-----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, UskgcXkQwjFIvCtytnO4fqn2exwC5w6n0+q2gUO0AA4Y1Jx+qXdNS2ZoYR2ejHPF YC87P1gw8WLvykVpoUp/Jw== 0000728618-98-000059.txt : 20040503 0000728618-98-000059.hdr.sgml : 20040503 19981112183300 ACCESSION NUMBER: 0000728618-98-000059 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19980930 FILED AS OF DATE: 19981113 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: 98746258 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: September 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________ September 30,1998 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: 3,395 Form 13F Information Table Value Total ($000): 7,291,075 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 3,132 56,500 Sole 56,500 AT + T CORP COMM 001957109 32,570 557,335 Sole 557,335 ABBOTT LABS COMM 002824100 20,616 474,600 Sole 474,600 ADOBE SYS INC COMM 00724F101 697 20,100 Sole 20,100 AEROQUIP VICKERS INC COMM 007869100 253 8,800 Sole 8,800 ADVANCED MICRO DEVICES INC COMM 007903107 800 43,100 Sole 43,100 AETNA INC COMM 008117103 3,114 44,800 Sole 44,800 AHMANSON H F AND CO COMM 008677106 1,898 34,200 Sole 34,200 AIR PRODS + CHEMS INC COMM 009158106 2,130 71,600 Sole 71,600 AIRTOUCH COMMUNICATIONS INC COMM 00949T100 10,049 176,300 Sole 176,300 ALBERTO CULVER CO PREF 013068101 407 17,400 Sole 17,400 ALBERTSONS INC COMM 013104104 4,081 75,400 Sole 75,400 ALCAN ALUM LTD COMM 013716105 1,627 69,400 Sole 69,400 ALLEGHENY TELDYNE INC COMM 017415100 1,067 59,900 Sole 59,900 ALLERGAN INC COMM 018490102 1,162 19,900 Sole 19,900 ALLIED SIGNAL INC COMM 019512102 6,145 173,700 Sole 173,700 ALLSTATE CORP COMM 020002101 10,715 258,198 Sole 258,198 ALLTEL CORP COMM 020039103 3,973 84,300 Sole 84,300 ALUMINUM CO AMER COMM 022249106 4,061 57,200 Sole 57,200 ALZA CORP COMM 022615108 1,149 26,500 Sole 26,500 AMERADA HESS CORP COMM 023551104 1,627 28,200 Sole 28,200 AMEREN CORP COMM 023608102 1,791 42,700 Sole 42,700 AMERICAN ELEC PWR INC COMM 025537101 2,880 59,000 Sole 59,000 AMERICAN EXPRESS CO COMM 025816109 11,006 141,787 Sole 141,787 AMERICAN GEN CORP COMM 026351106 4,968 77,770 Sole 77,770 AMERICAN GREETINGS CORP COMM 026375105 878 22,200 Sole 22,200 AMERICAN HOME PRODUCTS CORP COMM 026609107 21,271 404,200 Sole 404,200 AMERICAN INTL GROUP INC COMM 026874107 25,287 322,637 Sole 322,637 AMERICAN STORES CO NEW COMM 030096101 2,704 84,000 Sole 84,000 AMERITECH CORP COMM 030954101 16,069 338,300 Sole 338,300 AMGEN INC COMM 031162100 5,932 78,500 Sole 78,500 AMP INC COMM 031897101 2,420 67,700 Sole 67,700 AMOCO CORP COMM 031905102 15,899 295,100 Sole 295,100 ANADARKO PETE CORP COMM 032511107 1,455 37,000 Sole 37,000 ANDREW CORP COMM 034425108 354 26,750 Sole 26,750 ANHEUSER BUSCH COS INC COMM 035229103 8,062 149,300 Sole 149,300 AON CORP COMM 037389103 3,357 52,050 Sole 52,050 APACHE CORP COMM 037411105 796 29,700 Sole 29,700 APPLE COMPUTER COMM 037833100 1,544 40,500 Sole 40,500 APPLIED MATERIALS INC COMM 038222105 2,828 112,000 Sole 112,000 ARCHER DANIELS MIDLAND CO COMM 039483102 3,077 183,691 Sole 183,691 ARMCO INC COMM 042170100 164 32,700 Sole 32,700 ARMSTRONG WORLD INDS INC COMM 042476101 653 12,200 Sole 12,200 ASARCO INC COMM 043413103 231 12,100 Sole 12,100 ASCEND COMMUNICATIONS INC COMM 043491109 2,680 58,900 Sole 58,900 ASHLAND INC COMM 044204105 1,092 23,600 Sole 23,600 ASSOCIATES FIRST CAP CORP COMM 046008108 6,961 106,685 Sole 106,685 ATLANTIC RICHFIELD CO COMM 048825103 7,023 99,000 Sole 99,000 AUTODESK INCORPORATED COMM 052769106 375 14,300 Sole 14,300 AUTOMATIC DATA PROCESSING INC COMM 053015103 6,914 92,500 Sole 92,500 AUTOZONE INC COMM 053332102 1,145 46,500 Sole 46,500 AVERY DENNISON CORP COMM 053611109 1,586 36,300 Sole 36,300 AVON PRODS INC COMM 054303102 2,256 80,400 Sole 80,400 BB+T CORP COMM 054937107 2,593 86,600 Sole 86,600 BAKER HUGHES INC COMM 057224107 2,041 97,200 Sole 97,200 BALL CORP COMM 058498106 328 9,300 Sole 9,300 BALTIMORE GAS + ELEC CO COMM 059165100 1,519 45,500 Sole 45,500 BANC ONE CORP COMM 059438101 9,168 216,044 Sole 216,044 BANK NEW YORK INC COMM 064057102 6,335 231,400 Sole 231,400 BANKAMERICA CORP COMM 066050105 12,641 210,252 Sole 210,252 BANKBOSTON CORP COMM 06605R106 3,010 91,212 Sole 91,212 BANKERS TR NY CORP COMM 066365107 1,764 29,900 Sole 29,900 BARD C R INC COMM 067383109 653 17,700 Sole 17,700 BARRICK GOLD CORP COMM 067901108 2,284 114,200 Sole 114,200 BATTLE MTN GOLD CO COMM 071593107 426 70,200 Sole 70,200 BAUSCH + LOMB INC COMM 071707103 677 17,200 Sole 17,200 BAXTER INTL INC COMM 071813109 5,181 86,800 Sole 86,800 BEAR STEARNS COS INC COMM 073902108 1,088 35,100 Sole 35,100 BECTON DICKINSON + CO COMM 075887109 3,121 75,900 Sole 75,900 BELL ATLANTIC CORP COMM 077853109 23,116 477,224 Sole 477,224 BELLSOUTH CORP COMM 079860102 22,906 304,400 Sole 304,400 BEMIS INC COMM 081437105 582 16,600 Sole 16,600 BESTFOODS COMM 08658U101 4,292 88,600 Sole 88,600 BETHLEHEM STL CORP COMM 087509105 321 38,900 Sole 38,900 BIOMET INC COMM 090613100 1,200 34,600 Sole 34,600 BLACK + DECKER CORPORATION COMM 091797100 1,207 29,000 Sole 29,000 BLOCK H + R INC COMM 093671105 1,349 32,600 Sole 32,600 BOEING CO COMM 097023105 10,658 310,624 Sole 310,624 BOISE CASCADE CORP COMM 097383103 443 17,500 Sole 17,500 BOSTON SCIENTIFIC CORP COMM 101137107 3,103 60,400 Sole 60,400 BRIGGS + STRATTON CORP COMM 109043109 325 7,900 Sole 7,900 BRISTOL MYERS SQUIBB CO COMM 110122108 31,786 306,000 Sole 306,000 BROWN FORMAN CORP COMM 115637209 1,260 21,000 Sole 21,000 BROWNING FERRIS INDS INC COMM 115885105 1,718 56,800 Sole 56,800 BRUNSWICK CORP COMM 117043109 395 30,400 Sole 30,400 BURLINGTON NORTHN SANTA FE COMM 12189T104 4,676 145,003 Sole 145,003 BURLINGTON RES INC COMM 122014103 2,035 54,440 Sole 54,440 CBS CORP COMM 12490K107 5,359 221,000 Sole 221,000 CIGNA CORP COMM 125509109 4,417 66,800 Sole 66,800 CSX CORP COMM 126408103 2,856 67,900 Sole 67,900 CVS CORP COMM 126650100 5,201 118,700 Sole 118,700 CABLETRON SYSTEMS INC COMM 126920107 545 48,400 Sole 48,400 CAMPBELL SOUP CO COMM 134429109 7,001 139,500 Sole 139,500 CAPITAL ONE FINL CORP COMM 14040H105 2,133 20,700 Sole 20,700 CARDINAL HEALTH INC COMM 14149Y108 4,244 41,100 Sole 41,100 CAROLINA PWR + LT CO COMM 144141108 2,139 46,300 Sole 46,300 CASE CORP COMM 14743R103 492 22,600 Sole 22,600 CATERPILLAR INC COMM 149123101 5,002 112,400 Sole 112,400 CENDANT CORP COMM 151313103 3,035 261,079 Sole 261,079 CENTEX CORP COMM 152312104 635 18,400 Sole 18,400 CENTRAL + SOUTH WEST CORP COMM 152357109 1,866 65,200 Sole 65,200 CERIDIAN CORP COMM 15677T106 1,262 22,000 Sole 22,000 CHAMPION INTL CORP COMM 158525105 921 29,400 Sole 29,400 CHASE MANHATTAN CORP NEW COMM 16161A108 11,323 262,568 Sole 262,568 CHEVRON CORP COMM 166751107 16,939 201,500 Sole 201,500 CHRYSLER CORP COMM 171196108 9,494 198,300 Sole 198,300 CHUBB CORP COMM 171232101 3,251 51,600 Sole 51,600 CINCINNATI FINL CORP COMM 172062101 1,584 51,500 Sole 51,500 CINCINNATI MILACRON INC COMM 172172108 185 12,000 Sole 12,000 CINERGY CORP COMM 172474108 1,847 48,292 Sole 48,292 CIRCUIT CITY STORES INC COMM 172737108 1,003 30,100 Sole 30,100 CISCO SYS INC COMM 17275R102 19,440 314,500 Sole 314,500 CITICORP COMM 173034109 12,919 138,914 Sole 138,914 CLEAR CHANNEL COMMUNICATIONS COMM 184502102 3,629 76,400 Sole 76,400 CLOROX CO COMM 189054109 2,673 32,400 Sole 32,400 COASTAL CORP COMM 190441105 2,201 65,200 Sole 65,200 COCA COLA CO COMM 191216100 43,749 759,200 Sole 759,200 COLGATE PALMOLIVE CO COMM 194162103 6,263 91,100 Sole 91,100 COLUMBIA ENERGY GROUP COMM 197648108 1,521 25,950 Sole 25,950 COLUMBIA / HCA HEALTHCARE CORP COMM 197677107 3,970 197,885 Sole 197,885 COMCAST CORP COMM 200300200 5,304 113,000 Sole 113,000 COMERICA INC COMM 200340107 2,623 47,850 Sole 47,850 COMPAQ COMPUTER CORP COMM 204493100 16,067 508,062 Sole 508,062 COMPUTER ASSOC INTL INC COMM 204912109 6,214 167,950 Sole 167,950 COMPUTER SCIENCES CORP COMM 205363104 2,649 48,600 Sole 48,600 CONAGRA INC COMM 205887102 3,979 147,700 Sole 147,700 CONSECO INC COMM 208464107 2,892 94,634 Sole 94,634 CONSOLIDATED EDISON INC COMM 209115104 3,770 72,500 Sole 72,500 CONSOLIDATED NAT GAS CO COMM 209615103 1,591 29,200 Sole 29,200 CONSOLIDATED STORES CORP COMM 210149100 657 33,500 Sole 33,500 COOPER INDS INC COMM 216669101 1,516 37,200 Sole 37,200 COOPER TIRE + RUBR CO COMM 216831107 425 23,600 Sole 23,600 COORS ADOLPH CO COMM 217016104 515 11,200 Sole 11,200 CORNING INC COMM 219350105 2,102 71,400 Sole 71,400 COSTCO COS INC COMM 22160Q102 3,144 66,367 Sole 66,367 COUNTRYWIDE CR INDS INC COMM 222372104 1,399 33,600 Sole 33,600 CRANE CO COMM 224399105 320 13,600 Sole 13,600 CROWN CORK + SEAL INC COMM 228255105 1,022 38,200 Sole 38,200 CUMMINS ENGINE INC COMM 231021106 342 11,500 Sole 11,500 CYPRUS AMAX MINERALS CO COMM 232809103 368 27,800 Sole 27,800 DTE ENERGY CO COMM 233331107 2,024 44,800 Sole 44,800 DANA CORP COMM 235811106 1,893 50,735 Sole 50,735 DARDEN RESTAURANTS INC COMM 237194105 686 42,900 Sole 42,900 DATA GEN CORP COMM 237688106 154 14,200 Sole 14,200 DAYTON HUDSON CORP COMM 239753106 4,812 134,600 Sole 134,600 DEERE + CO COMM 244199105 2,305 76,200 Sole 76,200 DELL COMPUTER CORP COMM 247025109 26,037 396,000 Sole 396,000 DELTA AIR LINES INC DE COMM 247361108 2,266 23,300 Sole 23,300 DE LUXE CORP COMM 248019101 694 24,400 Sole 24,400 DILLARDS INC COMM 254067101 946 33,400 Sole 33,400 DISNEY WALT CO COMM 254687106 15,956 628,797 Sole 628,797 DOLLAR GEN CORP COMM 256669102 1,155 43,800 Sole 43,800 DOMINION RES INC VA COMM 257470104 2,709 60,700 Sole 60,700 DONNELLEY R R + SONS CO COMM 257867101 1,538 43,700 Sole 43,700 DOVER CORP COMM 260003108 2,109 68,300 Sole 68,300 DOW CHEM CO COMM 260543103 5,912 69,200 Sole 69,200 DOW JONES + CO INC COMM 260561105 1,349 29,000 Sole 29,000 DRESSER INDS INC COMM 261597108 1,657 54,100 Sole 54,100 DU PONT E I DE NEMOURS + CO COMM 263534109 19,519 347,000 Sole 347,000 DUKE ENERGY CO COMM 264399106 7,329 110,734 Sole 110,734 DUN + BRADSTREET CORP DEL COMM 26483B106 1,423 52,700 Sole 52,700 EG + G INC COMM 268457108 305 13,500 Sole 13,500 E M C CORP MASS COMM 268648102 8,790 153,200 Sole 153,200 EASTERN ENTERPRISES COMM 27637F100 278 6,600 Sole 6,600 EASTMAN CHEM CO COMM 277432100 1,240 24,575 Sole 24,575 EASTMAN KODAK CO COMM 277461109 7,618 99,100 Sole 99,100 EATON CORP COMM 278058102 1,385 22,100 Sole 22,100 ECOLAB INC COMM 278865100 1,120 39,400 Sole 39,400 EDISON INTL COMM 281020107 2,851 111,000 Sole 111,000 ELECTRONIC DATA SYS CORP NEW COMM 285661104 5,018 151,200 Sole 151,200 EMERSON ELEC CO COMM 291011104 8,503 136,600 Sole 136,600 ENGELHARD CORP COMM 292845104 772 43,650 Sole 43,650 ENRON CORP COMM 293561106 5,409 101,100 Sole 101,100 ENTERGY CORP COMM 29364G103 2,340 76,100 Sole 76,100 EQUIFAX INC COMM 294429105 1,613 45,200 Sole 45,200 EXXON CORP COMM 302290101 53,131 752,300 Sole 752,300 FMC CORP COMM 302491303 572 11,100 Sole 11,100 FPL GROUP INC COMM 302571104 3,896 55,900 Sole 55,900 FDX CORP COMM 31304N107 2,021 45,100 Sole 45,100 FEDERAL HOME LN MTG CORP COMM 313400301 10,372 209,000 Sole 209,000 FEDERAL NATL MTG ASSN COMM 313586109 20,483 318,800 Sole 318,800 FEDERATED DEPT STORES INC DEL COMM 31410H101 2,346 64,500 Sole 64,500 FIFTH THIRD BANCORP COMM 316773100 4,649 80,850 Sole 80,850 FIRST CHICAGO NBD CORP COMM 31945A100 6,059 88,458 Sole 88,458 FIRST DATA CORP COMM 319963104 3,208 136,500 Sole 136,500 FIRST UN CORP COMM 337358105 15,254 297,996 Sole 297,996 FIRSTENERGY CORP COMM 337932107 2,212 71,200 Sole 71,200 FLEET FINL GROUP INC COMM 338915101 6,427 87,515 Sole 87,515 FLEETWOOD ENTERPRISES INC COMM 339099103 359 11,900 Sole 11,900 FLUOR CORP COMM 343861100 1,027 25,000 Sole 25,000 FORD MTR CO DEL COMM 345370100 17,526 372,900 Sole 372,900 FORT JAMES CORP COMM 347471104 2,208 67,300 Sole 67,300 FORTUNE BRANDS INC COMM 349631101 1,573 53,100 Sole 53,100 FOSTER WHEELER CORP COMM 350244109 168 12,200 Sole 12,200 FRANKLIN RES INC COMM 354613101 2,315 77,500 Sole 77,500 FREEPORT MCMORAN COPPER + GOLD COMM 35671D857 661 55,400 Sole 55,400 FRONTIER CORP COMM 35906P105 1,437 52,500 Sole 52,500 FRUIT OF THE LOOM INC COMM 359416104 333 22,100 Sole 22,100 GPU INC COMM 36225X100 1,658 39,000 Sole 39,000 GTE CORP COMM 362320103 16,280 296,000 Sole 296,000 GANNETT INC COMM 364730101 4,703 87,800 Sole 87,800 GAP INC COMM 364760108 6,375 120,850 Sole 120,850 GATEWAY 2000 INC COMM 367833100 2,511 48,000 Sole 48,000 GENERAL DYNAMICS CORP COMM 369550108 1,940 38,600 Sole 38,600 GENERAL ELEC CO COMM 369604103 79,698 1,001,700 Sole 1,001,700 GENERAL INSTR CORP DEL COMM 370120107 977 45,200 Sole 45,200 GENERAL MLS INC COMM 370334104 3,388 48,400 Sole 48,400 GENERAL MTRS CORP COMM 370442105 11,295 205,832 Sole 205,832 GENERAL RE CORP COMM 370563108 4,791 23,600 Sole 23,600 GENERAL SIGNAL CORP COMM 370838104 468 13,800 Sole 13,800 GENUINE PARTS CO COMM 372460105 1,653 55,000 Sole 55,000 GEORGIA PAC CORP COMM 373298108 1,296 28,400 Sole 28,400 GIANT FOODS INC COMM 374478105 755 17,500 Sole 17,500 GILLETTE CO COMM 375766102 13,212 345,400 Sole 345,400 GOLDEN WEST FINL CORP DEL COMM 381317106 1,440 17,600 Sole 17,600 GOODRICH B F CO COMM 382388106 745 22,700 Sole 22,700 GOODYEAR TIRE AND RUBBER COMM 382550101 2,518 48,900 Sole 48,900 GRACE W R + CO DEL NEW COMM 38388F108 284 22,800 Sole 22,800 GRAINGER W W INC COMM 384802104 1,281 30,400 Sole 30,400 GREAT ATLANTIC + PAC TEA INC COMM 390064103 279 11,500 Sole 11,500 GREAT LAKES CHEMICAL CORP COMM 390568103 719 18,500 Sole 18,500 GUIDANT CORP COMM 401698105 3,467 46,700 Sole 46,700 HBO + CO COMM 404100109 3,820 132,300 Sole 132,300 HALLIBURTON CO COMM 406216101 2,326 80,900 Sole 80,900 HARCOURT GEN INC COMM 41163G101 1,040 21,500 Sole 21,500 HARNISCHFEGER INDS INC COMM 413345109 164 14,600 Sole 14,600 HARRAHS ENTMT INC COMM 413619107 411 30,700 Sole 30,700 HARRIS CORP DEL COMM 413875105 797 24,900 Sole 24,900 HARTFORD FINANCIAL SVCS GRP COMM 416515104 3,449 72,700 Sole 72,700 HASBRO INC COMM 418056107 1,202 40,650 Sole 40,650 HEALTHSOUTH CORP COMM 421924101 1,359 129,400 Sole 129,400 HEINZ H J CO COMM 423074103 5,776 112,700 Sole 112,700 HELMERICH AND PAYNE INC COMM 423452101 309 14,700 Sole 14,700 HERCULES INC COMM 427056106 887 29,500 Sole 29,500 HERSHEY FOODS CORP COMM 427866108 3,025 44,200 Sole 44,200 HEWLETT PACKARD CO COMM 428236103 16,861 318,500 Sole 318,500 HILTON HOTELS CORP COMM 432848109 1,290 75,900 Sole 75,900 HOME DEPOT INC COMM 437076102 17,846 451,798 Sole 451,798 HOMESTAKE MNG CO COMM 437614100 782 64,500 Sole 64,500 HONEYWELL INC COMM 438506107 2,498 39,000 Sole 39,000 HOUSEHOLD INTL INC COMM 441815107 5,644 150,505 Sole 150,505 HOUSTON INDS INC COMM 442161105 2,831 90,945 Sole 90,945 HUMANA INC COMM 444859102 837 51,100 Sole 51,100 HUNTINGTON BANCSHARES INC COMM 446150104 1,628 64,800 Sole 64,800 IMS HEALTH INC COMM 449934108 3,128 50,500 Sole 50,500 ITT INDS INC COMM 450911102 1,236 36,500 Sole 36,500 IKON OFFICE SOLUTIONS INC COMM 451713101 298 41,400 Sole 41,400 ILLINOIS TOOL WKS INC COMM 452308109 4,169 76,500 Sole 76,500 INCO LTD COMM 453258402 521 50,806 Sole 50,806 INGERSOLL RAND CO COMM 456866102 1,914 50,450 Sole 50,450 INTEL CORP COMM 458140100 44,736 521,700 Sole 521,700 INTERNATIONAL BUSINESS MACHS COMM 459200101 37,265 290,000 Sole 290,000 INTERNATIONAL FLAVOURS COMM 459506101 1,089 33,000 Sole 33,000 INTERNATIONAL PAPER CO COMM 460146103 4,411 94,600 Sole 94,600 INTERPUBLIC GROUP COS INC COMM 460690100 2,271 42,100 Sole 42,100 JEFFERSON PILOT CORP COMM 475070108 1,981 32,750 Sole 32,750 JOHNSON + JOHNSON COMM 478160104 32,403 414,100 Sole 414,100 JOHNSON CTLS INC COMM 478366107 1,209 26,000 Sole 26,000 JOSTENS INC COMM 481088102 222 10,700 Sole 10,700 KLA TENCOR CORP COMM 482480100 649 26,100 Sole 26,100 K MART CORP COMM 482584109 1,800 150,000 Sole 150,000 KAUFMAN + BROAD HOME CORP COMM 486168107 274 11,700 Sole 11,700 KELLOGG CO COMM 487836108 4,140 125,700 Sole 125,700 KERR MCGEE CORP COMM 492386107 687 15,100 Sole 15,100 KEYCORP NEW COMM 493267108 3,916 135,606 Sole 135,606 KIMBERLY CLARK CORP COMM 494368103 6,943 171,420 Sole 171,420 KING WORLD PRODTNS INC COMM 495667107 580 22,200 Sole 22,200 KNIGHT RIDDER INC COMM 499040103 1,099 24,700 Sole 24,700 KOHLS CORP COMM 500255104 1,895 48,600 Sole 48,600 KROGER CO COMM 501044101 3,945 78,900 Sole 78,900 LSI LOGIC CORP COMM 502161102 543 43,000 Sole 43,000 LAIDLAW INC COMM 50730K503 953 101,000 Sole 101,000 LEHMAN BROTHERS HLDGS INC COMM 524908100 1,041 36,700 Sole 36,700 LILLY ELI + CO COMM 532457108 26,658 340,400 Sole 340,400 LIMITED INC COMM 532716107 1,522 69,400 Sole 69,400 LINCOLN NATL CORP IN COMM 534187109 2,558 31,100 Sole 31,100 LIZ CLAIBORNE INC COMM 539320101 534 20,400 Sole 20,400 LOCKHEED MARTIN CORP COMM 539830109 6,080 60,313 Sole 60,313 LOEWS CORP COMM 540424108 3,021 35,800 Sole 35,800 LONGS DRUG STORES CORP COMM 543162101 470 11,700 Sole 11,700 LOUISIANA PAC CORP COMM 546347105 674 33,100 Sole 33,100 LOWES COS INC COMM 548661107 3,429 107,800 Sole 107,800 LUCENT TECHNOLOGIES INC COMM 549463107 27,984 404,094 Sole 404,094 MBIA INC COMM 55262C100 1,616 30,100 Sole 30,100 MBNA CORP COMM 55262L100 4,399 153,662 Sole 153,662 MGIC INVT CORP WIS COMM 552848103 1,305 35,400 Sole 35,400 MALLINCKRODT INC NEW COMM 561232109 447 22,000 Sole 22,000 MARSH + MCLENNAN COS INC COMM 571748102 3,950 79,400 Sole 79,400 MARRIOTT INTL INC NEW COMM 571903202 1,877 78,600 Sole 78,600 MASCO CORP COMM 574599106 2,584 104,400 Sole 104,400 MATTEL INC COMM 577081102 2,515 89,813 Sole 89,813 MAY DEPT STORES CO COMM 577778103 3,682 71,500 Sole 71,500 MAYTAG CORP COMM 578592107 1,390 29,100 Sole 29,100 MCDERMOTT INTL INC COMM 580037109 501 18,600 Sole 18,600 MCDONALDS CORP COMM 580135101 12,636 211,700 Sole 211,700 MCGRAW HILL COS INC COMM 580645109 2,473 31,200 Sole 31,200 MEAD CORP COMM 582834107 936 31,800 Sole 31,800 MEDIAONE GROUP INC COMM 58440J104 8,337 187,600 Sole 187,600 MEDTRONIC INC COMM 585055106 8,404 144,900 Sole 144,900 MELLON BK CORP COMM 585509102 4,417 80,300 Sole 80,300 MERCANTILE BANCORPORATION INC COMM 587342106 2,254 46,600 Sole 46,600 MERCK + CO INC COMM 589331107 47,718 368,300 Sole 368,300 MEREDITH CORP COMM 589433101 531 16,600 Sole 16,600 MERRILL LYNCH + CO INC COMM 590188108 5,049 107,000 Sole 107,000 MEYER FRED INC DEL NEW COMM 592907109 1,843 47,400 Sole 47,400 MICROSOFT CORP COMM 594918104 83,384 757,600 Sole 757,600 MICRON TECHNOLOGY INC COMM 595112103 1,978 65,000 Sole 65,000 MILLIPORE CORP COMM 601073109 248 13,000 Sole 13,000 MINNESOTA MNG + MFG CO COMM 604059105 9,196 124,800 Sole 124,800 MIRAGE RESORTS INC COMM 60462E104 911 54,400 Sole 54,400 MOBIL CORP COMM 607059102 18,248 240,300 Sole 240,300 MONSANTO CO COMM 611662107 10,367 184,300 Sole 184,300 MOORE CORP LTD COMM 615785102 279 26,400 Sole 26,400 MORGAN J P + CO INC COMM 616880100 4,637 54,799 Sole 54,799 MORGAN STANLEY DEAN WITTER FUNDS 617446448 7,963 184,641 Sole 184,641 MORTON INTL INC IND NEW COMM 619335102 866 39,600 Sole 39,600 MOTOROLA INC COMM 620076109 7,880 183,800 Sole 183,800 NACCO INDS INC COMM 629579103 330 3,300 Sole 3,300 NALCO CHEM CO COMM 629853102 599 20,300 Sole 20,300 NATIONAL CITY CORP COMM 635405103 6,686 101,400 Sole 101,400 NATIONAL SEMICONDUCTOR CORP COMM 637640103 484 50,000 Sole 50,000 NATIONAL SVC INDS INC COMM 637657107 411 12,900 Sole 12,900 NATIONSBANK CORP COMM 638585109 15,756 294,509 Sole 294,509 NAVISTAR 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CORP COMM 884315102 651 17,100 Sole 17,100 3COM CORP COMM 885535104 3,289 109,400 Sole 109,400 TIME WARNER INC COMM 887315109 15,921 181,820 Sole 181,820 TIMES MIRROR CO NEW COMM 887364107 1,450 27,300 Sole 27,300 TIMKEN CO COMM 887389104 277 18,300 Sole 18,300 TORCHMARK INC COMM 891027104 1,560 43,400 Sole 43,400 TOYS R US INC COMM 892335100 1,376 85,000 Sole 85,000 TRANSAMERICA CORP COMM 893485102 2,046 19,300 Sole 19,300 TRAVELERS GROUP INC COMM 894190107 13,259 353,584 Sole 353,584 TRICON GLOBAL RESTAURANTS INC COMM 895953107 1,827 46,700 Sole 46,700 TRIBUNE CO NEW COMM 896047107 1,902 37,800 Sole 37,800 TUPPERWARE CORP COMM 899896104 221 18,800 Sole 18,800 TYCO INTL LTD NEW COMM 902124106 9,917 179,500 Sole 179,500 USX MARATHON GROUP COMM 902905827 3,158 89,100 Sole 89,100 UST INC COMM 902911106 1,673 56,600 Sole 56,600 US BANCORP DEL COMM 902973106 8,145 228,627 Sole 228,627 UNUM CORP COMM 903192102 2,142 43,100 Sole 43,100 USX U S STL GROUP COMM 90337T101 647 27,100 Sole 27,100 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5,100 Sole 5,100 HERSHEY FOODS CORP COM COMM 427866108 301 4,400 Sole 4,400 HEWLETT PACKARD CO COM COMM 428236103 656 12,400 Sole 12,400 HOME DEPOT INC COM COMM 437076102 723 18,300 Sole 18,300 HOMESTAKE MNG CO COM COMM 437614100 13 1,100 Sole 1,100 HONEYWELL INC COM COMM 438506107 167 2,600 Sole 2,600 HOUSEHOLD INTL INC COM COMM 441815107 465 12,413 Sole 12,413 HOUSTON INDS INC COM COMM 442161105 112 3,600 Sole 3,600 IMS HEALTH INC COM COMM 449934108 173 2,800 Sole 2,800 ITT IND INC COM CHG F COMM 450911102 44 1,300 Sole 1,300 INTEL CORP COM COMM 458140100 1,938 22,600 Sole 22,600 IBM CORP COM COMM 459200101 2,005 15,600 Sole 15,600 INTL PAPER COM COMM 460146103 121 2,600 Sole 2,600 JOHNSON & JOHNSON COM COMM 478160104 1,393 17,800 Sole 17,800 KELLOGG CO COM COMM 487836108 198 6,000 Sole 6,000 KERR MCGEE CORP COM COMM 492386107 105 2,300 Sole 2,300 KEYCORP COM COMM 493267108 133 4,600 Sole 4,600 KIMBERLY CLARK CORP COM COMM 494368103 308 7,600 Sole 7,600 KING WORLD PRODUCTIONS INC COM COMM 495667107 303 11,600 Sole 11,600 KNIGHT RIDDER INC COM COMM 499040103 116 2,600 Sole 2,600 KROGER CO COM COMM 501044101 260 5,200 Sole 5,200 ELI LILLY COM COMM 532457108 1,128 14,400 Sole 14,400 LINCOLN NATL CORP IND COM COMM 534187109 271 3,300 Sole 3,300 LOCKHEED MARTIN CORP COM COMM 539830109 158 1,567 Sole 1,567 LOEWS CORP COM COMM 540424108 186 2,200 Sole 2,200 LONGS DRUG STORES CORP COM COMM 543162101 145 3,600 Sole 3,600 LOUISIANA PAC CORP COM COMM 546347105 141 6,900 Sole 6,900 LUCENT TECHNOLOGIES INC COMM 549463107 979 14,130 Sole 14,130 MCI WORLDCOM INC COM CHG F COMM 55268B106 980 20,059 Sole 20,059 MALLINCKRODT INC COM CHGED COMM 561232109 79 3,900 Sole 3,900 MAY DEPT STORES CO COM COMM 577778103 309 6,000 Sole 6,000 MCDONALDS CORP COM COMM 580135101 501 8,400 Sole 8,400 MCGRAW-HILL INC COM COMM 580645109 254 3,200 Sole 3,200 MEDIAONE GROUP INC COM CHG F COMM 58440J104 649 14,600 Sole 14,600 MEDTRONIC INC COM COMM 585055106 325 5,600 Sole 5,600 MELLON BANK CORP COM 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780257804 1,543 32,400 Sole 32,400 RUSSELL CORP COM COMM 782352108 197 7,500 Sole 7,500 S B C COMMUNICATIONS INC COM COMM 78387G103 1,066 24,016 Sole 24,016 SAFECO CORP COM COMM 786429100 192 4,600 Sole 4,600 ST PAUL COS INC COM COMM 792860108 216 6,658 Sole 6,658 SCHERING PLOUGH CORP COM COMM 806605101 809 7,800 Sole 7,800 SCHLUMBERGER LTD COM COMM 806857108 275 5,400 Sole 5,400 SCIENTIFIC ATLANTA INC COM COMM 808655104 169 8,000 Sole 8,000 SEAGRAM LTD COM COMM 811850106 138 4,800 Sole 4,800 SEARS ROEBUCK & CO COM COMM 812387108 208 4,700 Sole 4,700 SEMPRA ENERGY COM COMM 816851109 133 5,112 Sole 5,112 SILICON GRAPHICS INC COM COMM 827056102 8 858 Sole 858 SOUTHERN CO COM COMM 842587107 238 8,100 Sole 8,100 SPRINGS INDS INC COM COMM 851783100 104 3,000 Sole 3,000 SPRINT CORP COM COMM 852061100 468 6,500 Sole 6,500 SUN INC COM COMM 866762107 176 5,500 Sole 5,500 SUN MICROSYSTEMS INC COM COMM 866810104 418 8,400 Sole 8,400 TRW INC COM COMM 872649108 311 7,000 Sole 7,000 TANDY CORP COM 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10,000 Sole 10,000 USX MARATHON GROUP COM NEW COMM 902905827 425 12,000 Sole 12,000 UST INC COM COMM 902911106 83 2,800 Sole 2,800 US BANCORP COM COMM 902973106 737 20,697 Sole 20,697 USX - US STEEL COMM 90337T101 48 2,000 Sole 2,000 UNILEVER NV NY SHS COM 20 GLDR ADRS 904784501 466 7,600 Sole 7,600 UNICOM CORP COM COMM 904911104 172 4,600 Sole 4,600 UNION CAMP CORP COM COMM 905530101 91 2,300 Sole 2,300 UNION CARBIDE CORP COM COMM 905581104 216 5,000 Sole 5,000 UNION PACIFIC CORP COM COMM 907818108 98 2,300 Sole 2,300 UNION PACIFIC RESOURCES GROUP COMM 907834105 24 1,947 Sole 1,947 U S WEST INC COM CHG F COMM 91273H101 268 5,098 Sole 5,098 UNITED TECHNOLOGIES CORP COM COMM 913017109 229 3,000 Sole 3,000 VIACOM INC CL B COM COMM 925524308 209 3,600 Sole 3,600 WAL MART STORES INC COM COMM 931142103 1,617 29,600 Sole 29,600 WARNER LAMBERT CO COM COMM 934488107 634 8,400 Sole 8,400 WASHINGTON MUT INC COM COMM 939322103 187 5,535 Sole 5,535 WASTE MGMT INC DEL COMM 94106L109 230 4,785 Sole 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CHGED COMM 06605R106 4,181 126,700 Sole 126,700 BANKERS TR NY CORP COM COMM 066365107 2,718 46,064 Sole 46,064 BARD C R INC COM COMM 067383109 903 24,500 Sole 24,500 BARRICK GOLD CORP COM (PREV COMM 067901108 2,084 104,200 Sole 104,200 BATTLE MOUNTAIN GOLD CO COMM 071593107 554 91,400 Sole 91,400 BAUSCH & LOMB INC COM COMM 071707103 630 16,000 Sole 16,000 BAXTER INTL COM COMM 071813109 4,406 73,822 Sole 73,822 BECTON DICKINSON COM COMM 075887109 2,163 52,600 Sole 52,600 BELL ATLANTIC CORP COM COMM 077853109 26,960 556,591 Sole 556,591 BELLSOUTH CORP COM COMM 079860102 28,363 376,912 Sole 376,912 BEMIS INC COM COMM 081437105 663 18,900 Sole 18,900 BESTFOODS CHG F COMM 08658U101 4,049 83,600 Sole 83,600 BETHLEHEM STL CORP COM COMM 087509105 992 120,300 Sole 120,300 BIOMET INC COM COMM 090613100 2,671 77,000 Sole 77,000 BLACK & DECKER CORP COM COMM 091797100 2,262 54,335 Sole 54,335 BLOCK H & R INC COM COMM 093671105 1,568 37,900 Sole 37,900 BOEING CO COM COMM 097023105 13,250 386,155 Sole 386,155 BOISE CASCADE CORP NTS COMM 097383103 402 15,900 Sole 15,900 BOSTON SCIENTIFIC CO COMM 101137107 2,677 52,100 Sole 52,100 BRIGGS & STRATTON CORP COM COMM 109043109 173 4,200 Sole 4,200 BRISTOL MYERS SQUIBB CO COM COMM 110122108 37,104 357,200 Sole 357,200 BROWN FORMAN CORP CL B COM COMM 115637209 1,212 20,200 Sole 20,200 BROWNING FERRIS INDS INC COM COMM 115885105 3,745 123,811 Sole 123,811 BRUNSWICK CORP COM COMM 117043109 511 39,300 Sole 39,300 BURLINGTON NORTHERN SANTA FE COM COMM 12189T104 1,975 61,254 Sole 61,254 BURLINGTON RESOURCES INC COM COMM 122014103 1,879 50,274 Sole 50,274 CBS CORP COM CHG F COMM 12490K107 5,008 206,500 Sole 206,500 CIGNA CORP COM COMM 125509109 4,083 61,746 Sole 61,746 C S X CORP COM COMM 126408103 4,081 97,020 Sole 97,020 CVS CORP FROM COMM 126650100 4,925 112,400 Sole 112,400 CABLETRON SYS INC COM COMM 126920107 345 30,700 Sole 30,700 CAMPBELL SOUP CO COM COMM 134429109 8,592 171,200 Sole 171,200 CARDINAL HEALTH INC COM COMM 14149Y108 2,891 28,000 Sole 28,000 CAROLINA PWR & LT CO COM COMM 144141108 1,737 37,600 Sole 37,600 CASE CORP COM COMM 14743R103 1,027 47,200 Sole 47,200 CATERPILLAR INC COM COMM 149123101 6,657 149,600 Sole 149,600 CENDANT CORP COM CHG F COMM 151313103 2,960 254,653 Sole 254,653 CENTEX CORP COM COMM 152312104 2,805 81,300 Sole 81,300 CENTRAL & SOUTHWEST CORP COM COMM 152357109 1,632 57,000 Sole 57,000 CERIDIAN CORP COM COMM 15677T106 1,079 18,800 Sole 18,800 CHAMPION INTL CORP COM COMM 158525105 898 28,685 Sole 28,685 CHASE MANHATTAN CORP (NEW) COMM 16161A108 13,299 308,394 Sole 308,394 CHEVRON CORP COM COMM 166751107 21,108 251,100 Sole 251,100 CHRYSLER CORP COM COMM 171196108 11,878 248,100 Sole 248,100 CHUBB CORP COM COMM 171232101 4,082 64,800 Sole 64,800 CINCINNATI FINANCIAL CORP COM COMM 172062101 1,467 47,700 Sole 47,700 CINCINNATI MILICRON INC COM COMM 172172108 749 48,500 Sole 48,500 CINERGY CORP COM COMM 172474108 1,851 48,403 Sole 48,403 CIRCUIT CITY STORES INC COM COMM 172737108 1,146 34,400 Sole 34,400 CISCO SYS INC COM COMM 17275R102 23,483 379,900 Sole 379,900 CITICORP COM COMM 173034109 16,422 176,583 Sole 176,583 CLEAR CHANNEL COMM INC COM COMM 184502102 1,610 33,900 Sole 33,900 CLOROX CO COM COMM 189054109 2,229 27,024 Sole 27,024 COASTAL CORP COM COMM 190441105 949 28,118 Sole 28,118 COCA COLA CO COM COMM 191216100 52,364 908,700 Sole 908,700 COLGATE PALMOLIVE COM COMM 194162103 7,755 112,800 Sole 112,800 COLUMBIA ENERGY GROUP COM COMM 197648108 3,139 53,550 Sole 53,550 COLUMBIA HCA HEALTHCARE COM COMM 197677107 3,716 185,239 Sole 185,239 COMCAST CORP CL A SPL COM COMM 200300200 4,546 96,850 Sole 96,850 COMERICA INC COM COMM 200340107 2,521 46,000 Sole 46,000 COMPAQ COMPUTER CORP COM COMM 204493100 19,419 614,048 Sole 614,048 COMPUTER ASSOC INTL INC COM COMM 204912109 7,371 199,212 Sole 199,212 COMPUTER SCIENCES CORP COM COMM 205363104 2,294 42,100 Sole 42,100 CONAGRA INC COM COMM 205887102 5,323 197,600 Sole 197,600 CONSECO INC. COMM 208464107 2,558 83,700 Sole 83,700 CONSOLIDATED ED, INC COM COMM 209115104 5,075 97,600 Sole 97,600 CONSOLIDATED NATRL GAS CO COM COMM 209615103 1,519 27,874 Sole 27,874 CONSOLIDATED STORES CORP COMMO COMM 210149100 310 15,800 Sole 15,800 COOPER INDS INC COM COMM 216669101 1,338 32,837 Sole 32,837 COOPER TIRE & RUBBER CO COM COMM 216831107 2,156 119,764 Sole 119,764 COORS ADOLPH CO CL B COM COMM 217016104 2,821 61,400 Sole 61,400 CORNING INC COM COMM 219350105 3,571 121,300 Sole 121,300 COSTCO COMPANIES INC COM CHG 7 COMM 22160Q102 2,902 61,264 Sole 61,264 COUNTRYWIDE CRED INDS COMM 222372104 2,069 49,700 Sole 49,700 CRANE CO COM COMM 224399105 221 9,400 Sole 9,400 CROWN CORK & SEAL INC COM COMM 228255105 885 33,100 Sole 33,100 CUMMINS ENGINE INC COM COMM 231021106 678 22,800 Sole 22,800 CYPRUS AMAX MINERALS CO COM CHG F COMM 232809103 195 14,697 Sole 14,697 D T E ENERGY CO COM COMM 233331107 5,044 111,614 Sole 111,614 DANA CORP COM COMM 235811106 877 23,512 Sole 23,512 DARDEN RESTAURANTS INC NTS COMM 237194105 352 22,000 Sole 22,000 DATA GEN CORP COMM 237688106 612 56,600 Sole 56,600 DAYTON HUDSON CORP COM COMM 239753106 5,459 152,700 Sole 152,700 DEERE & CO COM COMM 244199105 2,105 69,600 Sole 69,600 DELL COMPUTER CORP COM COMM 247025109 16,010 243,500 Sole 243,500 DELTA AIRLINES INC COM COMM 247361108 2,357 24,241 Sole 24,241 DELUXE CORP COM COMM 248019101 1,260 44,297 Sole 44,297 DILLARDS INC-CL A COM COMM 254067101 2,896 102,298 Sole 102,298 WALT DISNEY CO COM COMM 254687106 6,486 255,605 Sole 255,605 DOMINION RESOURCES INC COM COMM 257470104 2,727 61,100 Sole 61,100 DONNELLEY R R & SONS CO COM COMM 257867101 1,169 33,211 Sole 33,211 DOVER CORP COM COMM 260003108 1,813 58,708 Sole 58,708 DOW CHEM CO COM COMM 260543103 7,194 84,200 Sole 84,200 DOW JONES & CO INC COM COMM 260561105 976 20,991 Sole 20,991 DRESSER INDS INC COM COMM 261597108 1,305 42,624 Sole 42,624 DU PONT EI DE NEMOURS CO COM COMM 263534109 23,608 419,700 Sole 419,700 DUKE ENERGY CORP COM COMM 264399106 6,767 102,238 Sole 102,238 EG & G INC COM COMM 268457108 575 25,400 Sole 25,400 EMC CORP CN COMM 268648102 7,648 133,300 Sole 133,300 EASTERN ENTERPRISES COM COMM 27637F100 1,154 27,400 Sole 27,400 EASTMAN CHEM CO COM COMM 277432100 1,589 31,496 Sole 31,496 EASTMAN KODAK CO COM COMM 277461109 7,240 94,175 Sole 94,175 EATON CORP COM COMM 278058102 1,317 21,009 Sole 21,009 ECOLAB INC COM COMM 278865100 3,396 119,434 Sole 119,434 EDISON INTL COM COMM 281020107 2,761 107,470 Sole 107,470 EMERSON ELEC CO COM COMM 291011104 10,495 168,600 Sole 168,600 ENGELHARD CORP COM COMM 292845104 694 39,260 Sole 39,260 ENRON CORP COM COMM 293561106 5,109 95,500 Sole 95,500 ENTERGY CORP COM COMM 29364G103 1,900 61,800 Sole 61,800 EQUIFAX INC COM COMM 294429105 1,117 31,300 Sole 31,300 EXXON CORP COM COMM 302290101 64,869 918,500 Sole 918,500 FMC CORP COM COMM 302491303 949 18,400 Sole 18,400 F P L GROUP INC COM COMM 302571104 3,436 49,300 Sole 49,300 FDX CORP COM CHG F COMM 31304N107 1,876 41,854 Sole 41,854 FHLMC COM COMM 313400301 13,121 264,400 Sole 264,400 FNMA COM COMM 313586109 24,781 385,700 Sole 385,700 FEDERATED DEPT STORES INC COM (CHAN COMM 31410H101 3,707 101,900 Sole 101,900 FIFTH THIRD BANKCORP COM COMM 316773100 3,633 63,175 Sole 63,175 FIRST CHICAGO NBD CORP COM CHANG COMM 31945A100 7,877 114,993 Sole 114,993 FIRST DATA CORP COM COMM 319963104 3,010 128,100 Sole 128,100 FIRST UNION CORP COM COMM 337358105 16,983 331,771 Sole 331,771 FIRST ENERGY CORP COM COMM 337932107 2,901 93,400 Sole 93,400 FLEET FINL GROUP INC COM COMM 338915101 7,366 100,299 Sole 100,299 FLEETWOOD ENTERPRISES INC COM COMM 339099103 317 10,500 Sole 10,500 FLOUR CORP COM COMM 343861100 1,071 26,080 Sole 26,080 FORD MTR CO DEL COM COMM 345370100 21,752 462,800 Sole 462,800 FORT JAMES CORP COMM 347471104 1,890 57,600 Sole 57,600 FORTUNE BRANDS INC COM CHG F COMM 349631101 1,582 53,387 Sole 53,387 FOSTER WHEELER CORP COM COMM 350244109 85 6,200 Sole 6,200 FRANKLIN RESOURCES INC COMM 354613101 2,058 68,900 Sole 68,900 FREEPORT-MCMORAN COPPER & GOLD COMM 35671D857 739 61,900 Sole 61,900 FRONTIER CORP COM COMM 35906P105 1,103 40,300 Sole 40,300 FRUIT OF THE LOOM INC CL A COMM 359416104 167 11,100 Sole 11,100 G P U INC COM COMM 36225X100 1,347 31,700 Sole 31,700 G T E CORP COM COMM 362320103 20,295 369,000 Sole 369,000 GANNETT CO INC COM COMM 364730101 4,601 85,900 Sole 85,900 GAP INC COM COMM 364760108 5,602 106,200 Sole 106,200 GATEWAY 2000 INC COMM 367833100 2,312 44,200 Sole 44,200 GEN DYNAMICS CORP COM COMM 369550108 3,703 73,700 Sole 73,700 GEN ELEC CO COM COMM 369604103 95,067 1,194,860 Sole 1,194,860 GENERAL INSTRUMENT CORP COM CHG F COMM 370120107 850 39,300 Sole 39,300 GEN MILLS INC COM COMM 370334104 3,675 52,500 Sole 52,500 GEN MTRS CORP COM COMM 370442105 14,533 264,838 Sole 264,838 GEN RE CORP COM COMM 370563108 4,507 22,200 Sole 22,200 GEN SIGNAL CORP COM COMM 370838104 2,196 64,700 Sole 64,700 GENUINE PARTS CO COM COMM 372460105 1,073 35,689 Sole 35,689 GEORGIA-PAC (GEORGIA-PAC GP) COMM 373298108 1,040 22,800 Sole 22,800 GIANT FOOD INC CL A COM COMM 374478105 1,570 36,400 Sole 36,400 GILLETTE CO COM COMM 375766102 16,371 428,000 Sole 428,000 GOLDEN WEST FINL CORP DEL COM COMM 381317106 1,767 21,600 Sole 21,600 GOODRICH B F CO COM COMM 382388106 591 18,000 Sole 18,000 GOODYEAR TIRE & RUBBER CO COM COMM 382550101 2,283 44,332 Sole 44,332 W.R. 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3,916 72,596 Sole 72,596 REEBOK INTL LTD COM COMM 758110100 1,095 80,700 Sole 80,700 REPUBLIC N Y CORP COMM 760719104 2,564 64,900 Sole 64,900 REYNOLDS METALS CO COM COMM 761763101 1,331 25,900 Sole 25,900 RITE AID CORP COM COMM 767754104 2,560 72,100 Sole 72,100 ROCKWELL INTL CORP NEW COMM 773903109 2,084 57,500 Sole 57,500 ROHM & HAAS CO COM COMM 775371107 517 18,600 Sole 18,600 ROWAN COS INC COM COMM 779382100 1,147 101,400 Sole 101,400 ROYAL DUTCH PETE CO NEW COMM 780257804 38,038 798,700 Sole 798,700 RUBBERMAID INC COM COMM 781088109 1,333 55,700 Sole 55,700 RUSSELL CORP COM COMM 782352108 152 5,787 Sole 5,787 RYDER SYS INC COM COMM 783549108 699 28,100 Sole 28,100 S B C COMMUNICATIONS INC COM COMM 78387G103 30,354 684,024 Sole 684,024 SAFECO CORP COM COMM 786429100 2,236 53,640 Sole 53,640 ST JUDE MED INC COM COMM 790849103 530 22,900 Sole 22,900 ST PAUL COS INC COM COMM 792860108 5,081 156,344 Sole 156,344 SARA LEE CORP (CONS FOODS CORP) COMM 803111103 10,017 185,500 Sole 185,500 SCHERING PLOUGH CORP COM COMM 806605101 27,550 265,700 Sole 265,700 SCHLUMBERGER LTD COM COMM 806857108 9,787 192,378 Sole 192,378 SCHWAB CHARLES CORP NEW COMM 808513105 2,865 72,750 Sole 72,750 SCIENTIFIC ATLANTA INC COM COMM 808655104 262 12,400 Sole 12,400 SEAGATE TECHNOLOGY INC COM COMM 811804103 1,697 67,700 Sole 67,700 SEAGRAM LTD COM COMM 811850106 2,852 99,400 Sole 99,400 SEALED AIR CORP COMM 81211K100 447 14,026 Sole 14,026 SEARS ROEBUCK & CO COM COMM 812387108 6,765 153,100 Sole 153,100 SEMPRA ENERGY COM COMM 816851109 1,227 47,070 Sole 47,070 SERVICE CORP INTL COM COMM 817565104 2,188 68,650 Sole 68,650 SHARED MED SYS CORP COM COMM 819486101 479 9,000 Sole 9,000 SHERWIN WILLIAMS CO COM COMM 824348106 1,035 47,600 Sole 47,600 SIGMA ALDRICH CORP COM COMM 826552101 1,057 36,600 Sole 36,600 SILICON GRAPHICS INC COM COMM 827056102 653 69,682 Sole 69,682 SNAP ON TOOLS CORP COM COMM 833034101 734 23,805 Sole 23,805 SONAT INC COM COMM 835415100 687 23,000 Sole 23,000 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COM COMM 887389104 1,222 80,800 Sole 80,800 TORCHMARK CORP COM COMM 891027104 2,979 82,900 Sole 82,900 TOYS R US INC COM COMM 892335100 2,549 157,487 Sole 157,487 TRANSAMERICA CORP COM COMM 893485102 3,774 35,600 Sole 35,600 TRAVELERS GROUP INC COM FORME COMM 894190107 16,134 430,239 Sole 430,239 TRICON GLOBAL RESTAURANTS INC COMM 895953107 5,258 134,378 Sole 134,378 TRIBUNE CO COM COMM 896047107 4,241 84,300 Sole 84,300 TUPPERWARE CORP COM COMM 899896104 808 68,800 Sole 68,800 TYCO INTL LTD COM COMM 902124106 11,265 203,900 Sole 203,900 USX MARATHON GROUP COM NEW COMM 902905827 2,915 82,270 Sole 82,270 UST INC COM COMM 902911106 3,284 111,100 Sole 111,100 US BANCORP COM COMM 902973106 7,959 223,399 Sole 223,399 UNUM CORP COM COMM 903192102 1,707 34,360 Sole 34,360 USX - US STEEL COMM 90337T101 1,343 56,265 Sole 56,265 UNILEVER NV NY SHS COM 20 GLDR ADRS 904784501 14,712 240,200 Sole 240,200 UNICOM CORP COM COMM 904911104 2,008 53,735 Sole 53,735 UNION CAMP CORP COM COMM 905530101 1,038 26,356 Sole 26,356 UNION CARBIDE CORP COM COMM 905581104 3,691 85,587 Sole 85,587 UNION PACIFIC CORP COM COMM 907818108 3,182 74,660 Sole 74,660 UNION PACIFIC RESOURCES GROUP COMM 907834105 783 63,628 Sole 63,628 UNISYS CORP COM COMM 909214108 1,463 64,300 Sole 64,300 UNITED HEALTHCARE CORP COM COMM 910581107 1,393 39,800 Sole 39,800 USAIR GROUP INC COM COMM 911905107 3,913 77,300 Sole 77,300 UNITED STATES SURGICAL GROUP COM COMM 912707106 3,373 80,900 Sole 80,900 U S WEST INC COM CHG F COMM 91273H101 8,496 161,821 Sole 161,821 UNITED TECHNOLOGIES CORP COM COMM 913017109 5,290 69,200 Sole 69,200 UNOCAL CORP COM COMM 915289102 3,759 103,703 Sole 103,703 V F CORP COM COMM 918204108 1,508 40,200 Sole 40,200 VENATOR GROUP INC COM CHG F COMM 922944103 1,162 133,700 Sole 133,700 VIACOM INC CL B COM COMM 925524308 5,690 98,109 Sole 98,109 WACHOVIA CORP NEW COM COMM 929771103 4,902 57,500 Sole 57,500 WAL MART STORES INC COM COMM 931142103 44,487 814,400 Sole 814,400 WALGREEN CO COM COMM 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Sole 600 ABM INDS INC COM COMM 000957100 12 400 Sole 400 AMR CORP COM COMM 001765106 133 2,400 Sole 2,400 A T & T CORP COM COMM 001957109 982 16,800 Sole 16,800 ABBOTT LABS CORP DISC NTS COMM 002824100 652 15,000 Sole 15,000 ACXIOM CORP COM COMM 005125109 25 1,000 Sole 1,000 ADAC LABS COM COMM 005313200 14 600 Sole 600 ADOBE SYSTEMS INC COM COMM 00724F101 180 5,200 Sole 5,200 ADVO INC COM COMM 007585102 17 700 Sole 700 AEROQUIP-VICKERS CORP COM FR TR COMM 007869100 83 2,900 Sole 2,900 ADVANCED MICRO DEVICES INC COM COMM 007903107 63 3,400 Sole 3,400 AHMANSON H F & CO COM COMM 008677106 189 3,400 Sole 3,400 AIR EXPRESS INTL CORP COM COMM 009104100 8 500 Sole 500 AIRTOUCH COMMUNICATIONS INC COM COMM 00949T100 473 8,300 Sole 8,300 ALBERTO CULVER CO CL B CONV PREF 013068101 288 12,300 Sole 12,300 ALLEGHENY TELEDYNE INC COM COMM 017415100 99 5,583 Sole 5,583 ALLEN TELECOM INC COMM 018091108 3 400 Sole 400 ALLERGAN INC COM COMM 018490102 23 400 Sole 400 ALLIANT TECHSYSTEMS INC COM COMM 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COMM 208464107 505 16,531 Sole 16,531 CONSOLIDATED ED, INC COM COMM 209115104 2,335 44,900 Sole 44,900 CONSOLIDATED NATRL GAS CO COM COMM 209615103 3,077 56,455 Sole 56,455 CONSUMERS WTR CO COM COMM 210723102 413 14,500 Sole 14,500 COOPER INDS INC COM COMM 216669101 1,652 40,545 Sole 40,545 COOPER TIRE & RUBBER CO COM COMM 216831107 5 300 Sole 300 COORS ADOLPH CO CL B COM COMM 217016104 1,024 22,300 Sole 22,300 THERAPEUTICS INC COM COMM 217753102 81 10,500 Sole 10,500 CORNING INC COM COMM 219350105 1,127 38,300 Sole 38,300 CORRECTIONS CORP AMER COM COMM 220256101 783 57,700 Sole 57,700 COSTCO COMPANIES INC COM CHG 7 COMM 22160Q102 3,520 74,300 Sole 74,300 COVENTRY HEALTH CARE INC COM CHG F COMM 222862104 140 21,200 Sole 21,200 CRANE CO COM COMM 224399105 576 24,525 Sole 24,525 CROSS TIMBERS OIL CO COM COMM 227573102 682 45,300 Sole 45,300 CROWN CORK & SEAL INC COM COMM 228255105 142 5,300 Sole 5,300 CULLEN FROST BANKERS INC COM COMM 229899109 926 19,200 Sole 19,200 CUMMINS ENGINE INC COM COMM 231021106 616 20,700 Sole 20,700 CYPRUS AMAX MINERALS CO COM CHG F COMM 232809103 657 49,600 Sole 49,600 CYTEC INDS INC COM COMM 232820100 402 22,500 Sole 22,500 D R HORTON INC COM COMM 23331A109 796 49,725 Sole 49,725 D T E ENERGY CO COM COMM 233331107 2,223 49,200 Sole 49,200 DAIN RAUSCHER CORP COM COMM 233856103 734 23,301 Sole 23,301 DALLAS SEMICONDUCTOR CORP COM COMM 235204104 780 28,900 Sole 28,900 DAMARK INTL INC COM COMM 235691102 310 42,700 Sole 42,700 DAMES & MOORE GROUP COM COMM 235713104 508 48,400 Sole 48,400 DANA CORP COM COMM 235811106 935 25,064 Sole 25,064 DARDEN RESTAURANTS INC NTS COMM 237194105 880 55,000 Sole 55,000 DATA GEN CORP COMM 237688106 3 300 Sole 300 DAYTON HUDSON CORP COM COMM 239753106 1,001 28,000 Sole 28,000 DECISIONONE HOLDINGS COM COMM 243458106 161 16,500 Sole 16,500 DEERE & CO COM COMM 244199105 747 24,700 Sole 24,700 DEKALB GENETICS CORP CLB COMM 244878203 5,170 56,200 Sole 56,200 DELL COMPUTER CORP COM COMM 247025109 4,234 64,400 Sole 64,400 DELTA AIRLINES INC COM COMM 247361108 68 700 Sole 700 DEVON ENERGY CORP COM COMM 251799102 748 22,700 Sole 22,700 DEVRY INC DEL COMM 251893103 923 39,400 Sole 39,400 DIACRIN INC. COM COMM 25243N103 1,662 228,234 Sole 228,234 DIALOGIC CORP COMM 252499108 466 16,700 Sole 16,700 DIGI INTL INC COM COMM 253798102 748 61,024 Sole 61,024 DILLARDS INC-CL A COM COMM 254067101 580 20,500 Sole 20,500 DIMON INC COMM 254394109 271 25,700 Sole 25,700 DIONEX CORP COM COMM 254546104 367 15,800 Sole 15,800 WALT DISNEY CO COM COMM 254687106 2,520 99,300 Sole 99,300 DOMINION RESOURCES INC COM COMM 257470104 277 6,200 Sole 6,200 DONNELLEY R R & SONS CO COM COMM 257867101 63 1,800 Sole 1,800 DOVER CORP COM COMM 260003108 12 400 Sole 400 DOW CHEM CO COM COMM 260543103 2,085 24,400 Sole 24,400 DOW JONES & CO INC COM COMM 260561105 777 16,700 Sole 16,700 DOWNEY FINL CORP (FORM COMM 261018105 502 21,085 Sole 21,085 DRAVO CORP COM COMM 261471106 146 11,600 Sole 11,600 DRESS BARN INC COM COMM 261570105 502 41,400 Sole 41,400 DRESSER INDS INC COM COMM 261597108 334 10,900 Sole 10,900 DU PONT EI DE NEMOURS CO COM COMM 263534109 3,443 61,200 Sole 61,200 DUKE ENERGY CORP COM COMM 264399106 1,215 18,358 Sole 18,358 DUN & BRADSTREET CORP NEW COMM 26483B106 262 9,700 Sole 9,700 EG & G INC COM COMM 268457108 45 2,000 Sole 2,000 EMC CORP CN COMM 268648102 115 2,000 Sole 2,000 ETEC SYSTEMS INC COM COMM 26922C103 229 8,800 Sole 8,800 EAGLE HARDWARE & GARDEN COMM 26959B101 213 9,800 Sole 9,800 EARTHGRAINS COMPANY COM COMM 270319106 520 16,800 Sole 16,800 EASTERN ENTERPRISES COM COMM 27637F100 670 15,900 Sole 15,900 EASTERN UTILS ASSOC COM COMM 277173100 815 31,200 Sole 31,200 EASTMAN CHEM CO COM COMM 277432100 938 18,600 Sole 18,600 EASTMAN KODAK CO COM COMM 277461109 1,315 17,100 Sole 17,100 EATON CORP COM COMM 278058102 451 7,200 Sole 7,200 EATON VANCE CORP COM NON VTG COMM 278265103 1,185 51,400 Sole 51,400 ECOLAB INC COM COMM 278865100 444 15,600 Sole 15,600 EDISON INTL COM COMM 281020107 963 37,500 Sole 37,500 ELECTRONIC DATA SYS CORP COM COMM 285661104 46 1,400 Sole 1,400 EMERSON ELEC CO COM COMM 291011104 1,239 19,900 Sole 19,900 ENERGEN CORP COM COMM 29265N108 422 22,200 Sole 22,200 ENGELHARD CORP COM COMM 292845104 5 300 Sole 300 ENHANCE FINL SVCS GROUP INC COM COMM 293310108 1,011 34,200 Sole 34,200 ENRON CORP COM COMM 293561106 21 400 Sole 400 ENTERGY CORP COM COMM 29364G103 83 2,700 Sole 2,700 ENZO BIOCHEM INC COM COMM 294100102 183 26,184 Sole 26,184 ETHAN ALLEN INTERIORS INC COM COMM 297602104 479 13,200 Sole 13,200 EVANS & SUTHERLAND COMPUTER CVBDS 299096AA5 940 1,000,000 Sole 1,000,000 EXPEDITORS INTL WASH INC COMM 302130109 486 17,500 Sole 17,500 EXPRESS SCRIPTS INC CL A COMM 302182100 765 9,300 Sole 9,300 EXXON CORP COM COMM 302290101 9,838 139,300 Sole 139,300 FMC CORP COM COMM 302491303 155 3,000 Sole 3,000 F P L GROUP INC COM COMM 302571104 153 2,200 Sole 2,200 FASTENAL CO COM COMM 311900104 265 10,600 Sole 10,600 FDX CORP COM CHG F COMM 31304N107 759 16,940 Sole 16,940 FEDDERS CORP COMM COMM 313135105 262 51,200 Sole 51,200 FHLMC COM COMM 313400301 2,938 59,200 Sole 59,200 FNMA COM COMM 313586109 3,457 53,800 Sole 53,800 FEDERATED DEPT STORES INC COM (CHAN COMM 31410H101 18,078 496,978 Sole 496,978 FIDELITY NATL FINL INC COM COMM 316326107 476 14,076 Sole 14,076 FIFTH THIRD BANKCORP COM COMM 316773100 7,651 133,060 Sole 133,060 FILENET CORP COM COMM 316869106 300 21,400 Sole 21,400 FIRST AMER FINL CORP CA COMM 318522307 733 22,901 Sole 22,901 FIRST CHICAGO NBD CORP COM CHANG COMM 31945A100 8,415 122,847 Sole 122,847 FIRST DATA CORP COM COMM 319963104 572 24,360 Sole 24,360 FIRST UNION CORP COM COMM 337358105 3,067 59,914 Sole 59,914 FIRST BANK PR SAN JUAN COMM 33761K105 444 17,500 Sole 17,500 FIRSTMERIT CORP COMM 337915102 667 28,400 Sole 28,400 FIRST ENERGY CORP COM COMM 337932107 1,615 52,000 Sole 52,000 FLEET FINL GROUP INC COM COMM 338915101 1,078 14,681 Sole 14,681 FLEMING CO INC COM COMM 339130106 129 10,600 Sole 10,600 FLOW INTL CORP COMM 343468104 166 17,900 Sole 17,900 FLOUR CORP COM COMM 343861100 4 100 Sole 100 FOODMAKER INC COM COMM 344839204 544 34,700 Sole 34,700 FORD MTR CO DEL COM COMM 345370100 2,566 54,600 Sole 54,600 FORT JAMES CORP COMM 347471104 26 800 Sole 800 FRANKLIN COVEY CO. COMM 353469109 440 22,500 Sole 22,500 FREEPORT-MCMORAN COPPER-A COMM 35671D105 1,193 102,082 Sole 102,082 FREEPORT-MCMORAN COPPER & GOLD COMM 35671D857 60 5,000 Sole 5,000 FREMONT GEN CORP COM COMM 357288109 1,005 20,930 Sole 20,930 FRONTIER CORP COM COMM 35906P105 942 34,400 Sole 34,400 FRONTIER INS GROUP INC NEW COM COMM 359081106 300 22,637 Sole 22,637 FROZEN FOODS EXPRESS INDS COMM 359360104 182 26,900 Sole 26,900 FRUIT OF THE LOOM INC CL A COMM 359416104 11 700 Sole 700 G & K SVCS INC CL A COMM 361268105 534 11,400 Sole 11,400 G P U INC COM COMM 36225X100 1,356 31,900 Sole 31,900 G T E CORP COM COMM 362320103 2,767 50,300 Sole 50,300 GALEY & LORD INC COM COMM 36352K103 160 13,400 Sole 13,400 GALLAGHER ARTHUR J & CO COM COMM 363576109 441 10,700 Sole 10,700 GALOOB (LEWIS) TOYS INC COM COMM 364091108 69 6,100 Sole 6,100 GANNETT CO INC COM COMM 364730101 761 14,200 Sole 14,200 GAP INC COM COMM 364760108 76 1,450 Sole 1,450 GENERAL COMMUNICATIONS INC COMM 369385109 11 3,100 Sole 3,100 GEN DYNAMICS CORP COM COMM 369550108 935 18,600 Sole 18,600 GEN ELEC CO COM COMM 369604103 15,133 190,200 Sole 190,200 GENERAL INSTRUMENT CORP COM CHG F COMM 370120107 24 1,100 Sole 1,100 GEN MILLS INC COM COMM 370334104 728 10,400 Sole 10,400 GEN MTRS CORP COM COMM 370442105 2,129 38,800 Sole 38,800 GEN RE CORP COM COMM 370563108 203 1,000 Sole 1,000 GEN SIGNAL CORP COM COMM 370838104 502 14,800 Sole 14,800 GENTEX CORP COM COMM 371901109 861 57,400 Sole 57,400 GENESIS HEALTH VENTURES INC COM COMM 371912106 309 25,251 Sole 25,251 GENUINE PARTS CO COM COMM 372460105 9 300 Sole 300 GEORGIA-PAC (GEORGIA-PAC GP) COMM 373298108 643 14,100 Sole 14,100 GERBER SCIENTIFIC INC COM COMM 373730100 432 16,000 Sole 16,000 GETCHELL GOLD CORP COM COMM 374265106 305 14,500 Sole 14,500 GIANT FOOD INC CL A COM COMM 374478105 254 5,900 Sole 5,900 GILLETTE CO COM COMM 375766102 1,832 47,900 Sole 47,900 GLAMIS GOLD LTD COM COMM 376775102 86 33,700 Sole 33,700 GLOBAL MOTORSPORT GRP COM COMM 378937106 524 34,500 Sole 34,500 GLOBAL INDL TECH INC COM COMM 379335102 176 25,100 Sole 25,100 GOLDEN WEST FINL CORP DEL COM COMM 381317106 1,096 13,400 Sole 13,400 GOODRICH B F CO COM COMM 382388106 20 600 Sole 600 GOODYEAR TIRE & RUBBER CO COM COMM 382550101 1,025 19,900 Sole 19,900 W.R. GRACE & CO - W/I COMM 38388F108 2 200 Sole 200 GRAND CASINOS INC COM COMM 385269105 270 34,051 Sole 34,051 GREAT ATLANTIC & PACIFIC TEA INC C COMM 390064103 752 31,000 Sole 31,000 GREAT LAKES CHEMICAL CORP COM COMM 390568103 1,209 31,100 Sole 31,100 GREEN MOUNTAIN PWR CORP COM COMM 393154109 257 22,500 Sole 22,500 GRIFFON CORP COMM 398433102 409 46,700 Sole 46,700 GUILFORD MLS INC COM COMM 401794102 399 26,801 Sole 26,801 HS RESOURCES INC COM COMM 404297103 234 20,500 Sole 20,500 HAGGAR CORP COM COMM 405173105 173 15,700 Sole 15,700 HALLIBURTON CO COM COMM 406216101 598 20,812 Sole 20,812 HARCOURT GEN INC COM COMM 41163G101 34 700 Sole 700 HARMON INDS INC NEW COM COMM 413136102 970 44,101 Sole 44,101 HARNISCHFEGER INC COM COMM 413345109 75 6,700 Sole 6,700 HARRIS CORP DEL COM COMM 413875105 1,037 32,400 Sole 32,400 HARTFORD FINL SVCS GRP CHGED COMM 416515104 1,039 21,900 Sole 21,900 HARTMARX CORP COMM 417119104 431 65,600 Sole 65,600 HASBRO INC COM COMM 418056107 35 1,200 Sole 1,200 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