Securities and Exchange Commission
Washington, D.C. 20549
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended: September 30, 1999
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: Robert Semke
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: Robert Semke
Title: Assistant Vice-President
Phone: 813-801-2063
Signature, Place, and Date of Signing:
/s/Robert Semke________ Tampa, Florida________ November 15, 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: 1,595
Form 13F Information Table Value Total ($000): 7,633,453
<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
ADC TELECOMMUNICATIONS INC COM 000886101 1,971.039 47,000 Sole 47,000
AFLAC INC COM 001055102 3,886 92,800 Sole 92,800
AES CORP COM 00130H105 3,917.6 66,400 Sole 66,400
AMR CORP DEL COM 001765106 2,834 52,000 Sole 52,000
AT + T CORP COM 001957109 48,281.43 1,109,918 Sole 1,109,918
ABBOTT LABS COM 002824100 19,385.41 528,400 Sole 528,400
ADAPTEC INC COM 00651F108 1,269.984 32,000 Sole 32,000
ADOBE SYS INC COM 00724F101 2,440.25 21,500 Sole 21,500
ADVANCED MICRO DEVICES INC COM 007903107 862.7874 50,200 Sole 50,200
AETNA INC COM 008117103 2,398.475 48,700 Sole 48,700
AIR PRODS + CHEMS INC COM 009158106 2,316.6 79,200 Sole 79,200
ALBERTO CULVER CO CL B CON013068101 437.0625 18,900 Sole 18,900
ALBERTSONS INC COM 013104104 5,783.568 146,190 Sole 146,190
ALCAN ALUM LTD COM 013716105 2,456.25 78,600 Sole 78,600
ALCOA INC COM 013817101 7,906.698 127,400 Sole 127,400
ALLEGHENY TELDYNE INC COM 017415100 1,108.687 65,700 Sole 65,700
ALLERGAN INC COM 018490102 2,519 22,900 Sole 22,900
ALLIED SIGNAL INC COM 019512102 11,453.96 191,100 Sole 191,100
ALLIED WASTE INDUSTRIES INC COM PAR$019589308 760.8237 65,100 Sole 65,100
ALLSTATE CORP COM 020002101 6,914.980 277,298 Sole 277,298
ALLTEL CORP COM 020039103 7,452.712 105,900 Sole 105,900
ALZA CORP COM 022615108 1,498.42 35,000 Sole 35,000
AMERADA HESS CORP COM 023551104 1,923.25 31,400 Sole 31,400
AMEREN CORP COM 023608102 1,784.726 47,200 Sole 47,200
AMERICA ONLINE INC DEL COM 02364J104 40,053.46 384,900 Sole 384,900
AMERICAN ELEC PWR INC COM 025537101 2,286.375 67,000 Sole 67,000
AMERICAN EXPRESS CO COM 025816109 21,098.74 156,287 Sole 156,287
AMERICAN GEN CORP COM 026351106 5,488.202 86,770 Sole 86,770
AMERICAN GREETINGS CORP CL A 026375105 584.525 22,700 Sole 22,700
AMERICAN HOME PRODUCTS CORP COM 026609107 18,832.7 453,800 Sole 453,800
AMERICAN INTL GROUP INC COM 026874107 46,749.67 537,742 Sole 537,742
AMERITECH CORP COM 030954101 25,491.82 381,900 Sole 381,900
AMGEN INC COM 031162100 14,417.35 176,900 Sole 176,900
AMSOUTH BANCORPORATION COM 032165102 1,414.422 60,350 Sole 60,350
ANADARKO PETE CORP COM 032511107 1,344.728 44,000 Sole 44,000
ANDREW CORP COM 034425108 612.46875 35,250 Sole 35,250
ANHEUSER BUSCH COS INC COM 035229103 11,385.07 162,500 Sole 162,500
AON CORP COM 037389103 2,633.235 89,075 Sole 89,075
APACHE CORP COM 037411105 1,705.886 39,500 Sole 39,500
APPLE COMPUTER COM 037833100 3,532.809 55,800 Sole 55,800
APPLIED MATERIALS INC COM 038222105 10,122.61 130,300 Sole 130,300
ARCHER DANIELS MIDLAND CO COM 039483102 2,497.919 206,014 Sole 206,014
ARMSTRONG WORLD INDS INC COM 042476101 606.6495 13,500 Sole 13,500
ASARCO INC COM 043413103 469.8 17,400 Sole 17,400
ASHLAND INC COM 044204105 827.175 24,600 Sole 24,600
ASSOCIATES FIRST CAP CORP CL A 046008108 9,106.92 252,970 Sole 252,970
ATLANTIC RICHFIELD CO COM 048825103 9,934.862 112,100 Sole 112,100
AUTODESK INCORPORATED COM 052769106 433.125 19,800 Sole 19,800
AUTOMATIC DATA PROCESSING INC COM 053015103 9,589.912 214,900 Sole 214,900
AUTOZONE INC COM 053332102 1,439.580 51,300 Sole 51,300
AVERY DENNISON CORP COM 053611109 2,067.8 39,200 Sole 39,200
AVON PRODS INC COM 054303102 2,243.004 90,400 Sole 90,400
BB+T CORP COM 054937107 3,580.675 110,600 Sole 110,600
BMC SOFTWARE INC COM 055921100 5,939.646 83,000 Sole 83,000
BAKER HUGHES INC COM 057224107 3,311.8 114,200 Sole 114,200
BALL CORP COM 058498106 453.8386 10,300 Sole 10,300
BANK AMER CORP COM 060505104 33,412.08 599,998 Sole 599,998
BANK NEW YORK INC COM 064057102 8,539.809 255,400 Sole 255,400
BANK ONE CORP COM 06423A103 14,177.70 407,265 Sole 407,265
BANKBOSTON CORP COM 06605R106 4,463.808 102,912 Sole 102,912
BARD C R INC COM 067383109 832.9974 17,700 Sole 17,700
BARRICK GOLD CORP COM 067901108 2,847.075 130,900 Sole 130,900
BAUSCH + LOMB INC COM 071707103 1,331.927 20,200 Sole 20,200
BAXTER INTL INC COM 071813109 6,079.225 100,900 Sole 100,900
BEAR STEARNS COS INC COM 073902108 1,539.594 40,055 Sole 40,055
BECTON DICKINSON + CO COM 075887109 2,438.587 86,900 Sole 86,900
BED BATH + BEYOND INC COM 075896100 1,418.442 40,600 Sole 40,600
BELL ATLANTIC CORP COM 077853109 36,302.97 539,324 Sole 539,324
BELLSOUTH CORP COM 079860102 29,466 654,800 Sole 654,800
BEMIS INC COM 081437105 596.2 17,600 Sole 17,600
BEST BUY CO INC COM 086516101 4,395.8 70,900 Sole 70,900
BESTFOODS COM 08658U101 4,700.801 96,800 Sole 96,800
BETHLEHEM STL CORP COM 087509105 453.5625 61,500 Sole 61,500
BIOMET INC COM 090613100 1,020.905 38,800 Sole 38,800
BLACK + DECKER CORPORATION COM 091797100 1,393.453 30,500 Sole 30,500
BLOCK H + R INC COM 093671105 1,472.514 33,900 Sole 33,900
BOEING CO COM 097023105 14,216.46 333,524 Sole 333,524
BOISE CASCADE CORP COM 097383103 728.74 20,000 Sole 20,000
BOSTON SCIENTIFIC CORP COM 101137107 3,534.3 142,800 Sole 142,800
BRIGGS + STRATTON CORP COM 109043109 461.1625 7,900 Sole 7,900
BRISTOL MYERS SQUIBB CO COM 110122108 46,561.5 689,800 Sole 689,800
BROWN FORMAN CORP CL B 115637209 1,497 24,000 Sole 24,000
BRUNSWICK CORP COM 117043109 793.5125 31,900 Sole 31,900
BURLINGTON NORTHN SANTA FE COM 12189T104 4,444.082 161,603 Sole 161,603
BURLINGTON RES INC COM 122014103 2,257.92 61,440 Sole 61,440
CBS CORP COM 12490K107 11,322 244,800 Sole 244,800
CIGNA CORP COM 125509109 5,426.95 69,800 Sole 69,800
CMS ENERGY CORP COM 125896100 1,384.629 40,800 Sole 40,800
CSX CORP COM 126408103 3,216.262 75,900 Sole 75,900
CVS CORP COM 126650100 5,562.675 136,300 Sole 136,300
CABLETRON SYSTEMS INC COM 126920107 942.7887 60,100 Sole 60,100
CAMPBELL SOUP CO COM 134429109 5,900.05 150,800 Sole 150,800
CAPITAL ONE FINL CORP COM 14040H105 2,655.9 68,100 Sole 68,100
CARDINAL HEALTH INC COM 14149Y108 5,185.675 95,150 Sole 95,150
CARNIVAL CORP COM 143658102 9,287.25 213,500 Sole 213,500
CAROLINA PWR + LT CO COM 144141108 1,952.7 55,200 Sole 55,200
CASE CORP COM 14743R103 1,344.924 27,000 Sole 27,000
CATERPILLAR INC COM 149123101 6,747.357 123,100 Sole 123,100
CENDANT CORP COM 151313103 4,337.727 244,379 Sole 244,379
CENTEX CORP COM 152312104 591.24 20,000 Sole 20,000
CENTRAL + SOUTH WEST CORP COM 152357109 1,552.687 73,500 Sole 73,500
CENTURYTEL INC COM 156700106 1,945.937 47,900 Sole 47,900
CERIDIAN CORP COM 15677T106 1,233.8 49,600 Sole 49,600
CHAMPION INTL CORP COM 158525105 1,715.925 33,400 Sole 33,400
CHASE MANHATTAN CORP NEW COM 16161A108 21,826.18 289,568 Sole 289,568
CHEVRON CORP COM 166751107 20,243.87 228,100 Sole 228,100
CHUBB CORP COM 171232101 3,027.125 61,000 Sole 61,000
CINCINNATI FINL CORP COM 172062101 2,158.032 57,500 Sole 57,500
CINERGY CORP COM 172474108 1,565.427 55,292 Sole 55,292
CIRCUIT CITY STORES INC CIRCT CI172737108 2,919.340 69,200 Sole 69,200
CISCO SYS INC COM 17275R102 77,317.36 1,127,700 Sole 1,127,700
CITIGROUP INC COM 172967101 51,612.13 1,173,003 Sole 1,173,003
CLEAR CHANNEL COMMUNICATIONS COM 184502102 9,401.287 117,700 Sole 117,700
CLOROX CO COM 189054109 3,121.2 81,600 Sole 81,600
COASTAL CORP COM 190441105 3,021.150 73,800 Sole 73,800
COCA COLA CO COM 191216100 41,379.2 857,600 Sole 857,600
COCA COLA ENTERPRISES INC COM 191219104 3,330.151 147,600 Sole 147,600
COLGATE PALMOLIVE CO COM 194162103 9,264.375 202,500 Sole 202,500
COLUMBIA ENERGY GROUP COM 197648108 1,603.106 28,950 Sole 28,950
COLUMBIA / HCA HEALTHCARE CORP COM 197677107 4,046.399 190,985 Sole 190,985
COMCAST CORP CL A SPL200300200 10,379.46 260,300 Sole 260,300
COMERICA INC COM 200340107 2,776.781 54,850 Sole 54,850
COMPAQ COMPUTER CORP COM 204493100 13,401.59 585,862 Sole 585,862
COMPUTER ASSOC INTL INC COM 204912109 11,415.09 186,750 Sole 186,750
COMPUTER SCIENCES CORP COM 205363104 3,909.347 55,600 Sole 55,600
COMPUWARE CORP COM 205638109 3,213.444 123,300 Sole 123,300
CONAGRA INC COM 205887102 3,724.986 165,100 Sole 165,100
CONOCO INC CL B 208251405 5,960.495 217,735 Sole 217,735
CONSECO INC COM 208464107 2,145.746 112,934 Sole 112,934
CONSOLIDATED EDISON COM 209115104 3,170.6 76,400 Sole 76,400
CONSOLIDATED NAT GAS CO COM 209615103 2,070.85 33,200 Sole 33,200
CONSOLIDATED STORES CORP COM 210149100 831.7374 37,700 Sole 37,700
CONSTELLATION ENERGY GROUP INC COM 210371100 1,442.812 51,300 Sole 51,300
COOPER INDS INC COM 216669101 1,538.075 32,900 Sole 32,900
COOPER TIRE + RUBR CO COM 216831107 449.4375 25,500 Sole 25,500
COORS ADOLPH CO CL B 217016104 671.15 12,400 Sole 12,400
CORNING INC COM 219350105 5,820.913 84,900 Sole 84,900
COSTCO WHSL CORP NEW COM 22160K105 5,570.424 77,367 Sole 77,367
COUNTRYWIDE CR INDS INC COM 222372104 1,254.654 38,904 Sole 38,904
CRANE CO COM 224399105 513.8073 22,900 Sole 22,900
CROWN CORK + SEAL INC COM 228255105 1,023.35 42,200 Sole 42,200
CUMMINS ENGINE INC COM 231021106 722.274 14,500 Sole 14,500
CYPRESS SEMICONDUCTOR CORP COM 232806109 227.9 10,600 Sole 10,600
CYPRUS AMAX MINERALS CO COM 232809103 671.175 34,200 Sole 34,200
DTE ENERGY CO COM 233331107 1,811.475 49,800 Sole 49,800
DANA CORP COM 235811106 2,143.411 57,735 Sole 57,735
DANAHER CORP COM 235851102 2,629.081 49,900 Sole 49,900
DARDEN RESTAURANTS INC COM 237194105 878.3338 44,900 Sole 44,900
DATA GEN CORP COM 237688106 457.0454 21,700 Sole 21,700
DAYTON HUDSON CORP COM 239753106 9,231.529 153,700 Sole 153,700
DEERE + CO COM 244199105 3,125.909 80,800 Sole 80,800
DELL COMPUTER CORP COM 247025109 36,899.09 882,500 Sole 882,500
DELPHI AUTOMOTIVE SYS CORP COM 247126105 3,050.157 189,899 Sole 189,899
DELTA AIR LINES INC DE COM 247361108 2,361.95 48,700 Sole 48,700
DE LUXE CORP COM 248019101 897.6 26,400 Sole 26,400
DILLARDS INC CL A 254067101 735.2944 36,200 Sole 36,200
DISNEY WALT CO COM 254687106 18,621.12 716,197 Sole 716,197
DOLLAR GEN CORP COM 256669102 2,395.128 77,575 Sole 77,575
DOMINION RES INC VA COM 257470104 3,000.812 66,500 Sole 66,500
DONNELLEY R R + SONS CO COM 257867101 1,270.5 44,000 Sole 44,000
DOVER CORP COM 260003108 2,943 72,000 Sole 72,000
DOW CHEM CO COM 260543103 8,658.225 76,200 Sole 76,200
DOW JONES + CO INC COM 260561105 1,681.312 31,500 Sole 31,500
DU PONT E I DE NEMOURS + CO COM 263534109 20,477.49 338,471 Sole 338,471
DUKE ENERGY CO COM 264399106 6,964.161 126,334 Sole 126,334
DUN + BRADSTREET CORP DEL COM 26483B106 1,649.1 55,200 Sole 55,200
EG + G INC COM 268457108 834.75 21,000 Sole 21,000
E M C CORP MASS COM 268648102 25,124 352,000 Sole 352,000
EASTERN ENTERPRISES COM 27637F100 549.31423 11,829.23 Sole 11,829.23
EASTMAN CHEM CO COM 277432100 1,099.553 27,575 Sole 27,575
EASTMAN KODAK CO COM 277461109 8,349 110,400 Sole 110,400
EATON CORP COM 278058102 2,166.431 25,100 Sole 25,100
ECOLAB INC COM 278865100 1,515.15 44,400 Sole 44,400
EDISON INTL COM 281020107 2,932.027 120,600 Sole 120,600
ELECTRONIC DATA SYS CORP NEW COM 285661104 9,068.108 171,300 Sole 171,300
EMERSON ELEC CO COM 291011104 9,560.193 151,300 Sole 151,300
ENGELHARD CORP COM 292845104 787.4875 43,150 Sole 43,150
ENRON CORP COM 293561106 10,138.20 246,900 Sole 246,900
ENTERGY CORP COM 29364G103 2,462.538 85,100 Sole 85,100
EQUIFAX INC COM 294429105 1,395 49,600 Sole 49,600
EXXON CORP COM 302290101 64,083.2 843,200 Sole 843,200
FMC CORP COM NEW 302491303 535.575 11,100 Sole 11,100
FPL GROUP INC COM 302571104 3,118.212 61,900 Sole 61,900
FDX CORP COM 31304N107 4,008.012 103,100 Sole 103,100
FEDERAL HOME LN MTG CORP COM 313400301 12,563.2 241,600 Sole 241,600
FEDERAL NATL MTG ASSN COM 313586109 22,316.57 356,000 Sole 356,000
FEDERATED DEPT STORES INC DEL COM 31410H101 3,154.201 72,200 Sole 72,200
FIFTH THIRD BANCORP COM 316773100 5,734.547 94,250 Sole 94,250
FIRST DATA CORP COM 319963104 6,537.375 149,000 Sole 149,000
FIRST UN CORP COM 337358105 11,838.04 332,296 Sole 332,296
FIRSTAR CORP WIS COM 33763V109 8,656.714 337,823 Sole 337,823
FIRSTENERGY CORP COM 337932107 2,050.272 81,000 Sole 81,000
FLEET FINL GROUP INC COM 338915101 7,245.523 197,830 Sole 197,830
FLEETWOOD ENTERPRISES INC COM 339099103 272.5245 13,500 Sole 13,500
FLORIDA PROGRESS CORP COM 341109106 1,600.25 34,600 Sole 34,600
FLUOR CORP COM 343861100 1,074.675 26,700 Sole 26,700
FORD MTR CO DEL COM 345370100 21,115.05 420,200 Sole 420,200
FORT JAMES CORP COM 347471104 2,036.218 76,300 Sole 76,300
FORTUNE BRANDS INC COM 349631101 1,873.725 58,100 Sole 58,100
FOSTER WHEELER CORP COM 350244109 232.7966 19,300 Sole 19,300
FRANKLIN RES INC COM 354613101 2,677.231 87,600 Sole 87,600
FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 873.0282 56,100 Sole 56,100
GPU INC COM 36225X100 1,412.662 43,300 Sole 43,300
GTE CORP COM 362320103 26,206.68 340,900 Sole 340,900
GANNETT INC COM 364730101 6,766.488 97,800 Sole 97,800
GAP INC COM 364760108 9,529.984 297,812 Sole 297,812
GATEWAY INC COM 367626108 4,796 109,000 Sole 109,000
GENERAL DYNAMICS CORP COM 369550108 4,308.153 69,000 Sole 69,000
GENERAL ELEC CO COM 369604103 134,959.1 1,138,300 Sole 1,138,300
GENERAL INSTR CORP DEL COM 370120107 2,880 60,000 Sole 60,000
GENERAL MLS INC COM 370334104 4,332.075 53,400 Sole 53,400
GENERAL MTRS CORP COM 370442105 14,081.02 223,732 Sole 223,732
GENUINE PARTS CO COM 372460105 1,646.844 62,000 Sole 62,000
GEORGIA PAC CORP COM GA P373298108 2,410.045 59,600 Sole 59,600
GILLETTE CO COM 375766102 12,787.46 376,800 Sole 376,800
GOLDEN WEST FINL CORP DEL COM 381317106 1,858.096 18,900 Sole 18,900
GOODRICH B F CO COM 382388106 1,110.7 38,300 Sole 38,300
GOODYEAR TIRE AND RUBBER COM 382550101 2,593.937 53,900 Sole 53,900
GRACE W R + CO DEL NEW COM 38388F108 504.35 30,800 Sole 30,800
GRAINGER W W INC COM 384802104 1,557.208 32,400 Sole 32,400
GREAT ATLANTIC + PAC TEA INC COM 390064103 433.4616 14,300 Sole 14,300
GREAT LAKES CHEMICAL CORP COM 390568103 787.8834 20,700 Sole 20,700
GUIDANT CORP COM 401698105 5,603.812 104,500 Sole 104,500
HALLIBURTON CO COM 406216101 6,297.6 153,600 Sole 153,600
HARCOURT GEN INC COM 41163G101 1,036.462 24,900 Sole 24,900
HARRAHS ENTMT INC COM 413619107 1,215.45 43,800 Sole 43,800
HARRIS CORP DEL COM 413875105 743.1125 26,900 Sole 26,900
HARTFORD FINANCIAL SVCS GRP COM 416515104 3,196.425 78,200 Sole 78,200
HASBRO INC COM 418056107 1,353.962 62,975 Sole 62,975
HEALTHSOUTH CORP COM 421924101 878.9375 143,500 Sole 143,500
HEINZ H J CO COM 423074103 5,362.1 124,700 Sole 124,700
HELMERICH AND PAYNE INC COM 423452101 549.2704 21,700 Sole 21,700
HERCULES INC COM 427056106 1,033.362 36,100 Sole 36,100
HERSHEY FOODS CORP COM 427866108 2,380.794 48,900 Sole 48,900
HEWLETT PACKARD CO COM 428236103 31,934.92 351,900 Sole 351,900
HILTON HOTELS CORP COM 432848109 869 88,000 Sole 88,000
HOME DEPOT INC COM 437076102 35,348.6 515,098 Sole 515,098
HOMESTAKE MNG CO COM 437614100 824.0739 89,700 Sole 89,700
HONEYWELL INC COM 438506107 5,009.04 45,000 Sole 45,000
HOUSEHOLD INTL INC COM 441815107 6,656.938 165,905 Sole 165,905
HUMANA INC COM 444859102 308.6875 44,900 Sole 44,900
HUNTINGTON BANCSHARES INC COM 446150104 2,124.428 79,980 Sole 79,980
IMS HEALTH INC COM 449934108 2,477.383 108,600 Sole 108,600
ITT INDS INC COM 450911102 970.266 30,500 Sole 30,500
IKON OFFICE SOLUTIONS INC COM 451713101 545.037 51,000 Sole 51,000
ILLINOIS TOOL WKS INC COM 452308109 6,524.175 87,500 Sole 87,500
INCO LTD COM 453258402 1,423.703 66,606 Sole 66,606
INGERSOLL RAND CO COM 456866102 3,178.105 57,850 Sole 57,850
INTEL CORP COM 458140100 85,377.05 1,148,900 Sole 1,148,900
INTERNATIONAL BUSINESS MACHS COM 459200101 76,036.4 628,400 Sole 628,400
INTERNATIONAL FLAVOURS COM 459506101 1,276.5 37,000 Sole 37,000
INTERNATIONAL PAPER CO COM 460146103 6,923.619 144,056 Sole 144,056
INTERPUBLIC GROUP COS INC COM 460690100 4,038.475 98,200 Sole 98,200
JEFFERSON PILOT CORP COM 475070108 2,322.122 36,750 Sole 36,750
JOHNSON + JOHNSON COM 478160104 42,905.62 467,000 Sole 467,000
JOHNSON CTLS INC COM 478366107 1,989.36 30,000 Sole 30,000
JOSTENS INC COM 481088102 281.1375 14,700 Sole 14,700
KLA TENCOR CORP COM 482480100 2,021.5 31,100 Sole 31,100
K MART CORP COM 482584109 1,899.137 162,500 Sole 162,500
KANSAS CITY SOUTHN INDS INC COM 485170104 1,780.95 38,300 Sole 38,300
KAUFMAN + BROAD HOME CORP COM 486168107 433.125 21,000 Sole 21,000
KELLOGG CO COM 487836108 5,278.617 141,000 Sole 141,000
KERR MCGEE CORP COM 492386107 1,667.112 30,277 Sole 30,277
KEYCORP NEW COM 493267108 4,021.664 155,806 Sole 155,806
KIMBERLY CLARK CORP COM 494368103 9,749.262 184,820.14 Sole 184,820.14
KING WORLD PRODTNS INC COM 495667107 930 24,800 Sole 24,800
KNIGHT RIDDER INC COM 499040103 1,578.5 28,700 Sole 28,700
KOHLS CORP COM 500255104 3,749.287 56,700 Sole 56,700
KROGER CO COM 501044101 6,256.783 283,600 Sole 283,600
LTV CORP NEW COM 501921100 43.496 8,000 Sole 8,000
LSI LOGIC CORP COM 502161102 2,646.8 50,900 Sole 50,900
LAIDLAW INC COM 50730K503 768.825 113,900 Sole 113,900
LEHMAN BROTHERS HLDGS INC COM 524908100 2,445.912 41,900 Sole 41,900
LEXMARK INTL GROUP INC CL A 529771107 3,630.55 45,100 Sole 45,100
LILLY ELI + CO COM 532457108 24,365.38 379,600 Sole 379,600
LIMITED INC COM 532716107 2,853.45 74,600 Sole 74,600
LINCOLN NATL CORP IN COM 534187109 2,599.290 69,200 Sole 69,200
LIZ CLAIBORNE INC COM 539320101 663.4 21,400 Sole 21,400
LOCKHEED MARTIN CORP COM 539830109 4,492.043 137,426 Sole 137,426
LOEWS CORP COM 540424108 2,646.049 37,700 Sole 37,700
LONGS DRUG STORES CORP COM 543162101 394.35 13,200 Sole 13,200
LOUISIANA PAC CORP COM 546347105 579.6875 37,100 Sole 37,100
LOWES COS INC COM 548661107 6,474 132,800 Sole 132,800
LUCENT TECHNOLOGIES INC COM 549463107 69,040.17 1,064,203 Sole 1,064,203
MBIA INC COM 55262C100 1,636.537 35,100 Sole 35,100
MBNA CORP COM 55262L100 6,250.328 273,993 Sole 273,993
MCI WORLDCOM INC COM 55268B106 46,763.38 650,621 Sole 650,621
MGIC INVT CORP WIS COM 552848103 1,800.175 37,700 Sole 37,700
MALLINCKRODT INC NEW COM 561232109 724.488 24,000 Sole 24,000
MARSH + MCLENNAN COS INC COM 571748102 6,260.9 91,400 Sole 91,400
MARRIOTT INTL INC NEW CL A 571903202 2,804.544 85,800 Sole 85,800
MASCO CORP COM 574599106 4,767.8 153,800 Sole 153,800
MATTEL INC COM 577081102 2,757.147 145,113 Sole 145,113
MAY DEPT STORES CO COM 577778103 4,235.801 116,250 Sole 116,250
MAYTAG CORP COM 578592107 1,002.691 30,100 Sole 30,100
MCDERMOTT INTL INC COM 580037109 402.975 19,900 Sole 19,900
MCDONALDS CORP COM 580135101 20,349.12 470,500 Sole 470,500
MCGRAW HILL COS INC COM 580645109 3,308.85 68,400 Sole 68,400
MCKESSON HBOC INC COM 58155Q103 2,817.785 97,165 Sole 97,165
MEAD CORP COM 582834107 1,210 35,200 Sole 35,200
MEDIAONE GROUP INC COM 58440J104 14,400.17 210,800 Sole 210,800
MEDTRONIC INC COM 585055106 14,473.73 407,000 Sole 407,000
MELLON BK CORP COM 585509102 6,005.425 178,600 Sole 178,600
MERCK + CO INC COM 589331107 52,802.33 814,700 Sole 814,700
MEREDITH CORP COM 589433101 639.0912 17,600 Sole 17,600
MERRILL LYNCH + CO INC COM 590188108 8,664.425 128,600 Sole 128,600
MICROSOFT CORP COM 594918104 160,403.4 1,771,200 Sole 1,771,200
MICRON TECHNOLOGY INC COM 595112103 5,792.15 87,100 Sole 87,100
MILACRON INC COM 598709103 299.975 16,900 Sole 16,900
MILLIPORE CORP COM 601073109 563.43 15,000 Sole 15,000
MINNESOTA MNG + MFG CO COM 604059105 13,496.71 140,500 Sole 140,500
MIRAGE RESORTS INC COM 60462E104 963.2 68,800 Sole 68,800
MOBIL CORP COM 607059102 27,404 272,000 Sole 272,000
MONSANTO CO COM 611662107 7,833.296 219,500 Sole 219,500
MORGAN J P + CO INC COM 616880100 7,049.110 61,699 Sole 61,699
MORGAN STANLEY DEAN WITTER COM NEW 617446448 17,716.19 198,641 Sole 198,641
MOTOROLA INC COM 620076109 18,559.2 210,900 Sole 210,900
NABISCO GROUP HLDG CORP COM 62952P102 1,596 106,400 Sole 106,400
NACCO INDS INC CL A 629579103 265.525 3,800 Sole 3,800
NALCO CHEM CO COM 629853102 1,126.15 22,300 Sole 22,300
NATIONAL CITY CORP COM 635405103 5,729.698 214,700 Sole 214,700
NATIONAL SEMICONDUCTOR CORP COM 637640103 1,784.820 58,400 Sole 58,400
NATIONAL SVC INDS INC COM 637657107 437.85 13,900 Sole 13,900
NAVISTAR INTL CORP INC COM 63934E108 1,056.015 22,710 Sole 22,710
NETWORK APPLIANCE INC COM 64120L104 1,869.412 26,100 Sole 26,100
NEW CENTY ENERGIES INC COM 64352U103 1,327.448 39,700 Sole 39,700
NEW YORK TIMES CO CL A 650111107 2,253.75 60,100 Sole 60,100
NEWELL RUBBERMAID INC COM 651229106 2,796.105 97,896 Sole 97,896
NEWMONT MNG CORP COM 651639106 1,482.482 57,294 Sole 57,294
NEXTEL COMMUNICATIONS INC CL A 65332V103 7,839.067 115,600 Sole 115,600
NIAGARA MOHAWK HLDGS INC COM 653520106 1,011.53 65,000 Sole 65,000
NICOR INC COM 654086107 606.1481 16,300 Sole 16,300
NIKE INC CL B 654106103 5,551 97,600 Sole 97,600
NORDSTROM INC COM 655664100 1,312.2 48,600 Sole 48,600
NORFOLK SOUTHN CORP COM 655844108 3,224.2 131,600 Sole 131,600
NORTEL NETWORKS CORP COM 656569100 23,506.92 460,920 Sole 460,920
NORTHERN STS PWR CO MN COM 665772109 1,138.473 52,800 Sole 52,800
NORTHERN TRUST CORP COM 665859104 3,223.1 38,600 Sole 38,600
NORTHROP GRUMMAN CORP COM 666807102 1,550.912 24,400 Sole 24,400
NOVELL INC COM 670006105 2,304.531 111,400 Sole 111,400
NUCOR CORP COM 670346105 1,438.275 30,200 Sole 30,200
OCCIDENTAL PETE CORP COM 674599105 2,798.125 121,000 Sole 121,000
OFFICE DEPOT INC COM 676220106 1,360.8 129,600 Sole 129,600
OMNICOM GROUP COM 681919106 4,917.512 62,100 Sole 62,100
ONEOK INC NEW COM 682680103 402.75554 13,287 Sole 13,287
ORACLE CORP COM 68389X105 22,748.86 499,975 Sole 499,975
OWENS CORNING COM 69073F103 405.5469 18,700 Sole 18,700
OWENS ILL INC COM NEW 690768403 1,057.960 53,400 Sole 53,400
PECO ENERGY CO COM 693304107 2,418.75 64,500 Sole 64,500
PG+E CORP COM 69331C108 3,449.137 133,300 Sole 133,300
PE CORP COM PE B69332S102 2,557.65 35,400 Sole 35,400
PNC BK CORP COM 693475105 5,590.090 106,100 Sole 106,100
P P + L RES INC COM 693499105 1,485.703 54,900 Sole 54,900
PPG INDS INC COM 693506107 3,654 60,900 Sole 60,900
PACCAR INC COM 693718108 1,395.501 27,430 Sole 27,430
PACIFICORP COM 695114108 2,060.8 102,400 Sole 102,400
PAINE WEBBER GROUP INC COM 695629105 1,812.5 50,000 Sole 50,000
PALL CORP COM 696429307 994.7223 42,900 Sole 42,900
PARAMETRIC TECHNOLOGY CORP COM 699173100 1,159.65 85,900 Sole 85,900
PARKER HANNIFIN CORP COM 701094104 1,689.412 37,700 Sole 37,700
PAYCHEX INC COM 704326107 2,895.506 84,850 Sole 84,850
PENNEY J C INC COM 708160106 3,156.75 91,500 Sole 91,500
PEOPLES ENERGY CORP COM 711030106 418.7253 11,900 Sole 11,900
PEOPLESOFT INC COM 712713106 1,422.708 84,000 Sole 84,000
PEP BOYS MANNY MOE + JACK COM 713278109 330.225 22,200 Sole 22,200
PEPSICO INC COM 713448108 15,490.95 507,900 Sole 507,900
PHARMACIA + UPJOHN INC COM 716941109 8,749.672 176,315.82 Sole 176,315.82
PFIZER INC COM 717081103 48,172.95 1,342,800 Sole 1,342,800
PHELPS DODGE CORP COM 717265102 1,128.771 20,500 Sole 20,500
PHILIP MORRIS COS INC COM 718154107 28,378.62 830,100 Sole 830,100
PHILLIPS PETE CO COM 718507106 4,270.5 87,600 Sole 87,600
PIONEER HI BRED INTL INC COM 723686101 3,270.208 82,400 Sole 82,400
PITNEY BOWES INC COM 724479100 5,679.328 93,200 Sole 93,200
PLACER DOME INC COM 725906101 1,579.725 106,200 Sole 106,200
POLAROID CORP COM 731095105 494 19,000 Sole 19,000
POTLATCH CORP COM 737628107 510.7188 12,400 Sole 12,400
PRAXAIR INC COM 74005P104 2,543.8 55,300 Sole 55,300
PROCTER + GAMBLE CO COM 742718109 43,256.25 461,400 Sole 461,400
PROGRESSIVE CORP OHIO COM 743315103 2,115.693 25,900 Sole 25,900
PROVIDIAN FINL CORP COM 74406A102 3,892.041 49,150 Sole 49,150
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,920.05 75,600 Sole 75,600
PULTE CORP COM 745867101 371.925 17,100 Sole 17,100
QUAKER OATS CO COM 747402105 2,871 46,400 Sole 46,400
QUALCOMM INC COM 747525103 10,689.06 56,500 Sole 56,500
RALSTON PURINA CO COM RAL-751277302 3,135.937 112,500 Sole 112,500
RAYTHEON CO CL B 755111408 5,806.125 117,000 Sole 117,000
REEBOK INTL LTD COM 758110100 240.4575 22,500 Sole 22,500
REGIONS FINL CORP COM 758940100 2,316 77,200 Sole 77,200
RELIANT ENERGY INC COM 75952J108 2,780.485 102,745 Sole 102,745
REPUBLIC NY CORP COM 760719104 2,248.594 36,600 Sole 36,600
REYNOLDS METALS CO COM 761763101 1,334.287 22,100 Sole 22,100
RITE AID CORP COM 767754104 1,138.108 82,400 Sole 82,400
ROCKWELL INTL CORP NEW COM 773903109 3,517.5 67,000 Sole 67,000
ROHM + HAAS CO COM 775371107 2,718.442 75,251 Sole 75,251
ROWAN COS INC COM 779382100 468 28,800 Sole 28,800
ROYAL DUTCH PETE CO NY REG G780257804 43,989.37 744,800 Sole 744,800
RUSSELL CORP COM 782352108 185.8497 13,100 Sole 13,100
RYDER SYS INC COM 783549108 484.925 23,800 Sole 23,800
SBC COMMUNICATIONS INC COM 78387G103 34,890.35 683,294 Sole 683,294
SLM HLDG CORP COM 78442A109 2,408 56,000 Sole 56,000
SAFECO CORP COM 786429100 1,271.2 45,400 Sole 45,400
SAFEWAY INC COM NEW 786514208 6,748.392 177,300 Sole 177,300
ST JUDE MED INC COM 790849103 926.1 29,400 Sole 29,400
ST PAUL COS INC COM 792860108 2,144.89 77,996 Sole 77,996
SARA LEE CORP COM 803111103 7,332.737 313,700 Sole 313,700
SCHERING PLOUGH CORP COM 806605101 22,248.75 510,000 Sole 510,000
SCHLUMBERGER LTD COM 806857108 11,882.89 190,700 Sole 190,700
SCHWAB CHARLES CORP COM 808513105 9,496.108 284,000 Sole 284,000
SCIENTIFIC ATLANTA INC COM 808655104 1,343.130 27,100 Sole 27,100
SEAGATE TECHNOLOGY COM 811804103 2,352 76,800 Sole 76,800
SEAGRAM LTD COM 811850106 6,843.2 150,400 Sole 150,400
SEALED AIR CORP NEW COM 81211K100 1,496.771 29,170 Sole 29,170
SEARS ROEBUCK + CO COM 812387108 4,135.225 131,800 Sole 131,800
SEMPRA ENERGY COM 816851109 1,634.678 78,545 Sole 78,545
SERVICE CORP INTL COM 817565104 990.7156 93,800 Sole 93,800
SHARED MEDI CAL SYSTEM COM 819486101 420.75 9,000 Sole 9,000
SHERWIN WILLIAMS CO COM 824348106 1,218.533 58,200 Sole 58,200
SIGMA ALDRICH COM 826552101 1,108.075 34,900 Sole 34,900
SILICON GRAPHICS INC COM 827056102 716.3735 65,500 Sole 65,500
SNAP ON INC COM 833034101 749.125 23,050 Sole 23,050
SOLECTRON CORP COM 834182107 6,714.422 93,500 Sole 93,500
SONAT INC COM 835415100 1,516.043 38,200 Sole 38,200
SOUTHERN CO COM 842587107 6,107.9 237,200 Sole 237,200
SOUTHTRUST CORP COM 844730101 2,091.512 58,300 Sole 58,300
SOUTHWEST AIRLS CO COM 844741108 2,643.859 174,087 Sole 174,087
SPRINGS INDS INC CL A 851783100 247.7401 7,300 Sole 7,300
SPRINT CORP COM FON 852061100 16,345.52 301,300 Sole 301,300
SPRINT CORP PCS COM 852061506 11,366.97 152,450 Sole 152,450
STANLEY WORKS COM 854616109 778.2783 30,900 Sole 30,900
STAPLES INC COM 855030102 3,506.279 160,750 Sole 160,750
STATE STREET CORPORATION COM 857477103 3,625.462 56,100 Sole 56,100
SUMMIT BANCORP COM 866005101 1,988.388 61,300 Sole 61,300
SUN MICROSYSTEMS INC COM 866810104 25,007.7 268,900 Sole 268,900
SUNOCO INC COM 86764P109 859.575 31,400 Sole 31,400
SUNTRUST BKS INC COM 867914103 7,364 112,000 Sole 112,000
SUPERVALU INC COM 868536103 1,054.563 47,800 Sole 47,800
SYNOVUS FINL CORP COM 87161C105 1,747.234 93,500 Sole 93,500
SYSCO CORP COM 871829107 4,007.586 114,300 Sole 114,300
TJX COS INC NEW COM 872540109 3,078.401 109,700 Sole 109,700
TRW INC COM 872649108 2,114.375 42,500 Sole 42,500
TANDY CORP COM 875382103 3,463.029 67,000 Sole 67,000
TEKTRONIX INC COM 879131100 670 20,000 Sole 20,000
TELLABS INC COM 879664100 7,771.900 136,500 Sole 136,500
TEMPLE INLAND INC COM 879868107 1,171.2 19,200 Sole 19,200
TENET HEALTHCARE CORP COM 88033G100 1,794.836 102,200 Sole 102,200
TENNECO INC NEW COM 88037E101 989.4 58,200 Sole 58,200
TEXACO INC COM 881694103 12,120 192,000 Sole 192,000
TEXAS INSTRS INC COM 882508104 22,478.92 273,300 Sole 273,300
TEXAS UTILS CO COM 882848104 3,561.243 95,445 Sole 95,445
TEXTRON INC COM 883203101 4,077.662 52,700 Sole 52,700
THERMO ELECTRON CORP COM 883556102 635.5701 47,300 Sole 47,300
THOMAS + BETTS CORP COM 884315102 1,025.1 20,100 Sole 20,100
3COM CORP COM 885535104 3,550.625 123,500 Sole 123,500
TIME WARNER INC COM 887315109 27,291.33 449,240 Sole 449,240
TIMES MIRROR CO NEW COM SER 887364107 1,625.556 24,700 Sole 24,700
TIMKEN CO COM 887389104 399.9 24,800 Sole 24,800
TORCHMARK INC COM 891027104 1,185.075 45,800 Sole 45,800
TOSCO CORP COM NEW 891490302 1,331.255 52,723 Sole 52,723
TOYS R US INC COM 892335100 1,284 85,600 Sole 85,600
TRICON GLOBAL RESTAURANTS INC COM 895953107 2,198.316 53,700 Sole 53,700
TRIBUNE CO NEW COM 896047107 4,089.45 82,200 Sole 82,200
TUPPERWARE CORP COM 899896104 502.2 24,800 Sole 24,800
TYCO INTL LTD NEW COM 902124106 30,054.83 291,088 Sole 291,088
USX MARATHON GROUP COM NEW 902905827 3,123.9 106,800 Sole 106,800
UST INC COM 902911106 1,817.257 60,200 Sole 60,200
US BANCORP DEL COM 902973106 7,671.331 254,127 Sole 254,127
USX U S STL GROUP COM 90337T101 790.7825 30,710 Sole 30,710
UNILEVER N V N Y SHS 904784709 13,530.30 198,610 Sole 198,610
UNICOM CORP COM 904911104 2,773.968 75,100 Sole 75,100
UNION CARBIDE CORP COM 905581104 2,613.352 46,000 Sole 46,000
UNION PAC CORP COM 907818108 4,152.556 86,400 Sole 86,400
UNION PACIFIC RES GROUP INC COM 907834105 1,412.937 86,950 Sole 86,950
UNION PLANTERS CORP COM 908068109 2,033.425 49,900 Sole 49,900
UNISYS CORP COM 909214108 4,814.837 106,700 Sole 106,700
UNITED ASSET MGMT CORP COM 909420101 105.875 5,500 Sole 5,500
UNITED HEALTHCARE CORP COM 910581107 2,930.957 60,200 Sole 60,200
US AIRWAYS GROUP INC COM 911905107 651 24,800 Sole 24,800
U S WEST INC NEW COM 91273H101 10,000.91 175,264 Sole 175,264
UNITED TECHNOLOGIES CORP COM 913017109 9,952.553 167,800 Sole 167,800
UNOCAL CORP COM 915289102 3,105.536 83,793 Sole 83,793
UNUMPROVIDENT CORP COM 91529Y106 2,447.127 83,131 Sole 83,131
V F CORP COM 918204108 1,258.6 40,600 Sole 40,600
VIACOM INC CL B 925524308 10,222.47 241,952 Sole 241,952
VULCAN MATLS CO COM 929160109 1,278.212 34,900 Sole 34,900
WACHOVIA CORP NEW COM 929771103 5,535.2 70,400 Sole 70,400
WAL MART STORES INC COM 931142103 73,407.19 1,543,400 Sole 1,543,400
WALGREEN CO COM 931422109 8,843.187 348,500 Sole 348,500
WARNER LAMBERT CO COM 934488107 19,706.73 296,900 Sole 296,900
WASHINGTON MUT INC COM 939322103 5,883.754 201,154 Sole 201,154
WASTE MGMT INC DEL COM 94106L109 4,034.261 209,572 Sole 209,572
WATSON PHARMACEUTICALS INC COM 942683103 1,014.658 33,200 Sole 33,200
WELLPOINT HEALTH NETWORKS INC COM 94973H108 1,293.9 22,700 Sole 22,700
WELLS FARGO + CO NEW COM 949746101 22,698.38 572,830 Sole 572,830
WENDYS INTL INC COM 950590109 1,099.75 41,500 Sole 41,500
WESTVACO CORP COM 961548104 889.1875 34,700 Sole 34,700
WEYERHAEUSER CO COM 962166104 4,022.225 69,800 Sole 69,800
WHIRLPOOL CORP COM 963320106 1,737.299 26,600 Sole 26,600
WILLAMETTE INDS INC COM 969133107 1,660.312 38,500 Sole 38,500
WILLIAMS COS INC COM 969457100 5,655.037 150,300 Sole 150,300
WINN DIXIE STORES INC COM 974280109 1,540.755 51,900 Sole 51,900
WORTHINGTON INDS IN COM 981811102 562.7 33,100 Sole 33,100
WRIGLEY WM JR CO COM 982526105 2,814.410 40,900 Sole 40,900
WYNNS INTL INC COM 983195108 31.874 2,000 Sole 2,000
XEROX CORP COM 984121103 9,662.284 230,400 Sole 230,400
GLOBAL CROSSING LTD COM G3921A100 7,062.912 266,525 Sole 266,525
METLIFE SECURITY INS. CO.
AMR CORP COM COM 001765106 239.8 4,400 Sole 4,400
ABBOTT LABS CORP DISC NTS COM 002824100 792.4392 21,600 Sole 21,600
ADVANCED MICRO DEVICES INC COM COM 007903107 44.6862 2,600 Sole 2,600
ALBERTO CULVER CO CL B CONV CL B CON013068101 138.75 6,000 Sole 6,000
ALBERTSONS INC COM COM 013104104 134.58992 3,402 Sole 3,402
ALCOA INC COM 013817101 422.0216 6,800 Sole 6,800
ALLEGHENY TELEDYNE INC COM COM 017415100 113.68687 6,737 Sole 6,737
ALLERGAN INC COM COM 018490102 264 2,400 Sole 2,400
ALLIED SIGNAL CORP COM COM 019512102 443.5338 7,400 Sole 7,400
ALLSTATE CORP COM COM 020002101 245.23045 9,834 Sole 9,834
ALLTEL CORP COM COM 020039103 274.4625 3,900 Sole 3,900
AMEREN CORP COM COM 023608102 230.6532 6,100 Sole 6,100
AMER EXPRESS CO COM COM 025816109 715.5 5,300 Sole 5,300
AMER GEN CORP COM COM 026351106 545.0885 8,618 Sole 8,618
AMER HOME PRODS CORP COM COM 026609107 713.8 17,200 Sole 17,200
AMER INTL GROUP INC COM COM 026874107 1,356.912 15,608 Sole 15,608
AMERITECH CORP COM COM 030954101 841.05 12,600 Sole 12,600
AMGEN INC COM COM 031162100 472.7 5,800 Sole 5,800
ANHEUSER BUSCH CO INC COM COM 035229103 406.3596 5,800 Sole 5,800
APPLE COMPUTER INC COM COM 037833100 151.9488 2,400 Sole 2,400
ARCHER DANIELS MIDLAND COM COM 039483102 86.64525 7,146 Sole 7,146
ARMSTRONG WORLD INDS INC COM COM 042476101 130.3173 2,900 Sole 2,900
ASARCO INC COM COM 043413103 94.5 3,500 Sole 3,500
ASHLAND INC COM 044204105 94.15 2,800 Sole 2,800
ASSOCIATES FIRST CAPITAL A COM CL A 046008108 292.464 8,124 Sole 8,124
ATLANTIC RICHFIELD CO COM COM 048825103 248.15 2,800 Sole 2,800
AUTOMATIC DATA PROCESSING INC COM COM 053015103 401.625 9,000 Sole 9,000
AVON PRODS INC COM COM 054303102 129.0224 5,200 Sole 5,200
BANK OF AMERICA CORP. OLD C COM 060505104 1,288.096 23,131 Sole 23,131
BANK OF NEW YORK INC COM COM 064057102 762.3636 22,800 Sole 22,800
BANK ONE CORP COM 06423A103 542.30133 15,578 Sole 15,578
BANKBOSTON CORP COM CHGED COM 06605R106 256.91012 5,923 Sole 5,923
BARD C R INC COM COM 067383109 160.0108 3,400 Sole 3,400
BARRICK GOLD CORP COM (PREV COM 067901108 65.25 3,000 Sole 3,000
BAXTER INTL COM COM 071813109 108.45 1,800 Sole 1,800
BECTON DICKINSON COM COM 075887109 213.2712 7,600 Sole 7,600
BELL ATLANTIC CORP COM COM 077853109 1,303.968 19,372 Sole 19,372
BELLSOUTH CORP COM COM 079860102 1,152 25,600 Sole 25,600
BEMIS INC COM COM 081437105 213.4125 6,300 Sole 6,300
BESTFOODS CHG F COM 08658U101 213.6728 4,400 Sole 4,400
BIOMET INC COM COM 090613100 186.8152 7,100 Sole 7,100
BLACK & DECKER CORP COM COM 091797100 324.3777 7,100 Sole 7,100
BOEING CO COM COM 097023105 632.12875 14,830 Sole 14,830
BRIGGS & STRATTON CORP COM COM 109043109 338.575 5,800 Sole 5,800
BRISTOL MYERS SQUIBB CO COM COM 110122108 1,674 24,800 Sole 24,800
BROWN FORMAN CORP CL B COM CL B 115637209 305.6375 4,900 Sole 4,900
BRUNSWICK CORP COM COM 117043109 291.0375 11,700 Sole 11,700
BURLINGTON NORTHERN SANTA FE COM COM 12189T104 136.125 4,950 Sole 4,950
CIGNA CORP COM COM 125509109 466.5 6,000 Sole 6,000
C S X CORP COM COM 126408103 177.975 4,200 Sole 4,200
CVS CORP FROM COM 126650100 514.2312 12,600 Sole 12,600
CAMPBELL SOUP CO COM COM 134429109 266.05 6,800 Sole 6,800
CATERPILLAR INC COM COM 149123101 164.436 3,000 Sole 3,000
CENTRAL & SOUTHWEST CORP COM COM 152357109 141.5375 6,700 Sole 6,700
CERIDIAN CORP COM COM 15677T106 203.975 8,200 Sole 8,200
CHASE MANHATTAN CORP (NEW) COM 16161A108 870.732 11,552 Sole 11,552
CHEVRON CORP COM COM 166751107 701.125 7,900 Sole 7,900
CITIGROUP INC COM CHG F COM 172967101 1,719.3 39,075 Sole 39,075
CLOROX CO COM COM 189054109 275.4 7,200 Sole 7,200
COLUMBIA HCA HEALTHCARE COM COM 197677107 139.8342 6,600 Sole 6,600
COMPAQ COMPUTER CORP COM COM 204493100 784.6125 34,300 Sole 34,300
COMPUTER ASSOC INTL INC COM COM 204912109 419.43975 6,862 Sole 6,862
CONAGRA INC COM COM 205887102 103.7852 4,600 Sole 4,600
CONSOLIDATED EDISON COM 209115104 315.4 7,600 Sole 7,600
CORNING INC COM COM 219350105 82.2744 1,200 Sole 1,200
COSTCO WHOLESALE CORP CUSIP COM 22160K105 532.8 7,400 Sole 7,400
CYPRUS AMAX MINERALS CO COM CHG F COM 232809103 82.425 4,200 Sole 4,200
D T E ENERGY CO COM COM 233331107 87.3 2,400 Sole 2,400
DAYTON HUDSON CORP COM COM 239753106 396.4092 6,600 Sole 6,600
DEERE & CO COM COM 244199105 313.3647 8,100 Sole 8,100
DELPHI AUTO SYSTEMS COM COM 247126105 127.37166 7,930 Sole 7,930
DILLARDS INC-CL A COM CL A 254067101 125.9344 6,200 Sole 6,200
WALT DISNEY CO COM COM 254687106 694.2 26,700 Sole 26,700
DOW CHEM CO COM COM 260543103 352.2375 3,100 Sole 3,100
DU PONT EI DE NEMOURS CO COM COM 263534109 793.0945 13,109 Sole 13,109
DUKE ENERGY CORP COM COM 264399106 0.6615 12 Sole 12
DUN & BRADSTREET CORP NEW COM 26483B106 83.65 2,800 Sole 2,800
EMC CORP CN COM 268648102 856.5 12,000 Sole 12,000
EASTERN ENTERPRISES COM COM 27637F100 390.0708 8,400 Sole 8,400
EASTMAN CHEM CO COM COM 277432100 151.525 3,800 Sole 3,800
EASTMAN KODAK CO COM COM 277461109 264.6875 3,500 Sole 3,500
EATON CORP COM COM 278058102 258.936 3,000 Sole 3,000
EDISON INTL COM COM 281020107 388.992 16,000 Sole 16,000
EMERSON ELEC CO COM COM 291011104 303.2976 4,800 Sole 4,800
ENRON CORP COM COM 293561106 394.1952 9,600 Sole 9,600
F P L GROUP INC COM COM 302571104 156.1625 3,100 Sole 3,100
FHLMC COM COM 313400301 520 10,000 Sole 10,000
FNMA COM COM 313586109 827.4684 13,200 Sole 13,200
FIRST DATA CORP COM COM 319963104 245.7 5,600 Sole 5,600
FIRST UNION CORP COM COM 337358105 414.675 11,640 Sole 11,640
FIRST ENERGY CORP COM COM 337932107 182.2464 7,200 Sole 7,200
FORD MTR CO DEL COM COM 345370100 778.875 15,500 Sole 15,500
FORTUNE BRANDS INC COM CHG F COM 349631101 61.275 1,900 Sole 1,900
G P U INC COM COM 36225X100 159.8625 4,900 Sole 4,900
G T E CORP COM COM 362320103 907.125 11,800 Sole 11,800
GANNETT CO INC COM COM 364730101 193.7236 2,800 Sole 2,800
GAP INC COM COM 364760108 756 23,625 Sole 23,625
GEN DYNAMICS CORP COM COM 369550108 199.7984 3,200 Sole 3,200
GEN MILLS INC COM COM 370334104 146.025 1,800 Sole 1,800
GEN MTRS CORP COM COM 370442105 725.09717 11,521 Sole 11,521
GEORGIA-PAC (GEORGIA-PAC GP) COM GA P373298108 145.5732 3,600 Sole 3,600
GILLETTE CO COM COM 375766102 495.4802 14,600 Sole 14,600
GOLDEN WEST FINL CORP DEL COM COM 381317106 176.9616 1,800 Sole 1,800
GOODYEAR TIRE & RUBBER CO COM COM 382550101 134.75 2,800 Sole 2,800
GREAT LAKES CHEMICAL CORP COM COM 390568103 64.7054 1,700 Sole 1,700
HARRIS CORP DEL COM COM 413875105 121.55 4,400 Sole 4,400
HARTFORD FINL SVCS GRP CHGED COM 416515104 106.275 2,600 Sole 2,600
H J HEINZ CO COM COM 423074103 219.3 5,100 Sole 5,100
HERSHEY FOODS CORP COM COM 427866108 214.2228 4,400 Sole 4,400
HEWLETT PACKARD CO COM COM 428236103 1,125.3 12,400 Sole 12,400
HOME DEPOT INC COM COM 437076102 1,255.837 18,300 Sole 18,300
HOMESTAKE MNG CO COM COM 437614100 10.1057 1,100 Sole 1,100
HONEYWELL INC COM COM 438506107 289.4112 2,600 Sole 2,600
HOUSEHOLD INTL INC COM COM 441815107 498.07162 12,413 Sole 12,413
IMS HEALTH INC COM COM 449934108 127.7472 5,600 Sole 5,600
ITT IND INC COM CHG F COM 450911102 41.3556 1,300 Sole 1,300
INTL PAPER COM COM 460146103 289.09293 6,015 Sole 6,015
JOHNSON & JOHNSON COM COM 478160104 1,635.375 17,800 Sole 17,800
KELLOGG CO COM COM 487836108 224.622 6,000 Sole 6,000
KERR MCGEE CORP COM COM 492386107 126.6426 2,300 Sole 2,300
KEYCORP COM COM 493267108 118.7352 4,600 Sole 4,600
KIMBERLY CLARK CORP COM COM 494368103 400.9 7,600 Sole 7,600
KING WORLD PRODUCTIONS INC COM COM 495667107 435 11,600 Sole 11,600
KNIGHT RIDDER INC COM COM 499040103 143 2,600 Sole 2,600
ELI LILLY COM COM 532457108 924.2928 14,400 Sole 14,400
LINCOLN NATL CORP IND COM COM 534187109 247.9092 6,600 Sole 6,600
LOCKHEED MARTIN CORP COM COM 539830109 102.44105 3,134 Sole 3,134
LOEWS CORP COM COM 540424108 154.4114 2,200 Sole 2,200
LONGS DRUG STORES CORP COM COM 543162101 107.55 3,600 Sole 3,600
LOUISIANA PAC CORP COM COM 546347105 107.8125 6,900 Sole 6,900
MCI WORLDCOM INC COM CHG F COM 55268B106 1,441.668 20,058 Sole 20,058
MALLINCKRODT INC COM CHGED COM 561232109 117.7293 3,900 Sole 3,900
MAY DEPT STORES CO COM COM 577778103 327.933 9,000 Sole 9,000
MCDONALDS CORP COM COM 580135101 726.6 16,800 Sole 16,800
MCGRAW-HILL INC COM COM 580645109 309.6 6,400 Sole 6,400
MCKESSON HBOC INC COM COM 58155Q103 106.227 3,663 Sole 3,663
MEDIAONE GROUP INC COM CHG F COM 58440J104 997.3552 14,600 Sole 14,600
MEDTRONIC INC COM COM 585055106 398.2944 11,200 Sole 11,200
MELLON BANK CORP COM COM 585509102 310.5605 9,236 Sole 9,236
MERRILL LYNCH & CO INC COM COM 590188108 215.6 3,200 Sole 3,200
MICRON TECHNOLOGY INC COM COM 595112103 133 2,000 Sole 2,000
MINNESOTA MNG & MFG CO COM COM 604059105 489.9162 5,100 Sole 5,100
MOBIL CORP COM COM 607059102 967.2 9,600 Sole 9,600
MONSANTO CO COM COM 611662107 267.6525 7,500 Sole 7,500
MORGAN J P & CO INC COM COM 616880100 179.8295 1,574 Sole 1,574
MORGAN ST DEAN WITTER DISCOV COM NEW 617446448 544.0407 6,100 Sole 6,100
MOTOROLA INC COM COM 620076109 633.6 7,200 Sole 7,200
NACCO INDS INC CL A COM CL A 629579103 272.5125 3,900 Sole 3,900
NATL CITY CORP COM COM 635405103 245.5204 9,200 Sole 9,200
NATL SEMICONDUCTOR CORP COM COM 637640103 122.248 4,000 Sole 4,000
NATL SVCS INDS INC COM COM 637657107 78.75 2,500 Sole 2,500
NEW YORK TIMES CO CL A CL A 650111107 352.5 9,400 Sole 9,400
NEWMONT MINING CORP COM COM 651639106 154.008 5,952 Sole 5,952
NICOR INC COM COM 654086107 104.1236 2,800 Sole 2,800
NORFOLK SOUTHERN CORP COM COM 655844108 80.85 3,300 Sole 3,300
NORTEL NETWORKS CORP. OLD C COM 656569100 1,071 21,000 Sole 21,000
NORTHERN STATES PWR CO (MINN) COM COM 665772109 86.248 4,000 Sole 4,000
OCCIDENTAL PETROLEUM CORP COM COM 674599105 212.75 9,200 Sole 9,200
ORACLE CORP COM COM 68389X105 775.4565 17,043 Sole 17,043
OWENS CORNING COM COM 69073F103 75.9045 3,500 Sole 3,500
P G & E CORP COM COM 69331C108 95.7375 3,700 Sole 3,700
PPG INDS INC COM COM 693506107 246 4,100 Sole 4,100
PACCAR INC COM COM 693718108 50.875 1,000 Sole 1,000
PACIFICORP COM COM 695114108 239.4875 11,900 Sole 11,900
PARKER HANNIFIN CORP COM COM 701094104 181.4886 4,050 Sole 4,050
PENNEY J C INC COM COM 708160106 55.2 1,600 Sole 1,600
PEPSICO INC COM COM 713448108 603.9 19,800 Sole 19,800
PHARMACIA-UPJOHN INC COM COM 716941109 322.06625 6,490 Sole 6,490
PFIZER INC COM COM 717081103 1,872.675 52,200 Sole 52,200
PHELPS DODGE CORP COM COM 717265102 209.2356 3,800 Sole 3,800
PHILLIPS PETROLEUM CO COM COM 718507106 146.25 3,000 Sole 3,000
PIONEER HI BRED INTL COM COM 723686101 250.0281 6,300 Sole 6,300
PITNEY BOWES INC COM COM 724479100 243.748 4,000 Sole 4,000
POLAROID CORP COM COM 731095105 98.8 3,800 Sole 3,800
PRAXAIR INC COM COM 74005P104 211.6 4,600 Sole 4,600
PROCTER & GAMBLE CO COM COM 742718109 1,612.5 17,200 Sole 17,200
PROVIDIAN FINL CORP COM 74406A102 950.244 12,000 Sole 12,000
PUB SVC ENTERPRISE GROUP INC COM COM 744573106 104.2875 2,700 Sole 2,700
QUAKER OATS CO COM COM 747402105 185.625 3,000 Sole 3,000
RAYTHEON INC COM CL B 755111408 129.025 2,600 Sole 2,600
REEBOK INTL LTD COM COM 758110100 38.4732 3,600 Sole 3,600
RELIANT ENERGY INC COM OLD C COM 75952J108 97.4232 3,600 Sole 3,600
REPUBLIC N Y CORP COM 760719104 245.748 4,000 Sole 4,000
RITE AID CORP COM COM 767754104 93.9216 6,800 Sole 6,800
ROCKWELL INTL CORP NEW COM 773903109 94.5 1,800 Sole 1,800
ROHM & HAAS CO COM COM 775371107 130.05 3,600 Sole 3,600
RUSSELL CORP COM COM 782352108 106.4025 7,500 Sole 7,500
S B C COMMUNICATIONS INC COM COM 78387G103 1,226.305 24,016 Sole 24,016
SAFECO CORP COM COM 786429100 128.8 4,600 Sole 4,600
ST PAUL COS INC COM COM 792860108 183.095 6,658 Sole 6,658
SCHERING PLOUGH CORP COM COM 806605101 680.55 15,600 Sole 15,600
SCIENTIFIC ATLANTA INC COM COM 808655104 396.496 8,000 Sole 8,000
SEAGRAM LTD COM COM 811850106 218.4 4,800 Sole 4,800
SEARS ROEBUCK & CO COM COM 812387108 147.4625 4,700 Sole 4,700
SEMPRA ENERGY COM COM 816851109 106.39094 5,112 Sole 5,112
SILICON GRAPHICS INC COM COM 827056102 9.38394 858 Sole 858
SOUTHERN CO COM COM 842587107 208.575 8,100 Sole 8,100
SPRINGS INDS INC COM CL A 851783100 101.811 3,000 Sole 3,000
SPRINT CORP COM COM FON 852061100 705.25 13,000 Sole 13,000
SPRINT CORP (PCS GROUP) PCS COM 852061506 242.3265 3,250 Sole 3,250
SUN MICROSYSTEMS INC COM COM 866810104 1,562.4 16,800 Sole 16,800
SUNOCO INC COM CHG F COM 86764P109 150.5625 5,500 Sole 5,500
TRW INC COM COM 872649108 348.25 7,000 Sole 7,000
TANDY CORP COM COM 875382103 413.496 8,000 Sole 8,000
TEKTRONIX INC COM COM 879131100 175.875 5,250 Sole 5,250
TELLABS INC COM COM 879664100 626.307 11,000 Sole 11,000
TEMPLE INLAND INC COM COM 879868107 79.3 1,300 Sole 1,300
TENET HEALTHCARE CORP COM CHG FROM COM 88033G100 251.1366 14,300 Sole 14,300
TENNECO INC NEW COM 88037E101 27.2 1,600 Sole 1,600
TEXACO INC COM COM 881694103 416.625 6,600 Sole 6,600
TEXAS INSTRUMENTS INC COM COM 882508104 592.2 7,200 Sole 7,200
TEXTRON INC COM COM 883203101 201.175 2,600 Sole 2,600
TORCHMARK CORP COM COM 891027104 150.075 5,800 Sole 5,800
TOYS R US INC COM COM 892335100 48 3,200 Sole 3,200
TRICON GLOBAL RESTAURANTS INC COM 895953107 81.05526 1,980 Sole 1,980
TRIBUNE CO COM COM 896047107 318.4 6,400 Sole 6,400
TUPPERWARE CORP COM COM 899896104 202.5 10,000 Sole 10,000
TYCO INTL LTD COM COM 902124106 795.025 7,700 Sole 7,700
USX MARATHON GROUP COM NEW COM NEW 902905827 351 12,000 Sole 12,000
UST INC COM COM 902911106 84.5236 2,800 Sole 2,800
US BANCORP COM COM 902973106 624.78033 20,697 Sole 20,697
USX - US STEEL COM 90337T101 51.5 2,000 Sole 2,000
UNICOM CORP COM COM 904911104 169.9102 4,600 Sole 4,600
UNION CARBIDE CORP COM COM 905581104 284.06 5,000 Sole 5,000
UNION PACIFIC CORP COM COM 907818108 110.5426 2,300 Sole 2,300
UNION PACIFIC RESOURCES GROUP COM 907834105 31.63875 1,947 Sole 1,947
U S WEST INC COM CHG F COM 91273H101 290.90207 5,098 Sole 5,098
UNITED TECHNOLOGIES CORP COM COM 913017109 355.872 6,000 Sole 6,000
VIACOM INC CL B COM CL B 925524308 304.2 7,200 Sole 7,200
WALGREEN CO COM COM 931422109 304.5 12,000 Sole 12,000
WARNER LAMBERT CO COM COM 934488107 557.55 8,400 Sole 8,400
WASHINGTON MUT INC COM COM 939322103 456.73875 15,615 Sole 15,615
WASTE MGMT INC DEL COM 94106L109 92.11125 4,785 Sole 4,785
WELLS FARGO CO NEW CHG F COM 949746101 1,040.552 26,260 Sole 26,260
WEYERHAEUSER CO COM COM 962166104 92.2 1,600 Sole 1,600
WILLAMETTE INDS INC NTS COM 969133107 207 4,800 Sole 4,800
XEROX CORP COM COM 984121103 327.1086 7,800 Sole 7,800
METLIFE SEPARATE ACCOUNTS
ADC TELECOMMUNICATIONS INC COM 000886101 939.3888 22,400 Sole 22,400
AFLAC INC COM COM 001055102 2,633.937 62,900 Sole 62,900
AES CORP COM COM 00130H105 2,749.4 46,600 Sole 46,600
AMR CORP DEL COM COM 001765106 2,101.084 38,552 Sole 38,552
AT&T CORP COM COM 001957109 42,180.60 969,669 Sole 969,669
ABBOTT LABS COM COM 002824100 17,737.79 483,490 Sole 483,490
ADAPTEC INC COM COM 00651F108 571.4928 14,400 Sole 14,400
ADOBE SYS INC DEL COM COM 00724F101 1,112.3 9,800 Sole 9,800
ADVANCED MICRO DEVICES INC COM COM 007903107 544.8279 31,700 Sole 31,700
AETNA INC COM COM 008117103 2,315.193 47,009 Sole 47,009
AIR PRODS & CHEMS INC COM COM 009158106 2,039.31 69,720 Sole 69,720
ALBERTO CULVER CO CL B COM CL B CON013068101 1,147 49,600 Sole 49,600
ALBERTSONS INC COM COM 013104104 5,618.793 142,025 Sole 142,025
ALCAN ALUM LTD COM 013716105 2,916.875 93,340 Sole 93,340
ALCOA INC COM COM 013817101 5,424.218 87,400 Sole 87,400
ALLEGHENY TELEDYNE INC COM COM 017415100 740.6775 43,892 Sole 43,892
ALLERGAN INC COM COM 018490102 1,210 11,000 Sole 11,000
ALLIED SIGNAL INC COM COM 019512102 10,207.39 170,302 Sole 170,302
ALLIED WASTE INDS INC NEW COM COM PAR$019589308 362.297 31,000 Sole 31,000
ALLSTATE CORP COM COM 020002101 7,103.204 284,846 Sole 284,846
ALLTEL CORP COM 020039103 6,361.9 90,400 Sole 90,400
ALZA CORP COM COM 022615108 774.8972 18,100 Sole 18,100
AMERADA HESS CORP COM COM 023551104 1,439.375 23,500 Sole 23,500
AMEREN CORP COM 023608102 2,964.460 78,400 Sole 78,400
AMERICA ONLINE INC DEL COM COM 02364J104 34,038.68 327,100 Sole 327,100
AMERICAN ELEC PWR INC COM COM 025537101 2,206.966 64,673 Sole 64,673
AMERICAN EXPRESS CO COM COM 025816109 19,095.34 141,447 Sole 141,447
AMERICAN GEN CORP COM COM 026351106 3,910.304 61,823 Sole 61,823
AMERICAN GREETINGS CORP CL A CL A 026375105 1,341.575 52,100 Sole 52,100
AMERICAN HOME PRODS CORP COM COM 026609107 16,688.14 402,124 Sole 402,124
AMERICAN INTL GROUP INC COM COM 026874107 42,292.85 486,477 Sole 486,477
AMERITECH CORP NEW COM COM 030954101 22,259.92 333,482 Sole 333,482
AMGEN INC COM 031162100 12,343.01 151,448 Sole 151,448
AMSOUTH BANCORPORATION COM COM 032165102 2,822.986 120,450 Sole 120,450
ANADARKO PETE CORP COM COM 032511107 1,084.951 35,500 Sole 35,500
ANDREW CORP COM COM 034425108 2,190.118 126,050 Sole 126,050
ANHEUSER BUSCH COS INC COM COM 035229103 10,539.70 150,434 Sole 150,434
AON CORP COM COM 037389103 1,624.431 54,950 Sole 54,950
APACHE CORP COM COM 037411105 807.5969 18,700 Sole 18,700
APPLE COMPUTER INC COM 037833100 5,324.539 84,100 Sole 84,100
APPLIED MATLS INC COM COM 038222105 8,949.542 115,200 Sole 115,200
ARCHER DANIELS MIDLAND CO COM COM 039483102 2,323.901 191,662 Sole 191,662
ARMSTRONG WORLD INDS INC COM COM 042476101 453.8637 10,100 Sole 10,100
ASARCO INC COM 043413103 156.6 5,800 Sole 5,800
ASHLAND INC COM 044204105 1,909.9 56,800 Sole 56,800
ASSOCIATES FIRST CAP CORP CL A CL A 046008108 8,312.832 230,912 Sole 230,912
ATLANTIC RICHFIELD CO COM COM 048825103 9,140.428 103,136 Sole 103,136
AUTODESK INC COM COM 052769106 805 36,800 Sole 36,800
AUTOMATIC DATA PROCESSING INC COM 053015103 7,328.496 164,224 Sole 164,224
AUTOZONE INC COM COM 053332102 2,685.533 95,700 Sole 95,700
AVERY DENNISON CORP COM COM 053611109 928.4 17,600 Sole 17,600
AVON PRODS INC COM COM 054303102 1,500.530 60,476 Sole 60,476
BB&T CORP COM COM 054937107 2,861.95 88,400 Sole 88,400
BMC SOFTWARE INC COM COM 055921100 3,592.412 50,200 Sole 50,200
BAKER HUGHES INC COM COM 057224107 2,240.83 77,270 Sole 77,270
BALL CORP COM COM 058498106 233.5286 5,300 Sole 5,300
BANK OF AMERICA CORP COM 060505104 30,720.90 551,671 Sole 551,671
BANK NEW YORK INC COM COM 064057102 8,222.158 245,900 Sole 245,900
BANK ONE CORP COM COM 06423A103 13,191.38 378,932 Sole 378,932
BARD C R INC COM 067383109 2,334.275 49,600 Sole 49,600
BARRICK GOLD CORP COM 067901108 4,396.914 202,157 Sole 202,157
BAUSCH & LOMB INC COM COM 071707103 626.4015 9,500 Sole 9,500
BAXTER INTL INC COM COM 071813109 3,921.793 65,092 Sole 65,092
BEAR STEARNS COS INC COM COM 073902108 2,361.761 61,445 Sole 61,445
BECTON DICKINSON & CO COM COM 075887109 2,668.696 95,100 Sole 95,100
BED BATH & BEYOND INC COM COM 075896100 635.8534 18,200 Sole 18,200
BELL ATLANTIC CORP COM COM 077853109 31,579.55 469,152 Sole 469,152
BELLSOUTH CORP COM COM 079860102 26,591.76 590,928 Sole 590,928
BEMIS INC COM COM 081437105 2,157.837 63,700 Sole 63,700
BEST BUY INC COM COM 086516101 2,765.2 44,600 Sole 44,600
BESTFOODS COM COM 08658U101 5,100.564 105,032 Sole 105,032
BETHLEHEM STL CORP COM COM 087509105 155.6125 21,100 Sole 21,100
BIOMET INC COM COM 090613100 1,228.770 46,700 Sole 46,700
BLACK & DECKER CORP COM COM 091797100 813.2286 17,800 Sole 17,800
BLOCK H & R INC COM COM 093671105 3,283.837 75,600 Sole 75,600
BOEING CO COM COM 097023105 13,810.11 323,991 Sole 323,991
BOISE CASCADE CORP COM COM 097383103 349.7952 9,600 Sole 9,600
BOSTON SCIENTIFIC CORP COM COM 101137107 2,291.85 92,600 Sole 92,600
BRIGGS & STRATTON CORP COM 109043109 2,364.187 40,500 Sole 40,500
BRISTOL MYERS SQUIBB CO COM COM 110122108 42,353.28 627,456 Sole 627,456
BROWN FORMAN CORP CL B CL B 115637209 1,808.875 29,000 Sole 29,000
BRUNSWICK CORP COM COM 117043109 2,696.45 108,400 Sole 108,400
BURLINGTON NORTH SANTA FE CORP COM 12189T104 4,534.915 164,906 Sole 164,906
BURLINGTON RES INC COM COM 122014103 1,334.796 36,321 Sole 36,321
CBS CORP COM COM 12490K107 10,127.91 218,982 Sole 218,982
CIGNA CORP COM COM 125509109 5,762.596 74,117 Sole 74,117
CMS ENERGY CORP COM COM 125896100 671.9526 19,800 Sole 19,800
CSX CORP COM COM 126408103 3,762.9 88,800 Sole 88,800
CVS CORP COM 126650100 4,126.093 101,100 Sole 101,100
CABLETRON SYS INC COM COM 126920107 451.7856 28,800 Sole 28,800
CAMPBELL SOUP CO COM COM 134429109 5,243.297 134,014 Sole 134,014
CAPITAL ONE FINL CORP COM 14040H105 1,801.8 46,200 Sole 46,200
CARDINAL HEALTH INC COM COM 14149Y108 3,531.6 64,800 Sole 64,800
CARNIVAL CORP COM COM 143658102 8,299.8 190,800 Sole 190,800
CAROLINA PWR & LT CO COM COM 144141108 1,274.702 36,034 Sole 36,034
CASE CORP COM COM 14743R103 886.6536 17,800 Sole 17,800
CATERPILLAR INC COM 149123101 4,768.095 86,990 Sole 86,990
CENDANT CORP COM COM 151313103 3,136.212 176,688 Sole 176,688
CENTEX CORP COM COM 152312104 511.4226 17,300 Sole 17,300
CENTRAL & SOUTH WEST CORP COM COM 152357109 2,637.329 124,844 Sole 124,844
CENTURYTEL INC COM COM 156700106 3,093.593 76,150 Sole 76,150
CERIDIAN CORP COM COM 15677T106 549.7375 22,100 Sole 22,100
CHAMPION INTL CORP COM COM 158525105 1,289.512 25,100 Sole 25,100
CHASE MANHATTAN CORP NEW COM COM 16161A108 20,422.85 270,950 Sole 270,950
CHEVRON CORP COM COM 166751107 18,221.44 205,312 Sole 205,312
CHUBB CORP COM COM 171232101 2,588.44 52,160 Sole 52,160
CINCINNATI FINL CORP COM COM 172062101 1,482.474 39,500 Sole 39,500
CINERGY CORP COM COM 172474108 1,109.434 39,186 Sole 39,186
CIRCUIT CITY GROUP COM CIRCT CI172737108 1,582.012 37,500 Sole 37,500
CISCO SYS INC COM COM 17275R102 66,699.03 972,828 Sole 972,828
CITIGROUP INC COM COM 172967101 47,464.07 1,078,729 Sole 1,078,729
CLEAR CHANNEL COMMUNICATIONS COM 184502102 6,262.2 78,400 Sole 78,400
CLOROX CO COM COM 189054109 2,015.775 52,700 Sole 52,700
COASTAL CORP COM COM 190441105 2,132.817 52,100 Sole 52,100
COCA COLA CO COM COM 191216100 36,365.54 753,690 Sole 753,690
COCA COLA ENTERPRISES INC COM COM 191219104 2,220.100 98,400 Sole 98,400
COLGATE PALMOLIVE CO COM 194162103 8,444.169 184,572 Sole 184,572
COLUMBIA ENERGY GROUP COM COM 197648108 1,196.1 21,600 Sole 21,600
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 2,952.090 139,335 Sole 139,335
COMCAST CORP CL A SPL CL A SPL200300200 9,203.15 230,800 Sole 230,800
COMERICA INC COM COM 200340107 2,647.687 52,300 Sole 52,300
COMPAQ COMPUTER CORP COM COM 204493100 12,636.42 552,412 Sole 552,412
COMPUTER ASSOC INTL INC COM COM 204912109 8,914.347 145,838 Sole 145,838
COMPUTER SCIENCES CORP COM COM 205363104 2,819.511 40,100 Sole 40,100
COMPUWARE CORP COM 205638109 2,103.203 80,700 Sole 80,700
CONAGRA INC COM COM 205887102 3,558.929 157,740 Sole 157,740
CONOCO INC CL B CL B 208251405 4,392.483 160,456 Sole 160,456
CONSECO INC COM COM 208464107 2,709.571 142,609 Sole 142,609
CONSOLIDATED EDISON COM 209115104 3,489.029 84,073 Sole 84,073
CONSOLIDATED NAT GAS CO COM COM 209615103 1,540.662 24,700 Sole 24,700
CONSOLIDATED STORES CORP COM COM 210149100 1,758.341 79,700 Sole 79,700
CONSTELLATION ENGY GRP INC COM COM 210371100 2,115 75,200 Sole 75,200
COOPER INDS INC COM COM 216669101 1,168.75 25,000 Sole 25,000
COOPER TIRE & RUBR CO COM 216831107 803.7 45,600 Sole 45,600
COORS ADOLPH CO CL B CL B 217016104 330.1625 6,100 Sole 6,100
CORNING INC COM COM 219350105 4,740.102 69,136 Sole 69,136
COSTCO WHSL CORP NEW COM COM 22160K105 3,911.976 54,333 Sole 54,333
COUNTRYWIDE CR INDS INC COM COM 222372104 2,128.113 65,988 Sole 65,988
CRANE CO COM 224399105 1,111.753 49,550 Sole 49,550
CROWN CORK & SEAL INC COM COM 228255105 677.66625 27,945 Sole 27,945
CUMMINS ENGINE INC COM COM 231021106 378.5712 7,600 Sole 7,600
CYPRUS AMAX MINERALS CO COM COM 232809103 292.4125 14,900 Sole 14,900
DTE ENERGY CO COM COM 233331107 3,484.725 95,800 Sole 95,800
DANA CORP COM 235811106 1,562.368 42,084 Sole 42,084
DANAHER CORP COM COM 235851102 1,722.864 32,700 Sole 32,700
DARDEN RESTAURANTS INC COM 237194105 424.4954 21,700 Sole 21,700
DATA GEN CORP COM COM 237688106 170.6022 8,100 Sole 8,100
DAYTON HUDSON CORP COM COM 239753106 8,551.507 142,378 Sole 142,378
DEERE & CO COM COM 244199105 3,990.718 103,154 Sole 103,154
DELL COMPUTER CORP COM COM 247025109 33,738.10 806,900 Sole 806,900
DELPHI AUTOMOTIVE SYS CORP COM COM 247126105 2,292.175 142,708 Sole 142,708
DELTA AIR LINES INC DEL COM COM 247361108 3,341.65 68,900 Sole 68,900
DELUXE CORP COM COM 248019101 2,968.2 87,300 Sole 87,300
DILLARDS INC CL A COM CL A 254067101 1,921.515 94,600 Sole 94,600
DISNEY WALT CO COM COM 254687106 16,603.6 638,600 Sole 638,600
DOLLAR GEN CORP COM COM 256669102 1,058.425 34,281 Sole 34,281
DOMINION RES INC VA COM COM 257470104 1,999.849 44,318 Sole 44,318
DONNELLEY R R & SONS CO COM COM 257867101 2,284.012 79,100 Sole 79,100
DOVER CORP COM COM 260003108 2,154.112 52,700 Sole 52,700
DOW CHEM CO COM COM 260543103 8,127.937 71,533 Sole 71,533
DOW JONES & CO INC COM COM 260561105 773.9375 14,500 Sole 14,500
DU PONT E I DE NEMOURS & CO COM 263534109 18,431.68 304,656 Sole 304,656
DUKE ENERGY CORP COM COM 264399106 6,729.163 122,071 Sole 122,071
DUN & BRADSTREET CORP DEL COM 26483B106 3,142.85 105,200 Sole 105,200
EG & G INC COM 268457108 4,082.325 102,700 Sole 102,700
EMC CORP MASS COM 268648102 22,347.51 313,100 Sole 313,100
EASTERN ENTERPRISES COM 27637F100 1,620.651 34,900 Sole 34,900
EASTMAN CHEM CO COM COM 277432100 522.3625 13,100 Sole 13,100
EASTMAN KODAK CO COM COM 277461109 8,139.216 107,626 Sole 107,626
EATON CORP COM 278058102 1,544.984 17,900 Sole 17,900
ECOLAB INC COM COM 278865100 679.0875 19,900 Sole 19,900
EDISON INTL COM COM 281020107 2,196.443 90,344 Sole 90,344
ELECTRONIC DATA SYS CORP NEW COM 285661104 8,004.074 151,200 Sole 151,200
EMERSON ELEC CO COM COM 291011104 7,829.122 123,904 Sole 123,904
ENGELHARD CORP COM 292845104 2,444.77 133,960 Sole 133,960
ENRON CORP COM COM 293561106 8,988.800 218,908 Sole 218,908
ENTERGY CORP NEW COM COM 29364G103 3,637.728 125,712 Sole 125,712
EQUIFAX INC COM COM 294429105 621.5625 22,100 Sole 22,100
EXXON CORP COM COM 302290101 58,214.93 765,986 Sole 765,986
FMC CORP NEW COM COM NEW 302491303 1,351 28,000 Sole 28,000
FPL GROUP INC COM COM 302571104 2,156.906 42,817 Sole 42,817
FDX CORP COM COM 31304N107 2,744.575 70,600 Sole 70,600
FREDDIE MAC CORP COM COM 313400301 11,329.34 217,872 Sole 217,872
FANNIE MAE COM 313586109 20,367.50 324,908 Sole 324,908
FEDERATED DEPT STORES INC DEL COM 31410H101 4,110.946 94,100 Sole 94,100
FIFTH THIRD BANCORP COM 316773100 3,787.539 62,250 Sole 62,250
FIRST DATA CORP COM COM 319963104 4,593.186 104,688 Sole 104,688
FIRST UN CORP COM COM 337358105 10,969.22 307,908 Sole 307,908
FIRSTAR CORP COM COM 33763V109 6,008.396 234,474 Sole 234,474
FIRSTENERGY CORP COM COM 337932107 1,306.352 51,610 Sole 51,610
FLEETWOOD ENTERPRISES INC COM COM 339099103 732.7881 36,300 Sole 36,300
FLORIDA PROGRESS CORP COM COM 341109106 767.75 16,600 Sole 16,600
FLUOR CORP COM 343861100 662.47475 16,459 Sole 16,459
FORD MTR CO DEL COM COM 345370100 20,106.93 400,138 Sole 400,138
FORT JAMES CORP COM COM 347471104 2,924.895 109,600 Sole 109,600
FORTUNE BRANDS INC COM COM 349631101 1,435.125 44,500 Sole 44,500
FOSTER WHEELER CORP COM 350244109 73.5782 6,100 Sole 6,100
FRANKLIN RES INC COM COM 354613101 1,687.022 55,200 Sole 55,200
FREEPORT MCMORAN COPPER B CL B 35671D857 511.9898 32,900 Sole 32,900
GPU INC COM COM 36225X100 2,668.725 81,800 Sole 81,800
GTE CORP COM COM 362320103 22,955.41 298,607 Sole 298,607
GANNETT INC COM COM 364730101 4,422.709 63,924 Sole 63,924
GAP INC COM COM 364760108 8,415.872 262,996 Sole 262,996
GATEWAY INC COM 367626108 3,304.4 75,100 Sole 75,100
GENERAL DYNAMICS CORP COM COM 369550108 2,772.202 44,400 Sole 44,400
GENERAL ELEC CO COM COM 369604103 118,318.9 997,950 Sole 997,950
GENERAL INSTR CORP DEL COM COM 370120107 2,169.6 45,200 Sole 45,200
GENERAL MLS INC COM COM 370334104 3,693.783 45,532 Sole 45,532
GENERAL MTRS CORP COM COM 370442105 13,671.30 217,222 Sole 217,222
GENUINE PARTS CO COM COM 372460105 945.6072 35,600 Sole 35,600
GEORGIA PAC CORP COM COM GA P373298108 2,524.239 62,424 Sole 62,424
GILLETTE CO COM COM 375766102 11,625.45 342,560 Sole 342,560
GOLDEN WEST FINL CORP DEL COM COM 381317106 2,949.36 30,000 Sole 30,000
GOODRICH B F CO COM 382388106 2,070.6 71,400 Sole 71,400
GOODYEAR TIRE & RUBR CO COM COM 382550101 2,829.990 58,805 Sole 58,805
GRACE WR & CO DEL NEW COM COM 38388F108 167.025 10,200 Sole 10,200
GRAINGER W W INC COM COM 384802104 980.4648 20,400 Sole 20,400
GREAT ATLANTIC & PAC TEA INC COM 390064103 187.9344 6,200 Sole 6,200
GREAT LAKES CHEM CORP COM COM 390568103 460.5502 12,100 Sole 12,100
GUIDANT CORP COM COM 401698105 3,662.587 68,300 Sole 68,300
HALLIBURTON CO COM COM 406216101 4,347.312 106,032 Sole 106,032
HARCOURT GEN INC COM 41163G101 757.575 18,200 Sole 18,200
HARRAHS ENTMT INC COM COM 413619107 582.75 21,000 Sole 21,000
HARRIS CORP DEL COM COM 413875105 2,442.05 88,400 Sole 88,400
HARTFORD FINL SVCS GROUP INC COM 416515104 3,963.894 96,976 Sole 96,976
HASBRO INC COM COM 418056107 936.8625 43,575 Sole 43,575
HEALTHSOUTH CORP COM COM 421924101 532.875 87,000 Sole 87,000
HEINZ H J CO COM COM 423074103 3,552.273 82,611 Sole 82,611
HELMERICH & PAYNE INC COM COM 423452101 372.0864 14,700 Sole 14,700
HERCULES INC COM COM 427056106 553.1495 19,324 Sole 19,324
HERSHEY FOODS CORP COM 427866108 3,170.789 65,126 Sole 65,126
HEWLETT PACKARD CO COM COM 428236103 29,121.31 320,896 Sole 320,896
HILTON HOTELS CORP COM COM 432848109 512.5125 51,900 Sole 51,900
HOME DEPOT INC COM COM 437076102 30,861.21 449,708 Sole 449,708
HOMESTAKE MNG CO COM COM 437614100 715.6673 77,900 Sole 77,900
HONEYWELL INC COM COM 438506107 4,600.302 41,328 Sole 41,328
HOUSEHOLD INTL INC COM COM 441815107 4,889.391 121,854 Sole 121,854
HUMANA INC COM COM 444859102 187.6875 27,300 Sole 27,300
HUNTINGTON BANCSHARES INC COM 446150104 1,470.286 55,353 Sole 55,353
IMS HEALTH INC COM COM 449934108 1,624.214 71,200 Sole 71,200
ITT INDS INC IND COM COM 450911102 598.0656 18,800 Sole 18,800
IKON OFFICE SOLUTIONS INC COM COM 451713101 267.175 25,000 Sole 25,000
ILLINOIS TOOL WKS INC COM COM 452308109 4,324.894 58,004 Sole 58,004
INCO LTD COM COM 453258402 759.3255 35,524 Sole 35,524
INGERSOLL RAND CO COM 456866102 2,208.467 40,200 Sole 40,200
INTEL CORP CALIF COM COM 458140100 75,124.37 1,010,932 Sole 1,010,932
IBM CORP COM COM 459200101 66,908.16 552,960 Sole 552,960
INTL FLAVORS & FRAGRANCES INC COM 459506101 1,535.25 44,500 Sole 44,500
INTERNATIONAL PAPER CO COM COM 460146103 4,855.367 101,023 Sole 101,023
INTERPUBLIC GROUP COS INC COM COM 460690100 2,590.875 63,000 Sole 63,000
JEFFERSON PILOT CORP COM COM 475070108 1,634.963 25,875 Sole 25,875
JOHNSON & JOHNSON COM COM 478160104 37,594.33 409,190 Sole 409,190
JOHNSON CTLS INC COM COM 478366107 2,347.444 35,400 Sole 35,400
JOSTENS INC COM 481088102 87.975 4,600 Sole 4,600
KLA TENCOR CORP COM 482480100 1,008.8 15,520 Sole 15,520
K MART CORP COM COM 482584109 3,053.813 261,300 Sole 261,300
KANSAS CITY SOUTHN INDS INC COM 485170104 809.1 17,400 Sole 17,400
KAUFMAN & BROAD HOME CORP COM COM 486168107 134.0625 6,500 Sole 6,500
KELLOGG CO COM COM 487836108 3,583.694 95,726 Sole 95,726
KERR MCGEE CORP COM 492386107 1,170.397 21,256 Sole 21,256
KEYCORP NEW COM COM 493267108 4,527.889 175,418 Sole 175,418
KIMBERLY CLARK CORP COM COM 494368103 9,029.112 171,168 Sole 171,168
KING WORLD PRODTNS INC COM COM 495667107 1,740 46,400 Sole 46,400
KNIGHT RIDDER INC COM 499040103 3,993 72,600 Sole 72,600
KOHLS CORP COM COM 500255104 2,671.45 40,400 Sole 40,400
KROGER CO COM COM 501044101 4,165.305 188,800 Sole 188,800
LSI LOGIC CORP COM COM 502161102 1,508 29,000 Sole 29,000
LAIDLAW INC COM COM 50730K503 1,209.6 179,200 Sole 179,200
LEHMAN BROS HLDGS INC COM COM 524908100 3,595.9 61,600 Sole 61,600
LEXMARK INTL GROUP INC CL A CL A 529771107 1,601.95 19,900 Sole 19,900
LILLY ELI & CO COM COM 532457108 22,142.97 344,976 Sole 344,976
LIMITED INC COM COM 532716107 4,920.021 128,628 Sole 128,628
LINCOLN NATL CORP IND COM COM 534187109 1,863.075 49,600 Sole 49,600
LIZ CLAIBORNE INC COM COM 539320101 632.4 20,400 Sole 20,400
LOCKHEED MARTIN CORP COM COM 539830109 4,019.455 122,968 Sole 122,968
LOEWS CORP COM COM 540424108 3,853.266 54,900 Sole 54,900
LONGS DRUG STORES CORP COM COM 543162101 2,064.362 69,100 Sole 69,100
LOUISIANA PAC CORP COM COM 546347105 270.3125 17,300 Sole 17,300
LOWES COS INC COM COM 548661107 4,364.782 89,534 Sole 89,534
LUCENT TECHNOLOGIES INC COM COM 549463107 60,185.05 927,708 Sole 927,708
MBIA INC COM COM 55262C100 1,193.6 25,600 Sole 25,600
MBNA CORP COM COM 55262L100 4,205.346 184,348 Sole 184,348
MCI WORLDCOM INC COM COM 55268B106 42,395.25 589,847 Sole 589,847
MGIC INVT CORP WIS COM COM 552848103 3,686.3 77,200 Sole 77,200
MALLINCKRODT INC NEW COM 561232109 353.1879 11,700 Sole 11,700
MARSH & MCLENNAN COS INC COM COM 571748102 4,204.461 61,379 Sole 61,379
MARRIOTT INTL INC NEW CL A CL A 571903202 1,860.805 56,928 Sole 56,928
MASCO CORP COM COM 574599106 3,090.7 99,700 Sole 99,700
MATTEL INC COM COM 577081102 1,408.489 74,131 Sole 74,131
MAY DEPT STORES CO COM COM 577778103 5,576.865 153,055 Sole 153,055
MAYTAG CORP COM COM 578592107 732.864 22,000 Sole 22,000
MCDERMOTT INTL INC COM COM 580037109 1,638.225 80,900 Sole 80,900
MCDONALDS CORP COM COM 580135101 19,389.58 448,314 Sole 448,314
MCGRAW HILL COS INC COM COM 580645109 2,249.437 46,500 Sole 46,500
MCKESSON HBOC INC COM COM 58155Q103 1,827.551 63,019 Sole 63,019
MEAD CORP COM COM 582834107 584.375 17,000 Sole 17,000
MEDIAONE GROUP INC COM COM 58440J104 13,740.82 201,148 Sole 201,148
MEDTRONIC INC COM COM 585055106 12,052.53 338,916 Sole 338,916
MELLON BK CORP COM COM 585509102 4,091.221 121,672 Sole 121,672
MERCK & CO INC COM COM 589331107 46,275.12 713,990 Sole 713,990
MEREDITH CORP COM COM 589433101 301.3896 8,300 Sole 8,300
MERRILL LYNCH & CO INC COM 590188108 6,780.350 100,636 Sole 100,636
MICROSOFT CORP COM COM 594918104 140,086.3 1,546,856 Sole 1,546,856
MICRON TECHNOLOGY INC COM COM 595112103 3,743.95 56,300 Sole 56,300
MILACRON INC COM COM 598709103 2,069.65 116,600 Sole 116,600
MILLIPORE CORP COM COM 601073109 386.8886 10,300 Sole 10,300
MINNESOTA MNG & MFG CO COM COM 604059105 12,723.22 132,448 Sole 132,448
MIRAGE RESORTS INC COM COM 60462E104 712.6 50,900 Sole 50,900
MOBIL CORP COM COM 607059102 25,017.43 248,312 Sole 248,312
MONSANTO CO COM COM 611662107 5,342.700 149,710 Sole 149,710
MORGAN J P & CO INC COM COM 616880100 5,294.459 46,341 Sole 46,341
MORGAN STANLEY DEAN WTTER & CO COM NEW 617446448 17,799.67 199,577 Sole 199,577
MOTOROLA INC COM COM 620076109 16,744.64 190,280 Sole 190,280
NABISCO GROUP HLDG CORP COM COM 62952P102 1,146 76,400 Sole 76,400
NACCO INDS INC CL A CL A 629579103 1,551.225 22,200 Sole 22,200
NALCO CHEM CO COM COM 629853102 979.7 19,400 Sole 19,400
NATIONAL CITY CORP COM COM 635405103 5,681.128 212,880 Sole 212,880
NATIONAL SEMICONDUCTOR CORP COM 637640103 849.6236 27,800 Sole 27,800
NATIONAL SVC INDS INC COM COM 637657107 1,697.85 53,900 Sole 53,900
NAVISTAR INTL CORP NEW COM COM 63934E108 506.85 10,900 Sole 10,900
NETWORK APPLIANCE INC COM COM 64120L104 873.825 12,200 Sole 12,200
NEW CENTURY ENERGIES INC COM COM 64352U103 1,701.943 50,900 Sole 50,900
NEW YORK TIMES CO CL A CL A 650111107 2,145 57,200 Sole 57,200
NEWELL RUBBERMAID INC COM 651229106 1,821.427 63,771 Sole 63,771
NEWMONT MNG CORP COM COM 651639106 836.87512 32,343 Sole 32,343
NEXTEL COMMUNICATIONS INC CL A CL A 65332V103 4,828.214 71,200 Sole 71,200
NIAGARA MOHAWK HLDGS INC COM COM 653520106 1,016.198 65,300 Sole 65,300
NICOR INC COM COM 654086107 464.8375 12,500 Sole 12,500
NIKE INC CL B COM CL B 654106103 3,847.707 67,652 Sole 67,652
NORDSTROM INC WASH COM COM 655664100 626.4 23,200 Sole 23,200
NORFOLK SOUTHN CORP COM COM 655844108 2,237.34 91,320 Sole 91,320
NORTEL NETWORKS CORP COM COM 656569100 21,296.37 417,576 Sole 417,576
NORTHERN STS PWR CO MINN COM COM 665772109 832.2932 38,600 Sole 38,600
NORTHERN TR CORP COM COM 665859104 2,262.85 27,100 Sole 27,100
NORTHROP GRUMMAN CORP COM COM 666807102 2,923.852 46,000 Sole 46,000
NOVELL INC COM 670006105 1,628.066 78,700 Sole 78,700
NUCOR CORP COM 670346105 1,097.946 23,054 Sole 23,054
OCCIDENTAL PETE CORP COM COM 674599105 1,936.464 83,739 Sole 83,739
OFFICE DEPOT INC COM COM 676220106 649.95 61,900 Sole 61,900
OMNICOM GROUP INC COM COM 681919106 3,222.910 40,700 Sole 40,700
ONEOK INC NEW COM COM 682680103 237.82795 7,846 Sole 7,846
ORACLE CORPORATION COM COM 68389X105 20,689.53 454,715 Sole 454,715
OWENS CORNING COM COM 69073F103 223.3761 10,300 Sole 10,300
OWENS ILL INC NEW COM NEW 690768403 760.7808 38,400 Sole 38,400
PECO ENERGY CO COM COM 693304107 1,922.962 51,279 Sole 51,279
PG&E CORP COM COM 69331C108 2,362.879 91,319 Sole 91,319
PE CORP COM PE BIOSYS GROUP COM PE B69332S102 4,436.15 61,400 Sole 61,400
PNC BK CORP COM COM 693475105 6,139.352 116,525 Sole 116,525
P P & L RESOURCES INC COM COM 693499105 1,783.385 65,900 Sole 65,900
PPG INDS INC COM COM 693506107 4,704.72 78,412 Sole 78,412
PACCAR INC COM 693718108 1,001.22 19,680 Sole 19,680
PACIFICORP COM COM 695114108 1,387.940 68,966 Sole 68,966
PAINE WEBBER GROUP INC COM 695629105 1,678.375 46,300 Sole 46,300
PALL CORP COM COM 696429307 475.35668 20,501 Sole 20,501
PARAMETRIC TECHNOLOGY CORP COM COM 699173100 810 60,000 Sole 60,000
PARKER HANNIFIN CORP COM COM 701094104 1,200.961 26,800 Sole 26,800
PAYCHEX INC COM COM 704326107 1,796.681 52,650 Sole 52,650
PENNEY J C INC COM COM 708160106 3,644.166 105,628 Sole 105,628
PEOPLES ENERGY CORP ILL COM COM 711030106 485.5806 13,800 Sole 13,800
PEOPLESOFT INC COM COM 712713106 602.9572 35,600 Sole 35,600
PEP BOYS MANNY MOE & JACK COM COM 713278109 284.1125 19,100 Sole 19,100
PEPSICO INC COM COM 713448108 14,390.32 471,814 Sole 471,814
PHARMACIA & UPJOHN INC COM COM 716941109 8,124.555 163,719 Sole 163,719
PFIZER INC COM COM 717081103 42,470.54 1,183,848 Sole 1,183,848
PHELPS DODGE CORP COM COM 717265102 941.5602 17,100 Sole 17,100
PHILIP MORRIS COS INC COM COM 718154107 25,816.41 755,153 Sole 755,153
PHILLIPS PETE CO COM COM 718507106 2,956.248 60,641 Sole 60,641
PIONEER HI BRED INTL COM 723686101 1,468.419 37,000 Sole 37,000
PITNEY BOWES INC COM COM 724479100 3,916.055 64,264 Sole 64,264
PLACER DOME INC COM 725906101 974.50587 65,513 Sole 65,513
POLAROID CORP COM COM 731095105 176.8 6,800 Sole 6,800
POTLATCH CORP COM COM 737628107 288.309 7,000 Sole 7,000
PRAXAIR INC COM COM 74005P104 2,741.6 59,600 Sole 59,600
PROCTER & GAMBLE CO COM COM 742718109 38,007.93 405,418 Sole 405,418
PROGRESSIVE CORP OHIO COM COM 743315103 1,437.691 17,600 Sole 17,600
PROVIDIAN FINL CORP COM COM 74406A102 2,553.780 32,250 Sole 32,250
PUBLIC SVC ENTERPRISE GROUP COM 744573106 5,296.221 137,119 Sole 137,119
PULTTE CORP COM COM 745867101 2,218.5 102,000 Sole 102,000
QUAKER OATS CO COM COM 747402105 2,617.312 42,300 Sole 42,300
QUALCOMM INC COM 747525103 6,753.975 35,700 Sole 35,700
RALSTON PURINA CO-RALSTON COM RAL-751277302 3,961.511 142,117 Sole 142,117
RAYTHEON CO CL B CL B 755111408 3,930.101 79,196 Sole 79,196
REEBOK INTL LTD COM COM 758110100 94.0456 8,800 Sole 8,800
REGIONS FINL CORP COM COM 758940100 2,373 79,100 Sole 79,100
RELIANT ENERGY INC COM 75952J108 1,956.447 72,295 Sole 72,295
REPUBLIC N Y CORP COM COM 760719104 1,087.434 17,700 Sole 17,700
REYNOLDS METALS CO COM COM 761763101 2,076.9 34,400 Sole 34,400
RITE AID CORP COM COM 767754104 770.7096 55,800 Sole 55,800
ROCKWELL INTL CORP NEW COM COM 773903109 2,456.685 46,794 Sole 46,794
ROHM & HAAS CO COM COM 775371107 2,268.252 62,789 Sole 62,789
ROWAN COS INC COM COM 779382100 287.625 17,700 Sole 17,700
ROYAL DUTCH PETE CO N Y NY REG G780257804 39,753.45 673,080 Sole 673,080
RUSSELL CORP COM 782352108 66.6789 4,700 Sole 4,700
RYDER SYS INC COM COM 783549108 466.07812 22,875 Sole 22,875
SBC COMMUNICATIONS INC COM COM 78387G103 30,430.19 595,946 Sole 595,946
SLM HLDG CORP COM COM 78442A109 1,092.2 25,400 Sole 25,400
SAFECO CORP COM COM 786429100 747.6 26,700 Sole 26,700
SAFEWAY INC NEW COM COM NEW 786514208 5,686.462 149,400 Sole 149,400
ST JUDE MED INC COM COM 790849103 1,691.55 53,700 Sole 53,700
ST PAUL COS INC COM 792860108 1,040.435 37,834 Sole 37,834
SARA LEE CORP COM 803111103 6,816.898 291,632 Sole 291,632
SCHERING PLOUGH CORP COM COM 806605101 20,221.93 463,540 Sole 463,540
SCHLUMBERGER LTD COM COM 806857108 11,517.37 184,834 Sole 184,834
SCHWAB CHARLES CORP NEW COM COM 808513105 8,315.781 248,700 Sole 248,700
SCIENTIFIC ATLANTA INC COM 808655104 1,883.356 38,000 Sole 38,000
SEAGATE TECHNOLOGY COM COM 811804103 3,785.25 123,600 Sole 123,600
SEAGRAM LTD COM COM 811850106 4,567.426 100,383 Sole 100,383
SEALED AIR CORP NEW COM COM 81211K100 819.50395 15,971 Sole 15,971
SEARS ROEBUCK & CO COM COM 812387108 4,192.892 133,638 Sole 133,638
SEMPRA ENERGY COM COM 816851109 1,140.705 54,810 Sole 54,810
SERVICE CORP INTL COM COM 817565104 1,543.889 146,174 Sole 146,174
SHARED MED SYS CORP COM 819486101 818.125 17,500 Sole 17,500
SHERWIN WILLIAMS CO COM COM 824348106 780.02887 37,256 Sole 37,256
SIGMA ALDRICH CORP COM 826552101 911.225 28,700 Sole 28,700
SILICON GRAPHICS INC COM COM 827056102 396.9256 36,292 Sole 36,292
SNAP ON INC COM COM 833034101 445.25 13,700 Sole 13,700
SOLECTRON CORP COM 834182107 4,222.545 58,800 Sole 58,800
SONAT INC COM COM 835415100 943.3203 23,769 Sole 23,769
SOUTHERN CO COM COM 842587107 4,253.848 165,198 Sole 165,198
SOUTHTRUST CORP COM COM 844730101 2,371.337 66,100 Sole 66,100
SOUTHWEST AIRLS CO COM COM 844741108 2,155.035 141,900 Sole 141,900
SPRINGS INDS INC CL A CL A 851783100 95.0236 2,800 Sole 2,800
SPRINT CORP (FON GROUP) COM COM FON 852061100 15,595.57 287,476 Sole 287,476
SPRINT CORP PCS COM SER 1 PCS COM 852061506 7,781.961 104,369 Sole 104,369
STANLEY WKS COM 854616109 662.4181 26,300 Sole 26,300
STAPLES INC COM COM 855030102 2,224.824 102,000 Sole 102,000
STATE STREET CORP COM 857477103 2,533.3 39,200 Sole 39,200
SUMMIT BANCORP COM COM 866005101 3,010.153 92,800 Sole 92,800
SUN MICROSYSTEMS INC COM COM 866810104 22,035.04 236,936 Sole 236,936
SUNOCO INC COM COM 86764P109 1,973.737 72,100 Sole 72,100
SUNTRUST BKS INC COM 867914103 6,654.820 101,214 Sole 101,214
SUPERVALU INC COM COM 868536103 2,140.014 97,000 Sole 97,000
SYNOVUS FINL CORP COM 87161C105 1,208.114 64,650 Sole 64,650
SYSCO CORP COM COM 871829107 2,440.315 69,600 Sole 69,600
TJX COS INC NEW COM COM 872540109 2,062.557 73,500 Sole 73,500
TRW INC COM 872649108 1,333.3 26,800 Sole 26,800
TANDY CORP COM COM 875382103 2,511.988 48,600 Sole 48,600
TEKTRONIX INC COM COM 879131100 257.95 7,700 Sole 7,700
TELLABS INC COM COM 879664100 5,078.780 89,200 Sole 89,200
TEMPLE INLAND INC COM COM 879868107 805.2 13,200 Sole 13,200
TENET HEALTHCARE CORP COM COM 88033G100 2,992.564 170,400 Sole 170,400
TENNECO INC NEW COM COM 88037E101 739.058 43,474 Sole 43,474
TEXACO INC COM COM 881694103 10,726.32 169,922 Sole 169,922
TEXAS INSTRS INC COM COM 882508104 20,261.79 246,344 Sole 246,344
TEXAS UTILS CO COM COM 882848104 2,412.444 64,656 Sole 64,656
TEXTRON INC COM COM 883203101 2,708.279 35,002 Sole 35,002
THERMO ELECTRON CORP COM COM 883556102 2,076.016 154,500 Sole 154,500
THOMAS & BETTS CORP COM COM 884315102 1,178.1 23,100 Sole 23,100
3COM CORP COM COM 885535104 3,409.75 118,600 Sole 118,600
TIME WARNER INC COM COM 887315109 23,203.58 381,952 Sole 381,952
TIMES MIRROR CO NEW COM SER A COM SER 887364107 1,335.983 20,300 Sole 20,300
TIMKEN CO COM 887389104 153.1875 9,500 Sole 9,500
TORCHMARK CORP COM 891027104 2,672.887 103,300 Sole 103,300
TOSCO CORP NEW COM COM NEW 891490302 632.99225 25,069 Sole 25,069
TOYS R US INC COM COM 892335100 825.075 55,005 Sole 55,005
TRICON GLOBAL RESTAURANTS INC COM 895953107 1,462.679 35,730 Sole 35,730
TRIBUNE CO NEW COM COM 896047107 5,666.525 113,900 Sole 113,900
TUPPERWARE CORP COM COM 899896104 317.925 15,700 Sole 15,700
TYCO INTL LTD NEW COM COM 902124106 26,021.58 252,025 Sole 252,025
USX MARATHON GROUP NEW COM COM NEW 902905827 2,077.92 71,040 Sole 71,040
UST INC COM COM 902911106 3,362.529 111,390 Sole 111,390
U S BANCORP DEL COM COM 902973106 7,719.902 255,736 Sole 255,736
USX U S STL GROUP COM COM 90337T101 535.83175 20,809 Sole 20,809
UNILEVER N V NEW YORK SHS NEW N Y SHS 904784709 11,786.85 173,018 Sole 173,018
UNICOM CORP COM COM 904911104 1,813.532 49,098 Sole 49,098
UNION CARBIDE CORP COM COM 905581104 4,164.319 73,300 Sole 73,300
UNION PAC CORP COM COM 907818108 2,863.678 59,583 Sole 59,583
UNION PAC RES GROUP INC COM COM 907834105 861.315 53,004 Sole 53,004
UNION PLANTERS CORP TENN COM COM 908068109 978 24,000 Sole 24,000
UNISYS CORP COM 909214108 3,167.775 70,200 Sole 70,200
UNITED HEALTHCARE CORP COM COM 910581107 1,914.032 39,313 Sole 39,313
US AIRWAYS GROUP INC COM COM 911905107 1,283.625 48,900 Sole 48,900
U S WEST INC NEW COM COM 91273H101 8,499.556 148,953 Sole 148,953
UNITED TECHNOLOGIES CORP COM COM 913017109 9,063.822 152,816 Sole 152,816
UNOCAL CORP COM COM 915289102 2,154.154 58,123 Sole 58,123
UNUMPROVIDENT CORP COM 91529Y106 1,624.304 55,179 Sole 55,179
V F CORP COM COM 918204108 1,004.4 32,400 Sole 32,400
VIACOM INC CL B CL B 925524308 9,057.132 214,370 Sole 214,370
VULCAN MATLS CO COM COM 929160109 1,117.062 30,500 Sole 30,500
WACHOVIA CORP NEW COM COM 929771103 4,677.165 59,487 Sole 59,487
WAL MART STORES INC COM COM 931142103 64,681.65 1,359,944 Sole 1,359,944
WALGREEN CO COM 931422109 7,887.565 310,840 Sole 310,840
WARNER LAMBERT CO COM COM 934488107 17,211.70 259,310 Sole 259,310
WASHINGTON MUTUAL INC COM COM 939322103 4,787.844 163,687 Sole 163,687
WASTE MGMT INC DEL COM COM 94106L109 3,154.035 163,846 Sole 163,846
WATSON PHARMACEUTICALS INC COM COM 942683103 1,188.861 38,900 Sole 38,900
WELLPOINT HEALTH NETWORK INC COM 94973H108 1,248.3 21,900 Sole 21,900
WELLS FARGO & CO NEW COM COM 949746101 20,362.25 513,874 Sole 513,874
WENDYS INTL INC COM COM 950590109 516.75 19,500 Sole 19,500
WESTVACO CORP COM COM 961548104 2,344.687 91,500 Sole 91,500
WEYERHAEUSER CO COM COM 962166104 2,716.212 47,136 Sole 47,136
WHIRLPOOL CORP COM COM 963320106 3,742.377 57,300 Sole 57,300
WILLAMETTE INDS INC COM 969133107 970.3125 22,500 Sole 22,500
WILLIAMS COS INC COM COM 969457100 3,845.275 102,200 Sole 102,200
WINN DIXIE STORES INC COM 974280109 997.4832 33,600 Sole 33,600
WORTHINGTON INDS INC COM COM 981811102 351.9 20,700 Sole 20,700
WRIGLEY WM JR CO COM COM 982526105 1,774.592 25,789 Sole 25,789
XEROX CORP COM COM 984121103 8,947.342 213,352 Sole 213,352
GLOBAL CROSSING LTD COM G3921A100 4,477.44 168,960 Sole 168,960
METROPOLITAN GROUP P. & C
FEDERATED DEPT STORES INC COM (CHAN COM 31410H101 1,095.189 25,069 Sole 25,069
METROPOLITAN LIFE FOUNDAT
AMR CORP COM COM 001765106 130.8 2,400 Sole 2,400
A T & T CORP COM COM 001957109 1,096.2 25,200 Sole 25,200
ABBOTT LABS CORP DISC NTS COM 002824100 550.305 15,000 Sole 15,000
ADOBE SYSTEMS INC COM COM 00724F101 590.2 5,200 Sole 5,200
ADVANCED MICRO DEVICES INC COM COM 007903107 58.4358 3,400 Sole 3,400
ALBERTO CULVER CO CL B CONV CL B CON013068101 284.4375 12,300 Sole 12,300
ALBERTSONS INC COM COM 013104104 179.45323 4,536 Sole 4,536
ALLEGHENY TELEDYNE INC COM COM 017415100 94.20468 5,582.5 Sole 5,582.5
ALLERGAN INC COM COM 018490102 44 400 Sole 400
ALLIED SIGNAL CORP COM COM 019512102 239.748 4,000 Sole 4,000
ALLSTATE CORP COM COM 020002101 232.46271 9,322 Sole 9,322
ALLTEL CORP COM COM 020039103 443.3625 6,300 Sole 6,300
AMEREN CORP COM COM 023608102 64.2804 1,700 Sole 1,700
AMER EXPRESS CO COM COM 025816109 567 4,200 Sole 4,200
AMER GREETINGS CORP CL A CL A 026375105 144.2 5,600 Sole 5,600
AMER HOME PRODS CORP COM COM 026609107 498 12,000 Sole 12,000
AMER INTL GROUP INC COM COM 026874107 1,161.304 13,358 Sole 13,358
AMERITECH CORP COM COM 030954101 627.45 9,400 Sole 9,400
AMGEN INC COM COM 031162100 1,059.5 13,000 Sole 13,000
ANHEUSER BUSCH CO INC COM COM 035229103 364.3224 5,200 Sole 5,200
APPLE COMPUTER INC COM COM 037833100 101.2992 1,600 Sole 1,600
APPLIED MATERIALS INC COM COM 038222105 637.0334 8,200 Sole 8,200
ARCHER DANIELS MIDLAND COM COM 039483102 197.60491 16,297.31 Sole 16,297.31
ASARCO INC COM COM 043413103 78.3 2,900 Sole 2,900
ASHLAND INC COM 044204105 121.05 3,600 Sole 3,600
ASSOCIATES FIRST CAPITAL A COM CL A 046008108 239.61596 6,655.99 Sole 6,655.99
ATLANTIC RICHFIELD CO COM COM 048825103 265.875 3,000 Sole 3,000
AUTOMATIC DATA PROCESSING INC COM COM 053015103 240.975 5,400 Sole 5,400
BAKER HUGHES INC COM COM 057224107 117.45 4,050 Sole 4,050
BALL CORP COM COM 058498106 96.9364 2,200 Sole 2,200
BANK OF AMERICA CORP. OLD C COM 060505104 1,224.724 21,993 Sole 21,993
BANK OF NEW YORK INC COM COM 064057102 240.7464 7,200 Sole 7,200
BANK ONE CORP COM 06423A103 380.98252 10,944 Sole 10,944
BANKBOSTON CORP COM CHGED COM 06605R106 113.59218 2,618.84 Sole 2,618.84
BARD C R INC COM COM 067383109 324.7278 6,900 Sole 6,900
BARRICK GOLD CORP COM (PREV COM 067901108 97.875 4,500 Sole 4,500
BAUSCH & LOMB INC COM COM 071707103 197.811 3,000 Sole 3,000
BAXTER INTL COM COM 071813109 108.45 1,800 Sole 1,800
BECTON DICKINSON COM COM 075887109 291.8448 10,400 Sole 10,400
BELL ATLANTIC CORP COM COM 077853109 1,019.372 15,144 Sole 15,144
BELLSOUTH CORP COM COM 079860102 792 17,600 Sole 17,600
BESTFOODS CHG F COM 08658U101 87.4116 1,800 Sole 1,800
BIOMET INC COM COM 090613100 234.1768 8,900 Sole 8,900
BLACK & DECKER CORP COM COM 091797100 223.8663 4,900 Sole 4,900
BOEING CO COM COM 097023105 490.2216 11,500.8 Sole 11,500.8
BRIGGS & STRATTON CORP COM COM 109043109 157.6125 2,700 Sole 2,700
BRISTOL MYERS SQUIBB CO COM COM 110122108 1,539 22,800 Sole 22,800
BROWN FORMAN CORP CL B COM CL B 115637209 99.8 1,600 Sole 1,600
BRUNSWICK CORP COM COM 117043109 263.675 10,600 Sole 10,600
BURLINGTON NORTHERN SANTA FE COM COM 12189T104 120.3675 4,377 Sole 4,377
CIGNA CORP COM COM 125509109 233.25 3,000 Sole 3,000
C S X CORP COM COM 126408103 233.0625 5,500 Sole 5,500
CVS CORP FROM COM 126650100 204.06 5,000 Sole 5,000
CAMPBELL SOUP CO COM COM 134429109 133.025 3,400 Sole 3,400
CASE CORP COM COM 14743R103 169.3608 3,400 Sole 3,400
CATERPILLAR INC COM COM 149123101 131.5488 2,400 Sole 2,400
CENTRAL & SOUTHWEST CORP COM COM 152357109 50.7 2,400 Sole 2,400
CERIDIAN CORP COM COM 15677T106 213.925 8,600 Sole 8,600
CHAMPION INTL CORP COM COM 158525105 128.4375 2,500 Sole 2,500
CHASE MANHATTAN CORP (NEW) COM 16161A108 683.199 9,064 Sole 9,064
CHEVRON CORP COM COM 166751107 639 7,200 Sole 7,200
CISCO SYS INC COM COM 17275R102 2,283.114 33,300 Sole 33,300
CITIGROUP INC COM CHG F COM 172967101 1,955.712 44,448 Sole 44,448
CLOROX CO COM COM 189054109 91.8 2,400 Sole 2,400
COCA COLA CO COM COM 191216100 1,370.3 28,400 Sole 28,400
COLGATE PALMOLIVE COM COM 194162103 347.7 7,600 Sole 7,600
COLUMBIA HCA HEALTHCARE COM COM 197677107 125.0033 5,900 Sole 5,900
COMERICA INC COM COM 200340107 197.4375 3,900 Sole 3,900
COMPAQ COMPUTER CORP COM COM 204493100 430.5075 18,820 Sole 18,820
COMPUTER ASSOC INTL INC COM COM 204912109 380.50312 6,225 Sole 6,225
CONAGRA INC COM COM 205887102 80.24761 3,556.76 Sole 3,556.76
CONSOLIDATED EDISON COM 209115104 136.95 3,300 Sole 3,300
CORNING INC COM COM 219350105 123.4116 1,800 Sole 1,800
COSTCO WHOLESALE CORP CUSIP COM 22160K105 288 4,000 Sole 4,000
COUNTRYWIDE CRED INDS COM 222372104 230.265 7,140 Sole 7,140
CUMMINS ENGINE INC COM COM 231021106 109.5864 2,200 Sole 2,200
CYPRUS AMAX MINERALS CO COM CHG F COM 232809103 51.025 2,600 Sole 2,600
D T E ENERGY CO COM COM 233331107 141.8625 3,900 Sole 3,900
DARDEN RESTAURANTS INC NTS COM 237194105 346.2474 17,700 Sole 17,700
DATA GEN CORP COM 237688106 204.3014 9,700 Sole 9,700
DAYTON HUDSON CORP COM COM 239753106 216.2232 3,600 Sole 3,600
DEERE & CO COM COM 244199105 139.2732 3,600 Sole 3,600
DELL COMPUTER CORP COM COM 247025109 1,204.185 28,800 Sole 28,800
DELPHI AUTO SYSTEMS COM COM 247126105 80.50274 5,012 Sole 5,012
DILLARDS INC-CL A COM CL A 254067101 32.4992 1,600 Sole 1,600
WALT DISNEY CO COM COM 254687106 507 19,500 Sole 19,500
DOW CHEM CO COM COM 260543103 170.4375 1,500 Sole 1,500
DOW JONES & CO INC COM COM 260561105 240.1875 4,500 Sole 4,500
DU PONT EI DE NEMOURS CO COM COM 263534109 639.727 10,574 Sole 10,574
DUKE ENERGY CORP COM COM 264399106 115.7625 2,100 Sole 2,100
EASTERN ENTERPRISES COM COM 27637F100 404.0019 8,700 Sole 8,700
EASTMAN CHEM CO COM COM 277432100 79.75 2,000 Sole 2,000
EASTMAN KODAK CO COM COM 277461109 226.875 3,000 Sole 3,000
EATON CORP COM COM 278058102 146.7304 1,700 Sole 1,700
ECOLAB INC COM COM 278865100 354.9 10,400 Sole 10,400
EDISON INTL COM COM 281020107 177.4776 7,300 Sole 7,300
EMERSON ELEC CO COM COM 291011104 252.748 4,000 Sole 4,000
EQUIFAX INC COM COM 294429105 194.0625 6,900 Sole 6,900
EXXON CORP COM COM 302290101 2,166 28,500 Sole 28,500
F P L GROUP INC COM COM 302571104 80.6 1,600 Sole 1,600
FHLMC COM COM 313400301 249.6 4,800 Sole 4,800
FNMA COM COM 313586109 658.2135 10,500 Sole 10,500
FIRST DATA CORP COM COM 319963104 131.625 3,000 Sole 3,000
FIRST UNION CORP COM COM 337358105 385.96125 10,834 Sole 10,834
FIRST ENERGY CORP COM COM 337932107 275.9008 10,900 Sole 10,900
FLEETWOOD ENTERPRISES INC COM COM 339099103 36.3366 1,800 Sole 1,800
FORD MTR CO DEL COM COM 345370100 638.175 12,700 Sole 12,700
FORTUNE BRANDS INC COM CHG F COM 349631101 99.975 3,100 Sole 3,100
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 59.1356 3,800 Sole 3,800
G P U INC COM COM 36225X100 91.35 2,800 Sole 2,800
G T E CORP COM COM 362320103 653.4375 8,500 Sole 8,500
GANNETT CO INC COM COM 364730101 304.4228 4,400 Sole 4,400
GEN DYNAMICS CORP COM COM 369550108 274.7228 4,400 Sole 4,400
GEN ELEC CO COM COM 369604103 4,446.075 37,500 Sole 37,500
GEN MILLS INC COM COM 370334104 48.675 600 Sole 600
GEN MTRS CORP COM COM 370442105 454.84569 7,227 Sole 7,227
GEORGIA-PAC (GEORGIA-PAC GP) COM GA P373298108 72.7866 1,800 Sole 1,800
GILLETTE CO COM COM 375766102 352.9448 10,400 Sole 10,400
GOLDEN WEST FINL CORP DEL COM COM 381317106 353.9232 3,600 Sole 3,600
GOODYEAR TIRE & RUBBER CO COM COM 382550101 38.5 800 Sole 800
W.R. GRACE & CO - W/I COM 38388F108 21.2875 1,300 Sole 1,300
GREAT ATLANTIC & PACIFIC TEA INC C COM 390064103 200.0592 6,600 Sole 6,600
GREAT LAKES CHEMICAL CORP COM COM 390568103 87.5426 2,300 Sole 2,300
HALLIBURTON CO COM COM 406216101 180.4 4,400 Sole 4,400
HARCOURT GEN INC COM COM 41163G101 158.175 3,800 Sole 3,800
HARRIS CORP DEL COM COM 413875105 38.675 1,400 Sole 1,400
HARTFORD FINL SVCS GRP CHGED COM 416515104 65.4 1,600 Sole 1,600
H J HEINZ CO COM COM 423074103 191.35 4,450 Sole 4,450
HERCULES INC COM COM 427056106 88.7375 3,100 Sole 3,100
HERSHEY FOODS CORP COM COM 427866108 68.1618 1,400 Sole 1,400
HEWLETT PACKARD CO COM COM 428236103 952.875 10,500 Sole 10,500
HOME DEPOT INC COM COM 437076102 947.025 13,800 Sole 13,800
HOUSEHOLD INTL INC COM COM 441815107 315.90412 7,873 Sole 7,873
ITT IND INC COM CHG F COM 450911102 174.966 5,500 Sole 5,500
ILLINOIS TOOL WKS INC COM COM 452308109 253.5108 3,400 Sole 3,400
INTEL CORP COM COM 458140100 2,704.956 36,400 Sole 36,400
IBM CORP COM COM 459200101 2,516.8 20,800 Sole 20,800
JEFFERSON PILOT CORP COM COM 475070108 331.73175 5,250 Sole 5,250
JOHNSON & JOHNSON COM COM 478160104 1,304.625 14,200 Sole 14,200
KELLOGG CO COM COM 487836108 89.8488 2,400 Sole 2,400
KERR MCGEE CORP COM COM 492386107 201.91235 3,667 Sole 3,667
KEYCORP COM COM 493267108 278.7696 10,800 Sole 10,800
KIMBERLY CLARK CORP COM COM 494368103 295.4 5,600 Sole 5,600
KING WORLD PRODUCTIONS INC COM COM 495667107 240 6,400 Sole 6,400
KNIGHT RIDDER INC COM COM 499040103 231 4,200 Sole 4,200
KROGER CO COM COM 501044101 344.1672 15,600 Sole 15,600
ELI LILLY COM COM 532457108 815.1749 12,700 Sole 12,700
LIMITED INC COM COM 532716107 401.625 10,500 Sole 10,500
LINCOLN NATL CORP IND COM COM 534187109 52.5868 1,400 Sole 1,400
LOCKHEED MARTIN CORP COM COM 539830109 99.04161 3,030 Sole 3,030
LOEWS CORP COM COM 540424108 112.2992 1,600 Sole 1,600
LONGS DRUG STORES CORP COM COM 543162101 119.5 4,000 Sole 4,000
LOUISIANA PAC CORP COM COM 546347105 48.4375 3,100 Sole 3,100
LUCENT TECHNOLOGIES INC COM 549463107 1,544.804 23,812.01 Sole 23,812.01
MCI WORLDCOM INC COM CHG F COM 55268B106 1,238.478 17,231 Sole 17,231
MALLINCKRODT INC COM CHGED COM 561232109 265.6456 8,800 Sole 8,800
MARRIOTT INTL CL A COM CL A 571903202 137.2854 4,200 Sole 4,200
MAY DEPT STORES CO COM COM 577778103 136.63875 3,750 Sole 3,750
MCDONALDS CORP COM COM 580135101 622.8 14,400 Sole 14,400
MEAD CORP COM COM 582834107 185.625 5,400 Sole 5,400
MEDIAONE GROUP INC COM CHG F COM 58440J104 526.0024 7,700 Sole 7,700
MEDTRONIC INC COM COM 585055106 227.5968 6,400 Sole 6,400
MELLON BANK CORP COM COM 585509102 255.55 7,600 Sole 7,600
MERCK & CO INC COM COM 589331107 1,620.3 25,000 Sole 25,000
MERRILL LYNCH & CO INC COM COM 590188108 350.35 5,200 Sole 5,200
MICROSOFT CORP COM COM 594918104 4,817.898 53,200 Sole 53,200
MICRON TECHNOLOGY INC COM COM 595112103 86.45 1,300 Sole 1,300
MILACRON INC COM 598709103 76.325 4,300 Sole 4,300
MINNESOTA MNG & MFG CO COM COM 604059105 461.0976 4,800 Sole 4,800
MOBIL CORP COM COM 607059102 947.05 9,400 Sole 9,400
MONSANTO CO COM COM 611662107 235.5342 6,600 Sole 6,600
MORGAN J P & CO INC COM COM 616880100 125.675 1,100 Sole 1,100
MORGAN ST DEAN WITTER DISCOV COM NEW 617446448 428.0976 4,800 Sole 4,800
MOTOROLA INC COM COM 620076109 554.4 6,300 Sole 6,300
NACCO INDS INC CL A COM CL A 629579103 195.65 2,800 Sole 2,800
NATL CITY CORP COM COM 635405103 144.1098 5,400 Sole 5,400
NATL SEMICONDUCTOR CORP COM COM 637640103 232.2712 7,600 Sole 7,600
NATL SVCS INDS INC COM COM 637657107 91.35 2,900 Sole 2,900
NAVISTAR INTL CORP COM COM 63934E108 506.85 10,900 Sole 10,900
NEW YORK TIMES CO CL A CL A 650111107 240 6,400 Sole 6,400
NEWMONT MINING CORP COM COM 651639106 38.94187 1,505 Sole 1,505
NIAGARA MOHAWK HLDGS INC COM OLD C COM 653520106 203.8622 13,100 Sole 13,100
NIKE INC CL B COM CL B 654106103 125.125 2,200 Sole 2,200
NORFOLK SOUTHERN CORP COM COM 655844108 36.75 1,500 Sole 1,500
NORTEL NETWORKS CORP. OLD C COM 656569100 522.24 10,240 Sole 10,240
NORTHERN STATES PWR CO (MINN) COM COM 665772109 43.124 2,000 Sole 2,000
NORTHROP GRUMMAN CORP COM COM 666807102 114.4116 1,800 Sole 1,800
NOVELL INC COM COM 670006105 167.5647 8,100 Sole 8,100
OCCIDENTAL PETROLEUM CORP COM COM 674599105 141.0625 6,100 Sole 6,100
ORACLE CORP COM COM 68389X105 534.8525 11,755 Sole 11,755
OWENS CORNING COM COM 69073F103 166.9899 7,700 Sole 7,700
P E C O ENERGY CO COM COM 693304107 506.25 13,500 Sole 13,500
P G & E CORP COM COM 69331C108 64.6875 2,500 Sole 2,500
PNC FINL CORP COM COM 693475105 194.9419 3,700 Sole 3,700
P P & L RESOURCES INC COM COM 693499105 170.4906 6,300 Sole 6,300
PPG INDS INC COM COM 693506107 114 1,900 Sole 1,900
PACCAR INC COM COM 693718108 61.05 1,200 Sole 1,200
PACIFICORP COM COM 695114108 50.3125 2,500 Sole 2,500
PARKER HANNIFIN CORP COM COM 701094104 181.4886 4,050 Sole 4,050
PENNEY J C INC COM COM 708160106 134.55 3,900 Sole 3,900
PEPSICO INC COM COM 713448108 491.05 16,100 Sole 16,100
PHARMACIA-UPJOHN INC COM COM 716941109 203.21437 4,095 Sole 4,095
PFIZER INC COM COM 717081103 1,592.85 44,400 Sole 44,400
PHELPS DODGE CORP COM COM 717265102 88.0992 1,600 Sole 1,600
PHILIP MORRIS CO COM COM 718154107 871.7685 25,500 Sole 25,500
PHILLIPS PETROLEUM CO COM COM 718507106 63.375 1,300 Sole 1,300
PIONEER HI BRED INTL COM COM 723686101 166.6854 4,200 Sole 4,200
PITNEY BOWES INC COM COM 724479100 12.1874 200 Sole 200
POLAROID CORP COM COM 731095105 23.4 900 Sole 900
PROCTER & GAMBLE CO COM COM 742718109 1,453.125 15,500 Sole 15,500
PROVIDIAN FINL CORP COM 74406A102 487.00005 6,150 Sole 6,150
PUB SVC ENTERPRISE GROUP INC COM COM 744573106 127.4625 3,300 Sole 3,300
PULTE CORP COM CHG F COM 745867101 147.9 6,800 Sole 6,800
QUAKER OATS CO COM COM 747402105 222.75 3,600 Sole 3,600
RALSTON PURINA CORP COM CHG F COM RAL-751277302 66.9 2,400 Sole 2,400
RAYTHEON INC COM CL B 755111408 208.425 4,200 Sole 4,200
REEBOK INTL LTD COM COM 758110100 24.5801 2,300 Sole 2,300
RELIANT ENERGY INC COM OLD C COM 75952J108 48.7116 1,800 Sole 1,800
REPUBLIC N Y CORP COM 760719104 221.1732 3,600 Sole 3,600
REYNOLDS METALS CO COM COM 761763101 114.7125 1,900 Sole 1,900
RITE AID CORP COM COM 767754104 74.5848 5,400 Sole 5,400
ROCKWELL INTL CORP NEW COM 773903109 63 1,200 Sole 1,200
ROHM & HAAS CO COM COM 775371107 335.9625 9,300 Sole 9,300
ROYAL DUTCH PETE CO NEW NY REG G780257804 1,322.988 22,400 Sole 22,400
S B C COMMUNICATIONS INC COM COM 78387G103 1,104.981 21,640 Sole 21,640
SAFECO CORP COM COM 786429100 89.6 3,200 Sole 3,200
ST JUDE MED INC COM COM 790849103 138.6 4,400 Sole 4,400
ST PAUL COS INC COM COM 792860108 290.95715 10,580.26 Sole 10,580.26
SARA LEE CORP (CONS FOODS CORP) COM 803111103 233.75 10,000 Sole 10,000
SCHERING PLOUGH CORP COM COM 806605101 593.3 13,600 Sole 13,600
SCHLUMBERGER LTD COM COM 806857108 406.64811 6,526 Sole 6,526
SEAGATE TECHNOLOGY INC COM COM 811804103 257.25 8,400 Sole 8,400
SEAGRAM LTD COM COM 811850106 109.2 2,400 Sole 2,400
SEALED AIR CORP COM 81211K100 35.71315 696 Sole 696
SEARS ROEBUCK & CO COM COM 812387108 106.675 3,400 Sole 3,400
SEMPRA ENERGY COM COM 816851109 153.34281 7,368 Sole 7,368
SHARED MED SYS CORP COM COM 819486101 224.4 4,800 Sole 4,800
SOUTHERN CO COM COM 842587107 92.7 3,600 Sole 3,600
SPRINGS INDS INC COM CL A 851783100 61.0866 1,800 Sole 1,800
SPRINT CORP COM COM FON 852061100 347.2 6,400 Sole 6,400
SPRINT CORP (PCS GROUP) PCS COM 852061506 119.2992 1,600 Sole 1,600
SUN MICROSYSTEMS INC COM COM 866810104 1,023 11,000 Sole 11,000
SUNOCO INC COM CHG F COM 86764P109 30.1125 1,100 Sole 1,100
SUPER VALU INC COM COM 868536103 141.30711 6,405 Sole 6,405
TJX COS INC COM CHG F COM 872540109 594.9144 21,200 Sole 21,200
TRW INC COM COM 872649108 89.55 1,800 Sole 1,800
TELLABS INC COM COM 879664100 387.1716 6,800 Sole 6,800
TEMPLE INLAND INC COM COM 879868107 115.9 1,900 Sole 1,900
TENET HEALTHCARE CORP COM CHG FROM COM 88033G100 103.6158 5,900 Sole 5,900
TEXACO INC COM COM 881694103 340.875 5,400 Sole 5,400
TEXAS INSTRUMENTS INC COM COM 882508104 460.6 5,600 Sole 5,600
3 COM CORP COM 885535104 54.625 1,900 Sole 1,900
TIME WARNER INC COM COM 887315109 558.9 9,200 Sole 9,200
TORCHMARK CORP COM COM 891027104 191.475 7,400 Sole 7,400
TRICON GLOBAL RESTAURANTS INC COM 895953107 65.90857 1,610 Sole 1,610
TRIBUNE CO COM COM 896047107 467.65 9,400 Sole 9,400
USX MARATHON GROUP COM NEW COM NEW 902905827 169.65 5,800 Sole 5,800
US BANCORP COM COM 902973106 163.0098 5,400 Sole 5,400
UNICOM CORP COM COM 904911104 313.9645 8,500 Sole 8,500
UNION CARBIDE CORP COM COM 905581104 374.9592 6,600 Sole 6,600
UNION PACIFIC CORP COM COM 907818108 67.2868 1,400 Sole 1,400
UNION PACIFIC RESOURCES GROUP COM 907834105 19.25629 1,185 Sole 1,185
USAIR GROUP INC COM COM 911905107 173.25 6,600 Sole 6,600
U S WEST INC COM CHG F COM 91273H101 445.65422 7,810 Sole 7,810
UNITED TECHNOLOGIES CORP COM COM 913017109 296.56 5,000 Sole 5,000
UNUMPROVIDENT CORP. COM FKA U COM 91529Y106 52.9866 1,800 Sole 1,800
VIACOM INC CL B COM CL B 925524308 160.55 3,800 Sole 3,800
WACHOVIA CORP NEW COM COM 929771103 212.2875 2,700 Sole 2,700
WAL MART STORES INC COM COM 931142103 2,302.000 48,400 Sole 48,400
WARNER LAMBERT CO COM COM 934488107 617.2875 9,300 Sole 9,300
WASHINGTON MUT INC COM COM 939322103 167.076 5,712 Sole 5,712
WASTE MGMT INC DEL COM 94106L109 37.67225 1,957 Sole 1,957
WELLS FARGO CO NEW CHG F COM 949746101 554.75 14,000 Sole 14,000
WEYERHAEUSER CO COM COM 962166104 126.775 2,200 Sole 2,200
WHIRLPOOL CORP COM COM 963320106 39.1872 600 Sole 600
WILLAMETTE INDS INC NTS COM 969133107 120.75 2,800 Sole 2,800
XEROX CORP COM COM 984121103 293.559 7,000 Sole 7,000
GLOBAL CROSSING COM G3921A100 575.845 21,730 Sole 21,730
METROPOLITAN LIFE INSURANCE COMPANY
ALLERGAN INC COM COM 018490102 11 100 Sole 100
CHART HOUSE ENTERPRISES INC COM COM 160902102 6,077.886 1,117,875 Sole 1,117,875
EQUITY RESIDENTIAL PPTYS TR SER J PFD CV J29476L826 2,687.5 100,000 Sole 100,000
EQUITY RESIDENTIAL PPTYS TR SER H PFD CV H29476L842 2,470 80,000 Sole 80,000
FEDERATED DEPT STORES INC COM (CHAN COM 31410H101 47,875.05 1,095,865 Sole 1,095,865
FEDERATED DEPARTMENT STORES IN WARRA WT D EX 31410H127 295.038 15,948 Sole 15,948
KROGER CO COM COM 501044101 321,722.8 14,582,668 Sole 14,582,668
LASMO PLC SER A PFD SP ADR P501730303 7,018.125 285,000 Sole 285,000
LTV CORP COM COM 501921100 3,132.891 576,217 Sole 576,217
LONE STAR INDS INC WTS WT EXP 542290119 23,638.59 292,738 Sole 292,738
MAY DEPT STORES CO COM COM 577778103 2.00403 55 Sole 55
NVEST LP UNIT LTD67065F107 2,940 140,000 Sole 140,000
PENN TRAFFIC CO W/I COM NEW 707832200 303.9855 35,763 Sole 35,763
PROMUS HOTEL CORP COM COM 74342P106 20,188.44 620,000 Sole 620,000
ROYAL BK SCOTLAND 9.00% PREF SP ADR P780097705 3,731.25 150,000 Sole 150,000
USX - US STEEL COM 90337T101 18.025 700 Sole 700
UNITED ASSET MGMT CORP COM COM 909420101 29,642.57 1,539,874 Sole 1,539,874
WYNNS INTL INC COM COM 983195108 12,684.92 795,942 Sole 795,942
METROPOLITAN PROP. & CAS.
A T & T CORP COM COM 001957109 1,615.202 37,131.1 Sole 37,131.1
ABBOTT LABS CORP DISC NTS COM 002824100 620.0103 16,900 Sole 16,900
ALLTEL CORP COM COM 020039103 330.7625 4,700 Sole 4,700
AMER EXPRESS CO COM COM 025816109 678.105 5,023 Sole 5,023
AMER INTL GROUP INC COM COM 026874107 1,272.757 14,640 Sole 14,640
AMERITECH CORP COM COM 030954101 821.025 12,300 Sole 12,300
AMGEN INC COM COM 031162100 456.4 5,600 Sole 5,600
ANHEUSER BUSCH CO INC COM COM 035229103 371.3286 5,300 Sole 5,300
BANK OF AMERICA CORP. OLD C COM 060505104 1,070.025 19,215 Sole 19,215
BANK OF NEW YORK INC COM COM 064057102 284.2145 8,500 Sole 8,500
BELL ATLANTIC CORP COM COM 077853109 849.07356 12,614 Sole 12,614
BELLSOUTH CORP COM COM 079860102 981 21,800 Sole 21,800
BRISTOL MYERS SQUIBB CO COM COM 110122108 1,096.065 16,238 Sole 16,238
CASE CORP COM COM 14743R103 991.2588 19,900 Sole 19,900
CHASE MANHATTAN CORP (NEW) COM 16161A108 710.334 9,424 Sole 9,424
CISCO SYS INC COM COM 17275R102 1,765.197 25,746 Sole 25,746
CITIGROUP INC COM CHG F COM 172967101 1,667.292 37,893 Sole 37,893
CORNING INC COM COM 219350105 425.0844 6,200 Sole 6,200
DELL COMPUTER CORP COM COM 247025109 868.51886 20,772 Sole 20,772
EG & G INC COM COM 268457108 401.475 10,100 Sole 10,100
FORD MTR CO DEL COM COM 345370100 678.375 13,500 Sole 13,500
GANNETT CO INC COM COM 364730101 290.5854 4,200 Sole 4,200
GEN ELEC CO COM COM 369604103 3,165.131 26,696 Sole 26,696
HEWLETT PACKARD CO COM COM 428236103 763.389 8,412 Sole 8,412
HOME DEPOT INC COM COM 437076102 873.39037 12,727 Sole 12,727
HONEYWELL INC COM COM 438506107 411.8544 3,700 Sole 3,700
IBM CORP COM COM 459200101 1,840.894 15,214 Sole 15,214
JOHNSON & JOHNSON COM COM 478160104 1,378.125 15,000 Sole 15,000
KING WORLD PRODUCTIONS INC COM COM 495667107 356.25 9,500 Sole 9,500
LIMITED INC COM COM 532716107 397.8 10,400 Sole 10,400
LUCENT TECHNOLOGIES INC COM 549463107 1,386.703 21,375 Sole 21,375
MCI WORLDCOM INC COM CHG F COM 55268B106 1,073.740 14,939 Sole 14,939
MCDONALDS CORP COM COM 580135101 648.75 15,000 Sole 15,000
MEDIAONE GROUP INC COM CHG F COM 58440J104 464.5216 6,800 Sole 6,800
MERRILL LYNCH & CO INC COM COM 590188108 262.7625 3,900 Sole 3,900
MICROSOFT CORP COM COM 594918104 3,682.794 40,666 Sole 40,666
MOBIL CORP COM COM 607059102 876.525 8,700 Sole 8,700
MORGAN ST DEAN WITTER DISCOV COM NEW 617446448 573.91834 6,435 Sole 6,435
NORTEL NETWORKS CORP. OLD C COM 656569100 744.6 14,600 Sole 14,600
ORACLE CORP COM COM 68389X105 737.1 16,200 Sole 16,200
PFIZER INC COM COM 717081103 1,133.542 31,597 Sole 31,597
PIONEER HI BRED INTL COM COM 723686101 388.9326 9,800 Sole 9,800
ROWAN COS INC COM COM 779382100 459.875 28,300 Sole 28,300
S B C COMMUNICATIONS INC COM COM 78387G103 1,112.845 21,794 Sole 21,794
SCHERING PLOUGH CORP COM COM 806605101 523.28187 11,995 Sole 11,995
SPRINT CORP COM COM FON 852061100 520.8 9,600 Sole 9,600
SUN MICROSYSTEMS INC COM COM 866810104 571.392 6,144 Sole 6,144
TEXAS INSTRUMENTS INC COM COM 882508104 707.35 8,600 Sole 8,600
TIME WARNER INC COM COM 887315109 608.77575 10,021 Sole 10,021
TRIBUNE CO COM COM 896047107 417.9 8,400 Sole 8,400
TYCO INTL LTD COM COM 902124106 737.72125 7,145 Sole 7,145
WAL MART STORES INC COM COM 931142103 1,746.333 36,717 Sole 36,717
WARNER LAMBERT CO COM COM 934488107 604.0125 9,100 Sole 9,100
WELLS FARGO CO NEW CHG F COM 949746101 714.43875 18,030 Sole 18,030
TEXAS LIFE INSURANCE COMP
ASHLAND INC COM 044204105 133.05412 3,957 Sole 3,957
ASSOCIATES FIRST CAPITAL A COM CL A 046008108 338.832 9,412 Sole 9,412
FORD MTR CO DEL COM COM 345370100 902.43975 17,959 Sole 17,959
</TABLE>
