-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Msy0IFOybmWeVoKboioE2EDQV0N+782Rnq5QEfwytRxd9aIqkDMDaC6ewOcKQ25F lP8ZJCvGjvZ4qhZmLSqQVQ== 0000728618-98-000057.txt : 20040503 0000728618-98-000057.hdr.sgml : 20040503 19980813134300 ACCESSION NUMBER: 0000728618-98-000057 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19980630 FILED AS OF DATE: 19980813 DATE AS OF CHANGE: 20010517 FILER: COMPANY DATA: COMPANY CONFORMED NAME: METROPOLITAN LIFE INSURANCE CO/NY CENTRAL INDEX KEY: 0000728618 STANDARD INDUSTRIAL CLASSIFICATION: INSURANCE AGENTS BROKERS & SERVICES [6411] IRS NUMBER: 135581829 STATE OF INCORPORATION: NY FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00491 FILM NUMBER: 98685409 BUSINESS ADDRESS: STREET 1: ONE MADISON AVE CITY: NEW YORK STATE: NY ZIP: 10010 BUSINESS PHONE: 2125785914 MAIL ADDRESS: STREET 1: ONE MADISON AVENUE LAW DEPARTMENT CITY: NEW YORK STATE: NY ZIP: 10010-3690 13F-HR 1 Securities and Exchange Commission Washington, D.C. 20549 Form 13F Cover Page Report for the Calendar Year or Quarter Ended: June 30, 1998 Check here if Amendment [ ]; Amendment number ___ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Dorothy Murray Address: MetLife 4100 Boy Scout Blvd. Tampa, FL 33607 13f File Number: 28-3714 The institutional investment manager filing this report and the person by whom it is signed hereby represents that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Dorothy Murray Title: Assistant Vice-President Phone: 813-801-2063 Signature, Place, and Date of Signing: /s/Dorothy Murray________ Tampa, Florida________ July 31, 1998 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).) Report Summary Number of other Included Managers: None Form 13F Information Table Entry Total: 3.482 Form 13F Information Table Value Total ($000): 8,468,532 Title of Value Shrs Or Investment Other Voting Name of Issuer Class Cusip (x$1000) Prn Amt Discretion Mgrs Authority METLIFE SERIES INDEX FUND AMR CORP DEL COMM 001765106 2,289 27,500 Sole 27,500 AMERICAN TEL & TELEG CO COMM 001957109 27,896 488,335 Sole 488,335 ABBOTT LABS COMM 002824100 9,738 237,500 Sole 237,500 ADOBE SYSTEMS INC COMM 00724F101 853 20,100 Sole 20,100 AEROQUIP-VICKERS CORP COMM 007869100 514 8,800 Sole 8,800 ADVANCED MICRO DEVICES COMM 007903107 735 43,100 Sole 43,100 AETNA INC COMM 008117103 3,334 43,800 Sole 43,800 AHMANSON H F & CO COMM 008677106 2,357 33,200 Sole 33,200 AIR PROD & CHEMICAL INC COMM 009158106 1,412 35,300 Sole 35,300 AIRTOUCH COMMUNICATIONS COMM 00949T100 10,069 172,300 Sole 172,300 ALBERTO CULVER CO CL B PREF 013068101 505 17,400 Sole 17,400 ALBERTSONS INC COMM 013104104 3,855 74,400 Sole 74,400 ALCAN ALUM LTD COMM 013716105 1,890 68,400 Sole 68,400 ALLEGHENY TELEDYNE INC COMM 017415100 1,347 58,900 Sole 58,900 ALLERGAN INC COMM 018490102 923 19,900 Sole 19,900 ALLIED SIGNAL INC COMM 019512102 7,575 170,700 Sole 170,700 ALLSTATE CORP COMM 020002101 12,617 137,799 Sole 137,799 ALLTEL CORP COMM 020039103 3,827 82,300 Sole 82,300 ALUMINUM CO AMERICA COMM 022249106 3,343 50,700 Sole 50,700 ALZA CORP COMM 022615108 1,146 26,500 Sole 26,500 AMERADA HESS CORP COMM 023551104 1,532 28,200 Sole 28,200 AMEREN CORPORATION COMM 023608102 803 20,200 Sole 20,200 AMERICAN ELEC PWR INC COMM 025537101 2,632 58,000 Sole 58,000 AMER EXPRESS CO COMM 025816109 15,787 138,787 Sole 138,787 AMERICAN GEN CORP COMM 026351106 5,465 76,770 Sole 76,770 AMER GREETINGS A COMM 026375105 1,131 22,200 Sole 22,200 AMERICAN HOME PRODS CORP COMM 026609107 10,598 204,800 Sole 204,800 AMERICAN INTL GROUP INC COMM 026874107 30,722 210,425 Sole 210,425 AMER STORES CO NEW COMM 030096101 1,983 82,000 Sole 82,000 AMERITECH CORP NEW COMM 030954101 14,863 331,200 Sole 331,200 AMGEN INC COMM 031162100 5,001 76,500 Sole 76,500 AMP INCORPORATED COMM 031897101 2,293 66,700 Sole 66,700 AMOCO CORP COMM 031905102 6,150 147,300 Sole 147,300 ANADARKO PETROLEUM CORP. COMM 032511107 1,243 18,500 Sole 18,500 ANDREW CORP COMM 034425108 483 26,750 Sole 26,750 ANHEUSER BUSCH COS INC COMM 035229103 6,904 146,300 Sole 146,300 AON CORP COMM 037389103 3,586 51,050 Sole 51,050 APACHE CORP COM COMM 037411105 936 29,700 Sole 29,700 APPLE COMPUTER INC COMM 037833100 1,162 40,500 Sole 40,500 APPLIED MATERIALS INC COMM 038222105 3,245 110,000 Sole 110,000 ARCHER DANIELS MIDLAND CO COMM 039483102 3,322 171,454 Sole 171,454 ARMCO INC COMM 042170100 202 31,700 Sole 31,700 ARMSTRONG WORLD IND INC COMM 042476101 822 12,200 Sole 12,200 ASARCO INC COMM 043413103 269 12,100 Sole 12,100 ASCEND COMMUNICATIONS INC COM COMM 043491109 2,870 57,900 Sole 57,900 ASHLAND OIL INC COMM 044204105 1,218 23,600 Sole 23,600 ASSOCIATES CAPITAL CORP COM COMM 046008108 1,154 15,000 Sole 15,000 ATLANTIC RICHFIELD CO COMM 048825103 7,578 97,000 Sole 97,000 AUTODESK INC COMM 052769106 552 14,300 Sole 14,300 AUTOMATIC DATA PROCESSING IN COMM 053015103 6,595 90,500 Sole 90,500 AUTOZONE INC COMM 053332102 1,485 46,500 Sole 46,500 AVERY DENNISON CORP. COMM 053611109 1,897 35,300 Sole 35,300 AVON PRODUCTS INC COMM 054303102 3,113 40,200 Sole 40,200 BB&T CORPORATION COMM 054937107 507 7,500 Sole 7,500 BAKER HUGHES INC COMM 057224107 1,773 51,300 Sole 51,300 BALL CORP COMM 058498106 374 9,300 Sole 9,300 BALT GAS & ELEC COMM 059165100 1,382 44,500 Sole 44,500 BANC ONE CORP COMM 059438101 11,807 211,545 Sole 211,545 BANK OF N Y CO INC COMM 064057102 6,897 113,300 Sole 113,300 BANKAMERICA CORP COMM 066050105 17,772 205,452 Sole 205,452 BANKBOSTON CORP COMM 06605R106 2,420 43,504 Sole 43,504 BANKERS TR N Y CORP COMM 066365107 3,470 29,900 Sole 29,900 BARD C R INC COMM 067383109 674 17,700 Sole 17,700 BARRICK GOLD CORP COMM 067901108 2,158 112,100 Sole 112,100 BATTLE MTN GOLD CO COMM 071593107 404 68,100 Sole 68,100 BAUSCH & LOMB INC COMM 071707103 862 17,200 Sole 17,200 BAXTER INTL INC COMM 071813109 4,563 84,800 Sole 84,800 BAY FINL CORP COMM 072510100 2,151 67,100 Sole 67,100 BEAR STEARNS COS INC COMMO COMM 073902108 1,939 34,100 Sole 34,100 BECTON DICKINSON & CO COMM 075887109 2,911 37,500 Sole 37,500 BELL ATLANTIC CORP COMM 077853109 6,711 147,100 Sole 147,100 BELLSOUTH CORP COMM 079860102 19,983 297,700 Sole 297,700 BEMIS INC COMM 081437105 679 16,600 Sole 16,600 BENEFICIAL CORP COMM 081721102 2,543 16,600 Sole 16,600 BESTFOODS INC COMM 08658U101 499 8,600 Sole 8,600 BETHLEHEM STEEL CORP COMM 087509105 484 38,900 Sole 38,900 BIOMET INC COMM 090613100 1,111 33,600 Sole 33,600 BLACK & DECKER CORP COMM 091797100 1,769 29,000 Sole 29,000 BLOCK H & R INC COMM 093671105 1,331 31,600 Sole 31,600 BOEING COMPANY COMM 097023105 11,062 248,224 Sole 248,224 BOISE CASCADE CORP COMM 097383103 573 17,500 Sole 17,500 BOSTON SCIENTIFIC CORP COMM 101137107 4,183 58,400 Sole 58,400 BRIGGS & STRATTON CORP COMM 109043109 296 7,900 Sole 7,900 BRISTOL MYERS SQUIBB CO COMM 110122108 34,424 299,500 Sole 299,500 BROWN FORMAN INC COMM 115637209 1,349 21,000 Sole 21,000 BROWNING-FERRIS IND COMM 115885105 1,939 55,800 Sole 55,800 BRUNSWICK CORP COMM 117043109 752 30,400 Sole 30,400 BURLINGTON NORTHN INC COMM 12189T104 4,703 47,901 Sole 47,901 BURLINGTON RES INC COMM 122014103 2,196 51,000 Sole 51,000 CBS CORP COMM 12490K107 1,762 55,500 Sole 55,500 CIGNA CORP COMM 125509109 1,380 20,000 Sole 20,000 CSX CORPORATION COMM 126408103 2,998 65,900 Sole 65,900 CVS CORP COMM 126650100 2,274 58,400 Sole 58,400 CABLETRON SYS INC COMM 126920107 637 47,400 Sole 47,400 CAMPBELL SOUP CO COMM 134429109 7,252 136,500 Sole 136,500 CARDINAL HEALTH INC COM COMM 14149Y108 3,122 33,300 Sole 33,300 CAROLINA PWR & LT COMM 144141108 2,008 46,300 Sole 46,300 CASE CORP COMM 14743R103 1,090 22,600 Sole 22,600 CATERPILLAR INC COMM 149123101 5,841 110,400 Sole 110,400 HOSPITALITY FRANCHISE SYSTEMS, INC. COMM 151313103 1,460 71,200 Sole 71,200 CENTEX CORP COMM 152312104 385 10,200 Sole 10,200 CENTL&SOUTH WEST CORP COMM 152357109 1,725 64,200 Sole 64,200 CERIDIAN CORP COMM 15677T106 1,293 22,000 Sole 22,000 CHAMPION INTL CORP COMM 158525105 1,446 29,400 Sole 29,400 CHASE MANHATTAN CORP NEW COMM 16161A108 9,833 130,234 Sole 130,234 CHEVRON CORP COMM 166751107 16,490 196,900 Sole 196,900 CHRYSLER CORP COMM 171196108 10,954 194,300 Sole 194,300 CHUBB CORP COMM 171232101 4,067 50,600 Sole 50,600 CINCINNATI FINANCIAL CORP COMM 172062101 664 17,300 Sole 17,300 CINCINNATI MILACRON INC COMM 172172108 292 12,000 Sole 12,000 CINERGY CORP COMM 172474108 1,655 47,292 Sole 47,292 CIRCUIT CITY STORES INC COMM 172737108 1,411 30,100 Sole 30,100 CISCO SYS INC COMM 17275R102 28,346 307,900 Sole 307,900 CITICORP COMM 173034109 20,285 135,914 Sole 135,914 CLEAR CHANNEL COMM INC COM COMM 184502102 4,059 37,200 Sole 37,200 CLOROX CO COMM 189054109 3,003 31,400 Sole 31,400 COASTAL CORP COMM 190441105 2,241 32,100 Sole 32,100 COCA COLA CO COMM 191216100 63,441 742,000 Sole 742,000 COGNIZANT CORP. COMM 192441103 3,119 49,500 Sole 49,500 COLGATE PALMOLIVE CO COMM 194162103 7,841 89,100 Sole 89,100 COLUMBIA GAS SYS INC COMM 197648108 907 16,300 Sole 16,300 COLUMBIA HCA HEALTHCARE COMM 197677107 5,632 193,385 Sole 193,385 COMCAST CORP COMM 200300200 4,506 111,000 Sole 111,000 COMERICA INC COMM 200340107 2,176 32,900 Sole 32,900 COMPAQ COMPUTER CORP COMM 204493100 10,451 368,300 Sole 368,300 COMPUTER ASSOC INTL INC COMM 204912109 9,160 164,850 Sole 164,850 COMPUTER SCIENCES COMM 205363104 1,619 25,300 Sole 25,300 CONAGRA INC COMM 205887102 6,540 206,400 Sole 206,400 CONSECO INC. COMM 208464107 2,658 56,700 Sole 56,700 CONSOLIDATED EDISON HLDG INC COMM 209115104 539 11,700 Sole 11,700 CONS NATURAL GAS CO COMM 209615103 1,719 29,200 Sole 29,200 CONSOLIDATED STORES CORP COMMO COMM 210149100 1,178 32,500 Sole 32,500 COOPER INDUST COMM 216669101 1,989 36,200 Sole 36,200 COOPER TIRE & RUBR CO COMM 216831107 490 23,600 Sole 23,600 COORS ADOLPH CO CL B COMM 217016104 381 11,200 Sole 11,200 CORNING INC COMM 219350105 2,446 70,400 Sole 70,400 COSTCO COMM 22160Q102 4,122 65,367 Sole 65,367 COUNTRYWIDE CRED INDS COMM 222372104 1,654 32,600 Sole 32,600 CRANE CO COMM 224399105 660 13,600 Sole 13,600 CROWN CORK & SEAL INC COMM 228255105 1,815 38,200 Sole 38,200 CUMMINS ENGINE INC COMM 231021106 589 11,500 Sole 11,500 CYPRUS AMAX MINERALS CO COMM 232809103 367 27,700 Sole 27,700 DSC COMMUNICATIONS CORP COMM 233311109 1,092 36,400 Sole 36,400 DETROIT EDISON CO COMM 233331107 1,768 43,800 Sole 43,800 DANA CORP COMM 235811106 1,701 31,800 Sole 31,800 DARDEN RESTAURANTS INC COMM 237194105 681 42,900 Sole 42,900 DATA GEN CORP COMM 237688106 227 15,200 Sole 15,200 DAYTON HUDSON CORP COMM 239753106 3,288 67,800 Sole 67,800 DEERE AND CO COMM 244199105 3,974 75,200 Sole 75,200 DELL COMPUTER CORP COMM 247025109 9,495 102,300 Sole 102,300 DELTA AIR LINES COM COMM 247361108 3,012 23,300 Sole 23,300 DELUXE CORP COMM 248019101 872 24,400 Sole 24,400 DILLARDS INC COMM 254067101 1,343 32,400 Sole 32,400 WALT DISNEY CO COMM 254687106 21,559 205,199 Sole 205,199 DOMINION RESOURCES INC COMM 257470104 2,392 58,700 Sole 58,700 DONNELLEY R R & SONS CO COMM 257867101 1,954 42,700 Sole 42,700 DOVER CORP COMM 260003108 2,305 67,300 Sole 67,300 DOW CHEMICAL COMM 260543103 6,594 68,200 Sole 68,200 DOW JONES & CO COMM 260561105 1,561 28,000 Sole 28,000 DRESSER INDUSTRIES COMM 261597108 2,340 53,100 Sole 53,100 DU PONT DE NEMOURS COMM 263534109 25,364 339,600 Sole 339,600 DUKE PWR CO COMM 264399106 4,055 68,434 Sole 68,434 DUN & BRADSTREET CORP COMM 264830100 1,861 51,700 Sole 51,700 EG&G INC COMM 268457108 405 13,500 Sole 13,500 EMC CORP MASS COMM 268648102 6,731 150,200 Sole 150,200 EASTERN ENTERPRISES COMM 27637F100 283 6,600 Sole 6,600 EASTMAN CHEMICAL CO COMM 277432100 1,530 24,575 Sole 24,575 EASTMAN KODAK CO COMM 277461109 7,094 97,100 Sole 97,100 EATON CORP COMM 278058102 1,718 22,100 Sole 22,100 ECHLIN INC COMM 278749106 947 19,300 Sole 19,300 ECOLAB INC COMM 278865100 1,221 39,400 Sole 39,400 EDISON INTL COMM 281020107 3,222 109,000 Sole 109,000 EMERSON ELEC CO COMM 291011104 8,066 133,600 Sole 133,600 ENGELHARD CORP COMM 292845104 884 43,650 Sole 43,650 ENRON CORP COMM 293561106 5,358 99,100 Sole 99,100 ENTERGY CORP NEW COMM 29364G103 2,130 74,100 Sole 74,100 EQUIFAX INC. COMM 294429105 1,641 45,200 Sole 45,200 EXXON CORP COMM 302290101 52,475 735,200 Sole 735,200 FMC CORP COMM 302491303 757 11,100 Sole 11,100 FPL GROUP INC COMM 302571104 3,459 54,900 Sole 54,900 FDX CORP COMM 31304N107 1,023 16,300 Sole 16,300 FEDERAL HOME LN MTGE COM COMM 313400301 9,610 204,200 Sole 204,200 FEDERAL NATL MTG ASSN COMM 313586109 18,960 312,100 Sole 312,100 FEDERATED DEPARTMENT COMM 31410H101 3,417 63,500 Sole 63,500 FIFTH THIRD BANCORP COMM 316773100 3,604 57,200 Sole 57,200 FIRST CHICAGO NBD CORP COMM 31945A100 7,662 86,458 Sole 86,458 FIRST DATA CORP COMM 319963104 4,477 134,400 Sole 134,400 FIRST UNION CORP COMM 337358105 11,561 198,470 Sole 198,470 FIRSTENERGY CORP COMM 337932107 1,193 38,800 Sole 38,800 FLEET FINANCIAL GROUP INC COMM 338915101 7,141 85,515 Sole 85,515 FLEETWOOD ENTERPRISES COMM 339099103 437 10,900 Sole 10,900 FLUOR CORP COMM 343861100 1,275 25,000 Sole 25,000 FORD MOTOR CO COM COMM 345370100 21,535 365,000 Sole 365,000 FORT JAMES CORP COMM 347471104 1,812 40,600 Sole 40,600 FORTUNE BRANDS COMM 349631101 2,003 52,100 Sole 52,100 FOSTER WHEELER COMM 350244109 262 12,200 Sole 12,200 FRANKLIN RESOURCES INC COMM 354613101 4,131 76,500 Sole 76,500 FREEPORT-MCMORAN COPPER COMM 35671D857 826 54,400 Sole 54,400 FRONTIER CORP COM COMM 35906P105 1,622 51,500 Sole 51,500 FRUIT OF THE LOOM INC COMM 359416104 733 22,100 Sole 22,100 GPU INC COMM 36225X100 1,475 39,000 Sole 39,000 GTE CORP COMM 362320103 16,115 289,700 Sole 289,700 GANNETT INC COMM 364730101 6,097 85,800 Sole 85,800 GAP INC COMM 364760108 7,302 118,850 Sole 118,850 GATEWAY 2000 INC COM COMM 367833100 190 3,800 Sole 3,800 GENL DYNAMICS COMM 369550108 944 20,300 Sole 20,300 GENL ELECTRIC CO COMM 369604103 88,967 979,000 Sole 979,000 GENERAL INSTRUMENT CORP COMM 370120107 1,229 45,200 Sole 45,200 GENL MILLS INC COMM 370334104 3,303 48,400 Sole 48,400 GENERAL MTRS CORP COMM 370442105 13,445 201,232 Sole 201,232 GENERAL RE CORP COMM 370563108 5,983 23,600 Sole 23,600 GENERAL SIGNAL CORP COMM 370838104 497 13,800 Sole 13,800 GENUINE PARTS CO COMM 372460105 1,866 54,000 Sole 54,000 GEORGIA PACIFIC CORP COMM 373298108 1,674 28,400 Sole 28,400 GIANT FOOD INC A NV COMM 374478105 750 17,500 Sole 17,500 GILLETTE COMPANY COMM 375766102 9,714 170,800 Sole 170,800 GOLDEN WEST FINANCIAL CP COMM 381317106 1,871 17,600 Sole 17,600 GOODRICH B F CO COMM 382388106 1,126 22,700 Sole 22,700 GOODYEAR TIRE & RUBBER COMM 382550101 3,087 47,900 Sole 47,900 W.R. GRACE & CO COMM 38388F108 41 2,400 Sole 2,400 GRAINGER W W INC COMM 384802104 732 14,700 Sole 14,700 GREAT ATL & PAC TEA COMM 390064103 382 11,500 Sole 11,500 GREAT LAKES CHEM CORP COMM 390568103 730 18,500 Sole 18,500 GREEN TREE ACCEP INC COMM 393505102 1,725 40,300 Sole 40,300 GUIDANT CORPORATION COMM 401698105 3,259 45,700 Sole 45,700 HBO & CO COM COMM 404100109 2,337 66,300 Sole 66,300 HALLIBURTON CO COMM 406216101 3,506 78,900 Sole 78,900 HARCOURT GEN INC COMM 41163G101 1,279 21,500 Sole 21,500 HARNISCHFEGER INDS INC COMM 413345109 413 14,600 Sole 14,600 HARRAHS ENTERTAINEMNT COMM 413619107 714 30,700 Sole 30,700 HARRIS CORP DEL COMM 413875105 1,068 23,900 Sole 23,900 HARTFORD FINL SVCS GROUP INC COMM 416515104 4,049 35,400 Sole 35,400 HASBRO INC COMM 418056107 1,598 40,650 Sole 40,650 HEALTHSOUTH REHABILITATION CORP COMM 421924101 3,219 120,600 Sole 120,600 HEINZ H J CO COMM 423074103 6,213 110,700 Sole 110,700 HELMERICH & PAYNE INC COMM 423452101 352 15,700 Sole 15,700 HERCULES INC COMM 427056106 1,172 28,500 Sole 28,500 HERSHEY FOODS CORP COMM 427866108 2,981 43,200 Sole 43,200 HEWLETT PACKARD CO COMM 428236103 18,669 311,800 Sole 311,800 HILTON HOTELS CORP COMM 432848109 2,144 74,900 Sole 74,900 HOME DEPOT INC COMM 437076102 18,357 221,000 Sole 221,000 HOMESTAKE MNG CO COMM 437614100 659 63,500 Sole 63,500 HONEYWELL INC COMM 438506107 3,175 38,000 Sole 38,000 HOUSEHOLD INTL INC COMM 441815107 1,582 31,800 Sole 31,800 HOUSTON INDUSTRIES INC COMM 442161105 2,536 82,300 Sole 82,300 HUMANA INC COMM 444859102 1,563 50,100 Sole 50,100 HUNTINGTON BANCSHARES COMM 446150104 1,943 58,000 Sole 58,000 ITT INDUSTRIES INC COMM 450911102 1,327 35,500 Sole 35,500 IKON OFFICE SOLUTIONS COMM 451713101 588 40,400 Sole 40,400 ILLINOIS TOOL WORKS INC COMM 452308109 5,035 75,500 Sole 75,500 INCO LTD COMM 453258402 679 49,806 Sole 49,806 INGERSOLL RAND CO COMM 456866102 2,223 50,450 Sole 50,450 INTEL CORP COMM 458140100 37,796 509,900 Sole 509,900 INTL BUSINESS MACH COMM 459200101 32,584 283,800 Sole 283,800 INTL FLAVORS & FRAGRANCES COMM 459506101 1,433 33,000 Sole 33,000 INTERNATIONAL PAPER CO COMM 460146103 3,982 92,600 Sole 92,600 INTERPUBLIC GROUP OF COS COMM 460690100 2,494 41,100 Sole 41,100 JEFFERSON PILOT CORP COMM 475070108 1,304 22,500 Sole 22,500 JOHNSON & JOHNSON COMM 478160104 29,933 404,500 Sole 404,500 JOHNSON CTLS INC COMM 478366107 1,487 26,000 Sole 26,000 JOSTENS INC COMM 481088102 279 11,700 Sole 11,700 KLA INSTRUMENTS CORP. COMMO COMM 482480100 723 26,100 Sole 26,100 K MART CORP COMM 482584109 2,822 146,600 Sole 146,600 KAUFMAN & BROAD HOME CRP COMM 486168107 370 11,700 Sole 11,700 KELLOGG CO COMM 487836108 4,662 123,700 Sole 123,700 KERR MCGEE CORP COMM 492386107 874 15,100 Sole 15,100 KEYCORP COMM 493267108 2,540 71,303 Sole 71,303 KIMBERLY CLARK CORP COMM 494368103 7,680 167,420 Sole 167,420 KING WORLD PRODTNS INC COMM 495667107 566 22,200 Sole 22,200 KNIGHT-RIDDER INC COMM 499040103 1,305 23,700 Sole 23,700 KROGER COMPANY COMM 501044101 3,297 76,900 Sole 76,900 LSI LOGIC CORP COMM 502161102 992 43,000 Sole 43,000 LAIDLAW, INC. COMM 50730K503 102 8,400 Sole 8,400 LEHMAN BROTHER COMMO COMM 524908100 2,769 35,700 Sole 35,700 LILLY ELI & CO COMM 532457108 22,061 333,000 Sole 333,000 LIMITED INC COMM 532716107 2,266 68,400 Sole 68,400 LINCOLN NATL CORP IND COMM 534187109 2,842 31,100 Sole 31,100 LIZ CLAIBORNE INC COMM 539320101 1,066 20,400 Sole 20,400 LOCKHEED MARTIN CORP COMM 539830109 6,280 59,313 Sole 59,313 LOEWS CORP COMM 540424108 3,032 34,800 Sole 34,800 LONGS DRUG STORES CORP COMM 543162101 338 11,700 Sole 11,700 LOUISIANA PAC CORP COMM 546347105 604 33,100 Sole 33,100 LOWES COMPANIES INC COMM 548661107 2,146 52,900 Sole 52,900 LUCENT TECHNOLOGIES INC COMM 549463107 17,328 208,297 Sole 208,297 MBIA INC COMM 55262C100 2,254 30,100 Sole 30,100 MBNA CORP COMM 55262L100 4,981 150,663 Sole 150,663 MCI COMMUNICATIONS CORP COMM 552673105 12,671 218,000 Sole 218,000 MGIC INVESTMENT CORP WIS COMM 552848103 1,963 34,400 Sole 34,400 MALLINCKRODT INC COMM 561232109 653 22,000 Sole 22,000 MANOR CARE INC COMM 564054104 750 19,500 Sole 19,500 MARSH & MCLENNAN COS INC COMM 571748102 3,119 51,600 Sole 51,600 MARRIOTT INTL INC COMM 571903202 84 2,600 Sole 2,600 MASCO CORP COMM 574599106 3,098 51,200 Sole 51,200 MATTEL INC COMM 577081102 3,758 88,813 Sole 88,813 MAY DEPT STORES COMM 577778103 4,552 69,500 Sole 69,500 MAYTAG CORP COMM 578592107 1,437 29,100 Sole 29,100 MCDERMOTT INTL INC COMM 580037109 641 18,600 Sole 18,600 MCDONALDS CORP COMM 580135101 14,269 206,800 Sole 206,800 MCGRAW HILL INC COMM 580645109 2,461 30,200 Sole 30,200 MEAD CORP COMM 582834107 1,010 31,800 Sole 31,800 MEDIAONE GROUP INC COMM 58440J104 44 1,000 Sole 1,000 MEDTRONIC INC COMM 585055106 9,046 141,900 Sole 141,900 MELLON BANK CORP COMM 585509102 5,457 78,300 Sole 78,300 MERCANTILE BANCORPORATION COMM 587342106 2,297 45,600 Sole 45,600 MERCANTILE STORES INC COMM 587533100 876 11,100 Sole 11,100 MERCK & CO INC COMM 589331107 48,110 359,700 Sole 359,700 MEREDITH CORP COMM 589433101 779 16,600 Sole 16,600 MERRILL LYNCH & CO INC COMM 590188108 9,612 104,200 Sole 104,200 MICROSOFT CORP COMM 594918104 80,241 740,400 Sole 740,400 MICRON TECHNOLOGY INC COMM 595112103 1,588 64,000 Sole 64,000 MILLIPORE CORP COMM 601073109 354 13,000 Sole 13,000 MINNESOTA MNG MFG COMM 604059105 10,010 121,800 Sole 121,800 MIRAGE RESORTS INC COM COMM 60462E104 64 3,000 Sole 3,000 MOBIL CORP COMM 607059102 18,022 235,200 Sole 235,200 MONSANTO CO COMM 611662107 10,074 180,300 Sole 180,300 MOORE LTD COMM 615785102 350 26,400 Sole 26,400 MORGAN J P & CO INC COMM 616880100 6,298 53,799 Sole 53,799 MORGAN STANLEY DEAN WITTER & CO. 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Sole 140,600 SCHERING PLOUGH CORP COMM 806605101 20,267 221,200 Sole 221,200 SCHLUMBERGER LTD COMM 806857108 10,281 150,500 Sole 150,500 SCHWAB (CHARLES) CORP COMM 808513105 2,639 80,900 Sole 80,900 SCIENTIFIC ATLANTA INC COMM 808655104 601 23,700 Sole 23,700 SEAGATE TECHNOLOGY COMM 811804103 1,752 73,400 Sole 73,400 SEAGRAM CO LTD COMM 811850106 4,266 104,200 Sole 104,200 SEALED AIR CORP COMM 81211K100 74 2,000 Sole 2,000 SEARS ROEBUCK COMM 812387108 7,212 118,100 Sole 118,100 SERVICE CORP INTL COMM 817565104 3,306 77,100 Sole 77,100 SHARED MEDICAL SYS CORP COMM 819486101 580 7,900 Sole 7,900 SHERWIN WILLIAMS CO COMM 824348106 1,736 52,400 Sole 52,400 SIGMA ALDRICH CORP COMM 826552101 1,075 30,600 Sole 30,600 SILICON GRAPHICS INC COMM 827056102 689 56,800 Sole 56,800 SNAP ON INC COMM 833034101 643 17,750 Sole 17,750 SONAT INC COMM 835415100 1,282 33,200 Sole 33,200 SOUTHERN CO COMM 842587107 5,812 209,900 Sole 209,900 SOUTHWEST AIRLINES CO COMM 844741108 1,991 67,350 Sole 67,350 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CO COM COMM 263534109 1,001 13,400 Sole 13,400 DUKE ENERGY CORP COM COMM 264399106 1 12 Sole 12 DUN & BRADSTREET CORP COM COMM 264830100 101 2,800 Sole 2,800 EASTERN ENTERPRISES COM COMM 27637F100 360 8,400 Sole 8,400 EASTMAN CHEM CO COM COMM 277432100 237 3,800 Sole 3,800 EASTMAN KODAK CO COM COMM 277461109 256 3,500 Sole 3,500 EATON CORP COM COMM 278058102 233 3,000 Sole 3,000 EDISON INTL COM COMM 281020107 473 16,000 Sole 16,000 EMERSON ELEC CO COM COMM 291011104 290 4,800 Sole 4,800 ENRON CORP COM COMM 293561106 260 4,800 Sole 4,800 EXXON CORP COM COMM 302290101 2,427 34,000 Sole 34,000 F P L GROUP INC COM COMM 302571104 195 3,100 Sole 3,100 FHLMC COM COMM 313400301 471 10,000 Sole 10,000 FNMA COM COMM 313586109 802 13,200 Sole 13,200 FIRST CHICAGO NBD CORP COM CHANG COMM 31945A100 510 5,753 Sole 5,753 FIRST DATA CORP COM COMM 319963104 187 5,600 Sole 5,600 FIRST UNION CORP COM COMM 337358105 428 7,340 Sole 7,340 FIRST ENERGY CORP COM COMM 337932107 221 7,200 Sole 7,200 FLEET FINL GROUP INC COM COMM 338915101 234 2,800 Sole 2,800 FLEMING CO INC COM COMM 339130106 163 9,303 Sole 9,303 FORD MTR CO DEL COM COMM 345370100 915 15,500 Sole 15,500 FORTUNE BRANDS INC COM CHG F COMM 349631101 73 1,900 Sole 1,900 G P U INC COM COMM 36225X100 185 4,900 Sole 4,900 G T E CORP COM COMM 362320103 656 11,800 Sole 11,800 GANNETT CO INC COM COMM 364730101 199 2,800 Sole 2,800 GAP INC COM COMM 364760108 645 10,500 Sole 10,500 GEN DYNAMICS CORP COM COMM 369550108 149 3,200 Sole 3,200 GEN ELEC CO COM COMM 369604103 4,162 45,800 Sole 45,800 GEN MILLS INC COM COMM 370334104 123 1,800 Sole 1,800 GEN MTRS CORP COM COMM 370442105 742 11,103 Sole 11,103 GEN RE CORP COM COMM 370563108 304 1,200 Sole 1,200 GEN SIGNAL CORP COM COMM 370838104 97 2,700 Sole 2,700 GEORGIA-PAC (GEORGIA-PAC GP) COMM 373298108 106 1,800 Sole 1,800 GILLETTE CO COM COMM 375766102 830 14,600 Sole 14,600 GOLDEN WEST FINL CORP DEL COM COMM 381317106 191 1,800 Sole 1,800 GOODYEAR TIRE & RUBBER CO COM COMM 382550101 180 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COM COMM 580135101 580 8,400 Sole 8,400 MCGRAW-HILL INC COM COMM 580645109 261 3,200 Sole 3,200 MEDIAONE GROUP INC COM CHG F COMM 58440J104 641 14,600 Sole 14,600 MEDTRONIC INC COM COMM 585055106 357 5,600 Sole 5,600 MELLON BANK CORP COM COMM 585509102 322 4,618 Sole 4,618 MERCANTILE STORES INC COM COMM 587533100 189 2,400 Sole 2,400 MERCK & CO INC COM COMM 589331107 2,073 15,500 Sole 15,500 MERRILL LYNCH & CO INC COM COMM 590188108 295 3,200 Sole 3,200 MICROSOFT CORP COM COMM 594918104 3,403 31,400 Sole 31,400 MICRON TECHNOLOGY INC COM COMM 595112103 50 2,000 Sole 2,000 MINNESOTA MNG & MFG CO COM COMM 604059105 419 5,100 Sole 5,100 MOBIL CORP COM COMM 607059102 736 9,600 Sole 9,600 MONSANTO CO COM COMM 611662107 419 7,500 Sole 7,500 MOORE LTD COM COMM 615785102 139 10,500 Sole 10,500 MORGAN J P & CO INC COM COMM 616880100 184 1,574 Sole 1,574 MORGAN ST DEAN WITTER DISCOV FUNDS 617446448 384 4,200 Sole 4,200 MOTOROLA INC COM COMM 620076109 378 7,200 Sole 7,200 NACCO INDS INC CL A COM 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1,000 Sole 1,000 PACIFIC ENTERPRISES COM COMM 694232109 135 3,400 Sole 3,400 PACIFICORP COM COMM 695114108 269 11,900 Sole 11,900 PARKER HANNIFIN CORP COM COMM 701094104 154 4,050 Sole 4,050 PENNEY J C INC COM COMM 708160106 116 1,600 Sole 1,600 PEPSICO INC COM COMM 713448108 816 19,800 Sole 19,800 PHARMACIA-UPJOHN INC COM COMM 716941109 299 6,490 Sole 6,490 PFIZER INC COM COMM 717081103 1,891 17,400 Sole 17,400 PHELPS DODGE CORP COM COMM 717265102 217 3,800 Sole 3,800 PHILLIPS PETROLEUM CO COM COMM 718507106 145 3,000 Sole 3,000 PIONEER HI BRED INTL COM COMM 723686101 261 6,300 Sole 6,300 PITNEY BOWES INC COM COMM 724479100 193 4,000 Sole 4,000 POLAROID CORP COM COMM 731095105 135 3,800 Sole 3,800 PRAXAIR INC COM COMM 74005P104 215 4,600 Sole 4,600 PROCTER & GAMBLE CO COM COMM 742718109 1,566 17,200 Sole 17,200 PROVIDIAN FINL CORP COMM 74406A102 629 8,000 Sole 8,000 PUB SVC ENTERPRISE GROUP INC COM COMM 744573106 93 2,700 Sole 2,700 QUAKER OATS CO COM COMM 747402105 165 3,000 Sole 3,000 RAYTHEON INC COM COMM 755111408 154 2,600 Sole 2,600 REEBOK INTL LTD COM COMM 758110100 100 3,600 Sole 3,600 REPUBLIC N Y CORP COMM 760719104 252 4,000 Sole 4,000 RITE AID CORP COM COMM 767754104 255 6,800 Sole 6,800 ROCKWELL INTL CORP NEW COMM 773903109 86 1,800 Sole 1,800 ROHM & HAAS CO COM COMM 775371107 125 1,200 Sole 1,200 ROYAL DUTCH PETE CO NEW COMM 780257804 1,776 32,400 Sole 32,400 RUSSELL CORP COM COMM 782352108 226 7,500 Sole 7,500 S B C COMMUNICATIONS INC COM COMM 78387G103 961 24,016 Sole 24,016 SAFECO CORP COM COMM 786429100 209 4,600 Sole 4,600 ST PAUL COS INC COM COMM 792860108 280 6,658 Sole 6,658 SCHERING PLOUGH CORP COM COMM 806605101 715 7,800 Sole 7,800 SCHLUMBERGER LTD COM COMM 806857108 369 5,400 Sole 5,400 SCIENTIFIC ATLANTA INC COM COMM 808655104 203 8,000 Sole 8,000 SEAGRAM LTD COM COMM 811850106 197 4,800 Sole 4,800 SEARS ROEBUCK & CO COM COMM 812387108 287 4,700 Sole 4,700 SILICON GRAPHICS INC COM COMM 827056102 10 858 Sole 858 SOUTHERN CO COM COMM 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Sole 57,527 AETNA INC COM COMM 008117103 5,310 69,750 Sole 69,750 AHMANSON H F & CO COM COMM 008677106 2,180 30,700 Sole 30,700 AIR PRODS & CHEMS INC COM COMM 009158106 2,720 68,000 Sole 68,000 AIRTOUCH COMMUNICATIONS INC COM COMM 00949T100 11,968 204,790 Sole 204,790 ALBERTO CULVER CO CL B CONV PREF 013068101 914 31,500 Sole 31,500 ALBERTSONS INC COM COMM 013104104 4,565 88,100 Sole 88,100 ALCAN ALUMINIUM LTD COM COMM 013716105 1,545 55,925 Sole 55,925 ALLEGHENY TELEDYNE INC COM COMM 017415100 1,452 63,457 Sole 63,457 ALLERGAN INC COM COMM 018490102 3,761 81,100 Sole 81,100 ALLIED SIGNAL CORP COM COMM 019512102 8,125 183,100 Sole 183,100 ALLSTATE CORP COM COMM 020002101 15,157 165,531 Sole 165,531 ALLTEL CORP COM COMM 020039103 4,057 87,249 Sole 87,249 ALUMINUM CO OF AMER COM COMM 022249106 3,376 51,200 Sole 51,200 ALZA CORP CL A COM COMM 022615108 973 22,500 Sole 22,500 AMERADA HESS CORP COM (REST COMM 023551104 1,507 27,755 Sole 27,755 AMEREN CORP COM COMM 023608102 2,453 61,700 Sole 61,700 AMER ELEC PWR CO INC COM COMM 025537101 3,764 82,951 Sole 82,951 AMER EXPRESS CO COM COMM 025816109 20,424 179,552 Sole 179,552 AMER GEN CORP COM COMM 026351106 5,177 72,722 Sole 72,722 AMER GREETINGS CORP CL A COMM 026375105 983 19,300 Sole 19,300 AMER HOME PRODS CORP COM COMM 026609107 25,321 489,300 Sole 489,300 AMER INTL GROUP INC COM COMM 026874107 37,314 255,577 Sole 255,577 AMER STORES CO COM COMM 030096101 1,622 67,072 Sole 67,072 AMERITECH CORP COM COMM 030954101 18,230 406,240 Sole 406,240 AMGEN INC COM COMM 031162100 5,936 90,800 Sole 90,800 AMP INC COM COMM 031897101 2,193 63,800 Sole 63,800 AMOCO CORP COM COMM 031905102 15,402 368,900 Sole 368,900 ANADARKO PETROLEUM CORP COMM 032511107 813 12,100 Sole 12,100 ANDREW CORP COM COMM 034425108 1,995 110,450 Sole 110,450 ANHEUSER BUSCH CO INC COM COMM 035229103 6,937 147,000 Sole 147,000 AON CORP COM COMM 037389103 3,196 45,500 Sole 45,500 APACHE CORP COM COMM 037411105 693 22,000 Sole 22,000 APPLE COMPUTER INC COM COMM 037833100 1,615 56,300 Sole 56,300 APPLIED MATERIALS INC COM COMM 038222105 3,593 121,800 Sole 121,800 ARCHER DANIELS MIDLAND COM COMM 039483102 5,067 261,522 Sole 261,522 ARMCO INC COM COMM 042170100 100 15,700 Sole 15,700 ARMSTRONG WORLD INDS INC COM COMM 042476101 889 13,200 Sole 13,200 ASARCO INC COM COMM 043413103 1,813 81,481 Sole 81,481 ASCEND COMMUNICATIONS INC COM COMM 043491109 1,655 33,400 Sole 33,400 ASHLAND INC COMM 044204105 1,002 19,400 Sole 19,400 ASSOCIATES FIRST CAPITAL A COM COMM 046008108 9,842 127,915 Sole 127,915 ATLANTIC RICHFIELD CO COM COMM 048825103 10,102 129,300 Sole 129,300 AUTODESK INC COM COMM 052769106 274 7,100 Sole 7,100 AUTOMATIC DATA PROCESSING INC COM COMM 053015103 6,019 82,600 Sole 82,600 AUTOZONE INC COM COMM 053332102 1,987 62,200 Sole 62,200 AVERY DENNISON CORP COM FORME COMM 053611109 1,330 24,738 Sole 24,738 AVON PRODS INC COM COMM 054303102 2,850 36,800 Sole 36,800 BB&T CORP COM COMM 054937107 2,712 40,100 Sole 40,100 BAKER HUGHES INC COM COMM 057224107 2,374 68,691 Sole 68,691 BALL CORP COM COMM 058498106 3,002 74,700 Sole 74,700 BALTIMORE GAS & ELEC CO COM COMM 059165100 1,474 47,452 Sole 47,452 BANC ONE CORP COM COMM 059438101 13,776 246,824 Sole 246,824 BANK OF NEW YORK INC COM COMM 064057102 7,902 129,800 Sole 129,800 BANKAMERICA CORP COM COMM 066050105 22,991 265,797 Sole 265,797 BANKBOSTON CORP COM CHGED COMM 06605R106 7,048 126,700 Sole 126,700 BANKERS TR NY CORP COM COMM 066365107 5,346 46,064 Sole 46,064 BARD C R INC COM COMM 067383109 933 24,500 Sole 24,500 BARRICK GOLD CORP COM (PREV COMM 067901108 2,006 104,200 Sole 104,200 BATTLE MOUNTAIN GOLD CO COMM 071593107 543 91,400 Sole 91,400 BAUSCH & LOMB INC COM COMM 071707103 802 16,000 Sole 16,000 BAXTER INTL COM COMM 071813109 3,973 73,822 Sole 73,822 BAY NETWORKS INC COM COMM 072510100 2,167 67,600 Sole 67,600 BECTON DICKINSON COM COMM 075887109 4,083 52,600 Sole 52,600 BELL ATLANTIC CORP COM COMM 077853109 25,394 556,591 Sole 556,591 BELLSOUTH CORP COM COMM 079860102 25,300 376,912 Sole 376,912 BEMIS INC COM COMM 081437105 773 18,900 Sole 18,900 BENEFICIAL CORP COM COMM 081721102 2,757 18,000 Sole 18,000 BESTFOODS CHG F COMM 08658U101 4,854 83,600 Sole 83,600 BETHLEHEM STL CORP COM COMM 087509105 1,496 120,300 Sole 120,300 BIOMET INC COM COMM 090613100 2,546 77,000 Sole 77,000 BLACK & DECKER CORP COM COMM 091797100 3,314 54,335 Sole 54,335 BLOCK H & R INC COM COMM 093671105 1,597 37,900 Sole 37,900 BOEING CO COM COMM 097023105 17,208 386,155 Sole 386,155 BOISE CASCADE CORP NTS COMM 097383103 521 15,900 Sole 15,900 BOSTON SCIENTIFIC CO COMM 101137107 3,732 52,100 Sole 52,100 BRIGGS & STRATTON CORP COM COMM 109043109 157 4,200 Sole 4,200 BRISTOL MYERS SQUIBB CO COM COMM 110122108 41,056 357,200 Sole 357,200 BROWN FORMAN CORP CL B COM COMM 115637209 1,298 20,200 Sole 20,200 BROWNING FERRIS INDS INC COM COMM 115885105 4,302 123,811 Sole 123,811 BRUNSWICK CORP COM COMM 117043109 973 39,300 Sole 39,300 BURLINGTON NORTHERN SANTA FE COM COMM 12189T104 6,014 61,254 Sole 61,254 BURLINGTON RESOURCES INC COM COMM 122014103 2,165 50,274 Sole 50,274 CBS CORP COM CHG F COMM 12490K107 6,556 206,500 Sole 206,500 CIGNA CORP COM COMM 125509109 4,260 61,746 Sole 61,746 C S X CORP COM COMM 126408103 4,414 97,020 Sole 97,020 CVS CORP FROM COMM 126650100 4,377 112,400 Sole 112,400 CABLETRON SYS INC COM COMM 126920107 413 30,700 Sole 30,700 CAMPBELL SOUP CO COM COMM 134429109 9,095 171,200 Sole 171,200 CARDINAL HEALTH INC COM COMM 14149Y108 2,625 28,000 Sole 28,000 CAROLINA PWR & LT CO COM COMM 144141108 1,631 37,600 Sole 37,600 CASE CORP COM COMM 14743R103 2,277 47,200 Sole 47,200 CATERPILLAR INC COM COMM 149123101 7,915 149,600 Sole 149,600 CENDANT CORP COM CHG F COMM 151313103 5,220 254,653 Sole 254,653 CENTEX CORP COM COMM 152312104 3,069 81,300 Sole 81,300 CENTRAL & SOUTHWEST CORP COM COMM 152357109 1,532 57,000 Sole 57,000 CERIDIAN CORP COM COMM 15677T106 1,105 18,800 Sole 18,800 CHAMPION INTL CORP COM COMM 158525105 1,411 28,685 Sole 28,685 CHASE MANHATTAN CORP (NEW) COMM 16161A108 23,284 308,394 Sole 308,394 CHEVRON CORP COM COMM 166751107 21,030 251,100 Sole 251,100 CHRYSLER CORP COM COMM 171196108 13,987 248,100 Sole 248,100 CHUBB CORP COM COMM 171232101 5,208 64,800 Sole 64,800 CINCINNATI FINANCIAL CORP COM COMM 172062101 1,830 47,700 Sole 47,700 CINCINNATI MILICRON INC COM COMM 172172108 1,179 48,500 Sole 48,500 CINERGY CORP COM COMM 172474108 1,694 48,403 Sole 48,403 CIRCUIT CITY STORES INC COM COMM 172737108 1,613 34,400 Sole 34,400 CISCO SYS INC COM COMM 17275R102 34,975 379,900 Sole 379,900 CITICORP COM COMM 173034109 26,355 176,583 Sole 176,583 CLEAR CHANNEL COMM INC COM COMM 184502102 3,699 33,900 Sole 33,900 CLOROX CO COM COMM 189054109 2,584 27,024 Sole 27,024 COASTAL CORP COM COMM 190441105 1,963 28,118 Sole 28,118 COCA COLA CO COM COMM 191216100 77,694 908,700 Sole 908,700 COGNIZANT CORP COM COMM 192441103 4,022 63,834 Sole 63,834 COLGATE PALMOLIVE COM COMM 194162103 9,926 112,800 Sole 112,800 COLUMBIA ENERGY GROUP COM COMM 197648108 2,979 53,550 Sole 53,550 COLUMBIA HCA HEALTHCARE COM COMM 197677107 5,395 185,239 Sole 185,239 COMCAST CORP CL A SPL COM COMM 200300200 3,932 96,850 Sole 96,850 COMERICA INC COM COMM 200340107 3,042 46,000 Sole 46,000 COMPAQ COMPUTER CORP COM COMM 204493100 17,424 614,047 Sole 614,047 COMPUTER ASSOC INTL INC COM COMM 204912109 11,069 199,212 Sole 199,212 COMPUTER SCIENCES CORP COM COMM 205363104 2,694 42,100 Sole 42,100 CONAGRA INC COM COMM 205887102 6,262 197,600 Sole 197,600 CONSECO INC. COMM 208464107 3,923 83,700 Sole 83,700 CONSOLIDATED ED, INC COM COMM 209115104 4,496 97,600 Sole 97,600 CONSOLIDATED NATRL GAS CO COM COMM 209615103 1,641 27,874 Sole 27,874 CONSOLIDATED STORES CORP COMMO COMM 210149100 573 15,800 Sole 15,800 COOPER INDS INC COM COMM 216669101 1,804 32,837 Sole 32,837 COOPER TIRE & RUBBER CO COM COMM 216831107 2,485 119,764 Sole 119,764 COORS ADOLPH CO CL B COM COMM 217016104 2,088 61,400 Sole 61,400 CORNING INC COM COMM 219350105 4,215 121,300 Sole 121,300 COSTCO COMPANIES INC COM CHG 7 COMM 22160Q102 3,863 61,264 Sole 61,264 COUNTRYWIDE CRED INDS COMM 222372104 2,522 49,700 Sole 49,700 CRANE CO COM COMM 224399105 456 9,400 Sole 9,400 CROWN CORK & SEAL INC COM COMM 228255105 1,572 33,100 Sole 33,100 CUMMINS ENGINE INC COM COMM 231021106 1,169 22,800 Sole 22,800 CYPRUS AMAX MINERALS CO COM CHG F COMM 232809103 195 14,697 Sole 14,697 DSC COMMUNICATIONS CORP COM COMM 233311109 2,562 85,400 Sole 85,400 D T E ENERGY CO COM COMM 233331107 4,506 111,614 Sole 111,614 DANA CORP COM COMM 235811106 1,258 23,512 Sole 23,512 DARDEN RESTAURANTS INC NTS COMM 237194105 349 22,000 Sole 22,000 DATA GEN CORP COMM 237688106 845 56,600 Sole 56,600 DAYTON HUDSON CORP COM COMM 239753106 7,406 152,700 Sole 152,700 DEERE & CO COM COMM 244199105 3,678 69,600 Sole 69,600 DELL COMPUTER CORP COM COMM 247025109 22,600 243,500 Sole 243,500 DELTA AIRLINES INC COM COMM 247361108 3,133 24,241 Sole 24,241 DELUXE CORP COM COMM 248019101 1,584 44,297 Sole 44,297 DILLARDS INC-CL A COM COMM 254067101 4,239 102,298 Sole 102,298 WALT DISNEY CO COM COMM 254687106 26,855 255,605 Sole 255,605 DOMINION RESOURCES INC COM COMM 257470104 2,490 61,100 Sole 61,100 DONNELLEY R R & SONS CO COM COMM 257867101 1,519 33,211 Sole 33,211 DOVER CORP COM COMM 260003108 2,011 58,708 Sole 58,708 DOW CHEM CO COM COMM 260543103 8,141 84,200 Sole 84,200 DOW JONES & CO INC COM COMM 260561105 1,170 20,991 Sole 20,991 DRESSER INDS INC COM COMM 261597108 1,878 42,624 Sole 42,624 DU PONT EI DE 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GRACE & CO - W/I COMM 38388F108 245 14,343 Sole 14,343 GRAINGER W W INC COM COMM 384802104 1,318 26,466 Sole 26,466 GREAT ATLANTIC & PACIFIC TEA INC C COMM 390064103 2,424 72,900 Sole 72,900 GREAT LAKES CHEMICAL CORP COM COMM 390568103 820 20,800 Sole 20,800 GREEN TREE ACCEPT INC COM COMM 393505102 4,431 103,500 Sole 103,500 GUIDANT CORP COM COMM 401698105 2,817 39,500 Sole 39,500 HBO & CO COM COMM 404100109 4,096 116,200 Sole 116,200 HALLIBURTON CO COM COMM 406216101 3,088 69,499 Sole 69,499 HARCOURT GEN INC COM COMM 41163G101 1,776 29,846 Sole 29,846 HARNISCHFEGER INC COM COMM 413345109 2,070 73,100 Sole 73,100 HARRAHS ENTERTAINMENT INC COM COMM 413619107 1,652 71,046 Sole 71,046 HARRIS CORP DEL COM COMM 413875105 1,819 40,706 Sole 40,706 HARTFORD FINL SVCS GRP CHGED COMM 416515104 6,199 54,200 Sole 54,200 HASBRO INC COM COMM 418056107 1,516 38,572 Sole 38,572 HEALTHSOUTH REHABILITATION CORP COMM 421924101 2,663 99,800 Sole 99,800 H J HEINZ CO COM COMM 423074103 6,090 108,500 Sole 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INC COM CHG F COMM 58440J104 7,592 172,788 Sole 172,788 MEDTRONIC INC COM COMM 585055106 8,568 134,400 Sole 134,400 MELLON BANK CORP COM COMM 585509102 6,097 87,488 Sole 87,488 MERCANTILE BANCORP COM COMM 587342106 3,879 77,000 Sole 77,000 MERCANTILE STORES INC COM COMM 587533100 3,560 45,100 Sole 45,100 MERCK & CO INC COM COMM 589331107 58,516 437,500 Sole 437,500 MEREDITH CORP COM COMM 589433101 831 17,700 Sole 17,700 MERRILL LYNCH & CO INC COM COMM 590188108 11,660 126,400 Sole 126,400 MICROSOFT CORP COM COMM 594918104 96,584 891,200 Sole 891,200 MICRON TECHNOLOGY INC COM COMM 595112103 1,478 59,574 Sole 59,574 MILLIPORE CORP COM COMM 601073109 270 9,900 Sole 9,900 MINNESOTA MNG & MFG CO COM COMM 604059105 13,397 163,000 Sole 163,000 MIRAGE RESORTS INC COM COMM 60462E104 2,344 110,000 Sole 110,000 MOBIL CORP COM COMM 607059102 22,911 299,000 Sole 299,000 MONSANTO CO COM COMM 611662107 12,449 222,800 Sole 222,800 MOORE LTD COM COMM 615785102 2,275 171,700 Sole 171,700 MORGAN J P & CO 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PUB SVC ENTERPRISE GROUP INC COM COMM 744573106 4,854 140,939 Sole 140,939 PULTE CORP COM CHG F COMM 745867101 203 6,800 Sole 6,800 QUAKER OATS CO COM COMM 747402105 1,854 33,749 Sole 33,749 RALSTON PURINA CORP COM CHG F COMM 751277302 4,474 38,300 Sole 38,300 RAYCHEM CORP COM COMM 754603108 2,309 78,100 Sole 78,100 RAYTHEON INC COM COMM 755111408 4,292 72,596 Sole 72,596 REEBOK INTL LTD COM COMM 758110100 2,234 80,700 Sole 80,700 REPUBLIC N Y CORP COMM 760719104 4,085 64,900 Sole 64,900 REYNOLDS METALS CO COM COMM 761763101 1,447 25,900 Sole 25,900 RITE AID CORP COM COMM 767754104 2,708 72,100 Sole 72,100 ROCKWELL INTL CORP NEW COMM 773903109 2,760 57,500 Sole 57,500 ROHM & HAAS CO COM COMM 775371107 1,932 18,600 Sole 18,600 ROWAN COS INC COM COMM 779382100 1,971 101,400 Sole 101,400 ROYAL DUTCH PETE CO NEW COMM 780257804 43,779 798,700 Sole 798,700 RUBBERMAID INC COM COMM 781088109 1,838 55,700 Sole 55,700 RUSSELL CORP COM COMM 782352108 175 5,787 Sole 5,787 RYDER SYS INC COM COMM 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COM COMM 824348106 1,577 47,600 Sole 47,600 SIGMA ALDRICH CORP COM COMM 826552101 1,286 36,600 Sole 36,600 SILICON GRAPHICS INC COM COMM 827056102 845 69,682 Sole 69,682 SNAP ON TOOLS CORP COM COMM 833034101 863 23,805 Sole 23,805 SONAT INC COM COMM 835415100 888 23,000 Sole 23,000 SOUTHERN CO COM COMM 842587107 5,373 194,050 Sole 194,050 SOUTHWEST AIRLINES COM COMM 844741108 2,004 67,800 Sole 67,800 SPRINGS INDS INC COM COMM 851783100 148 3,200 Sole 3,200 SPRINT CORP COM COMM 852061100 11,555 163,900 Sole 163,900 STANLEY WKS COM COMM 854616109 1,367 32,900 Sole 32,900 STATE STREET CORP COMM 857477103 3,267 47,000 Sole 47,000 STONE CONTAINER CORP COM COMM 861589109 367 23,500 Sole 23,500 SUMMIT BANCORP COM COMM 866005101 3,282 69,100 Sole 69,100 SUN INC COM COMM 866762107 1,855 47,800 Sole 47,800 SUN MICROSYSTEMS INC COM COMM 866810104 4,305 99,100 Sole 99,100 SUNAMERICA INC COMM 866930100 3,538 61,600 Sole 61,600 SUNTRUST BANKS INC COM COMM 867914103 5,050 62,100 Sole 62,100 SUPER VALU INC COM COMM 868536103 3,160 71,200 Sole 71,200 SYNOVUS FINANCIAL CORP COM COMM 87161C105 1,288 54,250 Sole 54,250 SYSCO CORP COM COMM 871829107 4,244 165,634 Sole 165,634 TJX COS INC COM CHG F COMM 872540109 2,162 89,600 Sole 89,600 TRW INC COM COMM 872649108 1,832 33,540 Sole 33,540 TANDY CORP COM COMM 875382103 1,779 33,518 Sole 33,518 TEKTRONIX INC COM COMM 879131100 2,068 58,450 Sole 58,450 TELE COMMUNICATIONS INC CL A COMM 87924V101 5,593 145,500 Sole 145,500 TELLABS INC COM COMM 879664100 3,316 46,300 Sole 46,300 TEMPLE INLAND INC COM COMM 879868107 1,180 21,900 Sole 21,900 TENET HEALTHCARE CORP COM CHG FROM COMM 88033G100 2,654 84,933 Sole 84,933 TENNECO INC NEW COMM 88037E101 1,932 50,765 Sole 50,765 TEXACO INC COM COMM 881694103 11,476 192,274 Sole 192,274 TEXAS INSTRUMENTS INC COM COMM 882508104 6,304 108,100 Sole 108,100 TEXAS UTILS CO COM COMM 882848104 5,185 124,566 Sole 124,566 TEXTRON INC COM COMM 883203101 3,312 46,200 Sole 46,200 THERMO ELECTRON CORP COM COMM 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223,399 Sole 223,399 UNUM CORP COM COMM 903192102 1,907 34,360 Sole 34,360 USX - US STEEL COMM 90337T101 1,857 56,265 Sole 56,265 UNILEVER NV NY SHS COM 20 GLDR ADRS 904784501 18,961 240,200 Sole 240,200 UNICOM CORP COM COMM 904911104 1,884 53,735 Sole 53,735 UNION CAMP CORP COM COMM 905530101 1,308 26,356 Sole 26,356 UNION CARBIDE CORP COM COMM 905581104 4,568 85,587 Sole 85,587 UNION PACIFIC CORP COM COMM 907818108 3,285 74,660 Sole 74,660 UNION PACIFIC RESOURCES GROUP COMM 907834105 1,117 63,628 Sole 63,628 UNISYS CORP COM COMM 909214108 1,816 64,300 Sole 64,300 UNITED HEALTHCARE CORP COM COMM 910581107 2,535 39,800 Sole 39,800 USAIR GROUP INC COM COMM 911905107 6,126 77,300 Sole 77,300 UNITED STATES SURGICAL GROUP COM COMM 912707106 3,671 80,900 Sole 80,900 U S WEST INC COM CHG F COMM 91273H101 7,575 161,821 Sole 161,821 UNITED TECHNOLOGIES CORP COM COMM 913017109 6,401 69,200 Sole 69,200 UNOCAL CORP COM COMM 915289102 3,707 103,703 Sole 103,703 V F CORP COM COMM 918204108 2,080 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COM COMM 007903107 58 3,400 Sole 3,400 AHMANSON H F & CO COM COMM 008677106 241 3,400 Sole 3,400 AIR EXPRESS INTL CORP COM COMM 009104100 13 500 Sole 500 AIRTOUCH COMMUNICATIONS INC COM COMM 00949T100 485 8,300 Sole 8,300 ALBERTO CULVER CO CL B CONV PREF 013068101 357 12,300 Sole 12,300 ALLEGHENY TELEDYNE INC COM COMM 017415100 128 5,583 Sole 5,583 ALLEN TELECOM INC COMM 018091108 5 400 Sole 400 ALLERGAN INC COM COMM 018490102 19 400 Sole 400 ALLIANT TECHSYSTEMS INC COM COMM 018804104 13 200 Sole 200 ALLIED GROUP INC COM COMM 019220102 21 450 Sole 450 ALLIED SIGNAL CORP COM COMM 019512102 178 4,000 Sole 4,000 ALLSTATE CORP COM COMM 020002101 427 4,661 Sole 4,661 ALLTEL CORP COM COMM 020039103 293 6,300 Sole 6,300 ALPHARMA INC CL A COM CHG F COMM 020813101 18 800 Sole 800 AMCAST INDL CORP COM COMM 023395106 9 500 Sole 500 AMCOL INTL CORP COM COMM 02341W103 11 900 Sole 900 AMEREN CORP COM COMM 023608102 68 1,700 Sole 1,700 AMER EXPRESS CO COM COMM 025816109 478 4,200 Sole 4,200 AMER 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COMM 353469109 433 22,500 Sole 22,500 FREEPORT-MCMORAN COPPER-A COMM 35671D105 1,455 102,082 Sole 102,082 FREEPORT-MCMORAN COPPER & GOLD COMM 35671D857 76 5,000 Sole 5,000 FREMONT GEN CORP COM COMM 357288109 1,109 20,331 Sole 20,331 FRONTIER CORP COM COMM 35906P105 1,084 34,400 Sole 34,400 FRONTIER INS GROUP INC NEW COM COMM 359081106 511 22,637 Sole 22,637 FROZEN FOODS EXPRESS INDS COMM 359360104 266 26,900 Sole 26,900 FRUIT OF THE LOOM INC CL A COMM 359416104 23 700 Sole 700 FUJI PHOTO FILM CO COMM 359586302 622 18,000 Sole 18,000 G & K SVCS INC CL A COMM 361268105 497 11,400 Sole 11,400 G P U INC COM COMM 36225X100 1,206 31,900 Sole 31,900 G T E CORP COM COMM 362320103 5,501 98,900 Sole 98,900 GALEY & LORD INC COM COMM 36352K103 199 13,400 Sole 13,400 GALLAGHER ARTHUR J & CO COM COMM 363576109 479 10,700 Sole 10,700 GALOOB (LEWIS) TOYS INC COM COMM 364091108 61 6,100 Sole 6,100 GANNETT CO INC COM COMM 364730101 1,954 27,500 Sole 27,500 GAP INC COM COMM 364760108 108 1,750 Sole 1,750 GENERAL COMMUNICATIONS INC COMM 369385109 19 3,100 Sole 3,100 GEN DYNAMICS CORP COM COMM 369550108 893 19,200 Sole 19,200 GEN ELEC CO COM COMM 369604103 34,178 376,100 Sole 376,100 GENERAL INSTRUMENT CORP COM CHG F COMM 370120107 35 1,300 Sole 1,300 GEN MILLS INC COM COMM 370334104 710 10,400 Sole 10,400 GEN MTRS CORP COM COMM 370442105 5,158 77,200 Sole 77,200 GEN RE CORP COM COMM 370563108 304 1,200 Sole 1,200 GEN SIGNAL CORP COM COMM 370838104 533 14,800 Sole 14,800 GENTEX CORP COM COMM 371901109 1,040 57,400 Sole 57,400 GENESIS HEALTH VENTURES INC COM COMM 371912106 631 25,251 Sole 25,251 GENUINE PARTS CO COM COMM 372460105 10 300 Sole 300 GEORGIA-PAC (GEORGIA-PAC GP) COMM 373298108 831 14,100 Sole 14,100 GEOTEK COMM INC NTS COMM 373654102 3 22,300 Sole 22,300 GERBER SCIENTIFIC INC COM COMM 373730100 364 16,000 Sole 16,000 GETCHELL GOLD CORP COM COMM 374265106 223 14,500 Sole 14,500 GIANT FOOD INC CL A COM COMM 374478105 253 5,900 Sole 5,900 GILLETTE CO COM COMM 375766102 5,358 94,200 Sole 94,200 GLAMIS GOLD LTD COM COMM 376775102 116 33,700 Sole 33,700 GLOBAL MOTORSPORT GRP COM COMM 378937106 722 34,500 Sole 34,500 GLOBAL INDL TECH INC COM COMM 379335102 361 25,100 Sole 25,100 GOLDEN WEST FINL CORP DEL COM COMM 381317106 2,817 26,500 Sole 26,500 GOODMARK FOODS INC COM COMM 382387108 895 30,200 Sole 30,200 GOODRICH B F CO COM COMM 382388106 30 600 Sole 600 GOODYEAR TIRE & RUBBER CO COM COMM 382550101 1,282 19,900 Sole 19,900 W.R. GRACE & CO - W/I COMM 38388F108 3 200 Sole 200 GRAND CASINOS INC COM COMM 385269105 579 34,051 Sole 34,051 GREAT ATLANTIC & PACIFIC TEA INC C COMM 390064103 998 30,000 Sole 30,000 GREAT LAKES CHEMICAL CORP COM COMM 390568103 1,227 31,100 Sole 31,100 GREEN MOUNTAIN PWR CORP COM COMM 393154109 322 22,500 Sole 22,500 GRIFFON CORP COMM 398433102 598 46,700 Sole 46,700 GUILFORD MLS INC COM COMM 401794102 536 26,801 Sole 26,801 HS RESOURCES INC COM COMM 404297103 299 20,500 Sole 20,500 HAGGAR CORP COM COMM 405173105 200 15,700 Sole 15,700 HALLIBURTON CO COM COMM 406216101 925 20,812 Sole 20,812 HARCOURT GEN INC COM COMM 41163G101 42 700 Sole 700 HARMON INDS INC NEW COM COMM 413136102 1,047 44,101 Sole 44,101 HARNISCHFEGER INC COM COMM 413345109 190 6,700 Sole 6,700 HARRIS CORP DEL COM COMM 413875105 1,448 32,400 Sole 32,400 HARTFORD FINL SVCS GRP CHGED COMM 416515104 2,505 21,900 Sole 21,900 HARTMARX CORP COMM 417119104 496 65,600 Sole 65,600 HASBRO INC COM COMM 418056107 47 1,200 Sole 1,200 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Sole 20,946 HUFFY CORP COM COMM 444356109 247 13,600 Sole 13,600 HUGHES SUPPLY INC COM COMM 444482103 1,027 28,051 Sole 28,051 HUMANA INC COMM 444859102 256 8,200 Sole 8,200 HVIDE MARINE INC-CL A COMM 448515106 974 71,820 Sole 71,820 HYPERION SOFTWARE COM COMM 44914Q105 704 24,700 Sole 24,700 IHOP CORP COM COMM 449623107 588 14,200 Sole 14,200 IMCO RECYCLING INC COM COMM 449681105 490 26,500 Sole 26,500 ITT IND INC COM CHG F COMM 450911102 1,794 48,000 Sole 48,000 IDEXX CORP COM COMM 45168D104 823 33,100 Sole 33,100 IKON OFFICE SOLUTIONS INC COM COMM 451713101 3 200 Sole 200 ILLINOIS TOOL WKS INC COM COMM 452308109 80 1,200 Sole 1,200 INCO LTD COM COMM 453258402 18 1,300 Sole 1,300 INGERSOLL RAND COM COMM 456866102 79 1,800 Sole 1,800 INPUT/OUTPUT INC COM COMM 457652105 686 38,500 Sole 38,500 INSTEEL INDS INC COM COMM 45774W108 452 71,600 Sole 71,600 INSURANCE AUTO AUCTIONS INC COM COMM 457875102 331 23,400 Sole 23,400 INTEGRATED DEVICE TECHNOLOGY INC C COMM 458118106 211 29,500 Sole 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2,000,000 Sole 2,000,000 MICROSOFT CORP COM COMM 594918104 27,224 251,200 Sole 251,200 MICROAGE INC COM COMM 594928103 610 43,000 Sole 43,000 MICROCHIP TECHNOLOGY INC COM COMM 595017104 1,161 44,451 Sole 44,451 MICRON TECHNOLOGY INC COM COMM 595112103 732 29,500 Sole 29,500 MIDWAY GAMES INC COM COMM 598148104 185 11,857 Sole 11,857 MINNESOTA MNG & MFG CO COM COMM 604059105 3,123 38,000 Sole 38,000 MISSISSIPPI CHEM CORP COM COMM 605288208 220 13,410 Sole 13,410 MOBIL CORP COM COMM 607059102 7,118 92,900 Sole 92,900 MOHAWK INDS INC COM COMM 608190104 1,317 41,550 Sole 41,550 MONSANTO CO COM COMM 611662107 2,386 42,700 Sole 42,700 MOORE LTD COM COMM 615785102 374 28,200 Sole 28,200 MORGAN J P & CO INC COM COMM 616880100 1,978 16,900 Sole 16,900 MORGAN ST DEAN WITTER DISCOV FUNDS 617446448 7,235 79,184 Sole 79,184 MORTON INTL INC IND COM COMM 619335102 198 7,900 Sole 7,900 MOTOROLA INC COM COMM 620076109 3,227 61,400 Sole 61,400 MUELLER INDS INC COM COMM 624756102 1,136 30,600 Sole 30,600 MUTUAL RISK MGMT LTD COM COMM 628351108 838 23,131 Sole 23,131 NBTY INC COM COMM 628782104 1,968 107,100 Sole 107,100 NEC CORP FUNDS 629050204 2,041 44,000 Sole 44,000 NFO WORLDWIDE INC COM COMM 62910N108 460 25,800 Sole 25,800 NACCO INDS INC CL A COM COMM 629579103 3,787 29,300 Sole 29,300 NALCO CHEM CO COM COMM 629853102 7 200 Sole 200 NASH FINCH CO NTS COM COMM 631158102 383 25,400 Sole 25,400 NASHUA CORP COM COMM 631226107 386 24,700 Sole 24,700 NATL CITY CORP COM COMM 635405103 2,002 28,200 Sole 28,200 NATIONAL COMPUTER SYS INC COMM 635519101 408 17,000 Sole 17,000 NATL DATA CORP COM COMM 635621105 750 17,151 Sole 17,151 NATL SEMICONDUCTOR CORP COM COMM 637640103 710 54,087 Sole 54,087 NATL SVCS INDS INC COM COMM 637657107 2,020 39,700 Sole 39,700 NATIONSBANK CORP COM COMM 638585109 20,660 269,398 Sole 269,398 NATURES SUNSHINE PRODS INC COM COMM 639027101 858 38,005 Sole 38,005 NAUTICA ENTERPRISES INC COM COMM 639089101 960 35,800 Sole 35,800 NAVISTAR INTL CORP COM COMM 63934E108 2,509 86,900 Sole 86,900 NETWORK EQUIPMENT TECHNOLOGIES COM COMM 641208103 431 27,500 Sole 27,500 NEW ENGLAND BUSINESS SVCS INC COM FUNDS 643872104 790 24,500 Sole 24,500 NEW JERSEY RESOURCES CORP COM COMM 646025106 321 9,000 Sole 9,000 NEW YORK TIMES CO CL A COMM 650111107 2,504 31,600 Sole 31,600 NEWELL CO COM COMM 651192106 15 300 Sole 300 NEWFIELD EXPLORATION INC COM COMM 651290108 716 28,800 Sole 28,800 NEWMONT MINING CORP COM COMM 651639106 842 35,661 Sole 35,661 NIAGARA MOHAWK PWR CORP COM COMM 653522102 1,666 111,500 Sole 111,500 NICOR INC COM COMM 654086107 895 22,300 Sole 22,300 NIKE INC CL B COM COMM 654106103 555 11,400 Sole 11,400 NOBLE DRILLING CORP COM COMM 655042109 1,092 45,400 Sole 45,400 NORDSTROM INC COM COMM 655664100 657 8,500 Sole 8,500 NORFOLK SOUTHERN CORP COM COMM 655844108 957 32,100 Sole 32,100 NORTH AMER VACCINE INC COM COMM 657201109 339 21,900 Sole 21,900 NORTHERN STATES PWR CO (MINN) COM COMM 665772109 315 11,000 Sole 11,000 NORTHERN TELECOM LTD COM COMM 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62 2,000 Sole 2,000 PRIDE INTL INC CHG F COMM 741932107 54 3,200 Sole 3,200 PROCTER & GAMBLE CO COM COMM 742718109 5,810 63,800 Sole 63,800 PROGRESS SOFTWARE CORP COM COMM 743312100 66 1,600 Sole 1,600 PROTECTIVE LIFE CORP COM COMM 743674103 176 4,800 Sole 4,800 PROVIDENT FINL GROUP COMM 743866105 146 3,200 Sole 3,200 PROVIDIAN FINL CORP COMM 74406A102 2,993 38,100 Sole 38,100 PUB SVC CO OF NORTH CAROLINA INC C COMM 744516105 28 1,300 Sole 1,300 PUB SVC ENTERPRISE GROUP INC COM COMM 744573106 589 17,100 Sole 17,100 PULTE CORP COM CHG F COMM 745867101 705 23,600 Sole 23,600 QUAKER CHEMICAL CORP COMM 747316107 28 1,500 Sole 1,500 QUAKER OATS CO COM COMM 747402105 654 11,900 Sole 11,900 QUANEX CORP COMM 747620102 91 3,000 Sole 3,000 RALSTON PURINA CORP COM CHG F COMM 751277302 967 8,280 Sole 8,280 RAYMOND JAMES FINL INC COM COMM 754730109 126 4,200 Sole 4,200 RAYTHEON INC COM COMM 755111408 698 11,800 Sole 11,800 READ-RITE CORP COM COMM 755246105 24 2,600 Sole 2,600 REGAL BELOIT CORP COMM 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106,400 Sole 106,400 RUSS BERRIE & CO INC COM COMM 782233100 25 1,000 Sole 1,000 RYANS FAMILY STEAK HOUSE COM COMM 783519101 80 7,800 Sole 7,800 S B C COMMUNICATIONS INC COM COMM 78387G103 2,868 71,694 Sole 71,694 SEI CORP COMM 784117103 62 1,000 Sole 1,000 S3 INC COM COMM 784849101 83 16,300 Sole 16,300 SAFECO CORP COM COMM 786429100 363 8,000 Sole 8,000 ST JOHN KNITS INC COMM 790289102 19 500 Sole 500 ST JUDE MED INC COM COMM 790849103 659 17,900 Sole 17,900 ST MARY LD & EXPL CO COM COMM 792228108 51 2,100 Sole 2,100 ST PAUL BANCORP INC COM COMM 792848103 90 4,000 Sole 4,000 ST PAUL COS INC COM COMM 792860108 1,678 39,882 Sole 39,882 SANMINA CORP COM COMM 800907107 139 3,200 Sole 3,200 SANTA FE ENERGY RESOURCES COM COMM 802012104 98 9,100 Sole 9,100 SARA LEE CORP (CONS FOODS CORP) COMM 803111103 1,119 20,000 Sole 20,000 SCHERING PLOUGH CORP COM COMM 806605101 2,529 27,600 Sole 27,600 SCHLUMBERGER LTD COM COMM 806857108 1,161 17,000 Sole 17,000 SCOTT TECHNOLOGIES INC COM CHG F COMM 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12,400 Sole 12,400 SNYDER OIL CORP COM COMM 833482102 100 5,000 Sole 5,000 SOLA INTL INC COMM COMM 834092108 98 3,000 Sole 3,000 SONIC CORP COM COMM 835451105 34 1,500 Sole 1,500 SOUTHERN CALIFORNIA WTR CO COM COMM 842502106 24 900 Sole 900 SOUTHERN CO COM COMM 842587107 532 19,200 Sole 19,200 SOUTHERN ENERGY HOME INC COM COMM 842814105 52 5,300 Sole 5,300 SOUTHWESTERN ENERGY CO COM COMM 845467109 46 5,000 Sole 5,000 SOVEREIGN BANCORP INC COM COMM 845905108 120 7,320 Sole 7,320 SPACELABS MED INC COM COMM 846247104 50 3,000 Sole 3,000 THE SPORTS AUTH INC COMM 849176102 16 1,100 Sole 1,100 SPRINGS INDS INC COM COMM 851783100 780 16,900 Sole 16,900 SPRINT CORP COM COMM 852061100 860 12,200 Sole 12,200 STANDARD MICROSYSTEMS CORP COM COMM 853626109 21 2,400 Sole 2,400 STANDARD MOTOR PRODS INC COM COMM 853666105 40 1,800 Sole 1,800 STANDEX INTL CORP COMM 854231107 21 700 Sole 700 STEIN MART INC COM COMM 858375108 24 1,800 Sole 1,800 STERIS CORP COM COMM 859152100 146 2,300 Sole 2,300 STONE 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INC DEL COM COMM 88162F105 54 3,300 Sole 3,300 TEXACO INC COM COMM 881694103 1,934 32,400 Sole 32,400 TEXAS INDS INC COMM 882491103 85 1,600 Sole 1,600 TEXAS INSTRUMENTS INC COM COMM 882508104 1,015 17,400 Sole 17,400 TEXAS UTILS CO COM COMM 882848104 658 15,800 Sole 15,800 TEXTRON INC COM COMM 883203101 717 10,000 Sole 10,000 THERATECH INC DEL COMM 883383101 23 2,300 Sole 2,300 THOMAS INDS INC COM COMM 884425109 33 1,350 Sole 1,350 THOR INDS INC COM COMM 885160101 120 4,350 Sole 4,350 TIME WARNER INC COM COMM 887315109 1,649 19,300 Sole 19,300 TIMKEN CO COM COMM 887389104 465 15,000 Sole 15,000 TITAN INTL INC COM COM COMM 88830M102 27 1,600 Sole 1,600 TOLL BROTHERS INC COM COMM 889478103 77 2,700 Sole 2,700 TORCHMARK CORP COM COMM 891027104 1,345 29,400 Sole 29,400 TORO CO COM COMM 891092108 21 600 Sole 600 TOYOTA MOTOR CORP COMM 892331307 726 14,000 Sole 14,000 TRANSAMERICA CORP COM COMM 893485102 967 8,400 Sole 8,400 TRAVELERS GROUP INC COM FORME COMM 894190107 3,656 60,300 Sole 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