-----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, SoXiDCFZY/5hUrO+RKNMgPnGeSeyq1GeLnNALKB99Vd2efPR96uNyHmc2GOAXimf K3CA6613OPVG93XfXu0nlg== 0000728618-99-000015.txt : 20040503 0000728618-99-000015.hdr.sgml : 20040503 19990729103500 ACCESSION NUMBER: 0000728618-99-000015 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19990630 FILED AS OF DATE: 19990728 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: 99672584 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, 1999 Check here if Amendment [ ]; Amendment number ___ This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Robert A. Semke Address: MetLife 4100 Boy Scout Blvd. Tampa, FL 33607 13f File Number: 28-3714 The institutional investment manager filing this report and the person by whom it is signed hereby represents that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Robert A. Semke Title: Assistant Vice-President Phone: 813-870-8457 Signature, Place, and Date of Signing: /s/Robert A. Semke_________________ Tampa, Florida_____ July 15,1999 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s). ) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Report Summary Number of other Included Managers: None Form 13F Information Table Entry Total: 1,631 Form 13F Information Table Value Total ($000): 8,186,443 Title of Value Shrs Or Investment Other Voting Name of Issuer Class Cusip (x$1000) Prn Amt Discretion Mgrs Authority METLIFE SERIES INDEX FUND AFLAC INC COM 001055102 4,299 89,800 Sole 89,800 AES CORP COM 00130H105 3,743 64,400 Sole 64,400 AMR CORP DEL COM 001765106 3,522 51,600 Sole 51,600 AT + T CORP COM 001957109 59,731 1,070,218 Sole 1,070,218 ABBOTT LABS COM 002824100 23,232 512,000 Sole 512,000 ADOBE SYS INC COM 00724F101 1,684 20,500 Sole 20,500 ADVANCED MICRO DEVICES INC COM 007903107 889 49,200 Sole 49,200 AETNA INC COM 008117103 4,266 47,700 Sole 47,700 AIR PRODS + CHEMS INC COM 009158106 3,107 77,200 Sole 77,200 ALBERTO CULVER CO CL B CON013068101 503 18,900 Sole 18,900 ALBERTSONS INC COM 013104104 7,332 142,190 Sole 142,190 ALCAN ALUM LTD COM 013716105 2,414 75,600 Sole 75,600 ALCOA INC COM 013817101 7,697 124,400 Sole 124,400 ALLEGHENY TELDYNE INC COM 017415100 1,464 64,700 Sole 64,700 ALLERGAN INC COM 018490102 2,542 22,900 Sole 22,900 ALLIED SIGNAL INC COM 019512102 11,756 186,600 Sole 186,600 ALLSTATE CORP COM 020002101 9,758 271,998 Sole 271,998 ALLTEL CORP COM 020039103 6,757 94,500 Sole 94,500 ALZA CORP COM 022615108 1,730 34,000 Sole 34,000 AMERADA HESS CORP COM 023551104 1,809 30,400 Sole 30,400 AMEREN CORP COM 023608102 1,773 46,200 Sole 46,200 AMERICA ONLINE INC DEL COM 02364J104 40,249 365,900 Sole 365,900 AMERICAN ELEC PWR INC COM 025537101 2,442 65,000 Sole 65,000 AMERICAN EXPRESS CO COM 025816109 19,829 152,387 Sole 152,387 AMERICAN GEN CORP COM 026351106 6,390 84,770 Sole 84,770 AMERICAN GREETINGS CORP CL A 026375105 684 22,700 Sole 22,700 AMERICAN HOME PRODUCTS CORP COM 026609107 25,302 441,000 Sole 441,000 AMERICAN INTL GROUP INC COM 026874107 48,921 417,234 Sole 417,234 AMERITECH CORP COM 030954101 27,224 370,400 Sole 370,400 AMGEN INC COM 031162100 10,525 172,900 Sole 172,900 AMSOUTH BANCORPORATION COM 032165102 1,376 59,350 Sole 59,350 ANADARKO PETE CORP COM 032511107 1,495 40,600 Sole 40,600 ANDREW CORP COM 034425108 649 34,250 Sole 34,250 ANHEUSER BUSCH COS INC COM 035229103 11,385 160,500 Sole 160,500 AON CORP COM 037389103 3,551 86,075 Sole 86,075 APACHE CORP COM 037411105 1,463 37,500 Sole 37,500 APPLE COMPUTER COM 037833100 2,492 53,800 Sole 53,800 APPLIED MATERIALS INC COM 038222105 9,257 125,300 Sole 125,300 ARCHER DANIELS MIDLAND CO COM 039483102 3,042 197,090 Sole 197,090 ARMSTRONG WORLD INDS INC COM 042476101 780 13,500 Sole 13,500 ASARCO INC COM 043413103 310 16,500 Sole 16,500 ASHLAND INC COM 044204105 987 24,600 Sole 24,600 ASSOCIATES FIRST CAP CORP CL A 046008108 10,831 245,470 Sole 245,470 ATLANTIC RICHFIELD CO COM 048825103 9,117 109,100 Sole 109,100 AUTODESK INCORPORATED COM 052769106 585 19,800 Sole 19,800 AUTOMATIC DATA PROCESSING INC COM 053015103 9,143 207,800 Sole 207,800 AUTOZONE INC COM 053332102 1,515 50,300 Sole 50,300 AVERY DENNISON CORP COM 053611109 2,306 38,200 Sole 38,200 AVON PRODS INC COM 054303102 4,906 88,400 Sole 88,400 BB+T CORP COM 054937107 3,874 105,600 Sole 105,600 BMC SOFTWARE INC COM 055921100 4,266 79,000 Sole 79,000 BAKER HUGHES INC COM 057224107 3,692 110,200 Sole 110,200 BALL CORP COM 058498106 435 10,300 Sole 10,300 BANK AMER CORP COM 060505104 43,078 587,598 Sole 587,598 BANK NEW YORK INC COM 064057102 9,414 256,600 Sole 256,600 BANK ONE CORP COM 06423A103 23,686 397,665 Sole 397,665 BANKBOSTON CORP COM 06605R106 5,108 99,912 Sole 99,912 BARD C R INC COM 067383109 846 17,700 Sole 17,700 BARRICK GOLD CORP COM 067901108 2,536 130,900 Sole 130,900 BATTLE MTN GOLD CO COM 071593107 217 89,200 Sole 89,200 BAUSCH + LOMB INC COM 071707103 1,469 19,200 Sole 19,200 BAXTER INTL INC COM 071813109 5,935 97,900 Sole 97,900 BEAR STEARNS COS INC COM 073902108 1,826 39,055 Sole 39,055 BECTON DICKINSON + CO COM 075887109 2,517 83,900 Sole 83,900 BELL ATLANTIC CORP COM 077853109 34,173 522,724 Sole 522,724 BELLSOUTH CORP COM 079860102 29,419 637,800 Sole 637,800 BEMIS INC COM 081437105 700 17,600 Sole 17,600 BEST BUY CO INC COM 086516101 4,651 68,900 Sole 68,900 BESTFOODS COM 08658U101 4,643 93,800 Sole 93,800 BETHLEHEM STL CORP COM 087509105 420 54,600 Sole 54,600 BIOMET INC COM 090613100 1,503 37,800 Sole 37,800 BLACK + DECKER CORPORATION COM 091797100 1,862 29,500 Sole 29,500 BLOCK H + R INC COM 093671105 1,645 32,900 Sole 32,900 BOEING CO COM 097023105 14,437 328,124 Sole 328,124 BOISE CASCADE CORP COM 097383103 815 19,000 Sole 19,000 BOSTON SCIENTIFIC CORP COM 101137107 5,839 132,900 Sole 132,900 BRIGGS + STRATTON CORP COM 109043109 456 7,900 Sole 7,900 BRISTOL MYERS SQUIBB CO COM 110122108 47,101 668,700 Sole 668,700 BROWN FORMAN CORP CL B 115637209 1,499 23,000 Sole 23,000 BROWNING FERRIS INDS INC COM 115885105 2,266 52,700 Sole 52,700 BRUNSWICK CORP COM 117043109 861 30,900 Sole 30,900 BURLINGTON NORTHN SANTA FE COM 12189T104 4,892 157,803 Sole 157,803 BURLINGTON RES INC COM 122014103 2,571 59,440 Sole 59,440 CBS CORP COM 12490K107 10,459 240,100 Sole 240,100 CIGNA CORP COM 125509109 6,079 68,300 Sole 68,300 CMS ENERGY CORP COM 125896100 1,667 39,800 Sole 39,800 CSX CORP COM 126408103 3,308 72,900 Sole 72,900 CVS CORP COM 126650100 6,663 131,300 Sole 131,300 CABLETRON SYSTEMS INC COM 126920107 753 57,900 Sole 57,900 CAMPBELL SOUP CO COM 134429109 6,794 146,500 Sole 146,500 CAPITAL ONE FINL CORP COM 14040H105 3,681 66,100 Sole 66,100 CARDINAL HEALTH INC COM 14149Y108 5,909 92,150 Sole 92,150 CARNIVAL CORP COM 143658102 10,006 206,300 Sole 206,300 CAROLINA PWR + LT CO COM 144141108 2,183 51,000 Sole 51,000 CASE CORP COM 14743R103 1,203 25,000 Sole 25,000 CATERPILLAR INC COM 149123101 7,206 120,100 Sole 120,100 CENDANT CORP COM 151313103 5,287 257,879 Sole 257,879 CENTEX CORP COM 152312104 751 20,000 Sole 20,000 CENTRAL + SOUTH WEST CORP COM 152357109 1,669 71,400 Sole 71,400 CENTURYTEL INC COM 156700106 1,864 46,900 Sole 46,900 CERIDIAN CORP COM 15677T106 1,589 48,600 Sole 48,600 CHAMPION INTL CORP COM 158525105 1,551 32,400 Sole 32,400 CHASE MANHATTAN CORP NEW COM 16161A108 24,598 284,368 Sole 284,368 CHEVRON CORP COM 166751107 21,018 221,100 Sole 221,100 CHUBB CORP COM 171232101 3,795 54,600 Sole 54,600 CINCINNATI FINL CORP COM 172062101 2,085 55,500 Sole 55,500 CINERGY CORP COM 172474108 1,705 53,292 Sole 53,292 CIRCUIT CITY STORES INC CIRCT CI172737108 3,171 34,100 Sole 34,100 CISCO SYS INC COM 17275R102 69,315 1,075,701 Sole 1,075,701 CITIGROUP INC COM 172967101 54,074 1,138,403 Sole 1,138,403 CLEAR CHANNEL COMMUNICATIONS COM 184502102 7,686 111,500 Sole 111,500 CLOROX CO COM 189054109 4,251 39,800 Sole 39,800 COASTAL CORP COM 190441105 2,890 71,800 Sole 71,800 COCA COLA CO COM 191216100 51,516 830,900 Sole 830,900 COCA COLA ENTERPRISES INC COM 191219104 4,230 142,200 Sole 142,200 COLGATE PALMOLIVE CO COM 194162103 9,712 98,600 Sole 98,600 COLUMBIA ENERGY GROUP COM 197648108 1,752 27,950 Sole 27,950 COLUMBIA / HCA HEALTHCARE CORP COM 197677107 4,350 190,685 Sole 190,685 COMCAST CORP CL A SPL200300200 9,594 249,600 Sole 249,600 COMERICA INC COM 200340107 3,141 52,850 Sole 52,850 COMPAQ COMPUTER CORP COM 204493100 13,558 572,362 Sole 572,362 COMPUTER ASSOC INTL INC COM 204912109 9,896 180,750 Sole 180,750 COMPUTER SCIENCES CORP COM 205363104 3,708 53,600 Sole 53,600 COMPUWARE CORP COM 205638109 3,926 123,400 Sole 123,400 CONAGRA INC COM 205887102 4,369 164,100 Sole 164,100 CONSECO INC COM 208464107 3,306 108,634 Sole 108,634 CONSOLIDATED EDISON COM 209115104 3,453 76,300 Sole 76,300 CONSOLIDATED NAT GAS CO COM 209615103 1,956 32,200 Sole 32,200 CONSOLIDATED STORES CORP COM 210149100 991 36,700 Sole 36,700 CONSTELLATION ENERGY GROUP INC COM 210371100 1,490 50,300 Sole 50,300 COOPER INDS INC COM 216669101 1,659 31,900 Sole 31,900 COOPER TIRE + RUBR CO COM 216831107 602 25,500 Sole 25,500 COORS ADOLPH CO CL B 217016104 614 12,400 Sole 12,400 CORNING INC COM 219350105 5,743 81,900 Sole 81,900 COSTCO COS INC COM 22160Q102 5,954 74,367 Sole 74,367 COUNTRYWIDE CR INDS INC COM 222372104 1,616 37,807 Sole 37,807 CRANE CO COM 224399105 720 22,900 Sole 22,900 CROWN CORK + SEAL INC COM 228255105 1,174 41,200 Sole 41,200 CUMMINS ENGINE INC COM 231021106 828 14,500 Sole 14,500 CYPRUS AMAX MINERALS CO COM 232809103 567 37,200 Sole 37,200 DTE ENERGY CO COM 233331107 1,989 48,800 Sole 48,800 DANA CORP COM 235811106 2,567 55,735 Sole 55,735 DANAHER CORP COM 235851102 2,651 45,600 Sole 45,600 DARDEN RESTAURANTS INC COM 237194105 979 44,900 Sole 44,900 DATA GEN CORP COM 237688106 300 20,600 Sole 20,600 DAYTON HUDSON CORP COM 239753106 9,730 149,700 Sole 149,700 DEERE + CO COM 244199105 3,049 77,800 Sole 77,800 DELL COMPUTER CORP COM 247025109 31,598 854,000 Sole 854,000 DELPHI AUTOMOTIVE SYS CORP COM 247126105 3,519 190,199 Sole 190,199 DELTA AIR LINES INC DE COM 247361108 2,749 47,700 Sole 47,700 DE LUXE CORP COM 248019101 1,025 26,400 Sole 26,400 DILLARDS INC CL A 254067101 1,272 36,200 Sole 36,200 DISNEY WALT CO COM 254687106 21,365 693,397 Sole 693,397 DOLLAR GEN CORP COM 256669102 2,157 74,375 Sole 74,375 DOMINION RES INC VA COM 257470104 2,794 64,500 Sole 64,500 DONNELLEY R R + SONS CO COM 257867101 1,631 44,000 Sole 44,000 DOVER CORP COM 260003108 2,506 71,600 Sole 71,600 DOW CHEM CO COM 260543103 9,414 74,200 Sole 74,200 DOW JONES + CO INC COM 260561105 1,618 30,500 Sole 30,500 DU PONT E I DE NEMOURS + CO COM 263534109 25,945 379,800 Sole 379,800 DUKE ENERGY CO COM 264399106 6,659 122,334 Sole 122,334 DUN + BRADSTREET CORP DEL COM 26483B106 1,956 55,200 Sole 55,200 EG + G INC COM 268457108 670 18,800 Sole 18,800 E M C CORP MASS COM 268648102 18,755 341,000 Sole 341,000 EASTERN ENTERPRISES COM 27637F100 362 9,100 Sole 9,100 EASTMAN CHEM CO COM 277432100 1,375 26,575 Sole 26,575 EASTMAN KODAK CO COM 277461109 7,317 108,000 Sole 108,000 EATON CORP COM 278058102 2,217 24,100 Sole 24,100 ECOLAB INC COM 278865100 1,893 43,400 Sole 43,400 EDISON INTL COM 281020107 3,119 116,600 Sole 116,600 ELECTRONIC DATA SYS CORP NEW COM 285661104 9,417 166,300 Sole 166,300 EMERSON ELEC CO COM 291011104 9,208 146,300 Sole 146,300 ENGELHARD CORP COM 292845104 954 42,150 Sole 42,150 ENRON CORP COM 293561106 9,712 118,800 Sole 118,800 ENTERGY CORP COM 29364G103 2,597 83,100 Sole 83,100 EQUIFAX INC COM 294429105 1,734 48,600 Sole 48,600 EXXON CORP COM 302290101 63,050 817,500 Sole 817,500 FMC CORP COM NEW 302491303 758 11,100 Sole 11,100 FPL GROUP INC COM 302571104 3,327 60,900 Sole 60,900 FDX CORP COM 31304N107 5,430 100,100 Sole 100,100 FEDERAL HOME LN MTG CORP COM 313400301 13,601 234,500 Sole 234,500 FEDERAL NATL MTG ASSN COM 313586109 23,560 345,200 Sole 345,200 FEDERATED DEPT STORES INC DEL COM 31410H101 3,716 70,200 Sole 70,200 FIFTH THIRD BANCORP COM 316773100 6,007 90,250 Sole 90,250 FIRST DATA CORP COM 319963104 7,096 145,000 Sole 145,000 FIRST UN CORP COM 337358105 15,363 325,996 Sole 325,996 FIRSTAR CORP WIS COM 33763V109 6,219 222,100 Sole 222,100 FIRSTENERGY CORP COM 337932107 2,449 79,000 Sole 79,000 FLEET FINL GROUP INC COM 338915101 8,499 191,530 Sole 191,530 FLEETWOOD ENTERPRISES INC COM 339099103 383 14,500 Sole 14,500 FLORIDA PROGRESS CORP COM 341109106 1,347 32,600 Sole 32,600 FLUOR CORP COM 343861100 1,041 25,700 Sole 25,700 FORD MTR CO DEL COM 345370100 23,009 407,700 Sole 407,700 FORT JAMES CORP COM 347471104 2,814 74,300 Sole 74,300 FORTUNE BRANDS INC COM 349631101 2,321 56,100 Sole 56,100 FOSTER WHEELER CORP COM 350244109 228 16,200 Sole 16,200 FRANKLIN RES INC COM 354613101 3,437 84,600 Sole 84,600 FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 987 55,000 Sole 55,000 FRONTIER CORP COM 35906P105 3,430 58,500 Sole 58,500 GPU INC COM 36225X100 1,785 42,300 Sole 42,300 GTE CORP COM 362320103 24,711 327,300 Sole 327,300 GANNETT INC COM 364730101 6,695 93,800 Sole 93,800 GAP INC COM 364760108 14,589 289,613 Sole 289,613 GATEWAY INC COM 367626108 3,130 53,000 Sole 53,000 GENERAL DYNAMICS CORP COM 369550108 2,962 43,000 Sole 43,000 GENERAL ELEC CO COM 369604103 124,503 1,101,800 Sole 1,101,800 GENERAL INSTR CORP DEL COM 370120107 2,465 58,000 Sole 58,000 GENERAL MLS INC COM 370334104 4,131 51,400 Sole 51,400 GENERAL MTRS CORP COM 370442105 14,436 218,732 Sole 218,732 GENUINE PARTS CO COM 372460105 2,100 60,000 Sole 60,000 GEORGIA PAC CORP COM GA P373298108 2,729 57,600 Sole 57,600 GILLETTE CO COM 375766102 15,314 373,500 Sole 373,500 GOLDEN WEST FINL CORP DEL COM 381317106 1,852 18,900 Sole 18,900 GOODRICH B F CO COM 382388106 1,067 25,100 Sole 25,100 GOODYEAR TIRE AND RUBBER COM 382550101 3,111 52,900 Sole 52,900 GRACE W R + CO DEL NEW COM 38388F108 541 28,500 Sole 28,500 GRAINGER W W INC COM 384802104 1,690 31,400 Sole 31,400 GREAT ATLANTIC + PAC TEA INC COM 390064103 484 14,300 Sole 14,300 GREAT LAKES CHEMICAL CORP COM 390568103 907 19,700 Sole 19,700 GUIDANT CORP COM 401698105 5,189 101,500 Sole 101,500 HCR MANOR CARE INC COM 404134108 902 37,300 Sole 37,300 HALLIBURTON CO COM 406216101 6,724 148,600 Sole 148,600 HARCOURT GEN INC COM 41163G101 1,232 23,900 Sole 23,900 HARRAHS ENTMT INC COM 413619107 944 42,800 Sole 42,800 HARRIS CORP DEL COM 413875105 1,054 26,900 Sole 26,900 HARTFORD FINANCIAL SVCS GRP COM 416515104 4,443 76,200 Sole 76,200 HASBRO INC COM 418056107 1,829 65,475 Sole 65,475 HEALTHSOUTH CORP COM 421924101 2,071 139,200 Sole 139,200 HEINZ H J CO COM 423074103 6,050 120,700 Sole 120,700 HELMERICH AND PAYNE INC COM 423452101 475 20,100 Sole 20,100 HERCULES INC COM 427056106 1,333 33,900 Sole 33,900 HERSHEY FOODS CORP COM 427866108 2,785 46,900 Sole 46,900 HEWLETT PACKARD CO COM 428236103 34,411 342,400 Sole 342,400 HILTON HOTELS CORP COM 432848109 1,230 86,700 Sole 86,700 HOME DEPOT INC COM 437076102 32,154 498,998 Sole 498,998 HOMESTAKE MNG CO COM 437614100 716 87,400 Sole 87,400 HONEYWELL INC COM 438506107 4,983 43,000 Sole 43,000 HOUSEHOLD INTL INC COM 441815107 7,623 160,905 Sole 160,905 HUMANA INC COM 444859102 727 56,200 Sole 56,200 HUNTINGTON BANCSHARES INC COM 446150104 2,478 70,800 Sole 70,800 IMS HEALTH INC COM 449934108 3,325 106,400 Sole 106,400 ITT INDS INC COM 450911102 1,125 29,500 Sole 29,500 IKON OFFICE SOLUTIONS INC COM 451713101 750 50,000 Sole 50,000 ILLINOIS TOOL WKS INC COM 452308109 6,908 84,500 Sole 84,500 INCO LTD COM 453258402 1,159 64,406 Sole 64,406 INGERSOLL RAND CO COM 456866102 3,609 55,850 Sole 55,850 INTEL CORP COM 458140100 66,479 1,117,300 Sole 1,117,300 INTERNATIONAL BUSINESS MACHS COM 459200101 78,998 611,200 Sole 611,200 INTERNATIONAL FLAVOURS COM 459506101 1,584 36,000 Sole 36,000 INTERNATIONAL PAPER CO COM 460146103 6,937 138,056 Sole 138,056 INTERPUBLIC GROUP COS INC COM 460690100 4,080 47,100 Sole 47,100 JEFFERSON PILOT CORP COM 475070108 2,366 35,750 Sole 35,750 JOHNSON + JOHNSON COM 478160104 44,394 453,000 Sole 453,000 JOHNSON CTLS INC COM 478366107 2,010 29,000 Sole 29,000 JOSTENS INC COM 481088102 289 13,700 Sole 13,700 KLA TENCOR CORP COM 482480100 1,953 30,100 Sole 30,100 K MART CORP COM 482584109 2,742 166,200 Sole 166,200 KANSAS CITY SOUTHN INDS INC COM 485170104 2,380 37,300 Sole 37,300 KAUFMAN + BROAD HOME CORP COM 486168107 495 19,900 Sole 19,900 KELLOGG CO COM 487836108 4,488 136,000 Sole 136,000 KERR MCGEE CORP COM 492386107 1,469 29,277 Sole 29,277 KEYCORP NEW COM 493267108 4,832 150,406 Sole 150,406 KIMBERLY CLARK CORP COM 494368103 10,250 179,820 Sole 179,820 KING WORLD PRODTNS INC COM 495667107 829 23,800 Sole 23,800 KNIGHT RIDDER INC COM 499040103 1,470 26,700 Sole 26,700 KOHLS CORP COM 500255104 4,205 54,700 Sole 54,700 KROGER CO COM 501044101 7,750 277,400 Sole 277,400 LTV CORP NEW COM 501921100 53 8,000 Sole 8,000 LSI LOGIC CORP COM 502161102 2,223 48,200 Sole 48,200 LAIDLAW INC COM 50730K503 817 110,800 Sole 110,800 LEHMAN BROTHERS HLDGS INC COM 524908100 2,479 39,900 Sole 39,900 LILLY ELI + CO COM 532457108 26,551 370,700 Sole 370,700 LIMITED INC COM 532716107 3,249 71,600 Sole 71,600 LINCOLN NATL CORP IN COM 534187109 3,515 67,200 Sole 67,200 LIZ CLAIBORNE INC COM 539320101 781 21,400 Sole 21,400 LOCKHEED MARTIN CORP COM 539830109 4,933 132,426 Sole 132,426 LOEWS CORP COM 540424108 2,904 36,700 Sole 36,700 LONGS DRUG STORES CORP COM 543162101 456 13,200 Sole 13,200 LOUISIANA PAC CORP COM 546347105 862 36,100 Sole 36,100 LOWES COS INC COM 548661107 7,063 124,600 Sole 124,600 LUCENT TECHNOLOGIES INC COM 549463107 69,029 1,023,603 Sole 1,023,603 MBIA INC COM 55262C100 2,208 34,100 Sole 34,100 MBNA CORP COM 55262L100 8,244 269,193 Sole 269,193 MCI WORLDCOM INC COM 55268B106 53,928 626,621 Sole 626,621 MGIC INVT CORP WIS COM 552848103 1,785 36,700 Sole 36,700 MALLINCKRODT INC NEW COM 561232109 873 24,000 Sole 24,000 MARSH + MCLENNAN COS INC COM 571748102 6,691 88,400 Sole 88,400 MARRIOTT INTL INC NEW CL A 571903202 3,132 83,800 Sole 83,800 MASCO CORP COM 574599106 3,266 113,100 Sole 113,100 MATTEL INC COM 577081102 3,642 139,413 Sole 139,413 MAY DEPT STORES CO COM 577778103 4,588 112,250 Sole 112,250 MAYTAG CORP COM 578592107 2,101 30,100 Sole 30,100 MCDERMOTT INTL INC COM 580037109 562 19,900 Sole 19,900 MCDONALDS CORP COM 580135101 18,806 457,300 Sole 457,300 MCGRAW HILL COS INC COM 580645109 3,581 66,400 Sole 66,400 MCKESSON HBOC INC COM 58155Q103 2,989 92,865 Sole 92,865 MEAD CORP COM 582834107 1,428 34,200 Sole 34,200 MEDIAONE GROUP INC COM 58440J104 15,158 203,800 Sole 203,800 MEDTRONIC INC COM 585055106 15,302 196,500 Sole 196,500 MELLON BK CORP COM 585509102 6,369 175,100 Sole 175,100 MERCANTILE BANCORPORATION INC COM 587342106 3,039 53,200 Sole 53,200 MERCK + CO INC COM 589331107 58,525 794,900 Sole 794,900 MEREDITH CORP COM 589433101 609 17,600 Sole 17,600 MERRILL LYNCH + CO INC COM 590188108 9,826 123,600 Sole 123,600 MICROSOFT CORP COM 594918104 155,004 1,718,700 Sole 1,718,700 MICRON TECHNOLOGY INC COM 595112103 3,406 84,100 Sole 84,100 MILACRON INC COM 598709103 276 14,900 Sole 14,900 MILLIPORE CORP COM 601073109 608 15,000 Sole 15,000 MINNESOTA MNG + MFG CO COM 604059105 11,780 135,500 Sole 135,500 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Sole 94,896 NEWMONT MNG CORP COM 651639106 1,119 56,294 Sole 56,294 NEXTEL COMMUNICATIONS INC CL A 65332V103 4,989 99,400 Sole 99,400 NIAGARA MOHAWK HLDGS INC COM 653520106 1,010 62,900 Sole 62,900 NICOR INC COM 654086107 582 15,300 Sole 15,300 NIKE INC CL B 654106103 5,995 94,600 Sole 94,600 NORDSTROM INC COM 655664100 1,595 47,600 Sole 47,600 NORFOLK SOUTHN CORP COM 655844108 3,844 127,600 Sole 127,600 NORTEL NETWORKS CORP COM 656569100 19,382 223,260 Sole 223,260 NORTHERN STS PWR CO MN COM 665772109 1,250 51,700 Sole 51,700 NORTHERN TRUST CORP COM 665859104 3,647 37,600 Sole 37,600 NORTHROP GRUMMAN CORP COM 666807102 1,552 23,400 Sole 23,400 NOVELL INC COM 670006105 2,992 112,900 Sole 112,900 NUCOR CORP COM 670346105 1,385 29,200 Sole 29,200 OCCIDENTAL PETE CORP COM 674599105 2,467 116,800 Sole 116,800 OFFICE DEPOT INC COM 676220106 2,762 125,200 Sole 125,200 OMNICOM GROUP COM 681919106 4,808 60,100 Sole 60,100 ONEOK INC NEW COM 682680103 403 12,687 Sole 12,687 ORACLE CORP COM 68389X105 17,994 484,675 Sole 484,675 OWENS CORNING COM 69073F103 643 18,700 Sole 18,700 OWENS ILL INC COM NEW 690768403 1,713 52,400 Sole 52,400 PECO ENERGY CO COM 693304107 2,697 64,400 Sole 64,400 PG+E CORP COM 69331C108 4,188 129,100 Sole 129,100 PE CORP COM PE B69332S102 1,974 17,200 Sole 17,200 PNC BK CORP COM 693475105 5,884 102,100 Sole 102,100 P P + L RES INC COM 693499105 1,627 52,900 Sole 52,900 PPG INDS INC COM 693506107 3,479 58,900 Sole 58,900 PACCAR INC COM 693718108 1,411 26,430 Sole 26,430 PACIFICORP COM 695114108 1,836 99,900 Sole 99,900 PAINE WEBBER GROUP INC COM 695629105 2,291 49,000 Sole 49,000 PALL CORP COM 696429307 930 41,900 Sole 41,900 PARAMETRIC TECHNOLOGY CORP COM 699173100 1,261 90,900 Sole 90,900 PARKER HANNIFIN CORP COM 701094104 1,679 36,700 Sole 36,700 PAYCHEX INC COM 704326107 2,638 82,750 Sole 82,750 PENNEY J C INC COM 708160106 4,298 88,500 Sole 88,500 PEOPLES ENERGY CORP COM 711030106 448 11,900 Sole 11,900 PEOPLESOFT INC COM 712713106 1,394 80,800 Sole 80,800 PEP BOYS MANNY MOE + JACK COM 713278109 466 22,200 Sole 22,200 PEPSICO INC COM 713448108 19,239 497,300 Sole 497,300 PHARMACIA + UPJOHN INC COM 716941109 9,676 170,315 Sole 170,315 PFIZER INC COM 717081103 47,513 435,900 Sole 435,900 PHELPS DODGE CORP COM 717265102 1,208 19,500 Sole 19,500 PHILIP MORRIS COS INC COM 718154107 32,648 812,400 Sole 812,400 PHILLIPS PETE CO COM 718507106 4,256 84,600 Sole 84,600 PIONEER HI BRED INTL INC COM 723686101 3,131 80,400 Sole 80,400 PITNEY BOWES INC COM 724479100 5,795 90,200 Sole 90,200 PLACER DOME INC COM 725906101 1,287 109,500 Sole 109,500 POLAROID CORP COM 731095105 503 18,300 Sole 18,300 POTLATCH CORP COM 737628107 523 11,900 Sole 11,900 PRAXAIR INC COM 74005P104 2,608 53,300 Sole 53,300 PROCTER + GAMBLE CO COM 742718109 39,930 447,400 Sole 447,400 PROGRESSIVE CORP OHIO COM 743315103 3,610 24,900 Sole 24,900 PROVIDENT COS INC COM 743862104 1,788 44,700 Sole 44,700 PROVIDIAN FINL CORP COM 74406A102 4,490 48,150 Sole 48,150 PUBLIC SVC ENTERPRISE GROUP COM 744573106 3,004 73,600 Sole 73,600 PULTE CORP COM 745867101 394 17,100 Sole 17,100 QUAKER OATS CO COM 747402105 3,013 45,400 Sole 45,400 RALSTON PURINA CO COM RAL-751277302 3,333 109,500 Sole 109,500 RAYCHEM CORP COM 754603108 962 26,000 Sole 26,000 RAYTHEON CO CL B 755111408 7,967 113,000 Sole 113,000 REEBOK INTL LTD COM 758110100 419 22,500 Sole 22,500 REGIONS FINL CORP COM 758940100 2,890 75,200 Sole 75,200 RELIANT ENERGY INC COM 75952J108 2,747 99,445 Sole 99,445 REPUBLIC NY CORP COM 760719104 2,427 35,600 Sole 35,600 REYNOLDS METALS CO COM 761763101 1,304 22,100 Sole 22,100 RITE AID CORP COM 767754104 2,133 86,600 Sole 86,600 ROCKWELL INTL CORP NEW COM 773903109 3,888 64,000 Sole 64,000 ROHM + HAAS CO COM 775371107 3,012 70,251 Sole 70,251 ROWAN COS INC COM 779382100 507 27,800 Sole 27,800 ROYAL DUTCH PETE CO NY REG G780257804 43,507 722,100 Sole 722,100 RUSSELL CORP COM 782352108 255 13,100 Sole 13,100 RYDER SYS INC COM 783549108 613 23,800 Sole 23,800 SBC COMMUNICATIONS INC COM 78387G103 38,355 661,294 Sole 661,294 SLM HLDG CORP COM 78442A109 2,520 55,000 Sole 55,000 SAFECO CORP COM 786429100 2,012 45,600 Sole 45,600 SAFEWAY INC COM NEW 786514208 8,257 166,800 Sole 166,800 ST JUDE MED INC COM 790849103 1,012 28,400 Sole 28,400 ST PAUL COS INC COM 792860108 2,418 75,996 Sole 75,996 SARA LEE CORP COM 803111103 6,883 303,400 Sole 303,400 SCHERING PLOUGH CORP COM 806605101 26,024 495,700 Sole 495,700 SCHLUMBERGER LTD COM 806857108 11,763 184,700 Sole 184,700 SCHWAB CHARLES CORP COM 808513105 15,058 138,150 Sole 138,150 SCIENTIFIC ATLANTA INC COM 808655104 904 25,100 Sole 25,100 SEAGATE TECHNOLOGY COM 811804103 1,917 74,800 Sole 74,800 SEAGRAM LTD COM 811850106 7,269 144,300 Sole 144,300 SEALED AIR CORP NEW COM 81211K100 1,828 28,170 Sole 28,170 SEARS ROEBUCK + CO COM 812387108 5,695 127,800 Sole 127,800 SEMPRA ENERGY COM 816851109 1,829 80,845 Sole 80,845 SERVICE CORP INTL COM 817565104 1,761 91,500 Sole 91,500 SHARED MEDI CAL SYSTEM COM 819486101 587 9,000 Sole 9,000 SHERWIN WILLIAMS CO COM 824348106 1,587 57,200 Sole 57,200 SIGMA ALDRICH COM 826552101 1,167 33,900 Sole 33,900 SILICON GRAPHICS INC COM 827056102 1,038 63,400 Sole 63,400 SNAP ON INC COM 833034101 798 22,050 Sole 22,050 SOLECTRON CORP COM 834182107 5,648 84,700 Sole 84,700 SONAT INC COM 835415100 1,232 37,200 Sole 37,200 SOUTHERN CO COM 842587107 6,204 234,100 Sole 234,100 SOUTHTRUST CORP COM 844730101 2,161 56,300 Sole 56,300 SOUTHWEST AIRLS CO COM 844741108 3,515 112,925 Sole 112,925 SPRINGS INDS INC CL A 851783100 318 7,300 Sole 7,300 SPRINT CORP COM FON 852061100 15,449 291,500 Sole 291,500 SPRINT CORP PCS COM 852061506 8,462 148,450 Sole 148,450 STANLEY WORKS COM 854616109 962 29,900 Sole 29,900 STAPLES INC COM 855030102 4,828 156,050 Sole 156,050 STATE STREET CORPORATION COM 857477103 4,619 54,100 Sole 54,100 SUMMIT BANCORP COM 866005101 2,413 57,700 Sole 57,700 SUN MICROSYSTEMS INC COM 866810104 17,969 260,900 Sole 260,900 SUNOCO INC COM 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19,100 Sole 19,100 3COM CORP COM 885535104 3,242 121,500 Sole 121,500 TIME WARNER INC COM 887315109 29,169 401,640 Sole 401,640 TIMES MIRROR CO NEW COM SER 887364107 1,463 24,700 Sole 24,700 TIMKEN CO COM 887389104 484 24,800 Sole 24,800 TORCHMARK INC COM 891027104 1,529 44,800 Sole 44,800 TOYS R US INC COM 892335100 1,727 83,500 Sole 83,500 TRANSAMERICA CORP COM 893485102 3,150 42,000 Sole 42,000 TRICON GLOBAL RESTAURANTS INC COM 895953107 2,798 51,700 Sole 51,700 TRIBUNE CO NEW COM 896047107 3,494 40,100 Sole 40,100 TUPPERWARE CORP COM 899896104 612 24,000 Sole 24,000 TYCO INTL LTD NEW COM 902124106 26,206 276,576 Sole 276,576 USX MARATHON GROUP COM NEW 902905827 3,380 103,800 Sole 103,800 UST INC COM 902911106 1,732 59,100 Sole 59,100 US BANCORP DEL COM 902973106 8,168 244,727 Sole 244,727 USX U S STL GROUP COM 90337T101 802 29,710 Sole 29,710 UNILEVER N V N Y SHS 904784709 13,504 193,610 Sole 193,610 UNICOM CORP COM 904911104 2,819 73,100 Sole 73,100 UNION CARBIDE CORP COM 905581104 2,194 45,000 Sole 45,000 UNION PAC CORP COM 907818108 4,863 83,400 Sole 83,400 UNION PACIFIC RES GROUP INC COM 907834105 1,381 84,650 Sole 84,650 UNION PLANTERS CORP COM 908068109 2,141 47,900 Sole 47,900 UNISYS CORP COM 909214108 3,524 90,500 Sole 90,500 UNITED ASSET MGMT CORP COM 909420101 98 4,300 Sole 4,300 UNITED HEALTHCARE CORP COM 910581107 3,645 58,200 Sole 58,200 US AIRWAYS GROUP INC COM 911905107 1,080 24,800 Sole 24,800 U S WEST INC NEW COM 91273H101 9,938 169,164 Sole 169,164 UNITED TECHNOLOGIES CORP COM 913017109 11,722 162,800 Sole 162,800 UNOCAL CORP COM 915289102 3,225 81,392 Sole 81,392 V F CORP COM 918204108 1,736 40,600 Sole 40,600 VIACOM INC CL B 925524308 10,175 231,252 Sole 231,252 WACHOVIA CORP NEW COM 929771103 5,852 68,400 Sole 68,400 WAL MART STORES INC COM 931142103 72,206 1,496,500 Sole 1,496,500 WALGREEN CO COM 931422109 9,908 337,300 Sole 337,300 WARNER LAMBERT CO COM 934488107 19,818 286,700 Sole 286,700 WASHINGTON MUT INC COM 939322103 7,104 199,754 Sole 199,754 WASTE MGMT INC DEL COM 94106L109 11,049 205,572 Sole 205,572 WATSON PHARMACEUTICALS INC COM 942683103 1,129 32,200 Sole 32,200 WELLPOINT HEALTH NETWORKS INC COM 94973H108 1,927 22,700 Sole 22,700 WELLS FARGO + CO NEW COM 949746101 23,792 556,530 Sole 556,530 WENDYS INTL INC COM 950590109 1,183 41,500 Sole 41,500 WESTVACO CORP COM 961548104 977 33,700 Sole 33,700 WEYERHAEUSER CO COM 962166104 4,661 67,800 Sole 67,800 WHIRLPOOL CORP COM 963320106 1,894 25,600 Sole 25,600 WILLAMETTE INDS INC COM 969133107 1,727 37,500 Sole 37,500 WILLIAMS COS INC COM 969457100 6,180 145,200 Sole 145,200 WINN DIXIE STORES INC COM 974280109 1,843 49,900 Sole 49,900 WORTHINGTON INDS IN COM 981811102 608 37,000 Sole 37,000 WRIGLEY WM JR CO COM 982526105 3,469 38,900 Sole 38,900 WYNNS INTL INC COM 983195108 37 2,000 Sole 2,000 XEROX CORP COM 984121103 13,177 223,100 Sole 223,100 FRUIT OF THE LOOM LTD ORD CL AG3682L105 235 24,100 Sole 24,100 METLIFE SECURITY INS. 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AMR CORP COM COM 001765106 300 4,400 Sole 4,400 A T & T CORP COM COM 001957109 2,117 37,935.32 Sole 37,935.32 ABBOTT LABS CORP DISC NTS COM 002824100 980 21,600 Sole 21,600 ADVANCED MICRO DEVICES INC COM COM 007903107 47 2,600 Sole 2,600 ALBERTO CULVER CO CL B CONV CL B CON013068101 160 6,000 Sole 6,000 ALBERTSONS INC COM COM 013104104 175 3,402 Sole 3,402 ALCOA INC COM 013817101 421 6,800 Sole 6,800 ALLEGHENY TELEDYNE INC COM COM 017415100 152 6,737 Sole 6,737 ALLERGAN INC COM COM 018490102 266 2,400 Sole 2,400 ALLIED SIGNAL CORP COM COM 019512102 466 7,400 Sole 7,400 ALLSTATE CORP COM COM 020002101 353 9,834 Sole 9,834 ALLTEL CORP COM COM 020039103 279 3,900 Sole 3,900 AMEREN CORP COM COM 023608102 234 6,100 Sole 6,100 AMER EXPRESS CO COM COM 025816109 690 5,300 Sole 5,300 AMER GEN CORP COM COM 026351106 650 8,618 Sole 8,618 AMER HOME PRODS CORP COM COM 026609107 987 17,200 Sole 17,200 AMER INTL GROUP INC COM COM 026874107 1,464 12,487 Sole 12,487 AMERITECH CORP COM COM 030954101 926 12,600 Sole 12,600 AMGEN INC COM COM 031162100 353 5,800 Sole 5,800 ANHEUSER BUSCH CO INC COM COM 035229103 411 5,800 Sole 5,800 APPLE COMPUTER INC COM COM 037833100 111 2,400 Sole 2,400 ARCHER DANIELS MIDLAND COM COM 039483102 105 6,806 Sole 6,806 ARMSTRONG WORLD INDS INC COM COM 042476101 168 2,900 Sole 2,900 ASARCO INC COM COM 043413103 66 3,500 Sole 3,500 ASHLAND INC COM 044204105 112 2,800 Sole 2,800 ASSOCIATES FIRST CAPITAL A COM CL A 046008108 358 8,124 Sole 8,124 ATLANTIC RICHFIELD CO COM COM 048825103 234 2,800 Sole 2,800 AUTOMATIC DATA PROCESSING INC COM COM 053015103 396 9,000 Sole 9,000 AVON PRODS INC COM COM 054303102 289 5,200 Sole 5,200 BANK OF AMERICA CORP. OLD C COM 060505104 1,696 23,131 Sole 23,131 BANK OF NEW YORK INC COM COM 064057102 836 22,800 Sole 22,800 BANK ONE CORP COM 06423A103 928 15,578 Sole 15,578 BANKBOSTON CORP COM CHGED COM 06605R106 303 5,923 Sole 5,923 BARD C R INC COM COM 067383109 163 3,400 Sole 3,400 BARRICK GOLD CORP COM (PREV COM 067901108 58 3,000 Sole 3,000 BAXTER INTL COM COM 071813109 109 1,800 Sole 1,800 BECTON DICKINSON COM COM 075887109 228 7,600 Sole 7,600 BELL ATLANTIC CORP COM COM 077853109 1,266 19,372 Sole 19,372 BELLSOUTH CORP COM COM 079860102 1,181 25,600 Sole 25,600 BEMIS INC COM COM 081437105 250 6,300 Sole 6,300 BESTFOODS CHG F COM 08658U101 218 4,400 Sole 4,400 BIOMET INC COM COM 090613100 282 7,100 Sole 7,100 BLACK & DECKER CORP COM COM 091797100 448 7,100 Sole 7,100 BOEING CO COM COM 097023105 653 14,830 Sole 14,830 BRIGGS & STRATTON CORP COM COM 109043109 335 5,800 Sole 5,800 BRISTOL MYERS SQUIBB CO COM COM 110122108 1,747 24,800 Sole 24,800 BROWN FORMAN CORP CL B COM CL B 115637209 319 4,900 Sole 4,900 BRUNSWICK CORP COM COM 117043109 326 11,700 Sole 11,700 BURLINGTON NORTHERN SANTA FE COM COM 12189T104 153 4,950 Sole 4,950 CIGNA CORP COM COM 125509109 534 6,000 Sole 6,000 C S X CORP COM COM 126408103 191 4,200 Sole 4,200 CVS CORP FROM COM 126650100 639 12,600 Sole 12,600 CAMPBELL SOUP CO COM COM 134429109 315 6,800 Sole 6,800 CATERPILLAR INC COM COM 149123101 180 3,000 Sole 3,000 CENTRAL & SOUTHWEST CORP COM COM 152357109 157 6,700 Sole 6,700 CERIDIAN CORP COM COM 15677T106 268 8,200 Sole 8,200 CHASE MANHATTAN CORP (NEW) COM 16161A108 999 11,552 Sole 11,552 CHEVRON CORP COM COM 166751107 751 7,900 Sole 7,900 CISCO SYS INC COM COM 17275R102 2,465 38,250 Sole 38,250 CITIGROUP INC COM CHG F COM 172967101 1,856 39,075 Sole 39,075 CLOROX CO COM COM 189054109 385 3,600 Sole 3,600 COCA COLA CO COM COM 191216100 2,133 34,400 Sole 34,400 COLUMBIA HCA HEALTHCARE COM COM 197677107 151 6,600 Sole 6,600 COMPAQ COMPUTER CORP COM COM 204493100 812 34,300 Sole 34,300 COMPUTER ASSOC INTL INC COM COM 204912109 376 6,862 Sole 6,862 CONAGRA INC COM COM 205887102 122 4,600 Sole 4,600 CONSOLIDATED EDISON COM 209115104 344 7,600 Sole 7,600 CORNING INC COM COM 219350105 84 1,200 Sole 1,200 COSTCO COMPANIES INC COM CHG 7 COM 22160Q102 592 7,400 Sole 7,400 CYPRUS AMAX MINERALS CO COM CHG F COM 232809103 64 4,200 Sole 4,200 D T E ENERGY CO COM COM 233331107 98 2,400 Sole 2,400 DAYTON HUDSON CORP COM COM 239753106 429 6,600 Sole 6,600 DEERE & CO COM COM 244199105 317 8,100 Sole 8,100 DELPHI AUTO SYSTEMS COM COM 247126105 147 7,930 Sole 7,930 DILLARDS INC-CL A COM CL A 254067101 218 6,200 Sole 6,200 WALT DISNEY CO COM COM 254687106 823 26,700 Sole 26,700 DOW CHEM CO COM COM 260543103 393 3,100 Sole 3,100 DU PONT EI DE NEMOURS CO COM COM 263534109 915 13,400 Sole 13,400 DUKE ENERGY CORP COM COM 264399106 1 12 Sole 12 DUN & BRADSTREET CORP NEW COM 26483B106 99 2,800 Sole 2,800 EMC CORP CN COM 268648102 660 12,000 Sole 12,000 EASTERN ENTERPRISES COM COM 27637F100 334 8,400 Sole 8,400 EASTMAN CHEM CO COM COM 277432100 197 3,800 Sole 3,800 EASTMAN KODAK CO COM COM 277461109 237 3,500 Sole 3,500 EATON CORP COM COM 278058102 276 3,000 Sole 3,000 EDISON INTL COM COM 281020107 428 16,000 Sole 16,000 EMERSON ELEC CO COM COM 291011104 302 4,800 Sole 4,800 ENRON CORP COM COM 293561106 392 4,800 Sole 4,800 EXXON CORP COM COM 302290101 2,622 34,000 Sole 34,000 F P L GROUP INC COM COM 302571104 169 3,100 Sole 3,100 FHLMC COM COM 313400301 580 10,000 Sole 10,000 FNMA COM COM 313586109 901 13,200 Sole 13,200 FIRST DATA CORP COM COM 319963104 274 5,600 Sole 5,600 FIRST UNION CORP COM COM 337358105 549 11,640 Sole 11,640 FIRST ENERGY CORP COM COM 337932107 223 7,200 Sole 7,200 FLEET FINL GROUP INC COM COM 338915101 248 5,600 Sole 5,600 FORD MTR CO DEL COM COM 345370100 875 15,500 Sole 15,500 FORTUNE BRANDS INC COM CHG F COM 349631101 79 1,900 Sole 1,900 G P U INC COM COM 36225X100 207 4,900 Sole 4,900 G T E CORP COM COM 362320103 891 11,800 Sole 11,800 GANNETT CO INC COM COM 364730101 200 2,800 Sole 2,800 GAP INC COM COM 364760108 1,190 23,625 Sole 23,625 GEN DYNAMICS CORP COM COM 369550108 220 3,200 Sole 3,200 GEN ELEC CO COM COM 369604103 5,175 45,800 Sole 45,800 GEN MILLS INC COM COM 370334104 145 1,800 Sole 1,800 GEN MTRS CORP COM COM 370442105 755 11,435 Sole 11,435 GEORGIA-PAC (GEORGIA-PAC GP) COM GA P373298108 171 3,600 Sole 3,600 GILLETTE CO COM COM 375766102 599 14,600 Sole 14,600 GOLDEN WEST FINL CORP DEL COM COM 381317106 176 1,800 Sole 1,800 GOODYEAR TIRE & RUBBER CO COM COM 382550101 165 2,800 Sole 2,800 GREAT LAKES CHEMICAL CORP COM COM 390568103 78 1,700 Sole 1,700 HCR MANOR CARE COM 404134108 104 4,300 Sole 4,300 HARRIS CORP DEL COM COM 413875105 172 4,400 Sole 4,400 HARTFORD FINL SVCS GRP CHGED COM 416515104 152 2,600 Sole 2,600 H J HEINZ CO COM COM 423074103 256 5,100 Sole 5,100 HERSHEY FOODS CORP COM COM 427866108 261 4,400 Sole 4,400 HEWLETT PACKARD CO COM COM 428236103 1,246 12,400 Sole 12,400 HOME DEPOT INC COM COM 437076102 1,179 18,300 Sole 18,300 HOMESTAKE MNG CO COM COM 437614100 9 1,100 Sole 1,100 HONEYWELL INC COM COM 438506107 301 2,600 Sole 2,600 HOUSEHOLD INTL INC COM COM 441815107 588 12,413 Sole 12,413 IMS HEALTH INC COM COM 449934108 175 5,600 Sole 5,600 ITT IND INC COM CHG F COM 450911102 50 1,300 Sole 1,300 INTEL CORP COM COM 458140100 2,689 45,200 Sole 45,200 IBM CORP COM COM 459200101 4,033 31,200 Sole 31,200 INTL PAPER COM COM 460146103 302 6,015 Sole 6,015 JOHNSON & JOHNSON COM COM 478160104 1,744 17,800 Sole 17,800 KELLOGG CO COM COM 487836108 198 6,000 Sole 6,000 KERR MCGEE CORP COM COM 492386107 115 2,300 Sole 2,300 KEYCORP COM COM 493267108 148 4,600 Sole 4,600 KIMBERLY CLARK CORP COM COM 494368103 433 7,600 Sole 7,600 KING WORLD PRODUCTIONS INC COM COM 495667107 404 11,600 Sole 11,600 KNIGHT RIDDER INC COM COM 499040103 143 2,600 Sole 2,600 ELI LILLY COM COM 532457108 1,031 14,400 Sole 14,400 LINCOLN NATL CORP IND COM COM 534187109 345 6,600 Sole 6,600 LOCKHEED MARTIN CORP COM COM 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COM 208464107 2,318 76,149 Sole 76,149 CONSOLIDATED EDISON COM 209115104 4,077 90,100 Sole 90,100 CONSOLIDATED NATRL GAS CO COM COM 209615103 1,620 26,674 Sole 26,674 CONSOLIDATED STORES CORP COMMO COM 210149100 543 20,100 Sole 20,100 CONSTELLATION ENERGY GROUP INC OLD C COM 210371100 2,336 78,852 Sole 78,852 COOPER INDS INC COM COM 216669101 1,380 26,537 Sole 26,537 COOPER TIRE & RUBBER CO COM COM 216831107 1,100 46,564 Sole 46,564 COORS ADOLPH CO CL B COM CL B 217016104 337 6,800 Sole 6,800 CORNING INC COM COM 219350105 4,439 63,300 Sole 63,300 COSTCO COMPANIES INC COM CHG 7 COM 22160Q102 4,649 58,064 Sole 58,064 COUNTRYWIDE CRED INDS COM 222372104 2,846 66,574 Sole 66,574 CRANE CO COM COM 224399105 385 12,250 Sole 12,250 CROWN CORK & SEAL INC COM COM 228255105 864 30,300 Sole 30,300 CUMMINS ENGINE INC COM COM 231021106 446 7,800 Sole 7,800 CYPRUS AMAX MINERALS CO COM CHG F COM 232809103 238 15,597 Sole 15,597 D T E ENERGY CO COM COM 233331107 4,010 98,414 Sole 98,414 DANA CORP COM COM 235811106 2,094 45,454 Sole 45,454 DANAHER CORP COM COM 235851102 1,866 32,100 Sole 32,100 DARDEN RESTAURANTS INC NTS COM 237194105 523 24,000 Sole 24,000 DATA GEN CORP COM 237688106 122 8,400 Sole 8,400 DAYTON HUDSON CORP COM COM 239753106 8,275 127,300 Sole 127,300 DEERE & CO COM COM 244199105 4,456 113,700 Sole 113,700 DELL COMPUTER CORP COM COM 247025109 31,709 857,000 Sole 857,000 DELPHI AUTO SYSTEMS COM COM 247126105 3,346 180,865.85 Sole 180,865.85 DELTA AIRLINES INC COM COM 247361108 4,315 74,882 Sole 74,882 DELUXE CORP COM COM 248019101 3,477 89,597 Sole 89,597 DILLARDS INC-CL A COM CL A 254067101 3,404 96,898 Sole 96,898 WALT DISNEY CO COM COM 254687106 20,962 680,315 Sole 680,315 DOLLAR GENERAL COM 256669102 1,097 37,818.25 Sole 37,818.25 DOMINION RESOURCES INC COM COM 257470104 2,114 48,800 Sole 48,800 DONNELLEY R R & SONS CO COM COM 257867101 1,805 48,711 Sole 48,711 DOVER CORP COM COM 260003108 1,936 55,308 Sole 55,308 DOW CHEM CO COM COM 260543103 9,833 77,500 Sole 77,500 DOW JONES & CO INC COM COM 260561105 886 16,691 Sole 16,691 DU PONT EI DE NEMOURS CO COM COM 263534109 25,822 378,000 Sole 378,000 DUKE ENERGY CORP COM COM 264399106 6,011 110,422 Sole 110,422 DUN & BRADSTREET CORP NEW COM 26483B106 2,815 79,434 Sole 79,434 EG & G INC COM COM 268457108 3,666 102,900 Sole 102,900 EMC CORP CN COM 268648102 18,546 337,200 Sole 337,200 EASTERN ENTERPRISES COM COM 27637F100 1,340 33,700 Sole 33,700 EASTMAN CHEM CO COM COM 277432100 761 14,696 Sole 14,696 EASTMAN KODAK CO COM COM 277461109 7,776 114,775 Sole 114,775 EATON CORP COM COM 278058102 1,786 19,409 Sole 19,409 ECOLAB INC COM COM 278865100 1,389 31,834 Sole 31,834 EDISON INTL COM COM 281020107 2,621 97,970 Sole 97,970 ELECTRONIC DATA SYS CORP COM COM 285661104 9,105 160,800 Sole 160,800 EMERSON ELEC CO COM COM 291011104 9,283 147,500 Sole 147,500 ENGELHARD CORP COM COM 292845104 1,884 83,260 Sole 83,260 ENRON CORP COM COM 293561106 9,491 116,100 Sole 116,100 ENTERGY CORP COM COM 29364G103 4,069 130,200 Sole 130,200 EQUIFAX INC COM COM 294429105 881 24,700 Sole 24,700 EXXON CORP COM COM 302290101 63,065 817,700 Sole 817,700 FMC CORP COM COM NEW 302491303 2,555 37,400 Sole 37,400 F P L GROUP INC COM COM 302571104 2,551 46,700 Sole 46,700 FDX CORP COM CHG F COM 31304N107 4,183 77,108 Sole 77,108 FHLMC COM COM 313400301 13,004 224,200 Sole 224,200 FNMA COM COM 313586109 23,812 348,900 Sole 348,900 FEDERATED DEPT STORES INC COM (CHAN COM 31410H101 5,214 98,500 Sole 98,500 FIFTH THIRD BANCORP COM COM 316773100 4,438 66,675 Sole 66,675 FIRST DATA CORP COM COM 319963104 5,667 115,800 Sole 115,800 FIRST UNION CORP COM COM 337358105 14,693 311,791 Sole 311,791 FIRSTAR CORP COM COM 33763V109 4,603 164,400 Sole 164,400 FIRST ENERGY CORP COM COM 337932107 1,764 56,900 Sole 56,900 FLEET FINL GROUP INC COM COM 338915101 9,345 210,598 Sole 210,598 FLEETWOOD ENTERPRISES INC COM COM 339099103 1,089 41,200 Sole 41,200 FLORIDA PROGRESS CORP COM 341109106 620 15,000 Sole 15,000 FLOUR CORP COM COM 343861100 712 17,580 Sole 17,580 FORD MTR CO DEL COM COM 345370100 23,958 424,500 Sole 424,500 FORT JAMES CORP COM 347471104 4,330 114,336 Sole 114,336 FORTUNE BRANDS INC COM CHG F COM 349631101 2,014 48,687 Sole 48,687 FOSTER WHEELER CORP COM COM 350244109 90 6,400 Sole 6,400 FRANKLIN RESOURCES INC COM 354613101 2,429 59,800 Sole 59,800 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 649 36,200 Sole 36,200 FRONTIER CORP COM COM 35906P105 2,439 41,600 Sole 41,600 G P U INC COM COM 36225X100 3,750 88,900 Sole 88,900 G T E CORP COM COM 362320103 24,968 330,700 Sole 330,700 GANNETT CO INC COM COM 364730101 5,168 72,400 Sole 72,400 GAP INC COM COM 364760108 14,367 285,200 Sole 285,200 GATEWAY INC FKA # COM 367626108 3,284 55,600 Sole 55,600 GEN DYNAMICS CORP COM COM 369550108 2,211 32,100 Sole 32,100 GEN ELEC CO COM COM 369604103 120,182 1,063,560 Sole 1,063,560 GENERAL INSTRUMENT CORP COM CHG F COM 370120107 1,555 36,600 Sole 36,600 GEN MILLS INC COM COM 370334104 5,112 63,600 Sole 63,600 GEN MTRS CORP COM COM 370442105 15,189 230,138 Sole 230,138 GENUINE PARTS CO COM COM 372460105 1,155 32,989 Sole 32,989 GEORGIA-PAC (GEORGIA-PAC GP) COM GA P373298108 1,947 41,100 Sole 41,100 GILLETTE CO COM COM 375766102 15,227 371,400 Sole 371,400 GOLDEN WEST FINL CORP DEL COM COM 381317106 3,058 31,200 Sole 31,200 GOODRICH B F CO COM COM 382388106 2,831 66,600 Sole 66,600 GOODYEAR TIRE & RUBBER CO COM COM 382550101 3,678 62,532 Sole 62,532 W.R. GRACE & CO - W/I COM 38388F108 235 12,343 Sole 12,343 GRAINGER W W INC COM COM 384802104 1,225 22,766 Sole 22,766 GREAT ATLANTIC & PACIFIC TEA INC C COM 390064103 233 6,900 Sole 6,900 GREAT LAKES CHEMICAL CORP COM COM 390568103 608 13,200 Sole 13,200 GUIDANT CORP COM COM 401698105 3,937 77,000 Sole 77,000 HCR MANOR CARE COM 404134108 441 18,239 Sole 18,239 HALLIBURTON CO COM COM 406216101 5,173 114,323.2 Sole 114,323.2 HARCOURT GEN INC COM COM 41163G101 1,028 19,946 Sole 19,946 HARRAHS ENTERTAINMENT INC COM COM 413619107 1,503 68,146 Sole 68,146 HARRIS CORP DEL COM COM 413875105 3,523 89,906 Sole 89,906 HARTFORD FINL SVCS GRP CHGED COM 416515104 5,936 101,800 Sole 101,800 HASBRO INC COM COM 418056107 1,298 46,458 Sole 46,458 HEALTHSOUTH CORP COM COM 421924101 1,412 94,900 Sole 94,900 H J HEINZ CO COM COM 423074103 4,501 89,800 Sole 89,800 HELMERICH & PAYNE INC COM COM 423452101 350 14,808 Sole 14,808 HERCULES INC COM COM 427056106 853 21,700 Sole 21,700 HERSHEY FOODS CORP COM COM 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RIDDER INC COM COM 499040103 4,295 77,996 Sole 77,996 KOHLS CORP COM COM 500255104 3,298 42,900 Sole 42,900 KROGER CO COM COM 501044101 5,559 198,972 Sole 198,972 LSI LOGIC CORP COM COM 502161102 1,227 26,600 Sole 26,600 LAIDLAW INC COM CHGED COM 50730K503 2,068 280,400 Sole 280,400 LEHMAN BROTHER COMMO COM 524908100 3,901 62,800 Sole 62,800 ELI LILLY COM COM 532457108 26,573 371,000 Sole 371,000 LIMITED INC COM COM 532716107 5,740 126,500 Sole 126,500 LINCOLN NATL CORP IND COM COM 534187109 2,856 54,600 Sole 54,600 LIZ CLAIBORNE INC COM COM 539320101 807 22,100 Sole 22,100 LOCKHEED MARTIN CORP COM COM 539830109 5,666 152,104 Sole 152,104 LOEWS CORP COM COM 540424108 3,284 41,500 Sole 41,500 LONGS DRUG STORES CORP COM COM 543162101 2,413 69,828 Sole 69,828 LOUISIANA PAC CORP COM COM 546347105 456 19,100 Sole 19,100 LOWES COS INC COM COM 548661107 5,397 95,200 Sole 95,200 LUCENT TECHNOLOGIES INC COM 549463107 61,768 915,934.02 Sole 915,934.02 MBIA INC COM 55262C100 2,843 43,900 Sole 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OLD C COM 656569100 18,500 213,100 Sole 213,100 NORTHERN STATES PWR CO (MINN) COM COM 665772109 1,042 43,100 Sole 43,100 NORTHERN TRUST CORP COM COM 665859104 2,832 29,200 Sole 29,200 NORTHROP GRUMMAN CORP COM COM 666807102 2,115 31,900 Sole 31,900 NOVELL INC COM COM 670006105 2,242 84,600 Sole 84,600 NUCOR CORP COM COM 670346105 1,195 25,200 Sole 25,200 OCCIDENTAL PETROLEUM CORP COM COM 674599105 1,935 91,600 Sole 91,600 OFFICE DEPOT INC COM 676220106 783 35,500 Sole 35,500 OMNICOM GROUP INC COMMO COM 681919106 3,536 44,200 Sole 44,200 ONEOK INC COM COM 682680103 1,403 44,190.74 Sole 44,190.74 ORACLE CORP COM COM 68389X105 17,949 483,462 Sole 483,462 OWENS CORNING COM COM 69073F103 392 11,400 Sole 11,400 OWENS-ILLINOIS INC COM NEW 690768403 1,406 43,000 Sole 43,000 P E C O ENERGY CO COM COM 693304107 2,353 56,200 Sole 56,200 P G & E CORP COM COM 69331C108 3,237 99,800 Sole 99,800 PE CORP- PE BIOSYSTEMS GROUP CHG F COM PE B69332S102 780 6,800 Sole 6,800 PNC FINL CORP COM COM 693475105 7,026 121,932 Sole 121,932 P P & L RESOURCES INC COM COM 693499105 2,091 68,000 Sole 68,000 PPG INDS INC COM COM 693506107 4,867 82,400 Sole 82,400 PACCAR INC COM COM 693718108 1,152 21,584 Sole 21,584 PACIFICORP COM COM 695114108 1,382 75,200 Sole 75,200 PAINE WEBBER GROUP COM COM 695629105 2,281 48,800 Sole 48,800 PALL CORP COM COM 696429307 488 21,994 Sole 21,994 PARAMETRIC TECHNOLOGY CORP COM (REST COM 699173100 899 64,800 Sole 64,800 PARKER HANNIFIN CORP COM COM 701094104 1,334 29,149 Sole 29,149 PAYCHEX INC COM 704326107 1,989 62,400 Sole 62,400 PENNEY J C INC COM COM 708160106 5,405 111,300 Sole 111,300 PEOPLES ENERGY CORP COM COM 711030106 543 14,400 Sole 14,400 PEOPLESOFT INC COM 712713106 2,053 119,000 Sole 119,000 PEP BOYS MANNY MOE & JACK COM COM 713278109 412 19,600 Sole 19,600 PEPSICO INC COM COM 713448108 19,479 503,500 Sole 503,500 PHARMACIA-UPJOHN INC COM COM 716941109 9,864 173,634 Sole 173,634 PFIZER INC COM COM 717081103 45,922 421,300 Sole 421,300 PHELPS DODGE CORP COM COM 717265102 1,911 30,862 Sole 30,862 PHILIP MORRIS CO COM COM 718154107 31,414 781,700 Sole 781,700 PHILLIPS PETROLEUM CO COM COM 718507106 3,280 65,200 Sole 65,200 PIONEER HI BRED INTL COM COM 723686101 1,717 44,100 Sole 44,100 PITNEY BOWES INC COM COM 724479100 4,523 70,400 Sole 70,400 PLACER DOME INC COM COM 725906101 843 71,724 Sole 71,724 POLAROID CORP COM COM 731095105 209 7,600 Sole 7,600 POTLATCH CORP COM COM 737628107 333 7,586 Sole 7,586 PRAXAIR INC COM COM 74005P104 2,060 42,087 Sole 42,087 PROCTER & GAMBLE CO COM COM 742718109 38,756 434,244 Sole 434,244 PROGRESSIVE CORP COM COM 743315103 2,842 19,600 Sole 19,600 PROVIDENT COMPANIES INC COM COM 743862104 1,040 26,000 Sole 26,000 PROVIDIAN FINL CORP COM 74406A102 3,252 34,872 Sole 34,872 PUB SVC ENTERPRISE GROUP INC COM COM 744573106 5,801 142,139 Sole 142,139 PULTE CORP COM CHG F COM 745867101 2,373 102,900 Sole 102,900 QUAKER OATS CO COM COM 747402105 2,068 31,149 Sole 31,149 RALSTON PURINA CORP COM CHG F COM RAL-751277302 4,544 149,300 Sole 149,300 RAYCHEM CORP COM COM 754603108 688 18,600 Sole 18,600 RAYTHEON INC COM CL B 755111408 6,042 85,700 Sole 85,700 REEBOK INTL LTD COM COM 758110100 179 9,600 Sole 9,600 REGIONS FINANCIAL CORP COM 758940100 3,221 83,800 Sole 83,800 RELIANT ENERGY INC COM OLD C COM 75952J108 2,170 78,544 Sole 78,544 REPUBLIC N Y CORP COM 760719104 1,364 20,000 Sole 20,000 REYNOLDS METALS CO COM COM 761763101 1,121 19,000 Sole 19,000 RITE AID CORP COM COM 767754104 1,697 68,900 Sole 68,900 ROCKWELL INTL CORP NEW COM 773903109 2,880 47,400 Sole 47,400 ROHM & HAAS CO COM COM 775371107 2,802 65,350.44 Sole 65,350.44 ROWAN COS INC COM COM 779382100 2,152 117,900 Sole 117,900 ROYAL DUTCH PETE CO NEW NY REG G780257804 43,163 716,400 Sole 716,400 RUSSELL CORP COM COM 782352108 103 5,287 Sole 5,287 RYDER SYS INC COM COM 783549108 626 24,300 Sole 24,300 S B C COMMUNICATIONS INC COM COM 78387G103 36,785 634,224 Sole 634,224 SLM HOLDING CORP COM COM 78442A109 2,327 50,800 Sole 50,800 SAFECO CORP COM COM 786429100 1,343 30,440 Sole 30,440 SAFEWAY INC COM COM NEW 786514208 5,841 118,000 Sole 118,000 ST JUDE MED INC COM COM 790849103 1,977 55,500 Sole 55,500 ST PAUL COS INC COM COM 792860108 1,935 60,814 Sole 60,814 SARA LEE CORP (CONS FOODS CORP) COM 803111103 7,053 310,900 Sole 310,900 SCHERING PLOUGH CORP COM COM 806605101 25,909 493,500 Sole 493,500 SCHLUMBERGER LTD COM COM 806857108 12,456 195,578 Sole 195,578 SCHWAB CHARLES CORP NEW COM 808513105 14,407 132,175 Sole 132,175 SCIENTIFIC ATLANTA INC COM COM 808655104 490 13,600 Sole 13,600 SEAGATE TECHNOLOGY INC COM COM 811804103 1,509 58,900 Sole 58,900 SEAGRAM LTD COM COM 811850106 6,468 128,400 Sole 128,400 SEALED AIR CORP COM 81211K100 949 14,626 Sole 14,626 SEARS ROEBUCK & CO COM COM 812387108 6,341 142,300 Sole 142,300 SEMPRA ENERGY COM COM 816851109 1,357 59,969 Sole 59,969 SERVICE CORP INTL COM COM 817565104 2,931 152,250 Sole 152,250 SHARED MED SYS CORP COM COM 819486101 1,194 18,300 Sole 18,300 SHERWIN WILLIAMS CO COM COM 824348106 1,118 40,300 Sole 40,300 SIGMA ALDRICH CORP COM COM 826552101 1,061 30,800 Sole 30,800 SILICON GRAPHICS INC COM COM 827056102 666 40,682 Sole 40,682 SNAP ON TOOLS CORP COM COM 833034101 547 15,105 Sole 15,105 SOLECTRON CORP COM 834182107 4,075 61,100 Sole 61,100 SONAT INC COM COM 835415100 865 26,100 Sole 26,100 SOUTHERN CO COM COM 842587107 4,814 181,650 Sole 181,650 SOUTHTRUST CORP COM 844730101 2,629 68,500 Sole 68,500 SOUTHWEST AIRLINES COM COM 844741108 2,828 90,850 Sole 90,850 SPRINGS INDS INC COM CL A 851783100 127 2,900 Sole 2,900 SPRINT CORP COM COM FON 852061100 16,123 304,200 Sole 304,200 SPRINT CORP (PCS GROUP) PCS COM 852061506 6,219 109,100 Sole 109,100 STANLEY WKS COM COM 854616109 904 28,100 Sole 28,100 STAPLES INC COM COM 855030102 3,468 112,100 Sole 112,100 STATE STREET CORP COM 857477103 3,560 41,700 Sole 41,700 SUMMIT BANCORP COM COM 866005101 3,985 95,300 Sole 95,300 SUN MICROSYSTEMS INC COM COM 866810104 17,308 251,300 Sole 251,300 SUNOCO INC COM CHG F COM 86764P109 2,219 73,500 Sole 73,500 SUNTRUST BANKS INC COM COM 867914103 7,423 106,900 Sole 106,900 SUPER VALU INC COM COM 868536103 2,471 95,500 Sole 95,500 SYNOVUS FINANCIAL CORP COM COM 87161C105 1,323 66,550 Sole 66,550 SYSCO CORP COM COM 871829107 2,446 82,034 Sole 82,034 TJX COS INC COM CHG F COM 872540109 3,771 113,200 Sole 113,200 TRW INC COM COM 872649108 2,911 53,040 Sole 53,040 TANDY CORP COM COM 875382103 2,441 49,936 Sole 49,936 TEKTRONIX INC COM COM 879131100 231 7,650 Sole 7,650 TELLABS INC COM COM 879664100 6,499 96,200 Sole 96,200 TEMPLE INLAND INC COM COM 879868107 940 13,700 Sole 13,700 TENET HEALTHCARE CORP COM CHG FROM COM 88033G100 3,262 175,733 Sole 175,733 TENNECO INC NEW COM 88037E101 1,133 47,465 Sole 47,465 TEXACO INC COM COM 881694103 11,082 177,673.65 Sole 177,673.65 TEXAS INSTRUMENTS INC COM COM 882508104 19,958 138,600 Sole 138,600 TEXAS UTILS CO COM COM 882848104 2,932 70,766 Sole 70,766 TEXTRON INC COM COM 883203101 3,342 40,600 Sole 40,600 THERMO ELECTRON CORP COM COM 883556102 3,168 157,900 Sole 157,900 THOMAS & BETTS CORP COM COM 884315102 1,148 24,300 Sole 24,300 3 COM CORP COM 885535104 3,392 127,100 Sole 127,100 TIME WARNER INC COM COM 887315109 29,580 407,304 Sole 407,304 TIMES MIRROR CO NEW SERS A COM COM SER 887364107 1,267 21,376 Sole 21,376 TIMKEN CO COM COM 887389104 1,819 93,300 Sole 93,300 TORCHMARK CORP COM COM 891027104 3,604 105,600 Sole 105,600 TOYS R US INC COM COM 892335100 1,220 58,987 Sole 58,987 TRANSAMERICA CORP COM COM 893485102 5,122 68,300 Sole 68,300 TRICON GLOBAL RESTAURANTS INC COM 895953107 1,921 35,498 Sole 35,498 TRIBUNE CO COM COM 896047107 3,833 44,000 Sole 44,000 TUPPERWARE CORP COM COM 899896104 444 17,400 Sole 17,400 TYCO INTL LTD COM COM 902124106 24,060 253,932.46 Sole 253,932.46 USX MARATHON GROUP COM NEW COM NEW 902905827 2,565 78,770 Sole 78,770 UST INC COM COM 902911106 2,450 83,600 Sole 83,600 US BANCORP COM COM 902973106 8,731 261,590 Sole 261,590 UNUM CORP COM COM 903192102 2,067 37,760 Sole 37,760 USX - US STEEL COM 90337T101 594 22,009.48 Sole 22,009.48 UNILEVER NV NY SHARES N Y SHS 904784709 12,697 182,028.71 Sole 182,028.71 UNICOM CORP COM COM 904911104 2,045 53,035 Sole 53,035 UNION CARBIDE CORP COM COM 905581104 3,709 76,087 Sole 76,087 UNION PACIFIC CORP COM COM 907818108 3,776 64,760 Sole 64,760 UNION PACIFIC RESOURCES GROUP COM 907834105 934 57,228 Sole 57,228 UNION PLANTERS CORP COM COM 908068109 1,157 25,900 Sole 25,900 UNISYS CORP COM COM 909214108 2,589 66,500 Sole 66,500 UNITED HEALTHCARE CORP COM COM 910581107 2,900 46,300 Sole 46,300 USAIR GROUP INC COM COM 911905107 2,265 52,000 Sole 52,000 U S WEST INC COM CHG F COM 91273H101 9,636 164,020 Sole 164,020 UNITED TECHNOLOGIES CORP COM COM 913017109 11,621 161,400 Sole 161,400 UNOCAL CORP COM COM 915289102 2,500 63,080 Sole 63,080 V F CORP COM COM 918204108 1,475 34,500 Sole 34,500 VIACOM INC CL B COM CL B 925524308 10,182 231,418 Sole 231,418 VODAFONE AIRTOUCH PUBLIC LTD 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Sole 4,000 ALLSTATE CORP COM COM 020002101 334 9,322 Sole 9,322 ALLTEL CORP COM COM 020039103 450 6,300 Sole 6,300 AMEREN CORP COM COM 023608102 65 1,700 Sole 1,700 AMER EXPRESS CO COM COM 025816109 547 4,200 Sole 4,200 AMER GREETINGS CORP CL A CL A 026375105 169 5,600 Sole 5,600 AMER HOME PRODS CORP COM COM 026609107 689 12,000 Sole 12,000 AMER INTL GROUP INC COM COM 026874107 1,253 10,687 Sole 10,687 AMERITECH CORP COM COM 030954101 691 9,400 Sole 9,400 AMGEN INC COM COM 031162100 791 13,000 Sole 13,000 ANHEUSER BUSCH CO INC COM COM 035229103 369 5,200 Sole 5,200 APPLE COMPUTER INC COM COM 037833100 74 1,600 Sole 1,600 APPLIED MATERIALS INC COM COM 038222105 606 8,200 Sole 8,200 ARCHER DANIELS MIDLAND COM COM 039483102 240 15,521.25 Sole 15,521.25 ASARCO INC COM COM 043413103 55 2,900 Sole 2,900 ASHLAND INC COM 044204105 144 3,600 Sole 3,600 ASSOCIATES FIRST CAPITAL A COM CL A 046008108 294 6,655.99 Sole 6,655.99 ATLANTIC RICHFIELD CO COM COM 048825103 251 3,000 Sole 3,000 AUTOMATIC DATA PROCESSING INC COM COM 053015103 238 5,400 Sole 5,400 BAKER HUGHES INC COM COM 057224107 136 4,050 Sole 4,050 BALL CORP COM COM 058498106 93 2,200 Sole 2,200 BANK OF AMERICA CORP. 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115637209 104 1,600 Sole 1,600 BRUNSWICK CORP COM COM 117043109 295 10,600 Sole 10,600 BURLINGTON NORTHERN SANTA FE COM COM 12189T104 136 4,377 Sole 4,377 CIGNA CORP COM COM 125509109 267 3,000 Sole 3,000 C S X CORP COM COM 126408103 250 5,500 Sole 5,500 CVS CORP FROM COM 126650100 254 5,000 Sole 5,000 CAMPBELL SOUP CO COM COM 134429109 158 3,400 Sole 3,400 CASE CORP COM COM 14743R103 164 3,400 Sole 3,400 CATERPILLAR INC COM COM 149123101 144 2,400 Sole 2,400 CENTRAL & SOUTHWEST CORP COM COM 152357109 56 2,400 Sole 2,400 CERIDIAN CORP COM COM 15677T106 281 8,600 Sole 8,600 CHAMPION INTL CORP COM COM 158525105 120 2,500 Sole 2,500 CHASE MANHATTAN CORP (NEW) COM 16161A108 784 9,064 Sole 9,064 CHEVRON CORP COM COM 166751107 684 7,200 Sole 7,200 CISCO SYS INC COM COM 17275R102 2,146 33,300 Sole 33,300 CITIGROUP INC COM CHG F COM 172967101 2,111 44,448 Sole 44,448 CLOROX CO COM COM 189054109 128 1,200 Sole 1,200 COCA COLA CO COM COM 191216100 1,761 28,400 Sole 28,400 COLGATE PALMOLIVE COM COM 194162103 374 3,800 Sole 3,800 COLUMBIA HCA HEALTHCARE COM COM 197677107 135 5,900 Sole 5,900 COMERICA INC COM COM 200340107 232 3,900 Sole 3,900 COMPAQ COMPUTER CORP COM COM 204493100 446 18,820 Sole 18,820 COMPUTER ASSOC INTL INC COM COM 204912109 341 6,225 Sole 6,225 CONAGRA INC COM COM 205887102 95 3,556.76 Sole 3,556.76 CONSOLIDATED EDISON COM 209115104 149 3,300 Sole 3,300 CORNING INC COM COM 219350105 126 1,800 Sole 1,800 COSTCO COMPANIES INC COM CHG 7 COM 22160Q102 320 4,000 Sole 4,000 COUNTRYWIDE CRED INDS COM 222372104 305 7,140 Sole 7,140 CUMMINS ENGINE INC COM COM 231021106 126 2,200 Sole 2,200 CYPRUS AMAX MINERALS CO COM CHG F COM 232809103 40 2,600 Sole 2,600 D T E ENERGY CO COM COM 233331107 159 3,900 Sole 3,900 DARDEN RESTAURANTS INC NTS COM 237194105 386 17,700 Sole 17,700 DATA GEN CORP COM 237688106 141 9,700 Sole 9,700 DAYTON HUDSON CORP COM COM 239753106 234 3,600 Sole 3,600 DEERE & CO COM COM 244199105 141 3,600 Sole 3,600 DELL COMPUTER CORP COM COM 247025109 1,066 28,800 Sole 28,800 DELPHI AUTO SYSTEMS COM COM 247126105 93 5,012 Sole 5,012 DILLARDS INC-CL A COM CL A 254067101 56 1,600 Sole 1,600 WALT DISNEY CO COM COM 254687106 601 19,500 Sole 19,500 DOW CHEM CO COM COM 260543103 190 1,500 Sole 1,500 DOW JONES & CO INC COM COM 260561105 239 4,500 Sole 4,500 DU PONT EI DE NEMOURS CO COM COM 263534109 738 10,800 Sole 10,800 DUKE ENERGY CORP COM COM 264399106 114 2,100 Sole 2,100 EASTERN ENTERPRISES COM COM 27637F100 346 8,700 Sole 8,700 EASTMAN CHEM CO COM COM 277432100 104 2,000 Sole 2,000 EASTMAN KODAK CO COM COM 277461109 203 3,000 Sole 3,000 EATON CORP COM COM 278058102 156 1,700 Sole 1,700 ECOLAB INC COM COM 278865100 454 10,400 Sole 10,400 EDISON INTL COM COM 281020107 195 7,300 Sole 7,300 EMERSON ELEC CO COM COM 291011104 252 4,000 Sole 4,000 EQUIFAX INC COM COM 294429105 246 6,900 Sole 6,900 EXXON CORP COM COM 302290101 2,198 28,500 Sole 28,500 F P L GROUP INC COM COM 302571104 87 1,600 Sole 1,600 FHLMC COM COM 313400301 278 4,800 Sole 4,800 FNMA COM COM 313586109 717 10,500 Sole 10,500 FIRST DATA CORP COM COM 319963104 147 3,000 Sole 3,000 FIRST UNION CORP COM COM 337358105 511 10,834 Sole 10,834 FIRST ENERGY CORP COM COM 337932107 338 10,900 Sole 10,900 FLEET FINL GROUP INC COM COM 338915101 373 8,400 Sole 8,400 FLEETWOOD ENTERPRISES INC COM COM 339099103 48 1,800 Sole 1,800 FORD MTR CO DEL COM COM 345370100 717 12,700 Sole 12,700 FORTUNE BRANDS INC COM CHG F COM 349631101 128 3,100 Sole 3,100 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 68 3,800 Sole 3,800 FRONTIER CORP COM COM 35906P105 621 10,600 Sole 10,600 G P U INC COM COM 36225X100 118 2,800 Sole 2,800 G T E CORP COM COM 362320103 642 8,500 Sole 8,500 GANNETT CO INC COM COM 364730101 314 4,400 Sole 4,400 GEN DYNAMICS CORP COM COM 369550108 303 4,400 Sole 4,400 GEN ELEC CO COM COM 369604103 4,238 37,500 Sole 37,500 GEN MILLS INC COM COM 370334104 48 600 Sole 600 GEN MTRS CORP COM COM 370442105 473 7,172 Sole 7,172 GEORGIA-PAC (GEORGIA-PAC GP) COM GA 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GRACE & CO - W/I COM 38388F108 25 1,300 Sole 1,300 GREAT ATLANTIC & PACIFIC TEA INC C COM 390064103 223 6,600 Sole 6,600 GREAT LAKES CHEMICAL CORP COM COM 390568103 106 2,300 Sole 2,300 HCR MANOR CARE COM 404134108 39 1,600 Sole 1,600 HALLIBURTON CO COM COM 406216101 199 4,400 Sole 4,400 HARCOURT GEN INC COM COM 41163G101 196 3,800 Sole 3,800 HARRIS CORP DEL COM COM 413875105 55 1,400 Sole 1,400 HARTFORD FINL SVCS GRP CHGED COM 416515104 93 1,600 Sole 1,600 H J HEINZ CO COM COM 423074103 223 4,450 Sole 4,450 HERCULES INC COM COM 427056106 122 3,100 Sole 3,100 HERSHEY FOODS CORP COM COM 427866108 83 1,400 Sole 1,400 HEWLETT PACKARD CO COM COM 428236103 1,055 10,500 Sole 10,500 HOME DEPOT INC COM COM 437076102 889 13,800 Sole 13,800 HOUSEHOLD INTL INC COM COM 441815107 373 7,873 Sole 7,873 ITT IND INC COM CHG F COM 450911102 210 5,500 Sole 5,500 ILLINOIS TOOL WKS INC COM COM 452308109 278 3,400 Sole 3,400 INTEL CORP COM COM 458140100 2,166 36,400 Sole 36,400 IBM CORP COM COM 459200101 2,688 20,800 Sole 20,800 JEFFERSON PILOT CORP COM COM 475070108 347 5,250 Sole 5,250 JOHNSON & JOHNSON COM COM 478160104 1,392 14,200 Sole 14,200 KELLOGG CO COM COM 487836108 79 2,400 Sole 2,400 KERR MCGEE CORP COM COM 492386107 184 3,667 Sole 3,667 KEYCORP COM COM 493267108 347 10,800 Sole 10,800 KIMBERLY CLARK CORP COM COM 494368103 319 5,600 Sole 5,600 KING WORLD PRODUCTIONS INC COM COM 495667107 223 6,400 Sole 6,400 KNIGHT RIDDER INC COM COM 499040103 231 4,200 Sole 4,200 KROGER CO COM COM 501044101 436 15,600 Sole 15,600 ELI LILLY COM COM 532457108 910 12,700 Sole 12,700 LIMITED INC COM COM 532716107 476 10,500 Sole 10,500 LINCOLN NATL CORP IND COM COM 534187109 73 1,400 Sole 1,400 LOCKHEED MARTIN CORP COM COM 539830109 113 3,030 Sole 3,030 LOEWS CORP COM COM 540424108 127 1,600 Sole 1,600 LONGS DRUG STORES CORP COM COM 543162101 138 4,000 Sole 4,000 LOUISIANA PAC CORP COM COM 546347105 74 3,100 Sole 3,100 LUCENT TECHNOLOGIES INC COM 549463107 1,606 23,812.01 Sole 23,812.01 MCI WORLDCOM INC COM CHG F COM 55268B106 1,483 17,231 Sole 17,231 MALLINCKRODT INC COM CHGED COM 561232109 320 8,800 Sole 8,800 MARRIOTT INTL CL A COM CL A 571903202 157 4,200 Sole 4,200 MAY DEPT STORES CO COM COM 577778103 153 3,750 Sole 3,750 MCDONALDS CORP COM COM 580135101 592 14,400 Sole 14,400 MEAD CORP COM COM 582834107 225 5,400 Sole 5,400 MEDIAONE GROUP INC COM CHG F COM 58440J104 573 7,700 Sole 7,700 MEDTRONIC INC COM COM 585055106 249 3,200 Sole 3,200 MELLON BANK CORP COM COM 585509102 276 7,600 Sole 7,600 MERCK & CO INC COM COM 589331107 1,841 25,000 Sole 25,000 MERRILL LYNCH & CO INC COM COM 590188108 413 5,200 Sole 5,200 MICROSOFT CORP COM COM 594918104 4,798 53,200 Sole 53,200 MICRON TECHNOLOGY INC COM COM 595112103 53 1,300 Sole 1,300 MILACRON INC COM 598709103 80 4,300 Sole 4,300 MINNESOTA MNG & MFG CO COM COM 604059105 417 4,800 Sole 4,800 MOBIL CORP COM COM 607059102 928 9,400 Sole 9,400 MONSANTO CO COM COM 611662107 261 6,600 Sole 6,600 MORGAN J P & CO INC COM COM 616880100 155 1,100 Sole 1,100 MORGAN ST DEAN WITTER DISCOV COM NEW 617446448 493 4,800 Sole 4,800 MOTOROLA INC COM COM 620076109 597 6,300 Sole 6,300 NACCO INDS INC CL A COM CL A 629579103 206 2,800 Sole 2,800 NATL CITY CORP COM COM 635405103 177 2,700 Sole 2,700 NATL SEMICONDUCTOR CORP COM COM 637640103 192 7,600 Sole 7,600 NATL SVCS INDS INC COM COM 637657107 104 2,900 Sole 2,900 NAVISTAR INTL CORP COM COM 63934E108 545 10,900 Sole 10,900 NEW YORK TIMES CO CL A CL A 650111107 236 6,400 Sole 6,400 NEWMONT MINING CORP COM COM 651639106 30 1,505 Sole 1,505 NIAGARA MOHAWK HLDGS INC COM OLD C COM 653520106 210 13,100 Sole 13,100 NIKE INC CL B COM CL B 654106103 139 2,200 Sole 2,200 NORFOLK SOUTHERN CORP COM COM 655844108 45 1,500 Sole 1,500 NORTEL NETWORKS CORP. 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761763101 112 1,900 Sole 1,900 RITE AID CORP COM COM 767754104 133 5,400 Sole 5,400 ROCKWELL INTL CORP NEW COM 773903109 73 1,200 Sole 1,200 ROHM & HAAS CO COM COM 775371107 399 9,300 Sole 9,300 ROYAL DUTCH PETE CO NEW NY REG G780257804 1,350 22,400 Sole 22,400 S B C COMMUNICATIONS INC COM COM 78387G103 1,255 21,640 Sole 21,640 SAFECO CORP COM COM 786429100 141 3,200 Sole 3,200 ST JUDE MED INC COM COM 790849103 157 4,400 Sole 4,400 ST PAUL COS INC COM COM 792860108 337 10,580.26 Sole 10,580.26 SARA LEE CORP (CONS FOODS CORP) COM 803111103 227 10,000 Sole 10,000 SCHERING PLOUGH CORP COM COM 806605101 714 13,600 Sole 13,600 SCHLUMBERGER LTD COM COM 806857108 416 6,526 Sole 6,526 SEAGATE TECHNOLOGY INC COM COM 811804103 215 8,400 Sole 8,400 SEAGRAM LTD COM COM 811850106 121 2,400 Sole 2,400 SEALED AIR CORP COM 81211K100 45 696 Sole 696 SEARS ROEBUCK & CO COM COM 812387108 152 3,400 Sole 3,400 SEMPRA ENERGY COM COM 816851109 167 7,368 Sole 7,368 SHARED MED SYS CORP COM COM 819486101 313 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