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Securities and Exchange Commission
Washington, D.C. 20549
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended: June 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________ July 31, 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: 3.482
Form 13F Information Table Value Total ($000): 8,468,532
<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 2,289 27,500 Sole 27,500
AMERICAN TEL & TELEG CO COMM 001957109 27,896 488,335 Sole 488,335
ABBOTT LABS COMM 002824100 9,738 237,500 Sole 237,500
ADOBE SYSTEMS INC COMM 00724F101 853 20,100 Sole 20,100
AEROQUIP-VICKERS CORP COMM 007869100 514 8,800 Sole 8,800
ADVANCED MICRO DEVICES COMM 007903107 735 43,100 Sole 43,100
AETNA INC COMM 008117103 3,334 43,800 Sole 43,800
AHMANSON H F & CO COMM 008677106 2,357 33,200 Sole 33,200
AIR PROD & CHEMICAL INC COMM 009158106 1,412 35,300 Sole 35,300
AIRTOUCH COMMUNICATIONS COMM 00949T100 10,069 172,300 Sole 172,300
ALBERTO CULVER CO CL B PREF 013068101 505 17,400 Sole 17,400
ALBERTSONS INC COMM 013104104 3,855 74,400 Sole 74,400
ALCAN ALUM LTD COMM 013716105 1,890 68,400 Sole 68,400
ALLEGHENY TELEDYNE INC COMM 017415100 1,347 58,900 Sole 58,900
ALLERGAN INC COMM 018490102 923 19,900 Sole 19,900
ALLIED SIGNAL INC COMM 019512102 7,575 170,700 Sole 170,700
ALLSTATE CORP COMM 020002101 12,617 137,799 Sole 137,799
ALLTEL CORP COMM 020039103 3,827 82,300 Sole 82,300
ALUMINUM CO AMERICA COMM 022249106 3,343 50,700 Sole 50,700
ALZA CORP COMM 022615108 1,146 26,500 Sole 26,500
AMERADA HESS CORP COMM 023551104 1,532 28,200 Sole 28,200
AMEREN CORPORATION COMM 023608102 803 20,200 Sole 20,200
AMERICAN ELEC PWR INC COMM 025537101 2,632 58,000 Sole 58,000
AMER EXPRESS CO COMM 025816109 15,787 138,787 Sole 138,787
AMERICAN GEN CORP COMM 026351106 5,465 76,770 Sole 76,770
AMER GREETINGS A COMM 026375105 1,131 22,200 Sole 22,200
AMERICAN HOME PRODS CORP COMM 026609107 10,598 204,800 Sole 204,800
AMERICAN INTL GROUP INC COMM 026874107 30,722 210,425 Sole 210,425
AMER STORES CO NEW COMM 030096101 1,983 82,000 Sole 82,000
AMERITECH CORP NEW COMM 030954101 14,863 331,200 Sole 331,200
AMGEN INC COMM 031162100 5,001 76,500 Sole 76,500
AMP INCORPORATED COMM 031897101 2,293 66,700 Sole 66,700
AMOCO CORP COMM 031905102 6,150 147,300 Sole 147,300
ANADARKO PETROLEUM CORP. COMM 032511107 1,243 18,500 Sole 18,500
ANDREW CORP COMM 034425108 483 26,750 Sole 26,750
ANHEUSER BUSCH COS INC COMM 035229103 6,904 146,300 Sole 146,300
AON CORP COMM 037389103 3,586 51,050 Sole 51,050
APACHE CORP COM COMM 037411105 936 29,700 Sole 29,700
APPLE COMPUTER INC COMM 037833100 1,162 40,500 Sole 40,500
APPLIED MATERIALS INC COMM 038222105 3,245 110,000 Sole 110,000
ARCHER DANIELS MIDLAND CO COMM 039483102 3,322 171,454 Sole 171,454
ARMCO INC COMM 042170100 202 31,700 Sole 31,700
ARMSTRONG WORLD IND INC COMM 042476101 822 12,200 Sole 12,200
ASARCO INC COMM 043413103 269 12,100 Sole 12,100
ASCEND COMMUNICATIONS INC COM COMM 043491109 2,870 57,900 Sole 57,900
ASHLAND OIL INC COMM 044204105 1,218 23,600 Sole 23,600
ASSOCIATES CAPITAL CORP COM COMM 046008108 1,154 15,000 Sole 15,000
ATLANTIC RICHFIELD CO COMM 048825103 7,578 97,000 Sole 97,000
AUTODESK INC COMM 052769106 552 14,300 Sole 14,300
AUTOMATIC DATA PROCESSING IN COMM 053015103 6,595 90,500 Sole 90,500
AUTOZONE INC COMM 053332102 1,485 46,500 Sole 46,500
AVERY DENNISON CORP. COMM 053611109 1,897 35,300 Sole 35,300
AVON PRODUCTS INC COMM 054303102 3,113 40,200 Sole 40,200
BB&T CORPORATION COMM 054937107 507 7,500 Sole 7,500
BAKER HUGHES INC COMM 057224107 1,773 51,300 Sole 51,300
BALL CORP COMM 058498106 374 9,300 Sole 9,300
BALT GAS & ELEC COMM 059165100 1,382 44,500 Sole 44,500
BANC ONE CORP COMM 059438101 11,807 211,545 Sole 211,545
BANK OF N Y CO INC COMM 064057102 6,897 113,300 Sole 113,300
BANKAMERICA CORP COMM 066050105 17,772 205,452 Sole 205,452
BANKBOSTON CORP COMM 06605R106 2,420 43,504 Sole 43,504
BANKERS TR N Y CORP COMM 066365107 3,470 29,900 Sole 29,900
BARD C R INC COMM 067383109 674 17,700 Sole 17,700
BARRICK GOLD CORP COMM 067901108 2,158 112,100 Sole 112,100
BATTLE MTN GOLD CO COMM 071593107 404 68,100 Sole 68,100
BAUSCH & LOMB INC COMM 071707103 862 17,200 Sole 17,200
BAXTER INTL INC COMM 071813109 4,563 84,800 Sole 84,800
BAY FINL CORP COMM 072510100 2,151 67,100 Sole 67,100
BEAR STEARNS COS INC COMMO COMM 073902108 1,939 34,100 Sole 34,100
BECTON DICKINSON & CO COMM 075887109 2,911 37,500 Sole 37,500
BELL ATLANTIC CORP COMM 077853109 6,711 147,100 Sole 147,100
BELLSOUTH CORP COMM 079860102 19,983 297,700 Sole 297,700
BEMIS INC COMM 081437105 679 16,600 Sole 16,600
BENEFICIAL CORP COMM 081721102 2,543 16,600 Sole 16,600
BESTFOODS INC COMM 08658U101 499 8,600 Sole 8,600
BETHLEHEM STEEL CORP COMM 087509105 484 38,900 Sole 38,900
BIOMET INC COMM 090613100 1,111 33,600 Sole 33,600
BLACK & DECKER CORP COMM 091797100 1,769 29,000 Sole 29,000
BLOCK H & R INC COMM 093671105 1,331 31,600 Sole 31,600
BOEING COMPANY COMM 097023105 11,062 248,224 Sole 248,224
BOISE CASCADE CORP COMM 097383103 573 17,500 Sole 17,500
BOSTON SCIENTIFIC CORP COMM 101137107 4,183 58,400 Sole 58,400
BRIGGS & STRATTON CORP COMM 109043109 296 7,900 Sole 7,900
BRISTOL MYERS SQUIBB CO COMM 110122108 34,424 299,500 Sole 299,500
BROWN FORMAN INC COMM 115637209 1,349 21,000 Sole 21,000
BROWNING-FERRIS IND COMM 115885105 1,939 55,800 Sole 55,800
BRUNSWICK CORP COMM 117043109 752 30,400 Sole 30,400
BURLINGTON NORTHN INC COMM 12189T104 4,703 47,901 Sole 47,901
BURLINGTON RES INC COMM 122014103 2,196 51,000 Sole 51,000
CBS CORP COMM 12490K107 1,762 55,500 Sole 55,500
CIGNA CORP COMM 125509109 1,380 20,000 Sole 20,000
CSX CORPORATION COMM 126408103 2,998 65,900 Sole 65,900
CVS CORP COMM 126650100 2,274 58,400 Sole 58,400
CABLETRON SYS INC COMM 126920107 637 47,400 Sole 47,400
CAMPBELL SOUP CO COMM 134429109 7,252 136,500 Sole 136,500
CARDINAL HEALTH INC COM COMM 14149Y108 3,122 33,300 Sole 33,300
CAROLINA PWR & LT COMM 144141108 2,008 46,300 Sole 46,300
CASE CORP COMM 14743R103 1,090 22,600 Sole 22,600
CATERPILLAR INC COMM 149123101 5,841 110,400 Sole 110,400
HOSPITALITY FRANCHISE SYSTEMS, INC. COMM 151313103 1,460 71,200 Sole 71,200
CENTEX CORP COMM 152312104 385 10,200 Sole 10,200
CENTL&SOUTH WEST CORP COMM 152357109 1,725 64,200 Sole 64,200
CERIDIAN CORP COMM 15677T106 1,293 22,000 Sole 22,000
CHAMPION INTL CORP COMM 158525105 1,446 29,400 Sole 29,400
CHASE MANHATTAN CORP NEW COMM 16161A108 9,833 130,234 Sole 130,234
CHEVRON CORP COMM 166751107 16,490 196,900 Sole 196,900
CHRYSLER CORP COMM 171196108 10,954 194,300 Sole 194,300
CHUBB CORP COMM 171232101 4,067 50,600 Sole 50,600
CINCINNATI FINANCIAL CORP COMM 172062101 664 17,300 Sole 17,300
CINCINNATI MILACRON INC COMM 172172108 292 12,000 Sole 12,000
CINERGY CORP COMM 172474108 1,655 47,292 Sole 47,292
CIRCUIT CITY STORES INC COMM 172737108 1,411 30,100 Sole 30,100
CISCO SYS INC COMM 17275R102 28,346 307,900 Sole 307,900
CITICORP COMM 173034109 20,285 135,914 Sole 135,914
CLEAR CHANNEL COMM INC COM COMM 184502102 4,059 37,200 Sole 37,200
CLOROX CO COMM 189054109 3,003 31,400 Sole 31,400
COASTAL CORP COMM 190441105 2,241 32,100 Sole 32,100
COCA COLA CO COMM 191216100 63,441 742,000 Sole 742,000
COGNIZANT CORP. COMM 192441103 3,119 49,500 Sole 49,500
COLGATE PALMOLIVE CO COMM 194162103 7,841 89,100 Sole 89,100
COLUMBIA GAS SYS INC COMM 197648108 907 16,300 Sole 16,300
COLUMBIA HCA HEALTHCARE COMM 197677107 5,632 193,385 Sole 193,385
COMCAST CORP COMM 200300200 4,506 111,000 Sole 111,000
COMERICA INC COMM 200340107 2,176 32,900 Sole 32,900
COMPAQ COMPUTER CORP COMM 204493100 10,451 368,300 Sole 368,300
COMPUTER ASSOC INTL INC COMM 204912109 9,160 164,850 Sole 164,850
COMPUTER SCIENCES COMM 205363104 1,619 25,300 Sole 25,300
CONAGRA INC COMM 205887102 6,540 206,400 Sole 206,400
CONSECO INC. COMM 208464107 2,658 56,700 Sole 56,700
CONSOLIDATED EDISON HLDG INC COMM 209115104 539 11,700 Sole 11,700
CONS NATURAL GAS CO COMM 209615103 1,719 29,200 Sole 29,200
CONSOLIDATED STORES CORP COMMO COMM 210149100 1,178 32,500 Sole 32,500
COOPER INDUST COMM 216669101 1,989 36,200 Sole 36,200
COOPER TIRE & RUBR CO COMM 216831107 490 23,600 Sole 23,600
COORS ADOLPH CO CL B COMM 217016104 381 11,200 Sole 11,200
CORNING INC COMM 219350105 2,446 70,400 Sole 70,400
COSTCO COMM 22160Q102 4,122 65,367 Sole 65,367
COUNTRYWIDE CRED INDS COMM 222372104 1,654 32,600 Sole 32,600
CRANE CO COMM 224399105 660 13,600 Sole 13,600
CROWN CORK & SEAL INC COMM 228255105 1,815 38,200 Sole 38,200
CUMMINS ENGINE INC COMM 231021106 589 11,500 Sole 11,500
CYPRUS AMAX MINERALS CO COMM 232809103 367 27,700 Sole 27,700
DSC COMMUNICATIONS CORP COMM 233311109 1,092 36,400 Sole 36,400
DETROIT EDISON CO COMM 233331107 1,768 43,800 Sole 43,800
DANA CORP COMM 235811106 1,701 31,800 Sole 31,800
DARDEN RESTAURANTS INC COMM 237194105 681 42,900 Sole 42,900
DATA GEN CORP COMM 237688106 227 15,200 Sole 15,200
DAYTON HUDSON CORP COMM 239753106 3,288 67,800 Sole 67,800
DEERE AND CO COMM 244199105 3,974 75,200 Sole 75,200
DELL COMPUTER CORP COMM 247025109 9,495 102,300 Sole 102,300
DELTA AIR LINES COM COMM 247361108 3,012 23,300 Sole 23,300
DELUXE CORP COMM 248019101 872 24,400 Sole 24,400
DILLARDS INC COMM 254067101 1,343 32,400 Sole 32,400
WALT DISNEY CO COMM 254687106 21,559 205,199 Sole 205,199
DOMINION RESOURCES INC COMM 257470104 2,392 58,700 Sole 58,700
DONNELLEY R R & SONS CO COMM 257867101 1,954 42,700 Sole 42,700
DOVER CORP COMM 260003108 2,305 67,300 Sole 67,300
DOW CHEMICAL COMM 260543103 6,594 68,200 Sole 68,200
DOW JONES & CO COMM 260561105 1,561 28,000 Sole 28,000
DRESSER INDUSTRIES COMM 261597108 2,340 53,100 Sole 53,100
DU PONT DE NEMOURS COMM 263534109 25,364 339,600 Sole 339,600
DUKE PWR CO COMM 264399106 4,055 68,434 Sole 68,434
DUN & BRADSTREET CORP COMM 264830100 1,861 51,700 Sole 51,700
EG&G INC COMM 268457108 405 13,500 Sole 13,500
EMC CORP MASS COMM 268648102 6,731 150,200 Sole 150,200
EASTERN ENTERPRISES COMM 27637F100 283 6,600 Sole 6,600
EASTMAN CHEMICAL CO COMM 277432100 1,530 24,575 Sole 24,575
EASTMAN KODAK CO COMM 277461109 7,094 97,100 Sole 97,100
EATON CORP COMM 278058102 1,718 22,100 Sole 22,100
ECHLIN INC COMM 278749106 947 19,300 Sole 19,300
ECOLAB INC COMM 278865100 1,221 39,400 Sole 39,400
EDISON INTL COMM 281020107 3,222 109,000 Sole 109,000
EMERSON ELEC CO COMM 291011104 8,066 133,600 Sole 133,600
ENGELHARD CORP COMM 292845104 884 43,650 Sole 43,650
ENRON CORP COMM 293561106 5,358 99,100 Sole 99,100
ENTERGY CORP NEW COMM 29364G103 2,130 74,100 Sole 74,100
EQUIFAX INC. COMM 294429105 1,641 45,200 Sole 45,200
EXXON CORP COMM 302290101 52,475 735,200 Sole 735,200
FMC CORP COMM 302491303 757 11,100 Sole 11,100
FPL GROUP INC COMM 302571104 3,459 54,900 Sole 54,900
FDX CORP COMM 31304N107 1,023 16,300 Sole 16,300
FEDERAL HOME LN MTGE COM COMM 313400301 9,610 204,200 Sole 204,200
FEDERAL NATL MTG ASSN COMM 313586109 18,960 312,100 Sole 312,100
FEDERATED DEPARTMENT COMM 31410H101 3,417 63,500 Sole 63,500
FIFTH THIRD BANCORP COMM 316773100 3,604 57,200 Sole 57,200
FIRST CHICAGO NBD CORP COMM 31945A100 7,662 86,458 Sole 86,458
FIRST DATA CORP COMM 319963104 4,477 134,400 Sole 134,400
FIRST UNION CORP COMM 337358105 11,561 198,470 Sole 198,470
FIRSTENERGY CORP COMM 337932107 1,193 38,800 Sole 38,800
FLEET FINANCIAL GROUP INC COMM 338915101 7,141 85,515 Sole 85,515
FLEETWOOD ENTERPRISES COMM 339099103 437 10,900 Sole 10,900
FLUOR CORP COMM 343861100 1,275 25,000 Sole 25,000
FORD MOTOR CO COM COMM 345370100 21,535 365,000 Sole 365,000
FORT JAMES CORP COMM 347471104 1,812 40,600 Sole 40,600
FORTUNE BRANDS COMM 349631101 2,003 52,100 Sole 52,100
FOSTER WHEELER COMM 350244109 262 12,200 Sole 12,200
FRANKLIN RESOURCES INC COMM 354613101 4,131 76,500 Sole 76,500
FREEPORT-MCMORAN COPPER COMM 35671D857 826 54,400 Sole 54,400
FRONTIER CORP COM COMM 35906P105 1,622 51,500 Sole 51,500
FRUIT OF THE LOOM INC COMM 359416104 733 22,100 Sole 22,100
GPU INC COMM 36225X100 1,475 39,000 Sole 39,000
GTE CORP COMM 362320103 16,115 289,700 Sole 289,700
GANNETT INC COMM 364730101 6,097 85,800 Sole 85,800
GAP INC COMM 364760108 7,302 118,850 Sole 118,850
GATEWAY 2000 INC COM COMM 367833100 190 3,800 Sole 3,800
GENL DYNAMICS COMM 369550108 944 20,300 Sole 20,300
GENL ELECTRIC CO COMM 369604103 88,967 979,000 Sole 979,000
GENERAL INSTRUMENT CORP COMM 370120107 1,229 45,200 Sole 45,200
GENL MILLS INC COMM 370334104 3,303 48,400 Sole 48,400
GENERAL MTRS CORP COMM 370442105 13,445 201,232 Sole 201,232
GENERAL RE CORP COMM 370563108 5,983 23,600 Sole 23,600
GENERAL SIGNAL CORP COMM 370838104 497 13,800 Sole 13,800
GENUINE PARTS CO COMM 372460105 1,866 54,000 Sole 54,000
GEORGIA PACIFIC CORP COMM 373298108 1,674 28,400 Sole 28,400
GIANT FOOD INC A NV COMM 374478105 750 17,500 Sole 17,500
GILLETTE COMPANY COMM 375766102 9,714 170,800 Sole 170,800
GOLDEN WEST FINANCIAL CP COMM 381317106 1,871 17,600 Sole 17,600
GOODRICH B F CO COMM 382388106 1,126 22,700 Sole 22,700
GOODYEAR TIRE & RUBBER COMM 382550101 3,087 47,900 Sole 47,900
W.R. GRACE & CO COMM 38388F108 41 2,400 Sole 2,400
GRAINGER W W INC COMM 384802104 732 14,700 Sole 14,700
GREAT ATL & PAC TEA COMM 390064103 382 11,500 Sole 11,500
GREAT LAKES CHEM CORP COMM 390568103 730 18,500 Sole 18,500
GREEN TREE ACCEP INC COMM 393505102 1,725 40,300 Sole 40,300
GUIDANT CORPORATION COMM 401698105 3,259 45,700 Sole 45,700
HBO & CO COM COMM 404100109 2,337 66,300 Sole 66,300
HALLIBURTON CO COMM 406216101 3,506 78,900 Sole 78,900
HARCOURT GEN INC COMM 41163G101 1,279 21,500 Sole 21,500
HARNISCHFEGER INDS INC COMM 413345109 413 14,600 Sole 14,600
HARRAHS ENTERTAINEMNT COMM 413619107 714 30,700 Sole 30,700
HARRIS CORP DEL COMM 413875105 1,068 23,900 Sole 23,900
HARTFORD FINL SVCS GROUP INC COMM 416515104 4,049 35,400 Sole 35,400
HASBRO INC COMM 418056107 1,598 40,650 Sole 40,650
HEALTHSOUTH REHABILITATION CORP COMM 421924101 3,219 120,600 Sole 120,600
HEINZ H J CO COMM 423074103 6,213 110,700 Sole 110,700
HELMERICH & PAYNE INC COMM 423452101 352 15,700 Sole 15,700
HERCULES INC COMM 427056106 1,172 28,500 Sole 28,500
HERSHEY FOODS CORP COMM 427866108 2,981 43,200 Sole 43,200
HEWLETT PACKARD CO COMM 428236103 18,669 311,800 Sole 311,800
HILTON HOTELS CORP COMM 432848109 2,144 74,900 Sole 74,900
HOME DEPOT INC COMM 437076102 18,357 221,000 Sole 221,000
HOMESTAKE MNG CO COMM 437614100 659 63,500 Sole 63,500
HONEYWELL INC COMM 438506107 3,175 38,000 Sole 38,000
HOUSEHOLD INTL INC COMM 441815107 1,582 31,800 Sole 31,800
HOUSTON INDUSTRIES INC COMM 442161105 2,536 82,300 Sole 82,300
HUMANA INC COMM 444859102 1,563 50,100 Sole 50,100
HUNTINGTON BANCSHARES COMM 446150104 1,943 58,000 Sole 58,000
ITT INDUSTRIES INC COMM 450911102 1,327 35,500 Sole 35,500
IKON OFFICE SOLUTIONS COMM 451713101 588 40,400 Sole 40,400
ILLINOIS TOOL WORKS INC COMM 452308109 5,035 75,500 Sole 75,500
INCO LTD COMM 453258402 679 49,806 Sole 49,806
INGERSOLL RAND CO COMM 456866102 2,223 50,450 Sole 50,450
INTEL CORP COMM 458140100 37,796 509,900 Sole 509,900
INTL BUSINESS MACH COMM 459200101 32,584 283,800 Sole 283,800
INTL FLAVORS & FRAGRANCES COMM 459506101 1,433 33,000 Sole 33,000
INTERNATIONAL PAPER CO COMM 460146103 3,982 92,600 Sole 92,600
INTERPUBLIC GROUP OF COS COMM 460690100 2,494 41,100 Sole 41,100
JEFFERSON PILOT CORP COMM 475070108 1,304 22,500 Sole 22,500
JOHNSON & JOHNSON COMM 478160104 29,933 404,500 Sole 404,500
JOHNSON CTLS INC COMM 478366107 1,487 26,000 Sole 26,000
JOSTENS INC COMM 481088102 279 11,700 Sole 11,700
KLA INSTRUMENTS CORP. COMMO COMM 482480100 723 26,100 Sole 26,100
K MART CORP COMM 482584109 2,822 146,600 Sole 146,600
KAUFMAN & BROAD HOME CRP COMM 486168107 370 11,700 Sole 11,700
KELLOGG CO COMM 487836108 4,662 123,700 Sole 123,700
KERR MCGEE CORP COMM 492386107 874 15,100 Sole 15,100
KEYCORP COMM 493267108 2,540 71,303 Sole 71,303
KIMBERLY CLARK CORP COMM 494368103 7,680 167,420 Sole 167,420
KING WORLD PRODTNS INC COMM 495667107 566 22,200 Sole 22,200
KNIGHT-RIDDER INC COMM 499040103 1,305 23,700 Sole 23,700
KROGER COMPANY COMM 501044101 3,297 76,900 Sole 76,900
LSI LOGIC CORP COMM 502161102 992 43,000 Sole 43,000
LAIDLAW, INC. COMM 50730K503 102 8,400 Sole 8,400
LEHMAN BROTHER COMMO COMM 524908100 2,769 35,700 Sole 35,700
LILLY ELI & CO COMM 532457108 22,061 333,000 Sole 333,000
LIMITED INC COMM 532716107 2,266 68,400 Sole 68,400
LINCOLN NATL CORP IND COMM 534187109 2,842 31,100 Sole 31,100
LIZ CLAIBORNE INC COMM 539320101 1,066 20,400 Sole 20,400
LOCKHEED MARTIN CORP COMM 539830109 6,280 59,313 Sole 59,313
LOEWS CORP COMM 540424108 3,032 34,800 Sole 34,800
LONGS DRUG STORES CORP COMM 543162101 338 11,700 Sole 11,700
LOUISIANA PAC CORP COMM 546347105 604 33,100 Sole 33,100
LOWES COMPANIES INC COMM 548661107 2,146 52,900 Sole 52,900
LUCENT TECHNOLOGIES INC COMM 549463107 17,328 208,297 Sole 208,297
MBIA INC COMM 55262C100 2,254 30,100 Sole 30,100
MBNA CORP COMM 55262L100 4,981 150,663 Sole 150,663
MCI COMMUNICATIONS CORP COMM 552673105 12,671 218,000 Sole 218,000
MGIC INVESTMENT CORP WIS COMM 552848103 1,963 34,400 Sole 34,400
MALLINCKRODT INC COMM 561232109 653 22,000 Sole 22,000
MANOR CARE INC COMM 564054104 750 19,500 Sole 19,500
MARSH & MCLENNAN COS INC COMM 571748102 3,119 51,600 Sole 51,600
MARRIOTT INTL INC COMM 571903202 84 2,600 Sole 2,600
MASCO CORP COMM 574599106 3,098 51,200 Sole 51,200
MATTEL INC COMM 577081102 3,758 88,813 Sole 88,813
MAY DEPT STORES COMM 577778103 4,552 69,500 Sole 69,500
MAYTAG CORP COMM 578592107 1,437 29,100 Sole 29,100
MCDERMOTT INTL INC COMM 580037109 641 18,600 Sole 18,600
MCDONALDS CORP COMM 580135101 14,269 206,800 Sole 206,800
MCGRAW HILL INC COMM 580645109 2,461 30,200 Sole 30,200
MEAD CORP COMM 582834107 1,010 31,800 Sole 31,800
MEDIAONE GROUP INC COMM 58440J104 44 1,000 Sole 1,000
MEDTRONIC INC COMM 585055106 9,046 141,900 Sole 141,900
MELLON BANK CORP COMM 585509102 5,457 78,300 Sole 78,300
MERCANTILE BANCORPORATION COMM 587342106 2,297 45,600 Sole 45,600
MERCANTILE STORES INC COMM 587533100 876 11,100 Sole 11,100
MERCK & CO INC COMM 589331107 48,110 359,700 Sole 359,700
MEREDITH CORP COMM 589433101 779 16,600 Sole 16,600
MERRILL LYNCH & CO INC COMM 590188108 9,612 104,200 Sole 104,200
MICROSOFT CORP COMM 594918104 80,241 740,400 Sole 740,400
MICRON TECHNOLOGY INC COMM 595112103 1,588 64,000 Sole 64,000
MILLIPORE CORP COMM 601073109 354 13,000 Sole 13,000
MINNESOTA MNG MFG COMM 604059105 10,010 121,800 Sole 121,800
MIRAGE RESORTS INC COM COMM 60462E104 64 3,000 Sole 3,000
MOBIL CORP COMM 607059102 18,022 235,200 Sole 235,200
MONSANTO CO COMM 611662107 10,074 180,300 Sole 180,300
MOORE LTD COMM 615785102 350 26,400 Sole 26,400
MORGAN J P & CO INC COMM 616880100 6,298 53,799 Sole 53,799
MORGAN STANLEY DEAN WITTER & CO. FUNDS 617446448 5,720 62,600 Sole 62,600
MORTON INTL INC COMM 619335102 990 39,600 Sole 39,600
MOTOROLA INC COMM 620076109 9,451 179,800 Sole 179,800
NACCO INDS INC COMM 629579103 427 3,300 Sole 3,300
NALCO CHEMICAL CO COMM 629853102 713 20,300 Sole 20,300
NATL CITY CORP COMM 635405103 7,057 99,400 Sole 99,400
NATL SEMICONDUCTOR CORP COMM 637640103 643 49,000 Sole 49,000
NATIONAL SVC INDS INC COMM 637657107 656 12,900 Sole 12,900
NATIONSBANK CORP COMM 638585109 17,165 223,828 Sole 223,828
NAVISTAR INTL CORP NEW COMM 63934E108 569 19,710 Sole 19,710
NEW YORK TIMES CO COMM 650111107 2,330 29,400 Sole 29,400
NEWELL CO COMM 651192106 2,426 48,700 Sole 48,700
NEWMONT MINING CORP COMM 651639106 595 25,190 Sole 25,190
NEXTEL COMMUNICATIONS COMM 65332V103 2,045 82,200 Sole 82,200
NIAGARA MOHAWK POWER CRP COMM 653522102 840 56,200 Sole 56,200
NICOR INC COMM 654086107 574 14,300 Sole 14,300
NIKE INC CL B COMM 654106103 4,216 86,600 Sole 86,600
NORDSTROM INC COMM 655664100 1,792 23,200 Sole 23,200
NORFOLK SOUTHN CORP COMM 655844108 3,411 114,400 Sole 114,400
NTHN STATES POWER MINN COMM 665772109 673 23,500 Sole 23,500
NORTHERN TELECOM COMM 665815106 8,898 156,800 Sole 156,800
NORTHERN TR CORP COMM 665859104 2,562 33,600 Sole 33,600
NORTHROP CORP COMM 666807102 2,104 20,400 Sole 20,400
NORWEST CORPORATION COMM 669380107 8,539 227,700 Sole 227,700
NOVELL INC COMM 670006105 1,345 105,500 Sole 105,500
NUCOR CORP COMM 670346105 1,251 27,200 Sole 27,200
OCCIDENTAL PETROLEUM CRP COMM 674599105 2,984 110,500 Sole 110,500
OMNICOM GROUP INC COMMO COMM 681919106 2,554 51,200 Sole 51,200
ONEOK INC COMM 682680103 40 1,000 Sole 1,000
ORACLE SYS CORP COMM 68389X105 7,196 292,950 Sole 292,950
ORYX ENERGY COMPANY COMM 68763F100 708 32,000 Sole 32,000
OWENS CORNING COMM 69073F103 682 16,700 Sole 16,700
OWENS-ILLINOIS, INC. COMM 690768403 2,076 46,400 Sole 46,400
PECO ENERGY CO COMM 693304107 1,959 67,100 Sole 67,100
PACIFIC GAS & ELECTRIC CO. COMM 69331C108 3,630 115,000 Sole 115,000
PNC FINANCIAL CORP COMM 693475105 4,876 90,500 Sole 90,500
P P & L RES INC COM COMM 693499105 1,146 50,500 Sole 50,500
PPG INDS INC COMM 693506107 3,749 53,900 Sole 53,900
PACCAR INC COMM 693718108 1,224 23,430 Sole 23,430
PAC ENTERPRISES COMM 694232109 998 25,100 Sole 25,100
PACIFICORP COMM 695114108 2,025 89,500 Sole 89,500
PALL CORP COMM 696429307 759 37,000 Sole 37,000
PARAMETRIC TECHNOLOGY CORP COM (REST COMM 699173100 1,231 45,400 Sole 45,400
PARKER HANNIFIN CORP COMM 701094104 1,285 33,700 Sole 33,700
PENNEY J C CO INC COMM 708160106 5,467 75,600 Sole 75,600
PENNZOIL CO COMM 709903108 767 15,100 Sole 15,100
PEOPLES ENERGY CORP COMM 711030106 413 10,700 Sole 10,700
PEP BOYS MANNY MOE&JACK COMM 713278109 367 19,400 Sole 19,400
PEPSICO INC COMM 713448108 18,469 448,400 Sole 448,400
PERKIN ELMER CORP COMM 714041100 124 2,000 Sole 2,000
PHARMACIA & UPJOHN INC COMM 716941109 7,072 153,315 Sole 153,315
PFIZER INC COMM 717081103 42,693 392,800 Sole 392,800
PHELPS DODGE CORP COMM 717265102 1,041 18,200 Sole 18,200
PHILIP MORRIS COS INS COMM 718154107 28,744 730,000 Sole 730,000
PHILLIPS PETROLEUM COMM 718507106 3,816 79,200 Sole 79,200
PIONEER HI-BRED INTL INC COMM 723686101 1,477 35,700 Sole 35,700
PITNEY BOWES INC COMM 724479100 3,970 82,500 Sole 82,500
PLACER DOME INC COMM 725906101 884 75,200 Sole 75,200
POLAROID CORP COM COMM 731095105 477 13,400 Sole 13,400
POTLATCH CORP COMM 737628107 378 9,000 Sole 9,000
PRAXAIR INC COMM 74005P104 2,214 47,300 Sole 47,300
PROCTER & GAMBLE CO COMM 742718109 36,735 403,400 Sole 403,400
PROGRESSIVE CORP COM COMM 743315103 3,088 21,900 Sole 21,900
PROVIDIAN FINL CORP COMM 74406A102 574 7,300 Sole 7,300
PUBLIC SERVICE ENTERPRSE COMM 744573106 2,400 69,700 Sole 69,700
PULTE CORP COMM 745867101 173 5,800 Sole 5,800
QUAKER OATS COMM 747402105 2,307 42,000 Sole 42,000
RALSTON PURINA CO COMM 751277302 3,773 32,300 Sole 32,300
RAYCHEM CORP COMM 754603108 757 25,600 Sole 25,600
RAYTHEON COMPANY COMM 755111408 2,803 47,400 Sole 47,400
REEBOK INTERNATIONAL LTD COMM 758110100 485 17,500 Sole 17,500
REPUBLIC N Y CORP COMM 760719104 982 15,600 Sole 15,600
REYNOLDS METALS CO COMM 761763101 1,246 22,300 Sole 22,300
RITE AID CORP COMM 767754104 2,907 77,400 Sole 77,400
ROCKWELL INTL CORP COMM 773903109 2,842 59,200 Sole 59,200
ROHM HAAS CO COMM 775371107 1,953 18,800 Sole 18,800
ROWAN COMPANIES INC COMM 779382100 502 25,800 Sole 25,800
ROYAL DUTCH PETROLEUM CO COMM 780257804 7,783 142,000 Sole 142,000
RUBBERMAID INC COMM 781088109 1,488 45,100 Sole 45,100
RUSSELL CORP COMM 782352108 335 11,100 Sole 11,100
RYDER SYS INC COMM 783549108 726 23,000 Sole 23,000
SBC COMMUNICATIONS INC COMM 78387G103 11,690 292,247 Sole 292,247
SLM HOLDING CORP COMM 78442A109 2,499 51,000 Sole 51,000
SAFECO CORP COMM 786429100 1,947 42,900 Sole 42,900
ST JUDE MEDICAL INC COMM 790849103 946 25,700 Sole 25,700
ST PAUL COMPANIES COMM 792860108 1,178 28,000 Sole 28,000
SARA LEE CORP COMM 803111103 7,865 140,600 Sole 140,600
SCHERING PLOUGH CORP COMM 806605101 20,267 221,200 Sole 221,200
SCHLUMBERGER LTD COMM 806857108 10,281 150,500 Sole 150,500
SCHWAB (CHARLES) CORP COMM 808513105 2,639 80,900 Sole 80,900
SCIENTIFIC ATLANTA INC COMM 808655104 601 23,700 Sole 23,700
SEAGATE TECHNOLOGY COMM 811804103 1,752 73,400 Sole 73,400
SEAGRAM CO LTD COMM 811850106 4,266 104,200 Sole 104,200
SEALED AIR CORP COMM 81211K100 74 2,000 Sole 2,000
SEARS ROEBUCK COMM 812387108 7,212 118,100 Sole 118,100
SERVICE CORP INTL COMM 817565104 3,306 77,100 Sole 77,100
SHARED MEDICAL SYS CORP COMM 819486101 580 7,900 Sole 7,900
SHERWIN WILLIAMS CO COMM 824348106 1,736 52,400 Sole 52,400
SIGMA ALDRICH CORP COMM 826552101 1,075 30,600 Sole 30,600
SILICON GRAPHICS INC COMM 827056102 689 56,800 Sole 56,800
SNAP ON INC COMM 833034101 643 17,750 Sole 17,750
SONAT INC COMM 835415100 1,282 33,200 Sole 33,200
SOUTHERN CO COMM 842587107 5,812 209,900 Sole 209,900
SOUTHWEST AIRLINES CO COMM 844741108 1,991 67,350 Sole 67,350
SPRINGS INDUSTRIES INC COMM 851783100 258 5,600 Sole 5,600
SPRINT CORP COMM 852061100 9,158 129,900 Sole 129,900
STANLEY WORKS COMM 854616109 1,143 27,500 Sole 27,500
STATE STREET CORP COMM 857477103 3,412 49,100 Sole 49,100
STONE CONTAINER CORP COMM 861589109 473 30,300 Sole 30,300
SUMMIT BANCORPORATION COM COMM 866005101 2,560 53,900 Sole 53,900
SUN INC COMM 866762107 1,126 29,000 Sole 29,000
SUN MICROSYSTEM INC COMM 866810104 4,948 113,900 Sole 113,900
SUNAMERICA INC COMM 866930100 3,420 59,550 Sole 59,550
SUNTRUST BANKS INC COMM 867914103 5,196 63,900 Sole 63,900
SUPERVALU INC COMM 868536103 825 18,600 Sole 18,600
SYNOVUS FINL CORP COMM 87161C105 1,261 53,100 Sole 53,100
SYSCO CORP COMM 871829107 1,438 56,100 Sole 56,100
TJX COS INC NEW COMM 872540109 1,177 48,800 Sole 48,800
TRW INC COMM 872649108 2,032 37,200 Sole 37,200
TANDY CORP COMM 875382103 1,613 30,400 Sole 30,400
TEKTRONIX INC COMM 879131100 562 15,900 Sole 15,900
TELE COMMUNICATIONS INC NEW COMM 87924V101 5,889 153,200 Sole 153,200
TELLABS INC COMM 879664100 3,925 54,800 Sole 54,800
TEMPLE INLAND INC COMM 879868107 927 17,200 Sole 17,200
TENET HEALTHCARE CORP COMM 88033G100 2,900 92,800 Sole 92,800
TENNECO INC COMM 88037E101 114 3,000 Sole 3,000
TEXACO INC COMM 881694103 9,723 162,900 Sole 162,900
TEXAS INSTRS INC COMM 882508104 6,887 118,100 Sole 118,100
TEXAS UTILITIES CO COMM 882848104 2,889 69,400 Sole 69,400
TEXTRON INC COMM 883203101 3,520 49,100 Sole 49,100
THERMO ELECTRON CORP COM COMM 883556102 1,648 48,200 Sole 48,200
THOMAS & BETTS CORP COMM 884315102 842 17,100 Sole 17,100
3COM CORP COMM 885535104 3,296 107,400 Sole 107,400
TIME WARNER INC COMM 887315109 15,193 177,820 Sole 177,820
TIMES MIRROR CO CL A NEW COMM 887364107 1,716 27,300 Sole 27,300
TIMKEN CO COMM 887389104 598 19,300 Sole 19,300
TORCHMARK CORP COMM 891027104 1,940 42,400 Sole 42,400
TOYS R US COMM 892335100 1,969 84,000 Sole 84,000
TRANSAMERICA CORP DEL COMM 893485102 2,222 19,300 Sole 19,300
TRAVELERS GROUP INC COMM 894190107 18,669 307,948 Sole 307,948
TRICON GLOBAL RESTAURANTS INC COMM 895953107 241 7,600 Sole 7,600
TRIBUNE CO NEW COMM 896047107 2,532 36,800 Sole 36,800
TUPPERWARE CORP COMM 899896104 529 18,800 Sole 18,800
TYCO INTL LTD COMM 902124106 7,377 117,100 Sole 117,100
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UST INC COMM 902911106 1,501 55,600 Sole 55,600
U S BANCORP DEL COMM 902973106 572 13,300 Sole 13,300
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USX-U.S. STEEL GROUP COMM 90337T101 825 25,000 Sole 25,000
UNILEVER N V ADRS 904784501 15,203 192,600 Sole 192,600
UNICOM CORP COMM 904911104 2,293 65,400 Sole 65,400
UNION CAMP CORP COMM 905530101 1,052 21,200 Sole 21,200
UNION CARBIDE CORP COMM 905581104 2,188 41,000 Sole 41,000
UNION PACIFIC CORP COMM 907818108 3,291 74,800 Sole 74,800
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UNISYS CORP COMM 909214108 2,136 75,600 Sole 75,600
UNITED HEALTHCARE CORP COM COMM 910581107 949 14,900 Sole 14,900
USAIR GROUP INC COMM 911905107 2,409 30,400 Sole 30,400
U S SURGICAL CORP COMM 912707106 1,080 23,800 Sole 23,800
U S WEST INC COMM 91273H101 262 5,600 Sole 5,600
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UNOCAL CORP COMM 915289102 2,560 71,597 Sole 71,597
V F CORP COMM 918204108 1,894 36,600 Sole 36,600
VIACOM INC B NON VTG COMM 925524308 6,287 107,926 Sole 107,926
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WESTVACO CORP COMM 961548104 879 31,100 Sole 31,100
WEYERHAEUSER CO COMM 962166104 2,762 59,800 Sole 59,800
WHIRLPOOL CORP COMM 963320106 1,554 22,600 Sole 22,600
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WORLDCOM INC GA COMM 98155K102 15,045 310,600 Sole 310,600
WORTHINGTON INDUST INC COMM 981811102 446 29,600 Sole 29,600
WRIGLEY WM JR CO COMM 982526105 3,420 34,900 Sole 34,900
XEROX CORP COMM 984121103 10,051 98,900 Sole 98,900
METLIFE SECURITY INS. CO.
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A T & T CORP COM COMM 001957109 1,245 21,800 Sole 21,800
ABBOTT LABS CORP DISC NTS COMM 002824100 886 21,600 Sole 21,600
ADVANCED MICRO DEVICES INC COM COMM 007903107 44 2,600 Sole 2,600
AHMANSON H F & CO COM COMM 008677106 426 6,000 Sole 6,000
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ALBERTO CULVER CO CL B CONV PREF 013068101 174 6,000 Sole 6,000
ALLEGHENY TELEDYNE INC COM COMM 017415100 154 6,737 Sole 6,737
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ALLIED SIGNAL CORP COM COMM 019512102 328 7,400 Sole 7,400
ALLSTATE CORP COM COMM 020002101 450 4,917 Sole 4,917
ALLTEL CORP COM COMM 020039103 181 3,900 Sole 3,900
ALUMINUM CO OF AMER COM COMM 022249106 224 3,400 Sole 3,400
AMEREN CORP COM COMM 023608102 242 6,100 Sole 6,100
AMER EXPRESS CO COM COMM 025816109 603 5,300 Sole 5,300
AMER GEN CORP COM COMM 026351106 613 8,618 Sole 8,618
AMER HOME PRODS CORP COM COMM 026609107 890 17,200 Sole 17,200
AMER INTL GROUP INC COM COMM 026874107 1,215 8,325 Sole 8,325
AMER STORES CO COM COMM 030096101 131 5,400 Sole 5,400
AMERITECH CORP COM COMM 030954101 565 12,600 Sole 12,600
AMGEN INC COM COMM 031162100 190 2,900 Sole 2,900
AMOCO CORP COM COMM 031905102 484 11,600 Sole 11,600
ANHEUSER BUSCH CO INC COM COMM 035229103 274 5,800 Sole 5,800
APPLE COMPUTER INC COM COMM 037833100 69 2,400 Sole 2,400
ARCHER DANIELS MIDLAND COM COMM 039483102 126 6,482 Sole 6,482
ARMCO INC COM COMM 042170100 108 16,900 Sole 16,900
ARMSTRONG WORLD INDS INC COM COMM 042476101 195 2,900 Sole 2,900
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ASHLAND INC COMM 044204105 145 2,800 Sole 2,800
ASSOCIATES FIRST CAPITAL A COM COMM 046008108 313 4,062 Sole 4,062
ATLANTIC RICHFIELD CO COM COMM 048825103 219 2,800 Sole 2,800
AVON PRODS INC COM COMM 054303102 201 2,600 Sole 2,600
BANC ONE CORP COM COMM 059438101 349 6,259 Sole 6,259
BANK OF NEW YORK INC COM COMM 064057102 694 11,400 Sole 11,400
BANKAMERICA CORP COM COMM 066050105 640 7,400 Sole 7,400
BANKBOSTON CORP COM CHGED COMM 06605R106 327 5,882 Sole 5,882
BANKERS TR NY CORP COM COMM 066365107 406 3,500 Sole 3,500
BARD C R INC COM COMM 067383109 129 3,400 Sole 3,400
BARRICK GOLD CORP COM (PREV COMM 067901108 58 3,000 Sole 3,000
BAXTER INTL COM COMM 071813109 97 1,800 Sole 1,800
BAY NETWORKS INC COM COMM 072510100 80 2,500 Sole 2,500
BECTON DICKINSON COM COMM 075887109 295 3,800 Sole 3,800
BELL ATLANTIC CORP COM COMM 077853109 884 19,372 Sole 19,372
BELLSOUTH CORP COM COMM 079860102 859 12,800 Sole 12,800
BEMIS INC COM COMM 081437105 258 6,300 Sole 6,300
BENEFICIAL CORP COM COMM 081721102 260 1,700 Sole 1,700
BESTFOODS CHG F COMM 08658U101 255 4,400 Sole 4,400
BIOMET INC COM COMM 090613100 235 7,100 Sole 7,100
BLACK & DECKER CORP COM COMM 091797100 433 7,100 Sole 7,100
BOEING CO COM COMM 097023105 661 14,830 Sole 14,830
BRIGGS & STRATTON CORP COM COMM 109043109 217 5,800 Sole 5,800
BRISTOL MYERS SQUIBB CO COM COMM 110122108 1,425 12,400 Sole 12,400
BROWN FORMAN CORP CL B COM COMM 115637209 315 4,900 Sole 4,900
BRUNSWICK CORP COM COMM 117043109 290 11,700 Sole 11,700
BURLINGTON NORTHERN SANTA FE COM COMM 12189T104 162 1,650 Sole 1,650
CIGNA CORP COM COMM 125509109 414 6,000 Sole 6,000
C S X CORP COM COMM 126408103 191 4,200 Sole 4,200
CVS CORP FROM COMM 126650100 491 12,600 Sole 12,600
CAMPBELL SOUP CO COM COMM 134429109 361 6,800 Sole 6,800
CATERPILLAR INC COM COMM 149123101 159 3,000 Sole 3,000
CENTRAL & SOUTHWEST CORP COM COMM 152357109 180 6,700 Sole 6,700
CERIDIAN CORP COM COMM 15677T106 241 4,100 Sole 4,100
CHARMING SHOPPES INC COM COMM 161133103 45 9,400 Sole 9,400
CHASE MANHATTAN CORP (NEW) COMM 16161A108 872 11,552 Sole 11,552
CHEVRON CORP COM COMM 166751107 662 7,900 Sole 7,900
CHRYSLER CORP COM COMM 171196108 586 10,400 Sole 10,400
CISCO SYS INC COM COMM 17275R102 1,174 12,750 Sole 12,750
CITICORP COM COMM 173034109 821 5,500 Sole 5,500
CLOROX CO COM COMM 189054109 344 3,600 Sole 3,600
COCA COLA CO COM COMM 191216100 2,941 34,400 Sole 34,400
COGNIZANT CORP COM COMM 192441103 176 2,800 Sole 2,800
COLUMBIA HCA HEALTHCARE COM COMM 197677107 192 6,600 Sole 6,600
COMPAQ COMPUTER CORP COM COMM 204493100 973 34,300 Sole 34,300
COMPUTER ASSOC INTL INC COM COMM 204912109 381 6,862 Sole 6,862
CONAGRA INC COM COMM 205887102 146 4,600 Sole 4,600
CONSOLIDATED ED, INC COM COMM 209115104 350 7,600 Sole 7,600
CORNING INC COM COMM 219350105 42 1,200 Sole 1,200
COSTCO COMPANIES INC COM CHG 7 COMM 22160Q102 467 7,400 Sole 7,400
CYPRUS AMAX MINERALS CO COM CHG F COMM 232809103 56 4,200 Sole 4,200
DSC COMMUNICATIONS CORP COM COMM 233311109 465 15,500 Sole 15,500
D T E ENERGY CO COM COMM 233331107 97 2,400 Sole 2,400
DAYTON HUDSON CORP COM COMM 239753106 320 6,600 Sole 6,600
DEERE & CO COM COMM 244199105 428 8,100 Sole 8,100
DILLARDS INC-CL A COM COMM 254067101 257 6,200 Sole 6,200
WALT DISNEY CO COM COMM 254687106 935 8,900 Sole 8,900
DOW CHEM CO COM COMM 260543103 300 3,100 Sole 3,100
DU PONT EI DE NEMOURS CO COM COMM 263534109 1,001 13,400 Sole 13,400
DUKE ENERGY CORP COM COMM 264399106 1 12 Sole 12
DUN & BRADSTREET CORP COM COMM 264830100 101 2,800 Sole 2,800
EASTERN ENTERPRISES COM COMM 27637F100 360 8,400 Sole 8,400
EASTMAN CHEM CO COM COMM 277432100 237 3,800 Sole 3,800
EASTMAN KODAK CO COM COMM 277461109 256 3,500 Sole 3,500
EATON CORP COM COMM 278058102 233 3,000 Sole 3,000
EDISON INTL COM COMM 281020107 473 16,000 Sole 16,000
EMERSON ELEC CO COM COMM 291011104 290 4,800 Sole 4,800
ENRON CORP COM COMM 293561106 260 4,800 Sole 4,800
EXXON CORP COM COMM 302290101 2,427 34,000 Sole 34,000
F P L GROUP INC COM COMM 302571104 195 3,100 Sole 3,100
FHLMC COM COMM 313400301 471 10,000 Sole 10,000
FNMA COM COMM 313586109 802 13,200 Sole 13,200
FIRST CHICAGO NBD CORP COM CHANG COMM 31945A100 510 5,753 Sole 5,753
FIRST DATA CORP COM COMM 319963104 187 5,600 Sole 5,600
FIRST UNION CORP COM COMM 337358105 428 7,340 Sole 7,340
FIRST ENERGY CORP COM COMM 337932107 221 7,200 Sole 7,200
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FLEMING CO INC COM COMM 339130106 163 9,303 Sole 9,303
FORD MTR CO DEL COM COMM 345370100 915 15,500 Sole 15,500
FORTUNE BRANDS INC COM CHG F COMM 349631101 73 1,900 Sole 1,900
G P U INC COM COMM 36225X100 185 4,900 Sole 4,900
G T E CORP COM COMM 362320103 656 11,800 Sole 11,800
GANNETT CO INC COM COMM 364730101 199 2,800 Sole 2,800
GAP INC COM COMM 364760108 645 10,500 Sole 10,500
GEN DYNAMICS CORP COM COMM 369550108 149 3,200 Sole 3,200
GEN ELEC CO COM COMM 369604103 4,162 45,800 Sole 45,800
GEN MILLS INC COM COMM 370334104 123 1,800 Sole 1,800
GEN MTRS CORP COM COMM 370442105 742 11,103 Sole 11,103
GEN RE CORP COM COMM 370563108 304 1,200 Sole 1,200
GEN SIGNAL CORP COM COMM 370838104 97 2,700 Sole 2,700
GEORGIA-PAC (GEORGIA-PAC GP) COMM 373298108 106 1,800 Sole 1,800
GILLETTE CO COM COMM 375766102 830 14,600 Sole 14,600
GOLDEN WEST FINL CORP DEL COM COMM 381317106 191 1,800 Sole 1,800
GOODYEAR TIRE & RUBBER CO COM COMM 382550101 180 2,800 Sole 2,800
GREAT LAKES CHEMICAL CORP COM COMM 390568103 67 1,700 Sole 1,700
HARRIS CORP DEL COM COMM 413875105 197 4,400 Sole 4,400
HARTFORD FINL SVCS GRP CHGED COMM 416515104 149 1,300 Sole 1,300
H J HEINZ CO COM COMM 423074103 286 5,100 Sole 5,100
HERSHEY FOODS CORP COM COMM 427866108 304 4,400 Sole 4,400
HEWLETT PACKARD CO COM COMM 428236103 742 12,400 Sole 12,400
HOME DEPOT INC COM COMM 437076102 760 9,150 Sole 9,150
HOMESTAKE MNG CO COM COMM 437614100 11 1,100 Sole 1,100
HONEYWELL INC COM COMM 438506107 217 2,600 Sole 2,600
HOUSEHOLD INTL INC COM COMM 441815107 358 7,200 Sole 7,200
HOUSTON INDS INC COM COMM 442161105 111 3,600 Sole 3,600
ITT IND INC COM CHG F COMM 450911102 49 1,300 Sole 1,300
INTEL CORP COM COMM 458140100 1,675 22,600 Sole 22,600
IBM CORP COM COMM 459200101 1,791 15,600 Sole 15,600
INTL PAPER COM COMM 460146103 112 2,600 Sole 2,600
JOHNSON & JOHNSON COM COMM 478160104 1,317 17,800 Sole 17,800
KELLOGG CO COM COMM 487836108 226 6,000 Sole 6,000
KERR MCGEE CORP COM COMM 492386107 133 2,300 Sole 2,300
KEYCORP COM COMM 493267108 164 4,600 Sole 4,600
KIMBERLY CLARK CORP COM COMM 494368103 349 7,600 Sole 7,600
KING WORLD PRODUCTIONS INC COM COMM 495667107 296 11,600 Sole 11,600
KNIGHT RIDDER INC COM COMM 499040103 143 2,600 Sole 2,600
KROGER CO COM COMM 501044101 223 5,200 Sole 5,200
ELI LILLY COM COMM 532457108 954 14,400 Sole 14,400
LINCOLN NATL CORP IND COM COMM 534187109 302 3,300 Sole 3,300
LOCKHEED MARTIN CORP COM COMM 539830109 166 1,567 Sole 1,567
LOEWS CORP COM COMM 540424108 192 2,200 Sole 2,200
LONGS DRUG STORES CORP COM COMM 543162101 104 3,600 Sole 3,600
LOUISIANA PAC CORP COM COMM 546347105 126 6,900 Sole 6,900
LUCENT TECHNOLOGIES INC COMM 549463107 1,175 14,130 Sole 14,130
M C I COMMUNICATIONS CORP COM COMM 552673105 395 6,800 Sole 6,800
MALLINCKRODT INC COM CHGED COMM 561232109 116 3,900 Sole 3,900
MANOR CARE INC COM COMM 564054104 165 4,300 Sole 4,300
MAY DEPT STORES CO COM COMM 577778103 393 6,000 Sole 6,000
MCDONALDS CORP COM COMM 580135101 580 8,400 Sole 8,400
MCGRAW-HILL INC COM COMM 580645109 261 3,200 Sole 3,200
MEDIAONE GROUP INC COM CHG F COMM 58440J104 641 14,600 Sole 14,600
MEDTRONIC INC COM COMM 585055106 357 5,600 Sole 5,600
MELLON BANK CORP COM COMM 585509102 322 4,618 Sole 4,618
MERCANTILE STORES INC COM COMM 587533100 189 2,400 Sole 2,400
MERCK & CO INC COM COMM 589331107 2,073 15,500 Sole 15,500
MERRILL LYNCH & CO INC COM COMM 590188108 295 3,200 Sole 3,200
MICROSOFT CORP COM COMM 594918104 3,403 31,400 Sole 31,400
MICRON TECHNOLOGY INC COM COMM 595112103 50 2,000 Sole 2,000
MINNESOTA MNG & MFG CO COM COMM 604059105 419 5,100 Sole 5,100
MOBIL CORP COM COMM 607059102 736 9,600 Sole 9,600
MONSANTO CO COM COMM 611662107 419 7,500 Sole 7,500
MOORE LTD COM COMM 615785102 139 10,500 Sole 10,500
MORGAN J P & CO INC COM COMM 616880100 184 1,574 Sole 1,574
MORGAN ST DEAN WITTER DISCOV FUNDS 617446448 384 4,200 Sole 4,200
MOTOROLA INC COM COMM 620076109 378 7,200 Sole 7,200
NACCO INDS INC CL A COM COMM 629579103 504 3,900 Sole 3,900
NATL CITY CORP COM COMM 635405103 327 4,600 Sole 4,600
NATL SEMICONDUCTOR CORP COM COMM 637640103 53 4,000 Sole 4,000
NATL SVCS INDS INC COM COMM 637657107 127 2,500 Sole 2,500
NATIONSBANK CORP COM COMM 638585109 1,132 14,758 Sole 14,758
NEW YORK TIMES CO CL A COMM 650111107 372 4,700 Sole 4,700
NEWMONT MINING CORP COM COMM 651639106 141 5,952 Sole 5,952
NICOR INC COM COMM 654086107 112 2,800 Sole 2,800
NORFOLK SOUTHERN CORP COM COMM 655844108 98 3,300 Sole 3,300
NORTHERN STATES PWR CO (MINN) COM COMM 665772109 115 4,000 Sole 4,000
NORTHERN TELECOM LTD COM COMM 665815106 511 9,000 Sole 9,000
NORWEST CORP COM COMM 669380107 360 9,600 Sole 9,600
OCCIDENTAL PETROLEUM CORP COM COMM 674599105 248 9,200 Sole 9,200
ORACLE CORP COM COMM 68389X105 279 11,362 Sole 11,362
OWENS CORNING COM COMM 69073F103 143 3,500 Sole 3,500
P G & E CORP COM COMM 69331C108 117 3,700 Sole 3,700
PPG INDS INC COM COMM 693506107 285 4,100 Sole 4,100
PACCAR INC COM COMM 693718108 52 1,000 Sole 1,000
PACIFIC ENTERPRISES COM COMM 694232109 135 3,400 Sole 3,400
PACIFICORP COM COMM 695114108 269 11,900 Sole 11,900
PARKER HANNIFIN CORP COM COMM 701094104 154 4,050 Sole 4,050
PENNEY J C INC COM COMM 708160106 116 1,600 Sole 1,600
PEPSICO INC COM COMM 713448108 816 19,800 Sole 19,800
PHARMACIA-UPJOHN INC COM COMM 716941109 299 6,490 Sole 6,490
PFIZER INC COM COMM 717081103 1,891 17,400 Sole 17,400
PHELPS DODGE CORP COM COMM 717265102 217 3,800 Sole 3,800
PHILLIPS PETROLEUM CO COM COMM 718507106 145 3,000 Sole 3,000
PIONEER HI BRED INTL COM COMM 723686101 261 6,300 Sole 6,300
PITNEY BOWES INC COM COMM 724479100 193 4,000 Sole 4,000
POLAROID CORP COM COMM 731095105 135 3,800 Sole 3,800
PRAXAIR INC COM COMM 74005P104 215 4,600 Sole 4,600
PROCTER & GAMBLE CO COM COMM 742718109 1,566 17,200 Sole 17,200
PROVIDIAN FINL CORP COMM 74406A102 629 8,000 Sole 8,000
PUB SVC ENTERPRISE GROUP INC COM COMM 744573106 93 2,700 Sole 2,700
QUAKER OATS CO COM COMM 747402105 165 3,000 Sole 3,000
RAYTHEON INC COM COMM 755111408 154 2,600 Sole 2,600
REEBOK INTL LTD COM COMM 758110100 100 3,600 Sole 3,600
REPUBLIC N Y CORP COMM 760719104 252 4,000 Sole 4,000
RITE AID CORP COM COMM 767754104 255 6,800 Sole 6,800
ROCKWELL INTL CORP NEW COMM 773903109 86 1,800 Sole 1,800
ROHM & HAAS CO COM COMM 775371107 125 1,200 Sole 1,200
ROYAL DUTCH PETE CO NEW COMM 780257804 1,776 32,400 Sole 32,400
RUSSELL CORP COM COMM 782352108 226 7,500 Sole 7,500
S B C COMMUNICATIONS INC COM COMM 78387G103 961 24,016 Sole 24,016
SAFECO CORP COM COMM 786429100 209 4,600 Sole 4,600
ST PAUL COS INC COM COMM 792860108 280 6,658 Sole 6,658
SCHERING PLOUGH CORP COM COMM 806605101 715 7,800 Sole 7,800
SCHLUMBERGER LTD COM COMM 806857108 369 5,400 Sole 5,400
SCIENTIFIC ATLANTA INC COM COMM 808655104 203 8,000 Sole 8,000
SEAGRAM LTD COM COMM 811850106 197 4,800 Sole 4,800
SEARS ROEBUCK & CO COM COMM 812387108 287 4,700 Sole 4,700
SILICON GRAPHICS INC COM COMM 827056102 10 858 Sole 858
SOUTHERN CO COM COMM 842587107 224 8,100 Sole 8,100
SPRINGS INDS INC COM COMM 851783100 138 3,000 Sole 3,000
SPRINT CORP COM COMM 852061100 458 6,500 Sole 6,500
SUN INC COM COMM 866762107 213 5,500 Sole 5,500
SUN MICROSYSTEMS INC COM COMM 866810104 365 8,400 Sole 8,400
TRW INC COM COMM 872649108 382 7,000 Sole 7,000
TANDY CORP COM COMM 875382103 212 4,000 Sole 4,000
TEKTRONIX INC COM COMM 879131100 186 5,250 Sole 5,250
TELE COMMUNICATIONS INC CL A COMM 87924V101 173 4,500 Sole 4,500
TELLABS INC COM COMM 879664100 394 5,500 Sole 5,500
TEMPLE INLAND INC COM COMM 879868107 70 1,300 Sole 1,300
TENET HEALTHCARE CORP COM CHG FROM COMM 88033G100 447 14,300 Sole 14,300
TENNECO INC NEW COMM 88037E101 61 1,600 Sole 1,600
TEXACO INC COM COMM 881694103 394 6,600 Sole 6,600
TEXAS INSTRUMENTS INC COM COMM 882508104 210 3,600 Sole 3,600
TEXTRON INC COM COMM 883203101 186 2,600 Sole 2,600
TIME WARNER INC COM COMM 887315109 402 4,700 Sole 4,700
TORCHMARK CORP COM COMM 891027104 265 5,800 Sole 5,800
TOYS R US INC COM COMM 892335100 75 3,200 Sole 3,200
TRANSAMERICA CORP COM COMM 893485102 150 1,300 Sole 1,300
TRAVELERS GROUP INC COM FORME COMM 894190107 746 12,300 Sole 12,300
TRICON GLOBAL RESTAURANTS INC COMM 895953107 63 1,980 Sole 1,980
TRIBUNE CO COM COMM 896047107 220 3,200 Sole 3,200
TUPPERWARE CORP COM COMM 899896104 281 10,000 Sole 10,000
USX MARATHON GROUP COM NEW COMM 902905827 412 12,000 Sole 12,000
UST INC COM COMM 902911106 76 2,800 Sole 2,800
US BANCORP COM COMM 902973106 890 20,698 Sole 20,698
USX - US STEEL COMM 90337T101 66 2,000 Sole 2,000
UNILEVER NV NY SHS COM 20 GLDR ADRS 904784501 600 7,600 Sole 7,600
UNICOM CORP COM COMM 904911104 161 4,600 Sole 4,600
UNION CAMP CORP COM COMM 905530101 114 2,300 Sole 2,300
UNION CARBIDE CORP COM COMM 905581104 267 5,000 Sole 5,000
UNION PACIFIC CORP COM COMM 907818108 101 2,300 Sole 2,300
UNION PACIFIC RESOURCES GROUP COMM 907834105 34 1,947 Sole 1,947
U S WEST INC COM CHG F COMM 91273H101 220 4,700 Sole 4,700
UNITED TECHNOLOGIES CORP COM COMM 913017109 278 3,000 Sole 3,000
VIACOM INC CL B COM COMM 925524308 210 3,600 Sole 3,600
WAL MART STORES INC COM COMM 931142103 1,798 29,600 Sole 29,600
WARNER LAMBERT CO COM COMM 934488107 583 8,400 Sole 8,400
WASHINGTON MUT INC COM COMM 939322103 240 5,535 Sole 5,535
WASTE MGMT INC NEW COM COMM 94106K101 231 6,600 Sole 6,600
WELLS FARGO & CO COM COMM 949740104 615 1,666 Sole 1,666
WEYERHAEUSER CO COM COMM 962166104 74 1,600 Sole 1,600
WILLAMETTE INDS INC NTS COMM 969133107 154 4,800 Sole 4,800
WORLDCOM INC COM COMM 98155K102 562 11,600 Sole 11,600
XEROX CORP COM COMM 984121103 396 3,900 Sole 3,900
METLIFE SEPARATE ACCOUNTS
AMR CORP COM COMM 001765106 4,496 54,000 Sole 54,000
A T & T CORP COM COMM 001957109 34,783 608,901 Sole 608,901
ABBOTT LABS CORP DISC NTS COMM 002824100 22,862 557,600 Sole 557,600
ADOBE SYSTEMS INC COM COMM 00724F101 2,835 66,800 Sole 66,800
AEROQUIP-VICKERS CORP COM FR TR COMM 007869100 245 4,200 Sole 4,200
ADVANCED MICRO DEVICES INC COM COMM 007903107 982 57,527 Sole 57,527
AETNA INC COM COMM 008117103 5,310 69,750 Sole 69,750
AHMANSON H F & CO COM COMM 008677106 2,180 30,700 Sole 30,700
AIR PRODS & CHEMS INC COM COMM 009158106 2,720 68,000 Sole 68,000
AIRTOUCH COMMUNICATIONS INC COM COMM 00949T100 11,968 204,790 Sole 204,790
ALBERTO CULVER CO CL B CONV PREF 013068101 914 31,500 Sole 31,500
ALBERTSONS INC COM COMM 013104104 4,565 88,100 Sole 88,100
ALCAN ALUMINIUM LTD COM COMM 013716105 1,545 55,925 Sole 55,925
ALLEGHENY TELEDYNE INC COM COMM 017415100 1,452 63,457 Sole 63,457
ALLERGAN INC COM COMM 018490102 3,761 81,100 Sole 81,100
ALLIED SIGNAL CORP COM COMM 019512102 8,125 183,100 Sole 183,100
ALLSTATE CORP COM COMM 020002101 15,157 165,531 Sole 165,531
ALLTEL CORP COM COMM 020039103 4,057 87,249 Sole 87,249
ALUMINUM CO OF AMER COM COMM 022249106 3,376 51,200 Sole 51,200
ALZA CORP CL A COM COMM 022615108 973 22,500 Sole 22,500
AMERADA HESS CORP COM (REST COMM 023551104 1,507 27,755 Sole 27,755
AMEREN CORP COM COMM 023608102 2,453 61,700 Sole 61,700
AMER ELEC PWR CO INC COM COMM 025537101 3,764 82,951 Sole 82,951
AMER EXPRESS CO COM COMM 025816109 20,424 179,552 Sole 179,552
AMER GEN CORP COM COMM 026351106 5,177 72,722 Sole 72,722
AMER GREETINGS CORP CL A COMM 026375105 983 19,300 Sole 19,300
AMER HOME PRODS CORP COM COMM 026609107 25,321 489,300 Sole 489,300
AMER INTL GROUP INC COM COMM 026874107 37,314 255,577 Sole 255,577
AMER STORES CO COM COMM 030096101 1,622 67,072 Sole 67,072
AMERITECH CORP COM COMM 030954101 18,230 406,240 Sole 406,240
AMGEN INC COM COMM 031162100 5,936 90,800 Sole 90,800
AMP INC COM COMM 031897101 2,193 63,800 Sole 63,800
AMOCO CORP COM COMM 031905102 15,402 368,900 Sole 368,900
ANADARKO PETROLEUM CORP COMM 032511107 813 12,100 Sole 12,100
ANDREW CORP COM COMM 034425108 1,995 110,450 Sole 110,450
ANHEUSER BUSCH CO INC COM COMM 035229103 6,937 147,000 Sole 147,000
AON CORP COM COMM 037389103 3,196 45,500 Sole 45,500
APACHE CORP COM COMM 037411105 693 22,000 Sole 22,000
APPLE COMPUTER INC COM COMM 037833100 1,615 56,300 Sole 56,300
APPLIED MATERIALS INC COM COMM 038222105 3,593 121,800 Sole 121,800
ARCHER DANIELS MIDLAND COM COMM 039483102 5,067 261,522 Sole 261,522
ARMCO INC COM COMM 042170100 100 15,700 Sole 15,700
ARMSTRONG WORLD INDS INC COM COMM 042476101 889 13,200 Sole 13,200
ASARCO INC COM COMM 043413103 1,813 81,481 Sole 81,481
ASCEND COMMUNICATIONS INC COM COMM 043491109 1,655 33,400 Sole 33,400
ASHLAND INC COMM 044204105 1,002 19,400 Sole 19,400
ASSOCIATES FIRST CAPITAL A COM COMM 046008108 9,842 127,915 Sole 127,915
ATLANTIC RICHFIELD CO COM COMM 048825103 10,102 129,300 Sole 129,300
AUTODESK INC COM COMM 052769106 274 7,100 Sole 7,100
AUTOMATIC DATA PROCESSING INC COM COMM 053015103 6,019 82,600 Sole 82,600
AUTOZONE INC COM COMM 053332102 1,987 62,200 Sole 62,200
AVERY DENNISON CORP COM FORME COMM 053611109 1,330 24,738 Sole 24,738
AVON PRODS INC COM COMM 054303102 2,850 36,800 Sole 36,800
BB&T CORP COM COMM 054937107 2,712 40,100 Sole 40,100
BAKER HUGHES INC COM COMM 057224107 2,374 68,691 Sole 68,691
BALL CORP COM COMM 058498106 3,002 74,700 Sole 74,700
BALTIMORE GAS & ELEC CO COM COMM 059165100 1,474 47,452 Sole 47,452
BANC ONE CORP COM COMM 059438101 13,776 246,824 Sole 246,824
BANK OF NEW YORK INC COM COMM 064057102 7,902 129,800 Sole 129,800
BANKAMERICA CORP COM COMM 066050105 22,991 265,797 Sole 265,797
BANKBOSTON CORP COM CHGED COMM 06605R106 7,048 126,700 Sole 126,700
BANKERS TR NY CORP COM COMM 066365107 5,346 46,064 Sole 46,064
BARD C R INC COM COMM 067383109 933 24,500 Sole 24,500
BARRICK GOLD CORP COM (PREV COMM 067901108 2,006 104,200 Sole 104,200
BATTLE MOUNTAIN GOLD CO COMM 071593107 543 91,400 Sole 91,400
BAUSCH & LOMB INC COM COMM 071707103 802 16,000 Sole 16,000
BAXTER INTL COM COMM 071813109 3,973 73,822 Sole 73,822
BAY NETWORKS INC COM COMM 072510100 2,167 67,600 Sole 67,600
BECTON DICKINSON COM COMM 075887109 4,083 52,600 Sole 52,600
BELL ATLANTIC CORP COM COMM 077853109 25,394 556,591 Sole 556,591
BELLSOUTH CORP COM COMM 079860102 25,300 376,912 Sole 376,912
BEMIS INC COM COMM 081437105 773 18,900 Sole 18,900
BENEFICIAL CORP COM COMM 081721102 2,757 18,000 Sole 18,000
BESTFOODS CHG F COMM 08658U101 4,854 83,600 Sole 83,600
BETHLEHEM STL CORP COM COMM 087509105 1,496 120,300 Sole 120,300
BIOMET INC COM COMM 090613100 2,546 77,000 Sole 77,000
BLACK & DECKER CORP COM COMM 091797100 3,314 54,335 Sole 54,335
BLOCK H & R INC COM COMM 093671105 1,597 37,900 Sole 37,900
BOEING CO COM COMM 097023105 17,208 386,155 Sole 386,155
BOISE CASCADE CORP NTS COMM 097383103 521 15,900 Sole 15,900
BOSTON SCIENTIFIC CO COMM 101137107 3,732 52,100 Sole 52,100
BRIGGS & STRATTON CORP COM COMM 109043109 157 4,200 Sole 4,200
BRISTOL MYERS SQUIBB CO COM COMM 110122108 41,056 357,200 Sole 357,200
BROWN FORMAN CORP CL B COM COMM 115637209 1,298 20,200 Sole 20,200
BROWNING FERRIS INDS INC COM COMM 115885105 4,302 123,811 Sole 123,811
BRUNSWICK CORP COM COMM 117043109 973 39,300 Sole 39,300
BURLINGTON NORTHERN SANTA FE COM COMM 12189T104 6,014 61,254 Sole 61,254
BURLINGTON RESOURCES INC COM COMM 122014103 2,165 50,274 Sole 50,274
CBS CORP COM CHG F COMM 12490K107 6,556 206,500 Sole 206,500
CIGNA CORP COM COMM 125509109 4,260 61,746 Sole 61,746
C S X CORP COM COMM 126408103 4,414 97,020 Sole 97,020
CVS CORP FROM COMM 126650100 4,377 112,400 Sole 112,400
CABLETRON SYS INC COM COMM 126920107 413 30,700 Sole 30,700
CAMPBELL SOUP CO COM COMM 134429109 9,095 171,200 Sole 171,200
CARDINAL HEALTH INC COM COMM 14149Y108 2,625 28,000 Sole 28,000
CAROLINA PWR & LT CO COM COMM 144141108 1,631 37,600 Sole 37,600
CASE CORP COM COMM 14743R103 2,277 47,200 Sole 47,200
CATERPILLAR INC COM COMM 149123101 7,915 149,600 Sole 149,600
CENDANT CORP COM CHG F COMM 151313103 5,220 254,653 Sole 254,653
CENTEX CORP COM COMM 152312104 3,069 81,300 Sole 81,300
CENTRAL & SOUTHWEST CORP COM COMM 152357109 1,532 57,000 Sole 57,000
CERIDIAN CORP COM COMM 15677T106 1,105 18,800 Sole 18,800
CHAMPION INTL CORP COM COMM 158525105 1,411 28,685 Sole 28,685
CHASE MANHATTAN CORP (NEW) COMM 16161A108 23,284 308,394 Sole 308,394
CHEVRON CORP COM COMM 166751107 21,030 251,100 Sole 251,100
CHRYSLER CORP COM COMM 171196108 13,987 248,100 Sole 248,100
CHUBB CORP COM COMM 171232101 5,208 64,800 Sole 64,800
CINCINNATI FINANCIAL CORP COM COMM 172062101 1,830 47,700 Sole 47,700
CINCINNATI MILICRON INC COM COMM 172172108 1,179 48,500 Sole 48,500
CINERGY CORP COM COMM 172474108 1,694 48,403 Sole 48,403
CIRCUIT CITY STORES INC COM COMM 172737108 1,613 34,400 Sole 34,400
CISCO SYS INC COM COMM 17275R102 34,975 379,900 Sole 379,900
CITICORP COM COMM 173034109 26,355 176,583 Sole 176,583
CLEAR CHANNEL COMM INC COM COMM 184502102 3,699 33,900 Sole 33,900
CLOROX CO COM COMM 189054109 2,584 27,024 Sole 27,024
COASTAL CORP COM COMM 190441105 1,963 28,118 Sole 28,118
COCA COLA CO COM COMM 191216100 77,694 908,700 Sole 908,700
COGNIZANT CORP COM COMM 192441103 4,022 63,834 Sole 63,834
COLGATE PALMOLIVE COM COMM 194162103 9,926 112,800 Sole 112,800
COLUMBIA ENERGY GROUP COM COMM 197648108 2,979 53,550 Sole 53,550
COLUMBIA HCA HEALTHCARE COM COMM 197677107 5,395 185,239 Sole 185,239
COMCAST CORP CL A SPL COM COMM 200300200 3,932 96,850 Sole 96,850
COMERICA INC COM COMM 200340107 3,042 46,000 Sole 46,000
COMPAQ COMPUTER CORP COM COMM 204493100 17,424 614,047 Sole 614,047
COMPUTER ASSOC INTL INC COM COMM 204912109 11,069 199,212 Sole 199,212
COMPUTER SCIENCES CORP COM COMM 205363104 2,694 42,100 Sole 42,100
CONAGRA INC COM COMM 205887102 6,262 197,600 Sole 197,600
CONSECO INC. COMM 208464107 3,923 83,700 Sole 83,700
CONSOLIDATED ED, INC COM COMM 209115104 4,496 97,600 Sole 97,600
CONSOLIDATED NATRL GAS CO COM COMM 209615103 1,641 27,874 Sole 27,874
CONSOLIDATED STORES CORP COMMO COMM 210149100 573 15,800 Sole 15,800
COOPER INDS INC COM COMM 216669101 1,804 32,837 Sole 32,837
COOPER TIRE & RUBBER CO COM COMM 216831107 2,485 119,764 Sole 119,764
COORS ADOLPH CO CL B COM COMM 217016104 2,088 61,400 Sole 61,400
CORNING INC COM COMM 219350105 4,215 121,300 Sole 121,300
COSTCO COMPANIES INC COM CHG 7 COMM 22160Q102 3,863 61,264 Sole 61,264
COUNTRYWIDE CRED INDS COMM 222372104 2,522 49,700 Sole 49,700
CRANE CO COM COMM 224399105 456 9,400 Sole 9,400
CROWN CORK & SEAL INC COM COMM 228255105 1,572 33,100 Sole 33,100
CUMMINS ENGINE INC COM COMM 231021106 1,169 22,800 Sole 22,800
CYPRUS AMAX MINERALS CO COM CHG F COMM 232809103 195 14,697 Sole 14,697
DSC COMMUNICATIONS CORP COM COMM 233311109 2,562 85,400 Sole 85,400
D T E ENERGY CO COM COMM 233331107 4,506 111,614 Sole 111,614
DANA CORP COM COMM 235811106 1,258 23,512 Sole 23,512
DARDEN RESTAURANTS INC NTS COMM 237194105 349 22,000 Sole 22,000
DATA GEN CORP COMM 237688106 845 56,600 Sole 56,600
DAYTON HUDSON CORP COM COMM 239753106 7,406 152,700 Sole 152,700
DEERE & CO COM COMM 244199105 3,678 69,600 Sole 69,600
DELL COMPUTER CORP COM COMM 247025109 22,600 243,500 Sole 243,500
DELTA AIRLINES INC COM COMM 247361108 3,133 24,241 Sole 24,241
DELUXE CORP COM COMM 248019101 1,584 44,297 Sole 44,297
DILLARDS INC-CL A COM COMM 254067101 4,239 102,298 Sole 102,298
WALT DISNEY CO COM COMM 254687106 26,855 255,605 Sole 255,605
DOMINION RESOURCES INC COM COMM 257470104 2,490 61,100 Sole 61,100
DONNELLEY R R & SONS CO COM COMM 257867101 1,519 33,211 Sole 33,211
DOVER CORP COM COMM 260003108 2,011 58,708 Sole 58,708
DOW CHEM CO COM COMM 260543103 8,141 84,200 Sole 84,200
DOW JONES & CO INC COM COMM 260561105 1,170 20,991 Sole 20,991
DRESSER INDS INC COM COMM 261597108 1,878 42,624 Sole 42,624
DU PONT EI DE NEMOURS CO COM COMM 263534109 31,347 419,700 Sole 419,700
DUKE ENERGY CORP COM COMM 264399106 6,058 102,238 Sole 102,238
DUN & BRADSTREET CORP COM COMM 264830100 4,264 118,434 Sole 118,434
EG & G INC COM COMM 268457108 762 25,400 Sole 25,400
EMC CORP CN COMM 268648102 5,974 133,300 Sole 133,300
EASTERN ENTERPRISES COM COMM 27637F100 1,175 27,400 Sole 27,400
EASTMAN CHEM CO COM COMM 277432100 1,961 31,496 Sole 31,496
EASTMAN KODAK CO COM COMM 277461109 6,881 94,175 Sole 94,175
EATON CORP COM COMM 278058102 1,633 21,009 Sole 21,009
ECHLIN INC COM COMM 278749106 1,148 23,400 Sole 23,400
ECOLAB INC COM COMM 278865100 3,702 119,434 Sole 119,434
EDISON INTL COM COMM 281020107 3,177 107,470 Sole 107,470
EMERSON ELEC CO COM COMM 291011104 10,179 168,600 Sole 168,600
ENGELHARD CORP COM COMM 292845104 795 39,260 Sole 39,260
ENRON CORP COM COMM 293561106 5,163 95,500 Sole 95,500
ENTERGY CORP COM COMM 29364G103 1,777 61,800 Sole 61,800
EQUIFAX INC COM COMM 294429105 1,137 31,300 Sole 31,300
EXXON CORP COM COMM 302290101 65,558 918,500 Sole 918,500
FMC CORP COM COMM 302491303 1,255 18,400 Sole 18,400
F P L GROUP INC COM COMM 302571104 3,106 49,300 Sole 49,300
FDX CORP COM CHG F COMM 31304N107 2,626 41,854 Sole 41,854
FHLMC COM COMM 313400301 12,443 264,400 Sole 264,400
FNMA COM COMM 313586109 23,431 385,700 Sole 385,700
FEDERATED DEPT STORES INC COM (CHAN COMM 31410H101 5,484 101,900 Sole 101,900
FIFTH THIRD BANKCORP COM COMM 316773100 3,980 63,175 Sole 63,175
FIRST CHICAGO NBD CORP COM CHANG COMM 31945A100 10,191 114,993 Sole 114,993
FIRST DATA CORP COM COMM 319963104 4,267 128,100 Sole 128,100
FIRST UNION CORP COM COMM 337358105 19,326 331,771 Sole 331,771
FIRST ENERGY CORP COM COMM 337932107 2,872 93,400 Sole 93,400
FLEET FINL GROUP INC COM COMM 338915101 8,375 100,299 Sole 100,299
FLEETWOOD ENTERPRISES INC COM COMM 339099103 421 10,500 Sole 10,500
FLOUR CORP COM COMM 343861100 1,330 26,080 Sole 26,080
FORD MTR CO DEL COM COMM 345370100 27,305 462,800 Sole 462,800
FORT JAMES CORP COMM 347471104 2,570 57,600 Sole 57,600
FORTUNE BRANDS INC COM CHG F COMM 349631101 2,052 53,387 Sole 53,387
FOSTER WHEELER CORP COM COMM 350244109 133 6,200 Sole 6,200
FRANKLIN RESOURCES INC COMM 354613101 3,721 68,900 Sole 68,900
FREEPORT-MCMORAN COPPER & GOLD COMM 35671D857 940 61,900 Sole 61,900
FRONTIER CORP COM COMM 35906P105 1,269 40,300 Sole 40,300
FRUIT OF THE LOOM INC CL A COMM 359416104 368 11,100 Sole 11,100
G P U INC COM COMM 36225X100 1,199 31,700 Sole 31,700
G T E CORP COM COMM 362320103 20,526 369,000 Sole 369,000
GANNETT CO INC COM COMM 364730101 6,104 85,900 Sole 85,900
GAP INC COM COMM 364760108 6,525 106,200 Sole 106,200
GATEWAY 2000 INC COMM 367833100 2,210 44,200 Sole 44,200
GEN DYNAMICS CORP COM COMM 369550108 3,427 73,700 Sole 73,700
GEN ELEC CO COM COMM 369604103 108,583 1,194,860 Sole 1,194,860
GENERAL INSTRUMENT CORP COM CHG F COMM 370120107 1,068 39,300 Sole 39,300
GEN MILLS INC COM COMM 370334104 3,583 52,500 Sole 52,500
GEN MTRS CORP COM COMM 370442105 17,695 264,838 Sole 264,838
GEN RE CORP COM COMM 370563108 5,628 22,200 Sole 22,200
GEN SIGNAL CORP COM COMM 370838104 2,329 64,700 Sole 64,700
GENUINE PARTS CO COM COMM 372460105 1,234 35,689 Sole 35,689
GEORGIA-PAC (GEORGIA-PAC GP) COMM 373298108 1,344 22,800 Sole 22,800
GIANT FOOD INC CL A COM COMM 374478105 1,559 36,400 Sole 36,400
GILLETTE CO COM COMM 375766102 24,343 428,000 Sole 428,000
GOLDEN WEST FINL CORP DEL COM COMM 381317106 2,296 21,600 Sole 21,600
GOODRICH B F CO COM COMM 382388106 893 18,000 Sole 18,000
GOODYEAR TIRE & RUBBER CO COM COMM 382550101 2,857 44,332 Sole 44,332
W.R. GRACE & CO - W/I COMM 38388F108 245 14,343 Sole 14,343
GRAINGER W W INC COM COMM 384802104 1,318 26,466 Sole 26,466
GREAT ATLANTIC & PACIFIC TEA INC C COMM 390064103 2,424 72,900 Sole 72,900
GREAT LAKES CHEMICAL CORP COM COMM 390568103 820 20,800 Sole 20,800
GREEN TREE ACCEPT INC COM COMM 393505102 4,431 103,500 Sole 103,500
GUIDANT CORP COM COMM 401698105 2,817 39,500 Sole 39,500
HBO & CO COM COMM 404100109 4,096 116,200 Sole 116,200
HALLIBURTON CO COM COMM 406216101 3,088 69,499 Sole 69,499
HARCOURT GEN INC COM COMM 41163G101 1,776 29,846 Sole 29,846
HARNISCHFEGER INC COM COMM 413345109 2,070 73,100 Sole 73,100
HARRAHS ENTERTAINMENT INC COM COMM 413619107 1,652 71,046 Sole 71,046
HARRIS CORP DEL COM COMM 413875105 1,819 40,706 Sole 40,706
HARTFORD FINL SVCS GRP CHGED COMM 416515104 6,199 54,200 Sole 54,200
HASBRO INC COM COMM 418056107 1,516 38,572 Sole 38,572
HEALTHSOUTH REHABILITATION CORP COMM 421924101 2,663 99,800 Sole 99,800
H J HEINZ CO COM COMM 423074103 6,090 108,500 Sole 108,500
HELMERICH & PAYNE INC COM COMM 423452101 1,955 87,108 Sole 87,108
HERCULES INC COM COMM 427056106 1,814 44,100 Sole 44,100
HERSHEY FOODS CORP COM COMM 427866108 2,470 35,800 Sole 35,800
HEWLETT PACKARD CO COM COMM 428236103 23,160 386,800 Sole 386,800
HILTON HOTELS CORP COM COMM 432848109 1,815 63,407 Sole 63,407
HOME DEPOT INC COM COMM 437076102 22,521 271,133 Sole 271,133
HOMESTAKE MNG CO COM COMM 437614100 756 72,900 Sole 72,900
HONEYWELL INC COM COMM 438506107 5,164 61,800 Sole 61,800
HOUSEHOLD INTL INC COM COMM 441815107 4,373 87,900 Sole 87,900
HOUSTON INDS INC COM COMM 442161105 3,733 121,144 Sole 121,144
HUMANA INC COMM 444859102 2,246 72,000 Sole 72,000
HUNTINGTON BANCSHARES COMM 446150104 1,652 49,300 Sole 49,300
ITT IND INC COM CHG F COMM 450911102 3,252 87,000 Sole 87,000
IKON OFFICE SOLUTIONS INC COM COMM 451713101 453 31,084 Sole 31,084
ILLINOIS TOOL WKS INC COM COMM 452308109 4,428 66,400 Sole 66,400
INCO LTD COM COMM 453258402 428 31,386 Sole 31,386
INGERSOLL RAND COM COMM 456866102 1,968 44,663 Sole 44,663
INTEL CORP COM COMM 458140100 45,145 609,040 Sole 609,040
IBM CORP COM COMM 459200101 42,067 366,400 Sole 366,400
INTL FLAVORS & FRAGRANCES INC COM COMM 459506101 943 21,700 Sole 21,700
INTL PAPER COM COMM 460146103 3,629 84,400 Sole 84,400
INTERPUBLIC GROUP COS INC COM COMM 460690100 2,031 33,459 Sole 33,459
JEFFERSON PILOT CORP COM COMM 475070108 4,187 72,275 Sole 72,275
JOHNSON & JOHNSON COM COMM 478160104 37,259 503,500 Sole 503,500
JOHNSON CONTROLS INC COM COMM 478366107 1,557 27,234 Sole 27,234
JOSTENS INC COM COMM 481088102 179 7,500 Sole 7,500
KLA-TENCOR CORPORATION COM COMM 482480100 626 22,620 Sole 22,620
K MART CORP COM COMM 482584109 2,819 146,450 Sole 146,450
KAUFMAN & BROAD HOME CORP COM COMM 486168107 193 6,100 Sole 6,100
KELLOGG CO COM COMM 487836108 4,236 112,400 Sole 112,400
KERR MCGEE CORP COM COMM 492386107 1,791 30,947 Sole 30,947
KEYCORP COM COMM 493267108 6,828 191,674 Sole 191,674
KIMBERLY CLARK CORP COM COMM 494368103 9,488 206,825 Sole 206,825
KING WORLD PRODUCTIONS INC COM COMM 495667107 2,813 110,300 Sole 110,300
KNIGHT RIDDER INC COM COMM 499040103 3,436 62,396 Sole 62,396
KROGER CO COM COMM 501044101 2,881 67,186 Sole 67,186
LSI LOGIC CORP COM COMM 502161102 1,047 45,400 Sole 45,400
LAIDLAW INC COM CHGED COMM 50730K503 1,098 90,100 Sole 90,100
LEHMAN BROTHER COMMO COMM 524908100 4,568 58,900 Sole 58,900
ELI LILLY COM COMM 532457108 27,686 417,900 Sole 417,900
LIMITED INC COM COMM 532716107 2,166 65,400 Sole 65,400
LINCOLN NATL CORP IND COM COMM 534187109 2,778 30,400 Sole 30,400
LIZ CLAIBORNE INC COM COMM 539320101 1,463 28,000 Sole 28,000
LOCKHEED MARTIN CORP COM COMM 539830109 8,444 79,752 Sole 79,752
LOEWS CORP COM COMM 540424108 2,962 34,000 Sole 34,000
LONGS DRUG STORES CORP COM COMM 543162101 2,132 73,828 Sole 73,828
LOUISIANA PAC CORP COM COMM 546347105 323 17,700 Sole 17,700
LOWES COS INC COM COMM 548661107 3,870 95,400 Sole 95,400
LUCENT TECHNOLOGIES INC COMM 549463107 39,876 479,342 Sole 479,342
MBIA INC COMM 55262C100 3,250 43,400 Sole 43,400
MBNA CORP COM COMM 55262L100 4,371 132,196 Sole 132,196
M C I COMMUNICATIONS CORP COM COMM 552673105 15,566 267,800 Sole 267,800
MGIC INVT CORP WIS COMM 552848103 1,752 30,700 Sole 30,700
MALLINCKRODT INC COM CHGED COMM 561232109 570 19,185 Sole 19,185
MANOR CARE INC COM COMM 564054104 3,880 100,939 Sole 100,939
MARSH & MCLENNAN COS INC COM COMM 571748102 4,080 67,500 Sole 67,500
MARRIOTT INTL CL A COM COMM 571903202 1,033 31,900 Sole 31,900
MASCO CORP COM COMM 574599106 2,951 48,782 Sole 48,782
MATTEL INC COM COMM 577081102 3,160 74,684 Sole 74,684
MAY DEPT STORES CO COM COMM 577778103 7,369 112,500 Sole 112,500
MAYTAG CORP COM COMM 578592107 2,957 59,895 Sole 59,895
MCDERMOTT INTL INC COM COMM 580037109 683 19,828 Sole 19,828
MCDONALDS CORP COM COMM 580135101 19,008 275,472 Sole 275,472
MCGRAW-HILL INC COM COMM 580645109 3,692 45,300 Sole 45,300
MEAD CORP COM COMM 582834107 2,549 80,294 Sole 80,294
MEDIAONE GROUP INC COM CHG F COMM 58440J104 7,592 172,788 Sole 172,788
MEDTRONIC INC COM COMM 585055106 8,568 134,400 Sole 134,400
MELLON BANK CORP COM COMM 585509102 6,097 87,488 Sole 87,488
MERCANTILE BANCORP COM COMM 587342106 3,879 77,000 Sole 77,000
MERCANTILE STORES INC COM COMM 587533100 3,560 45,100 Sole 45,100
MERCK & CO INC COM COMM 589331107 58,516 437,500 Sole 437,500
MEREDITH CORP COM COMM 589433101 831 17,700 Sole 17,700
MERRILL LYNCH & CO INC COM COMM 590188108 11,660 126,400 Sole 126,400
MICROSOFT CORP COM COMM 594918104 96,584 891,200 Sole 891,200
MICRON TECHNOLOGY INC COM COMM 595112103 1,478 59,574 Sole 59,574
MILLIPORE CORP COM COMM 601073109 270 9,900 Sole 9,900
MINNESOTA MNG & MFG CO COM COMM 604059105 13,397 163,000 Sole 163,000
MIRAGE RESORTS INC COM COMM 60462E104 2,344 110,000 Sole 110,000
MOBIL CORP COM COMM 607059102 22,911 299,000 Sole 299,000
MONSANTO CO COM COMM 611662107 12,449 222,800 Sole 222,800
MOORE LTD COM COMM 615785102 2,275 171,700 Sole 171,700
MORGAN J P & CO INC COM COMM 616880100 6,683 57,090 Sole 57,090
MORGAN ST DEAN WITTER DISCOV FUNDS 617446448 20,857 228,257 Sole 228,257
MORTON INTL INC IND COM COMM 619335102 690 27,614 Sole 27,614
MOTOROLA INC COM COMM 620076109 12,337 234,700 Sole 234,700
NACCO INDS INC CL A COM COMM 629579103 905 7,000 Sole 7,000
NALCO CHEM CO COM COMM 629853102 1,233 35,100 Sole 35,100
NATL CITY CORP COM COMM 635405103 8,527 120,100 Sole 120,100
NATL SEMICONDUCTOR CORP COM COMM 637640103 437 33,300 Sole 33,300
NATL SVCS INDS INC COM COMM 637657107 2,783 54,700 Sole 54,700
NATIONSBANK CORP COM COMM 638585109 27,713 361,377 Sole 361,377
NAVISTAR INTL CORP COM COMM 63934E108 300 10,400 Sole 10,400
NEW YORK TIMES CO CL A COMM 650111107 4,018 50,700 Sole 50,700
NEWELL CO COM COMM 651192106 2,111 42,373 Sole 42,373
NEWMONT MINING CORP COM COMM 651639106 1,954 82,694 Sole 82,694
NEXTEL COMMUNICATIONS INC COM COMM 65332V103 1,871 75,200 Sole 75,200
NIAGARA MOHAWK PWR CORP COM COMM 653522102 4,069 272,400 Sole 272,400
NICOR INC COM COMM 654086107 859 21,400 Sole 21,400
NIKE INC CL B COM COMM 654106103 3,924 80,600 Sole 80,600
NORDSTROM INC COM COMM 655664100 1,321 17,101 Sole 17,101
NORFOLK SOUTHERN CORP COM COMM 655844108 4,032 135,240 Sole 135,240
NORTHERN STATES PWR CO (MINN) COM COMM 665772109 1,388 48,500 Sole 48,500
NORTHERN TELECOM LTD COM COMM 665815106 10,487 184,800 Sole 184,800
NORTHERN TRUST CORP COM COMM 665859104 2,425 31,800 Sole 31,800
NORTHROP GRUMMAN CORP COM COMM 666807102 4,342 42,100 Sole 42,100
NORWEST CORP COM COMM 669380107 11,209 298,900 Sole 298,900
NOVELL INC COM COMM 670006105 1,146 89,900 Sole 89,900
NUCOR CORP COM COMM 670346105 1,417 30,800 Sole 30,800
OCCIDENTAL PETROLEUM CORP COM COMM 674599105 2,657 98,400 Sole 98,400
OMNICOM GROUP INC COMMO COMM 681919106 1,666 33,400 Sole 33,400
ONEOK INC COM COMM 682680103 347 8,700 Sole 8,700
ORACLE CORP COM COMM 68389X105 8,665 352,784 Sole 352,784
ORYX ENERGY CO COM COMM 68763F100 1,299 58,700 Sole 58,700
OWENS CORNING COM COMM 69073F103 571 14,000 Sole 14,000
OWENS-ILLINOIS INC COMM 690768403 2,005 44,800 Sole 44,800
P E C O ENERGY CO COM COMM 693304107 5,052 173,100 Sole 173,100
P G & E CORP COM COMM 69331C108 3,456 109,500 Sole 109,500
PNC FINL CORP COM COMM 693475105 7,081 131,432 Sole 131,432
P P & L RESOURCES INC COM COMM 693499105 2,965 130,700 Sole 130,700
PPG INDS INC COM COMM 693506107 3,478 50,000 Sole 50,000
PACCAR INC COM COMM 693718108 1,201 22,984 Sole 22,984
PACIFIC ENTERPRISES COM COMM 694232109 40 1,000 Sole 1,000
PACIFICORP COM COMM 695114108 1,790 79,100 Sole 79,100
PALL CORP COM COMM 696429307 685 33,394 Sole 33,394
PARAMETRIC TECHNOLOGY CORP COM (REST COMM 699173100 1,994 73,500 Sole 73,500
PARKER HANNIFIN CORP COM COMM 701094104 1,222 32,049 Sole 32,049
PENNEY J C INC COM COMM 708160106 5,098 70,500 Sole 70,500
PENNZOIL CO COM COMM 709903108 1,184 23,300 Sole 23,300
PEOPLES ENERGY CORP COM COMM 711030106 2,936 76,000 Sole 76,000
PEP BOYS MANNY MOE & JACK COM COMM 713278109 951 50,200 Sole 50,200
PEPSICO INC COM COMM 713448108 22,534 547,100 Sole 547,100
PERKIN ELMER CORP COM COMM 714041100 1,095 17,600 Sole 17,600
PHARMACIA-UPJOHN INC COM COMM 716941109 6,787 147,134 Sole 147,134
PFIZER INC COM COMM 717081103 52,159 479,900 Sole 479,900
PHELPS DODGE CORP COM COMM 717265102 1,965 34,362 Sole 34,362
PHILIP MORRIS CO COM COMM 718154107 34,650 880,000 Sole 880,000
PHILLIPS PETROLEUM CO COM COMM 718507106 3,460 71,800 Sole 71,800
PIONEER HI BRED INTL COM COMM 723686101 3,984 96,300 Sole 96,300
PITNEY BOWES INC COM COMM 724479100 4,654 96,700 Sole 96,700
PLACER DOME INC COM COMM 725906101 832 70,824 Sole 70,824
POLAROID CORP COM COMM 731095105 754 21,200 Sole 21,200
POTLATCH CORP COM COMM 737628107 1,058 25,186 Sole 25,186
PRAXAIR INC COM COMM 74005P104 2,101 44,887 Sole 44,887
PROCTER & GAMBLE CO COM COMM 742718109 45,144 495,744 Sole 495,744
PROGRESSIVE CORP COM COMM 743315103 3,187 22,600 Sole 22,600
PROVIDIAN FINL CORP COMM 74406A102 2,557 32,548 Sole 32,548
PUB SVC ENTERPRISE GROUP INC COM COMM 744573106 4,854 140,939 Sole 140,939
PULTE CORP COM CHG F COMM 745867101 203 6,800 Sole 6,800
QUAKER OATS CO COM COMM 747402105 1,854 33,749 Sole 33,749
RALSTON PURINA CORP COM CHG F COMM 751277302 4,474 38,300 Sole 38,300
RAYCHEM CORP COM COMM 754603108 2,309 78,100 Sole 78,100
RAYTHEON INC COM COMM 755111408 4,292 72,596 Sole 72,596
REEBOK INTL LTD COM COMM 758110100 2,234 80,700 Sole 80,700
REPUBLIC N Y CORP COMM 760719104 4,085 64,900 Sole 64,900
REYNOLDS METALS CO COM COMM 761763101 1,447 25,900 Sole 25,900
RITE AID CORP COM COMM 767754104 2,708 72,100 Sole 72,100
ROCKWELL INTL CORP NEW COMM 773903109 2,760 57,500 Sole 57,500
ROHM & HAAS CO COM COMM 775371107 1,932 18,600 Sole 18,600
ROWAN COS INC COM COMM 779382100 1,971 101,400 Sole 101,400
ROYAL DUTCH PETE CO NEW COMM 780257804 43,779 798,700 Sole 798,700
RUBBERMAID INC COM COMM 781088109 1,838 55,700 Sole 55,700
RUSSELL CORP COM COMM 782352108 175 5,787 Sole 5,787
RYDER SYS INC COM COMM 783549108 887 28,100 Sole 28,100
S B C COMMUNICATIONS INC COM COMM 78387G103 27,361 684,024 Sole 684,024
SAFECO CORP COM COMM 786429100 2,434 53,640 Sole 53,640
ST JUDE MED INC COM COMM 790849103 843 22,900 Sole 22,900
ST PAUL COS INC COM COMM 792860108 6,576 156,344 Sole 156,344
SARA LEE CORP (CONS FOODS CORP) COMM 803111103 10,376 185,500 Sole 185,500
SCHERING PLOUGH CORP COM COMM 806605101 24,345 265,700 Sole 265,700
SCHLUMBERGER LTD COM COMM 806857108 13,142 192,378 Sole 192,378
SCHWAB CHARLES CORP NEW COMM 808513105 2,373 72,750 Sole 72,750
SCIENTIFIC ATLANTA INC COM COMM 808655104 315 12,400 Sole 12,400
SEAGATE TECHNOLOGY INC COM COMM 811804103 1,616 67,700 Sole 67,700
SEAGRAM LTD COM COMM 811850106 4,069 99,400 Sole 99,400
SEALED AIR CORP COMM 81211K100 515 14,026 Sole 14,026
SEARS ROEBUCK & CO COM COMM 812387108 9,349 153,100 Sole 153,100
SERVICE CORP INTL COM COMM 817565104 2,943 68,650 Sole 68,650
SHARED MED SYS CORP COM COMM 819486101 661 9,000 Sole 9,000
SHERWIN WILLIAMS CO COM COMM 824348106 1,577 47,600 Sole 47,600
SIGMA ALDRICH CORP COM COMM 826552101 1,286 36,600 Sole 36,600
SILICON GRAPHICS INC COM COMM 827056102 845 69,682 Sole 69,682
SNAP ON TOOLS CORP COM COMM 833034101 863 23,805 Sole 23,805
SONAT INC COM COMM 835415100 888 23,000 Sole 23,000
SOUTHERN CO COM COMM 842587107 5,373 194,050 Sole 194,050
SOUTHWEST AIRLINES COM COMM 844741108 2,004 67,800 Sole 67,800
SPRINGS INDS INC COM COMM 851783100 148 3,200 Sole 3,200
SPRINT CORP COM COMM 852061100 11,555 163,900 Sole 163,900
STANLEY WKS COM COMM 854616109 1,367 32,900 Sole 32,900
STATE STREET CORP COMM 857477103 3,267 47,000 Sole 47,000
STONE CONTAINER CORP COM COMM 861589109 367 23,500 Sole 23,500
SUMMIT BANCORP COM COMM 866005101 3,282 69,100 Sole 69,100
SUN INC COM COMM 866762107 1,855 47,800 Sole 47,800
SUN MICROSYSTEMS INC COM COMM 866810104 4,305 99,100 Sole 99,100
SUNAMERICA INC COMM 866930100 3,538 61,600 Sole 61,600
SUNTRUST BANKS INC COM COMM 867914103 5,050 62,100 Sole 62,100
SUPER VALU INC COM COMM 868536103 3,160 71,200 Sole 71,200
SYNOVUS FINANCIAL CORP COM COMM 87161C105 1,288 54,250 Sole 54,250
SYSCO CORP COM COMM 871829107 4,244 165,634 Sole 165,634
TJX COS INC COM CHG F COMM 872540109 2,162 89,600 Sole 89,600
TRW INC COM COMM 872649108 1,832 33,540 Sole 33,540
TANDY CORP COM COMM 875382103 1,779 33,518 Sole 33,518
TEKTRONIX INC COM COMM 879131100 2,068 58,450 Sole 58,450
TELE COMMUNICATIONS INC CL A COMM 87924V101 5,593 145,500 Sole 145,500
TELLABS INC COM COMM 879664100 3,316 46,300 Sole 46,300
TEMPLE INLAND INC COM COMM 879868107 1,180 21,900 Sole 21,900
TENET HEALTHCARE CORP COM CHG FROM COMM 88033G100 2,654 84,933 Sole 84,933
TENNECO INC NEW COMM 88037E101 1,932 50,765 Sole 50,765
TEXACO INC COM COMM 881694103 11,476 192,274 Sole 192,274
TEXAS INSTRUMENTS INC COM COMM 882508104 6,304 108,100 Sole 108,100
TEXAS UTILS CO COM COMM 882848104 5,185 124,566 Sole 124,566
TEXTRON INC COM COMM 883203101 3,312 46,200 Sole 46,200
THERMO ELECTRON CORP COM COMM 883556102 1,381 40,400 Sole 40,400
THOMAS & BETTS CORP COM COMM 884315102 1,103 22,400 Sole 22,400
3 COM CORP COMM 885535104 2,857 93,100 Sole 93,100
TIME WARNER INC COM COMM 887315109 19,134 223,952 Sole 223,952
TIMES MIRROR CO NEW SERS A COM COMM 887364107 3,205 50,976 Sole 50,976
TIMKEN CO COM COMM 887389104 2,505 80,800 Sole 80,800
TORCHMARK CORP COM COMM 891027104 3,793 82,900 Sole 82,900
TOYS R US INC COM COMM 892335100 3,691 157,487 Sole 157,487
TRANSAMERICA CORP COM COMM 893485102 4,098 35,600 Sole 35,600
TRAVELERS GROUP INC COM FORME COMM 894190107 26,083 430,239 Sole 430,239
TRICON GLOBAL RESTAURANTS INC COMM 895953107 4,258 134,378 Sole 134,378
TRIBUNE CO COM COMM 896047107 5,801 84,300 Sole 84,300
TUPPERWARE CORP COM COMM 899896104 1,935 68,800 Sole 68,800
TYCO INTL LTD COM COMM 902124106 12,846 203,900 Sole 203,900
USX MARATHON GROUP COM NEW COMM 902905827 2,823 82,270 Sole 82,270
UST INC COM COMM 902911106 3,000 111,100 Sole 111,100
US BANCORP COM COMM 902973106 9,606 223,399 Sole 223,399
UNUM CORP COM COMM 903192102 1,907 34,360 Sole 34,360
USX - US STEEL COMM 90337T101 1,857 56,265 Sole 56,265
UNILEVER NV NY SHS COM 20 GLDR ADRS 904784501 18,961 240,200 Sole 240,200
UNICOM CORP COM COMM 904911104 1,884 53,735 Sole 53,735
UNION CAMP CORP COM COMM 905530101 1,308 26,356 Sole 26,356
UNION CARBIDE CORP COM COMM 905581104 4,568 85,587 Sole 85,587
UNION PACIFIC CORP COM COMM 907818108 3,285 74,660 Sole 74,660
UNION PACIFIC RESOURCES GROUP COMM 907834105 1,117 63,628 Sole 63,628
UNISYS CORP COM COMM 909214108 1,816 64,300 Sole 64,300
UNITED HEALTHCARE CORP COM COMM 910581107 2,535 39,800 Sole 39,800
USAIR GROUP INC COM COMM 911905107 6,126 77,300 Sole 77,300
UNITED STATES SURGICAL GROUP COM COMM 912707106 3,671 80,900 Sole 80,900
U S WEST INC COM CHG F COMM 91273H101 7,575 161,821 Sole 161,821
UNITED TECHNOLOGIES CORP COM COMM 913017109 6,401 69,200 Sole 69,200
UNOCAL CORP COM COMM 915289102 3,707 103,703 Sole 103,703
V F CORP COM COMM 918204108 2,080 40,200 Sole 40,200
VENATOR GROUP INC COM CHG F COMM 922944103 2,557 133,700 Sole 133,700
VIACOM INC CL B COM COMM 925524308 5,715 98,109 Sole 98,109
WACHOVIA CORP NEW COM COMM 929771103 4,859 57,500 Sole 57,500
WAL MART STORES INC COM COMM 931142103 49,475 814,400 Sole 814,400
WALGREEN CO COM COMM 931422109 5,821 140,900 Sole 140,900
WARNER LAMBERT CO COM COMM 934488107 21,909 315,800 Sole 315,800
WASHINGTON MUT INC COM COMM 939322103 4,478 103,100 Sole 103,100
WASTE MGMT INC NEW COM COMM 94106K101 4,869 139,100 Sole 139,100
WELLS FARGO & CO COM COMM 949740104 12,329 33,412 Sole 33,412
WENDYS INTL INC COM COMM 950590109 486 20,700 Sole 20,700
WESTERN ATLAS INC COM COMM 957674104 976 11,500 Sole 11,500
WESTVACO CORP COM COMM 961548104 2,822 99,900 Sole 99,900
WEYERHAEUSER CO COM COMM 962166104 3,485 75,450 Sole 75,450
WHIRLPOOL CORP COM COMM 963320106 1,523 22,156 Sole 22,156
WILLAMETTE INDS INC NTS COMM 969133107 842 26,300 Sole 26,300
WILLIAMS COS INC COM COMM 969457100 3,733 110,600 Sole 110,600
WINN DIXIE STORES INC COM COMM 974280109 2,257 44,250 Sole 44,250
WORLDCOM INC COM COMM 98155K102 18,629 384,600 Sole 384,600
WORTHINGTON IND INC COM COMM 981811102 330 21,900 Sole 21,900
WRIGLEY WM JR CO COM COMM 982526105 3,175 32,400 Sole 32,400
XEROX CORP COM COMM 984121103 12,490 122,900 Sole 122,900
METROPOLITAN GROUP P. & C
FEDERATED DEPT STORES INC COM (CHAN COMM 31410H101 1,349 25,069 Sole 25,069
METROPOLITAN LIFE FOUNDAT
AAR CORP COM COMM 000361105 18 600 Sole 600
ABM INDS INC COM COMM 000957100 11 400 Sole 400
AMR CORP COM COMM 001765106 200 2,400 Sole 2,400
A T & T CORP COM COMM 001957109 960 16,800 Sole 16,800
ABBOTT LABS CORP DISC NTS COMM 002824100 615 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 221 5,200 Sole 5,200
ADVO INC COM COMM 007585102 20 700 Sole 700
AEROQUIP-VICKERS CORP COM FR TR COMM 007869100 169 2,900 Sole 2,900
ADVANCED MICRO DEVICES INC COM COMM 007903107 58 3,400 Sole 3,400
AHMANSON H F & CO COM COMM 008677106 241 3,400 Sole 3,400
AIR EXPRESS INTL CORP COM COMM 009104100 13 500 Sole 500
AIRTOUCH COMMUNICATIONS INC COM COMM 00949T100 485 8,300 Sole 8,300
ALBERTO CULVER CO CL B CONV PREF 013068101 357 12,300 Sole 12,300
ALLEGHENY TELEDYNE INC COM COMM 017415100 128 5,583 Sole 5,583
ALLEN TELECOM INC COMM 018091108 5 400 Sole 400
ALLERGAN INC COM COMM 018490102 19 400 Sole 400
ALLIANT TECHSYSTEMS INC COM COMM 018804104 13 200 Sole 200
ALLIED GROUP INC COM COMM 019220102 21 450 Sole 450
ALLIED SIGNAL CORP COM COMM 019512102 178 4,000 Sole 4,000
ALLSTATE CORP COM COMM 020002101 427 4,661 Sole 4,661
ALLTEL CORP COM COMM 020039103 293 6,300 Sole 6,300
ALPHARMA INC CL A COM CHG F COMM 020813101 18 800 Sole 800
AMCAST INDL CORP COM COMM 023395106 9 500 Sole 500
AMCOL INTL CORP COM COMM 02341W103 11 900 Sole 900
AMEREN CORP COM COMM 023608102 68 1,700 Sole 1,700
AMER EXPRESS CO COM COMM 025816109 478 4,200 Sole 4,200
AMER FREIGHTWAYS CORP COM COMM 02629V108 10 1,000 Sole 1,000
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AUTHENTIC FITNESS CORP COM COMM 052661105 13 800 Sole 800
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AZTAR CORP COM COMM 054802103 12 1,700 Sole 1,700
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BMC INDS INC MINN COM COMM 055607105 3 400 Sole 400
BALDOR ELEC CO COM COMM 057741100 20 800 Sole 800
BALL CORP COM COMM 058498106 88 2,200 Sole 2,200
BALLLARD MED PRODS COM COMM 058566100 9 500 Sole 500
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BANCTEC INC COM COMM 059784108 12 500 Sole 500
BANK OF NEW YORK INC COM COMM 064057102 219 3,600 Sole 3,600
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BENTON OIL & GAS CO COM COMM 083288100 6 600 Sole 600
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BLACK & DECKER CORP COM COMM 091797100 299 4,900 Sole 4,900
BOEING CO COM COMM 097023105 513 11,501 Sole 11,501
BOOKS-A-MILLION INC COM COMM 098570104 12 2,600 Sole 2,600
BOWNE & CO INC COM COMM 103043105 14 300 Sole 300
BRIGGS & STRATTON CORP COM COMM 109043109 101 2,700 Sole 2,700
BRISTOL MYERS SQUIBB CO COM COMM 110122108 1,310 11,400 Sole 11,400
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BROWN FORMAN CORP CL B COM COMM 115637209 103 1,600 Sole 1,600
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BUILDING MATERIAL HOLDING COMM 120113105 12 900 Sole 900
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C D I CORP COMM 125071100 8 300 Sole 300
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C S X CORP COM COMM 126408103 250 5,500 Sole 5,500
CVS CORP FROM COMM 126650100 195 5,000 Sole 5,000
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CASE CORP COM COMM 14743R103 164 3,400 Sole 3,400
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CASH AMER INTL INC COM COMM 14754D100 21 1,400 Sole 1,400
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CLARCOR COMM 179895107 13 600 Sole 600
CLOROX CO COM COMM 189054109 115 1,200 Sole 1,200
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COHERENT INC COMM 192479103 21 1,200 Sole 1,200
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CONNECTICUT ENERGY CORP COM COMM 207567108 14 500 Sole 500
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DOW CHEM CO COM COMM 260543103 145 1,500 Sole 1,500
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DRAVO CORP COM COMM 261471106 10 1,100 Sole 1,100
DRESS BARN INC COM COMM 261570105 12 500 Sole 500
DRESSER INDS INC COM COMM 261597108 194 4,400 Sole 4,400
DU PONT EI DE NEMOURS CO COM COMM 263534109 807 10,800 Sole 10,800
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EARTHGRAINS COMPANY COM COMM 270319106 17 300 Sole 300
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EDISON INTL COM COMM 281020107 216 7,300 Sole 7,300
EMERSON ELEC CO COM COMM 291011104 242 4,000 Sole 4,000
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FHLMC COM COMM 313400301 226 4,800 Sole 4,800
FNMA COM COMM 313586109 638 10,500 Sole 10,500
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FORD MTR CO DEL COM COMM 345370100 749 12,700 Sole 12,700
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GOODYEAR TIRE & RUBBER CO COM COMM 382550101 52 800 Sole 800
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IBM CORP COM COMM 459200101 1,194 10,400 Sole 10,400
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KEYCORP COM COMM 493267108 385 10,800 Sole 10,800
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LANDSTAR SYS COMM 515098101 17 500 Sole 500
LATTICE SEMICONDUCTOR CORP COM COMM 518415104 9 300 Sole 300
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LOCKHEED MARTIN CORP COM COMM 539830109 160 1,515 Sole 1,515
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MAGNA GROUP INC COM COMM 559214101 45 800 Sole 800
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MAY DEPT STORES CO COM COMM 577778103 164 2,500 Sole 2,500
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MEDUSA CORP COM COMM 585072309 19 300 Sole 300
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MERCK & CO INC COM COMM 589331107 1,672 12,500 Sole 12,500
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MERRILL LYNCH & CO INC COM COMM 590188108 480 5,200 Sole 5,200
MICROSOFT CORP COM COMM 594918104 2,883 26,600 Sole 26,600
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MISSISSIPPI CHEM CORP COM COMM 605288208 12 700 Sole 700
MOBIL CORP COM COMM 607059102 720 9,400 Sole 9,400
MOHAWK INDS INC COM COMM 608190104 24 750 Sole 750
MONSANTO CO COM COMM 611662107 369 6,600 Sole 6,600
MOORE LTD COM COMM 615785102 150 11,300 Sole 11,300
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NASH FINCH CO NTS COM COMM 631158102 9 600 Sole 600
NATL CITY CORP COM COMM 635405103 192 2,700 Sole 2,700
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NEWFIELD EXPLORATION INC COM COMM 651290108 12 500 Sole 500
NEWMONT MINING CORP COM COMM 651639106 36 1,505 Sole 1,505
NIAGARA MOHAWK PWR CORP COM COMM 653522102 196 13,100 Sole 13,100
NIKE INC CL B COM COMM 654106103 107 2,200 Sole 2,200
NORFOLK SOUTHERN CORP COM COMM 655844108 45 1,500 Sole 1,500
NORTHERN STATES PWR CO (MINN) COM COMM 665772109 57 2,000 Sole 2,000
NORTHERN TELECOM LTD COM COMM 665815106 250 4,400 Sole 4,400
NORTHROP GRUMMAN CORP COM COMM 666807102 186 1,800 Sole 1,800
NORTHWEST NATRL GAS CO COM COMM 667655104 14 500 Sole 500
NORWEST CORP COM COMM 669380107 225 6,000 Sole 6,000
NOVELL INC COM COMM 670006105 103 8,100 Sole 8,100
NOVELLUS SYS INC COM COMM 670008101 21 600 Sole 600
OAKWOOD HOMES CORP COM COMM 674098108 18 600 Sole 600
OCCIDENTAL PETROLEUM CORP COM COMM 674599105 165 6,100 Sole 6,100
OFFSHORE LOGISTICS INC COM COMM 676255102 9 500 Sole 500
ORACLE CORP COM COMM 68389X105 193 7,837 Sole 7,837
ORANGE & ROCKLAND UTILS INC COM COMM 684065105 16 300 Sole 300
ORBITAL SCIENCES CORP COM COMM 685564106 26 700 Sole 700
ORION CAPITAL CORP COM COMM 686268103 22 400 Sole 400
ORYX ENERGY CO COM COMM 68763F100 166 7,500 Sole 7,500
O'SULLIVAN CORP COM COMM 688605104 16 1,600 Sole 1,600
OWENS & MINOR INC NEW COM COMM 690732102 8 800 Sole 800
OWENS CORNING COM COMM 69073F103 314 7,700 Sole 7,700
OXFORD INDS INC COM COMM 691497309 10 300 Sole 300
P E C O ENERGY CO COM COMM 693304107 394 13,500 Sole 13,500
P G & E CORP COM COMM 69331C108 79 2,500 Sole 2,500
PNC FINL CORP COM COMM 693475105 199 3,700 Sole 3,700
P P & L RESOURCES INC COM COMM 693499105 143 6,300 Sole 6,300
PPG INDS INC COM COMM 693506107 132 1,900 Sole 1,900
PACCAR INC COM COMM 693718108 63 1,200 Sole 1,200
PACIFIC ENTERPRISES COM COMM 694232109 195 4,900 Sole 4,900
PACIFICORP COM COMM 695114108 57 2,500 Sole 2,500
PARK ELECTROCHEMICAL COM COMM 700416209 8 400 Sole 400
PARKER HANNIFIN CORP COM COMM 701094104 154 4,050 Sole 4,050
PATTERSON DENTAL CO COM COMM 703412106 16 450 Sole 450
PAXAR CORP COM COMM 704227107 7 600 Sole 600
PENFORD CORP COM COMM 707051108 12 400 Sole 400
PENNEY J C INC COM COMM 708160106 282 3,900 Sole 3,900
PENNZOIL CO COM COMM 709903108 30 600 Sole 600
PEPSICO INC COM COMM 713448108 663 16,100 Sole 16,100
PHARMACIA-UPJOHN INC COM COMM 716941109 189 4,095 Sole 4,095
PFIZER INC COM COMM 717081103 1,609 14,800 Sole 14,800
PHARMACEUTICAL MARKETING SVCS INC C COMM 717123103 16 1,100 Sole 1,100
PHELPS DODGE CORP COM COMM 717265102 92 1,600 Sole 1,600
PHILIP MORRIS CO COM COMM 718154107 1,004 25,500 Sole 25,500
PHILLIPS PETROLEUM CO COM COMM 718507106 63 1,300 Sole 1,300
PHOTRONIC LABS INC COM COMM 719405102 9 400 Sole 400
PHYCOR INC COM COMM 71940F100 20 1,200 Sole 1,200
PICTURETEL CORP COM NEW COMM 720035302 11 1,200 Sole 1,200
PIEDMONT NATRL GAS INC COM COMM 720186105 20 600 Sole 600
PIER 1 IMPORTS INC COM COMM 720279108 21 900 Sole 900
PILLOWTEX CORP COMM 721501104 16 400 Sole 400
PIONEER GROUP INC COM COMM 723684106 13 500 Sole 500
PIONEER HI BRED INTL COM COMM 723686101 174 4,200 Sole 4,200
PIONEER STD ELECTRS INC COM COMM 723877106 7 700 Sole 700
PITNEY BOWES INC COM COMM 724479100 10 200 Sole 200
PITTSTON BAX GROUP COM COMM 725701882 6 400 Sole 400
PLATINUM TECHNOLOGY INC COM COMM 72764T101 31 1,100 Sole 1,100
PLENUM PUBG CORP COM COMM 729093104 15 200 Sole 200
PLEXUS CORP COM COMM 729132100 12 600 Sole 600
POGO PRODUCING CO COM COMM 730448107 15 600 Sole 600
POLAROID CORP COM COMM 731095105 32 900 Sole 900
PRIMARK CORP COM COMM 741903108 16 500 Sole 500
PRIDE INTL INC CHG F COMM 741932107 15 900 Sole 900
PROCTER & GAMBLE CO COM COMM 742718109 1,411 15,500 Sole 15,500
PROTECTIVE LIFE CORP COM COMM 743674103 44 1,200 Sole 1,200
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PROVIDIAN FINL CORP COMM 74406A102 322 4,100 Sole 4,100
PUB SVC ENTERPRISE GROUP INC COM COMM 744573106 114 3,300 Sole 3,300
PULTE CORP COM CHG F COMM 745867101 203 6,800 Sole 6,800
QUAKER OATS CO COM COMM 747402105 198 3,600 Sole 3,600
QUANEX CORP COMM 747620102 12 400 Sole 400
RALSTON PURINA CORP COM CHG F COMM 751277302 84 720 Sole 720
RAYMOND JAMES FINL INC COM COMM 754730109 18 600 Sole 600
RAYTHEON INC COM COMM 755111408 248 4,200 Sole 4,200
READ-RITE CORP COM COMM 755246105 5 600 Sole 600
REEBOK INTL LTD COM COMM 758110100 64 2,300 Sole 2,300
REGAL BELOIT CORP COMM 758750103 11 400 Sole 400
REMINGTON OIL & GAS CORP CL B COMM 759594203 11 2,100 Sole 2,100
REPUBLIC GYPSUM CO COM COMM 760473108 13 600 Sole 600
REPUBLIC N Y CORP COMM 760719104 227 3,600 Sole 3,600
RESPIRONICS INC COM COMM 761230101 6 400 Sole 400
REYNOLDS METALS CO COM COMM 761763101 106 1,900 Sole 1,900
RICHFOOD HLDGS INC COM COMM 763408101 12 600 Sole 600
RIGS NATL CORP WASH DC COM COMM 766570105 15 500 Sole 500
RITE AID CORP COM COMM 767754104 203 5,400 Sole 5,400
RIVAL CORP COMM 768020109 11 800 Sole 800
ROCKWELL INTL CORP NEW COMM 773903109 58 1,200 Sole 1,200
ROHM & HAAS CO COM COMM 775371107 322 3,100 Sole 3,100
ROLLINS TRUCK LEASING CORP COM COMM 775741101 13 1,050 Sole 1,050
ROPER INDS INC NEW COM COMM 776696106 10 400 Sole 400
ROSS STORES INC COM COMM 778296103 30 700 Sole 700
ROYAL DUTCH PETE CO NEW COMM 780257804 1,228 22,400 Sole 22,400
RUBY TUESDAY INC COMM 781182100 16 1,000 Sole 1,000
RYANS FAMILY STEAK HOUSE COM COMM 783519101 13 1,300 Sole 1,300
S B C COMMUNICATIONS INC COM COMM 78387G103 866 21,640 Sole 21,640
SEI CORP COMM 784117103 19 300 Sole 300
S3 INC COM COMM 784849101 5 1,000 Sole 1,000
SAFECO CORP COM COMM 786429100 145 3,200 Sole 3,200
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ST JUDE MED INC COM COMM 790849103 162 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 445 10,580 Sole 10,580
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SANTA FE ENERGY RESOURCES COM COMM 802012104 15 1,400 Sole 1,400
SARA LEE CORP (CONS FOODS CORP) COMM 803111103 280 5,000 Sole 5,000
SCHERING PLOUGH CORP COM COMM 806605101 623 6,800 Sole 6,800
SCHLUMBERGER LTD COM COMM 806857108 389 5,700 Sole 5,700
SCOTT TECHNOLOGIES INC COM CHG F COMM 810022103 12 800 Sole 800
SCOTTS CO CL A COMM 810186106 22 600 Sole 600
SEAGATE TECHNOLOGY INC COM COMM 811804103 201 8,400 Sole 8,400
SEAGRAM LTD COM COMM 811850106 98 2,400 Sole 2,400
SEALED AIR CORP COMM 81211K100 26 696 Sole 696
SEARS ROEBUCK & CO COM COMM 812387108 208 3,400 Sole 3,400
SELECTIVE INS GROUP INC COM COMM 816300107 9 400 Sole 400
SHARED MED SYS CORP COM COMM 819486101 353 4,800 Sole 4,800
SHOPKO STORES INC COM COMM 824911101 17 500 Sole 500
SHONEYS INC COM COMM 825039100 8 2,400 Sole 2,400
SHOREWOOD PACKAGING CORP COM COMM 825229107 17 1,050 Sole 1,050
SHOWBIZ PIZZA TIME COM COMM 825388309 32 800 Sole 800
SIERRA HEALTH SVCS INC COM COMM 826322109 11 450 Sole 450
SIERRA PACIFIC RESOURCES COM COMM 826425100 15 400 Sole 400
SIMPSON INDS INC COM COMM 829060102 14 1,000 Sole 1,000
SKYLINE CORP COM COMM 830830105 13 400 Sole 400
SKYWEST INC COM COMM 830879102 39 1,400 Sole 1,400
SMITHFIELD FOODS INC COM COMM 832248108 15 500 Sole 500
SNYDER OIL CORP COM COMM 833482102 10 500 Sole 500
SOLA INTL INC COMM COMM 834092108 13 400 Sole 400
SONIC CORP COM COMM 835451105 20 900 Sole 900
SOUTHERN CO COM COMM 842587107 100 3,600 Sole 3,600
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THE SPORTS AUTH INC COMM 849176102 9 600 Sole 600
SPRINGS INDS INC COM COMM 851783100 83 1,800 Sole 1,800
SPRINT CORP COM COMM 852061100 226 3,200 Sole 3,200
STANDEX INTL CORP COMM 854231107 9 300 Sole 300
STERIS CORP COM COMM 859152100 38 600 Sole 600
STONE CONTAINER CORP COM COMM 861589109 134 8,600 Sole 8,600
SUN INC COM COMM 866762107 43 1,100 Sole 1,100
SUN MICROSYSTEMS INC COM COMM 866810104 239 5,500 Sole 5,500
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SUPER VALU INC COM COMM 868536103 142 3,200 Sole 3,200
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SYNCOR INTL CORP NEW COM COMM 87157J106 12 700 Sole 700
TCB CORP COM COMM 872180104 8 1,200 Sole 1,200
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TCF FINL CORP COM COMM 872275102 53 1,800 Sole 1,800
TJX COS INC COM CHG F COMM 872540109 511 21,200 Sole 21,200
T N P ENTERPRISES, INC COM COMM 872594106 15 500 Sole 500
TRW INC COM COMM 872649108 98 1,800 Sole 1,800
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TEMPLE INLAND INC COM COMM 879868107 102 1,900 Sole 1,900
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TIME WARNER INC COM COMM 887315109 393 4,600 Sole 4,600
TITAN INTL INC COM COM COMM 88830M102 14 800 Sole 800
TOLL BROTHERS INC COM COMM 889478103 14 500 Sole 500
TORCHMARK CORP COM COMM 891027104 339 7,400 Sole 7,400
TORO CO COM COMM 891092108 10 300 Sole 300
TRANSAMERICA CORP COM COMM 893485102 345 3,000 Sole 3,000
TRAVELERS GROUP INC COM FORME COMM 894190107 1,023 16,882 Sole 16,882
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TRIBUNE CO COM COMM 896047107 323 4,700 Sole 4,700
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US BANCORP COM COMM 902973106 232 5,400 Sole 5,400
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VALASSIS COMMUNICATIONS INC C COMM 918866104 19 500 Sole 500
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VICOR CORP COM COMM 925815102 8 600 Sole 600
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VITAL SIGNS INC COM COMM 928469105 13 700 Sole 700
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WHOLE FOODS MKT INC COM COMM 966837106 18 300 Sole 300
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WISER OIL CO DEL COM COMM 977284108 8 700 Sole 700
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XEROX CORP COM COMM 984121103 356 3,500 Sole 3,500
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ZERO CORP COM COMM 989484100 14 500 Sole 500
ZIONS BANCORP COM COMM 989701107 58 1,100 Sole 1,100
METROPOLITAN LIFE INSURANCE COMPANY
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AMR CORP COM COMM 001765106 183 2,200 Sole 2,200
A T & T CORP COM COMM 001957109 9,540 167,000 Sole 167,000
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ACXIOM CORP COM COMM 005125109 1,052 42,200 Sole 42,200
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ADVANCED TISSUE SCIENCES INC CL A COMM 00755F103 52 11,700 Sole 11,700
ADVO INC COM COMM 007585102 871 30,900 Sole 30,900
AEROQUIP-VICKERS CORP COM FR TR COMM 007869100 2,253 38,600 Sole 38,600
ADVANCED MICRO DEVICES INC COM COMM 007903107 3,340 195,738 Sole 195,738
AETNA INC COM COMM 008117103 419 5,500 Sole 5,500
AHMANSON H F & CO COM COMM 008677106 724 10,200 Sole 10,200
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AIR PRODS & CHEMS INC COM COMM 009158106 1,160 29,000 Sole 29,000
AIRTOUCH COMMUNICATIONS INC COM COMM 00949T100 1,432 24,500 Sole 24,500
ALBERTO CULVER CO CL B CONV PREF 013068101 1,612 55,600 Sole 55,600
ALBERTSONS INC COM COMM 013104104 1,145 22,100 Sole 22,100
ALCAN ALUMINIUM LTD COM COMM 013716105 72 2,600 Sole 2,600
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ALLEN TELECOM INC COMM 018091108 186 16,000 Sole 16,000
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ALLTEL CORP COM COMM 020039103 1,539 33,100 Sole 33,100
ALPHARMA INC CL A COM CHG F COMM 020813101 400 18,200 Sole 18,200
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AMCOL INTL CORP COM COMM 02341W103 481 39,901 Sole 39,901
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AMER STORES CO COM COMM 030096101 2,124 87,800 Sole 87,800
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AMP INC COM COMM 031897101 10 300 Sole 300
AMOCO CORP COM COMM 031905102 4,492 107,600 Sole 107,600
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AON CORP COM COMM 037389103 21 300 Sole 300
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APPLE COMPUTER INC COM COMM 037833100 267 9,300 Sole 9,300
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AQUARION CO COM COMM 03838W101 458 13,400 Sole 13,400
ARCHER DANIELS MIDLAND COM COMM 039483102 1,777 91,692 Sole 91,692
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ARKANSAS BEST CORP DEL COM COMM 040790107 191 20,400 Sole 20,400
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ASTRA AB COMM 046298204 805 39,733 Sole 39,733
ATLANTIC RICHFIELD CO COM COMM 048825103 2,250 28,800 Sole 28,800
ATMOS ENERGY CORP COM COMM 049560105 839 27,500 Sole 27,500
AU BON PAIN INC CL A COM COMM 050103100 128 11,600 Sole 11,600
AUSPEX SYS INC COM COMM 052116100 251 46,200 Sole 46,200
AUTHENTIC FITNESS CORP COM COMM 052661105 194 12,300 Sole 12,300
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AUTOMATIC DATA PROCESSING INC COM COMM 053015103 29 400 Sole 400
AVON PRODS INC COM COMM 054303102 1,425 18,400 Sole 18,400
AZTAR CORP COM COMM 054802103 646 94,800 Sole 94,800
BISYS GROUP INC COM COMM 055472104 619 15,100 Sole 15,100
BJ'S WHOLESALE CLUB INC COMM 05548J106 3,283 80,808 Sole 80,808
BMC INDS INC MINN COM COMM 055607105 185 21,500 Sole 21,500
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BAKER J INC COM COMM 057232100 135 11,700 Sole 11,700
BALDOR ELEC CO COM COMM 057741100 507 20,800 Sole 20,800
BALL CORP COM COMM 058498106 48 1,200 Sole 1,200
BALLLARD MED PRODS COM COMM 058566100 535 29,700 Sole 29,700
BALTIMORE GAS & ELEC CO COM COMM 059165100 1,010 32,500 Sole 32,500
BANC ONE CORP COM COMM 059438101 3,613 64,738 Sole 64,738
BANCTEC INC COM COMM 059784108 238 10,300 Sole 10,300
BANGOR HYDRO-ELEC CO COM COMM 060077104 590 65,500 Sole 65,500
BANK OF NEW YORK INC COM COMM 064057102 2,989 49,100 Sole 49,100
BANKAMERICA CORP COM COMM 066050105 5,994 69,300 Sole 69,300
BANKBOSTON CORP COM CHGED COMM 06605R106 2,815 50,600 Sole 50,600
BANKERS TR NY CORP COM COMM 066365107 1,358 11,700 Sole 11,700
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BARD C R INC COM COMM 067383109 1,918 50,400 Sole 50,400
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BARRETT RESOURCES COMM 068480201 856 22,871 Sole 22,871
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BAXTER INTL COM COMM 071813109 985 18,300 Sole 18,300
BAY NETWORKS INC COM COMM 072510100 1,273 39,700 Sole 39,700
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BELL INDS COM COMM 078107109 313 27,515 Sole 27,515
BELLSOUTH CORP COM COMM 079860102 6,827 101,700 Sole 101,700
BEMIS INC COM COMM 081437105 1,001 24,500 Sole 24,500
BENCHMARK ELECTRS INC COM COMM 08160H101 408 20,400 Sole 20,400
BENEFICIAL CORP COM COMM 081721102 1,471 9,600 Sole 9,600
BENTON OIL & GAS CO COM COMM 083288100 256 24,100 Sole 24,100
BERTUCCIS INC COM COMM 086063104 230 22,400 Sole 22,400
BESTFOODS CHG F COMM 08658U101 1,556 26,800 Sole 26,800
BETHLEHEM STL CORP COM COMM 087509105 40 3,200 Sole 3,200
BINDLEY WESTERN INDS COM COM S COMM 090324104 5,105 154,686 Sole 154,686
BIOMET INC COM COMM 090613100 2,516 76,100 Sole 76,100
BIOMIRA INC. COMM 09161R106 437 194,432 Sole 194,432
BLACK & DECKER CORP COM COMM 091797100 61 1,000 Sole 1,000
BOEING CO COM COMM 097023105 3,835 86,052 Sole 86,052
BOISE CASCADE CORP NTS COMM 097383103 174 5,300 Sole 5,300
THE BOMBAY CO INC COMM 097924104 188 39,600 Sole 39,600
BOOKS-A-MILLION INC COM COMM 098570104 250 54,000 Sole 54,000
BOSTON SCIENTIFIC CO COMM 101137107 263 3,676 Sole 3,676
BOWNE & CO INC COM COMM 103043105 1,040 23,100 Sole 23,100
BREED TECHNOLOGIES INC COM COMM 106702103 181 11,800 Sole 11,800
BRIGGS & STRATTON CORP COM COMM 109043109 416 11,100 Sole 11,100
BRISTOL MYERS SQUIBB CO COM COMM 110122108 11,873 103,300 Sole 103,300
BRITISH SKY BROADCASTING COMM 111013108 3,320 77,900 Sole 77,900
BRITISH TELECOM COMM 111021408 10,609 85,900 Sole 85,900
BRODERBUND SOFTWARE INC COM COMM 112014105 495 21,700 Sole 21,700
BROWN FORMAN CORP CL B COM COMM 115637209 1,022 15,900 Sole 15,900
BROWNING FERRIS INDS INC COM COMM 115885105 261 7,500 Sole 7,500
BRUNSWICK CORP COM COMM 117043109 1,641 66,300 Sole 66,300
BUILDING MATERIAL HOLDING COMM 120113105 510 36,900 Sole 36,900
BURLINGTON NORTHERN SANTA FE COM COMM 12189T104 5,046 51,394 Sole 51,394
BURLINGTON RESOURCES INC COM COMM 122014103 76 1,757 Sole 1,757
BUTLER MFG CO COM COMM 123655102 354 10,400 Sole 10,400
CCB FINL CORP COMM 124875105 1,201 11,300 Sole 11,300
CBS CORP COM CHG F COMM 12490K107 181 5,700 Sole 5,700
C COR ELECTRONICS COMM 125010108 291 15,300 Sole 15,300
C D I CORP COMM 125071100 316 11,800 Sole 11,800
CIGNA CORP COM COMM 125509109 2,236 32,400 Sole 32,400
CKE RESTAURANTS INC COM COMM 12561E105 721 17,490 Sole 17,490
CMAC INVT CORP COM COMM 125662106 978 15,900 Sole 15,900
C S X CORP COM COMM 126408103 1,806 39,700 Sole 39,700
CVS CORP FROM COMM 126650100 1,371 35,200 Sole 35,200
CABLE & WIRELESS COMM 12682P104 4,625 92,500 Sole 92,500
CABLETRON SYS INC COM COMM 126920107 3 200 Sole 200
CADBURY SCHWEPPES COMM 127209302 585 9,500 Sole 9,500
CAMBREX CORP COMM 132011107 499 19,000 Sole 19,000
CAMPBELL SOUP CO COM COMM 134429109 2,008 37,800 Sole 37,800
CANON INC COMM 138006309 549 24,000 Sole 24,000
CAPITAL RE CORP COM COMM 140432105 831 11,600 Sole 11,600
CARAUSSTAR INDS INC COM COMM 140909102 580 20,100 Sole 20,100
CARMIKE CINEMAS INC CL A COMM 143436103 272 10,100 Sole 10,100
CAROLINA PWR & LT CO COM COMM 144141108 256 5,900 Sole 5,900
CASE CORP COM COMM 14743R103 1,182 24,500 Sole 24,500
CASEYS GEN STORES INC COM COMM 147528103 623 37,600 Sole 37,600
CASH AMER INTL INC COM COMM 14754D100 619 40,600 Sole 40,600
CASINO MAGIC CORP COM COMM 147590103 20 10,000 Sole 10,000
CASTLE A M & CO CMN COMM 148411101 499 22,700 Sole 22,700
CATALINA MARKETING CORP COM COMM 148867104 930 17,900 Sole 17,900
CATERPILLAR INC COM COMM 149123101 2,672 50,500 Sole 50,500
CATO CORP NEW C/A COMM 149205106 1,441 82,800 Sole 82,800
CENDANT CORP COM CHG F COMM 151313103 281 13,697 Sole 13,697
CENTEX CORP COM COMM 152312104 1,185 31,400 Sole 31,400
CENTRAL & SOUTHWEST CORP COM COMM 152357109 239 8,900 Sole 8,900
CENTRAL HUDSON GAS & ELEC CORP COM COMM 153609102 888 19,400 Sole 19,400
CENTRAL VT PUB SVC CORP COM COMM 155771108 488 32,700 Sole 32,700
CENTURA BANKS INC COM COMM 15640T100 1,444 23,100 Sole 23,100
CERIDIAN CORP COM COMM 15677T106 1,222 20,800 Sole 20,800
CERNER CORP COM COMM 156782104 643 22,700 Sole 22,700
CHAMPION ENTERPRISES INC COM COMM 158496109 1,008 34,300 Sole 34,300
CHAMPION INTL CORP COM COMM 158525105 703 14,300 Sole 14,300
CHART HOUSE ENTERPRISES INC COM COMM 160902102 12,744 1,477,575 Sole 1,477,575
CHARTER ONE FINL INC COM COMM 160903100 2,380 70,648 Sole 70,648
CHARMING SHOPPES INC COM COMM 161133103 5 1,000 Sole 1,000
CHASE MANHATTAN CORP (NEW) COMM 16161A108 5,754 76,217 Sole 76,217
CHECKERS DRIVE-IN RESTAURANTS INC C COMM 162809107 21 17,400 Sole 17,400
CHEESECAKE FACTORY INC COM COMM 163072101 672 29,701 Sole 29,701
CHEMED CORP COM COMM 163596109 473 13,900 Sole 13,900
CHEMFIRST INC COMM 16361A106 401 15,900 Sole 15,900
CHEVRON CORP COM COMM 166751107 5,628 67,200 Sole 67,200
CHIQUITA BRANDS INTL COM COMM 170032106 667 47,400 Sole 47,400
CHIRON CORP CONV BDS 144A CVBDS 170040AB5 1,794 2,000,000 Sole 2,000,000
CHRYSLER CORP COM COMM 171196108 4,437 78,700 Sole 78,700
CHUBB CORP COM COMM 171232101 571 7,100 Sole 7,100
CINCINNATI MILICRON INC COM COMM 172172108 1,167 48,000 Sole 48,000
CINERGY CORP COM COMM 172474108 364 10,400 Sole 10,400
CIRCON CORP COM COMM 172736100 214 13,800 Sole 13,800
CIRCUIT CITY STORES INC COM COMM 172737108 380 8,100 Sole 8,100
CISCO SYS INC COM COMM 17275R102 9,533 103,550 Sole 103,550
CITICORP COM COMM 173034109 6,403 42,900 Sole 42,900
CLARCOR COMM 179895107 583 27,750 Sole 27,750
CLOROX CO COM COMM 189054109 2,257 23,600 Sole 23,600
COASTAL CORP COM COMM 190441105 105 1,500 Sole 1,500
COCA COLA BOTTLING CO CONS COM COMM 191098102 913 13,800 Sole 13,800
COCA COLA CO COM COMM 191216100 23,760 277,900 Sole 277,900
COEUR D ALENE MINS IDAHO COMM 192108108 113 16,700 Sole 16,700
COGNEX CORP COM COMM 192422103 635 34,300 Sole 34,300
COGNIZANT CORP COM COMM 192441103 2,262 35,900 Sole 35,900
COHERENT INC COMM 192479103 206 12,000 Sole 12,000
COLES MYER LTD COMM 193870409 4,921 159,700 Sole 159,700
COLGATE PALMOLIVE COM COMM 194162103 1,426 16,200 Sole 16,200
COLLAGEN CORP COM COMM 194194106 415 22,900 Sole 22,900
COLUMBIA HCA HEALTHCARE COM COMM 197677107 1,916 65,800 Sole 65,800
COMAIR HLDGS INC COM COMM 199789108 1,567 50,737 Sole 50,737
COMERICA INC COM COMM 200340107 1,557 23,550 Sole 23,550
COMMERCIAL FED CORP COM COMM 201647104 927 29,325 Sole 29,325
COMMERCIAL METALS CO COM COMM 201723103 535 17,400 Sole 17,400
COMMONWEALTH ENERGY SYS COM COMM 202800108 725 19,200 Sole 19,200
COMMONWEALTH INDS INC COM COM COMM 203004106 120 12,000 Sole 12,000
COMPAQ COMPUTER CORP COM COMM 204493100 4,960 174,816 Sole 174,816
COMPUTER ASSOC INTL INC COM COMM 204912109 1,688 30,376 Sole 30,376
COMPUSA INC COM COMM 204932107 1,463 80,700 Sole 80,700
CONAGRA INC COM COMM 205887102 1,218 38,436 Sole 38,436
CONNECTICUT ENERGY CORP COM COMM 207567108 362 13,000 Sole 13,000
CONSECO INC. COMM 208464107 775 16,531 Sole 16,531
CONSOLIDATED ED, INC COM COMM 209115104 2,064 44,800 Sole 44,800
CONSOLIDATED NATRL GAS CO COM COMM 209615103 3,324 56,455 Sole 56,455
CONSUMERS WTR CO COM COMM 210723102 401 14,500 Sole 14,500
COOPER INDS INC COM COMM 216669101 2,227 40,545 Sole 40,545
COOPER TIRE & RUBBER CO COM COMM 216831107 6 300 Sole 300
COORS ADOLPH CO CL B COM COMM 217016104 1,486 43,700 Sole 43,700
THERAPEUTICS INC COM COMM 217753102 146 10,500 Sole 10,500
CORNING INC COM COMM 219350105 1,331 38,300 Sole 38,300
CORRECTIONS CORP AMER COM COMM 220256101 1,356 57,700 Sole 57,700
COSTCO COMPANIES INC COM CHG 7 COMM 22160Q102 9,992 158,439 Sole 158,439
COVENTRY HEALTH CARE INC COM CHG F COMM 222862104 315 21,200 Sole 21,200
CRANE CO COM COMM 224399105 794 16,350 Sole 16,350
CROSS TIMBERS OIL CO COM COMM 227573102 864 45,300 Sole 45,300
CROWN CORK & SEAL INC COM COMM 228255105 252 5,300 Sole 5,300
CULLEN FROST BANKERS INC COM COMM 229899109 1,042 19,200 Sole 19,200
CUMMINS ENGINE INC COM COMM 231021106 1,061 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 996 22,500 Sole 22,500
DSC COMMUNICATIONS CORP COM COMM 233311109 2,073 69,100 Sole 69,100
D R HORTON INC COM COMM 23331A109 1,038 49,725 Sole 49,725
D T E ENERGY CO COM COMM 233331107 1,954 48,400 Sole 48,400
DAIN RAUSCHER CORP COM COMM 233856103 1,276 23,301 Sole 23,301
DALLAS SEMICONDUCTOR CORP COM COMM 235204104 897 28,900 Sole 28,900
DAMARK INTL INC COM COMM 235691102 363 42,700 Sole 42,700
DAMES & MOORE GROUP COM COMM 235713104 623 48,400 Sole 48,400
DANA CORP COM COMM 235811106 1,316 24,600 Sole 24,600
DARDEN RESTAURANTS INC NTS COMM 237194105 1,689 106,400 Sole 106,400
DATA GEN CORP COMM 237688106 4 300 Sole 300
DAYTON HUDSON CORP COM COMM 239753106 2,677 55,200 Sole 55,200
DECISIONONE HOLDINGS COM COMM 243458106 331 16,500 Sole 16,500
DEERE & CO COM COMM 244199105 1,348 25,500 Sole 25,500
DEKALB GENETICS CORP CLB COMM 244878203 5,318 56,200 Sole 56,200
DELL COMPUTER CORP COM COMM 247025109 5,949 64,100 Sole 64,100
DELTA AIRLINES INC COM COMM 247361108 103 800 Sole 800
DEVON ENERGY CORP COM COMM 251799102 793 22,700 Sole 22,700
DEVRY INC DEL COMM 251893103 864 39,400 Sole 39,400
DIACRIN INC. COM COMM 25243N103 1,426 228,234 Sole 228,234
DIALOGIC CORP COMM 252499108 497 16,700 Sole 16,700
DIGITAL INTL INC COM COMM 253798102 1,185 58,500 Sole 58,500
DILLARDS INC-CL A COM COMM 254067101 849 20,500 Sole 20,500
DIMON INC COMM 254394109 289 25,700 Sole 25,700
DIONEX CORP COM COMM 254546104 417 15,800 Sole 15,800
WALT DISNEY CO COM COMM 254687106 6,861 65,300 Sole 65,300
DOMINION RESOURCES INC COM COMM 257470104 253 6,200 Sole 6,200
DONNELLEY R R & SONS CO COM COMM 257867101 82 1,800 Sole 1,800
DOVER CORP COM COMM 260003108 14 400 Sole 400
DOW CHEM CO COM COMM 260543103 2,340 24,200 Sole 24,200
DOW JONES & CO INC COM COMM 260561105 931 16,700 Sole 16,700
DOWNEY FINL CORP (FORM COMM 261018105 689 21,086 Sole 21,086
DRAVO CORP COM COMM 261471106 107 11,600 Sole 11,600
DRESS BARN INC COM COMM 261570105 1,030 41,400 Sole 41,400
DRESSER INDS INC COM COMM 261597108 445 10,100 Sole 10,100
DU PONT EI DE NEMOURS CO COM COMM 263534109 9,030 120,900 Sole 120,900
DUKE ENERGY CORP COM COMM 264399106 2,113 35,658 Sole 35,658
DUN & BRADSTREET CORP COM COMM 264830100 349 9,700 Sole 9,700
EG & G INC COM COMM 268457108 27 900 Sole 900
EMC CORP CN COMM 268648102 94 2,100 Sole 2,100
ETEC SYSTEMS INC COM COMM 26922C103 310 8,800 Sole 8,800
EAGLE HARDWARE & GARDEN COMM 26959B101 227 9,800 Sole 9,800
EARTHGRAINS COMPANY COM COMM 270319106 469 8,400 Sole 8,400
EASTERN ENTERPRISES COM COMM 27637F100 712 16,600 Sole 16,600
EASTERN UTILS ASSOC COM COMM 277173100 819 31,200 Sole 31,200
EASTMAN CHEM CO COM COMM 277432100 1,158 18,600 Sole 18,600
EASTMAN KODAK CO COM COMM 277461109 2,557 35,000 Sole 35,000
EATON CORP COM COMM 278058102 560 7,200 Sole 7,200
EATON VANCE CORP COM NON VTG COMM 278265103 1,190 25,700 Sole 25,700
ECHLIN INC COM COMM 278749106 25 500 Sole 500
ECOLAB INC COM COMM 278865100 484 15,600 Sole 15,600
EDISON INTL COM COMM 281020107 1,109 37,500 Sole 37,500
ELF AQUITAINE COMM 286269105 809 11,400 Sole 11,400
EMERSON ELEC CO COM COMM 291011104 2,397 39,700 Sole 39,700
ENERGEN CORP COM COMM 29265N108 447 22,200 Sole 22,200
ENGELHARD CORP COM COMM 292845104 6 300 Sole 300
ENHANCE FINL SVCS GROUP INC COM COMM 293310108 1,154 34,200 Sole 34,200
ENRON CORP COM COMM 293561106 22 400 Sole 400
ENTERGY CORP COM COMM 29364G103 78 2,700 Sole 2,700
ENZO BIOCHEM INC COM COMM 294100102 350 26,184 Sole 26,184
ETHAN ALLEN INTERIORS INC COM COMM 297602104 1,317 26,400 Sole 26,400
EVANS & SUTHERLAND COMPUTER CVBDS 299096AA5 980 1,000,000 Sole 1,000,000
EXPEDITORS INTL WASH INC COMM 302130109 770 17,500 Sole 17,500
EXPRESS SCRIPTS INC CL A COMM 302182100 750 9,300 Sole 9,300
EXXON CORP COM COMM 302290101 19,657 275,400 Sole 275,400
FMC CORP COM COMM 302491303 205 3,000 Sole 3,000
F P L GROUP INC COM COMM 302571104 170 2,700 Sole 2,700
FABRI-CTRS AMER CL-A COM COMM 302846209 947 34,600 Sole 34,600
FASTENAL CO COM COMM 311900104 492 10,600 Sole 10,600
FDX CORP COM CHG F COMM 31304N107 2,123 33,840 Sole 33,840
FEDDERS CORP COMM COMM 313135105 342 51,200 Sole 51,200
FHLMC COM COMM 313400301 2,786 59,200 Sole 59,200
FED MOGUL CORP COM COMM 313549107 9,376 138,900 Sole 138,900
FNMA COM COMM 313586109 6,470 106,500 Sole 106,500
FEDERATED DEPT STORES INC COM (CHAN COMM 31410H101 26,744 496,978 Sole 496,978
FIDELITY NATL FINL INC COM COMM 316326107 1,118 28,076 Sole 28,076
FIFTH THIRD BANKCORP COM COMM 316773100 8,383 133,060 Sole 133,060
FILENET CORP COM COMM 316869106 618 21,400 Sole 21,400
FIRST AMER FINL CORP CA COMM 318522307 1,377 15,301 Sole 15,301
FIRST CHICAGO NBD CORP COM CHANG COMM 31945A100 10,887 122,847 Sole 122,847
FIRST COML CORP COM COMM 319825105 2,098 30,221 Sole 30,221
FIRST DATA CORP COM COMM 319963104 812 24,360 Sole 24,360
FIRST UNION CORP COM COMM 337358105 6,880 118,114 Sole 118,114
FIRST BANK PR SAN JUAN COMM 33761K105 455 17,500 Sole 17,500
FIRSTMERIT CORP COMM 337915102 1,681 57,700 Sole 57,700
FIRST ENERGY CORP COM COMM 337932107 1,568 51,000 Sole 51,000
FLEET FINL GROUP INC COM COMM 338915101 2,387 28,581 Sole 28,581
FLEMING CO INC COM COMM 339130106 186 10,600 Sole 10,600
FLOW INTL CORP COMM 343468104 208 17,900 Sole 17,900
FLUKE CORP COM COMM 343856100 861 26,200 Sole 26,200
FLOUR CORP COM COMM 343861100 5 100 Sole 100
FOODMAKER INC COM COMM 344839204 586 34,700 Sole 34,700
FORD MTR CO DEL COM COMM 345370100 6,331 107,300 Sole 107,300
FORT JAMES CORP COMM 347471104 36 800 Sole 800
FRANKLIN COVEY CO. COMM 353469109 433 22,500 Sole 22,500
FREEPORT-MCMORAN COPPER-A COMM 35671D105 1,455 102,082 Sole 102,082
FREEPORT-MCMORAN COPPER & GOLD COMM 35671D857 76 5,000 Sole 5,000
FREMONT GEN CORP COM COMM 357288109 1,109 20,331 Sole 20,331
FRONTIER CORP COM COMM 35906P105 1,084 34,400 Sole 34,400
FRONTIER INS GROUP INC NEW COM COMM 359081106 511 22,637 Sole 22,637
FROZEN FOODS EXPRESS INDS COMM 359360104 266 26,900 Sole 26,900
FRUIT OF THE LOOM INC CL A COMM 359416104 23 700 Sole 700
FUJI PHOTO FILM CO COMM 359586302 622 18,000 Sole 18,000
G & K SVCS INC CL A COMM 361268105 497 11,400 Sole 11,400
G P U INC COM COMM 36225X100 1,206 31,900 Sole 31,900
G T E CORP COM COMM 362320103 5,501 98,900 Sole 98,900
GALEY & LORD INC COM COMM 36352K103 199 13,400 Sole 13,400
GALLAGHER ARTHUR J & CO COM COMM 363576109 479 10,700 Sole 10,700
GALOOB (LEWIS) TOYS INC COM COMM 364091108 61 6,100 Sole 6,100
GANNETT CO INC COM COMM 364730101 1,954 27,500 Sole 27,500
GAP INC COM COMM 364760108 108 1,750 Sole 1,750
GENERAL COMMUNICATIONS INC COMM 369385109 19 3,100 Sole 3,100
GEN DYNAMICS CORP COM COMM 369550108 893 19,200 Sole 19,200
GEN ELEC CO COM COMM 369604103 34,178 376,100 Sole 376,100
GENERAL INSTRUMENT CORP COM CHG F COMM 370120107 35 1,300 Sole 1,300
GEN MILLS INC COM COMM 370334104 710 10,400 Sole 10,400
GEN MTRS CORP COM COMM 370442105 5,158 77,200 Sole 77,200
GEN RE CORP COM COMM 370563108 304 1,200 Sole 1,200
GEN SIGNAL CORP COM COMM 370838104 533 14,800 Sole 14,800
GENTEX CORP COM COMM 371901109 1,040 57,400 Sole 57,400
GENESIS HEALTH VENTURES INC COM COMM 371912106 631 25,251 Sole 25,251
GENUINE PARTS CO COM COMM 372460105 10 300 Sole 300
GEORGIA-PAC (GEORGIA-PAC GP) COMM 373298108 831 14,100 Sole 14,100
GEOTEK COMM INC NTS COMM 373654102 3 22,300 Sole 22,300
GERBER SCIENTIFIC INC COM COMM 373730100 364 16,000 Sole 16,000
GETCHELL GOLD CORP COM COMM 374265106 223 14,500 Sole 14,500
GIANT FOOD INC CL A COM COMM 374478105 253 5,900 Sole 5,900
GILLETTE CO COM COMM 375766102 5,358 94,200 Sole 94,200
GLAMIS GOLD LTD COM COMM 376775102 116 33,700 Sole 33,700
GLOBAL MOTORSPORT GRP COM COMM 378937106 722 34,500 Sole 34,500
GLOBAL INDL TECH INC COM COMM 379335102 361 25,100 Sole 25,100
GOLDEN WEST FINL CORP DEL COM COMM 381317106 2,817 26,500 Sole 26,500
GOODMARK FOODS INC COM COMM 382387108 895 30,200 Sole 30,200
GOODRICH B F CO COM COMM 382388106 30 600 Sole 600
GOODYEAR TIRE & RUBBER CO COM COMM 382550101 1,282 19,900 Sole 19,900
W.R. GRACE & CO - W/I COMM 38388F108 3 200 Sole 200
GRAND CASINOS INC COM COMM 385269105 579 34,051 Sole 34,051
GREAT ATLANTIC & PACIFIC TEA INC C COMM 390064103 998 30,000 Sole 30,000
GREAT LAKES CHEMICAL CORP COM COMM 390568103 1,227 31,100 Sole 31,100
GREEN MOUNTAIN PWR CORP COM COMM 393154109 322 22,500 Sole 22,500
GRIFFON CORP COMM 398433102 598 46,700 Sole 46,700
GUILFORD MLS INC COM COMM 401794102 536 26,801 Sole 26,801
HS RESOURCES INC COM COMM 404297103 299 20,500 Sole 20,500
HAGGAR CORP COM COMM 405173105 200 15,700 Sole 15,700
HALLIBURTON CO COM COMM 406216101 925 20,812 Sole 20,812
HARCOURT GEN INC COM COMM 41163G101 42 700 Sole 700
HARMON INDS INC NEW COM COMM 413136102 1,047 44,101 Sole 44,101
HARNISCHFEGER INC COM COMM 413345109 190 6,700 Sole 6,700
HARRIS CORP DEL COM COMM 413875105 1,448 32,400 Sole 32,400
HARTFORD FINL SVCS GRP CHGED COMM 416515104 2,505 21,900 Sole 21,900
HARTMARX CORP COMM 417119104 496 65,600 Sole 65,600
HASBRO INC COM COMM 418056107 47 1,200 Sole 1,200
HEARTLAND EXPRESS INC COM COMM 422347104 607 29,976 Sole 29,976
HECLA MINING CO COM COMM 422704106 120 22,500 Sole 22,500
H J HEINZ CO COM COMM 423074103 2,150 38,300 Sole 38,300
HELMERICH & PAYNE INC COM COMM 423452101 9 400 Sole 400
HERCULES INC COM COMM 427056106 8 200 Sole 200
HERSHEY FOODS CORP COM COMM 427866108 2,029 29,400 Sole 29,400
HEWLETT PACKARD CO COM COMM 428236103 6,275 104,800 Sole 104,800
HILB ROGAL HAMILTON CO COM COMM 431294107 325 20,800 Sole 20,800
HILTON HOTELS CORP COM COMM 432848109 1,343 46,900 Sole 46,900
HOLLYWOOD PK INC NEW COM COMM 436255103 119 9,413 Sole 9,413
HOME DEPOT INC COM COMM 437076102 6,030 72,601 Sole 72,601
HOMEBASE INC COM CHGED COMM 43738E108 641 80,808 Sole 80,808
HOMESTAKE MNG CO COM COMM 437614100 4 400 Sole 400
HONEYWELL INC COM COMM 438506107 1,629 19,500 Sole 19,500
HONG KONG TELECOM COMM 438579203 10,140 537,200 Sole 537,200
HOUSEHOLD INTL INC COM COMM 441815107 1,343 27,000 Sole 27,000
HOUSTON INDS INC COM COMM 442161105 645 20,946 Sole 20,946
HUFFY CORP COM COMM 444356109 247 13,600 Sole 13,600
HUGHES SUPPLY INC COM COMM 444482103 1,027 28,051 Sole 28,051
HUMANA INC COMM 444859102 256 8,200 Sole 8,200
HVIDE MARINE INC-CL A COMM 448515106 974 71,820 Sole 71,820
HYPERION SOFTWARE COM COMM 44914Q105 704 24,700 Sole 24,700
IHOP CORP COM COMM 449623107 588 14,200 Sole 14,200
IMCO RECYCLING INC COM COMM 449681105 490 26,500 Sole 26,500
ITT IND INC COM CHG F COMM 450911102 1,794 48,000 Sole 48,000
IDEXX CORP COM COMM 45168D104 823 33,100 Sole 33,100
IKON OFFICE SOLUTIONS INC COM COMM 451713101 3 200 Sole 200
ILLINOIS TOOL WKS INC COM COMM 452308109 80 1,200 Sole 1,200
INCO LTD COM COMM 453258402 18 1,300 Sole 1,300
INGERSOLL RAND COM COMM 456866102 79 1,800 Sole 1,800
INPUT/OUTPUT INC COM COMM 457652105 686 38,500 Sole 38,500
INSTEEL INDS INC COM COMM 45774W108 452 71,600 Sole 71,600
INSURANCE AUTO AUCTIONS INC COM COMM 457875102 331 23,400 Sole 23,400
INTEGRATED DEVICE TECHNOLOGY INC C COMM 458118106 211 29,500 Sole 29,500
INTEGRATED CIRCUIT SYS INC COM COMM 45811K109 509 30,600 Sole 30,600
INTEGRATED HEALTH SVCS INC COM COMM 45812C106 383 10,212 Sole 10,212
INTEL CORP COM COMM 458140100 12,594 169,900 Sole 169,900
INTERFACE INC CL A COMM 458665106 682 33,800 Sole 33,800
INTERIM SVCS INC COM COMM 45868P100 739 23,000 Sole 23,000
IBM CORP COM COMM 459200101 13,743 119,700 Sole 119,700
INTL FLAVORS & FRAGRANCES INC COM COMM 459506101 517 11,900 Sole 11,900
INTL PAPER COM COMM 460146103 348 8,100 Sole 8,100
INTL RECTIFIER CORP COM COMM 460254105 492 57,900 Sole 57,900
INTERPUBLIC GROUP COS INC COM COMM 460690100 6,902 113,724 Sole 113,724
INTERSTATE BAKERIES CORP DEL NEW C COMM 46072H108 161,999 4,881,260 Sole 4,881,260
INTERVOICE INC COM COMM 461142101 463 26,100 Sole 26,100
INVACARE CORP COM COMM 461203101 684 26,700 Sole 26,700
IONICS INC COM COMM 462218108 431 11,700 Sole 11,700
J & J SNACK FOODS CORP COM COMM 466032109 804 38,500 Sole 38,500
JSB FINL INC COM COMM 46624M100 539 9,200 Sole 9,200
JAN BELL MARKETING INC COMM 470760109 72 11,100 Sole 11,100
JEFFERSON PILOT CORP COM COMM 475070108 61 1,050 Sole 1,050
JOHNSON & JOHNSON COM COMM 478160104 10,560 142,700 Sole 142,700
JOHNSON CONTROLS INC COM COMM 478366107 57 1,000 Sole 1,000
JOSTENS INC COM COMM 481088102 303 12,700 Sole 12,700
JUNO LTG INC COM COMM 482047107 418 17,700 Sole 17,700
JUSTIN INDS INC COM COMM 482171105 492 30,500 Sole 30,500
KCS ENERGY INC COM NEW COMM 482434206 268 23,400 Sole 23,400
KLA-TENCOR CORPORATION COM COMM 482480100 329 11,900 Sole 11,900
K MART CORP COM COMM 482584109 123 6,400 Sole 6,400
K-SWISS INC CL A COMM 482686102 200 10,200 Sole 10,200
K2 INC COMM 482732104 129 7,300 Sole 7,300
KAMAN CORP CL A COMM 483548103 883 46,400 Sole 46,400
KAUFMAN & BROAD HOME CORP COM COMM 486168107 417 13,200 Sole 13,200
KELLOGG CO COM COMM 487836108 1,123 29,800 Sole 29,800
KELLWOOD CO COM COMM 488044108 879 24,600 Sole 24,600
KEMET CORP COM COMM 488360108 449 34,100 Sole 34,100
KENT ELECTRS CORP COM COMM 490553104 344 18,800 Sole 18,800
KERR MCGEE CORP COM COMM 492386107 214 3,700 Sole 3,700
KEYCORP COM COMM 493267108 2,822 79,200 Sole 79,200
KEYSTONE FINL INC COM COMM 493482103 1,358 36,700 Sole 36,700
KIMBERLY CLARK CORP COM COMM 494368103 2,314 50,452 Sole 50,452
KING WORLD PRODUCTIONS INC COM COMM 495667107 1,295 50,800 Sole 50,800
KIRBY CORP COM COMM 497266106 975 38,600 Sole 38,600
KNIGHT RIDDER INC COM COMM 499040103 1,927 35,000 Sole 35,000
KOMAG INC COM COMM 500453105 231 43,300 Sole 43,300
KROGER CO COM COMM 501044101 4,030 94,000 Sole 94,000
KRONOS INC COM COMM 501052104 424 11,700 Sole 11,700
KUBOTA CORP COMM 501173207 6,394 139,000 Sole 139,000
KUHLMAN CORP COM COMM 501206106 1,290 32,600 Sole 32,600
LASMO PLC SER A PFD PREF 501730303 7,464 285,000 Sole 285,000
LTV CORP COM COMM 501921100 5,531 578,417 Sole 578,417
LA Z BOY CHAIR CO COM COMM 505336107 944 16,700 Sole 16,700
LAIDLAW INC COM CHGED COMM 50730K503 627 51,451 Sole 51,451
LANDSTAR SYS COMM 515098101 545 15,600 Sole 15,600
LATTICE SEMICONDUCTOR CORP COM COMM 518415104 508 17,900 Sole 17,900
LECHTERS INC COM COMM 523238103 287 58,400 Sole 58,400
LEGG MASON INC COM COMM 524901105 1,259 21,865 Sole 21,865
LIFE RE CORP COM COMM 532160108 1,583 19,100 Sole 19,100
LILLIAN VERNON CORP COM COMM 532430105 269 16,200 Sole 16,200
ELI LILLY COM COMM 532457108 7,241 109,300 Sole 109,300
LILLY INDS INC CL A COMM 532491107 283 13,100 Sole 13,100
LIMITED INC COM COMM 532716107 788 23,800 Sole 23,800
LINCARE HLDGS INC COM COMM 532791100 2,019 48,000 Sole 48,000
LINCOLN NATL CORP IND COM COMM 534187109 2,102 23,000 Sole 23,000
LINDSAY MFG CO COM COMM 535555106 788 29,062 Sole 29,062
LIPOSOME CO INC COM COMM 536310105 131 24,300 Sole 24,300
LIZ CLAIBORNE INC COM COMM 539320101 68 1,300 Sole 1,300
LOCKHEED MARTIN CORP COM COMM 539830109 1,882 17,777 Sole 17,777
LONE STAR INDS INC WTS WARRANTS542290119 52,605 891,609 Sole 891,609
LONE STAR INDS INC COM COMM 542290408 113,521 1,473,099 Sole 1,473,099
LONGS DRUG STORES CORP COM COMM 543162101 670 23,200 Sole 23,200
LOUISIANA PAC CORP COM COMM 546347105 363 19,900 Sole 19,900
LOWES COS INC COM COMM 548661107 16 400 Sole 400
LUBYS CAFETERIAS INC COM COMM 549282101 142 8,100 Sole 8,100
LUCENT TECHNOLOGIES INC COMM 549463107 9,775 117,505 Sole 117,505
LYDALL INC DEL COMM 550819106 119 8,200 Sole 8,200
MBNA CORP COM COMM 55262L100 22 675 Sole 675
M C I COMMUNICATIONS CORP COM COMM 552673105 4,935 84,900 Sole 84,900
M D C CORP HLDGS INC COM COMM 552676108 1,339 67,800 Sole 67,800
M S CARRIERS INC COM COMM 553533100 434 16,000 Sole 16,000
MAGELLAN HEALTH SVCS INC COM COMM 559079108 761 30,000 Sole 30,000
MAGNA GROUP INC COM COMM 559214101 1,689 29,900 Sole 29,900
MALLINCKRODT INC COM CHGED COMM 561232109 1,078 36,300 Sole 36,300
MANITOWOC INC COM COMM 563571108 683 16,951 Sole 16,951
MANOR CARE INC COM COMM 564054104 1,284 33,400 Sole 33,400
MARCUS CORP COM COMM 566330106 542 30,300 Sole 30,300
MARINER HEALTH GROUP INC COM COMM 56845J109 577 34,700 Sole 34,700
MARSH & MCLENNAN COS INC COM COMM 571748102 73 1,200 Sole 1,200
MARRIOTT INTL CL A COM COMM 571903202 324 10,000 Sole 10,000
MARSHALL INDS COM COMM 572393106 441 16,200 Sole 16,200
MASCO CORP COM COMM 574599106 496 8,200 Sole 8,200
MASCOTECH INC COM COMM 574670105 1,375 57,300 Sole 57,300
MASCO TECH INC CVT SUB DEB CVBDS 574670AB1 2,835 3,000,000 Sole 3,000,000
MATERIAL SCIENCES CORP COM COMM 576674105 452 38,900 Sole 38,900
MATTEL INC COM COMM 577081102 17 400 Sole 400
MAXIM INTEGRATED PRODS INC COM COMM 57772K101 976 30,800 Sole 30,800
MAY DEPT STORES CO COM COMM 577778103 1,823 27,825 Sole 27,825
MAXXIM MEDICAL INC COM COMM 57777G105 4,511 155,556 Sole 155,556
MAYTAG CORP COM COMM 578592107 1,432 29,000 Sole 29,000
MCDERMOTT INTL INC COM COMM 580037109 41 1,200 Sole 1,200
MCDONALDS CORP COM COMM 580135101 4,644 67,300 Sole 67,300
MCGRAW-HILL INC COM COMM 580645109 1,614 19,800 Sole 19,800
MCWHORTER TECHNOLOGIES INC COMM 582803102 402 15,200 Sole 15,200
MEAD CORP COM COMM 582834107 1,105 34,800 Sole 34,800
MEDIAONE GROUP INC COM CHG F COMM 58440J104 2,865 65,200 Sole 65,200
MEDIMMUNE INC COM COMM 584699102 923 14,800 Sole 14,800
MEDTRONIC INC COM COMM 585055106 115 1,800 Sole 1,800
MEDUSA CORP COM COMM 585072309 1,161 18,500 Sole 18,500
MELLON BANK CORP COM COMM 585509102 3,052 43,800 Sole 43,800
MENTOR CORP MTN COMM 587188103 475 19,600 Sole 19,600
MERCANTILE STORES INC COM COMM 587533100 1,958 24,800 Sole 24,800
MERCK & CO INC COM COMM 589331107 17,588 131,500 Sole 131,500
MEREDITH CORP COM COMM 589433101 38 800 Sole 800
MERRILL CORP COM COMM 590175105 582 26,400 Sole 26,400
MERRILL LYNCH & CO INC COM COMM 590188108 5,590 60,600 Sole 60,600
MERRY LAND & INV INC $1.75 CUM PREF 590438206 2,230 80,000 Sole 80,000
MERRY LAND & INV CO CVT PFD PREF 590438503 2,619 100,000 Sole 100,000
MESA GROUP INC COM COMM 590479101 267 32,900 Sole 32,900
FRED MEYER INC COM COMM 592907109 195,114 4,590,922 Sole 4,590,922
MICHAELS STORES INC CVT BOND CVBDS 594087AC2 2,080 2,000,000 Sole 2,000,000
MICROSOFT CORP COM COMM 594918104 27,224 251,200 Sole 251,200
MICROAGE INC COM COMM 594928103 610 43,000 Sole 43,000
MICROCHIP TECHNOLOGY INC COM COMM 595017104 1,161 44,451 Sole 44,451
MICRON TECHNOLOGY INC COM COMM 595112103 732 29,500 Sole 29,500
MIDWAY GAMES INC COM COMM 598148104 185 11,857 Sole 11,857
MINNESOTA MNG & MFG CO COM COMM 604059105 3,123 38,000 Sole 38,000
MISSISSIPPI CHEM CORP COM COMM 605288208 220 13,410 Sole 13,410
MOBIL CORP COM COMM 607059102 7,118 92,900 Sole 92,900
MOHAWK INDS INC COM COMM 608190104 1,317 41,550 Sole 41,550
MONSANTO CO COM COMM 611662107 2,386 42,700 Sole 42,700
MOORE LTD COM COMM 615785102 374 28,200 Sole 28,200
MORGAN J P & CO INC COM COMM 616880100 1,978 16,900 Sole 16,900
MORGAN ST DEAN WITTER DISCOV FUNDS 617446448 7,235 79,184 Sole 79,184
MORTON INTL INC IND COM COMM 619335102 198 7,900 Sole 7,900
MOTOROLA INC COM COMM 620076109 3,227 61,400 Sole 61,400
MUELLER INDS INC COM COMM 624756102 1,136 30,600 Sole 30,600
MUTUAL RISK MGMT LTD COM COMM 628351108 838 23,131 Sole 23,131
NBTY INC COM COMM 628782104 1,968 107,100 Sole 107,100
NEC CORP FUNDS 629050204 2,041 44,000 Sole 44,000
NFO WORLDWIDE INC COM COMM 62910N108 460 25,800 Sole 25,800
NACCO INDS INC CL A COM COMM 629579103 3,787 29,300 Sole 29,300
NALCO CHEM CO COM COMM 629853102 7 200 Sole 200
NASH FINCH CO NTS COM COMM 631158102 383 25,400 Sole 25,400
NASHUA CORP COM COMM 631226107 386 24,700 Sole 24,700
NATL CITY CORP COM COMM 635405103 2,002 28,200 Sole 28,200
NATIONAL COMPUTER SYS INC COMM 635519101 408 17,000 Sole 17,000
NATL DATA CORP COM COMM 635621105 750 17,151 Sole 17,151
NATL SEMICONDUCTOR CORP COM COMM 637640103 710 54,087 Sole 54,087
NATL SVCS INDS INC COM COMM 637657107 2,020 39,700 Sole 39,700
NATIONSBANK CORP COM COMM 638585109 20,660 269,398 Sole 269,398
NATURES SUNSHINE PRODS INC COM COMM 639027101 858 38,005 Sole 38,005
NAUTICA ENTERPRISES INC COM COMM 639089101 960 35,800 Sole 35,800
NAVISTAR INTL CORP COM COMM 63934E108 2,509 86,900 Sole 86,900
NETWORK EQUIPMENT TECHNOLOGIES COM COMM 641208103 431 27,500 Sole 27,500
NEW ENGLAND BUSINESS SVCS INC COM FUNDS 643872104 790 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 2,504 31,600 Sole 31,600
NEWELL CO COM COMM 651192106 15 300 Sole 300
NEWFIELD EXPLORATION INC COM COMM 651290108 716 28,800 Sole 28,800
NEWMONT MINING CORP COM COMM 651639106 842 35,661 Sole 35,661
NIAGARA MOHAWK PWR CORP COM COMM 653522102 1,666 111,500 Sole 111,500
NICOR INC COM COMM 654086107 895 22,300 Sole 22,300
NIKE INC CL B COM COMM 654106103 555 11,400 Sole 11,400
NOBLE DRILLING CORP COM COMM 655042109 1,092 45,400 Sole 45,400
NORDSTROM INC COM COMM 655664100 657 8,500 Sole 8,500
NORFOLK SOUTHERN CORP COM COMM 655844108 957 32,100 Sole 32,100
NORTH AMER VACCINE INC COM COMM 657201109 339 21,900 Sole 21,900
NORTHERN STATES PWR CO (MINN) COM COMM 665772109 315 11,000 Sole 11,000
NORTHERN TELECOM LTD COM COMM 665815106 840 14,800 Sole 14,800
NORTHROP GRUMMAN CORP COM COMM 666807102 1,609 15,600 Sole 15,600
NORTHWEST NATRL GAS CO COM COMM 667655104 415 14,850 Sole 14,850
NORTHWESTERN STL COM NEW COMM 668367204 264 75,500 Sole 75,500
NORWEST CORP COM COMM 669380107 1,121 29,880 Sole 29,880
NOVELL INC COM COMM 670006105 566 44,400 Sole 44,400
NOVELLUS SYS INC COM COMM 670008101 978 27,400 Sole 27,400
NOVEN PHARMACEUTICALS INC COM COMM 670009109 87 14,700 Sole 14,700
NUCOR CORP COM COMM 670346105 133 2,900 Sole 2,900
OAK INDS INC COM NEW COMM 671400505 810 22,900 Sole 22,900
OAKWOOD HOMES CORP COM COMM 674098108 1,134 37,800 Sole 37,800
OCCIDENTAL PETROLEUM CORP COM COMM 674599105 275 10,200 Sole 10,200
OFFSHORE LOGISTICS INC COM COMM 676255102 405 22,800 Sole 22,800
OGDEN CORP COM COMM 676346109 651 23,500 Sole 23,500
OMNICARE INC COM COMM 681904108 8,479 223,124 Sole 223,124
ONEOK INC COM COMM 682680103 20 500 Sole 500
ORACLE CORP COM COMM 68389X105 2,534 103,162 Sole 103,162
ORANGE & ROCKLAND UTILS INC COM COMM 684065105 827 15,400 Sole 15,400
ORBITAL SCIENCES CORP COM COMM 685564106 658 17,600 Sole 17,600
ORION CAPITAL CORP COM COMM 686268103 1,509 27,000 Sole 27,000
ORYX ENERGY CO COM COMM 68763F100 1,011 45,700 Sole 45,700
ORYX ENERGY CO CONV SUB NTS CVBDS 68763FAD2 5,486 5,500,000 Sole 5,500,000
O'SULLIVAN CORP COM COMM 688605104 402 41,200 Sole 41,200
OVERLAND DATE INC COMM COMM 690213103 75 14,729 Sole 14,729
OWENS & MINOR INC NEW COM COMM 690732102 143 14,300 Sole 14,300
OWENS CORNING COM COMM 69073F103 469 11,500 Sole 11,500
OXFORD INDS INC COM COMM 691497309 300 8,600 Sole 8,600
P E C O ENERGY CO COM COMM 693304107 1,550 53,100 Sole 53,100
P G & E CORP COM COMM 69331C108 1,083 34,300 Sole 34,300
PNC FINL CORP COM COMM 693475105 1,956 36,300 Sole 36,300
P P & L RESOURCES INC COM COMM 693499105 880 38,800 Sole 38,800
PPG INDS INC COM COMM 693506107 1,127 16,200 Sole 16,200
PACCAR INC COM COMM 693718108 779 14,900 Sole 14,900
PACIFIC DUNLOP LTD COMM 694185208 247 38,700 Sole 38,700
PACIFIC ENTERPRISES COM COMM 694232109 894 22,500 Sole 22,500
PACIFICORP COM COMM 695114108 262 11,600 Sole 11,600
PARAGON HEALTH NETWORK INC COM COMM 698940103 672 41,664 Sole 41,664
PARK ELECTROCHEMICAL COM COMM 700416209 220 10,400 Sole 10,400
PARKER HANNIFIN CORP COM COMM 701094104 1,115 29,250 Sole 29,250
PATTERSON DENTAL CO COM COMM 703412106 879 24,001 Sole 24,001
PAXAR CORP COM COMM 704227107 208 18,108 Sole 18,108
PENFORD CORP COM COMM 707051108 363 12,000 Sole 12,000
PENNEY J C INC COM COMM 708160106 2,086 28,851 Sole 28,851
PENNZOIL CO COM COMM 709903108 20 400 Sole 400
PEOPLES ENERGY CORP COM COMM 711030106 251 6,500 Sole 6,500
PEP BOYS MANNY MOE & JACK COM COMM 713278109 4 200 Sole 200
PEP BOYS MANNY MOE & JACK SUB CVBDS 713278AG4 1,963 2,000,000 Sole 2,000,000
PEPSICO INC COM COMM 713448108 6,578 159,700 Sole 159,700
PERKIN ELMER CORP COM COMM 714041100 764 12,293 Sole 12,293
PHARMACIA-UPJOHN INC COM COMM 716941109 1,855 40,226 Sole 40,226
PFIZER INC COM COMM 717081103 14,053 129,300 Sole 129,300
PHARMACEUTICAL MARKETING SVCS INC C COMM 717123103 322 22,600 Sole 22,600
PHARMACEUTICAL RESOURCES I COMM 717125108 168 36,900 Sole 36,900
PHELPS DODGE CORP COM COMM 717265102 1,007 17,600 Sole 17,600
PHILADELPHIA SUBURBAN CORP COM COMM 718009608 389 17,800 Sole 17,800
PHILIP MORRIS CO COM COMM 718154107 126 3,200 Sole 3,200
PHILLIPS PETROLEUM CO COM COMM 718507106 1,537 31,900 Sole 31,900
PHOTRONIC LABS INC COM COMM 719405102 468 21,200 Sole 21,200
PHYCOR INC COM COMM 71940F100 799 48,251 Sole 48,251
PICTURETEL CORP COM NEW COMM 720035302 472 51,000 Sole 51,000
PIEDMONT NATRL GAS INC COM COMM 720186105 736 21,900 Sole 21,900
PIER 1 IMPORTS INC COM COMM 720279108 5,204 217,965 Sole 217,965
PILLOWTEX CORP COMM 721501104 1,168 29,100 Sole 29,100
PIONEER GROUP INC COM COMM 723684106 426 16,200 Sole 16,200
PIONEER HI BRED INTL COM COMM 723686101 1,092 26,400 Sole 26,400
PIONEER STD ELECTRS INC COM COMM 723877106 406 42,200 Sole 42,200
PITNEY BOWES INC COM COMM 724479100 2,589 53,800 Sole 53,800
PITTSTON BAX GROUP COM COMM 725701882 285 18,300 Sole 18,300
PLACER DOME INC COM COMM 725906101 5 400 Sole 400
PLATINUM TECHNOLOGY INC COM COMM 72764T101 828 29,000 Sole 29,000
PLAYERS INTL INC COM COMM 727903106 189 38,000 Sole 38,000
PLENUM PUBG CORP COM COMM 729093104 1,040 14,200 Sole 14,200
PLEXUS CORP COM COMM 729132100 696 35,000 Sole 35,000
POGO PRODUCING CO COM COMM 730448107 691 27,500 Sole 27,500
POLAROID CORP COM COMM 731095105 196 5,500 Sole 5,500
POOL ENERGY SVCS CO COM COMM 732788104 161 10,900 Sole 10,900
POTLATCH CORP COM COMM 737628107 17 400 Sole 400
PRAXAIR INC COM COMM 74005P104 360 7,700 Sole 7,700
PREMARK INTL INC COM COMM 740459102 906 28,100 Sole 28,100
PRIMARK CORP COM COMM 741903108 318 10,200 Sole 10,200
PRIDE INTL INC CHG F COMM 741932107 659 38,900 Sole 38,900
PROCTER & GAMBLE CO COM COMM 742718109 13,432 147,500 Sole 147,500
PROFITTS INC COM COMM 742925100 2,462 60,983 Sole 60,983
PROGRESS SOFTWARE CORP COM COMM 743312100 1,000 24,400 Sole 24,400
PROMUS HOTEL CORP COM COMM 74342P106 24,025 620,000 Sole 620,000
PROTECTIVE LIFE CORP COM COMM 743674103 1,798 49,000 Sole 49,000
PROVIDENT FINL GROUP COMM 743866105 1,866 40,900 Sole 40,900
PROVIDIAN FINL CORP COMM 74406A102 1,493 19,000 Sole 19,000
PUB SVC CO OF NORTH CAROLINA INC C COMM 744516105 298 13,700 Sole 13,700
PUB SVC ENTERPRISE GROUP INC COM COMM 744573106 1,808 52,500 Sole 52,500
PULTE CORP COM CHG F COMM 745867101 1,159 38,800 Sole 38,800
QUAKER CHEMICAL CORP COMM 747316107 742 39,200 Sole 39,200
QUAKER OATS CO COM COMM 747402105 1,714 31,200 Sole 31,200
QUANEX CORP COMM 747620102 518 17,100 Sole 17,100
RALSTON PURINA CORP COM CHG F COMM 751277302 23 200 Sole 200
RAYCHEM CORP COM COMM 754603108 24 800 Sole 800
RAYMOND JAMES FINL INC COM COMM 754730109 1,924 64,275 Sole 64,275
RAYTHEON INC COM COMM 755111408 2,395 40,500 Sole 40,500
READ-RITE CORP COM COMM 755246105 353 38,900 Sole 38,900
REEBOK INTL LTD COM COMM 758110100 833 30,100 Sole 30,100
REGAL BELOIT CORP COMM 758750103 610 21,400 Sole 21,400
REGIS CORP COM COMM 758932107 302 10,200 Sole 10,200
REMINGTON OIL & GAS CORP CL B COMM 759594203 393 73,100 Sole 73,100
REPUBLIC GYPSUM CO COM COMM 760473108 928 44,199 Sole 44,199
REPUBLIC N Y CORP COMM 760719104 2,706 43,000 Sole 43,000
RESOUND CORP COM COMM 761194109 111 16,900 Sole 16,900
RESPIRONICS INC COM COMM 761230101 185 11,900 Sole 11,900
REYNOLDS METALS CO COM COMM 761763101 307 5,500 Sole 5,500
RICHFOOD HLDGS INC COM COMM 763408101 668 32,300 Sole 32,300
RIGS NATL CORP WASH DC COM COMM 766570105 1,493 51,100 Sole 51,100
RITE AID CORP COM COMM 767754104 451 12,000 Sole 12,000
RIVAL CORP COMM 768020109 61 4,500 Sole 4,500
ROBERTS PHARMACEUTICAL CORP COM COMM 770491108 453 19,700 Sole 19,700
ROCKWELL INTL CORP NEW COMM 773903109 1,104 23,000 Sole 23,000
ROHM & HAAS CO COM COMM 775371107 2,275 21,900 Sole 21,900
ROLLINS TRUCK LEASING CORP COM COMM 775741101 958 75,151 Sole 75,151
ROPER INDS INC NEW COM COMM 776696106 528 20,200 Sole 20,200
ROSS STORES INC COM COMM 778296103 1,630 37,900 Sole 37,900
ROWAN COS INC COM COMM 779382100 27 1,400 Sole 1,400
ROYAL APPLIANCE MFG CO COM COMM 780076105 41 6,500 Sole 6,500
ROYAL BK SCOTLAND 9.00% PREF PREF 780097705 4,106 150,000 Sole 150,000
ROYAL BANK SCOTLAND SER G PFD DIVD PREF 780097887 4,963 200,000 Sole 200,000
ROYAL DUTCH PETE CO NEW COMM 780257804 12,892 235,200 Sole 235,200
RUBY TUESDAY INC COMM 781182100 322 20,800 Sole 20,800
RUSS BERRIE & CO INC COM COMM 782233100 410 16,400 Sole 16,400
RUSSELL CORP COM COMM 782352108 169 5,600 Sole 5,600
RYANS FAMILY STEAK HOUSE COM COMM 783519101 1,018 99,300 Sole 99,300
RYDER SYS INC COM COMM 783549108 256 8,100 Sole 8,100
S B C COMMUNICATIONS INC COM COMM 78387G103 7,089 177,226 Sole 177,226
SCI SYS INC COM COMM 783890106 1,963 52,000 Sole 52,000
SEI CORP COMM 784117103 1,352 21,800 Sole 21,800
SLM HOLDING CORP COM COMM 78442A109 34 700 Sole 700
S3 INC COM COMM 784849101 169 33,400 Sole 33,400
SAFECO CORP COM COMM 786429100 1,402 30,900 Sole 30,900
ST JOHN KNITS INC COMM 790289102 398 10,300 Sole 10,300
ST JUDE MED INC COM COMM 790849103 898 24,400 Sole 24,400
ST MARY LD & EXPL CO COM COMM 792228108 524 21,700 Sole 21,700
ST PAUL BANCORP INC COM COMM 792848103 500 22,124 Sole 22,124
ST PAUL COS INC COM COMM 792860108 3,404 80,928 Sole 80,928
SANMINA CORP COM COMM 800907107 937 21,600 Sole 21,600
SANTA FE ENERGY RESOURCES COM COMM 802012104 16 1,500 Sole 1,500
SARA LEE CORP (CONS FOODS CORP) COMM 803111103 2,154 38,500 Sole 38,500
SCHERING PLOUGH CORP COM COMM 806605101 6,185 67,500 Sole 67,500
SCHLUMBERGER LTD COM COMM 806857108 2,985 43,700 Sole 43,700
SCICLONE PHARMACEUTICALS COMM 80862K104 44 11,800 Sole 11,800
SCOTT TECHNOLOGIES INC COM CHG F COMM 810022103 399 27,300 Sole 27,300
SCOTTS CO CL A COMM 810186106 428 11,500 Sole 11,500
SEAGATE TECHNOLOGY INC COM COMM 811804103 3,638 152,380 Sole 152,380
SEAGRAM LTD COM COMM 811850106 729 17,800 Sole 17,800
SEALED AIR CORP COMM 81211K100 4 107 Sole 107
SEARS ROEBUCK & CO COM COMM 812387108 2,204 36,100 Sole 36,100
SEITEL INC COMM 816074306 194 12,000 Sole 12,000
SELECTIVE INS GROUP INC COM COMM 816300107 659 29,400 Sole 29,400
SERVICE CORP INTL COM COMM 817565104 94 2,200 Sole 2,200
SHERWIN WILLIAMS CO COM COMM 824348106 53 1,600 Sole 1,600
SHOPKO STORES INC COM COMM 824911101 1,132 33,300 Sole 33,300
SHONEYS INC COM COMM 825039100 200 57,284 Sole 57,284
SHOREWOOD PACKAGING CORP COM COMM 825229107 255 16,050 Sole 16,050
SHOWBIZ PIZZA TIME COM COMM 825388309 768 19,051 Sole 19,051
SIERRA HEALTH SVCS INC COM COMM 826322109 616 24,450 Sole 24,450
SIERRA PACIFIC RESOURCES COM COMM 826425100 962 26,500 Sole 26,500
SILICON GRAPHICS INC COM COMM 827056102 116 9,544 Sole 9,544
SIMON DEBARTOLO GROUP INC COM COMM 828781104 6,179 190,128 Sole 190,128
SIMPSON INDS INC COM COMM 829060102 776 56,700 Sole 56,700
SKYLINE CORP COM COMM 830830105 838 25,700 Sole 25,700
SKYWEST INC COM COMM 830879102 487 17,400 Sole 17,400
SMITH A O CORP COM COMM 831865209 992 19,200 Sole 19,200
SMITHFIELD FOODS INC COM COMM 832248108 994 32,600 Sole 32,600
SMITHKLINE BEECHAM ORD COM COMM 832378301 5,348 88,400 Sole 88,400
SNAP ON TOOLS CORP COM COMM 833034101 22 600 Sole 600
SNYDER OIL CORP COM COMM 833482102 165 8,300 Sole 8,300
SOLA INTL INC COMM COMM 834092108 448 13,700 Sole 13,700
SONAT INC COM COMM 835415100 31 800 Sole 800
SONIC CORP COM COMM 835451105 894 39,975 Sole 39,975
SOUTHERN CALIFORNIA WTR CO COM COMM 842502106 269 9,900 Sole 9,900
SOUTHERN CO COM COMM 842587107 1,235 44,600 Sole 44,600
SOUTHERN ENERGY HOME INC COM COMM 842814105 438 44,650 Sole 44,650
SOUTHWEST AIRLINES COM COMM 844741108 927 31,350 Sole 31,350
SOUTHWESTERN ENERGY CO COM COMM 845467109 422 45,900 Sole 45,900
SOVEREIGN BANCORP INC COM COMM 845905108 1,023 62,586 Sole 62,586
SPACELABS MED INC COM COMM 846247104 290 17,300 Sole 17,300
THE SPORTS AUTH INC COMM 849176102 299 20,000 Sole 20,000
SPRINGS INDS INC COM COMM 851783100 1,162 25,200 Sole 25,200
SPRINT CORP COM COMM 852061100 2,376 33,700 Sole 33,700
STANDARD MICROSYSTEMS CORP COM COMM 853626109 368 41,700 Sole 41,700
STANDARD MOTOR PRODS INC COM COMM 853666105 271 12,200 Sole 12,200
STANDEX INTL CORP COMM 854231107 430 14,500 Sole 14,500
STANLEY WKS COM COMM 854616109 33 800 Sole 800
STEIN MART INC COM COMM 858375108 429 31,800 Sole 31,800
STERIS CORP COM COMM 859152100 1,485 23,356 Sole 23,356
STONE CONTAINER CORP COM COMM 861589109 159 10,200 Sole 10,200
STURM RUGER & CO INC COM COMM 864159108 265 15,800 Sole 15,800
SUMMIT TECHNOLOGY INC COM COMM 86627E101 233 42,901 Sole 42,901
SUN INC COM COMM 866762107 338 8,700 Sole 8,700
SUN MICROSYSTEMS INC COM COMM 866810104 1,564 36,000 Sole 36,000
SUNGARD DATA SYS INC COM COMM 867363103 1,382 36,000 Sole 36,000
SUNSHINE MINING & REFINING CO COM COMM 867833105 121 128,700 Sole 128,700
SUNRISE MED INC COM COMM 867910101 389 25,900 Sole 25,900
SUNTRUST BANKS INC COM COMM 867914103 886 10,900 Sole 10,900
SUPER VALU INC COM COMM 868536103 1,509 34,000 Sole 34,000
SWISS ARMY BRANDS INC COMM 870827102 162 14,100 Sole 14,100
SYBRON CORP NEW COM COMM 87114F106 2,116 83,800 Sole 83,800
SYMMETRICOM INC COM COMM 871543104 110 18,300 Sole 18,300
SYNCOR INTL CORP NEW COM COMM 87157J106 1,573 91,200 Sole 91,200
SYSCO CORP COM COMM 871829107 1,445 56,400 Sole 56,400
SYSTEM SOFTWARE ASSOC INC COM COMM 871839106 295 41,350 Sole 41,350
TCB CORP COM COMM 872180104 456 68,800 Sole 68,800
TCBY ENTERPRISES INC COM COMM 872245105 36 3,900 Sole 3,900
TCF FINL CORP COM COMM 872275102 1,741 59,000 Sole 59,000
TJX COS INC COM CHG F COMM 872540109 8,724 361,632 Sole 361,632
T N P ENTERPRISES, INC COM COMM 872594106 509 16,500 Sole 16,500
TRW INC COM COMM 872649108 841 15,400 Sole 15,400
TACO CABANA INC COM COMM 873425102 148 23,500 Sole 23,500
TANDY CORP COM COMM 875382103 2,759 52,000 Sole 52,000
TEKTRONIX INC COM COMM 879131100 578 16,350 Sole 16,350
TELE COMMUNICATIONS INC CL A COMM 87924V101 707 18,400 Sole 18,400
TELECOM ITALIA SPA COMM 87927W106 9,661 131,440 Sole 131,440
TELEFONICA DE ESPA COMM 879382208 3,880 27,900 Sole 27,900
TELLABS INC COM COMM 879664100 2,006 28,000 Sole 28,000
TELXON CORP COM COMM 879700102 609 18,800 Sole 18,800
TEMPLE INLAND INC COM COMM 879868107 663 12,300 Sole 12,300
TENET HEALTHCARE CORP COM CHG FROM COMM 88033G100 2,419 77,400 Sole 77,400
TENNECO INC NEW COMM 88037E101 308 8,100 Sole 8,100
TETRA TECHNOLOGIES INC DEL COM COMM 88162F105 528 32,000 Sole 32,000
TEXACO INC COM COMM 881694103 3,416 57,229 Sole 57,229
TEXAS INDS INC COMM 882491103 1,049 19,800 Sole 19,800
TEXAS INSTRUMENTS INC COM COMM 882508104 1,125 19,300 Sole 19,300
TEXAS UTILS CO COM COMM 882848104 996 23,936 Sole 23,936
TEXTRON INC COM COMM 883203101 1,893 26,400 Sole 26,400
THERATECH INC DEL COMM 883383101 433 42,750 Sole 42,750
THOMAS & BETTS CORP COM COMM 884315102 276 5,612 Sole 5,612
THOMAS INDS INC COM COMM 884425109 704 28,800 Sole 28,800
THOR INDS INC COM COMM 885160101 365 13,200 Sole 13,200
3 COM CORP COMM 885535104 632 20,600 Sole 20,600
THREE FIVE SYS INC COM COMM 88554L108 364 20,900 Sole 20,900
TIME WARNER INC COM COMM 887315109 3,742 43,800 Sole 43,800
TIMES MIRROR CO NEW SERS A COM COMM 887364107 69 1,100 Sole 1,100
TIMKEN CO COM COMM 887389104 338 10,900 Sole 10,900
TITAN INTL INC COM COM COMM 88830M102 2,955 173,800 Sole 173,800
TOLL BROTHERS INC COM COMM 889478103 617 21,500 Sole 21,500
TORCHMARK CORP COM COMM 891027104 2,914 63,700 Sole 63,700
TORO CO COM COMM 891092108 497 14,500 Sole 14,500
TOYOTA MOTOR CORP COMM 892331307 5,810 112,000 Sole 112,000
TOYS R US INC COM COMM 892335100 178 7,600 Sole 7,600
TRANSAMERICA CORP COM COMM 893485102 1,393 12,100 Sole 12,100
TRANSOCEAN OFFSHORE INC COM COMM 893817106 1,655 37,200 Sole 37,200
TRAVELERS GROUP INC COM FORME COMM 894190107 7,819 128,971 Sole 128,971
TREDEGAR INDS INC COM COMM 894650100 1,146 13,500 Sole 13,500
TRENWICK GROUP INC COM COMM 895290104 587 15,100 Sole 15,100
TRICON GLOBAL RESTAURANTS INC COMM 895953107 500 15,790 Sole 15,790
TRIBUNE CO COM COMM 896047107 2,023 29,400 Sole 29,400
TRUE NORTH COMMUNICATIONS INC C COMM 897844106 784 26,800 Sole 26,800
TSENG LABS INC COM COMM 898528104 88 32,900 Sole 32,900
TUBOSCOPE VETCO INTL CORP COM COMM 898600101 559 28,300 Sole 28,300
TUPPERWARE CORP COM COMM 899896104 636 22,600 Sole 22,600
TULTEX CORP COM COMM 899900104 79 32,400 Sole 32,400
TYCO INTL LTD COM COMM 902124106 82 1,300 Sole 1,300
USX MARATHON GROUP COM NEW COMM 902905827 1,239 36,100 Sole 36,100
US BANCORP COM COMM 902973106 2,212 51,444 Sole 51,444
UNUM CORP COM COMM 903192102 78 1,400 Sole 1,400
USX - US STEEL COMM 90337T101 518 15,700 Sole 15,700
UNILEVER NV NY SHS COM 20 GLDR ADRS 904784501 4,989 63,200 Sole 63,200
UNICOM CORP COM COMM 904911104 2,809 80,100 Sole 80,100
UNION CAMP CORP COM COMM 905530101 268 5,400 Sole 5,400
UNION CARBIDE CORP COM COMM 905581104 1,596 29,900 Sole 29,900
UNION PACIFIC CORP COM COMM 907818108 510 11,600 Sole 11,600
UNION PACIFIC RESOURCES GROUP COMM 907834105 173 9,824 Sole 9,824
UNION PLANTERS CORP COM COMM 908068109 2,547 43,300 Sole 43,300
UNISYS CORP COM COMM 909214108 90 3,200 Sole 3,200
UNITED ASSET MGMT CORP COM COMM 909420101 40,134 1,539,874 Sole 1,539,874
UNITED ILLUMINATING CO COM COMM 910637107 587 11,600 Sole 11,600
U.S. BIOSCIENCE INC COM COMM 911646206 252 30,800 Sole 30,800
UNITED STATES FILTER NEW COMM 911843209 1,184 42,301 Sole 42,301
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US HOME CORP COMM 911920106 689 16,700 Sole 16,700
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UNITED TECHNOLOGIES CORP COM COMM 913017109 1,267 13,700 Sole 13,700
UNIVERSAL FOREST PRODS COMM 913543104 278 17,000 Sole 17,000
UNIVERSAL HEALTH SVCS INC CLB COMM 913903100 1,518 26,000 Sole 26,000
UNOCAL CORP COM COMM 915289102 340 9,500 Sole 9,500
USFREIGHTWAYS CORP COM COMM 916906100 841 25,600 Sole 25,600
V F CORP COM COMM 918204108 414 8,000 Sole 8,000
VLSI TECHNOLOGY INC COM COMM 918270109 676 40,300 Sole 40,300
VALASSIS COMMUNICATIONS INC C COMM 918866104 1,211 31,400 Sole 31,400
VALMONT INDS INC COM COMM 920253101 411 20,600 Sole 20,600
VARLEN CORP COM COMM 922248109 1,145 33,201 Sole 33,201
VENATOR GROUP INC COM CHG F COMM 922944103 25 1,300 Sole 1,300
VERSANT OBJECT TECHNOLOGY COMM COMM 925284101 44 10,978 Sole 10,978
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VICOR CORP COM COMM 925815102 420 30,300 Sole 30,300
VINTAGE PETROLEUM INC COM COMM 927460105 676 35,800 Sole 35,800
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WICOR INC COM COMM 929253102 555 24,000 Sole 24,000
WABASH NATL CORP COM COMM 929566107 536 20,800 Sole 20,800
WACHOVIA CORP NEW COM COMM 929771103 1,783 21,100 Sole 21,100
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WALBRO CORP COM COMM 931154108 340 24,100 Sole 24,100
WALGREEN CO COM COMM 931422109 33 800 Sole 800
WALL DATA INC COM COMM 932045107 206 12,900 Sole 12,900
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WAUSAU-MOSINEE PAPER CORP COM CHG F COMM 943315101 892 38,988 Sole 38,988
WELLS FARGO & CO COM COMM 949740104 3,911 10,600 Sole 10,600
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WESTVACO CORP COM COMM 961548104 222 7,851 Sole 7,851
WEYERHAEUSER CO COM COMM 962166104 693 15,000 Sole 15,000
WHIRLPOOL CORP COM COMM 963320106 289 4,200 Sole 4,200
WHITNEY HLDG CORP COM COMM 966612103 1,015 20,000 Sole 20,000
WHOLE FOODS MKT INC COM COMM 966837106 1,186 19,600 Sole 19,600
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WISER OIL CO DEL COM COMM 977284108 216 19,500 Sole 19,500
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WORTHINGTON IND INC COM COMM 981811102 114 7,600 Sole 7,600
WRIGLEY WM JR CO COM COMM 982526105 20 200 Sole 200
WYNNS INTL INC COM COMM 983195108 16,106 836,667 Sole 836,667
XIRCOM INC COM COMM 983922105 232 14,900 Sole 14,900
XEROX CORP COM COMM 984121103 3,049 30,000 Sole 30,000
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ZIONS BANCORP COM COMM 989701107 2,901 54,600 Sole 54,600
METROPOLITAN PROP. & CAS.
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A T & T CORP COM COMM 001957109 4,182 73,200 Sole 73,200
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AIR EXPRESS INTL CORP COM COMM 009104100 51 1,900 Sole 1,900
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ALLSTATE CORP COM COMM 020002101 1,327 14,491 Sole 14,491
ALLTEL CORP COM COMM 020039103 1,562 33,600 Sole 33,600
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AMP INC COM COMM 031897101 622 18,100 Sole 18,100
AMOCO CORP COM COMM 031905102 1,837 44,000 Sole 44,000
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AQUARION CO COM COMM 03838W101 116 3,400 Sole 3,400
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BANC ONE CORP COM COMM 059438101 1,615 28,941 Sole 28,941
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CASTLE A M & CO CMN COMM 148411101 22 1,000 Sole 1,000
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CHUBB CORP COM COMM 171232101 900 11,200 Sole 11,200
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CITICORP COM COMM 173034109 3,162 21,185 Sole 21,185
CLARCOR COMM 179895107 25 1,200 Sole 1,200
CLOROX CO COM COMM 189054109 1,358 14,200 Sole 14,200
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COMMERCIAL METALS CO COM COMM 201723103 68 2,200 Sole 2,200
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COORS ADOLPH CO CL B COM COMM 217016104 483 14,200 Sole 14,200
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DALLAS SEMICONDUCTOR CORP COM COMM 235204104 47 1,500 Sole 1,500
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DAMES & MOORE GROUP COM COMM 235713104 64 5,000 Sole 5,000
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DARDEN RESTAURANTS INC NTS COMM 237194105 1,141 71,900 Sole 71,900
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DELL COMPUTER CORP COM COMM 247025109 2,840 30,600 Sole 30,600
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WALT DISNEY CO COM COMM 254687106 2,858 27,200 Sole 27,200
DOW CHEM CO COM COMM 260543103 570 5,900 Sole 5,900
DOW JONES & CO INC COM COMM 260561105 630 11,300 Sole 11,300
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DRAVO CORP COM COMM 261471106 88 9,600 Sole 9,600
DRESS BARN INC COM COMM 261570105 35 1,400 Sole 1,400
DRESSER INDS INC COM COMM 261597108 753 17,100 Sole 17,100
DU PONT EI DE NEMOURS CO COM COMM 263534109 3,555 47,600 Sole 47,600
EG & G INC COM COMM 268457108 1,059 35,300 Sole 35,300
ETEC SYSTEMS INC COM COMM 26922C103 42 1,200 Sole 1,200
EAGLE HARDWARE & GARDEN COMM 26959B101 28 1,200 Sole 1,200
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EASTMAN CHEM CO COM COMM 277432100 623 10,000 Sole 10,000
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ECOLAB INC COM COMM 278865100 980 31,600 Sole 31,600
EDISON INTL COM COMM 281020107 1,029 34,800 Sole 34,800
ELF AQUITAINE COMM 286269105 64 900 Sole 900
EMERSON ELEC CO COM COMM 291011104 1,214 20,100 Sole 20,100
ENERGEN CORP COM COMM 29265N108 36 1,800 Sole 1,800
ENHANCE FINL SVCS GROUP INC COM COMM 293310108 88 2,600 Sole 2,600
ENZO BIOCHEM INC COM COMM 294100102 21 1,575 Sole 1,575
EQUIFAX INC COM COMM 294429105 1,078 29,700 Sole 29,700
ETHAN ALLEN INTERIORS INC COM COMM 297602104 115 2,300 Sole 2,300
EXPEDITORS INTL WASH INC COMM 302130109 75 1,700 Sole 1,700
EXPRESS SCRIPTS INC CL A COMM 302182100 89 1,100 Sole 1,100
EXXON CORP COM COMM 302290101 8,351 117,000 Sole 117,000
FMC CORP COM COMM 302491303 627 9,200 Sole 9,200
FABRI-CTRS AMER CL-A COM COMM 302846209 107 3,900 Sole 3,900
FDX CORP COM CHG F COMM 31304N107 1,255 20,000 Sole 20,000
FEDDERS CORP COMM COMM 313135105 91 13,600 Sole 13,600
FHLMC COM COMM 313400301 1,017 21,600 Sole 21,600
FNMA COM COMM 313586109 2,387 39,300 Sole 39,300
FIDELITY NATL FINL INC COM COMM 316326107 66 1,650 Sole 1,650
FIRST AMER FINL CORP CA COMM 318522307 216 2,400 Sole 2,400
FIRST CHICAGO NBD CORP COM CHANG COMM 31945A100 782 8,820 Sole 8,820
FIRST COML CORP COM COMM 319825105 230 3,315 Sole 3,315
FIRST DATA CORP COM COMM 319963104 300 9,000 Sole 9,000
FIRST UNION CORP COM COMM 337358105 1,277 21,920 Sole 21,920
FIRST BANK PR SAN JUAN COMM 33761K105 130 5,000 Sole 5,000
FIRSTMERIT CORP COMM 337915102 134 4,600 Sole 4,600
FIRST ENERGY CORP COM COMM 337932107 836 27,200 Sole 27,200
FLEET FINL GROUP INC COM COMM 338915101 1,303 15,600 Sole 15,600
FLEMING CO INC COM COMM 339130106 432 24,608 Sole 24,608
FLUKE CORP COM COMM 343856100 108 3,300 Sole 3,300
FOODMAKER INC COM COMM 344839204 127 7,500 Sole 7,500
FORD MTR CO DEL COM COMM 345370100 3,162 53,600 Sole 53,600
FORTUNE BRANDS INC COM CHG F COMM 349631101 2,187 56,900 Sole 56,900
FRANKLIN COVEY CO. COMM 353469109 69 3,600 Sole 3,600
FREMONT GEN CORP COM COMM 357288109 142 2,600 Sole 2,600
FRONTIER CORP COM COMM 35906P105 1,515 48,100 Sole 48,100
FRONTIER INS GROUP INC NEW COM COMM 359081106 57 2,530 Sole 2,530
FROZEN FOODS EXPRESS INDS COMM 359360104 74 7,500 Sole 7,500
FUJI PHOTO FILM CO COMM 359586302 35 1,000 Sole 1,000
G & K SVCS INC CL A COMM 361268105 105 2,400 Sole 2,400
G P U INC COM COMM 36225X100 957 25,300 Sole 25,300
G T E CORP COM COMM 362320103 2,086 37,500 Sole 37,500
GALEY & LORD INC COM COMM 36352K103 70 4,700 Sole 4,700
GALLAGHER ARTHUR J & CO COM COMM 363576109 121 2,700 Sole 2,700
GALOOB (LEWIS) TOYS INC COM COMM 364091108 43 4,300 Sole 4,300
GANNETT CO INC COM COMM 364730101 981 13,800 Sole 13,800
GENERAL COMMUNICATIONS INC COMM 369385109 90 14,900 Sole 14,900
GEN ELEC CO COM COMM 369604103 13,422 147,700 Sole 147,700
GEN MILLS INC COM COMM 370334104 614 9,000 Sole 9,000
GEN MTRS CORP COM COMM 370442105 1,900 28,444 Sole 28,444
GEN RE CORP COM COMM 370563108 989 3,900 Sole 3,900
GEN SIGNAL CORP COM COMM 370838104 590 16,400 Sole 16,400
GENTEX CORP COM COMM 371901109 58 3,200 Sole 3,200
GENESIS HEALTH VENTURES INC COM COMM 371912106 60 2,400 Sole 2,400
GERBER SCIENTIFIC INC COM COMM 373730100 32 1,400 Sole 1,400
GETCHELL GOLD CORP COM COMM 374265106 23 1,500 Sole 1,500
GIANT FOOD INC CL A COM COMM 374478105 655 15,300 Sole 15,300
GILLETTE CO COM COMM 375766102 2,628 46,200 Sole 46,200
GLAMIS GOLD LTD COM COMM 376775102 11 3,100 Sole 3,100
GLOBAL MOTORSPORT GRP COM COMM 378937106 71 3,400 Sole 3,400
GLOBAL INDL TECH INC COM COMM 379335102 16 1,100 Sole 1,100
GOLDEN WEST FINL CORP DEL COM COMM 381317106 1,308 12,300 Sole 12,300
GOODMARK FOODS INC COM COMM 382387108 169 5,700 Sole 5,700
GOODYEAR TIRE & RUBBER CO COM COMM 382550101 309 4,800 Sole 4,800
GRAND CASINOS INC COM COMM 385269105 31 1,800 Sole 1,800
GREAT ATLANTIC & PACIFIC TEA INC C COMM 390064103 632 19,000 Sole 19,000
GREAT LAKES CHEMICAL CORP COM COMM 390568103 769 19,500 Sole 19,500
GREEN MOUNTAIN PWR CORP COM COMM 393154109 60 4,200 Sole 4,200
GRIFFON CORP COMM 398433102 68 5,300 Sole 5,300
GUILFORD MLS INC COM COMM 401794102 63 3,150 Sole 3,150
HS RESOURCES INC COM COMM 404297103 71 4,900 Sole 4,900
HARMON INDS INC NEW COM COMM 413136102 128 5,400 Sole 5,400
HARRAHS ENTERTAINMENT INC COM COMM 413619107 656 28,200 Sole 28,200
HARRIS CORP DEL COM COMM 413875105 840 18,800 Sole 18,800
HARTMARX CORP COMM 417119104 87 11,500 Sole 11,500
HEARTLAND EXPRESS INC COM COMM 422347104 24 1,200 Sole 1,200
H J HEINZ CO COM COMM 423074103 887 15,800 Sole 15,800
HERCULES INC COM COMM 427056106 794 19,300 Sole 19,300
HEWLETT PACKARD CO COM COMM 428236103 2,533 42,300 Sole 42,300
HILB ROGAL HAMILTON CO COM COMM 431294107 28 1,800 Sole 1,800
HOLLYWOOD PK INC NEW COM COMM 436255103 33 2,600 Sole 2,600
HOME DEPOT INC COM COMM 437076102 2,529 30,450 Sole 30,450
HOMESTAKE MNG CO COM COMM 437614100 481 46,400 Sole 46,400
HONEYWELL INC COM COMM 438506107 518 6,200 Sole 6,200
HONG KONG TELECOM COMM 438579203 1,510 80,000 Sole 80,000
HUGHES SUPPLY INC COM COMM 444482103 110 3,000 Sole 3,000
HUMANA INC COMM 444859102 724 23,200 Sole 23,200
HYPERION SOFTWARE COM COMM 44914Q105 40 1,400 Sole 1,400
IHOP CORP COM COMM 449623107 120 2,900 Sole 2,900
IMCO RECYCLING INC COM COMM 449681105 28 1,500 Sole 1,500
ITT IND INC COM CHG F COMM 450911102 1,278 34,200 Sole 34,200
IDEXX CORP COM COMM 45168D104 87 3,500 Sole 3,500
INPUT/OUTPUT INC COM COMM 457652105 68 3,800 Sole 3,800
INSTEEL INDS INC COM COMM 45774W108 53 8,400 Sole 8,400
INSURANCE AUTO AUCTIONS INC COM COMM 457875102 55 3,900 Sole 3,900
INTEGRATED HEALTH SVCS INC COM COMM 45812C106 144 3,845 Sole 3,845
INTEL CORP COM COMM 458140100 5,722 77,200 Sole 77,200
INTERIM SVCS INC COM COMM 45868P100 71 2,200 Sole 2,200
IBM CORP COM COMM 459200101 5,293 46,100 Sole 46,100
INTL RECTIFIER CORP COM COMM 460254105 24 2,800 Sole 2,800
INTERVOICE INC COM COMM 461142101 115 6,500 Sole 6,500
INVACARE CORP COM COMM 461203101 74 2,900 Sole 2,900
IONICS INC COM COMM 462218108 15 400 Sole 400
J & J SNACK FOODS CORP COM COMM 466032109 117 5,600 Sole 5,600
JSB FINL INC COM COMM 46624M100 123 2,100 Sole 2,100
JAN BELL MARKETING INC COMM 470760109 92 14,200 Sole 14,200
JOHNSON & JOHNSON COM COMM 478160104 4,233 57,200 Sole 57,200
JOSTENS INC COM COMM 481088102 633 26,500 Sole 26,500
JUNO LTG INC COM COMM 482047107 104 4,400 Sole 4,400
JUSTIN INDS INC COM COMM 482171105 123 7,600 Sole 7,600
K2 INC COMM 482732104 39 2,200 Sole 2,200
KAMAN CORP CL A COMM 483548103 103 5,400 Sole 5,400
KELLOGG CO COM COMM 487836108 475 12,600 Sole 12,600
KELLWOOD CO COM COMM 488044108 43 1,200 Sole 1,200
KEMET CORP COM COMM 488360108 29 2,200 Sole 2,200
KENT ELECTRS CORP COM COMM 490553104 27 1,500 Sole 1,500
KEYCORP COM COMM 493267108 1,176 33,000 Sole 33,000
KEYSTONE FINL INC COM COMM 493482103 152 4,100 Sole 4,100
KIMBERLY CLARK CORP COM COMM 494368103 835 18,200 Sole 18,200
KING WORLD PRODUCTIONS INC COM COMM 495667107 1,576 61,800 Sole 61,800
KIRBY CORP COM COMM 497266106 104 4,100 Sole 4,100
KNIGHT RIDDER INC COM COMM 499040103 848 15,400 Sole 15,400
KOMAG INC COM COMM 500453105 22 4,100 Sole 4,100
KROGER CO COM COMM 501044101 1,338 31,200 Sole 31,200
KRONOS INC COM COMM 501052104 65 1,800 Sole 1,800
KUBOTA CORP COMM 501173207 92 2,000 Sole 2,000
KUHLMAN CORP COM COMM 501206106 44 1,100 Sole 1,100
LA Z BOY CHAIR CO COM COMM 505336107 34 600 Sole 600
LAIDLAW INC COM CHGED COMM 50730K503 633 51,900 Sole 51,900
LANDSTAR SYS COMM 515098101 115 3,300 Sole 3,300
LATTICE SEMICONDUCTOR CORP COM COMM 518415104 45 1,600 Sole 1,600
LEGG MASON INC COM COMM 524901105 123 2,133 Sole 2,133
LIFE RE CORP COM COMM 532160108 41 500 Sole 500
LILLIAN VERNON CORP COM COMM 532430105 30 1,800 Sole 1,800
ELI LILLY COM COMM 532457108 3,313 50,000 Sole 50,000
LILLY INDS INC CL A COMM 532491107 125 5,800 Sole 5,800
LIMITED INC COM COMM 532716107 1,537 46,400 Sole 46,400
LINCARE HLDGS INC COM COMM 532791100 185 4,400 Sole 4,400
LINCOLN NATL CORP IND COM COMM 534187109 1,773 19,400 Sole 19,400
LINDSAY MFG CO COM COMM 535555106 77 2,850 Sole 2,850
LIPOSOME CO INC COM COMM 536310105 5 1,000 Sole 1,000
LOCKHEED MARTIN CORP COM COMM 539830109 607 5,734 Sole 5,734
LONE STAR INDS INC COM COMM 542290408 15 200 Sole 200
LONGS DRUG STORES CORP COM COMM 543162101 832 28,800 Sole 28,800
LUBYS CAFETERIAS INC COM COMM 549282101 61 3,500 Sole 3,500
LUCENT TECHNOLOGIES INC COMM 549463107 4,793 57,612 Sole 57,612
LYDALL INC DEL COMM 550819106 16 1,100 Sole 1,100
M C I COMMUNICATIONS CORP COM COMM 552673105 1,436 24,700 Sole 24,700
M D C CORP HLDGS INC COM COMM 552676108 152 7,700 Sole 7,700
M S CARRIERS INC COM COMM 553533100 127 4,700 Sole 4,700
MAGELLAN HEALTH SVCS INC COM COMM 559079108 41 1,600 Sole 1,600
MAGNA GROUP INC COM COMM 559214101 170 3,000 Sole 3,000
MALLINCKRODT INC COM CHGED COMM 561232109 383 12,900 Sole 12,900
MANITOWOC INC COM COMM 563571108 42 1,050 Sole 1,050
MANOR CARE INC COM COMM 564054104 1,111 28,900 Sole 28,900
MARCUS CORP COM COMM 566330106 27 1,500 Sole 1,500
MARINER HEALTH GROUP INC COM COMM 56845J109 116 7,000 Sole 7,000
MARSHALL INDS COM COMM 572393106 65 2,400 Sole 2,400
MATERIAL SCIENCES CORP COM COMM 576674105 13 1,100 Sole 1,100
MAY DEPT STORES CO COM COMM 577778103 871 13,300 Sole 13,300
MAYTAG CORP COM COMM 578592107 1,195 24,200 Sole 24,200
MCDONALDS CORP COM COMM 580135101 1,870 27,100 Sole 27,100
MCGRAW-HILL INC COM COMM 580645109 774 9,500 Sole 9,500
MCWHORTER TECHNOLOGIES INC COMM 582803102 74 2,800 Sole 2,800
MEAD CORP COM COMM 582834107 527 16,600 Sole 16,600
MEDIAONE GROUP INC COM CHG F COMM 58440J104 1,116 25,400 Sole 25,400
MEDIMMUNE INC COM COMM 584699102 100 1,600 Sole 1,600
MEDTRONIC INC COM COMM 585055106 1,390 21,800 Sole 21,800
MEDUSA CORP COM COMM 585072309 94 1,500 Sole 1,500
MELLON BANK CORP COM COMM 585509102 1,541 22,120 Sole 22,120
MENTOR CORP MTN COMM 587188103 17 700 Sole 700
MERCANTILE STORES INC COM COMM 587533100 1,666 21,100 Sole 21,100
MERCK & CO INC COM COMM 589331107 7,276 54,400 Sole 54,400
MEREDITH CORP COM COMM 589433101 1,286 27,400 Sole 27,400
MERRILL CORP COM COMM 590175105 35 1,600 Sole 1,600
MERRILL LYNCH & CO INC COM COMM 590188108 1,292 14,000 Sole 14,000
MESA GROUP INC COM COMM 590479101 24 3,000 Sole 3,000
MICROSOFT CORP COM COMM 594918104 12,246 113,000 Sole 113,000
MICROAGE INC COM COMM 594928103 101 7,100 Sole 7,100
MICROCHIP TECHNOLOGY INC COM COMM 595017104 110 4,200 Sole 4,200
MICRON TECHNOLOGY INC COM COMM 595112103 444 17,900 Sole 17,900
MINNESOTA MNG & MFG CO COM COMM 604059105 1,290 15,700 Sole 15,700
MISSISSIPPI CHEM CORP COM COMM 605288208 39 2,400 Sole 2,400
MOBIL CORP COM COMM 607059102 2,345 30,600 Sole 30,600
MOHAWK INDS INC COM COMM 608190104 90 2,850 Sole 2,850
MONSANTO CO COM COMM 611662107 1,112 19,900 Sole 19,900
MOORE LTD COM COMM 615785102 315 23,800 Sole 23,800
MORGAN J P & CO INC COM COMM 616880100 843 7,200 Sole 7,200
MORGAN ST DEAN WITTER DISCOV FUNDS 617446448 3,585 39,235 Sole 39,235
MORTON INTL INC IND COM COMM 619335102 348 13,900 Sole 13,900
MOTOROLA INC COM COMM 620076109 1,430 27,200 Sole 27,200
MUELLER INDS INC COM COMM 624756102 119 3,200 Sole 3,200
MUTUAL RISK MGMT LTD COM COMM 628351108 91 2,500 Sole 2,500
NBTY INC COM COMM 628782104 204 11,100 Sole 11,100
NEC CORP FUNDS 629050204 417 9,000 Sole 9,000
NFO WORLDWIDE INC COM COMM 62910N108 24 1,350 Sole 1,350
NACCO INDS INC CL A COM COMM 629579103 1,486 11,500 Sole 11,500
NASH FINCH CO NTS COM COMM 631158102 48 3,200 Sole 3,200
NASHUA CORP COM COMM 631226107 25 1,600 Sole 1,600
NATL CITY CORP COM COMM 635405103 575 8,100 Sole 8,100
NATIONAL COMPUTER SYS INC COMM 635519101 38 1,600 Sole 1,600
NATL DATA CORP COM COMM 635621105 66 1,500 Sole 1,500
NATL SVCS INDS INC COM COMM 637657107 605 11,900 Sole 11,900
NATIONSBANK CORP COM COMM 638585109 5,506 71,799 Sole 71,799
NATURES SUNSHINE PRODS INC COM COMM 639027101 102 4,500 Sole 4,500
NAUTICA ENTERPRISES INC COM COMM 639089101 59 2,200 Sole 2,200
NAVISTAR INTL CORP COM COMM 63934E108 1,533 53,100 Sole 53,100
NETWORK EQUIPMENT TECHNOLOGIES COM COMM 641208103 100 6,400 Sole 6,400
NEW ENGLAND BUSINESS SVCS INC COM FUNDS 643872104 97 3,000 Sole 3,000
NEW JERSEY RESOURCES CORP COM COMM 646025106 32 900 Sole 900
NEWFIELD EXPLORATION INC COM COMM 651290108 50 2,000 Sole 2,000
NEWMONT MINING CORP COM COMM 651639106 156 6,600 Sole 6,600
NIAGARA MOHAWK PWR CORP COM COMM 653522102 745 49,900 Sole 49,900
NIKE INC CL B COM COMM 654106103 428 8,800 Sole 8,800
NORFOLK SOUTHERN CORP COM COMM 655844108 555 18,600 Sole 18,600
NORTH AMER VACCINE INC COM COMM 657201109 34 2,200 Sole 2,200
NORTHERN TELECOM LTD COM COMM 665815106 999 17,600 Sole 17,600
NORTHROP GRUMMAN CORP COM COMM 666807102 670 6,500 Sole 6,500
NORTHWEST NATRL GAS CO COM COMM 667655104 22 800 Sole 800
NORTHWESTERN STL COM NEW COMM 668367204 18 5,000 Sole 5,000
NORWEST CORP COM COMM 669380107 1,260 33,600 Sole 33,600
NOVELLUS SYS INC COM COMM 670008101 82 2,300 Sole 2,300
NOVEN PHARMACEUTICALS INC COM COMM 670009109 17 2,800 Sole 2,800
OAK INDS INC COM NEW COMM 671400505 35 1,000 Sole 1,000
OAKWOOD HOMES CORP COM COMM 674098108 123 4,100 Sole 4,100
OCCIDENTAL PETROLEUM CORP COM COMM 674599105 1,563 57,900 Sole 57,900
OFFSHORE LOGISTICS INC COM COMM 676255102 87 4,900 Sole 4,900
ORACLE CORP COM COMM 68389X105 936 38,100 Sole 38,100
ORANGE & ROCKLAND UTILS INC COM COMM 684065105 129 2,400 Sole 2,400
ORBITAL SCIENCES CORP COM COMM 685564106 56 1,500 Sole 1,500
ORION CAPITAL CORP COM COMM 686268103 134 2,400 Sole 2,400
ORYX ENERGY CO COM COMM 68763F100 650 29,400 Sole 29,400
O'SULLIVAN CORP COM COMM 688605104 20 2,000 Sole 2,000
OWENS & MINOR INC NEW COM COMM 690732102 78 7,800 Sole 7,800
OXFORD INDS INC COM COMM 691497309 108 3,100 Sole 3,100
P E C O ENERGY CO COM COMM 693304107 555 19,000 Sole 19,000
P G & E CORP COM COMM 69331C108 530 16,800 Sole 16,800
PNC FINL CORP COM COMM 693475105 964 17,900 Sole 17,900
P P & L RESOURCES INC COM COMM 693499105 445 19,600 Sole 19,600
PPG INDS INC COM COMM 693506107 779 11,200 Sole 11,200
PACCAR INC COM COMM 693718108 732 14,000 Sole 14,000
PACIFIC DUNLOP LTD COMM 694185208 20 3,200 Sole 3,200
PACIFIC ENTERPRISES COM COMM 694232109 930 23,400 Sole 23,400
PACIFICORP COM COMM 695114108 511 22,600 Sole 22,600
PARAGON HEALTH NETWORK INC COM COMM 698940103 46 2,883 Sole 2,883
PARK ELECTROCHEMICAL COM COMM 700416209 65 3,100 Sole 3,100
PARKER HANNIFIN CORP COM COMM 701094104 623 16,350 Sole 16,350
PATTERSON DENTAL CO COM COMM 703412106 93 2,550 Sole 2,550
PAXAR CORP COM COMM 704227107 71 6,175 Sole 6,175
PENFORD CORP COM COMM 707051108 33 1,100 Sole 1,100
PENNEY J C INC COM COMM 708160106 535 7,400 Sole 7,400
PEPSICO INC COM COMM 713448108 2,842 69,000 Sole 69,000
PHARMACIA-UPJOHN INC COM COMM 716941109 812 17,600 Sole 17,600
PFIZER INC COM COMM 717081103 5,804 53,400 Sole 53,400
PHARMACEUTICAL MARKETING SVCS INC C COMM 717123103 135 9,500 Sole 9,500
PHELPS DODGE CORP COM COMM 717265102 423 7,400 Sole 7,400
PHILLIPS PETROLEUM CO COM COMM 718507106 781 16,200 Sole 16,200
PHOTRONIC LABS INC COM COMM 719405102 26 1,200 Sole 1,200
PHYCOR INC COM COMM 71940F100 84 5,100 Sole 5,100
PICTURETEL CORP COM NEW COMM 720035302 9 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 143 6,000 Sole 6,000
PILLOWTEX CORP COMM 721501104 144 3,600 Sole 3,600
PIONEER GROUP INC COM COMM 723684106 34 1,300 Sole 1,300
PIONEER HI BRED INTL COM COMM 723686101 1,502 36,300 Sole 36,300
PIONEER STD ELECTRS INC COM COMM 723877106 43 4,500 Sole 4,500
PITTSTON BAX GROUP COM COMM 725701882 56 3,600 Sole 3,600
PLATINUM TECHNOLOGY INC COM COMM 72764T101 140 4,900 Sole 4,900
PLAYERS INTL INC COM COMM 727903106 18 3,600 Sole 3,600
PLENUM PUBG CORP COM COMM 729093104 132 1,800 Sole 1,800
PLEXUS CORP COM COMM 729132100 40 2,000 Sole 2,000
POGO PRODUCING CO COM COMM 730448107 58 2,300 Sole 2,300
POTLATCH CORP COM COMM 737628107 895 21,300 Sole 21,300
PRIMARK CORP COM COMM 741903108 62 2,000 Sole 2,000
PRIDE INTL INC CHG F COMM 741932107 54 3,200 Sole 3,200
PROCTER & GAMBLE CO COM COMM 742718109 5,810 63,800 Sole 63,800
PROGRESS SOFTWARE CORP COM COMM 743312100 66 1,600 Sole 1,600
PROTECTIVE LIFE CORP COM COMM 743674103 176 4,800 Sole 4,800
PROVIDENT FINL GROUP COMM 743866105 146 3,200 Sole 3,200
PROVIDIAN FINL CORP COMM 74406A102 2,993 38,100 Sole 38,100
PUB SVC CO OF NORTH CAROLINA INC C COMM 744516105 28 1,300 Sole 1,300
PUB SVC ENTERPRISE GROUP INC COM COMM 744573106 589 17,100 Sole 17,100
PULTE CORP COM CHG F COMM 745867101 705 23,600 Sole 23,600
QUAKER CHEMICAL CORP COMM 747316107 28 1,500 Sole 1,500
QUAKER OATS CO COM COMM 747402105 654 11,900 Sole 11,900
QUANEX CORP COMM 747620102 91 3,000 Sole 3,000
RALSTON PURINA CORP COM CHG F COMM 751277302 967 8,280 Sole 8,280
RAYMOND JAMES FINL INC COM COMM 754730109 126 4,200 Sole 4,200
RAYTHEON INC COM COMM 755111408 698 11,800 Sole 11,800
READ-RITE CORP COM COMM 755246105 24 2,600 Sole 2,600
REGAL BELOIT CORP COMM 758750103 100 3,500 Sole 3,500
REGIS CORP COM COMM 758932107 35 1,200 Sole 1,200
REMINGTON OIL & GAS CORP CL B COMM 759594203 13 2,400 Sole 2,400
REPUBLIC GYPSUM CO COM COMM 760473108 96 4,590 Sole 4,590
REPUBLIC N Y CORP COMM 760719104 944 15,000 Sole 15,000
RESOUND CORP COM COMM 761194109 32 4,900 Sole 4,900
RESPIRONICS INC COM COMM 761230101 64 4,100 Sole 4,100
REYNOLDS METALS CO COM COMM 761763101 520 9,300 Sole 9,300
RICHFOOD HLDGS INC COM COMM 763408101 87 4,200 Sole 4,200
RIGS NATL CORP WASH DC COM COMM 766570105 99 3,400 Sole 3,400
RITE AID CORP COM COMM 767754104 1,134 30,200 Sole 30,200
RIVAL CORP COMM 768020109 70 5,200 Sole 5,200
ROCKWELL INTL CORP NEW COMM 773903109 451 9,400 Sole 9,400
ROLLINS TRUCK LEASING CORP COM COMM 775741101 109 8,550 Sole 8,550
ROPER INDS INC NEW COM COMM 776696106 44 1,700 Sole 1,700
ROSS STORES INC COM COMM 778296103 146 3,400 Sole 3,400
ROYAL APPLIANCE MFG CO COM COMM 780076105 103 16,400 Sole 16,400
ROYAL DUTCH PETE CO NEW COMM 780257804 5,832 106,400 Sole 106,400
RUSS BERRIE & CO INC COM COMM 782233100 25 1,000 Sole 1,000
RYANS FAMILY STEAK HOUSE COM COMM 783519101 80 7,800 Sole 7,800
S B C COMMUNICATIONS INC COM COMM 78387G103 2,868 71,694 Sole 71,694
SEI CORP COMM 784117103 62 1,000 Sole 1,000
S3 INC COM COMM 784849101 83 16,300 Sole 16,300
SAFECO CORP COM COMM 786429100 363 8,000 Sole 8,000
ST JOHN KNITS INC COMM 790289102 19 500 Sole 500
ST JUDE MED INC COM COMM 790849103 659 17,900 Sole 17,900
ST MARY LD & EXPL CO COM COMM 792228108 51 2,100 Sole 2,100
ST PAUL BANCORP INC COM COMM 792848103 90 4,000 Sole 4,000
ST PAUL COS INC COM COMM 792860108 1,678 39,882 Sole 39,882
SANMINA CORP COM COMM 800907107 139 3,200 Sole 3,200
SANTA FE ENERGY RESOURCES COM COMM 802012104 98 9,100 Sole 9,100
SARA LEE CORP (CONS FOODS CORP) COMM 803111103 1,119 20,000 Sole 20,000
SCHERING PLOUGH CORP COM COMM 806605101 2,529 27,600 Sole 27,600
SCHLUMBERGER LTD COM COMM 806857108 1,161 17,000 Sole 17,000
SCOTT TECHNOLOGIES INC COM CHG F COMM 810022103 92 6,300 Sole 6,300
SCOTTS CO CL A COMM 810186106 41 1,100 Sole 1,100
SEAGATE TECHNOLOGY INC COM COMM 811804103 549 23,000 Sole 23,000
SEARS ROEBUCK & CO COM COMM 812387108 1,008 16,500 Sole 16,500
SEITEL INC COMM 816074306 78 4,800 Sole 4,800
SELECTIVE INS GROUP INC COM COMM 816300107 83 3,700 Sole 3,700
SHOPKO STORES INC COM COMM 824911101 163 4,800 Sole 4,800
SHONEYS INC COM COMM 825039100 73 20,800 Sole 20,800
SHOREWOOD PACKAGING CORP COM COMM 825229107 31 1,950 Sole 1,950
SIERRA HEALTH SVCS INC COM COMM 826322109 91 3,600 Sole 3,600
SIERRA PACIFIC RESOURCES COM COMM 826425100 62 1,700 Sole 1,700
SILICON GRAPHICS INC COM COMM 827056102 257 21,200 Sole 21,200
SIMPSON INDS INC COM COMM 829060102 86 6,300 Sole 6,300
SKYLINE CORP COM COMM 830830105 85 2,600 Sole 2,600
SKYWEST INC COM COMM 830879102 140 5,000 Sole 5,000
SMITH A O CORP COM COMM 831865209 31 600 Sole 600
SMITHFIELD FOODS INC COM COMM 832248108 79 2,600 Sole 2,600
SMITHKLINE BEECHAM ORD COM COMM 832378301 750 12,400 Sole 12,400
SNYDER OIL CORP COM COMM 833482102 100 5,000 Sole 5,000
SOLA INTL INC COMM COMM 834092108 98 3,000 Sole 3,000
SONIC CORP COM COMM 835451105 34 1,500 Sole 1,500
SOUTHERN CALIFORNIA WTR CO COM COMM 842502106 24 900 Sole 900
SOUTHERN CO COM COMM 842587107 532 19,200 Sole 19,200
SOUTHERN ENERGY HOME INC COM COMM 842814105 52 5,300 Sole 5,300
SOUTHWESTERN ENERGY CO COM COMM 845467109 46 5,000 Sole 5,000
SOVEREIGN BANCORP INC COM COMM 845905108 120 7,320 Sole 7,320
SPACELABS MED INC COM COMM 846247104 50 3,000 Sole 3,000
THE SPORTS AUTH INC COMM 849176102 16 1,100 Sole 1,100
SPRINGS INDS INC COM COMM 851783100 780 16,900 Sole 16,900
SPRINT CORP COM COMM 852061100 860 12,200 Sole 12,200
STANDARD MICROSYSTEMS CORP COM COMM 853626109 21 2,400 Sole 2,400
STANDARD MOTOR PRODS INC COM COMM 853666105 40 1,800 Sole 1,800
STANDEX INTL CORP COMM 854231107 21 700 Sole 700
STEIN MART INC COM COMM 858375108 24 1,800 Sole 1,800
STERIS CORP COM COMM 859152100 146 2,300 Sole 2,300
STONE CONTAINER CORP COM COMM 861589109 459 29,400 Sole 29,400
STURM RUGER & CO INC COM COMM 864159108 18 1,100 Sole 1,100
SUN MICROSYSTEMS INC COM COMM 866810104 817 18,800 Sole 18,800
SUPER VALU INC COM COMM 868536103 1,132 25,500 Sole 25,500
SYMMETRICOM INC COM COMM 871543104 46 7,600 Sole 7,600
SYNCOR INTL CORP NEW COM COMM 87157J106 102 5,900 Sole 5,900
SYSCO CORP COM COMM 871829107 999 39,000 Sole 39,000
TCB CORP COM COMM 872180104 26 3,900 Sole 3,900
TCBY ENTERPRISES INC COM COMM 872245105 43 4,700 Sole 4,700
T N P ENTERPRISES, INC COM COMM 872594106 80 2,600 Sole 2,600
TRW INC COM COMM 872649108 765 14,000 Sole 14,000
TANDY CORP COM COMM 875382103 1,454 27,400 Sole 27,400
TEKTRONIX INC COM COMM 879131100 685 19,350 Sole 19,350
TELECOM ITALIA SPA COMM 87927W106 1,103 15,000 Sole 15,000
TELEFONICA DE ESPA COMM 879382208 431 3,100 Sole 3,100
TENET HEALTHCARE CORP COM CHG FROM COMM 88033G100 509 16,300 Sole 16,300
TENNECO INC NEW COMM 88037E101 430 11,300 Sole 11,300
TETRA TECHNOLOGIES INC DEL COM COMM 88162F105 54 3,300 Sole 3,300
TEXACO INC COM COMM 881694103 1,934 32,400 Sole 32,400
TEXAS INDS INC COMM 882491103 85 1,600 Sole 1,600
TEXAS INSTRUMENTS INC COM COMM 882508104 1,015 17,400 Sole 17,400
TEXAS UTILS CO COM COMM 882848104 658 15,800 Sole 15,800
TEXTRON INC COM COMM 883203101 717 10,000 Sole 10,000
THERATECH INC DEL COMM 883383101 23 2,300 Sole 2,300
THOMAS INDS INC COM COMM 884425109 33 1,350 Sole 1,350
THOR INDS INC COM COMM 885160101 120 4,350 Sole 4,350
TIME WARNER INC COM COMM 887315109 1,649 19,300 Sole 19,300
TIMKEN CO COM COMM 887389104 465 15,000 Sole 15,000
TITAN INTL INC COM COM COMM 88830M102 27 1,600 Sole 1,600
TOLL BROTHERS INC COM COMM 889478103 77 2,700 Sole 2,700
TORCHMARK CORP COM COMM 891027104 1,345 29,400 Sole 29,400
TORO CO COM COMM 891092108 21 600 Sole 600
TOYOTA MOTOR CORP COMM 892331307 726 14,000 Sole 14,000
TRANSAMERICA CORP COM COMM 893485102 967 8,400 Sole 8,400
TRAVELERS GROUP INC COM FORME COMM 894190107 3,656 60,300 Sole 60,300
TREDEGAR INDS INC COM COMM 894650100 136 1,600 Sole 1,600
TRENWICK GROUP INC COM COMM 895290104 74 1,900 Sole 1,900
TRICON GLOBAL RESTAURANTS INC COMM 895953107 219 6,900 Sole 6,900
TRIBUNE CO COM COMM 896047107 826 12,000 Sole 12,000
TRUE NORTH COMMUNICATIONS INC C COMM 897844106 108 3,700 Sole 3,700
TUBOSCOPE VETCO INTL CORP COM COMM 898600101 47 2,400 Sole 2,400
TULTEX CORP COM COMM 899900104 26 10,800 Sole 10,800
US BANCORP COM COMM 902973106 1,019 23,700 Sole 23,700
UNILEVER NV NY SHS COM 20 GLDR ADRS 904784501 1,705 21,600 Sole 21,600
UNICOM CORP COM COMM 904911104 1,879 53,600 Sole 53,600
UNION CARBIDE CORP COM COMM 905581104 1,025 19,200 Sole 19,200
UNION PACIFIC CORP COM COMM 907818108 581 13,200 Sole 13,200
UNION PACIFIC RESOURCES GROUP COMM 907834105 54 3,049 Sole 3,049
UNITED ILLUMINATING CO COM COMM 910637107 35 700 Sole 700
US HOME CORP COMM 911920106 107 2,600 Sole 2,600
UNITED STATES SURGICAL GROUP COM COMM 912707106 1,053 23,200 Sole 23,200
U S WEST INC COM CHG F COMM 91273H101 1,933 41,294 Sole 41,294
US TR CORP NEW COM COMM 91288L105 130 1,700 Sole 1,700
UNIVERSAL FOREST PRODS COMM 913543104 100 6,100 Sole 6,100
UNIVERSAL HEALTH SVCS INC CLB COMM 913903100 169 2,900 Sole 2,900
UNOCAL CORP COM COMM 915289102 548 15,332 Sole 15,332
USFREIGHTWAYS CORP COM COMM 916906100 79 2,400 Sole 2,400
VLSI TECHNOLOGY INC COM COMM 918270109 42 2,500 Sole 2,500
VALASSIS COMMUNICATIONS INC C COMM 918866104 139 3,600 Sole 3,600
VERTEX PHARMACEUTICALS INC COM (REST COMM 92532F100 23 1,000 Sole 1,000
VICOR CORP COM COMM 925815102 33 2,400 Sole 2,400
VINTAGE PETROLEUM INC COM COMM 927460105 53 2,800 Sole 2,800
VITAL SIGNS INC COM COMM 928469105 47 2,600 Sole 2,600
VITESSE SEMICONDUCTOR CORP COM COMM 928497106 173 5,600 Sole 5,600
WMC LTD COMM 928947100 280 23,600 Sole 23,600
WHX CORP COM COMM 929248102 32 2,400 Sole 2,400
WICOR INC COM COMM 929253102 28 1,200 Sole 1,200
WABASH NATL CORP COM COMM 929566107 33 1,300 Sole 1,300
WACHOVIA CORP NEW COM COMM 929771103 913 10,800 Sole 10,800
WAL MART STORES INC COM COMM 931142103 6,300 103,700 Sole 103,700
WALBRO CORP COM COMM 931154108 16 1,100 Sole 1,100
WALL DATA INC COM COMM 932045107 94 5,900 Sole 5,900
WARNER LAMBERT CO COM COMM 934488107 1,873 27,000 Sole 27,000
WASHINGTON MUT INC COM COMM 939322103 1,138 26,190 Sole 26,190
WASTE MGMT INC NEW COM COMM 94106K101 490 14,000 Sole 14,000
WATKINS JOHNSON CO COM COMM 942486101 21 800 Sole 800
WELLS FARGO & CO COM COMM 949740104 1,636 4,433 Sole 4,433
WERNER ENTERPRISES INC COM COMM 950755108 26 1,375 Sole 1,375
WESTERN ATLAS INC COM COMM 957674104 696 8,200 Sole 8,200
WESTVACO CORP COM COMM 961548104 480 17,000 Sole 17,000
WEYERHAEUSER CO COM COMM 962166104 582 12,600 Sole 12,600
WHITNEY HLDG CORP COM COMM 966612103 71 1,400 Sole 1,400
WHOLE FOODS MKT INC COM COMM 966837106 115 1,900 Sole 1,900
WILLAMETTE INDS INC NTS COMM 969133107 474 14,800 Sole 14,800
WILLIAMS SONOMA INC COM COMM 969904101 89 2,800 Sole 2,800
WISER OIL CO DEL COM COMM 977284108 20 1,800 Sole 1,800
WOLVERINE TUBE INC COM COMM 978093102 61 1,600 Sole 1,600
WOLVERINE WORLD WIDE INC COM COMM 978097103 51 2,300 Sole 2,300
WORLDCOM INC COM COMM 98155K102 1,753 36,200 Sole 36,200
XIRCOM INC COM COMM 983922105 115 7,400 Sole 7,400
XEROX CORP COM COMM 984121103 1,087 10,700 Sole 10,700
ZEBRA TECHNOLOGY CORP COM COMM 989207105 107 2,500 Sole 2,500
ZENITH NATL INS CORP COMM 989390109 107 3,800 Sole 3,800
ZERO CORP COM COMM 989484100 31 1,100 Sole 1,100
ZIONS BANCORP COM COMM 989701107 361 6,800 Sole 6,800
M.I.A.C. - 3U D. A. PSNL(
LONE STAR INDS INC COM COMM 542290408 28,354 367,930 Sole 367,930
TEXAS LIFE INSURANCE COMP
ASHLAND COMM 044204105 409 3,957 Sole 3,957
ASHLAND INC COMM 044204105 409 3,957 Sole 3,957
ASSOCIATES FIRST CAPITAL A COM COMM 046008108 362 4,706 Sole 4,706
FORD MTR CO DEL COM COMM 345370100 1,060 17,959 Sole 17,959
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