INC COMM 693499105 1,333 51,500 Sole 51,500
PPG INDS INC COMM 693506107 2,996 54,900 Sole 54,900
PACCAR INC COMM 693718108 1,006 24,430 Sole 24,430
PACIFICORP COMM 695114108 1,761 91,500 Sole 91,500
PALL CORP COMM 696429307 843 38,000 Sole 38,000
PARAMETRIC TECHNOLOGY CORP COMM 699173100 829 82,400 Sole 82,400
PARKER HANNIFIN CORP COMM 701094104 1,000 33,700 Sole 33,700
PENNEY J C INC COMM 708160106 3,487 77,600 Sole 77,600
PENNZOIL CO COMM 709903108 529 15,100 Sole 15,100
PEOPLES ENERGY CORP COMM 711030106 385 10,700 Sole 10,700
PEP BOYS MANNY MOE + JACK COMM 713278109 264 19,400 Sole 19,400
PEPSICO INC COMM 713448108 13,494 458,400 Sole 458,400
PERKIN ELMER CORP COMM 714041100 1,044 15,200 Sole 15,200
PHARMACIA + UPJOHN INC COMM 716941109 7,845 156,315 Sole 156,315
PFIZER INC COMM 717081103 42,522 402,100 Sole 402,100
PHELPS DODGE CORP COMM 717265102 950 18,200 Sole 18,200
PHILIP MORRIS COS INC COMM 718154107 34,544 746,900 Sole 746,900
PHILLIPS PETE CO COMM 718507106 3,619 80,200 Sole 80,200
PIONEER HI BRED INTL INC COMM 723686101 1,990 74,900 Sole 74,900
PITNEY BOWES INC COMM 724479100 4,442 84,500 Sole 84,500
PLACER DOME INC COMM 725906101 1,053 76,200 Sole 76,200
POLAROID CORP COMM 731095105 329 13,400 Sole 13,400
POTLATCH CORP COMM 737628107 307 9,000 Sole 9,000
PRAXAIR INC COMM 74005P104 1,579 48,300 Sole 48,300
PROCTER + GAMBLE CO COMM 742718109 29,375 413,000 Sole 413,000
PROGRESSIVE CORP OHIO COMM 743315103 2,582 22,900 Sole 22,900
PROVIDENT COS INC COMM 743862104 1,407 41,700 Sole 41,700
PROVIDIAN FINL CORP COMM 74406A102 2,468 29,100 Sole 29,100
PUBLIC SVC ENTERPRISE GROUP COMM 744573106 2,819 71,700 Sole 71,700
PULTE CORP COMM 745867101 314 12,700 Sole 12,700
QUAKER OATS CO COMM 747402105 2,537 43,000 Sole 43,000
RALSTON PURINA CO COMM 751277302 2,834 96,900 Sole 96,900
RAYCHEM CORP COMM 754603108 624 25,600 Sole 25,600
RAYTHEON CO COMM 755111408 5,610 104,000 Sole 104,000
REEBOK INTL LTD COMM 758110100 224 16,500 Sole 16,500
REGIONS FINL CORP COMM 758940100 2,389 65,900 Sole 65,900
REPUBLIC NY CORP COMM 760719104 1,327 33,600 Sole 33,600
REYNOLDS METALS CO COMM 761763101 1,146 22,300 Sole 22,300
RITE AID CORP COMM 767754104 2,819 79,400 Sole 79,400
ROCKWELL INTL CORP NEW COMM 773903109 2,182 60,200 Sole 60,200
ROHM + HAAS CO COMM 775371107 1,541 55,400 Sole 55,400
ROWAN COS INC COMM 779382100 292 25,800 Sole 25,800
ROYAL DUTCH PETE CO COMM 780257804 31,399 659,300 Sole 659,300
RUBBERMAID INC COMM 781088109 1,104 46,100 Sole 46,100
RUSSELL CORP COMM 782352108 291 11,100 Sole 11,100
RYDER SYS INC COMM 783549108 572 23,000 Sole 23,000
SBC COMMUNICATIONS INC COMM 78387G103 25,094 565,494 Sole 565,494
SLM HLDG CORP COMM 78442A109 1,687 52,000 Sole 52,000
SAFECO CORP COMM 786429100 1,830 43,900 Sole 43,900
ST JUDE MED INC COMM 790849103 594 25,700 Sole 25,700
ST PAUL COS INC COMM 792860108 2,340 71,996 Sole 71,996
SARA LEE CORP COMM 803111103 7,754 143,600 Sole 143,600
SCHERING PLOUGH CORP COMM 806605101 23,423 225,900 Sole 225,900
SCHLUMBERGER LTD COMM 806857108 8,522 167,500 Sole 167,500
SCHWAB CHARLES CORP COMM 808513105 3,225 81,900 Sole 81,900
SCIENTIFIC ATLANTA INC COMM 808655104 501 23,700 Sole 23,700
SEAGATE TECHNOLOGY COMM 811804103 1,865 74,400 Sole 74,400
SEAGRAM LTD COMM 811850106 3,047 106,200 Sole 106,200
SEALED AIR CORP NEW COMM 81211K100 821 25,770 Sole 25,770
SEARS ROEBUCK + CO COMM 812387108 5,307 120,100 Sole 120,100
SEMPRA ENERGY COMM 816851109 1,909 73,245 Sole 73,245
SERVICE CORP INTL COMM 817565104 2,521 79,100 Sole 79,100
SHARED MEDI CAL SYSTEM COMM 819486101 420 7,900 Sole 7,900
SHERWIN WILLIAMS CO COMM 824348106 1,161 53,400 Sole 53,400
SIGMA ALDRICH COMM 826552101 884 30,600 Sole 30,600
SILICON GRAPHICS INC COMM 827056102 542 57,800 Sole 57,800
SNAP ON INC COMM 833034101 547 17,750 Sole 17,750
SONAT INC COMM 835415100 1,022 34,200 Sole 34,200
SOUTHERN CO COMM 842587107 6,312 214,400 Sole 214,400
SOUTHWEST AIRLS CO COMM 844741108 2,078 102,625 Sole 102,625
SPRINGS INDS INC COMM 851783100 195 5,600 Sole 5,600
SPRINT CORP COMM 852061100 9,569 132,900 Sole 132,900
STANLEY WORKS COMM 854616109 818 27,500 Sole 27,500
STATE STREET CORPORATION COMM 857477103 2,734 50,100 Sole 50,100
STONE CONTAINER CORP COMM 861589109 275 31,900 Sole 31,900
SUMMIT BANCORP COMM 866005101 2,059 54,900 Sole 54,900
SUN INC COMM 866762107 928 29,000 Sole 29,000
SUN MICROSYSTEMS INC COMM 866810104 5,823 116,900 Sole 116,900
SUNAMERICA INC COMM 866930100 3,694 60,550 Sole 60,550
SUNTRUST BKS INC COMM 867914103 4,024 64,900 Sole 64,900
SUPERVALU INC COMM 868536103 844 36,200 Sole 36,200
SYNOVUS FINL CORP COMM 87161C105 1,582 80,100 Sole 80,100
SYSCO CORP COMM 871829107 2,427 103,000 Sole 103,000
TJX COS INC NEW COMM 872540109 1,739 97,600 Sole 97,600
TRW INC COMM 872649108 1,695 38,200 Sole 38,200
TANDY CORP COMM 875382103 1,680 31,400 Sole 31,400
TEKTRONIX INC COMM 879131100 231 14,900 Sole 14,900
TELE COMMUNICATIONS INC NEW COMM 87924V101 6,111 156,200 Sole 156,200
TELLABS INC COMM 879664100 2,369 59,500 Sole 59,500
TEMPLE INLAND INC COMM 879868107 823 17,200 Sole 17,200
TENET HEALTHCARE CORP COMM 88033G100 2,726 94,800 Sole 94,800
TENNECO INC NEW COMM 88037E101 1,700 51,700 Sole 51,700
TEXACO INC COMM 881694103 10,436 166,800 Sole 166,800
TEXAS INSTRS INC COMM 882508104 6,365 120,100 Sole 120,100
TEXAS UTILS CO COMM 882848104 3,997 85,845 Sole 85,845
TEXTRON INC COMM 883203101 3,037 50,100 Sole 50,100
THERMO ELECTRON CORP COMM 883556102 726 48,200 Sole 48,200
THOMAS + BETTS CORP COMM 884315102 651 17,100 Sole 17,100
3COM CORP COMM 885535104 3,289 109,400 Sole 109,400
TIME WARNER INC COMM 887315109 15,921 181,820 Sole 181,820
TIMES MIRROR CO NEW COMM 887364107 1,450 27,300 Sole 27,300
TIMKEN CO COMM 887389104 277 18,300 Sole 18,300
TORCHMARK INC COMM 891027104 1,560 43,400 Sole 43,400
TOYS R US INC COMM 892335100 1,376 85,000 Sole 85,000
TRANSAMERICA CORP COMM 893485102 2,046 19,300 Sole 19,300
TRAVELERS GROUP INC COMM 894190107 13,259 353,584 Sole 353,584
TRICON GLOBAL RESTAURANTS INC COMM 895953107 1,827 46,700 Sole 46,700
TRIBUNE CO NEW COMM 896047107 1,902 37,800 Sole 37,800
TUPPERWARE CORP COMM 899896104 221 18,800 Sole 18,800
TYCO INTL LTD NEW COMM 902124106 9,917 179,500 Sole 179,500
USX MARATHON GROUP COMM 902905827 3,158 89,100 Sole 89,100
UST INC COMM 902911106 1,673 56,600 Sole 56,600
US BANCORP DEL COMM 902973106 8,145 228,627 Sole 228,627
UNUM CORP COMM 903192102 2,142 43,100 Sole 43,100
USX U S STL GROUP COMM 90337T101 647 27,100 Sole 27,100
UNICOM CORP COMM 904911104 2,482 66,400 Sole 66,400
UNION CAMP CORP COMM 905530101 835 21,200 Sole 21,200
UNION CARBIDE CORP COMM 905581104 1,811 42,000 Sole 42,000
UNION PAC CORP COMM 907818108 3,231 75,800 Sole 75,800
UNION PACIFIC RES GROUP INC COMM 907834105 944 76,650 Sole 76,650
UNISYS CORP COMM 909214108 1,743 76,600 Sole 76,600
UNITED HEALTHCARE CORP COMM 910581107 522 14,900 Sole 14,900
US AIRWAYS GROUP INC COMM 911905107 1,590 31,400 Sole 31,400
UNITED STATES SURGICAL CORP COMM 912707106 992 23,800 Sole 23,800
U S WEST INC NEW COMM 91273H101 8,178 155,764 Sole 155,764
UNITED TECHNOLOGIES CORP COMM 913017109 5,435 71,100 Sole 71,100
UNOCAL CORP COMM 915289102 2,723 75,122 Sole 75,122
V F CORP COMM 918204108 1,410 37,600 Sole 37,600
VENATOR GROUP INC COMM 922944103 357 41,100 Sole 41,100
VIACOM INC COMM 925524308 6,376 109,926 Sole 109,926
WACHOVIA CORP NEW COMM 929771103 5,456 64,000 Sole 64,000
WAL MART STORES INC COMM 931142103 37,719 690,500 Sole 690,500
WALGREEN CO COMM 931422109 6,737 152,900 Sole 152,900
WARNER LAMBERT CO COMM 934488107 19,026 252,000 Sole 252,000
WASHINGTON MUT INC COMM 939322103 4,012 118,870 Sole 118,870
WASTE MGMT INC DEL COMM 94106L109 8,371 174,172 Sole 174,172
WELLS FARGO + CO COMM 949740104 9,323 26,263 Sole 26,263
WENDYS INTL INC COMM 950590109 894 40,300 Sole 40,300
WESTVACO CORP COMM 961548104 746 31,100 Sole 31,100
WEYERHAEUSER CO COMM 962166104 2,565 60,800 Sole 60,800
WHIRLPOOL CORP COMM 963320106 1,109 23,600 Sole 23,600
WILLAMETTE INDS INC COMM 969133107 961 33,500 Sole 33,500
WILLIAMS COS INC COMM 969457100 3,755 130,600 Sole 130,600
WINN DIXIE STORES INC COMM 974280109 1,707 45,900 Sole 45,900
WORTHINGTON INDS IN COMM 981811102 370 29,600 Sole 29,600
WRIGLEY WM JR CO COMM 982526105 2,728 35,900 Sole 35,900
XEROX CORP COMM 984121103 8,551 100,900 Sole 100,900
METLIFE SECURITY INS. CO.
AMR CORP COM COMM 001765106 244 4,400 Sole 4,400
A T & T CORP COM COMM 001957109 1,274 21,800 Sole 21,800
ABBOTT LABS CORP DISC NTS COMM 002824100 938 21,600 Sole 21,600
ADVANCED MICRO DEVICES INC COM COMM 007903107 48 2,600 Sole 2,600
AHMANSON H F & CO COM COMM 008677106 333 6,000 Sole 6,000
AIRTOUCH COMMUNICATIONS INC COM COMM 00949T100 279 4,900 Sole 4,900
ALBERTO CULVER CO CL B CONV PREF 013068101 140 6,000 Sole 6,000
ALLEGHENY TELEDYNE INC COM COMM 017415100 120 6,737 Sole 6,737
ALLERGAN INC COM COMM 018490102 140 2,400 Sole 2,400
ALLIED SIGNAL CORP COM COMM 019512102 262 7,400 Sole 7,400
ALLSTATE CORP COM COMM 020002101 408 9,834 Sole 9,834
ALLTEL CORP COM COMM 020039103 184 3,900 Sole 3,900
ALUMINUM CO OF AMER COM COMM 022249106 241 3,400 Sole 3,400
AMEREN CORP COM COMM 023608102 256 6,100 Sole 6,100
AMER EXPRESS CO COM COMM 025816109 411 5,300 Sole 5,300
AMER GEN CORP COM COMM 026351106 550 8,618 Sole 8,618
AMER HOME PRODS CORP COM COMM 026609107 905 17,200 Sole 17,200
AMER INTL GROUP INC COM COMM 026874107 979 12,487 Sole 12,487
AMER STORES CO COM COMM 030096101 174 5,400 Sole 5,400
AMERITECH CORP COM COMM 030954101 599 12,600 Sole 12,600
AMGEN INC COM COMM 031162100 219 2,900 Sole 2,900
AMOCO CORP COM COMM 031905102 625 11,600 Sole 11,600
ANHEUSER BUSCH CO INC COM COMM 035229103 313 5,800 Sole 5,800
APPLE COMPUTER INC COM COMM 037833100 92 2,400 Sole 2,400
ARCHER DANIELS MIDLAND COM COMM 039483102 114 6,806 Sole 6,806
ARMCO INC COM COMM 042170100 85 16,900 Sole 16,900
ARMSTRONG WORLD INDS INC COM COMM 042476101 155 2,900 Sole 2,900
ASARCO INC COM COMM 043413103 67 3,500 Sole 3,500
ASHLAND INC COMM 044204105 130 2,800 Sole 2,800
ASSOCIATES FIRST CAPITAL A COM COMM 046008108 265 4,062 Sole 4,062
ATLANTIC RICHFIELD CO COM COMM 048825103 199 2,800 Sole 2,800
AVON PRODS INC COM COMM 054303102 146 5,200 Sole 5,200
BANC ONE CORP COM COMM 059438101 266 6,259 Sole 6,259
BANK OF NEW YORK INC COM COMM 064057102 624 22,800 Sole 22,800
BANKAMERICA CORP COM COMM 066050105 445 7,400 Sole 7,400
BANKBOSTON CORP COM CHGED COMM 06605R106 195 5,923 Sole 5,923
BANKERS TR NY CORP COM COMM 066365107 207 3,500 Sole 3,500
BARD C R INC COM COMM 067383109 125 3,400 Sole 3,400
BARRICK GOLD CORP COM (PREV COMM 067901108 60 3,000 Sole 3,000
BAXTER INTL COM COMM 071813109 107 1,800 Sole 1,800
BECTON DICKINSON COM COMM 075887109 313 7,600 Sole 7,600
BELL ATLANTIC CORP COM COMM 077853109 938 19,372 Sole 19,372
BELLSOUTH CORP COM COMM 079860102 963 12,800 Sole 12,800
BEMIS INC COM COMM 081437105 221 6,300 Sole 6,300
BESTFOODS CHG F COMM 08658U101 213 4,400 Sole 4,400
BIOMET INC COM COMM 090613100 246 7,100 Sole 7,100
BLACK & DECKER CORP COM COMM 091797100 296 7,100 Sole 7,100
BOEING CO COM COMM 097023105 509 14,830 Sole 14,830
BRIGGS & STRATTON CORP COM COMM 109043109 239 5,800 Sole 5,800
BRISTOL MYERS SQUIBB CO COM COMM 110122108 1,288 12,400 Sole 12,400
BROWN FORMAN CORP CL B COM COMM 115637209 294 4,900 Sole 4,900
BRUNSWICK CORP COM COMM 117043109 152 11,700 Sole 11,700
BURLINGTON NORTHERN SANTA FE COM COMM 12189T104 160 4,950 Sole 4,950
CIGNA CORP COM COMM 125509109 397 6,000 Sole 6,000
C S X CORP COM COMM 126408103 177 4,200 Sole 4,200
CVS CORP FROM COMM 126650100 552 12,600 Sole 12,600
CAMPBELL SOUP CO COM COMM 134429109 341 6,800 Sole 6,800
CATERPILLAR INC COM COMM 149123101 134 3,000 Sole 3,000
CENTRAL & SOUTHWEST CORP COM COMM 152357109 192 6,700 Sole 6,700
CERIDIAN CORP COM COMM 15677T106 235 4,100 Sole 4,100
CHARMING SHOPPES INC COM COMM 161133103 39 9,400 Sole 9,400
CHASE MANHATTAN CORP (NEW) COMM 16161A108 498 11,552 Sole 11,552
CHEVRON CORP COM COMM 166751107 664 7,900 Sole 7,900
CHRYSLER CORP COM COMM 171196108 498 10,400 Sole 10,400
CISCO SYS INC COM COMM 17275R102 1,182 19,125 Sole 19,125
CITICORP COM COMM 173034109 512 5,500 Sole 5,500
CLOROX CO COM COMM 189054109 297 3,600 Sole 3,600
COCA COLA CO COM COMM 191216100 1,982 34,400 Sole 34,400
COLUMBIA HCA HEALTHCARE COM COMM 197677107 132 6,600 Sole 6,600
COMPAQ COMPUTER CORP COM COMM 204493100 1,085 34,300 Sole 34,300
COMPUTER ASSOC INTL INC COM COMM 204912109 254 6,862 Sole 6,862
CONAGRA INC COM COMM 205887102 124 4,600 Sole 4,600
CONSOLIDATED ED, INC COM COMM 209115104 395 7,600 Sole 7,600
CORNING INC COM COMM 219350105 35 1,200 Sole 1,200
COSTCO COMPANIES INC COM CHG 7 COMM 22160Q102 351 7,400 Sole 7,400
CYPRUS AMAX MINERALS CO COM CHG F COMM 232809103 56 4,200 Sole 4,200
D T E ENERGY CO COM COMM 233331107 108 2,400 Sole 2,400
DAYTON HUDSON CORP COM COMM 239753106 236 6,600 Sole 6,600
DEERE & CO COM COMM 244199105 245 8,100 Sole 8,100
DILLARDS INC-CL A COM COMM 254067101 176 6,200 Sole 6,200
WALT DISNEY CO COM COMM 254687106 678 26,700 Sole 26,700
DOW CHEM CO COM COMM 260543103 265 3,100 Sole 3,100
DU PONT EI DE NEMOURS CO COM COMM 263534109 754 13,400 Sole 13,400
DUKE ENERGY CORP COM COMM 264399106 1 12 Sole 12
DUN & BRADSTREET CORP NEW COMM 26483B106 76 2,800 Sole 2,800
EASTERN ENTERPRISES COM COMM 27637F100 354 8,400 Sole 8,400
EASTMAN CHEM CO COM COMM 277432100 192 3,800 Sole 3,800
EASTMAN KODAK CO COM COMM 277461109 269 3,500 Sole 3,500
EATON CORP COM COMM 278058102 188 3,000 Sole 3,000
EDISON INTL COM COMM 281020107 411 16,000 Sole 16,000
EMERSON ELEC CO COM COMM 291011104 299 4,800 Sole 4,800
ENRON CORP COM COMM 293561106 257 4,800 Sole 4,800
EXXON CORP COM COMM 302290101 2,401 34,000 Sole 34,000
F P L GROUP INC COM COMM 302571104 216 3,100 Sole 3,100
FHLMC COM COMM 313400301 496 10,000 Sole 10,000
FNMA COM COMM 313586109 848 13,200 Sole 13,200
FIRST CHICAGO NBD CORP COM CHANG COMM 31945A100 394 5,753 Sole 5,753
FIRST DATA CORP COM COMM 319963104 132 5,600 Sole 5,600
FIRST UNION CORP COM COMM 337358105 376 7,340 Sole 7,340
FIRST ENERGY CORP COM COMM 337932107 224 7,200 Sole 7,200
FLEET FINL GROUP INC COM COMM 338915101 206 2,800 Sole 2,800
FLEMING CO INC COM COMM 339130106 113 9,303 Sole 9,303
FORD MTR CO DEL COM COMM 345370100 729 15,500 Sole 15,500
FORTUNE BRANDS INC COM CHG F COMM 349631101 56 1,900 Sole 1,900
G P U INC COM COMM 36225X100 208 4,900 Sole 4,900
G T E CORP COM COMM 362320103 649 11,800 Sole 11,800
GANNETT CO INC COM COMM 364730101 150 2,800 Sole 2,800
GAP INC COM COMM 364760108 554 10,500 Sole 10,500
GEN DYNAMICS CORP COM COMM 369550108 161 3,200 Sole 3,200
GEN ELEC CO COM COMM 369604103 3,644 45,800 Sole 45,800
GEN MILLS INC COM COMM 370334104 126 1,800 Sole 1,800
GEN MTRS CORP COM COMM 370442105 609 11,103 Sole 11,103
GEN RE CORP COM COMM 370563108 244 1,200 Sole 1,200
GEN SIGNAL CORP COM COMM 370838104 92 2,700 Sole 2,700
GEORGIA-PAC (GEORGIA-PAC GP) COMM 373298108 82 1,800 Sole 1,800
GILLETTE CO COM COMM 375766102 558 14,600 Sole 14,600
GOLDEN WEST FINL CORP DEL COM COMM 381317106 147 1,800 Sole 1,800
GOODYEAR TIRE & RUBBER CO COM COMM 382550101 144 2,800 Sole 2,800
GREAT LAKES CHEMICAL CORP COM COMM 390568103 66 1,700 Sole 1,700
HARRIS CORP DEL COM COMM 413875105 141 4,400 Sole 4,400
HARTFORD FINL SVCS GRP CHGED COMM 416515104 123 2,600 Sole 2,600
H J HEINZ CO COM COMM 423074103 261 5,100 Sole 5,100
HERSHEY FOODS CORP COM COMM 427866108 301 4,400 Sole 4,400
HEWLETT PACKARD CO COM COMM 428236103 656 12,400 Sole 12,400
HOME DEPOT INC COM COMM 437076102 723 18,300 Sole 18,300
HOMESTAKE MNG CO COM COMM 437614100 13 1,100 Sole 1,100
HONEYWELL INC COM COMM 438506107 167 2,600 Sole 2,600
HOUSEHOLD INTL INC COM COMM 441815107 465 12,413 Sole 12,413
HOUSTON INDS INC COM COMM 442161105 112 3,600 Sole 3,600
IMS HEALTH INC COM COMM 449934108 173 2,800 Sole 2,800
ITT IND INC COM CHG F COMM 450911102 44 1,300 Sole 1,300
INTEL CORP COM COMM 458140100 1,938 22,600 Sole 22,600
IBM CORP COM COMM 459200101 2,005 15,600 Sole 15,600
INTL PAPER COM COMM 460146103 121 2,600 Sole 2,600
JOHNSON & JOHNSON COM COMM 478160104 1,393 17,800 Sole 17,800
KELLOGG CO COM COMM 487836108 198 6,000 Sole 6,000
KERR MCGEE CORP COM COMM 492386107 105 2,300 Sole 2,300
KEYCORP COM COMM 493267108 133 4,600 Sole 4,600
KIMBERLY CLARK CORP COM COMM 494368103 308 7,600 Sole 7,600
KING WORLD PRODUCTIONS INC COM COMM 495667107 303 11,600 Sole 11,600
KNIGHT RIDDER INC COM COMM 499040103 116 2,600 Sole 2,600
KROGER CO COM COMM 501044101 260 5,200 Sole 5,200
ELI LILLY COM COMM 532457108 1,128 14,400 Sole 14,400
LINCOLN NATL CORP IND COM COMM 534187109 271 3,300 Sole 3,300
LOCKHEED MARTIN CORP COM COMM 539830109 158 1,567 Sole 1,567
LOEWS CORP COM COMM 540424108 186 2,200 Sole 2,200
LONGS DRUG STORES CORP COM COMM 543162101 145 3,600 Sole 3,600
LOUISIANA PAC CORP COM COMM 546347105 141 6,900 Sole 6,900
LUCENT TECHNOLOGIES INC COMM 549463107 979 14,130 Sole 14,130
MCI WORLDCOM INC COM CHG F COMM 55268B106 980 20,059 Sole 20,059
MALLINCKRODT INC COM CHGED COMM 561232109 79 3,900 Sole 3,900
MAY DEPT STORES CO COM COMM 577778103 309 6,000 Sole 6,000
MCDONALDS CORP COM COMM 580135101 501 8,400 Sole 8,400
MCGRAW-HILL INC COM COMM 580645109 254 3,200 Sole 3,200
MEDIAONE GROUP INC COM CHG F COMM 58440J104 649 14,600 Sole 14,600
MEDTRONIC INC COM COMM 585055106 325 5,600 Sole 5,600
MELLON BANK CORP COM COMM 585509102 254 4,618 Sole 4,618
MERCK & CO INC COM COMM 589331107 2,008 15,500 Sole 15,500
MERRILL LYNCH & CO INC COM COMM 590188108 151 3,200 Sole 3,200
MICROSOFT CORP COM COMM 594918104 3,456 31,400 Sole 31,400
MICRON TECHNOLOGY INC COM COMM 595112103 61 2,000 Sole 2,000
MINNESOTA MNG & MFG CO COM COMM 604059105 376 5,100 Sole 5,100
MOBIL CORP COM COMM 607059102 729 9,600 Sole 9,600
MONSANTO CO COM COMM 611662107 422 7,500 Sole 7,500
MOORE LTD COM COMM 615785102 111 10,500 Sole 10,500
MORGAN J P & CO INC COM COMM 616880100 133 1,574 Sole 1,574
MORGAN ST DEAN WITTER DISCOV FUNDS 617446448 181 4,200 Sole 4,200
MOTOROLA INC COM COMM 620076109 309 7,200 Sole 7,200
NACCO INDS INC CL A COM COMM 629579103 390 3,900 Sole 3,900
NATL CITY CORP COM COMM 635405103 303 4,600 Sole 4,600
NATL SEMICONDUCTOR CORP COM COMM 637640103 39 4,000 Sole 4,000
NATL SVCS INDS INC COM COMM 637657107 80 2,500 Sole 2,500
NATIONSBANK CORP COM COMM 638585109 790 14,758 Sole 14,758
NEW YORK TIMES CO CL A COMM 650111107 259 9,400 Sole 9,400
NEWMONT MINING CORP COM COMM 651639106 144 5,952 Sole 5,952
NICOR INC COM COMM 654086107 116 2,800 Sole 2,800
NORFOLK SOUTHERN CORP COM COMM 655844108 96 3,300 Sole 3,300
NORTHERN STATES PWR CO (MINN) COM COMM 665772109 112 4,000 Sole 4,000
NORTHERN TELECOM LTD COM COMM 665815106 337 10,500 Sole 10,500
NORWEST CORP COM COMM 669380107 346 9,600 Sole 9,600
OCCIDENTAL PETROLEUM CORP COM COMM 674599105 198 9,200 Sole 9,200
ORACLE CORP COM COMM 68389X105 331 11,362 Sole 11,362
OWENS CORNING COM COMM 69073F103 114 3,500 Sole 3,500
P G & E CORP COM COMM 69331C108 118 3,700 Sole 3,700
PPG INDS INC COM COMM 693506107 224 4,100 Sole 4,100
PACCAR INC COM COMM 693718108 41 1,000 Sole 1,000
PACIFICORP COM COMM 695114108 229 11,900 Sole 11,900
PARKER HANNIFIN CORP COM COMM 701094104 120 4,050 Sole 4,050
PENNEY J C INC COM COMM 708160106 72 1,600 Sole 1,600
PEPSICO INC COM COMM 713448108 583 19,800 Sole 19,800
PHARMACIA-UPJOHN INC COM COMM 716941109 326 6,490 Sole 6,490
PFIZER INC COM COMM 717081103 1,840 17,400 Sole 17,400
PHELPS DODGE CORP COM COMM 717265102 198 3,800 Sole 3,800
PHILLIPS PETROLEUM CO COM COMM 718507106 135 3,000 Sole 3,000
PIONEER HI BRED INTL COM COMM 723686101 167 6,300 Sole 6,300
PITNEY BOWES INC COM COMM 724479100 210 4,000 Sole 4,000
POLAROID CORP COM COMM 731095105 93 3,800 Sole 3,800
PRAXAIR INC COM COMM 74005P104 150 4,600 Sole 4,600
PROCTER & GAMBLE CO COM COMM 742718109 1,223 17,200 Sole 17,200
PROVIDIAN FINL CORP COMM 74406A102 679 8,000 Sole 8,000
PUB SVC ENTERPRISE GROUP INC COM COMM 744573106 106 2,700 Sole 2,700
QUAKER OATS CO COM COMM 747402105 177 3,000 Sole 3,000
RAYTHEON INC COM COMM 755111408 140 2,600 Sole 2,600
REEBOK INTL LTD COM COMM 758110100 49 3,600 Sole 3,600
REPUBLIC N Y CORP COMM 760719104 158 4,000 Sole 4,000
RITE AID CORP COM COMM 767754104 241 6,800 Sole 6,800
ROCKWELL INTL CORP NEW COMM 773903109 65 1,800 Sole 1,800
ROHM & HAAS CO COM COMM 775371107 100 3,600 Sole 3,600
ROYAL DUTCH PETE CO NEW COMM 780257804 1,543 32,400 Sole 32,400
RUSSELL CORP COM COMM 782352108 197 7,500 Sole 7,500
S B C COMMUNICATIONS INC COM COMM 78387G103 1,066 24,016 Sole 24,016
SAFECO CORP COM COMM 786429100 192 4,600 Sole 4,600
ST PAUL COS INC COM COMM 792860108 216 6,658 Sole 6,658
SCHERING PLOUGH CORP COM COMM 806605101 809 7,800 Sole 7,800
SCHLUMBERGER LTD COM COMM 806857108 275 5,400 Sole 5,400
SCIENTIFIC ATLANTA INC COM COMM 808655104 169 8,000 Sole 8,000
SEAGRAM LTD COM COMM 811850106 138 4,800 Sole 4,800
SEARS ROEBUCK & CO COM COMM 812387108 208 4,700 Sole 4,700
SEMPRA ENERGY COM COMM 816851109 133 5,112 Sole 5,112
SILICON GRAPHICS INC COM COMM 827056102 8 858 Sole 858
SOUTHERN CO COM COMM 842587107 238 8,100 Sole 8,100
SPRINGS INDS INC COM COMM 851783100 104 3,000 Sole 3,000
SPRINT CORP COM COMM 852061100 468 6,500 Sole 6,500
SUN INC COM COMM 866762107 176 5,500 Sole 5,500
SUN MICROSYSTEMS INC COM COMM 866810104 418 8,400 Sole 8,400
TRW INC COM COMM 872649108 311 7,000 Sole 7,000
TANDY CORP COM COMM 875382103 214 4,000 Sole 4,000
TEKTRONIX INC COM COMM 879131100 81 5,250 Sole 5,250
TELE COMMUNICATIONS INC CL A COMM 87924V101 176 4,500 Sole 4,500
TELLABS INC COM COMM 879664100 219 5,500 Sole 5,500
TEMPLE INLAND INC COM COMM 879868107 62 1,300 Sole 1,300
TENET HEALTHCARE CORP COM CHG FROM COMM 88033G100 411 14,300 Sole 14,300
TENNECO INC NEW COMM 88037E101 53 1,600 Sole 1,600
TEXACO INC COM COMM 881694103 413 6,600 Sole 6,600
TEXAS INSTRUMENTS INC COM COMM 882508104 191 3,600 Sole 3,600
TEXTRON INC COM COMM 883203101 158 2,600 Sole 2,600
TIME WARNER INC COM COMM 887315109 412 4,700 Sole 4,700
TORCHMARK CORP COM COMM 891027104 208 5,800 Sole 5,800
TOYS R US INC COM COMM 892335100 52 3,200 Sole 3,200
TRANSAMERICA CORP COM COMM 893485102 138 1,300 Sole 1,300
TRAVELERS GROUP INC COM FORME COMM 894190107 461 12,300 Sole 12,300
TRICON GLOBAL RESTAURANTS INC COMM 895953107 77 1,980 Sole 1,980
TRIBUNE CO COM COMM 896047107 161 3,200 Sole 3,200
TUPPERWARE CORP COM COMM 899896104 118 10,000 Sole 10,000
USX MARATHON GROUP COM NEW COMM 902905827 425 12,000 Sole 12,000
UST INC COM COMM 902911106 83 2,800 Sole 2,800
US BANCORP COM COMM 902973106 737 20,697 Sole 20,697
USX - US STEEL COMM 90337T101 48 2,000 Sole 2,000
UNILEVER NV NY SHS COM 20 GLDR ADRS 904784501 466 7,600 Sole 7,600
UNICOM CORP COM COMM 904911104 172 4,600 Sole 4,600
UNION CAMP CORP COM COMM 905530101 91 2,300 Sole 2,300
UNION CARBIDE CORP COM COMM 905581104 216 5,000 Sole 5,000
UNION PACIFIC CORP COM COMM 907818108 98 2,300 Sole 2,300
UNION PACIFIC RESOURCES GROUP COMM 907834105 24 1,947 Sole 1,947
U S WEST INC COM CHG F COMM 91273H101 268 5,098 Sole 5,098
UNITED TECHNOLOGIES CORP COM COMM 913017109 229 3,000 Sole 3,000
VIACOM INC CL B COM COMM 925524308 209 3,600 Sole 3,600
WAL MART STORES INC COM COMM 931142103 1,617 29,600 Sole 29,600
WARNER LAMBERT CO COM COMM 934488107 634 8,400 Sole 8,400
WASHINGTON MUT INC COM COMM 939322103 187 5,535 Sole 5,535
WASTE MGMT INC DEL COMM 94106L109 230 4,785 Sole 4,785
WELLS FARGO & CO COM COMM 949740104 591 1,666 Sole 1,666
WEYERHAEUSER CO COM COMM 962166104 68 1,600 Sole 1,600
WILLAMETTE INDS INC NTS COMM 969133107 138 4,800 Sole 4,800
XEROX CORP COM COMM 984121103 331 3,900 Sole 3,900
METLIFE SEPARATE ACCOUNTS
AMR CORP COM COMM 001765106 2,994 54,000 Sole 54,000
A T & T CORP COM COMM 001957109 35,583 608,901 Sole 608,901
ABBOTT LABS CORP DISC NTS COMM 002824100 24,221 557,600 Sole 557,600
ADOBE SYSTEMS INC COM COMM 00724F101 2,317 66,800 Sole 66,800
AEROQUIP-VICKERS CORP COM FR TR COMM 007869100 121 4,200 Sole 4,200
ADVANCED MICRO DEVICES INC COM COMM 007903107 1,068 57,527 Sole 57,527
AETNA INC COM COMM 008117103 4,848 69,750 Sole 69,750
AHMANSON H F & CO COM COMM 008677106 1,704 30,700 Sole 30,700
AIR PRODS & CHEMS INC COM COMM 009158106 2,023 68,000 Sole 68,000
AIRTOUCH COMMUNICATIONS INC COM COMM 00949T100 11,673 204,790 Sole 204,790
ALBERTO CULVER CO CL B CONV PREF 013068101 736 31,500 Sole 31,500
ALBERTSONS INC COM COMM 013104104 4,768 88,100 Sole 88,100
ALCAN ALUMINIUM LTD COM COMM 013716105 1,311 55,925 Sole 55,925
ALLEGHENY TELEDYNE INC COM COMM 017415100 1,130 63,457 Sole 63,457
ALLERGAN INC COM COMM 018490102 4,734 81,100 Sole 81,100
ALLIED SIGNAL CORP COM COMM 019512102 6,477 183,100 Sole 183,100
ALLSTATE CORP COM COMM 020002101 6,870 165,531 Sole 165,531
ALLTEL CORP COM COMM 020039103 4,112 87,249 Sole 87,249
ALUMINUM CO OF AMER COM COMM 022249106 3,635 51,200 Sole 51,200
ALZA CORP CL A COM COMM 022615108 976 22,500 Sole 22,500
AMERADA HESS CORP COM (REST COMM 023551104 1,601 27,755 Sole 27,755
AMEREN CORP COM COMM 023608102 2,588 61,700 Sole 61,700
AMER ELEC PWR CO INC COM COMM 025537101 4,049 82,951 Sole 82,951
AMER EXPRESS CO COM COMM 025816109 13,938 179,552 Sole 179,552
AMER GEN CORP COM COMM 026351106 4,645 72,722 Sole 72,722
AMER GREETINGS CORP CL A COMM 026375105 764 19,300 Sole 19,300
AMER HOME PRODS CORP COM COMM 026609107 25,749 489,300 Sole 489,300
AMER INTL GROUP INC COM COMM 026874107 20,031 255,577 Sole 255,577
AMER STORES CO COM COMM 030096101 2,159 67,072 Sole 67,072
AMERITECH CORP COM COMM 030954101 19,296 406,240 Sole 406,240
AMGEN INC COM COMM 031162100 6,861 90,800 Sole 90,800
AMP INC COM COMM 031897101 2,281 63,800 Sole 63,800
AMOCO CORP COM COMM 031905102 19,874 368,900 Sole 368,900
ANADARKO PETROLEUM CORP COMM 032511107 476 12,100 Sole 12,100
ANDREW CORP COM COMM 034425108 1,463 110,450 Sole 110,450
ANHEUSER BUSCH CO INC COM COMM 035229103 7,938 147,000 Sole 147,000
AON CORP COM COMM 037389103 2,935 45,500 Sole 45,500
APACHE CORP COM COMM 037411105 590 22,000 Sole 22,000
APPLE COMPUTER INC COM COMM 037833100 2,146 56,300 Sole 56,300
APPLIED MATERIALS INC COM COMM 038222105 3,075 121,800 Sole 121,800
ARCHER DANIELS MIDLAND COM COMM 039483102 4,380 261,522 Sole 261,522
ARMCO INC COM COMM 042170100 79 15,700 Sole 15,700
ARMSTRONG WORLD INDS INC COM COMM 042476101 706 13,200 Sole 13,200
ASARCO INC COM COMM 043413103 1,558 81,481 Sole 81,481
ASCEND COMMUNICATIONS INC COM COMM 043491109 1,520 33,400 Sole 33,400
ASHLAND INC COMM 044204105 897 19,400 Sole 19,400
ASSOCIATES FIRST CAPITAL A COM COMM 046008108 8,346 127,915 Sole 127,915
ATLANTIC RICHFIELD CO COM COMM 048825103 9,172 129,300 Sole 129,300
AUTODESK INC COM COMM 052769106 186 7,100 Sole 7,100
AUTOMATIC DATA PROCESSING INC COM COMM 053015103 6,174 82,600 Sole 82,600
AUTOZONE INC COM COMM 053332102 1,532 62,200 Sole 62,200
AVERY DENNISON CORP COM FORME COMM 053611109 1,081 24,738 Sole 24,738
AVON PRODS INC COM COMM 054303102 1,033 36,800 Sole 36,800
BB&T CORP COM COMM 054937107 1,201 40,100 Sole 40,100
BAKER HUGHES INC COM COMM 057224107 1,443 68,691 Sole 68,691
BALL CORP COM COMM 058498106 2,633 74,700 Sole 74,700
BALTIMORE GAS & ELEC CO COM COMM 059165100 1,584 47,452 Sole 47,452
BANC ONE CORP COM COMM 059438101 10,475 246,824 Sole 246,824
BANK OF NEW YORK INC COM COMM 064057102 3,553 129,800 Sole 129,800
BANKAMERICA CORP COM COMM 066050105 15,981 265,797 Sole 265,797
BANKBOSTON CORP COM CHGED COMM 06605R106 4,181 126,700 Sole 126,700
BANKERS TR NY CORP COM COMM 066365107 2,718 46,064 Sole 46,064
BARD C R INC COM COMM 067383109 903 24,500 Sole 24,500
BARRICK GOLD CORP COM (PREV COMM 067901108 2,084 104,200 Sole 104,200
BATTLE MOUNTAIN GOLD CO COMM 071593107 554 91,400 Sole 91,400
BAUSCH & LOMB INC COM COMM 071707103 630 16,000 Sole 16,000
BAXTER INTL COM COMM 071813109 4,406 73,822 Sole 73,822
BECTON DICKINSON COM COMM 075887109 2,163 52,600 Sole 52,600
BELL ATLANTIC CORP COM COMM 077853109 26,960 556,591 Sole 556,591
BELLSOUTH CORP COM COMM 079860102 28,363 376,912 Sole 376,912
BEMIS INC COM COMM 081437105 663 18,900 Sole 18,900
BESTFOODS CHG F COMM 08658U101 4,049 83,600 Sole 83,600
BETHLEHEM STL CORP COM COMM 087509105 992 120,300 Sole 120,300
BIOMET INC COM COMM 090613100 2,671 77,000 Sole 77,000
BLACK & DECKER CORP COM COMM 091797100 2,262 54,335 Sole 54,335
BLOCK H & R INC COM COMM 093671105 1,568 37,900 Sole 37,900
BOEING CO COM COMM 097023105 13,250 386,155 Sole 386,155
BOISE CASCADE CORP NTS COMM 097383103 402 15,900 Sole 15,900
BOSTON SCIENTIFIC CO COMM 101137107 2,677 52,100 Sole 52,100
BRIGGS & STRATTON CORP COM COMM 109043109 173 4,200 Sole 4,200
BRISTOL MYERS SQUIBB CO COM COMM 110122108 37,104 357,200 Sole 357,200
BROWN FORMAN CORP CL B COM COMM 115637209 1,212 20,200 Sole 20,200
BROWNING FERRIS INDS INC COM COMM 115885105 3,745 123,811 Sole 123,811
BRUNSWICK CORP COM COMM 117043109 511 39,300 Sole 39,300
BURLINGTON NORTHERN SANTA FE COM COMM 12189T104 1,975 61,254 Sole 61,254
BURLINGTON RESOURCES INC COM COMM 122014103 1,879 50,274 Sole 50,274
CBS CORP COM CHG F COMM 12490K107 5,008 206,500 Sole 206,500
CIGNA CORP COM COMM 125509109 4,083 61,746 Sole 61,746
C S X CORP COM COMM 126408103 4,081 97,020 Sole 97,020
CVS CORP FROM COMM 126650100 4,925 112,400 Sole 112,400
CABLETRON SYS INC COM COMM 126920107 345 30,700 Sole 30,700
CAMPBELL SOUP CO COM COMM 134429109 8,592 171,200 Sole 171,200
CARDINAL HEALTH INC COM COMM 14149Y108 2,891 28,000 Sole 28,000
CAROLINA PWR & LT CO COM COMM 144141108 1,737 37,600 Sole 37,600
CASE CORP COM COMM 14743R103 1,027 47,200 Sole 47,200
CATERPILLAR INC COM COMM 149123101 6,657 149,600 Sole 149,600
CENDANT CORP COM CHG F COMM 151313103 2,960 254,653 Sole 254,653
CENTEX CORP COM COMM 152312104 2,805 81,300 Sole 81,300
CENTRAL & SOUTHWEST CORP COM COMM 152357109 1,632 57,000 Sole 57,000
CERIDIAN CORP COM COMM 15677T106 1,079 18,800 Sole 18,800
CHAMPION INTL CORP COM COMM 158525105 898 28,685 Sole 28,685
CHASE MANHATTAN CORP (NEW) COMM 16161A108 13,299 308,394 Sole 308,394
CHEVRON CORP COM COMM 166751107 21,108 251,100 Sole 251,100
CHRYSLER CORP COM COMM 171196108 11,878 248,100 Sole 248,100
CHUBB CORP COM COMM 171232101 4,082 64,800 Sole 64,800
CINCINNATI FINANCIAL CORP COM COMM 172062101 1,467 47,700 Sole 47,700
CINCINNATI MILICRON INC COM COMM 172172108 749 48,500 Sole 48,500
CINERGY CORP COM COMM 172474108 1,851 48,403 Sole 48,403
CIRCUIT CITY STORES INC COM COMM 172737108 1,146 34,400 Sole 34,400
CISCO SYS INC COM COMM 17275R102 23,483 379,900 Sole 379,900
CITICORP COM COMM 173034109 16,422 176,583 Sole 176,583
CLEAR CHANNEL COMM INC COM COMM 184502102 1,610 33,900 Sole 33,900
CLOROX CO COM COMM 189054109 2,229 27,024 Sole 27,024
COASTAL CORP COM COMM 190441105 949 28,118 Sole 28,118
COCA COLA CO COM COMM 191216100 52,364 908,700 Sole 908,700
COLGATE PALMOLIVE COM COMM 194162103 7,755 112,800 Sole 112,800
COLUMBIA ENERGY GROUP COM COMM 197648108 3,139 53,550 Sole 53,550
COLUMBIA HCA HEALTHCARE COM COMM 197677107 3,716 185,239 Sole 185,239
COMCAST CORP CL A SPL COM COMM 200300200 4,546 96,850 Sole 96,850
COMERICA INC COM COMM 200340107 2,521 46,000 Sole 46,000
COMPAQ COMPUTER CORP COM COMM 204493100 19,419 614,048 Sole 614,048
COMPUTER ASSOC INTL INC COM COMM 204912109 7,371 199,212 Sole 199,212
COMPUTER SCIENCES CORP COM COMM 205363104 2,294 42,100 Sole 42,100
CONAGRA INC COM COMM 205887102 5,323 197,600 Sole 197,600
CONSECO INC. COMM 208464107 2,558 83,700 Sole 83,700
CONSOLIDATED ED, INC COM COMM 209115104 5,075 97,600 Sole 97,600
CONSOLIDATED NATRL GAS CO COM COMM 209615103 1,519 27,874 Sole 27,874
CONSOLIDATED STORES CORP COMMO COMM 210149100 310 15,800 Sole 15,800
COOPER INDS INC COM COMM 216669101 1,338 32,837 Sole 32,837
COOPER TIRE & RUBBER CO COM COMM 216831107 2,156 119,764 Sole 119,764
COORS ADOLPH CO CL B COM COMM 217016104 2,821 61,400 Sole 61,400
CORNING INC COM COMM 219350105 3,571 121,300 Sole 121,300
COSTCO COMPANIES INC COM CHG 7 COMM 22160Q102 2,902 61,264 Sole 61,264
COUNTRYWIDE CRED INDS COMM 222372104 2,069 49,700 Sole 49,700
CRANE CO COM COMM 224399105 221 9,400 Sole 9,400
CROWN CORK & SEAL INC COM COMM 228255105 885 33,100 Sole 33,100
CUMMINS ENGINE INC COM COMM 231021106 678 22,800 Sole 22,800
CYPRUS AMAX MINERALS CO COM CHG F COMM 232809103 195 14,697 Sole 14,697
D T E ENERGY CO COM COMM 233331107 5,044 111,614 Sole 111,614
DANA CORP COM COMM 235811106 877 23,512 Sole 23,512
DARDEN RESTAURANTS INC NTS COMM 237194105 352 22,000 Sole 22,000
DATA GEN CORP COMM 237688106 612 56,600 Sole 56,600
DAYTON HUDSON CORP COM COMM 239753106 5,459 152,700 Sole 152,700
DEERE & CO COM COMM 244199105 2,105 69,600 Sole 69,600
DELL COMPUTER CORP COM COMM 247025109 16,010 243,500 Sole 243,500
DELTA AIRLINES INC COM COMM 247361108 2,357 24,241 Sole 24,241
DELUXE CORP COM COMM 248019101 1,260 44,297 Sole 44,297
DILLARDS INC-CL A COM COMM 254067101 2,896 102,298 Sole 102,298
WALT DISNEY CO COM COMM 254687106 6,486 255,605 Sole 255,605
DOMINION RESOURCES INC COM COMM 257470104 2,727 61,100 Sole 61,100
DONNELLEY R R & SONS CO COM COMM 257867101 1,169 33,211 Sole 33,211
DOVER CORP COM COMM 260003108 1,813 58,708 Sole 58,708
DOW CHEM CO COM COMM 260543103 7,194 84,200 Sole 84,200
DOW JONES & CO INC COM COMM 260561105 976 20,991 Sole 20,991
DRESSER INDS INC COM COMM 261597108 1,305 42,624 Sole 42,624
DU PONT EI DE NEMOURS CO COM COMM 263534109 23,608 419,700 Sole 419,700
DUKE ENERGY CORP COM COMM 264399106 6,767 102,238 Sole 102,238
EG & G INC COM COMM 268457108 575 25,400 Sole 25,400
EMC CORP CN COMM 268648102 7,648 133,300 Sole 133,300
EASTERN ENTERPRISES COM COMM 27637F100 1,154 27,400 Sole 27,400
EASTMAN CHEM CO COM COMM 277432100 1,589 31,496 Sole 31,496
EASTMAN KODAK CO COM COMM 277461109 7,240 94,175 Sole 94,175
EATON CORP COM COMM 278058102 1,317 21,009 Sole 21,009
ECOLAB INC COM COMM 278865100 3,396 119,434 Sole 119,434
EDISON INTL COM COMM 281020107 2,761 107,470 Sole 107,470
EMERSON ELEC CO COM COMM 291011104 10,495 168,600 Sole 168,600
ENGELHARD CORP COM COMM 292845104 694 39,260 Sole 39,260
ENRON CORP COM COMM 293561106 5,109 95,500 Sole 95,500
ENTERGY CORP COM COMM 29364G103 1,900 61,800 Sole 61,800
EQUIFAX INC COM COMM 294429105 1,117 31,300 Sole 31,300
EXXON CORP COM COMM 302290101 64,869 918,500 Sole 918,500
FMC CORP COM COMM 302491303 949 18,400 Sole 18,400
F P L GROUP INC COM COMM 302571104 3,436 49,300 Sole 49,300
FDX CORP COM CHG F COMM 31304N107 1,876 41,854 Sole 41,854
FHLMC COM COMM 313400301 13,121 264,400 Sole 264,400
FNMA COM COMM 313586109 24,781 385,700 Sole 385,700
FEDERATED DEPT STORES INC COM (CHAN COMM 31410H101 3,707 101,900 Sole 101,900
FIFTH THIRD BANKCORP COM COMM 316773100 3,633 63,175 Sole 63,175
FIRST CHICAGO NBD CORP COM CHANG COMM 31945A100 7,877 114,993 Sole 114,993
FIRST DATA CORP COM COMM 319963104 3,010 128,100 Sole 128,100
FIRST UNION CORP COM COMM 337358105 16,983 331,771 Sole 331,771
FIRST ENERGY CORP COM COMM 337932107 2,901 93,400 Sole 93,400
FLEET FINL GROUP INC COM COMM 338915101 7,366 100,299 Sole 100,299
FLEETWOOD ENTERPRISES INC COM COMM 339099103 317 10,500 Sole 10,500
FLOUR CORP COM COMM 343861100 1,071 26,080 Sole 26,080
FORD MTR CO DEL COM COMM 345370100 21,752 462,800 Sole 462,800
FORT JAMES CORP COMM 347471104 1,890 57,600 Sole 57,600
FORTUNE BRANDS INC COM CHG F COMM 349631101 1,582 53,387 Sole 53,387
FOSTER WHEELER CORP COM COMM 350244109 85 6,200 Sole 6,200
FRANKLIN RESOURCES INC COMM 354613101 2,058 68,900 Sole 68,900
FREEPORT-MCMORAN COPPER & GOLD COMM 35671D857 739 61,900 Sole 61,900
FRONTIER CORP COM COMM 35906P105 1,103 40,300 Sole 40,300
FRUIT OF THE LOOM INC CL A COMM 359416104 167 11,100 Sole 11,100
G P U INC COM COMM 36225X100 1,347 31,700 Sole 31,700
G T E CORP COM COMM 362320103 20,295 369,000 Sole 369,000
GANNETT CO INC COM COMM 364730101 4,601 85,900 Sole 85,900
GAP INC COM COMM 364760108 5,602 106,200 Sole 106,200
GATEWAY 2000 INC COMM 367833100 2,312 44,200 Sole 44,200
GEN DYNAMICS CORP COM COMM 369550108 3,703 73,700 Sole 73,700
GEN ELEC CO COM COMM 369604103 95,067 1,194,860 Sole 1,194,860
GENERAL INSTRUMENT CORP COM CHG F COMM 370120107 850 39,300 Sole 39,300
GEN MILLS INC COM COMM 370334104 3,675 52,500 Sole 52,500
GEN MTRS CORP COM COMM 370442105 14,533 264,838 Sole 264,838
GEN RE CORP COM COMM 370563108 4,507 22,200 Sole 22,200
GEN SIGNAL CORP COM COMM 370838104 2,196 64,700 Sole 64,700
GENUINE PARTS CO COM COMM 372460105 1,073 35,689 Sole 35,689
GEORGIA-PAC (GEORGIA-PAC GP) COMM 373298108 1,040 22,800 Sole 22,800
GIANT FOOD INC CL A COM COMM 374478105 1,570 36,400 Sole 36,400
GILLETTE CO COM COMM 375766102 16,371 428,000 Sole 428,000
GOLDEN WEST FINL CORP DEL COM COMM 381317106 1,767 21,600 Sole 21,600
GOODRICH B F CO COM COMM 382388106 591 18,000 Sole 18,000
GOODYEAR TIRE & RUBBER CO COM COMM 382550101 2,283 44,332 Sole 44,332
W.R. GRACE & CO - W/I COMM 38388F108 178 14,343 Sole 14,343
GRAINGER W W INC COM COMM 384802104 1,115 26,466 Sole 26,466
GREAT ATLANTIC & PACIFIC TEA INC C COMM 390064103 1,768 72,900 Sole 72,900
GREAT LAKES CHEMICAL CORP COM COMM 390568103 809 20,800 Sole 20,800
GUIDANT CORP COM COMM 401698105 2,933 39,500 Sole 39,500
HBO & CO COM COMM 404100109 3,355 116,200 Sole 116,200
HALLIBURTON CO COM COMM 406216101 1,998 69,499 Sole 69,499
HARCOURT GEN INC COM COMM 41163G101 1,444 29,846 Sole 29,846
HARNISCHFEGER INC COM COMM 413345109 822 73,100 Sole 73,100
HARRAHS ENTERTAINMENT INC COM COMM 413619107 950 71,046 Sole 71,046
HARRIS CORP DEL COM COMM 413875105 1,303 40,706 Sole 40,706
HARTFORD FINL SVCS GRP CHGED COMM 416515104 2,571 54,200 Sole 54,200
HASBRO INC COM COMM 418056107 1,140 38,572 Sole 38,572
HEALTHSOUTH REHABILITATION CORP COMM 421924101 1,048 99,800 Sole 99,800
H J HEINZ CO COM COMM 423074103 5,561 108,500 Sole 108,500
HELMERICH & PAYNE INC COM COMM 423452101 1,829 87,108 Sole 87,108
HERCULES INC COM COMM 427056106 1,326 44,100 Sole 44,100
HERSHEY FOODS CORP COM COMM 427866108 2,450 35,800 Sole 35,800
HEWLETT PACKARD CO COM COMM 428236103 20,476 386,800 Sole 386,800
HILTON HOTELS CORP COM COMM 432848109 1,078 63,407 Sole 63,407
HOME DEPOT INC COM COMM 437076102 10,710 271,133 Sole 271,133
HOMESTAKE MNG CO COM COMM 437614100 884 72,900 Sole 72,900
HONEYWELL INC COM COMM 438506107 3,959 61,800 Sole 61,800
HOUSEHOLD INTL INC COM COMM 441815107 3,296 87,900 Sole 87,900
HOUSTON INDS INC COM COMM 442161105 3,771 121,144 Sole 121,144
HUMANA INC COMM 444859102 1,179 72,000 Sole 72,000
HUNTINGTON BANCSHARES COMM 446150104 1,239 49,300 Sole 49,300
ITT IND INC COM CHG F COMM 450911102 2,947 87,000 Sole 87,000
IKON OFFICE SOLUTIONS INC COM COMM 451713101 223 31,084 Sole 31,084
ILLINOIS TOOL WKS INC COM COMM 452308109 3,619 66,400 Sole 66,400
INCO LTD COM COMM 453258402 322 31,386 Sole 31,386
INGERSOLL RAND COM COMM 456866102 1,694 44,663 Sole 44,663
INTEL CORP COM COMM 458140100 52,225 609,040 Sole 609,040
IBM CORP COM COMM 459200101 47,082 366,400 Sole 366,400
INTL FLAVORS & FRAGRANCES INC COM COMM 459506101 716 21,700 Sole 21,700
INTL PAPER COM COMM 460146103 3,935 84,400 Sole 84,400
INTERPUBLIC GROUP COS INC COM COMM 460690100 1,805 33,459 Sole 33,459
JEFFERSON PILOT CORP COM COMM 475070108 4,373 72,275 Sole 72,275
JOHNSON & JOHNSON COM COMM 478160104 39,399 503,500 Sole 503,500
JOHNSON CONTROLS INC COM COMM 478366107 1,266 27,234 Sole 27,234
JOSTENS INC COM COMM 481088102 156 7,500 Sole 7,500
KLA-TENCOR CORPORATION COM COMM 482480100 563 22,620 Sole 22,620
K MART CORP COM COMM 482584109 1,757 146,450 Sole 146,450
KAUFMAN & BROAD HOME CORP COM COMM 486168107 143 6,100 Sole 6,100
KELLOGG CO COM COMM 487836108 3,702 112,400 Sole 112,400
KERR MCGEE CORP COM COMM 492386107 1,408 30,947 Sole 30,947
KEYCORP COM COMM 493267108 5,535 191,674 Sole 191,674
KIMBERLY CLARK CORP COM COMM 494368103 8,376 206,825 Sole 206,825
KING WORLD PRODUCTIONS INC COM COMM 495667107 2,882 110,300 Sole 110,300
KNIGHT RIDDER INC COM COMM 499040103 2,777 62,396 Sole 62,396
KROGER CO COM COMM 501044101 3,359 67,186 Sole 67,186
LSI LOGIC CORP COM COMM 502161102 573 45,400 Sole 45,400
LAIDLAW INC COM CHGED COMM 50730K503 850 90,100 Sole 90,100
LEHMAN BROTHER COMMO COMM 524908100 1,671 58,900 Sole 58,900
ELI LILLY COM COMM 532457108 32,727 417,900 Sole 417,900
LIMITED INC COM COMM 532716107 1,435 65,400 Sole 65,400
LINCOLN NATL CORP IND COM COMM 534187109 2,500 30,400 Sole 30,400
LIZ CLAIBORNE INC COM COMM 539320101 733 28,000 Sole 28,000
LOCKHEED MARTIN CORP COM COMM 539830109 8,040 79,752 Sole 79,752
LOEWS CORP COM COMM 540424108 2,869 34,000 Sole 34,000
LONGS DRUG STORES CORP COM COMM 543162101 2,967 73,828 Sole 73,828
LOUISIANA PAC CORP COM COMM 546347105 361 17,700 Sole 17,700
LOWES COS INC COM COMM 548661107 3,035 95,400 Sole 95,400
LUCENT TECHNOLOGIES INC COMM 549463107 33,194 479,342 Sole 479,342
MBIA INC COMM 55262C100 2,330 43,400 Sole 43,400
MBNA CORP COM COMM 55262L100 3,784 132,196 Sole 132,196
MGIC INVT CORP WIS COMM 552848103 1,132 30,700 Sole 30,700
MALLINCKRODT INC COM CHGED COMM 561232109 390 19,185 Sole 19,185
MARSH & MCLENNAN COS INC COM COMM 571748102 3,358 67,500 Sole 67,500
MARRIOTT INTL CL A COM COMM 571903202 762 31,900 Sole 31,900
MASCO CORP COM COMM 574599106 1,207 48,782 Sole 48,782
MATTEL INC COM COMM 577081102 2,091 74,684 Sole 74,684
MAY DEPT STORES CO COM COMM 577778103 5,794 112,500 Sole 112,500
MAYTAG CORP COM COMM 578592107 2,860 59,895 Sole 59,895
MCDERMOTT INTL INC COM COMM 580037109 534 19,828 Sole 19,828
MCDONALDS CORP COM COMM 580135101 16,442 275,472 Sole 275,472
MCGRAW-HILL INC COM COMM 580645109 3,590 45,300 Sole 45,300
MEAD CORP COM COMM 582834107 2,364 80,294 Sole 80,294
MEDIAONE GROUP INC COM CHG F COMM 58440J104 7,678 172,788 Sole 172,788
MEDTRONIC INC COM COMM 585055106 7,795 134,400 Sole 134,400
MELLON BANK CORP COM COMM 585509102 4,812 87,488 Sole 87,488
MERCANTILE BANCORP COM COMM 587342106 3,725 77,000 Sole 77,000
MERCK & CO INC COM COMM 589331107 56,684 437,500 Sole 437,500
MEREDITH CORP COM COMM 589433101 566 17,700 Sole 17,700
MERRILL LYNCH & CO INC COM COMM 590188108 5,965 126,400 Sole 126,400
MICROSOFT CORP COM COMM 594918104 98,088 891,200 Sole 891,200
MICRON TECHNOLOGY INC COM COMM 595112103 1,813 59,574 Sole 59,574
MILLIPORE CORP COM COMM 601073109 189 9,900 Sole 9,900
MINNESOTA MNG & MFG CO COM COMM 604059105 12,011 163,000 Sole 163,000
MIRAGE RESORTS INC COM COMM 60462E104 1,843 110,000 Sole 110,000
MOBIL CORP COM COMM 607059102 22,705 299,000 Sole 299,000
MONSANTO CO COM COMM 611662107 12,533 222,800 Sole 222,800
MOORE LTD COM COMM 615785102 1,814 171,700 Sole 171,700
MORGAN J P & CO INC COM COMM 616880100 4,831 57,090 Sole 57,090
MORGAN ST DEAN WITTER DISCOV FUNDS 617446448 9,844 228,257 Sole 228,257
MORTON INTL INC IND COM COMM 619335102 604 27,614 Sole 27,614
MOTOROLA INC COM COMM 620076109 10,063 234,700 Sole 234,700
NACCO INDS INC CL A COM COMM 629579103 700 7,000 Sole 7,000
NALCO CHEM CO COM COMM 629853102 1,035 35,100 Sole 35,100
NATL CITY CORP COM COMM 635405103 7,919 120,100 Sole 120,100
NATL SEMICONDUCTOR CORP COM COMM 637640103 323 33,300 Sole 33,300
NATL SVCS INDS INC COM COMM 637657107 1,744 54,700 Sole 54,700
NATIONSBANK CORP COM COMM 638585109 19,334 361,377 Sole 361,377
NAVISTAR INTL CORP COM COMM 63934E108 235 10,400 Sole 10,400
NEW YORK TIMES CO CL A COMM 650111107 1,394 50,700 Sole 50,700
NEWELL CO COM COMM 651192106 1,952 42,373 Sole 42,373
NEWMONT MINING CORP COM COMM 651639106 2,005 82,694 Sole 82,694
NEXTEL COMMUNICATIONS INC COM COMM 65332V103 1,518 75,200 Sole 75,200
NIAGARA MOHAWK PWR CORP COM COMM 653522102 4,188 272,400 Sole 272,400
NICOR INC COM COMM 654086107 887 21,400 Sole 21,400
NIKE INC CL B COM COMM 654106103 2,967 80,600 Sole 80,600
NORDSTROM INC COM COMM 655664100 423 17,101 Sole 17,101
NORFOLK SOUTHERN CORP COM COMM 655844108 3,930 135,240 Sole 135,240
NORTHERN STATES PWR CO (MINN) COM COMM 665772109 1,361 48,500 Sole 48,500
NORTHERN TELECOM LTD COM COMM 665815106 5,925 184,800 Sole 184,800
NORTHERN TRUST CORP COM COMM 665859104 2,170 31,800 Sole 31,800
NORTHROP GRUMMAN CORP COM COMM 666807102 3,073 42,100 Sole 42,100
NORWEST CORP COM COMM 669380107 10,760 298,900 Sole 298,900
NOVELL INC COM COMM 670006105 1,101 89,900 Sole 89,900
NUCOR CORP COM COMM 670346105 1,251 30,800 Sole 30,800
OCCIDENTAL PETROLEUM CORP COM COMM 674599105 2,116 98,400 Sole 98,400
OMNICOM GROUP INC COMMO COMM 681919106 1,503 33,400 Sole 33,400
ONEOK INC COM COMM 682680103 296 8,700 Sole 8,700
ORACLE CORP COM COMM 68389X105 10,275 352,784 Sole 352,784
ORYX ENERGY CO COM COMM 68763F100 759 58,700 Sole 58,700
OWENS CORNING COM COMM 69073F103 456 14,000 Sole 14,000
OWENS-ILLINOIS INC COMM 690768403 1,120 44,800 Sole 44,800
P E C O ENERGY CO COM COMM 693304107 6,361 173,100 Sole 173,100
P G & E CORP COM COMM 69331C108 3,490 109,500 Sole 109,500
PNC FINL CORP COM COMM 693475105 5,914 131,432 Sole 131,432
P P & L RESOURCES INC COM COMM 693499105 3,382 130,700 Sole 130,700
PPG INDS INC COM COMM 693506107 2,728 50,000 Sole 50,000
PACCAR INC COM COMM 693718108 947 22,984 Sole 22,984
PACIFICORP COM COMM 695114108 1,523 79,100 Sole 79,100
PALL CORP COM COMM 696429307 741 33,394 Sole 33,394
PARAMETRIC TECHNOLOGY CORP COM (REST COMM 699173100 740 73,500 Sole 73,500
PARKER HANNIFIN CORP COM COMM 701094104 951 32,049 Sole 32,049
PENNEY J C INC COM COMM 708160106 3,168 70,500 Sole 70,500
PENNZOIL CO COM COMM 709903108 817 23,300 Sole 23,300
PEOPLES ENERGY CORP COM COMM 711030106 2,736 76,000 Sole 76,000
PEP BOYS MANNY MOE & JACK COM COMM 713278109 684 50,200 Sole 50,200
PEPSICO INC COM COMM 713448108 16,106 547,100 Sole 547,100
PERKIN ELMER CORP COM COMM 714041100 1,209 17,600 Sole 17,600
PHARMACIA-UPJOHN INC COM COMM 716941109 7,384 147,134 Sole 147,134
PFIZER INC COM COMM 717081103 50,749 479,900 Sole 479,900
PHELPS DODGE CORP COM COMM 717265102 1,793 34,362 Sole 34,362
PHILIP MORRIS CO COM COMM 718154107 40,700 880,000 Sole 880,000
PHILLIPS PETROLEUM CO COM COMM 718507106 3,240 71,800 Sole 71,800
PIONEER HI BRED INTL COM COMM 723686101 2,558 96,300 Sole 96,300
PITNEY BOWES INC COM COMM 724479100 5,083 96,700 Sole 96,700
PLACER DOME INC COM COMM 725906101 978 70,824 Sole 70,824
POLAROID CORP COM COMM 731095105 521 21,200 Sole 21,200
POTLATCH CORP COM COMM 737628107 858 25,186 Sole 25,186
PRAXAIR INC COM COMM 74005P104 1,467 44,887 Sole 44,887
PROCTER & GAMBLE CO COM COMM 742718109 35,260 495,744 Sole 495,744
PROGRESSIVE CORP COM COMM 743315103 2,548 22,600 Sole 22,600
PROVIDIAN FINL CORP COMM 74406A102 2,760 32,548 Sole 32,548
PUB SVC ENTERPRISE GROUP INC COM COMM 744573106 5,541 140,939 Sole 140,939
PULTE CORP COM CHG F COMM 745867101 168 6,800 Sole 6,800
QUAKER OATS CO COM COMM 747402105 1,991 33,749 Sole 33,749
RALSTON PURINA CORP COM CHG F COMM 751277302 1,120 38,300 Sole 38,300
RAYCHEM CORP COM COMM 754603108 1,904 78,100 Sole 78,100
RAYTHEON INC COM COMM 755111408 3,916 72,596 Sole 72,596
REEBOK INTL LTD COM COMM 758110100 1,095 80,700 Sole 80,700
REPUBLIC N Y CORP COMM 760719104 2,564 64,900 Sole 64,900
REYNOLDS METALS CO COM COMM 761763101 1,331 25,900 Sole 25,900
RITE AID CORP COM COMM 767754104 2,560 72,100 Sole 72,100
ROCKWELL INTL CORP NEW COMM 773903109 2,084 57,500 Sole 57,500
ROHM & HAAS CO COM COMM 775371107 517 18,600 Sole 18,600
ROWAN COS INC COM COMM 779382100 1,147 101,400 Sole 101,400
ROYAL DUTCH PETE CO NEW COMM 780257804 38,038 798,700 Sole 798,700
RUBBERMAID INC COM COMM 781088109 1,333 55,700 Sole 55,700
RUSSELL CORP COM COMM 782352108 152 5,787 Sole 5,787
RYDER SYS INC COM COMM 783549108 699 28,100 Sole 28,100
S B C COMMUNICATIONS INC COM COMM 78387G103 30,354 684,024 Sole 684,024
SAFECO CORP COM COMM 786429100 2,236 53,640 Sole 53,640
ST JUDE MED INC COM COMM 790849103 530 22,900 Sole 22,900
ST PAUL COS INC COM COMM 792860108 5,081 156,344 Sole 156,344
SARA LEE CORP (CONS FOODS CORP) COMM 803111103 10,017 185,500 Sole 185,500
SCHERING PLOUGH CORP COM COMM 806605101 27,550 265,700 Sole 265,700
SCHLUMBERGER LTD COM COMM 806857108 9,787 192,378 Sole 192,378
SCHWAB CHARLES CORP NEW COMM 808513105 2,865 72,750 Sole 72,750
SCIENTIFIC ATLANTA INC COM COMM 808655104 262 12,400 Sole 12,400
SEAGATE TECHNOLOGY INC COM COMM 811804103 1,697 67,700 Sole 67,700
SEAGRAM LTD COM COMM 811850106 2,852 99,400 Sole 99,400
SEALED AIR CORP COMM 81211K100 447 14,026 Sole 14,026
SEARS ROEBUCK & CO COM COMM 812387108 6,765 153,100 Sole 153,100
SEMPRA ENERGY COM COMM 816851109 1,227 47,070 Sole 47,070
SERVICE CORP INTL COM COMM 817565104 2,188 68,650 Sole 68,650
SHARED MED SYS CORP COM COMM 819486101 479 9,000 Sole 9,000
SHERWIN WILLIAMS CO COM COMM 824348106 1,035 47,600 Sole 47,600
SIGMA ALDRICH CORP COM COMM 826552101 1,057 36,600 Sole 36,600
SILICON GRAPHICS INC COM COMM 827056102 653 69,682 Sole 69,682
SNAP ON TOOLS CORP COM COMM 833034101 734 23,805 Sole 23,805
SONAT INC COM COMM 835415100 687 23,000 Sole 23,000
SOUTHERN CO COM COMM 842587107 5,712 194,050 Sole 194,050
SOUTHWEST AIRLINES COM COMM 844741108 1,373 67,800 Sole 67,800
SPRINGS INDS INC COM COMM 851783100 111 3,200 Sole 3,200
SPRINT CORP COM COMM 852061100 11,801 163,900 Sole 163,900
STANLEY WKS COM COMM 854616109 979 32,900 Sole 32,900
STATE STREET CORP COMM 857477103 2,564 47,000 Sole 47,000
STONE CONTAINER CORP COM COMM 861589109 203 23,500 Sole 23,500
SUMMIT BANCORP COM COMM 866005101 2,591 69,100 Sole 69,100
SUN INC COM COMM 866762107 1,530 47,800 Sole 47,800
SUN MICROSYSTEMS INC COM COMM 866810104 4,936 99,100 Sole 99,100
SUNAMERICA INC COMM 866930100 3,758 61,600 Sole 61,600
SUNTRUST BANKS INC COM COMM 867914103 3,850 62,100 Sole 62,100
SUPER VALU INC COM COMM 868536103 1,660 71,200 Sole 71,200
SYNOVUS FINANCIAL CORP COM COMM 87161C105 1,071 54,250 Sole 54,250
SYSCO CORP COM COMM 871829107 3,903 165,634 Sole 165,634
TJX COS INC COM CHG F COMM 872540109 1,596 89,600 Sole 89,600
TRW INC COM COMM 872649108 1,488 33,540 Sole 33,540
TANDY CORP COM COMM 875382103 1,793 33,518 Sole 33,518
TEKTRONIX INC COM COMM 879131100 906 58,450 Sole 58,450
TELE COMMUNICATIONS INC CL A COMM 87924V101 5,693 145,500 Sole 145,500
TELLABS INC COM COMM 879664100 1,843 46,300 Sole 46,300
TEMPLE INLAND INC COM COMM 879868107 1,048 21,900 Sole 21,900
TENET HEALTHCARE CORP COM CHG FROM COMM 88033G100 2,442 84,933 Sole 84,933
TENNECO INC NEW COMM 88037E101 1,669 50,765 Sole 50,765
TEXACO INC COM COMM 881694103 12,029 192,274 Sole 192,274
TEXAS INSTRUMENTS INC COM COMM 882508104 5,729 108,100 Sole 108,100
TEXAS UTILS CO COM COMM 882848104 5,800 124,566 Sole 124,566
TEXTRON INC COM COMM 883203101 2,801 46,200 Sole 46,200
THERMO ELECTRON CORP COM COMM 883556102 609 40,400 Sole 40,400
THOMAS & BETTS CORP COM COMM 884315102 853 22,400 Sole 22,400
3 COM CORP COMM 885535104 2,799 93,100 Sole 93,100
TIME WARNER INC COM COMM 887315109 19,610 223,952 Sole 223,952
TIMES MIRROR CO NEW SERS A COM COMM 887364107 2,708 50,976 Sole 50,976
TIMKEN CO COM COMM 887389104 1,222 80,800 Sole 80,800
TORCHMARK CORP COM COMM 891027104 2,979 82,900 Sole 82,900
TOYS R US INC COM COMM 892335100 2,549 157,487 Sole 157,487
TRANSAMERICA CORP COM COMM 893485102 3,774 35,600 Sole 35,600
TRAVELERS GROUP INC COM FORME COMM 894190107 16,134 430,239 Sole 430,239
TRICON GLOBAL RESTAURANTS INC COMM 895953107 5,258 134,378 Sole 134,378
TRIBUNE CO COM COMM 896047107 4,241 84,300 Sole 84,300
TUPPERWARE CORP COM COMM 899896104 808 68,800 Sole 68,800
TYCO INTL LTD COM COMM 902124106 11,265 203,900 Sole 203,900
USX MARATHON GROUP COM NEW COMM 902905827 2,915 82,270 Sole 82,270
UST INC COM COMM 902911106 3,284 111,100 Sole 111,100
US BANCORP COM COMM 902973106 7,959 223,399 Sole 223,399
UNUM CORP COM COMM 903192102 1,707 34,360 Sole 34,360
USX - US STEEL COMM 90337T101 1,343 56,265 Sole 56,265
UNILEVER NV NY SHS COM 20 GLDR ADRS 904784501 14,712 240,200 Sole 240,200
UNICOM CORP COM COMM 904911104 2,008 53,735 Sole 53,735
UNION CAMP CORP COM COMM 905530101 1,038 26,356 Sole 26,356
UNION CARBIDE CORP COM COMM 905581104 3,691 85,587 Sole 85,587
UNION PACIFIC CORP COM COMM 907818108 3,182 74,660 Sole 74,660
UNION PACIFIC RESOURCES GROUP COMM 907834105 783 63,628 Sole 63,628
UNISYS CORP COM COMM 909214108 1,463 64,300 Sole 64,300
UNITED HEALTHCARE CORP COM COMM 910581107 1,393 39,800 Sole 39,800
USAIR GROUP INC COM COMM 911905107 3,913 77,300 Sole 77,300
UNITED STATES SURGICAL GROUP COM COMM 912707106 3,373 80,900 Sole 80,900
U S WEST INC COM CHG F COMM 91273H101 8,496 161,821 Sole 161,821
UNITED TECHNOLOGIES CORP COM COMM 913017109 5,290 69,200 Sole 69,200
UNOCAL CORP COM COMM 915289102 3,759 103,703 Sole 103,703
V F CORP COM COMM 918204108 1,508 40,200 Sole 40,200
VENATOR GROUP INC COM CHG F COMM 922944103 1,162 133,700 Sole 133,700
VIACOM INC CL B COM COMM 925524308 5,690 98,109 Sole 98,109
WACHOVIA CORP NEW COM COMM 929771103 4,902 57,500 Sole 57,500
WAL MART STORES INC COM COMM 931142103 44,487 814,400 Sole 814,400
WALGREEN CO COM COMM 931422109 6,208 140,900 Sole 140,900
WARNER LAMBERT CO COM COMM 934488107 23,843 315,800 Sole 315,800
WASHINGTON MUT INC COM COMM 939322103 3,480 103,100 Sole 103,100
WELLS FARGO & CO COM COMM 949740104 11,861 33,412 Sole 33,412
WENDYS INTL INC COM COMM 950590109 459 20,700 Sole 20,700
WESTVACO CORP COM COMM 961548104 2,398 99,900 Sole 99,900
WEYERHAEUSER CO COM COMM 962166104 3,183 75,450 Sole 75,450
WHIRLPOOL CORP COM COMM 963320106 1,041 22,156 Sole 22,156
WILLAMETTE INDS INC NTS COMM 969133107 754 26,300 Sole 26,300
WILLIAMS COS INC COM COMM 969457100 3,180 110,600 Sole 110,600
WINN DIXIE STORES INC COM COMM 974280109 1,646 44,250 Sole 44,250
WORTHINGTON IND INC COM COMM 981811102 274 21,900 Sole 21,900
WRIGLEY WM JR CO COM COMM 982526105 2,462 32,400 Sole 32,400
XEROX CORP COM COMM 984121103 10,416 122,900 Sole 122,900
METROPOLITAN GROUP P. & C
FEDERATED DEPT STORES INC COM (CHAN COMM 31410H101 912 25,069 Sole 25,069
METROPOLITAN LIFE FOUNDAT
AAR CORP COM COMM 000361105 12 600 Sole 600
ABM INDS INC COM COMM 000957100 12 400 Sole 400
AMR CORP COM COMM 001765106 133 2,400 Sole 2,400
A T & T CORP COM COMM 001957109 982 16,800 Sole 16,800
ABBOTT LABS CORP DISC NTS COMM 002824100 652 15,000 Sole 15,000
ACXIOM CORP COM COMM 005125109 25 1,000 Sole 1,000
ADAC LABS COM COMM 005313200 14 600 Sole 600
ADOBE SYSTEMS INC COM COMM 00724F101 180 5,200 Sole 5,200
ADVO INC COM COMM 007585102 17 700 Sole 700
AEROQUIP-VICKERS CORP COM FR TR COMM 007869100 83 2,900 Sole 2,900
ADVANCED MICRO DEVICES INC COM COMM 007903107 63 3,400 Sole 3,400
AHMANSON H F & CO COM COMM 008677106 189 3,400 Sole 3,400
AIR EXPRESS INTL CORP COM COMM 009104100 8 500 Sole 500
AIRTOUCH COMMUNICATIONS INC COM COMM 00949T100 473 8,300 Sole 8,300
ALBERTO CULVER CO CL B CONV PREF 013068101 288 12,300 Sole 12,300
ALLEGHENY TELEDYNE INC COM COMM 017415100 99 5,583 Sole 5,583
ALLEN TELECOM INC COMM 018091108 3 400 Sole 400
ALLERGAN INC COM COMM 018490102 23 400 Sole 400
ALLIANT TECHSYSTEMS INC COM COMM 018804104 13 200 Sole 200
ALLIED GROUP INC COM COMM 019220102 22 450 Sole 450
ALLIED SIGNAL CORP COM COMM 019512102 142 4,000 Sole 4,000
ALLSTATE CORP COM COMM 020002101 387 9,322 Sole 9,322
ALLTEL CORP COM COMM 020039103 297 6,300 Sole 6,300
ALPHARMA INC CL A COM CHG F COMM 020813101 21 800 Sole 800
AMCAST INDL CORP COM COMM 023395106 7 500 Sole 500
AMCOL INTL CORP COM COMM 02341W103 10 900 Sole 900
AMEREN CORP COM COMM 023608102 71 1,700 Sole 1,700
AMER EXPRESS CO COM COMM 025816109 326 4,200 Sole 4,200
AMER FREIGHTWAYS CORP COM COMM 02629V108 8 1,000 Sole 1,000
AMER GREETINGS CORP CL A COMM 026375105 222 5,600 Sole 5,600
AMER HOME PRODS CORP COM COMM 026609107 632 12,000 Sole 12,000
AMER INTL GROUP INC COM COMM 026874107 838 10,687 Sole 10,687
AMER MGMT SYS INC COM COMM 027352103 22 800 Sole 800
AMER STORES CO COM COMM 030096101 232 7,200 Sole 7,200
AMERITECH CORP COM COMM 030954101 447 9,400 Sole 9,400
AMGEN INC COM COMM 031162100 491 6,500 Sole 6,500
AMOCO CORP COM COMM 031905102 765 14,200 Sole 14,200
AMRESCO INC COM COMM 031909104 4 500 Sole 500
ANHEUSER BUSCH CO INC COM COMM 035229103 281 5,200 Sole 5,200
APPLE COMPUTER INC COM COMM 037833100 61 1,600 Sole 1,600
APPLEBEE'S INTL INC COM COMM 037899101 13 600 Sole 600
APPLIED MATERIALS INC COM COMM 038222105 207 8,200 Sole 8,200
APPLIED POWER INC CL A COMM 038225108 28 1,025 Sole 1,025
AQUARION CO COM COMM 03838W101 13 400 Sole 400
ARCHER DANIELS MIDLAND COM COMM 039483102 260 15,521 Sole 15,521
ARCTIC CAT INC COMM 039670104 9 1,000 Sole 1,000
ASARCO INC COM COMM 043413103 55 2,900 Sole 2,900
ASHLAND INC COMM 044204105 167 3,600 Sole 3,600
ASPECT TELECOMMUNICATIONS CORP COM COMM 045237104 14 600 Sole 600
ASSOCIATES FIRST CAPITAL A COM COMM 046008108 217 3,328 Sole 3,328
ASTEC INDS INC COM COMM 046224101 43 1,000 Sole 1,000
ASTORIA FINL CORP COM COMM 046265104 21 500 Sole 500
ATLANTIC RICHFIELD CO COM COMM 048825103 213 3,000 Sole 3,000
AUSPEX SYS INC COM COMM 052116100 3 1,000 Sole 1,000
AUTHENTIC FITNESS CORP COM COMM 052661105 12 800 Sole 800
AUTOMATIC DATA PROCESSING INC COM COMM 053015103 202 2,700 Sole 2,700
AZTAR CORP COM COMM 054802103 7 1,700 Sole 1,700
BISYS GROUP INC COM COMM 055472104 18 400 Sole 400
BMC INDS INC MINN COM COMM 055607105 2 400 Sole 400
BAKER HUGHES INC COM COMM 057224107 85 4,050 Sole 4,050
BALDOR ELEC CO COM COMM 057741100 18 800 Sole 800
BALL CORP COM COMM 058498106 78 2,200 Sole 2,200
BALLLARD MED PRODS COM COMM 058566100 10 500 Sole 500
BANC ONE CORP COM COMM 059438101 286 6,732 Sole 6,732
BANCTEC INC COM COMM 059784108 7 500 Sole 500
BANK OF NEW YORK INC COM COMM 064057102 197 7,200 Sole 7,200
BANKAMERICA CORP COM COMM 066050105 433 7,200 Sole 7,200
BANKBOSTON CORP COM CHGED COMM 06605R106 86 2,602 Sole 2,602
BANKERS TR NY CORP COM COMM 066365107 100 1,700 Sole 1,700
BARD C R INC COM COMM 067383109 254 6,900 Sole 6,900
BARRICK GOLD CORP COM (PREV COMM 067901108 90 4,500 Sole 4,500
BARRETT RESOURCES COMM 068480201 8 400 Sole 400
BAUSCH & LOMB INC COM COMM 071707103 118 3,000 Sole 3,000
BAXTER INTL COM COMM 071813109 107 1,800 Sole 1,800
BECTON DICKINSON COM COMM 075887109 428 10,400 Sole 10,400
BELDEN INC COMM 077459105 4 300 Sole 300
BELL ATLANTIC CORP COM COMM 077853109 734 15,144 Sole 15,144
BELL INDS COM COMM 078107109 8 700 Sole 700
BELLSOUTH CORP COM COMM 079860102 662 8,800 Sole 8,800
BENCHMARK ELECTRS INC COM COMM 08160H101 9 400 Sole 400
BENTON OIL & GAS CO COM COMM 083288100 3 600 Sole 600
BESTFOODS CHG F COMM 08658U101 87 1,800 Sole 1,800
BIOMET INC COM COMM 090613100 309 8,900 Sole 8,900
BLACK & DECKER CORP COM COMM 091797100 204 4,900 Sole 4,900
BOEING CO COM COMM 097023105 395 11,501 Sole 11,501
BOOKS-A-MILLION INC COM COMM 098570104 7 2,600 Sole 2,600
BOWNE & CO INC COM COMM 103043105 10 600 Sole 600
BRIGGS & STRATTON CORP COM COMM 109043109 111 2,700 Sole 2,700
BRISTOL MYERS SQUIBB CO COM COMM 110122108 1,184 11,400 Sole 11,400
BROWN FORMAN CORP CL B COM COMM 115637209 96 1,600 Sole 1,600
BRUNSWICK CORP COM COMM 117043109 138 10,600 Sole 10,600
BUILDING MATERIAL HOLDING COMM 120113105 12 900 Sole 900
BURLINGTON NORTHERN SANTA FE COM COMM 12189T104 141 4,377 Sole 4,377
BUTLER MFG CO COM COMM 123655102 9 400 Sole 400
CCB FINL CORP COMM 124875105 30 300 Sole 300
C COR ELECTRONICS COMM 125010108 12 900 Sole 900
C D I CORP COMM 125071100 7 300 Sole 300
CEC ENTERTAINMENT INC COM CHG F COMM 125137109 16 800 Sole 800
CIGNA CORP COM COMM 125509109 198 3,000 Sole 3,000
CKE RESTAURANTS INC COM COMM 12561E105 26 880 Sole 880
CMAC INVT CORP COM COMM 125662106 13 300 Sole 300
C S X CORP COM COMM 126408103 231 5,500 Sole 5,500
CVS CORP FROM COMM 126650100 219 5,000 Sole 5,000
CAMBREX CORP COMM 132011107 14 600 Sole 600
CAMPBELL SOUP CO COM COMM 134429109 171 3,400 Sole 3,400
CAPITAL RE CORP COM COMM 140432105 11 400 Sole 400
CARMIKE CINEMAS INC CL A COMM 143436103 7 400 Sole 400
CASE CORP COM COMM 14743R103 74 3,400 Sole 3,400
CASEYS GEN STORES INC COM COMM 147528103 21 1,400 Sole 1,400
CASH AMER INTL INC COM COMM 14754D100 16 1,400 Sole 1,400
CASTLE A M & CO CMN COMM 148411101 8 500 Sole 500
CATALINA MARKETING CORP COM COMM 148867104 14 300 Sole 300
CATERPILLAR INC COM COMM 149123101 107 2,400 Sole 2,400
CENTRAL & SOUTHWEST CORP COM COMM 152357109 69 2,400 Sole 2,400
CENTRAL HUDSON GAS & ELEC CORP COM COMM 153609102 13 300 Sole 300
CENTRAL VT PUB SVC CORP COM COMM 155771108 10 900 Sole 900
CENTURA BANKS INC COM COMM 15640T100 32 500 Sole 500
CERIDIAN CORP COM COMM 15677T106 247 4,300 Sole 4,300
CERNER CORP COM COMM 156782104 16 600 Sole 600
CHAMPION ENTERPRISES INC COM COMM 158496109 21 900 Sole 900
CHAMPION INTL CORP COM COMM 158525105 78 2,500 Sole 2,500
CHARMING SHOPPES INC COM COMM 161133103 69 16,500 Sole 16,500
CHASE MANHATTAN CORP (NEW) COMM 16161A108 391 9,064 Sole 9,064
CHEMED CORP COM COMM 163596109 8 300 Sole 300
CHEVRON CORP COM COMM 166751107 605 7,200 Sole 7,200
CHIQUITA BRANDS INTL COM COMM 170032106 7 700 Sole 700
CHRYSLER CORP COM COMM 171196108 278 5,800 Sole 5,800
CINCINNATI MILICRON INC COM COMM 172172108 66 4,300 Sole 4,300
CISCO SYS INC COM COMM 17275R102 1,029 16,650 Sole 16,650
CITICORP COM COMM 173034109 474 5,100 Sole 5,100
CLARCOR COMM 179895107 9 600 Sole 600
CLOROX CO COM COMM 189054109 99 1,200 Sole 1,200
COCA COLA BOTTLING CO CONS COM COMM 191098102 18 300 Sole 300
COCA COLA CO COM COMM 191216100 1,637 28,400 Sole 28,400
COGNEX CORP COM COMM 192422103 9 800 Sole 800
COHERENT INC COMM 192479103 11 1,200 Sole 1,200
COHESION TECHNOLOGIES INC COM COMM 19248N101 2 600 Sole 600
COLGATE PALMOLIVE COM COMM 194162103 261 3,800 Sole 3,800
COLLAGEN AESTHETICS INC COM COMM 194194106 5 600 Sole 600
COLUMBIA HCA HEALTHCARE COM COMM 197677107 118 5,900 Sole 5,900
COMAIR HLDGS INC COM COMM 199789108 26 900 Sole 900
COMERICA INC COM COMM 200340107 214 3,900 Sole 3,900
COMMERCIAL FED CORP COM COMM 201647104 11 450 Sole 450
COMMERCIAL METALS CO COM COMM 201723103 9 400 Sole 400
COMMONWEALTH ENERGY SYS COM COMM 202800108 18 500 Sole 500
COMMONWEALTH INDS INC COM COM COMM 203004106 6 700 Sole 700
COMPAQ COMPUTER CORP COM COMM 204493100 595 18,820 Sole 18,820
COMPUTER ASSOC INTL INC COM COMM 204912109 230 6,225 Sole 6,225
CONAGRA INC COM COMM 205887102 96 3,557 Sole 3,557
CONNECTICUT ENERGY CORP COM COMM 207567108 14 500 Sole 500
CONSOLIDATED ED, INC COM COMM 209115104 172 3,300 Sole 3,300
CONSUMERS WTR CO COM COMM 210723102 29 1,000 Sole 1,000
CORNING INC COM COMM 219350105 53 1,800 Sole 1,800
COSTCO COMPANIES INC COM CHG 7 COMM 22160Q102 190 4,000 Sole 4,000
COUNTRYWIDE CRED INDS COMM 222372104 296 7,100 Sole 7,100
COVENTRY HEALTH CARE INC COM CHG F COMM 222862104 5 800 Sole 800
CROSS TIMBERS OIL CO COM COMM 227573102 14 900 Sole 900
CULLEN FROST BANKERS INC COM COMM 229899109 14 300 Sole 300
CUMMINS ENGINE INC COM COMM 231021106 65 2,200 Sole 2,200
CYPRUS AMAX MINERALS CO COM CHG F COMM 232809103 34 2,600 Sole 2,600
D R HORTON INC COM COMM 23331A109 14 900 Sole 900
D T E ENERGY CO COM COMM 233331107 176 3,900 Sole 3,900
DAIN RAUSCHER CORP COM COMM 233856103 6 200 Sole 200
DALLAS SEMICONDUCTOR CORP COM COMM 235204104 11 400 Sole 400
DAMARK INTL INC COM COMM 235691102 7 900 Sole 900
DAMES & MOORE GROUP COM COMM 235713104 11 1,000 Sole 1,000
DARDEN RESTAURANTS INC NTS COMM 237194105 283 17,700 Sole 17,700
DATA GEN CORP COMM 237688106 105 9,700 Sole 9,700
DAYTON HUDSON CORP COM COMM 239753106 129 3,600 Sole 3,600
DEERE & CO COM COMM 244199105 109 3,600 Sole 3,600
DEKALB GENETICS CORP CLB COMM 244878203 46 500 Sole 500
DELL COMPUTER CORP COM COMM 247025109 947 14,400 Sole 14,400
DEVON ENERGY CORP COM COMM 251799102 20 600 Sole 600
DEVRY INC DEL COMM 251893103 23 1,000 Sole 1,000
DIALOGIC CORP COMM 252499108 11 400 Sole 400
DILLARDS INC-CL A COM COMM 254067101 45 1,600 Sole 1,600
DIMON INC COMM 254394109 6 600 Sole 600
DIONEX CORP COM COMM 254546104 14 600 Sole 600
WALT DISNEY CO COM COMM 254687106 495 19,500 Sole 19,500
DOW CHEM CO COM COMM 260543103 128 1,500 Sole 1,500
DOW JONES & CO INC COM COMM 260561105 209 4,500 Sole 4,500
DOWNEY FINL CORP (FORM COMM 261018105 18 735 Sole 735
DRAVO CORP COM COMM 261471106 14 1,100 Sole 1,100
DRESS BARN INC COM COMM 261570105 6 500 Sole 500
DRESSER INDS INC COM COMM 261597108 135 4,400 Sole 4,400
DU PONT EI DE NEMOURS CO COM COMM 263534109 608 10,800 Sole 10,800
DUKE ENERGY CORP COM COMM 264399106 139 2,100 Sole 2,100
ETEC SYSTEMS INC COM COMM 26922C103 8 300 Sole 300
EAGLE HARDWARE & GARDEN COMM 26959B101 15 700 Sole 700
EARTHGRAINS COMPANY COM COMM 270319106 19 600 Sole 600
EASTERN ENTERPRISES COM COMM 27637F100 366 8,700 Sole 8,700
EASTERN UTILS ASSOC COM COMM 277173100 16 600 Sole 600
EASTMAN CHEM CO COM COMM 277432100 101 2,000 Sole 2,000
EASTMAN KODAK CO COM COMM 277461109 231 3,000 Sole 3,000
EATON CORP COM COMM 278058102 107 1,700 Sole 1,700
EATON VANCE CORP COM NON VTG COMM 278265103 23 1,000 Sole 1,000
ECOLAB INC COM COMM 278865100 296 10,400 Sole 10,400
EDISON INTL COM COMM 281020107 188 7,300 Sole 7,300
EMERSON ELEC CO COM COMM 291011104 249 4,000 Sole 4,000
ENERGEN CORP COM COMM 29265N108 15 800 Sole 800
ENHANCE FINL SVCS GROUP INC COM COMM 293310108 12 400 Sole 400
EQUIFAX INC COM COMM 294429105 246 6,900 Sole 6,900
ETHAN ALLEN INTERIORS INC COM COMM 297602104 15 400 Sole 400
EXPEDITORS INTL WASH INC COMM 302130109 8 300 Sole 300
EXPRESS SCRIPTS INC CL A COMM 302182100 16 200 Sole 200
EXXON CORP COM COMM 302290101 2,013 28,500 Sole 28,500
F P L GROUP INC COM COMM 302571104 112 1,600 Sole 1,600
FEDDERS CORP COMM COMM 313135105 10 2,000 Sole 2,000
FHLMC COM COMM 313400301 238 4,800 Sole 4,800
FNMA COM COMM 313586109 675 10,500 Sole 10,500
FIDELITY NATL FINL INC COM COMM 316326107 19 550 Sole 550
FIRST AMER FINL CORP CA COMM 318522307 29 900 Sole 900
FIRST CHICAGO NBD CORP COM CHANG COMM 31945A100 178 2,600 Sole 2,600
FIRST DATA CORP COM COMM 319963104 71 3,000 Sole 3,000
FIRST UNION CORP COM COMM 337358105 555 10,834 Sole 10,834
FIRST BANK PR SAN JUAN COMM 33761K105 20 800 Sole 800
FIRSTMERIT CORP COMM 337915102 28 1,200 Sole 1,200
FIRST ENERGY CORP COM COMM 337932107 339 10,900 Sole 10,900
FLEET FINL GROUP INC COM COMM 338915101 308 4,200 Sole 4,200
FLEETWOOD ENTERPRISES INC COM COMM 339099103 54 1,800 Sole 1,800
FLEMING CO INC COM COMM 339130106 110 9,000 Sole 9,000
FORD MTR CO DEL COM COMM 345370100 597 12,700 Sole 12,700
FORTUNE BRANDS INC COM CHG F COMM 349631101 92 3,100 Sole 3,100
FRANKLIN COVEY CO. COMM 353469109 10 500 Sole 500
FREEPORT-MCMORAN COPPER & GOLD COMM 35671D857 45 3,800 Sole 3,800
FREMONT GEN CORP COM COMM 357288109 29 600 Sole 600
FRONTIER CORP COM COMM 35906P105 290 10,600 Sole 10,600
FRONTIER INS GROUP INC NEW COM COMM 359081106 6 440 Sole 440
FROZEN FOODS EXPRESS INDS COMM 359360104 9 1,300 Sole 1,300
G & K SVCS INC CL A COMM 361268105 19 400 Sole 400
G P U INC COM COMM 36225X100 119 2,800 Sole 2,800
G T E CORP COM COMM 362320103 468 8,500 Sole 8,500
GALEY & LORD INC COM COMM 36352K103 8 700 Sole 700
GALLAGHER ARTHUR J & CO COM COMM 363576109 12 300 Sole 300
GALOOB (LEWIS) TOYS INC COM COMM 364091108 8 700 Sole 700
GANNETT CO INC COM COMM 364730101 236 4,400 Sole 4,400
GENERAL COMMUNICATIONS INC COMM 369385109 8 2,200 Sole 2,200
GEN DYNAMICS CORP COM COMM 369550108 221 4,400 Sole 4,400
GEN ELEC CO COM COMM 369604103 2,984 37,500 Sole 37,500
GEN MILLS INC COM COMM 370334104 42 600 Sole 600
GEN MTRS CORP COM COMM 370442105 385 7,019 Sole 7,019
GEN RE CORP COM COMM 370563108 142 700 Sole 700
GEN SIGNAL CORP COM COMM 370838104 217 6,400 Sole 6,400
GENTEX CORP COM COMM 371901109 15 1,000 Sole 1,000
GENESIS HEALTH VENTURES INC COM COMM 371912106 6 500 Sole 500
GEORGIA-PAC (GEORGIA-PAC GP) COMM 373298108 41 900 Sole 900
GERBER SCIENTIFIC INC COM COMM 373730100 16 600 Sole 600
GETCHELL GOLD CORP COM COMM 374265106 8 400 Sole 400
GILLETTE CO COM COMM 375766102 398 10,400 Sole 10,400
GLOBAL MOTORSPORT GRP COM COMM 378937106 12 800 Sole 800
GOLDEN WEST FINL CORP DEL COM COMM 381317106 295 3,600 Sole 3,600
GOODYEAR TIRE & RUBBER CO COM COMM 382550101 41 800 Sole 800
W.R. GRACE & CO - W/I COMM 38388F108 16 1,300 Sole 1,300
GREAT ATLANTIC & PACIFIC TEA INC C COMM 390064103 160 6,600 Sole 6,600
GREAT LAKES CHEMICAL CORP COM COMM 390568103 89 2,300 Sole 2,300
GREEN MOUNTAIN PWR CORP COM COMM 393154109 8 700 Sole 700
GRIFFON CORP COMM 398433102 6 700 Sole 700
GUILFORD MLS INC COM COMM 401794102 7 500 Sole 500
HS RESOURCES INC COM COMM 404297103 8 700 Sole 700
HARCOURT GEN INC COM COMM 41163G101 184 3,800 Sole 3,800
HARMON INDS INC NEW COM COMM 413136102 17 750 Sole 750
HARRIS CORP DEL COM COMM 413875105 45 1,400 Sole 1,400
HARTFORD FINL SVCS GRP CHGED COMM 416515104 76 1,600 Sole 1,600
HARTMARX CORP COMM 417119104 11 1,600 Sole 1,600
HEARTLAND EXPRESS INC COM COMM 422347104 8 500 Sole 500
H J HEINZ CO COM COMM 423074103 228 4,450 Sole 4,450
HERCULES INC COM COMM 427056106 93 3,100 Sole 3,100
HERSHEY FOODS CORP COM COMM 427866108 96 1,400 Sole 1,400
HEWLETT PACKARD CO COM COMM 428236103 556 10,500 Sole 10,500
HILB ROGAL HAMILTON CO COM COMM 431294107 17 900 Sole 900
HOLLYWOOD PK INC NEW COM COMM 436255103 6 600 Sole 600
HOME DEPOT INC COM COMM 437076102 545 13,800 Sole 13,800
HOUSEHOLD INTL INC COM COMM 441815107 295 7,873 Sole 7,873
HOUSTON INDS INC COM COMM 442161105 56 1,800 Sole 1,800
HUGHES SUPPLY INC COM COMM 444482103 11 400 Sole 400
HYPERION SOLUTIONS CORP COMM 44914M104 10 475 Sole 475
IHOP CORP COM COMM 449623107 11 300 Sole 300
IMCO RECYCLING INC COM COMM 449681105 11 800 Sole 800
ITT IND INC COM CHG F COMM 450911102 186 5,500 Sole 5,500
IDEXX CORP COM COMM 45168D104 24 1,000 Sole 1,000
ILLINOIS TOOL WKS INC COM COMM 452308109 185 3,400 Sole 3,400
INPUT/OUTPUT INC COM COMM 457652105 5 600 Sole 600
INSTEEL INDS INC COM COMM 45774W108 7 1,500 Sole 1,500
INSURANCE AUTO AUCTIONS INC COM COMM 457875102 16 1,300 Sole 1,300
INTEGRATED HEALTH SVCS INC COM COMM 45812C106 13 748 Sole 748
INTEL CORP COM COMM 458140100 1,561 18,200 Sole 18,200
INTERFACE INC CL A COMM 458665106 14 1,200 Sole 1,200
INTERIM SVCS INC COM COMM 45868P100 10 500 Sole 500
IBM CORP COM COMM 459200101 1,336 10,400 Sole 10,400
INTERVOICE INC COM COMM 461142101 28 1,200 Sole 1,200
INVACARE CORP COM COMM 461203101 12 500 Sole 500
IONICS INC COM COMM 462218108 11 400 Sole 400
J & J SNACK FOODS CORP COM COMM 466032109 13 700 Sole 700
JSB FINL INC COM COMM 46624M100 15 300 Sole 300
JAN BELL MARKETING INC COMM 470760109 38 5,800 Sole 5,800
JEFFERSON PILOT CORP COM COMM 475070108 318 5,250 Sole 5,250
JO-ANN STORES INC CL A CHG F COMM 47758P109 11 500 Sole 500
JOHNSON & JOHNSON COM COMM 478160104 1,111 14,200 Sole 14,200
JUNO LTG INC COM COMM 482047107 16 700 Sole 700
JUSTIN INDS INC COM COMM 482171105 14 900 Sole 900
K2 INC COMM 482732104 9 500 Sole 500
KAMAN CORP CL A COMM 483548103 12 700 Sole 700
KELLOGG CO COM COMM 487836108 79 2,400 Sole 2,400
KELLWOOD CO COM COMM 488044108 11 400 Sole 400
KEMET CORP COM COMM 488360108 6 500 Sole 500
KENT ELECTRS CORP COM COMM 490553104 3 300 Sole 300
KERR MCGEE CORP COM COMM 492386107 41 900 Sole 900
KEYCORP COM COMM 493267108 312 10,800 Sole 10,800
KEYSTONE FINL INC COM COMM 493482103 30 1,000 Sole 1,000
KIMBERLY CLARK CORP COM COMM 494368103 227 5,600 Sole 5,600
KING WORLD PRODUCTIONS INC COM COMM 495667107 167 6,400 Sole 6,400
KIRBY CORP COM COMM 497266106 13 600 Sole 600
KNIGHT RIDDER INC COM COMM 499040103 187 4,200 Sole 4,200
KOMAG INC COM COMM 500453105 2 700 Sole 700
KROGER CO COM COMM 501044101 390 7,800 Sole 7,800
KRONOS INC COM COMM 501052104 15 400 Sole 400
KUHLMAN CORP COM COMM 501206106 16 500 Sole 500
LA Z BOY CHAIR CO COM COMM 505336107 18 900 Sole 900
LANDSTAR SYS COMM 515098101 14 500 Sole 500
LATTICE SEMICONDUCTOR CORP COM COMM 518415104 7 300 Sole 300
LEGG MASON INC COM COMM 524901105 16 600 Sole 600
LIFE RE CORP COM COMM 532160108 18 200 Sole 200
LILLIAN VERNON CORP COM COMM 532430105 14 1,000 Sole 1,000
ELI LILLY COM COMM 532457108 995 12,700 Sole 12,700
LILLY INDS INC CL A COMM 532491107 11 600 Sole 600
LIMITED INC COM COMM 532716107 230 10,500 Sole 10,500
LINCOLN NATL CORP IND COM COMM 534187109 58 700 Sole 700
LINDSAY MFG CO COM COMM 535555106 9 600 Sole 600
LOCKHEED MARTIN CORP COM COMM 539830109 153 1,515 Sole 1,515
LOEWS CORP COM COMM 540424108 135 1,600 Sole 1,600
LONGS DRUG STORES CORP COM COMM 543162101 161 4,000 Sole 4,000
LOUISIANA PAC CORP COM COMM 546347105 63 3,100 Sole 3,100
LUBYS CAFETERIAS INC COM COMM 549282101 10 600 Sole 600
LUCENT TECHNOLOGIES INC COMM 549463107 824 11,906 Sole 11,906
LYDALL INC DEL COMM 550819106 8 800 Sole 800
M D C CORP HLDGS INC COM COMM 552676108 18 1,000 Sole 1,000
MCI WORLDCOM INC COM CHG F COMM 55268B106 842 17,232 Sole 17,232
M S CARRIERS INC COM COMM 553533100 10 500 Sole 500
MAGELLAN HEALTH SVCS INC COM COMM 559079108 6 600 Sole 600
MALLINCKRODT INC COM CHGED COMM 561232109 179 8,800 Sole 8,800
MANITOWOC INC COM COMM 563571108 9 300 Sole 300
MARCUS CORP COM COMM 566330106 9 600 Sole 600
MARINER POST-ACUTE NETWO COMM 568459101 4 700 Sole 700
MARRIOTT INTL CL A COM COMM 571903202 100 4,200 Sole 4,200
MARSHALL INDS COM COMM 572393106 7 300 Sole 300
MATERIAL SCIENCES CORP COM COMM 576674105 7 800 Sole 800
MAY DEPT STORES CO COM COMM 577778103 129 2,500 Sole 2,500
MCDONALDS CORP COM COMM 580135101 430 7,200 Sole 7,200
MCWHORTER TECHNOLOGIES INC COMM 582803102 10 500 Sole 500
MEAD CORP COM COMM 582834107 159 5,400 Sole 5,400
MEDIAONE GROUP INC COM CHG F COMM 58440J104 342 7,700 Sole 7,700
MEDTRONIC INC COM COMM 585055106 186 3,200 Sole 3,200
MELLON BANK CORP COM COMM 585509102 209 3,800 Sole 3,800
MENTOR CORP MTN COMM 587188103 5 400 Sole 400
MERCK & CO INC COM COMM 589331107 1,620 12,500 Sole 12,500
MERRILL CORP COM COMM 590175105 9 600 Sole 600
MERRILL LYNCH & CO INC COM COMM 590188108 245 5,200 Sole 5,200
MICROSOFT CORP COM COMM 594918104 2,928 26,600 Sole 26,600
MICROAGE INC COM COMM 594928103 6 500 Sole 500
MICRON TECHNOLOGY INC COM COMM 595112103 40 1,300 Sole 1,300
MINNESOTA MNG & MFG CO COM COMM 604059105 354 4,800 Sole 4,800
MISSISSIPPI CHEM CORP COM COMM 605288208 8 700 Sole 700
MOBIL CORP COM COMM 607059102 714 9,400 Sole 9,400
MOHAWK INDS INC COM COMM 608190104 21 750 Sole 750
MONSANTO CO COM COMM 611662107 371 6,600 Sole 6,600
MOORE LTD COM COMM 615785102 119 11,300 Sole 11,300
MORGAN J P & CO INC COM COMM 616880100 93 1,100 Sole 1,100
MORGAN ST DEAN WITTER DISCOV FUNDS 617446448 207 4,800 Sole 4,800
MOTOROLA INC COM COMM 620076109 270 6,300 Sole 6,300
MUELLER INDS INC COM COMM 624756102 15 600 Sole 600
MUTUAL RISK MGMT LTD COM COMM 628351108 18 500 Sole 500
NBTY INC COM COMM 628782104 12 1,500 Sole 1,500
NFO WORLDWIDE INC COM COMM 62910N108 7 750 Sole 750
NACCO INDS INC CL A COM COMM 629579103 280 2,800 Sole 2,800
NASH FINCH CO NTS COM COMM 631158102 9 600 Sole 600
NATL CITY CORP COM COMM 635405103 178 2,700 Sole 2,700
NATIONAL COMPUTER SYS INC COMM 635519101 30 1,000 Sole 1,000
NATL DATA CORP COM COMM 635621105 12 400 Sole 400
NATL SEMICONDUCTOR CORP COM COMM 637640103 74 7,600 Sole 7,600
NATL SVCS INDS INC COM COMM 637657107 92 2,900 Sole 2,900
NATIONSBANK CORP COM COMM 638585109 741 13,846 Sole 13,846
NATURES SUNSHINE PRODS INC COM COMM 639027101 8 500 Sole 500
NAUTICA ENTERPRISES INC COM COMM 639089101 9 500 Sole 500
NAVISTAR INTL CORP COM COMM 63934E108 247 10,900 Sole 10,900
NETWORK EQUIPMENT TECHNOLOGIES COM COMM 641208103 7 700 Sole 700
NEW ENGLAND BUSINESS SVCS INC COM FUNDS 643872104 12 400 Sole 400
NEW JERSEY RESOURCES CORP COM COMM 646025106 14 400 Sole 400
NEW YORK TIMES CO CL A COMM 650111107 176 6,400 Sole 6,400
NEWFIELD EXPLORATION INC COM COMM 651290108 11 500 Sole 500
NEWMONT MINING CORP COM COMM 651639106 36 1,505 Sole 1,505
NIAGARA MOHAWK PWR CORP COM COMM 653522102 201 13,100 Sole 13,100
NIKE INC CL B COM COMM 654106103 81 2,200 Sole 2,200
NORFOLK SOUTHERN CORP COM COMM 655844108 44 1,500 Sole 1,500
NORTHERN STATES PWR CO (MINN) COM COMM 665772109 56 2,000 Sole 2,000
NORTHERN TELECOM LTD COM COMM 665815106 164 5,120 Sole 5,120
NORTHROP GRUMMAN CORP COM COMM 666807102 131 1,800 Sole 1,800
NORTHWEST NATRL GAS CO COM COMM 667655104 14 500 Sole 500
NORWEST CORP COM COMM 669380107 216 6,000 Sole 6,000
NOVELL INC COM COMM 670006105 99 8,100 Sole 8,100
NOVELLUS SYS INC COM COMM 670008101 16 600 Sole 600
OAKWOOD HOMES CORP COM COMM 674098108 8 600 Sole 600
OCCIDENTAL PETROLEUM CORP COM COMM 674599105 131 6,100 Sole 6,100
OFFSHORE LOGISTICS INC COM COMM 676255102 6 500 Sole 500
ORACLE CORP COM COMM 68389X105 228 7,837 Sole 7,837
ORANGE & ROCKLAND UTILS INC COM COMM 684065105 16 300 Sole 300
ORBITAL SCIENCES CORP COM COMM 685564106 20 700 Sole 700
ORION CAPITAL CORP COM COMM 686268103 14 400 Sole 400
ORYX ENERGY CO COM COMM 68763F100 97 7,500 Sole 7,500
O'SULLIVAN CORP COM COMM 688605104 14 1,600 Sole 1,600
OWENS & MINOR INC NEW COM COMM 690732102 9 800 Sole 800
OWENS CORNING COM COMM 69073F103 251 7,700 Sole 7,700
OXFORD INDS INC COM COMM 691497309 9 300 Sole 300
P E C O ENERGY CO COM COMM 693304107 496 13,500 Sole 13,500
P G & E CORP COM COMM 69331C108 80 2,500 Sole 2,500
PNC FINL CORP COM COMM 693475105 167 3,700 Sole 3,700
P P & L RESOURCES INC COM COMM 693499105 163 6,300 Sole 6,300
PPG INDS INC COM COMM 693506107 104 1,900 Sole 1,900
PACCAR INC COM COMM 693718108 49 1,200 Sole 1,200
PACIFICORP COM COMM 695114108 48 2,500 Sole 2,500
PARK ELECTROCHEMICAL COM COMM 700416209 5 400 Sole 400
PARKER HANNIFIN CORP COM COMM 701094104 120 4,050 Sole 4,050
PATTERSON DENTAL CO COM COMM 703412106 17 450 Sole 450
PAXAR CORP COM COMM 704227107 5 600 Sole 600
PENFORD CORP COM COMM 707051108 6 400 Sole 400
PENNEY J C INC COM COMM 708160106 175 3,900 Sole 3,900
PENNZOIL CO COM COMM 709903108 21 600 Sole 600
PEPSICO INC COM COMM 713448108 474 16,100 Sole 16,100
PHARMACIA-UPJOHN INC COM COMM 716941109 206 4,095 Sole 4,095
PFIZER INC COM COMM 717081103 1,565 14,800 Sole 14,800
PHARMACEUTICAL MARKETING SVCS INC C COMM 717123103 10 1,100 Sole 1,100
PHELPS DODGE CORP COM COMM 717265102 84 1,600 Sole 1,600
PHILIP MORRIS CO COM COMM 718154107 1,179 25,500 Sole 25,500
PHILLIPS PETROLEUM CO COM COMM 718507106 59 1,300 Sole 1,300
PHOTRONIC LABS INC COM COMM 719405102 5 400 Sole 400
PHYCOR INC COM COMM 71940F100 6 1,200 Sole 1,200
PICTURETEL CORP COM NEW COMM 720035302 8 1,200 Sole 1,200
PIEDMONT NATRL GAS INC COM COMM 720186105 20 600 Sole 600
PIER 1 IMPORTS INC COM COMM 720279108 10 1,350 Sole 1,350
PILLOWTEX CORP COMM 721501104 12 400 Sole 400
PIONEER GROUP INC COM COMM 723684106 8 500 Sole 500
PIONEER HI BRED INTL COM COMM 723686101 112 4,200 Sole 4,200
PIONEER STD ELECTRS INC COM COMM 723877106 4 700 Sole 700
PITNEY BOWES INC COM COMM 724479100 11 200 Sole 200
PITTSTON BAX GROUP COM COMM 725701882 3 400 Sole 400
PLEXUS CORP COM COMM 729132100 12 600 Sole 600
POGO PRODUCING CO COM COMM 730448107 9 600 Sole 600
POLAROID CORP COM COMM 731095105 22 900 Sole 900
PRIMARK CORP COM COMM 741903108 15 500 Sole 500
PRIDE INTL INC CHG F COMM 741932107 7 900 Sole 900
PROCTER & GAMBLE CO COM COMM 742718109 1,102 15,500 Sole 15,500
PROVIDENT FINL GROUP COMM 743866105 32 800 Sole 800
PROVIDIAN FINL CORP COMM 74406A102 348 4,100 Sole 4,100
PUB SVC ENTERPRISE GROUP INC COM COMM 744573106 130 3,300 Sole 3,300
PULTE CORP COM CHG F COMM 745867101 168 6,800 Sole 6,800
QUAKER OATS CO COM COMM 747402105 212 3,600 Sole 3,600
QUANEX CORP COMM 747620102 8 400 Sole 400
RALSTON PURINA CORP COM CHG F COMM 751277302 70 2,400 Sole 2,400
RAYMOND JAMES FINL INC COM COMM 754730109 13 600 Sole 600
RAYTHEON INC COM COMM 755111408 227 4,200 Sole 4,200
READ-RITE CORP COM COMM 755246105 5 600 Sole 600
REEBOK INTL LTD COM COMM 758110100 31 2,300 Sole 2,300
REGAL BELOIT CORP COMM 758750103 9 400 Sole 400
REMINGTON OIL & GAS CORP CL B COMM 759594203 9 2,100 Sole 2,100
REPUBLIC GYPSUM CO COM COMM 760473108 8 600 Sole 600
REPUBLIC N Y CORP COMM 760719104 142 3,600 Sole 3,600
RESPIRONICS INC COM COMM 761230101 5 400 Sole 400
REYNOLDS METALS CO COM COMM 761763101 98 1,900 Sole 1,900
RICHFOOD HLDGS INC COM COMM 763408101 9 600 Sole 600
RIGS NATL CORP WASH DC COM COMM 766570105 12 500 Sole 500
RITE AID CORP COM COMM 767754104 192 5,400 Sole 5,400
RIVAL CORP COMM 768020109 6 800 Sole 800
ROCKWELL INTL CORP NEW COMM 773903109 44 1,200 Sole 1,200
ROHM & HAAS CO COM COMM 775371107 259 9,300 Sole 9,300
ROLLINS TRUCK LEASING CORP COM COMM 775741101 12 1,050 Sole 1,050
ROPER INDS INC NEW COM COMM 776696106 7 400 Sole 400
ROYAL DUTCH PETE CO NEW COMM 780257804 1,067 22,400 Sole 22,400
RUBY TUESDAY INC COMM 781182100 15 1,000 Sole 1,000
RYANS FAMILY STEAK HOUSE COM COMM 783519101 16 1,300 Sole 1,300
S B C COMMUNICATIONS INC COM COMM 78387G103 960 21,640 Sole 21,640
SEI CORP COMM 784117103 21 300 Sole 300
S3 INC COM COMM 784849101 3 1,000 Sole 1,000
SAFECO CORP COM COMM 786429100 133 3,200 Sole 3,200
ST JOHN KNITS INC COMM 790289102 6 400 Sole 400
ST JUDE MED INC COM COMM 790849103 102 4,400 Sole 4,400
ST MARY LD & EXPL CO COM COMM 792228108 7 300 Sole 300
ST PAUL BANCORP INC COM COMM 792848103 9 400 Sole 400
ST PAUL COS INC COM COMM 792860108 344 10,580 Sole 10,580
SANMINA CORP COM COMM 800907107 17 600 Sole 600
SANTA FE ENERGY RESOURCES COM COMM 802012104 13 1,400 Sole 1,400
SARA LEE CORP (CONS FOODS CORP) COMM 803111103 270 5,000 Sole 5,000
SCHERING PLOUGH CORP COM COMM 806605101 705 6,800 Sole 6,800
SCHLUMBERGER LTD COM COMM 806857108 332 6,526 Sole 6,526
SCOTT TECHNOLOGIES INC COM CHG F COMM 810022103 9 800 Sole 800
SCOTTS CO CL A COMM 810186106 18 600 Sole 600
SEAGATE TECHNOLOGY INC COM COMM 811804103 211 8,400 Sole 8,400
SEAGRAM LTD COM COMM 811850106 69 2,400 Sole 2,400
SEALED AIR CORP COMM 81211K100 22 696 Sole 696
SEARS ROEBUCK & CO COM COMM 812387108 150 3,400 Sole 3,400
SELECTIVE INS GROUP INC COM COMM 816300107 8 400 Sole 400
SEMPRA ENERGY COM COMM 816851109 192 7,368 Sole 7,368
SHARED MED SYS CORP COM COMM 819486101 255 4,800 Sole 4,800
SHOPKO STORES INC COM COMM 824911101 16 500 Sole 500
SHONEYS INC COM COMM 825039100 5 2,400 Sole 2,400
SHOREWOOD PACKAGING CORP COM COMM 825229107 14 1,050 Sole 1,050
SIERRA HEALTH SVCS INC COM COMM 826322109 9 450 Sole 450
SIERRA PACIFIC RESOURCES COM COMM 826425100 16 400 Sole 400
SIMPSON INDS INC COM COMM 829060102 10 1,000 Sole 1,000
SKYLINE CORP COM COMM 830830105 12 400 Sole 400
SKYWEST INC COM COMM 830879102 27 1,400 Sole 1,400
SMITHFIELD FOODS INC COM COMM 832248108 9 500 Sole 500
SNYDER OIL CORP COM COMM 833482102 8 500 Sole 500
SOLA INTL INC COMM COMM 834092108 7 400 Sole 400
SONIC CORP COM COMM 835451105 16 900 Sole 900
SOUTHERN CO COM COMM 842587107 106 3,600 Sole 3,600
SOUTHERN ENERGY HOME INC COM COMM 842814105 9 1,300 Sole 1,300
SOUTHWESTERN ENERGY CO COM COMM 845467109 9 1,000 Sole 1,000
SPACELABS MED INC COM COMM 846247104 9 600 Sole 600
THE SPORTS AUTH INC COMM 849176102 5 600 Sole 600
SPRINGS INDS INC COM COMM 851783100 63 1,800 Sole 1,800
SPRINT CORP COM COMM 852061100 230 3,200 Sole 3,200
STANDEX INTL CORP COMM 854231107 7 300 Sole 300
STONE CONTAINER CORP COM COMM 861589109 74 8,600 Sole 8,600
SUN INC COM COMM 866762107 35 1,100 Sole 1,100
SUN MICROSYSTEMS INC COM COMM 866810104 274 5,500 Sole 5,500
SUNRISE MED INC COM COMM 867910101 8 800 Sole 800
SUPER VALU INC COM COMM 868536103 149 6,400 Sole 6,400
SYMMETRICOM INC COM COMM 871543104 4 700 Sole 700
SYNCOR INTL CORP NEW COM COMM 87157J106 12 700 Sole 700
TCB CORP COM COMM 872180104 7 1,200 Sole 1,200
TCBY ENTERPRISES INC COM COMM 872245105 12 1,900 Sole 1,900
TCF FINL CORP COM COMM 872275102 36 1,800 Sole 1,800
TJX COS INC COM CHG F COMM 872540109 378 21,200 Sole 21,200
T N P ENTERPRISES, INC COM COMM 872594106 17 500 Sole 500
TRW INC COM COMM 872649108 80 1,800 Sole 1,800
TELLABS INC COM COMM 879664100 135 3,400 Sole 3,400
TEMPLE INLAND INC COM COMM 879868107 91 1,900 Sole 1,900
TENET HEALTHCARE CORP COM CHG FROM COMM 88033G100 170 5,900 Sole 5,900
TETRA TECHNOLOGIES INC DEL COM COMM 88162F105 6 500 Sole 500
TEXACO INC COM COMM 881694103 338 5,400 Sole 5,400
TEXAS INDS INC COMM 882491103 8 300 Sole 300
TEXAS INSTRUMENTS INC COM COMM 882508104 148 2,800 Sole 2,800
THERATECH INC DEL COMM 883383101 10 1,100 Sole 1,100
THOMAS INDS INC COM COMM 884425109 13 600 Sole 600
THOR INDS INC COM COMM 885160101 13 600 Sole 600
3 COM CORP COMM 885535104 57 1,900 Sole 1,900
TIME WARNER INC COM COMM 887315109 403 4,600 Sole 4,600
TITAN INTL INC COM COM COMM 88830M102 9 800 Sole 800
TOLL BROTHERS INC COM COMM 889478103 11 500 Sole 500
TORCHMARK CORP COM COMM 891027104 266 7,400 Sole 7,400
TORO CO COM COMM 891092108 6 300 Sole 300
TRANSAMERICA CORP COM COMM 893485102 318 3,000 Sole 3,000
TRAVELERS GROUP INC COM FORME COMM 894190107 633 16,882 Sole 16,882
TREDEGAR INDS INC COM COMM 894650100 11 600 Sole 600
TRENWICK GROUP INC COM COMM 895290104 9 300 Sole 300
TRICON GLOBAL RESTAURANTS INC COMM 895953107 63 1,610 Sole 1,610
TRIBUNE CO COM COMM 896047107 236 4,700 Sole 4,700
TRUE NORTH COMMUNICATIONS INC C COMM 897844106 11 500 Sole 500
TUBOSCOPE VETCO INTL CORP COM COMM 898600101 7 600 Sole 600
TULTEX CORP COM COMM 899900104 4 2,300 Sole 2,300
USX MARATHON GROUP COM NEW COMM 902905827 206 5,800 Sole 5,800
US BANCORP COM COMM 902973106 192 5,400 Sole 5,400
UNUM CORP COM COMM 903192102 89 1,800 Sole 1,800
UNILEVER NV NY SHS COM 20 GLDR ADRS 904784501 343 5,600 Sole 5,600
UNICOM CORP COM COMM 904911104 318 8,500 Sole 8,500
UNION CARBIDE CORP COM COMM 905581104 285 6,600 Sole 6,600
UNION PACIFIC CORP COM COMM 907818108 60 1,400 Sole 1,400
UNION PACIFIC RESOURCES GROUP COMM 907834105 15 1,185 Sole 1,185
UNITED ILLUMINATING CO COM COMM 910637107 21 400 Sole 400
U.S. BIOSCIENCE INC COM COMM 911646206 10 1,400 Sole 1,400
USAIR GROUP INC COM COMM 911905107 334 6,600 Sole 6,600
US HOME CORP COMM 911920106 9 300 Sole 300
U S WEST INC COM CHG F COMM 91273H101 410 7,810 Sole 7,810
US TR CORP NEW COM COMM 91288L105 20 300 Sole 300
UNITED TECHNOLOGIES CORP COM COMM 913017109 191 2,500 Sole 2,500
UNIVERSAL FOREST PRODS COMM 913543104 11 700 Sole 700
UNIVERSAL HEALTH SVCS INC CLB COMM 913903100 25 600 Sole 600
USFREIGHTWAYS CORP COM COMM 916906100 8 400 Sole 400
VLSI TECHNOLOGY INC COM COMM 918270109 7 900 Sole 900
VALASSIS COMMUNICATIONS INC C COMM 918866104 20 500 Sole 500
VIACOM INC CL B COM COMM 925524308 110 1,900 Sole 1,900
VICOR CORP COM COMM 925815102 5 600 Sole 600
VINTAGE PETROLEUM INC COM COMM 927460105 8 700 Sole 700
VITAL SIGNS INC COM COMM 928469105 12 700 Sole 700
VITESSE SEMICONDUCTOR CORP COM COMM 928497106 24 1,000 Sole 1,000
WABASH NATL CORP COM COMM 929566107 7 500 Sole 500
WACHOVIA CORP NEW COM COMM 929771103 230 2,700 Sole 2,700
WAL MART STORES INC COM COMM 931142103 1,322 24,200 Sole 24,200
WALL DATA INC COM COMM 932045107 15 1,000 Sole 1,000
WARNER LAMBERT CO COM COMM 934488107 702 9,300 Sole 9,300
WASTE MGMT INC DEL COMM 94106L109 94 1,957 Sole 1,957
WELLS FARGO & CO COM COMM 949740104 284 800 Sole 800
WERNER ENTERPRISES INC COM COMM 950755108 10 625 Sole 625
WEYERHAEUSER CO COM COMM 962166104 93 2,200 Sole 2,200
WHIRLPOOL CORP COM COMM 963320106 28 600 Sole 600
WHITNEY HLDG CORP COM COMM 966612103 13 300 Sole 300
WHOLE FOODS MKT INC COM COMM 966837106 13 300 Sole 300
WILLAMETTE INDS INC NTS COMM 969133107 80 2,800 Sole 2,800
WILLIAMS SONOMA INC COM COMM 969904101 13 600 Sole 600
WISER OIL CO DEL COM COMM 977284108 4 700 Sole 700
WOLVERINE TUBE INC COM COMM 978093102 8 400 Sole 400
WOLVERINE WORLD WIDE INC COM COMM 978097103 7 600 Sole 600
XIRCOM INC COM COMM 983922105 27 1,100 Sole 1,100
XEROX CORP COM COMM 984121103 297 3,500 Sole 3,500
ZEBRA TECHNOLOGY CORP COM COMM 989207105 10 300 Sole 300
ZENITH NATL INS CORP COMM 989390109 10 400 Sole 400
ZIONS BANCORP COM COMM 989701107 45 1,100 Sole 1,100
METROPOLITAN LIFE INSURANCE COMPANY
AAR CORP COM COMM 000361105 471 24,001 Sole 24,001
ABM INDS INC COM COMM 000957100 790 27,000 Sole 27,000
AGCO CORP COM COMM 001084102 313 48,200 Sole 48,200
AMR CORP COM COMM 001765106 122 2,200 Sole 2,200
A T & T CORP COM COMM 001957109 4,909 84,000 Sole 84,000
ABBOTT LABS CORP DISC NTS COMM 002824100 3,414 78,600 Sole 78,600
ACME METALS INC COM COMM 004724100 37 15,200 Sole 15,200
ACXIOM CORP COM COMM 005125109 1,047 42,200 Sole 42,200
ADAC LABS COM COMM 005313200 403 16,800 Sole 16,800
ADVANCED TISSUE SCIENCES INC CL A COMM 00755F103 35 11,700 Sole 11,700
ADVO INC COM COMM 007585102 755 30,900 Sole 30,900
AEROQUIP-VICKERS CORP COM FR TR COMM 007869100 1,110 38,600 Sole 38,600
ADVANCED MICRO DEVICES INC COM COMM 007903107 3,633 195,738 Sole 195,738
AETNA INC COM COMM 008117103 382 5,500 Sole 5,500
AHMANSON H F & CO COM COMM 008677106 566 10,200 Sole 10,200
AIR EXPRESS INTL CORP COM COMM 009104100 336 21,000 Sole 21,000
AIR PRODS & CHEMS INC COM COMM 009158106 863 29,000 Sole 29,000
AIRTOUCH COMMUNICATIONS INC COM COMM 00949T100 695 12,201 Sole 12,201
ALBERTO CULVER CO CL B CONV PREF 013068101 1,300 55,600 Sole 55,600
ALBERTSONS INC COM COMM 013104104 1,229 22,700 Sole 22,700
ALCAN ALUMINIUM LTD COM COMM 013716105 61 2,600 Sole 2,600
ALLEGHENY TELEDYNE INC COM COMM 017415100 754 42,350 Sole 42,350
ALLEN TELECOM INC COMM 018091108 107 16,000 Sole 16,000
ALLERGAN INC COM COMM 018490102 1,238 21,200 Sole 21,200
ALLIANT TECHSYSTEMS INC COM COMM 018804104 1,007 15,200 Sole 15,200
ALLIED GROUP INC COM COMM 019220102 1,287 26,775 Sole 26,775
ALLIED SIGNAL CORP COM COMM 019512102 1,072 30,300 Sole 30,300
ALLSTATE CORP COM COMM 020002101 1,777 42,812 Sole 42,812
ALLTEL CORP COM COMM 020039103 1,560 33,100 Sole 33,100
ALPHARMA INC CL A COM CHG F COMM 020813101 478 18,200 Sole 18,200
ALUMINUM CO OF AMER COM COMM 022249106 149 2,100 Sole 2,100
AMCAST INDL CORP COM COMM 023395106 234 15,900 Sole 15,900
AMCOL INTL CORP COM COMM 02341W103 454 39,901 Sole 39,901
AMERADA HESS CORP COM (REST COMM 023551104 911 15,800 Sole 15,800
AMEREN CORP COM COMM 023608102 369 8,800 Sole 8,800
AMERICA ONLINE INC COMM 02364J104 1,473 13,200 Sole 13,200
AMER ELEC PWR CO INC COM COMM 025537101 107 2,200 Sole 2,200
AMER EXPRESS CO COM COMM 025816109 2,010 25,900 Sole 25,900
AMER FREIGHTWAYS CORP COM COMM 02629V108 77 10,200 Sole 10,200
AMER GEN CORP COM COMM 026351106 1,064 16,654 Sole 16,654
AMER GREETINGS CORP CL A COMM 026375105 463 11,700 Sole 11,700
AMER HOME PRODS CORP COM COMM 026609107 3,131 59,500 Sole 59,500
AMER INTL GROUP INC COM COMM 026874107 5,720 72,983 Sole 72,983
AMER MGMT SYS INC COM COMM 027352103 876 32,000 Sole 32,000
AMERICAN STATES WATER CO CHG F COMM 029899101 262 9,900 Sole 9,900
AMER STORES CO COM COMM 030096101 2,826 87,800 Sole 87,800
AMERITECH CORP COM COMM 030954101 2,679 56,400 Sole 56,400
AMGEN INC COM COMM 031162100 1,224 16,200 Sole 16,200
AMP INC COM COMM 031897101 11 300 Sole 300
AMOCO CORP COM COMM 031905102 2,898 53,800 Sole 53,800
AMRESCO INC COM COMM 031909104 262 34,900 Sole 34,900
AMPEX CORP CL A COM EXCHA COMM 032092108 19 16,572 Sole 16,572
ANHEUSER BUSCH CO INC COM COMM 035229103 1,447 26,800 Sole 26,800
AON CORP COM COMM 037389103 19 300 Sole 300
APOGEE ENTERPRISES INC COMM 037598109 137 11,200 Sole 11,200
APPLE COMPUTER INC COM COMM 037833100 393 10,300 Sole 10,300
APPLEBEE'S INTL INC COM COMM 037899101 547 26,200 Sole 26,200
APPLIED POWER INC CL A COMM 038225108 404 14,790 Sole 14,790
AQUARION CO COM COMM 03838W101 451 13,400 Sole 13,400
ARCHER DANIELS MIDLAND COM COMM 039483102 1,613 96,275 Sole 96,275
ARCTIC CAT INC COMM 039670104 186 20,800 Sole 20,800
ARKANSAS BEST CORP DEL COM COMM 040790107 117 20,400 Sole 20,400
ARMCO INC COM COMM 042170100 25 4,900 Sole 4,900
ARMSTRONG WORLD INDS INC COM COMM 042476101 225 4,200 Sole 4,200
ASARCO INC COM COMM 043413103 469 24,500 Sole 24,500
ASHLAND INC COMM 044204105 6,399 138,360 Sole 138,360
ASPECT TELECOMMUNICATIONS CORP COM COMM 045237104 787 32,800 Sole 32,800
ASSOCIATES FIRST CAPITAL A COM COMM 046008108 1,854 28,421 Sole 28,421
ASTEC INDS INC COM COMM 046224101 639 15,000 Sole 15,000
ASTORIA FINL CORP COM COMM 046265104 771 18,300 Sole 18,300
ATLANTIC RICHFIELD CO COM COMM 048825103 2,022 28,500 Sole 28,500
ATMOS ENERGY CORP COM COMM 049560105 785 27,500 Sole 27,500
AU BON PAIN INC CL A COM COMM 050103100 71 11,600 Sole 11,600
AUSPEX SYS INC COM COMM 052116100 140 46,200 Sole 46,200
AUTHENTIC FITNESS CORP COM COMM 052661105 188 12,300 Sole 12,300
AUTODESK INC COM COMM 052769106 541 20,600 Sole 20,600
AUTOMATIC DATA PROCESSING INC COM COMM 053015103 30 400 Sole 400
AVON PRODS INC COM COMM 054303102 516 18,400 Sole 18,400
AZTAR CORP COM COMM 054802103 367 94,800 Sole 94,800
BISYS GROUP INC COM COMM 055472104 666 15,100 Sole 15,100
BJ'S WHOLESALE CLUB INC COMM 05548J106 2,970 80,808 Sole 80,808
BMC INDS INC MINN COM COMM 055607105 129 21,500 Sole 21,500
BAKER HUGHES INC COM COMM 057224107 926 44,090 Sole 44,090
BAKER J INC COM COMM 057232100 53 11,700 Sole 11,700
BALDOR ELEC CO COM COMM 057741100 455 20,800 Sole 20,800
BALL CORP COM COMM 058498106 35 1,000 Sole 1,000
BALLLARD MED PRODS COM COMM 058566100 594 29,700 Sole 29,700
BALTIMORE GAS & ELEC CO COM COMM 059165100 1,085 32,500 Sole 32,500
BANC ONE CORP COM COMM 059438101 1,411 33,238 Sole 33,238
BANCTEC INC COM COMM 059784108 147 10,300 Sole 10,300
BANGOR HYDRO-ELEC CO COM COMM 060077104 639 65,500 Sole 65,500
BANK OF NEW YORK INC COM COMM 064057102 1,369 50,000 Sole 50,000
BANKAMERICA CORP COM COMM 066050105 2,050 34,100 Sole 34,100
BANKBOSTON CORP COM CHGED COMM 06605R106 1,667 50,500 Sole 50,500
BANKERS TR NY CORP COM COMM 066365107 348 5,900 Sole 5,900
BANYAN SYS INC COM COMM 066908104 33 11,100 Sole 11,100
BARD C R INC COM COMM 067383109 1,859 50,400 Sole 50,400
BARRICK GOLD CORP COM (PREV COMM 067901108 656 32,800 Sole 32,800
BARRETT RESOURCES COMM 068480201 462 22,871 Sole 22,871
BAUSCH & LOMB INC COM COMM 071707103 744 18,900 Sole 18,900
BAXTER INTL COM COMM 071813109 1,021 17,100 Sole 17,100
BEAR STEARNS COS INC COMMO COMM 073902108 16 500 Sole 500
BECTON DICKINSON COM COMM 075887109 1,365 33,200 Sole 33,200
BELDEN INC COMM 077459105 152 11,300 Sole 11,300
BELL ATLANTIC CORP COM COMM 077853109 4,179 86,279 Sole 86,279
BELL INDS COM COMM 078107109 328 27,514 Sole 27,514
BELLSOUTH CORP COM COMM 079860102 3,883 51,600 Sole 51,600
BEMIS INC COM COMM 081437105 859 24,500 Sole 24,500
BENCHMARK ELECTRS INC COM COMM 08160H101 465 20,400 Sole 20,400
BENTON OIL & GAS CO COM COMM 083288100 139 24,100 Sole 24,100
BESTFOODS CHG F COMM 08658U101 649 13,400 Sole 13,400
BETHLEHEM STL CORP COM COMM 087509105 35 4,200 Sole 4,200
BINDLEY WESTERN INDS COM COM S COMM 090324104 5,105 154,686 Sole 154,686
BIOMET INC COM COMM 090613100 1,322 38,100 Sole 38,100
BLACK & DECKER CORP COM COMM 091797100 42 1,000 Sole 1,000
BOEING CO COM COMM 097023105 2,908 84,751 Sole 84,751
BOISE CASCADE CORP NTS COMM 097383103 134 5,300 Sole 5,300
THE BOMBAY CO INC COMM 097924104 210 39,600 Sole 39,600
BOOKS-A-MILLION INC COM COMM 098570104 138 54,000 Sole 54,000
BOSTON SCIENTIFIC CO COMM 101137107 189 3,676 Sole 3,676
BOWNE & CO INC COM COMM 103043105 803 46,200 Sole 46,200
BREED TECHNOLOGIES INC COM COMM 106702103 72 11,800 Sole 11,800
BRIGGS & STRATTON CORP COM COMM 109043109 456 11,100 Sole 11,100
BRISTOL MYERS SQUIBB CO COM COMM 110122108 5,433 52,300 Sole 52,300
BRITISH SKY BROADCASTING COMM 111013108 4,065 77,900 Sole 77,900
BROWN FORMAN CORP CL B COM COMM 115637209 954 15,900 Sole 15,900
BROWNING FERRIS INDS INC COM COMM 115885105 200 6,600 Sole 6,600
BRUNSWICK CORP COM COMM 117043109 862 66,300 Sole 66,300
BUILDING MATERIAL HOLDING COMM 120113105 484 36,900 Sole 36,900
BURLINGTON NORTHERN SANTA FE COM COMM 12189T104 2,486 77,082 Sole 77,082
BURLINGTON RESOURCES INC COM COMM 122014103 66 1,757 Sole 1,757
BUTLER MFG CO COM COMM 123655102 241 10,400 Sole 10,400
CCB FINL CORP COMM 124875105 1,138 11,300 Sole 11,300
CBS CORP COM CHG F COMM 12490K107 141 5,800 Sole 5,800
C COR ELECTRONICS COMM 125010108 197 15,300 Sole 15,300
C D I CORP COMM 125071100 268 11,800 Sole 11,800
CEC ENTERTAINMENT INC COM CHG F COMM 125137109 386 19,051 Sole 19,051
CIGNA CORP COM COMM 125509109 1,065 16,100 Sole 16,100
CKE RESTAURANTS INC COM COMM 12561E105 520 17,490 Sole 17,490
CMAC INVT CORP COM COMM 125662106 692 15,900 Sole 15,900
C S X CORP COM COMM 126408103 1,670 39,700 Sole 39,700
CVS CORP FROM COMM 126650100 789 18,000 Sole 18,000
CABLETRON SYS INC COM COMM 126920107 2 200 Sole 200
CAMBREX CORP COMM 132011107 448 19,000 Sole 19,000
CAMPBELL SOUP CO COM COMM 134429109 949 18,900 Sole 18,900
CAPITAL RE CORP COM COMM 140432105 635 23,200 Sole 23,200
CARAUSSTAR INDS INC COM COMM 140909102 457 20,100 Sole 20,100
CARMIKE CINEMAS INC CL A COMM 143436103 186 10,100 Sole 10,100
CAROLINA PWR & LT CO COM COMM 144141108 273 5,900 Sole 5,900
CASE CORP COM COMM 14743R103 533 24,500 Sole 24,500
CASEYS GEN STORES INC COM COMM 147528103 564 37,600 Sole 37,600
CASH AMER INTL INC COM COMM 14754D100 452 40,600 Sole 40,600
CASINO MAGIC CORP COM COMM 147590103 22 10,000 Sole 10,000
CASTLE A M & CO CMN COMM 148411101 342 22,700 Sole 22,700
CATALINA MARKETING CORP COM COMM 148867104 841 17,900 Sole 17,900
CATERPILLAR INC COM COMM 149123101 1,148 25,800 Sole 25,800
CATO CORP NEW C/A COMM 149205106 963 82,800 Sole 82,800
CENDANT CORP COM CHG F COMM 151313103 159 13,697 Sole 13,697
CENTEX CORP COM COMM 152312104 552 16,000 Sole 16,000
CENTRAL & SOUTHWEST CORP COM COMM 152357109 255 8,900 Sole 8,900
CENTRAL HUDSON GAS & ELEC CORP COM COMM 153609102 812 19,400 Sole 19,400
CENTRAL VT PUB SVC CORP COM COMM 155771108 354 32,700 Sole 32,700
CENTURA BANKS INC COM COMM 15640T100 725 11,500 Sole 11,500
CERIDIAN CORP COM COMM 15677T106 1,193 20,800 Sole 20,800
CERNER CORP COM COMM 156782104 609 22,700 Sole 22,700
CHAMPION ENTERPRISES INC COM COMM 158496109 797 34,300 Sole 34,300
CHAMPION INTL CORP COM COMM 158525105 448 14,300 Sole 14,300
CHART HOUSE ENTERPRISES INC COM COMM 160902102 7,936 1,442,875 Sole 1,442,875
CHARMING SHOPPES INC COM COMM 161133103 4 1,000 Sole 1,000
CHASE MANHATTAN CORP (NEW) COMM 16161A108 1,670 38,715 Sole 38,715
CHECKERS DRIVE-IN RESTAURANTS INC C COMM 162809107 10 17,400 Sole 17,400
CHEESECAKE FACTORY INC COM COMM 163072101 460 29,701 Sole 29,701
CHEMED CORP COM COMM 163596109 390 13,900 Sole 13,900
CHEMFIRST INC COMM 16361A106 280 15,900 Sole 15,900
CHEVRON CORP COM COMM 166751107 2,900 34,500 Sole 34,500
CHIQUITA BRANDS INTL COM COMM 170032106 476 45,100 Sole 45,100
CHIRON CORP CONV BDS 144A CVBDS 170040AB5 1,829 2,000,000 Sole 2,000,000
CHRYSLER CORP COM COMM 171196108 1,896 39,600 Sole 39,600
CHUBB CORP COM COMM 171232101 447 7,100 Sole 7,100
CINCINNATI MILICRON INC COM COMM 172172108 741 48,000 Sole 48,000
CINERGY CORP COM COMM 172474108 398 10,400 Sole 10,400
CIRCON CORP COM COMM 172736100 135 13,800 Sole 13,800
CIRCUIT CITY STORES INC COM COMM 172737108 270 8,100 Sole 8,100
CISCO SYS INC COM COMM 17275R102 4,808 77,775 Sole 77,775
CITICORP COM COMM 173034109 2,009 21,600 Sole 21,600
CLARCOR COMM 179895107 427 27,750 Sole 27,750
CLOROX CO COM COMM 189054109 974 11,800 Sole 11,800
COASTAL CORP COM COMM 190441105 68 2,000 Sole 2,000
COCA COLA BOTTLING CO CONS COM COMM 191098102 828 13,800 Sole 13,800
COCA COLA CO COM COMM 191216100 8,096 140,500 Sole 140,500
COEUR D ALENE MINS IDAHO COMM 192108108 122 16,700 Sole 16,700
COGNEX CORP COM COMM 192422103 399 34,300 Sole 34,300
COHERENT INC COMM 192479103 112 12,000 Sole 12,000
COHESION TECHNOLOGIES INC COM COMM 19248N101 74 22,900 Sole 22,900
COLGATE PALMOLIVE COM COMM 194162103 578 8,400 Sole 8,400
COLLAGEN AESTHETICS INC COM COMM 194194106 195 22,900 Sole 22,900
COLUMBIA HCA HEALTHCARE COM COMM 197677107 1,322 65,900 Sole 65,900
COMAIR HLDGS INC COM COMM 199789108 728 25,336 Sole 25,336
COMERICA INC COM COMM 200340107 644 11,750 Sole 11,750
COMMERCIAL FED CORP COM COMM 201647104 691 29,325 Sole 29,325
COMMERCIAL METALS CO COM COMM 201723103 400 17,400 Sole 17,400
COMMONWEALTH ENERGY SYS COM COMM 202800108 698 19,200 Sole 19,200
COMMONWEALTH INDS INC COM COM COMM 203004106 98 12,000 Sole 12,000
COMPAQ COMPUTER CORP COM COMM 204493100 2,783 88,014 Sole 88,014
COMPUTER ASSOC INTL INC COM COMM 204912109 1,124 30,376 Sole 30,376
COMPUSA INC COM COMM 204932107 1,397 80,700 Sole 80,700
CONAGRA INC COM COMM 205887102 1,858 68,956 Sole 68,956
CONNECTICUT ENERGY CORP COM COMM 207567108 351 13,000 Sole 13,000
CONSECO INC. COMM 208464107 505 16,531 Sole 16,531
CONSOLIDATED ED, INC COM COMM 209115104 2,335 44,900 Sole 44,900
CONSOLIDATED NATRL GAS CO COM COMM 209615103 3,077 56,455 Sole 56,455
CONSUMERS WTR CO COM COMM 210723102 413 14,500 Sole 14,500
COOPER INDS INC COM COMM 216669101 1,652 40,545 Sole 40,545
COOPER TIRE & RUBBER CO COM COMM 216831107 5 300 Sole 300
COORS ADOLPH CO CL B COM COMM 217016104 1,024 22,300 Sole 22,300
THERAPEUTICS INC COM COMM 217753102 81 10,500 Sole 10,500
CORNING INC COM COMM 219350105 1,127 38,300 Sole 38,300
CORRECTIONS CORP AMER COM COMM 220256101 783 57,700 Sole 57,700
COSTCO COMPANIES INC COM CHG 7 COMM 22160Q102 3,520 74,300 Sole 74,300
COVENTRY HEALTH CARE INC COM CHG F COMM 222862104 140 21,200 Sole 21,200
CRANE CO COM COMM 224399105 576 24,525 Sole 24,525
CROSS TIMBERS OIL CO COM COMM 227573102 682 45,300 Sole 45,300
CROWN CORK & SEAL INC COM COMM 228255105 142 5,300 Sole 5,300
CULLEN FROST BANKERS INC COM COMM 229899109 926 19,200 Sole 19,200
CUMMINS ENGINE INC COM COMM 231021106 616 20,700 Sole 20,700
CYPRUS AMAX MINERALS CO COM CHG F COMM 232809103 657 49,600 Sole 49,600
CYTEC INDS INC COM COMM 232820100 402 22,500 Sole 22,500
D R HORTON INC COM COMM 23331A109 796 49,725 Sole 49,725
D T E ENERGY CO COM COMM 233331107 2,223 49,200 Sole 49,200
DAIN RAUSCHER CORP COM COMM 233856103 734 23,301 Sole 23,301
DALLAS SEMICONDUCTOR CORP COM COMM 235204104 780 28,900 Sole 28,900
DAMARK INTL INC COM COMM 235691102 310 42,700 Sole 42,700
DAMES & MOORE GROUP COM COMM 235713104 508 48,400 Sole 48,400
DANA CORP COM COMM 235811106 935 25,064 Sole 25,064
DARDEN RESTAURANTS INC NTS COMM 237194105 880 55,000 Sole 55,000
DATA GEN CORP COMM 237688106 3 300 Sole 300
DAYTON HUDSON CORP COM COMM 239753106 1,001 28,000 Sole 28,000
DECISIONONE HOLDINGS COM COMM 243458106 161 16,500 Sole 16,500
DEERE & CO COM COMM 244199105 747 24,700 Sole 24,700
DEKALB GENETICS CORP CLB COMM 244878203 5,170 56,200 Sole 56,200
DELL COMPUTER CORP COM COMM 247025109 4,234 64,400 Sole 64,400
DELTA AIRLINES INC COM COMM 247361108 68 700 Sole 700
DEVON ENERGY CORP COM COMM 251799102 748 22,700 Sole 22,700
DEVRY INC DEL COMM 251893103 923 39,400 Sole 39,400
DIACRIN INC. COM COMM 25243N103 1,662 228,234 Sole 228,234
DIALOGIC CORP COMM 252499108 466 16,700 Sole 16,700
DIGI INTL INC COM COMM 253798102 748 61,024 Sole 61,024
DILLARDS INC-CL A COM COMM 254067101 580 20,500 Sole 20,500
DIMON INC COMM 254394109 271 25,700 Sole 25,700
DIONEX CORP COM COMM 254546104 367 15,800 Sole 15,800
WALT DISNEY CO COM COMM 254687106 2,520 99,300 Sole 99,300
DOMINION RESOURCES INC COM COMM 257470104 277 6,200 Sole 6,200
DONNELLEY R R & SONS CO COM COMM 257867101 63 1,800 Sole 1,800
DOVER CORP COM COMM 260003108 12 400 Sole 400
DOW CHEM CO COM COMM 260543103 2,085 24,400 Sole 24,400
DOW JONES & CO INC COM COMM 260561105 777 16,700 Sole 16,700
DOWNEY FINL CORP (FORM COMM 261018105 502 21,085 Sole 21,085
DRAVO CORP COM COMM 261471106 146 11,600 Sole 11,600
DRESS BARN INC COM COMM 261570105 502 41,400 Sole 41,400
DRESSER INDS INC COM COMM 261597108 334 10,900 Sole 10,900
DU PONT EI DE NEMOURS CO COM COMM 263534109 3,443 61,200 Sole 61,200
DUKE ENERGY CORP COM COMM 264399106 1,215 18,358 Sole 18,358
DUN & BRADSTREET CORP NEW COMM 26483B106 262 9,700 Sole 9,700
EG & G INC COM COMM 268457108 45 2,000 Sole 2,000
EMC CORP CN COMM 268648102 115 2,000 Sole 2,000
ETEC SYSTEMS INC COM COMM 26922C103 229 8,800 Sole 8,800
EAGLE HARDWARE & GARDEN COMM 26959B101 213 9,800 Sole 9,800
EARTHGRAINS COMPANY COM COMM 270319106 520 16,800 Sole 16,800
EASTERN ENTERPRISES COM COMM 27637F100 670 15,900 Sole 15,900
EASTERN UTILS ASSOC COM COMM 277173100 815 31,200 Sole 31,200
EASTMAN CHEM CO COM COMM 277432100 938 18,600 Sole 18,600
EASTMAN KODAK CO COM COMM 277461109 1,315 17,100 Sole 17,100
EATON CORP COM COMM 278058102 451 7,200 Sole 7,200
EATON VANCE CORP COM NON VTG COMM 278265103 1,185 51,400 Sole 51,400
ECOLAB INC COM COMM 278865100 444 15,600 Sole 15,600
EDISON INTL COM COMM 281020107 963 37,500 Sole 37,500
ELECTRONIC DATA SYS CORP COM COMM 285661104 46 1,400 Sole 1,400
EMERSON ELEC CO COM COMM 291011104 1,239 19,900 Sole 19,900
ENERGEN CORP COM COMM 29265N108 422 22,200 Sole 22,200
ENGELHARD CORP COM COMM 292845104 5 300 Sole 300
ENHANCE FINL SVCS GROUP INC COM COMM 293310108 1,011 34,200 Sole 34,200
ENRON CORP COM COMM 293561106 21 400 Sole 400
ENTERGY CORP COM COMM 29364G103 83 2,700 Sole 2,700
ENZO BIOCHEM INC COM COMM 294100102 183 26,184 Sole 26,184
ETHAN ALLEN INTERIORS INC COM COMM 297602104 479 13,200 Sole 13,200
EVANS & SUTHERLAND COMPUTER CVBDS 299096AA5 940 1,000,000 Sole 1,000,000
EXPEDITORS INTL WASH INC COMM 302130109 486 17,500 Sole 17,500
EXPRESS SCRIPTS INC CL A COMM 302182100 765 9,300 Sole 9,300
EXXON CORP COM COMM 302290101 9,838 139,300 Sole 139,300
FMC CORP COM COMM 302491303 155 3,000 Sole 3,000
F P L GROUP INC COM COMM 302571104 153 2,200 Sole 2,200
FASTENAL CO COM COMM 311900104 265 10,600 Sole 10,600
FDX CORP COM CHG F COMM 31304N107 759 16,940 Sole 16,940
FEDDERS CORP COMM COMM 313135105 262 51,200 Sole 51,200
FHLMC COM COMM 313400301 2,938 59,200 Sole 59,200
FNMA COM COMM 313586109 3,457 53,800 Sole 53,800
FEDERATED DEPT STORES INC COM (CHAN COMM 31410H101 18,078 496,978 Sole 496,978
FIDELITY NATL FINL INC COM COMM 316326107 476 14,076 Sole 14,076
FIFTH THIRD BANKCORP COM COMM 316773100 7,651 133,060 Sole 133,060
FILENET CORP COM COMM 316869106 300 21,400 Sole 21,400
FIRST AMER FINL CORP CA COMM 318522307 733 22,901 Sole 22,901
FIRST CHICAGO NBD CORP COM CHANG COMM 31945A100 8,415 122,847 Sole 122,847
FIRST DATA CORP COM COMM 319963104 572 24,360 Sole 24,360
FIRST UNION CORP COM COMM 337358105 3,067 59,914 Sole 59,914
FIRST BANK PR SAN JUAN COMM 33761K105 444 17,500 Sole 17,500
FIRSTMERIT CORP COMM 337915102 667 28,400 Sole 28,400
FIRST ENERGY CORP COM COMM 337932107 1,615 52,000 Sole 52,000
FLEET FINL GROUP INC COM COMM 338915101 1,078 14,681 Sole 14,681
FLEMING CO INC COM COMM 339130106 129 10,600 Sole 10,600
FLOW INTL CORP COMM 343468104 166 17,900 Sole 17,900
FLOUR CORP COM COMM 343861100 4 100 Sole 100
FOODMAKER INC COM COMM 344839204 544 34,700 Sole 34,700
FORD MTR CO DEL COM COMM 345370100 2,566 54,600 Sole 54,600
FORT JAMES CORP COMM 347471104 26 800 Sole 800
FRANKLIN COVEY CO. COMM 353469109 440 22,500 Sole 22,500
FREEPORT-MCMORAN COPPER-A COMM 35671D105 1,193 102,082 Sole 102,082
FREEPORT-MCMORAN COPPER & GOLD COMM 35671D857 60 5,000 Sole 5,000
FREMONT GEN CORP COM COMM 357288109 1,005 20,930 Sole 20,930
FRONTIER CORP COM COMM 35906P105 942 34,400 Sole 34,400
FRONTIER INS GROUP INC NEW COM COMM 359081106 300 22,637 Sole 22,637
FROZEN FOODS EXPRESS INDS COMM 359360104 182 26,900 Sole 26,900
FRUIT OF THE LOOM INC CL A COMM 359416104 11 700 Sole 700
G & K SVCS INC CL A COMM 361268105 534 11,400 Sole 11,400
G P U INC COM COMM 36225X100 1,356 31,900 Sole 31,900
G T E CORP COM COMM 362320103 2,767 50,300 Sole 50,300
GALEY & LORD INC COM COMM 36352K103 160 13,400 Sole 13,400
GALLAGHER ARTHUR J & CO COM COMM 363576109 441 10,700 Sole 10,700
GALOOB (LEWIS) TOYS INC COM COMM 364091108 69 6,100 Sole 6,100
GANNETT CO INC COM COMM 364730101 761 14,200 Sole 14,200
GAP INC COM COMM 364760108 76 1,450 Sole 1,450
GENERAL COMMUNICATIONS INC COMM 369385109 11 3,100 Sole 3,100
GEN DYNAMICS CORP COM COMM 369550108 935 18,600 Sole 18,600
GEN ELEC CO COM COMM 369604103 15,133 190,200 Sole 190,200
GENERAL INSTRUMENT CORP COM CHG F COMM 370120107 24 1,100 Sole 1,100
GEN MILLS INC COM COMM 370334104 728 10,400 Sole 10,400
GEN MTRS CORP COM COMM 370442105 2,129 38,800 Sole 38,800
GEN RE CORP COM COMM 370563108 203 1,000 Sole 1,000
GEN SIGNAL CORP COM COMM 370838104 502 14,800 Sole 14,800
GENTEX CORP COM COMM 371901109 861 57,400 Sole 57,400
GENESIS HEALTH VENTURES INC COM COMM 371912106 309 25,251 Sole 25,251
GENUINE PARTS CO COM COMM 372460105 9 300 Sole 300
GEORGIA-PAC (GEORGIA-PAC GP) COMM 373298108 643 14,100 Sole 14,100
GERBER SCIENTIFIC INC COM COMM 373730100 432 16,000 Sole 16,000
GETCHELL GOLD CORP COM COMM 374265106 305 14,500 Sole 14,500
GIANT FOOD INC CL A COM COMM 374478105 254 5,900 Sole 5,900
GILLETTE CO COM COMM 375766102 1,832 47,900 Sole 47,900
GLAMIS GOLD LTD COM COMM 376775102 86 33,700 Sole 33,700
GLOBAL MOTORSPORT GRP COM COMM 378937106 524 34,500 Sole 34,500
GLOBAL INDL TECH INC COM COMM 379335102 176 25,100 Sole 25,100
GOLDEN WEST FINL CORP DEL COM COMM 381317106 1,096 13,400 Sole 13,400
GOODRICH B F CO COM COMM 382388106 20 600 Sole 600
GOODYEAR TIRE & RUBBER CO COM COMM 382550101 1,025 19,900 Sole 19,900
W.R. GRACE & CO - W/I COMM 38388F108 2 200 Sole 200
GRAND CASINOS INC COM COMM 385269105 270 34,051 Sole 34,051
GREAT ATLANTIC & PACIFIC TEA INC C COMM 390064103 752 31,000 Sole 31,000
GREAT LAKES CHEMICAL CORP COM COMM 390568103 1,209 31,100 Sole 31,100
GREEN MOUNTAIN PWR CORP COM COMM 393154109 257 22,500 Sole 22,500
GRIFFON CORP COMM 398433102 409 46,700 Sole 46,700
GUILFORD MLS INC COM COMM 401794102 399 26,801 Sole 26,801
HS RESOURCES INC COM COMM 404297103 234 20,500 Sole 20,500
HAGGAR CORP COM COMM 405173105 173 15,700 Sole 15,700
HALLIBURTON CO COM COMM 406216101 598 20,812 Sole 20,812
HARCOURT GEN INC COM COMM 41163G101 34 700 Sole 700
HARMON INDS INC NEW COM COMM 413136102 970 44,101 Sole 44,101
HARNISCHFEGER INC COM COMM 413345109 75 6,700 Sole 6,700
HARRIS CORP DEL COM COMM 413875105 1,037 32,400 Sole 32,400
HARTFORD FINL SVCS GRP CHGED COMM 416515104 1,039 21,900 Sole 21,900
HARTMARX CORP COMM 417119104 431 65,600 Sole 65,600
HASBRO INC COM COMM 418056107 35 1,200 Sole 1,200
HEARTLAND EXPRESS INC COM COMM 422347104 495 29,976 Sole 29,976
HECLA MINING CO COM COMM 422704106 114 22,500 Sole 22,500
H J HEINZ CO COM COMM 423074103 1,010 19,700 Sole 19,700
HELMERICH & PAYNE INC COM COMM 423452101 8 400 Sole 400
HERCULES INC COM COMM 427056106 6 200 Sole 200
HERSHEY FOODS CORP COM COMM 427866108 1,006 14,700 Sole 14,700
HEWLETT PACKARD CO COM COMM 428236103 2,811 53,100 Sole 53,100
HILB ROGAL HAMILTON CO COM COMM 431294107 393 20,800 Sole 20,800
HILTON HOTELS CORP COM COMM 432848109 797 46,900 Sole 46,900
HOLLYWOOD PK INC NEW COM COMM 436255103 98 9,413 Sole 9,413
HOME DEPOT INC COM COMM 437076102 2,891 73,200 Sole 73,200
HOMEBASE INC COM CHGED COMM 43738E108 540 80,808 Sole 80,808
HOMESTAKE MNG CO COM COMM 437614100 5 400 Sole 400
HONEYWELL INC COM COMM 438506107 609 9,500 Sole 9,500
HOUSEHOLD INTL INC COM COMM 441815107 1,078 28,739 Sole 28,739
HOUSTON INDS INC COM COMM 442161105 652 20,946 Sole 20,946
HUFFY CORP COM COMM 444356109 192 13,600 Sole 13,600
HUGHES SUPPLY INC COM COMM 444482103 796 28,051 Sole 28,051
HUMANA INC COMM 444859102 134 8,200 Sole 8,200
HVIDE MARINE INC CL A COMM 448515106 516 71,819 Sole 71,819
HYPERION SOLUTIONS CORP COMM 44914M104 509 23,465 Sole 23,465
IHOP CORP COM COMM 449623107 524 14,200 Sole 14,200
IMCO RECYCLING INC COM COMM 449681105 376 26,500 Sole 26,500
IMS HEALTH INC COM COMM 449934108 1,109 17,900 Sole 17,900
ITT IND INC COM CHG F COMM 450911102 1,626 48,000 Sole 48,000
IDEXX CORP COM COMM 45168D104 790 33,100 Sole 33,100
IKON OFFICE SOLUTIONS INC COM COMM 451713101 1 200 Sole 200
ILLINOIS TOOL WKS INC COM COMM 452308109 71 1,300 Sole 1,300
INCO LTD COM COMM 453258402 13 1,300 Sole 1,300
INGERSOLL RAND COM COMM 456866102 68 1,800 Sole 1,800
INPUT/OUTPUT INC COM COMM 457652105 306 38,500 Sole 38,500
INSTEEL INDS INC COM COMM 45774W108 345 71,600 Sole 71,600
INSURANCE AUTO AUCTIONS INC COM COMM 457875102 293 23,400 Sole 23,400
INTEGRATED DEVICE TECHNOLOGY INC C COMM 458118106 157 29,500 Sole 29,500
INTEGRATED CIRCUIT SYS INC COM COMM 45811K109 305 30,600 Sole 30,600
INTEGRATED HEALTH SVCS INC COM COMM 45812C106 172 10,212 Sole 10,212
INTEL CORP COM COMM 458140100 7,383 86,100 Sole 86,100
INTERFACE INC CL A COMM 458665106 406 33,800 Sole 33,800
INTERIM SVCS INC COM COMM 45868P100 473 23,000 Sole 23,000
IBM CORP COM COMM 459200101 7,761 60,400 Sole 60,400
INTL FLAVORS & FRAGRANCES INC COM COMM 459506101 393 11,900 Sole 11,900
INTL PAPER COM COMM 460146103 378 8,100 Sole 8,100
INTL RECTIFIER CORP COM COMM 460254105 300 57,900 Sole 57,900
INTERPUBLIC GROUP COS INC COM COMM 460690100 16 300 Sole 300
INTERSTATE BAKERIES CORP DEL NEW C COMM 46072H108 151,319 4,881,260 Sole 4,881,260
INTERVOICE INC COM COMM 461142101 599 26,100 Sole 26,100
INVACARE CORP COM COMM 461203101 627 26,700 Sole 26,700
IONICS INC COM COMM 462218108 310 11,700 Sole 11,700
J & J SNACK FOODS CORP COM COMM 466032109 712 38,500 Sole 38,500
JSB FINL INC COM COMM 46624M100 472 9,200 Sole 9,200
JAN BELL MARKETING INC COMM 470760109 72 11,100 Sole 11,100
JEFFERSON PILOT CORP COM COMM 475070108 64 1,050 Sole 1,050
JO-ANN STORES INC CL A CHG F COMM 47758P109 770 34,600 Sole 34,600
JOHNSON & JOHNSON COM COMM 478160104 5,650 72,200 Sole 72,200
JOHNSON CONTROLS INC COM COMM 478366107 47 1,000 Sole 1,000
JOSTENS INC COM COMM 481088102 239 11,500 Sole 11,500
JUNO LTG INC COM COMM 482047107 396 17,700 Sole 17,700
JUSTIN INDS INC COM COMM 482171105 469 30,500 Sole 30,500
KCS ENERGY INC COM NEW COMM 482434206 120 23,400 Sole 23,400
KLA-TENCOR CORPORATION COM COMM 482480100 296 11,900 Sole 11,900
K MART CORP COM COMM 482584109 74 6,200 Sole 6,200
K-SWISS INC CL A COMM 482686102 237 10,200 Sole 10,200
K2 INC COMM 482732104 129 7,300 Sole 7,300
KAMAN CORP CL A COMM 483548103 795 46,400 Sole 46,400
KAUFMAN & BROAD HOME CORP COM COMM 486168107 307 13,100 Sole 13,100
KELLOGG CO COM COMM 487836108 968 29,400 Sole 29,400
KELLWOOD CO COM COMM 488044108 661 24,600 Sole 24,600
KEMET CORP COM COMM 488360108 379 34,100 Sole 34,100
KENT ELECTRS CORP COM COMM 490553104 188 18,800 Sole 18,800
KERR MCGEE CORP COM COMM 492386107 168 3,700 Sole 3,700
KEYCORP COM COMM 493267108 1,149 39,800 Sole 39,800
KEYSTONE FINL INC COM COMM 493482103 1,087 36,700 Sole 36,700
KIMBERLY CLARK CORP COM COMM 494368103 2,043 50,452 Sole 50,452
KING WORLD PRODUCTIONS INC COM COMM 495667107 1,327 50,800 Sole 50,800
KIRBY CORP COM COMM 497266106 811 38,600 Sole 38,600
KNIGHT RIDDER INC COM COMM 499040103 792 17,800 Sole 17,800
KOMAG INC COM COMM 500453105 133 43,300 Sole 43,300
KROGER CO COM COMM 501044101 2,350 47,000 Sole 47,000
KRONOS INC COM COMM 501052104 433 11,700 Sole 11,700
KUHLMAN CORP COM COMM 501206106 529 16,300 Sole 16,300
LASMO PLC SER A PFD PREF 501730303 7,303 285,000 Sole 285,000
LTV CORP COM COMM 501921100 3,529 576,217 Sole 576,217
LA Z BOY CHAIR CO COM COMM 505336107 983 50,100 Sole 50,100
LAIDLAW INC COM CHGED COMM 50730K503 486 51,451 Sole 51,451
LANDSTAR SYS COMM 515098101 440 15,600 Sole 15,600
LATTICE SEMICONDUCTOR CORP COM COMM 518415104 443 17,900 Sole 17,900
LECHTERS INC COM COMM 523238103 201 58,400 Sole 58,400
LEGG MASON INC COM COMM 524901105 577 21,932 Sole 21,932
LEHMAN BROTHER COMMO COMM 524908100 11 400 Sole 400
LIFE RE CORP COM COMM 532160108 883 9,600 Sole 9,600
LILLIAN VERNON CORP COM COMM 532430105 220 16,200 Sole 16,200
ELI LILLY COM COMM 532457108 4,331 55,300 Sole 55,300
LILLY INDS INC CL A COMM 532491107 231 13,100 Sole 13,100
LIMITED INC COM COMM 532716107 522 23,800 Sole 23,800
LINCOLN NATL CORP IND COM COMM 534187109 954 11,600 Sole 11,600
LINDSAY MFG CO COM COMM 535555106 432 29,062 Sole 29,062
LIPOSOME CO INC COM COMM 536310105 138 24,300 Sole 24,300
LIZ CLAIBORNE INC COM COMM 539320101 18 700 Sole 700
LOCKHEED MARTIN CORP COM COMM 539830109 1,842 18,276 Sole 18,276
LONE STAR INDS INC WTS WARRANTS542290119 37,113 891,609 Sole 891,609
LONE STAR INDS INC COM COMM 542290408 88,018 1,473,099 Sole 1,473,099
LONGS DRUG STORES CORP COM COMM 543162101 932 23,200 Sole 23,200
LOUISIANA PAC CORP COM COMM 546347105 405 19,900 Sole 19,900
LOWES COS INC COM COMM 548661107 13 400 Sole 400
LUBYS CAFETERIAS INC COM COMM 549282101 131 8,100 Sole 8,100
LUCENT TECHNOLOGIES INC COMM 549463107 4,183 60,405 Sole 60,405
LYDALL INC DEL COMM 550819106 84 8,200 Sole 8,200
MBNA CORP COM COMM 55262L100 19 675 Sole 675
M D C CORP HLDGS INC COM COMM 552676108 1,250 67,800 Sole 67,800
MCI WORLDCOM INC COM CHG F COMM 55268B106 4,127 84,441 Sole 84,441
M S CARRIERS INC COM COMM 553533100 318 16,000 Sole 16,000
MAGELLAN HEALTH SVCS INC COM COMM 559079108 324 30,000 Sole 30,000
MALLINCKRODT INC COM CHGED COMM 561232109 760 37,400 Sole 37,400
MANITOWOC INC COM COMM 563571108 511 16,952 Sole 16,952
MARCUS CORP COM COMM 566330106 470 30,300 Sole 30,300
MARINER POST-ACUTE NETWO COMM 568459101 391 76,364 Sole 76,364
MARSH & MCLENNAN COS INC COM COMM 571748102 15 300 Sole 300
MARRIOTT INTL CL A COM COMM 571903202 239 10,000 Sole 10,000
MARSHALL INDS COM COMM 572393106 357 16,200 Sole 16,200
MASCO CORP COM COMM 574599106 406 16,400 Sole 16,400
MASCOTECH INC COM COMM 574670105 1,031 57,300 Sole 57,300
MASCO TECH INC CVT SUB DEB CVBDS 574670AB1 2,498 3,000,000 Sole 3,000,000
MATERIAL SCIENCES CORP COM COMM 576674105 340 38,900 Sole 38,900
MATTEL INC COM COMM 577081102 11 400 Sole 400
MAXIM INTEGRATED PRODS INC COM COMM 57772K101 429 15,400 Sole 15,400
MAY DEPT STORES CO COM COMM 577778103 1,418 27,525 Sole 27,525
MAXXIM MEDICAL INC COM COMM 57777G105 3,996 155,556 Sole 155,556
MAYTAG CORP COM COMM 578592107 707 14,800 Sole 14,800
MCDERMOTT INTL INC COM COMM 580037109 38 1,400 Sole 1,400
MCDONALDS CORP COM COMM 580135101 2,071 34,700 Sole 34,700
MCGRAW-HILL INC COM COMM 580645109 1,569 19,800 Sole 19,800
MCWHORTER TECHNOLOGIES INC COMM 582803102 307 15,200 Sole 15,200
MEAD CORP COM COMM 582834107 1,024 34,800 Sole 34,800
MEDIAONE GROUP INC COM CHG F COMM 58440J104 1,449 32,600 Sole 32,600
MEDTRONIC INC COM COMM 585055106 104 1,800 Sole 1,800
MELLON BANK CORP COM COMM 585509102 1,227 22,300 Sole 22,300
MENTOR CORP MTN COMM 587188103 223 19,600 Sole 19,600
MERCK & CO INC COM COMM 589331107 8,616 66,500 Sole 66,500
MEREDITH CORP COM COMM 589433101 48 1,500 Sole 1,500
MERRILL CORP COM COMM 590175105 414 26,400 Sole 26,400
MERRILL LYNCH & CO INC COM COMM 590188108 1,439 30,500 Sole 30,500
MERRY LAND & INV INC $1.75 CUM PREF 590438206 2,440 80,000 Sole 80,000
MERRY LAND & INV CO CVT PFD PREF 590438503 2,631 100,000 Sole 100,000
MESA GROUP INC COM COMM 590479101 165 32,900 Sole 32,900
FRED MEYER INC COM COMM 592907109 178,472 4,590,922 Sole 4,590,922
MICHAELS STORES INC CVT BOND CVBDS 594087AC2 1,870 2,000,000 Sole 2,000,000
MICROSOFT CORP COM COMM 594918104 14,000 127,200 Sole 127,200
MICROAGE INC COM COMM 594928103 473 43,000 Sole 43,000
MICRON TECHNOLOGY INC COM COMM 595112103 898 29,500 Sole 29,500
MIDWAY GAMES INC COM COMM 598148104 139 11,857 Sole 11,857
MINNESOTA MNG & MFG CO COM COMM 604059105 2,800 38,000 Sole 38,000
MISSISSIPPI CHEM CORP COM COMM 605288208 163 13,410 Sole 13,410
MOBIL CORP COM COMM 607059102 3,554 46,800 Sole 46,800
MOHAWK INDS INC COM COMM 608190104 568 20,750 Sole 20,750
MONSANTO CO COM COMM 611662107 1,170 20,800 Sole 20,800
MOORE LTD COM COMM 615785102 298 28,200 Sole 28,200
MORGAN J P & CO INC COM COMM 616880100 719 8,500 Sole 8,500
MORGAN ST DEAN WITTER DISCOV FUNDS 617446448 1,724 39,984 Sole 39,984
MORTON INTL INC IND COM COMM 619335102 173 7,900 Sole 7,900
MOTOROLA INC COM COMM 620076109 2,633 61,400 Sole 61,400
MUELLER INDS INC COM COMM 624756102 778 30,600 Sole 30,600
MUTUAL RISK MGMT LTD COM COMM 628351108 818 23,131 Sole 23,131
NBTY INC COM COMM 628782104 422 53,551 Sole 53,551
NFO WORLDWIDE INC COM COMM 62910N108 256 25,800 Sole 25,800
NACCO INDS INC CL A COM COMM 629579103 1,460 14,600 Sole 14,600
NALCO CHEM CO COM COMM 629853102 6 200 Sole 200
NASH FINCH CO NTS COM COMM 631158102 373 25,400 Sole 25,400
NASHUA CORP COM COMM 631226107 364 24,700 Sole 24,700
NATL CITY CORP COM COMM 635405103 1,912 29,000 Sole 29,000
NATIONAL COMPUTER SYS INC COMM 635519101 502 17,000 Sole 17,000
NATL DATA CORP COM COMM 635621105 530 17,151 Sole 17,151
NATL SEMICONDUCTOR CORP COM COMM 637640103 524 54,087 Sole 54,087
NATL SVCS INDS INC COM COMM 637657107 1,265 39,700 Sole 39,700
NATIONSBANK CORP COM COMM 638585109 7,455 139,345 Sole 139,345
NATURES SUNSHINE PRODS INC COM COMM 639027101 608 38,006 Sole 38,006
NAUTICA ENTERPRISES INC COM COMM 639089101 669 35,800 Sole 35,800
NAVISTAR INTL CORP COM COMM 63934E108 998 44,100 Sole 44,100
NETWORK EQUIPMENT TECHNOLOGIES COM COMM 641208103 275 27,500 Sole 27,500
NEW ENGLAND BUSINESS SVCS INC COM FUNDS 643872104 735 24,500 Sole 24,500
NEW JERSEY RESOURCES CORP COM COMM 646025106 321 9,000 Sole 9,000
NEW YORK TIMES CO CL A COMM 650111107 869 31,600 Sole 31,600
NEWELL CO COM COMM 651192106 14 300 Sole 300
NEWFIELD EXPLORATION INC COM COMM 651290108 648 28,800 Sole 28,800
NEWMONT MINING CORP COM COMM 651639106 865 35,661 Sole 35,661
NIAGARA MOHAWK PWR CORP COM COMM 653522102 856 55,700 Sole 55,700
NICOR INC COM COMM 654086107 924 22,300 Sole 22,300
NIKE INC CL B COM COMM 654106103 420 11,400 Sole 11,400
NOBLE DRILLING CORP COM COMM 655042109 670 45,400 Sole 45,400
NORDSTROM INC COM COMM 655664100 421 17,000 Sole 17,000
NORFOLK SOUTHERN CORP COM COMM 655844108 933 32,100 Sole 32,100
NORTH AMER VACCINE INC COM COMM 657201109 241 21,900 Sole 21,900
NORTHERN STATES PWR CO (MINN) COM COMM 665772109 309 11,000 Sole 11,000
NORTHERN TELECOM LTD COM COMM 665815106 1,238 38,620 Sole 38,620
NORTHROP GRUMMAN CORP COM COMM 666807102 1,139 15,600 Sole 15,600
NORTHWEST NATRL GAS CO COM COMM 667655104 411 14,850 Sole 14,850
NORTHWESTERN STL COM NEW COMM 668367204 149 75,500 Sole 75,500
NORWEST CORP COM COMM 669380107 1,076 29,880 Sole 29,880
NOVELL INC COM COMM 670006105 544 44,400 Sole 44,400
NOVELLUS SYS INC COM COMM 670008101 719 27,400 Sole 27,400
NOVEN PHARMACEUTICALS INC COM COMM 670009109 66 14,700 Sole 14,700
NUCOR CORP COM COMM 670346105 118 2,900 Sole 2,900
OAK INDS INC COM NEW COMM 671400505 618 22,900 Sole 22,900
OAKWOOD HOMES CORP COM COMM 674098108 496 37,800 Sole 37,800
OCCIDENTAL PETROLEUM CORP COM COMM 674599105 219 10,200 Sole 10,200
OFFSHORE LOGISTICS INC COM COMM 676255102 288 22,800 Sole 22,800
OGDEN CORP COM COMM 676346109 668 23,500 Sole 23,500
OMNICARE INC COM COMM 681904108 7,865 223,124 Sole 223,124
ONEOK INC COM COMM 682680103 17 500 Sole 500
ORACLE CORP COM COMM 68389X105 1,505 51,663 Sole 51,663
ORANGE & ROCKLAND UTILS INC COM COMM 684065105 844 15,400 Sole 15,400
ORBITAL SCIENCES CORP COM COMM 685564106 494 17,600 Sole 17,600
ORION CAPITAL CORP COM COMM 686268103 964 27,000 Sole 27,000
ORYX ENERGY CO COM COMM 68763F100 591 45,700 Sole 45,700
ORYX ENERGY CO CONV SUB NTS CVBDS 68763FAD2 5,253 5,500,000 Sole 5,500,000
OSHKOSH B'GOSH INC COM COMM 688222207 216 10,400 Sole 10,400
O'SULLIVAN CORP COM COMM 688605104 350 41,200 Sole 41,200
OVERLAND DATE INC COMM COMM 690213103 68 14,729 Sole 14,729
OWENS & MINOR INC NEW COM COMM 690732102 166 14,300 Sole 14,300
OWENS CORNING COM COMM 69073F103 374 11,500 Sole 11,500
OXFORD INDS INC COM COMM 691497309 264 8,600 Sole 8,600
P E C O ENERGY CO COM COMM 693304107 1,951 53,100 Sole 53,100
P G & E CORP COM COMM 69331C108 1,042 32,700 Sole 32,700
PNC FINL CORP COM COMM 693475105 837 18,600 Sole 18,600
P P & L RESOURCES INC COM COMM 693499105 1,004 38,800 Sole 38,800
PPG INDS INC COM COMM 693506107 884 16,200 Sole 16,200
PACCAR INC COM COMM 693718108 618 15,000 Sole 15,000
PACIFICORP COM COMM 695114108 223 11,600 Sole 11,600
PARK ELECTROCHEMICAL COM COMM 700416209 142 10,400 Sole 10,400
PARKER HANNIFIN CORP COM COMM 701094104 868 29,250 Sole 29,250
PATTERSON DENTAL CO COM COMM 703412106 888 24,000 Sole 24,000
PAXAR CORP COM COMM 704227107 161 18,107 Sole 18,107
PENFORD CORP COM COMM 707051108 180 12,000 Sole 12,000
PENNEY J C INC COM COMM 708160106 1,301 28,952 Sole 28,952
PENNZOIL CO COM COMM 709903108 14 400 Sole 400
PEOPLES ENERGY CORP COM COMM 711030106 234 6,500 Sole 6,500
PEP BOYS MANNY MOE & JACK COM COMM 713278109 3 200 Sole 200
PEP BOYS MANNY MOE & JACK SUB CVBDS 713278AG4 1,950 2,000,000 Sole 2,000,000
PEPSICO INC COM COMM 713448108 2,393 81,300 Sole 81,300
PERKIN ELMER CORP COM COMM 714041100 844 12,293 Sole 12,293
PHARMACIA-UPJOHN INC COM COMM 716941109 2,084 41,526 Sole 41,526
PFIZER INC COM COMM 717081103 6,927 65,500 Sole 65,500
PHARMACEUTICAL MARKETING SVCS INC C COMM 717123103 203 22,600 Sole 22,600
PHARMACEUTICAL RESOURCES I COMM 717125108 157 36,900 Sole 36,900
PHELPS DODGE CORP COM COMM 717265102 919 17,600 Sole 17,600
PHILADELPHIA SUBURBAN CORP COM COMM 718009608 477 17,800 Sole 17,800
PHILIP MORRIS CO COM COMM 718154107 125 2,700 Sole 2,700
PHILLIPS PETROLEUM CO COM COMM 718507106 1,439 31,900 Sole 31,900
PHOTRONIC LABS INC COM COMM 719405102 270 21,200 Sole 21,200
PHYCOR INC COM COMM 71940F100 241 48,250 Sole 48,250
PICTURETEL CORP COM NEW COMM 720035302 328 51,000 Sole 51,000
PIEDMONT NATRL GAS INC COM COMM 720186105 742 21,900 Sole 21,900
PIER 1 IMPORTS INC COM COMM 720279108 2,452 326,948 Sole 326,948
PILLOWTEX CORP COMM 721501104 855 29,100 Sole 29,100
PIONEER GROUP INC COM COMM 723684106 267 16,200 Sole 16,200
PIONEER HI BRED INTL COM COMM 723686101 701 26,400 Sole 26,400
PIONEER STD ELECTRS INC COM COMM 723877106 266 42,200 Sole 42,200
PITNEY BOWES INC COM COMM 724479100 1,388 26,400 Sole 26,400
PITTSTON BAX GROUP COM COMM 725701882 136 18,300 Sole 18,300
PLACER DOME INC COM COMM 725906101 6 400 Sole 400
PLAYERS INTL INC COM COMM 727903106 181 38,000 Sole 38,000
PLEXUS CORP COM COMM 729132100 678 35,000 Sole 35,000
POGO PRODUCING CO COM COMM 730448107 411 27,500 Sole 27,500
POLAROID CORP COM COMM 731095105 135 5,500 Sole 5,500
POOL ENERGY SVCS CO COM COMM 732788104 99 10,900 Sole 10,900
POTLATCH CORP COM COMM 737628107 14 400 Sole 400
PRAXAIR INC COM COMM 74005P104 252 7,700 Sole 7,700
PREMARK INTL INC COM COMM 740459102 789 28,100 Sole 28,100
PRIMARK CORP COM COMM 741903108 311 10,200 Sole 10,200
PRIDE INTL INC CHG F COMM 741932107 311 38,900 Sole 38,900
PROCTER & GAMBLE CO COM COMM 742718109 5,313 74,700 Sole 74,700
PROGRESS SOFTWARE CORP COM COMM 743312100 947 36,600 Sole 36,600
PROMUS HOTEL CORP COM COMM 74342P106 17,089 620,000 Sole 620,000
PROVIDENT COMPANIES INC COM COMM 743862104 30 900 Sole 900
PROVIDENT FINL GROUP COMM 743866105 1,636 40,900 Sole 40,900
PROVIDIAN FINL CORP COMM 74406A102 806 9,500 Sole 9,500
PUB SVC CO OF NORTH CAROLINA INC C COMM 744516105 317 13,700 Sole 13,700
PUB SVC ENTERPRISE GROUP INC COM COMM 744573106 2,068 52,600 Sole 52,600
PULTE CORP COM CHG F COMM 745867101 928 37,600 Sole 37,600
QUAKER CHEMICAL CORP COMM 747316107 613 39,200 Sole 39,200
QUAKER OATS CO COM COMM 747402105 1,841 31,200 Sole 31,200
QUANEX CORP COMM 747620102 339 17,100 Sole 17,100
RALSTON PURINA CORP COM CHG F COMM 751277302 18 600 Sole 600
RAYCHEM CORP COM COMM 754603108 20 800 Sole 800
RAYMOND JAMES FINL INC COM COMM 754730109 676 32,175 Sole 32,175
RAYTHEON INC COM COMM 755111408 2,238 41,500 Sole 41,500
READ-RITE CORP COM COMM 755246105 304 38,900 Sole 38,900
REEBOK INTL LTD COM COMM 758110100 408 30,100 Sole 30,100
REGAL BELOIT CORP COMM 758750103 476 21,400 Sole 21,400
REGIS CORP COM COMM 758932107 321 10,200 Sole 10,200
REMINGTON OIL & GAS CORP CL B COMM 759594203 315 73,100 Sole 73,100
REPUBLIC GYPSUM CO COM COMM 760473108 588 44,200 Sole 44,200
REPUBLIC N Y CORP COMM 760719104 841 21,300 Sole 21,300
RESOUND CORP COM COMM 761194109 72 16,900 Sole 16,900
RESPIRONICS INC COM COMM 761230101 134 11,900 Sole 11,900
REYNOLDS METALS CO COM COMM 761763101 288 5,600 Sole 5,600
RICHFOOD HLDGS INC COM COMM 763408101 497 32,300 Sole 32,300
RIGS NATL CORP WASH DC COM COMM 766570105 625 25,500 Sole 25,500
RITE AID CORP COM COMM 767754104 426 12,000 Sole 12,000
RIVAL CORP COMM 768020109 36 4,500 Sole 4,500
ROBERTS PHARMACEUTICAL CORP COM COMM 770491108 377 19,700 Sole 19,700
ROCKWELL INTL CORP NEW COMM 773903109 834 23,000 Sole 23,000
ROHM & HAAS CO COM COMM 775371107 918 33,000 Sole 33,000
ROLLINS TRUCK LEASING CORP COM COMM 775741101 874 75,151 Sole 75,151
ROPER INDS INC NEW COM COMM 776696106 351 20,200 Sole 20,200
ROWAN COS INC COM COMM 779382100 16 1,400 Sole 1,400
ROYAL APPLIANCE MFG CO COM COMM 780076105 25 6,500 Sole 6,500
ROYAL BK SCOTLAND 9.00% PREF PREF 780097705 3,881 150,000 Sole 150,000
ROYAL BANK SCOTLAND SER G PFD DIVD PREF 780097887 4,875 200,000 Sole 200,000
ROYAL DUTCH PETE CO NEW COMM 780257804 5,667 119,000 Sole 119,000
RUBY TUESDAY INC COMM 781182100 315 20,800 Sole 20,800
RUSS BERRIE & CO INC COM COMM 782233100 313 16,400 Sole 16,400
RUSSELL CORP COM COMM 782352108 147 5,600 Sole 5,600
RYANS FAMILY STEAK HOUSE COM COMM 783519101 1,185 99,300 Sole 99,300
RYDER SYS INC COM COMM 783549108 201 8,100 Sole 8,100
S B C COMMUNICATIONS INC COM COMM 78387G103 3,990 89,926 Sole 89,926
SCI SYS INC COM COMM 783890106 690 25,600 Sole 25,600
SEI CORP COMM 784117103 758 10,900 Sole 10,900
SLM HOLDING CORP COM COMM 78442A109 19 600 Sole 600
S3 INC COM COMM 784849101 96 33,400 Sole 33,400
SAFECO CORP COM COMM 786429100 1,288 30,900 Sole 30,900
ST JOHN KNITS INC COMM 790289102 166 10,300 Sole 10,300
ST JUDE MED INC COM COMM 790849103 564 24,400 Sole 24,400
ST MARY LD & EXPL CO COM COMM 792228108 518 21,700 Sole 21,700
ST PAUL BANCORP INC COM COMM 792848103 483 22,124 Sole 22,124
ST PAUL COS INC COM COMM 792860108 1,314 40,428 Sole 40,428
SANMINA CORP COM COMM 800907107 608 21,600 Sole 21,600
SANTA FE ENERGY RESOURCES COM COMM 802012104 14 1,500 Sole 1,500
SARA LEE CORP (CONS FOODS CORP) COMM 803111103 1,015 18,800 Sole 18,800
SCHERING PLOUGH CORP COM COMM 806605101 6,999 67,500 Sole 67,500
SCHLUMBERGER LTD COM COMM 806857108 1,129 22,200 Sole 22,200
SCICLONE PHARMACEUTICALS COMM 80862K104 21 11,800 Sole 11,800
SCOTT TECHNOLOGIES INC COM CHG F COMM 810022103 304 27,300 Sole 27,300
SCOTTS CO CL A COMM 810186106 352 11,500 Sole 11,500
SEAGATE TECHNOLOGY INC COM COMM 811804103 3,819 152,380 Sole 152,380
SEAGRAM LTD COM COMM 811850106 511 17,800 Sole 17,800
SEALED AIR CORP COMM 81211K100 3 107 Sole 107
SEARS ROEBUCK & CO COM COMM 812387108 1,595 36,100 Sole 36,100
SEITEL INC COMM 816074306 128 12,000 Sole 12,000
SELECTIVE INS GROUP INC COM COMM 816300107 562 29,400 Sole 29,400
SEMPRA ENERGY COM COMM 816851109 882 33,835 Sole 33,835
SERVICE CORP INTL COM COMM 817565104 70 2,200 Sole 2,200
SHERWIN WILLIAMS CO COM COMM 824348106 35 1,600 Sole 1,600
SHOPKO STORES INC COM COMM 824911101 1,082 33,300 Sole 33,300
SHONEYS INC COM COMM 825039100 111 57,283 Sole 57,283
SHOREWOOD PACKAGING CORP COM COMM 825229107 217 16,050 Sole 16,050
SIERRA HEALTH SVCS INC COM COMM 826322109 481 24,450 Sole 24,450
SIERRA PACIFIC RESOURCES COM COMM 826425100 1,029 26,500 Sole 26,500
SILICON GRAPHICS INC COM COMM 827056102 89 9,544 Sole 9,544
SIMON DEBARTOLO GROUP INC COM COMM 828781104 5,656 190,128 Sole 190,128
SIMPSON INDS INC COM COMM 829060102 571 56,700 Sole 56,700
SKYLINE CORP COM COMM 830830105 745 25,700 Sole 25,700
SKYWEST INC COM COMM 830879102 333 17,400 Sole 17,400
SMITH A O CORP COM COMM 831865209 565 28,800 Sole 28,800
SMITHFIELD FOODS INC COM COMM 832248108 577 32,600 Sole 32,600
SNAP ON TOOLS CORP COM COMM 833034101 18 600 Sole 600
SNYDER OIL CORP COM COMM 833482102 131 8,300 Sole 8,300
SOLA INTL INC COMM COMM 834092108 246 13,700 Sole 13,700
SONAT INC COM COMM 835415100 24 800 Sole 800
SONIC CORP COM COMM 835451105 700 39,975 Sole 39,975
SOUTHERN CO COM COMM 842587107 1,319 44,800 Sole 44,800
SOUTHERN ENERGY HOME INC COM COMM 842814105 313 44,650 Sole 44,650
SOUTHWEST AIRLINES COM COMM 844741108 952 47,025 Sole 47,025
SOUTHWESTERN ENERGY CO COM COMM 845467109 390 45,900 Sole 45,900
SPACELABS MED INC COM COMM 846247104 268 17,300 Sole 17,300
THE SPORTS AUTH INC COMM 849176102 153 20,000 Sole 20,000
SPRINGS INDS INC COM COMM 851783100 883 25,400 Sole 25,400
SPRINT CORP COM COMM 852061100 1,267 17,600 Sole 17,600
STANDARD MICROSYSTEMS CORP COM COMM 853626109 297 41,700 Sole 41,700
STANDARD MOTOR PRODS INC COM COMM 853666105 297 12,200 Sole 12,200
STANDEX INTL CORP COMM 854231107 346 14,500 Sole 14,500
STANLEY WKS COM COMM 854616109 24 800 Sole 800
STEIN MART INC COM COMM 858375108 254 31,800 Sole 31,800
STONE CONTAINER CORP COM COMM 861589109 88 10,200 Sole 10,200
STURM RUGER & CO INC COM COMM 864159108 247 15,800 Sole 15,800
SUMMIT TECHNOLOGY INC COM COMM 86627E101 160 42,901 Sole 42,901
SUN INC COM COMM 866762107 285 8,900 Sole 8,900
SUN MICROSYSTEMS INC COM COMM 866810104 922 18,500 Sole 18,500
SUNGARD DATA SYS INC COM COMM 867363103 567 18,000 Sole 18,000
SUNSHINE MINING & REFINING CO COM COMM 867833105 113 128,700 Sole 128,700
SUNRISE MED INC COM COMM 867910101 259 25,900 Sole 25,900
SUNTRUST BANKS INC COM COMM 867914103 670 10,800 Sole 10,800
SUPER VALU INC COM COMM 868536103 1,585 68,000 Sole 68,000
SWISS ARMY BRANDS INC COMM 870827102 141 14,100 Sole 14,100
SYBRON CORP NEW COM COMM 87114F106 801 41,900 Sole 41,900
SYMMETRICOM INC COM COMM 871543104 96 18,300 Sole 18,300
SYNCOR INTL CORP NEW COM COMM 87157J106 1,511 91,200 Sole 91,200
SYSCO CORP COM COMM 871829107 1,329 56,400 Sole 56,400
SYSTEM SOFTWARE ASSOC INC COM COMM 871839106 209 41,350 Sole 41,350
TCB CORP COM COMM 872180104 413 68,800 Sole 68,800
TCBY ENTERPRISES INC COM COMM 872245105 24 3,900 Sole 3,900
TCF FINL CORP COM COMM 872275102 586 29,500 Sole 29,500
TJX COS INC COM CHG F COMM 872540109 926 52,000 Sole 52,000
T N P ENTERPRISES, INC COM COMM 872594106 576 16,500 Sole 16,500
TRW INC COM COMM 872649108 683 15,400 Sole 15,400
TACO CABANA INC COM COMM 873425102 142 23,500 Sole 23,500
TANDY CORP COM COMM 875382103 1,407 26,300 Sole 26,300
TEKTRONIX INC COM COMM 879131100 253 16,350 Sole 16,350
TELE COMMUNICATIONS INC CL A COMM 87924V101 712 18,200 Sole 18,200
TELLABS INC COM COMM 879664100 557 14,000 Sole 14,000
TELXON CORP COM COMM 879700102 383 18,800 Sole 18,800
TEMPLE INLAND INC COM COMM 879868107 589 12,300 Sole 12,300
TENET HEALTHCARE CORP COM CHG FROM COMM 88033G100 1,113 38,700 Sole 38,700
TENNECO INC NEW COMM 88037E101 266 8,100 Sole 8,100
TETRA TECHNOLOGIES INC DEL COM COMM 88162F105 384 32,000 Sole 32,000
TEXACO INC COM COMM 881694103 1,847 29,529 Sole 29,529
TEXAS INDS INC COMM 882491103 497 19,800 Sole 19,800
TEXAS INSTRUMENTS INC COM COMM 882508104 535 10,100 Sole 10,100
TEXAS UTILS CO COM COMM 882848104 1,114 23,935 Sole 23,935
TEXTRON INC COM COMM 883203101 800 13,200 Sole 13,200
THERATECH INC DEL COMM 883383101 390 42,750 Sole 42,750
THOMAS & BETTS CORP COM COMM 884315102 214 5,612 Sole 5,612
THOMAS INDS INC COM COMM 884425109 617 28,800 Sole 28,800
THOR INDS INC COM COMM 885160101 281 13,200 Sole 13,200
3 COM CORP COMM 885535104 619 20,600 Sole 20,600
THREE FIVE SYS INC COM COMM 88554L108 150 20,900 Sole 20,900
TIME WARNER INC COM COMM 887315109 1,996 22,800 Sole 22,800
TIMES MIRROR CO NEW SERS A COM COMM 887364107 58 1,100 Sole 1,100
TIMKEN CO COM COMM 887389104 166 11,000 Sole 11,000
TITAN INTL INC COM COM COMM 88830M102 1,934 173,800 Sole 173,800
TOLL BROTHERS INC COM COMM 889478103 493 21,500 Sole 21,500
TORCHMARK CORP COM COMM 891027104 1,157 32,200 Sole 32,200
TORO CO COM COMM 891092108 300 14,500 Sole 14,500
TOYS R US INC COM COMM 892335100 123 7,600 Sole 7,600
TRANSAMERICA CORP COM COMM 893485102 1,251 11,800 Sole 11,800
TRANSOCEAN OFFSHORE INC COM COMM 893817106 645 18,600 Sole 18,600
TRAVELERS GROUP INC COM FORME COMM 894190107 2,418 64,472 Sole 64,472
TREDEGAR INDS INC COM COMM 894650100 742 40,500 Sole 40,500
TRENWICK GROUP INC COM COMM 895290104 440 15,100 Sole 15,100
TRICON GLOBAL RESTAURANTS INC COMM 895953107 618 15,790 Sole 15,790
TRIBUNE CO COM COMM 896047107 740 14,700 Sole 14,700
TRUE NORTH COMMUNICATIONS INC C COMM 897844106 595 26,800 Sole 26,800
TSENG LABS INC COM COMM 898528104 82 32,900 Sole 32,900
TUBOSCOPE VETCO INTL CORP COM COMM 898600101 329 28,300 Sole 28,300
TUPPERWARE CORP COM COMM 899896104 266 22,600 Sole 22,600
TULTEX CORP COM COMM 899900104 57 32,400 Sole 32,400
TYCO INTL LTD COM COMM 902124106 22 400 Sole 400
USX MARATHON GROUP COM NEW COMM 902905827 1,247 35,200 Sole 35,200
US BANCORP COM COMM 902973106 917 25,744 Sole 25,744
UNUM CORP COM COMM 903192102 70 1,400 Sole 1,400
USX - US STEEL COMM 90337T101 380 15,900 Sole 15,900
UNILEVER NV NY SHS COM 20 GLDR ADRS 904784501 1,942 31,700 Sole 31,700
UNICOM CORP COM COMM 904911104 1,495 40,000 Sole 40,000
UNION CAMP CORP COM COMM 905530101 213 5,400 Sole 5,400
UNION CARBIDE CORP COM COMM 905581104 1,289 29,900 Sole 29,900
UNION PACIFIC CORP COM COMM 907818108 494 11,600 Sole 11,600
UNION PACIFIC RESOURCES GROUP COMM 907834105 121 9,823 Sole 9,823
UNISYS CORP COM COMM 909214108 64 2,800 Sole 2,800
UNITED ASSET MGMT CORP COM COMM 909420101 33,107 1,539,874 Sole 1,539,874
UNITED ILLUMINATING CO COM COMM 910637107 606 11,600 Sole 11,600
U.S. BIOSCIENCE INC COM COMM 911646206 219 30,800 Sole 30,800
UNITED STATES FILTER NEW COMM 911843209 682 42,300 Sole 42,300
USAIR GROUP INC COM COMM 911905107 440 8,700 Sole 8,700
US HOME CORP COMM 911920106 491 16,700 Sole 16,700
UNITED STATES SURGICAL GROUP COM COMM 912707106 21 500 Sole 500
U S WEST INC COM CHG F COMM 91273H101 1,516 28,880 Sole 28,880
US TR CORP NEW COM COMM 91288L105 564 8,500 Sole 8,500
UNITED TECHNOLOGIES CORP COM COMM 913017109 1,055 13,800 Sole 13,800
UNIVERSAL FOREST PRODS COMM 913543104 270 17,000 Sole 17,000
UNIVERSAL HEALTH SVCS INC CLB COMM 913903100 522 12,500 Sole 12,500
UNOCAL CORP COM COMM 915289102 344 9,500 Sole 9,500
USFREIGHTWAYS CORP COM COMM 916906100 509 25,600 Sole 25,600
V F CORP COM COMM 918204108 300 8,000 Sole 8,000
VLSI TECHNOLOGY INC COM COMM 918270109 307 40,300 Sole 40,300
VALASSIS COMMUNICATIONS INC C COMM 918866104 1,228 30,700 Sole 30,700
VALMONT INDS INC COM COMM 920253101 252 20,600 Sole 20,600
VARLEN CORP COM COMM 922248109 921 33,201 Sole 33,201
VENATOR GROUP INC COM CHG F COMM 922944103 11 1,300 Sole 1,300
VERSANT OBJECT TECHNOLOGY COMM COMM 925284101 24 10,978 Sole 10,978
VERTEX PHARMACEUTICALS INC COM (REST COMM 92532F100 322 14,000 Sole 14,000
VIACOM INC CL B COM COMM 925524308 1,090 18,800 Sole 18,800
VICOR CORP COM COMM 925815102 248 30,300 Sole 30,300
VINTAGE PETROLEUM INC COM COMM 927460105 412 35,800 Sole 35,800
VITAL SIGNS INC COM COMM 928469105 209 12,600 Sole 12,600
VITESSE SEMICONDUCTOR CORP COM COMM 928497106 662 28,000 Sole 28,000
WHX CORP COM COMM 929248102 702 54,500 Sole 54,500
WICOR INC COM COMM 929253102 573 24,000 Sole 24,000
WABASH NATL CORP COM COMM 929566107 307 20,800 Sole 20,800
WACHOVIA CORP NEW COM COMM 929771103 904 10,600 Sole 10,600
WAL MART STORES INC COM COMM 931142103 6,692 122,500 Sole 122,500
WALBRO CORP COM COMM 931154108 194 24,100 Sole 24,100
WALGREEN CO COM COMM 931422109 35 800 Sole 800
WALL DATA INC COM COMM 932045107 197 12,900 Sole 12,900
WARNER LAMBERT CO COM COMM 934488107 2,726 36,100 Sole 36,100
WASHINGTON MUT INC COM COMM 939322103 12,206 361,665 Sole 361,665
WASTE MGMT INC DEL COMM 94106L109 1,470 30,595 Sole 30,595
WATKINS JOHNSON CO COM COMM 942486101 210 11,300 Sole 11,300
WAUSAU-MOSINEE PAPER CORP COM CHG F COMM 943315101 560 38,988 Sole 38,988
WELLS FARGO & CO COM COMM 949740104 1,881 5,299 Sole 5,299
WENDYS INTL INC COM COMM 950590109 22 1,000 Sole 1,000
WERNER ENTERPRISES INC COM COMM 950755108 788 50,063 Sole 50,063
WESTVACO CORP COM COMM 961548104 188 7,851 Sole 7,851
WEYERHAEUSER CO COM COMM 962166104 633 15,000 Sole 15,000
WHIRLPOOL CORP COM COMM 963320106 202 4,300 Sole 4,300
WHITNEY HLDG CORP COM COMM 966612103 835 20,000 Sole 20,000
WHOLE FOODS MKT INC COM COMM 966837106 826 19,600 Sole 19,600
WILLAMETTE INDS INC NTS COMM 969133107 562 19,600 Sole 19,600
WILLIAMS COS INC COM COMM 969457100 104 3,600 Sole 3,600
WILLIAMS SONOMA INC COM COMM 969904101 471 22,100 Sole 22,100
WINN DIXIE STORES INC COM COMM 974280109 7 200 Sole 200
WINNEBAGO INDS INC COM COMM 974637100 291 25,900 Sole 25,900
WISER OIL CO DEL COM COMM 977284108 104 19,500 Sole 19,500
WOLVERINE TUBE INC COM COMM 978093102 169 8,000 Sole 8,000
WOLVERINE WORLD WIDE INC COM COMM 978097103 296 27,251 Sole 27,251
WORTHINGTON IND INC COM COMM 981811102 95 7,600 Sole 7,600
WRIGLEY WM JR CO COM COMM 982526105 15 200 Sole 200
WYNNS INTL INC COM COMM 983195108 15,636 836,668 Sole 836,668
XIRCOM INC COM COMM 983922105 365 14,900 Sole 14,900
XEROX CORP COM COMM 984121103 1,288 15,200 Sole 15,200
ZEBRA TECHNOLOGY CORP COM COMM 989207105 744 22,200 Sole 22,200
ZENITH NATL INS CORP COMM 989390109 283 11,300 Sole 11,300
ZIONS BANCORP COM COMM 989701107 1,114 27,300 Sole 27,300
METROPOLITAN PROP. & CAS.
AAR CORP COM COMM 000361105 24 1,200 Sole 1,200
ABM INDS INC COM COMM 000957100 108 3,700 Sole 3,700
A T & T CORP COM COMM 001957109 4,278 73,200 Sole 73,200
ABBOTT LABS CORP DISC NTS COMM 002824100 2,719 62,600 Sole 62,600
ACXIOM CORP COM COMM 005125109 72 2,900 Sole 2,900
ADAC LABS COM COMM 005313200 31 1,300 Sole 1,300
ADOBE SYSTEMS INC COM COMM 00724F101 878 25,300 Sole 25,300
ADVO INC COM COMM 007585102 117 4,800 Sole 4,800
AEROQUIP-VICKERS CORP COM FR TR COMM 007869100 543 18,900 Sole 18,900
AIR EXPRESS INTL CORP COM COMM 009104100 30 1,900 Sole 1,900
AIR PRODS & CHEMS INC COM COMM 009158106 464 15,600 Sole 15,600
AIRTOUCH COMMUNICATIONS INC COM COMM 00949T100 923 16,200 Sole 16,200
ALBERTO CULVER CO CL B CONV PREF 013068101 832 35,600 Sole 35,600
ALBERTSONS INC COM COMM 013104104 985 18,200 Sole 18,200
ALLEN TELECOM INC COMM 018091108 28 4,200 Sole 4,200
ALLIANT TECHSYSTEMS INC COM COMM 018804104 99 1,500 Sole 1,500
ALLIED GROUP INC COM COMM 019220102 79 1,650 Sole 1,650
ALLIED SIGNAL CORP COM COMM 019512102 778 22,000 Sole 22,000
ALLSTATE CORP COM COMM 020002101 1,203 28,982 Sole 28,982
ALLTEL CORP COM COMM 020039103 1,583 33,600 Sole 33,600
ALPHARMA INC CL A COM CHG F COMM 020813101 47 1,800 Sole 1,800
AMCAST INDL CORP COM COMM 023395106 47 3,200 Sole 3,200
AMCOL INTL CORP COM COMM 02341W103 17 1,500 Sole 1,500
AMERADA HESS CORP COM (REST COMM 023551104 836 14,500 Sole 14,500
AMER EXPRESS CO COM COMM 025816109 1,531 19,723 Sole 19,723
AMER FREIGHTWAYS CORP COM COMM 02629V108 16 2,100 Sole 2,100
AMER GREETINGS CORP CL A COMM 026375105 973 24,600 Sole 24,600
AMER HOME PRODS CORP COM COMM 026609107 3,052 58,000 Sole 58,000
AMER INTL GROUP INC COM COMM 026874107 3,841 49,012 Sole 49,012
AMER MGMT SYS INC COM COMM 027352103 63 2,300 Sole 2,300
AMERICAN STATES WATER CO CHG F COMM 029899101 24 900 Sole 900
AMER STORES CO COM COMM 030096101 747 23,200 Sole 23,200
AMERITECH CORP COM COMM 030954101 2,527 53,200 Sole 53,200
AMGEN INC COM COMM 031162100 1,322 17,500 Sole 17,500
AMP INC COM COMM 031897101 647 18,100 Sole 18,100
AMOCO CORP COM COMM 031905102 2,371 44,000 Sole 44,000
AMRESCO INC COM COMM 031909104 19 2,500 Sole 2,500
ANHEUSER BUSCH CO INC COM COMM 035229103 1,037 19,200 Sole 19,200
APPLEBEE'S INTL INC COM COMM 037899101 77 3,700 Sole 3,700
APPLIED POWER INC CL A COMM 038225108 75 2,735 Sole 2,735
AQUARION CO COM COMM 03838W101 115 3,400 Sole 3,400
ARCHER DANIELS MIDLAND COM COMM 039483102 659 39,370 Sole 39,370
ARCTIC CAT INC COMM 039670104 88 9,900 Sole 9,900
ASARCO INC COM COMM 043413103 425 22,200 Sole 22,200
ASHLAND INC COMM 044204105 597 12,900 Sole 12,900
ASPECT TELECOMMUNICATIONS CORP COM COMM 045237104 65 2,700 Sole 2,700
ASSOCIATES FIRST CAPITAL A COM COMM 046008108 917 14,047 Sole 14,047
ASTEC INDS INC COM COMM 046224101 188 4,400 Sole 4,400
ASTORIA FINL CORP COM COMM 046265104 84 2,000 Sole 2,000
ATLANTIC RICHFIELD CO COM COMM 048825103 1,057 14,900 Sole 14,900
AUSPEX SYS INC COM COMM 052116100 20 6,600 Sole 6,600
AUTHENTIC FITNESS CORP COM COMM 052661105 61 4,000 Sole 4,000
AUTODESK INC COM COMM 052769106 352 13,400 Sole 13,400
AVON PRODS INC COM COMM 054303102 825 29,400 Sole 29,400
AZTAR CORP COM COMM 054802103 45 11,700 Sole 11,700
BISYS GROUP INC COM COMM 055472104 119 2,700 Sole 2,700
BMC INDS INC MINN COM COMM 055607105 14 2,300 Sole 2,300
BAKER HUGHES INC COM COMM 057224107 465 22,140 Sole 22,140
BALDOR ELEC CO COM COMM 057741100 32 1,466 Sole 1,466
BALLLARD MED PRODS COM COMM 058566100 64 3,200 Sole 3,200
BALTIMORE GAS & ELEC CO COM COMM 059165100 791 23,700 Sole 23,700
BANC ONE CORP COM COMM 059438101 1,228 28,941 Sole 28,941
BANCTEC INC COM COMM 059784108 43 3,000 Sole 3,000
BANGOR HYDRO-ELEC CO COM COMM 060077104 78 8,000 Sole 8,000
BANK OF NEW YORK INC COM COMM 064057102 537 19,600 Sole 19,600
BANKAMERICA CORP COM COMM 066050105 1,744 29,000 Sole 29,000
BANKBOSTON CORP COM CHGED COMM 06605R106 984 29,818 Sole 29,818
BANKERS TR NY CORP COM COMM 066365107 384 6,500 Sole 6,500
BARD C R INC COM COMM 067383109 653 17,700 Sole 17,700
BARRICK GOLD CORP COM (PREV COMM 067901108 364 18,200 Sole 18,200
BARRETT RESOURCES COMM 068480201 34 1,700 Sole 1,700
BAUSCH & LOMB INC COM COMM 071707103 469 11,900 Sole 11,900
BAXTER INTL COM COMM 071813109 716 12,000 Sole 12,000
BECTON DICKINSON COM COMM 075887109 1,785 43,400 Sole 43,400
BELDEN INC COMM 077459105 36 2,700 Sole 2,700
BELL ATLANTIC CORP COM COMM 077853109 2,686 55,446 Sole 55,446
BELL INDS COM COMM 078107109 45 3,780 Sole 3,780
BELLSOUTH CORP COM COMM 079860102 3,183 42,300 Sole 42,300
BENCHMARK ELECTRS INC COM COMM 08160H101 27 1,200 Sole 1,200
BENTON OIL & GAS CO COM COMM 083288100 18 3,200 Sole 3,200
BESTFOODS CHG F COMM 08658U101 620 12,800 Sole 12,800
BIOMET INC COM COMM 090613100 1,516 43,700 Sole 43,700
BOEING CO COM COMM 097023105 1,574 45,858 Sole 45,858
BOISE CASCADE CORP NTS COMM 097383103 291 11,500 Sole 11,500
BOOKS-A-MILLION INC COM COMM 098570104 35 13,700 Sole 13,700
BOWNE & CO INC COM COMM 103043105 76 4,400 Sole 4,400
BREED TECHNOLOGIES INC COM COMM 106702103 6 900 Sole 900
BRIGGS & STRATTON CORP COM COMM 109043109 670 16,300 Sole 16,300
BRISTOL MYERS SQUIBB CO COM COMM 110122108 4,300 41,400 Sole 41,400
BRITISH SKY BROADCASTING COMM 111013108 198 3,800 Sole 3,800
BROWN FORMAN CORP CL B COM COMM 115637209 774 12,900 Sole 12,900
BROWNING FERRIS INDS INC COM COMM 115885105 460 15,200 Sole 15,200
BRUNSWICK CORP COM COMM 117043109 218 16,800 Sole 16,800
BURLINGTON NORTHERN SANTA FE COM COMM 12189T104 1,035 32,100 Sole 32,100
BUTLER MFG CO COM COMM 123655102 42 1,800 Sole 1,800
CCB FINL CORP COMM 124875105 161 1,600 Sole 1,600
C D I CORP COMM 125071100 43 1,900 Sole 1,900
CIGNA CORP COM COMM 125509109 1,012 15,300 Sole 15,300
CKE RESTAURANTS INC COM COMM 12561E105 105 3,520 Sole 3,520
CMAC INVT CORP COM COMM 125662106 87 2,000 Sole 2,000
C S X CORP COM COMM 126408103 416 9,900 Sole 9,900
CAMBREX CORP COMM 132011107 85 3,600 Sole 3,600
CAMPBELL SOUP CO COM COMM 134429109 733 14,600 Sole 14,600
CAPITAL RE CORP COM COMM 140432105 60 2,200 Sole 2,200
CARAUSSTAR INDS INC COM COMM 140909102 16 700 Sole 700
CARMIKE CINEMAS INC CL A COMM 143436103 66 3,600 Sole 3,600
CASE CORP COM COMM 14743R103 146 6,700 Sole 6,700
CASEYS GEN STORES INC COM COMM 147528103 36 2,400 Sole 2,400
CASH AMER INTL INC COM COMM 14754D100 26 2,300 Sole 2,300
CASTLE A M & CO CMN COMM 148411101 15 1,000 Sole 1,000
CATALINA MARKETING CORP COM COMM 148867104 52 1,100 Sole 1,100
CATERPILLAR INC COM COMM 149123101 632 14,200 Sole 14,200
CATO CORP NEW C/A COMM 149205106 58 5,000 Sole 5,000
CENDANT CORP COM CHG F COMM 151313103 207 17,782 Sole 17,782
CENTEX CORP COM COMM 152312104 1,063 30,800 Sole 30,800
CENTRAL & SOUTHWEST CORP COM COMM 152357109 527 18,400 Sole 18,400
CENTRAL HUDSON GAS & ELEC CORP COM COMM 153609102 101 2,400 Sole 2,400
CENTRAL VT PUB SVC CORP COM COMM 155771108 59 5,500 Sole 5,500
CENTURA BANKS INC COM COMM 15640T100 126 2,000 Sole 2,000
CERIDIAN CORP COM COMM 15677T106 1,165 20,300 Sole 20,300
CERNER CORP COM COMM 156782104 48 1,800 Sole 1,800
CHAMPION ENTERPRISES INC COM COMM 158496109 86 3,700 Sole 3,700
CHAMPION INTL CORP COM COMM 158525105 257 8,200 Sole 8,200
CHASE MANHATTAN CORP (NEW) COMM 16161A108 1,510 35,024 Sole 35,024
CHEMED CORP COM COMM 163596109 17 600 Sole 600
CHEVRON CORP COM COMM 166751107 2,303 27,400 Sole 27,400
CHIQUITA BRANDS INTL COM COMM 170032106 40 3,800 Sole 3,800
CHRYSLER CORP COM COMM 171196108 1,403 29,300 Sole 29,300
CHUBB CORP COM COMM 171232101 706 11,200 Sole 11,200
CINCINNATI MILICRON INC COM COMM 172172108 63 4,100 Sole 4,100
CISCO SYS INC COM COMM 17275R102 3,616 58,500 Sole 58,500
CITICORP COM COMM 173034109 1,970 21,185 Sole 21,185
CLARCOR COMM 179895107 18 1,200 Sole 1,200
CLOROX CO COM COMM 189054109 1,172 14,200 Sole 14,200
COCA COLA BOTTLING CO CONS COM COMM 191098102 30 500 Sole 500
COCA COLA CO COM COMM 191216100 6,431 111,600 Sole 111,600
COGNEX CORP COM COMM 192422103 27 2,300 Sole 2,300
COHERENT INC COMM 192479103 37 4,000 Sole 4,000
COHESION TECHNOLOGIES INC COM COMM 19248N101 11 3,300 Sole 3,300
COLLAGEN AESTHETICS INC COM COMM 194194106 28 3,300 Sole 3,300
COLUMBIA HCA HEALTHCARE COM COMM 197677107 427 21,300 Sole 21,300
COMAIR HLDGS INC COM COMM 199789108 151 5,250 Sole 5,250
COMERICA INC COM COMM 200340107 666 12,150 Sole 12,150
COMMERCIAL FED CORP COM COMM 201647104 53 2,250 Sole 2,250
COMMERCIAL METALS CO COM COMM 201723103 51 2,200 Sole 2,200
COMMONWEALTH ENERGY SYS COM COMM 202800108 98 2,700 Sole 2,700
COMMONWEALTH INDS INC COM COM COMM 203004106 27 3,300 Sole 3,300
COMPAQ COMPUTER CORP COM COMM 204493100 2,345 74,150 Sole 74,150
COMPUTER ASSOC INTL INC COM COMM 204912109 669 18,075 Sole 18,075
CONAGRA INC COM COMM 205887102 166 6,162 Sole 6,162
CONNECTICUT ENERGY CORP COM COMM 207567108 24 900 Sole 900
CONSOLIDATED ED, INC COM COMM 209115104 624 12,000 Sole 12,000
COORS ADOLPH CO CL B COM COMM 217016104 652 14,200 Sole 14,200
CORNING INC COM COMM 219350105 392 13,300 Sole 13,300
COSTCO COMPANIES INC COM CHG 7 COMM 22160Q102 1,578 33,300 Sole 33,300
COUNTRYWIDE CRED INDS COMM 222372104 1,215 29,200 Sole 29,200
COVENTRY HEALTH CARE INC COM CHG F COMM 222862104 44 6,700 Sole 6,700
CRANE CO COM COMM 224399105 793 33,750 Sole 33,750
CROSS TIMBERS OIL CO COM COMM 227573102 98 6,525 Sole 6,525
CULLEN FROST BANKERS INC COM COMM 229899109 130 2,700 Sole 2,700
CYPRUS AMAX MINERALS CO COM CHG F COMM 232809103 370 27,900 Sole 27,900
D R HORTON INC COM COMM 23331A109 97 6,075 Sole 6,075
D T E ENERGY CO COM COMM 233331107 877 19,400 Sole 19,400
DAIN RAUSCHER CORP COM COMM 233856103 22 700 Sole 700
DALLAS SEMICONDUCTOR CORP COM COMM 235204104 41 1,500 Sole 1,500
DAMARK INTL INC COM COMM 235691102 49 6,700 Sole 6,700
DAMES & MOORE GROUP COM COMM 235713104 53 5,000 Sole 5,000
DANA CORP COM COMM 235811106 854 22,900 Sole 22,900
DARDEN RESTAURANTS INC NTS COMM 237194105 1,150 71,900 Sole 71,900
DEKALB GENETICS CORP CLB COMM 244878203 276 3,000 Sole 3,000
DELL COMPUTER CORP COM COMM 247025109 4,024 61,200 Sole 61,200
DEVON ENERGY CORP COM COMM 251799102 59 1,800 Sole 1,800
DEVRY INC DEL COMM 251893103 89 3,800 Sole 3,800
DIALOGIC CORP COMM 252499108 22 800 Sole 800
DIGI INTL INC COM COMM 253798102 29 2,400 Sole 2,400
DIMON INC COMM 254394109 26 2,500 Sole 2,500
DIONEX CORP COM COMM 254546104 23 1,000 Sole 1,000
WALT DISNEY CO COM COMM 254687106 2,071 81,600 Sole 81,600
DOW CHEM CO COM COMM 260543103 504 5,900 Sole 5,900
DOW JONES & CO INC COM COMM 260561105 525 11,300 Sole 11,300
DOWNEY FINL CORP (FORM COMM 261018105 29 1,212 Sole 1,212
DRAVO CORP COM COMM 261471106 121 9,600 Sole 9,600
DRESS BARN INC COM COMM 261570105 17 1,400 Sole 1,400
DRESSER INDS INC COM COMM 261597108 524 17,100 Sole 17,100
DU PONT EI DE NEMOURS CO COM COMM 263534109 2,678 47,600 Sole 47,600
EG & G INC COM COMM 268457108 799 35,300 Sole 35,300
ETEC SYSTEMS INC COM COMM 26922C103 31 1,200 Sole 1,200
EAGLE HARDWARE & GARDEN COMM 26959B101 26 1,200 Sole 1,200
EARTHGRAINS COMPANY COM COMM 270319106 105 3,400 Sole 3,400
EASTERN ENTERPRISES COM COMM 27637F100 1,045 24,800 Sole 24,800
EASTERN UTILS ASSOC COM COMM 277173100 110 4,200 Sole 4,200
EASTMAN CHEM CO COM COMM 277432100 504 10,000 Sole 10,000
EASTMAN KODAK CO COM COMM 277461109 861 11,200 Sole 11,200
EATON VANCE CORP COM NON VTG COMM 278265103 46 2,000 Sole 2,000
ECOLAB INC COM COMM 278865100 899 31,600 Sole 31,600
EDISON INTL COM COMM 281020107 894 34,800 Sole 34,800
EMERSON ELEC CO COM COMM 291011104 1,251 20,100 Sole 20,100
ENERGEN CORP COM COMM 29265N108 34 1,800 Sole 1,800
ENHANCE FINL SVCS GROUP INC COM COMM 293310108 77 2,600 Sole 2,600
ENZO BIOCHEM INC COM COMM 294100102 11 1,575 Sole 1,575
EQUIFAX INC COM COMM 294429105 1,060 29,700 Sole 29,700
ETHAN ALLEN INTERIORS INC COM COMM 297602104 83 2,300 Sole 2,300
EXPEDITORS INTL WASH INC COMM 302130109 47 1,700 Sole 1,700
EXPRESS SCRIPTS INC CL A COMM 302182100 90 1,100 Sole 1,100
EXXON CORP COM COMM 302290101 8,263 117,000 Sole 117,000
FMC CORP COM COMM 302491303 474 9,200 Sole 9,200
FDX CORP COM CHG F COMM 31304N107 896 20,000 Sole 20,000
FEDDERS CORP COMM COMM 313135105 70 13,600 Sole 13,600
FHLMC COM COMM 313400301 1,072 21,600 Sole 21,600
FNMA COM COMM 313586109 2,525 39,300 Sole 39,300
FIDELITY NATL FINL INC COM COMM 316326107 56 1,650 Sole 1,650
FIRST AMER FINL CORP CA COMM 318522307 230 7,200 Sole 7,200
FIRST CHICAGO NBD CORP COM CHANG COMM 31945A100 604 8,820 Sole 8,820
FIRST DATA CORP COM COMM 319963104 212 9,000 Sole 9,000
FIRST UNION CORP COM COMM 337358105 1,122 21,920 Sole 21,920
FIRST BANK PR SAN JUAN COMM 33761K105 127 5,000 Sole 5,000
FIRSTMERIT CORP COMM 337915102 108 4,600 Sole 4,600
FIRST ENERGY CORP COM COMM 337932107 845 27,200 Sole 27,200
FLEET FINL GROUP INC COM COMM 338915101 1,146 15,600 Sole 15,600
FLEMING CO INC COM COMM 339130106 300 24,608 Sole 24,608
FOODMAKER INC COM COMM 344839204 118 7,500 Sole 7,500
FORD MTR CO DEL COM COMM 345370100 2,519 53,600 Sole 53,600
FORTUNE BRANDS INC COM CHG F COMM 349631101 1,686 56,900 Sole 56,900
FRANKLIN COVEY CO. COMM 353469109 70 3,600 Sole 3,600
FREMONT GEN CORP COM COMM 357288109 125 2,600 Sole 2,600
FRONTIER CORP COM COMM 35906P105 1,317 48,100 Sole 48,100
FRONTIER INS GROUP INC NEW COM COMM 359081106 34 2,530 Sole 2,530
FROZEN FOODS EXPRESS INDS COMM 359360104 51 7,500 Sole 7,500
G & K SVCS INC CL A COMM 361268105 113 2,400 Sole 2,400
G P U INC COM COMM 36225X100 1,075 25,300 Sole 25,300
G T E CORP COM COMM 362320103 2,063 37,500 Sole 37,500
GALEY & LORD INC COM COMM 36352K103 56 4,700 Sole 4,700
GALLAGHER ARTHUR J & CO COM COMM 363576109 111 2,700 Sole 2,700
GALOOB (LEWIS) TOYS INC COM COMM 364091108 49 4,300 Sole 4,300
GANNETT CO INC COM COMM 364730101 739 13,800 Sole 13,800
GENERAL COMMUNICATIONS INC COMM 369385109 55 14,900 Sole 14,900
GEN ELEC CO COM COMM 369604103 11,751 147,700 Sole 147,700
GEN MILLS INC COM COMM 370334104 630 9,000 Sole 9,000
GEN MTRS CORP COM COMM 370442105 1,571 28,637 Sole 28,637
GEN RE CORP COM COMM 370563108 792 3,900 Sole 3,900
GEN SIGNAL CORP COM COMM 370838104 557 16,400 Sole 16,400
GENTEX CORP COM COMM 371901109 48 3,200 Sole 3,200
GENESIS HEALTH VENTURES INC COM COMM 371912106 29 2,400 Sole 2,400
GERBER SCIENTIFIC INC COM COMM 373730100 38 1,400 Sole 1,400
GETCHELL GOLD CORP COM COMM 374265106 32 1,500 Sole 1,500
GIANT FOOD INC CL A COM COMM 374478105 660 15,300 Sole 15,300
GILLETTE CO COM COMM 375766102 1,767 46,200 Sole 46,200
GLAMIS GOLD LTD COM COMM 376775102 8 3,100 Sole 3,100
GLOBAL MOTORSPORT GRP COM COMM 378937106 52 3,400 Sole 3,400
GLOBAL INDL TECH INC COM COMM 379335102 8 1,100 Sole 1,100
GOLDEN WEST FINL CORP DEL COM COMM 381317106 1,006 12,300 Sole 12,300
GOODYEAR TIRE & RUBBER CO COM COMM 382550101 247 4,800 Sole 4,800
GRAND CASINOS INC COM COMM 385269105 14 1,800 Sole 1,800
GREAT ATLANTIC & PACIFIC TEA INC C COMM 390064103 461 19,000 Sole 19,000
GREAT LAKES CHEMICAL CORP COM COMM 390568103 758 19,500 Sole 19,500
GREEN MOUNTAIN PWR CORP COM COMM 393154109 48 4,200 Sole 4,200
GRIFFON CORP COMM 398433102 46 5,300 Sole 5,300
GUILFORD MLS INC COM COMM 401794102 47 3,150 Sole 3,150
HS RESOURCES INC COM COMM 404297103 56 4,900 Sole 4,900
HARMON INDS INC NEW COM COMM 413136102 119 5,400 Sole 5,400
HARRAHS ENTERTAINMENT INC COM COMM 413619107 377 28,200 Sole 28,200
HARRIS CORP DEL COM COMM 413875105 602 18,800 Sole 18,800
HARTMARX CORP COMM 417119104 75 11,500 Sole 11,500
HEARTLAND EXPRESS INC COM COMM 422347104 20 1,200 Sole 1,200
H J HEINZ CO COM COMM 423074103 810 15,800 Sole 15,800
HERCULES INC COM COMM 427056106 580 19,300 Sole 19,300
HEWLETT PACKARD CO COM COMM 428236103 2,239 42,300 Sole 42,300
HILB ROGAL HAMILTON CO COM COMM 431294107 34 1,800 Sole 1,800
HOLLYWOOD PK INC NEW COM COMM 436255103 27 2,600 Sole 2,600
HOME DEPOT INC COM COMM 437076102 2,406 60,900 Sole 60,900
HOMESTAKE MNG CO COM COMM 437614100 563 46,400 Sole 46,400
HONEYWELL INC COM COMM 438506107 397 6,200 Sole 6,200
HOUSEHOLD INTL INC COM COMM 441815107 1,173 31,279 Sole 31,279
HUGHES SUPPLY INC COM COMM 444482103 85 3,000 Sole 3,000
HUMANA INC COMM 444859102 380 23,200 Sole 23,200
HYPERION SOLUTIONS CORP COMM 44914M104 29 1,330 Sole 1,330
IHOP CORP COM COMM 449623107 107 2,900 Sole 2,900
IMCO RECYCLING INC COM COMM 449681105 21 1,500 Sole 1,500
ITT IND INC COM CHG F COMM 450911102 1,159 34,200 Sole 34,200
IDEXX CORP COM COMM 45168D104 84 3,500 Sole 3,500
INPUT/OUTPUT INC COM COMM 457652105 30 3,800 Sole 3,800
INSTEEL INDS INC COM COMM 45774W108 40 8,400 Sole 8,400
INSURANCE AUTO AUCTIONS INC COM COMM 457875102 49 3,900 Sole 3,900
INTEGRATED HEALTH SVCS INC COM COMM 45812C106 65 3,845 Sole 3,845
INTEL CORP COM COMM 458140100 6,620 77,200 Sole 77,200
INTERIM SVCS INC COM COMM 45868P100 45 2,200 Sole 2,200
IBM CORP COM COMM 459200101 5,924 46,100 Sole 46,100
INTL RECTIFIER CORP COM COMM 460254105 15 2,800 Sole 2,800
INTERVOICE INC COM COMM 461142101 149 6,500 Sole 6,500
INVACARE CORP COM COMM 461203101 68 2,900 Sole 2,900
IONICS INC COM COMM 462218108 11 400 Sole 400
J & J SNACK FOODS CORP COM COMM 466032109 104 5,600 Sole 5,600
JSB FINL INC COM COMM 46624M100 108 2,100 Sole 2,100
JAN BELL MARKETING INC COMM 470760109 92 14,200 Sole 14,200
JO-ANN STORES INC CL A CHG F COMM 47758P109 87 3,900 Sole 3,900
JOHNSON & JOHNSON COM COMM 478160104 4,476 57,200 Sole 57,200
JOSTENS INC COM COMM 481088102 550 26,500 Sole 26,500
JUNO LTG INC COM COMM 482047107 98 4,400 Sole 4,400
JUSTIN INDS INC COM COMM 482171105 117 7,600 Sole 7,600
K2 INC COMM 482732104 39 2,200 Sole 2,200
KAMAN CORP CL A COMM 483548103 92 5,400 Sole 5,400
KELLOGG CO COM COMM 487836108 415 12,600 Sole 12,600
KELLWOOD CO COM COMM 488044108 32 1,200 Sole 1,200
KEMET CORP COM COMM 488360108 24 2,200 Sole 2,200
KENT ELECTRS CORP COM COMM 490553104 15 1,500 Sole 1,500
KEYCORP COM COMM 493267108 953 33,000 Sole 33,000
KEYSTONE FINL INC COM COMM 493482103 121 4,100 Sole 4,100
KIMBERLY CLARK CORP COM COMM 494368103 737 18,200 Sole 18,200
KING WORLD PRODUCTIONS INC COM COMM 495667107 1,615 61,800 Sole 61,800
KIRBY CORP COM COMM 497266106 86 4,100 Sole 4,100
KNIGHT RIDDER INC COM COMM 499040103 685 15,400 Sole 15,400
KOMAG INC COM COMM 500453105 13 4,100 Sole 4,100
KROGER CO COM COMM 501044101 1,560 31,200 Sole 31,200
KRONOS INC COM COMM 501052104 67 1,800 Sole 1,800
KUHLMAN CORP COM COMM 501206106 36 1,100 Sole 1,100
LA Z BOY CHAIR CO COM COMM 505336107 35 1,800 Sole 1,800
LAIDLAW INC COM CHGED COMM 50730K503 490 51,900 Sole 51,900
LANDSTAR SYS COMM 515098101 93 3,300 Sole 3,300
LATTICE SEMICONDUCTOR CORP COM COMM 518415104 40 1,600 Sole 1,600
LEGG MASON INC COM COMM 524901105 112 4,266 Sole 4,266
LIFE RE CORP COM COMM 532160108 46 500 Sole 500
LILLIAN VERNON CORP COM COMM 532430105 24 1,800 Sole 1,800
ELI LILLY COM COMM 532457108 3,916 50,000 Sole 50,000
LILLY INDS INC CL A COMM 532491107 102 5,800 Sole 5,800
LIMITED INC COM COMM 532716107 1,018 46,400 Sole 46,400
LINCOLN NATL CORP IND COM COMM 534187109 1,596 19,400 Sole 19,400
LINDSAY MFG CO COM COMM 535555106 42 2,850 Sole 2,850
LIPOSOME CO INC COM COMM 536310105 6 1,000 Sole 1,000
LOCKHEED MARTIN CORP COM COMM 539830109 578 5,734 Sole 5,734
LONE STAR INDS INC COM COMM 542290408 12 200 Sole 200
LONGS DRUG STORES CORP COM COMM 543162101 1,157 28,800 Sole 28,800
LUBYS CAFETERIAS INC COM COMM 549282101 56 3,500 Sole 3,500
LUCENT TECHNOLOGIES INC COMM 549463107 3,990 57,612 Sole 57,612
LYDALL INC DEL COMM 550819106 11 1,100 Sole 1,100
M D C CORP HLDGS INC COM COMM 552676108 142 7,700 Sole 7,700
MCI WORLDCOM INC COM CHG F COMM 55268B106 3,271 66,924 Sole 66,924
M S CARRIERS INC COM COMM 553533100 93 4,700 Sole 4,700
MAGELLAN HEALTH SVCS INC COM COMM 559079108 17 1,600 Sole 1,600
MALLINCKRODT INC COM CHGED COMM 561232109 262 12,900 Sole 12,900
MANITOWOC INC COM COMM 563571108 32 1,050 Sole 1,050
MARCUS CORP COM COMM 566330106 23 1,500 Sole 1,500
MARINER POST-ACUTE NETWO COMM 568459101 51 9,883 Sole 9,883
MARSHALL INDS COM COMM 572393106 53 2,400 Sole 2,400
MATERIAL SCIENCES CORP COM COMM 576674105 10 1,100 Sole 1,100
MAY DEPT STORES CO COM COMM 577778103 685 13,300 Sole 13,300
MAYTAG CORP COM COMM 578592107 1,156 24,200 Sole 24,200
MCDONALDS CORP COM COMM 580135101 1,618 27,100 Sole 27,100
MCGRAW-HILL INC COM COMM 580645109 753 9,500 Sole 9,500
MCWHORTER TECHNOLOGIES INC COMM 582803102 57 2,800 Sole 2,800
MEAD CORP COM COMM 582834107 489 16,600 Sole 16,600
MEDIAONE GROUP INC COM CHG F COMM 58440J104 1,129 25,400 Sole 25,400
MEDTRONIC INC COM COMM 585055106 1,264 21,800 Sole 21,800
MELLON BANK CORP COM COMM 585509102 1,217 22,120 Sole 22,120
MENTOR CORP MTN COMM 587188103 8 700 Sole 700
MERCK & CO INC COM COMM 589331107 7,048 54,400 Sole 54,400
MEREDITH CORP COM COMM 589433101 877 27,400 Sole 27,400
MERRILL CORP COM COMM 590175105 25 1,600 Sole 1,600
MERRILL LYNCH & CO INC COM COMM 590188108 661 14,000 Sole 14,000
MESA GROUP INC COM COMM 590479101 15 3,000 Sole 3,000
MICROSOFT CORP COM COMM 594918104 12,437 113,000 Sole 113,000
MICROAGE INC COM COMM 594928103 78 7,100 Sole 7,100
MICRON TECHNOLOGY INC COM COMM 595112103 545 17,900 Sole 17,900
MINNESOTA MNG & MFG CO COM COMM 604059105 1,157 15,700 Sole 15,700
MISSISSIPPI CHEM CORP COM COMM 605288208 29 2,400 Sole 2,400
MOBIL CORP COM COMM 607059102 2,324 30,600 Sole 30,600
MOHAWK INDS INC COM COMM 608190104 78 2,850 Sole 2,850
MONSANTO CO COM COMM 611662107 1,119 19,900 Sole 19,900
MOORE LTD COM COMM 615785102 251 23,800 Sole 23,800
MORGAN J P & CO INC COM COMM 616880100 609 7,200 Sole 7,200
MORGAN ST DEAN WITTER DISCOV FUNDS 617446448 1,692 39,235 Sole 39,235
MORTON INTL INC IND COM COMM 619335102 304 13,900 Sole 13,900
MOTOROLA INC COM COMM 620076109 1,166 27,200 Sole 27,200
MUELLER INDS INC COM COMM 624756102 81 3,200 Sole 3,200
MUTUAL RISK MGMT LTD COM COMM 628351108 88 2,500 Sole 2,500
NBTY INC COM COMM 628782104 87 11,100 Sole 11,100
NFO WORLDWIDE INC COM COMM 62910N108 13 1,350 Sole 1,350
NACCO INDS INC CL A COM COMM 629579103 1,150 11,500 Sole 11,500
NASH FINCH CO NTS COM COMM 631158102 47 3,200 Sole 3,200
NASHUA CORP COM COMM 631226107 24 1,600 Sole 1,600
NATL CITY CORP COM COMM 635405103 534 8,100 Sole 8,100
NATIONAL COMPUTER SYS INC COMM 635519101 47 1,600 Sole 1,600
NATL DATA CORP COM COMM 635621105 46 1,500 Sole 1,500
NATL SVCS INDS INC COM COMM 637657107 379 11,900 Sole 11,900
NATIONSBANK CORP COM COMM 638585109 3,841 71,799 Sole 71,799
NATURES SUNSHINE PRODS INC COM COMM 639027101 72 4,500 Sole 4,500
NAUTICA ENTERPRISES INC COM COMM 639089101 41 2,200 Sole 2,200
NAVISTAR INTL CORP COM COMM 63934E108 1,201 53,100 Sole 53,100
NETWORK EQUIPMENT TECHNOLOGIES COM COMM 641208103 64 6,400 Sole 6,400
NEW ENGLAND BUSINESS SVCS INC COM FUNDS 643872104 90 3,000 Sole 3,000
NEW JERSEY RESOURCES CORP COM COMM 646025106 32 900 Sole 900
NEWFIELD EXPLORATION INC COM COMM 651290108 45 2,000 Sole 2,000
NEWMONT MINING CORP COM COMM 651639106 160 6,600 Sole 6,600
NIAGARA MOHAWK PWR CORP COM COMM 653522102 767 49,900 Sole 49,900
NIKE INC CL B COM COMM 654106103 324 8,800 Sole 8,800
NORFOLK SOUTHERN CORP COM COMM 655844108 541 18,600 Sole 18,600
NORTH AMER VACCINE INC COM COMM 657201109 24 2,200 Sole 2,200
NORTHERN TELECOM LTD COM COMM 665815106 1,103 34,400 Sole 34,400
NORTHROP GRUMMAN CORP COM COMM 666807102 475 6,500 Sole 6,500
NORTHWEST NATRL GAS CO COM COMM 667655104 22 800 Sole 800
NORTHWESTERN STL COM NEW COMM 668367204 10 5,000 Sole 5,000
NORWEST CORP COM COMM 669380107 1,210 33,600 Sole 33,600
NOVELLUS SYS INC COM COMM 670008101 60 2,300 Sole 2,300
NOVEN PHARMACEUTICALS INC COM COMM 670009109 13 2,800 Sole 2,800
OAK INDS INC COM NEW COMM 671400505 27 1,000 Sole 1,000
OAKWOOD HOMES CORP COM COMM 674098108 54 4,100 Sole 4,100
OCCIDENTAL PETROLEUM CORP COM COMM 674599105 1,245 57,900 Sole 57,900
OFFSHORE LOGISTICS INC COM COMM 676255102 62 4,900 Sole 4,900
ORACLE CORP COM COMM 68389X105 1,110 38,100 Sole 38,100
ORANGE & ROCKLAND UTILS INC COM COMM 684065105 132 2,400 Sole 2,400
ORBITAL SCIENCES CORP COM COMM 685564106 42 1,500 Sole 1,500
ORION CAPITAL CORP COM COMM 686268103 86 2,400 Sole 2,400
ORYX ENERGY CO COM COMM 68763F100 380 29,400 Sole 29,400
O'SULLIVAN CORP COM COMM 688605104 17 2,000 Sole 2,000
OWENS & MINOR INC NEW COM COMM 690732102 91 7,800 Sole 7,800
OXFORD INDS INC COM COMM 691497309 95 3,100 Sole 3,100
P E C O ENERGY CO COM COMM 693304107 698 19,000 Sole 19,000
P G & E CORP COM COMM 69331C108 536 16,800 Sole 16,800
PNC FINL CORP COM COMM 693475105 806 17,900 Sole 17,900
P P & L RESOURCES INC COM COMM 693499105 507 19,600 Sole 19,600
PPG INDS INC COM COMM 693506107 611 11,200 Sole 11,200
PACCAR INC COM COMM 693718108 577 14,000 Sole 14,000
PACIFICORP COM COMM 695114108 435 22,600 Sole 22,600
PARK ELECTROCHEMICAL COM COMM 700416209 42 3,100 Sole 3,100
PARKER HANNIFIN CORP COM COMM 701094104 485 16,350 Sole 16,350
PATTERSON DENTAL CO COM COMM 703412106 94 2,550 Sole 2,550
PAXAR CORP COM COMM 704227107 55 6,175 Sole 6,175
PENFORD CORP COM COMM 707051108 17 1,100 Sole 1,100
PENNEY J C INC COM COMM 708160106 333 7,400 Sole 7,400
PEPSICO INC COM COMM 713448108 2,031 69,000 Sole 69,000
PHARMACIA-UPJOHN INC COM COMM 716941109 883 17,600 Sole 17,600
PFIZER INC COM COMM 717081103 5,647 53,400 Sole 53,400
PHARMACEUTICAL MARKETING SVCS INC C COMM 717123103 86 9,500 Sole 9,500
PHELPS DODGE CORP COM COMM 717265102 386 7,400 Sole 7,400
PHILLIPS PETROLEUM CO COM COMM 718507106 731 16,200 Sole 16,200
PHOTRONIC LABS INC COM COMM 719405102 15 1,200 Sole 1,200
PHYCOR INC COM COMM 71940F100 26 5,100 Sole 5,100
PICTURETEL CORP COM NEW COMM 720035302 6 1,000 Sole 1,000
PIEDMONT NATRL GAS INC COM COMM 720186105 81 2,400 Sole 2,400
PIER 1 IMPORTS INC COM COMM 720279108 68 9,000 Sole 9,000
PILLOWTEX CORP COMM 721501104 106 3,600 Sole 3,600
PIONEER GROUP INC COM COMM 723684106 21 1,300 Sole 1,300
PIONEER HI BRED INTL COM COMM 723686101 964 36,300 Sole 36,300
PIONEER STD ELECTRS INC COM COMM 723877106 28 4,500 Sole 4,500
PITTSTON BAX GROUP COM COMM 725701882 27 3,600 Sole 3,600
PLAYERS INTL INC COM COMM 727903106 17 3,600 Sole 3,600
PLEXUS CORP COM COMM 729132100 39 2,000 Sole 2,000
POGO PRODUCING CO COM COMM 730448107 34 2,300 Sole 2,300
POTLATCH CORP COM COMM 737628107 726 21,300 Sole 21,300
PRIMARK CORP COM COMM 741903108 61 2,000 Sole 2,000
PRIDE INTL INC CHG F COMM 741932107 26 3,200 Sole 3,200
PROCTER & GAMBLE CO COM COMM 742718109 4,538 63,800 Sole 63,800
PROGRESS SOFTWARE CORP COM COMM 743312100 62 2,400 Sole 2,400
PROVIDENT FINL GROUP COMM 743866105 128 3,200 Sole 3,200
PROVIDIAN FINL CORP COMM 74406A102 3,231 38,100 Sole 38,100
PUB SVC CO OF NORTH CAROLINA INC C COMM 744516105 30 1,300 Sole 1,300
PUB SVC ENTERPRISE GROUP INC COM COMM 744573106 672 17,100 Sole 17,100
PULTE CORP COM CHG F COMM 745867101 583 23,600 Sole 23,600
QUAKER CHEMICAL CORP COMM 747316107 23 1,500 Sole 1,500
QUAKER OATS CO COM COMM 747402105 702 11,900 Sole 11,900
QUANEX CORP COMM 747620102 59 3,000 Sole 3,000
RALSTON PURINA CORP COM CHG F COMM 751277302 807 27,600 Sole 27,600
RAYMOND JAMES FINL INC COM COMM 754730109 88 4,200 Sole 4,200
RAYTHEON INC COM COMM 755111408 636 11,800 Sole 11,800
READ-RITE CORP COM COMM 755246105 20 2,600 Sole 2,600
REGAL BELOIT CORP COMM 758750103 78 3,500 Sole 3,500
REGIS CORP COM COMM 758932107 38 1,200 Sole 1,200
REMINGTON OIL & GAS CORP CL B COMM 759594203 10 2,400 Sole 2,400
REPUBLIC GYPSUM CO COM COMM 760473108 61 4,590 Sole 4,590
REPUBLIC N Y CORP COMM 760719104 593 15,000 Sole 15,000
RESOUND CORP COM COMM 761194109 21 4,900 Sole 4,900
RESPIRONICS INC COM COMM 761230101 46 4,100 Sole 4,100
REYNOLDS METALS CO COM COMM 761763101 478 9,300 Sole 9,300
RICHFOOD HLDGS INC COM COMM 763408101 65 4,200 Sole 4,200
RIGS NATL CORP WASH DC COM COMM 766570105 83 3,400 Sole 3,400
RITE AID CORP COM COMM 767754104 1,072 30,200 Sole 30,200
RIVAL CORP COMM 768020109 42 5,200 Sole 5,200
ROCKWELL INTL CORP NEW COMM 773903109 341 9,400 Sole 9,400
ROLLINS TRUCK LEASING CORP COM COMM 775741101 99 8,550 Sole 8,550
ROPER INDS INC NEW COM COMM 776696106 30 1,700 Sole 1,700
ROYAL APPLIANCE MFG CO COM COMM 780076105 64 16,400 Sole 16,400
ROYAL DUTCH PETE CO NEW COMM 780257804 5,067 106,400 Sole 106,400
RUSS BERRIE & CO INC COM COMM 782233100 19 1,000 Sole 1,000
RYANS FAMILY STEAK HOUSE COM COMM 783519101 93 7,800 Sole 7,800
S B C COMMUNICATIONS INC COM COMM 78387G103 3,181 71,694 Sole 71,694
SEI CORP COMM 784117103 70 1,000 Sole 1,000
S3 INC COM COMM 784849101 47 16,300 Sole 16,300
SAFECO CORP COM COMM 786429100 334 8,000 Sole 8,000
ST JOHN KNITS INC COMM 790289102 8 500 Sole 500
ST JUDE MED INC COM COMM 790849103 414 17,900 Sole 17,900
ST MARY LD & EXPL CO COM COMM 792228108 50 2,100 Sole 2,100
ST PAUL BANCORP INC COM COMM 792848103 87 4,000 Sole 4,000
ST PAUL COS INC COM COMM 792860108 1,296 39,882 Sole 39,882
SANMINA CORP COM COMM 800907107 90 3,200 Sole 3,200
SANTA FE ENERGY RESOURCES COM COMM 802012104 86 9,100 Sole 9,100
SARA LEE CORP (CONS FOODS CORP) COMM 803111103 1,080 20,000 Sole 20,000
SCHERING PLOUGH CORP COM COMM 806605101 2,862 27,600 Sole 27,600
SCHLUMBERGER LTD COM COMM 806857108 1,100 21,626 Sole 21,626
SCOTT TECHNOLOGIES INC COM CHG F COMM 810022103 70 6,300 Sole 6,300
SCOTTS CO CL A COMM 810186106 34 1,100 Sole 1,100
SEAGATE TECHNOLOGY INC COM COMM 811804103 576 23,000 Sole 23,000
SEARS ROEBUCK & CO COM COMM 812387108 729 16,500 Sole 16,500
SEITEL INC COMM 816074306 51 4,800 Sole 4,800
SELECTIVE INS GROUP INC COM COMM 816300107 71 3,700 Sole 3,700
SEMPRA ENERGY COM COMM 816851109 917 35,188 Sole 35,188
SHOPKO STORES INC COM COMM 824911101 156 4,800 Sole 4,800
SHONEYS INC COM COMM 825039100 40 20,800 Sole 20,800
SHOREWOOD PACKAGING CORP COM COMM 825229107 26 1,950 Sole 1,950
SIERRA HEALTH SVCS INC COM COMM 826322109 71 3,600 Sole 3,600
SIERRA PACIFIC RESOURCES COM COMM 826425100 66 1,700 Sole 1,700
SILICON GRAPHICS INC COM COMM 827056102 199 21,200 Sole 21,200
SIMPSON INDS INC COM COMM 829060102 63 6,300 Sole 6,300
SKYLINE CORP COM COMM 830830105 75 2,600 Sole 2,600
SKYWEST INC COM COMM 830879102 96 5,000 Sole 5,000
SMITH A O CORP COM COMM 831865209 18 900 Sole 900
SMITHFIELD FOODS INC COM COMM 832248108 46 2,600 Sole 2,600
SNYDER OIL CORP COM COMM 833482102 79 5,000 Sole 5,000
SOLA INTL INC COMM COMM 834092108 54 3,000 Sole 3,000
SONIC CORP COM COMM 835451105 26 1,500 Sole 1,500
SOUTHERN CO COM COMM 842587107 565 19,200 Sole 19,200
SOUTHERN ENERGY HOME INC COM COMM 842814105 37 5,300 Sole 5,300
SOUTHWESTERN ENERGY CO COM COMM 845467109 43 5,000 Sole 5,000
SPACELABS MED INC COM COMM 846247104 47 3,000 Sole 3,000
THE SPORTS AUTH INC COMM 849176102 8 1,100 Sole 1,100
SPRINGS INDS INC COM COMM 851783100 587 16,900 Sole 16,900
SPRINT CORP COM COMM 852061100 878 12,200 Sole 12,200
STANDARD MICROSYSTEMS CORP COM COMM 853626109 17 2,400 Sole 2,400
STANDARD MOTOR PRODS INC COM COMM 853666105 44 1,800 Sole 1,800
STANDEX INTL CORP COMM 854231107 17 700 Sole 700
STEIN MART INC COM COMM 858375108 14 1,800 Sole 1,800
STONE CONTAINER CORP COM COMM 861589109 254 29,400 Sole 29,400
STURM RUGER & CO INC COM COMM 864159108 17 1,100 Sole 1,100
SUN MICROSYSTEMS INC COM COMM 866810104 936 18,800 Sole 18,800
SUPER VALU INC COM COMM 868536103 1,189 51,000 Sole 51,000
SYMMETRICOM INC COM COMM 871543104 40 7,600 Sole 7,600
SYNCOR INTL CORP NEW COM COMM 87157J106 98 5,900 Sole 5,900
SYSCO CORP COM COMM 871829107 919 39,000 Sole 39,000
TCB CORP COM COMM 872180104 23 3,900 Sole 3,900
TCBY ENTERPRISES INC COM COMM 872245105 29 4,700 Sole 4,700
T N P ENTERPRISES, INC COM COMM 872594106 91 2,600 Sole 2,600
TRW INC COM COMM 872649108 621 14,000 Sole 14,000
TANDY CORP COM COMM 875382103 1,466 27,400 Sole 27,400
TEKTRONIX INC COM COMM 879131100 300 19,350 Sole 19,350
TENET HEALTHCARE CORP COM CHG FROM COMM 88033G100 469 16,300 Sole 16,300
TENNECO INC NEW COMM 88037E101 371 11,300 Sole 11,300
TETRA TECHNOLOGIES INC DEL COM COMM 88162F105 40 3,300 Sole 3,300
TEXACO INC COM COMM 881694103 2,027 32,400 Sole 32,400
TEXAS INDS INC COMM 882491103 40 1,600 Sole 1,600
TEXAS INSTRUMENTS INC COM COMM 882508104 922 17,400 Sole 17,400
TEXAS UTILS CO COM COMM 882848104 736 15,800 Sole 15,800
TEXTRON INC COM COMM 883203101 606 10,000 Sole 10,000
THERATECH INC DEL COMM 883383101 21 2,300 Sole 2,300
THOMAS INDS INC COM COMM 884425109 29 1,350 Sole 1,350
THOR INDS INC COM COMM 885160101 92 4,350 Sole 4,350
TIME WARNER INC COM COMM 887315109 1,690 19,300 Sole 19,300
TIMKEN CO COM COMM 887389104 227 15,000 Sole 15,000
TITAN INTL INC COM COM COMM 88830M102 18 1,600 Sole 1,600
TOLL BROTHERS INC COM COMM 889478103 62 2,700 Sole 2,700
TORCHMARK CORP COM COMM 891027104 1,057 29,400 Sole 29,400
TORO CO COM COMM 891092108 12 600 Sole 600
TRANSAMERICA CORP COM COMM 893485102 890 8,400 Sole 8,400
TRAVELERS GROUP INC COM FORME COMM 894190107 2,261 60,300 Sole 60,300
TREDEGAR INDS INC COM COMM 894650100 88 4,800 Sole 4,800
TRENWICK GROUP INC COM COMM 895290104 55 1,900 Sole 1,900
TRICON GLOBAL RESTAURANTS INC COMM 895953107 270 6,900 Sole 6,900
TRIBUNE CO COM COMM 896047107 604 12,000 Sole 12,000
TRUE NORTH COMMUNICATIONS INC C COMM 897844106 82 3,700 Sole 3,700
TUBOSCOPE VETCO INTL CORP COM COMM 898600101 28 2,400 Sole 2,400
TULTEX CORP COM COMM 899900104 19 10,800 Sole 10,800
US BANCORP COM COMM 902973106 844 23,700 Sole 23,700
UNILEVER NV NY SHS COM 20 GLDR ADRS 904784501 1,323 21,600 Sole 21,600
UNICOM CORP COM COMM 904911104 2,003 53,600 Sole 53,600
UNION CARBIDE CORP COM COMM 905581104 828 19,200 Sole 19,200
UNION PACIFIC CORP COM COMM 907818108 563 13,200 Sole 13,200
UNION PACIFIC RESOURCES GROUP COMM 907834105 38 3,049 Sole 3,049
UNITED ILLUMINATING CO COM COMM 910637107 37 700 Sole 700
US HOME CORP COMM 911920106 76 2,600 Sole 2,600
UNITED STATES SURGICAL GROUP COM COMM 912707106 967 23,200 Sole 23,200
U S WEST INC COM CHG F COMM 91273H101 2,168 41,293 Sole 41,293
US TR CORP NEW COM COMM 91288L105 113 1,700 Sole 1,700
UNIVERSAL FOREST PRODS COMM 913543104 97 6,100 Sole 6,100
UNIVERSAL HEALTH SVCS INC CLB COMM 913903100 121 2,900 Sole 2,900
UNOCAL CORP COM COMM 915289102 556 15,332 Sole 15,332
USFREIGHTWAYS CORP COM COMM 916906100 48 2,400 Sole 2,400
VLSI TECHNOLOGY INC COM COMM 918270109 19 2,500 Sole 2,500
VALASSIS COMMUNICATIONS INC C COMM 918866104 144 3,600 Sole 3,600
VERTEX PHARMACEUTICALS INC COM (REST COMM 92532F100 23 1,000 Sole 1,000
VICOR CORP COM COMM 925815102 20 2,400 Sole 2,400
VINTAGE PETROLEUM INC COM COMM 927460105 32 2,800 Sole 2,800
VITAL SIGNS INC COM COMM 928469105 43 2,600 Sole 2,600
VITESSE SEMICONDUCTOR CORP COM COMM 928497106 132 5,600 Sole 5,600
WHX CORP COM COMM 929248102 31 2,400 Sole 2,400
WICOR INC COM COMM 929253102 29 1,200 Sole 1,200
WABASH NATL CORP COM COMM 929566107 19 1,300 Sole 1,300
WACHOVIA CORP NEW COM COMM 929771103 921 10,800 Sole 10,800
WAL MART STORES INC COM COMM 931142103 5,665 103,700 Sole 103,700
WALBRO CORP COM COMM 931154108 9 1,100 Sole 1,100
WALL DATA INC COM COMM 932045107 90 5,900 Sole 5,900
WARNER LAMBERT CO COM COMM 934488107 2,039 27,000 Sole 27,000
WASHINGTON MUT INC COM COMM 939322103 884 26,190 Sole 26,190
WASTE MGMT INC DEL COMM 94106L109 488 10,150 Sole 10,150
WATKINS JOHNSON CO COM COMM 942486101 15 800 Sole 800
WELLS FARGO & CO COM COMM 949740104 1,574 4,433 Sole 4,433
WERNER ENTERPRISES INC COM COMM 950755108 22 1,375 Sole 1,375
WESTVACO CORP COM COMM 961548104 408 17,000 Sole 17,000
WEYERHAEUSER CO COM COMM 962166104 532 12,600 Sole 12,600
WHITNEY HLDG CORP COM COMM 966612103 58 1,400 Sole 1,400
WHOLE FOODS MKT INC COM COMM 966837106 80 1,900 Sole 1,900
WILLAMETTE INDS INC NTS COMM 969133107 425 14,800 Sole 14,800
WILLIAMS SONOMA INC COM COMM 969904101 60 2,800 Sole 2,800
WISER OIL CO DEL COM COMM 977284108 10 1,800 Sole 1,800
WOLVERINE TUBE INC COM COMM 978093102 34 1,600 Sole 1,600
WOLVERINE WORLD WIDE INC COM COMM 978097103 25 2,300 Sole 2,300
XIRCOM INC COM COMM 983922105 181 7,400 Sole 7,400
XEROX CORP COM COMM 984121103 907 10,700 Sole 10,700
ZEBRA TECHNOLOGY CORP COM COMM 989207105 84 2,500 Sole 2,500
ZENITH NATL INS CORP COMM 989390109 95 3,800 Sole 3,800
ZIONS BANCORP COM COMM 989701107 278 6,800 Sole 6,800
M.I.A.C. - 3U D. A. PSNL(
LONE STAR INDS INC COM COMM 542290408 21,984 367,930 Sole 367,930
TEXAS LIFE INSURANCE COMP
ASHLAND COMM 044204105 366 3,957 Sole 3,957
ASHLAND INC COMM 044204105 366 3,957 Sole 3,957
ASSOCIATES FIRST CAPITAL A COM COMM 046008108 307 4,706 Sole 4,706
FORD MTR CO DEL COM COMM 345370100 844 17,959 Sole 17,959
(Not Categorized)
BIOMIRA INC. COMM 09161R106 298 194,432 Sole 194,432
</TABLE>
|
|