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Previous: MERRILL LYNCH PIERCE FENNER & SMITH INC, S-1/A, 1999-07-28 |
Next: COMTEC INTERNATIONAL INC, 10QSB, 1999-07-28 |
Securities and Exchange Commission
Washington, D.C. 20549
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended: June 30, 1999
Check here if Amendment [ ]; Amendment number ___
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Robert A. Semke
Address: MetLife
4100 Boy Scout Blvd.
Tampa, FL 33607
13f File Number: 28-3714
The institutional investment manager filing this report and the person by whom
it is signed hereby represents that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Robert A. Semke
Title: Assistant Vice-President
Phone: 813-870-8457
Signature, Place, and Date of Signing:
/s/Robert A. Semke_________________ Tampa, Florida_____ July 15,1999
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s). )
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
<PAGE>
Report Summary
Number of other Included Managers: None
Form 13F Information Table Entry Total: 1,631
Form 13F Information Table Value Total ($000): 8,186,443
<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
AFLAC INC COM 001055102 4,299 89,800 Sole 89,800
AES CORP COM 00130H105 3,743 64,400 Sole 64,400
AMR CORP DEL COM 001765106 3,522 51,600 Sole 51,600
AT + T CORP COM 001957109 59,731 1,070,218 Sole 1,070,218
ABBOTT LABS COM 002824100 23,232 512,000 Sole 512,000
ADOBE SYS INC COM 00724F101 1,684 20,500 Sole 20,500
ADVANCED MICRO DEVICES INC COM 007903107 889 49,200 Sole 49,200
AETNA INC COM 008117103 4,266 47,700 Sole 47,700
AIR PRODS + CHEMS INC COM 009158106 3,107 77,200 Sole 77,200
ALBERTO CULVER CO CL B CON013068101 503 18,900 Sole 18,900
ALBERTSONS INC COM 013104104 7,332 142,190 Sole 142,190
ALCAN ALUM LTD COM 013716105 2,414 75,600 Sole 75,600
ALCOA INC COM 013817101 7,697 124,400 Sole 124,400
ALLEGHENY TELDYNE INC COM 017415100 1,464 64,700 Sole 64,700
ALLERGAN INC COM 018490102 2,542 22,900 Sole 22,900
ALLIED SIGNAL INC COM 019512102 11,756 186,600 Sole 186,600
ALLSTATE CORP COM 020002101 9,758 271,998 Sole 271,998
ALLTEL CORP COM 020039103 6,757 94,500 Sole 94,500
ALZA CORP COM 022615108 1,730 34,000 Sole 34,000
AMERADA HESS CORP COM 023551104 1,809 30,400 Sole 30,400
AMEREN CORP COM 023608102 1,773 46,200 Sole 46,200
AMERICA ONLINE INC DEL COM 02364J104 40,249 365,900 Sole 365,900
AMERICAN ELEC PWR INC COM 025537101 2,442 65,000 Sole 65,000
AMERICAN EXPRESS CO COM 025816109 19,829 152,387 Sole 152,387
AMERICAN GEN CORP COM 026351106 6,390 84,770 Sole 84,770
AMERICAN GREETINGS CORP CL A 026375105 684 22,700 Sole 22,700
AMERICAN HOME PRODUCTS CORP COM 026609107 25,302 441,000 Sole 441,000
AMERICAN INTL GROUP INC COM 026874107 48,921 417,234 Sole 417,234
AMERITECH CORP COM 030954101 27,224 370,400 Sole 370,400
AMGEN INC COM 031162100 10,525 172,900 Sole 172,900
AMSOUTH BANCORPORATION COM 032165102 1,376 59,350 Sole 59,350
ANADARKO PETE CORP COM 032511107 1,495 40,600 Sole 40,600
ANDREW CORP COM 034425108 649 34,250 Sole 34,250
ANHEUSER BUSCH COS INC COM 035229103 11,385 160,500 Sole 160,500
AON CORP COM 037389103 3,551 86,075 Sole 86,075
APACHE CORP COM 037411105 1,463 37,500 Sole 37,500
APPLE COMPUTER COM 037833100 2,492 53,800 Sole 53,800
APPLIED MATERIALS INC COM 038222105 9,257 125,300 Sole 125,300
ARCHER DANIELS MIDLAND CO COM 039483102 3,042 197,090 Sole 197,090
ARMSTRONG WORLD INDS INC COM 042476101 780 13,500 Sole 13,500
ASARCO INC COM 043413103 310 16,500 Sole 16,500
ASHLAND INC COM 044204105 987 24,600 Sole 24,600
ASSOCIATES FIRST CAP CORP CL A 046008108 10,831 245,470 Sole 245,470
ATLANTIC RICHFIELD CO COM 048825103 9,117 109,100 Sole 109,100
AUTODESK INCORPORATED COM 052769106 585 19,800 Sole 19,800
AUTOMATIC DATA PROCESSING INC COM 053015103 9,143 207,800 Sole 207,800
AUTOZONE INC COM 053332102 1,515 50,300 Sole 50,300
AVERY DENNISON CORP COM 053611109 2,306 38,200 Sole 38,200
AVON PRODS INC COM 054303102 4,906 88,400 Sole 88,400
BB+T CORP COM 054937107 3,874 105,600 Sole 105,600
BMC SOFTWARE INC COM 055921100 4,266 79,000 Sole 79,000
BAKER HUGHES INC COM 057224107 3,692 110,200 Sole 110,200
BALL CORP COM 058498106 435 10,300 Sole 10,300
BANK AMER CORP COM 060505104 43,078 587,598 Sole 587,598
BANK NEW YORK INC COM 064057102 9,414 256,600 Sole 256,600
BANK ONE CORP COM 06423A103 23,686 397,665 Sole 397,665
BANKBOSTON CORP COM 06605R106 5,108 99,912 Sole 99,912
BARD C R INC COM 067383109 846 17,700 Sole 17,700
BARRICK GOLD CORP COM 067901108 2,536 130,900 Sole 130,900
BATTLE MTN GOLD CO COM 071593107 217 89,200 Sole 89,200
BAUSCH + LOMB INC COM 071707103 1,469 19,200 Sole 19,200
BAXTER INTL INC COM 071813109 5,935 97,900 Sole 97,900
BEAR STEARNS COS INC COM 073902108 1,826 39,055 Sole 39,055
BECTON DICKINSON + CO COM 075887109 2,517 83,900 Sole 83,900
BELL ATLANTIC CORP COM 077853109 34,173 522,724 Sole 522,724
BELLSOUTH CORP COM 079860102 29,419 637,800 Sole 637,800
BEMIS INC COM 081437105 700 17,600 Sole 17,600
BEST BUY CO INC COM 086516101 4,651 68,900 Sole 68,900
BESTFOODS COM 08658U101 4,643 93,800 Sole 93,800
BETHLEHEM STL CORP COM 087509105 420 54,600 Sole 54,600
BIOMET INC COM 090613100 1,503 37,800 Sole 37,800
BLACK + DECKER CORPORATION COM 091797100 1,862 29,500 Sole 29,500
BLOCK H + R INC COM 093671105 1,645 32,900 Sole 32,900
BOEING CO COM 097023105 14,437 328,124 Sole 328,124
BOISE CASCADE CORP COM 097383103 815 19,000 Sole 19,000
BOSTON SCIENTIFIC CORP COM 101137107 5,839 132,900 Sole 132,900
BRIGGS + STRATTON CORP COM 109043109 456 7,900 Sole 7,900
BRISTOL MYERS SQUIBB CO COM 110122108 47,101 668,700 Sole 668,700
BROWN FORMAN CORP CL B 115637209 1,499 23,000 Sole 23,000
BROWNING FERRIS INDS INC COM 115885105 2,266 52,700 Sole 52,700
BRUNSWICK CORP COM 117043109 861 30,900 Sole 30,900
BURLINGTON NORTHN SANTA FE COM 12189T104 4,892 157,803 Sole 157,803
BURLINGTON RES INC COM 122014103 2,571 59,440 Sole 59,440
CBS CORP COM 12490K107 10,459 240,100 Sole 240,100
CIGNA CORP COM 125509109 6,079 68,300 Sole 68,300
CMS ENERGY CORP COM 125896100 1,667 39,800 Sole 39,800
CSX CORP COM 126408103 3,308 72,900 Sole 72,900
CVS CORP COM 126650100 6,663 131,300 Sole 131,300
CABLETRON SYSTEMS INC COM 126920107 753 57,900 Sole 57,900
CAMPBELL SOUP CO COM 134429109 6,794 146,500 Sole 146,500
CAPITAL ONE FINL CORP COM 14040H105 3,681 66,100 Sole 66,100
CARDINAL HEALTH INC COM 14149Y108 5,909 92,150 Sole 92,150
CARNIVAL CORP COM 143658102 10,006 206,300 Sole 206,300
CAROLINA PWR + LT CO COM 144141108 2,183 51,000 Sole 51,000
CASE CORP COM 14743R103 1,203 25,000 Sole 25,000
CATERPILLAR INC COM 149123101 7,206 120,100 Sole 120,100
CENDANT CORP COM 151313103 5,287 257,879 Sole 257,879
CENTEX CORP COM 152312104 751 20,000 Sole 20,000
CENTRAL + SOUTH WEST CORP COM 152357109 1,669 71,400 Sole 71,400
CENTURYTEL INC COM 156700106 1,864 46,900 Sole 46,900
CERIDIAN CORP COM 15677T106 1,589 48,600 Sole 48,600
CHAMPION INTL CORP COM 158525105 1,551 32,400 Sole 32,400
CHASE MANHATTAN CORP NEW COM 16161A108 24,598 284,368 Sole 284,368
CHEVRON CORP COM 166751107 21,018 221,100 Sole 221,100
CHUBB CORP COM 171232101 3,795 54,600 Sole 54,600
CINCINNATI FINL CORP COM 172062101 2,085 55,500 Sole 55,500
CINERGY CORP COM 172474108 1,705 53,292 Sole 53,292
CIRCUIT CITY STORES INC CIRCT CI172737108 3,171 34,100 Sole 34,100
CISCO SYS INC COM 17275R102 69,315 1,075,701 Sole 1,075,701
CITIGROUP INC COM 172967101 54,074 1,138,403 Sole 1,138,403
CLEAR CHANNEL COMMUNICATIONS COM 184502102 7,686 111,500 Sole 111,500
CLOROX CO COM 189054109 4,251 39,800 Sole 39,800
COASTAL CORP COM 190441105 2,890 71,800 Sole 71,800
COCA COLA CO COM 191216100 51,516 830,900 Sole 830,900
COCA COLA ENTERPRISES INC COM 191219104 4,230 142,200 Sole 142,200
COLGATE PALMOLIVE CO COM 194162103 9,712 98,600 Sole 98,600
COLUMBIA ENERGY GROUP COM 197648108 1,752 27,950 Sole 27,950
COLUMBIA / HCA HEALTHCARE CORP COM 197677107 4,350 190,685 Sole 190,685
COMCAST CORP CL A SPL200300200 9,594 249,600 Sole 249,600
COMERICA INC COM 200340107 3,141 52,850 Sole 52,850
COMPAQ COMPUTER CORP COM 204493100 13,558 572,362 Sole 572,362
COMPUTER ASSOC INTL INC COM 204912109 9,896 180,750 Sole 180,750
COMPUTER SCIENCES CORP COM 205363104 3,708 53,600 Sole 53,600
COMPUWARE CORP COM 205638109 3,926 123,400 Sole 123,400
CONAGRA INC COM 205887102 4,369 164,100 Sole 164,100
CONSECO INC COM 208464107 3,306 108,634 Sole 108,634
CONSOLIDATED EDISON COM 209115104 3,453 76,300 Sole 76,300
CONSOLIDATED NAT GAS CO COM 209615103 1,956 32,200 Sole 32,200
CONSOLIDATED STORES CORP COM 210149100 991 36,700 Sole 36,700
CONSTELLATION ENERGY GROUP INC COM 210371100 1,490 50,300 Sole 50,300
COOPER INDS INC COM 216669101 1,659 31,900 Sole 31,900
COOPER TIRE + RUBR CO COM 216831107 602 25,500 Sole 25,500
COORS ADOLPH CO CL B 217016104 614 12,400 Sole 12,400
CORNING INC COM 219350105 5,743 81,900 Sole 81,900
COSTCO COS INC COM 22160Q102 5,954 74,367 Sole 74,367
COUNTRYWIDE CR INDS INC COM 222372104 1,616 37,807 Sole 37,807
CRANE CO COM 224399105 720 22,900 Sole 22,900
CROWN CORK + SEAL INC COM 228255105 1,174 41,200 Sole 41,200
CUMMINS ENGINE INC COM 231021106 828 14,500 Sole 14,500
CYPRUS AMAX MINERALS CO COM 232809103 567 37,200 Sole 37,200
DTE ENERGY CO COM 233331107 1,989 48,800 Sole 48,800
DANA CORP COM 235811106 2,567 55,735 Sole 55,735
DANAHER CORP COM 235851102 2,651 45,600 Sole 45,600
DARDEN RESTAURANTS INC COM 237194105 979 44,900 Sole 44,900
DATA GEN CORP COM 237688106 300 20,600 Sole 20,600
DAYTON HUDSON CORP COM 239753106 9,730 149,700 Sole 149,700
DEERE + CO COM 244199105 3,049 77,800 Sole 77,800
DELL COMPUTER CORP COM 247025109 31,598 854,000 Sole 854,000
DELPHI AUTOMOTIVE SYS CORP COM 247126105 3,519 190,199 Sole 190,199
DELTA AIR LINES INC DE COM 247361108 2,749 47,700 Sole 47,700
DE LUXE CORP COM 248019101 1,025 26,400 Sole 26,400
DILLARDS INC CL A 254067101 1,272 36,200 Sole 36,200
DISNEY WALT CO COM 254687106 21,365 693,397 Sole 693,397
DOLLAR GEN CORP COM 256669102 2,157 74,375 Sole 74,375
DOMINION RES INC VA COM 257470104 2,794 64,500 Sole 64,500
DONNELLEY R R + SONS CO COM 257867101 1,631 44,000 Sole 44,000
DOVER CORP COM 260003108 2,506 71,600 Sole 71,600
DOW CHEM CO COM 260543103 9,414 74,200 Sole 74,200
DOW JONES + CO INC COM 260561105 1,618 30,500 Sole 30,500
DU PONT E I DE NEMOURS + CO COM 263534109 25,945 379,800 Sole 379,800
DUKE ENERGY CO COM 264399106 6,659 122,334 Sole 122,334
DUN + BRADSTREET CORP DEL COM 26483B106 1,956 55,200 Sole 55,200
EG + G INC COM 268457108 670 18,800 Sole 18,800
E M C CORP MASS COM 268648102 18,755 341,000 Sole 341,000
EASTERN ENTERPRISES COM 27637F100 362 9,100 Sole 9,100
EASTMAN CHEM CO COM 277432100 1,375 26,575 Sole 26,575
EASTMAN KODAK CO COM 277461109 7,317 108,000 Sole 108,000
EATON CORP COM 278058102 2,217 24,100 Sole 24,100
ECOLAB INC COM 278865100 1,893 43,400 Sole 43,400
EDISON INTL COM 281020107 3,119 116,600 Sole 116,600
ELECTRONIC DATA SYS CORP NEW COM 285661104 9,417 166,300 Sole 166,300
EMERSON ELEC CO COM 291011104 9,208 146,300 Sole 146,300
ENGELHARD CORP COM 292845104 954 42,150 Sole 42,150
ENRON CORP COM 293561106 9,712 118,800 Sole 118,800
ENTERGY CORP COM 29364G103 2,597 83,100 Sole 83,100
EQUIFAX INC COM 294429105 1,734 48,600 Sole 48,600
EXXON CORP COM 302290101 63,050 817,500 Sole 817,500
FMC CORP COM NEW 302491303 758 11,100 Sole 11,100
FPL GROUP INC COM 302571104 3,327 60,900 Sole 60,900
FDX CORP COM 31304N107 5,430 100,100 Sole 100,100
FEDERAL HOME LN MTG CORP COM 313400301 13,601 234,500 Sole 234,500
FEDERAL NATL MTG ASSN COM 313586109 23,560 345,200 Sole 345,200
FEDERATED DEPT STORES INC DEL COM 31410H101 3,716 70,200 Sole 70,200
FIFTH THIRD BANCORP COM 316773100 6,007 90,250 Sole 90,250
FIRST DATA CORP COM 319963104 7,096 145,000 Sole 145,000
FIRST UN CORP COM 337358105 15,363 325,996 Sole 325,996
FIRSTAR CORP WIS COM 33763V109 6,219 222,100 Sole 222,100
FIRSTENERGY CORP COM 337932107 2,449 79,000 Sole 79,000
FLEET FINL GROUP INC COM 338915101 8,499 191,530 Sole 191,530
FLEETWOOD ENTERPRISES INC COM 339099103 383 14,500 Sole 14,500
FLORIDA PROGRESS CORP COM 341109106 1,347 32,600 Sole 32,600
FLUOR CORP COM 343861100 1,041 25,700 Sole 25,700
FORD MTR CO DEL COM 345370100 23,009 407,700 Sole 407,700
FORT JAMES CORP COM 347471104 2,814 74,300 Sole 74,300
FORTUNE BRANDS INC COM 349631101 2,321 56,100 Sole 56,100
FOSTER WHEELER CORP COM 350244109 228 16,200 Sole 16,200
FRANKLIN RES INC COM 354613101 3,437 84,600 Sole 84,600
FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 987 55,000 Sole 55,000
FRONTIER CORP COM 35906P105 3,430 58,500 Sole 58,500
GPU INC COM 36225X100 1,785 42,300 Sole 42,300
GTE CORP COM 362320103 24,711 327,300 Sole 327,300
GANNETT INC COM 364730101 6,695 93,800 Sole 93,800
GAP INC COM 364760108 14,589 289,613 Sole 289,613
GATEWAY INC COM 367626108 3,130 53,000 Sole 53,000
GENERAL DYNAMICS CORP COM 369550108 2,962 43,000 Sole 43,000
GENERAL ELEC CO COM 369604103 124,503 1,101,800 Sole 1,101,800
GENERAL INSTR CORP DEL COM 370120107 2,465 58,000 Sole 58,000
GENERAL MLS INC COM 370334104 4,131 51,400 Sole 51,400
GENERAL MTRS CORP COM 370442105 14,436 218,732 Sole 218,732
GENUINE PARTS CO COM 372460105 2,100 60,000 Sole 60,000
GEORGIA PAC CORP COM GA P373298108 2,729 57,600 Sole 57,600
GILLETTE CO COM 375766102 15,314 373,500 Sole 373,500
GOLDEN WEST FINL CORP DEL COM 381317106 1,852 18,900 Sole 18,900
GOODRICH B F CO COM 382388106 1,067 25,100 Sole 25,100
GOODYEAR TIRE AND RUBBER COM 382550101 3,111 52,900 Sole 52,900
GRACE W R + CO DEL NEW COM 38388F108 541 28,500 Sole 28,500
GRAINGER W W INC COM 384802104 1,690 31,400 Sole 31,400
GREAT ATLANTIC + PAC TEA INC COM 390064103 484 14,300 Sole 14,300
GREAT LAKES CHEMICAL CORP COM 390568103 907 19,700 Sole 19,700
GUIDANT CORP COM 401698105 5,189 101,500 Sole 101,500
HCR MANOR CARE INC COM 404134108 902 37,300 Sole 37,300
HALLIBURTON CO COM 406216101 6,724 148,600 Sole 148,600
HARCOURT GEN INC COM 41163G101 1,232 23,900 Sole 23,900
HARRAHS ENTMT INC COM 413619107 944 42,800 Sole 42,800
HARRIS CORP DEL COM 413875105 1,054 26,900 Sole 26,900
HARTFORD FINANCIAL SVCS GRP COM 416515104 4,443 76,200 Sole 76,200
HASBRO INC COM 418056107 1,829 65,475 Sole 65,475
HEALTHSOUTH CORP COM 421924101 2,071 139,200 Sole 139,200
HEINZ H J CO COM 423074103 6,050 120,700 Sole 120,700
HELMERICH AND PAYNE INC COM 423452101 475 20,100 Sole 20,100
HERCULES INC COM 427056106 1,333 33,900 Sole 33,900
HERSHEY FOODS CORP COM 427866108 2,785 46,900 Sole 46,900
HEWLETT PACKARD CO COM 428236103 34,411 342,400 Sole 342,400
HILTON HOTELS CORP COM 432848109 1,230 86,700 Sole 86,700
HOME DEPOT INC COM 437076102 32,154 498,998 Sole 498,998
HOMESTAKE MNG CO COM 437614100 716 87,400 Sole 87,400
HONEYWELL INC COM 438506107 4,983 43,000 Sole 43,000
HOUSEHOLD INTL INC COM 441815107 7,623 160,905 Sole 160,905
HUMANA INC COM 444859102 727 56,200 Sole 56,200
HUNTINGTON BANCSHARES INC COM 446150104 2,478 70,800 Sole 70,800
IMS HEALTH INC COM 449934108 3,325 106,400 Sole 106,400
ITT INDS INC COM 450911102 1,125 29,500 Sole 29,500
IKON OFFICE SOLUTIONS INC COM 451713101 750 50,000 Sole 50,000
ILLINOIS TOOL WKS INC COM 452308109 6,908 84,500 Sole 84,500
INCO LTD COM 453258402 1,159 64,406 Sole 64,406
INGERSOLL RAND CO COM 456866102 3,609 55,850 Sole 55,850
INTEL CORP COM 458140100 66,479 1,117,300 Sole 1,117,300
INTERNATIONAL BUSINESS MACHS COM 459200101 78,998 611,200 Sole 611,200
INTERNATIONAL FLAVOURS COM 459506101 1,584 36,000 Sole 36,000
INTERNATIONAL PAPER CO COM 460146103 6,937 138,056 Sole 138,056
INTERPUBLIC GROUP COS INC COM 460690100 4,080 47,100 Sole 47,100
JEFFERSON PILOT CORP COM 475070108 2,366 35,750 Sole 35,750
JOHNSON + JOHNSON COM 478160104 44,394 453,000 Sole 453,000
JOHNSON CTLS INC COM 478366107 2,010 29,000 Sole 29,000
JOSTENS INC COM 481088102 289 13,700 Sole 13,700
KLA TENCOR CORP COM 482480100 1,953 30,100 Sole 30,100
K MART CORP COM 482584109 2,742 166,200 Sole 166,200
KANSAS CITY SOUTHN INDS INC COM 485170104 2,380 37,300 Sole 37,300
KAUFMAN + BROAD HOME CORP COM 486168107 495 19,900 Sole 19,900
KELLOGG CO COM 487836108 4,488 136,000 Sole 136,000
KERR MCGEE CORP COM 492386107 1,469 29,277 Sole 29,277
KEYCORP NEW COM 493267108 4,832 150,406 Sole 150,406
KIMBERLY CLARK CORP COM 494368103 10,250 179,820 Sole 179,820
KING WORLD PRODTNS INC COM 495667107 829 23,800 Sole 23,800
KNIGHT RIDDER INC COM 499040103 1,470 26,700 Sole 26,700
KOHLS CORP COM 500255104 4,205 54,700 Sole 54,700
KROGER CO COM 501044101 7,750 277,400 Sole 277,400
LTV CORP NEW COM 501921100 53 8,000 Sole 8,000
LSI LOGIC CORP COM 502161102 2,223 48,200 Sole 48,200
LAIDLAW INC COM 50730K503 817 110,800 Sole 110,800
LEHMAN BROTHERS HLDGS INC COM 524908100 2,479 39,900 Sole 39,900
LILLY ELI + CO COM 532457108 26,551 370,700 Sole 370,700
LIMITED INC COM 532716107 3,249 71,600 Sole 71,600
LINCOLN NATL CORP IN COM 534187109 3,515 67,200 Sole 67,200
LIZ CLAIBORNE INC COM 539320101 781 21,400 Sole 21,400
LOCKHEED MARTIN CORP COM 539830109 4,933 132,426 Sole 132,426
LOEWS CORP COM 540424108 2,904 36,700 Sole 36,700
LONGS DRUG STORES CORP COM 543162101 456 13,200 Sole 13,200
LOUISIANA PAC CORP COM 546347105 862 36,100 Sole 36,100
LOWES COS INC COM 548661107 7,063 124,600 Sole 124,600
LUCENT TECHNOLOGIES INC COM 549463107 69,029 1,023,603 Sole 1,023,603
MBIA INC COM 55262C100 2,208 34,100 Sole 34,100
MBNA CORP COM 55262L100 8,244 269,193 Sole 269,193
MCI WORLDCOM INC COM 55268B106 53,928 626,621 Sole 626,621
MGIC INVT CORP WIS COM 552848103 1,785 36,700 Sole 36,700
MALLINCKRODT INC NEW COM 561232109 873 24,000 Sole 24,000
MARSH + MCLENNAN COS INC COM 571748102 6,691 88,400 Sole 88,400
MARRIOTT INTL INC NEW CL A 571903202 3,132 83,800 Sole 83,800
MASCO CORP COM 574599106 3,266 113,100 Sole 113,100
MATTEL INC COM 577081102 3,642 139,413 Sole 139,413
MAY DEPT STORES CO COM 577778103 4,588 112,250 Sole 112,250
MAYTAG CORP COM 578592107 2,101 30,100 Sole 30,100
MCDERMOTT INTL INC COM 580037109 562 19,900 Sole 19,900
MCDONALDS CORP COM 580135101 18,806 457,300 Sole 457,300
MCGRAW HILL COS INC COM 580645109 3,581 66,400 Sole 66,400
MCKESSON HBOC INC COM 58155Q103 2,989 92,865 Sole 92,865
MEAD CORP COM 582834107 1,428 34,200 Sole 34,200
MEDIAONE GROUP INC COM 58440J104 15,158 203,800 Sole 203,800
MEDTRONIC INC COM 585055106 15,302 196,500 Sole 196,500
MELLON BK CORP COM 585509102 6,369 175,100 Sole 175,100
MERCANTILE BANCORPORATION INC COM 587342106 3,039 53,200 Sole 53,200
MERCK + CO INC COM 589331107 58,525 794,900 Sole 794,900
MEREDITH CORP COM 589433101 609 17,600 Sole 17,600
MERRILL LYNCH + CO INC COM 590188108 9,826 123,600 Sole 123,600
MICROSOFT CORP COM 594918104 155,004 1,718,700 Sole 1,718,700
MICRON TECHNOLOGY INC COM 595112103 3,406 84,100 Sole 84,100
MILACRON INC COM 598709103 276 14,900 Sole 14,900
MILLIPORE CORP COM 601073109 608 15,000 Sole 15,000
MINNESOTA MNG + MFG CO COM 604059105 11,780 135,500 Sole 135,500
MIRAGE RESORTS INC COM 60462E104 1,119 66,800 Sole 66,800
MOBIL CORP COM 607059102 26,050 263,800 Sole 263,800
MONSANTO CO COM 611662107 8,387 212,000 Sole 212,000
MORGAN J P + CO INC COM 616880100 8,388 59,699 Sole 59,699
MORGAN STANLEY DEAN WITTER COM NEW 617446448 19,770 192,641 Sole 192,641
MOTOROLA INC COM 620076109 19,282 203,500 Sole 203,500
NABISCO GROUP HLDG CORP COM 62952P102 2,138 109,300 Sole 109,300
NACCO INDS INC CL A 629579103 279 3,800 Sole 3,800
NALCO CHEM CO COM 629853102 1,157 22,300 Sole 22,300
NATIONAL CITY CORP COM 635405103 6,917 105,600 Sole 105,600
NATIONAL SEMICONDUCTOR CORP COM 637640103 1,428 56,400 Sole 56,400
NATIONAL SVC INDS INC COM 637657107 500 13,900 Sole 13,900
NAVISTAR INTL CORP INC COM 63934E108 1,135 22,710 Sole 22,710
NETWORK APPLIANCE INC COM 64120L104 1,347 24,100 Sole 24,100
NEW CENTY ENERGIES INC COM 64352U103 1,502 38,700 Sole 38,700
NEW YORK TIMES CO CL A 650111107 2,183 59,300 Sole 59,300
NEWELL RUBBERMAID INC COM 651229106 4,401 94,896 Sole 94,896
NEWMONT MNG CORP COM 651639106 1,119 56,294 Sole 56,294
NEXTEL COMMUNICATIONS INC CL A 65332V103 4,989 99,400 Sole 99,400
NIAGARA MOHAWK HLDGS INC COM 653520106 1,010 62,900 Sole 62,900
NICOR INC COM 654086107 582 15,300 Sole 15,300
NIKE INC CL B 654106103 5,995 94,600 Sole 94,600
NORDSTROM INC COM 655664100 1,595 47,600 Sole 47,600
NORFOLK SOUTHN CORP COM 655844108 3,844 127,600 Sole 127,600
NORTEL NETWORKS CORP COM 656569100 19,382 223,260 Sole 223,260
NORTHERN STS PWR CO MN COM 665772109 1,250 51,700 Sole 51,700
NORTHERN TRUST CORP COM 665859104 3,647 37,600 Sole 37,600
NORTHROP GRUMMAN CORP COM 666807102 1,552 23,400 Sole 23,400
NOVELL INC COM 670006105 2,992 112,900 Sole 112,900
NUCOR CORP COM 670346105 1,385 29,200 Sole 29,200
OCCIDENTAL PETE CORP COM 674599105 2,467 116,800 Sole 116,800
OFFICE DEPOT INC COM 676220106 2,762 125,200 Sole 125,200
OMNICOM GROUP COM 681919106 4,808 60,100 Sole 60,100
ONEOK INC NEW COM 682680103 403 12,687 Sole 12,687
ORACLE CORP COM 68389X105 17,994 484,675 Sole 484,675
OWENS CORNING COM 69073F103 643 18,700 Sole 18,700
OWENS ILL INC COM NEW 690768403 1,713 52,400 Sole 52,400
PECO ENERGY CO COM 693304107 2,697 64,400 Sole 64,400
PG+E CORP COM 69331C108 4,188 129,100 Sole 129,100
PE CORP COM PE B69332S102 1,974 17,200 Sole 17,200
PNC BK CORP COM 693475105 5,884 102,100 Sole 102,100
P P + L RES INC COM 693499105 1,627 52,900 Sole 52,900
PPG INDS INC COM 693506107 3,479 58,900 Sole 58,900
PACCAR INC COM 693718108 1,411 26,430 Sole 26,430
PACIFICORP COM 695114108 1,836 99,900 Sole 99,900
PAINE WEBBER GROUP INC COM 695629105 2,291 49,000 Sole 49,000
PALL CORP COM 696429307 930 41,900 Sole 41,900
PARAMETRIC TECHNOLOGY CORP COM 699173100 1,261 90,900 Sole 90,900
PARKER HANNIFIN CORP COM 701094104 1,679 36,700 Sole 36,700
PAYCHEX INC COM 704326107 2,638 82,750 Sole 82,750
PENNEY J C INC COM 708160106 4,298 88,500 Sole 88,500
PEOPLES ENERGY CORP COM 711030106 448 11,900 Sole 11,900
PEOPLESOFT INC COM 712713106 1,394 80,800 Sole 80,800
PEP BOYS MANNY MOE + JACK COM 713278109 466 22,200 Sole 22,200
PEPSICO INC COM 713448108 19,239 497,300 Sole 497,300
PHARMACIA + UPJOHN INC COM 716941109 9,676 170,315 Sole 170,315
PFIZER INC COM 717081103 47,513 435,900 Sole 435,900
PHELPS DODGE CORP COM 717265102 1,208 19,500 Sole 19,500
PHILIP MORRIS COS INC COM 718154107 32,648 812,400 Sole 812,400
PHILLIPS PETE CO COM 718507106 4,256 84,600 Sole 84,600
PIONEER HI BRED INTL INC COM 723686101 3,131 80,400 Sole 80,400
PITNEY BOWES INC COM 724479100 5,795 90,200 Sole 90,200
PLACER DOME INC COM 725906101 1,287 109,500 Sole 109,500
POLAROID CORP COM 731095105 503 18,300 Sole 18,300
POTLATCH CORP COM 737628107 523 11,900 Sole 11,900
PRAXAIR INC COM 74005P104 2,608 53,300 Sole 53,300
PROCTER + GAMBLE CO COM 742718109 39,930 447,400 Sole 447,400
PROGRESSIVE CORP OHIO COM 743315103 3,610 24,900 Sole 24,900
PROVIDENT COS INC COM 743862104 1,788 44,700 Sole 44,700
PROVIDIAN FINL CORP COM 74406A102 4,490 48,150 Sole 48,150
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3,004 73,600 Sole 73,600
PULTE CORP COM 745867101 394 17,100 Sole 17,100
QUAKER OATS CO COM 747402105 3,013 45,400 Sole 45,400
RALSTON PURINA CO COM RAL-751277302 3,333 109,500 Sole 109,500
RAYCHEM CORP COM 754603108 962 26,000 Sole 26,000
RAYTHEON CO CL B 755111408 7,967 113,000 Sole 113,000
REEBOK INTL LTD COM 758110100 419 22,500 Sole 22,500
REGIONS FINL CORP COM 758940100 2,890 75,200 Sole 75,200
RELIANT ENERGY INC COM 75952J108 2,747 99,445 Sole 99,445
REPUBLIC NY CORP COM 760719104 2,427 35,600 Sole 35,600
REYNOLDS METALS CO COM 761763101 1,304 22,100 Sole 22,100
RITE AID CORP COM 767754104 2,133 86,600 Sole 86,600
ROCKWELL INTL CORP NEW COM 773903109 3,888 64,000 Sole 64,000
ROHM + HAAS CO COM 775371107 3,012 70,251 Sole 70,251
ROWAN COS INC COM 779382100 507 27,800 Sole 27,800
ROYAL DUTCH PETE CO NY REG G780257804 43,507 722,100 Sole 722,100
RUSSELL CORP COM 782352108 255 13,100 Sole 13,100
RYDER SYS INC COM 783549108 613 23,800 Sole 23,800
SBC COMMUNICATIONS INC COM 78387G103 38,355 661,294 Sole 661,294
SLM HLDG CORP COM 78442A109 2,520 55,000 Sole 55,000
SAFECO CORP COM 786429100 2,012 45,600 Sole 45,600
SAFEWAY INC COM NEW 786514208 8,257 166,800 Sole 166,800
ST JUDE MED INC COM 790849103 1,012 28,400 Sole 28,400
ST PAUL COS INC COM 792860108 2,418 75,996 Sole 75,996
SARA LEE CORP COM 803111103 6,883 303,400 Sole 303,400
SCHERING PLOUGH CORP COM 806605101 26,024 495,700 Sole 495,700
SCHLUMBERGER LTD COM 806857108 11,763 184,700 Sole 184,700
SCHWAB CHARLES CORP COM 808513105 15,058 138,150 Sole 138,150
SCIENTIFIC ATLANTA INC COM 808655104 904 25,100 Sole 25,100
SEAGATE TECHNOLOGY COM 811804103 1,917 74,800 Sole 74,800
SEAGRAM LTD COM 811850106 7,269 144,300 Sole 144,300
SEALED AIR CORP NEW COM 81211K100 1,828 28,170 Sole 28,170
SEARS ROEBUCK + CO COM 812387108 5,695 127,800 Sole 127,800
SEMPRA ENERGY COM 816851109 1,829 80,845 Sole 80,845
SERVICE CORP INTL COM 817565104 1,761 91,500 Sole 91,500
SHARED MEDI CAL SYSTEM COM 819486101 587 9,000 Sole 9,000
SHERWIN WILLIAMS CO COM 824348106 1,587 57,200 Sole 57,200
SIGMA ALDRICH COM 826552101 1,167 33,900 Sole 33,900
SILICON GRAPHICS INC COM 827056102 1,038 63,400 Sole 63,400
SNAP ON INC COM 833034101 798 22,050 Sole 22,050
SOLECTRON CORP COM 834182107 5,648 84,700 Sole 84,700
SONAT INC COM 835415100 1,232 37,200 Sole 37,200
SOUTHERN CO COM 842587107 6,204 234,100 Sole 234,100
SOUTHTRUST CORP COM 844730101 2,161 56,300 Sole 56,300
SOUTHWEST AIRLS CO COM 844741108 3,515 112,925 Sole 112,925
SPRINGS INDS INC CL A 851783100 318 7,300 Sole 7,300
SPRINT CORP COM FON 852061100 15,449 291,500 Sole 291,500
SPRINT CORP PCS COM 852061506 8,462 148,450 Sole 148,450
STANLEY WORKS COM 854616109 962 29,900 Sole 29,900
STAPLES INC COM 855030102 4,828 156,050 Sole 156,050
STATE STREET CORPORATION COM 857477103 4,619 54,100 Sole 54,100
SUMMIT BANCORP COM 866005101 2,413 57,700 Sole 57,700
SUN MICROSYSTEMS INC COM 866810104 17,969 260,900 Sole 260,900
SUNOCO INC COM 86764P109 918 30,400 Sole 30,400
SUNTRUST BKS INC COM 867914103 7,499 108,000 Sole 108,000
SUPERVALU INC COM 868536103 1,038 40,100 Sole 40,100
SYNOVUS FINL CORP COM 87161C105 1,809 91,000 Sole 91,000
SYSCO CORP COM 871829107 3,318 111,300 Sole 111,300
TJX COS INC NEW COM 872540109 3,588 107,700 Sole 107,700
TRW INC COM 872649108 2,222 40,500 Sole 40,500
TANDY CORP COM 875382103 3,177 65,000 Sole 65,000
TEKTRONIX INC COM 879131100 586 19,400 Sole 19,400
TELLABS INC COM 879664100 8,884 131,500 Sole 131,500
TEMPLE INLAND INC COM 879868107 1,318 19,200 Sole 19,200
TENET HEALTHCARE CORP COM 88033G100 1,940 104,500 Sole 104,500
TENNECO INC NEW COM 88037E101 1,366 57,200 Sole 57,200
TEXACO INC COM 881694103 11,252 180,400 Sole 180,400
TEXAS INSTRS INC COM 882508104 19,022 132,100 Sole 132,100
TEXAS UTILS CO COM 882848104 3,918 94,545 Sole 94,545
TEXTRON INC COM 883203101 4,173 50,700 Sole 50,700
THERMO ELECTRON CORP COM 883556102 1,059 52,800 Sole 52,800
THOMAS + BETTS CORP COM 884315102 902 19,100 Sole 19,100
3COM CORP COM 885535104 3,242 121,500 Sole 121,500
TIME WARNER INC COM 887315109 29,169 401,640 Sole 401,640
TIMES MIRROR CO NEW COM SER 887364107 1,463 24,700 Sole 24,700
TIMKEN CO COM 887389104 484 24,800 Sole 24,800
TORCHMARK INC COM 891027104 1,529 44,800 Sole 44,800
TOYS R US INC COM 892335100 1,727 83,500 Sole 83,500
TRANSAMERICA CORP COM 893485102 3,150 42,000 Sole 42,000
TRICON GLOBAL RESTAURANTS INC COM 895953107 2,798 51,700 Sole 51,700
TRIBUNE CO NEW COM 896047107 3,494 40,100 Sole 40,100
TUPPERWARE CORP COM 899896104 612 24,000 Sole 24,000
TYCO INTL LTD NEW COM 902124106 26,206 276,576 Sole 276,576
USX MARATHON GROUP COM NEW 902905827 3,380 103,800 Sole 103,800
UST INC COM 902911106 1,732 59,100 Sole 59,100
US BANCORP DEL COM 902973106 8,168 244,727 Sole 244,727
USX U S STL GROUP COM 90337T101 802 29,710 Sole 29,710
UNILEVER N V N Y SHS 904784709 13,504 193,610 Sole 193,610
UNICOM CORP COM 904911104 2,819 73,100 Sole 73,100
UNION CARBIDE CORP COM 905581104 2,194 45,000 Sole 45,000
UNION PAC CORP COM 907818108 4,863 83,400 Sole 83,400
UNION PACIFIC RES GROUP INC COM 907834105 1,381 84,650 Sole 84,650
UNION PLANTERS CORP COM 908068109 2,141 47,900 Sole 47,900
UNISYS CORP COM 909214108 3,524 90,500 Sole 90,500
UNITED ASSET MGMT CORP COM 909420101 98 4,300 Sole 4,300
UNITED HEALTHCARE CORP COM 910581107 3,645 58,200 Sole 58,200
US AIRWAYS GROUP INC COM 911905107 1,080 24,800 Sole 24,800
U S WEST INC NEW COM 91273H101 9,938 169,164 Sole 169,164
UNITED TECHNOLOGIES CORP COM 913017109 11,722 162,800 Sole 162,800
UNOCAL CORP COM 915289102 3,225 81,392 Sole 81,392
V F CORP COM 918204108 1,736 40,600 Sole 40,600
VIACOM INC CL B 925524308 10,175 231,252 Sole 231,252
WACHOVIA CORP NEW COM 929771103 5,852 68,400 Sole 68,400
WAL MART STORES INC COM 931142103 72,206 1,496,500 Sole 1,496,500
WALGREEN CO COM 931422109 9,908 337,300 Sole 337,300
WARNER LAMBERT CO COM 934488107 19,818 286,700 Sole 286,700
WASHINGTON MUT INC COM 939322103 7,104 199,754 Sole 199,754
WASTE MGMT INC DEL COM 94106L109 11,049 205,572 Sole 205,572
WATSON PHARMACEUTICALS INC COM 942683103 1,129 32,200 Sole 32,200
WELLPOINT HEALTH NETWORKS INC COM 94973H108 1,927 22,700 Sole 22,700
WELLS FARGO + CO NEW COM 949746101 23,792 556,530 Sole 556,530
WENDYS INTL INC COM 950590109 1,183 41,500 Sole 41,500
WESTVACO CORP COM 961548104 977 33,700 Sole 33,700
WEYERHAEUSER CO COM 962166104 4,661 67,800 Sole 67,800
WHIRLPOOL CORP COM 963320106 1,894 25,600 Sole 25,600
WILLAMETTE INDS INC COM 969133107 1,727 37,500 Sole 37,500
WILLIAMS COS INC COM 969457100 6,180 145,200 Sole 145,200
WINN DIXIE STORES INC COM 974280109 1,843 49,900 Sole 49,900
WORTHINGTON INDS IN COM 981811102 608 37,000 Sole 37,000
WRIGLEY WM JR CO COM 982526105 3,469 38,900 Sole 38,900
WYNNS INTL INC COM 983195108 37 2,000 Sole 2,000
XEROX CORP COM 984121103 13,177 223,100 Sole 223,100
FRUIT OF THE LOOM LTD ORD CL AG3682L105 235 24,100 Sole 24,100
METLIFE SECURITY INS. CO.
AMR CORP COM COM 001765106 300 4,400 Sole 4,400
A T & T CORP COM COM 001957109 2,117 37,935.32 Sole 37,935.32
ABBOTT LABS CORP DISC NTS COM 002824100 980 21,600 Sole 21,600
ADVANCED MICRO DEVICES INC COM COM 007903107 47 2,600 Sole 2,600
ALBERTO CULVER CO CL B CONV CL B CON013068101 160 6,000 Sole 6,000
ALBERTSONS INC COM COM 013104104 175 3,402 Sole 3,402
ALCOA INC COM 013817101 421 6,800 Sole 6,800
ALLEGHENY TELEDYNE INC COM COM 017415100 152 6,737 Sole 6,737
ALLERGAN INC COM COM 018490102 266 2,400 Sole 2,400
ALLIED SIGNAL CORP COM COM 019512102 466 7,400 Sole 7,400
ALLSTATE CORP COM COM 020002101 353 9,834 Sole 9,834
ALLTEL CORP COM COM 020039103 279 3,900 Sole 3,900
AMEREN CORP COM COM 023608102 234 6,100 Sole 6,100
AMER EXPRESS CO COM COM 025816109 690 5,300 Sole 5,300
AMER GEN CORP COM COM 026351106 650 8,618 Sole 8,618
AMER HOME PRODS CORP COM COM 026609107 987 17,200 Sole 17,200
AMER INTL GROUP INC COM COM 026874107 1,464 12,487 Sole 12,487
AMERITECH CORP COM COM 030954101 926 12,600 Sole 12,600
AMGEN INC COM COM 031162100 353 5,800 Sole 5,800
ANHEUSER BUSCH CO INC COM COM 035229103 411 5,800 Sole 5,800
APPLE COMPUTER INC COM COM 037833100 111 2,400 Sole 2,400
ARCHER DANIELS MIDLAND COM COM 039483102 105 6,806 Sole 6,806
ARMSTRONG WORLD INDS INC COM COM 042476101 168 2,900 Sole 2,900
ASARCO INC COM COM 043413103 66 3,500 Sole 3,500
ASHLAND INC COM 044204105 112 2,800 Sole 2,800
ASSOCIATES FIRST CAPITAL A COM CL A 046008108 358 8,124 Sole 8,124
ATLANTIC RICHFIELD CO COM COM 048825103 234 2,800 Sole 2,800
AUTOMATIC DATA PROCESSING INC COM COM 053015103 396 9,000 Sole 9,000
AVON PRODS INC COM COM 054303102 289 5,200 Sole 5,200
BANK OF AMERICA CORP. OLD C COM 060505104 1,696 23,131 Sole 23,131
BANK OF NEW YORK INC COM COM 064057102 836 22,800 Sole 22,800
BANK ONE CORP COM 06423A103 928 15,578 Sole 15,578
BANKBOSTON CORP COM CHGED COM 06605R106 303 5,923 Sole 5,923
BARD C R INC COM COM 067383109 163 3,400 Sole 3,400
BARRICK GOLD CORP COM (PREV COM 067901108 58 3,000 Sole 3,000
BAXTER INTL COM COM 071813109 109 1,800 Sole 1,800
BECTON DICKINSON COM COM 075887109 228 7,600 Sole 7,600
BELL ATLANTIC CORP COM COM 077853109 1,266 19,372 Sole 19,372
BELLSOUTH CORP COM COM 079860102 1,181 25,600 Sole 25,600
BEMIS INC COM COM 081437105 250 6,300 Sole 6,300
BESTFOODS CHG F COM 08658U101 218 4,400 Sole 4,400
BIOMET INC COM COM 090613100 282 7,100 Sole 7,100
BLACK & DECKER CORP COM COM 091797100 448 7,100 Sole 7,100
BOEING CO COM COM 097023105 653 14,830 Sole 14,830
BRIGGS & STRATTON CORP COM COM 109043109 335 5,800 Sole 5,800
BRISTOL MYERS SQUIBB CO COM COM 110122108 1,747 24,800 Sole 24,800
BROWN FORMAN CORP CL B COM CL B 115637209 319 4,900 Sole 4,900
BRUNSWICK CORP COM COM 117043109 326 11,700 Sole 11,700
BURLINGTON NORTHERN SANTA FE COM COM 12189T104 153 4,950 Sole 4,950
CIGNA CORP COM COM 125509109 534 6,000 Sole 6,000
C S X CORP COM COM 126408103 191 4,200 Sole 4,200
CVS CORP FROM COM 126650100 639 12,600 Sole 12,600
CAMPBELL SOUP CO COM COM 134429109 315 6,800 Sole 6,800
CATERPILLAR INC COM COM 149123101 180 3,000 Sole 3,000
CENTRAL & SOUTHWEST CORP COM COM 152357109 157 6,700 Sole 6,700
CERIDIAN CORP COM COM 15677T106 268 8,200 Sole 8,200
CHASE MANHATTAN CORP (NEW) COM 16161A108 999 11,552 Sole 11,552
CHEVRON CORP COM COM 166751107 751 7,900 Sole 7,900
CISCO SYS INC COM COM 17275R102 2,465 38,250 Sole 38,250
CITIGROUP INC COM CHG F COM 172967101 1,856 39,075 Sole 39,075
CLOROX CO COM COM 189054109 385 3,600 Sole 3,600
COCA COLA CO COM COM 191216100 2,133 34,400 Sole 34,400
COLUMBIA HCA HEALTHCARE COM COM 197677107 151 6,600 Sole 6,600
COMPAQ COMPUTER CORP COM COM 204493100 812 34,300 Sole 34,300
COMPUTER ASSOC INTL INC COM COM 204912109 376 6,862 Sole 6,862
CONAGRA INC COM COM 205887102 122 4,600 Sole 4,600
CONSOLIDATED EDISON COM 209115104 344 7,600 Sole 7,600
CORNING INC COM COM 219350105 84 1,200 Sole 1,200
COSTCO COMPANIES INC COM CHG 7 COM 22160Q102 592 7,400 Sole 7,400
CYPRUS AMAX MINERALS CO COM CHG F COM 232809103 64 4,200 Sole 4,200
D T E ENERGY CO COM COM 233331107 98 2,400 Sole 2,400
DAYTON HUDSON CORP COM COM 239753106 429 6,600 Sole 6,600
DEERE & CO COM COM 244199105 317 8,100 Sole 8,100
DELPHI AUTO SYSTEMS COM COM 247126105 147 7,930 Sole 7,930
DILLARDS INC-CL A COM CL A 254067101 218 6,200 Sole 6,200
WALT DISNEY CO COM COM 254687106 823 26,700 Sole 26,700
DOW CHEM CO COM COM 260543103 393 3,100 Sole 3,100
DU PONT EI DE NEMOURS CO COM COM 263534109 915 13,400 Sole 13,400
DUKE ENERGY CORP COM COM 264399106 1 12 Sole 12
DUN & BRADSTREET CORP NEW COM 26483B106 99 2,800 Sole 2,800
EMC CORP CN COM 268648102 660 12,000 Sole 12,000
EASTERN ENTERPRISES COM COM 27637F100 334 8,400 Sole 8,400
EASTMAN CHEM CO COM COM 277432100 197 3,800 Sole 3,800
EASTMAN KODAK CO COM COM 277461109 237 3,500 Sole 3,500
EATON CORP COM COM 278058102 276 3,000 Sole 3,000
EDISON INTL COM COM 281020107 428 16,000 Sole 16,000
EMERSON ELEC CO COM COM 291011104 302 4,800 Sole 4,800
ENRON CORP COM COM 293561106 392 4,800 Sole 4,800
EXXON CORP COM COM 302290101 2,622 34,000 Sole 34,000
F P L GROUP INC COM COM 302571104 169 3,100 Sole 3,100
FHLMC COM COM 313400301 580 10,000 Sole 10,000
FNMA COM COM 313586109 901 13,200 Sole 13,200
FIRST DATA CORP COM COM 319963104 274 5,600 Sole 5,600
FIRST UNION CORP COM COM 337358105 549 11,640 Sole 11,640
FIRST ENERGY CORP COM COM 337932107 223 7,200 Sole 7,200
FLEET FINL GROUP INC COM COM 338915101 248 5,600 Sole 5,600
FORD MTR CO DEL COM COM 345370100 875 15,500 Sole 15,500
FORTUNE BRANDS INC COM CHG F COM 349631101 79 1,900 Sole 1,900
G P U INC COM COM 36225X100 207 4,900 Sole 4,900
G T E CORP COM COM 362320103 891 11,800 Sole 11,800
GANNETT CO INC COM COM 364730101 200 2,800 Sole 2,800
GAP INC COM COM 364760108 1,190 23,625 Sole 23,625
GEN DYNAMICS CORP COM COM 369550108 220 3,200 Sole 3,200
GEN ELEC CO COM COM 369604103 5,175 45,800 Sole 45,800
GEN MILLS INC COM COM 370334104 145 1,800 Sole 1,800
GEN MTRS CORP COM COM 370442105 755 11,435 Sole 11,435
GEORGIA-PAC (GEORGIA-PAC GP) COM GA P373298108 171 3,600 Sole 3,600
GILLETTE CO COM COM 375766102 599 14,600 Sole 14,600
GOLDEN WEST FINL CORP DEL COM COM 381317106 176 1,800 Sole 1,800
GOODYEAR TIRE & RUBBER CO COM COM 382550101 165 2,800 Sole 2,800
GREAT LAKES CHEMICAL CORP COM COM 390568103 78 1,700 Sole 1,700
HCR MANOR CARE COM 404134108 104 4,300 Sole 4,300
HARRIS CORP DEL COM COM 413875105 172 4,400 Sole 4,400
HARTFORD FINL SVCS GRP CHGED COM 416515104 152 2,600 Sole 2,600
H J HEINZ CO COM COM 423074103 256 5,100 Sole 5,100
HERSHEY FOODS CORP COM COM 427866108 261 4,400 Sole 4,400
HEWLETT PACKARD CO COM COM 428236103 1,246 12,400 Sole 12,400
HOME DEPOT INC COM COM 437076102 1,179 18,300 Sole 18,300
HOMESTAKE MNG CO COM COM 437614100 9 1,100 Sole 1,100
HONEYWELL INC COM COM 438506107 301 2,600 Sole 2,600
HOUSEHOLD INTL INC COM COM 441815107 588 12,413 Sole 12,413
IMS HEALTH INC COM COM 449934108 175 5,600 Sole 5,600
ITT IND INC COM CHG F COM 450911102 50 1,300 Sole 1,300
INTEL CORP COM COM 458140100 2,689 45,200 Sole 45,200
IBM CORP COM COM 459200101 4,033 31,200 Sole 31,200
INTL PAPER COM COM 460146103 302 6,015 Sole 6,015
JOHNSON & JOHNSON COM COM 478160104 1,744 17,800 Sole 17,800
KELLOGG CO COM COM 487836108 198 6,000 Sole 6,000
KERR MCGEE CORP COM COM 492386107 115 2,300 Sole 2,300
KEYCORP COM COM 493267108 148 4,600 Sole 4,600
KIMBERLY CLARK CORP COM COM 494368103 433 7,600 Sole 7,600
KING WORLD PRODUCTIONS INC COM COM 495667107 404 11,600 Sole 11,600
KNIGHT RIDDER INC COM COM 499040103 143 2,600 Sole 2,600
ELI LILLY COM COM 532457108 1,031 14,400 Sole 14,400
LINCOLN NATL CORP IND COM COM 534187109 345 6,600 Sole 6,600
LOCKHEED MARTIN CORP COM COM 539830109 117 3,134 Sole 3,134
LOEWS CORP COM COM 540424108 174 2,200 Sole 2,200
LONGS DRUG STORES CORP COM COM 543162101 124 3,600 Sole 3,600
LOUISIANA PAC CORP COM COM 546347105 165 6,900 Sole 6,900
LUCENT TECHNOLOGIES INC COM 549463107 1,906 28,260 Sole 28,260
MCI WORLDCOM INC COM CHG F COM 55268B106 1,726 20,058 Sole 20,058
MALLINCKRODT INC COM CHGED COM 561232109 142 3,900 Sole 3,900
MAY DEPT STORES CO COM COM 577778103 368 9,000 Sole 9,000
MCDONALDS CORP COM COM 580135101 691 16,800 Sole 16,800
MCGRAW-HILL INC COM COM 580645109 345 6,400 Sole 6,400
MCKESSON HBOC INC COM COM 58155Q103 118 3,663 Sole 3,663
MEDIAONE GROUP INC COM CHG F COM 58440J104 1,086 14,600 Sole 14,600
MEDTRONIC INC COM COM 585055106 436 5,600 Sole 5,600
MELLON BANK CORP COM COM 585509102 336 9,236 Sole 9,236
MERCK & CO INC COM COM 589331107 2,282 31,000 Sole 31,000
MERRILL LYNCH & CO INC COM COM 590188108 254 3,200 Sole 3,200
MICROSOFT CORP COM COM 594918104 5,664 62,800 Sole 62,800
MICRON TECHNOLOGY INC COM COM 595112103 81 2,000 Sole 2,000
MINNESOTA MNG & MFG CO COM COM 604059105 443 5,100 Sole 5,100
MOBIL CORP COM COM 607059102 948 9,600 Sole 9,600
MONSANTO CO COM COM 611662107 297 7,500 Sole 7,500
MORGAN J P & CO INC COM COM 616880100 221 1,574 Sole 1,574
MORGAN ST DEAN WITTER DISCOV COM NEW 617446448 626 6,100 Sole 6,100
MOTOROLA INC COM COM 620076109 682 7,200 Sole 7,200
NACCO INDS INC CL A COM CL A 629579103 287 3,900 Sole 3,900
NATL CITY CORP COM COM 635405103 301 4,600 Sole 4,600
NATL SEMICONDUCTOR CORP COM COM 637640103 101 4,000 Sole 4,000
NATL SVCS INDS INC COM COM 637657107 90 2,500 Sole 2,500
NEW YORK TIMES CO CL A CL A 650111107 346 9,400 Sole 9,400
NEWMONT MINING CORP COM COM 651639106 118 5,952 Sole 5,952
NICOR INC COM COM 654086107 107 2,800 Sole 2,800
NORFOLK SOUTHERN CORP COM COM 655844108 99 3,300 Sole 3,300
NORTEL NETWORKS CORP. OLD C COM 656569100 912 10,500 Sole 10,500
NORTHERN STATES PWR CO (MINN) COM COM 665772109 97 4,000 Sole 4,000
OCCIDENTAL PETROLEUM CORP COM COM 674599105 194 9,200 Sole 9,200
ORACLE CORP COM COM 68389X105 633 17,043 Sole 17,043
OWENS CORNING COM COM 69073F103 120 3,500 Sole 3,500
P G & E CORP COM COM 69331C108 120 3,700 Sole 3,700
PPG INDS INC COM COM 693506107 242 4,100 Sole 4,100
PACCAR INC COM COM 693718108 53 1,000 Sole 1,000
PACIFICORP COM COM 695114108 219 11,900 Sole 11,900
PARKER HANNIFIN CORP COM COM 701094104 185 4,050 Sole 4,050
PENNEY J C INC COM COM 708160106 78 1,600 Sole 1,600
PEPSICO INC COM COM 713448108 766 19,800 Sole 19,800
PHARMACIA-UPJOHN INC COM COM 716941109 369 6,490 Sole 6,490
PFIZER INC COM COM 717081103 1,897 17,400 Sole 17,400
PHELPS DODGE CORP COM COM 717265102 235 3,800 Sole 3,800
PHILLIPS PETROLEUM CO COM COM 718507106 151 3,000 Sole 3,000
PIONEER HI BRED INTL COM COM 723686101 245 6,300 Sole 6,300
PITNEY BOWES INC COM COM 724479100 257 4,000 Sole 4,000
POLAROID CORP COM COM 731095105 105 3,800 Sole 3,800
PRAXAIR INC COM COM 74005P104 225 4,600 Sole 4,600
PROCTER & GAMBLE CO COM COM 742718109 1,535 17,200 Sole 17,200
PROVIDIAN FINL CORP COM 74406A102 1,119 12,000 Sole 12,000
PUB SVC ENTERPRISE GROUP INC COM COM 744573106 110 2,700 Sole 2,700
QUAKER OATS CO COM COM 747402105 199 3,000 Sole 3,000
RAYTHEON INC COM CL B 755111408 183 2,600 Sole 2,600
REEBOK INTL LTD COM COM 758110100 67 3,600 Sole 3,600
RELIANT ENERGY INC COM OLD C COM 75952J108 99 3,600 Sole 3,600
REPUBLIC N Y CORP COM 760719104 273 4,000 Sole 4,000
RITE AID CORP COM COM 767754104 167 6,800 Sole 6,800
ROCKWELL INTL CORP NEW COM 773903109 109 1,800 Sole 1,800
ROHM & HAAS CO COM COM 775371107 154 3,600 Sole 3,600
RUSSELL CORP COM COM 782352108 146 7,500 Sole 7,500
S B C COMMUNICATIONS INC COM COM 78387G103 1,393 24,016 Sole 24,016
SAFECO CORP COM COM 786429100 203 4,600 Sole 4,600
ST PAUL COS INC COM COM 792860108 212 6,658 Sole 6,658
SCHERING PLOUGH CORP COM COM 806605101 819 15,600 Sole 15,600
SCIENTIFIC ATLANTA INC COM COM 808655104 288 8,000 Sole 8,000
SEAGRAM LTD COM COM 811850106 242 4,800 Sole 4,800
SEARS ROEBUCK & CO COM COM 812387108 209 4,700 Sole 4,700
SEMPRA ENERGY COM COM 816851109 116 5,112 Sole 5,112
SILICON GRAPHICS INC COM COM 827056102 14 858 Sole 858
SOUTHERN CO COM COM 842587107 215 8,100 Sole 8,100
SPRINGS INDS INC COM CL A 851783100 131 3,000 Sole 3,000
SPRINT CORP COM COM FON 852061100 689 13,000 Sole 13,000
SPRINT CORP (PCS GROUP) PCS COM 852061506 185 3,250 Sole 3,250
SUN MICROSYSTEMS INC COM COM 866810104 1,157 16,800 Sole 16,800
SUNOCO INC COM CHG F COM 86764P109 166 5,500 Sole 5,500
TRW INC COM COM 872649108 384 7,000 Sole 7,000
TANDY CORP COM COM 875382103 391 8,000 Sole 8,000
TEKTRONIX INC COM COM 879131100 158 5,250 Sole 5,250
TELLABS INC COM COM 879664100 743 11,000 Sole 11,000
TEMPLE INLAND INC COM COM 879868107 89 1,300 Sole 1,300
TENET HEALTHCARE CORP COM CHG FROM COM 88033G100 265 14,300 Sole 14,300
TENNECO INC NEW COM 88037E101 38 1,600 Sole 1,600
TEXACO INC COM COM 881694103 412 6,600 Sole 6,600
TEXAS INSTRUMENTS INC COM COM 882508104 518 3,600 Sole 3,600
TEXTRON INC COM COM 883203101 214 2,600 Sole 2,600
TORCHMARK CORP COM COM 891027104 198 5,800 Sole 5,800
TOYS R US INC COM COM 892335100 66 3,200 Sole 3,200
TRANSAMERICA CORP COM COM 893485102 195 2,600 Sole 2,600
TRICON GLOBAL RESTAURANTS INC COM 895953107 107 1,980 Sole 1,980
TRIBUNE CO COM COM 896047107 279 3,200 Sole 3,200
TUPPERWARE CORP COM COM 899896104 255 10,000 Sole 10,000
TYCO INTL LTD COM COM 902124106 730 7,700 Sole 7,700
USX MARATHON GROUP COM NEW COM NEW 902905827 391 12,000 Sole 12,000
UST INC COM COM 902911106 82 2,800 Sole 2,800
US BANCORP COM COM 902973106 691 20,697 Sole 20,697
USX - US STEEL COM 90337T101 54 2,000 Sole 2,000
UNICOM CORP COM COM 904911104 177 4,600 Sole 4,600
UNION CARBIDE CORP COM COM 905581104 244 5,000 Sole 5,000
UNION PACIFIC CORP COM COM 907818108 134 2,300 Sole 2,300
UNION PACIFIC RESOURCES GROUP COM 907834105 32 1,946.99 Sole 1,946.99
U S WEST INC COM CHG F COM 91273H101 300 5,098 Sole 5,098
UNITED TECHNOLOGIES CORP COM COM 913017109 432 6,000 Sole 6,000
VIACOM INC CL B COM CL B 925524308 317 7,200 Sole 7,200
WAL MART STORES INC COM COM 931142103 2,856 59,200 Sole 59,200
WALGREEN CO COM COM 931422109 352 12,000 Sole 12,000
WARNER LAMBERT CO COM COM 934488107 581 8,400 Sole 8,400
WASHINGTON MUT INC COM COM 939322103 555 15,615 Sole 15,615
WASTE MGMT INC DEL COM 94106L109 257 4,785 Sole 4,785
WELLS FARGO CO NEW CHG F COM 949746101 1,123 26,260 Sole 26,260
WEYERHAEUSER CO COM COM 962166104 110 1,600 Sole 1,600
WILLAMETTE INDS INC NTS COM 969133107 221 4,800 Sole 4,800
XEROX CORP COM COM 984121103 461 7,800 Sole 7,800
METLIFE SEPARATE ACCOUNTS
AFLAC INC COM COM 001055102 3,016 63,000 Sole 63,000
AES CORP COM COM 00130H105 2,935 50,500 Sole 50,500
AMR CORP COM COM 001765106 3,153 46,200 Sole 46,200
A T & T CORP COM COM 001957109 54,140 970,037.86 Sole 970,037.86
ABBOTT LABS CORP DISC NTS COM 002824100 23,327 514,100 Sole 514,100
ADOBE SYSTEMS INC COM COM 00724F101 928 11,300 Sole 11,300
ADVANCED MICRO DEVICES INC COM COM 007903107 613 33,927 Sole 33,927
AETNA INC COM COM 008117103 4,503 50,350 Sole 50,350
AIR PRODS & CHEMS INC COM COM 009158106 2,536 63,000 Sole 63,000
AIRTOUCH COMMUNICATIONS INC COM COM 00949T100 1,363 12,657 Sole 12,657
ALBERTO CULVER CO CL B CONV CL B CON013068101 1,480 55,600 Sole 55,600
ALBERTSONS INC COM COM 013104104 5,285 102,495.36 Sole 102,495.36
ALCAN ALUMINIUM LTD COM COM 013716105 4,070 127,425 Sole 127,425
ALCOA INC COM 013817101 5,897 95,300 Sole 95,300
ALLEGHENY TELEDYNE INC COM COM 017415100 1,309 57,857 Sole 57,857
ALLERGAN INC COM COM 018490102 1,399 12,600 Sole 12,600
ALLIED SIGNAL CORP COM COM 019512102 11,825 187,700 Sole 187,700
ALLSTATE CORP COM COM 020002101 10,883 303,362.17 Sole 303,362.17
ALLTEL CORP COM COM 020039103 6,560 91,749 Sole 91,749
ALZA CORP CL A COM COM 022615108 946 18,600 Sole 18,600
AMERADA HESS CORP COM (REST COM 023551104 1,515 25,455 Sole 25,455
AMEREN CORP COM COM 023608102 3,120 81,300 Sole 81,300
AMERICA ONLINE INC COM 02364J104 37,741 343,100 Sole 343,100
AMER ELEC PWR CO INC COM COM 025537101 2,582 68,751 Sole 68,751
AMER EXPRESS CO COM COM 025816109 19,291 148,252 Sole 148,252
AMER GEN CORP COM COM 026351106 5,007 66,422 Sole 66,422
AMER GREETINGS CORP CL A CL A 026375105 1,702 56,500 Sole 56,500
AMER HOME PRODS CORP COM COM 026609107 24,620 429,100 Sole 429,100
AMER INTL GROUP INC COM COM 026874107 47,731 407,088.92 Sole 407,088.92
AMERITECH CORP COM COM 030954101 26,140 355,640 Sole 355,640
AMGEN INC COM COM 031162100 9,807 161,100 Sole 161,100
AMSOUTH BANCORPORATION COM 032165102 1,661 71,650 Sole 71,650
ANADARKO PETROLEUM CORP COM 032511107 1,340 36,400 Sole 36,400
ANDREW CORP COM COM 034425108 2,421 127,850 Sole 127,850
ANHEUSER BUSCH CO INC COM COM 035229103 11,428 161,100 Sole 161,100
AON CORP COM COM 037389103 2,687 65,150 Sole 65,150
APACHE CORP COM COM 037411105 803 20,600 Sole 20,600
APPLE COMPUTER INC COM COM 037833100 2,436 52,600 Sole 52,600
APPLIED MATERIALS INC COM COM 038222105 7,166 97,000 Sole 97,000
ARCHER DANIELS MIDLAND COM COM 039483102 2,860 185,279 Sole 185,279
ARMSTRONG WORLD INDS INC COM COM 042476101 630 10,900 Sole 10,900
ASARCO INC COM COM 043413103 124 6,581 Sole 6,581
ASHLAND INC COM 044204105 2,335 58,200 Sole 58,200
ASSOCIATES FIRST CAPITAL A COM CL A 046008108 10,821 245,228 Sole 245,228
ATLANTIC RICHFIELD CO COM COM 048825103 9,108 109,000 Sole 109,000
AUTODESK INC COM COM 052769106 1,117 37,800 Sole 37,800
AUTOMATIC DATA PROCESSING INC COM COM 053015103 6,675 151,700 Sole 151,700
AUTOZONE INC COM COM 053332102 2,964 98,400 Sole 98,400
AVERY DENNISON CORP COM FORME COM 053611109 1,210 20,038 Sole 20,038
AVON PRODS INC COM COM 054303102 3,718 67,000 Sole 67,000
BB&T CORP COM COM 054937107 3,746 102,100 Sole 102,100
BMC SOFTWARE INC COM COM 055921100 2,911 53,900 Sole 53,900
BAKER HUGHES INC COM COM 057224107 2,806 83,751 Sole 83,751
BALL CORP COM COM 058498106 241 5,700 Sole 5,700
BANK OF AMERICA CORP. OLD C COM 060505104 43,486 593,158 Sole 593,158
BANK OF NEW YORK INC COM COM 064057102 9,729 265,200 Sole 265,200
BANK ONE CORP COM 06423A103 24,069 404,096 Sole 404,096
BANKBOSTON CORP COM CHGED COM 06605R106 6,268 122,599.87 Sole 122,599.87
BARD C R INC COM COM 067383109 2,386 49,900 Sole 49,900
BARRICK GOLD CORP COM (PREV COM 067901108 2,893 149,300 Sole 149,300
BATTLE MOUNTAIN GOLD CO COM 071593107 196 80,400 Sole 80,400
BAUSCH & LOMB INC COM COM 071707103 819 10,700 Sole 10,700
BAXTER INTL COM COM 071813109 4,348 71,722 Sole 71,722
BEAR STEARNS COS INC COMMO COM 073902108 1,786 38,200 Sole 38,200
BECTON DICKINSON COM COM 075887109 1,863 62,100 Sole 62,100
BELL ATLANTIC CORP COM COM 077853109 33,302 509,392 Sole 509,392
BELLSOUTH CORP COM COM 079860102 30,056 651,624 Sole 651,624
BEMIS INC COM COM 081437105 1,355 34,100 Sole 34,100
BEST BUY COMPANY INC COM 086516101 2,775 41,113 Sole 41,113
BESTFOODS CHG F COM 08658U101 5,475 110,600 Sole 110,600
BETHLEHEM STL CORP COM COM 087509105 180 23,400 Sole 23,400
BIOMET INC COM COM 090613100 1,952 49,100 Sole 49,100
BLACK & DECKER CORP COM COM 091797100 1,271 20,135 Sole 20,135
BLOCK H & R INC COM COM 093671105 1,645 32,900 Sole 32,900
BOEING CO COM COM 097023105 15,446 351,055 Sole 351,055
BOISE CASCADE CORP NTS COM 097383103 433 10,100 Sole 10,100
BOSTON SCIENTIFIC CO COM 101137107 4,306 98,000 Sole 98,000
BRIGGS & STRATTON CORP COM COM 109043109 248 4,300 Sole 4,300
BRISTOL MYERS SQUIBB CO COM COM 110122108 46,973 666,880 Sole 666,880
BROWN FORMAN CORP CL B COM CL B 115637209 1,734 26,600 Sole 26,600
BROWNING FERRIS INDS INC COM COM 115885105 4,644 108,011 Sole 108,011
BRUNSWICK CORP COM COM 117043109 3,532 126,700 Sole 126,700
BURLINGTON NORTHERN SANTA FE COM COM 12189T104 5,427 175,062 Sole 175,062
BURLINGTON RESOURCES INC COM COM 122014103 1,928 44,584 Sole 44,584
CBS CORP COM CHG F COM 12490K107 10,416 239,100 Sole 239,100
CIGNA CORP COM COM 125509109 7,035 79,046 Sole 79,046
CMS ENERGY COM COM 125896100 884 21,100 Sole 21,100
C S X CORP COM COM 126408103 4,207 92,720 Sole 92,720
CVS CORP FROM COM 126650100 5,293 104,300 Sole 104,300
CABLETRON SYS INC COM COM 126920107 407 31,300 Sole 31,300
CAMPBELL SOUP CO COM COM 134429109 6,646 143,300 Sole 143,300
CAPITAL ONE FINANCIAL CORP COM COM 14040H105 2,879 51,700 Sole 51,700
CARDINAL HEALTH INC COM COM 14149Y108 4,168 65,000 Sole 65,000
CARNIVAL CORP COM 143658102 8,817 181,800 Sole 181,800
CAROLINA PWR & LT CO COM COM 144141108 1,443 33,700 Sole 33,700
CASE CORP COM COM 14743R103 866 18,000 Sole 18,000
CATERPILLAR INC COM COM 149123101 5,622 93,700 Sole 93,700
CENDANT CORP COM CHG F COM 151313103 5,360 261,453 Sole 261,453
CENTEX CORP COM COM 152312104 717 19,100 Sole 19,100
CENTRAL & SOUTHWEST CORP COM COM 152357109 2,997 128,200 Sole 128,200
CENTURYTEL INC COM 156700106 1,000 25,150 Sole 25,150
CERIDIAN CORP COM COM 15677T106 820 25,100 Sole 25,100
CHAMPION INTL CORP COM COM 158525105 1,292 26,985 Sole 26,985
CHASE MANHATTAN CORP (NEW) COM 16161A108 25,110 290,294 Sole 290,294
CHEVRON CORP COM COM 166751107 20,705 217,800 Sole 217,800
CHUBB CORP COM COM 171232101 3,732 53,700 Sole 53,700
CINCINNATI FINANCIAL CORP COM COM 172062101 1,630 43,400 Sole 43,400
CINERGY CORP COM COM 172474108 1,360 42,503 Sole 42,503
CIRCUIT CITY STORES INC COM CIRCT CI172737108 1,730 18,600 Sole 18,600
CISCO SYS INC COM COM 17275R102 67,678 1,050,298 Sole 1,050,298
CITIGROUP INC COM CHG F COM 172967101 54,7741,153,140.5 Sole 1,153,140.5
CLEAR CHANNEL COMM INC COM COM 184502102 5,742 83,300 Sole 83,300
CLOROX CO COM COM 189054109 3,132 29,324 Sole 29,324
COASTAL CORP COM COM 190441105 2,268 56,336 Sole 56,336
COCA COLA CO COM COM 191216100 49,755 802,500 Sole 802,500
COCA COLA ENTERPRISES INC COM COM 191219104 3,055 102,700 Sole 102,700
COLGATE PALMOLIVE COM COM 194162103 9,899 100,500 Sole 100,500
COLUMBIA ENERGY GROUP COM COM 197648108 1,461 23,300 Sole 23,300
COLUMBIA HCA HEALTHCARE COM COM 197677107 3,542 155,258 Sole 155,258
COMCAST CORP CL A SPL COM CL A SPL200300200 7,830 203,700 Sole 203,700
COMERICA INC COM COM 200340107 3,305 55,600 Sole 55,600
COMPAQ COMPUTER CORP COM COM 204493100 13,915 587,443 Sole 587,443
COMPUTER ASSOC INTL INC COM COM 204912109 8,357 152,637 Sole 152,637
COMPUTER SCIENCES CORP COM COM 205363104 3,003 43,400 Sole 43,400
COMPUWARE CORP COM 205638109 2,873 90,300 Sole 90,300
CONAGRA INC COM COM 205887102 5,168 194,100 Sole 194,100
CONSECO INC. COM 208464107 2,318 76,149 Sole 76,149
CONSOLIDATED EDISON COM 209115104 4,077 90,100 Sole 90,100
CONSOLIDATED NATRL GAS CO COM COM 209615103 1,620 26,674 Sole 26,674
CONSOLIDATED STORES CORP COMMO COM 210149100 543 20,100 Sole 20,100
CONSTELLATION ENERGY GROUP INC OLD C COM 210371100 2,336 78,852 Sole 78,852
COOPER INDS INC COM COM 216669101 1,380 26,537 Sole 26,537
COOPER TIRE & RUBBER CO COM COM 216831107 1,100 46,564 Sole 46,564
COORS ADOLPH CO CL B COM CL B 217016104 337 6,800 Sole 6,800
CORNING INC COM COM 219350105 4,439 63,300 Sole 63,300
COSTCO COMPANIES INC COM CHG 7 COM 22160Q102 4,649 58,064 Sole 58,064
COUNTRYWIDE CRED INDS COM 222372104 2,846 66,574 Sole 66,574
CRANE CO COM COM 224399105 385 12,250 Sole 12,250
CROWN CORK & SEAL INC COM COM 228255105 864 30,300 Sole 30,300
CUMMINS ENGINE INC COM COM 231021106 446 7,800 Sole 7,800
CYPRUS AMAX MINERALS CO COM CHG F COM 232809103 238 15,597 Sole 15,597
D T E ENERGY CO COM COM 233331107 4,010 98,414 Sole 98,414
DANA CORP COM COM 235811106 2,094 45,454 Sole 45,454
DANAHER CORP COM COM 235851102 1,866 32,100 Sole 32,100
DARDEN RESTAURANTS INC NTS COM 237194105 523 24,000 Sole 24,000
DATA GEN CORP COM 237688106 122 8,400 Sole 8,400
DAYTON HUDSON CORP COM COM 239753106 8,275 127,300 Sole 127,300
DEERE & CO COM COM 244199105 4,456 113,700 Sole 113,700
DELL COMPUTER CORP COM COM 247025109 31,709 857,000 Sole 857,000
DELPHI AUTO SYSTEMS COM COM 247126105 3,346 180,865.85 Sole 180,865.85
DELTA AIRLINES INC COM COM 247361108 4,315 74,882 Sole 74,882
DELUXE CORP COM COM 248019101 3,477 89,597 Sole 89,597
DILLARDS INC-CL A COM CL A 254067101 3,404 96,898 Sole 96,898
WALT DISNEY CO COM COM 254687106 20,962 680,315 Sole 680,315
DOLLAR GENERAL COM 256669102 1,097 37,818.25 Sole 37,818.25
DOMINION RESOURCES INC COM COM 257470104 2,114 48,800 Sole 48,800
DONNELLEY R R & SONS CO COM COM 257867101 1,805 48,711 Sole 48,711
DOVER CORP COM COM 260003108 1,936 55,308 Sole 55,308
DOW CHEM CO COM COM 260543103 9,833 77,500 Sole 77,500
DOW JONES & CO INC COM COM 260561105 886 16,691 Sole 16,691
DU PONT EI DE NEMOURS CO COM COM 263534109 25,822 378,000 Sole 378,000
DUKE ENERGY CORP COM COM 264399106 6,011 110,422 Sole 110,422
DUN & BRADSTREET CORP NEW COM 26483B106 2,815 79,434 Sole 79,434
EG & G INC COM COM 268457108 3,666 102,900 Sole 102,900
EMC CORP CN COM 268648102 18,546 337,200 Sole 337,200
EASTERN ENTERPRISES COM COM 27637F100 1,340 33,700 Sole 33,700
EASTMAN CHEM CO COM COM 277432100 761 14,696 Sole 14,696
EASTMAN KODAK CO COM COM 277461109 7,776 114,775 Sole 114,775
EATON CORP COM COM 278058102 1,786 19,409 Sole 19,409
ECOLAB INC COM COM 278865100 1,389 31,834 Sole 31,834
EDISON INTL COM COM 281020107 2,621 97,970 Sole 97,970
ELECTRONIC DATA SYS CORP COM COM 285661104 9,105 160,800 Sole 160,800
EMERSON ELEC CO COM COM 291011104 9,283 147,500 Sole 147,500
ENGELHARD CORP COM COM 292845104 1,884 83,260 Sole 83,260
ENRON CORP COM COM 293561106 9,491 116,100 Sole 116,100
ENTERGY CORP COM COM 29364G103 4,069 130,200 Sole 130,200
EQUIFAX INC COM COM 294429105 881 24,700 Sole 24,700
EXXON CORP COM COM 302290101 63,065 817,700 Sole 817,700
FMC CORP COM COM NEW 302491303 2,555 37,400 Sole 37,400
F P L GROUP INC COM COM 302571104 2,551 46,700 Sole 46,700
FDX CORP COM CHG F COM 31304N107 4,183 77,108 Sole 77,108
FHLMC COM COM 313400301 13,004 224,200 Sole 224,200
FNMA COM COM 313586109 23,812 348,900 Sole 348,900
FEDERATED DEPT STORES INC COM (CHAN COM 31410H101 5,214 98,500 Sole 98,500
FIFTH THIRD BANCORP COM COM 316773100 4,438 66,675 Sole 66,675
FIRST DATA CORP COM COM 319963104 5,667 115,800 Sole 115,800
FIRST UNION CORP COM COM 337358105 14,693 311,791 Sole 311,791
FIRSTAR CORP COM COM 33763V109 4,603 164,400 Sole 164,400
FIRST ENERGY CORP COM COM 337932107 1,764 56,900 Sole 56,900
FLEET FINL GROUP INC COM COM 338915101 9,345 210,598 Sole 210,598
FLEETWOOD ENTERPRISES INC COM COM 339099103 1,089 41,200 Sole 41,200
FLORIDA PROGRESS CORP COM 341109106 620 15,000 Sole 15,000
FLOUR CORP COM COM 343861100 712 17,580 Sole 17,580
FORD MTR CO DEL COM COM 345370100 23,958 424,500 Sole 424,500
FORT JAMES CORP COM 347471104 4,330 114,336 Sole 114,336
FORTUNE BRANDS INC COM CHG F COM 349631101 2,014 48,687 Sole 48,687
FOSTER WHEELER CORP COM COM 350244109 90 6,400 Sole 6,400
FRANKLIN RESOURCES INC COM 354613101 2,429 59,800 Sole 59,800
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 649 36,200 Sole 36,200
FRONTIER CORP COM COM 35906P105 2,439 41,600 Sole 41,600
G P U INC COM COM 36225X100 3,750 88,900 Sole 88,900
G T E CORP COM COM 362320103 24,968 330,700 Sole 330,700
GANNETT CO INC COM COM 364730101 5,168 72,400 Sole 72,400
GAP INC COM COM 364760108 14,367 285,200 Sole 285,200
GATEWAY INC FKA # COM 367626108 3,284 55,600 Sole 55,600
GEN DYNAMICS CORP COM COM 369550108 2,211 32,100 Sole 32,100
GEN ELEC CO COM COM 369604103 120,182 1,063,560 Sole 1,063,560
GENERAL INSTRUMENT CORP COM CHG F COM 370120107 1,555 36,600 Sole 36,600
GEN MILLS INC COM COM 370334104 5,112 63,600 Sole 63,600
GEN MTRS CORP COM COM 370442105 15,189 230,138 Sole 230,138
GENUINE PARTS CO COM COM 372460105 1,155 32,989 Sole 32,989
GEORGIA-PAC (GEORGIA-PAC GP) COM GA P373298108 1,947 41,100 Sole 41,100
GILLETTE CO COM COM 375766102 15,227 371,400 Sole 371,400
GOLDEN WEST FINL CORP DEL COM COM 381317106 3,058 31,200 Sole 31,200
GOODRICH B F CO COM COM 382388106 2,831 66,600 Sole 66,600
GOODYEAR TIRE & RUBBER CO COM COM 382550101 3,678 62,532 Sole 62,532
W.R. GRACE & CO - W/I COM 38388F108 235 12,343 Sole 12,343
GRAINGER W W INC COM COM 384802104 1,225 22,766 Sole 22,766
GREAT ATLANTIC & PACIFIC TEA INC C COM 390064103 233 6,900 Sole 6,900
GREAT LAKES CHEMICAL CORP COM COM 390568103 608 13,200 Sole 13,200
GUIDANT CORP COM COM 401698105 3,937 77,000 Sole 77,000
HCR MANOR CARE COM 404134108 441 18,239 Sole 18,239
HALLIBURTON CO COM COM 406216101 5,173 114,323.2 Sole 114,323.2
HARCOURT GEN INC COM COM 41163G101 1,028 19,946 Sole 19,946
HARRAHS ENTERTAINMENT INC COM COM 413619107 1,503 68,146 Sole 68,146
HARRIS CORP DEL COM COM 413875105 3,523 89,906 Sole 89,906
HARTFORD FINL SVCS GRP CHGED COM 416515104 5,936 101,800 Sole 101,800
HASBRO INC COM COM 418056107 1,298 46,458 Sole 46,458
HEALTHSOUTH CORP COM COM 421924101 1,412 94,900 Sole 94,900
H J HEINZ CO COM COM 423074103 4,501 89,800 Sole 89,800
HELMERICH & PAYNE INC COM COM 423452101 350 14,808 Sole 14,808
HERCULES INC COM COM 427056106 853 21,700 Sole 21,700
HERSHEY FOODS CORP COM COM 427866108 2,957 49,800 Sole 49,800
HEWLETT PACKARD CO COM COM 428236103 34,361 341,900 Sole 341,900
HILTON HOTELS CORP COM COM 432848109 894 63,007 Sole 63,007
HOME DEPOT INC COM COM 437076102 30,889 479,366 Sole 479,366
HOMESTAKE MNG CO COM COM 437614100 697 85,100 Sole 85,100
HONEYWELL INC COM COM 438506107 4,971 42,900 Sole 42,900
HOUSEHOLD INTL INC COM COM 441815107 6,215 131,196 Sole 131,196
HUMANA INC COM 444859102 391 30,200 Sole 30,200
HUNTINGTON BANCSHARES COM 446150104 1,884 53,830 Sole 53,830
IMS HEALTH INC COM COM 449934108 2,458 78,668 Sole 78,668
ITT IND INC COM CHG F COM 450911102 804 21,100 Sole 21,100
IKON OFFICE SOLUTIONS INC COM COM 451713101 412 27,484 Sole 27,484
ILLINOIS TOOL WKS INC COM COM 452308109 5,109 62,500 Sole 62,500
INCO LTD COM COM 453258402 725 40,286 Sole 40,286
INGERSOLL RAND COM COM 456866102 2,602 40,263 Sole 40,263
INTEL CORP COM COM 458140100 64,402 1,082,380 Sole 1,082,380
IBM CORP COM COM 459200101 78,132 604,500 Sole 604,500
INTL FLAVORS & FRAGRANCES INC COM COM 459506101 858 19,500 Sole 19,500
INTL PAPER COM COM 460146103 4,879 97,093 Sole 97,093
INTERPUBLIC GROUP COS INC COM COM 460690100 2,985 34,459 Sole 34,459
JEFFERSON PILOT CORP COM COM 475070108 1,862 28,125 Sole 28,125
JOHNSON & JOHNSON COM COM 478160104 43,914 448,100 Sole 448,100
JOHNSON CONTROLS INC COM COM 478366107 1,617 23,334 Sole 23,334
JOSTENS INC COM COM 481088102 112 5,300 Sole 5,300
KLA-TENCOR CORPORATION COM COM 482480100 1,046 16,120 Sole 16,120
K MART CORP COM COM 482584109 4,481 271,550 Sole 271,550
KANSAS CITY SOUTHERN INDS COM COM 485170104 1,232 19,300 Sole 19,300
KAUFMAN & BROAD HOME CORP COM COM 486168107 187 7,500 Sole 7,500
KELLOGG CO COM COM 487836108 3,442 104,300 Sole 104,300
KERR MCGEE CORP COM COM 492386107 1,171 23,336.2 Sole 23,336.2
KEYCORP COM COM 493267108 5,933 184,674 Sole 184,674
KIMBERLY CLARK CORP COM COM 494368103 10,353 181,625.2 Sole 181,625.2
KING WORLD PRODUCTIONS INC COM COM 495667107 3,067 88,100 Sole 88,100
KNIGHT RIDDER INC COM COM 499040103 4,295 77,996 Sole 77,996
KOHLS CORP COM COM 500255104 3,298 42,900 Sole 42,900
KROGER CO COM COM 501044101 5,559 198,972 Sole 198,972
LSI LOGIC CORP COM COM 502161102 1,227 26,600 Sole 26,600
LAIDLAW INC COM CHGED COM 50730K503 2,068 280,400 Sole 280,400
LEHMAN BROTHER COMMO COM 524908100 3,901 62,800 Sole 62,800
ELI LILLY COM COM 532457108 26,573 371,000 Sole 371,000
LIMITED INC COM COM 532716107 5,740 126,500 Sole 126,500
LINCOLN NATL CORP IND COM COM 534187109 2,856 54,600 Sole 54,600
LIZ CLAIBORNE INC COM COM 539320101 807 22,100 Sole 22,100
LOCKHEED MARTIN CORP COM COM 539830109 5,666 152,104 Sole 152,104
LOEWS CORP COM COM 540424108 3,284 41,500 Sole 41,500
LONGS DRUG STORES CORP COM COM 543162101 2,413 69,828 Sole 69,828
LOUISIANA PAC CORP COM COM 546347105 456 19,100 Sole 19,100
LOWES COS INC COM COM 548661107 5,397 95,200 Sole 95,200
LUCENT TECHNOLOGIES INC COM 549463107 61,768 915,934.02 Sole 915,934.02
MBIA INC COM 55262C100 2,843 43,900 Sole 43,900
MBNA CORP COM COM 55262L100 5,926 193,492 Sole 193,492
MCI WORLDCOM INC COM CHG F COM 55268B106 52,017 604,414 Sole 604,414
MGIC INVT CORP WIS COM 552848103 3,841 79,000 Sole 79,000
MALLINCKRODT INC COM CHGED COM 561232109 476 13,085 Sole 13,085
MARSH & MCLENNAN COS INC COM COM 571748102 5,010 66,200 Sole 66,200
MARRIOTT INTL CL A COM CL A 571903202 2,321 62,100 Sole 62,100
MASCO CORP COM COM 574599106 2,589 89,664 Sole 89,664
MATTEL INC COM COM 577081102 2,163 82,796.75 Sole 82,796.75
MAY DEPT STORES CO COM COM 577778103 6,526 159,649.5 Sole 159,649.5
MAYTAG CORP COM COM 578592107 1,536 21,995 Sole 21,995
MCDERMOTT INTL INC COM COM 580037109 2,320 82,128 Sole 82,128
MCDONALDS CORP COM COM 580135101 19,565 475,744 Sole 475,744
MCGRAW-HILL INC COM COM 580645109 2,810 52,100 Sole 52,100
MCKESSON HBOC INC COM COM 58155Q103 2,179 67,692 Sole 67,692
MEAD CORP COM COM 582834107 1,732 41,494 Sole 41,494
MEDIAONE GROUP INC COM CHG F COM 58440J104 15,848 213,088 Sole 213,088
MEDTRONIC INC COM COM 585055106 13,901 178,500 Sole 178,500
MELLON BANK CORP COM COM 585509102 4,852 133,376 Sole 133,376
MERCANTILE BANCORP COM COM 587342106 3,719 65,100 Sole 65,100
MERCK & CO INC COM COM 589331107 56,360 765,500 Sole 765,500
MEREDITH CORP COM COM 589433101 308 8,900 Sole 8,900
MERRILL LYNCH & CO INC COM COM 590188108 8,522 107,200 Sole 107,200
MICROSOFT CORP COM COM 594918104 147,925 1,640,200 Sole 1,640,200
MICRON TECHNOLOGY INC COM COM 595112103 2,473 61,074 Sole 61,074
MILACRON INC COM 598709103 2,170 117,300 Sole 117,300
MILLIPORE CORP COM COM 601073109 454 11,200 Sole 11,200
MINNESOTA MNG & MFG CO COM COM 604059105 12,171 140,000 Sole 140,000
MIRAGE RESORTS INC COM COM 60462E104 905 54,000 Sole 54,000
MOBIL CORP COM COM 607059102 26,090 264,200 Sole 264,200
MONSANTO CO COM COM 611662107 8,102 204,800 Sole 204,800
MORGAN J P & CO INC COM COM 616880100 7,262 51,690 Sole 51,690
MORGAN ST DEAN WITTER DISCOV COM NEW 617446448 21,711 211,557 Sole 211,557
MOTOROLA INC COM COM 620076109 19,424 205,000 Sole 205,000
NABISCO GROUP HOLDINGS CHG F COM 62952P102 1,626 83,100 Sole 83,100
NACCO INDS INC CL A COM CL A 629579103 1,654 22,500 Sole 22,500
NALCO CHEM CO COM COM 629853102 1,063 20,500 Sole 20,500
NATL CITY CORP COM COM 635405103 6,380 97,400 Sole 97,400
NATL SEMICONDUCTOR CORP COM COM 637640103 764 30,200 Sole 30,200
NATL SVCS INDS INC COM COM 637657107 1,958 54,400 Sole 54,400
NAVISTAR INTL CORP COM COM 63934E108 610 12,200 Sole 12,200
NETWORK APPLIANCE INC COM 64120L104 386 6,900 Sole 6,900
NEW CENTURY ENERGIES INC COM 64352U103 2,053 52,900 Sole 52,900
NEW YORK TIMES CO CL A CL A 650111107 2,054 55,800 Sole 55,800
NEWELL RUBBERMAID INC COM CHG F COM 651229106 3,221 69,454 Sole 69,454
NEWMONT MINING CORP COM COM 651639106 694 34,900 Sole 34,900
NEXTEL COMMUNICATIONS INC COM CL A 65332V103 3,724 74,200 Sole 74,200
NIAGARA MOHAWK HLDGS INC COM OLD C COM 653520106 1,092 68,000 Sole 68,000
NICOR INC COM COM 654086107 514 13,500 Sole 13,500
NIKE INC CL B COM CL B 654106103 4,664 73,600 Sole 73,600
NORDSTROM INC COM COM 655664100 878 26,202 Sole 26,202
NORFOLK SOUTHERN CORP COM COM 655844108 2,975 98,740 Sole 98,740
NORTEL NETWORKS CORP. OLD C COM 656569100 18,500 213,100 Sole 213,100
NORTHERN STATES PWR CO (MINN) COM COM 665772109 1,042 43,100 Sole 43,100
NORTHERN TRUST CORP COM COM 665859104 2,832 29,200 Sole 29,200
NORTHROP GRUMMAN CORP COM COM 666807102 2,115 31,900 Sole 31,900
NOVELL INC COM COM 670006105 2,242 84,600 Sole 84,600
NUCOR CORP COM COM 670346105 1,195 25,200 Sole 25,200
OCCIDENTAL PETROLEUM CORP COM COM 674599105 1,935 91,600 Sole 91,600
OFFICE DEPOT INC COM 676220106 783 35,500 Sole 35,500
OMNICOM GROUP INC COMMO COM 681919106 3,536 44,200 Sole 44,200
ONEOK INC COM COM 682680103 1,403 44,190.74 Sole 44,190.74
ORACLE CORP COM COM 68389X105 17,949 483,462 Sole 483,462
OWENS CORNING COM COM 69073F103 392 11,400 Sole 11,400
OWENS-ILLINOIS INC COM NEW 690768403 1,406 43,000 Sole 43,000
P E C O ENERGY CO COM COM 693304107 2,353 56,200 Sole 56,200
P G & E CORP COM COM 69331C108 3,237 99,800 Sole 99,800
PE CORP- PE BIOSYSTEMS GROUP CHG F COM PE B69332S102 780 6,800 Sole 6,800
PNC FINL CORP COM COM 693475105 7,026 121,932 Sole 121,932
P P & L RESOURCES INC COM COM 693499105 2,091 68,000 Sole 68,000
PPG INDS INC COM COM 693506107 4,867 82,400 Sole 82,400
PACCAR INC COM COM 693718108 1,152 21,584 Sole 21,584
PACIFICORP COM COM 695114108 1,382 75,200 Sole 75,200
PAINE WEBBER GROUP COM COM 695629105 2,281 48,800 Sole 48,800
PALL CORP COM COM 696429307 488 21,994 Sole 21,994
PARAMETRIC TECHNOLOGY CORP COM (REST COM 699173100 899 64,800 Sole 64,800
PARKER HANNIFIN CORP COM COM 701094104 1,334 29,149 Sole 29,149
PAYCHEX INC COM 704326107 1,989 62,400 Sole 62,400
PENNEY J C INC COM COM 708160106 5,405 111,300 Sole 111,300
PEOPLES ENERGY CORP COM COM 711030106 543 14,400 Sole 14,400
PEOPLESOFT INC COM 712713106 2,053 119,000 Sole 119,000
PEP BOYS MANNY MOE & JACK COM COM 713278109 412 19,600 Sole 19,600
PEPSICO INC COM COM 713448108 19,479 503,500 Sole 503,500
PHARMACIA-UPJOHN INC COM COM 716941109 9,864 173,634 Sole 173,634
PFIZER INC COM COM 717081103 45,922 421,300 Sole 421,300
PHELPS DODGE CORP COM COM 717265102 1,911 30,862 Sole 30,862
PHILIP MORRIS CO COM COM 718154107 31,414 781,700 Sole 781,700
PHILLIPS PETROLEUM CO COM COM 718507106 3,280 65,200 Sole 65,200
PIONEER HI BRED INTL COM COM 723686101 1,717 44,100 Sole 44,100
PITNEY BOWES INC COM COM 724479100 4,523 70,400 Sole 70,400
PLACER DOME INC COM COM 725906101 843 71,724 Sole 71,724
POLAROID CORP COM COM 731095105 209 7,600 Sole 7,600
POTLATCH CORP COM COM 737628107 333 7,586 Sole 7,586
PRAXAIR INC COM COM 74005P104 2,060 42,087 Sole 42,087
PROCTER & GAMBLE CO COM COM 742718109 38,756 434,244 Sole 434,244
PROGRESSIVE CORP COM COM 743315103 2,842 19,600 Sole 19,600
PROVIDENT COMPANIES INC COM COM 743862104 1,040 26,000 Sole 26,000
PROVIDIAN FINL CORP COM 74406A102 3,252 34,872 Sole 34,872
PUB SVC ENTERPRISE GROUP INC COM COM 744573106 5,801 142,139 Sole 142,139
PULTE CORP COM CHG F COM 745867101 2,373 102,900 Sole 102,900
QUAKER OATS CO COM COM 747402105 2,068 31,149 Sole 31,149
RALSTON PURINA CORP COM CHG F COM RAL-751277302 4,544 149,300 Sole 149,300
RAYCHEM CORP COM COM 754603108 688 18,600 Sole 18,600
RAYTHEON INC COM CL B 755111408 6,042 85,700 Sole 85,700
REEBOK INTL LTD COM COM 758110100 179 9,600 Sole 9,600
REGIONS FINANCIAL CORP COM 758940100 3,221 83,800 Sole 83,800
RELIANT ENERGY INC COM OLD C COM 75952J108 2,170 78,544 Sole 78,544
REPUBLIC N Y CORP COM 760719104 1,364 20,000 Sole 20,000
REYNOLDS METALS CO COM COM 761763101 1,121 19,000 Sole 19,000
RITE AID CORP COM COM 767754104 1,697 68,900 Sole 68,900
ROCKWELL INTL CORP NEW COM 773903109 2,880 47,400 Sole 47,400
ROHM & HAAS CO COM COM 775371107 2,802 65,350.44 Sole 65,350.44
ROWAN COS INC COM COM 779382100 2,152 117,900 Sole 117,900
ROYAL DUTCH PETE CO NEW NY REG G780257804 43,163 716,400 Sole 716,400
RUSSELL CORP COM COM 782352108 103 5,287 Sole 5,287
RYDER SYS INC COM COM 783549108 626 24,300 Sole 24,300
S B C COMMUNICATIONS INC COM COM 78387G103 36,785 634,224 Sole 634,224
SLM HOLDING CORP COM COM 78442A109 2,327 50,800 Sole 50,800
SAFECO CORP COM COM 786429100 1,343 30,440 Sole 30,440
SAFEWAY INC COM COM NEW 786514208 5,841 118,000 Sole 118,000
ST JUDE MED INC COM COM 790849103 1,977 55,500 Sole 55,500
ST PAUL COS INC COM COM 792860108 1,935 60,814 Sole 60,814
SARA LEE CORP (CONS FOODS CORP) COM 803111103 7,053 310,900 Sole 310,900
SCHERING PLOUGH CORP COM COM 806605101 25,909 493,500 Sole 493,500
SCHLUMBERGER LTD COM COM 806857108 12,456 195,578 Sole 195,578
SCHWAB CHARLES CORP NEW COM 808513105 14,407 132,175 Sole 132,175
SCIENTIFIC ATLANTA INC COM COM 808655104 490 13,600 Sole 13,600
SEAGATE TECHNOLOGY INC COM COM 811804103 1,509 58,900 Sole 58,900
SEAGRAM LTD COM COM 811850106 6,468 128,400 Sole 128,400
SEALED AIR CORP COM 81211K100 949 14,626 Sole 14,626
SEARS ROEBUCK & CO COM COM 812387108 6,341 142,300 Sole 142,300
SEMPRA ENERGY COM COM 816851109 1,357 59,969 Sole 59,969
SERVICE CORP INTL COM COM 817565104 2,931 152,250 Sole 152,250
SHARED MED SYS CORP COM COM 819486101 1,194 18,300 Sole 18,300
SHERWIN WILLIAMS CO COM COM 824348106 1,118 40,300 Sole 40,300
SIGMA ALDRICH CORP COM COM 826552101 1,061 30,800 Sole 30,800
SILICON GRAPHICS INC COM COM 827056102 666 40,682 Sole 40,682
SNAP ON TOOLS CORP COM COM 833034101 547 15,105 Sole 15,105
SOLECTRON CORP COM 834182107 4,075 61,100 Sole 61,100
SONAT INC COM COM 835415100 865 26,100 Sole 26,100
SOUTHERN CO COM COM 842587107 4,814 181,650 Sole 181,650
SOUTHTRUST CORP COM 844730101 2,629 68,500 Sole 68,500
SOUTHWEST AIRLINES COM COM 844741108 2,828 90,850 Sole 90,850
SPRINGS INDS INC COM CL A 851783100 127 2,900 Sole 2,900
SPRINT CORP COM COM FON 852061100 16,123 304,200 Sole 304,200
SPRINT CORP (PCS GROUP) PCS COM 852061506 6,219 109,100 Sole 109,100
STANLEY WKS COM COM 854616109 904 28,100 Sole 28,100
STAPLES INC COM COM 855030102 3,468 112,100 Sole 112,100
STATE STREET CORP COM 857477103 3,560 41,700 Sole 41,700
SUMMIT BANCORP COM COM 866005101 3,985 95,300 Sole 95,300
SUN MICROSYSTEMS INC COM COM 866810104 17,308 251,300 Sole 251,300
SUNOCO INC COM CHG F COM 86764P109 2,219 73,500 Sole 73,500
SUNTRUST BANKS INC COM COM 867914103 7,423 106,900 Sole 106,900
SUPER VALU INC COM COM 868536103 2,471 95,500 Sole 95,500
SYNOVUS FINANCIAL CORP COM COM 87161C105 1,323 66,550 Sole 66,550
SYSCO CORP COM COM 871829107 2,446 82,034 Sole 82,034
TJX COS INC COM CHG F COM 872540109 3,771 113,200 Sole 113,200
TRW INC COM COM 872649108 2,911 53,040 Sole 53,040
TANDY CORP COM COM 875382103 2,441 49,936 Sole 49,936
TEKTRONIX INC COM COM 879131100 231 7,650 Sole 7,650
TELLABS INC COM COM 879664100 6,499 96,200 Sole 96,200
TEMPLE INLAND INC COM COM 879868107 940 13,700 Sole 13,700
TENET HEALTHCARE CORP COM CHG FROM COM 88033G100 3,262 175,733 Sole 175,733
TENNECO INC NEW COM 88037E101 1,133 47,465 Sole 47,465
TEXACO INC COM COM 881694103 11,082 177,673.65 Sole 177,673.65
TEXAS INSTRUMENTS INC COM COM 882508104 19,958 138,600 Sole 138,600
TEXAS UTILS CO COM COM 882848104 2,932 70,766 Sole 70,766
TEXTRON INC COM COM 883203101 3,342 40,600 Sole 40,600
THERMO ELECTRON CORP COM COM 883556102 3,168 157,900 Sole 157,900
THOMAS & BETTS CORP COM COM 884315102 1,148 24,300 Sole 24,300
3 COM CORP COM 885535104 3,392 127,100 Sole 127,100
TIME WARNER INC COM COM 887315109 29,580 407,304 Sole 407,304
TIMES MIRROR CO NEW SERS A COM COM SER 887364107 1,267 21,376 Sole 21,376
TIMKEN CO COM COM 887389104 1,819 93,300 Sole 93,300
TORCHMARK CORP COM COM 891027104 3,604 105,600 Sole 105,600
TOYS R US INC COM COM 892335100 1,220 58,987 Sole 58,987
TRANSAMERICA CORP COM COM 893485102 5,122 68,300 Sole 68,300
TRICON GLOBAL RESTAURANTS INC COM 895953107 1,921 35,498 Sole 35,498
TRIBUNE CO COM COM 896047107 3,833 44,000 Sole 44,000
TUPPERWARE CORP COM COM 899896104 444 17,400 Sole 17,400
TYCO INTL LTD COM COM 902124106 24,060 253,932.46 Sole 253,932.46
USX MARATHON GROUP COM NEW COM NEW 902905827 2,565 78,770 Sole 78,770
UST INC COM COM 902911106 2,450 83,600 Sole 83,600
US BANCORP COM COM 902973106 8,731 261,590 Sole 261,590
UNUM CORP COM COM 903192102 2,067 37,760 Sole 37,760
USX - US STEEL COM 90337T101 594 22,009.48 Sole 22,009.48
UNILEVER NV NY SHARES N Y SHS 904784709 12,697 182,028.71 Sole 182,028.71
UNICOM CORP COM COM 904911104 2,045 53,035 Sole 53,035
UNION CARBIDE CORP COM COM 905581104 3,709 76,087 Sole 76,087
UNION PACIFIC CORP COM COM 907818108 3,776 64,760 Sole 64,760
UNION PACIFIC RESOURCES GROUP COM 907834105 934 57,228 Sole 57,228
UNION PLANTERS CORP COM COM 908068109 1,157 25,900 Sole 25,900
UNISYS CORP COM COM 909214108 2,589 66,500 Sole 66,500
UNITED HEALTHCARE CORP COM COM 910581107 2,900 46,300 Sole 46,300
USAIR GROUP INC COM COM 911905107 2,265 52,000 Sole 52,000
U S WEST INC COM CHG F COM 91273H101 9,636 164,020 Sole 164,020
UNITED TECHNOLOGIES CORP COM COM 913017109 11,621 161,400 Sole 161,400
UNOCAL CORP COM COM 915289102 2,500 63,080 Sole 63,080
V F CORP COM COM 918204108 1,475 34,500 Sole 34,500
VIACOM INC CL B COM CL B 925524308 10,182 231,418 Sole 231,418
VODAFONE AIRTOUCH PUBLIC LTD SPONSORE92857T107 4,828 24,506 Sole 24,506
WACHOVIA CORP NEW COM COM 929771103 5,382 62,900 Sole 62,900
WAL MART STORES INC COM COM 931142103 70,156 1,454,000 Sole 1,454,000
WALGREEN CO COM COM 931422109 9,929 338,000 Sole 338,000
WARNER LAMBERT CO COM COM 934488107 19,051 275,600 Sole 275,600
WASHINGTON MUT INC COM COM 939322103 6,341 178,320 Sole 178,320
WASTE MGMT INC DEL COM 94106L109 10,484 195,058 Sole 195,058
WATSON PHARMACEUTICALS INC COM COM 942683103 1,399 39,900 Sole 39,900
WELLPOINT HEALTH NETWORK COM COM 94973H108 1,918 22,600 Sole 22,600
WELLS FARGO CO NEW CHG F COM 949746101 22,637 529,520 Sole 529,520
WENDYS INTL INC COM COM 950590109 630 22,100 Sole 22,100
WESTVACO CORP COM COM 961548104 2,680 92,400 Sole 92,400
WEYERHAEUSER CO COM COM 962166104 3,468 50,450 Sole 50,450
WHIRLPOOL CORP COM COM 963320106 4,370 59,056 Sole 59,056
WILLAMETTE INDS INC NTS COM 969133107 958 20,800 Sole 20,800
WILLIAMS COS INC COM COM 969457100 4,695 110,300 Sole 110,300
WINN DIXIE STORES INC COM COM 974280109 1,450 39,250 Sole 39,250
WORTHINGTON IND INC COM COM 981811102 373 22,700 Sole 22,700
WRIGLEY WM JR CO COM COM 982526105 2,497 28,000 Sole 28,000
XEROX CORP COM COM 984121103 13,744 232,700 Sole 232,700
FRUIT OF THE LOOM INC CL A CUSIP ORD CL AG3682L105 1,462 149,900 Sole 149,900
METROPOLITAN GROUP P. & C
FEDERATED DEPT STORES INC COM (CHAN COM 31410H101 1,327 25,069 Sole 25,069
METROPOLITAN LIFE FOUNDAT
AMR CORP COM COM 001765106 164 2,400 Sole 2,400
A T & T CORP COM COM 001957109 1,406 25,200 Sole 25,200
ABBOTT LABS CORP DISC NTS COM 002824100 681 15,000 Sole 15,000
ADOBE SYSTEMS INC COM COM 00724F101 427 5,200 Sole 5,200
ADVANCED MICRO DEVICES INC COM COM 007903107 61 3,400 Sole 3,400
ALBERTO CULVER CO CL B CONV CL B CON013068101 327 12,300 Sole 12,300
ALBERTSONS INC COM COM 013104104 234 4,536 Sole 4,536
ALLEGHENY TELEDYNE INC COM COM 017415100 126 5,582.5 Sole 5,582.5
ALLERGAN INC COM COM 018490102 44 400 Sole 400
ALLIED SIGNAL CORP COM COM 019512102 252 4,000 Sole 4,000
ALLSTATE CORP COM COM 020002101 334 9,322 Sole 9,322
ALLTEL CORP COM COM 020039103 450 6,300 Sole 6,300
AMEREN CORP COM COM 023608102 65 1,700 Sole 1,700
AMER EXPRESS CO COM COM 025816109 547 4,200 Sole 4,200
AMER GREETINGS CORP CL A CL A 026375105 169 5,600 Sole 5,600
AMER HOME PRODS CORP COM COM 026609107 689 12,000 Sole 12,000
AMER INTL GROUP INC COM COM 026874107 1,253 10,687 Sole 10,687
AMERITECH CORP COM COM 030954101 691 9,400 Sole 9,400
AMGEN INC COM COM 031162100 791 13,000 Sole 13,000
ANHEUSER BUSCH CO INC COM COM 035229103 369 5,200 Sole 5,200
APPLE COMPUTER INC COM COM 037833100 74 1,600 Sole 1,600
APPLIED MATERIALS INC COM COM 038222105 606 8,200 Sole 8,200
ARCHER DANIELS MIDLAND COM COM 039483102 240 15,521.25 Sole 15,521.25
ASARCO INC COM COM 043413103 55 2,900 Sole 2,900
ASHLAND INC COM 044204105 144 3,600 Sole 3,600
ASSOCIATES FIRST CAPITAL A COM CL A 046008108 294 6,655.99 Sole 6,655.99
ATLANTIC RICHFIELD CO COM COM 048825103 251 3,000 Sole 3,000
AUTOMATIC DATA PROCESSING INC COM COM 053015103 238 5,400 Sole 5,400
BAKER HUGHES INC COM COM 057224107 136 4,050 Sole 4,050
BALL CORP COM COM 058498106 93 2,200 Sole 2,200
BANK OF AMERICA CORP. OLD C COM 060505104 1,612 21,993 Sole 21,993
BANK OF NEW YORK INC COM COM 064057102 264 7,200 Sole 7,200
BANK ONE CORP COM 06423A103 652 10,944 Sole 10,944
BANKBOSTON CORP COM CHGED COM 06605R106 134 2,618.84 Sole 2,618.84
BARD C R INC COM COM 067383109 330 6,900 Sole 6,900
BARRICK GOLD CORP COM (PREV COM 067901108 87 4,500 Sole 4,500
BAUSCH & LOMB INC COM COM 071707103 229 3,000 Sole 3,000
BAXTER INTL COM COM 071813109 109 1,800 Sole 1,800
BECTON DICKINSON COM COM 075887109 312 10,400 Sole 10,400
BELL ATLANTIC CORP COM COM 077853109 990 15,144 Sole 15,144
BELLSOUTH CORP COM COM 079860102 812 17,600 Sole 17,600
BESTFOODS CHG F COM 08658U101 89 1,800 Sole 1,800
BIOMET INC COM COM 090613100 354 8,900 Sole 8,900
BLACK & DECKER CORP COM COM 091797100 309 4,900 Sole 4,900
BOEING CO COM COM 097023105 506 11,500.8 Sole 11,500.8
BRIGGS & STRATTON CORP COM COM 109043109 156 2,700 Sole 2,700
BRISTOL MYERS SQUIBB CO COM COM 110122108 1,606 22,800 Sole 22,800
BROWN FORMAN CORP CL B COM CL B 115637209 104 1,600 Sole 1,600
BRUNSWICK CORP COM COM 117043109 295 10,600 Sole 10,600
BURLINGTON NORTHERN SANTA FE COM COM 12189T104 136 4,377 Sole 4,377
CIGNA CORP COM COM 125509109 267 3,000 Sole 3,000
C S X CORP COM COM 126408103 250 5,500 Sole 5,500
CVS CORP FROM COM 126650100 254 5,000 Sole 5,000
CAMPBELL SOUP CO COM COM 134429109 158 3,400 Sole 3,400
CASE CORP COM COM 14743R103 164 3,400 Sole 3,400
CATERPILLAR INC COM COM 149123101 144 2,400 Sole 2,400
CENTRAL & SOUTHWEST CORP COM COM 152357109 56 2,400 Sole 2,400
CERIDIAN CORP COM COM 15677T106 281 8,600 Sole 8,600
CHAMPION INTL CORP COM COM 158525105 120 2,500 Sole 2,500
CHASE MANHATTAN CORP (NEW) COM 16161A108 784 9,064 Sole 9,064
CHEVRON CORP COM COM 166751107 684 7,200 Sole 7,200
CISCO SYS INC COM COM 17275R102 2,146 33,300 Sole 33,300
CITIGROUP INC COM CHG F COM 172967101 2,111 44,448 Sole 44,448
CLOROX CO COM COM 189054109 128 1,200 Sole 1,200
COCA COLA CO COM COM 191216100 1,761 28,400 Sole 28,400
COLGATE PALMOLIVE COM COM 194162103 374 3,800 Sole 3,800
COLUMBIA HCA HEALTHCARE COM COM 197677107 135 5,900 Sole 5,900
COMERICA INC COM COM 200340107 232 3,900 Sole 3,900
COMPAQ COMPUTER CORP COM COM 204493100 446 18,820 Sole 18,820
COMPUTER ASSOC INTL INC COM COM 204912109 341 6,225 Sole 6,225
CONAGRA INC COM COM 205887102 95 3,556.76 Sole 3,556.76
CONSOLIDATED EDISON COM 209115104 149 3,300 Sole 3,300
CORNING INC COM COM 219350105 126 1,800 Sole 1,800
COSTCO COMPANIES INC COM CHG 7 COM 22160Q102 320 4,000 Sole 4,000
COUNTRYWIDE CRED INDS COM 222372104 305 7,140 Sole 7,140
CUMMINS ENGINE INC COM COM 231021106 126 2,200 Sole 2,200
CYPRUS AMAX MINERALS CO COM CHG F COM 232809103 40 2,600 Sole 2,600
D T E ENERGY CO COM COM 233331107 159 3,900 Sole 3,900
DARDEN RESTAURANTS INC NTS COM 237194105 386 17,700 Sole 17,700
DATA GEN CORP COM 237688106 141 9,700 Sole 9,700
DAYTON HUDSON CORP COM COM 239753106 234 3,600 Sole 3,600
DEERE & CO COM COM 244199105 141 3,600 Sole 3,600
DELL COMPUTER CORP COM COM 247025109 1,066 28,800 Sole 28,800
DELPHI AUTO SYSTEMS COM COM 247126105 93 5,012 Sole 5,012
DILLARDS INC-CL A COM CL A 254067101 56 1,600 Sole 1,600
WALT DISNEY CO COM COM 254687106 601 19,500 Sole 19,500
DOW CHEM CO COM COM 260543103 190 1,500 Sole 1,500
DOW JONES & CO INC COM COM 260561105 239 4,500 Sole 4,500
DU PONT EI DE NEMOURS CO COM COM 263534109 738 10,800 Sole 10,800
DUKE ENERGY CORP COM COM 264399106 114 2,100 Sole 2,100
EASTERN ENTERPRISES COM COM 27637F100 346 8,700 Sole 8,700
EASTMAN CHEM CO COM COM 277432100 104 2,000 Sole 2,000
EASTMAN KODAK CO COM COM 277461109 203 3,000 Sole 3,000
EATON CORP COM COM 278058102 156 1,700 Sole 1,700
ECOLAB INC COM COM 278865100 454 10,400 Sole 10,400
EDISON INTL COM COM 281020107 195 7,300 Sole 7,300
EMERSON ELEC CO COM COM 291011104 252 4,000 Sole 4,000
EQUIFAX INC COM COM 294429105 246 6,900 Sole 6,900
EXXON CORP COM COM 302290101 2,198 28,500 Sole 28,500
F P L GROUP INC COM COM 302571104 87 1,600 Sole 1,600
FHLMC COM COM 313400301 278 4,800 Sole 4,800
FNMA COM COM 313586109 717 10,500 Sole 10,500
FIRST DATA CORP COM COM 319963104 147 3,000 Sole 3,000
FIRST UNION CORP COM COM 337358105 511 10,834 Sole 10,834
FIRST ENERGY CORP COM COM 337932107 338 10,900 Sole 10,900
FLEET FINL GROUP INC COM COM 338915101 373 8,400 Sole 8,400
FLEETWOOD ENTERPRISES INC COM COM 339099103 48 1,800 Sole 1,800
FORD MTR CO DEL COM COM 345370100 717 12,700 Sole 12,700
FORTUNE BRANDS INC COM CHG F COM 349631101 128 3,100 Sole 3,100
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 68 3,800 Sole 3,800
FRONTIER CORP COM COM 35906P105 621 10,600 Sole 10,600
G P U INC COM COM 36225X100 118 2,800 Sole 2,800
G T E CORP COM COM 362320103 642 8,500 Sole 8,500
GANNETT CO INC COM COM 364730101 314 4,400 Sole 4,400
GEN DYNAMICS CORP COM COM 369550108 303 4,400 Sole 4,400
GEN ELEC CO COM COM 369604103 4,238 37,500 Sole 37,500
GEN MILLS INC COM COM 370334104 48 600 Sole 600
GEN MTRS CORP COM COM 370442105 473 7,172 Sole 7,172
GEORGIA-PAC (GEORGIA-PAC GP) COM GA P373298108 85 1,800 Sole 1,800
GILLETTE CO COM COM 375766102 426 10,400 Sole 10,400
GOLDEN WEST FINL CORP DEL COM COM 381317106 353 3,600 Sole 3,600
GOODYEAR TIRE & RUBBER CO COM COM 382550101 47 800 Sole 800
W.R. GRACE & CO - W/I COM 38388F108 25 1,300 Sole 1,300
GREAT ATLANTIC & PACIFIC TEA INC C COM 390064103 223 6,600 Sole 6,600
GREAT LAKES CHEMICAL CORP COM COM 390568103 106 2,300 Sole 2,300
HCR MANOR CARE COM 404134108 39 1,600 Sole 1,600
HALLIBURTON CO COM COM 406216101 199 4,400 Sole 4,400
HARCOURT GEN INC COM COM 41163G101 196 3,800 Sole 3,800
HARRIS CORP DEL COM COM 413875105 55 1,400 Sole 1,400
HARTFORD FINL SVCS GRP CHGED COM 416515104 93 1,600 Sole 1,600
H J HEINZ CO COM COM 423074103 223 4,450 Sole 4,450
HERCULES INC COM COM 427056106 122 3,100 Sole 3,100
HERSHEY FOODS CORP COM COM 427866108 83 1,400 Sole 1,400
HEWLETT PACKARD CO COM COM 428236103 1,055 10,500 Sole 10,500
HOME DEPOT INC COM COM 437076102 889 13,800 Sole 13,800
HOUSEHOLD INTL INC COM COM 441815107 373 7,873 Sole 7,873
ITT IND INC COM CHG F COM 450911102 210 5,500 Sole 5,500
ILLINOIS TOOL WKS INC COM COM 452308109 278 3,400 Sole 3,400
INTEL CORP COM COM 458140100 2,166 36,400 Sole 36,400
IBM CORP COM COM 459200101 2,688 20,800 Sole 20,800
JEFFERSON PILOT CORP COM COM 475070108 347 5,250 Sole 5,250
JOHNSON & JOHNSON COM COM 478160104 1,392 14,200 Sole 14,200
KELLOGG CO COM COM 487836108 79 2,400 Sole 2,400
KERR MCGEE CORP COM COM 492386107 184 3,667 Sole 3,667
KEYCORP COM COM 493267108 347 10,800 Sole 10,800
KIMBERLY CLARK CORP COM COM 494368103 319 5,600 Sole 5,600
KING WORLD PRODUCTIONS INC COM COM 495667107 223 6,400 Sole 6,400
KNIGHT RIDDER INC COM COM 499040103 231 4,200 Sole 4,200
KROGER CO COM COM 501044101 436 15,600 Sole 15,600
ELI LILLY COM COM 532457108 910 12,700 Sole 12,700
LIMITED INC COM COM 532716107 476 10,500 Sole 10,500
LINCOLN NATL CORP IND COM COM 534187109 73 1,400 Sole 1,400
LOCKHEED MARTIN CORP COM COM 539830109 113 3,030 Sole 3,030
LOEWS CORP COM COM 540424108 127 1,600 Sole 1,600
LONGS DRUG STORES CORP COM COM 543162101 138 4,000 Sole 4,000
LOUISIANA PAC CORP COM COM 546347105 74 3,100 Sole 3,100
LUCENT TECHNOLOGIES INC COM 549463107 1,606 23,812.01 Sole 23,812.01
MCI WORLDCOM INC COM CHG F COM 55268B106 1,483 17,231 Sole 17,231
MALLINCKRODT INC COM CHGED COM 561232109 320 8,800 Sole 8,800
MARRIOTT INTL CL A COM CL A 571903202 157 4,200 Sole 4,200
MAY DEPT STORES CO COM COM 577778103 153 3,750 Sole 3,750
MCDONALDS CORP COM COM 580135101 592 14,400 Sole 14,400
MEAD CORP COM COM 582834107 225 5,400 Sole 5,400
MEDIAONE GROUP INC COM CHG F COM 58440J104 573 7,700 Sole 7,700
MEDTRONIC INC COM COM 585055106 249 3,200 Sole 3,200
MELLON BANK CORP COM COM 585509102 276 7,600 Sole 7,600
MERCK & CO INC COM COM 589331107 1,841 25,000 Sole 25,000
MERRILL LYNCH & CO INC COM COM 590188108 413 5,200 Sole 5,200
MICROSOFT CORP COM COM 594918104 4,798 53,200 Sole 53,200
MICRON TECHNOLOGY INC COM COM 595112103 53 1,300 Sole 1,300
MILACRON INC COM 598709103 80 4,300 Sole 4,300
MINNESOTA MNG & MFG CO COM COM 604059105 417 4,800 Sole 4,800
MOBIL CORP COM COM 607059102 928 9,400 Sole 9,400
MONSANTO CO COM COM 611662107 261 6,600 Sole 6,600
MORGAN J P & CO INC COM COM 616880100 155 1,100 Sole 1,100
MORGAN ST DEAN WITTER DISCOV COM NEW 617446448 493 4,800 Sole 4,800
MOTOROLA INC COM COM 620076109 597 6,300 Sole 6,300
NACCO INDS INC CL A COM CL A 629579103 206 2,800 Sole 2,800
NATL CITY CORP COM COM 635405103 177 2,700 Sole 2,700
NATL SEMICONDUCTOR CORP COM COM 637640103 192 7,600 Sole 7,600
NATL SVCS INDS INC COM COM 637657107 104 2,900 Sole 2,900
NAVISTAR INTL CORP COM COM 63934E108 545 10,900 Sole 10,900
NEW YORK TIMES CO CL A CL A 650111107 236 6,400 Sole 6,400
NEWMONT MINING CORP COM COM 651639106 30 1,505 Sole 1,505
NIAGARA MOHAWK HLDGS INC COM OLD C COM 653520106 210 13,100 Sole 13,100
NIKE INC CL B COM CL B 654106103 139 2,200 Sole 2,200
NORFOLK SOUTHERN CORP COM COM 655844108 45 1,500 Sole 1,500
NORTEL NETWORKS CORP. OLD C COM 656569100 444 5,120 Sole 5,120
NORTHERN STATES PWR CO (MINN) COM COM 665772109 48 2,000 Sole 2,000
NORTHROP GRUMMAN CORP COM COM 666807102 119 1,800 Sole 1,800
NOVELL INC COM COM 670006105 215 8,100 Sole 8,100
OCCIDENTAL PETROLEUM CORP COM COM 674599105 129 6,100 Sole 6,100
ORACLE CORP COM COM 68389X105 436 11,755 Sole 11,755
OWENS CORNING COM COM 69073F103 265 7,700 Sole 7,700
P E C O ENERGY CO COM COM 693304107 565 13,500 Sole 13,500
P G & E CORP COM COM 69331C108 81 2,500 Sole 2,500
PNC FINL CORP COM COM 693475105 213 3,700 Sole 3,700
P P & L RESOURCES INC COM COM 693499105 194 6,300 Sole 6,300
PPG INDS INC COM COM 693506107 112 1,900 Sole 1,900
PACCAR INC COM COM 693718108 64 1,200 Sole 1,200
PACIFICORP COM COM 695114108 46 2,500 Sole 2,500
PARKER HANNIFIN CORP COM COM 701094104 185 4,050 Sole 4,050
PENNEY J C INC COM COM 708160106 189 3,900 Sole 3,900
PEPSICO INC COM COM 713448108 623 16,100 Sole 16,100
PHARMACIA-UPJOHN INC COM COM 716941109 233 4,095 Sole 4,095
PFIZER INC COM COM 717081103 1,613 14,800 Sole 14,800
PHELPS DODGE CORP COM COM 717265102 99 1,600 Sole 1,600
PHILIP MORRIS CO COM COM 718154107 1,025 25,500 Sole 25,500
PHILLIPS PETROLEUM CO COM COM 718507106 65 1,300 Sole 1,300
PIONEER HI BRED INTL COM COM 723686101 164 4,200 Sole 4,200
PITNEY BOWES INC COM COM 724479100 13 200 Sole 200
POLAROID CORP COM COM 731095105 25 900 Sole 900
PROCTER & GAMBLE CO COM COM 742718109 1,383 15,500 Sole 15,500
PROVIDIAN FINL CORP COM 74406A102 573 6,150 Sole 6,150
PUB SVC ENTERPRISE GROUP INC COM COM 744573106 135 3,300 Sole 3,300
PULTE CORP COM CHG F COM 745867101 157 6,800 Sole 6,800
QUAKER OATS CO COM COM 747402105 239 3,600 Sole 3,600
RALSTON PURINA CORP COM CHG F COM RAL-751277302 73 2,400 Sole 2,400
RAYTHEON INC COM CL B 755111408 296 4,200 Sole 4,200
REEBOK INTL LTD COM COM 758110100 43 2,300 Sole 2,300
RELIANT ENERGY INC COM OLD C COM 75952J108 50 1,800 Sole 1,800
REPUBLIC N Y CORP COM 760719104 245 3,600 Sole 3,600
REYNOLDS METALS CO COM COM 761763101 112 1,900 Sole 1,900
RITE AID CORP COM COM 767754104 133 5,400 Sole 5,400
ROCKWELL INTL CORP NEW COM 773903109 73 1,200 Sole 1,200
ROHM & HAAS CO COM COM 775371107 399 9,300 Sole 9,300
ROYAL DUTCH PETE CO NEW NY REG G780257804 1,350 22,400 Sole 22,400
S B C COMMUNICATIONS INC COM COM 78387G103 1,255 21,640 Sole 21,640
SAFECO CORP COM COM 786429100 141 3,200 Sole 3,200
ST JUDE MED INC COM COM 790849103 157 4,400 Sole 4,400
ST PAUL COS INC COM COM 792860108 337 10,580.26 Sole 10,580.26
SARA LEE CORP (CONS FOODS CORP) COM 803111103 227 10,000 Sole 10,000
SCHERING PLOUGH CORP COM COM 806605101 714 13,600 Sole 13,600
SCHLUMBERGER LTD COM COM 806857108 416 6,526 Sole 6,526
SEAGATE TECHNOLOGY INC COM COM 811804103 215 8,400 Sole 8,400
SEAGRAM LTD COM COM 811850106 121 2,400 Sole 2,400
SEALED AIR CORP COM 81211K100 45 696 Sole 696
SEARS ROEBUCK & CO COM COM 812387108 152 3,400 Sole 3,400
SEMPRA ENERGY COM COM 816851109 167 7,368 Sole 7,368
SHARED MED SYS CORP COM COM 819486101 313 4,800 Sole 4,800
SOUTHERN CO COM COM 842587107 95 3,600 Sole 3,600
SPRINGS INDS INC COM CL A 851783100 79 1,800 Sole 1,800
SPRINT CORP COM COM FON 852061100 339 6,400 Sole 6,400
SPRINT CORP (PCS GROUP) PCS COM 852061506 91 1,600 Sole 1,600
SUN MICROSYSTEMS INC COM COM 866810104 758 11,000 Sole 11,000
SUNOCO INC COM CHG F COM 86764P109 33 1,100 Sole 1,100
SUPER VALU INC COM COM 868536103 166 6,400 Sole 6,400
TJX COS INC COM CHG F COM 872540109 706 21,200 Sole 21,200
TRW INC COM COM 872649108 99 1,800 Sole 1,800
TELLABS INC COM COM 879664100 459 6,800 Sole 6,800
TEMPLE INLAND INC COM COM 879868107 130 1,900 Sole 1,900
TENET HEALTHCARE CORP COM CHG FROM COM 88033G100 110 5,900 Sole 5,900
TEXACO INC COM COM 881694103 337 5,400 Sole 5,400
TEXAS INSTRUMENTS INC COM COM 882508104 403 2,800 Sole 2,800
3 COM CORP COM 885535104 51 1,900 Sole 1,900
TIME WARNER INC COM COM 887315109 668 9,200 Sole 9,200
TORCHMARK CORP COM COM 891027104 253 7,400 Sole 7,400
TRANSAMERICA CORP COM COM 893485102 450 6,000 Sole 6,000
TRICON GLOBAL RESTAURANTS INC COM 895953107 87 1,610 Sole 1,610
TRIBUNE CO COM COM 896047107 409 4,700 Sole 4,700
USX MARATHON GROUP COM NEW COM NEW 902905827 189 5,800 Sole 5,800
US BANCORP COM COM 902973106 180 5,400 Sole 5,400
UNUM CORP COM COM 903192102 99 1,800 Sole 1,800
UNICOM CORP COM COM 904911104 328 8,500 Sole 8,500
UNION CARBIDE CORP COM COM 905581104 322 6,600 Sole 6,600
UNION PACIFIC CORP COM COM 907818108 82 1,400 Sole 1,400
UNION PACIFIC RESOURCES GROUP COM 907834105 19 1,185 Sole 1,185
USAIR GROUP INC COM COM 911905107 288 6,600 Sole 6,600
U S WEST INC COM CHG F COM 91273H101 459 7,810 Sole 7,810
UNITED TECHNOLOGIES CORP COM COM 913017109 360 5,000 Sole 5,000
VIACOM INC CL B COM CL B 925524308 167 3,800 Sole 3,800
WACHOVIA CORP NEW COM COM 929771103 231 2,700 Sole 2,700
WAL MART STORES INC COM COM 931142103 2,335 48,400 Sole 48,400
WARNER LAMBERT CO COM COM 934488107 643 9,300 Sole 9,300
WASHINGTON MUT INC COM COM 939322103 203 5,712 Sole 5,712
WASTE MGMT INC DEL COM 94106L109 105 1,957 Sole 1,957
WELLS FARGO CO NEW CHG F COM 949746101 599 14,000 Sole 14,000
WEYERHAEUSER CO COM COM 962166104 151 2,200 Sole 2,200
WHIRLPOOL CORP COM COM 963320106 44 600 Sole 600
WILLAMETTE INDS INC NTS COM 969133107 129 2,800 Sole 2,800
XEROX CORP COM COM 984121103 413 7,000 Sole 7,000
METROPOLITAN LIFE INSURANCE COMPANY
AMPEX CORP CL A COM EXCHA CL A 032092108 287 55,241.3 Sole 55,241.3
CHART HOUSE ENTERPRISES INC COM COM 160902102 8,314 1,117,875 Sole 1,117,875
EQUITY RESIDENTIAL PPTYS TR SER J PFD CV J29476L826 2,800 100,000 Sole 100,000
EQUITY RESIDENTIAL PPTYS TR SER H PFD CV H29476L842 2,580 80,000 Sole 80,000
FEDERATED DEPT STORES INC COM (CHAN COM 31410H101 58,012 1,095,865 Sole 1,095,865
FEDERATED DEPARTMENT STORES IN WARRA WT D EX 31410H127 427 15,948 Sole 15,948
KROGER CO COM COM 501044101 256,193 9,170,376 Sole 9,170,376
LASMO PLC SER A PFD SP ADR P501730303 7,054 285,000 Sole 285,000
LTV CORP COM COM 501921100 3,817 576,217 Sole 576,217
LONE STAR INDS INC WTS WT EXP 542290119 16,686 292,738 Sole 292,738
MAY DEPT STORES CO COM COM 577778103 2 55 Sole 55
NETOPIA INC COM COM 64114K104 1,800 75,400 Sole 75,400
NVEST LP UNIT LTD67065F107 3,448 140,000 Sole 140,000
PROMUS HOTEL CORP COM COM 74342P106 19,220 620,000 Sole 620,000
ROYAL BK SCOTLAND 9.00% PREF SPN ADR 780097705 3,909 150,000 Sole 150,000
USX - US STEEL COM 90337T101 27 1,000 Sole 1,000
UNITED ASSET MGMT CORP COM COM 909420101 35,032 1,539,874 Sole 1,539,874
WYNNS INTL INC COM COM 983195108 14,675 795,942 Sole 795,942
METROPOLITAN PROP. & CAS.
A T & T CORP COM COM 001957109 2,072 37,131.1 Sole 37,131.1
ABBOTT LABS CORP DISC NTS COM 002824100 767 16,900 Sole 16,900
AIRTOUCH COMMUNICATIONS INC COM COM 00949T100 689 6,400 Sole 6,400
ALLTEL CORP COM COM 020039103 336 4,700 Sole 4,700
AMER EXPRESS CO COM COM 025816109 654 5,023 Sole 5,023
AMER INTL GROUP INC COM COM 026874107 1,373 11,712 Sole 11,712
AMERITECH CORP COM COM 030954101 904 12,300 Sole 12,300
AMGEN INC COM COM 031162100 341 5,600 Sole 5,600
ANHEUSER BUSCH CO INC COM COM 035229103 376 5,300 Sole 5,300
ASSOCIATES FIRST CAPITAL A COM CL A 046008108 357 8,094 Sole 8,094
BANK OF AMERICA CORP. OLD C COM 060505104 1,409 19,215 Sole 19,215
BANK OF NEW YORK INC COM COM 064057102 312 8,500 Sole 8,500
BANK ONE CORP COM 06423A103 776 13,029 Sole 13,029
BELL ATLANTIC CORP COM COM 077853109 1,127 17,246 Sole 17,246
BELLSOUTH CORP COM COM 079860102 1,006 21,800 Sole 21,800
BRISTOL MYERS SQUIBB CO COM COM 110122108 1,564 22,200 Sole 22,200
BROWN FORMAN CORP CL B COM CL B 115637209 248 3,800 Sole 3,800
CIGNA CORP COM COM 125509109 312 3,500 Sole 3,500
CASE CORP COM COM 14743R103 958 19,900 Sole 19,900
CHASE MANHATTAN CORP (NEW) COM 16161A108 815 9,424 Sole 9,424
CISCO SYS INC COM COM 17275R102 2,268 35,200 Sole 35,200
CITIGROUP INC COM CHG F COM 172967101 1,800 37,893 Sole 37,893
COMERICA INC COM COM 200340107 247 4,150 Sole 4,150
CONAGRA INC COM COM 205887102 0 0.16 Sole 0.16
CORNING INC COM COM 219350105 435 6,200 Sole 6,200
DANA CORP COM COM 235811106 318 6,900 Sole 6,900
DELL COMPUTER CORP COM COM 247025109 1,051 28,400 Sole 28,400
EG & G INC COM COM 268457108 360 10,100 Sole 10,100
EDISON INTL COM COM 281020107 257 9,600 Sole 9,600
FLEET FINL GROUP INC COM COM 338915101 280 6,300 Sole 6,300
FORD MTR CO DEL COM COM 345370100 762 13,500 Sole 13,500
GANNETT CO INC COM COM 364730101 300 4,200 Sole 4,200
GEN ELEC CO COM COM 369604103 4,125 36,500 Sole 36,500
GOLDEN WEST FINL CORP DEL COM COM 381317106 294 3,000 Sole 3,000
HEWLETT PACKARD CO COM COM 428236103 1,156 11,500 Sole 11,500
HOME DEPOT INC COM COM 437076102 1,121 17,400 Sole 17,400
HONEYWELL INC COM COM 438506107 429 3,700 Sole 3,700
IBM CORP COM COM 459200101 2,688 20,800 Sole 20,800
JOHNSON & JOHNSON COM COM 478160104 1,470 15,000 Sole 15,000
KEYCORP COM COM 493267108 273 8,500 Sole 8,500
KING WORLD PRODUCTIONS INC COM COM 495667107 331 9,500 Sole 9,500
LIMITED INC COM COM 532716107 472 10,400 Sole 10,400
LONGS DRUG STORES CORP COM COM 543162101 259 7,500 Sole 7,500
LUCENT TECHNOLOGIES INC COM 549463107 1,971 29,224 Sole 29,224
MCI WORLDCOM INC COM CHG F COM 55268B106 1,758 20,424 Sole 20,424
MCDONALDS CORP COM COM 580135101 617 15,000 Sole 15,000
MEDIAONE GROUP INC COM CHG F COM 58440J104 506 6,800 Sole 6,800
MERRILL LYNCH & CO INC COM COM 590188108 310 3,900 Sole 3,900
MICROSOFT CORP COM COM 594918104 5,014 55,600 Sole 55,600
MOBIL CORP COM COM 607059102 859 8,700 Sole 8,700
MORGAN ST DEAN WITTER DISCOV COM NEW 617446448 660 6,435 Sole 6,435
NORTEL NETWORKS CORP. OLD C COM 656569100 634 7,300 Sole 7,300
ORACLE CORP COM COM 68389X105 601 16,200 Sole 16,200
PFIZER INC COM COM 717081103 1,570 14,400 Sole 14,400
PIONEER HI BRED INTL COM COM 723686101 382 9,800 Sole 9,800
ROWAN COS INC COM COM 779382100 516 28,300 Sole 28,300
S B C COMMUNICATIONS INC COM COM 78387G103 1,264 21,794 Sole 21,794
SCHERING PLOUGH CORP COM COM 806605101 861 16,400 Sole 16,400
SPRINT CORP COM COM FON 852061100 509 9,600 Sole 9,600
SUN MICROSYSTEMS INC COM COM 866810104 579 8,400 Sole 8,400
TENET HEALTHCARE CORP COM CHG FROM COM 88033G100 193 10,400 Sole 10,400
TEXAS INSTRUMENTS INC COM COM 882508104 619 4,300 Sole 4,300
TIME WARNER INC COM COM 887315109 995 13,700 Sole 13,700
TORCHMARK CORP COM COM 891027104 270 7,900 Sole 7,900
TRANSAMERICA CORP COM COM 893485102 360 4,800 Sole 4,800
TRIBUNE CO COM COM 896047107 366 4,200 Sole 4,200
TYCO INTL LTD COM COM 902124106 677 7,145 Sole 7,145
U S WEST INC COM CHG F COM 91273H101 329 5,593 Sole 5,593
WAL MART STORES INC COM COM 931142103 2,422 50,200 Sole 50,200
WARNER LAMBERT CO COM COM 934488107 629 9,100 Sole 9,100
WASHINGTON MUT INC COM COM 939322103 256 7,190 Sole 7,190
WELLS FARGO CO NEW CHG F COM 949746101 771 18,030 Sole 18,030
XEROX CORP COM COM 984121103 425 7,200 Sole 7,200
TEXAS LIFE INSURANCE COMP
ASHLAND INC COM 044204105 159 3,957 Sole 3,957
ASSOCIATES FIRST CAPITAL A COM CL A 046008108 415 9,412 Sole 9,412
FORD MTR CO DEL COM COM 345370100 1,014 17,959 Sole 17,959
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