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Previous: GUARDIAN INVESTOR SERVICES CORP, 13F-HR, 1999-05-13 |
Next: PRUDENTIAL INSURANCE CO OF AMERICA, 13F-HR, 1999-05-13 |
Securities and Exchange Commission
Washington, D.C. 20549
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended: March 31, 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: Dorothy Murray
Address: MetLife
4100 Boy Scout Blvd.
Tampa, FL 33607
13f File Number: 28-3714
The institutional investment manager filing this report and the person by whom
it is signed hereby represents that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Dorothy Murray
Title: Assistant Vice-President
Phone: 813-801-2063
Signature, Place, and Date of Signing:
/s/Dorothy Murray________ Tampa, Florida________ May 14,1999
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: 1860
Form 13F Information Table Value Total ($000): 7,680,012
<PAGE>
<TABLE>
Title of Value Shrs Or Investment Other Voting
Name of Issuer Class Cusip (x$1000) Prn Amt Discretion Mgrs Authority
<S> <C> <C> <C> <C> <C> <C> <C>
METLIFE SERIES INDEX FUND
AES CORP COM 00130H105 2,142 57,500 Sole 57,500
AMR CORP DEL COM 001765106 3,426 58,500 Sole 58,500
AT + T CORP COM 001957109 53,810 674,212 Sole 674,212
ABBOTT LABS COM 002824100 22,830 487,700 Sole 487,700
ADOBE SYS INC COM 00724F101 1,107 19,500 Sole 19,500
AEROQUIP VICKERS INC COM 007869100 504 8,800 Sole 8,800
ADVANCED MICRO DEVICES INC COM 007903107 715 46,100 Sole 46,100
AETNA INC COM 008117103 3,793 45,700 Sole 45,700
AIR PRODS + CHEMS INC COM 009158106 2,521 73,600 Sole 73,600
AIRTOUCH COMMUNICATIONS INC COM 00949T100 17,731 183,500 Sole 183,500
ALBERTO CULVER CO CL B CON013068101 407 17,400 Sole 17,400
ALBERTSONS INC COM 013104104 4,322 79,400 Sole 79,400
ALCAN ALUM LTD COM 013716105 1,874 72,600 Sole 72,600
ALCOA INC COM 013817101 4,835 117,400 Sole 117,400
ALLEGHENY TELDYNE INC COM 017415100 1,176 62,100 Sole 62,100
ALLERGAN INC COM 018490102 1,924 21,900 Sole 21,900
ALLIED SIGNAL INC COM 019512102 8,829 179,500 Sole 179,500
ALLSTATE CORP COM 020002101 9,747 262,998 Sole 262,998
ALLTEL CORP COM 020039103 5,508 88,300 Sole 88,300
ALZA CORP COM 022615108 1,224 32,000 Sole 32,000
AMERADA HESS CORP COM 023551104 1,486 29,200 Sole 29,200
AMEREN CORP COM 023608102 1,581 43,700 Sole 43,700
AMERICA ONLINE INC DEL COM 02364J104 48,598 330,600 Sole 330,600
AMERICAN ELEC PWR INC COM 025537101 2,421 61,000 Sole 61,000
AMERICAN EXPRESS CO COM 025816109 17,119 145,387 Sole 145,387
AMERICAN GEN CORP COM 026351106 5,694 80,770 Sole 80,770
AMERICAN GREETINGS CORP CL A 026375105 563 22,200 Sole 22,200
AMERICAN HOME PRODUCTS CORP COM 026609107 27,640 423,600 Sole 423,600
AMERICAN INTL GROUP INC COM 026874107 47,639 394,934 Sole 394,934
AMERICAN STORES CO NEW COM 030096101 2,904 88,000 Sole 88,000
AMERITECH CORP COM 030954101 20,370 353,500 Sole 353,500
AMGEN INC COM 031162100 12,279 164,000 Sole 164,000
AMP INC COM 031897101 3,782 70,700 Sole 70,700
AMSOUTH BANCORPORATION COM 032165102 1,724 37,900 Sole 37,900
ANADARKO PETE CORP COM 032511107 1,472 39,000 Sole 39,000
ANDREW CORP COM 034425108 317 25,750 Sole 25,750
ANHEUSER BUSCH COS INC COM 035229103 11,685 153,500 Sole 153,500
AON CORP COM 037389103 3,482 55,050 Sole 55,050
APACHE CORP COM 037411105 800 30,700 Sole 30,700
APPLE COMPUTER COM 037833100 1,570 43,700 Sole 43,700
APPLIED MATERIALS INC COM 038222105 7,310 118,500 Sole 118,500
ARCHER DANIELS MIDLAND CO COM 039483102 2,779 189,190 Sole 189,190
ARCTIC CAT INC COM 039670104 36 3,600 Sole 3,600
ARMSTRONG WORLD INDS INC COM 042476101 596 13,200 Sole 13,200
ASARCO INC COM 043413103 198 14,300 Sole 14,300
ASCEND COMMUNICATIONS INC COM 043491109 5,866 70,100 Sole 70,100
ASHLAND INC COM 044204105 966 23,600 Sole 23,600
ASSOCIATES FIRST CAP CORP CL A 046008108 10,506 233,470 Sole 233,470
ASTEC INDS INC COM 046224101 19 600 Sole 600
ATLANTIC RICHFIELD CO COM 048825103 7,649 104,600 Sole 104,600
AURA SYS INC COM 051526101 4 11,900 Sole 11,900
AUTODESK INCORPORATED COM 052769106 768 19,000 Sole 19,000
AUTOMATIC DATA PROCESSING INC COM 053015103 8,176 197,600 Sole 197,600
AUTOZONE INC COM 053332102 1,443 47,500 Sole 47,500
AVERY DENNISON CORP COM 053611109 2,145 37,300 Sole 37,300
AVON PRODS INC COM 054303102 3,972 84,400 Sole 84,400
AZTAR CORP COM 054802103 13 2,600 Sole 2,600
BB+T CORP COM 054937107 3,622 100,100 Sole 100,100
BMC SOFTWARE INC COM 055921100 2,605 70,278 Sole 70,278
BAKER HUGHES INC COM 057224107 2,545 104,700 Sole 104,700
BALL CORP COM 058498106 568 12,100 Sole 12,100
BALTIMORE GAS + ELEC CO COM 059165100 1,205 47,500 Sole 47,500
BANK NEW YORK INC COM 064057102 8,765 243,900 Sole 243,900
BANK ONE CORP COM 06423A103 20,823 378,165 Sole 378,165
BANKAMERICA CORP NEW COM 06605F102 39,239 555,598 Sole 555,598
BANKBOSTON CORP COM 06605R106 4,124 95,212 Sole 95,212
BANKERS TR NY CORP COM 066365107 2,727 30,900 Sole 30,900
BARD C R INC COM 067383109 893 17,700 Sole 17,700
BARRICK GOLD CORP COM 067901108 2,041 119,600 Sole 119,600
BATTLE MTN GOLD CO COM 071593107 235 85,500 Sole 85,500
BAUSCH + LOMB INC COM 071707103 1,183 18,200 Sole 18,200
BAXTER INTL INC COM 071813109 6,085 92,200 Sole 92,200
BEAR STEARNS COS INC COM 073902108 1,598 35,755 Sole 35,755
BECTON DICKINSON + CO COM 075887109 3,061 79,900 Sole 79,900
BELL ATLANTIC CORP COM 077853109 25,762 498,424 Sole 498,424
BELLSOUTH CORP COM 079860102 25,107 626,700 Sole 626,700
BEMIS INC COM 081437105 516 16,600 Sole 16,600
BESTFOODS COM 08658U101 4,305 91,600 Sole 91,600
BETHLEHEM STL CORP COM 087509105 397 48,100 Sole 48,100
BIO TECHNOLOGY GEN CORP COM 090578105 35 5,900 Sole 5,900
BIOMET INC COM 090613100 1,493 35,600 Sole 35,600
BLACK + DECKER CORPORATION COM 091797100 1,580 28,500 Sole 28,500
BLOCK H + R INC COM 093671105 1,464 30,900 Sole 30,900
BOEING CO COM 097023105 10,228 300,824 Sole 300,824
BOISE CASCADE CORP COM 097383103 564 17,500 Sole 17,500
BOSTON SCIENTIFIC CORP COM 101137107 5,119 126,000 Sole 126,000
BRIGGS + STRATTON CORP COM 109043109 454 9,200 Sole 9,200
BRISTOL MYERS SQUIBB CO COM 110122108 40,963 638,800 Sole 638,800
BROWN FORMAN CORP CL B 115637209 1,268 22,000 Sole 22,000
BROWNING FERRIS INDS INC COM 115885105 1,955 50,700 Sole 50,700
BRUNSWICK CORP COM 117043109 560 29,400 Sole 29,400
BURLINGTON NORTHN SANTA FE COM 12189T104 4,951 150,603 Sole 150,603
BURLINGTON RES INC COM 122014103 2,294 57,440 Sole 57,440
CBS CORP COM 12490K107 9,248 226,600 Sole 226,600
CIGNA CORP COM 125509109 5,582 66,600 Sole 66,600
CSX CORP COM 126408103 2,722 69,900 Sole 69,900
CVS CORP COM 126650100 5,947 125,200 Sole 125,200
CABLETRON SYSTEMS INC COM 126920107 452 55,200 Sole 55,200
CAMPBELL SOUP CO COM 134429109 5,802 142,600 Sole 142,600
CAPITAL ONE FINL CORP COM 14040H105 3,277 21,700 Sole 21,700
CARDINAL HEALTH INC COM 14149Y108 5,752 87,150 Sole 87,150
CARNIVAL CORP COM 143658102 9,547 196,600 Sole 196,600
CAROLINA PWR + LT CO COM 144141108 1,826 48,300 Sole 48,300
CASE CORP COM 14743R103 601 23,700 Sole 23,700
CATERPILLAR INC COM 149123101 5,287 115,100 Sole 115,100
CENDANT CORP COM 151313103 4,358 273,479 Sole 273,479
CENTEX CORP COM 152312104 647 19,400 Sole 19,400
CENTRAL + SOUTH WEST CORP COM 152357109 1,601 68,300 Sole 68,300
CENTURY TEL ENTERPRISES INC COM 156686107 2,079 29,600 Sole 29,600
CERIDIAN CORP COM 15677T106 1,682 46,000 Sole 46,000
CHAMPION INTL CORP COM 158525105 1,248 30,400 Sole 30,400
CHARMING SHOPPES INC COM 161133103 14 3,700 Sole 3,700
CHASE MANHATTAN CORP NEW COM 16161A108 22,164 272,368 Sole 272,368
CHEVRON CORP COM 166751107 18,611 209,700 Sole 209,700
CHUBB CORP COM 171232101 3,080 52,600 Sole 52,600
CINCINNATI FINL CORP COM 172062101 1,949 53,500 Sole 53,500
CINERGY CORP COM 172474108 1,383 50,292 Sole 50,292
CIRCUIT CITY STORES INC COM 172737108 2,460 32,100 Sole 32,100
CISCO SYS INC COM 17275R102 55,553 507,050 Sole 507,050
CITIGROUP INC COM 172967101 46,352 725,669 Sole 725,669
CLEAR CHANNEL COMMUNICATIONS COM 184502102 5,660 84,400 Sole 84,400
CLOROX CO COM 189054109 4,430 37,800 Sole 37,800
COASTAL CORP COM 190441105 2,251 68,200 Sole 68,200
COCA COLA CO COM 191216100 48,621 792,200 Sole 792,200
COCA COLA ENTERPRISES INC COM 191219104 3,799 125,600 Sole 125,600
COLGATE PALMOLIVE CO COM 194162103 8,703 94,600 Sole 94,600
COLUMBIA ENERGY GROUP COM 197648108 1,408 26,950 Sole 26,950
COLUMBIA / HCA HEALTHCARE CORP COM 197677107 3,918 206,885 Sole 206,885
COMCAST CORP CL A SPL200300200 7,490 119,000 Sole 119,000
COMERICA INC COM 200340107 3,112 49,850 Sole 49,850
COMPAQ COMPUTER CORP COM 204493100 17,148 541,162 Sole 541,162
COMPUTER ASSOC INTL INC COM 204912109 6,133 172,450 Sole 172,450
COMPUTER SCIENCES CORP COM 205363104 2,848 51,600 Sole 51,600
COMPUWARE CORP COM 205638109 2,810 117,700 Sole 117,700
COMSTOCK RES INC COM NEW 205768203 36 11,800 Sole 11,800
CONAGRA INC COM 205887102 4,028 157,200 Sole 157,200
CONSECO INC COM 208464107 3,172 102,734 Sole 102,734
CONSOLIDATED EDISON COM 209115104 3,376 74,500 Sole 74,500
CONSOLIDATED NAT GAS CO COM 209615103 1,519 31,200 Sole 31,200
CONSOLIDATED STORES CORP COM 210149100 1,052 34,700 Sole 34,700
COOPER INDS INC COM 216669101 1,424 33,400 Sole 33,400
COOPER TIRE + RUBR CO COM 216831107 434 23,600 Sole 23,600
COORS ADOLPH CO CL B 217016104 767 14,200 Sole 14,200
CORNING INC COM 219350105 4,464 74,400 Sole 74,400
COSTCO COS INC COM 22160Q102 6,443 70,367 Sole 70,367
COUNTRYWIDE CR INDS INC COM 222372104 1,340 35,726 Sole 35,726
COVENTRY HELATH CARE INC COM 222862104 24 3,200 Sole 3,200
CRANE CO COM 224399105 518 21,400 Sole 21,400
CROWN CORK + SEAL INC COM 228255105 1,120 39,200 Sole 39,200
CUMMINS ENGINE INC COM 231021106 480 13,500 Sole 13,500
CYPRUS AMAX MINERALS CO COM 232809103 349 28,800 Sole 28,800
DTE ENERGY CO COM 233331107 1,799 46,800 Sole 46,800
DANA CORP COM 235811106 2,004 52,735 Sole 52,735
DANAHER CORP COM 235851102 2,226 42,600 Sole 42,600
DARDEN RESTAURANTS INC COM 237194105 905 43,900 Sole 43,900
DATA GEN CORP COM 237688106 177 17,500 Sole 17,500
DAYTON HUDSON CORP COM 239753106 9,434 141,600 Sole 141,600
DEERE + CO COM 244199105 2,955 76,500 Sole 76,500
DELL COMPUTER CORP COM 247025109 33,423 817,700 Sole 817,700
DELTA AIR LINES INC DE COM 247361108 3,176 45,700 Sole 45,700
DE LUXE CORP COM 248019101 740 25,400 Sole 25,400
DILLARDS INC CL A 254067101 868 34,200 Sole 34,200
DISNEY WALT CO COM 254687106 20,533 659,697 Sole 659,697
DOLLAR GEN CORP COM 256669102 1,928 56,700 Sole 56,700
DOMINION RES INC VA COM 257470104 2,316 62,700 Sole 62,700
DONNELLEY R R + SONS CO COM 257867101 1,397 43,400 Sole 43,400
DOVER CORP COM 260003108 2,344 71,300 Sole 71,300
DOW CHEM CO COM 260543103 6,635 71,200 Sole 71,200
DOW JONES + CO INC COM 260561105 1,416 30,000 Sole 30,000
DU PONT E I DE NEMOURS + CO COM 263534109 21,007 361,800 Sole 361,800
DUKE ENERGY CO COM 264399106 6,398 116,734 Sole 116,734
DUN + BRADSTREET CORP DEL COM 26483B106 1,895 53,200 Sole 53,200
EG + G INC COM 268457108 382 14,500 Sole 14,500
E M C CORP MASS COM 268648102 20,695 162,000 Sole 162,000
EASTERN ENTERPRISES COM 27637F100 316 8,700 Sole 8,700
EASTMAN CHEM CO COM 277432100 1,076 25,575 Sole 25,575
EASTMAN KODAK CO COM 277461109 6,643 104,000 Sole 104,000
EATON CORP COM 278058102 1,652 23,100 Sole 23,100
ECOLAB INC COM 278865100 1,470 41,400 Sole 41,400
EDISON INTL COM 281020107 2,519 113,200 Sole 113,200
ELECTRONIC DATA SYS CORP NEW COM 285661104 7,702 158,200 Sole 158,200
EMERSON ELEC CO COM 291011104 7,427 140,300 Sole 140,300
ENGELHARD CORP COM 292845104 773 45,650 Sole 45,650
ENRON CORP COM 293561106 6,817 106,100 Sole 106,100
ENTERGY CORP COM 29364G103 2,175 79,100 Sole 79,100
EQUIFAX INC COM 294429105 1,623 47,200 Sole 47,200
EXXON CORP COM 302290101 55,130 781,300 Sole 781,300
FMC CORP COM NEW 302491303 548 11,100 Sole 11,100
FPL GROUP INC COM 302571104 3,083 57,900 Sole 57,900
FDX CORP COM 31304N107 4,473 48,100 Sole 48,100
FEDDERS USA INC COM 313135105 10 2,000 Sole 2,000
FEDERAL HOME LN MTG CORP COM 313400301 12,488 217,900 Sole 217,900
FEDERAL NATL MTG ASSN COM 313586109 23,081 333,300 Sole 333,300
FEDERATED DEPT STORES INC DEL COM 31410H101 2,696 67,200 Sole 67,200
FIFTH THIRD BANCORP COM 316773100 5,654 85,750 Sole 85,750
FIRST AMERICAN FINL CORP COM 318522307 44 2,800 Sole 2,800
FIRST DATA CORP COM 319963104 6,088 142,400 Sole 142,400
FIRST UN CORP COM 337358105 17,019 318,496 Sole 318,496
FIRSTAR CORP WIS COM 33763V109 6,677 74,600 Sole 74,600
FIRSTENERGY CORP COM 337932107 2,134 76,200 Sole 76,200
FLEET FINL GROUP INC COM 338915101 6,853 182,130 Sole 182,130
FLEETWOOD ENTERPRISES INC COM 339099103 303 10,600 Sole 10,600
FLEMING COS INC COM 339130106 12 1,400 Sole 1,400
FLUOR CORP COM 343861100 640 23,700 Sole 23,700
FORD MTR CO DEL COM 345370100 22,046 388,900 Sole 388,900
FORT JAMES CORP COM 347471104 2,228 70,300 Sole 70,300
FORTUNE BRANDS INC COM 349631101 2,121 55,100 Sole 55,100
FOSTER WHEELER CORP COM 350244109 166 13,700 Sole 13,700
FRANKLIN RES INC COM 354613101 2,267 80,600 Sole 80,600
FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 574 52,800 Sole 52,800
FRONTIER CORP COM 35906P105 2,879 55,500 Sole 55,500
GPU INC COM 36225X100 1,530 41,000 Sole 41,000
GTE CORP COM 362320103 18,773 310,300 Sole 310,300
GANNETT INC COM 364730101 5,720 90,800 Sole 90,800
GAP INC COM 364760108 12,310 182,875 Sole 182,875
GATEWAY 2000 INC COM 367833100 3,428 50,000 Sole 50,000
GENERAL COMMUNICATION INC CL A 369385109 13 2,900 Sole 2,900
GENERAL DYNAMICS CORP COM 369550108 2,609 40,600 Sole 40,600
GENERAL ELEC CO COM 369604103 116,499 1,053,100 Sole 1,053,100
GENERAL INSTR CORP DEL COM 370120107 1,619 53,400 Sole 53,400
GENERAL MLS INC COM 370334104 3,733 49,400 Sole 49,400
GENERAL MTRS CORP COM 370442105 18,299 210,332 Sole 210,332
GENUINE PARTS CO COM 372460105 1,642 57,000 Sole 57,000
GEORGIA PAC CORP COM GA P373298108 2,116 28,500 Sole 28,500
GILLETTE CO COM 375766102 21,189 356,500 Sole 356,500
GOLDEN WEST FINL CORP DEL COM 381317106 1,776 18,600 Sole 18,600
GOODRICH B F CO COM 382388106 817 23,800 Sole 23,800
GOODYEAR TIRE AND RUBBER COM 382550101 2,486 49,900 Sole 49,900
GRACE W R + CO DEL NEW COM 38388F108 276 22,800 Sole 22,800
GRAINGER W W INC COM 384802104 1,309 30,400 Sole 30,400
GREAT ATLANTIC + PAC TEA INC COM 390064103 402 13,400 Sole 13,400
GREAT LAKES CHEMICAL CORP COM 390568103 680 18,500 Sole 18,500
GUIDANT CORP COM 401698105 5,832 96,400 Sole 96,400
HCR MANOR CARE INC COM 404134108 792 34,700 Sole 34,700
HALLIBURTON CO COM 406216101 5,444 141,400 Sole 141,400
HARCOURT GEN INC COM 41163G101 997 22,500 Sole 22,500
HARNISCHFEGER INDS INC COM 413345109 83 14,600 Sole 14,600
HARRAHS ENTMT INC COM 413619107 772 40,500 Sole 40,500
HARRIS CORP DEL COM 413875105 713 24,900 Sole 24,900
HARTFORD FINANCIAL SVCS GRP COM 416515104 4,244 74,700 Sole 74,700
HARTMARX CORP COM 417119104 11 2,300 Sole 2,300
HASBRO INC COM 418056107 1,808 62,475 Sole 62,475
HEALTHSOUTH CORP COM 421924101 1,407 135,600 Sole 135,600
HEINZ H J CO COM 423074103 5,529 116,700 Sole 116,700
HELMERICH AND PAYNE INC COM 423452101 420 18,500 Sole 18,500
HERCULES INC COM 427056106 818 32,400 Sole 32,400
HERSHEY FOODS CORP COM 427866108 2,590 46,200 Sole 46,200
HEWLETT PACKARD CO COM 428236103 22,147 326,600 Sole 326,600
HILTON HOTELS CORP COM 432848109 1,164 82,800 Sole 82,800
HOME DEPOT INC COM 437076102 29,469 473,398 Sole 473,398
HOMESTAKE MNG CO COM 437614100 654 75,800 Sole 75,800
HONEYWELL INC COM 438506107 3,108 41,000 Sole 41,000
HOUSEHOLD INTL INC COM 441815107 7,068 154,905 Sole 154,905
HUMANA INC COM 444859102 918 53,200 Sole 53,200
HUNTINGTON BANCSHARES INC COM 446150104 2,098 67,800 Sole 67,800
HVIDE MARINE INC CLA 448515106 32 7,400 Sole 7,400
IMC MTG CO COM 449923101 8 50,500 Sole 50,500
IMS HEALTH INC COM 449934108 3,385 102,200 Sole 102,200
ITT INDS INC COM 450911102 1,182 33,400 Sole 33,400
IKON OFFICE SOLUTIONS INC COM 451713101 607 47,400 Sole 47,400
ILLINOIS TOOL WKS INC COM 452308109 4,981 80,500 Sole 80,500
INCO LTD COM 453258402 708 53,206 Sole 53,206
INGERSOLL RAND CO COM 456866102 2,603 52,450 Sole 52,450
INTEL CORP COM 458140100 63,741 536,200 Sole 536,200
INTERNATIONAL BUSINESS MACHS COM 459200101 52,643 297,000 Sole 297,000
INTERNATIONAL FLAVOURS COM 459506101 1,277 34,000 Sole 34,000
INTERNATIONAL PAPER CO COM 460146103 4,160 98,600 Sole 98,600
INTERPUBLIC GROUP COS INC COM 460690100 3,512 45,100 Sole 45,100
JEFFERSON PILOT CORP COM 475070108 2,287 33,750 Sole 33,750
JOHNSON + JOHNSON COM 478160104 40,383 431,900 Sole 431,900
JOHNSON CTLS INC COM 478366107 1,684 27,000 Sole 27,000
JOSTENS INC COM 481088102 274 12,900 Sole 12,900
JUSTIN INDS INC COM 482171105 31 2,800 Sole 2,800
KLA TENCOR CORP COM 482480100 1,365 28,100 Sole 28,100
K MART CORP COM 482584109 2,656 158,000 Sole 158,000
KAUFMAN + BROAD HOME CORP COM 486168107 388 17,200 Sole 17,200
KELLOGG CO COM 487836108 4,392 129,900 Sole 129,900
KERR MCGEE CORP COM 492386107 895 27,277 Sole 27,277
KEYCORP NEW COM 493267108 4,438 146,406 Sole 146,406
KIMBERLY CLARK CORP COM 494368103 8,323 173,620 Sole 173,620
KING WORLD PRODTNS INC COM 495667107 709 23,200 Sole 23,200
KNIGHT RIDDER INC COM 499040103 1,285 25,700 Sole 25,700
KOHLS CORP COM 500255104 3,586 50,600 Sole 50,600
KROGER CO COM 501044101 4,964 82,900 Sole 82,900
LTV CORP NEW COM 501921100 28 5,300 Sole 5,300
LSI LOGIC CORP COM 502161102 1,410 45,200 Sole 45,200
LABORATORY CORP AMER HLDGS COM 50540R102 18 10,400 Sole 10,400
LAIDLAW INC COM 50730K503 614 105,600 Sole 105,600
LEHMAN BROTHERS HLDGS INC COM 524908100 2,181 36,500 Sole 36,500
LILLY ELI + CO COM 532457108 29,995 353,400 Sole 353,400
LIMITED INC COM 532716107 2,869 72,400 Sole 72,400
LINCOLN NATL CORP IN COM 534187109 3,273 33,100 Sole 33,100
LIZ CLAIBORNE INC COM 539320101 666 20,400 Sole 20,400
LOCKHEED MARTIN CORP COM 539830109 4,746 125,726 Sole 125,726
LOEWS CORP COM 540424108 2,746 36,800 Sole 36,800
LONGS DRUG STORES CORP COM 543162101 435 14,300 Sole 14,300
LOUISIANA PAC CORP COM 546347105 635 34,100 Sole 34,100
LOWES COS INC COM 548661107 6,885 113,800 Sole 113,800
LUCENT TECHNOLOGIES INC COM 549463107 45,889 424,894 Sole 424,894
MBIA INC COM 55262C100 1,862 32,100 Sole 32,100
MBNA CORP COM 55262L100 6,138 257,093 Sole 257,093
MCI WORLDCOM INC COM 55268B106 52,209 589,521 Sole 589,521
MGIC INVT CORP WIS COM 552848103 1,234 35,200 Sole 35,200
MALLINCKRODT INC NEW COM 561232109 612 23,000 Sole 23,000
MARINER POST ACUTE NETWORK INC COM 568459101 6 2,600 Sole 2,600
MARSH + MCLENNAN COS INC COM 571748102 6,118 82,400 Sole 82,400
MARRIOTT INTL INC NEW CL A 571903202 2,619 77,900 Sole 77,900
MASCO CORP COM 574599106 3,071 108,700 Sole 108,700
MATTEL INC COM 577081102 2,290 91,813 Sole 91,813
MAY DEPT STORES CO COM 577778103 4,392 112,250 Sole 112,250
MAYTAG CORP COM 578592107 1,757 29,100 Sole 29,100
MCDERMOTT INTL INC COM 580037109 471 18,600 Sole 18,600
MCDONALDS CORP COM 580135101 19,706 434,900 Sole 434,900
MCGRAW HILL COS INC COM 580645109 3,455 63,400 Sole 63,400
MCKESSON HBOC INC COM 58155Q103 5,865 88,865 Sole 88,865
MEAD CORP COM 582834107 1,009 32,800 Sole 32,800
MEDIAONE GROUP INC COM 58440J104 12,345 194,600 Sole 194,600
MEDTRONIC INC COM 585055106 13,534 188,300 Sole 188,300
MELLON BK CORP COM 585509102 5,933 84,300 Sole 84,300
MERCANTILE BANCORPORATION INC COM 587342106 2,385 50,200 Sole 50,200
MERCK + CO INC COM 589331107 61,344 765,600 Sole 765,600
MEREDITH CORP COM 589433101 522 16,600 Sole 16,600
MERRILL LYNCH + CO INC COM 590188108 10,080 113,900 Sole 113,900
METAL MGMT INC COM 591097100 21 13,300 Sole 13,300
MEYER FRED INC DEL NEW COM 592907109 2,967 50,400 Sole 50,400
MICROSOFT CORP COM 594918104 145,282 1,621,000 Sole 1,621,000
MICROAGE INC COM 594928103 13 2,400 Sole 2,400
MICRON TECHNOLOGY INC COM 595112103 3,841 79,700 Sole 79,700
MILACRON INC COM 598709103 217 13,800 Sole 13,800
MILLIPORE CORP COM 601073109 338 14,000 Sole 14,000
MINNESOTA MNG + MFG CO COM 604059105 9,162 129,500 Sole 129,500
MIRAGE RESORTS INC COM 60462E104 1,224 57,600 Sole 57,600
MOBIL CORP COM 607059102 22,035 250,400 Sole 250,400
MONSANTO CO COM 611662107 9,224 200,800 Sole 200,800
MOORE CORP LTD COM 615785102 272 27,500 Sole 27,500
MORGAN J P + CO INC COM 616880100 6,995 56,699 Sole 56,699
MORGAN STANLEY DEAN WITTER COM NEW 617446448 18,542 185,541 Sole 185,541
MORTON INTL INC IND NEW COM 619335102 1,430 38,900 Sole 38,900
MOTOROLA INC COM 620076109 14,108 192,600 Sole 192,600
NBTY INC COM 628782104 30 6,100 Sole 6,100
NACCO INDS INC CL A 629579103 267 3,600 Sole 3,600
NALCO CHEM CO COM 629853102 539 20,300 Sole 20,300
NATIONAL CITY CORP COM 635405103 6,949 104,700 Sole 104,700
NATIONAL SEMICONDUCTOR CORP COM 637640103 495 53,200 Sole 53,200
NATIONAL SVC INDS INC COM 637657107 439 12,900 Sole 12,900
NAVISTAR INTL CORP INC COM 63934E108 872 21,710 Sole 21,710
NETWORK EQUIP TECHNOLOGIES COM 641208103 30 3,400 Sole 3,400
NEW CENTY ENERGIES INC COM 64352U103 1,236 36,300 Sole 36,300
NEW YORK TIMES CO CL A 650111107 1,653 58,000 Sole 58,000
NEWMONT MNG CORP COM 651639106 938 53,594 Sole 53,594
NEXTEL COMMUNICATIONS INC CL A 65332V103 3,384 92,400 Sole 92,400
NICOR INC COM 654086107 550 15,300 Sole 15,300
NIKE INC CL B 654106103 5,226 90,600 Sole 90,600
NORDSTROM INC COM 655664100 1,864 45,600 Sole 45,600
NORFOLK SOUTHN CORP COM 655844108 3,205 121,500 Sole 121,500
NORTHERN STS PWR CO MN COM 665772109 1,136 49,000 Sole 49,000
NORTHERN TELECOM LTD COM 665815106 13,224 212,860 Sole 212,860
NORTHERN TRUST CORP COM 665859104 3,162 35,600 Sole 35,600
NORTHROP GRUMMAN CORP COM 666807102 1,341 22,400 Sole 22,400
NOVELL INC COM 670006105 2,725 108,200 Sole 108,200
NUCOR CORP COM 670346105 1,243 28,200 Sole 28,200
OCCIDENTAL PETE CORP COM 674599105 1,996 110,900 Sole 110,900
OMNICOM GROUP COM 681919106 4,333 54,200 Sole 54,200
ONEOK INC NEW COM 682680103 291 11,777 Sole 11,777
ORACLE CORP COM 68389X105 12,177 461,675 Sole 461,675
OWENS + MINOR INC NEW COM 690732102 24 2,400 Sole 2,400
OWENS CORNING COM 69073F103 531 16,700 Sole 16,700
OWENS ILL INC COM NEW 690768403 1,235 49,400 Sole 49,400
PECO ENERGY CO COM 693304107 3,335 72,100 Sole 72,100
PG+E CORP COM 69331C108 3,824 123,100 Sole 123,100
PNC BK CORP COM 693475105 5,362 96,500 Sole 96,500
P P + L RES INC COM 693499105 1,195 48,300 Sole 48,300
PPG INDS INC COM 693506107 2,916 56,900 Sole 56,900
PACCAR INC COM 693718108 1,047 25,430 Sole 25,430
PACIFICORP COM 695114108 1,642 95,200 Sole 95,200
PALL CORP COM 696429307 646 39,000 Sole 39,000
PARAMETRIC TECHNOLOGY CORP COM 699173100 1,693 85,700 Sole 85,700
PARKER HANNIFIN CORP COM 701094104 1,188 34,700 Sole 34,700
PAXAR CORP COM 704227107 29 3,900 Sole 3,900
PAYCHEX INC COM 704326107 2,500 52,700 Sole 52,700
PENNCORP FINL GROUP INC COM 708094107 12 20,700 Sole 20,700
PENNEY J C INC COM 708160106 3,422 84,500 Sole 84,500
PEOPLES ENERGY CORP COM 711030106 439 13,600 Sole 13,600
PEOPLESOFT INC COM 712713106 1,084 74,100 Sole 74,100
PEP BOYS MANNY MOE + JACK COM 713278109 252 16,500 Sole 16,500
PEPSICO INC COM 713448108 18,477 471,500 Sole 471,500
PERKIN ELMER CORP COM 714041100 1,572 16,200 Sole 16,200
PHARMACIA + UPJOHN INC COM 716941109 10,187 163,315 Sole 163,315
PFIZER INC COM 717081103 57,845 416,900 Sole 416,900
PHELPS DODGE CORP COM 717265102 896 18,200 Sole 18,200
PHILIP MORRIS COS INC COM 718154107 27,530 782,400 Sole 782,400
PHILLIPS PETE CO COM 718507106 3,856 81,600 Sole 81,600
PIONEER HI BRED INTL INC COM 723686101 2,875 76,400 Sole 76,400
PITNEY BOWES INC COM 724479100 5,565 87,300 Sole 87,300
PLACER DOME INC COM 725906101 898 80,300 Sole 80,300
POLAROID CORP COM 731095105 271 13,400 Sole 13,400
POTLATCH CORP COM 737628107 356 10,500 Sole 10,500
PRAXAIR INC COM 74005P104 1,814 50,300 Sole 50,300
PROCTER + GAMBLE CO COM 742718109 41,839 427,200 Sole 427,200
PROGRESSIVE CORP OHIO COM 743315103 3,430 23,900 Sole 23,900
PROVIDENT COS INC COM 743862104 1,510 43,700 Sole 43,700
PROVIDIAN FINL CORP COM 74406A102 5,076 46,150 Sole 46,150
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,734 71,600 Sole 71,600
PULTE CORP COM 745867101 314 15,100 Sole 15,100
QUAKER OATS CO COM 747402105 2,739 44,000 Sole 44,000
RJR NABISCO HLDGS CORP COM NEW 74960K876 2,608 104,300 Sole 104,300
RALSTON PURINA CO COM RAL-751277302 2,810 105,300 Sole 105,300
RAYCHEM CORP COM 754603108 555 24,600 Sole 24,600
RAYTHEON CO CL B 755111408 6,332 108,000 Sole 108,000
REEBOK INTL LTD COM 758110100 278 17,500 Sole 17,500
REGIONS FINL CORP COM 758940100 2,462 71,100 Sole 71,100
RELIANT ENERGY INC COM 75952J108 2,375 91,145 Sole 91,145
REPUBLIC NY CORP COM 760719104 1,596 34,600 Sole 34,600
REYNOLDS METALS CO COM 761763101 1,019 21,100 Sole 21,100
RITE AID CORP COM 767754104 2,060 82,400 Sole 82,400
ROCKWELL INTL CORP NEW COM 773903109 2,589 61,000 Sole 61,000
ROHM + HAAS CO COM 775371107 1,812 54,000 Sole 54,000
ROLLINS TRUCK LEASING CORP COM 775741101 17 1,800 Sole 1,800
ROWAN COS INC COM 779382100 340 26,800 Sole 26,800
ROYAL DUTCH PETE CO NY REG G780257804 35,833 689,100 Sole 689,100
RUSSELL CORP COM 782352108 258 12,800 Sole 12,800
RYANS FAMILY STEAK HOUSES INC COM 783519101 18 1,500 Sole 1,500
RYDER SYS INC COM 783549108 635 23,000 Sole 23,000
SBC COMMUNICATIONS INC COM 78387G103 29,624 627,794 Sole 627,794
SLM HLDG CORP COM 78442A109 2,213 53,000 Sole 53,000
S3 INC COM 784849101 17 2,200 Sole 2,200
SAFECO CORP COM 786429100 1,763 43,600 Sole 43,600
SAFEWAY INC COM NEW 786514208 8,010 156,100 Sole 156,100
ST JUDE MED INC COM 790849103 651 26,700 Sole 26,700
ST PAUL COS INC COM 792860108 2,361 75,996 Sole 75,996
SANTA FE ENERGY RES INC COM 802012104 44 5,900 Sole 5,900
SARA LEE CORP COM 803111103 7,229 292,100 Sole 292,100
SCHERING PLOUGH CORP COM 806605101 26,095 472,300 Sole 472,300
SCHLUMBERGER LTD COM 806857108 10,563 175,500 Sole 175,500
SCHWAB CHARLES CORP COM 808513105 12,386 128,850 Sole 128,850
SCIENTIFIC ATLANTA INC COM 808655104 646 23,700 Sole 23,700
SEAGATE TECHNOLOGY COM 811804103 2,297 77,700 Sole 77,700
SEAGRAM LTD COM 811850106 6,400 128,000 Sole 128,000
SEALED AIR CORP NEW COM 81211K100 1,317 26,770 Sole 26,770
SEARS ROEBUCK + CO COM 812387108 5,549 122,800 Sole 122,800
SEMPRA ENERGY COM 816851109 1,474 76,845 Sole 76,845
SERVICE CORP INTL COM 817565104 1,247 87,500 Sole 87,500
SHARED MEDI CAL SYSTEM COM 819486101 496 8,900 Sole 8,900
SHERWIN WILLIAMS CO COM 824348106 1,558 55,400 Sole 55,400
SIGMA ALDRICH COM 826552101 924 31,600 Sole 31,600
SILICON GRAPHICS INC COM 827056102 994 60,000 Sole 60,000
SNAP ON INC COM 833034101 544 18,750 Sole 18,750
SOLECTRON CORP COM 834182107 3,919 80,700 Sole 80,700
SONAT INC COM 835415100 1,056 35,200 Sole 35,200
SOUTHERN CO COM 842587107 5,210 223,500 Sole 223,500
SOUTHLAND CORP COM NEW 844436402 35 17,300 Sole 17,300
SOUTHTRUST CORP COM 844730101 1,963 52,600 Sole 52,600
SOUTHWEST AIRLS CO COM 844741108 3,268 108,025 Sole 108,025
SPRINGS INDS INC CL A 851783100 162 6,000 Sole 6,000
SPRINT CORP COM FON 852061100 14,061 143,300 Sole 143,300
SPRINT CORP PCS COM 852061506 6,268 141,450 Sole 141,450
STANLEY WORKS COM 854616109 730 28,500 Sole 28,500
STAPLES INC COM 855030102 4,861 147,850 Sole 147,850
STATE STREET CORPORATION COM 857477103 4,285 52,100 Sole 52,100
SUMMIT BANCORP COM 866005101 2,172 55,700 Sole 55,700
SUN MICROSYSTEMS INC COM 866810104 15,458 123,600 Sole 123,600
SUNOCO INC COM 86764P109 1,082 30,000 Sole 30,000
SUNTRUST BKS INC COM 867914103 6,406 102,900 Sole 102,900
SUPERVALU INC COM 868536103 790 38,300 Sole 38,300
SYNOVUS FINL CORP COM 87161C105 1,755 85,600 Sole 85,600
SYSCO CORP COM 871829107 2,797 106,300 Sole 106,300
TCI SATELLITE ENTMT INC CL A 872298104 10 15,600 Sole 15,600
TJX COS INC NEW COM 872540109 3,526 103,700 Sole 103,700
TRW INC COM 872649108 1,738 38,200 Sole 38,200
TANDY CORP COM 875382103 2,068 32,400 Sole 32,400
TEKTRONIX INC COM 879131100 376 14,900 Sole 14,900
TELLABS INC COM 879664100 6,109 62,500 Sole 62,500
TEMPLE INLAND INC COM 879868107 1,142 18,200 Sole 18,200
TENET HEALTHCARE CORP COM 88033G100 1,879 99,200 Sole 99,200
TENNECO INC NEW COM 88037E101 1,528 54,700 Sole 54,700
TEXACO INC COM 881694103 9,778 172,300 Sole 172,300
TEXAS INSTRS INC COM 882508104 12,416 125,100 Sole 125,100
TEXAS UTILS CO COM 882848104 3,815 90,845 Sole 90,845
TEXTRON INC COM 883203101 3,993 51,600 Sole 51,600
THERMO ELECTRON CORP COM 883556102 689 50,800 Sole 50,800
THOMAS + BETTS CORP COM 884315102 680 18,100 Sole 18,100
3COM CORP COM 885535104 2,679 114,900 Sole 114,900
TIME WARNER INC COM 887315109 27,924 394,340 Sole 394,340
TIMES MIRROR CO NEW COM SER 887364107 1,402 25,900 Sole 25,900
TIMKEN CO COM 887389104 315 19,400 Sole 19,400
TORCHMARK INC COM 891027104 1,404 44,400 Sole 44,400
TOYS R US INC COM 892335100 1,514 80,500 Sole 80,500
TRANSAMERICA CORP COM 893485102 2,883 40,600 Sole 40,600
TRICON GLOBAL RESTAURANTS INC COM 895953107 3,421 48,700 Sole 48,700
TRIBUNE CO NEW COM 896047107 2,493 38,100 Sole 38,100
TUPPERWARE CORP COM 899896104 320 17,800 Sole 17,800
TYCO INTL LTD NEW COM 902124106 15,010 209,202 Sole 209,202
USX MARATHON GROUP COM NEW 902905827 2,717 98,800 Sole 98,800
UST INC COM 902911106 1,557 59,600 Sole 59,600
US BANCORP DEL COM 902973106 7,965 233,827 Sole 233,827
UNUM CORP COM 903192102 2,097 44,100 Sole 44,100
USN COMMUNICATIONS INC COM 90336N204 0 21,700 Sole 21,700
USX U S STL GROUP COM 90337T101 668 28,410 Sole 28,410
UNILEVER N V NEW YORK904784501 13,673 205,800 Sole 205,800
UNICOM CORP COM 904911104 2,537 69,400 Sole 69,400
UNION CAMP CORP COM 905530101 1,490 22,200 Sole 22,200
UNION CARBIDE CORP COM 905581104 1,943 43,000 Sole 43,000
UNION PAC CORP COM 907818108 4,264 79,800 Sole 79,800
UNION PACIFIC RES GROUP INC COM 907834105 955 80,450 Sole 80,450
UNION PLANTERS CORP COM 908068109 1,955 44,500 Sole 44,500
UNISYS CORP COM 909214108 2,315 83,600 Sole 83,600
UNITED HEALTHCARE CORP COM 910581107 3,152 59,900 Sole 59,900
US AIRWAYS GROUP INC COM 911905107 1,386 28,400 Sole 28,400
U S WEST INC NEW COM 91273H101 8,929 162,164 Sole 162,164
UNITED TECHNOLOGIES CORP COM 913017109 9,833 72,600 Sole 72,600
UNOCAL CORP COM 915289102 2,878 78,040 Sole 78,040
V F CORP COM 918204108 1,833 38,600 Sole 38,600
VIACOM INC CL B 925524308 9,386 111,826 Sole 111,826
WACHOVIA CORP NEW COM 929771103 5,310 65,400 Sole 65,400
WAL MART STORES INC COM 931142103 65,877 714,600 Sole 714,600
WALGREEN CO COM 931422109 9,063 320,800 Sole 320,800
WARNER LAMBERT CO COM 934488107 17,523 264,500 Sole 264,500
WASHINGTON MUT INC COM 939322103 7,773 190,154 Sole 190,154
WASTE MGMT INC DEL COM 94106L109 8,519 191,972 Sole 191,972
WELLS FARGO + CO NEW COM 949746101 18,524 528,330 Sole 528,330
WENDYS INTL INC COM 950590109 1,143 40,200 Sole 40,200
WESTVACO CORP COM 961548104 674 32,100 Sole 32,100
WEYERHAEUSER CO COM 962166104 3,541 63,800 Sole 63,800
WHIRLPOOL CORP COM 963320106 1,338 24,600 Sole 24,600
WILLAMETTE INDS INC COM 969133107 1,340 35,500 Sole 35,500
WILLIAMS COS INC COM 969457100 5,415 137,100 Sole 137,100
WILSHIRE FINL SVCS GROUP INC COM 971867106 8 24,400 Sole 24,400
WINN DIXIE STORES INC COM 974280109 1,790 47,900 Sole 47,900
WORTHINGTON INDS IN COM 981811102 348 29,600 Sole 29,600
WRIGLEY WM JR CO COM 982526105 3,428 37,900 Sole 37,900
WYNNS INTL INC COM 983195108 35 2,000 Sole 2,000
XEROX CORP COM 984121103 10,978 210,600 Sole 210,600
FRUIT OF THE LOOM LTD ORD CL AG3682L105 248 23,100 Sole 23,100
METLIFE SECURITY INS. CO.
AMR CORP COM COM 001765106 258 4,400 Sole 4,400
A T & T CORP COM COM 001957109 2,018 25,290.65 Sole 25,290.65
ABBOTT LABS CORP DISC NTS COM 002824100 1,011 21,600 Sole 21,600
ADVANCED MICRO DEVICES INC COM COM 007903107 40 2,600 Sole 2,600
AIRTOUCH COMMUNICATIONS INC COM COM 00949T100 473 4,900 Sole 4,900
ALBERTO CULVER CO CL B CONV CL B CON013068101 140 6,000 Sole 6,000
ALCOA INC COM 013817101 280 6,800 Sole 6,800
ALLEGHENY TELEDYNE INC COM COM 017415100 128 6,737 Sole 6,737
ALLERGAN INC COM COM 018490102 211 2,400 Sole 2,400
ALLIED SIGNAL CORP COM COM 019512102 364 7,400 Sole 7,400
ALLSTATE CORP COM COM 020002101 364 9,834 Sole 9,834
ALLTEL CORP COM COM 020039103 243 3,900 Sole 3,900
AMEREN CORP COM COM 023608102 221 6,100 Sole 6,100
AMER EXPRESS CO COM COM 025816109 624 5,300 Sole 5,300
AMER GEN CORP COM COM 026351106 608 8,618 Sole 8,618
AMER HOME PRODS CORP COM COM 026609107 1,122 17,200 Sole 17,200
AMER INTL GROUP INC COM COM 026874107 1,506 12,487 Sole 12,487
AMER STORES CO COM COM 030096101 178 5,400 Sole 5,400
AMERITECH CORP COM COM 030954101 726 12,600 Sole 12,600
AMGEN INC COM COM 031162100 434 5,800 Sole 5,800
ANHEUSER BUSCH CO INC COM COM 035229103 442 5,800 Sole 5,800
APPLE COMPUTER INC COM COM 037833100 86 2,400 Sole 2,400
ARCHER DANIELS MIDLAND COM COM 039483102 100 6,806 Sole 6,806
ARMSTRONG WORLD INDS INC COM COM 042476101 131 2,900 Sole 2,900
ASARCO INC COM COM 043413103 48 3,500 Sole 3,500
ASHLAND INC COM 044204105 115 2,800 Sole 2,800
ASSOCIATES FIRST CAPITAL A COM CL A 046008108 366 8,124 Sole 8,124
ATLANTIC RICHFIELD CO COM COM 048825103 205 2,800 Sole 2,800
AUTOMATIC DATA PROCESSING INC COM COM 053015103 372 9,000 Sole 9,000
AVON PRODS INC COM COM 054303102 245 5,200 Sole 5,200
BANK OF NEW YORK INC COM COM 064057102 819 22,800 Sole 22,800
BANK ONE CORP COM 06423A103 858 15,578 Sole 15,578
BANKAMERICA CORP NEW COM CHG F COM 06605F102 1,634 23,131 Sole 23,131
BANKBOSTON CORP COM CHGED COM 06605R106 257 5,923 Sole 5,923
BANKERS TR NY CORP COM COM 066365107 309 3,500 Sole 3,500
BARD C R INC COM COM 067383109 171 3,400 Sole 3,400
BARRICK GOLD CORP COM (PREV COM 067901108 51 3,000 Sole 3,000
BAXTER INTL COM COM 071813109 119 1,800 Sole 1,800
BECTON DICKINSON COM COM 075887109 291 7,600 Sole 7,600
BELL ATLANTIC CORP COM COM 077853109 1,001 19,372 Sole 19,372
BELLSOUTH CORP COM COM 079860102 1,026 25,600 Sole 25,600
BEMIS INC COM COM 081437105 196 6,300 Sole 6,300
BESTFOODS CHG F COM 08658U101 207 4,400 Sole 4,400
BIOMET INC COM COM 090613100 298 7,100 Sole 7,100
BLACK & DECKER CORP COM COM 091797100 394 7,100 Sole 7,100
BOEING CO COM COM 097023105 504 14,830 Sole 14,830
BRIGGS & STRATTON CORP COM COM 109043109 286 5,800 Sole 5,800
BRISTOL MYERS SQUIBB CO COM COM 110122108 1,590 24,800 Sole 24,800
BROWN FORMAN CORP CL B COM CL B 115637209 282 4,900 Sole 4,900
BRUNSWICK CORP COM COM 117043109 223 11,700 Sole 11,700
BURLINGTON NORTHERN SANTA FE COM COM 12189T104 163 4,950 Sole 4,950
CIGNA CORP COM COM 125509109 503 6,000 Sole 6,000
C S X CORP COM COM 126408103 164 4,200 Sole 4,200
CVS CORP FROM COM 126650100 599 12,600 Sole 12,600
CAMPBELL SOUP CO COM COM 134429109 277 6,800 Sole 6,800
CATERPILLAR INC COM COM 149123101 138 3,000 Sole 3,000
CENTRAL & SOUTHWEST CORP COM COM 152357109 157 6,700 Sole 6,700
CERIDIAN CORP COM COM 15677T106 300 8,200 Sole 8,200
CHASE MANHATTAN CORP (NEW) COM 16161A108 940 11,552 Sole 11,552
CHEVRON CORP COM COM 166751107 701 7,900 Sole 7,900
CISCO SYS INC COM COM 17275R102 2,095 19,125 Sole 19,125
CITIGROUP INC COM CHG F COM 172967101 1,664 26,050 Sole 26,050
CLOROX CO COM COM 189054109 422 3,600 Sole 3,600
COCA COLA CO COM COM 191216100 2,111 34,400 Sole 34,400
COLUMBIA HCA HEALTHCARE COM COM 197677107 125 6,600 Sole 6,600
COMPAQ COMPUTER CORP COM COM 204493100 1,087 34,300 Sole 34,300
COMPUTER ASSOC INTL INC COM COM 204912109 244 6,862 Sole 6,862
CONAGRA INC COM COM 205887102 118 4,600 Sole 4,600
CONSOLIDATED EDISON COM 209115104 344 7,600 Sole 7,600
CORNING INC COM COM 219350105 72 1,200 Sole 1,200
COSTCO COMPANIES INC COM CHG 7 COM 22160Q102 678 7,400 Sole 7,400
CYPRUS AMAX MINERALS CO COM CHG F COM 232809103 51 4,200 Sole 4,200
D T E ENERGY CO COM COM 233331107 92 2,400 Sole 2,400
DAYTON HUDSON CORP COM COM 239753106 440 6,600 Sole 6,600
DEERE & CO COM COM 244199105 313 8,100 Sole 8,100
DILLARDS INC-CL A COM CL A 254067101 157 6,200 Sole 6,200
WALT DISNEY CO COM COM 254687106 831 26,700 Sole 26,700
DOW CHEM CO COM COM 260543103 289 3,100 Sole 3,100
DU PONT EI DE NEMOURS CO COM COM 263534109 778 13,400 Sole 13,400
DUKE ENERGY CORP COM COM 264399106 1 12 Sole 12
DUN & BRADSTREET CORP NEW COM 26483B106 100 2,800 Sole 2,800
EMC CORP CN COM 268648102 766 6,000 Sole 6,000
EASTERN ENTERPRISES COM COM 27637F100 306 8,400 Sole 8,400
EASTMAN CHEM CO COM COM 277432100 160 3,800 Sole 3,800
EASTMAN KODAK CO COM COM 277461109 224 3,500 Sole 3,500
EATON CORP COM COM 278058102 214 3,000 Sole 3,000
EDISON INTL COM COM 281020107 356 16,000 Sole 16,000
EMERSON ELEC CO COM COM 291011104 254 4,800 Sole 4,800
ENRON CORP COM COM 293561106 308 4,800 Sole 4,800
EXXON CORP COM COM 302290101 2,399 34,000 Sole 34,000
F P L GROUP INC COM COM 302571104 165 3,100 Sole 3,100
FHLMC COM COM 313400301 573 10,000 Sole 10,000
FNMA COM COM 313586109 914 13,200 Sole 13,200
FIRST DATA CORP COM COM 319963104 239 5,600 Sole 5,600
FIRST UNION CORP COM COM 337358105 622 11,640 Sole 11,640
FIRST ENERGY CORP COM COM 337932107 202 7,200 Sole 7,200
FLEET FINL GROUP INC COM COM 338915101 211 5,600 Sole 5,600
FORD MTR CO DEL COM COM 345370100 879 15,500 Sole 15,500
FORTUNE BRANDS INC COM CHG F COM 349631101 73 1,900 Sole 1,900
G P U INC COM COM 36225X100 183 4,900 Sole 4,900
G T E CORP COM COM 362320103 714 11,800 Sole 11,800
GANNETT CO INC COM COM 364730101 176 2,800 Sole 2,800
GAP INC COM COM 364760108 1,060 15,750 Sole 15,750
GEN DYNAMICS CORP COM COM 369550108 206 3,200 Sole 3,200
GEN ELEC CO COM COM 369604103 5,067 45,800 Sole 45,800
GEN MILLS INC COM COM 370334104 136 1,800 Sole 1,800
GEN MTRS CORP COM COM 370442105 987 11,347 Sole 11,347
GEORGIA-PAC (GEORGIA-PAC GP) COM GA P373298108 134 1,800 Sole 1,800
GILLETTE CO COM COM 375766102 868 14,600 Sole 14,600
GOLDEN WEST FINL CORP DEL COM COM 381317106 172 1,800 Sole 1,800
GOODYEAR TIRE & RUBBER CO COM COM 382550101 139 2,800 Sole 2,800
GREAT LAKES CHEMICAL CORP COM COM 390568103 62 1,700 Sole 1,700
HCR MANOR CARE COM 404134108 98 4,300 Sole 4,300
HARRIS CORP DEL COM COM 413875105 126 4,400 Sole 4,400
HARTFORD FINL SVCS GRP CHGED COM 416515104 148 2,600 Sole 2,600
H J HEINZ CO COM COM 423074103 242 5,100 Sole 5,100
HERSHEY FOODS CORP COM COM 427866108 247 4,400 Sole 4,400
HEWLETT PACKARD CO COM COM 428236103 841 12,400 Sole 12,400
HOME DEPOT INC COM COM 437076102 1,139 18,300 Sole 18,300
HOMESTAKE MNG CO COM COM 437614100 9 1,100 Sole 1,100
HONEYWELL INC COM COM 438506107 197 2,600 Sole 2,600
HOUSEHOLD INTL INC COM COM 441815107 566 12,413 Sole 12,413
IMS HEALTH INC COM COM 449934108 186 5,600 Sole 5,600
ITT IND INC COM CHG F COM 450911102 46 1,300 Sole 1,300
INTEL CORP COM COM 458140100 2,687 22,600 Sole 22,600
IBM CORP COM COM 459200101 2,765 15,600 Sole 15,600
INTL PAPER COM COM 460146103 110 2,600 Sole 2,600
JOHNSON & JOHNSON COM COM 478160104 1,664 17,800 Sole 17,800
KELLOGG CO COM COM 487836108 203 6,000 Sole 6,000
KERR MCGEE CORP COM COM 492386107 75 2,300 Sole 2,300
KEYCORP COM COM 493267108 139 4,600 Sole 4,600
KIMBERLY CLARK CORP COM COM 494368103 364 7,600 Sole 7,600
KING WORLD PRODUCTIONS INC COM COM 495667107 355 11,600 Sole 11,600
KNIGHT RIDDER INC COM COM 499040103 130 2,600 Sole 2,600
KROGER CO COM COM 501044101 311 5,200 Sole 5,200
ELI LILLY COM COM 532457108 1,222 14,400 Sole 14,400
LINCOLN NATL CORP IND COM COM 534187109 326 3,300 Sole 3,300
LOCKHEED MARTIN CORP COM COM 539830109 118 3,134 Sole 3,134
LOEWS CORP COM COM 540424108 164 2,200 Sole 2,200
LONGS DRUG STORES CORP COM COM 543162101 110 3,600 Sole 3,600
LOUISIANA PAC CORP COM COM 546347105 129 6,900 Sole 6,900
LUCENT TECHNOLOGIES INC COM 549463107 1,526 14,130 Sole 14,130
MCI WORLDCOM INC COM CHG F COM 55268B106 1,776 20,058 Sole 20,058
MALLINCKRODT INC COM CHGED COM 561232109 104 3,900 Sole 3,900
MAY DEPT STORES CO COM COM 577778103 352 9,000 Sole 9,000
MCDONALDS CORP COM COM 580135101 761 16,800 Sole 16,800
MCGRAW-HILL INC COM COM 580645109 349 6,400 Sole 6,400
MCKESSON HBOC INC COM COM 58155Q103 242 3,663 Sole 3,663
MEDIAONE GROUP INC COM CHG F COM 58440J104 926 14,600 Sole 14,600
MEDTRONIC INC COM COM 585055106 402 5,600 Sole 5,600
MELLON BANK CORP COM COM 585509102 325 4,618 Sole 4,618
MERCK & CO INC COM COM 589331107 2,484 31,000 Sole 31,000
MERRILL LYNCH & CO INC COM COM 590188108 283 3,200 Sole 3,200
MICROSOFT CORP COM COM 594918104 5,628 62,800 Sole 62,800
MICRON TECHNOLOGY INC COM COM 595112103 96 2,000 Sole 2,000
MINNESOTA MNG & MFG CO COM COM 604059105 361 5,100 Sole 5,100
MOBIL CORP COM COM 607059102 845 9,600 Sole 9,600
MONSANTO CO COM COM 611662107 345 7,500 Sole 7,500
MOORE LTD COM COM 615785102 104 10,500 Sole 10,500
MORGAN J P & CO INC COM COM 616880100 194 1,574 Sole 1,574
MORGAN ST DEAN WITTER DISCOV COM NEW 617446448 610 6,100 Sole 6,100
MOTOROLA INC COM COM 620076109 527 7,200 Sole 7,200
NACCO INDS INC CL A COM CL A 629579103 289 3,900 Sole 3,900
NATL CITY CORP COM COM 635405103 305 4,600 Sole 4,600
NATL SEMICONDUCTOR CORP COM COM 637640103 37 4,000 Sole 4,000
NATL SVCS INDS INC COM COM 637657107 85 2,500 Sole 2,500
NEW YORK TIMES CO CL A CL A 650111107 268 9,400 Sole 9,400
NEWMONT MINING CORP COM COM 651639106 104 5,952 Sole 5,952
NICOR INC COM COM 654086107 101 2,800 Sole 2,800
NORFOLK SOUTHERN CORP COM COM 655844108 87 3,300 Sole 3,300
NORTHERN STATES PWR CO (MINN) COM COM 665772109 93 4,000 Sole 4,000
NORTHERN TELECOM LTD COM COM 665815106 652 10,500 Sole 10,500
OCCIDENTAL PETROLEUM CORP COM COM 674599105 166 9,200 Sole 9,200
ORACLE CORP COM COM 68389X105 450 17,043 Sole 17,043
OWENS CORNING COM COM 69073F103 111 3,500 Sole 3,500
P G & E CORP COM COM 69331C108 115 3,700 Sole 3,700
PPG INDS INC COM COM 693506107 210 4,100 Sole 4,100
PACCAR INC COM COM 693718108 41 1,000 Sole 1,000
PACIFICORP COM COM 695114108 205 11,900 Sole 11,900
PARKER HANNIFIN CORP COM COM 701094104 139 4,050 Sole 4,050
PENNEY J C INC COM COM 708160106 65 1,600 Sole 1,600
PEPSICO INC COM COM 713448108 776 19,800 Sole 19,800
PHARMACIA-UPJOHN INC COM COM 716941109 405 6,490 Sole 6,490
PFIZER INC COM COM 717081103 2,414 17,400 Sole 17,400
PHELPS DODGE CORP COM COM 717265102 187 3,800 Sole 3,800
PHILLIPS PETROLEUM CO COM COM 718507106 142 3,000 Sole 3,000
PIONEER HI BRED INTL COM COM 723686101 237 6,300 Sole 6,300
PITNEY BOWES INC COM COM 724479100 255 4,000 Sole 4,000
POLAROID CORP COM COM 731095105 77 3,800 Sole 3,800
PRAXAIR INC COM COM 74005P104 166 4,600 Sole 4,600
PROCTER & GAMBLE CO COM COM 742718109 1,685 17,200 Sole 17,200
PROVIDIAN FINL CORP COM 74406A102 1,320 12,000 Sole 12,000
PUB SVC ENTERPRISE GROUP INC COM COM 744573106 103 2,700 Sole 2,700
QUAKER OATS CO COM COM 747402105 187 3,000 Sole 3,000
RAYTHEON INC COM CL B 755111408 152 2,600 Sole 2,600
REEBOK INTL LTD COM COM 758110100 57 3,600 Sole 3,600
RELIANT ENERGY INC COM OLD C COM 75952J108 94 3,600 Sole 3,600
REPUBLIC N Y CORP COM 760719104 185 4,000 Sole 4,000
RITE AID CORP COM COM 767754104 170 6,800 Sole 6,800
ROCKWELL INTL CORP NEW COM 773903109 76 1,800 Sole 1,800
ROHM & HAAS CO COM COM 775371107 121 3,600 Sole 3,600
RUSSELL CORP COM COM 782352108 151 7,500 Sole 7,500
S B C COMMUNICATIONS INC COM COM 78387G103 1,133 24,016 Sole 24,016
SAFECO CORP COM COM 786429100 186 4,600 Sole 4,600
ST PAUL COS INC COM COM 792860108 207 6,658 Sole 6,658
SCHERING PLOUGH CORP COM COM 806605101 862 15,600 Sole 15,600
SCIENTIFIC ATLANTA INC COM COM 808655104 218 8,000 Sole 8,000
SEAGRAM LTD COM COM 811850106 240 4,800 Sole 4,800
SEARS ROEBUCK & CO COM COM 812387108 212 4,700 Sole 4,700
SEMPRA ENERGY COM COM 816851109 98 5,112 Sole 5,112
SILICON GRAPHICS INC COM COM 827056102 14 858 Sole 858
SOUTHERN CO COM COM 842587107 189 8,100 Sole 8,100
SPRINGS INDS INC COM CL A 851783100 81 3,000 Sole 3,000
SPRINT CORP COM COM FON 852061100 638 6,500 Sole 6,500
SPRINT CORP (PCS GROUP) PCS COM 852061506 144 3,250 Sole 3,250
SUN MICROSYSTEMS INC COM COM 866810104 1,051 8,400 Sole 8,400
SUNOCO INC COM CHG F COM 86764P109 198 5,500 Sole 5,500
TRW INC COM COM 872649108 318 7,000 Sole 7,000
TANDY CORP COM COM 875382103 255 4,000 Sole 4,000
TEKTRONIX INC COM COM 879131100 133 5,250 Sole 5,250
TELLABS INC COM COM 879664100 538 5,500 Sole 5,500
TEMPLE INLAND INC COM COM 879868107 82 1,300 Sole 1,300
TENET HEALTHCARE CORP COM CHG FROM COM 88033G100 271 14,300 Sole 14,300
TENNECO INC NEW COM 88037E101 45 1,600 Sole 1,600
TEXACO INC COM COM 881694103 375 6,600 Sole 6,600
TEXAS INSTRUMENTS INC COM COM 882508104 357 3,600 Sole 3,600
TEXTRON INC COM COM 883203101 201 2,600 Sole 2,600
TIME WARNER INC COM COM 887315109 1,020 14,400 Sole 14,400
TORCHMARK CORP COM COM 891027104 183 5,800 Sole 5,800
TOYS R US INC COM COM 892335100 60 3,200 Sole 3,200
TRANSAMERICA CORP COM COM 893485102 185 2,600 Sole 2,600
TRICON GLOBAL RESTAURANTS INC COM 895953107 139 1,980 Sole 1,980
TRIBUNE CO COM COM 896047107 209 3,200 Sole 3,200
TUPPERWARE CORP COM COM 899896104 180 10,000 Sole 10,000
TYCO INTL LTD COM COM 902124106 552 7,700 Sole 7,700
USX MARATHON GROUP COM NEW COM NEW 902905827 330 12,000 Sole 12,000
UST INC COM COM 902911106 73 2,800 Sole 2,800
US BANCORP COM COM 902973106 705 20,697 Sole 20,697
USX - US STEEL COM 90337T101 47 2,000 Sole 2,000
UNICOM CORP COM COM 904911104 168 4,600 Sole 4,600
UNION CAMP CORP COM COM 905530101 154 2,300 Sole 2,300
UNION CARBIDE CORP COM COM 905581104 226 5,000 Sole 5,000
UNION PACIFIC CORP COM COM 907818108 123 2,300 Sole 2,300
UNION PACIFIC RESOURCES GROUP COM 907834105 23 1,946.99 Sole 1,946.99
U S WEST INC COM CHG F COM 91273H101 281 5,098 Sole 5,098
UNITED TECHNOLOGIES CORP COM COM 913017109 406 3,000 Sole 3,000
VIACOM INC CL B COM CL B 925524308 302 3,600 Sole 3,600
WAL MART STORES INC COM COM 931142103 2,729 29,600 Sole 29,600
WALGREEN CO COM COM 931422109 339 12,000 Sole 12,000
WARNER LAMBERT CO COM COM 934488107 557 8,400 Sole 8,400
WASHINGTON MUT INC COM COM 939322103 638 15,615 Sole 15,615
WASTE MGMT INC DEL COM 94106L109 212 4,785 Sole 4,785
WELLS FARGO CO NEW CHG F COM 949746101 921 26,260 Sole 26,260
WEYERHAEUSER CO COM COM 962166104 89 1,600 Sole 1,600
WILLAMETTE INDS INC NTS COM 969133107 181 4,800 Sole 4,800
XEROX CORP COM COM 984121103 407 7,800 Sole 7,800
METLIFE SEPARATE ACCOUNTS
AES CORP COM COM 00130H105 1,848 49,600 Sole 49,600
AMR CORP COM COM 001765106 3,982 68,000 Sole 68,000
A T & T CORP COM COM 001957109 52,352 655,945 Sole 655,945
ABBOTT LABS CORP DISC NTS COM 002824100 24,684 527,300 Sole 527,300
ADOBE SYSTEMS INC COM COM 00724F101 1,827 32,200 Sole 32,200
AEROQUIP-VICKERS CORP COM FR TR COM 007869100 1,375 24,000 Sole 24,000
ADVANCED MICRO DEVICES INC COM COM 007903107 540 34,827 Sole 34,827
AETNA INC COM COM 008117103 4,279 51,550 Sole 51,550
AIR PRODS & CHEMS INC COM COM 009158106 2,230 65,100 Sole 65,100
AIRTOUCH COMMUNICATIONS INC COM COM 00949T100 19,179 198,490 Sole 198,490
ALBERTO CULVER CO CL B CONV CL B CON013068101 1,286 55,000 Sole 55,000
ALBERTSONS INC COM COM 013104104 3,707 68,100 Sole 68,100
ALCAN ALUMINIUM LTD COM COM 013716105 2,587 100,225 Sole 100,225
ALCOA INC COM 013817101 4,053 98,400 Sole 98,400
ALLEGHENY TELEDYNE INC COM COM 017415100 1,132 59,757 Sole 59,757
ALLERGAN INC COM COM 018490102 1,160 13,200 Sole 13,200
ALLIED SIGNAL CORP COM COM 019512102 7,437 151,200 Sole 151,200
ALLSTATE CORP COM COM 020002101 11,603 313,062.17 Sole 313,062.17
ALLTEL CORP COM COM 020039103 5,829 93,449 Sole 93,449
ALZA CORP CL A COM COM 022615108 731 19,100 Sole 19,100
AMERADA HESS CORP COM (REST COM 023551104 1,320 25,955 Sole 25,955
AMEREN CORP COM COM 023608102 2,978 82,300 Sole 82,300
AMERICA ONLINE INC COM 02364J104 47,848 325,500 Sole 325,500
AMER ELEC PWR CO INC COM COM 025537101 2,780 70,051 Sole 70,051
AMER EXPRESS CO COM COM 025816109 18,246 154,952 Sole 154,952
AMER GEN CORP COM COM 026351106 4,930 69,922 Sole 69,922
AMER GREETINGS CORP CL A CL A 026375105 1,446 57,000 Sole 57,000
AMER HOME PRODS CORP COM COM 026609107 28,860 442,300 Sole 442,300
AMER INTL GROUP INC COM COM 026874107 49,757 412,489.42 Sole 412,489.42
AMER STORES CO COM COM 030096101 2,312 70,072 Sole 70,072
AMERITECH CORP COM COM 030954101 21,053 365,340 Sole 365,340
AMGEN INC COM COM 031162100 12,384 165,400 Sole 165,400
AMP INC COM COM 031897101 3,055 57,100 Sole 57,100
AMSOUTH BANCORPORATION COM 032165102 1,051 23,100 Sole 23,100
ANADARKO PETROLEUM CORP COM 032511107 864 22,900 Sole 22,900
ANDREW CORP COM COM 034425108 1,588 128,950 Sole 128,950
ANHEUSER BUSCH CO INC COM COM 035229103 12,682 166,600 Sole 166,600
AON CORP COM COM 037389103 2,834 44,800 Sole 44,800
APACHE CORP COM COM 037411105 482 18,500 Sole 18,500
APPLE COMPUTER INC COM COM 037833100 1,808 50,300 Sole 50,300
APPLIED MATERIALS INC COM COM 038222105 6,187 100,300 Sole 100,300
ARCHER DANIELS MIDLAND COM COM 039483102 2,805 190,979 Sole 190,979
ARMSTRONG WORLD INDS INC COM COM 042476101 2,065 45,700 Sole 45,700
ASARCO INC COM COM 043413103 91 6,581 Sole 6,581
ASCEND COMMUNICATIONS INC COM COM 043491109 4,611 55,100 Sole 55,100
ASHLAND INC COM 044204105 1,343 32,800 Sole 32,800
ASSOCIATES FIRST CAPITAL A COM CL A 046008108 11,328 251,728 Sole 251,728
ATLANTIC RICHFIELD CO COM COM 048825103 6,420 87,800 Sole 87,800
AUTODESK INC COM COM 052769106 1,573 38,900 Sole 38,900
AUTOMATIC DATA PROCESSING INC COM COM 053015103 6,446 155,800 Sole 155,800
AUTOZONE INC COM COM 053332102 3,056 100,600 Sole 100,600
AVERY DENNISON CORP COM FORME COM 053611109 1,238 21,538 Sole 21,538
AVON PRODS INC COM COM 054303102 3,261 69,300 Sole 69,300
BB&T CORP COM COM 054937107 3,778 104,400 Sole 104,400
BMC SOFTWARE INC COM COM 055921100 2,016 54,400 Sole 54,400
BAKER HUGHES INC COM COM 057224107 2,082 85,651 Sole 85,651
BALL CORP COM COM 058498106 291 6,200 Sole 6,200
BALTIMORE GAS & ELEC CO COM COM 059165100 2,029 79,952 Sole 79,952
BANK OF NEW YORK INC COM COM 064057102 9,757 271,500 Sole 271,500
BANK ONE CORP COM 06423A103 22,757 413,296 Sole 413,296
BANKAMERICA CORP NEW COM CHG F COM 06605F102 42,838 606,558 Sole 606,558
BANKBOSTON CORP COM CHGED COM 06605R106 5,592 129,111.87 Sole 129,111.87
BANKERS TR NY CORP COM COM 066365107 2,115 23,964 Sole 23,964
BARD C R INC COM COM 067383109 1,488 29,500 Sole 29,500
BARRICK GOLD CORP COM (PREV COM 067901108 1,616 94,700 Sole 94,700
BATTLE MOUNTAIN GOLD CO COM 071593107 226 82,200 Sole 82,200
BAUSCH & LOMB INC COM COM 071707103 728 11,200 Sole 11,200
BAXTER INTL COM COM 071813109 4,872 73,822 Sole 73,822
BEAR STEARNS COS INC COMMO COM 073902108 1,752 39,200 Sole 39,200
BECTON DICKINSON COM COM 075887109 1,732 45,200 Sole 45,200
BELL ATLANTIC CORP COM COM 077853109 27,053 523,392 Sole 523,392
BELLSOUTH CORP COM COM 079860102 27,199 678,924 Sole 678,924
BEMIS INC COM COM 081437105 320 10,300 Sole 10,300
BESTFOODS CHG F COM 08658U101 5,349 113,800 Sole 113,800
BETHLEHEM STL CORP COM COM 087509105 200 24,200 Sole 24,200
BIOMET INC COM COM 090613100 2,084 49,700 Sole 49,700
BLACK & DECKER CORP COM COM 091797100 1,149 20,735 Sole 20,735
BLOCK H & R INC COM COM 093671105 2,539 53,600 Sole 53,600
BOEING CO COM COM 097023105 12,157 357,555 Sole 357,555
BOISE CASCADE CORP NTS COM 097383103 342 10,600 Sole 10,600
BOSTON SCIENTIFIC CO COM 101137107 4,115 101,300 Sole 101,300
BRIGGS & STRATTON CORP COM COM 109043109 237 4,800 Sole 4,800
BRISTOL MYERS SQUIBB CO COM COM 110122108 43,924 684,980 Sole 684,980
BROWN FORMAN CORP CL B COM CL B 115637209 1,602 27,800 Sole 27,800
BROWNING FERRIS INDS INC COM COM 115885105 4,269 110,711 Sole 110,711
BRUNSWICK CORP COM COM 117043109 1,371 71,900 Sole 71,900
BURLINGTON NORTHERN SANTA FE COM COM 12189T104 5,877 178,762 Sole 178,762
BURLINGTON RESOURCES INC COM COM 122014103 1,832 45,884 Sole 45,884
CBS CORP COM CHG F COM 12490K107 9,962 244,100 Sole 244,100
CIGNA CORP COM COM 125509109 6,835 81,546 Sole 81,546
C S X CORP COM COM 126408103 3,684 94,620 Sole 94,620
CVS CORP FROM COM 126650100 5,144 108,300 Sole 108,300
CABLETRON SYS INC COM COM 126920107 255 31,200 Sole 31,200
CAMPBELL SOUP CO COM COM 134429109 6,050 148,700 Sole 148,700
CAPITAL ONE FINANCIAL CORP COM COM 14040H105 2,265 15,000 Sole 15,000
CARDINAL HEALTH INC COM COM 14149Y108 5,062 76,700 Sole 76,700
CARNIVAL CORP COM 143658102 9,994 205,800 Sole 205,800
CAROLINA PWR & LT CO COM COM 144141108 1,312 34,700 Sole 34,700
CASE CORP COM COM 14743R103 2,964 116,800 Sole 116,800
CATERPILLAR INC COM COM 149123101 4,502 98,000 Sole 98,000
CENDANT CORP COM CHG F COM 151313103 5,423 340,253 Sole 340,253
CENTEX CORP COM COM 152312104 657 19,700 Sole 19,700
CENTRAL & SOUTHWEST CORP COM COM 152357109 3,047 130,000 Sole 130,000
CENTURY TELEPHONE ENTERPRISE COM 156686107 822 11,700 Sole 11,700
CERIDIAN CORP COM COM 15677T106 932 25,500 Sole 25,500
CHAMPION INTL CORP COM COM 158525105 1,137 27,685 Sole 27,685
CHASE MANHATTAN CORP (NEW) COM 16161A108 24,200 297,394 Sole 297,394
CHEVRON CORP COM COM 166751107 19,791 223,000 Sole 223,000
CHUBB CORP COM COM 171232101 3,203 54,700 Sole 54,700
CINCINNATI FINANCIAL CORP COM COM 172062101 1,658 45,500 Sole 45,500
CINERGY CORP COM COM 172474108 1,216 44,203 Sole 44,203
CIRCUIT CITY STORES INC COM CIRCT CI172737108 2,153 28,100 Sole 28,100
CISCO SYS INC COM COM 17275R102 58,818 536,849 Sole 536,849
CITIGROUP INC COM CHG F COM 172967101 50,516 790,861 Sole 790,861
CLEAR CHANNEL COMM INC COM COM 184502102 4,533 67,600 Sole 67,600
CLOROX CO COM COM 189054109 3,530 30,124 Sole 30,124
COASTAL CORP COM COM 190441105 1,915 58,036 Sole 58,036
COCA COLA CO COM COM 191216100 50,598 824,400 Sole 824,400
COCA COLA ENTERPRISES INC COM COM 191219104 3,031 100,200 Sole 100,200
COLGATE PALMOLIVE COM COM 194162103 9,559 103,900 Sole 103,900
COLUMBIA ENERGY GROUP COM COM 197648108 1,244 23,800 Sole 23,800
COLUMBIA HCA HEALTHCARE COM COM 197677107 3,289 173,658 Sole 173,658
COMCAST CORP CL A SPL COM CL A SPL200300200 6,656 105,750 Sole 105,750
COMERICA INC COM COM 200340107 3,546 56,800 Sole 56,800
COMPAQ COMPUTER CORP COM COM 204493100 19,055 601,343 Sole 601,343
COMPUTER ASSOC INTL INC COM COM 204912109 5,759 161,937 Sole 161,937
COMPUTER SCIENCES CORP COM COM 205363104 2,456 44,500 Sole 44,500
COMPUWARE CORP COM 205638109 2,218 92,900 Sole 92,900
CONAGRA INC COM COM 205887102 5,089 198,600 Sole 198,600
CONSECO INC. COM 208464107 2,397 77,649 Sole 77,649
CONSOLIDATED EDISON COM 209115104 4,219 93,100 Sole 93,100
CONSOLIDATED NATRL GAS CO COM COM 209615103 1,338 27,474 Sole 27,474
CONSOLIDATED STORES CORP COMMO COM 210149100 609 20,100 Sole 20,100
COOPER INDS INC COM COM 216669101 1,229 28,837 Sole 28,837
COOPER TIRE & RUBBER CO COM COM 216831107 865 47,064 Sole 47,064
COORS ADOLPH CO CL B COM CL B 217016104 394 7,300 Sole 7,300
CORNING INC COM COM 219350105 5,832 97,200 Sole 97,200
COSTCO COMPANIES INC COM CHG 7 COM 22160Q102 5,481 59,864 Sole 59,864
COUNTRYWIDE CRED INDS COM 222372104 2,531 67,500 Sole 67,500
CRANE CO COM COM 224399105 296 12,250 Sole 12,250
CROWN CORK & SEAL INC COM COM 228255105 891 31,200 Sole 31,200
CUMMINS ENGINE INC COM COM 231021106 267 7,500 Sole 7,500
CYPRUS AMAX MINERALS CO COM CHG F COM 232809103 204 16,797 Sole 16,797
D T E ENERGY CO COM COM 233331107 3,844 100,014 Sole 100,014
DANA CORP COM COM 235811106 1,313 34,554 Sole 34,554
DANAHER CORP COM COM 235851102 1,270 24,300 Sole 24,300
DARDEN RESTAURANTS INC NTS COM 237194105 540 26,200 Sole 26,200
DATA GEN CORP COM 237688106 92 9,100 Sole 9,100
DAYTON HUDSON CORP COM COM 239753106 9,994 150,000 Sole 150,000
DEERE & CO COM COM 244199105 4,523 117,100 Sole 117,100
DELL COMPUTER CORP COM COM 247025109 36,023 881,300 Sole 881,300
DELTA AIRLINES INC COM COM 247361108 4,252 61,182 Sole 61,182
DELUXE CORP COM COM 248019101 2,624 90,097 Sole 90,097
DILLARDS INC-CL A COM CL A 254067101 2,477 97,598 Sole 97,598
WALT DISNEY CO COM COM 254687106 21,707 697,415 Sole 697,415
DOLLAR GENERAL COM 256669102 1,101 32,375 Sole 32,375
DOMINION RESOURCES INC COM COM 257470104 1,876 50,800 Sole 50,800
DONNELLEY R R & SONS CO COM COM 257867101 1,619 50,311 Sole 50,311
DOVER CORP COM COM 260003108 1,914 58,208 Sole 58,208
DOW CHEM CO COM COM 260543103 6,421 68,900 Sole 68,900
DOW JONES & CO INC COM COM 260561105 849 17,991 Sole 17,991
DU PONT EI DE NEMOURS CO COM COM 263534109 22,476 387,100 Sole 387,100
DUKE ENERGY CORP COM COM 264399106 6,244 113,922 Sole 113,922
DUN & BRADSTREET CORP NEW COM 26483B106 3,834 107,634 Sole 107,634
EG & G INC COM COM 268457108 2,698 102,300 Sole 102,300
EMC CORP CN COM 268648102 21,718 170,000 Sole 170,000
EASTERN ENTERPRISES COM COM 27637F100 276 7,600 Sole 7,600
EASTMAN CHEM CO COM COM 277432100 639 15,196 Sole 15,196
EASTMAN KODAK CO COM COM 277461109 6,456 101,075 Sole 101,075
EATON CORP COM COM 278058102 1,423 19,909 Sole 19,909
ECOLAB INC COM COM 278865100 1,159 32,634 Sole 32,634
EDISON INTL COM COM 281020107 2,262 101,670 Sole 101,670
ELECTRONIC DATA SYS CORP COM COM 285661104 8,077 165,900 Sole 165,900
EMERSON ELEC CO COM COM 291011104 8,253 155,900 Sole 155,900
ENGELHARD CORP COM COM 292845104 738 43,560 Sole 43,560
ENRON CORP COM COM 293561106 5,693 88,600 Sole 88,600
ENTERGY CORP COM COM 29364G103 1,768 64,300 Sole 64,300
EQUIFAX INC COM COM 294429105 911 26,500 Sole 26,500
EXXON CORP COM COM 302290101 59,272 840,000 Sole 840,000
FMC CORP COM COM NEW 302491303 755 15,300 Sole 15,300
F P L GROUP INC COM COM 302571104 2,561 48,100 Sole 48,100
FDX CORP COM CHG F COM 31304N107 3,734 40,154 Sole 40,154
FHLMC COM COM 313400301 13,073 228,100 Sole 228,100
FNMA COM COM 313586109 24,944 360,200 Sole 360,200
FEDERATED DEPT STORES INC COM (CHAN COM 31410H101 2,913 72,600 Sole 72,600
FIFTH THIRD BANCORP COM COM 316773100 4,574 69,375 Sole 69,375
FIRST DATA CORP COM COM 319963104 5,147 120,400 Sole 120,400
FIRST UNION CORP COM COM 337358105 17,356 324,791 Sole 324,791
FIRSTAR CORP COM COM 33763V109 5,307 59,300 Sole 59,300
FIRST ENERGY CORP COM COM 337932107 2,293 81,900 Sole 81,900
FLEET FINL GROUP INC COM COM 338915101 8,116 215,698 Sole 215,698
FLEETWOOD ENTERPRISES INC COM COM 339099103 1,179 41,200 Sole 41,200
FLOUR CORP COM COM 343861100 488 18,080 Sole 18,080
FORD MTR CO DEL COM COM 345370100 24,682 435,400 Sole 435,400
FORT JAMES CORP COM 347471104 1,810 57,136 Sole 57,136
FORTUNE BRANDS INC COM CHG F COM 349631101 1,948 50,587 Sole 50,587
FOSTER WHEELER CORP COM COM 350244109 78 6,400 Sole 6,400
FRANKLIN RESOURCES INC COM 354613101 1,738 61,800 Sole 61,800
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 410 37,700 Sole 37,700
FRONTIER CORP COM COM 35906P105 1,727 33,300 Sole 33,300
G P U INC COM COM 36225X100 3,384 90,700 Sole 90,700
G T E CORP COM COM 362320103 20,425 337,600 Sole 337,600
GANNETT CO INC COM COM 364730101 5,991 95,100 Sole 95,100
GAP INC COM COM 364760108 13,193 196,000 Sole 196,000
GATEWAY 2000 INC COM 367833100 2,886 42,100 Sole 42,100
GEN DYNAMICS CORP COM COM 369550108 1,568 24,400 Sole 24,400
GEN ELEC CO COM COM 369604103 121,041 1,094,160 Sole 1,094,160
GENERAL INSTRUMENT CORP COM CHG F COM 370120107 1,128 37,200 Sole 37,200
GEN MILLS INC COM COM 370334104 3,801 50,300 Sole 50,300
GEN MTRS CORP COM COM 370442105 20,648 237,338 Sole 237,338
GENUINE PARTS CO COM COM 372460105 994 34,489 Sole 34,489
GEORGIA-PAC (GEORGIA-PAC GP) COM GA P373298108 1,626 21,900 Sole 21,900
GILLETTE CO COM COM 375766102 22,723 382,300 Sole 382,300
GOLDEN WEST FINL CORP DEL COM COM 381317106 1,996 20,900 Sole 20,900
GOODRICH B F CO COM COM 382388106 1,554 45,300 Sole 45,300
GOODYEAR TIRE & RUBBER CO COM COM 382550101 3,170 63,632 Sole 63,632
W.R. GRACE & CO - W/I COM 38388F108 163 13,443 Sole 13,443
GRAINGER W W INC COM COM 384802104 1,010 23,466 Sole 23,466
GREAT ATLANTIC & PACIFIC TEA INC C COM 390064103 1,614 53,800 Sole 53,800
GREAT LAKES CHEMICAL CORP COM COM 390568103 503 13,700 Sole 13,700
GUIDANT CORP COM COM 401698105 4,876 80,600 Sole 80,600
HCR MANOR CARE COM 404134108 443 19,439 Sole 19,439
HALLIBURTON CO COM COM 406216101 4,548 118,123.2 Sole 118,123.2
HARCOURT GEN INC COM COM 41163G101 915 20,646 Sole 20,646
HARNISCHFEGER INC COM COM 413345109 66 11,600 Sole 11,600
HARRAHS ENTERTAINMENT INC COM COM 413619107 455 23,846 Sole 23,846
HARRIS CORP DEL COM COM 413875105 1,454 50,806 Sole 50,806
HARTFORD FINL SVCS GRP CHGED COM 416515104 5,960 104,900 Sole 104,900
HASBRO INC COM COM 418056107 1,399 48,358 Sole 48,358
HEALTHSOUTH CORP COM COM 421924101 2,387 230,100 Sole 230,100
H J HEINZ CO COM COM 423074103 4,453 94,000 Sole 94,000
HELMERICH & PAYNE INC COM COM 423452101 359 15,808 Sole 15,808
HERCULES INC COM COM 427056106 1,555 61,600 Sole 61,600
HERSHEY FOODS CORP COM COM 427866108 1,934 34,500 Sole 34,500
HEWLETT PACKARD CO COM COM 428236103 25,294 373,000 Sole 373,000
HILTON HOTELS CORP COM COM 432848109 921 65,507 Sole 65,507
HOME DEPOT INC COM COM 437076102 30,600 491,566 Sole 491,566
HOMESTAKE MNG CO COM COM 437614100 718 83,200 Sole 83,200
HONEYWELL INC COM COM 438506107 3,366 44,400 Sole 44,400
HOUSEHOLD INTL INC COM COM 441815107 6,223 136,396 Sole 136,396
HUMANA INC COM 444859102 1,176 68,200 Sole 68,200
HUNTINGTON BANCSHARES COM 446150104 1,733 56,030 Sole 56,030
IMS HEALTH INC COM COM 449934108 2,728 82,368 Sole 82,368
ITT IND INC COM CHG F COM 450911102 2,597 73,400 Sole 73,400
IKON OFFICE SOLUTIONS INC COM COM 451713101 366 28,584 Sole 28,584
ILLINOIS TOOL WKS INC COM COM 452308109 4,053 65,500 Sole 65,500
INCO LTD COM COM 453258402 480 36,086 Sole 36,086
INGERSOLL RAND COM COM 456866102 2,063 41,563 Sole 41,563
INTEL CORP COM COM 458140100 66,349 558,140 Sole 558,140
IBM CORP COM COM 459200101 54,628 308,200 Sole 308,200
INTL FLAVORS & FRAGRANCES INC COM COM 459506101 759 20,200 Sole 20,200
INTL PAPER COM COM 460146103 3,438 81,500 Sole 81,500
INTERPUBLIC GROUP COS INC COM COM 460690100 2,722 34,959 Sole 34,959
JEFFERSON PILOT CORP COM COM 475070108 1,953 28,825 Sole 28,825
JOHNSON & JOHNSON COM COM 478160104 43,029 460,200 Sole 460,200
JOHNSON CONTROLS INC COM COM 478366107 1,505 24,134 Sole 24,134
JOSTENS INC COM COM 481088102 113 5,300 Sole 5,300
KLA-TENCOR CORPORATION COM COM 482480100 807 16,620 Sole 16,620
K MART CORP COM COM 482584109 4,624 275,050 Sole 275,050
KAUFMAN & BROAD HOME CORP COM COM 486168107 196 8,700 Sole 8,700
KELLOGG CO COM COM 487836108 3,631 107,400 Sole 107,400
KERR MCGEE CORP COM COM 492386107 1,763 53,736.6 Sole 53,736.6
KEYCORP COM COM 493267108 5,734 189,174 Sole 189,174
KIMBERLY CLARK CORP COM COM 494368103 9,042 188,625.2 Sole 188,625.2
KING WORLD PRODUCTIONS INC COM COM 495667107 2,726 89,200 Sole 89,200
KNIGHT RIDDER INC COM COM 499040103 3,965 79,296 Sole 79,296
KOHLS CORP COM COM 500255104 3,069 43,300 Sole 43,300
KROGER CO COM COM 501044101 3,897 65,086 Sole 65,086
LSI LOGIC CORP COM COM 502161102 842 27,000 Sole 27,000
LAIDLAW INC COM CHGED COM 50730K503 1,646 283,200 Sole 283,200
LEHMAN BROTHER COMMO COM 524908100 3,812 63,800 Sole 63,800
ELI LILLY COM COM 532457108 32,295 380,500 Sole 380,500
LIMITED INC COM COM 532716107 5,203 131,300 Sole 131,300
LINCOLN NATL CORP IND COM COM 534187109 2,838 28,700 Sole 28,700
LIZ CLAIBORNE INC COM COM 539320101 1,892 58,000 Sole 58,000
LOCKHEED MARTIN CORP COM COM 539830109 5,844 154,804 Sole 154,804
LOEWS CORP COM COM 540424108 4,037 54,100 Sole 54,100
LONGS DRUG STORES CORP COM COM 543162101 214 7,028 Sole 7,028
LOUISIANA PAC CORP COM COM 546347105 380 20,400 Sole 20,400
LOWES COS INC COM COM 548661107 5,754 95,100 Sole 95,100
LUCENT TECHNOLOGIES INC COM 549463107 46,995 435,142.01 Sole 435,142.01
MBIA INC COM 55262C100 3,370 58,100 Sole 58,100
MBNA CORP COM COM 55262L100 4,784 200,392 Sole 200,392
MCI WORLDCOM INC COM CHG F COM 55268B106 54,617 616,714 Sole 616,714
MGIC INVT CORP WIS COM 552848103 2,798 79,800 Sole 79,800
MALLINCKRODT INC COM CHGED COM 561232109 346 12,985 Sole 12,985
MARSH & MCLENNAN COS INC COM COM 571748102 5,034 67,800 Sole 67,800
MARRIOTT INTL CL A COM CL A 571903202 3,097 92,100 Sole 92,100
MASCO CORP COM COM 574599106 2,609 92,364 Sole 92,364
MATTEL INC COM COM 577081102 2,681 107,496.75 Sole 107,496.75
MAY DEPT STORES CO COM COM 577778103 6,485 165,750 Sole 165,750
MAYTAG CORP COM COM 578592107 1,962 32,495 Sole 32,495
MCDERMOTT INTL INC COM COM 580037109 963 38,028 Sole 38,028
MCDONALDS CORP COM COM 580135101 22,119 488,144 Sole 488,144
MCGRAW-HILL INC COM COM 580645109 2,948 54,100 Sole 54,100
MCKESSON HBOC INC COM COM 58155Q103 5,088 77,092 Sole 77,092
MEAD CORP COM COM 582834107 2,567 83,494 Sole 83,494
MEDIAONE GROUP INC COM CHG F COM 58440J104 13,911 219,288 Sole 219,288
MEDTRONIC INC COM COM 585055106 13,218 183,900 Sole 183,900
MELLON BANK CORP COM COM 585509102 4,925 69,988 Sole 69,988
MERCANTILE BANCORP COM COM 587342106 3,938 82,900 Sole 82,900
MERCK & CO INC COM COM 589331107 63,379 791,000 Sole 791,000
MEREDITH CORP COM COM 589433101 296 9,400 Sole 9,400
MERRILL LYNCH & CO INC COM COM 590188108 10,664 120,500 Sole 120,500
FRED MEYER INC COM COM 592907109 2,367 40,200 Sole 40,200
MICROSOFT CORP COM COM 594918104 149,369 1,666,600 Sole 1,666,600
MICRON TECHNOLOGY INC COM COM 595112103 3,035 62,974 Sole 62,974
MILACRON INC COM 598709103 95 6,000 Sole 6,000
MILLIPORE CORP COM COM 601073109 258 10,700 Sole 10,700
MINNESOTA MNG & MFG CO COM COM 604059105 10,202 144,200 Sole 144,200
MIRAGE RESORTS INC COM COM 60462E104 1,109 52,200 Sole 52,200
MOBIL CORP COM COM 607059102 23,804 270,500 Sole 270,500
MONSANTO CO COM COM 611662107 10,607 230,900 Sole 230,900
MOORE LTD COM COM 615785102 164 16,600 Sole 16,600
MORGAN J P & CO INC COM COM 616880100 6,414 51,990 Sole 51,990
MORGAN ST DEAN WITTER DISCOV COM NEW 617446448 21,762 217,757 Sole 217,757
MORTON INTL INC IND COM COM 619335102 860 23,414 Sole 23,414
MOTOROLA INC COM COM 620076109 15,331 209,300 Sole 209,300
NACCO INDS INC CL A COM CL A 629579103 1,666 22,500 Sole 22,500
NALCO CHEM CO COM COM 629853102 558 21,000 Sole 21,000
NATL CITY CORP COM COM 635405103 6,850 103,200 Sole 103,200
NATL SEMICONDUCTOR CORP COM COM 637640103 293 31,500 Sole 31,500
NATL SVCS INDS INC COM COM 637657107 1,870 54,900 Sole 54,900
NAVISTAR INTL CORP COM COM 63934E108 510 12,700 Sole 12,700
NEW CENTURY ENERGIES INC COM 64352U103 739 21,700 Sole 21,700
NEW YORK TIMES CO CL A CL A 650111107 1,636 57,400 Sole 57,400
NEWELL CO COM COM 651192106 1,880 39,573 Sole 39,573
NEWMONT MINING CORP COM COM 651639106 2,110 120,594 Sole 120,594
NEXTEL COMMUNICATIONS INC COM CL A 65332V103 2,736 74,700 Sole 74,700
NICOR INC COM COM 654086107 528 14,700 Sole 14,700
NIKE INC CL B COM CL B 654106103 4,448 77,100 Sole 77,100
NORDSTROM INC COM COM 655664100 1,128 27,602 Sole 27,602
NORFOLK SOUTHERN CORP COM COM 655844108 2,673 101,340 Sole 101,340
NORTHERN STATES PWR CO (MINN) COM COM 665772109 1,036 44,700 Sole 44,700
NORTHERN TELECOM LTD COM COM 665815106 13,574 218,500 Sole 218,500
NORTHERN TRUST CORP COM COM 665859104 2,655 29,900 Sole 29,900
NORTHROP GRUMMAN CORP COM COM 666807102 2,030 33,900 Sole 33,900
NOVELL INC COM COM 670006105 1,640 65,100 Sole 65,100
NUCOR CORP COM COM 670346105 1,132 25,700 Sole 25,700
OCCIDENTAL PETROLEUM CORP COM COM 674599105 1,688 93,800 Sole 93,800
OMNICOM GROUP INC COMMO COM 681919106 3,581 44,800 Sole 44,800
ONEOK INC COM COM 682680103 1,697 68,581.24 Sole 68,581.24
ORACLE CORP COM COM 68389X105 13,113 497,163 Sole 497,163
OWENS CORNING COM COM 69073F103 366 11,500 Sole 11,500
OWENS-ILLINOIS INC COM NEW 690768403 1,988 79,500 Sole 79,500
P E C O ENERGY CO COM COM 693304107 2,960 64,000 Sole 64,000
P G & E CORP COM COM 69331C108 3,181 102,400 Sole 102,400
PNC FINL CORP COM COM 693475105 6,919 124,532 Sole 124,532
P P & L RESOURCES INC COM COM 693499105 2,916 117,800 Sole 117,800
PPG INDS INC COM COM 693506107 2,439 47,600 Sole 47,600
PACCAR INC COM COM 693718108 905 21,984 Sole 21,984
PACIFICORP COM COM 695114108 1,342 77,800 Sole 77,800
PALL CORP COM COM 696429307 389 23,494 Sole 23,494
PARAMETRIC TECHNOLOGY CORP COM (REST COM 699173100 1,313 66,500 Sole 66,500
PARKER HANNIFIN CORP COM COM 701094104 1,022 29,849 Sole 29,849
PAYCHEX INC COM 704326107 2,049 43,200 Sole 43,200
PENNEY J C INC COM COM 708160106 4,572 112,900 Sole 112,900
PEOPLES ENERGY CORP COM COM 711030106 481 14,900 Sole 14,900
PEOPLESOFT INC COM 712713106 616 42,100 Sole 42,100
PEP BOYS MANNY MOE & JACK COM COM 713278109 307 20,100 Sole 20,100
PEPSICO INC COM COM 713448108 20,177 514,900 Sole 514,900
PERKIN ELMER CORP COM COM 714041100 1,417 14,600 Sole 14,600
PHARMACIA-UPJOHN INC COM COM 716941109 11,167 179,034 Sole 179,034
PFIZER INC COM COM 717081103 60,218 434,000 Sole 434,000
PHELPS DODGE CORP COM COM 717265102 2,372 48,162 Sole 48,162
PHILIP MORRIS CO COM COM 718154107 28,414 807,500 Sole 807,500
PHILLIPS PETROLEUM CO COM COM 718507106 4,115 87,100 Sole 87,100
PIONEER HI BRED INTL COM COM 723686101 3,213 85,400 Sole 85,400
PITNEY BOWES INC COM COM 724479100 4,698 73,700 Sole 73,700
PLACER DOME INC COM COM 725906101 667 59,624 Sole 59,624
POLAROID CORP COM COM 731095105 143 7,100 Sole 7,100
POTLATCH CORP COM COM 737628107 817 24,086 Sole 24,086
PRAXAIR INC COM COM 74005P104 1,557 43,187 Sole 43,187
PROCTER & GAMBLE CO COM COM 742718109 43,684 446,044 Sole 446,044
PROGRESSIVE CORP COM COM 743315103 2,813 19,600 Sole 19,600
PROVIDENT COMPANIES INC COM COM 743862104 895 25,900 Sole 25,900
PROVIDIAN FINL CORP COM 74406A102 4,012 36,472 Sole 36,472
PUB SVC ENTERPRISE GROUP INC COM COM 744573106 5,520 144,539 Sole 144,539
PULTE CORP COM CHG F COM 745867101 152 7,300 Sole 7,300
QUAKER OATS CO COM COM 747402105 2,001 32,149 Sole 32,149
RJR NABISCO HLDGS CORP NEW COM NEW 74960K876 2,158 86,300 Sole 86,300
RALSTON PURINA CORP COM CHG F COM RAL-751277302 4,038 151,300 Sole 151,300
RAYCHEM CORP COM COM 754603108 424 18,800 Sole 18,800
RAYTHEON INC COM CL B 755111408 6,466 110,300 Sole 110,300
REEBOK INTL LTD COM COM 758110100 643 40,500 Sole 40,500
REGIONS FINANCIAL CORP COM 758940100 2,933 84,700 Sole 84,700
RELIANT ENERGY INC COM OLD C COM 75952J108 2,042 78,344 Sole 78,344
REPUBLIC N Y CORP COM 760719104 1,508 32,700 Sole 32,700
REYNOLDS METALS CO COM COM 761763101 942 19,500 Sole 19,500
RITE AID CORP COM COM 767754104 1,783 71,300 Sole 71,300
ROCKWELL INTL CORP NEW COM 773903109 2,054 48,400 Sole 48,400
ROHM & HAAS CO COM COM 775371107 2,420 72,100 Sole 72,100
ROWAN COS INC COM COM 779382100 2,263 178,400 Sole 178,400
ROYAL DUTCH PETE CO NEW NY REG G780257804 38,251 735,600 Sole 735,600
RUBBERMAID INC COM COM 781088109 0 42,300 Sole 42,300
RUSSELL CORP COM COM 782352108 131 6,487 Sole 6,487
RYDER SYS INC COM COM 783549108 704 25,500 Sole 25,500
S B C COMMUNICATIONS INC COM COM 78387G103 30,692 650,424 Sole 650,424
SLM HOLDING CORP COM COM 78442A109 2,209 52,900 Sole 52,900
SAFECO CORP COM COM 786429100 1,259 31,140 Sole 31,140
SAFEWAY INC COM COM NEW 786514208 8,143 158,700 Sole 158,700
ST JUDE MED INC COM COM 790849103 1,355 55,600 Sole 55,600
ST PAUL COS INC COM COM 792860108 1,979 63,714 Sole 63,714
SARA LEE CORP (CONS FOODS CORP) COM 803111103 7,950 321,200 Sole 321,200
SCHERING PLOUGH CORP COM COM 806605101 27,990 506,600 Sole 506,600
SCHLUMBERGER LTD COM COM 806857108 12,072 200,578 Sole 200,578
SCHWAB CHARLES CORP NEW COM 808513105 13,003 135,275 Sole 135,275
SCIENTIFIC ATLANTA INC COM COM 808655104 390 14,300 Sole 14,300
SEAGATE TECHNOLOGY INC COM COM 811804103 1,904 64,400 Sole 64,400
SEAGRAM LTD COM COM 811850106 6,210 124,200 Sole 124,200
SEALED AIR CORP COM 81211K100 739 15,026 Sole 15,026
SEARS ROEBUCK & CO COM COM 812387108 6,611 146,300 Sole 146,300
SEMPRA ENERGY COM COM 816851109 1,189 61,969 Sole 61,969
SERVICE CORP INTL COM COM 817565104 1,014 71,150 Sole 71,150
SHARED MED SYS CORP COM COM 819486101 1,019 18,300 Sole 18,300
SHERWIN WILLIAMS CO COM COM 824348106 1,190 42,300 Sole 42,300
SIGMA ALDRICH CORP COM COM 826552101 901 30,800 Sole 30,800
SILICON GRAPHICS INC COM COM 827056102 694 41,882 Sole 41,882
SNAP ON TOOLS CORP COM COM 833034101 403 13,905 Sole 13,905
SOLECTRON CORP COM 834182107 3,030 62,400 Sole 62,400
SONAT INC COM COM 835415100 1,992 66,400 Sole 66,400
SOUTHERN CO COM COM 842587107 4,365 187,250 Sole 187,250
SOUTHTRUST CORP COM 844730101 2,063 55,300 Sole 55,300
SOUTHWEST AIRLINES COM COM 844741108 2,833 93,650 Sole 93,650
SPRINGS INDS INC COM CL A 851783100 78 2,900 Sole 2,900
SPRINT CORP COM COM FON 852061100 15,533 158,300 Sole 158,300
SPRINT CORP (PCS GROUP) PCS COM 852061506 4,511 101,800 Sole 101,800
STANLEY WKS COM COM 854616109 720 28,100 Sole 28,100
STAPLES INC COM COM 855030102 3,807 115,800 Sole 115,800
STATE STREET CORP COM 857477103 3,594 43,700 Sole 43,700
SUMMIT BANCORP COM COM 866005101 3,799 97,400 Sole 97,400
SUN MICROSYSTEMS INC COM COM 866810104 16,221 129,700 Sole 129,700
SUNOCO INC COM CHG F COM 86764P109 2,715 75,300 Sole 75,300
SUNTRUST BANKS INC COM COM 867914103 6,841 109,900 Sole 109,900
SUPER VALU INC COM COM 868536103 2,001 97,000 Sole 97,000
SYNOVUS FINANCIAL CORP COM COM 87161C105 1,397 68,150 Sole 68,150
SYSCO CORP COM COM 871829107 3,037 115,434 Sole 115,434
TJX COS INC COM CHG F COM 872540109 3,393 99,800 Sole 99,800
TRW INC COM COM 872649108 1,353 29,740 Sole 29,740
TANDY CORP COM COM 875382103 1,711 26,818 Sole 26,818
TEKTRONIX INC COM COM 879131100 206 8,150 Sole 8,150
TELLABS INC COM COM 879664100 4,624 47,300 Sole 47,300
TEMPLE INLAND INC COM COM 879868107 941 15,000 Sole 15,000
TENET HEALTHCARE CORP COM CHG FROM COM 88033G100 2,207 116,533 Sole 116,533
TENNECO INC NEW COM 88037E101 1,368 48,965 Sole 48,965
TEXACO INC COM COM 881694103 10,355 182,473.65 Sole 182,473.65
TEXAS INSTRUMENTS INC COM COM 882508104 13,756 138,600 Sole 138,600
TEXAS UTILS CO COM COM 882848104 3,077 73,266 Sole 73,266
TEXTRON INC COM COM 883203101 3,343 43,200 Sole 43,200
THERMO ELECTRON CORP COM COM 883556102 2,162 159,400 Sole 159,400
THOMAS & BETTS CORP COM COM 884315102 932 24,800 Sole 24,800
3 COM CORP COM 885535104 2,201 94,400 Sole 94,400
TIME WARNER INC COM COM 887315109 30,032 424,104 Sole 424,104
TIMES MIRROR CO NEW SERS A COM COM SER 887364107 1,276 23,576 Sole 23,576
TIMKEN CO COM COM 887389104 1,524 93,800 Sole 93,800
TORCHMARK CORP COM COM 891027104 2,543 80,400 Sole 80,400
TOYS R US INC COM COM 892335100 1,164 61,887 Sole 61,887
TRANSAMERICA CORP COM COM 893485102 4,956 69,800 Sole 69,800
TRICON GLOBAL RESTAURANTS INC COM 895953107 2,571 36,598 Sole 36,598
TRIBUNE CO COM COM 896047107 2,179 33,300 Sole 33,300
TUPPERWARE CORP COM COM 899896104 2,475 137,500 Sole 137,500
TYCO INTL LTD COM COM 902124106 15,308 213,348 Sole 213,348
USX MARATHON GROUP COM NEW COM NEW 902905827 2,169 78,870 Sole 78,870
UST INC COM COM 902911106 1,149 44,000 Sole 44,000
US BANCORP COM COM 902973106 9,149 268,590 Sole 268,590
UNUM CORP COM COM 903192102 1,763 37,060 Sole 37,060
USX - US STEEL COM 90337T101 1,423 60,559.48 Sole 60,559.48
UNILEVER NV NY SHS COM 20 GLDR NEW YORK904784501 14,125 212,600 Sole 212,600
UNICOM CORP COM COM 904911104 2,023 55,335 Sole 55,335
UNION CAMP CORP COM COM 905530101 1,588 23,656 Sole 23,656
UNION CARBIDE CORP COM COM 905581104 3,483 77,087 Sole 77,087
UNION PACIFIC CORP COM COM 907818108 3,583 67,060 Sole 67,060
UNION PACIFIC RESOURCES GROUP COM 907834105 707 59,528 Sole 59,528
UNION PLANTERS CORP COM COM 908068109 1,142 26,000 Sole 26,000
UNISYS CORP COM COM 909214108 1,841 66,500 Sole 66,500
UNITED HEALTHCARE CORP COM COM 910581107 2,668 50,700 Sole 50,700
USAIR GROUP INC COM COM 911905107 2,675 54,800 Sole 54,800
U S WEST INC COM CHG F COM 91273H101 9,296 168,820 Sole 168,820
UNITED TECHNOLOGIES CORP COM COM 913017109 11,539 85,200 Sole 85,200
UNOCAL CORP COM COM 915289102 2,515 68,212.89 Sole 68,212.89
V F CORP COM COM 918204108 1,681 35,400 Sole 35,400
VIACOM INC CL B COM CL B 925524308 10,073 120,009 Sole 120,009
WACHOVIA CORP NEW COM COM 929771103 5,326 65,600 Sole 65,600
WAL MART STORES INC COM COM 931142103 69,011 748,600 Sole 748,600
WALGREEN CO COM COM 931422109 9,783 346,300 Sole 346,300
WARNER LAMBERT CO COM COM 934488107 18,457 278,600 Sole 278,600
WASHINGTON MUT INC COM COM 939322103 7,681 187,920 Sole 187,920
WASTE MGMT INC DEL COM 94106L109 8,749 197,158 Sole 197,158
WELLS FARGO CO NEW CHG F COM 949746101 18,948 540,420 Sole 540,420
WENDYS INTL INC COM COM 950590109 677 23,800 Sole 23,800
WESTVACO CORP COM COM 961548104 1,966 93,600 Sole 93,600
WEYERHAEUSER CO COM COM 962166104 2,889 52,050 Sole 52,050
WHIRLPOOL CORP COM COM 963320106 3,255 59,856 Sole 59,856
WILLAMETTE INDS INC NTS COM 969133107 789 20,900 Sole 20,900
WILLIAMS COS INC COM COM 969457100 4,479 113,400 Sole 113,400
WINN DIXIE STORES INC COM COM 974280109 1,531 40,950 Sole 40,950
WORTHINGTON IND INC COM COM 981811102 274 23,300 Sole 23,300
WRIGLEY WM JR CO COM COM 982526105 2,596 28,700 Sole 28,700
XEROX CORP COM COM 984121103 12,432 238,500 Sole 238,500
FRUIT OF THE LOOM INC CL A CUSIP ORD CL AG3682L105 140 13,000 Sole 13,000
METROPOLITAN GROUP P. & C
FEDERATED DEPT STORES INC COM (CHAN COM 31410H101 1,006 25,069 Sole 25,069
METROPOLITAN LIFE FOUNDAT
AMR CORP COM COM 001765106 141 2,400 Sole 2,400
A T & T CORP COM COM 001957109 1,341 16,800 Sole 16,800
ABBOTT LABS CORP DISC NTS COM 002824100 702 15,000 Sole 15,000
ADOBE SYSTEMS INC COM COM 00724F101 295 5,200 Sole 5,200
AEROQUIP-VICKERS CORP COM FR TR COM 007869100 166 2,900 Sole 2,900
ADVANCED MICRO DEVICES INC COM COM 007903107 53 3,400 Sole 3,400
AIRTOUCH COMMUNICATIONS INC COM COM 00949T100 802 8,300 Sole 8,300
ALBERTO CULVER CO CL B CONV CL B CON013068101 288 12,300 Sole 12,300
ALLEGHENY TELEDYNE INC COM COM 017415100 106 5,582.5 Sole 5,582.5
ALLERGAN INC COM COM 018490102 35 400 Sole 400
ALLIED SIGNAL CORP COM COM 019512102 197 4,000 Sole 4,000
ALLSTATE CORP COM COM 020002101 345 9,322 Sole 9,322
ALLTEL CORP COM COM 020039103 393 6,300 Sole 6,300
AMEREN CORP COM COM 023608102 62 1,700 Sole 1,700
AMER EXPRESS CO COM COM 025816109 495 4,200 Sole 4,200
AMER GREETINGS CORP CL A CL A 026375105 142 5,600 Sole 5,600
AMER HOME PRODS CORP COM COM 026609107 783 12,000 Sole 12,000
AMER INTL GROUP INC COM COM 026874107 1,289 10,687 Sole 10,687
AMER STORES CO COM COM 030096101 238 7,200 Sole 7,200
AMERITECH CORP COM COM 030954101 542 9,400 Sole 9,400
AMGEN INC COM COM 031162100 973 13,000 Sole 13,000
ANHEUSER BUSCH CO INC COM COM 035229103 396 5,200 Sole 5,200
APPLE COMPUTER INC COM COM 037833100 57 1,600 Sole 1,600
APPLIED MATERIALS INC COM COM 038222105 506 8,200 Sole 8,200
ARCHER DANIELS MIDLAND COM COM 039483102 228 15,521.25 Sole 15,521.25
ARCTIC CAT INC COM 039670104 10 1,000 Sole 1,000
ASARCO INC COM COM 043413103 40 2,900 Sole 2,900
ASHLAND INC COM 044204105 147 3,600 Sole 3,600
ASSOCIATES FIRST CAPITAL A COM CL A 046008108 300 6,655.99 Sole 6,655.99
ASTEC INDS INC COM COM 046224101 62 2,000 Sole 2,000
ATLANTIC RICHFIELD CO COM COM 048825103 219 3,000 Sole 3,000
AUTOMATIC DATA PROCESSING INC COM COM 053015103 223 5,400 Sole 5,400
AZTAR CORP COM COM 054802103 8 1,700 Sole 1,700
BAKER HUGHES INC COM COM 057224107 98 4,050 Sole 4,050
BALL CORP COM COM 058498106 103 2,200 Sole 2,200
BANK OF NEW YORK INC COM COM 064057102 259 7,200 Sole 7,200
BANK ONE CORP COM 06423A103 603 10,944 Sole 10,944
BANKAMERICA CORP NEW COM CHG F COM 06605F102 1,553 21,993 Sole 21,993
BANKBOSTON CORP COM CHGED COM 06605R106 113 2,618.84 Sole 2,618.84
BANKERS TR NY CORP COM COM 066365107 150 1,700 Sole 1,700
BARD C R INC COM COM 067383109 348 6,900 Sole 6,900
BARRICK GOLD CORP COM (PREV COM 067901108 77 4,500 Sole 4,500
BAUSCH & LOMB INC COM COM 071707103 195 3,000 Sole 3,000
BAXTER INTL COM COM 071813109 119 1,800 Sole 1,800
BECTON DICKINSON COM COM 075887109 398 10,400 Sole 10,400
BELL ATLANTIC CORP COM COM 077853109 783 15,144 Sole 15,144
BELLSOUTH CORP COM COM 079860102 705 17,600 Sole 17,600
BESTFOODS CHG F COM 08658U101 85 1,800 Sole 1,800
BIOTECH GENERAL CORP COM 090578105 5 900 Sole 900
BIOMET INC COM COM 090613100 373 8,900 Sole 8,900
BLACK & DECKER CORP COM COM 091797100 272 4,900 Sole 4,900
BOEING CO COM COM 097023105 391 11,500.8 Sole 11,500.8
BOOKS-A-MILLION INC COM COM 098570104 26 2,600 Sole 2,600
BRIGGS & STRATTON CORP COM COM 109043109 133 2,700 Sole 2,700
BRISTOL MYERS SQUIBB CO COM COM 110122108 1,462 22,800 Sole 22,800
BROWN FORMAN CORP CL B COM CL B 115637209 92 1,600 Sole 1,600
BRUNSWICK CORP COM COM 117043109 202 10,600 Sole 10,600
BURLINGTON NORTHERN SANTA FE COM COM 12189T104 144 4,377 Sole 4,377
CIGNA CORP COM COM 125509109 251 3,000 Sole 3,000
C S X CORP COM COM 126408103 214 5,500 Sole 5,500
CVS CORP FROM COM 126650100 237 5,000 Sole 5,000
CAMPBELL SOUP CO COM COM 134429109 138 3,400 Sole 3,400
CASE CORP COM COM 14743R103 86 3,400 Sole 3,400
CATERPILLAR INC COM COM 149123101 110 2,400 Sole 2,400
CENTRAL & SOUTHWEST CORP COM COM 152357109 56 2,400 Sole 2,400
CERIDIAN CORP COM COM 15677T106 314 8,600 Sole 8,600
CHAMPION INTL CORP COM COM 158525105 103 2,500 Sole 2,500
CHARMING SHOPPES INC COM COM 161133103 64 16,500 Sole 16,500
CHASE MANHATTAN CORP (NEW) COM 16161A108 738 9,064 Sole 9,064
CHEVRON CORP COM COM 166751107 639 7,200 Sole 7,200
CISCO SYS INC COM COM 17275R102 1,824 16,650 Sole 16,650
CITIGROUP INC COM CHG F COM 172967101 1,893 29,632 Sole 29,632
CLOROX CO COM COM 189054109 141 1,200 Sole 1,200
COCA COLA CO COM COM 191216100 1,743 28,400 Sole 28,400
COLGATE PALMOLIVE COM COM 194162103 350 3,800 Sole 3,800
COLUMBIA HCA HEALTHCARE COM COM 197677107 112 5,900 Sole 5,900
COMERICA INC COM COM 200340107 244 3,900 Sole 3,900
COMPAQ COMPUTER CORP COM COM 204493100 596 18,820 Sole 18,820
COMPUTER ASSOC INTL INC COM COM 204912109 221 6,225 Sole 6,225
CONAGRA INC COM COM 205887102 91 3,556.76 Sole 3,556.76
CONSOLIDATED EDISON COM 209115104 150 3,300 Sole 3,300
CORNING INC COM COM 219350105 108 1,800 Sole 1,800
COSTCO COMPANIES INC COM CHG 7 COM 22160Q102 366 4,000 Sole 4,000
COUNTRYWIDE CRED INDS COM 222372104 267 7,125 Sole 7,125
COVENTRY HEALTH CARE INC COM CHG F COM 222862104 6 800 Sole 800
CUMMINS ENGINE INC COM COM 231021106 78 2,200 Sole 2,200
CYPRUS AMAX MINERALS CO COM CHG F COM 232809103 32 2,600 Sole 2,600
D T E ENERGY CO COM COM 233331107 150 3,900 Sole 3,900
DARDEN RESTAURANTS INC NTS COM 237194105 365 17,700 Sole 17,700
DATA GEN CORP COM 237688106 98 9,700 Sole 9,700
DAYTON HUDSON CORP COM COM 239753106 240 3,600 Sole 3,600
DEERE & CO COM COM 244199105 139 3,600 Sole 3,600
DELL COMPUTER CORP COM COM 247025109 1,177 28,800 Sole 28,800
DILLARDS INC-CL A COM CL A 254067101 41 1,600 Sole 1,600
WALT DISNEY CO COM COM 254687106 607 19,500 Sole 19,500
DOW CHEM CO COM COM 260543103 140 1,500 Sole 1,500
DOW JONES & CO INC COM COM 260561105 212 4,500 Sole 4,500
DU PONT EI DE NEMOURS CO COM COM 263534109 627 10,800 Sole 10,800
DUKE ENERGY CORP COM COM 264399106 115 2,100 Sole 2,100
EASTERN ENTERPRISES COM COM 27637F100 316 8,700 Sole 8,700
EASTMAN CHEM CO COM COM 277432100 84 2,000 Sole 2,000
EASTMAN KODAK CO COM COM 277461109 192 3,000 Sole 3,000
EATON CORP COM COM 278058102 122 1,700 Sole 1,700
ECOLAB INC COM COM 278865100 369 10,400 Sole 10,400
EDISON INTL COM COM 281020107 162 7,300 Sole 7,300
EMERSON ELEC CO COM COM 291011104 212 4,000 Sole 4,000
EQUIFAX INC COM COM 294429105 237 6,900 Sole 6,900
EXXON CORP COM COM 302290101 2,011 28,500 Sole 28,500
F P L GROUP INC COM COM 302571104 85 1,600 Sole 1,600
FEDDERS CORP COMM COM 313135105 10 2,000 Sole 2,000
FHLMC COM COM 313400301 275 4,800 Sole 4,800
FNMA COM COM 313586109 727 10,500 Sole 10,500
FIRST AMER FINL CORP CA COM 318522307 14 900 Sole 900
FIRST DATA CORP COM COM 319963104 128 3,000 Sole 3,000
FIRST UNION CORP COM COM 337358105 579 10,834 Sole 10,834
FIRST ENERGY CORP COM COM 337932107 305 10,900 Sole 10,900
FLEET FINL GROUP INC COM COM 338915101 316 8,400 Sole 8,400
FLEETWOOD ENTERPRISES INC COM COM 339099103 52 1,800 Sole 1,800
FLEMING CO INC COM COM 339130106 77 9,000 Sole 9,000
FORD MTR CO DEL COM COM 345370100 720 12,700 Sole 12,700
FORTUNE BRANDS INC COM CHG F COM 349631101 119 3,100 Sole 3,100
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 41 3,800 Sole 3,800
FRONTIER CORP COM COM 35906P105 550 10,600 Sole 10,600
G P U INC COM COM 36225X100 104 2,800 Sole 2,800
G T E CORP COM COM 362320103 514 8,500 Sole 8,500
GANNETT CO INC COM COM 364730101 277 4,400 Sole 4,400
GENERAL COMMUNICATIONS INC CL A 369385109 10 2,200 Sole 2,200
GEN DYNAMICS CORP COM COM 369550108 283 4,400 Sole 4,400
GEN ELEC CO COM COM 369604103 4,148 37,500 Sole 37,500
GEN MILLS INC COM COM 370334104 45 600 Sole 600
GEN MTRS CORP COM COM 370442105 624 7,172 Sole 7,172
GEORGIA-PAC (GEORGIA-PAC GP) COM GA P373298108 67 900 Sole 900
GILLETTE CO COM COM 375766102 618 10,400 Sole 10,400
GOLDEN WEST FINL CORP DEL COM COM 381317106 344 3,600 Sole 3,600
GOODYEAR TIRE & RUBBER CO COM COM 382550101 40 800 Sole 800
W.R. GRACE & CO - W/I COM 38388F108 16 1,300 Sole 1,300
GREAT ATLANTIC & PACIFIC TEA INC C COM 390064103 198 6,600 Sole 6,600
GREAT LAKES CHEMICAL CORP COM COM 390568103 85 2,300 Sole 2,300
HCR MANOR CARE COM 404134108 36 1,600 Sole 1,600
HALLIBURTON CO COM COM 406216101 169 4,400 Sole 4,400
HARCOURT GEN INC COM COM 41163G101 168 3,800 Sole 3,800
HARRIS CORP DEL COM COM 413875105 40 1,400 Sole 1,400
HARTFORD FINL SVCS GRP CHGED COM 416515104 91 1,600 Sole 1,600
HARTMARX CORP COM 417119104 8 1,600 Sole 1,600
H J HEINZ CO COM COM 423074103 211 4,450 Sole 4,450
HERCULES INC COM COM 427056106 78 3,100 Sole 3,100
HERSHEY FOODS CORP COM COM 427866108 78 1,400 Sole 1,400
HEWLETT PACKARD CO COM COM 428236103 712 10,500 Sole 10,500
HOME DEPOT INC COM COM 437076102 859 13,800 Sole 13,800
HOUSEHOLD INTL INC COM COM 441815107 359 7,873 Sole 7,873
ITT IND INC COM CHG F COM 450911102 195 5,500 Sole 5,500
ILLINOIS TOOL WKS INC COM COM 452308109 210 3,400 Sole 3,400
INTEL CORP COM COM 458140100 2,164 18,200 Sole 18,200
IBM CORP COM COM 459200101 1,843 10,400 Sole 10,400
INTERVOICE INC COM COM 461142101 26 2,400 Sole 2,400
JAN BELL MARKETING INC COM 470760109 27 5,800 Sole 5,800
JEFFERSON PILOT CORP COM COM 475070108 356 5,250 Sole 5,250
JOHNSON & JOHNSON COM COM 478160104 1,328 14,200 Sole 14,200
JUSTIN INDS INC COM COM 482171105 10 900 Sole 900
KELLOGG CO COM COM 487836108 81 2,400 Sole 2,400
KERR MCGEE CORP COM COM 492386107 120 3,667 Sole 3,667
KEYCORP COM COM 493267108 327 10,800 Sole 10,800
KIMBERLY CLARK CORP COM COM 494368103 268 5,600 Sole 5,600
KING WORLD PRODUCTIONS INC COM COM 495667107 196 6,400 Sole 6,400
KNIGHT RIDDER INC COM COM 499040103 210 4,200 Sole 4,200
KROGER CO COM COM 501044101 467 7,800 Sole 7,800
ELI LILLY COM COM 532457108 1,078 12,700 Sole 12,700
LIMITED INC COM COM 532716107 416 10,500 Sole 10,500
LINCOLN NATL CORP IND COM COM 534187109 69 700 Sole 700
LOCKHEED MARTIN CORP COM COM 539830109 114 3,030 Sole 3,030
LOEWS CORP COM COM 540424108 119 1,600 Sole 1,600
LONGS DRUG STORES CORP COM COM 543162101 122 4,000 Sole 4,000
LOUISIANA PAC CORP COM COM 546347105 58 3,100 Sole 3,100
LUCENT TECHNOLOGIES INC COM 549463107 1,286 11,906 Sole 11,906
MCI WORLDCOM INC COM CHG F COM 55268B106 1,526 17,231 Sole 17,231
MALLINCKRODT INC COM CHGED COM 561232109 234 8,800 Sole 8,800
MARINER POST-ACUTE NETWO COM 568459101 2 700 Sole 700
MARRIOTT INTL CL A COM CL A 571903202 141 4,200 Sole 4,200
MAY DEPT STORES CO COM COM 577778103 147 3,750 Sole 3,750
MCDONALDS CORP COM COM 580135101 652 14,400 Sole 14,400
MEAD CORP COM COM 582834107 166 5,400 Sole 5,400
MEDIAONE GROUP INC COM CHG F COM 58440J104 488 7,700 Sole 7,700
MEDTRONIC INC COM COM 585055106 230 3,200 Sole 3,200
MELLON BANK CORP COM COM 585509102 267 3,800 Sole 3,800
MERCK & CO INC COM COM 589331107 2,003 25,000 Sole 25,000
MERRILL LYNCH & CO INC COM COM 590188108 460 5,200 Sole 5,200
MICROSOFT CORP COM COM 594918104 4,768 53,200 Sole 53,200
MICROAGE INC COM COM 594928103 3 500 Sole 500
MICRON TECHNOLOGY INC COM COM 595112103 63 1,300 Sole 1,300
MILACRON INC COM 598709103 68 4,300 Sole 4,300
MINNESOTA MNG & MFG CO COM COM 604059105 340 4,800 Sole 4,800
MOBIL CORP COM COM 607059102 827 9,400 Sole 9,400
MONSANTO CO COM COM 611662107 303 6,600 Sole 6,600
MOORE LTD COM COM 615785102 112 11,300 Sole 11,300
MORGAN J P & CO INC COM COM 616880100 136 1,100 Sole 1,100
MORGAN ST DEAN WITTER DISCOV COM NEW 617446448 480 4,800 Sole 4,800
MOTOROLA INC COM COM 620076109 461 6,300 Sole 6,300
NBTY INC COM COM 628782104 7 1,500 Sole 1,500
NACCO INDS INC CL A COM CL A 629579103 207 2,800 Sole 2,800
NATL CITY CORP COM COM 635405103 179 2,700 Sole 2,700
NATL SEMICONDUCTOR CORP COM COM 637640103 71 7,600 Sole 7,600
NATL SVCS INDS INC COM COM 637657107 99 2,900 Sole 2,900
NAVISTAR INTL CORP COM COM 63934E108 438 10,900 Sole 10,900
NETWORK EQUIPMENT TECHNOLOGIES COM COM 641208103 6 700 Sole 700
NEW YORK TIMES CO CL A CL A 650111107 182 6,400 Sole 6,400
NEWMONT MINING CORP COM COM 651639106 26 1,505 Sole 1,505
NIKE INC CL B COM CL B 654106103 127 2,200 Sole 2,200
NORFOLK SOUTHERN CORP COM COM 655844108 40 1,500 Sole 1,500
NORTHERN STATES PWR CO (MINN) COM COM 665772109 46 2,000 Sole 2,000
NORTHERN TELECOM LTD COM COM 665815106 318 5,120 Sole 5,120
NORTHROP GRUMMAN CORP COM COM 666807102 108 1,800 Sole 1,800
NOVELL INC COM COM 670006105 204 8,100 Sole 8,100
OCCIDENTAL PETROLEUM CORP COM COM 674599105 110 6,100 Sole 6,100
ORACLE CORP COM COM 68389X105 310 11,755 Sole 11,755
OWENS & MINOR INC NEW COM COM 690732102 8 800 Sole 800
OWENS CORNING COM COM 69073F103 245 7,700 Sole 7,700
P E C O ENERGY CO COM COM 693304107 624 13,500 Sole 13,500
P G & E CORP COM COM 69331C108 78 2,500 Sole 2,500
PNC FINL CORP COM COM 693475105 206 3,700 Sole 3,700
P P & L RESOURCES INC COM COM 693499105 156 6,300 Sole 6,300
PPG INDS INC COM COM 693506107 97 1,900 Sole 1,900
PACCAR INC COM COM 693718108 49 1,200 Sole 1,200
PACIFICORP COM COM 695114108 43 2,500 Sole 2,500
PARKER HANNIFIN CORP COM COM 701094104 139 4,050 Sole 4,050
PAXAR CORP COM COM 704227107 4 600 Sole 600
PENNEY J C INC COM COM 708160106 158 3,900 Sole 3,900
PEPSICO INC COM COM 713448108 631 16,100 Sole 16,100
PHARMACIA-UPJOHN INC COM COM 716941109 255 4,095 Sole 4,095
PFIZER INC COM COM 717081103 2,053 14,800 Sole 14,800
PHARMACEUTICAL MARKETING SVCS INC C COM 717123103 16 1,100 Sole 1,100
PHELPS DODGE CORP COM COM 717265102 79 1,600 Sole 1,600
PHILIP MORRIS CO COM COM 718154107 897 25,500 Sole 25,500
PHILLIPS PETROLEUM CO COM COM 718507106 61 1,300 Sole 1,300
PIER 1 IMPORTS INC COM COM 720279108 11 1,350 Sole 1,350
PIONEER HI BRED INTL COM COM 723686101 158 4,200 Sole 4,200
PITNEY BOWES INC COM COM 724479100 13 200 Sole 200
POLAROID CORP COM COM 731095105 18 900 Sole 900
PROCTER & GAMBLE CO COM COM 742718109 1,518 15,500 Sole 15,500
PROVIDIAN FINL CORP COM 74406A102 677 6,150 Sole 6,150
PUB SVC ENTERPRISE GROUP INC COM COM 744573106 126 3,300 Sole 3,300
PULTE CORP COM CHG F COM 745867101 142 6,800 Sole 6,800
QUAKER OATS CO COM COM 747402105 224 3,600 Sole 3,600
RALSTON PURINA CORP COM CHG F COM RAL-751277302 64 2,400 Sole 2,400
RAYTHEON INC COM CL B 755111408 246 4,200 Sole 4,200
REEBOK INTL LTD COM COM 758110100 37 2,300 Sole 2,300
RELIANT ENERGY INC COM OLD C COM 75952J108 47 1,800 Sole 1,800
REPUBLIC N Y CORP COM 760719104 166 3,600 Sole 3,600
REYNOLDS METALS CO COM COM 761763101 92 1,900 Sole 1,900
RITE AID CORP COM COM 767754104 135 5,400 Sole 5,400
ROCKWELL INTL CORP NEW COM 773903109 51 1,200 Sole 1,200
ROHM & HAAS CO COM COM 775371107 312 9,300 Sole 9,300
ROLLINS TRUCK LEASING CORP COM COM 775741101 10 1,050 Sole 1,050
ROYAL DUTCH PETE CO NEW NY REG G780257804 1,165 22,400 Sole 22,400
RYANS FAMILY STEAK HOUSE COM COM 783519101 16 1,300 Sole 1,300
S B C COMMUNICATIONS INC COM COM 78387G103 1,021 21,640 Sole 21,640
S3 INC COM COM 784849101 8 1,000 Sole 1,000
SAFECO CORP COM COM 786429100 129 3,200 Sole 3,200
ST JUDE MED INC COM COM 790849103 107 4,400 Sole 4,400
ST PAUL COS INC COM COM 792860108 329 10,580.26 Sole 10,580.26
SANTA FE ENERGY RESOURCES COM COM 802012104 10 1,400 Sole 1,400
SARA LEE CORP (CONS FOODS CORP) COM 803111103 247 10,000 Sole 10,000
SCHERING PLOUGH CORP COM COM 806605101 751 13,600 Sole 13,600
SCHLUMBERGER LTD COM COM 806857108 393 6,526 Sole 6,526
SEAGATE TECHNOLOGY INC COM COM 811804103 248 8,400 Sole 8,400
SEAGRAM LTD COM COM 811850106 120 2,400 Sole 2,400
SEALED AIR CORP COM 81211K100 34 696 Sole 696
SEARS ROEBUCK & CO COM COM 812387108 154 3,400 Sole 3,400
SEMPRA ENERGY COM COM 816851109 141 7,368 Sole 7,368
SHARED MED SYS CORP COM COM 819486101 267 4,800 Sole 4,800
SOUTHERN CO COM COM 842587107 84 3,600 Sole 3,600
SPRINGS INDS INC COM CL A 851783100 49 1,800 Sole 1,800
SPRINT CORP COM COM FON 852061100 314 3,200 Sole 3,200
SPRINT CORP (PCS GROUP) PCS COM 852061506 71 1,600 Sole 1,600
SUN MICROSYSTEMS INC COM COM 866810104 688 5,500 Sole 5,500
SUNOCO INC COM CHG F COM 86764P109 40 1,100 Sole 1,100
SUPER VALU INC COM COM 868536103 132 6,400 Sole 6,400
TJX COS INC COM CHG F COM 872540109 721 21,200 Sole 21,200
TRW INC COM COM 872649108 82 1,800 Sole 1,800
TELLABS INC COM COM 879664100 332 3,400 Sole 3,400
TEMPLE INLAND INC COM COM 879868107 119 1,900 Sole 1,900
TENET HEALTHCARE CORP COM CHG FROM COM 88033G100 112 5,900 Sole 5,900
TEXACO INC COM COM 881694103 306 5,400 Sole 5,400
TEXAS INSTRUMENTS INC COM COM 882508104 278 2,800 Sole 2,800
3 COM CORP COM 885535104 44 1,900 Sole 1,900
TIME WARNER INC COM COM 887315109 651 9,200 Sole 9,200
TORCHMARK CORP COM COM 891027104 234 7,400 Sole 7,400
TRANSAMERICA CORP COM COM 893485102 426 6,000 Sole 6,000
TRICON GLOBAL RESTAURANTS INC COM 895953107 113 1,610 Sole 1,610
TRIBUNE CO COM COM 896047107 308 4,700 Sole 4,700
USX MARATHON GROUP COM NEW COM NEW 902905827 160 5,800 Sole 5,800
US BANCORP COM COM 902973106 184 5,400 Sole 5,400
UNUM CORP COM COM 903192102 86 1,800 Sole 1,800
UNILEVER NV NY SHS COM 20 GLDR NEW YORK904784501 372 5,600 Sole 5,600
UNICOM CORP COM COM 904911104 311 8,500 Sole 8,500
UNION CARBIDE CORP COM COM 905581104 298 6,600 Sole 6,600
UNION PACIFIC CORP COM COM 907818108 75 1,400 Sole 1,400
UNION PACIFIC RESOURCES GROUP COM 907834105 14 1,185 Sole 1,185
USAIR GROUP INC COM COM 911905107 322 6,600 Sole 6,600
U S WEST INC COM CHG F COM 91273H101 430 7,810 Sole 7,810
UNITED TECHNOLOGIES CORP COM COM 913017109 339 2,500 Sole 2,500
VIACOM INC CL B COM CL B 925524308 159 1,900 Sole 1,900
WACHOVIA CORP NEW COM COM 929771103 219 2,700 Sole 2,700
WAL MART STORES INC COM COM 931142103 2,231 24,200 Sole 24,200
WARNER LAMBERT CO COM COM 934488107 616 9,300 Sole 9,300
WASHINGTON MUT INC COM COM 939322103 233 5,712 Sole 5,712
WASTE MGMT INC DEL COM 94106L109 87 1,957 Sole 1,957
WELLS FARGO CO NEW CHG F COM 949746101 491 14,000 Sole 14,000
WEYERHAEUSER CO COM COM 962166104 122 2,200 Sole 2,200
WHIRLPOOL CORP COM COM 963320106 33 600 Sole 600
WILLAMETTE INDS INC NTS COM 969133107 106 2,800 Sole 2,800
XEROX CORP COM COM 984121103 365 7,000 Sole 7,000
METROPOLITAN LIFE INSURANCE COMPANY
AMPEX CORP CL A COM EXCHA CL A 032092108 148 55,241.3 Sole 55,241.3
ARKANSAS BEST CONV PFD A CV040790206 2,522 77,000 Sole 77,000
CHART HOUSE ENTERPRISES INC COM COM 160902102 5,170 1,117,875 Sole 1,117,875
DIACRIN INC. COM COM 25243N103 242 46,034 Sole 46,034
EDISON BROTHERS STORES INC COM COM NEW 280875303 0 14,319 Sole 14,319
EQUITY RESIDENTIAL PPTYS TR SER J PFD CV J29476L826 2,600 100,000 Sole 100,000
EQUITY RESIDENTIAL PPTYS TR SER H PFD CV H29476L842 2,335 80,000 Sole 80,000
FEDERATED DEPT STORES INC COM (CHAN COM 31410H101 43,972 1,095,865 Sole 1,095,865
FEDERATED DEPARTMENT STORES IN WARRA WT D EX 31410H127 369 23,800 Sole 23,800
HVIDE MARINE INC CL A CLA 448515106 310 71,820 Sole 71,820
LASMO PLC SER A PFD SP ADR P501730303 6,377 285,000 Sole 285,000
LTV CORP COM COM 501921100 3,097 576,217 Sole 576,217
LONE STAR INDS INC WTS WT EXP 542290119 12,734 292,738 Sole 292,738
FRED MEYER INC COM COM 592907109 269,953 4,585,188 Sole 4,585,188
NVEST LP UNIT LTD67065F107 3,395 140,000 Sole 140,000
PANACO INC COM 698106101 26 27,824 Sole 27,824
PHILIPPINE LONG DIST TELE PFD SPN GLB 718252703 2,294 48,300 Sole 48,300
PROMUS HOTEL CORP COM COM 74342P106 22,553 620,000 Sole 620,000
ROYAL BK SCOTLAND 9.00% PREF SPN ADR 780097705 4,097 150,000 Sole 150,000
USX - US STEEL COM 90337T101 23 1,000 Sole 1,000
UNISYS CORP COM COM 909214108 822 29,687 Sole 29,687
UNISYS CV PFD CONV PFD A CV909214207 2,284 44,029 Sole 44,029
UNITED ASSET MGMT CORP COM COM 909420101 34,840 1,539,874 Sole 1,539,874
WYNNS INTL INC COM COM 983195108 13,879 795,942 Sole 795,942
METROPOLITAN PROP. & CAS.
A T & T CORP COM COM 001957109 1,976 24,754.2 Sole 24,754.2
ABBOTT LABS CORP DISC NTS COM 002824100 791 16,900 Sole 16,900
AEROQUIP-VICKERS CORP COM FR TR COM 007869100 527 9,200 Sole 9,200
AETNA INC COM COM 008117103 282 3,400 Sole 3,400
AIRTOUCH COMMUNICATIONS INC COM COM 00949T100 618 6,400 Sole 6,400
ALBERTO CULVER CO CL B CONV CL B CON013068101 257 11,000 Sole 11,000
ALLSTATE CORP COM COM 020002101 337 9,082 Sole 9,082
ALLTEL CORP COM COM 020039103 293 4,700 Sole 4,700
AMEREN CORP COM COM 023608102 228 6,300 Sole 6,300
AMER ELEC PWR CO INC COM COM 025537101 226 5,700 Sole 5,700
AMER EXPRESS CO COM COM 025816109 591 5,023 Sole 5,023
AMER HOME PRODS CORP COM COM 026609107 959 14,700 Sole 14,700
AMER INTL GROUP INC COM COM 026874107 1,413 11,712 Sole 11,712
AMERITECH CORP COM COM 030954101 709 12,300 Sole 12,300
AMGEN INC COM COM 031162100 419 5,600 Sole 5,600
ANDREW CORP COM COM 034425108 192 15,600 Sole 15,600
ANHEUSER BUSCH CO INC COM COM 035229103 403 5,300 Sole 5,300
APPLE COMPUTER INC COM COM 037833100 277 7,700 Sole 7,700
ARCHER DANIELS MIDLAND COM COM 039483102 251 17,069 Sole 17,069
ARCTIC CAT INC COM 039670104 98 9,900 Sole 9,900
ARMSTRONG WORLD INDS INC COM COM 042476101 199 4,400 Sole 4,400
ASSOCIATES FIRST CAPITAL A COM CL A 046008108 364 8,094 Sole 8,094
ASTEC INDS INC COM COM 046224101 272 8,800 Sole 8,800
AUTODESK INC COM COM 052769106 279 6,900 Sole 6,900
AUTOZONE INC COM COM 053332102 255 8,400 Sole 8,400
AZTAR CORP COM COM 054802103 56 11,700 Sole 11,700
BALTIMORE GAS & ELEC CO COM COM 059165100 218 8,600 Sole 8,600
BANK OF NEW YORK INC COM COM 064057102 305 8,500 Sole 8,500
BANK ONE CORP COM 06423A103 717 13,029 Sole 13,029
BANKAMERICA CORP NEW COM CHG F COM 06605F102 1,357 19,215 Sole 19,215
BANKBOSTON CORP COM CHGED COM 06605R106 287 6,629 Sole 6,629
BARD C R INC COM COM 067383109 293 5,800 Sole 5,800
BEAR STEARNS COS INC COMMO COM 073902108 319 7,140 Sole 7,140
BELL ATLANTIC CORP COM COM 077853109 891 17,246 Sole 17,246
BELLSOUTH CORP COM COM 079860102 873 21,800 Sole 21,800
BESTFOODS CHG F COM 08658U101 230 4,900 Sole 4,900
BIOTECH GENERAL CORP COM 090578105 25 4,200 Sole 4,200
BLOCK H & R INC COM COM 093671105 298 6,300 Sole 6,300
BOEING CO COM COM 097023105 379 11,158 Sole 11,158
BOOKS-A-MILLION INC COM COM 098570104 140 13,700 Sole 13,700
BRISTOL MYERS SQUIBB CO COM COM 110122108 1,424 22,200 Sole 22,200
BROWN FORMAN CORP CL B COM CL B 115637209 219 3,800 Sole 3,800
BROWNING FERRIS INDS INC COM COM 115885105 362 9,400 Sole 9,400
BURLINGTON NORTHERN SANTA FE COM COM 12189T104 263 8,000 Sole 8,000
CIGNA CORP COM COM 125509109 293 3,500 Sole 3,500
C S X CORP COM COM 126408103 253 6,500 Sole 6,500
CARNIVAL CORP COM 143658102 321 6,600 Sole 6,600
CASE CORP COM COM 14743R103 505 19,900 Sole 19,900
CENDANT CORP COM CHG F COM 151313103 215 13,482 Sole 13,482
CENTRAL & SOUTHWEST CORP COM COM 152357109 227 9,700 Sole 9,700
CHASE MANHATTAN CORP (NEW) COM 16161A108 767 9,424 Sole 9,424
CHEVRON CORP COM COM 166751107 648 7,300 Sole 7,300
CISCO SYS INC COM COM 17275R102 1,928 17,600 Sole 17,600
CITIGROUP INC COM CHG F COM 172967101 1,614 25,262 Sole 25,262
COCA COLA CO COM COM 191216100 1,682 27,400 Sole 27,400
COLGATE PALMOLIVE COM COM 194162103 304 3,300 Sole 3,300
COMERICA INC COM COM 200340107 259 4,150 Sole 4,150
COMPAQ COMPUTER CORP COM COM 204493100 600 18,950 Sole 18,950
CONAGRA INC COM COM 205887102 237 9,262.16 Sole 9,262.16
COOPER TIRE & RUBBER CO COM COM 216831107 263 14,300 Sole 14,300
CORNING INC COM COM 219350105 372 6,200 Sole 6,200
COUNTRYWIDE CRED INDS COM 222372104 1,099 29,308 Sole 29,308
COVENTRY HEALTH CARE INC COM CHG F COM 222862104 50 6,700 Sole 6,700
D T E ENERGY CO COM COM 233331107 246 6,400 Sole 6,400
DANA CORP COM COM 235811106 262 6,900 Sole 6,900
DEERE & CO COM COM 244199105 351 9,100 Sole 9,100
DELL COMPUTER CORP COM COM 247025109 1,161 28,400 Sole 28,400
DELTA AIRLINES INC COM COM 247361108 375 5,400 Sole 5,400
DELUXE CORP COM COM 248019101 221 7,600 Sole 7,600
DILLARDS INC-CL A COM CL A 254067101 254 10,000 Sole 10,000
WALT DISNEY CO COM COM 254687106 710 22,800 Sole 22,800
DOMINION RESOURCES INC COM COM 257470104 211 5,700 Sole 5,700
DONNELLEY R R & SONS CO COM COM 257867101 212 6,600 Sole 6,600
DU PONT EI DE NEMOURS CO COM COM 263534109 726 12,500 Sole 12,500
DUN & BRADSTREET CORP NEW COM 26483B106 324 9,100 Sole 9,100
EG & G INC COM COM 268457108 266 10,100 Sole 10,100
EMC CORP CN COM 268648102 715 5,600 Sole 5,600
EDISON INTL COM COM 281020107 214 9,600 Sole 9,600
EMERSON ELEC CO COM COM 291011104 259 4,900 Sole 4,900
EXXON CORP COM COM 302290101 1,912 27,100 Sole 27,100
FEDDERS CORP COMM COM 313135105 69 13,600 Sole 13,600
FEDERATED DEPT STORES INC COM (CHAN COM 31410H101 285 7,100 Sole 7,100
FIRST AMER FINL CORP CA COM 318522307 114 7,200 Sole 7,200
FIRST UNION CORP COM COM 337358105 589 11,020 Sole 11,020
FLEET FINL GROUP INC COM COM 338915101 237 6,300 Sole 6,300
FORD MTR CO DEL COM COM 345370100 765 13,500 Sole 13,500
G P U INC COM COM 36225X100 224 6,000 Sole 6,000
G T E CORP COM COM 362320103 647 10,700 Sole 10,700
GANNETT CO INC COM COM 364730101 265 4,200 Sole 4,200
GAP INC COM COM 364760108 431 6,400 Sole 6,400
GATEWAY 2000 INC COM 367833100 343 5,000 Sole 5,000
GENERAL COMMUNICATIONS INC CL A 369385109 68 14,900 Sole 14,900
GEN ELEC CO COM COM 369604103 4,038 36,500 Sole 36,500
GEN MTRS CORP COM COM 370442105 656 7,544 Sole 7,544
GILLETTE CO COM COM 375766102 731 12,300 Sole 12,300
GOLDEN WEST FINL CORP DEL COM COM 381317106 287 3,000 Sole 3,000
GOODRICH B F CO COM COM 382388106 278 8,100 Sole 8,100
GREAT ATLANTIC & PACIFIC TEA INC C COM 390064103 294 9,800 Sole 9,800
HARRAHS ENTERTAINMENT INC COM COM 413619107 355 18,600 Sole 18,600
HARRIS CORP DEL COM COM 413875105 212 7,400 Sole 7,400
HARTMARX CORP COM 417119104 56 11,500 Sole 11,500
HEALTHSOUTH CORP COM COM 421924101 178 17,200 Sole 17,200
HELMERICH & PAYNE INC COM COM 423452101 340 15,000 Sole 15,000
HERCULES INC COM COM 427056106 237 9,400 Sole 9,400
HERSHEY FOODS CORP COM COM 427866108 247 4,400 Sole 4,400
HEWLETT PACKARD CO COM COM 428236103 780 11,500 Sole 11,500
HOME DEPOT INC COM COM 437076102 1,083 17,400 Sole 17,400
HONEYWELL INC COM COM 438506107 281 3,700 Sole 3,700
HUMANA INC COM 444859102 254 14,700 Sole 14,700
HUNTINGTON BANCSHARES COM 446150104 282 9,100 Sole 9,100
ITT IND INC COM CHG F COM 450911102 251 7,100 Sole 7,100
INTEL CORP COM COM 458140100 2,211 18,600 Sole 18,600
IBM CORP COM COM 459200101 1,843 10,400 Sole 10,400
INTERVOICE INC COM COM 461142101 143 13,000 Sole 13,000
JAN BELL MARKETING INC COM 470760109 66 14,200 Sole 14,200
JOHNSON & JOHNSON COM COM 478160104 1,403 15,000 Sole 15,000
JUSTIN INDS INC COM COM 482171105 84 7,600 Sole 7,600
K MART CORP COM COM 482584109 321 19,100 Sole 19,100
KERR MCGEE CORP COM COM 492386107 240 7,300 Sole 7,300
KEYCORP COM COM 493267108 258 8,500 Sole 8,500
KIMBERLY CLARK CORP COM COM 494368103 288 6,000 Sole 6,000
KING WORLD PRODUCTIONS INC COM COM 495667107 290 9,500 Sole 9,500
KNIGHT RIDDER INC COM COM 499040103 270 5,400 Sole 5,400
LAIDLAW INC COM CHGED COM 50730K503 159 27,400 Sole 27,400
LEHMAN BROTHER COMMO COM 524908100 353 5,900 Sole 5,900
ELI LILLY COM COM 532457108 1,035 12,200 Sole 12,200
LIMITED INC COM COM 532716107 412 10,400 Sole 10,400
LIZ CLAIBORNE INC COM COM 539320101 290 8,900 Sole 8,900
LOCKHEED MARTIN CORP COM COM 539830109 222 5,868 Sole 5,868
LONGS DRUG STORES CORP COM COM 543162101 228 7,500 Sole 7,500
LUCENT TECHNOLOGIES INC COM 549463107 1,578 14,612 Sole 14,612
MBIA INC COM 55262C100 244 4,200 Sole 4,200
MCI WORLDCOM INC COM CHG F COM 55268B106 1,809 20,424 Sole 20,424
MGIC INVT CORP WIS COM 552848103 245 7,000 Sole 7,000
MARINER POST-ACUTE NETWO COM 568459101 22 9,883 Sole 9,883
MATTEL INC COM COM 577081102 292 11,700 Sole 11,700
MAY DEPT STORES CO COM COM 577778103 276 7,050 Sole 7,050
MCDERMOTT INTL INC COM COM 580037109 281 11,100 Sole 11,100
MCDONALDS CORP COM COM 580135101 680 15,000 Sole 15,000
MEAD CORP COM COM 582834107 292 9,500 Sole 9,500
MEDIAONE GROUP INC COM CHG F COM 58440J104 431 6,800 Sole 6,800
MEDTRONIC INC COM COM 585055106 395 5,500 Sole 5,500
MERCANTILE BANCORP COM COM 587342106 276 5,800 Sole 5,800
MERCK & CO INC COM COM 589331107 2,131 26,600 Sole 26,600
MEREDITH CORP COM COM 589433101 229 7,300 Sole 7,300
MERRILL LYNCH & CO INC COM COM 590188108 345 3,900 Sole 3,900
MICROSOFT CORP COM COM 594918104 4,983 55,600 Sole 55,600
MICROAGE INC COM COM 594928103 38 7,100 Sole 7,100
MINNESOTA MNG & MFG CO COM COM 604059105 318 4,500 Sole 4,500
MOBIL CORP COM COM 607059102 766 8,700 Sole 8,700
MONSANTO CO COM COM 611662107 322 7,000 Sole 7,000
MORGAN J P & CO INC COM COM 616880100 321 2,600 Sole 2,600
MORGAN ST DEAN WITTER DISCOV COM NEW 617446448 643 6,435 Sole 6,435
MOTOROLA INC COM COM 620076109 491 6,700 Sole 6,700
NBTY INC COM COM 628782104 54 11,100 Sole 11,100
NACCO INDS INC CL A COM CL A 629579103 230 3,100 Sole 3,100
NATL CITY CORP COM COM 635405103 252 3,800 Sole 3,800
NATL SVCS INDS INC COM COM 637657107 269 7,900 Sole 7,900
NETWORK EQUIPMENT TECHNOLOGIES COM COM 641208103 57 6,400 Sole 6,400
NEWMONT MINING CORP COM COM 651639106 277 15,800 Sole 15,800
NICOR INC COM COM 654086107 230 6,400 Sole 6,400
NORTHERN TELECOM LTD COM COM 665815106 454 7,300 Sole 7,300
NORTHROP GRUMMAN CORP COM COM 666807102 222 3,700 Sole 3,700
ONEOK INC COM COM 682680103 196 7,900 Sole 7,900
ORACLE CORP COM COM 68389X105 427 16,200 Sole 16,200
OWENS & MINOR INC NEW COM COM 690732102 79 7,800 Sole 7,800
PNC FINL CORP COM COM 693475105 283 5,100 Sole 5,100
P P & L RESOURCES INC COM COM 693499105 230 9,300 Sole 9,300
PAXAR CORP COM COM 704227107 46 6,175 Sole 6,175
PENNEY J C INC COM COM 708160106 219 5,400 Sole 5,400
PEPSICO INC COM COM 713448108 639 16,300 Sole 16,300
PHARMACIA-UPJOHN INC COM COM 716941109 356 5,700 Sole 5,700
PFIZER INC COM COM 717081103 1,998 14,400 Sole 14,400
PHARMACEUTICAL MARKETING SVCS INC C COM 717123103 141 9,500 Sole 9,500
PHELPS DODGE CORP COM COM 717265102 266 5,400 Sole 5,400
PHILLIPS PETROLEUM CO COM COM 718507106 307 6,500 Sole 6,500
PIER 1 IMPORTS INC COM COM 720279108 73 9,000 Sole 9,000
PIONEER HI BRED INTL COM COM 723686101 369 9,800 Sole 9,800
PROCTER & GAMBLE CO COM COM 742718109 1,449 14,800 Sole 14,800
PUB SVC ENTERPRISE GROUP INC COM COM 744573106 260 6,800 Sole 6,800
RALSTON PURINA CORP COM CHG F COM RAL-751277302 232 8,700 Sole 8,700
RAYTHEON INC COM CL B 755111408 311 5,300 Sole 5,300
REGIONS FINANCIAL CORP COM 758940100 242 7,000 Sole 7,000
ROHM & HAAS CO COM COM 775371107 305 9,100 Sole 9,100
ROLLINS TRUCK LEASING CORP COM COM 775741101 81 8,550 Sole 8,550
ROWAN COS INC COM COM 779382100 359 28,300 Sole 28,300
ROYAL APPLIANCE MFG CO COM COM 780076105 62 16,400 Sole 16,400
ROYAL DUTCH PETE CO NEW NY REG G780257804 1,243 23,900 Sole 23,900
RYANS FAMILY STEAK HOUSE COM COM 783519101 94 7,800 Sole 7,800
S B C COMMUNICATIONS INC COM COM 78387G103 1,028 21,794 Sole 21,794
SLM HOLDING CORP COM COM 78442A109 242 5,800 Sole 5,800
S3 INC COM COM 784849101 122 16,300 Sole 16,300
SAFEWAY INC COM COM NEW 786514208 277 5,400 Sole 5,400
ST JUDE MED INC COM COM 790849103 254 10,400 Sole 10,400
SANTA FE ENERGY RESOURCES COM COM 802012104 67 9,100 Sole 9,100
SARA LEE CORP (CONS FOODS CORP) COM 803111103 621 25,100 Sole 25,100
SCHERING PLOUGH CORP COM COM 806605101 906 16,400 Sole 16,400
SCIENTIFIC ATLANTA INC COM COM 808655104 335 12,300 Sole 12,300
SEARS ROEBUCK & CO COM COM 812387108 298 6,600 Sole 6,600
SHARED MED SYS CORP COM COM 819486101 290 5,200 Sole 5,200
SONAT INC COM COM 835415100 291 9,700 Sole 9,700
SPRINT CORP COM COM FON 852061100 471 4,800 Sole 4,800
SUMMIT BANCORP COM COM 866005101 242 6,200 Sole 6,200
SUN MICROSYSTEMS INC COM COM 866810104 525 4,200 Sole 4,200
SUNOCO INC COM CHG F COM 86764P109 307 8,500 Sole 8,500
SUPER VALU INC COM COM 868536103 214 10,400 Sole 10,400
TJX COS INC COM CHG F COM 872540109 333 9,800 Sole 9,800
TENET HEALTHCARE CORP COM CHG FROM COM 88033G100 197 10,400 Sole 10,400
TEXACO INC COM COM 881694103 335 5,900 Sole 5,900
TEXAS INSTRUMENTS INC COM COM 882508104 427 4,300 Sole 4,300
THERMO ELECTRON CORP COM COM 883556102 225 16,600 Sole 16,600
TIME WARNER INC COM COM 887315109 970 13,700 Sole 13,700
TIMKEN CO COM COM 887389104 239 14,700 Sole 14,700
TORCHMARK CORP COM COM 891027104 250 7,900 Sole 7,900
TRANSAMERICA CORP COM COM 893485102 341 4,800 Sole 4,800
TRIBUNE CO COM COM 896047107 275 4,200 Sole 4,200
TUPPERWARE CORP COM COM 899896104 288 16,000 Sole 16,000
TYCO INTL LTD COM COM 902124106 513 7,145 Sole 7,145
US BANCORP COM COM 902973106 276 8,100 Sole 8,100
UNILEVER NV NY SHS COM 20 GLDR NEW YORK904784501 472 7,100 Sole 7,100
UNION CARBIDE CORP COM COM 905581104 303 6,700 Sole 6,700
USAIR GROUP INC COM COM 911905107 259 5,300 Sole 5,300
U S WEST INC COM CHG F COM 91273H101 308 5,593 Sole 5,593
WAL MART STORES INC COM COM 931142103 2,314 25,100 Sole 25,100
WALGREEN CO COM COM 931422109 316 11,200 Sole 11,200
WARNER LAMBERT CO COM COM 934488107 603 9,100 Sole 9,100
WASHINGTON MUT INC COM COM 939322103 294 7,190 Sole 7,190
WASTE MGMT INC DEL COM 94106L109 282 6,350 Sole 6,350
WELLS FARGO CO NEW CHG F COM 949746101 632 18,030 Sole 18,030
WESTVACO CORP COM COM 961548104 208 9,900 Sole 9,900
WHIRLPOOL CORP COM COM 963320106 283 5,200 Sole 5,200
XEROX CORP COM COM 984121103 375 7,200 Sole 7,200
TEXAS LIFE INSURANCE COMP
ASHLAND INC COM 044204105 162 3,957 Sole 3,957
ASSOCIATES FIRST CAPITAL A COM CL A 046008108 424 9,412 Sole 9,412
FORD MTR CO DEL COM COM 345370100 1,018 17,959 Sole 17,959
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