IBM RETIREMENT FUND FORM 13F- SOLE INSTR V. SOLE AUTHOR BASE: USD
30-Jun-99
ITEM 6:
VOTING AUTH
(SHARES)
ITEM 5:
ITEM 3: ITEM 4: SHARES OR GERS -----------------
ITEM 1: ITEM 2: CUSIP FAIR MKT PRIN R.V
NAME OF ISSUER CLASS NUMBER VALUE (000) AMT (A)SOLE
TRANSOCEAN OFFSHORE INC ORD G90076103 517 "18,284" "18,284"
A D C TELECOMMUNICATIONS COM 000886101 "4,345" "98,896" "98,896"
AFLAC INC COM 001055102 "12,053" "267,572" "267,572"
AGCO CORP COM 001084102 401 "36,636" "36,636"
AES CORP COM 00130H105 "4,963" "91,378" "91,378"
AK STL HLDG CORP COM 001547108 571 "23,496" "23,496"
AMB PROPERTY CORP COM 00163T109 981 "44,068" "44,068"
AMR CORP COM 001765106 "11,053" "160,214" "160,214"
AT&T CORP COM 001957109 "167,020" "3,037,581" "3,037,581"
AT&T CORP COM L 001957208 "37,486" "1,020,718" "1,020,718"
ABBOTT LABS COM 002824100 "55,983" "1,294,018" "1,294,018"
ABERCROMBIE & FITCH CO CL A 002896207 "3,042" "70,227" "70,227"
ACNIELSEN CORP COM 004833109 "2,201" "72,263" "72,263"
ACXIOM CORP COM 005125109 902 "33,333" "33,333"
ADAPTEC INC COM 00651F108 "3,533" "92,364" "92,364"
ADELPHIA COMMUNICATIONS CL A 006848105 "3,068" "50,345" "50,345"
ADOBE SYS INC COM 00724F101 "4,444" "51,793" "51,793"
ADVANCED FIBRE COMMUNICA COM 00754A105 152 "10,458" "10,458"
ADVANCED MICRO DEVICES I COM 007903107 "2,339" "143,382" "143,382"
AETNA INC COM 008117103 "12,314" "143,048" "143,048"
AFFILIATED COMPUTER SERV CL A 008190100 "1,204" "23,201" "23,201"
AFTERMARKET TECHNOLOGY C COM 008318107 131 "11,778" "11,778"
AIR PRODS & CHEMS INC COM 009158106 "7,718" "218,516" "218,516"
AIRBORNE FGHT CORP COM 009266107 354 "14,128" "14,128"
ALBEMARLE CORP COM 012653101 268 "14,156" "14,156"
ALBERTO CULVER CO CL B 013068101 "1,403" "55,024" "55,024"
ALBERTSONS INC COM 013104104 "19,193" "366,564" "366,564"
ALCOA INC COM 013817101 "22,413" "363,030" "363,030"
ALLEGHANY CORP DEL COM 017175100 645 "3,624" "3,624"
ALLEGHENY ENERGY INC COM 017361106 "4,085" "120,823" "120,823"
ALLEGHENY TELEDYNE INC COM 017415100 "3,120" "130,588" "130,588"
ALLEGIANCE TELECOM INC COM 01747T102 "1,977" "36,695" "36,695"
ALLERGAN INC COM 018490102 "4,987" "52,705" "52,705"
ALLIANT CORP COM 018802108 "2,583" "86,295" "86,295"
ALLIEDSIGNAL INC COM 019512102 "28,521" "439,631" "439,631"
ALLIED WASTE INDS INC COM P 019589308 "2,417" "127,190" "127,190"
ALLMERICA FINL CORP COM 019754100 "2,406" "38,575" "38,575"
ALLSTATE CORP COM 020002101 "23,879" "683,973" "683,973"
ALLTEL CORP COM 020039103 "20,031" "273,463" "273,463"
ALTERA CORP COM 021441100 "5,418" "143,753" "143,753"
ALZA CORP DEL COM 022615108 "3,708" "75,281" "75,281"
AMAZON COM INC COM 023135106 "6,921" "64,566" "64,566"
AMBAC FINL GROUP INC COM 023139108 "4,014" "70,890" "70,890"
AMERADA HESS CORP COM 023551104 "4,324" "74,629" "74,629"
AMEREN CORP COM 023608102 "5,484" "139,265" "139,265"
AMERICA ONLINE INC DEL COM 02364J104 "93,205" "839,263" "839,263"
AMERICA WEST HLDG CORP CL B 023657208 237 "11,139" "11,139"
AMERICAN BANKERS INS GRO COM 024456105 "1,775" "32,456" "32,456"
AMERICAN BUSINESS PRODS COM 024763104 161 "10,039" "10,039"
AMERICAN EAGLE OUTFITTER COM 02553E106 534 "12,488" "12,488"
AMERICAN ELEC PWR INC COM 025537101 "6,802" "187,209" "187,209"
AMERICAN EXPRESS CO COM 025816109 "53,897" "391,645" "391,645"
AMERICAN FINL GROUP INC COM 025932104 "1,450" "41,870" "41,870"
AMERICAN GENERAL CORP COM 026351106 "16,444" "210,486" "210,486"
AMERICAN GREETINGS CORP CL A 026375105 "2,270" "73,657" "73,657"
AMERICAN HEALTH PPTYS IN COM 026494104 221 "12,040" "12,040"
AMERICAN HOME PRODS CORP COM 026609107 "57,787" "1,102,180" "1,102,180"
AMERICAN INTL GROUP INC COM 026874107 "117,338" "978,692" "978,692"
AMERICAN MGMT SYS INC COM 027352103 "1,585" "49,912" "49,912"
AMERICAN NATL INS CO COM 028591105 724 "9,993" "9,993"
AMERICAN PWR CONVERSION COM 029066107 "2,495" "116,702" "116,702"
AMERICAN STD COS INC DEL COM 029712106 "3,746" "77,041" "77,041"
AMERICAN TOWER CORP CL A 029912201 "2,056" "89,158" "89,158"
AMERICAN WTR WKS INC COM 030411102 "1,788" "59,608" "59,608"
AMERITRADE HLDG CORP CL A 03072H109 "1,495" "49,528" "49,528"
AMERITECH CORP NEW COM 030954101 "77,950" "1,047,183" "1,047,183"
AMGEN INC COM 031162100 "28,888" "400,176" "400,176"
AMSOUTH BANCORPORATION COM 032165102 "4,814" "207,054" "207,054"
ANADARKO PETE CORP COM 032511107 "3,090" "89,883" "89,883"
ANALOG DEVICES INC COM 032654105 "5,369" "125,584" "125,584"
ANDREW CORP COM 034425108 492 "23,549" "23,549"
ANDRX CORP COM 034551101 763 "11,483" "11,483"
ANHEUSER BUSCH COS INC COM 035229103 "33,561" "441,192" "441,192"
AON CORP COM 037389103 "7,208" "179,210" "179,210"
APACHE CORP COM 037411105 "3,409" "91,067" "91,067"
APARTMENT INVT & MGMT CO CL A 03748R101 "3,168" "77,510" "77,510"
APOLLO GROUP INC CL A 037604105 "1,298" "52,850" "52,850"
APPLE COMPUTER INC COM 037833100 "6,451" "122,637" "122,637"
APPLIED MICRO CIRCUITS C COM 03822W109 "1,473" "16,887" "16,887"
APPLIED MATLS INC COM 038222105 "19,576" "285,378" "285,378"
APTARGROUP INC COM 038336103 919 "31,087" "31,087"
ARCH CHEMICALS INC COM 03937R102 398 "17,310" "17,310"
ARCHER DANIELS MIDLAND C COM 039483102 "7,921" "551,131" "551,131"
ARCHSTONE CMNTYS TR SH BE 039581103 "1,379" "64,703" "64,703"
ARDEN RLTY GROUP INC COM 039793104 738 "31,148" "31,148"
ARMSTRONG WORLD INDS INC COM 042476101 "2,254" "40,241" "40,241"
ARROW ELECTRS INC COM 042735100 "2,224" "106,875" "106,875"
ASHLAND INC COM 044204105 "2,702" "67,242" "67,242"
ASSISTED LIVING CONCEPTS COM 04543L109 379 "134,800" "134,800"
ASSOCIATED BANC CORP COM 045487105 "1,304" "32,470" "32,470"
ASSOCIATED GROUP INC CL A 045651106 "1,425" "21,752" "21,752"
AT HOME CORP COM S 045919107 "5,497" "121,483" "121,483"
ASSOCIATES FIRST CAP COR CL A 046008108 "26,993" "671,687" "671,687"
ASTORIA FINL CORP COM 046265104 811 "19,478" "19,478"
ATLANTIC RICHFIELD CO COM 048825103 "25,370" "285,587" "285,587"
ATMEL CORP COM 049513104 "2,436" "82,239" "82,239"
AUTODESK INC COM 052769106 "1,167" "41,950" "41,950"
AUTOLIV INC COM 052800109 "2,769" "82,670" "82,670"
AUTOMATIC DATA PROCESSIN COM 053015103 "19,868" "474,226" "474,226"
AUTONATION INC COM 05329W102 "5,343" "344,688" "344,688"
AUTOZONE INC COM 053332102 "3,029" "118,772" "118,772"
AVALONBAY CMNTYS INC COM 053484101 "2,205" "64,040" "64,040"
AVERY DENNISON CORP COM 053611109 "5,653" "88,014" "88,014"
AVIALL INC NEW COM 05366B102 "1,852" "108,554" "108,554"
AVNET INC COM 053807103 "1,701" "33,255" "33,255"
AVON PRODS INC COM 054303102 "9,473" "189,384" "189,384"
BB&T CORP COM 054937107 "9,894" "274,840" "274,840"
BEC ENERGY COM 05538M101 "1,902" "44,030" "44,030"
BHC COMMUNICATIONS INC CL A 055448104 802 "6,270" "6,270"
BISYS GROUP INC COM 055472104 842 "15,465" "15,465"
BJS WHOLESALE CLUB INC COM 05548J106 "2,255" "69,377" "69,377"
BJ SVCS CO COM 055482103 "1,651" "59,226" "59,226"
BMC SOFTWARE INC COM 055921100 "9,295" "172,528" "172,528"
BAKER HUGHES INC COM 057224107 "9,985" "294,699" "294,699"
BALL CORP COM 058498106 "1,682" "37,332" "37,332"
BANK OF AMERICA CORPORAT COM 060505104 "116,495" "1,672,435" "1,672,435"
BANK NEW YORK INC COM 064057102 "28,924" "759,524" "759,524"
BANK ONE CORP COM 06423A103 "65,222" "1,143,414" "1,143,414"
BANKBOSTON CORP COM 06605R106 "14,839" "301,334" "301,334"
BARD C R INC COM 067383109 "2,649" "54,330" "54,330"
BARNES & NOBLE INC COM 067774109 854 "35,389" "35,389"
BATTLE MTN GOLD CO COM 071593107 40 "17,692" "17,692"
BAUSCH & LOMB INC COM 071707103 "3,935" "54,936" "54,936"
BAXTER INTL INC COM 071813109 "18,296" "270,963" "270,963"
BEA SYS INC COM 073325102 "1,583" "56,845" "56,845"
BEAR STEARNS COS INC COM 073902108 "5,641" "128,936" "128,936"
BECKMAN COULTER INC COM 075811109 "1,243" "26,657" "26,657"
BECTON DICKINSON & CO COM 075887109 "5,857" "214,020" "214,020"
BED BATH & BEYOND INC COM 075896100 "2,961" "78,569" "78,569"
BELL ATLANTIC CORP COM 077853109 "96,170" "1,469,219" "1,469,219"
BELLSOUTH CORP COM 079860102 "88,174" "1,858,426" "1,858,426"
BELO A H CORP DEL COM S 080555105 "1,841" "95,942" "95,942"
BEMIS INC COM 081437105 "1,947" "50,977" "50,977"
BERGEN BRUNSWIG CORP CL A 083739102 "1,942" "124,284" "124,284"
BEST BUY INC COM 086516101 "9,221" "134,123" "134,123"
BESTFOODS COM 08658U101 "11,270" "237,884" "237,884"
BEVERLY ENTERPRISES INC COM N 087851309 364 "53,498" "53,498"
BIOGEN INC COM 090597105 "8,885" "122,342" "122,342"
BIOMET INC COM 090613100 "3,322" "89,931" "89,931"
BLACK & DECKER CORP COM 091797100 "4,009" "66,964" "66,964"
BLOCK H & R INC COM 093671105 "3,875" "66,846" "66,846"
BLYTH INDS INC COM 09643P108 558 "18,356" "18,356"
BOEING CO COM 097023105 "43,096" "935,679" "935,679"
BOISE CASCADE CORP COM 097383103 "1,922" "44,031" "44,031"
BORDERS GROUP INC COM 099709107 304 "21,245" "21,245"
BORG-WARNER AUTOMOTIVE I COM 099724106 "4,666" "87,013" "87,013"
BOSTON PROPERTIES INC COM 101121101 923 "26,505" "26,505"
BOSTON SCIENTIFIC CORP COM 101137107 "8,380" "198,342" "198,342"
BOWATER INC COM 102183100 "2,320" "43,771" "43,771"
BRADLEY REAL ESTATE INC COM 104580105 435 "22,035" "22,035"
BRIGGS & STRATTON CORP COM 109043109 545 "8,865" "8,865"
BRINKER INTL INC COM 109641100 "2,360" "82,087" "82,087"
BRISTOL MYERS SQUIBB CO COM 110122108 "112,184" "1,582,035" "1,582,035"
BROADCOM CORP CL A 111320107 "4,393" "36,047" "36,047"
BROCADE COMMUNICATIONS S COM 111621108 212 "1,826" "1,826"
BROWN FORMAN CORP CL B 115637209 "3,342" "53,359" "53,359"
BROWNING FERRIS INDS COM 115885105 "7,924" "176,408" "176,408"
BRUNSWICK CORP COM 117043109 "2,125" "74,138" "74,138"
BURLINGTON NORTHN SANTA COM 12189T104 "15,302" "474,494" "474,494"
BURLINGTON RES INC COM 122014103 "7,022" "168,955" "168,955"
CCB FINL CORP COM 124875105 "1,734" "33,713" "33,713"
CBRL GROUP INC COM 12489V106 428 "26,655" "26,655"
CBS CORP COM 12490K107 "26,711" "587,520" "587,520"
CDW COMPUTER CTRS INC COM 125129106 813 "14,779" "14,779"
CIGNA CORP COM 125509109 "15,541" "173,033" "173,033"
CIT GROUP INC CL A 125577106 "1,624" "58,120" "58,120"
CKE RESTAURANTS INC COM 12561E105 264 "18,919" "18,919"
CMGI INC COM 125750109 "6,548" "67,763" "67,763"
CMS ENERGY CORP COM 125896100 "4,214" "107,877" "107,877"
CNET INC COM 125945105 "1,369" "32,128" "32,128"
CNA FINL CORP COM 126117100 705 "18,971" "18,971"
CNF TRANSN INC COM 12612W104 "2,322" "55,087" "55,087"
CNB BANCSHARES INC COM 126126101 645 "10,800" "10,800"
CSG SYS INTL INC COM 126349109 848 "31,840" "31,840"
CSX CORP COM 126408103 "8,144" "164,905" "164,905"
CVS CORP COM 126650100 "13,562" "285,114" "285,114"
CABLEVISION SYS CORP CL A 12686C109 "6,922" "97,837" "97,837"
CABLETRON SYS INC COM 126920107 "1,649" "125,664" "125,664"
CABOT CORP COM 127055101 795 "34,383" "34,383"
CADENCE DESIGN SYSTEM IN COM 127387108 "2,229" "202,625" "202,625"
CALLAWAY GOLF CO COM 131193104 394 "29,198" "29,198"
CALPINE CORP COM 131347106 "1,061" "14,997" "14,997"
CAMPBELL SOUP CO COM 134429109 "10,790" "243,140" "243,140"
CAPITAL ONE FINL CORP COM 14040H105 "6,559" "141,054" "141,054"
CARAUSTAR INDS INC COM 140909102 237 "9,230" "9,230"
CARDINAL HEALTH INC COM 14149Y108 "12,856" "197,790" "197,790"
CARLISLE COS INC COM 142339100 "1,614" "33,108" "33,108"
CAROLINA PWR & LT CO COM 144141108 "6,845" "160,699" "160,699"
CARRAMERICA RLTY CORP COM 144418100 840 "34,911" "34,911"
CASE CORP COM 14743R103 "3,084" "65,804" "65,804"
CATALINA MARKETING CORP COM 148867104 "1,029" "9,899" "9,899"
CATELLUS DEV CORP COM 149111106 870 "55,666" "55,666"
CATERPILLAR INC DEL COM 149123101 "21,250" "349,811" "349,811"
CENDANT CORP COM 151313103 "14,113" "655,055" "655,055"
CENTENNIAL CELLULAR CORP CL A 15133V208 365 "9,000" "9,000"
CENTEX CORP COM 152312104 "2,232" "64,788" "64,788"
CENTOCOR INC COM 152342101 "2,907" "50,667" "50,667"
CENTRAL & SOUTH WEST COR COM 152357109 "4,877" "220,177" "220,177"
CENTRAL NEWSPAPERS INC CL A 154647101 "1,627" "39,855" "39,855"
CENTRAL PKG CORP COM 154785109 534 "16,700" "16,700"
CENTURA BKS INC COM 15640T100 "1,052" "18,790" "18,790"
CENTURY COMMUNICATIONS C CL A 156503104 "2,895" "64,334" "64,334"
CENTURYTEL INC COM 156700106 "4,730" "113,117" "113,117"
CERIDIAN CORP COM 15677T106 "2,576" "84,802" "84,802"
CHAMPION INTL CORP COM 158525105 "5,017" "85,957" "85,957"
CHARTER ONE FINL INC COM 160903100 "5,421" "199,405" "199,405"
CHASE MANHATTAN CORP NEW COM 16161A108 "67,807" "813,889" "813,889"
CHECKFREE HLDGS CORP COM 162816102 896 "27,214" "27,214"
CHEVRON CORPORATION COM 166751107 "60,465" "643,257" "643,257"
CHIQUITA BRANDS INTL INC COM 170032106 286 "36,263" "36,263"
CHIRON CORP COM 170040109 "1,450" "64,253" "64,253"
CHRIS CRAFT INDS INC COM 170520100 556 "11,310" "11,310"
CHUBB CORP COM 171232101 "11,046" "167,804" "167,804"
CIBER INC COM 17163B102 400 "22,636" "22,636"
CIENA CORP COM 171779101 "2,956" "88,084" "88,084"
CINCINNATI BELL INC COM 171870108 "2,569" "120,877" "120,877"
CINCINNATI FINL CORP COM 172062101 "5,832" "158,705" "158,705"
CINERGY CORP COM 172474108 "2,143" "68,715" "68,715"
CIRCUIT CITY STORE INC CIRCT 172737108 "7,603" "172,788" "172,788"
CISCO SYS INC COM 17275R102 "154,105" "2,508,844" "2,508,844"
CINTAS CORP COM 172908105 "3,442" "52,600" "52,600"
CITIGROUP INC COM 172967101 "152,451" "3,171,039" "3,171,039"
CITIZENS UTILS CO DEL CL B 177342201 "3,418" "280,458" "280,458"
CITRIX SYS INC COM 177376100 "3,240" "60,993" "60,993"
CITY NATL CORP COM 178566105 "1,780" "51,307" "51,307"
CLAIRE'S STORES INC COM 179584107 614 "22,991" "22,991"
CLAYTON HOMES INC COM 184190106 "1,228" "117,091" "117,091"
CLEAR CHANNEL COMMUNICAT COM 184502102 "13,983" "196,776" "196,776"
CLOROX CO DEL COM 189054109 "9,095" "80,595" "80,595"
COAST FEDERAL LITIGATION RT 19034Q110 19 "13,700" "13,700"
COASTAL CORP COM 190441105 "7,532" "189,563" "189,563"
COCA COLA CO COM 191216100 "111,486" "1,756,473" "1,756,473"
COCA COLA ENTERPRISES IN COM 191219104 "5,571" "198,508" "198,508"
COLGATE PALMOLIVE CO COM 194162103 "21,959" "431,092" "431,092"
COLONIAL BANCGROUP INC COM 195493309 595 "41,421" "41,421"
COLUMBIA ENERGY GROUP COM 197648108 "4,009" "62,354" "62,354"
COLUMBIA/HCA HEALTHCARE COM 197677107 "11,695" "508,858" "508,858"
COMAIR HOLDINGS INC COM 199789108 "1,844" "76,227" "76,227"
COMCAST CORP CL A 200300200 "21,525" "544,936" "544,936"
COMDISCO INC COM 200336105 "2,858" "109,658" "109,658"
COMERICA INC COM 200340107 "10,468" "177,956" "177,956"
COMMERCE BANCSHARES INC COM 200525103 "2,645" "65,616" "65,616"
COMMERCIAL FEDERAL CORPO COM 201647104 713 "30,000" "30,000"
COMPASS BANCSHARES INC COM 20449H109 "3,563" "120,285" "120,285"
COMPAQ COMPUTER CORP COM 204493100 "35,365" "1,414,608" "1,414,608"
COMPUTER ASSOC INTL INC COM 204912109 "16,380" "331,640" "331,640"
COMPUSA INC COM 204932107 206 "30,807" "30,807"
COMPUTER SCIENCES CORP COM 205363104 "7,840" "112,098" "112,098"
COMPUWARE CORP COM 205638109 "6,863" "256,548" "256,548"
COMSAT CORP COM S 20564D107 "1,963" "53,847" "53,847"
COMVERSE TECHNOLOGY INC COM P 205862402 "3,540" "46,579" "46,579"
CONAGRA INC COM 205887102 "13,314" "492,365" "492,365"
CONCORD EFS INC COM 206197105 "3,486" "95,011" "95,011"
CONECTIV INC COM 206829103 "2,318" "96,581" "96,581"
CONEXANT SYSTEMS INC COM 207142100 "3,870" "59,084" "59,084"
CONOCO INC CL A 208251306 "3,599" "136,466" "136,466"
CONSECO INC COM 208464107 "10,066" "325,371" "325,371"
CONSOLIDATED EDISON INC COM 209115104 "10,578" "241,901" "241,901"
CONSOLIDATED FREIGHTWAYS COM 209232107 680 "63,261" "63,261"
CONSOLIDATED NAT GAS CO COM 209615103 "4,308" "68,906" "68,906"
CONSOLIDATED PAPERS INC COM 209759109 "1,644" "55,850" "55,850"
CONSOLIDATED STORES CORP COM 210149100 "1,289" "80,564" "80,564"
CONSTELLATION ENERGY COR COM 210371100 "4,694" "153,968" "153,968"
CONTIFINANCIAL CORP COM 21075V107 26 "14,799" "14,799"
CONTINENTAL AIRLS INC CL B 210795308 "2,239" "52,364" "52,364"
CONVERGYS CORP COM 212485106 575 "27,622" "27,622"
COOPER CAMERON CORP COM 216640102 "2,048" "58,306" "58,306"
COOPER INDS INC COM 216669101 "5,383" "97,564" "97,564"
COOPER TIRE & RUBR CO COM 216831107 "1,544" "70,186" "70,186"
COORS ADOLPH CO CL B 217016104 "1,895" "37,709" "37,709"
COPART INC COM 217204106 249 "10,870" "10,870"
CORDANT TECHNOLOGIES INC COM 218412104 "2,139" "45,152" "45,152"
CORNERSTONE PPTYS INC COM 21922H103 336 "21,680" "21,680"
CORNING INC COM 219350105 "13,736" "187,101" "187,101"
CORUS BANKSHARES INC COM 220873103 959 "30,575" "30,575"
COSTCO COMPANIES INC COM 22160Q102 "13,136" "167,677" "167,677"
COUNTRYWIDE CR INDS INC COM 222372104 "4,123" "101,987" "101,987"
COVAD COMMUNICATIONS GRO COM 222814204 "2,887" "52,018" "52,018"
COVANCE INC COM 222816100 "1,620" "75,999" "75,999"
COX COMMUNICATIONS INC N CL A 224044107 "3,431" "88,818" "88,818"
COX RADIO INC CL A 224051102 299 "5,295" "5,295"
CRANE CO COM 224399105 "2,008" "76,483" "76,483"
CRESCENT REAL ESTATE EQU COM 225756105 "2,159" "90,233" "90,233"
CRESTLINE CAP CORP COM 226153104 308 "17,091" "17,091"
CRITICAL PATH INC COM 22674V100 390 "9,619" "9,619"
CROMPTON & KNOWLES CORP COM 227111101 505 "25,014" "25,014"
CROWN AMERN RLTY TR SH BE 228186102 100 "14,308" "14,308"
CROWN CASTLE INTL CORP COM 228227104 727 "30,709" "30,709"
CROWN CORK & SEAL INC COM 228255105 "3,200" "108,477" "108,477"
CULLEN FROST BANKERS INC COM 229899109 "1,398" "53,000" "53,000"
CUMMINS ENGINE INC COM 231021106 "2,065" "31,881" "31,881"
CYPRUS AMAX MINERALS CO COM 232809103 725 "54,580" "54,580"
CYTEC INDS INC COM 232820100 330 "12,586" "12,586"
DQE INC COM 23329J104 "3,195" "78,893" "78,893"
DPL INC COM 233293109 "3,162" "164,256" "164,256"
DST SYS INC DEL COM 233326107 "1,695" "25,158" "25,158"
DTE ENERGY CO COM 233331107 "6,113" "148,752" "148,752"
DAL-TILE INTL INC COM 23426R108 131 "10,992" "10,992"
DANA CORP COM 235811106 "7,424" "162,723" "162,723"
DANAHER CORP DEL COM 235851102 "4,746" "80,352" "80,352"
DARDEN RESTAURANTS INC COM 237194105 "3,593" "170,508" "170,508"
DAYTON HUDSON CORP COM 239753106 "23,963" "366,605" "366,605"
DEAN FOODS CO COM 242361103 "1,747" "40,633" "40,633"
DEERE & CO COM 244199105 "7,213" "189,861" "189,861"
DELL COMPUTER CORP COM 247025109 "63,892" "1,612,408" "1,612,408"
DELPHI AUTOMOTIVE SYS CO COM 247126105 "9,270" "476,658" "476,658"
DELTA AIR LINES INC DEL COM 247361108 "7,745" "123,072" "123,072"
DELUXE CORP COM 248019101 "3,279" "86,591" "86,591"
DENTSPLY INTL INC NEW COM 249030107 762 "26,347" "26,347"
DEVON ENERGY CORP COM 251799102 531 "14,917" "14,917"
DEVRY INC DEL COM 251893103 "1,062" "48,400" "48,400"
DIAL CORP NEW COM 25247D101 "3,407" "99,063" "99,063"
DIAMOND OFFSHORE DRILLIN COM 25271C102 "1,765" "59,833" "59,833"
DIEBOLD INC COM 253651103 "1,795" "61,634" "61,634"
DILLARDS INC CL A 254067101 "3,701" "112,998" "112,998"
DIME BANCORP INC NEW COM 25429Q102 "2,880" "135,928" "135,928"
DISNEY WALT CO COM 254687106 "51,181" "1,887,604" "1,887,604"
DOLE FOOD INC COM 256605106 "1,229" "45,322" "45,322"
DOLLAR GEN CORP COM 256669102 "2,606" "92,034" "92,034"
DOLLAR TREE STORES INC COM 256747106 "1,850" "41,055" "41,055"
DOMINION RES INC VA COM 257470104 "8,181" "183,096" "183,096"
DONALDSON LUFKIN & JENRE COM D 257661108 "1,526" "28,234" "28,234"
DONALDSON LUFKIN & JENRE COM D 257661504 243 "9,323" "9,323"
DONNELLEY R R & SONS CO COM 257867101 "4,117" "124,443" "124,443"
DOUBLECLICK INC COM 258609304 "1,995" "23,471" "23,471"
DOVER CORP COM 260003108 "9,438" "223,853" "223,853"
DOW CHEM CO COM 260543103 "27,477" "215,474" "215,474"
DOW JONES & CO INC COM 260561105 "2,368" "46,261" "46,261"
DU PONT E I DE NEMOURS & COM 263534109 "73,529" "1,020,391" "1,020,391"
DUKE ENERGY CORP COM 264399106 "18,190" "322,691" "322,691"
DUKE REALTY INVT INC COM N 264411505 "1,116" "50,606" "50,606"
DUN & BRADSTREET CORP DE COM 26483B106 "6,114" "176,534" "176,534"
DYNEGY INC COM 26816L102 "1,531" "66,747" "66,747"
DYNEX CAP INC COM 26817Q100 25 "10,978" "10,978"
EEX CORP COM N 26842V207 238 "37,646" "37,646"
EG & G INC COM 268457108 772 "22,160" "22,160"
E M C CORP MASS COM 268648102 "46,799" "774,489" "774,489"
ENSCO INTL INC COM 26874Q100 "2,841" "143,392" "143,392"
E-TEK DYNAMICS INC COM 269240107 859 "19,230" "19,230"
E TRADE GROUP INC COM 269246104 "4,107" "129,365" "129,365"
EARTHLINK NETWORK INC COM 270322100 870 "15,527" "15,527"
EASTMAN CHEM CO COM 277432100 "4,413" "83,333" "83,333"
EASTMAN KODAK CO COM 277461109 "22,724" "318,784" "318,784"
EATON CORP COM 278058102 "5,934" "60,404" "60,404"
EBAY INC COM 278642103 "2,283" "21,005" "21,005"
ECHOSTAR COMMUNICATIONS CL A 278762109 "1,900" "26,212" "26,212"
ECOLAB INC COM 278865100 "2,843" "67,684" "67,684"
EDISON INTL COM 281020107 "10,048" "382,298" "382,298"
J D EDWARDS & CO COM 281667105 348 "21,082" "21,082"
EDWARDS AG INC COM 281760108 "2,807" "95,541" "95,541"
EL PASO ENERGY CORP DEL COM 283905107 "4,208" "113,935" "113,935"
ELECTRONIC ARTS INC COM 285512109 "2,246" "42,226" "42,226"
ELECTRONIC DATA SYS NEW COM 285661104 "20,418" "330,454" "330,454"
ELECTRONICS FOR IMAGING COM 286082102 "1,891" "33,546" "33,546"
EMERSON ELEC CO COM 291011104 "26,528" "427,868" "427,868"
ENERGY EAST CORP COM 29266M109 "3,628" "139,531" "139,531"
ENGELHARD CORP COM 292845104 "2,660" "122,104" "122,104"
ENRON CORP COM 293561106 "26,223" "311,361" "311,361"
ENRON OIL & GAS CO COM 293562104 "2,473" "122,129" "122,129"
ENTERGY CORP NEW COM 29364G103 "7,289" "238,512" "238,512"
ENTRUST TECHNOLOGIES INC COM 293848107 "1,520" "47,500" "47,500"
EQUIFAX INC COM 294429105 "4,588" "134,936" "134,936"
EQUITABLE COS INC COM 29444G107 "4,986" "74,910" "74,910"
EQUITABLE RES INC COM 294549100 271 "6,959" "6,959"
EQUITY OFFICE PROPERTIES COM 294741103 "5,887" "230,494" "230,494"
EQUITY RESIDENTIAL PPTYS SH BE 29476L107 "4,366" "102,243" "102,243"
ERIE INDTY CO CL A 29530P102 "1,103" "40,396" "40,396"
ETHAN ALLEN INTERIORS IN COM 297602104 427 "13,411" "13,411"
ETHYL CORP COM 297659104 90 "14,956" "14,956"
ETOYS INC COM 297862104 261 "7,100" "7,100"
EVEREST REINS HLDGS INC COM 299808105 "1,486" "43,779" "43,779"
EXODUS COMMUNICATIONS IN COM 302088109 "4,204" "31,695" "31,695"
EXPEDITORS INTL WASH INC COM 302130109 "2,865" "103,948" "103,948"
EXPRESS SCRIPTS INC CL A 302182100 794 "10,969" "10,969"
EXTREME NETWORKS INC COM 30226D106 795 "14,000" "14,000"
EXXON CORP COM 302290101 "180,792" "2,302,775" "2,302,775"
F M C CORP COM N 302491303 "2,032" "29,649" "29,649"
FPL GROUP INC COM 302571104 "8,753" "157,721" "157,721"
FAMILY DLR STORES INC COM 307000109 "2,906" "126,338" "126,338"
FASTENAL CO COM 311900104 "1,311" "23,000" "23,000"
FDX CORP COM 31304N107 "12,657" "272,540" "272,540"
FEDERAL HOME LN MTG CORP COM 313400301 "33,262" "554,362" "554,362"
FEDERAL MOGUL CORP COM 313549107 "3,042" "58,848" "58,848"
FEDERAL NATL MTG ASSN COM 313586109 "67,667" "972,290" "972,290"
FEDERATED DEPT STORES IN COM 31410H101 "10,798" "207,647" "207,647"
FEDERATED INVS INC PA CL B 314211103 527 "29,879" "29,879"
FELCOR LODGING TR INC COM 31430F101 386 "19,582" "19,582"
FIFTH THIRD BANCORP COM 316773100 "10,330" "148,493" "148,493"
FINANCIAL SEC ASSURN HLD COM 31769P100 339 "6,461" "6,461"
FINOVA GROUP INC COM 317928109 "2,613" "55,300,059" "100,059"
VORNADO RLTY TR SH BE 929042109 "2,446" "67,840" "67,840"
VULCAN MATLS CO COM 929160109 "4,985" "107,927" "107,927"
WACHOVIA CORP COM 929771103 "16,849" "208,976" "208,976"
WADDELL & REED FINL INC CL A 930059100 "1,147" "42,864" "42,864"
WAL MART STORES INC COM 931142103 "97,927" "2,149,485" "2,149,485"
WALGREEN CO COM 931422109 "22,690" "801,052" "801,052"
WALLACE COMPUTER SERVICE COM 932270101 "2,169" "87,850" "87,850"
WARNACO GROUP INC CL A 934390105 887 "32,389" "32,389"
WARNER LAMBERT CO COM 934488107 "46,892" "690,834" "690,834"
WASHINGTON FED INC COM 938824109 "1,243" "49,358" "49,358"
WASHINGTON MUT INC COM 939322103 "20,855" "588,376" "588,376"
WASHINGTON POST CO CL B 939640108 "3,624" "6,352" "6,352"
WASTE MGMT INC DEL COM 94106L109 "15,284" "444,021" "444,021"
WATERS CORP COM 941848103 "2,080" "41,030" "41,030"
WATSON PHARMACEUTICALS I COM 942683103 "2,334" "64,825" "64,825"
WAUSAU-MOSINEE PAPER COR COM 943315101 356 "21,468" "21,468"
WEATHERFORD INTL INC COM 947074100 "3,733" "99,388" "99,388"
WEIS MKTS INC COM 948849104 588 "15,248" "15,248"
WELLPOINT HEALTH NETWORK COM 94973H108 "4,566" "55,725" "55,725"
WELLS FARGO & CO NEW COM 949746101 "64,524" "1,532,320" "1,532,320"
WENDYS INTL INC COM 950590109 "2,359" "77,202" "77,202"
WESCO FINL CORP COM 950817106 446 "1,417" "1,417"
WESTAMERICA BANCORPORATI COM 957090103 671 "18,900" "18,900"
WESTERN DIGITAL CORP COM 958102105 279 "49,085" "49,085"
WESTERN RES INC COM 959425109 "1,972" "76,022" "76,022"
WESTERN WIRELESS CORP CL A 95988E204 "2,473" "82,421" "82,421"
WESTPOINT STEVENS INC COM 961238102 408 "12,903" "12,903"
WESTVACO CORP COM 961548104 "1,971" "63,576" "63,576"
WEYERHAEUSER CO COM 962166104 "11,485" "174,064" "174,064"
WHIRLPOOL CORP COM 963320106 "5,991" "77,677" "77,677"
WHITMAN CORP NEW COM 96647R107 "2,118" "114,884" "114,884"
WHITTMAN-HART INC COM 966834103 575 "22,870" "22,870"
WILEY JOHN & SONS INC CL A 968223206 257 "14,386" "14,386"
WILLAMETTE INDS INC COM 969133107 "4,573" "90,819" "90,819"
WILLIAMS COS INC DEL COM 969457100 "14,355" "343,761" "343,761"
WILLIAMS SONOMA INC COM 969904101 "1,533" "42,594" "42,594"
WILMINGTON TRUST CORP COM 971807102 "2,458" "43,648" "43,648"
WILSHIRE FINL SVCS GROUP COM 971867106 82 "229,400" "229,400"
WINN DIXIE STORES INC COM 974280109 "2,533" "62,543" "62,543"
WINSTAR COMMUNICATIONS I COM 975515107 "2,660" "43,969" "43,969"
WISCONSIN ENERGY CORP COM 976657106 "2,885" "111,316" "111,316"
WITCO CORP COM 977385103 421 "22,154" "22,154"
WORTHINGTON INDS INC COM 981811102 "1,031" "69,248" "69,248"
WRIGLEY WM JR CO COM 982526105 "6,260" "73,761" "73,761"
XILINX INC COM 983919101 "6,156" "104,562" "104,562"
XEROX CORP COM 984121103 "26,699" "522,889" "522,889"
YAHOO INC COM 984332106 "13,710" "94,472" "94,472"
YORK INTL CORP NEW COM 986670107 "1,815" "39,680" "39,680"
YOUNG & RUBICAM INC COM 987425105 971 "20,944" "20,944"
ZALE CORP NEW COM 988858106 856 "21,804" "21,804"
ZIONS BANCORPORATION COM 989701107 "3,035" "51,655" "51,655"
GRAND TOTAL "10,048,394"
THIS REPORT INCLUDES ASS T MEE ING CRITER IA:
1. THE ASSET IS ON THE 1 RTING CURRENT FE ED IS AS OF:30 #NAME?
2. THE ASSET MEETS THE F G CIR
THE ASSET IS AN EQUI URITY 7+8 IS NU MERIC) AND THE AFFILIATE H 0 UNITS.
OR
THE ASSET IS NOT AN (SECU TION 7+8 I S NON NUMERIC) AND THE AFF "ST 200,000
UNITS THE AFFILIATE HOLDS ION W VALUE GRE "ATER THAN 200," 0
VOTING RIGHTS AND OWNERS THIS ET TO SOLE FOR ALL ACCOU NTS. THIS M R NEEDS.
