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Previous: MERRILL LYNCH PIERCE FENNER & SMITH INC, SC 13G, 1999-02-12 |
Next: OPPENHEIMER MANAGEMENT CORP, SC 13G, 1999-02-12 |
Securities and Exchange Commission
Washington, D.C. 20549
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended: December 31, 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________ February 12,1999
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: 1,998
Form 13F Information Table Value Total ($000): 7,358,776
<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
AES CORP COMM 00130H105 2,677 56,500 Sole 56,500
AMR CORP DEL COMM 001765106 3,355 56,500 Sole 56,500
AT + T CORP COMM 001957109 42,529 561,435 Sole 561,435
ABBOTT LABS COMM 002824100 23,113 471,700 Sole 471,700
ADOBE SYS INC COMM 00724F101 940 20,100 Sole 20,100
AEROQUIP VICKERS INC COMM 007869100 263 8,800 Sole 8,800
ADVANCED MICRO DEVICES INC COMM 007903107 1,308 45,100 Sole 45,100
AETNA INC COMM 008117103 3,515 44,700 Sole 44,700
AIR PRODS + CHEMS INC COMM 009158106 2,864 71,600 Sole 71,600
AIRTOUCH COMMUNICATIONS INC COMM 00949T100 12,865 177,600 Sole 177,600
ALBERTO CULVER CO PREF 013068101 464 17,400 Sole 17,400
ALBERTSONS INC COMM 013104104 4,866 76,400 Sole 76,400
ALCAN ALUM LTD COMM 013716105 1,905 70,400 Sole 70,400
ALLEGHENY TELDYNE INC COMM 017415100 1,245 60,900 Sole 60,900
ALLERGAN INC COMM 018490102 1,353 20,900 Sole 20,900
ALLIED SIGNAL INC COMM 019512102 7,697 173,700 Sole 173,700
ALLSTATE CORP COMM 020002101 9,817 254,998 Sole 254,998
ALLTEL CORP COMM 020039103 5,102 85,300 Sole 85,300
ALZA CORP COMM 022615108 1,437 27,500 Sole 27,500
AMERADA HESS CORP COMM 023551104 1,403 28,200 Sole 28,200
AMEREN CORP COMM 023608102 1,823 42,700 Sole 42,700
AMERICA ONLINE INC DEL COMM 02364J104 21,392 137,900 Sole 137,900
AMERICAN ELEC PWR INC COMM 025537101 2,824 60,000 Sole 60,000
AMERICAN EXPRESS CO COMM 025816109 14,390 140,387 Sole 140,387
AMERICAN GEN CORP COMM 026351106 6,144 78,770 Sole 78,770
AMERICAN GREETINGS CORP COMM 026375105 912 22,200 Sole 22,200
AMERICAN HOME PRODUCTS CORP COMM 026609107 23,097 409,700 Sole 409,700
AMERICAN INTL GROUP INC COMM 026874107 31,532 326,337 Sole 326,337
AMERICAN STORES CO NEW COMM 030096101 3,140 85,000 Sole 85,000
AMERITECH CORP COMM 030954101 21,731 342,900 Sole 342,900
AMGEN INC COMM 031162100 8,313 79,500 Sole 79,500
AMP INC COMM 031897101 3,525 67,700 Sole 67,700
ANADARKO PETE CORP COMM 032511107 1,142 37,000 Sole 37,000
ANDREW CORP COMM 034425108 441 26,750 Sole 26,750
ANHEUSER BUSCH COS INC COMM 035229103 9,745 148,500 Sole 148,500
AON CORP COMM 037389103 2,938 53,050 Sole 53,050
APACHE CORP COMM 037411105 777 30,700 Sole 30,700
APPLE COMPUTER COMM 037833100 1,703 41,600 Sole 41,600
APPLIED MATERIALS INC COMM 038222105 4,888 114,500 Sole 114,500
ARCHER DANIELS MIDLAND CO COMM 039483102 3,158 184,390 Sole 184,390
ARCTIC CAT INC COMM 039670104 12 1,200 Sole 1,200
ARMSTRONG WORLD INDS INC COMM 042476101 736 12,200 Sole 12,200
ASARCO INC COMM 043413103 203 13,400 Sole 13,400
ASCEND COMMUNICATIONS INC COMM 043491109 4,478 68,100 Sole 68,100
ASHLAND INC COMM 044204105 1,142 23,600 Sole 23,600
ASSOCIATES FIRST CAP CORP COMM 046008108 9,516 224,570 Sole 224,570
ATLANTIC RICHFIELD CO COMM 048825103 6,538 100,000 Sole 100,000
AUTODESK INCORPORATED COMM 052769106 610 14,300 Sole 14,300
AUTOMATIC DATA PROCESSING INC COMM 053015103 7,578 94,500 Sole 94,500
AUTOZONE INC COMM 053332102 1,565 47,500 Sole 47,500
AVERY DENNISON CORP COMM 053611109 1,636 36,300 Sole 36,300
AVON PRODS INC COMM 054303102 3,602 81,400 Sole 81,400
AZTAR CORP COMM 054802103 13 2,600 Sole 2,600
BB+T CORP COMM 054937107 3,709 92,000 Sole 92,000
BMC SOFTWARE INC COMM 055921100 3,004 67,400 Sole 67,400
BAKER HUGHES INC COMM 057224107 1,784 101,200 Sole 101,200
BALL CORP COMM 058498106 485 10,600 Sole 10,600
BALTIMORE GAS + ELEC CO COMM 059165100 1,436 46,500 Sole 46,500
BANK NEW YORK INC COMM 064057102 9,515 236,400 Sole 236,400
BANK ONE CORP COMM 06423A103 18,585 363,965 Sole 363,965
BANKAMERICA CORP NEW COMM 06605F102 32,341 537,898 Sole 537,898
BANKBOSTON CORP COMM 06605R106 3,552 91,212 Sole 91,212
BANKERS TR NY CORP COMM 066365107 2,555 29,900 Sole 29,900
BARD C R INC COMM 067383109 827 16,700 Sole 16,700
BARRICK GOLD CORP COMM 067901108 2,254 115,600 Sole 115,600
BATTLE MTN GOLD CO COMM 071593107 338 83,300 Sole 83,300
BAUSCH + LOMB INC COMM 071707103 1,032 17,200 Sole 17,200
BAXTER INTL INC COMM 071813109 5,737 89,200 Sole 89,200
BEAR STEARNS COS INC COMM 073902108 1,314 35,100 Sole 35,100
BECTON DICKINSON + CO COMM 075887109 3,283 76,900 Sole 76,900
BELL ATLANTIC CORP COMM 077853109 26,051 482,424 Sole 482,424
BELLSOUTH CORP COMM 079860102 30,409 609,700 Sole 609,700
BEMIS INC COMM 081437105 630 16,600 Sole 16,600
BESTFOODS COMM 08658U101 4,718 88,600 Sole 88,600
BETHLEHEM STL CORP COMM 087509105 382 45,600 Sole 45,600
BIOMET INC COMM 090613100 1,393 34,600 Sole 34,600
BLACK + DECKER CORPORATION COMM 091797100 1,542 27,500 Sole 27,500
BLOCK H + R INC COMM 093671105 1,391 30,900 Sole 30,900
BOEING CO COMM 097023105 10,131 310,524 Sole 310,524
BOISE CASCADE CORP COMM 097383103 543 17,500 Sole 17,500
BOSTON SCIENTIFIC CORP COMM 101137107 3,266 121,800 Sole 121,800
BRIGGS + STRATTON CORP COMM 109043109 389 7,800 Sole 7,800
BRISTOL MYERS SQUIBB CO COMM 110122108 41,321 308,800 Sole 308,800
BROWN FORMAN CORP COMM 115637209 1,665 22,000 Sole 22,000
BROWNING FERRIS INDS INC COMM 115885105 1,524 53,600 Sole 53,600
BRUNSWICK CORP COMM 117043109 728 29,400 Sole 29,400
BURLINGTON NORTHN SANTA FE COMM 12189T104 4,987 145,603 Sole 145,603
BURLINGTON RES INC COMM 122014103 1,985 55,440 Sole 55,440
CBS CORP COMM 12490K107 7,202 219,500 Sole 219,500
CIGNA CORP COMM 125509109 4,994 64,600 Sole 64,600
CSX CORP COMM 126408103 2,818 67,900 Sole 67,900
CVS CORP COMM 126650100 6,666 121,200 Sole 121,200
CABLETRON SYSTEMS INC COMM 126920107 425 50,700 Sole 50,700
CAMPBELL SOUP CO COMM 134429109 7,684 139,700 Sole 139,700
CAPITAL ONE FINL CORP COMM 14040H105 2,381 20,700 Sole 20,700
CARDINAL HEALTH INC COMM 14149Y108 4,754 62,650 Sole 62,650
CARNIVAL CORP COMM 143658102 8,885 185,100 Sole 185,100
CAROLINA PWR + LT CO COMM 144141108 2,226 47,300 Sole 47,300
CASE CORP COMM 14743R103 493 22,600 Sole 22,600
CATERPILLAR INC COMM 149123101 5,157 112,100 Sole 112,100
CENDANT CORP COMM 151313103 5,119 265,079 Sole 265,079
CENTEX CORP COMM 152312104 829 18,400 Sole 18,400
CENTRAL + SOUTH WEST CORP COMM 152357109 1,816 66,200 Sole 66,200
CERIDIAN CORP COMM 15677T106 1,606 23,000 Sole 23,000
CHAMPION INTL CORP COMM 158525105 1,191 29,400 Sole 29,400
CHARMING SHOPPES INC COMM 161133103 16 3,700 Sole 3,700
CHASE MANHATTAN CORP NEW COMM 16161A108 18,664 262,868 Sole 262,868
CHEVRON CORP COMM 166751107 16,812 202,700 Sole 202,700
CHUBB CORP COMM 171232101 3,276 50,600 Sole 50,600
CINCINNATI FINL CORP COMM 172062101 1,886 51,500 Sole 51,500
CINERGY CORP COMM 172474108 1,694 49,292 Sole 49,292
CIRCUIT CITY STORES INC COMM 172737108 1,553 31,100 Sole 31,100
CISCO SYS INC COMM 17275R102 45,557 490,850 Sole 490,850
CITIGROUP INC COMM 172967101 35,088 706,169 Sole 706,169
CLEAR CHANNEL COMMUNICATIONS COMM 184502102 4,491 82,400 Sole 82,400
CLOROX CO COMM 189054109 3,785 32,400 Sole 32,400
COASTAL CORP COMM 190441105 2,325 66,200 Sole 66,200
COCA COLA CO COMM 191216100 51,335 766,200 Sole 766,200
COCA COLA ENTERPRISES INC COMM 191219104 4,344 121,500 Sole 121,500
COLGATE PALMOLIVE CO COMM 194162103 8,507 91,600 Sole 91,600
COLUMBIA ENERGY GROUP COMM 197648108 1,499 25,950 Sole 25,950
COLUMBIA / HCA HEALTHCARE CORP COMM 197677107 4,964 200,585 Sole 200,585
COMCAST CORP COMM 200300200 6,749 115,000 Sole 115,000
COMERICA INC COMM 200340107 3,331 48,850 Sole 48,850
COMPAQ COMPUTER CORP COMM 204493100 22,191 528,362 Sole 528,362
COMPUTER ASSOC INTL INC COMM 204912109 7,129 167,250 Sole 167,250
COMPUTER SCIENCES CORP COMM 205363104 3,187 49,600 Sole 49,600
CONAGRA INC COMM 205887102 4,782 151,800 Sole 151,800
CONSECO INC COMM 208464107 2,972 97,434 Sole 97,434
CONSOLIDATED EDISON INC COMM 209115104 3,833 72,500 Sole 72,500
CONSOLIDATED NAT GAS CO COMM 209615103 1,631 30,200 Sole 30,200
CONSOLIDATED STORES CORP COMM 210149100 680 33,700 Sole 33,700
COOPER INDS INC COMM 216669101 1,545 32,400 Sole 32,400
COOPER TIRE + RUBR CO COMM 216831107 482 23,600 Sole 23,600
COORS ADOLPH CO COMM 217016104 717 12,700 Sole 12,700
CORNING INC COMM 219350105 3,258 72,400 Sole 72,400
COSTCO COS INC COMM 22160Q102 4,863 67,367 Sole 67,367
COUNTRYWIDE CR INDS INC COMM 222372104 1,740 34,664 Sole 34,664
CRANE CO COMM 224399105 646 21,400 Sole 21,400
CROWN CORK + SEAL INC COMM 228255105 1,177 38,200 Sole 38,200
CUMMINS ENGINE INC COMM 231021106 479 13,500 Sole 13,500
CYPRUS AMAX MINERALS CO COMM 232809103 278 27,800 Sole 27,800
DTE ENERGY CO COMM 233331107 1,929 44,800 Sole 44,800
DANA CORP COMM 235811106 2,115 51,735 Sole 51,735
DANAHER CORP COMM 235851102 2,259 41,600 Sole 41,600
DARDEN RESTAURANTS INC COMM 237194105 772 42,900 Sole 42,900
DATA GEN CORP COMM 237688106 279 17,000 Sole 17,000
DAYTON HUDSON CORP COMM 239753106 7,411 136,600 Sole 136,600
DEERE + CO COMM 244199105 2,449 74,500 Sole 74,500
DELL COMPUTER CORP COMM 247025109 28,968 395,800 Sole 395,800
DELTA AIR LINES INC DE COMM 247361108 2,324 44,700 Sole 44,700
DE LUXE CORP COMM 248019101 929 25,400 Sole 25,400
DILLARDS INC COMM 254067101 942 33,200 Sole 33,200
DISNEY WALT CO COMM 254687106 19,101 636,697 Sole 636,697
DOLLAR GEN CORP COMM 256669102 1,347 57,000 Sole 57,000
DOMINION RES INC VA COMM 257470104 2,838 60,700 Sole 60,700
DONNELLEY R R + SONS CO COMM 257867101 1,858 42,400 Sole 42,400
DOVER CORP COMM 260003108 2,538 69,300 Sole 69,300
DOW CHEM CO COMM 260543103 6,293 69,200 Sole 69,200
DOW JONES + CO INC COMM 260561105 1,396 29,000 Sole 29,000
DU PONT E I DE NEMOURS + CO COMM 263534109 18,567 349,900 Sole 349,900
DUKE ENERGY CO COMM 264399106 7,222 112,734 Sole 112,734
DUN + BRADSTREET CORP DEL COMM 26483B106 1,648 52,200 Sole 52,200
EG + G INC COMM 268457108 375 13,500 Sole 13,500
E M C CORP MASS COMM 268648102 13,260 156,000 Sole 156,000
EASTERN ENTERPRISES COMM 27637F100 372 8,500 Sole 8,500
EASTMAN CHEM CO COMM 277432100 1,100 24,575 Sole 24,575
EASTMAN KODAK CO COMM 277461109 7,272 101,000 Sole 101,000
EATON CORP COMM 278058102 1,562 22,100 Sole 22,100
ECOLAB INC COMM 278865100 1,462 40,400 Sole 40,400
EDISON INTL COMM 281020107 3,044 109,200 Sole 109,200
ELECTRONIC DATA SYS CORP NEW COMM 285661104 7,689 153,200 Sole 153,200
EMERSON ELEC CO COMM 291011104 8,325 137,600 Sole 137,600
ENGELHARD CORP COMM 292845104 871 44,650 Sole 44,650
ENRON CORP COMM 293561106 5,883 103,100 Sole 103,100
ENTERGY CORP COMM 29364G103 2,400 77,100 Sole 77,100
EQUIFAX INC COMM 294429105 1,579 46,200 Sole 46,200
EXXON CORP COMM 302290101 55,261 755,700 Sole 755,700
FMC CORP COMM 302491303 566 10,100 Sole 10,100
FPL GROUP INC COMM 302571104 3,506 56,900 Sole 56,900
FDX CORP COMM 31304N107 4,112 46,100 Sole 46,100
FEDDERS USA INC COMM 313135105 12 2,000 Sole 2,000
FEDERAL HOME LN MTG CORP COMM 313400301 13,590 210,900 Sole 210,900
FEDERAL NATL MTG ASSN COMM 313586109 23,850 322,300 Sole 322,300
FEDERATED DEPT STORES INC DEL COMM 31410H101 2,788 64,000 Sole 64,000
FIFTH THIRD BANCORP COMM 316773100 5,901 82,750 Sole 82,750
FIRST AMERICAN FINL CORP COMM 318522307 77 2,400 Sole 2,400
FIRST DATA CORP COMM 319963104 4,380 137,400 Sole 137,400
FIRST UN CORP COMM 337358105 18,730 307,996 Sole 307,996
FIRSTENERGY CORP COMM 337932107 2,384 73,200 Sole 73,200
FLEET FINL GROUP INC COMM 338915101 7,911 177,030 Sole 177,030
FLEETWOOD ENTERPRISES INC COMM 339099103 368 10,600 Sole 10,600
FLEMING COS INC COMM 339130106 15 1,400 Sole 1,400
FLUOR CORP COMM 343861100 1,007 23,700 Sole 23,700
FORD MTR CO DEL COMM 345370100 22,073 376,100 Sole 376,100
FORT JAMES CORP COMM 347471104 2,732 68,300 Sole 68,300
FORTUNE BRANDS INC COMM 349631101 1,679 53,100 Sole 53,100
FOSTER WHEELER CORP COMM 350244109 181 13,700 Sole 13,700
FRANKLIN RES INC COMM 354613101 2,512 78,500 Sole 78,500
FREEPORT MCMORAN COPPER + GOLD COMM 35671D857 529 50,700 Sole 50,700
FRONTIER CORP COMM 35906P105 1,819 53,500 Sole 53,500
FRUIT OF THE LOOM INC COMM 359416104 305 22,100 Sole 22,100
GPU INC COMM 36225X100 1,768 40,000 Sole 40,000
GTE CORP COMM 362320103 19,500 300,000 Sole 300,000
GANNETT INC COMM 364730101 5,663 87,800 Sole 87,800
GAP INC COMM 364760108 10,107 180,075 Sole 180,075
GATEWAY 2000 INC COMM 367833100 2,508 49,000 Sole 49,000
GENERAL COMMUNICATION INC COMM 369385109 12 2,900 Sole 2,900
GENERAL DYNAMICS CORP COMM 369550108 2,336 39,600 Sole 39,600
GENERAL ELEC CO COMM 369604103 103,887 1,018,500 Sole 1,018,500
GENERAL INSTR CORP DEL COMM 370120107 1,778 52,400 Sole 52,400
GENERAL MLS INC COMM 370334104 3,685 47,400 Sole 47,400
GENERAL MTRS CORP COMM 370442105 14,551 203,332 Sole 203,332
GENUINE PARTS CO COMM 372460105 1,873 56,000 Sole 56,000
GEORGIA PAC CORP COMM 373298108 1,610 27,500 Sole 27,500
GILLETTE CO COMM 375766102 16,486 344,800 Sole 344,800
GOLDEN WEST FINL CORP DEL COMM 381317106 1,614 17,600 Sole 17,600
GOODRICH B F CO COMM 382388106 818 22,800 Sole 22,800
GOODYEAR TIRE AND RUBBER COMM 382550101 2,466 48,900 Sole 48,900
GRACE W R + CO DEL NEW COMM 38388F108 358 22,800 Sole 22,800
GRAINGER W W INC COMM 384802104 1,224 29,400 Sole 29,400
GREAT ATLANTIC + PAC TEA INC COMM 390064103 358 12,100 Sole 12,100
GREAT LAKES CHEMICAL CORP COMM 390568103 740 18,500 Sole 18,500
GUIDANT CORP COMM 401698105 5,137 46,700 Sole 46,700
HBO + CO COMM 404100109 4,145 144,500 Sole 144,500
HCR MANOR CARE INC COMM 404134108 1,019 34,700 Sole 34,700
HALLIBURTON CO COMM 406216101 4,059 137,000 Sole 137,000
HARCOURT GEN INC COMM 41163G101 1,197 22,500 Sole 22,500
HARNISCHFEGER INDS INC COMM 413345109 149 14,600 Sole 14,600
HARRAHS ENTMT INC COMM 413619107 482 30,700 Sole 30,700
HARRIS CORP DEL COMM 413875105 912 24,900 Sole 24,900
HARTFORD FINANCIAL SVCS GRP COMM 416515104 3,989 72,700 Sole 72,700
HARTMARX CORP COMM 417119104 13 2,300 Sole 2,300
HASBRO INC COMM 418056107 1,468 40,650 Sole 40,650
HEALTHSOUTH CORP COMM 421924101 2,024 131,100 Sole 131,100
HEINZ H J CO COMM 423074103 6,382 112,700 Sole 112,700
HELMERICH AND PAYNE INC COMM 423452101 347 17,900 Sole 17,900
HERCULES INC COMM 427056106 856 31,400 Sole 31,400
HERSHEY FOODS CORP COMM 427866108 2,811 45,200 Sole 45,200
HEWLETT PACKARD CO COMM 428236103 22,024 322,400 Sole 322,400
HILTON HOTELS CORP COMM 432848109 1,553 81,200 Sole 81,200
HOME DEPOT INC COMM 437076102 29,725 485,798 Sole 485,798
HOMESTAKE MNG CO COMM 437614100 673 73,700 Sole 73,700
HONEYWELL INC COMM 438506107 2,937 39,000 Sole 39,000
HOUSEHOLD INTL INC COMM 441815107 5,940 149,905 Sole 149,905
HOUSTON INDS INC COMM 442161105 2,820 87,945 Sole 87,945
HUMANA INC COMM 444859102 912 51,200 Sole 51,200
HUNTINGTON BANCSHARES INC COMM 446150104 1,978 65,800 Sole 65,800
HVIDE MARINE INC COMM 448515106 12 2,300 Sole 2,300
IMS HEALTH INC COMM 449934108 3,779 50,100 Sole 50,100
ITT INDS INC COMM 450911102 1,288 32,400 Sole 32,400
IKON OFFICE SOLUTIONS INC COMM 451713101 355 41,400 Sole 41,400
ILLINOIS TOOL WKS INC COMM 452308109 4,495 77,500 Sole 77,500
INCO LTD COMM 453258402 531 50,906 Sole 50,906
INGERSOLL RAND CO COMM 456866102 2,431 51,450 Sole 51,450
INTEL CORP COMM 458140100 61,427 518,100 Sole 518,100
INTERNATIONAL BUSINESS MACHS COMM 459200101 53,469 290,000 Sole 290,000
INTERNATIONAL FLAVOURS COMM 459506101 1,458 33,000 Sole 33,000
INTERNATIONAL PAPER CO COMM 460146103 4,284 95,600 Sole 95,600
INTERPUBLIC GROUP COS INC COMM 460690100 3,437 43,100 Sole 43,100
JEFFERSON PILOT CORP COMM 475070108 2,456 32,750 Sole 32,750
JOHNSON + JOHNSON COMM 478160104 35,060 418,000 Sole 418,000
JOHNSON CTLS INC COMM 478366107 1,593 27,000 Sole 27,000
JOSTENS INC COMM 481088102 314 12,000 Sole 12,000
KLA TENCOR CORP COMM 482480100 1,175 27,100 Sole 27,100
K MART CORP COMM 482584109 2,341 152,900 Sole 152,900
KAUFMAN + BROAD HOME CORP COMM 486168107 408 14,200 Sole 14,200
KELLOGG CO COMM 487836108 4,290 125,700 Sole 125,700
KERR MCGEE CORP COMM 492386107 578 15,100 Sole 15,100
KEYCORP NEW COMM 493267108 4,522 141,306 Sole 141,306
KIMBERLY CLARK CORP COMM 494368103 9,179 168,420 Sole 168,420
KING WORLD PRODTNS INC COMM 495667107 654 22,200 Sole 22,200
KNIGHT RIDDER INC COMM 499040103 1,263 24,700 Sole 24,700
KOHLS CORP COMM 500255104 3,047 49,600 Sole 49,600
KROGER CO COMM 501044101 4,834 79,900 Sole 79,900
LTV CORP NEW COMM 501921100 21 3,700 Sole 3,700
LSI LOGIC CORP COMM 502161102 693 43,000 Sole 43,000
LAIDLAW INC COMM 50730K503 1,027 102,100 Sole 102,100
LEHMAN BROTHERS HLDGS INC COMM 524908100 1,573 35,700 Sole 35,700
LILLY ELI + CO COMM 532457108 30,377 341,800 Sole 341,800
LIMITED INC COMM 532716107 2,050 70,400 Sole 70,400
LINCOLN NATL CORP IN COMM 534187109 2,626 32,100 Sole 32,100
LIZ CLAIBORNE INC COMM 539320101 644 20,400 Sole 20,400
LOCKHEED MARTIN CORP COMM 539830109 5,196 61,313 Sole 61,313
LOEWS CORP COMM 540424108 3,517 35,800 Sole 35,800
LONE STAR INDS INC COMM 542290408 29 800 Sole 800
LONGS DRUG STORES CORP COMM 543162101 488 13,000 Sole 13,000
LOUISIANA PAC CORP COMM 546347105 606 33,100 Sole 33,100
LOWES COS INC COMM 548661107 5,620 109,800 Sole 109,800
LUCENT TECHNOLOGIES INC COMM 549463107 44,931 408,694 Sole 408,694
MBIA INC COMM 55262C100 2,039 31,100 Sole 31,100
MBNA CORP COMM 55262L100 5,796 233,593 Sole 233,593
MCI WORLDCOM INC COMM 55268B106 40,885 569,821 Sole 569,821
MGIC INVT CORP WIS COMM 552848103 1,362 34,200 Sole 34,200
MALLINCKRODT INC NEW COMM 561232109 678 22,000 Sole 22,000
MARINER POST ACUTE NETWORK INC COMM 568459101 12 2,600 Sole 2,600
MARSH + MCLENNAN COS INC COMM 571748102 4,698 80,400 Sole 80,400
MARRIOTT INTL INC NEW COMM 571903202 2,239 77,200 Sole 77,200
MASCO CORP COMM 574599106 3,030 105,400 Sole 105,400
MATTEL INC COMM 577081102 2,087 88,813 Sole 88,813
MAY DEPT STORES CO COMM 577778103 4,377 72,500 Sole 72,500
MAYTAG CORP COMM 578592107 1,749 28,100 Sole 28,100
MCDERMOTT INTL INC COMM 580037109 459 18,600 Sole 18,600
MCDONALDS CORP COMM 580135101 16,154 210,300 Sole 210,300
MCGRAW HILL COS INC COMM 580645109 3,179 31,200 Sole 31,200
MEAD CORP COMM 582834107 932 31,800 Sole 31,800
MEDIAONE GROUP INC COMM 58440J104 8,864 188,600 Sole 188,600
MEDTRONIC INC COMM 585055106 11,320 152,400 Sole 152,400
MELLON BK CORP COMM 585509102 5,589 81,300 Sole 81,300
MERCANTILE BANCORPORATION INC COMM 587342106 2,269 49,200 Sole 49,200
MERCK + CO INC COMM 589331107 54,605 370,200 Sole 370,200
MEREDITH CORP COMM 589433101 629 16,600 Sole 16,600
MERRILL LYNCH + CO INC COMM 590188108 7,403 110,900 Sole 110,900
MEYER FRED INC DEL NEW COMM 592907109 2,916 48,400 Sole 48,400
MICROSOFT CORP COMM 594918104 107,483 775,000 Sole 775,000
MICRON TECHNOLOGY INC COMM 595112103 3,388 67,000 Sole 67,000
MILACRON INC COMM 598709103 258 13,400 Sole 13,400
MILLIPORE CORP COMM 601073109 396 14,000 Sole 14,000
MINNESOTA MNG + MFG CO COMM 604059105 8,926 125,500 Sole 125,500
MIRAGE RESORTS INC COMM 60462E104 829 55,500 Sole 55,500
MOBIL CORP COMM 607059102 21,119 242,400 Sole 242,400
MONSANTO CO COMM 611662107 9,248 194,700 Sole 194,700
MOORE CORP LTD COMM 615785102 292 26,500 Sole 26,500
MORGAN J P + CO INC COMM 616880100 5,747 54,699 Sole 54,699
MORGAN STANLEY DEAN WITTER FUNDS 617446448 12,747 179,541 Sole 179,541
MORTON INTL INC IND NEW COMM 619335102 929 37,900 Sole 37,900
MOTOROLA INC COMM 620076109 11,394 186,600 Sole 186,600
NBTY INC COMM 628782104 14 1,900 Sole 1,900
NACCO INDS INC COMM 629579103 322 3,500 Sole 3,500
NALCO CHEM CO COMM 629853102 629 20,300 Sole 20,300
NATIONAL CITY CORP COMM 635405103 7,497 103,400 Sole 103,400
NATIONAL SEMICONDUCTOR CORP COMM 637640103 690 51,100 Sole 51,100
NATIONAL SVC INDS INC COMM 637657107 490 12,900 Sole 12,900
NAVISTAR INTL CORP INC COMM 63934E108 590 20,710 Sole 20,710
NEW CENTY ENERGIES INC COMM 64352U103 1,721 35,300 Sole 35,300
NEW YORK TIMES CO COMM 650111107 1,977 57,000 Sole 57,000
NEWELL CO COMM 651192106 2,071 50,200 Sole 50,200
NEWMONT MNG CORP COMM 651639106 940 51,494 Sole 51,494
NEXTEL COMMUNICATIONS INC COMM 65332V103 2,110 89,300 Sole 89,300
NIAGARA MOHAWK PWR CORP COMM 653522102 938 58,200 Sole 58,200
NICOR INC COMM 654086107 646 15,300 Sole 15,300
NIKE INC COMM 654106103 3,634 89,600 Sole 89,600
NORDSTROM INC COMM 655664100 1,610 46,400 Sole 46,400
NORFOLK SOUTHN CORP COMM 655844108 3,720 117,400 Sole 117,400
NORTHERN STS PWR CO MN COMM 665772109 1,304 47,000 Sole 47,000
NORTHERN TELECOM LTD COMM 665815106 10,133 202,660 Sole 202,660
NORTHERN TRUST CORP COMM 665859104 3,021 34,600 Sole 34,600
NORTHROP GRUMMAN CORP COMM 666807102 1,565 21,400 Sole 21,400
NOVELL INC COMM 670006105 1,985 109,500 Sole 109,500
NUCOR CORP COMM 670346105 1,176 27,200 Sole 27,200
OCCIDENTAL PETE CORP COMM 674599105 1,807 107,100 Sole 107,100
OMNICOM GROUP COMM 681919106 3,028 52,200 Sole 52,200
ONEOK INC NEW COMM 682680103 422 11,679 Sole 11,679
ORACLE CORP COMM 68389X105 13,026 302,050 Sole 302,050
ORYX ENERGY CO COMM 68763F100 443 33,000 Sole 33,000
OWENS CORNING COMM 69073F103 592 16,700 Sole 16,700
OWENS ILL INC COMM 690768403 1,482 48,400 Sole 48,400
PECO ENERGY CO COMM 693304107 2,927 70,100 Sole 70,100
PG+E CORP COMM 69331C108 3,749 119,000 Sole 119,000
PNC BK CORP COMM 693475105 5,049 93,500 Sole 93,500
P P + L RES INC COMM 693499105 1,318 47,300 Sole 47,300
PPG INDS INC COMM 693506107 3,195 54,900 Sole 54,900
PACCAR INC COMM 693718108 1,005 24,430 Sole 24,430
PACIFICORP COMM 695114108 1,948 92,500 Sole 92,500
PALL CORP COMM 696429307 962 38,000 Sole 38,000
PARAMETRIC TECHNOLOGY CORP COMM 699173100 1,367 84,100 Sole 84,100
PARKER HANNIFIN CORP COMM 701094104 1,104 33,700 Sole 33,700
PAYCHEX INC COMM 704326107 2,608 50,700 Sole 50,700
PENNEY J C INC COMM 708160106 3,731 79,600 Sole 79,600
PEOPLES ENERGY CORP COMM 711030106 490 12,300 Sole 12,300
PEOPLESOFT INC COMM 712713106 1,360 71,800 Sole 71,800
PEP BOYS MANNY MOE + JACK COMM 713278109 304 19,400 Sole 19,400
PEPSICO INC COMM 713448108 18,639 456,000 Sole 456,000
PERKIN ELMER CORP COMM 714041100 1,581 16,200 Sole 16,200
PHARMACIA + UPJOHN INC COMM 716941109 8,965 158,315 Sole 158,315
PFIZER INC COMM 717081103 50,425 403,400 Sole 403,400
PHELPS DODGE CORP COMM 717265102 926 18,200 Sole 18,200
PHILIP MORRIS COS INC COMM 718154107 40,483 756,700 Sole 756,700
PHILLIPS PETE CO COMM 718507106 3,393 79,600 Sole 79,600
PIONEER HI BRED INTL INC COMM 723686101 1,985 74,900 Sole 74,900
PITNEY BOWES INC COMM 724479100 5,635 85,300 Sole 85,300
PLACER DOME INC COMM 725906101 888 77,200 Sole 77,200
POLAROID CORP COMM 731095105 250 13,400 Sole 13,400
POTLATCH CORP COMM 737628107 372 10,100 Sole 10,100
PRAXAIR INC COMM 74005P104 1,738 49,300 Sole 49,300
PRIDE INTL INC COMM 741932107 13 1,800 Sole 1,800
PROCTER + GAMBLE CO COMM 742718109 37,657 412,400 Sole 412,400
PROGRESSIVE CORP OHIO COMM 743315103 3,879 22,900 Sole 22,900
PROVIDENT COS INC COMM 743862104 1,731 41,700 Sole 41,700
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PUBLIC SVC ENTERPRISE GROUP COMM 744573106 2,852 71,300 Sole 71,300
PULTE CORP COMM 745867101 406 14,600 Sole 14,600
QUAKER OATS CO COMM 747402105 2,559 43,000 Sole 43,000
RJR NABISCO HLDGS CORP COMM 74960K876 3,001 101,100 Sole 101,100
RALSTON PURINA CO COMM 751277302 3,113 96,900 Sole 96,900
RAYCHEM CORP COMM 754603108 795 24,600 Sole 24,600
RAYTHEON CO COMM 755111408 5,591 105,000 Sole 105,000
REEBOK INTL LTD COMM 758110100 260 17,500 Sole 17,500
REGIONS FINL CORP COMM 758940100 2,786 69,100 Sole 69,100
REPUBLIC NY CORP COMM 760719104 1,531 33,600 Sole 33,600
REYNOLDS METALS CO COMM 761763101 1,059 20,100 Sole 20,100
RITE AID CORP COMM 767754104 4,000 80,400 Sole 80,400
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ROHM + HAAS CO COMM 775371107 1,567 52,000 Sole 52,000
ROLLINS TRUCK LEASING CORP COMM 775741101 27 1,800 Sole 1,800
ROWAN COS INC COMM 779382100 255 25,800 Sole 25,800
ROYAL DUTCH PETE CO COMM 780257804 31,909 666,500 Sole 666,500
RUBBERMAID INC COMM 781088109 1,449 46,100 Sole 46,100
RUSSELL CORP COMM 782352108 248 12,200 Sole 12,200
RYANS FAMILY STEAK HOUSES INC COMM 783519101 19 1,500 Sole 1,500
RYDER SYS INC COMM 783549108 572 22,000 Sole 22,000
SBC COMMUNICATIONS INC COMM 78387G103 32,604 607,994 Sole 607,994
SLM HLDG CORP COMM 78442A109 2,496 52,000 Sole 52,000
S3 INC COMM 784849101 16 2,200 Sole 2,200
SAFECO CORP COMM 786429100 1,829 42,600 Sole 42,600
SAFEWAY INC COMM 786514208 9,208 151,100 Sole 151,100
ST JUDE MED INC COMM 790849103 716 25,700 Sole 25,700
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SCHERING PLOUGH CORP COMM 806605101 25,238 456,800 Sole 456,800
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SCHWAB CHARLES CORP COMM 808513105 7,015 124,850 Sole 124,850
SCIENTIFIC ATLANTA INC COMM 808655104 518 22,700 Sole 22,700
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SEAGRAM LTD COMM 811850106 4,647 122,300 Sole 122,300
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SERVICE CORP INTL COMM 817565104 3,049 80,100 Sole 80,100
SHARED MEDI CAL SYSTEM COMM 819486101 444 8,900 Sole 8,900
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SIGMA ALDRICH COMM 826552101 928 31,600 Sole 31,600
SILICON GRAPHICS INC COMM 827056102 747 58,000 Sole 58,000
SNAP ON INC COMM 833034101 653 18,750 Sole 18,750
SONAT INC COMM 835415100 926 34,200 Sole 34,200
SOUTHERN CO COMM 842587107 6,283 216,200 Sole 216,200
SOUTHWEST AIRLS CO COMM 844741108 2,360 104,025 Sole 104,025
SPRINGS INDS INC COMM 851783100 249 6,000 Sole 6,000
SPRINT CORP COMM 852061100 11,264 133,900 Sole 133,900
SPRINT CORP COMM 852061506 2,977 128,750 Sole 128,750
STANLEY WORKS COMM 854616109 763 27,500 Sole 27,500
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STATE STREET CORPORATION COMM 857477103 3,513 50,100 Sole 50,100
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SYSCO CORP COMM 871829107 2,859 104,200 Sole 104,200
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TANDY CORP COMM 875382103 1,252 30,400 Sole 30,400
TEKTRONIX INC COMM 879131100 448 14,900 Sole 14,900
TELE COMMUNICATIONS INC NEW COMM 87924V101 9,248 167,200 Sole 167,200
TELLABS INC COMM 879664100 4,148 60,500 Sole 60,500
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TEXAS UTILS CO COMM 882848104 4,101 87,845 Sole 87,845
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TIMKEN CO COMM 887389104 366 19,400 Sole 19,400
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METLIFE SECURITY INS. CO.
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A T & T CORP COM COMM 001957109 1,651 21,800 Sole 21,800
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ALLSTATE CORP COM COMM 020002101 379 9,834 Sole 9,834
ALLTEL CORP COM COMM 020039103 233 3,900 Sole 3,900
ALUMINUM CO OF AMER COM COMM 022249106 254 3,400 Sole 3,400
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ARCHER DANIELS MIDLAND COM COMM 039483102 117 6,806 Sole 6,806
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BANK ONE CORP COMM 06423A103 796 15,579 Sole 15,579
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BANKERS TR NY CORP COM COMM 066365107 299 3,500 Sole 3,500
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BAXTER INTL COM COMM 071813109 116 1,800 Sole 1,800
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BELLSOUTH CORP COM COMM 079860102 1,277 25,600 Sole 25,600
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BESTFOODS CHG F COMM 08658U101 234 4,400 Sole 4,400
BIOMET INC COM COMM 090613100 286 7,100 Sole 7,100
BLACK & DECKER CORP COM COMM 091797100 398 7,100 Sole 7,100
BOEING CO COM COMM 097023105 484 14,830 Sole 14,830
BRIGGS & STRATTON CORP COM COMM 109043109 289 5,800 Sole 5,800
BRISTOL MYERS SQUIBB CO COM COMM 110122108 1,659 12,400 Sole 12,400
BROWN FORMAN CORP CL B COM COMM 115637209 371 4,900 Sole 4,900
BRUNSWICK CORP COM COMM 117043109 290 11,700 Sole 11,700
BURLINGTON NORTHERN SANTA FE COM COMM 12189T104 170 4,950 Sole 4,950
CIGNA CORP COM COMM 125509109 464 6,000 Sole 6,000
C S X CORP COM COMM 126408103 174 4,200 Sole 4,200
CVS CORP FROM COMM 126650100 693 12,600 Sole 12,600
CAMPBELL SOUP CO COM COMM 134429109 374 6,800 Sole 6,800
CATERPILLAR INC COM COMM 149123101 138 3,000 Sole 3,000
CENTRAL & SOUTHWEST CORP COM COMM 152357109 184 6,700 Sole 6,700
CERIDIAN CORP COM COMM 15677T106 286 4,100 Sole 4,100
CHASE MANHATTAN CORP (NEW) COMM 16161A108 820 11,552 Sole 11,552
CHEVRON CORP COM COMM 166751107 655 7,900 Sole 7,900
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CLOROX CO COM COMM 189054109 421 3,600 Sole 3,600
COCA COLA CO COM COMM 191216100 2,305 34,400 Sole 34,400
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CORNING INC COM COMM 219350105 54 1,200 Sole 1,200
COSTCO COMPANIES INC COM CHG 7 COMM 22160Q102 534 7,400 Sole 7,400
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DAYTON HUDSON CORP COM COMM 239753106 358 6,600 Sole 6,600
DEERE & CO COM COMM 244199105 266 8,100 Sole 8,100
DILLARDS INC-CL A COM COMM 254067101 176 6,200 Sole 6,200
WALT DISNEY CO COM COMM 254687106 801 26,700 Sole 26,700
DOW CHEM CO COM COMM 260543103 282 3,100 Sole 3,100
DU PONT EI DE NEMOURS CO COM COMM 263534109 711 13,400 Sole 13,400
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EMC CORP CN COMM 268648102 510 6,000 Sole 6,000
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EASTMAN CHEM CO COM COMM 277432100 170 3,800 Sole 3,800
EASTMAN KODAK CO COM COMM 277461109 252 3,500 Sole 3,500
EATON CORP COM COMM 278058102 212 3,000 Sole 3,000
EDISON INTL COM COMM 281020107 446 16,000 Sole 16,000
EMERSON ELEC CO COM COMM 291011104 290 4,800 Sole 4,800
ENRON CORP COM COMM 293561106 274 4,800 Sole 4,800
EXXON CORP COM COMM 302290101 2,486 34,000 Sole 34,000
F P L GROUP INC COM COMM 302571104 191 3,100 Sole 3,100
FHLMC COM COMM 313400301 644 10,000 Sole 10,000
FNMA COM COMM 313586109 977 13,200 Sole 13,200
FIRST DATA CORP COM COMM 319963104 179 5,600 Sole 5,600
FIRST UNION CORP COM COMM 337358105 708 11,640 Sole 11,640
FIRST ENERGY CORP COM COMM 337932107 234 7,200 Sole 7,200
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FORD MTR CO DEL COM COMM 345370100 910 15,500 Sole 15,500
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G P U INC COM COMM 36225X100 217 4,900 Sole 4,900
G T E CORP COM COMM 362320103 767 11,800 Sole 11,800
GANNETT CO INC COM COMM 364730101 181 2,800 Sole 2,800
GAP INC COM COMM 364760108 884 15,750 Sole 15,750
GEN DYNAMICS CORP COM COMM 369550108 189 3,200 Sole 3,200
GEN ELEC CO COM COMM 369604103 4,672 45,800 Sole 45,800
GEN MILLS INC COM COMM 370334104 140 1,800 Sole 1,800
GEN MTRS CORP COM COMM 370442105 802 11,203 Sole 11,203
GEN RE CORP COM COMM 370563108 242 1,200 Sole 1,200
GEORGIA-PAC (GEORGIA-PAC GP) COMM 373298108 105 1,800 Sole 1,800
GILLETTE CO COM COMM 375766102 698 14,600 Sole 14,600
GOLDEN WEST FINL CORP DEL COM COMM 381317106 165 1,800 Sole 1,800
GOODYEAR TIRE & RUBBER CO COM COMM 382550101 141 2,800 Sole 2,800
GREAT LAKES CHEMICAL CORP COM COMM 390568103 68 1,700 Sole 1,700
HBO & CO COM COMM 404100109 284 9,900 Sole 9,900
HCR MANOR CARE COMM 404134108 126 4,300 Sole 4,300
HARRIS CORP DEL COM COMM 413875105 161 4,400 Sole 4,400
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HERSHEY FOODS CORP COM COMM 427866108 274 4,400 Sole 4,400
HEWLETT PACKARD CO COM COMM 428236103 847 12,400 Sole 12,400
HOME DEPOT INC COM COMM 437076102 1,120 18,300 Sole 18,300
HOMESTAKE MNG CO COM COMM 437614100 10 1,100 Sole 1,100
HONEYWELL INC COM COMM 438506107 196 2,600 Sole 2,600
HOUSEHOLD INTL INC COM COMM 441815107 492 12,413 Sole 12,413
HOUSTON INDS INC COM COMM 442161105 115 3,600 Sole 3,600
IMS HEALTH INC COM COMM 449934108 211 2,800 Sole 2,800
ITT IND INC COM CHG F COMM 450911102 52 1,300 Sole 1,300
INTEL CORP COM COMM 458140100 2,680 22,600 Sole 22,600
IBM CORP COM COMM 459200101 2,876 15,600 Sole 15,600
INTL PAPER COM COMM 460146103 117 2,600 Sole 2,600
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KELLOGG CO COM COMM 487836108 205 6,000 Sole 6,000
KERR MCGEE CORP COM COMM 492386107 88 2,300 Sole 2,300
KEYCORP COM COMM 493267108 147 4,600 Sole 4,600
KIMBERLY CLARK CORP COM COMM 494368103 414 7,600 Sole 7,600
KING WORLD PRODUCTIONS INC COM COMM 495667107 341 11,600 Sole 11,600
KNIGHT RIDDER INC COM COMM 499040103 133 2,600 Sole 2,600
KROGER CO COM COMM 501044101 315 5,200 Sole 5,200
ELI LILLY COM COMM 532457108 1,280 14,400 Sole 14,400
LINCOLN NATL CORP IND COM COMM 534187109 270 3,300 Sole 3,300
LOCKHEED MARTIN CORP COM COMM 539830109 133 1,567 Sole 1,567
LOEWS CORP COM COMM 540424108 216 2,200 Sole 2,200
LONGS DRUG STORES CORP COM COMM 543162101 135 3,600 Sole 3,600
LOUISIANA PAC CORP COM COMM 546347105 126 6,900 Sole 6,900
LUCENT TECHNOLOGIES INC COMM 549463107 1,553 14,130 Sole 14,130
MCI WORLDCOM INC COM CHG F COMM 55268B106 1,439 20,058 Sole 20,058
MALLINCKRODT INC COM CHGED COMM 561232109 120 3,900 Sole 3,900
MAY DEPT STORES CO COM COMM 577778103 362 6,000 Sole 6,000
MCDONALDS CORP COM COMM 580135101 645 8,400 Sole 8,400
MCGRAW-HILL INC COM COMM 580645109 326 3,200 Sole 3,200
MEDIAONE GROUP INC COM CHG F COMM 58440J104 686 14,600 Sole 14,600
MEDTRONIC INC COM COMM 585055106 416 5,600 Sole 5,600
MELLON BANK CORP COM COMM 585509102 317 4,618 Sole 4,618
MERCK & CO INC COM COMM 589331107 2,286 15,500 Sole 15,500
MERRILL LYNCH & CO INC COM COMM 590188108 214 3,200 Sole 3,200
MICROSOFT CORP COM COMM 594918104 4,355 31,400 Sole 31,400
MICRON TECHNOLOGY INC COM COMM 595112103 101 2,000 Sole 2,000
MINNESOTA MNG & MFG CO COM COMM 604059105 363 5,100 Sole 5,100
MOBIL CORP COM COMM 607059102 836 9,600 Sole 9,600
MONSANTO CO COM COMM 611662107 356 7,500 Sole 7,500
MOORE LTD COM COMM 615785102 116 10,500 Sole 10,500
MORGAN J P & CO INC COM COMM 616880100 165 1,574 Sole 1,574
MORGAN ST DEAN WITTER DISCOV FUNDS 617446448 433 6,100 Sole 6,100
MOTOROLA INC COM COMM 620076109 440 7,200 Sole 7,200
NACCO INDS INC CL A COM COMM 629579103 359 3,900 Sole 3,900
NATL CITY CORP COM COMM 635405103 334 4,600 Sole 4,600
NATL SEMICONDUCTOR CORP COM COMM 637640103 54 4,000 Sole 4,000
NATL SVCS INDS INC COM COMM 637657107 95 2,500 Sole 2,500
NEW YORK TIMES CO CL A COMM 650111107 326 9,400 Sole 9,400
NEWMONT MINING CORP COM COMM 651639106 109 5,952 Sole 5,952
NICOR INC COM COMM 654086107 118 2,800 Sole 2,800
NORFOLK SOUTHERN CORP COM COMM 655844108 105 3,300 Sole 3,300
NORTHERN STATES PWR CO (MINN) COM COMM 665772109 111 4,000 Sole 4,000
NORTHERN TELECOM LTD COM COMM 665815106 525 10,500 Sole 10,500
OCCIDENTAL PETROLEUM CORP COM COMM 674599105 155 9,200 Sole 9,200
ORACLE CORP COM COMM 68389X105 490 11,362 Sole 11,362
OWENS CORNING COM COMM 69073F103 124 3,500 Sole 3,500
P G & E CORP COM COMM 69331C108 117 3,700 Sole 3,700
PPG INDS INC COM COMM 693506107 239 4,100 Sole 4,100
PACCAR INC COM COMM 693718108 41 1,000 Sole 1,000
PACIFICORP COM COMM 695114108 251 11,900 Sole 11,900
PARKER HANNIFIN CORP COM COMM 701094104 133 4,050 Sole 4,050
PENNEY J C INC COM COMM 708160106 75 1,600 Sole 1,600
PEPSICO INC COM COMM 713448108 809 19,800 Sole 19,800
PHARMACIA-UPJOHN INC COM COMM 716941109 367 6,490 Sole 6,490
PFIZER INC COM COMM 717081103 2,175 17,400 Sole 17,400
PHELPS DODGE CORP COM COMM 717265102 193 3,800 Sole 3,800
PHILLIPS PETROLEUM CO COM COMM 718507106 128 3,000 Sole 3,000
PIONEER HI BRED INTL COM COMM 723686101 167 6,300 Sole 6,300
PITNEY BOWES INC COM COMM 724479100 264 4,000 Sole 4,000
POLAROID CORP COM COMM 731095105 71 3,800 Sole 3,800
PRAXAIR INC COM COMM 74005P104 162 4,600 Sole 4,600
PROCTER & GAMBLE CO COM COMM 742718109 1,571 17,200 Sole 17,200
PROVIDIAN FINL CORP COMM 74406A102 900 12,000 Sole 12,000
PUB SVC ENTERPRISE GROUP INC COM COMM 744573106 108 2,700 Sole 2,700
QUAKER OATS CO COM COMM 747402105 179 3,000 Sole 3,000
RAYTHEON INC COM COMM 755111408 138 2,600 Sole 2,600
REEBOK INTL LTD COM COMM 758110100 54 3,600 Sole 3,600
REPUBLIC N Y CORP COMM 760719104 182 4,000 Sole 4,000
RITE AID CORP COM COMM 767754104 338 6,800 Sole 6,800
ROCKWELL INTL CORP NEW COMM 773903109 87 1,800 Sole 1,800
ROHM & HAAS CO COM COMM 775371107 108 3,600 Sole 3,600
ROYAL DUTCH PETE CO NEW COMM 780257804 1,551 32,400 Sole 32,400
RUSSELL CORP COM COMM 782352108 152 7,500 Sole 7,500
S B C COMMUNICATIONS INC COM COMM 78387G103 1,288 24,016 Sole 24,016
SAFECO CORP COM COMM 786429100 198 4,600 Sole 4,600
ST PAUL COS INC COM COMM 792860108 232 6,658 Sole 6,658
SCHERING PLOUGH CORP COM COMM 806605101 862 15,600 Sole 15,600
SCHLUMBERGER LTD COM COMM 806857108 250 5,400 Sole 5,400
SCIENTIFIC ATLANTA INC COM COMM 808655104 183 8,000 Sole 8,000
SEAGRAM LTD COM COMM 811850106 182 4,800 Sole 4,800
SEARS ROEBUCK & CO COM COMM 812387108 200 4,700 Sole 4,700
SEMPRA ENERGY COM COMM 816851109 130 5,112 Sole 5,112
SILICON GRAPHICS INC COM COMM 827056102 11 858 Sole 858
SOUTHERN CO COM COMM 842587107 235 8,100 Sole 8,100
SPRINGS INDS INC COM COMM 851783100 124 3,000 Sole 3,000
SPRINT CORP COM COMM 852061100 547 6,500 Sole 6,500
SPRINT CORP (PCS GROUP) COMM 852061506 75 3,250 Sole 3,250
SUN MICROSYSTEMS INC COM COMM 866810104 719 8,400 Sole 8,400
SUNOCO INC COM CHG F COMM 86764P109 198 5,500 Sole 5,500
TRW INC COM COMM 872649108 392 7,000 Sole 7,000
TANDY CORP COM COMM 875382103 165 4,000 Sole 4,000
TEKTRONIX INC COM COMM 879131100 158 5,250 Sole 5,250
TELE COMMUNICATIONS INC CL A COMM 87924V101 249 4,500 Sole 4,500
TELLABS INC COM COMM 879664100 377 5,500 Sole 5,500
TEMPLE INLAND INC COM COMM 879868107 77 1,300 Sole 1,300
TENET HEALTHCARE CORP COM CHG FROM COMM 88033G100 375 14,300 Sole 14,300
TENNECO INC NEW COMM 88037E101 55 1,600 Sole 1,600
TEXACO INC COM COMM 881694103 350 6,600 Sole 6,600
TEXAS INSTRUMENTS INC COM COMM 882508104 308 3,600 Sole 3,600
TEXTRON INC COM COMM 883203101 197 2,600 Sole 2,600
TIME WARNER INC COM COMM 887315109 894 14,400 Sole 14,400
TORCHMARK CORP COM COMM 891027104 205 5,800 Sole 5,800
TOYS R US INC COM COMM 892335100 54 3,200 Sole 3,200
TRANSAMERICA CORP COM COMM 893485102 150 1,300 Sole 1,300
TRICON GLOBAL RESTAURANTS INC COMM 895953107 99 1,980 Sole 1,980
TRIBUNE CO COM COMM 896047107 211 3,200 Sole 3,200
TUPPERWARE CORP COM COMM 899896104 164 10,000 Sole 10,000
TYCO INTL LTD COM COMM 902124106 581 7,700 Sole 7,700
USX MARATHON GROUP COM NEW COMM 902905827 362 12,000 Sole 12,000
UST INC COM COMM 902911106 98 2,800 Sole 2,800
US BANCORP COM COMM 902973106 735 20,697 Sole 20,697
USX - US STEEL COMM 90337T101 46 2,000 Sole 2,000
UNILEVER NV NY SHS COM 20 GLDR ADRS 904784501 630 7,600 Sole 7,600
UNICOM CORP COM COMM 904911104 177 4,600 Sole 4,600
UNION CAMP CORP COM COMM 905530101 154 2,300 Sole 2,300
UNION CARBIDE CORP COM COMM 905581104 213 5,000 Sole 5,000
UNION PACIFIC CORP COM COMM 907818108 104 2,300 Sole 2,300
UNION PACIFIC RESOURCES GROUP COMM 907834105 18 1,947 Sole 1,947
U S WEST INC COM CHG F COMM 91273H101 329 5,098 Sole 5,098
UNITED TECHNOLOGIES CORP COM COMM 913017109 326 3,000 Sole 3,000
VIACOM INC CL B COM COMM 925524308 266 3,600 Sole 3,600
WAL MART STORES INC COM COMM 931142103 2,411 29,600 Sole 29,600
WALGREEN CO COM COMM 931422109 351 6,000 Sole 6,000
WARNER LAMBERT CO COM COMM 934488107 632 8,400 Sole 8,400
WASHINGTON MUT INC COM COMM 939322103 599 15,615 Sole 15,615
WASTE MGMT INC DEL COMM 94106L109 223 4,785 Sole 4,785
WELLS FARGO CO NEW CHG F COMM 949746101 1,049 26,260 Sole 26,260
WEYERHAEUSER CO COM COMM 962166104 81 1,600 Sole 1,600
WILLAMETTE INDS INC NTS COMM 969133107 161 4,800 Sole 4,800
XEROX CORP COM COMM 984121103 460 3,900 Sole 3,900
METLIFE SEPARATE ACCOUNTS
AES CORP COM COMM 00130H105 2,440 51,500 Sole 51,500
AMR CORP COM COMM 001765106 3,278 55,200 Sole 55,200
A T & T CORP COM COMM 001957109 49,245 650,101 Sole 650,101
ABBOTT LABS CORP DISC NTS COMM 002824100 26,514 541,100 Sole 541,100
ADOBE SYSTEMS INC COM COMM 00724F101 636 13,600 Sole 13,600
AEROQUIP-VICKERS CORP COM FR TR COMM 007869100 2,215 74,000 Sole 74,000
ADVANCED MICRO DEVICES INC COM COMM 007903107 1,085 37,427 Sole 37,427
AETNA INC COM COMM 008117103 4,210 53,550 Sole 53,550
AIR PRODS & CHEMS INC COM COMM 009158106 2,728 68,200 Sole 68,200
AIRTOUCH COMMUNICATIONS INC COM COMM 00949T100 14,726 203,290 Sole 203,290
ALBERTO CULVER CO CL B CONV PREF 013068101 2,514 94,200 Sole 94,200
ALBERTSONS INC COM COMM 013104104 4,541 71,300 Sole 71,300
ALCAN ALUMINIUM LTD COM COMM 013716105 2,791 103,125 Sole 103,125
ALLEGHENY TELEDYNE INC COM COMM 017415100 1,276 62,457 Sole 62,457
ALLERGAN INC COM COMM 018490102 894 13,800 Sole 13,800
ALLIED SIGNAL CORP COM COMM 019512102 7,852 177,200 Sole 177,200
ALLSTATE CORP COM COMM 020002101 12,415 322,462 Sole 322,462
ALLTEL CORP COM COMM 020039103 5,763 96,349 Sole 96,349
ALUMINUM CO OF AMER COM COMM 022249106 3,803 51,000 Sole 51,000
ALZA CORP CL A COM COMM 022615108 951 18,200 Sole 18,200
AMERADA HESS CORP COM (REST COMM 023551104 1,351 27,155 Sole 27,155
AMEREN CORP COM COMM 023608102 3,381 79,200 Sole 79,200
AMERICA ONLINE INC COMM 02364J104 14,690 94,700 Sole 94,700
AMER ELEC PWR CO INC COM COMM 025537101 3,424 72,751 Sole 72,751
AMER EXPRESS CO COM COMM 025816109 16,303 159,052 Sole 159,052
AMER GEN CORP COM COMM 026351106 5,657 72,522 Sole 72,522
AMER GREETINGS CORP CL A COMM 026375105 887 21,600 Sole 21,600
AMER HOME PRODS CORP COM COMM 026609107 25,645 454,900 Sole 454,900
AMER INTL GROUP INC COM COMM 026874107 34,950 361,712 Sole 361,712
AMER STORES CO COM COMM 030096101 2,725 73,772 Sole 73,772
AMERITECH CORP COM COMM 030954101 24,928 393,340 Sole 393,340
AMGEN INC COM COMM 031162100 8,281 79,200 Sole 79,200
AMP INC COM COMM 031897101 3,067 58,900 Sole 58,900
AMOCO CORP COM COMM 031905102 3,227 53,900 Sole 53,900
ANADARKO PETROLEUM CORP COMM 032511107 769 24,900 Sole 24,900
ANDREW CORP COM COMM 034425108 1,124 68,150 Sole 68,150
ANHEUSER BUSCH CO INC COM COMM 035229103 11,209 170,800 Sole 170,800
AON CORP COM COMM 037389103 2,597 46,900 Sole 46,900
APACHE CORP COM COMM 037411105 504 19,900 Sole 19,900
APPLE COMPUTER INC COM COMM 037833100 1,150 28,100 Sole 28,100
APPLIED MATERIALS INC COM COMM 038222105 4,427 103,700 Sole 103,700
ARCHER DANIELS MIDLAND COM COMM 039483102 3,663 213,895 Sole 213,895
ARMSTRONG WORLD INDS INC COM COMM 042476101 2,792 46,300 Sole 46,300
ASARCO INC COM COMM 043413103 110 7,281 Sole 7,281
ASCEND COMMUNICATIONS INC COM COMM 043491109 3,708 56,400 Sole 56,400
ASHLAND INC COMM 044204105 1,674 34,600 Sole 34,600
ASSOCIATES FIRST CAPITAL A COM COMM 046008108 10,951 258,428 Sole 258,428
ATLANTIC RICHFIELD CO COM COMM 048825103 5,903 90,300 Sole 90,300
AUTODESK INC COM COMM 052769106 1,567 36,700 Sole 36,700
AUTOMATIC DATA PROCESSING INC COM COMM 053015103 6,503 81,100 Sole 81,100
AUTOZONE INC COM COMM 053332102 3,379 102,600 Sole 102,600
AVERY DENNISON CORP COM FORME COMM 053611109 993 22,038 Sole 22,038
AVON PRODS INC COM COMM 054303102 3,186 72,000 Sole 72,000
BB&T CORP COM COMM 054937107 3,354 83,200 Sole 83,200
BMC SOFTWARE INC COM COMM 055921100 2,442 54,800 Sole 54,800
BAKER HUGHES INC COM COMM 057224107 1,577 89,451 Sole 89,451
BALL CORP COM COMM 058498106 343 7,500 Sole 7,500
BALTIMORE GAS & ELEC CO COM COMM 059165100 2,540 82,252 Sole 82,252
BANK OF NEW YORK INC COM COMM 064057102 11,270 280,000 Sole 280,000
BANK ONE CORP COMM 06423A103 21,691 424,796 Sole 424,796
BANKAMERICA CORP NEW COM CHG F COMM 06605F102 38,402 638,708 Sole 638,708
BANKBOSTON CORP COM CHGED COMM 06605R106 5,110 131,239 Sole 131,239
BANKERS TR NY CORP COM COMM 066365107 2,176 25,464 Sole 25,464
BARD C R INC COM COMM 067383109 747 15,100 Sole 15,100
BARRICK GOLD CORP COM (PREV COMM 067901108 1,931 99,000 Sole 99,000
BATTLE MOUNTAIN GOLD CO COMM 071593107 344 84,700 Sole 84,700
BAUSCH & LOMB INC COM COMM 071707103 708 11,800 Sole 11,800
BAXTER INTL COM COMM 071813109 4,921 76,522 Sole 76,522
BEAR STEARNS COS INC COMMO COMM 073902108 2,389 63,800 Sole 63,800
BECTON DICKINSON COM COMM 075887109 2,928 68,600 Sole 68,600
BELL ATLANTIC CORP COM COMM 077853109 29,160 539,991 Sole 539,991
BELLSOUTH CORP COM COMM 079860102 34,919 700,124 Sole 700,124
BEMIS INC COM COMM 081437105 421 11,100 Sole 11,100
BESTFOODS CHG F COMM 08658U101 5,250 98,600 Sole 98,600
BETHLEHEM STL CORP COM COMM 087509105 218 26,000 Sole 26,000
BIOMET INC COM COMM 090613100 1,131 28,100 Sole 28,100
BLACK & DECKER CORP COM COMM 091797100 1,235 22,035 Sole 22,035
BLOCK H & R INC COM COMM 093671105 1,602 35,600 Sole 35,600
BOEING CO COM COMM 097023105 12,266 375,955 Sole 375,955
BOISE CASCADE CORP NTS COMM 097383103 338 10,900 Sole 10,900
BOSTON SCIENTIFIC CO COMM 101137107 2,823 105,300 Sole 105,300
BRIGGS & STRATTON CORP COM COMM 109043109 274 5,500 Sole 5,500
BRISTOL MYERS SQUIBB CO COM COMM 110122108 46,500 347,500 Sole 347,500
BROWN FORMAN CORP CL B COM COMM 115637209 2,195 29,000 Sole 29,000
BROWNING FERRIS INDS INC COM COMM 115885105 3,262 114,711 Sole 114,711
BRUNSWICK CORP COM COMM 117043109 1,812 73,200 Sole 73,200
BURLINGTON NORTHERN SANTA FE COM COMM 12189T104 6,308 184,162 Sole 184,162
BURLINGTON RESOURCES INC COM COMM 122014103 1,715 47,874 Sole 47,874
CBS CORP COM CHG F COMM 12490K107 6,517 198,600 Sole 198,600
CIGNA CORP COM COMM 125509109 5,671 73,346 Sole 73,346
C S X CORP COM COMM 126408103 4,051 97,620 Sole 97,620
CVS CORP FROM COMM 126650100 6,155 111,900 Sole 111,900
CABLETRON SYS INC COM COMM 126920107 277 33,100 Sole 33,100
CAMPBELL SOUP CO COM COMM 134429109 8,459 153,800 Sole 153,800
CAPITAL ONE FINANCIAL CORP COM COMM 14040H105 1,714 14,900 Sole 14,900
CARDINAL HEALTH INC COM COMM 14149Y108 3,915 51,600 Sole 51,600
CARNIVAL CORP COMM 143658102 7,930 165,200 Sole 165,200
CAROLINA PWR & LT CO COM COMM 144141108 1,727 36,700 Sole 36,700
CASE CORP COM COMM 14743R103 2,578 118,200 Sole 118,200
CATERPILLAR INC COM COMM 149123101 4,669 101,500 Sole 101,500
CENDANT CORP COM CHG F COMM 151313103 5,667 293,453 Sole 293,453
CENTEX CORP COM COMM 152312104 946 21,000 Sole 21,000
CENTRAL & SOUTHWEST CORP COM COMM 152357109 2,694 98,200 Sole 98,200
CERIDIAN CORP COM COMM 15677T106 991 14,200 Sole 14,200
CHAMPION INTL CORP COM COMM 158525105 1,174 28,985 Sole 28,985
CHASE MANHATTAN CORP (NEW) COMM 16161A108 21,072 296,794 Sole 296,794
CHEVRON CORP COM COMM 166751107 20,137 242,800 Sole 242,800
CHUBB CORP COM COMM 171232101 3,743 57,800 Sole 57,800
CINCINNATI FINANCIAL CORP COM COMM 172062101 1,747 47,700 Sole 47,700
CINERGY CORP COM COMM 172474108 1,592 46,303 Sole 46,303
CIRCUIT CITY STORES INC COM COMM 172737108 1,483 29,700 Sole 29,700
CISCO SYS INC COM COMM 17275R102 51,135 550,949 Sole 550,949
CITIGROUP INC COM CHG F COMM 172967101 39,320 791,345 Sole 791,345
CLEAR CHANNEL COMM INC COM COMM 184502102 3,793 69,600 Sole 69,600
CLOROX CO COM COMM 189054109 3,367 28,824 Sole 28,824
COASTAL CORP COM COMM 190441105 2,133 60,736 Sole 60,736
COCA COLA CO COM COMM 191216100 56,783 847,500 Sole 847,500
COCA COLA ENTERPRISES INC COM COMM 191219104 3,747 104,800 Sole 104,800
COLGATE PALMOLIVE COM COMM 194162103 9,965 107,300 Sole 107,300
COLUMBIA ENERGY GROUP COM COMM 197648108 1,455 25,200 Sole 25,200
COLUMBIA HCA HEALTHCARE COM COMM 197677107 4,458 180,139 Sole 180,139
COMCAST CORP CL A SPL COM COMM 200300200 5,655 96,350 Sole 96,350
COMERICA INC COM COMM 200340107 3,996 58,600 Sole 58,600
COMPAQ COMPUTER CORP COM COMM 204493100 26,059 620,443 Sole 620,443
COMPUTER ASSOC INTL INC COM COMM 204912109 6,992 164,037 Sole 164,037
COMPUTER SCIENCES CORP COM COMM 205363104 2,859 44,500 Sole 44,500
CONAGRA INC COM COMM 205887102 6,262 198,800 Sole 198,800
CONSECO INC. COMM 208464107 2,460 80,649 Sole 80,649
CONSOLIDATED ED, INC COM COMM 209115104 5,081 96,100 Sole 96,100
CONSOLIDATED NATRL GAS CO COM COMM 209615103 1,570 29,074 Sole 29,074
CONSOLIDATED STORES CORP COMMO COMM 210149100 444 22,000 Sole 22,000
COOPER INDS INC COM COMM 216669101 1,471 30,837 Sole 30,837
COOPER TIRE & RUBBER CO COM COMM 216831107 988 48,364 Sole 48,364
COORS ADOLPH CO CL B COM COMM 217016104 1,388 24,600 Sole 24,600
CORNING INC COM COMM 219350105 5,598 124,400 Sole 124,400
COSTCO COMPANIES INC COM CHG 7 COMM 22160Q102 4,654 64,464 Sole 64,464
COUNTRYWIDE CRED INDS COMM 222372104 3,463 69,000 Sole 69,000
CRANE CO COM COMM 224399105 424 14,050 Sole 14,050
CROWN CORK & SEAL INC COM COMM 228255105 2,034 66,000 Sole 66,000
CUMMINS ENGINE INC COM COMM 231021106 312 8,800 Sole 8,800
CYPRUS AMAX MINERALS CO COM CHG F COMM 232809103 175 17,497 Sole 17,497
D T E ENERGY CO COM COMM 233331107 4,389 101,914 Sole 101,914
DANA CORP COM COMM 235811106 1,498 36,654 Sole 36,654
DANAHER CORP COM COMM 235851102 1,385 25,500 Sole 25,500
DARDEN RESTAURANTS INC NTS COMM 237194105 497 27,600 Sole 27,600
DATA GEN CORP COMM 237688106 150 9,100 Sole 9,100
DAYTON HUDSON CORP COM COMM 239753106 6,559 120,900 Sole 120,900
DEERE & CO COM COMM 244199105 3,071 93,400 Sole 93,400
DELL COMPUTER CORP COM COMM 247025109 33,147 452,900 Sole 452,900
DELTA AIRLINES INC COM COMM 247361108 3,327 63,982 Sole 63,982
DELUXE CORP COM COMM 248019101 2,442 66,797 Sole 66,797
DILLARDS INC-CL A COM COMM 254067101 2,812 99,098 Sole 99,098
WALT DISNEY CO COM COMM 254687106 22,524 750,815 Sole 750,815
DOLLAR GENERAL COMM 256669102 726 30,750 Sole 30,750
DOMINION RESOURCES INC COM COMM 257470104 2,478 53,000 Sole 53,000
DONNELLEY R R & SONS CO COM COMM 257867101 2,292 52,311 Sole 52,311
DOVER CORP COM COMM 260003108 2,231 60,908 Sole 60,908
DOW CHEM CO COM COMM 260543103 6,448 70,900 Sole 70,900
DOW JONES & CO INC COM COMM 260561105 933 19,391 Sole 19,391
DU PONT EI DE NEMOURS CO COM COMM 263534109 20,482 386,000 Sole 386,000
DUKE ENERGY CORP COM COMM 264399106 6,332 98,838 Sole 98,838
DUN & BRADSTREET CORP NEW COMM 26483B106 3,457 109,534 Sole 109,534
EG & G INC COM COMM 268457108 2,881 103,600 Sole 103,600
EMC CORP CN COMM 268648102 14,858 174,800 Sole 174,800
EASTERN ENTERPRISES COM COMM 27637F100 337 7,700 Sole 7,700
EASTMAN CHEM CO COM COMM 277432100 738 16,496 Sole 16,496
EASTMAN KODAK CO COM COMM 277461109 6,572 91,275 Sole 91,275
EATON CORP COM COMM 278058102 1,450 20,509 Sole 20,509
ECOLAB INC COM COMM 278865100 1,239 34,234 Sole 34,234
EDISON INTL COM COMM 281020107 2,968 106,470 Sole 106,470
ELECTRONIC DATA SYS CORP COM COMM 285661104 6,620 131,900 Sole 131,900
EMERSON ELEC CO COM COMM 291011104 9,480 156,700 Sole 156,700
ENGELHARD CORP COM COMM 292845104 886 45,460 Sole 45,460
ENRON CORP COM COMM 293561106 5,221 91,500 Sole 91,500
ENTERGY CORP COM COMM 29364G103 2,110 67,800 Sole 67,800
EQUIFAX INC COM COMM 294429105 978 28,600 Sole 28,600
EXXON CORP COM COMM 302290101 63,282 865,400 Sole 865,400
FMC CORP COM COMM 302491303 924 16,500 Sole 16,500
F P L GROUP INC COM COMM 302571104 3,131 50,800 Sole 50,800
FDX CORP COM CHG F COMM 31304N107 3,697 41,454 Sole 41,454
FHLMC COM COMM 313400301 15,111 234,500 Sole 234,500
FNMA COM COMM 313586109 27,469 371,200 Sole 371,200
FEDERATED DEPT STORES INC COM (CHAN COMM 31410H101 4,356 100,000 Sole 100,000
FIFTH THIRD BANCORP COM COMM 316773100 4,926 69,075 Sole 69,075
FIRST DATA CORP COM COMM 319963104 3,975 124,700 Sole 124,700
FIRST UNION CORP COM COMM 337358105 20,109 330,671 Sole 330,671
FIRST ENERGY CORP COM COMM 337932107 2,719 83,500 Sole 83,500
FLEET FINL GROUP INC COM COMM 338915101 9,903 221,598 Sole 221,598
FLEETWOOD ENTERPRISES INC COM COMM 339099103 400 11,500 Sole 11,500
FLOUR CORP COM COMM 343861100 824 19,380 Sole 19,380
FORD MTR CO DEL COM COMM 345370100 26,298 448,100 Sole 448,100
FORT JAMES CORP COMM 347471104 2,208 55,200 Sole 55,200
FORTUNE BRANDS INC COM CHG F COMM 349631101 1,679 53,087 Sole 53,087
FOSTER WHEELER CORP COM COMM 350244109 100 7,600 Sole 7,600
FRANKLIN RESOURCES INC COMM 354613101 2,176 68,000 Sole 68,000
FREEPORT-MCMORAN COPPER & GOLD COMM 35671D857 412 39,500 Sole 39,500
FRONTIER CORP COM COMM 35906P105 1,129 33,200 Sole 33,200
FRUIT OF THE LOOM INC CL A COMM 359416104 180 13,000 Sole 13,000
G P U INC COM COMM 36225X100 4,105 92,900 Sole 92,900
G T E CORP COM COMM 362320103 21,853 336,200 Sole 336,200
GANNETT CO INC COM COMM 364730101 6,773 105,000 Sole 105,000
GAP INC COM COMM 364760108 11,360 202,400 Sole 202,400
GATEWAY 2000 INC COMM 367833100 2,247 43,900 Sole 43,900
GEN DYNAMICS CORP COM COMM 369550108 1,534 26,000 Sole 26,000
GEN ELEC CO COM COMM 369604103 114,736 1,124,860 Sole 1,124,860
GENERAL INSTRUMENT CORP COM CHG F COMM 370120107 1,330 39,200 Sole 39,200
GEN MILLS INC COM COMM 370334104 4,059 52,200 Sole 52,200
GEN MTRS CORP COM COMM 370442105 17,478 244,238 Sole 244,238
GEN RE CORP COM COMM 370563108 4,393 21,800 Sole 21,800
GENUINE PARTS CO COM COMM 372460105 1,247 37,289 Sole 37,289
GEORGIA-PAC (GEORGIA-PAC GP) COMM 373298108 1,318 22,500 Sole 22,500
GILLETTE CO COM COMM 375766102 18,767 392,500 Sole 392,500
GOLDEN WEST FINL CORP DEL COM COMM 381317106 3,108 33,900 Sole 33,900
GOODRICH B F CO COM COMM 382388106 1,672 46,600 Sole 46,600
GOODYEAR TIRE & RUBBER CO COM COMM 382550101 2,261 44,832 Sole 44,832
W.R. GRACE & CO - W/I COMM 38388F108 231 14,743 Sole 14,743
GRAINGER W W INC COM COMM 384802104 1,035 24,866 Sole 24,866
GREAT ATLANTIC & PACIFIC TEA INC C COMM 390064103 3,205 108,200 Sole 108,200
GREAT LAKES CHEMICAL CORP COM COMM 390568103 600 15,000 Sole 15,000
GUIDANT CORP COM COMM 401698105 4,565 41,500 Sole 41,500
HBO & CO COM COMM 404100109 3,575 124,600 Sole 124,600
HCR MANOR CARE COMM 404134108 1,767 60,139 Sole 60,139
HALLIBURTON CO COM COMM 406216101 3,491 117,823 Sole 117,823
HARCOURT GEN INC COM COMM 41163G101 1,167 21,946 Sole 21,946
HARNISCHFEGER INC COM COMM 413345109 125 12,300 Sole 12,300
HARRAHS ENTERTAINMENT INC COM COMM 413619107 321 20,446 Sole 20,446
HARRIS CORP DEL COM COMM 413875105 861 23,506 Sole 23,506
HARTFORD FINL SVCS GRP CHGED COMM 416515104 5,910 107,700 Sole 107,700
HASBRO INC COM COMM 418056107 1,231 34,072 Sole 34,072
HEALTHSOUTH CORP COM COMM 421924101 3,626 234,900 Sole 234,900
H J HEINZ CO COM COMM 423074103 5,515 97,400 Sole 97,400
HELMERICH & PAYNE INC COM COMM 423452101 322 16,608 Sole 16,608
HERCULES INC COM COMM 427056106 1,711 62,800 Sole 62,800
HERSHEY FOODS CORP COM COMM 427866108 2,251 36,200 Sole 36,200
HEWLETT PACKARD CO COM COMM 428236103 26,403 386,500 Sole 386,500
HILTON HOTELS CORP COM COMM 432848109 1,268 66,307 Sole 66,307
HOME DEPOT INC COM COMM 437076102 33,119 541,266 Sole 541,266
HOMESTAKE MNG CO COM COMM 437614100 777 85,200 Sole 85,200
HONEYWELL INC COM COMM 438506107 3,434 45,600 Sole 45,600
HOUSEHOLD INTL INC COM COMM 441815107 5,599 141,296 Sole 141,296
HOUSTON INDS INC COM COMM 442161105 2,637 82,244 Sole 82,244
HUMANA INC COMM 444859102 1,249 70,100 Sole 70,100
HUNTINGTON BANCSHARES COMM 446150104 1,778 59,130 Sole 59,130
IMS HEALTH INC COM COMM 449934108 3,239 42,934 Sole 42,934
ITT IND INC COM CHG F COMM 450911102 2,119 53,300 Sole 53,300
IKON OFFICE SOLUTIONS INC COM COMM 451713101 238 27,784 Sole 27,784
ILLINOIS TOOL WKS INC COM COMM 452308109 3,770 65,000 Sole 65,000
INCO LTD COM COMM 453258402 395 37,886 Sole 37,886
INGERSOLL RAND COM COMM 456866102 2,082 44,063 Sole 44,063
INTEL CORP COM COMM 458140100 68,012 573,640 Sole 573,640
IBM CORP COM COMM 459200101 60,770 329,600 Sole 329,600
INTL FLAVORS & FRAGRANCES INC COM COMM 459506101 897 20,300 Sole 20,300
INTL PAPER COM COMM 460146103 3,818 85,200 Sole 85,200
INTERPUBLIC GROUP COS INC COM COMM 460690100 2,724 34,159 Sole 34,159
JEFFERSON PILOT CORP COM COMM 475070108 3,527 47,025 Sole 47,025
JOHNSON & JOHNSON COM COMM 478160104 39,639 472,600 Sole 472,600
JOHNSON CONTROLS INC COM COMM 478366107 1,507 25,534 Sole 25,534
JOSTENS INC COM COMM 481088102 170 6,500 Sole 6,500
KLA-TENCOR CORPORATION COM COMM 482480100 773 17,820 Sole 17,820
K MART CORP COM COMM 482584109 4,295 280,450 Sole 280,450
KAUFMAN & BROAD HOME CORP COM COMM 486168107 242 8,400 Sole 8,400
KELLOGG CO COM COMM 487836108 4,682 137,200 Sole 137,200
KERR MCGEE CORP COM COMM 492386107 1,723 45,047 Sole 45,047
KEYCORP COM COMM 493267108 6,230 194,674 Sole 194,674
KIMBERLY CLARK CORP COM COMM 494368103 10,536 193,325 Sole 193,325
KING WORLD PRODUCTIONS INC COM COMM 495667107 3,132 106,400 Sole 106,400
KNIGHT RIDDER INC COM COMM 499040103 4,080 79,796 Sole 79,796
KOHLS CORP COM COMM 500255104 2,789 45,400 Sole 45,400
KROGER CO COM COMM 501044101 4,071 67,286 Sole 67,286
LSI LOGIC CORP COM COMM 502161102 464 28,800 Sole 28,800
LAIDLAW INC COM CHGED COMM 50730K503 2,885 286,700 Sole 286,700
LEHMAN BROTHER COMMO COMM 524908100 2,987 67,800 Sole 67,800
ELI LILLY COM COMM 532457108 34,759 391,100 Sole 391,100
LIMITED INC COM COMM 532716107 3,917 134,500 Sole 134,500
LINCOLN NATL CORP IND COM COMM 534187109 2,463 30,100 Sole 30,100
LIZ CLAIBORNE INC COM COMM 539320101 1,872 59,300 Sole 59,300
LOCKHEED MARTIN CORP COM COMM 539830109 6,810 80,352 Sole 80,352
LOEWS CORP COM COMM 540424108 4,402 44,800 Sole 44,800
LONGS DRUG STORES CORP COM COMM 543162101 312 8,328 Sole 8,328
LOUISIANA PAC CORP COM COMM 546347105 410 22,400 Sole 22,400
LOWES COS INC COM COMM 548661107 5,068 99,000 Sole 99,000
LUCENT TECHNOLOGIES INC COMM 549463107 49,785 452,842 Sole 452,842
MBIA INC COMM 55262C100 3,914 59,700 Sole 59,700
MBNA CORP COM COMM 55262L100 4,930 198,692 Sole 198,692
MCI WORLDCOM INC COM CHG F COMM 55268B106 46,945 654,287 Sole 654,287
MGIC INVT CORP WIS COMM 552848103 3,245 81,500 Sole 81,500
MALLINCKRODT INC COM CHGED COMM 561232109 462 14,985 Sole 14,985
MARSH & MCLENNAN COS INC COM COMM 571748102 4,102 70,200 Sole 70,200
MARRIOTT INTL CL A COM COMM 571903202 1,079 37,200 Sole 37,200
MASCO CORP COM COMM 574599106 2,779 96,664 Sole 96,664
MATTEL INC COM COMM 577081102 2,862 121,784 Sole 121,784
MAY DEPT STORES CO COM COMM 577778103 6,859 113,600 Sole 113,600
MAYTAG CORP COM COMM 578592107 1,992 31,995 Sole 31,995
MCDERMOTT INTL INC COM COMM 580037109 961 38,928 Sole 38,928
MCDONALDS CORP COM COMM 580135101 19,270 250,872 Sole 250,872
MCGRAW-HILL INC COM COMM 580645109 2,924 28,700 Sole 28,700
MEAD CORP COM COMM 582834107 2,506 85,494 Sole 85,494
MEDIAONE GROUP INC COM CHG F COMM 58440J104 10,579 225,088 Sole 225,088
MEDTRONIC INC COM COMM 585055106 12,754 171,700 Sole 171,700
MELLON BANK CORP COM COMM 585509102 4,990 72,588 Sole 72,588
MERCANTILE BANCORP COM COMM 587342106 3,921 85,000 Sole 85,000
MERCK & CO INC COM COMM 589331107 60,092 407,400 Sole 407,400
MEREDITH CORP COM COMM 589433101 364 9,600 Sole 9,600
MERRILL LYNCH & CO INC COM COMM 590188108 7,236 108,400 Sole 108,400
FRED MEYER INC COM COMM 592907109 2,531 42,000 Sole 42,000
MICROSOFT CORP COM COMM 594918104 118,273 852,800 Sole 852,800
MICRON TECHNOLOGY INC COM COMM 595112103 2,982 58,974 Sole 58,974
MILACRON INC COMM 598709103 139 7,200 Sole 7,200
MILLIPORE CORP COM COMM 601073109 337 11,900 Sole 11,900
MINNESOTA MNG & MFG CO COM COMM 604059105 10,228 143,800 Sole 143,800
MIRAGE RESORTS INC COM COMM 60462E104 819 54,800 Sole 54,800
MOBIL CORP COM COMM 607059102 24,456 280,700 Sole 280,700
MONSANTO CO COM COMM 611662107 10,930 230,100 Sole 230,100
MOORE LTD COM COMM 615785102 197 17,900 Sole 17,900
MORGAN J P & CO INC COM COMM 616880100 5,641 53,690 Sole 53,690
MORGAN ST DEAN WITTER DISCOV FUNDS 617446448 15,880 223,657 Sole 223,657
MORTON INTL INC IND COM COMM 619335102 1,529 62,414 Sole 62,414
MOTOROLA INC COM COMM 620076109 14,215 232,800 Sole 232,800
NACCO INDS INC CL A COM COMM 629579103 1,150 12,500 Sole 12,500
NALCO CHEM CO COM COMM 629853102 691 22,300 Sole 22,300
NATL CITY CORP COM COMM 635405103 6,453 89,000 Sole 89,000
NATL SEMICONDUCTOR CORP COM COMM 637640103 452 33,500 Sole 33,500
NATL SVCS INDS INC COM COMM 637657107 2,136 56,200 Sole 56,200
NAVISTAR INTL CORP COM COMM 63934E108 1,362 47,800 Sole 47,800
NEW CENTURY ENERGIES INC COMM 64352U103 1,146 23,500 Sole 23,500
NEW YORK TIMES CO CL A COMM 650111107 2,078 59,900 Sole 59,900
NEWELL CO COM COMM 651192106 2,523 61,173 Sole 61,173
NEWMONT MINING CORP COM COMM 651639106 2,241 122,794 Sole 122,794
NEXTEL COMMUNICATIONS INC COM COMM 65332V103 1,847 78,200 Sole 78,200
NIAGARA MOHAWK PWR CORP COM COMM 653522102 1,156 71,700 Sole 71,700
NICOR INC COM COMM 654086107 646 15,300 Sole 15,300
NIKE INC CL B COM COMM 654106103 3,261 80,400 Sole 80,400
NORDSTROM INC COM COMM 655664100 1,075 31,002 Sole 31,002
NORFOLK SOUTHERN CORP COM COMM 655844108 3,370 106,340 Sole 106,340
NORTHERN STATES PWR CO (MINN) COM COMM 665772109 1,307 47,100 Sole 47,100
NORTHERN TELECOM LTD COM COMM 665815106 11,180 223,600 Sole 223,600
NORTHERN TRUST CORP COM COMM 665859104 2,742 31,400 Sole 31,400
NORTHROP GRUMMAN CORP COM COMM 666807102 2,516 34,400 Sole 34,400
NOVELL INC COM COMM 670006105 1,289 71,100 Sole 71,100
NUCOR CORP COM COMM 670346105 1,181 27,300 Sole 27,300
OCCIDENTAL PETROLEUM CORP COM COMM 674599105 1,652 97,900 Sole 97,900
OMNICOM GROUP INC COMMO COMM 681919106 2,703 46,600 Sole 46,600
ONEOK INC COM COMM 682680103 2,510 69,472 Sole 69,472
ORACLE CORP COM COMM 68389X105 14,784 342,809 Sole 342,809
ORYX ENERGY CO COM COMM 68763F100 273 20,300 Sole 20,300
OWENS CORNING COM COMM 69073F103 468 13,200 Sole 13,200
OWENS-ILLINOIS INC COMM 690768403 1,436 46,900 Sole 46,900
P E C O ENERGY CO COM COMM 693304107 2,801 67,100 Sole 67,100
P G & E CORP COM COMM 69331C108 3,383 107,400 Sole 107,400
PNC FINL CORP COM COMM 693475105 6,914 128,032 Sole 128,032
P P & L RESOURCES INC COM COMM 693499105 3,353 120,300 Sole 120,300
PPG INDS INC COM COMM 693506107 2,898 49,800 Sole 49,800
PACCAR INC COM COMM 693718108 958 23,284 Sole 23,284
PACIFICORP COM COMM 695114108 1,717 81,500 Sole 81,500
PALL CORP COM COMM 696429307 640 25,294 Sole 25,294
PARAMETRIC TECHNOLOGY CORP COM (REST COMM 699173100 2,108 129,700 Sole 129,700
PARKER HANNIFIN CORP COM COMM 701094104 1,033 31,549 Sole 31,549
PAYCHEX INC COMM 704326107 2,315 45,000 Sole 45,000
PENNEY J C INC COM COMM 708160106 4,355 92,900 Sole 92,900
PEOPLES ENERGY CORP COM COMM 711030106 622 15,600 Sole 15,600
PEOPLESOFT INC COMM 712713106 845 44,600 Sole 44,600
PEP BOYS MANNY MOE & JACK COM COMM 713278109 361 23,000 Sole 23,000
PEPSICO INC COM COMM 713448108 21,635 529,300 Sole 529,300
PERKIN ELMER CORP COM COMM 714041100 1,541 15,800 Sole 15,800
PHARMACIA-UPJOHN INC COM COMM 716941109 10,421 184,034 Sole 184,034
PFIZER INC COM COMM 717081103 56,863 454,900 Sole 454,900
PHELPS DODGE CORP COM COMM 717265102 2,516 49,462 Sole 49,462
PHILIP MORRIS CO COM COMM 718154107 44,426 830,400 Sole 830,400
PHILLIPS PETROLEUM CO COM COMM 718507106 3,832 89,900 Sole 89,900
PIONEER HI BRED INTL COM COMM 723686101 2,268 85,600 Sole 85,600
PITNEY BOWES INC COM COMM 724479100 5,047 76,400 Sole 76,400
PLACER DOME INC COM COMM 725906101 718 62,424 Sole 62,424
POLAROID CORP COM COMM 731095105 157 8,400 Sole 8,400
POTLATCH CORP COM COMM 737628107 932 25,286 Sole 25,286
PRAXAIR INC COM COMM 74005P104 1,600 45,387 Sole 45,387
PROCTER & GAMBLE CO COM COMM 742718109 41,880 458,644 Sole 458,644
PROGRESSIVE CORP COM COMM 743315103 3,557 21,000 Sole 21,000
PROVIDENT COMPANIES INC COM COMM 743862104 1,150 27,700 Sole 27,700
PROVIDIAN FINL CORP COMM 74406A102 3,178 42,372 Sole 42,372
PUB SVC ENTERPRISE GROUP INC COM COMM 744573106 5,950 148,739 Sole 148,739
PULTE CORP COM CHG F COMM 745867101 231 8,300 Sole 8,300
QUAKER OATS CO COM COMM 747402105 2,020 33,949 Sole 33,949
RJR NABISCO HLDGS CORP NEW COMM 74960K876 2,672 90,000 Sole 90,000
RALSTON PURINA CORP COM CHG F COMM 751277302 3,871 120,500 Sole 120,500
RAYCHEM CORP COM COMM 754603108 669 20,700 Sole 20,700
RAYTHEON INC COM COMM 755111408 3,828 71,896 Sole 71,896
REEBOK INTL LTD COM COMM 758110100 613 41,200 Sole 41,200
REGIONS FINANCIAL CORP COMM 758940100 3,531 87,600 Sole 87,600
REPUBLIC N Y CORP COMM 760719104 1,563 34,300 Sole 34,300
REYNOLDS METALS CO COM COMM 761763101 1,064 20,200 Sole 20,200
RITE AID CORP COM COMM 767754104 3,726 74,900 Sole 74,900
ROCKWELL INTL CORP NEW COMM 773903109 2,676 55,100 Sole 55,100
ROHM & HAAS CO COM COMM 775371107 2,235 74,200 Sole 74,200
ROWAN COS INC COM COMM 779382100 1,768 179,000 Sole 179,000
ROYAL DUTCH PETE CO NEW COMM 780257804 36,289 758,000 Sole 758,000
RUBBERMAID INC COM COMM 781088109 1,380 43,900 Sole 43,900
RUSSELL CORP COM COMM 782352108 134 6,587 Sole 6,587
RYDER SYS INC COM COMM 783549108 697 26,800 Sole 26,800
S B C COMMUNICATIONS INC COM COMM 78387G103 35,866 668,824 Sole 668,824
SLM HOLDING CORP COM COMM 78442A109 3,802 79,200 Sole 79,200
SAFECO CORP COM COMM 786429100 1,436 33,440 Sole 33,440
SAFEWAY INC COM COMM 786514208 9,963 163,500 Sole 163,500
ST JUDE MED INC COM COMM 790849103 1,603 57,500 Sole 57,500
ST PAUL COS INC COM COMM 792860108 3,121 89,640 Sole 89,640
SARA LEE CORP (CONS FOODS CORP) COMM 803111103 9,296 329,800 Sole 329,800
SCHERING PLOUGH CORP COM COMM 806605101 28,713 519,700 Sole 519,700
SCHLUMBERGER LTD COM COMM 806857108 9,269 199,878 Sole 199,878
SCHWAB CHARLES CORP NEW COMM 808513105 6,084 108,275 Sole 108,275
SCIENTIFIC ATLANTA INC COM COMM 808655104 356 15,600 Sole 15,600
SEAGATE TECHNOLOGY INC COM COMM 811804103 2,045 67,600 Sole 67,600
SEAGRAM LTD COM COMM 811850106 4,115 108,300 Sole 108,300
SEALED AIR CORP COMM 81211K100 829 16,226 Sole 16,226
SEARS ROEBUCK & CO COM COMM 812387108 6,384 150,200 Sole 150,200
SEMPRA ENERGY COM COMM 816851109 1,646 64,869 Sole 64,869
SERVICE CORP INTL COM COMM 817565104 2,742 72,050 Sole 72,050
SHARED MED SYS CORP COM COMM 819486101 1,985 39,800 Sole 39,800
SHERWIN WILLIAMS CO COM COMM 824348106 1,316 44,800 Sole 44,800
SIGMA ALDRICH CORP COM COMM 826552101 961 32,700 Sole 32,700
SILICON GRAPHICS INC COM COMM 827056102 566 43,982 Sole 43,982
SNAP ON TOOLS CORP COM COMM 833034101 529 15,205 Sole 15,205
SOLECTRON CORP COMM 834182107 1,782 19,300 Sole 19,300
SONAT INC COM COMM 835415100 1,851 68,400 Sole 68,400
SOUTHERN CO COM COMM 842587107 5,663 194,850 Sole 194,850
SOUTHWEST AIRLINES COM COMM 844741108 2,206 97,250 Sole 97,250
SPRINGS INDS INC COM COMM 851783100 170 4,100 Sole 4,100
SPRINT CORP COM COMM 852061100 13,527 160,800 Sole 160,800
SPRINT CORP (PCS GROUP) COMM 852061506 2,459 106,350 Sole 106,350
STANLEY WKS COM COMM 854616109 802 28,900 Sole 28,900
STAPLES INC COM COMM 855030102 3,565 81,600 Sole 81,600
STATE STREET CORP COMM 857477103 3,050 43,500 Sole 43,500
SUMMIT BANCORP COM COMM 866005101 4,351 99,600 Sole 99,600
SUN MICROSYSTEMS INC COM COMM 866810104 12,424 145,100 Sole 145,100
SUNAMERICA INC COMM 866930100 4,854 59,200 Sole 59,200
SUNOCO INC COM CHG F COMM 86764P109 2,762 76,600 Sole 76,600
SUNTRUST BANKS INC COM COMM 867914103 4,789 62,600 Sole 62,600
SUPER VALU INC COM COMM 868536103 2,766 98,800 Sole 98,800
SYNOVUS FINANCIAL CORP COM COMM 87161C105 1,715 71,450 Sole 71,450
SYSCO CORP COM COMM 871829107 3,288 119,834 Sole 119,834
TJX COS INC COM CHG F COMM 872540109 2,978 102,700 Sole 102,700
TRW INC COM COMM 872649108 1,746 31,140 Sole 31,140
TANDY CORP COM COMM 875382103 1,129 27,418 Sole 27,418
TEKTRONIX INC COM COMM 879131100 834 27,750 Sole 27,750
TELE COMMUNICATIONS INC CL A COMM 87924V101 9,293 168,000 Sole 168,000
TELLABS INC COM COMM 879664100 3,366 49,100 Sole 49,100
TEMPLE INLAND INC COM COMM 879868107 925 15,600 Sole 15,600
TENET HEALTHCARE CORP COM CHG FROM COMM 88033G100 1,985 75,633 Sole 75,633
TENNECO INC NEW COMM 88037E101 1,756 51,565 Sole 51,565
TEXACO INC COM COMM 881694103 9,973 188,174 Sole 188,174
TEXAS INSTRUMENTS INC COM COMM 882508104 12,219 142,700 Sole 142,700
TEXAS UTILS CO COM COMM 882848104 3,589 76,866 Sole 76,866
TEXTRON INC COM COMM 883203101 3,486 45,900 Sole 45,900
THERMO ELECTRON CORP COM COMM 883556102 2,737 161,600 Sole 161,600
THOMAS & BETTS CORP COM COMM 884315102 1,100 25,400 Sole 25,400
3 COM CORP COMM 885535104 4,468 99,700 Sole 99,700
TIME WARNER INC COM COMM 887315109 27,078 436,304 Sole 436,304
TIMES MIRROR CO NEW SERS A COM COMM 887364107 2,194 39,176 Sole 39,176
TIMKEN CO COM COMM 887389104 2,452 129,900 Sole 129,900
TORCHMARK CORP COM COMM 891027104 2,906 82,300 Sole 82,300
TOYS R US INC COM COMM 892335100 1,702 100,487 Sole 100,487
TRANSAMERICA CORP COM COMM 893485102 4,181 36,200 Sole 36,200
TRICON GLOBAL RESTAURANTS INC COMM 895953107 3,670 73,218 Sole 73,218
TRIBUNE CO COM COMM 896047107 3,967 60,100 Sole 60,100
TUPPERWARE CORP COM COMM 899896104 2,262 137,600 Sole 137,600
TYCO INTL LTD COM COMM 902124106 16,494 218,648 Sole 218,648
USX MARATHON GROUP COM NEW COMM 902905827 2,490 82,670 Sole 82,670
UST INC COM COMM 902911106 2,480 71,100 Sole 71,100
US BANCORP COM COMM 902973106 7,586 213,699 Sole 213,699
UNUM CORP COM COMM 903192102 2,274 38,960 Sole 38,960
USX - US STEEL COMM 90337T101 1,420 61,742 Sole 61,742
UNILEVER NV NY SHS COM 20 GLDR ADRS 904784501 18,105 218,300 Sole 218,300
UNICOM CORP COM COMM 904911104 2,250 58,335 Sole 58,335
UNION CAMP CORP COM COMM 905530101 1,675 24,956 Sole 24,956
UNION CARBIDE CORP COM COMM 905581104 3,348 78,787 Sole 78,787
UNION PACIFIC CORP COM COMM 907818108 3,135 69,560 Sole 69,560
UNION PACIFIC RESOURCES GROUP COMM 907834105 561 61,928 Sole 61,928
UNION PLANTERS CORP COM COMM 908068109 1,255 27,700 Sole 27,700
UNISYS CORP COM COMM 909214108 2,290 66,500 Sole 66,500
UNITED HEALTHCARE CORP COM COMM 910581107 1,714 39,800 Sole 39,800
USAIR GROUP INC COM COMM 911905107 2,865 55,100 Sole 55,100
U S WEST INC COM CHG F COMM 91273H101 11,253 174,120 Sole 174,120
UNITED TECHNOLOGIES CORP COM COMM 913017109 8,200 75,400 Sole 75,400
UNOCAL CORP COM COMM 915289102 2,078 71,187 Sole 71,187
V F CORP COM COMM 918204108 1,744 37,200 Sole 37,200
VENATOR GROUP INC COM CHG F COMM 922944103 260 40,000 Sole 40,000
VIACOM INC CL B COM COMM 925524308 8,311 112,309 Sole 112,309
WACHOVIA CORP NEW COM COMM 929771103 5,063 57,900 Sole 57,900
WAL MART STORES INC COM COMM 931142103 62,992 773,500 Sole 773,500
WALGREEN CO COM COMM 931422109 10,442 178,300 Sole 178,300
WARNER LAMBERT CO COM COMM 934488107 21,481 285,700 Sole 285,700
WASHINGTON MUT INC COM COMM 939322103 7,472 194,720 Sole 194,720
WASTE MGMT INC DEL COMM 94106L109 9,332 200,158 Sole 200,158
WELLS FARGO CO NEW CHG F COMM 949746101 22,857 572,320 Sole 572,320
WENDYS INTL INC COM COMM 950590109 550 25,200 Sole 25,200
WESTVACO CORP COM COMM 961548104 2,563 95,600 Sole 95,600
WEYERHAEUSER CO COM COMM 962166104 2,777 54,650 Sole 54,650
WHIRLPOOL CORP COM COMM 963320106 2,279 41,156 Sole 41,156
WILLAMETTE INDS INC NTS COMM 969133107 764 22,800 Sole 22,800
WILLIAMS COS INC COM COMM 969457100 3,680 118,000 Sole 118,000
WINN DIXIE STORES INC COM COMM 974280109 1,932 43,050 Sole 43,050
WORTHINGTON IND INC COM COMM 981811102 308 24,600 Sole 24,600
WRIGLEY WM JR CO COM COMM 982526105 2,696 30,100 Sole 30,100
XEROX CORP COM COMM 984121103 13,983 118,500 Sole 118,500
METROPOLITAN GROUP P. & C
FEDERATED DEPT STORES INC COM (CHAN COMM 31410H101 1,092 25,069 Sole 25,069
METROPOLITAN LIFE FOUNDAT
AMR CORP COM COMM 001765106 143 2,400 Sole 2,400
A T & T CORP COM COMM 001957109 1,273 16,800 Sole 16,800
ABBOTT LABS CORP DISC NTS COMM 002824100 735 15,000 Sole 15,000
ADOBE SYSTEMS INC COM COMM 00724F101 243 5,200 Sole 5,200
AEROQUIP-VICKERS CORP COM FR TR COMM 007869100 87 2,900 Sole 2,900
ADVANCED MICRO DEVICES INC COM COMM 007903107 99 3,400 Sole 3,400
AIRTOUCH COMMUNICATIONS INC COM COMM 00949T100 601 8,300 Sole 8,300
ALBERTO CULVER CO CL B CONV PREF 013068101 328 12,300 Sole 12,300
ALLEGHENY TELEDYNE INC COM COMM 017415100 114 5,583 Sole 5,583
ALLERGAN INC COM COMM 018490102 26 400 Sole 400
ALLIED SIGNAL CORP COM COMM 019512102 177 4,000 Sole 4,000
ALLSTATE CORP COM COMM 020002101 359 9,322 Sole 9,322
ALLTEL CORP COM COMM 020039103 377 6,300 Sole 6,300
AMEREN CORP COM COMM 023608102 73 1,700 Sole 1,700
AMER EXPRESS CO COM COMM 025816109 431 4,200 Sole 4,200
AMER GREETINGS CORP CL A COMM 026375105 230 5,600 Sole 5,600
AMER HOME PRODS CORP COM COMM 026609107 677 12,000 Sole 12,000
AMER INTL GROUP INC COM COMM 026874107 1,033 10,687 Sole 10,687
AMER STORES CO COM COMM 030096101 266 7,200 Sole 7,200
AMERITECH CORP COM COMM 030954101 596 9,400 Sole 9,400
AMGEN INC COM COMM 031162100 680 6,500 Sole 6,500
ANHEUSER BUSCH CO INC COM COMM 035229103 341 5,200 Sole 5,200
APPLE COMPUTER INC COM COMM 037833100 66 1,600 Sole 1,600
APPLIED MATERIALS INC COM COMM 038222105 350 8,200 Sole 8,200
ARCHER DANIELS MIDLAND COM COMM 039483102 266 15,521 Sole 15,521
ARCTIC CAT INC COMM 039670104 10 1,000 Sole 1,000
ASARCO INC COM COMM 043413103 44 2,900 Sole 2,900
ASHLAND INC COMM 044204105 174 3,600 Sole 3,600
ASSOCIATES FIRST CAPITAL A COM COMM 046008108 282 6,656 Sole 6,656
ATLANTIC RICHFIELD CO COM COMM 048825103 196 3,000 Sole 3,000
AUTOMATIC DATA PROCESSING INC COM COMM 053015103 217 2,700 Sole 2,700
AZTAR CORP COM COMM 054802103 9 1,700 Sole 1,700
BAKER HUGHES INC COM COMM 057224107 71 4,050 Sole 4,050
BALL CORP COM COMM 058498106 101 2,200 Sole 2,200
BANK OF NEW YORK INC COM COMM 064057102 290 7,200 Sole 7,200
BANK ONE CORP COMM 06423A103 559 10,944 Sole 10,944
BANKAMERICA CORP NEW COM CHG F COMM 06605F102 1,322 21,993 Sole 21,993
BANKBOSTON CORP COM CHGED COMM 06605R106 102 2,619 Sole 2,619
BANKERS TR NY CORP COM COMM 066365107 145 1,700 Sole 1,700
BARD C R INC COM COMM 067383109 342 6,900 Sole 6,900
BARRICK GOLD CORP COM (PREV COMM 067901108 88 4,500 Sole 4,500
BAUSCH & LOMB INC COM COMM 071707103 180 3,000 Sole 3,000
BAXTER INTL COM COMM 071813109 116 1,800 Sole 1,800
BECTON DICKINSON COM COMM 075887109 444 10,400 Sole 10,400
BELL ATLANTIC CORP COM COMM 077853109 818 15,144 Sole 15,144
BELLSOUTH CORP COM COMM 079860102 878 17,600 Sole 17,600
BESTFOODS CHG F COMM 08658U101 96 1,800 Sole 1,800
BIOMET INC COM COMM 090613100 358 8,900 Sole 8,900
BLACK & DECKER CORP COM COMM 091797100 275 4,900 Sole 4,900
BOEING CO COM COMM 097023105 375 11,501 Sole 11,501
BOOKS-A-MILLION INC COM COMM 098570104 34 2,600 Sole 2,600
BRIGGS & STRATTON CORP COM COMM 109043109 135 2,700 Sole 2,700
BRISTOL MYERS SQUIBB CO COM COMM 110122108 1,525 11,400 Sole 11,400
BROWN FORMAN CORP CL B COM COMM 115637209 121 1,600 Sole 1,600
BRUNSWICK CORP COM COMM 117043109 262 10,600 Sole 10,600
BURLINGTON NORTHERN SANTA FE COM COMM 12189T104 150 4,377 Sole 4,377
CIGNA CORP COM COMM 125509109 232 3,000 Sole 3,000
C S X CORP COM COMM 126408103 228 5,500 Sole 5,500
CVS CORP FROM COMM 126650100 275 5,000 Sole 5,000
CAMPBELL SOUP CO COM COMM 134429109 187 3,400 Sole 3,400
CASE CORP COM COMM 14743R103 74 3,400 Sole 3,400
CATERPILLAR INC COM COMM 149123101 110 2,400 Sole 2,400
CENTRAL & SOUTHWEST CORP COM COMM 152357109 66 2,400 Sole 2,400
CERIDIAN CORP COM COMM 15677T106 300 4,300 Sole 4,300
CHAMPION INTL CORP COM COMM 158525105 101 2,500 Sole 2,500
CHARMING SHOPPES INC COM COMM 161133103 71 16,500 Sole 16,500
CHASE MANHATTAN CORP (NEW) COMM 16161A108 644 9,064 Sole 9,064
CHEVRON CORP COM COMM 166751107 597 7,200 Sole 7,200
CISCO SYS INC COM COMM 17275R102 1,545 16,650 Sole 16,650
CITIGROUP INC COM CHG F COMM 172967101 1,472 29,632 Sole 29,632
CLOROX CO COM COMM 189054109 140 1,200 Sole 1,200
COCA COLA CO COM COMM 191216100 1,903 28,400 Sole 28,400
COLGATE PALMOLIVE COM COMM 194162103 353 3,800 Sole 3,800
COLUMBIA HCA HEALTHCARE COM COMM 197677107 146 5,900 Sole 5,900
COMERICA INC COM COMM 200340107 266 3,900 Sole 3,900
COMPAQ COMPUTER CORP COM COMM 204493100 790 18,820 Sole 18,820
COMPUTER ASSOC INTL INC COM COMM 204912109 265 6,225 Sole 6,225
CONAGRA INC COM COMM 205887102 112 3,557 Sole 3,557
CONSOLIDATED ED, INC COM COMM 209115104 174 3,300 Sole 3,300
CORNING INC COM COMM 219350105 81 1,800 Sole 1,800
COSTCO COMPANIES INC COM CHG 7 COMM 22160Q102 289 4,000 Sole 4,000
COUNTRYWIDE CRED INDS COMM 222372104 357 7,113 Sole 7,113
CUMMINS ENGINE INC COM COMM 231021106 78 2,200 Sole 2,200
CYPRUS AMAX MINERALS CO COM CHG F COMM 232809103 26 2,600 Sole 2,600
D T E ENERGY CO COM COMM 233331107 168 3,900 Sole 3,900
DARDEN RESTAURANTS INC NTS COMM 237194105 319 17,700 Sole 17,700
DATA GEN CORP COMM 237688106 159 9,700 Sole 9,700
DAYTON HUDSON CORP COM COMM 239753106 195 3,600 Sole 3,600
DEERE & CO COM COMM 244199105 118 3,600 Sole 3,600
DELL COMPUTER CORP COM COMM 247025109 1,054 14,400 Sole 14,400
DILLARDS INC-CL A COM COMM 254067101 45 1,600 Sole 1,600
WALT DISNEY CO COM COMM 254687106 585 19,500 Sole 19,500
DOW CHEM CO COM COMM 260543103 136 1,500 Sole 1,500
DOW JONES & CO INC COM COMM 260561105 217 4,500 Sole 4,500
DU PONT EI DE NEMOURS CO COM COMM 263534109 573 10,800 Sole 10,800
DUKE ENERGY CORP COM COMM 264399106 135 2,100 Sole 2,100
EASTERN ENTERPRISES COM COMM 27637F100 381 8,700 Sole 8,700
EASTMAN CHEM CO COM COMM 277432100 90 2,000 Sole 2,000
EASTMAN KODAK CO COM COMM 277461109 216 3,000 Sole 3,000
EATON CORP COM COMM 278058102 120 1,700 Sole 1,700
ECOLAB INC COM COMM 278865100 376 10,400 Sole 10,400
EDISON INTL COM COMM 281020107 203 7,300 Sole 7,300
EMERSON ELEC CO COM COMM 291011104 242 4,000 Sole 4,000
EQUIFAX INC COM COMM 294429105 236 6,900 Sole 6,900
EXXON CORP COM COMM 302290101 2,084 28,500 Sole 28,500
F P L GROUP INC COM COMM 302571104 99 1,600 Sole 1,600
FEDDERS CORP COMM COMM 313135105 12 2,000 Sole 2,000
FHLMC COM COMM 313400301 309 4,800 Sole 4,800
FNMA COM COMM 313586109 777 10,500 Sole 10,500
FIRST AMER FINL CORP CA COMM 318522307 29 900 Sole 900
FIRST DATA CORP COM COMM 319963104 96 3,000 Sole 3,000
FIRST UNION CORP COM COMM 337358105 659 10,834 Sole 10,834
FIRST ENERGY CORP COM COMM 337932107 355 10,900 Sole 10,900
FLEET FINL GROUP INC COM COMM 338915101 375 8,400 Sole 8,400
FLEETWOOD ENTERPRISES INC COM COMM 339099103 63 1,800 Sole 1,800
FLEMING CO INC COM COMM 339130106 93 9,000 Sole 9,000
FORD MTR CO DEL COM COMM 345370100 745 12,700 Sole 12,700
FORTUNE BRANDS INC COM CHG F COMM 349631101 98 3,100 Sole 3,100
FREEPORT-MCMORAN COPPER & GOLD COMM 35671D857 40 3,800 Sole 3,800
FRONTIER CORP COM COMM 35906P105 360 10,600 Sole 10,600
G P U INC COM COMM 36225X100 124 2,800 Sole 2,800
G T E CORP COM COMM 362320103 553 8,500 Sole 8,500
GANNETT CO INC COM COMM 364730101 284 4,400 Sole 4,400
GENERAL COMMUNICATIONS INC COMM 369385109 9 2,200 Sole 2,200
GEN DYNAMICS CORP COM COMM 369550108 260 4,400 Sole 4,400
GEN ELEC CO COM COMM 369604103 3,825 37,500 Sole 37,500
GEN MILLS INC COM COMM 370334104 47 600 Sole 600
GEN MTRS CORP COM COMM 370442105 507 7,082 Sole 7,082
GEN RE CORP COM COMM 370563108 141 700 Sole 700
GEORGIA-PAC (GEORGIA-PAC GP) COMM 373298108 53 900 Sole 900
GILLETTE CO COM COMM 375766102 497 10,400 Sole 10,400
GOLDEN WEST FINL CORP DEL COM COMM 381317106 330 3,600 Sole 3,600
GOODYEAR TIRE & RUBBER CO COM COMM 382550101 40 800 Sole 800
W.R. GRACE & CO - W/I COMM 38388F108 20 1,300 Sole 1,300
GREAT ATLANTIC & PACIFIC TEA INC C COMM 390064103 196 6,600 Sole 6,600
GREAT LAKES CHEMICAL CORP COM COMM 390568103 92 2,300 Sole 2,300
HCR MANOR CARE COMM 404134108 47 1,600 Sole 1,600
HALLIBURTON CO COM COMM 406216101 130 4,400 Sole 4,400
HARCOURT GEN INC COM COMM 41163G101 202 3,800 Sole 3,800
HARRIS CORP DEL COM COMM 413875105 51 1,400 Sole 1,400
HARTFORD FINL SVCS GRP CHGED COMM 416515104 88 1,600 Sole 1,600
HARTMARX CORP COMM 417119104 9 1,600 Sole 1,600
H J HEINZ CO COM COMM 423074103 252 4,450 Sole 4,450
HERCULES INC COM COMM 427056106 84 3,100 Sole 3,100
HERSHEY FOODS CORP COM COMM 427866108 87 1,400 Sole 1,400
HEWLETT PACKARD CO COM COMM 428236103 717 10,500 Sole 10,500
HOME DEPOT INC COM COMM 437076102 844 13,800 Sole 13,800
HOUSEHOLD INTL INC COM COMM 441815107 312 7,873 Sole 7,873
HOUSTON INDS INC COM COMM 442161105 58 1,800 Sole 1,800
ITT IND INC COM CHG F COMM 450911102 219 5,500 Sole 5,500
ILLINOIS TOOL WKS INC COM COMM 452308109 197 3,400 Sole 3,400
INTEL CORP COM COMM 458140100 2,158 18,200 Sole 18,200
IBM CORP COM COMM 459200101 1,918 10,400 Sole 10,400
JAN BELL MARKETING INC COMM 470760109 37 5,800 Sole 5,800
JEFFERSON PILOT CORP COM COMM 475070108 394 5,250 Sole 5,250
JOHNSON & JOHNSON COM COMM 478160104 1,191 14,200 Sole 14,200
KELLOGG CO COM COMM 487836108 82 2,400 Sole 2,400
KERR MCGEE CORP COM COMM 492386107 34 900 Sole 900
KEYCORP COM COMM 493267108 346 10,800 Sole 10,800
KIMBERLY CLARK CORP COM COMM 494368103 305 5,600 Sole 5,600
KING WORLD PRODUCTIONS INC COM COMM 495667107 188 6,400 Sole 6,400
KNIGHT RIDDER INC COM COMM 499040103 215 4,200 Sole 4,200
KROGER CO COM COMM 501044101 472 7,800 Sole 7,800
ELI LILLY COM COMM 532457108 1,129 12,700 Sole 12,700
LIMITED INC COM COMM 532716107 306 10,500 Sole 10,500
LINCOLN NATL CORP IND COM COMM 534187109 57 700 Sole 700
LOCKHEED MARTIN CORP COM COMM 539830109 128 1,515 Sole 1,515
LOEWS CORP COM COMM 540424108 157 1,600 Sole 1,600
LONGS DRUG STORES CORP COM COMM 543162101 150 4,000 Sole 4,000
LOUISIANA PAC CORP COM COMM 546347105 57 3,100 Sole 3,100
LUCENT TECHNOLOGIES INC COMM 549463107 1,309 11,906 Sole 11,906
MCI WORLDCOM INC COM CHG F COMM 55268B106 1,236 17,231 Sole 17,231
MALLINCKRODT INC COM CHGED COMM 561232109 271 8,800 Sole 8,800
MARINER POST-ACUTE NETWO COMM 568459101 3 700 Sole 700
MARRIOTT INTL CL A COM COMM 571903202 122 4,200 Sole 4,200
MAY DEPT STORES CO COM COMM 577778103 151 2,500 Sole 2,500
MCDONALDS CORP COM COMM 580135101 553 7,200 Sole 7,200
MEAD CORP COM COMM 582834107 158 5,400 Sole 5,400
MEDIAONE GROUP INC COM CHG F COMM 58440J104 362 7,700 Sole 7,700
MEDTRONIC INC COM COMM 585055106 238 3,200 Sole 3,200
MELLON BANK CORP COM COMM 585509102 261 3,800 Sole 3,800
MERCK & CO INC COM COMM 589331107 1,844 12,500 Sole 12,500
MERRILL LYNCH & CO INC COM COMM 590188108 347 5,200 Sole 5,200
MICROSOFT CORP COM COMM 594918104 3,689 26,600 Sole 26,600
MICRON TECHNOLOGY INC COM COMM 595112103 66 1,300 Sole 1,300
MILACRON INC COMM 598709103 83 4,300 Sole 4,300
MINNESOTA MNG & MFG CO COM COMM 604059105 341 4,800 Sole 4,800
MOBIL CORP COM COMM 607059102 819 9,400 Sole 9,400
MONSANTO CO COM COMM 611662107 314 6,600 Sole 6,600
MOORE LTD COM COMM 615785102 124 11,300 Sole 11,300
MORGAN J P & CO INC COM COMM 616880100 116 1,100 Sole 1,100
MORGAN ST DEAN WITTER DISCOV FUNDS 617446448 341 4,800 Sole 4,800
MOTOROLA INC COM COMM 620076109 385 6,300 Sole 6,300
NBTY INC COM COMM 628782104 11 1,500 Sole 1,500
NACCO INDS INC CL A COM COMM 629579103 258 2,800 Sole 2,800
NATL CITY CORP COM COMM 635405103 196 2,700 Sole 2,700
NATL SEMICONDUCTOR CORP COM COMM 637640103 103 7,600 Sole 7,600
NATL SVCS INDS INC COM COMM 637657107 110 2,900 Sole 2,900
NAVISTAR INTL CORP COM COMM 63934E108 311 10,900 Sole 10,900
NEW YORK TIMES CO CL A COMM 650111107 222 6,400 Sole 6,400
NEWMONT MINING CORP COM COMM 651639106 27 1,505 Sole 1,505
NIAGARA MOHAWK PWR CORP COM COMM 653522102 211 13,100 Sole 13,100
NIKE INC CL B COM COMM 654106103 89 2,200 Sole 2,200
NORFOLK SOUTHERN CORP COM COMM 655844108 48 1,500 Sole 1,500
NORTHERN STATES PWR CO (MINN) COM COMM 665772109 56 2,000 Sole 2,000
NORTHERN TELECOM LTD COM COMM 665815106 256 5,120 Sole 5,120
NORTHROP GRUMMAN CORP COM COMM 666807102 132 1,800 Sole 1,800
NOVELL INC COM COMM 670006105 147 8,100 Sole 8,100
OCCIDENTAL PETROLEUM CORP COM COMM 674599105 103 6,100 Sole 6,100
ORACLE CORP COM COMM 68389X105 338 7,837 Sole 7,837
ORYX ENERGY CO COM COMM 68763F100 101 7,500 Sole 7,500
OWENS CORNING COM COMM 69073F103 273 7,700 Sole 7,700
P E C O ENERGY CO COM COMM 693304107 564 13,500 Sole 13,500
P G & E CORP COM COMM 69331C108 79 2,500 Sole 2,500
PNC FINL CORP COM COMM 693475105 200 3,700 Sole 3,700
P P & L RESOURCES INC COM COMM 693499105 176 6,300 Sole 6,300
PPG INDS INC COM COMM 693506107 111 1,900 Sole 1,900
PACCAR INC COM COMM 693718108 49 1,200 Sole 1,200
PACIFICORP COM COMM 695114108 53 2,500 Sole 2,500
PARKER HANNIFIN CORP COM COMM 701094104 133 4,050 Sole 4,050
PENNEY J C INC COM COMM 708160106 183 3,900 Sole 3,900
PEPSICO INC COM COMM 713448108 658 16,100 Sole 16,100
PHARMACIA-UPJOHN INC COM COMM 716941109 232 4,095 Sole 4,095
PFIZER INC COM COMM 717081103 1,850 14,800 Sole 14,800
PHARMACEUTICAL MARKETING SVCS INC C COMM 717123103 16 1,100 Sole 1,100
PHELPS DODGE CORP COM COMM 717265102 81 1,600 Sole 1,600
PHILIP MORRIS CO COM COMM 718154107 1,364 25,500 Sole 25,500
PHILLIPS PETROLEUM CO COM COMM 718507106 55 1,300 Sole 1,300
PIER 1 IMPORTS INC COM COMM 720279108 13 1,350 Sole 1,350
PIONEER HI BRED INTL COM COMM 723686101 111 4,200 Sole 4,200
PITNEY BOWES INC COM COMM 724479100 13 200 Sole 200
POLAROID CORP COM COMM 731095105 17 900 Sole 900
PRIDE INTL INC CHG F COMM 741932107 6 900 Sole 900
PROCTER & GAMBLE CO COM COMM 742718109 1,415 15,500 Sole 15,500
PROVIDIAN FINL CORP COMM 74406A102 461 6,150 Sole 6,150
PUB SVC ENTERPRISE GROUP INC COM COMM 744573106 132 3,300 Sole 3,300
PULTE CORP COM CHG F COMM 745867101 189 6,800 Sole 6,800
QUAKER OATS CO COM COMM 747402105 214 3,600 Sole 3,600
RALSTON PURINA CORP COM CHG F COMM 751277302 77 2,400 Sole 2,400
RAYTHEON INC COM COMM 755111408 224 4,200 Sole 4,200
REEBOK INTL LTD COM COMM 758110100 34 2,300 Sole 2,300
REPUBLIC N Y CORP COMM 760719104 164 3,600 Sole 3,600
REYNOLDS METALS CO COM COMM 761763101 100 1,900 Sole 1,900
RITE AID CORP COM COMM 767754104 269 5,400 Sole 5,400
ROCKWELL INTL CORP NEW COMM 773903109 58 1,200 Sole 1,200
ROHM & HAAS CO COM COMM 775371107 280 9,300 Sole 9,300
ROLLINS TRUCK LEASING CORP COM COMM 775741101 15 1,050 Sole 1,050
ROYAL DUTCH PETE CO NEW COMM 780257804 1,072 22,400 Sole 22,400
RYANS FAMILY STEAK HOUSE COM COMM 783519101 16 1,300 Sole 1,300
S B C COMMUNICATIONS INC COM COMM 78387G103 1,160 21,640 Sole 21,640
S3 INC COM COMM 784849101 7 1,000 Sole 1,000
SAFECO CORP COM COMM 786429100 137 3,200 Sole 3,200
ST JUDE MED INC COM COMM 790849103 123 4,400 Sole 4,400
ST PAUL COS INC COM COMM 792860108 368 10,580 Sole 10,580
SANTA FE ENERGY RESOURCES COM COMM 802012104 10 1,400 Sole 1,400
SARA LEE CORP (CONS FOODS CORP) COMM 803111103 282 10,000 Sole 10,000
SCHERING PLOUGH CORP COM COMM 806605101 751 13,600 Sole 13,600
SCHLUMBERGER LTD COM COMM 806857108 303 6,526 Sole 6,526
SEAGATE TECHNOLOGY INC COM COMM 811804103 254 8,400 Sole 8,400
SEAGRAM LTD COM COMM 811850106 91 2,400 Sole 2,400
SEALED AIR CORP COMM 81211K100 36 696 Sole 696
SEARS ROEBUCK & CO COM COMM 812387108 145 3,400 Sole 3,400
SEMPRA ENERGY COM COMM 816851109 187 7,368 Sole 7,368
SHARED MED SYS CORP COM COMM 819486101 239 4,800 Sole 4,800
SOUTHERN CO COM COMM 842587107 105 3,600 Sole 3,600
SPRINGS INDS INC COM COMM 851783100 75 1,800 Sole 1,800
SPRINT CORP COM COMM 852061100 269 3,200 Sole 3,200
SPRINT CORP (PCS GROUP) COMM 852061506 37 1,600 Sole 1,600
SUN MICROSYSTEMS INC COM COMM 866810104 471 5,500 Sole 5,500
SUNOCO INC COM CHG F COMM 86764P109 40 1,100 Sole 1,100
SUPER VALU INC COM COMM 868536103 179 6,400 Sole 6,400
TJX COS INC COM CHG F COMM 872540109 615 21,200 Sole 21,200
TRW INC COM COMM 872649108 101 1,800 Sole 1,800
TELLABS INC COM COMM 879664100 233 3,400 Sole 3,400
TEMPLE INLAND INC COM COMM 879868107 113 1,900 Sole 1,900
TENET HEALTHCARE CORP COM CHG FROM COMM 88033G100 155 5,900 Sole 5,900
TEXACO INC COM COMM 881694103 286 5,400 Sole 5,400
TEXAS INSTRUMENTS INC COM COMM 882508104 240 2,800 Sole 2,800
3 COM CORP COMM 885535104 85 1,900 Sole 1,900
TIME WARNER INC COM COMM 887315109 571 9,200 Sole 9,200
TITAN INTL INC COM COM COMM 88830M102 8 800 Sole 800
TORCHMARK CORP COM COMM 891027104 261 7,400 Sole 7,400
TRANSAMERICA CORP COM COMM 893485102 347 3,000 Sole 3,000
TRICON GLOBAL RESTAURANTS INC COMM 895953107 81 1,610 Sole 1,610
TRIBUNE CO COM COMM 896047107 310 4,700 Sole 4,700
USX MARATHON GROUP COM NEW COMM 902905827 175 5,800 Sole 5,800
US BANCORP COM COMM 902973106 192 5,400 Sole 5,400
UNUM CORP COM COMM 903192102 105 1,800 Sole 1,800
UNILEVER NV NY SHS COM 20 GLDR ADRS 904784501 464 5,600 Sole 5,600
UNICOM CORP COM COMM 904911104 328 8,500 Sole 8,500
UNION CARBIDE CORP COM COMM 905581104 281 6,600 Sole 6,600
UNION PACIFIC CORP COM COMM 907818108 63 1,400 Sole 1,400
UNION PACIFIC RESOURCES GROUP COMM 907834105 11 1,185 Sole 1,185
USAIR GROUP INC COM COMM 911905107 343 6,600 Sole 6,600
U S WEST INC COM CHG F COMM 91273H101 505 7,810 Sole 7,810
UNITED TECHNOLOGIES CORP COM COMM 913017109 272 2,500 Sole 2,500
VIACOM INC CL B COM COMM 925524308 141 1,900 Sole 1,900
WACHOVIA CORP NEW COM COMM 929771103 236 2,700 Sole 2,700
WAL MART STORES INC COM COMM 931142103 1,971 24,200 Sole 24,200
WARNER LAMBERT CO COM COMM 934488107 699 9,300 Sole 9,300
WASHINGTON MUT INC COM COMM 939322103 219 5,712 Sole 5,712
WASTE MGMT INC DEL COMM 94106L109 91 1,957 Sole 1,957
WELLS FARGO CO NEW CHG F COMM 949746101 559 14,000 Sole 14,000
WEYERHAEUSER CO COM COMM 962166104 112 2,200 Sole 2,200
WHIRLPOOL CORP COM COMM 963320106 33 600 Sole 600
WILLAMETTE INDS INC NTS COMM 969133107 94 2,800 Sole 2,800
XEROX CORP COM COMM 984121103 413 3,500 Sole 3,500
METROPOLITAN LIFE INSURANCE COMPANY
AMR CORP COM COMM 001765106 30 500 Sole 500
A T & T CORP COM COMM 001957109 174 2,300 Sole 2,300
ABBOTT LABS CORP DISC NTS COMM 002824100 108 2,200 Sole 2,200
AEROQUIP-VICKERS CORP COM FR TR COMM 007869100 33 1,100 Sole 1,100
ALBERTSONS INC COM COMM 013104104 32 500 Sole 500
ALLERGAN INC COM COMM 018490102 32 500 Sole 500
ALLIED SIGNAL CORP COM COMM 019512102 53 1,200 Sole 1,200
ALLSTATE CORP COM COMM 020002101 42 1,100 Sole 1,100
AMER EXPRESS CO COM COMM 025816109 72 700 Sole 700
AMER GEN CORP COM COMM 026351106 62 800 Sole 800
AMER HOME PRODS CORP COM COMM 026609107 107 1,900 Sole 1,900
AMER INTL GROUP INC COM COMM 026874107 111 1,150 Sole 1,150
AMERITECH CORP COM COMM 030954101 114 1,800 Sole 1,800
AMOCO CORP COM COMM 031905102 84 1,400 Sole 1,400
AMPEX CORP CL A COM EXCHA COMM 032092108 18 16,572 Sole 16,572
ANHEUSER BUSCH CO INC COM COMM 035229103 59 900 Sole 900
APPLE COMPUTER INC COM COMM 037833100 33 800 Sole 800
ASSOCIATES FIRST CAPITAL A COM COMM 046008108 71 1,680 Sole 1,680
BALL CORP COM COMM 058498106 37 800 Sole 800
BANK OF NEW YORK INC COM COMM 064057102 72 1,800 Sole 1,800
BANK ONE CORP COMM 06423A103 106 2,072 Sole 2,072
BANKAMERICA CORP NEW COM CHG F COMM 06605F102 98 1,630 Sole 1,630
BANKBOSTON CORP COM CHGED COMM 06605R106 31 800 Sole 800
BAUSCH & LOMB INC COM COMM 071707103 42 700 Sole 700
BELL ATLANTIC CORP COM COMM 077853109 97 1,800 Sole 1,800
BELLSOUTH CORP COM COMM 079860102 130 2,600 Sole 2,600
BETHLEHEM STL CORP COM COMM 087509105 27 3,200 Sole 3,200
BRISTOL MYERS SQUIBB CO COM COMM 110122108 134 1,000 Sole 1,000
CBS CORP COM CHG F COMM 12490K107 69 2,100 Sole 2,100
CIGNA CORP COM COMM 125509109 31 400 Sole 400
CVS CORP FROM COMM 126650100 61 1,100 Sole 1,100
CATERPILLAR INC COM COMM 149123101 55 1,200 Sole 1,200
CENTEX CORP COM COMM 152312104 41 900 Sole 900
CHART HOUSE ENTERPRISES INC COM COMM 160902102 7,102 1,159,475 Sole 1,159,475
CHASE MANHATTAN CORP (NEW) COMM 16161A108 78 1,100 Sole 1,100
CHEVRON CORP COM COMM 166751107 66 800 Sole 800
CHIRON CORP CONV BDS 144A CVBDS 170040AB5 1,839 2,000,000 Sole 2,000,000
CISCO SYS INC COM COMM 17275R102 232 2,500 Sole 2,500
CITIGROUP INC COM CHG F COMM 172967101 132 2,650 Sole 2,650
COASTAL CORP COM COMM 190441105 21 600 Sole 600
COCA COLA CO COM COMM 191216100 214 3,200 Sole 3,200
COLGATE PALMOLIVE COM COMM 194162103 56 600 Sole 600
COMPAQ COMPUTER CORP COM COMM 204493100 71 1,700 Sole 1,700
COMPUTER ASSOC INTL INC COM COMM 204912109 64 1,500 Sole 1,500
CONSOLIDATED ED, INC COM COMM 209115104 26 500 Sole 500
COOPER INDS INC COM COMM 216669101 33 700 Sole 700
COORS ADOLPH CO CL B COM COMM 217016104 28 500 Sole 500
D T E ENERGY CO COM COMM 233331107 26 600 Sole 600
DARDEN RESTAURANTS INC NTS COMM 237194105 32 1,800 Sole 1,800
DAYTON HUDSON CORP COM COMM 239753106 76 1,400 Sole 1,400
DELL COMPUTER CORP COM COMM 247025109 154 2,100 Sole 2,100
DELTA AIRLINES INC COM COMM 247361108 31 600 Sole 600
DIACRIN INC. COM COMM 25243N103 1,274 214,634 Sole 214,634
WALT DISNEY CO COM COMM 254687106 81 2,700 Sole 2,700
DOW CHEM CO COM COMM 260543103 45 500 Sole 500
DU PONT EI DE NEMOURS CO COM COMM 263534109 80 1,500 Sole 1,500
DUKE ENERGY CORP COM COMM 264399106 45 700 Sole 700
EG & G INC COM COMM 268457108 31 1,100 Sole 1,100
EMC CORP CN COMM 268648102 85 1,000 Sole 1,000
EASTMAN KODAK CO COM COMM 277461109 43 600 Sole 600
EDISON BROTHERS STORES INC COM COMM 280875303 18 13,772 Sole 13,772
ENRON CORP COM COMM 293561106 51 900 Sole 900
EQUITY RESIDENTIAL PPTYS TR SER J COMM 29476L826 2,650 100,000 Sole 100,000
EQUITY RESIDENTIAL PPTYS TR SER H COMM 29476L842 2,345 80,000 Sole 80,000
EVANS & SUTHERLAND COMPUTER CVBDS 299096AA5 895 1,000,000 Sole 1,000,000
EXXON CORP COM COMM 302290101 234 3,200 Sole 3,200
FNMA COM COMM 313586109 96 1,300 Sole 1,300
FEDERATED DEPT STORES INC COM (CHAN COMM 31410H101 47,740 1,095,875 Sole 1,095,875
FIRST UNION CORP COM COMM 337358105 103 1,700 Sole 1,700
FIRST ENERGY CORP COM COMM 337932107 26 800 Sole 800
FLEET FINL GROUP INC COM COMM 338915101 63 1,400 Sole 1,400
FORD MTR CO DEL COM COMM 345370100 94 1,600 Sole 1,600
FRUIT OF THE LOOM INC CL A COMM 359416104 25 1,800 Sole 1,800
G T E CORP COM COMM 362320103 104 1,600 Sole 1,600
GANNETT CO INC COM COMM 364730101 58 900 Sole 900
GAP INC COM COMM 364760108 80 1,425 Sole 1,425
GEN ELEC CO COM COMM 369604103 428 4,200 Sole 4,200
GENERAL INSTRUMENT CORP COM CHG F COMM 370120107 48 1,400 Sole 1,400
GEN MTRS CORP COM COMM 370442105 50 700 Sole 700
W.R. GRACE & CO - W/I COMM 38388F108 35 2,200 Sole 2,200
GREAT ATLANTIC & PACIFIC TEA INC C COMM 390064103 33 1,100 Sole 1,100
H J HEINZ CO COM COMM 423074103 51 900 Sole 900
HEWLETT PACKARD CO COM COMM 428236103 164 2,400 Sole 2,400
HOME DEPOT INC COM COMM 437076102 116 1,900 Sole 1,900
HOUSEHOLD INTL INC COM COMM 441815107 55 1,400 Sole 1,400
HVIDE MARINE INC CL A COMM 448515106 359 71,820 Sole 71,820
ITT IND INC COM CHG F COMM 450911102 36 900 Sole 900
INTEL CORP COM COMM 458140100 261 2,200 Sole 2,200
IBM CORP COM COMM 459200101 221 1,200 Sole 1,200
INTERSTATE BAKERIES CORP DEL NEW C COMM 46072H108 740 28,000 Sole 28,000
JOHNSON & JOHNSON COM COMM 478160104 143 1,700 Sole 1,700
K MART CORP COM COMM 482584109 37 2,400 Sole 2,400
KAUFMAN & BROAD HOME CORP COM COMM 486168107 37 1,300 Sole 1,300
KEYCORP COM COMM 493267108 29 900 Sole 900
KNIGHT RIDDER INC COM COMM 499040103 36 700 Sole 700
KROGER CO COM COMM 501044101 30 500 Sole 500
LASMO PLC SER A PFD PREF 501730303 6,662 285,000 Sole 285,000
LTV CORP COM COMM 501921100 3,313 576,217 Sole 576,217
LEHMAN BROTHER COMMO COMM 524908100 44 1,000 Sole 1,000
ELI LILLY COM COMM 532457108 107 1,200 Sole 1,200
LINCOLN NATL CORP IND COM COMM 534187109 25 300 Sole 300
LOCKHEED MARTIN CORP COM COMM 539830109 42 500 Sole 500
LONE STAR INDS INC WTS WARRANTS542290119 16,229 292,738 Sole 292,738
LONE STAR INDS INC COM COMM 542290408 361 9,800 Sole 9,800
LONGS DRUG STORES CORP COM COMM 543162101 11 300 Sole 300
MCI WORLDCOM INC COM CHG F COMM 55268B106 151 2,100 Sole 2,100
MASCO TECH INC CVT SUB DEB CVBDS 574670AB1 2,456 3,000,000 Sole 3,000,000
MAYTAG CORP COM COMM 578592107 37 600 Sole 600
MCDONALDS CORP COM COMM 580135101 61 800 Sole 800
MEDTRONIC INC COM COMM 585055106 74 1,000 Sole 1,000
MELLON BANK CORP COM COMM 585509102 34 500 Sole 500
MERCK & CO INC COM COMM 589331107 221 1,500 Sole 1,500
MERRILL LYNCH & CO INC COM COMM 590188108 73 1,100 Sole 1,100
FRED MEYER INC COM COMM 592907109 276,258 4,585,188 Sole 4,585,188
MICHAELS STORES INC CVT BOND CVBDS 594087AC2 1,730 2,000,000 Sole 2,000,000
MICROSOFT CORP COM COMM 594918104 444 3,200 Sole 3,200
MOBIL CORP COM COMM 607059102 78 900 Sole 900
MONSANTO CO COM COMM 611662107 38 800 Sole 800
MORGAN ST DEAN WITTER DISCOV FUNDS 617446448 85 1,200 Sole 1,200
NATL CITY CORP COM COMM 635405103 51 700 Sole 700
NAVISTAR INTL CORP COM COMM 63934E108 37 1,300 Sole 1,300
NIAGARA MOHAWK PWR CORP COM COMM 653522102 29 1,800 Sole 1,800
NOVELL INC COM COMM 670006105 42 2,300 Sole 2,300
NVEST,LP NE IN COMM 67065F107 3,894 140,000 Sole 140,000
ORYX ENERGY CO CONV SUB NTS CVBDS 68763FAD2 5,459 5,500,000 Sole 5,500,000
PNC FINL CORP COM COMM 693475105 32 600 Sole 600
PACCAR INC COM COMM 693718108 29 700 Sole 700
PEP BOYS MANNY MOE & JACK SUB CVBDS 713278AG4 1,960 2,000,000 Sole 2,000,000
PEPSICO INC COM COMM 713448108 78 1,900 Sole 1,900
PHARMACIA-UPJOHN INC COM COMM 716941109 62 1,100 Sole 1,100
PFIZER INC COM COMM 717081103 213 1,700 Sole 1,700
PHILIP MORRIS CO COM COMM 718154107 166 3,100 Sole 3,100
PRIDE INTL INC CHG F COMM 741932107 73 10,300 Sole 10,300
PROCTER & GAMBLE CO COM COMM 742718109 155 1,700 Sole 1,700
PROMUS HOTEL CORP COM COMM 74342P106 20,073 620,000 Sole 620,000
PROVIDENT COMPANIES INC COM COMM 743862104 33 800 Sole 800
PUB SVC ENTERPRISE GROUP INC COM COMM 744573106 24 600 Sole 600
RJR NABISCO HLDGS CORP NEW COMM 74960K876 30 1,000 Sole 1,000
RAYTHEON INC COM COMM 755111408 43 800 Sole 800
ROYAL BK SCOTLAND 9.00% PREF PREF 780097705 3,975 150,000 Sole 150,000
ROYAL BANK SCOTLAND SER G PFD DIVD PREF 780097887 4,913 200,000 Sole 200,000
ROYAL DUTCH PETE CO NEW COMM 780257804 134 2,800 Sole 2,800
S B C COMMUNICATIONS INC COM COMM 78387G103 107 2,000 Sole 2,000
SAFEWAY INC COM COMM 786514208 61 1,000 Sole 1,000
SCHERING PLOUGH CORP COM COMM 806605101 111 2,000 Sole 2,000
SCHLUMBERGER LTD COM COMM 806857108 32 700 Sole 700
SEARS ROEBUCK & CO COM COMM 812387108 47 1,100 Sole 1,100
SOUTHERN CO COM COMM 842587107 47 1,600 Sole 1,600
SPRINGS INDS INC COM COMM 851783100 4 100 Sole 100
SPRINT CORP COM COMM 852061100 59 700 Sole 700
SPRINT CORP (PCS GROUP) COMM 852061506 8 350 Sole 350
SUN MICROSYSTEMS INC COM COMM 866810104 103 1,200 Sole 1,200
SUNOCO INC COM CHG F COMM 86764P109 25 700 Sole 700
SUPER VALU INC COM COMM 868536103 28 1,000 Sole 1,000
TANDY CORP COM COMM 875382103 29 700 Sole 700
TELE COMMUNICATIONS INC CL A COMM 87924V101 72 1,300 Sole 1,300
TEXACO INC COM COMM 881694103 42 800 Sole 800
TEXAS INSTRUMENTS INC COM COMM 882508104 86 1,000 Sole 1,000
TIME WARNER INC COM COMM 887315109 99 1,600 Sole 1,600
TITAN INTL INC COM COM COMM 88830M102 836 88,000 Sole 88,000
TYCO INTL LTD COM COMM 902124106 68 900 Sole 900
US BANCORP COM COMM 902973106 50 1,400 Sole 1,400
USX - US STEEL COMM 90337T101 25 1,100 Sole 1,100
UNILEVER NV NY SHS COM 20 GLDR ADRS 904784501 58 700 Sole 700
UNISYS CORP COM COMM 909214108 45 1,300 Sole 1,300
UNITED ASSET MGMT CORP COM COMM 909420101 40,037 1,539,874 Sole 1,539,874
USAIR GROUP INC COM COMM 911905107 26 500 Sole 500
U S WEST INC COM CHG F COMM 91273H101 58 900 Sole 900
UNITED TECHNOLOGIES CORP COM COMM 913017109 76 700 Sole 700
V F CORP COM COMM 918204108 33 700 Sole 700
WAL MART STORES INC COM COMM 931142103 236 2,900 Sole 2,900
WARNER LAMBERT CO COM COMM 934488107 105 1,400 Sole 1,400
WELLS FARGO CO NEW CHG F COMM 949746101 40 1,000 Sole 1,000
WHIRLPOOL CORP COM COMM 963320106 33 600 Sole 600
WYNNS INTL INC COM COMM 983195108 17,610 795,942 Sole 795,942
XEROX CORP COM COMM 984121103 71 600 Sole 600
METROPOLITAN PROP. & CAS.
A T & T CORP COM COMM 001957109 1,523 20,100 Sole 20,100
ABBOTT LABS CORP DISC NTS COMM 002824100 828 16,900 Sole 16,900
AEROQUIP-VICKERS CORP COM FR TR COMM 007869100 275 9,200 Sole 9,200
AETNA INC COM COMM 008117103 267 3,400 Sole 3,400
AIRTOUCH COMMUNICATIONS INC COM COMM 00949T100 464 6,400 Sole 6,400
ALBERTO CULVER CO CL B CONV PREF 013068101 294 11,000 Sole 11,000
ALLSTATE CORP COM COMM 020002101 350 9,082 Sole 9,082
ALLTEL CORP COM COMM 020039103 281 4,700 Sole 4,700
AMEREN CORP COM COMM 023608102 269 6,300 Sole 6,300
AMER ELEC PWR CO INC COM COMM 025537101 268 5,700 Sole 5,700
AMER EXPRESS CO COM COMM 025816109 515 5,023 Sole 5,023
AMER HOME PRODS CORP COM COMM 026609107 829 14,700 Sole 14,700
AMER INTL GROUP INC COM COMM 026874107 1,132 11,712 Sole 11,712
AMERITECH CORP COM COMM 030954101 780 12,300 Sole 12,300
AMGEN INC COM COMM 031162100 293 2,800 Sole 2,800
ANDREW CORP COM COMM 034425108 257 15,600 Sole 15,600
ANHEUSER BUSCH CO INC COM COMM 035229103 348 5,300 Sole 5,300
APPLE COMPUTER INC COM COMM 037833100 315 7,700 Sole 7,700
ARCHER DANIELS MIDLAND COM COMM 039483102 292 17,069 Sole 17,069
ARCTIC CAT INC COMM 039670104 101 9,900 Sole 9,900
ARMSTRONG WORLD INDS INC COM COMM 042476101 265 4,400 Sole 4,400
ASSOCIATES FIRST CAPITAL A COM COMM 046008108 343 8,094 Sole 8,094
AUTODESK INC COM COMM 052769106 295 6,900 Sole 6,900
AUTOZONE INC COM COMM 053332102 277 8,400 Sole 8,400
AZTAR CORP COM COMM 054802103 59 11,700 Sole 11,700
BALTIMORE GAS & ELEC CO COM COMM 059165100 266 8,600 Sole 8,600
BANK OF NEW YORK INC COM COMM 064057102 342 8,500 Sole 8,500
BANK ONE CORP COMM 06423A103 665 13,029 Sole 13,029
BANKAMERICA CORP NEW COM CHG F COMM 06605F102 1,155 19,215 Sole 19,215
BANKBOSTON CORP COM CHGED COMM 06605R106 258 6,629 Sole 6,629
BARD C R INC COM COMM 067383109 287 5,800 Sole 5,800
BEAR STEARNS COS INC COMMO COMM 073902108 255 6,800 Sole 6,800
BELL ATLANTIC CORP COM COMM 077853109 931 17,246 Sole 17,246
BELLSOUTH CORP COM COMM 079860102 1,087 21,800 Sole 21,800
BESTFOODS CHG F COMM 08658U101 261 4,900 Sole 4,900
BLOCK H & R INC COM COMM 093671105 284 6,300 Sole 6,300
BOEING CO COM COMM 097023105 364 11,158 Sole 11,158
BOOKS-A-MILLION INC COM COMM 098570104 178 13,700 Sole 13,700
BRISTOL MYERS SQUIBB CO COM COMM 110122108 1,485 11,100 Sole 11,100
BROWN FORMAN CORP CL B COM COMM 115637209 288 3,800 Sole 3,800
BROWNING FERRIS INDS INC COM COMM 115885105 267 9,400 Sole 9,400
BURLINGTON NORTHERN SANTA FE COM COMM 12189T104 274 8,000 Sole 8,000
CIGNA CORP COM COMM 125509109 271 3,500 Sole 3,500
C S X CORP COM COMM 126408103 270 6,500 Sole 6,500
CARNIVAL CORP COMM 143658102 317 6,600 Sole 6,600
CASE CORP COM COMM 14743R103 434 19,900 Sole 19,900
CENDANT CORP COM CHG F COMM 151313103 260 13,482 Sole 13,482
CENTRAL & SOUTHWEST CORP COM COMM 152357109 266 9,700 Sole 9,700
CHASE MANHATTAN CORP (NEW) COMM 16161A108 669 9,424 Sole 9,424
CHEVRON CORP COM COMM 166751107 605 7,300 Sole 7,300
CISCO SYS INC COM COMM 17275R102 1,634 17,600 Sole 17,600
CITIGROUP INC COM CHG F COMM 172967101 1,255 25,262 Sole 25,262
COCA COLA CO COM COMM 191216100 1,836 27,400 Sole 27,400
COLGATE PALMOLIVE COM COMM 194162103 306 3,300 Sole 3,300
COMERICA INC COM COMM 200340107 283 4,150 Sole 4,150
COMPAQ COMPUTER CORP COM COMM 204493100 796 18,950 Sole 18,950
CONAGRA INC COM COMM 205887102 292 9,262 Sole 9,262
COOPER TIRE & RUBBER CO COM COMM 216831107 292 14,300 Sole 14,300
CORNING INC COM COMM 219350105 279 6,200 Sole 6,200
COUNTRYWIDE CRED INDS COMM 222372104 1,468 29,256 Sole 29,256
D T E ENERGY CO COM COMM 233331107 276 6,400 Sole 6,400
DANA CORP COM COMM 235811106 282 6,900 Sole 6,900
DEERE & CO COM COMM 244199105 299 9,100 Sole 9,100
DELL COMPUTER CORP COM COMM 247025109 1,039 14,200 Sole 14,200
DELTA AIRLINES INC COM COMM 247361108 281 5,400 Sole 5,400
DELUXE CORP COM COMM 248019101 278 7,600 Sole 7,600
DILLARDS INC-CL A COM COMM 254067101 284 10,000 Sole 10,000
WALT DISNEY CO COM COMM 254687106 684 22,800 Sole 22,800
DOMINION RESOURCES INC COM COMM 257470104 266 5,700 Sole 5,700
DONNELLEY R R & SONS CO COM COMM 257867101 289 6,600 Sole 6,600
DU PONT EI DE NEMOURS CO COM COMM 263534109 663 12,500 Sole 12,500
DUN & BRADSTREET CORP NEW COMM 26483B106 287 9,100 Sole 9,100
EG & G INC COM COMM 268457108 281 10,100 Sole 10,100
EMC CORP CN COMM 268648102 476 5,600 Sole 5,600
EDISON INTL COM COMM 281020107 268 9,600 Sole 9,600
EMERSON ELEC CO COM COMM 291011104 296 4,900 Sole 4,900
EXXON CORP COM COMM 302290101 1,982 27,100 Sole 27,100
FEDDERS CORP COMM COMM 313135105 79 13,600 Sole 13,600
FHLMC COM COMM 313400301 490 7,600 Sole 7,600
FNMA COM COMM 313586109 851 11,500 Sole 11,500
FEDERATED DEPT STORES INC COM (CHAN COMM 31410H101 309 7,100 Sole 7,100
FIRST AMER FINL CORP CA COMM 318522307 231 7,200 Sole 7,200
FIRST UNION CORP COM COMM 337358105 670 11,020 Sole 11,020
FLEET FINL GROUP INC COM COMM 338915101 282 6,300 Sole 6,300
FORD MTR CO DEL COM COMM 345370100 792 13,500 Sole 13,500
G P U INC COM COMM 36225X100 265 6,000 Sole 6,000
G T E CORP COM COMM 362320103 696 10,700 Sole 10,700
GANNETT CO INC COM COMM 364730101 271 4,200 Sole 4,200
GAP INC COM COMM 364760108 359 6,400 Sole 6,400
GATEWAY 2000 INC COMM 367833100 256 5,000 Sole 5,000
GENERAL COMMUNICATIONS INC COMM 369385109 61 14,900 Sole 14,900
GEN ELEC CO COM COMM 369604103 3,723 36,500 Sole 36,500
GEN MTRS CORP COM COMM 370442105 522 7,295 Sole 7,295
GEN RE CORP COM COMM 370563108 786 3,900 Sole 3,900
GILLETTE CO COM COMM 375766102 588 12,300 Sole 12,300
GOLDEN WEST FINL CORP DEL COM COMM 381317106 275 3,000 Sole 3,000
GOODRICH B F CO COM COMM 382388106 291 8,100 Sole 8,100
GREAT ATLANTIC & PACIFIC TEA INC C COMM 390064103 290 9,800 Sole 9,800
HARRAHS ENTERTAINMENT INC COM COMM 413619107 292 18,600 Sole 18,600
HARRIS CORP DEL COM COMM 413875105 271 7,400 Sole 7,400
HARTMARX CORP COMM 417119104 65 11,500 Sole 11,500
HEALTHSOUTH CORP COM COMM 421924101 266 17,200 Sole 17,200
HELMERICH & PAYNE INC COM COMM 423452101 291 15,000 Sole 15,000
HERCULES INC COM COMM 427056106 256 9,400 Sole 9,400
HERSHEY FOODS CORP COM COMM 427866108 274 4,400 Sole 4,400
HEWLETT PACKARD CO COM COMM 428236103 786 11,500 Sole 11,500
HOME DEPOT INC COM COMM 437076102 1,065 17,400 Sole 17,400
HONEYWELL INC COM COMM 438506107 279 3,700 Sole 3,700
HUMANA INC COMM 444859102 262 14,700 Sole 14,700
HUNTINGTON BANCSHARES COMM 446150104 274 9,100 Sole 9,100
ITT IND INC COM CHG F COMM 450911102 282 7,100 Sole 7,100
INTEL CORP COM COMM 458140100 2,205 18,600 Sole 18,600
IBM CORP COM COMM 459200101 1,918 10,400 Sole 10,400
JAN BELL MARKETING INC COMM 470760109 91 14,200 Sole 14,200
JOHNSON & JOHNSON COM COMM 478160104 1,258 15,000 Sole 15,000
K MART CORP COM COMM 482584109 292 19,100 Sole 19,100
KERR MCGEE CORP COM COMM 492386107 279 7,300 Sole 7,300
KEYCORP COM COMM 493267108 272 8,500 Sole 8,500
KIMBERLY CLARK CORP COM COMM 494368103 327 6,000 Sole 6,000
KING WORLD PRODUCTIONS INC COM COMM 495667107 280 9,500 Sole 9,500
KNIGHT RIDDER INC COM COMM 499040103 276 5,400 Sole 5,400
LAIDLAW INC COM CHGED COMM 50730K503 276 27,400 Sole 27,400
LEHMAN BROTHER COMMO COMM 524908100 260 5,900 Sole 5,900
ELI LILLY COM COMM 532457108 1,084 12,200 Sole 12,200
LIMITED INC COM COMM 532716107 303 10,400 Sole 10,400
LIZ CLAIBORNE INC COM COMM 539320101 281 8,900 Sole 8,900
LOCKHEED MARTIN CORP COM COMM 539830109 249 2,934 Sole 2,934
LONE STAR INDS INC COM COMM 542290408 15 400 Sole 400
LONGS DRUG STORES CORP COM COMM 543162101 281 7,500 Sole 7,500
LUCENT TECHNOLOGIES INC COMM 549463107 1,606 14,612 Sole 14,612
MBIA INC COMM 55262C100 275 4,200 Sole 4,200
MCI WORLDCOM INC COM CHG F COMM 55268B106 1,465 20,424 Sole 20,424
MGIC INVT CORP WIS COMM 552848103 279 7,000 Sole 7,000
MARINER POST-ACUTE NETWO COMM 568459101 46 9,883 Sole 9,883
MATTEL INC COM COMM 577081102 275 11,700 Sole 11,700
MAY DEPT STORES CO COM COMM 577778103 284 4,700 Sole 4,700
MCDERMOTT INTL INC COM COMM 580037109 274 11,100 Sole 11,100
MCDONALDS CORP COM COMM 580135101 576 7,500 Sole 7,500
MEAD CORP COM COMM 582834107 278 9,500 Sole 9,500
MEDIAONE GROUP INC COM CHG F COMM 58440J104 320 6,800 Sole 6,800
MEDTRONIC INC COM COMM 585055106 409 5,500 Sole 5,500
MERCANTILE BANCORP COM COMM 587342106 268 5,800 Sole 5,800
MERCK & CO INC COM COMM 589331107 1,962 13,300 Sole 13,300
MEREDITH CORP COM COMM 589433101 276 7,300 Sole 7,300
MERRILL LYNCH & CO INC COM COMM 590188108 260 3,900 Sole 3,900
MICROSOFT CORP COM COMM 594918104 3,856 27,800 Sole 27,800
MINNESOTA MNG & MFG CO COM COMM 604059105 320 4,500 Sole 4,500
MOBIL CORP COM COMM 607059102 758 8,700 Sole 8,700
MONSANTO CO COM COMM 611662107 333 7,000 Sole 7,000
MORGAN J P & CO INC COM COMM 616880100 273 2,600 Sole 2,600
MORGAN ST DEAN WITTER DISCOV FUNDS 617446448 457 6,435 Sole 6,435
MOTOROLA INC COM COMM 620076109 409 6,700 Sole 6,700
NBTY INC COM COMM 628782104 79 11,100 Sole 11,100
NACCO INDS INC CL A COM COMM 629579103 285 3,100 Sole 3,100
NATL CITY CORP COM COMM 635405103 276 3,800 Sole 3,800
NATL SVCS INDS INC COM COMM 637657107 300 7,900 Sole 7,900
NEWMONT MINING CORP COM COMM 651639106 288 15,800 Sole 15,800
NICOR INC COM COMM 654086107 270 6,400 Sole 6,400
NORTHERN TELECOM LTD COM COMM 665815106 365 7,300 Sole 7,300
NORTHROP GRUMMAN CORP COM COMM 666807102 271 3,700 Sole 3,700
ONEOK INC COM COMM 682680103 285 7,900 Sole 7,900
ORACLE CORP COM COMM 68389X105 466 10,800 Sole 10,800
PNC FINL CORP COM COMM 693475105 275 5,100 Sole 5,100
P P & L RESOURCES INC COM COMM 693499105 259 9,300 Sole 9,300
PENNEY J C INC COM COMM 708160106 253 5,400 Sole 5,400
PEPSICO INC COM COMM 713448108 666 16,300 Sole 16,300
PHARMACIA-UPJOHN INC COM COMM 716941109 323 5,700 Sole 5,700
PFIZER INC COM COMM 717081103 1,800 14,400 Sole 14,400
PHARMACEUTICAL MARKETING SVCS INC C COMM 717123103 137 9,500 Sole 9,500
PHELPS DODGE CORP COM COMM 717265102 275 5,400 Sole 5,400
PHILLIPS PETROLEUM CO COM COMM 718507106 277 6,500 Sole 6,500
PIER 1 IMPORTS INC COM COMM 720279108 87 9,000 Sole 9,000
PIONEER HI BRED INTL COM COMM 723686101 260 9,800 Sole 9,800
PRIDE INTL INC CHG F COMM 741932107 23 3,200 Sole 3,200
PROCTER & GAMBLE CO COM COMM 742718109 1,351 14,800 Sole 14,800
PUB SVC ENTERPRISE GROUP INC COM COMM 744573106 272 6,800 Sole 6,800
RALSTON PURINA CORP COM CHG F COMM 751277302 279 8,700 Sole 8,700
RAYTHEON INC COM COMM 755111408 282 5,300 Sole 5,300
REGIONS FINANCIAL CORP COMM 758940100 282 7,000 Sole 7,000
ROHM & HAAS CO COM COMM 775371107 274 9,100 Sole 9,100
ROLLINS TRUCK LEASING CORP COM COMM 775741101 126 8,550 Sole 8,550
ROWAN COS INC COM COMM 779382100 279 28,300 Sole 28,300
ROYAL APPLIANCE MFG CO COM COMM 780076105 60 16,400 Sole 16,400
ROYAL DUTCH PETE CO NEW COMM 780257804 1,144 23,900 Sole 23,900
RYANS FAMILY STEAK HOUSE COM COMM 783519101 97 7,800 Sole 7,800
S B C COMMUNICATIONS INC COM COMM 78387G103 1,169 21,794 Sole 21,794
SLM HOLDING CORP COM COMM 78442A109 278 5,800 Sole 5,800
S3 INC COM COMM 784849101 120 16,300 Sole 16,300
SAFEWAY INC COM COMM 786514208 329 5,400 Sole 5,400
ST JUDE MED INC COM COMM 790849103 290 10,400 Sole 10,400
SANTA FE ENERGY RESOURCES COM COMM 802012104 66 9,100 Sole 9,100
SARA LEE CORP (CONS FOODS CORP) COMM 803111103 708 25,100 Sole 25,100
SCHERING PLOUGH CORP COM COMM 806605101 906 16,400 Sole 16,400
SCIENTIFIC ATLANTA INC COM COMM 808655104 281 12,300 Sole 12,300
SEARS ROEBUCK & CO COM COMM 812387108 281 6,600 Sole 6,600
SHARED MED SYS CORP COM COMM 819486101 259 5,200 Sole 5,200
SONAT INC COM COMM 835415100 263 9,700 Sole 9,700
SPRINT CORP COM COMM 852061100 404 4,800 Sole 4,800
SUMMIT BANCORP COM COMM 866005101 271 6,200 Sole 6,200
SUN MICROSYSTEMS INC COM COMM 866810104 360 4,200 Sole 4,200
SUNOCO INC COM CHG F COMM 86764P109 307 8,500 Sole 8,500
SUPER VALU INC COM COMM 868536103 291 10,400 Sole 10,400
TJX COS INC COM CHG F COMM 872540109 284 9,800 Sole 9,800
TELE COMMUNICATIONS INC CL A COMM 87924V101 332 6,000 Sole 6,000
TENET HEALTHCARE CORP COM CHG FROM COMM 88033G100 273 10,400 Sole 10,400
TEXACO INC COM COMM 881694103 313 5,900 Sole 5,900
TEXAS INSTRUMENTS INC COM COMM 882508104 368 4,300 Sole 4,300
THERMO ELECTRON CORP COM COMM 883556102 281 16,600 Sole 16,600
TIME WARNER INC COM COMM 887315109 850 13,700 Sole 13,700
TIMKEN CO COM COMM 887389104 277 14,700 Sole 14,700
TITAN INTL INC COM COM COMM 88830M102 15 1,600 Sole 1,600
TORCHMARK CORP COM COMM 891027104 279 7,900 Sole 7,900
TRANSAMERICA CORP COM COMM 893485102 277 2,400 Sole 2,400
TRIBUNE CO COM COMM 896047107 277 4,200 Sole 4,200
TUPPERWARE CORP COM COMM 899896104 263 16,000 Sole 16,000
TYCO INTL LTD COM COMM 902124106 539 7,145 Sole 7,145
US BANCORP COM COMM 902973106 288 8,100 Sole 8,100
UNILEVER NV NY SHS COM 20 GLDR ADRS 904784501 589 7,100 Sole 7,100
UNION CARBIDE CORP COM COMM 905581104 285 6,700 Sole 6,700
USAIR GROUP INC COM COMM 911905107 276 5,300 Sole 5,300
U S WEST INC COM CHG F COMM 91273H101 361 5,593 Sole 5,593
WAL MART STORES INC COM COMM 931142103 2,044 25,100 Sole 25,100
WALGREEN CO COM COMM 931422109 328 5,600 Sole 5,600
WARNER LAMBERT CO COM COMM 934488107 684 9,100 Sole 9,100
WASHINGTON MUT INC COM COMM 939322103 276 7,190 Sole 7,190
WASTE MGMT INC DEL COMM 94106L109 296 6,350 Sole 6,350
WELLS FARGO CO NEW CHG F COMM 949746101 720 18,030 Sole 18,030
WESTVACO CORP COM COMM 961548104 265 9,900 Sole 9,900
WHIRLPOOL CORP COM COMM 963320106 288 5,200 Sole 5,200
XEROX CORP COM COMM 984121103 425 3,600 Sole 3,600
TEXAS LIFE INSURANCE COMP
ASHLAND INC COMM 044204105 191 3,957 Sole 3,957
ASSOCIATES FIRST CAPITAL A COM COMM 046008108 399 9,412 Sole 9,412
FORD MTR CO DEL COM COMM 345370100 1,054 17,959 Sole 17,959
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