Securities and Exchange Commission
Washington, D.C. 20549
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended: December 31, 1999
Check here if Amendment [ ]; Amendment number ___
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Metropolitan Life Insurance Company
Address: MetLife
4100 Boy Scout Blvd.
Tampa, FL 33607
13f File Number: 28-3714
The institutional investment manager filing this report and the person by whom
it is signed hereby represents that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Robert Semke
Title: Assistant Vice-President
Phone: 813-870-8457
Signature, Place, and Date of Signing:
/s/Robert Semke________ Tampa, Florida________ February 15, 2000
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: 654
Form 13F Information Table Value Total ($000): 8,693,398
<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>
METROPOLITAN LIFE INSURANCE COMPANY
ADC TELECOMMUNICATIONS INC COM 000886101 6,241.130 86,011 Sole 86,011
AFLAC INC COM 001055102 7,377.687 156,350 Sole 156,350
AGL RES INC COM 001204106 369.75 21,750 Sole 21,750
AES CORP COM 00130H105 9,046.618 121,025 Sole 121,025
AMR CORP DEL COM 001765106 5,811.513 86,739 Sole 86,739
AT + T CORP COM 001957109 109,039.4 2,145,939.1 Sole 2,145,939.1
ABBOTT LABS COM 002824100 36,967.97 1,018,065 Sole 1,018,065
ACUSON COM 005113105 601.30525 47,867 Sole 47,867
ADAPTEC INC COM 00651F108 3,002.973 60,210 Sole 60,210
ADMINISTAFF INC COM COM 007094105 1,058.75 35,000 Sole 35,000
ADOBE SYS INC COM 00724F101 4,655.583 69,228 Sole 69,228
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 520.69292 11,652 Sole 11,652
ADVANCED MICRO DEVICES INC COM 007903107 2,416.962 83,525 Sole 83,525
AETNA INC COM 008117103 6,680.752 119,701 Sole 119,701
AIR PRODS + CHEMS INC COM 009158106 5,379.921 160,298 Sole 160,298
AIRGAS INC COM 009363102 810.35 85,300 Sole 85,300
ALBANY MOLECULAR RESH INC COM 012423109 899.75 29,500 Sole 29,500
ALBERTO CULVER CO CL B CON013068101 1,946.766 75,421 Sole 75,421
ALBERTSONS INC COM 013104104 7,987.744 247,682 Sole 247,682
ALCAN ALUM LTD COM 013716105 5,253.714 126,978 Sole 126,978
ALCOA INC COM 013817101 17,823.91 214,746 Sole 214,746
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,813.010 80,804.5 Sole 80,804.5
ALLERGAN INC COM 018490102 3,771.796 75,815 Sole 75,815
ALLIED WASTE INDUSTRIES INC COM PAR$019589308 747.72463 84,853 Sole 84,853
ALLSTATE CORP COM 020002101 13,349.45 554,794 Sole 554,794
ALLTEL CORP COM 020039103 15,397.39 186,213 Sole 186,213
ALZA CORP COM 022615108 1,977.641 57,116 Sole 57,116
AMERADA HESS CORP COM 023551104 3,242.070 57,129 Sole 57,129
AMEREN CORP COM 023608102 4,555.066 139,086 Sole 139,086
AMERICA ONLINE INC DEL COM 02364J104 109,671.3 1,445,422 Sole 1,445,422
AMERICAN ELEC PWR INC COM 025537101 4,284.318 133,364 Sole 133,364
AMERICAN EXPRESS CO COM 025816109 49,925.04 300,301 Sole 300,301
AMERICAN GEN CORP COM 026351106 11,010.44 145,113 Sole 145,113
AMERICAN GREETINGS CORP CL A 026375105 852.22462 36,073 Sole 36,073
AMERICAN HOME PRODUCTS CORP COM 026609107 33,656.75 857,497 Sole 857,497
AMERICAN INTL GROUP INC COM 026874107 111,157.9 1,028,050 Sole 1,028,050
AMGEN INC COM 031162100 40,196.67 669,253 Sole 669,253
AMKOR TECHNOLOGY INC COM 031652100 384.2 13,600 Sole 13,600
AMPEX CORP CL A COM EXCHA CL A 032092108 110.69351 20,359.3 Sole 20,359.3
AMSOUTH BANCORPORATION COM 032165102 6,112.305 316,503 Sole 316,503
ANADARKO PETE CORP COM 032511107 2,828.962 82,900 Sole 82,900
ANALOG DEVICES INC COM 032654105 10,367.73 111,481 Sole 111,481
ANDREW CORP COM 034425108 3,165.944 167,183 Sole 167,183
ANHEUSER BUSCH COS INC COM 035229103 21,980.74 310,134 Sole 310,134
AON CORP COM 037389103 5,960.24 149,006 Sole 149,006
APACHE CORP COM 037411105 2,296.484 62,173 Sole 62,173
APPLE COMPUTER COM 037833100 11,589.99 112,730 Sole 112,730
APPLIED ANALYSIS INC COM COM 037939105 319.375 35,000 Sole 35,000
APPLIED MATERIALS INC COM 038222105 31,241.14 246,601 Sole 246,601
ARCHER DANIELS MIDLAND CO COM 039483102 4,293.656 354,116 Sole 354,116
ARMSTRONG WORLD INDS INC COM 042476101 798.93075 23,938 Sole 23,938
ARNOLD INDS INC COM 042595108 593.4164 42,200 Sole 42,200
ARROW INTERNATIONAL INC COM 042764100 716.3 24,700 Sole 24,700
ARTHROCARE CORP COM COM 043136100 671 11,000 Sole 11,000
ASHLAND INC COM 044204105 2,844.801 86,371 Sole 86,371
ASSOCIATES FIRST CAP CORP CL A 046008108 12,466.52 454,369 Sole 454,369
ATLANTIC RICHFIELD CO COM 048825103 18,534.78 214,275 Sole 214,275
AUTODESK INCORPORATED COM 052769106 1,838.092 54,462 Sole 54,462
AUTOMATIC DATA PROCESSING INC COM 053015103 22,041.39 409,121 Sole 409,121
AUTOZONE INC COM 053332102 5,131.145 158,800 Sole 158,800
AVATAR HLDGS INC COM COM 053494100 773.9375 42,700 Sole 42,700
AVERY DENNISON CORP COM 053611109 4,733.96 64,960 Sole 64,960
AVON PRODS INC COM 054303102 4,711.212 142,764 Sole 142,764
BB+T CORP COM 054937107 5,228.132 190,982 Sole 190,982
BMC SOFTWARE INC COM 055921100 11,136.98 139,322 Sole 139,322
BAKER HUGHES INC COM 057224107 3,972.524 188,611 Sole 188,611
BALL CORP COM 058498106 633.26812 16,083 Sole 16,083
BANK AMER CORP COM 060505104 58,022.94 1,156,135 Sole 1,156,135
BANK NEW YORK INC COM 064057102 18,385.6 459,640 Sole 459,640
BANK ONE CORP COM 06423A103 24,754.91 773,591 Sole 773,591
BARD C R INC COM 067383109 3,568.702 67,334 Sole 67,334
BARRICK GOLD CORP COM 067901108 5,962.340 337,103 Sole 337,103
BATTLE MTN GOLD CO COM 071593107 42.8896 20,800 Sole 20,800
BAUSCH + LOMB INC COM 071707103 2,500.414 36,536 Sole 36,536
BAXTER INTL INC COM 071813109 10,898.51 173,510 Sole 173,510
BAY VIEW CAP CORP DEL COM 07262L101 618.8795 43,623 Sole 43,623
BEAR STEARNS COS INC COM 073902108 4,849.346 113,435 Sole 113,435
BECTON DICKINSON + CO COM 075887109 4,812.025 178,640 Sole 178,640
BED BATH + BEYOND INC COM 075896100 2,880.497 82,892 Sole 82,892
BELL + HOWELL CO NEW COM 077852101 715.77 22,500 Sole 22,500
BELL ATLANTIC CORP COM 077853109 63,779.21 1,036,016 Sole 1,036,016
BELLSOUTH CORP COM 079860102 59,615.50 1,273,509 Sole 1,273,509
BEMIS INC COM 081437105 2,871.049 82,324 Sole 82,324
BEST BUY CO INC COM 086516101 6,000.051 119,404 Sole 119,404
BESTFOODS COM 08658U101 10,484.33 199,466 Sole 199,466
BETHLEHEM STL CORP COM 087509105 736.48912 87,939 Sole 87,939
BEVERLY ENTERPRISES INC COM NEW 087851309 47.25 10,800 Sole 10,800
BIOMET INC COM 090613100 3,573.2 89,330 Sole 89,330
BLACK + DECKER CORPORATION COM 091797100 2,540.604 48,624 Sole 48,624
BLOCK H + R INC COM 093671105 4,468.056 102,127 Sole 102,127
BLUESTONE SOFTWARE INC COM COM 09623P102 2,185 19,000 Sole 19,000
BOEING CO COM 097023105 26,347.92 635,855 Sole 635,855
BOISE CASCADE CORP COM 097383103 1,202.121 29,682 Sole 29,682
BORDERS GROUP INC COM 099709107 170.625 10,500 Sole 10,500
BOSTON SCIENTIFIC CORP COM 101137107 5,223.662 238,796 Sole 238,796
BRADY CORP CL A 104674106 1,084.287 31,950 Sole 31,950
BRIGGS + STRATTON CORP COM 109043109 2,596.790 48,425 Sole 48,425
BRISTOL MYERS SQUIBB CO COM 110122108 85,102.01 1,325,845 Sole 1,325,845
BROWN FORMAN CORP CL B 115637209 2,396.485 41,860 Sole 41,860
BRUNSWICK CORP COM 117043109 3,080.557 138,452 Sole 138,452
BURLINGTON NORTHN SANTA FE COM 12189T104 7,707.086 317,818 Sole 317,818
BURLINGTON RES INC COM 122014103 4,031.415 121,935 Sole 121,935
CBS CORP COM 12490K107 32,421.11 507,079 Sole 507,079
CIGNA CORP COM 125509109 10,909.14 135,413 Sole 135,413
CK WITCO CORP COM 12562C108 217.06287 16,229 Sole 16,229
CMS ENERGY CORP COM 125896100 1,850.979 59,351 Sole 59,351
CSX CORP COM 126408103 5,149.923 164,141 Sole 164,141
CVS CORP COM 126650100 9,310.453 233,491 Sole 233,491
CABLETRON SYSTEMS INC COM 126920107 2,369.614 91,139 Sole 91,139
CALLAWAY GOLF CO COM 131193104 185.7135 10,500 Sole 10,500
CAMPBELL SOUP CO COM 134429109 10,866.83 280,891 Sole 280,891
CAPITAL ONE FINL CORP COM 14040H105 5,569.887 115,589 Sole 115,589
CAPITOL FED FINL COM 14057C106 122.85 12,600 Sole 12,600
CAPSTEAD MTG CORP COM 14067E100 49.4066 11,800 Sole 11,800
CARDINAL HEALTH INC COM 14149Y108 7,841.446 163,790 Sole 163,790
CAREER ED CORP COM COM 141665109 579.4625 15,100 Sole 15,100
CAREMARK RX INC COM 141705103 147.3042 29,100 Sole 29,100
CARNIVAL CORP COM 143658102 19,289.56 403,446 Sole 403,446
CAROLINA PWR + LT CO COM 144141108 2,777.832 91,265 Sole 91,265
CATERPILLAR INC COM 149123101 9,840.381 209,094 Sole 209,094
CENDANT CORP COM 151313103 14,235.10 535,920 Sole 535,920
CENTEX CORP COM 152312104 879.40031 35,622 Sole 35,622
CENTRAL + SOUTH WEST CORP COM 152357109 3,936.28 196,814 Sole 196,814
CENTURYTEL INC COM 156700106 4,971.200 104,933 Sole 104,933
CERIDIAN CORP COM 15677T106 3,664.505 169,952 Sole 169,952
CHAMPION INTL CORP COM 158525105 3,789.739 61,187 Sole 61,187
CHART HOUSE ENTERPRISES INC COM COM 160902102 4,960.011 1,117,875 Sole 1,117,875
CHARMING SHOPPES INC COM 161133103 98.05 14,800 Sole 14,800
CHASE MANHATTAN CORP NEW COM 16161A108 43,813.52 563,975 Sole 563,975
CHESAPEAKE ENERGY CORP COM 165167107 37.05 15,600 Sole 15,600
CHEVRON CORP COM 166751107 37,517.02 433,097 Sole 433,097
CHIQUITA BRANDS INTL INC COM 170032106 54.51575 11,477 Sole 11,477
CHUBB CORP COM 171232101 6,389.61 113,468 Sole 113,468
CINCINNATI FINL CORP COM 172062101 2,991.363 95,917 Sole 95,917
CINERGY CORP COM 172474108 2,189.996 91,490 Sole 91,490
CIRCUIT CITY STORES INC CIRCT CI172737108 5,347.868 118,678 Sole 118,678
CISCO SYS INC COM 17275R102 230,109 2,148,042 Sole 2,148,042
CITIGROUP INC COM 172967101 126,062.1 2,263,762 Sole 2,263,762
CITRIX SYS INC COM 177376100 6,695.751 54,437 Sole 54,437
CLARCOR INC COM 179895107 852.3 47,350 Sole 47,350
CLEAR CHANNEL COMMUNICATIONS COM 184502102 19,917.38 223,164 Sole 223,164
CLEARNET COMMUNICATIONS INC CL A NON184902104 933.28125 27,150 Sole 27,150
CLOROX CO COM 189054109 6,938.148 137,730 Sole 137,730
COASTAL CORP COM 190441105 4,471.901 126,193 Sole 126,193
COCA COLA CO COM 191216100 94,096.11 1,615,384 Sole 1,615,384
COCA COLA ENTERPRISES INC COM 191219104 4,944.088 245,669 Sole 245,669
COLGATE PALMOLIVE CO COM 194162103 24,947.91 383,814 Sole 383,814
COLLINS + AIKMAN CORP COM 194830105 59.8 10,400 Sole 10,400
COLUMBIA ENERGY GROUP COM 197648108 3,253.706 51,442 Sole 51,442
COLUMBIA / HCA HEALTHCARE CORP COM 197677107 9,696.732 330,811 Sole 330,811
COMFORT SYS USA INC COM 199908104 88.51475 12,002 Sole 12,002
COMCAST CORP CL A SPL200300200 24,565.09 485,841 Sole 485,841
COMERICA INC COM 200340107 6,019.775 128,939 Sole 128,939
COMPAQ COMPUTER CORP COM 204493100 30,585.74 1,130,210 Sole 1,130,210
COMPUTER ASSOC INTL INC COM 204912109 24,609.08 351,875 Sole 351,875
COMPUSA INC COM 204932107 53.151 10,500 Sole 10,500
COMPUTER SCIENCES CORP COM 205363104 9,217.894 97,415 Sole 97,415
COMPUWARE CORP COM 205638109 7,674.431 206,025 Sole 206,025
COMVERSE TECHNOLOGY INC COM PAR 205862402 5,938.224 41,024 Sole 41,024
CONAGRA INC COM 205887102 6,444.287 284,052 Sole 284,052
CONOCO INC CL B 208251405 8,940.821 359,430 Sole 359,430
CONSECO INC COM 208464107 4,506.631 253,011 Sole 253,011
CONSOLIDATED EDISON COM 209115104 5,543.287 160,675 Sole 160,675
CONSOLIDATED NAT GAS CO COM 209615103 3,655.108 56,287 Sole 56,287
CONSOLIDATED STORES CORP COM 210149100 917.23125 56,445 Sole 56,445
CONSTELLATION ENERGY GROUP INC COM 210371100 3,647.794 125,786 Sole 125,786
COOPER INDS INC COM 216669101 2,327.028 57,547 Sole 57,547
COOPER TIRE + RUBR CO COM 216831107 2,112.531 134,129 Sole 134,129
COORS ADOLPH CO CL B 217016104 996.345 18,978 Sole 18,978
CORNING INC COM 219350105 20,653.77 160,185 Sole 160,185
COSTCO WHSL CORP NEW COM 22160K105 11,983.68 131,328 Sole 131,328
COUNTRYWIDE CR INDS INC COM 222372104 2,088.831 82,726 Sole 82,726
CRANE CO COM 224399105 2,362.302 118,858 Sole 118,858
CROWN CORK + SEAL INC COM 228255105 1,513.042 67,622 Sole 67,622
CUMMINS ENGINE INC COM 231021106 1,056.245 21,863 Sole 21,863
CYMER INC COM 232572107 1,117.8 24,300 Sole 24,300
CYPRESS SEMICONDUCTOR CORP COM 232806109 537.425 16,600 Sole 16,600
CYTEC INDS INC COM 232820100 993.6 43,200 Sole 43,200
DTE ENERGY CO COM 233331107 4,737.551 149,804 Sole 149,804
DAIN RAUSCHER CORP COM 233856103 678.9 14,600 Sole 14,600
DANA CORP COM 235811106 2,931.461 97,921 Sole 97,921
DANAHER CORP COM 235851102 4,085.81 84,680 Sole 84,680
DARDEN RESTAURANTS INC COM 237194105 1,161.286 64,071 Sole 64,071
DAYTON HUDSON CORP COM 239753106 21,353.42 290,772 Sole 290,772
DEERE + CO COM 244199105 5,921.208 136,512 Sole 136,512
DELL COMPUTER CORP COM 247025109 86,511.75 1,696,309 Sole 1,696,309
DELPHI AUTOMOTIVE SYS CORP COM 247126105 5,275.872 334,976 Sole 334,976
DELTA AIR LINES INC DE COM 247361108 4,722.227 94,801 Sole 94,801
DE LUXE CORP COM 248019101 3,005.256 109,533 Sole 109,533
DIGITAL MICROWAVE CORP COM 253859102 220.3078 9,400 Sole 9,400
DILLARDS INC CL A 254067101 2,666.399 132,085 Sole 132,085
DISNEY WALT CO COM DISN254687106 39,586.68 1,353,391 Sole 1,353,391
DOLLAR GEN CORP COM 256669102 3,470.444 152,547 Sole 152,547
DOMINION RES INC VA COM 257470104 4,339.440 110,559 Sole 110,559
DONNELLEY R R + SONS CO COM 257867101 3,296.720 132,868 Sole 132,868
DOVER CORP COM 260003108 5,488.923 120,968 Sole 120,968
DOW CHEM CO COM 260543103 17,110.41 128,048 Sole 128,048
DOW JONES + CO INC COM 260561105 3,510.16 51,620 Sole 51,620
DU PONT E I DE NEMOURS + CO COM 263534109 44,838.21 680,656 Sole 680,656
DUKE ENERGY CO COM 264399106 12,489.59 249,169 Sole 249,169
DUN + BRADSTREET CORP DEL COM 26483B106 4,731.534 160,391 Sole 160,391
E M C CORP MASS COM 268648102 73,297.24 670,913 Sole 670,913
E SPIRE COMMUNICATIONS INC COM 269153102 62.7696 10,800 Sole 10,800
EARTHSHELL CORP COM 27032B100 85.8 20,800 Sole 20,800
EASTERN ENTERPRISES COM 27637F100 2,758.182 48,021 Sole 48,021
EASTMAN CHEM CO COM 277432100 2,246.105 47,101 Sole 47,101
EASTMAN KODAK CO COM 277461109 14,324.84 216,224 Sole 216,224
EATON CORP COM 278058102 3,275.678 45,104 Sole 45,104
ECOLAB INC COM 278865100 2,722.434 69,583 Sole 69,583
EDISON INTL COM 281020107 5,242.663 200,201 Sole 200,201
EL PASO ELEC CO COM NEW 283677854 99.1012 10,100 Sole 10,100
EL PASO ENERGY CORP DEL COM 283905107 5,206.668 134,151 Sole 134,151
ELECTRONIC DATA SYS CORP NEW COM 285661104 21,085.28 315,002 Sole 315,002
EMERSON ELEC CO COM 291011104 16,572.94 288,853 Sole 288,853
EMUSIC COM INC COM COM 292476108 461.25 45,000 Sole 45,000
ENGELHARD CORP COM 292845104 3,005.051 159,208 Sole 159,208
ENRON CORP COM 293561106 20,764.48 467,932 Sole 467,932
ENTERGY CORP COM 29364G103 5,385.020 209,127 Sole 209,127
EQUIFAX INC COM 294429105 3,361.425 142,663 Sole 142,663
ETHYL CORP COM 297659104 84.476 24,136 Sole 24,136
EXXON MOBIL CORP CHG F COM 30231G102 185,339.7 2,300,585.4 Sole 2,300,585.4
FMC CORP COM NEW 302491303 3,496.318 61,005 Sole 61,005
FPL GROUP INC COM 302571104 4,517.821 105,527 Sole 105,527
FDX CORP COM 31304N107 7,050.579 172,230 Sole 172,230
FEDERAL HOME LN MTG CORP COM 313400301 21,279.31 452,155 Sole 452,155
FEDERAL NATL MTG ASSN COM 313586109 42,253.42 676,737 Sole 676,737
FEDERATED DEPT STORES INC COM (CHAN COM 31410H101 65,171.53 1,288,943 Sole 1,288,943
FIFTH THIRD BANCORP COM 316773100 13,219.16 180,159 Sole 180,159
FIRST DATA CORP COM 319963104 12,184.10 247,082 Sole 247,082
FIRST SIERRA FINL INC COM 335944104 637.05 37,200 Sole 37,200
FIRST UN CORP COM 337358105 21,633.38 656,811 Sole 656,811
FIRSTAR CORP WIS COM 33763V109 12,819.96 606,862 Sole 606,862
FIRSTENERGY CORP COM 337932107 2,931.205 129,202 Sole 129,202
FLEETBOSTON FINL CORP COM 339030108 21,405.79 614,897 Sole 614,897
FLEETWOOD ENTERPRISES INC COM 339099103 1,059.052 51,348 Sole 51,348
FLEMING COS INC COM 339130106 45.1 4,400 Sole 4,400
FLORIDA PROGRESS CORP COM 341109106 2,148.518 50,778 Sole 50,778
FLUOR CORP COM 343861100 1,966.294 42,862 Sole 42,862
FORD MTR CO DEL COM 345370100 44,836.35 841,018 Sole 841,018
FORRESTER RESH INC COM 346563109 1,137.195 16,511 Sole 16,511
FORT JAMES CORP COM 347471104 5,064.895 185,019 Sole 185,019
FORTUNE BRANDS INC COM 349631101 3,276.311 99,096 Sole 99,096
FOSTER WHEELER CORP COM 350244109 231.034 26,032 Sole 26,032
FRANKLIN RES INC COM 354613101 4,701.635 146,642 Sole 146,642
FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 1,890.814 89,506 Sole 89,506
GPU INC COM 36225X100 3,679.361 123,676 Sole 123,676
GTE CORP COM 362320103 45,521.94 645,134 Sole 645,134
GANNETT INC COM 364730101 13,126.58 160,940 Sole 160,940
GAP INC COM 364760108 25,796.29 560,789 Sole 560,789
GATEWAY INC COM 367626108 13,126.45 182,155 Sole 182,155
GAYLORD ENTMT CO NEW COM 367905106 978.9399 32,700 Sole 32,700
GENERAL DYNAMICS CORP COM 369550108 6,101.645 115,671 Sole 115,671
GENERAL ELEC CO COM 369604103 334,163.2 2,159,375 Sole 2,159,375
GENERAL INSTR CORP DEL COM 370120107 8,573.1 100,860 Sole 100,860
GENERAL MLS INC COM 370334104 7,016.438 196,264 Sole 196,264
GENERAL MTRS CORP COM 370442105 31,578.28 434,442 Sole 434,442
GENUINE PARTS CO COM 372460105 2,668.803 107,561 Sole 107,561
GEORGIA PAC CORP COM GA P373298108 7,607.120 149,894 Sole 149,894
GILLETTE CO COM 375766102 29,394.33 713,680 Sole 713,680
GLEASON CORP COM COM 377339106 1,209 52,000 Sole 52,000
GLENAYRE TECHNOLOGIES INC COM 377899109 114.2512 10,100 Sole 10,100
GOLDEN WEST FINL CORP DEL COM 381317106 5,014.380 149,683 Sole 149,683
GOODRICH B F CO COM 382388106 2,961.612 107,695 Sole 107,695
GOODYEAR TIRE AND RUBBER COM 382550101 2,529.508 90,140 Sole 90,140
GRACE W R + CO DEL NEW COM 38388F108 623.421 44,136 Sole 44,136
GRAINGER W W INC COM 384802104 2,510.703 52,512 Sole 52,512
GREAT ATLANTIC + PAC TEA INC COM 390064103 550.50337 19,749 Sole 19,749
GREAT LAKES CHEMICAL CORP COM 390568103 1,223.740 32,046 Sole 32,046
GREATER BAY BANCORP COM 391648102 1,029 24,000 Sole 24,000
GREY WOLF INC COM 397888108 63.5375 22,100 Sole 22,100
GROUP MAINTENANCE AMER CORP COM 39943E107 114.3509 10,700 Sole 10,700
GUIDANT CORP COM 401698105 8,384.471 178,393 Sole 178,393
HA LO INDS INC COM 404429102 69.75 9,300 Sole 9,300
HAEMONETICS CORP MASS COM 405024100 1,550.161 65,100 Sole 65,100
HALLIBURTON CO COM 406216101 10,649.66 264,588 Sole 264,588
HANOVER COMPRESSOR CO COM 410768105 902.225 23,900 Sole 23,900
HANOVER DIRECT INC COM 410783104 123.975 34,200 Sole 34,200
HARCOURT GEN INC COM 41163G101 1,755.020 43,603 Sole 43,603
HARRAHS ENTMT INC COM 413619107 1,744.207 65,976 Sole 65,976
HARTFORD FINANCIAL SVCS GRP COM 416515104 8,182.704 172,722 Sole 172,722
HASBRO INC COM 418056107 2,138.328 112,918 Sole 112,918
HEALTHSOUTH CORP COM 421924101 1,070.936 199,244 Sole 199,244
HEINZ H J CO COM 423074103 8,269.111 207,704 Sole 207,704
HELMERICH AND PAYNE INC COM 423452101 1,070.1 49,200 Sole 49,200
HERCULES INC COM 427056106 1,539.229 55,219 Sole 55,219
HERSHEY FOODS CORP COM 427866108 5,561.608 117,242 Sole 117,242
HEWLETT PACKARD CO COM 428236103 76,624.38 673,621 Sole 673,621
HILB ROGAL + HAMILTON CO COM 431294107 1,084.8 38,400 Sole 38,400
HILTON HOTELS CORP COM COM 432848109 9,011.200 942,397 Sole 942,397
HOME DEPOT INC COM 437076102 103,261.3 1,501,983 Sole 1,501,983
HOMESTAKE MNG CO COM 437614100 1,297.542 166,096 Sole 166,096
HONEYWELL INTL INC COM 438516106 30,572.37 529,970 Sole 529,970
HORACE MANN EDUCATORS CORP NEW COM 440327104 613.28125 31,250 Sole 31,250
HOUSEHOLD INTL INC COM 441815107 10,203.44 273,918 Sole 273,918
HUMANA INC COM 444859102 651.82437 79,617 Sole 79,617
HUNTINGTON BANCSHARES INC COM 446150104 3,183.826 133,354 Sole 133,354
IMS HEALTH INC COM 449934108 4,759.03 175,048 Sole 175,048
IBIS TECHNOLOGY CORP COM COM 450909106 843.625 17,000 Sole 17,000
ITT INDS INC COM 450911102 1,640.553 49,064 Sole 49,064
IKON OFFICE SOLUTIONS INC COM 451713101 414.24453 60,811 Sole 60,811
ILEX ONCOLOGY INC COM COM 451923106 844.375 35,000 Sole 35,000
ILLINOIS TOOL WKS INC COM 452308109 11,764.23 174,125 Sole 174,125
INCO LTD COM 453258402 2,434.835 103,610 Sole 103,610
INDEPENDENCE CMNTY BK CORP COM 453414104 133.75 10,700 Sole 10,700
INDY MAC MTG HLDGS INC COM 456607100 127.5 10,000 Sole 10,000
INFORMATION HLDGS INC COM 456727106 1,284.540 44,200 Sole 44,200
INFORMIX CORP COM 456779107 316.8049 27,700 Sole 27,700
INGERSOLL RAND CO COM 456866102 5,348.117 97,129 Sole 97,129
INPUT/OUTPUT INC COM 457652105 69.3494 13,700 Sole 13,700
INTEGRATED DEVICE TECHNOLOGY COM 458118106 362.5 12,500 Sole 12,500
INTEL CORP COM 458140100 179,528.1 2,181,069 Sole 2,181,069
INTERFACE INC CL A 458665106 55.2 9,600 Sole 9,600
INTERGRAPH CORP COM 458683109 54.39263 11,605 Sole 11,605
INTERIM SVCS INC COM 45868P100 931.46625 37,635 Sole 37,635
INTERNATIONAL BUSINESS MACHS COM 459200101 127,910.0 1,185,725 Sole 1,185,725
INTERNATIONAL FLAVOURS COM 459506101 2,030.508 53,967 Sole 53,967
INTERNATIONAL PAPER CO COM 460146103 13,632.64 241,555 Sole 241,555
INTERPUBLIC GROUP COS INC COM 460690100 9,280.569 160,878 Sole 160,878
IOMEGA CORP COM 462030107 126.5625 37,500 Sole 37,500
JEFFERSON PILOT CORP COM 475070108 4,198.74 61,520 Sole 61,520
JOHNSON + JOHNSON COM 478160104 85,433.87 916,181 Sole 916,181
JOHNSON CTLS INC COM 478366107 3,750.735 65,947 Sole 65,947
JOSTENS INC COM 481088102 1,678.816 69,053 Sole 69,053
KLA TENCOR CORP COM 482480100 5,873.917 52,740 Sole 52,740
K MART CORP COM 482584109 4,333.492 430,679 Sole 430,679
KANSAS CITY SOUTHN INDS INC COM 485170104 4,853.684 65,041 Sole 65,041
KAUFMAN + BROAD HOME CORP COM 486168107 698.66568 28,886 Sole 28,886
KELLOGG CO COM 487836108 7,188.100 233,289 Sole 233,289
KERR MCGEE CORP COM 492386107 3,181.654 51,317 Sole 51,317
KEY ENERGY SVCS INC COM 492914106 57.5757 11,100 Sole 11,100
KEYCORP NEW COM 493267108 6,802.397 307,453 Sole 307,453
KIMBERLY CLARK CORP COM 494368103 23,418.85 357,884 Sole 357,884
KNIGHT RIDDER INC COM 499040103 6,499.226 109,117 Sole 109,117
KOHLS CORP COM 500255104 6,767.242 93,746 Sole 93,746
KOPIN CORP COM 500600101 1,251.6 29,800 Sole 29,800
KROGER CO COM COM 501044101 284,180.1 15,055,902 Sole 15,055,902
LASMO PLC SER A PFD SP ADR P501730303 7,231.875 285,000 Sole 285,000
LCA VISION INC COM NEW 501803209 53.4318 11,400 Sole 11,400
LTV CORP COM COM 501921100 2,424.332 587,717 Sole 587,717
LSI LOGIC CORP COM 502161102 5,861.227 86,833 Sole 86,833
LABORATORY CORP AMER HLDGS COM 50540R102 56.0424 15,200 Sole 15,200
LEGGETT + PLATT INC COM 524660107 2,114.395 98,633 Sole 98,633
LEHMAN BROTHERS HLDGS INC COM 524908100 5,980.85 70,623 Sole 70,623
LEXMARK INTL GROUP INC CL A 529771107 6,609.396 73,032 Sole 73,032
LILLY ELI + CO COM 532457108 47,703.70 717,349 Sole 717,349
LIMITED INC COM 532716107 8,956.575 206,792 Sole 206,792
LINCOLN NATL CORP IN COM 534187109 4,593.6 114,840 Sole 114,840
LIZ CLAIBORNE INC COM 539320101 1,311.795 34,865 Sole 34,865
LOCKHEED MARTIN CORP COM 539830109 5,025.759 229,749 Sole 229,749
LOEWS CINEPLEX ENTMT CORP COM 540423100 69.9125 11,900 Sole 11,900
LOEWS CORP COM 540424108 4,853.624 79,978 Sole 79,978
LONGS DRUG STORES CORP COM 543162101 2,137.130 82,796 Sole 82,796
LOUISIANA PAC CORP COM 546347105 756.15592 53,773 Sole 53,773
LOWES COS INC COM 548661107 13,295.92 222,526 Sole 222,526
LUCENT TECHNOLOGIES INC COM 549463107 152,639.8 2,035,198 Sole 2,035,198
MBIA INC COM 55262C100 3,166.871 59,965 Sole 59,965
MBNA CORP COM 55262L100 12,307.51 451,652 Sole 451,652
MCI WORLDCOM INC COM 55268B106 100,670.0 1,897,216 Sole 1,897,216
MGIC INVT CORP WIS COM 552848103 6,951.839 115,504 Sole 115,504
MAIL COM INC CL A COM CL A 560311102 993.75 53,000 Sole 53,000
MAKER COMMUNICATIONS INC COM 560875106 923.4 21,600 Sole 21,600
MALLINCKRODT INC NEW COM 561232109 2,122.369 66,716 Sole 66,716
MANOR CARE INC NEW COM 564055101 767.2 47,950 Sole 47,950
MARCUS CORP COM 566330106 678.5685 50,500 Sole 50,500
MARSH + MCLENNAN COS INC COM 571748102 15,168.68 158,524 Sole 158,524
MARRIOTT INTL INC NEW CL A 571903202 4,466.243 141,507 Sole 141,507
MASCO CORP COM 574599106 6,574.510 259,094 Sole 259,094
MATTEL INC COM 577081102 3,169.149 241,459 Sole 241,459
MAY DEPT STORES CO COM COM 577778103 7,406.470 229,658 Sole 229,658
MAYTAG CORP COM 578592107 5,409.024 112,688 Sole 112,688
MCDERMOTT INTL INC COM 580037109 917.70874 101,270 Sole 101,270
MCDONALDS CORP COM 580135101 37,108.76 920,539 Sole 920,539
MCGRAW HILL COS INC COM 580645109 7,173.704 116,409 Sole 116,409
MCKESSON HBOC INC COM 58155Q103 3,595.365 159,794 Sole 159,794
MEAD CORP COM 582834107 2,309.458 53,168 Sole 53,168
MEDIAONE GROUP INC COM 58440J104 31,691.78 412,589 Sole 412,589
MEDTRONIC INC COM 585055106 28,112.49 771,537 Sole 771,537
MELLON FINL CORP COM 58551A108 10,073.25 295,733 Sole 295,733
MENTOR CORP MINN COM 587188103 467.1972 18,100 Sole 18,100
MERCK + CO INC COM 589331107 102,088.8 1,519,473 Sole 1,519,473
MEREDITH CORP COM 589433101 1,431.948 34,350 Sole 34,350
MERRILL LYNCH + CO INC COM 590188108 20,413.85 245,029 Sole 245,029
METRIS COS INC COM 591598107 1,663.014 46,600 Sole 46,600
METROMEDIA INTER. GRP INC COM 591695101 102.6 21,600 Sole 21,600
MICROSOFT CORP COM 594918104 394,795.6 3,381,547 Sole 3,381,547
MICROCELL TELECOMMUNICATIONS CL B NON59501T304 605.72187 18,425 Sole 18,425
MICRON TECHNOLOGY INC COM 595112103 12,270.50 157,820 Sole 157,820
MILACRON INC COM 598709103 2,081.129 135,358 Sole 135,358
MILLIPORE CORP COM 601073109 998.07 25,840 Sole 25,840
MINNESOTA MNG + MFG CO COM 604059105 26,073.99 266,401 Sole 266,401
MIRAGE RESORTS INC COM 60462E104 1,759.113 116,305 Sole 116,305
MOLEX INC COM 608554101 5,188.731 91,533 Sole 91,533
MONSANTO CO COM 611662107 13,127.35 370,442 Sole 370,442
MORGAN J P + CO INC COM 616880100 13,378.43 105,654 Sole 105,654
MORGAN STANLEY DEAN WITTER+CO COM NEW 617446448 54,879.95 384,448 Sole 384,448
MOTOROLA INC COM 620076109 58,934.30 400,233 Sole 400,233
NBTY INC COM 628782104 98.277 8,500 Sole 8,500
NABISCO GROUP HLDG CORP COM 62952P102 1,784.160 167,921 Sole 167,921
NACCO INDS INC CL A 629579103 1,514.675 27,261 Sole 27,261
NATIONAL CITY CORP COM 635405103 10,011.38 422,653 Sole 422,653
NATIONAL R V HLDGS INC COM 637277104 398.475 20,700 Sole 20,700
NATIONAL SEMICONDUCTOR CORP COM 637640103 4,322.599 100,967 Sole 100,967
NATIONAL SVC INDS INC COM 637657107 2,031.045 68,849 Sole 68,849
NATURAL MICROSYSTEMS CORP COM COM 638882100 1,357.548 29,000 Sole 29,000
NAUTICA ENTERPRISES INC COM 639089101 468.3168 41,400 Sole 41,400
NAVISTAR INTL CORP INC COM 63934E108 1,534.597 32,651 Sole 32,651
NETWORK APPLIANCE INC COM 64120L104 7,100.305 85,482 Sole 85,482
NEW CENTY ENERGIES INC COM 64352U103 2,768.256 91,136 Sole 91,136
NEW YORK TIMES CO CL A 650111107 4,926.598 100,287 Sole 100,287
NEWELL RUBBERMAID INC COM 651229106 4,777.431 164,739 Sole 164,739
NEWMONT MNG CORP COM 651639106 2,187.213 89,274 Sole 89,274
NEXTEL COMMUNICATIONS INC CL A 65332V103 24,076.18 233,466 Sole 233,466
NIAGARA MOHAWK HLDGS INC COM 653520106 1,777.092 127,509 Sole 127,509
NICOR INC COM 654086107 969.345 29,826 Sole 29,826
NIKE INC CL B 654106103 8,159.937 164,641 Sole 164,641
NORDSTROM INC COM 655664100 1,827.131 69,441 Sole 69,441
NORFOLK SOUTHN CORP COM 655844108 4,529.188 220,936 Sole 220,936
NORTEL NETWORKS CORP COM 656569100 88,395.70 875,205 Sole 875,205
NORTHERN STS PWR CO MN COM 665772109 1,809.775 92,809 Sole 92,809
NORTHERN TRUST CORP COM 665859104 6,935.951 130,867 Sole 130,867
NORTHROP GRUMMAN CORP COM 666807102 4,197.698 77,646 Sole 77,646
NOVELL INC COM 670006105 7,931.448 198,599 Sole 198,599
NUCOR CORP COM 670346105 2,811.746 51,298 Sole 51,298
NVEST LP UNIT LTD67065F107 2,222.5 140,000 Sole 140,000
OAKLEY INC COM 673662102 80.0928 14,400 Sole 14,400
OCCIDENTAL PETE CORP COM 674599105 4,490.388 207,648 Sole 207,648
OCEANFIRST FINL CORP COM 675234108 1,007.160 58,177 Sole 58,177
OCWEN FINL CORP COM 675746101 83.125 13,300 Sole 13,300
OFFICE DEPOT INC COM 676220106 4,090.768 371,888 Sole 371,888
OFFICE MAX INC COM 67622M108 91.8853 16,900 Sole 16,900
OLD KENT FINL CORP COM 679833103 2,181.399 61,665 Sole 61,665
OMNICOM GROUP COM 681919106 10,563.2 105,632 Sole 105,632
OMNOVA SOLUTIONS INC COM 682129101 99.975 12,900 Sole 12,900
ONEOK INC NEW COM 682680103 560.41312 22,305 Sole 22,305
ORACLE CORP COM 68389X105 106,351.2 949,039 Sole 949,039
OUTBACK STEAKHOUSE INC COM COM 689899102 855.921 33,000 Sole 33,000
OWENS + MINOR INC NEW COM 690732102 496.0035 55,500 Sole 55,500
OWENS CORNING COM 69073F103 568.85427 29,456 Sole 29,456
OWENS ILL INC COM NEW 690768403 2,220.593 88,604 Sole 88,604
PECO ENERGY CO COM 693304107 3,763.842 108,312 Sole 108,312
PG+E CORP COM 69331C108 4,502.394 219,629 Sole 219,629
PE CORP COM PE B69332S102 11,346.26 94,307 Sole 94,307
PNC BK CORP COM 693475105 9,658.458 217,044 Sole 217,044
P P + L RES INC COM 693499105 3,467.506 151,585 Sole 151,585
PPG INDS INC COM 693506107 8,676.723 138,690 Sole 138,690
PACCAR INC COM 693718108 2,087.582 47,111 Sole 47,111
PACTIV CORP COM 695257105 1,071.488 100,846 Sole 100,846
PAINE WEBBER GROUP INC COM 695629105 5,333.972 137,431 Sole 137,431
PAIRGAIN TECHNOLOGIES INC COM 695934109 143.2887 10,100 Sole 10,100
PALL CORP COM 696429307 1,326.925 61,540 Sole 61,540
PARAMETRIC TECHNOLOGY CORP COM 699173100 4,270.004 157,786 Sole 157,786
PARKER DRILLING CO COM 701081101 33.7822 10,600 Sole 10,600
PARKER HANNIFIN CORP COM 701094104 3,104.273 60,498 Sole 60,498
PAYCHEX INC COM 704326107 5,763.68 144,092 Sole 144,092
PCORDER COM INC CL A CL A 70453H107 841.5 16,500 Sole 16,500
PENNEY J C INC COM 708160106 3,819.849 191,596 Sole 191,596
PENNZOIL QUAKER ST CO COM 709323109 104.9261 10,300 Sole 10,300
PEOPLES ENERGY CORP COM 711030106 1,013.341 30,249 Sole 30,249
PEOPLESOFT INC COM 712713106 2,799.459 131,356 Sole 131,356
PEP BOYS MANNY MOE + JACK COM 713278109 377.68655 42,261 Sole 42,261
PEPSICO INC COM 713448108 34,277.84 972,421 Sole 972,421
PERKINELMER INC COM 714046109 4,808.553 115,349 Sole 115,349
PEROT SYS CORP CDT CL A CL A 714265105 660.625 35,000 Sole 35,000
PETSMART INC COM 716768106 103.5 18,000 Sole 18,000
PHARMACIA + UPJOHN INC COM 716941109 14,337.72 318,616 Sole 318,616
PFIZER INC COM 717081103 82,878.41 2,555,058 Sole 2,555,058
PHELPS DODGE CORP COM 717265102 3,160.493 46,909 Sole 46,909
PHILIP MORRIS COS INC COM 718154107 36,056.59 1,567,678 Sole 1,567,678
PHILLIPS PETE CO COM 718507106 6,916.708 147,164 Sole 147,164
PIEDMONT NAT GAS INC COM 720186105 472.20937 15,675 Sole 15,675
PIER 1 IMPORTS INC COM 720279108 93.7125 14,700 Sole 14,700
PINNACLE WEST CAP CORP COM 723484101 1,336.781 43,740 Sole 43,740
PIONEER NAT RES CO COM 723787107 119.7558 13,400 Sole 13,400
PITNEY BOWES INC COM 724479100 7,456.570 154,342 Sole 154,342
PITTSTON BRINKS GROUP COM BRIN725701106 1,326.6 60,300 Sole 60,300
PLACER DOME INC COM 725906101 1,874.155 174,340 Sole 174,340
POLAROID CORP COM 731095105 523.10528 27,807 Sole 27,807
POTLATCH CORP COM 737628107 935.20612 20,957 Sole 20,957
POWER INTEGRATIONS COM 739276103 872.4534 18,200 Sole 18,200
PRAXAIR INC COM 74005P104 4,728.824 93,990 Sole 93,990
PREMIERE TECHNOLOGIES INC COM 74058F102 91.7 13,100 Sole 13,100
PRICE T ROWE + ASSOC INC COM 741477103 2,272.733 61,530 Sole 61,530
PROCTER + GAMBLE CO COM 742718109 94,220.47 859,974 Sole 859,974
PROGRESSIVE CORP OHIO COM 743315103 3,135.015 42,872 Sole 42,872
PROTECTION ONE INC COM 743663304 26.3432 13,600 Sole 13,600
PROVANT INC COM 743724106 993.1835 39,334 Sole 39,334
PROVIDIAN FINL CORP COM 74406A102 7,451.785 81,832 Sole 81,832
PUBLIC SVC ENTERPRISE GROUP COM 744573106 7,404.268 212,693 Sole 212,693
PULTE CORP COM 745867101 2,704.567 120,203 Sole 120,203
QUAKER OATS CO COM 747402105 5,977.584 91,087 Sole 91,087
QUALCOMM INC COM 747525103 75,301.36 427,545 Sole 427,545
QUINTILES TRANSNATIONAL CORP COM 748767100 1,040.417 55,676 Sole 55,676
QUORUM HEALTH GROUP INC COM 749084109 99.6384 10,700 Sole 10,700
RALCORP HLDGS INC NEW COM 751028101 933.0516 46,800 Sole 46,800
RALSTON PURINA CO COM RAL-751277302 6,959.607 249,672 Sole 249,672
RAYTHEON CO CL B 755111408 5,148.114 193,815 Sole 193,815
READ RITE CORP COM 755246105 87.438 18,408 Sole 18,408
REEBOK INTL LTD COM 758110100 270.4821 33,038 Sole 33,038
REGIONS FINL CORP COM 758940100 3,485.591 138,730 Sole 138,730
REINSURANCE GRP OF AMERICA COM 759351109 132,775.1 4,784,689 Sole 4,784,689
RELIANCE GROUP HLDGS INC COM 759464100 67.575 10,200 Sole 10,200
RELIANT ENERGY INC COM 75952J108 3,952.617 172,792 Sole 172,792
REPUBLIC NY CORP COM 760719104 4,399.488 61,104 Sole 61,104
REPUBLIC SEC FINL CORP COM 760758102 79.4316 11,100 Sole 11,100
REYNOLDS METALS CO COM 761763101 5,880.892 76,749 Sole 76,749
RITE AID CORP COM 767754104 1,566.622 140,820 Sole 140,820
ROCKWELL INTL CORP NEW COM 773903109 5,417.582 113,161 Sole 113,161
ROHM + HAAS CO COM 775371107 5,228.035 128,494 Sole 128,494
ROWAN COS INC COM 779382100 951.36531 43,868 Sole 43,868
ROYAL BK SCOTLAND 9.00% PREF SP ADR P780097705 3,271.8 150,000 Sole 150,000
ROYAL DUTCH PETE CO NY REG G780257804 84,858.68 1,401,187 Sole 1,401,187
RUSSELL CORP COM 782352108 296.7765 17,718 Sole 17,718
RYDER SYS INC COM 783549108 1,039.427 42,535 Sole 42,535
S B C COMMUNICATIONS INC COM COM 78387G103 109,032.4 2,236,563 Sole 2,236,563
SLM HLDG CORP COM 78442A109 3,817.203 90,348 Sole 90,348
SPS TECHNOLOGIES INC COM 784626103 574.866 18,000 Sole 18,000
SAFECO CORP COM 786429100 1,744.807 70,143 Sole 70,143
SAFEWAY INC COM NEW 786514208 10,490.73 293,447 Sole 293,447
SAGA COMMUNICATIONS CL A 786598102 873.9495 43,158 Sole 43,158
ST JUDE MED INC COM 790849103 1,320.645 43,036 Sole 43,036
ST PAUL COS INC COM 792860108 4,490.106 133,289 Sole 133,289
SARA LEE CORP COM 803111103 13,172.47 597,066 Sole 597,066
SCHERING PLOUGH CORP COM 806605101 41,812.98 986,737 Sole 986,737
SCHLUMBERGER LTD COM 806857108 20,890.28 372,210 Sole 372,210
SCHWAB CHARLES CORP COM 808513105 20,340.92 531,789 Sole 531,789
SCIENTIFIC ATLANTA INC COM 808655104 4,022.217 71,986 Sole 71,986
SCIENTIFIC LEARNING OC-COM COM 808760102 1,460 40,000 Sole 40,000
SEAGATE TECHNOLOGY COM 811804103 7,287.558 156,513 Sole 156,513
SEAGRAM LTD COM 811850106 11,239.67 251,166 Sole 251,166
SEALED AIR CORP NEW COM 81211K100 2,343.249 45,226 Sole 45,226
SEARS ROEBUCK + CO COM 812387108 8,826.033 290,569 Sole 290,569
SEMPRA ENERGY COM 816851109 2,377.508 136,835 Sole 136,835
SERVICE CORP INTL COM 817565104 2,407.111 346,996 Sole 346,996
7 ELEVEN INC COM 817826100 51.1147 28,700 Sole 28,700
SHARED MEDI CAL SYSTEM COM 819486101 2,592.183 50,890 Sole 50,890
SHERWIN WILLIAMS CO COM 824348106 1,940.988 92,428 Sole 92,428
SICOR INC COM 825846108 110.825 14,300 Sole 14,300
SIERRA PAC RES NEW COM 826428104 199.2565 11,468 Sole 11,468
SIGMA ALDRICH COM 826552101 2,984.525 99,279 Sole 99,279
SILICON GRAPHICS INC COM 827056102 927.20089 95,716 Sole 95,716
SITEL CORP COM 82980K107 80.941 11,563 Sole 11,563
SKY FINL GROUP INC COM 83080P103 250.07325 12,426 Sole 12,426
SNAP ON INC COM 833034101 831.7359 31,313 Sole 31,313
SOLECTRON CORP COM 834182107 16,407.25 172,481 Sole 172,481
SOUTHERN CO COM 842587107 9,193.223 391,201 Sole 391,201
SOUTHTRUST CORP COM 844730101 4,818.836 127,442 Sole 127,442
SOUTHWEST AIRLS CO COM 844741108 4,690.956 290,912 Sole 290,912
SPRINGS INDS INC CL A 851783100 428.72369 10,735 Sole 10,735
SPRINT CORP COM FON 852061100 39,108.87 581,009 Sole 581,009
SPRINT CORP PCS COM 852061506 28,683.29 279,837 Sole 279,837
STANLEY WORKS COM 854616109 1,763.728 58,547 Sole 58,547
STAPLES INC COM 855030102 5,682.823 273,871 Sole 273,871
STATE STREET CORPORATION COM 857477103 6,888.942 94,289 Sole 94,289
STERICYCLE INC COM COM 858912108 865.352 46,000 Sole 46,000
STEWART INFORMATION SVCS CORP COM 860372101 294.8608 22,150 Sole 22,150
STRIDE RITE CORP COM 863314100 70.85 10,900 Sole 10,900
SUMMIT BANCORP COM 866005101 4,707.828 153,725 Sole 153,725
SUN MICROSYSTEMS INC COM 866810104 79,836.46 1,030,986 Sole 1,030,986
SUNBEAM CORP DEL NEW COM 867071102 41.87 10,000 Sole 10,000
SUNOCO INC COM 86764P109 2,433.66 103,560 Sole 103,560
SUNTRUST BKS INC COM 867914103 14,577.40 211,844 Sole 211,844
SUPERIOR ENERGY SERVICES INC COM 868157108 843.75 125,000 Sole 125,000
SUPERVALU INC COM 868536103 2,863 143,150 Sole 143,150
SYBASE INC COM 871130100 204 12,000 Sole 12,000
SYNCOR INTL CORP NEW COM 87157J106 597.0625 20,500 Sole 20,500
SYNOVUS FINL CORP COM 87161C105 3,221.479 162,087 Sole 162,087
SYSCO CORP COM 871829107 7,523.901 190,180 Sole 190,180
TJX COS INC NEW COM 872540109 4,378.974 214,267 Sole 214,267
TRW INC COM 872649108 3,695.109 71,146 Sole 71,146
TANDY CORP COM 875382103 5,491.630 111,648 Sole 111,648
TEKTRONIX INC COM 879131100 1,186.426 30,519 Sole 30,519
TELLABS INC COM 879664100 14,817.12 230,843 Sole 230,843
TEMPLE INLAND INC COM 879868107 2,150.601 32,616 Sole 32,616
TENET HEALTHCARE CORP COM 88033G100 5,158.908 219,528 Sole 219,528
TERADYNE INC COM 880770102 7,280.46 110,310 Sole 110,310
TEXACO INC COM 881694103 19,610.48 361,071 Sole 361,071
TEXAS INDS INC COM 882491103 680.992 16,000 Sole 16,000
TEXAS INSTRS INC COM 882508104 51,861.82 536,733 Sole 536,733
TEXAS UTILS CO COM 882848104 5,692.658 160,077 Sole 160,077
TEXTRON INC COM 883203101 6,643.011 86,625 Sole 86,625
THERMO ELECTRON CORP COM 883556102 1,313.13 87,542 Sole 87,542
THOMAS + BETTS CORP COM 884315102 2,101.136 65,918 Sole 65,918
3COM CORP COM 885535104 11,147.69 237,185 Sole 237,185
TIME WARNER INC COM 887315109 60,101.61 831,143 Sole 831,143
TIMES MIRROR CO NEW COM SER 887364107 2,385.736 35,608 Sole 35,608
TIMKEN CO COM 887389104 778.93581 38,114 Sole 38,114
TITAN PHARMACEUTICALS INC DEL COM 888314101 1,140 60,000 Sole 60,000
TORCHMARK INC COM 891027104 4,320.676 148,671 Sole 148,671
TOSCO CORP COM NEW 891490302 2,372.745 87,275 Sole 87,275
TOYS R US INC COM 892335100 1,972.036 137,789 Sole 137,789
TRANSMONTAIGNE INC COM 893934109 91.854 13,122 Sole 13,122
TRICON GLOBAL RESTAURANTS INC COM 895953107 3,406.647 88,198 Sole 88,198
TRIBUNE CO NEW COM 896047107 10,845.01 196,960 Sole 196,960
TRUE NORTH COMMUNICATIONS COM 897844106 992.0514 22,200 Sole 22,200
TUPPERWARE CORP COM 899896104 746.12566 44,053 Sole 44,053
TWEETER HOME ENTMT GROUP INC COM 901167106 1,171.5 33,000 Sole 33,000
TYCO INTL LTD NEW COM 902124106 42,468.15 1,088,927 Sole 1,088,927
USX MARATHON GROUP COM NEW 902905827 6,153.851 249,275 Sole 249,275
UST INC COM 902911106 3,281.060 130,268 Sole 130,268
US BANCORP DEL COM 902973106 12,057.92 506,380 Sole 506,380
USEC INC COM 90333E108 95.2 13,600 Sole 13,600
USX - US STEEL COM 90337T101 1,865.127 56,519 Sole 56,519
US ONCOLOGY INC COM 90338W103 83.41555 16,896 Sole 16,896
UNILEVER N V N Y SHS 904784709 19,913.32 365,805 Sole 365,805
UNICOM CORP COM 904911104 4,148.573 123,838 Sole 123,838
UNION CARBIDE CORP COM 905581104 5,258.765 78,783 Sole 78,783
UNION PAC CORP COM 907818108 6,423.780 147,041 Sole 147,041
UNION PACIFIC RES GROUP INC COM 907834105 1,731.067 135,770 Sole 135,770
UNION PLANTERS CORP COM 908068109 2,960.220 75,062 Sole 75,062
UNISYS CORP COM 909214108 5,769.802 180,662 Sole 180,662
UNITED ASSET MGMT CORP COM COM 909420101 28,720.5 1,547,274 Sole 1,547,274
UNITED DOMINION RLTY TR INC COM 910197102 142.2 14,400 Sole 14,400
UNITED HEALTHCARE CORP COM 910581107 5,175.118 97,414 Sole 97,414
US AIRWAYS GROUP INC COM 911905107 3,772.543 117,664 Sole 117,664
U S WEST INC COM CHG F COM 91273H101 23,600.52 327,785 Sole 327,785
UNITED TECHNOLOGIES CORP COM COM 913017109 20,644.65 317,610 Sole 317,610
UNOCAL CORP COM 915289102 4,790.572 142,738 Sole 142,738
UNUMPROVIDENT CORP COM 91529Y106 4,425.165 138,019 Sole 138,019
V F CORP COM 918204108 4,177.68 139,256 Sole 139,256
VARIAN INC COM 922206107 875.25 38,900 Sole 38,900
VENTAS INC COM 92276F100 49.8253 11,900 Sole 11,900
VIACOM INC CL B 925524308 27,572.62 456,221 Sole 456,221
VULCAN MATLS CO COM 929160109 2,212.669 55,404 Sole 55,404
WACHOVIA CORP NEW COM 929771103 8,833.336 129,902 Sole 129,902
WADDELL & REED FINL INC CL A CL A 930059100 1,315.562 48,500 Sole 48,500
WAL MART STORES INC COM 931142103 202,402.3 2,928,063 Sole 2,928,063
WALGREEN CO COM 931422109 19,152.49 654,786 Sole 654,786
WALLACE COMPUTER SER INC COM 932270101 789.6875 47,500 Sole 47,500
WARNER LAMBERT CO COM 934488107 46,368.88 565,909 Sole 565,909
WASHINGTON MUT INC COM 939322103 10,285.72 397,516 Sole 397,516
WASTE MGMT INC DEL COM 94106L109 6,102.399 355,059 Sole 355,059
WATSON PHARMACEUTICALS INC COM 942683103 3,024.824 84,464 Sole 84,464
WELLPOINT HEALTH NETWORKS INC COM 94973H108 4,582.489 69,498 Sole 69,498
WELLS FARGO + CO NEW COM 949746101 43,669.81 1,079,947 Sole 1,079,947
WENDYS INTL INC COM 950590109 1,191.466 57,249 Sole 57,249
WESCO INTL INC COM 95082P105 99.31125 11,190 Sole 11,190
WESTERN DIGITAL CORP COM 958102105 43.1261 10,300 Sole 10,300
WESTVACO CORP COM 961548104 4,140.895 126,924 Sole 126,924
WEYERHAEUSER CO COM COM 962166104 9,836.305 136,973 Sole 136,973
WHIRLPOOL CORP COM 963320106 2,794.412 42,950 Sole 42,950
WILLAMETTE INDS INC COM 969133107 2,877.468 61,965 Sole 61,965
WILLIAMS COS INC COM 969457100 7,739.062 253,225 Sole 253,225
WINN DIXIE STORES INC COM 974280109 1,989.140 83,099 Sole 83,099
WISCONSIN CENT TRANSN CORP COM 976592105 138.4011 10,300 Sole 10,300
WORTHINGTON INDS IN COM 981811102 994.33279 60,037 Sole 60,037
WRIGLEY WM JR CO COM 982526105 5,450.039 65,713 Sole 65,713
WYNDHAM INTL - CL A CL A 983101106 83.91302 28,571 Sole 28,571
WYNNS INTL INC COM COM 983195108 11,282.23 798,742 Sole 798,742
XILINX INC COM 983919101 8,265.991 181,794 Sole 181,794
XEROX CORP COM COM 984121103 10,171.21 448,328 Sole 448,328
YAHOO INC COM 984332106 73,313.18 169,437 Sole 169,437
GLOBAL CROSSING LTD COM G3921A100 24,813.75 496,275 Sole 496,275
AUDIOCODES LTD ORD M15342104 1,196 13,000 Sole 13,000
TARO PHARMACEUTICALS INDUS ORD M8737E108 1,044 72,000 Sole 72,000
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