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Previous: NISSAN AUTO RECEIVABLES 2000-C OWNER TRUST, 8-K, EX-1.1, 2000-11-15 |
Next: ALLEGHENY ENERGY INC, 8-K, 2000-11-16 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2000
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: State Street Bank & Trust Company
-----------------------------------------------------
Address: One Enterprise Drive, Mailstop W7A
North Quincy, MA 02171
-----------------------------------------------------
Form 13F File Number: 28-03742
--------
The institutional investment manager filing this report and the person by whom
it is signed hereby represent 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: /s/ Thomas C. Poppey
-------------------------
Title: Vice President
-------------------------
Phone: (617) 985-9972
-------------------------
Signature, Place, and Date of Signing:
/s/ Thomas C. Poppey North Quincy, MA 11/14/2000
-------------------- ---------------- ----------
[Signature] [City, State] [Date]
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).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
13F File Number Name
28-____________ ________________________________________
28-____________ ________________________________________
28-____________ ________________________________________
[Repeat as necessary.]
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:5
Number of Other Included Managers: 0
--------------
Form 13F Information Table Entry Total: 906
--------------
Form 13F Information Table Value Total: $6,203,577,202
--------------
List of Other Included Managers:
Provide a numbered list of the name(s) and 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
NONE
<PAGE>
<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- --------- ------- --- ---- ------- -------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ACE LTD COM G0070K103 16567425 422100 SOLE X 0 0
ELAN CORP PLC CONTINGENT VALUE G29539148 13175 13600 SOLE X 0 0
RT
EVEREST REINSURANCE GROUP LTD SHS G3223R108 5880600 118800 SOLE X 0 0
ORBOTECH LTD COM M75253100 4011328 73350 SOLE X 0 0
ADC TELECOMMUNICATIONS INC COM 886101 6698455 249100 SOLE X 0 0
AGL RES INC COM 1204106 5627531 280500 SOLE X 0 0
AK STL HLDG CORP COM 1547108 3018122 321933 SOLE X 0 0
AMB PPTY CORP COM 00163T109 2065706 84100 SOLE X 0 0
AMLI RESIDENTIAL PPTYS TR SH BEN INT 1735109 384000 16000 SOLE X 0 0
AMR CORP DEL COM 1765106 6367525 194800 SOLE X 0 0
AT + T CORP COM 1957109 42950598 1462148 SOLE X 0 0
AT+T CORP COM LIBERTY 1957208 1103976 61332 SOLE X 0 0
MEDIA GRP CL A
ABBOTT LABS COM NPV 2824100 47802928 1005055 SOLE X 0 0
ABERCROMBIE AND FITCH CO COM CL A 2896207 2809813 147400 SOLE X 0 0
ACTEL CORP COM 4934105 1250625 34800 SOLE X 0 0
ADELPHIA BUSINESS SOLUTIONS CL A 6847107 341381 28900 SOLE X 0 0
ADOBE SYS INC COM 00724F101 7312275 47100 SOLE X 0 0
ADVANCE PARADIAM INC COM 7491103 1206563 28600 SOLE X 0 0
ADVANCED DIGITAL INFORMATION COM 7525108 1026675 67600 SOLE X 0 0
ADVANCED MARKETING SVCS INC COM 00753T105 1487550 84400 SOLE X 0 0
AEROFLEX INC COM 7768104 899563 18500 SOLE X 0 0
ADVANCED ENERGY INDS INC COM 7973100 782100 23700 SOLE X 0 0
AETNA INC COM 8117103 19634125 338155 SOLE X 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 3329610 68038 SOLE X 0 0
AIRBORNE FGHT CORP COM 9266107 859825 84400 SOLE X 0 0
ALABAMA NATL BANCORPORATION DE COM 10317105 1152613 53300 SOLE X 0 0
ALBANY INTL CORP NEW CLASS A 12348108 1584000 132000 SOLE X 0 0
ALBANY MOLECULAR RESH INC COM 12423109 1095656 19500 SOLE X 0 0
ALBEMARLE CORP COM 12653101 3553000 176000 SOLE X 0 0
ALBERTSONS INC COM 13104104 11709054 557574 SOLE X 0 0
ALEXANDRIA REAL ESTATE EQUIT COM 15271109 614194 17900 SOLE X 0 0
ALEXION PHARMACEUTICALS INC COM 15351109 490200 4300 SOLE X 0 0
ALLEGHENY ENERGY INC COM 17361106 2627300 68800 SOLE X 0 0
ALLETE COM 18522102 3887363 175700 SOLE X 0 0
ALLIED WASTE INDUSTRIES INC 19589308 2646919 288100 SOLE X 0 0
ALLSTATE CORP COM 20002101 52910941 1522617 SOLE X 0 0
ALPHARMAINC CL A 20813101 2224950 36400 SOLE X 0 0
ALTERA CORP 21441100 2941400 61600 SOLE X 0 0
AMBAC FINL GROUP INC COM 23139108 5955225 81300 SOLE X 0 0
AMERADA HESS CORP COM NPV 23551104 6998316 104550 SOLE X 0 0
AMERICA ONLINE INC DEL COM 02364J104 46490740 864944 SOLE X 0 0
AMERICA WEST HLDG CORP CL B 23657208 976219 80100 SOLE X 0 0
AMERICAN ELEC PWR INC COM 25537101 7634070 195120 SOLE X 0 0
AMERICAN EXPRESS CO COM 25816109 440984 7259 SOLE X 0 0
AMERICAN GEN CORP COM 26351106 10227906 131127 SOLE X 0 0
AMERICAN GREETINGS CORP CL A 26375105 2250500 128600 SOLE X 0 0
AMERICAN INTL GROUP INC COM 26874107 2079864 21736 SOLE X 0 0
AMERICAN WTR WKS INC COM 30411102 2623950 95200 SOLE X 0 0
AMERICREDIT CORP COM 03060R101 2477875 86000 SOLE X 0 0
AMERISOURCE HEALTH CORP CL A 03071P102 2585000 55000 SOLE X 0 0
AMETEK AEROSPACE PRODS INC COM 31100100 4784138 225800 SOLE X 0 0
AMGEN INC COM 31162100 1270872 18200 SOLE X 0 0
AMTRAN INC 03234G106 187031 17100 SOLE X 0 0
ANADIGICS INC COM 32515108 643838 29100 SOLE X 0 0
ANALOG DEVICES INC COM 32654105 7348063 89000 SOLE X 0 0
ANAREN MICROWAVE INC COM 32744104 657781 4850 SOLE X 0 0
ANCHOR GAMING COM 33037102 2092494 26300 SOLE X 0 0
ANDOVER BANCORP INC DEL 34258103 1019432 33424 SOLE X 0 0
ANDREW CORP COM 34425108 2736594 104500 SOLE X 0 0
ANHEUSER BUSCH COS INC COM 35229103 13848881 327300 SOLE X 0 0
APARTMENT INVT. + MGMT CO CLASS A 03748R101 2899266 62942 SOLE X 0 0
APOLLO GROUP INC CL A 37604105 4557713 114300 SOLE X 0 0
APPLE COMPUTER COM NPV 37833100 3321750 129000 SOLE X 0 0
APRIA HEALTHCARE GROUP INC COM 37933108 2628613 188600 SOLE X 0 0
APPLIED INDL TECHNOLOGIES INC COM 03820C105 1075106 62100 SOLE X 0 0
APPLIED MATERIALS INC COM 38222105 15112825 254800 SOLE X 0 0
APPLIED SCIENCE + TECH INC COM 38236105 653425 44300 SOLE X 0 0
ARACRUZ CELULOSE S A SPONSORED ADR 38496204 3494688 211000 SOLE X 0 0
ARCHER DANIELS MIDLAND CO COM 39483102 11307842 1311054 SOLE X 0 0
ARCHSTONE CMNTYS TR SH BEN INT 39581103 3217688 131000 SOLE X 0 0
ARDEN RLTY INC COM 39793104 1673100 62400 SOLE X 0 0
AREMISSOFT CORP DE COM 40026106 1095000 29200 SOLE X 0 0
ARKANSAS BEST CORP COM 40790107 588863 38300 SOLE X 0 0
ARMSTRONG HLDGS INC COM 42384107 2270513 190200 SOLE X 0 0
ARROW ELECTRS INC COM 42735100 7786688 228600 SOLE X 0 0
ARROW INTERNATIONAL INC 42764100 1862400 51200 SOLE X 0 0
ARVINMERITOR INC COM 43353101 3621938 246600 SOLE X 0 0
ASSOCIATED BANC CORP COM 45487105 367500 14000 SOLE X 0 0
ASSOCIATED ESTATES RLTY CORP COM 45604105 164475 20400 SOLE X 0 0
ASSOCIATES FIRST CAP CORP CL A 46008108 4890600 128700 SOLE X 0 0
ASYST TECHNOLOGIES INC COM 04648X107 741150 36600 SOLE X 0 0
ATLAS AIR INC COM 49164106 870350 20600 SOLE X 0 0
ATMEL CORP COM 49513104 5432569 357700 SOLE X 0 0
ATWOOD OCEANICS INC COM 50095108 1696681 40700 SOLE X 0 0
AURORA BIOSCIENCE CORP COM 51920106 557600 8200 SOLE X 0 0
AUTODESK INCORPORATED COM STK NPV 52769106 1020075 40200 SOLE X 0 0
AUTOMATIC DATA PROCESSING INC COM 53015103 21272938 318100 SOLE X 0 0
AUTOZONE INC COM 53332102 1458806 64300 SOLE X 0 0
AVALONBAY CMNTYS INC COM 53484101 2953144 61927 SOLE X 0 0
AVANT CORP COM 53487104 1671700 91600 SOLE X 0 0
AVIATION SALES CO COM 53672101 253050 48200 SOLE X 0 0
AVISTA CORP COM 05379B107 564750 25100 SOLE X 0 0
AVNET INC COM 53807103 6117650 215600 SOLE X 0 0
AVOCENT CORP COM 53893103 6040983 109587 SOLE X 0 0
AVON PRODS INC COM 54303102 9883575 241800 SOLE X 0 0
BJS WHSL CLUB INC COM 05548J106 4385063 128500 SOLE X 0 0
BJ SVCS CO COM 55482103 7359450 120400 SOLE X 0 0
BRE PPTYS INC COM 5.56E+109 1347200 42100 SOLE X 0 0
BSB BANCORP INC COM 55652101 315488 14100 SOLE X 0 0
BACOU USA INC COM 56439102 1099750 42400 SOLE X 0 0
BALL CORP COM 58498106 1549519 48900 SOLE X 0 0
BANCORPSOUTH INC COM 59692103 673109 46825 SOLE X 0 0
BANDAG INC COM 59815100 5728438 159400 SOLE X 0 0
BANK AMER CORP COM 60505104 55052358 1051119 SOLE X 0 0
BANK ONE CORP COM 06423A103 23190257 600395 SOLE X 0 0
BANKNORTH GROUP INC NEW COM 06646R107 5485838 306900 SOLE X 0 0
BANTA CORP COM STK 66821109 5377125 220600 SOLE X 0 0
BARD C R INC COM 67383109 16980275 401900 SOLE X 0 0
BARRICK GOLD CORP COM 67901108 1733925 113700 SOLE X 0 0
BARR LABS INC COM 68306109 1989375 30000 SOLE X 0 0
BARRA INC COM 68313105 1073681 17300 SOLE X 0 0
BASIN EXPL INC COM 70107107 700050 35900 SOLE X 0 0
BAUSCH + LOMB INC COM 71707103 15251819 391700 SOLE X 0 0
BAXTER INTL INC COM 71813109 13743713 172200 SOLE X 0 0
BEBE STORES INC COM 75571109 718463 48300 SOLE X 0 0
BECKMAN COULTER INC COM 75811109 1002625 13000 SOLE X 0 0
BECTON DICKINSON + CO COM 75887109 22906772 866450 SOLE X 0 0
BEDFORD PPTY INVS INC COM PAR 0.02 76446301 239688 11800 SOLE X 0 0
DOLLARS
BELDEN INC COM 77459105 1471838 62300 SOLE X 0 0
BELLSOUTH CORP COM 79860102 38659119 960475 SOLE X 0 0
BELO A H CORP COM SER A 80555105 3294781 178700 SOLE X 0 0
BEST BUY CO INC COM STK USD0.10 86516101 2958563 46500 SOLE X 0 0
BESTFOODS COM 08658U101 1695075 23300 SOLE X 0 0
BIO TECHNOLOGY GEN CORP COM 90578105 339694 29700 SOLE X 0 0
BIOMATRIX INC 09060P102 1165500 66600 SOLE X 0 0
BIOMET INC COM 90613100 2129750 60850 SOLE X 0 0
BIOSITE DIAGNOSTICS INC COM 90945106 295075 7400 SOLE X 0 0
BLACK BOX CORP COM 91826107 1025750 22000 SOLE X 0 0
BLANCH E W HLDGS INC 93210102 1236700 59600 SOLE X 0 0
BLOCK DRUG INC CL A 93644102 1203188 27900 SOLE X 0 0
BOB EVANS FARMS INC COM 96761101 3191250 172500 SOLE X 0 0
BOEING CO COM 97023105 379071 6017 SOLE X 0 0
BORDERS GROUP INC COM 99709107 2171463 155800 SOLE X 0 0
BORG WARNER AUTOMOTIVE INC COM 99724106 2222688 67100 SOLE X 0 0
BOSTON PPTYS INC COM 101121101 2872519 66900 SOLE X 0 0
BOSTON SCIENTIFIC CORP COM 101137107 9080075 552400 SOLE X 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 1455975 71900 SOLE X 0 0
BRIGGS + STRATTON CORP COM 109043109 9714031 256900 SOLE X 0 0
BRINKER INTL INC COM 109641100 352463 11700 SOLE X 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 69600072 1218382 SOLE X 0 0
BROADCOM CORP CL A 111320107 3656250 15000 SOLE X 0 0
BROADWING INC COM 111620100 4695831 183700 SOLE X 0 0
BROOKTROUT INC COM 114580103 1841206 55900 SOLE X 0 0
BROWN SHOE INC NEW COM 115736100 867300 94400 SOLE X 0 0
BRUNSWICK CORP COM 117043109 12510375 685500 SOLE X 0 0
BURLINGTON NORTHN SANTA FE COM 12189T104 3391932 157307 SOLE X 0 0
BURNHAM PAC PPTYS INC 12232C108 343744 56700 SOLE X 0 0
BUTLER MFG CO DEL COM 123655102 444827 19393 SOLE X 0 0
CBL + ASSOC PPTYS INC COM 124830100 573931 22900 SOLE X 0 0
CB RICHARD ELLIS SVCS INC COM 12489L108 910175 74300 SOLE X 0 0
C CUBE MICROSYSTEMS INC NEW COM 12501N108 973750 47500 SOLE X 0 0
C D I CORP COM 125071100 828800 51800 SOLE X 0 0
CDW COMPUTER CTRS INC COM 125129106 1745700 25300 SOLE X 0 0
CH ENERGY GROUP INC COM 12541M102 921113 23100 SOLE X 0 0
CIGNA CORP COM 125509109 21642120 207300 SOLE X 0 0
CNA SURETY CORP COM 12612L108 1271900 110600 SOLE X 0 0
CNF TRANSN INC COM 12612W104 4556800 204800 SOLE X 0 0
CSG SYS INTL INC COM 126349109 2528800 87200 SOLE X 0 0
CSX CORP COM 126408103 5325522 244150 SOLE X 0 0
CABOT INDL TR COM SH BEN INT 127072106 791519 39700 SOLE X 0 0
CACI INC CL A 127190304 1464181 68300 SOLE X 0 0
CADENCE DESIGN SYS INC COM 127387108 5391806 209900 SOLE X 0 0
CALPINE CORP COM 131347106 14591625 139800 SOLE X 0 0
CAMBRIDGE TECHNOLOGY PARNERS M COM 132524109 87500 20000 SOLE X 0 0
CAMDEN PPTY TR 133131102 2047643 66053 SOLE X 0 0
CAMINUS CORP COM 133766105 1208400 30400 SOLE X 0 0
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 406900 31300 SOLE X 0 0
CARAUSTAR INDS INC COM 140909102 900488 81400 SOLE X 0 0
CARDINAL HEALTH INC COM 14149Y108 16640981 188700 SOLE X 0 0
CARRAMERICA RLTY CORP COM 144418100 1990450 65800 SOLE X 0 0
CARRIER ACCESS CORP COM 144460102 1166956 58900 SOLE X 0 0
CASEYS GEN STORES INC COM 147528103 3714100 285700 SOLE X 0 0
CATAPULT COMMUNICATIONS CORP COM 149016107 519638 27900 SOLE X 0 0
CATERPILLAR INC COM 149123101 6592658 195338 SOLE X 0 0
CELL GENESYS INC COM 150921104 465000 15500 SOLE X 0 0
CELL THERAPEUTICS INC CDT COM 150934107 626863 9400 SOLE X 0 0
CENTER TR INC COM 151845104 162000 27000 SOLE X 0 0
CENTERPOINT PPTYS TR COM 151895109 1750375 38000 SOLE X 0 0
CENTEX CONSTR PRODS INC COM 15231R109 1329950 53600 SOLE X 0 0
CHAMPIONSHIP AUTO RACING TEAM COM 158711101 1399125 57400 SOLE X 0 0
CHATEAU CMNTYS INC COM 161726104 1338695 49928 SOLE X 0 0
CHATTEM INC COM 162456107 318431 33300 SOLE X 0 0
CHEAP TICKETS INC COM 162672109 463763 44700 SOLE X 0 0
CHECKFREE CORP NEW COM 162813109 1026320 24500 SOLE X 0 0
CHELSEA GCA REALTY INC COM 163262108 1109950 31600 SOLE X 0 0
CHEVRON CORP COM 166751107 28832829 338215 SOLE X 0 0
CHILDRENS PL RETAIL STORES INC COM 168905107 1272050 49400 SOLE X 0 0
CHIRON CORP COM STK 170040109 7483500 166300 SOLE X 0 0
CHURCH + DWIGHT INC COM 171340102 6879600 374400 SOLE X 0 0
CINERGY CORP COM 172474108 6096725 184400 SOLE X 0 0
CIRCOR INTL INC COM 17273K109 345469 33500 SOLE X 0 0
CISCO SYS INC COM 17275R102 123163134 2229197 SOLE X 0 0
CINTAS CORP COM 172908105 6142313 141000 SOLE X 0 0
CITIGROUP INC COM 172967101 42458579 785361 SOLE X 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 2531200 44800 SOLE X 0 0
COASTAL CORP COM 190441105 674538 9100 SOLE X 0 0
COCA COLA CO COM 191216100 6218100 112800 SOLE X 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 826800 21200 SOLE X 0 0
COHU INC COM 192576106 486938 31800 SOLE X 0 0
COLONIAL PPTYS TR COM SH BEN INT 195872106 1135388 44200 SOLE X 0 0
COMCAST CORP CL A SPL 200300200 2931125 71600 SOLE X 0 0
COMDISCO INC COM 200336105 4125125 216400 SOLE X 0 0
COMERICA INC COM 200340107 870719 14900 SOLE X 0 0
COMMERCE GROUP INC MASS COM 200641108 1050431 36300 SOLE X 0 0
COMPANIA ANON NACL TELE DE VEZ SPON ADR REPST 7 204421101 3090635 126471 SOLE X 0 0
CL D SHRS
COMPANIA DE TELECOM DE CHILE SPONSORED ADR 204449300 5599215 322257 SOLE X 0 0
NEW
COMPASS BANCSHARES INC COM 20449H109 795600 40800 SOLE X 0 0
COMPAQ COMPUTER CORP COM 204493100 16223576 588237 SOLE X 0 0
COMPUTER ASSOC INTL INC COM 204912109 6104417 242359 SOLE X 0 0
COMPUWARE CORP COM 205638109 876863 104700 SOLE X 0 0
COMVERSE TECHNOLOGY INC COM NEW 205862402 3801600 35200 SOLE X 0 0
CONAGRA INC COM 205887102 21264244 1059900 SOLE X 0 0
CONCORD EFS INC COM 206197105 7138641 201000 SOLE X 0 0
CONECTIV INC COM 206829103 5063988 283300 SOLE X 0 0
CONMED CORP 207410101 1045725 76400 SOLE X 0 0
CONOCO INC CL B 208251405 35091481 1302700 SOLE X 0 0
CONSECO INC COM STK 208464107 4628375 607000 SOLE X 0 0
CONSOL ENERGY INC COM 20854P109 3851788 239800 SOLE X 0 0
CONSOLIDATED EDISON INC COM 209115104 7087763 207700 SOLE X 0 0
COOPER CAMERON CORP COM 216640102 891619 12100 SOLE X 0 0
COOPER COS INC COM NEW 216648402 1117850 31600 SOLE X 0 0
COOPER INDS INC COM 216669101 17903475 507900 SOLE X 0 0
CORNING INC COM 219350105 20136600 67800 SOLE X 0 0
CORUS BANKSHARES INC COM 220873103 1658078 45958 SOLE X 0 0
COUSINS PPTYS INC COM 222795106 2308150 53600 SOLE X 0 0
COVENANT TRANS INC CL A 22284P105 567131 60900 SOLE X 0 0
COVENTRY HELATH CARE INC COM 222862104 1424775 94200 SOLE X 0 0
CREDENCE SYSTEMS CORP COM 225302108 2859000 95300 SOLE X 0 0
CREDITRUST CORP COM 225429109 4611 22700 SOLE X 0 0
CRESCENT REAL ESTATE EQUITIES COM 225756105 2652956 118900 SOLE X 0 0
CROWN AMERICAN RLTY 228186102 147319 24300 SOLE X 0 0
CROWN CORK + SEAL INC COM 228255105 11947556 1117900 SOLE X 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 291550 5600 SOLE X 0 0
CUMMINS ENGINE INC COM 231021106 14648419 489300 SOLE X 0 0
CURAGEN CORP COM 23126R101 820531 15400 SOLE X 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 7759719 186700 SOLE X 0 0
CYTEC INDS INC COM 232820100 10131563 303000 SOLE X 0 0
DDI CORPORATION COM 233162106 703575 15900 SOLE X 0 0
D.R.HORTON INC COM 23331A109 1677363 97592 SOLE X 0 0
DSP GROUP INC COM 23332B106 2455538 65700 SOLE X 0 0
DST SYS INC DEL COM 233326107 7191000 61200 SOLE X 0 0
DTE ENERGY CO COM 233331107 5894325 154100 SOLE X 0 0
DVI INC 233343102 1323694 68100 SOLE X 0 0
DANA CORP COM 235811106 5924540 275560 SOLE X 0 0
DARDEN RESTAURANTS INC COM 237194105 5519475 265200 SOLE X 0 0
DEAN FOODS CO COM 242361103 2962575 89100 SOLE X 0 0
DEERE + CO COM 244199105 2942625 88500 SOLE X 0 0
DELL COMPUTER CORP COM 247025109 24209381 785700 SOLE X 0 0
DELPHI AUTOMOTIVE SYS CORP COM 247126105 1743761 115290 SOLE X 0 0
DELTA AIR LINES INC DE COM 247361108 10583438 238500 SOLE X 0 0
DELUXE CORP COM 248019101 5685469 279900 SOLE X 0 0
DENTSPLY INTL INC NEW 249030107 4461519 127700 SOLE X 0 0
DEPARTMENT 56 INC COM 249509100 618494 46900 SOLE X 0 0
DEVELOPERS DIVERSIFIED RLTY COM 251591103 1134288 88100 SOLE X 0 0
DIAGNOSTIC PRODS CORP COM STK 252450101 1683825 31400 SOLE X 0 0
DIAMOND TECHNOLOGY PARTNER INC CL A 252762109 1076625 14500 SOLE X 0 0
DIEBOLD INC COM 253651103 3917969 147500 SOLE X 0 0
DIME CMNTY BANCORP INC COM 253922108 1403325 56700 SOLE X 0 0
DILLARDS INC CL A 254067101 7552250 710800 SOLE X 0 0
DIME BANCORP INC NEW COM USD0.01 25429Q102 6210000 288000 SOLE X 0 0
DISNEY WALT CO DISNEY COM 254687106 32025195 837260 SOLE X 0 0
DITECH COMMUNICATIONS CORP COM 25500M103 565800 13800 SOLE X 0 0
DIVERSA CORP COM 255064107 234900 8700 SOLE X 0 0
DOLLAR THRIFTY AUTOMOTIVE GRP COM 256743105 1815025 91900 SOLE X 0 0
DONALDSON INC COM 257651109 2501400 113700 SOLE X 0 0
DONNELLEY R R + SONS CO COM 257867101 7135406 290500 SOLE X 0 0
DOW CHEM CO COM 260543103 6585221 264069 SOLE X 0 0
DOWNEY FINL CORP COM 261018105 1753800 44400 SOLE X 0 0
DSET CORP COM 262504103 649688 31500 SOLE X 0 0
DU PONT E I DE NEMOURS + CO COM 263534109 413315112 9974422 SOLE X 0 0
DUKE WEEKS RLTY CORP COM NEW 264411505 2999751 124342 SOLE X 0 0
DYCOM INDS INC COM 267475101 949050 22800 SOLE X 0 0
DYNEGY INC NEW CL A 26816Q101 7239000 127000 SOLE X 0 0
E M C CORP MASS COM 268648102 66891533 674820 SOLE X 0 0
ENSCO INTL INC COM 26874Q100 10530225 275300 SOLE X 0 0
ESS TECHNOLOGY INC COM 269151106 884513 61800 SOLE X 0 0
E TRADE GROUP INC COM 269246104 2120438 129000 SOLE X 0 0
EASTMAN CHEM CO COM 277432100 1961381 53100 SOLE X 0 0
EASTMAN KODAK CO COM 277461109 17807235 435651 SOLE X 0 0
EATON CORP COM 278058102 5238125 85000 SOLE X 0 0
EATON VANCE CORP COM NON VTG 278265103 1790100 35100 SOLE X 0 0
EDISON INTL COM 281020107 5490988 284323 SOLE X 0 0
EDWARDS A G INC COM 281760108 11738925 224400 SOLE X 0 0
ELECTRO SCIENTIFIC INDS INC COM 285229100 1032675 29400 SOLE X 0 0
ELECTROGLAS INC COM 285324109 865069 50700 SOLE X 0 0
ELECTRONIC DATA SYS CORP NEW COM 285661104 7434684 179149 SOLE X 0 0
EMBRAER EMPRESA BRASILEIRA DE SPNSRD ADR 29081M102 4650000 150000 SOLE X 0 0
REPSTG PFD SHS
ENERGEN CORP COM 29265N108 1350650 45400 SOLE X 0 0
ENERGY EAST CORP COM 29266M109 5373438 237500 SOLE X 0 0
ENERSIS S A SPONSORED ADR 29274F104 5216498 292856 SOLE X 0 0
ENHANCE FINL SVCS GROUP INC COM 293310108 864500 66500 SOLE X 0 0
ENTERGY CORP COM 29364G103 3780875 101500 SOLE X 0 0
ENZON INC COM 293904108 765600 11600 SOLE X 0 0
ENZO BIOCHEM INC COM 294100102 358900 7400 SOLE X 0 0
EQUITY INNS INC COM 294703103 245788 37100 SOLE X 0 0
EQUITY OFFICE PPTYS TR COM 294741103 8045001 258994 SOLE X 0 0
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 6078528 126636 SOLE X 0 0
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PEROT SYS CORP CDT CL A 714265105 1086825 101100 SOLE X 0 0
PHARMACYCLICS INC COM 716933106 302713 6100 SOLE X 0 0
PFIZER INC COM 717081103 57434664 1278101 SOLE X 0 0
PHARMACEUTICAL PROD DEV INC COM 717124101 1166094 43900 SOLE X 0 0
PHARMACIA CORP COM 71713U102 3520969 58500 SOLE X 0 0
PHILIP MORRIS COS INC COM 718154107 56945019 1934438 SOLE X 0 0
PHILLIPS PETE CO COM 718507106 15223150 242600 SOLE X 0 0
PHOENIX TECHNOLOGY LTD COM RTS CALLABLE 719153108 894094 56100 SOLE X 0 0
THRU 10/31/99
PHOTRONICS INC 719405102 682731 31300 SOLE X 0 0
PINNACLE WEST CAP CORP COM 723484101 11095838 218100 SOLE X 0 0
PIONEER NAT RES CO COM 723787107 909419 64100 SOLE X 0 0
PITNEY BOWES INC COM 724479100 8597375 218000 SOLE X 0 0
PLANTRONICS INC NEW COM 727493108 1147600 30200 SOLE X 0 0
PLEXUS CORP COM 729132100 1191450 16900 SOLE X 0 0
POLARIS INDS INC COM 731068102 687375 19500 SOLE X 0 0
POST PPTYS INC COM 737464107 1590031 36500 SOLE X 0 0
POWER INTEGRATIONS COM 739276103 773531 55500 SOLE X 0 0
PRAXAIR INC COM 74005P104 3307688 88500 SOLE X 0 0
PRECISION CASTPARTS CORP COM 740189105 7740238 201700 SOLE X 0 0
PRENTISS PPTYS TR SH BEN INT 740706106 1617138 61900 SOLE X 0 0
PRICE COMMUNICATIONS CORP COM 741437305 727725 37200 SOLE X 0 0
PRIME RETAIL INC COM 741570105 13818 40198 SOLE X 0 0
PRIME GROUP RLTY TR SH BEN INT 74158J103 296100 18800 SOLE X 0 0
PRIORITY HEALTHCARE CORP CL B 74264T102 2295125 30100 SOLE X 0 0
PROCTER + GAMBLE CO COM 742718109 15048937 224611 SOLE X 0 0
PROGRESS SOFTWARE CORP COM 743312100 1016425 74600 SOLE X 0 0
PROLOGIS TR SH BEN INT 743410102 3752025 157980 SOLE X 0 0
PROTECTIVE LIFE CORP COM 743674103 2739538 91700 SOLE X 0 0
PROVIDENT FINL GROUP INC COM 743866105 5081875 173000 SOLE X 0 0
PROVIDIAN FINL CORP COM 74406A102 952500 7500 SOLE X 0 0
PUBLIC SVC CO NM COM 744499104 7239825 279800 SOLE X 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 35026063 783800 SOLE X 0 0
PUBLIC STORAGE INC COM 74460D109 2870298 119908 SOLE X 0 0
PUGET SOUND ENERGY INC COM RTS CALLABLE 745332106 4214788 166100 SOLE X 0 0
THRU 25JAN01
PULITZER INC COM 745769109 1473185 34300 SOLE X 0 0
PULTE CORP COM 745867101 1405800 42600 SOLE X 0 0
QRS CORP COM 74726X105 867600 57600 SOLE X 0 0
QLOGIC CORP COM 747277101 4620000 52500 SOLE X 0 0
QUAKER OATS CO COM 747402105 783338 9900 SOLE X 0 0
QUALCOMM INC COM 747525103 3655125 51300 SOLE X 0 0
QUANEX CORP COM 747620102 1172344 61500 SOLE X 0 0
QUANTUM CORP DSSG COM 747906204 3273081 217300 SOLE X 0 0
QUESTAR CORP COM 748356102 3607281 129700 SOLE X 0 0
QUORUM HEALTH GROUP INC COM 749084109 1077700 82900 SOLE X 0 0
RFS HOTEL INVS INC COM 74955J108 320675 25400 SOLE X 0 0
R G S ENERGY GROUP INC COM 74956K104 1355819 48100 SOLE X 0 0
RADIAN GROUP INC COM 750236101 3091500 45800 SOLE X 0 0
RADISYS CORP COM 750459109 2250031 44500 SOLE X 0 0
RATIONAL SOFTWARE CORP COM NEW 75409P202 12314063 177500 SOLE X 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1189044 36100 SOLE X 0 0
RAYONIER INC COM 754907103 2889375 80400 SOLE X 0 0
RAYTHEON CO CL A 755111309 1127850 41200 SOLE X 0 0
RAZORFISH INC CL A 755236106 787003 76200 SOLE X 0 0
RECKSON ASSOCS RLTY CORP COM 75621K106 1810500 71000 SOLE X 0 0
REEBOK INTL LTD COM 758110100 1442919 76700 SOLE X 0 0
REGAL BELOIT CORP COM 758750103 1361888 80300 SOLE X 0 0
REGIS CORP MINNESOTA COM 758932107 1101000 73400 SOLE X 0 0
REGENCY RLTY CORP COM 758939102 1479469 64500 SOLE X 0 0
REMEDY CORP COM 759548100 822950 43600 SOLE X 0 0
REYNOLDS + REYNOLDS CO CL A 761695105 2679150 134800 SOLE X 0 0
RICHMOND CNTY FINL CORP COM 764556106 1436738 59400 SOLE X 0 0
RITE AID CORP COM 767754104 8366400 2091600 SOLE X 0 0
ROADWAY EXPRESS INC DEL COM 769742107 844856 47100 SOLE X 0 0
ROBERT HALF INTL INC COM 770323103 8318063 239800 SOLE X 0 0
ROCK TENN CO COM CL A 772739207 731400 73600 SOLE X 0 0
ROCKWELL INTL CORP NEW COM 773903109 7063375 233500 SOLE X 0 0
ROGERS CORP COM 775133101 1189100 37600 SOLE X 0 0
ROHM + HAAS CO COM 775371107 3871125 133200 SOLE X 0 0
ROSS STORES INC COM 778296103 402500 28000 SOLE X 0 0
ROUSE CO COM 779273101 1663331 66700 SOLE X 0 0
ROYAL DUTCH PETE CO NY REGISTRY SH 780257804 32270350 538400 SOLE X 0 0
PAR N GLDR 1.25
RUBY TUESDAY INC COM 781182100 1100250 97800 SOLE X 0 0
RUDDICK CORP COM 781258108 524475 37800 SOLE X 0 0
RYDER SYS INC COM 783549108 5190156 281500 SOLE X 0 0
SBC COMMUNICATIONS INC COM 78387G103 83330300 1666606 SOLE X 0 0
SBS TECHNOLOGIES INC COM 78387P103 1171800 50400 SOLE X 0 0
SBA COMMUNCATIONS CORP COM 78388J106 473894 11300 SOLE X 0 0
SCI SYS INC COM 783890106 4296800 104800 SOLE X 0 0
SCP POOL CORP COM 784028102 678413 22900 SOLE X 0 0
SEI INVESTMENTS CO COM 784117103 3664850 51800 SOLE X 0 0
SL GREEN RLTY CORP COM 78440X101 1248781 44500 SOLE X 0 0
SPSS INC COM 78462K102 849956 31700 SOLE X 0 0
SPS TECHNOLOGIES INC COM 784626103 1566550 32300 SOLE X 0 0
SABRE HLDGS CORP CL A 785905100 3128867 108125 SOLE X 0 0
SAFECO CORP COM 786429100 29604400 1086400 SOLE X 0 0
ST JUDE MED INC COM 790849103 826200 16200 SOLE X 0 0
ST PAUL COS INC COM 792860108 12137976 246144 SOLE X 0 0
SAKS INC COM 79377W108 14076813 1425500 SOLE X 0 0
SANMINA CORP COM 800907107 5945188 63500 SOLE X 0 0
SAPIENT CORP COM 803062108 903263 22200 SOLE X 0 0
SARA LEE CORP COM 803111103 13834011 681059 SOLE X 0 0
SAUL CTRS INC COM 804395101 219938 13800 SOLE X 0 0
SAWTEK INC COM 805468105 3705203 96200 SOLE X 0 0
SCANA CORP NEW COM 80589M102 4004488 129700 SOLE X 0 0
SCHERING PLOUGH CORP COM 806605101 29188050 627700 SOLE X 0 0
SCHOLASTIC CORP 807066105 4670319 58700 SOLE X 0 0
SCHULMAN A INC COM 808194104 2800600 254600 SOLE X 0 0
SCIENTIFIC ATLANTA INC COM 808655104 1800588 28300 SOLE X 0 0
SCRIPPS E W CO OH CL A 811054204 3159000 58500 SOLE X 0 0
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SMITH A O CORP COM 831865209 646969 51500 SOLE X 0 0
SMITH CHARLES E RESIDENTIAL COM 832197107 1665263 36700 SOLE X 0 0
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SMUCKER J M CO COM 832696306 228538 9400 SOLE X 0 0
SOLA INTL INC COM 834092108 602550 93600 SOLE X 0 0
SOLECTRON CORP COM 834182107 4077450 88400 SOLE X 0 0
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SONICWALL INC COM 835470105 712500 25000 SOLE X 0 0
SONOCO PRODS CO COM 835495102 4309713 238600 SOLE X 0 0
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SOUTHDOWN INC COM 841297104 3868875 54300 SOLE X 0 0
SOUTHTRUST CORP COM 844730101 468419 14900 SOLE X 0 0
SOUTHWEST SECS GROUP INC COM 845224104 686790 23480 SOLE X 0 0
SOVEREIGN BANCORP INC COM 845905108 616050 66600 SOLE X 0 0
SOVRAN SELF STORAGE INC COM 84610H108 649850 31700 SOLE X 0 0
SPANISH BROADCASTING SYS INC CL A NEW 846425882 1092750 93000 SOLE X 0 0
SPHERION CORP COM 848420105 488244 40900 SOLE X 0 0
SPIEKER PPTYS INC COM 848497103 3695513 64200 SOLE X 0 0
SPRINGS INDS INC COM 851783100 978106 34700 SOLE X 0 0
SPRINT CORP COM 852061100 14832125 506000 SOLE X 0 0
SPRINT CORP PCS COM SER 1 852061506 4729931 134900 SOLE X 0 0
STARTEK INC COM 85569C107 397300 13700 SOLE X 0 0
STERIS CORP COM 859152100 3084000 257000 SOLE X 0 0
STONERIDGE INC COM 86183P102 1008700 104800 SOLE X 0 0
STORAGE USA INC COM 861907103 1470100 48200 SOLE X 0 0
STORAGE TECHNOLOGY CORP COM PAR USD0.10 862111200 2907800 214400 SOLE X 0 0
STRUCTURAL DYNAMICS RESH CORP COM 863555108 6202850 378800 SOLE X 0 0
STRYKER CORP COM 863667101 3190256 74300 SOLE X 0 0
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SYSCO CORP COM 871829107 972563 21000 SOLE X 0 0
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TECO ENERGY INC COM 872375100 2369000 82400 SOLE X 0 0
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TJX COS INC NEW COM 872540109 8210250 364900 SOLE X 0 0
TXU CORP COM 873168108 9543364 240842 SOLE X 0 0
TAUBMAN CENTERS INC REIT 876664103 571188 49400 SOLE X 0 0
TECH DATA CORP COM 878237106 2321325 54300 SOLE X 0 0
TECHNE CORP COM 878377100 817600 7300 SOLE X 0 0
TECHNITROL INC COM 878555101 1959400 19400 SOLE X 0 0
TEKTRONIX INC COM 879131100 4474328 58250 SOLE X 0 0
TELCOM SEMICONDUCTOR INC COM 87921P107 1093313 73500 SOLE X 0 0
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TELEPHONE + DATA SYS INC COM 879433100 6066360 54800 SOLE X 0 0
TELLABS INC COM 879664100 3786575 79300 SOLE X 0 0
TEMPLE INLAND INC COM 879868107 893850 23600 SOLE X 0 0
TENET HEALTHCARE CORP COM 88033G100 19333313 531500 SOLE X 0 0
TERADYNE INC COM 880770102 4564000 130400 SOLE X 0 0
TEREX CORP NEW COM 880779103 922213 70600 SOLE X 0 0
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TEXACO INC COM 881694103 24302250 462900 SOLE X 0 0
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TEXAS REGL BANCSHARES INC CL A VTG 882673106 1597513 56300 SOLE X 0 0
THERMA WAVE INC COM 88343A108 805000 28000 SOLE X 0 0
THOMAS + BETTS CORP COM 884315102 7724813 443000 SOLE X 0 0
3COM CORP COM 885535104 1584888 82600 SOLE X 0 0
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TORCHMARK INC COM 891027104 21732688 781400 SOLE X 0 0
TORO CO COM 891092108 1641150 52100 SOLE X 0 0
TOSCO CORP COM NEW 891490302 8801113 282200 SOLE X 0 0
TOWN + CNTRY TR SH BEN INT 892081100 268200 14900 SOLE X 0 0
TOYS R US INC COM 892335100 5734625 352900 SOLE X 0 0
TRANSWITCH CORP COM 894065101 2881500 45200 SOLE X 0 0
TRIAD GTY INC COM 895925105 1401225 47100 SOLE X 0 0
TRIBUNE CO NEW COM 896047107 868138 19900 SOLE X 0 0
TRIMERIS INC COM 896263100 412631 5900 SOLE X 0 0
TRINITY INDS INC COM 896522109 21285275 910600 SOLE X 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 3523506 96700 SOLE X 0 0
TRIUMPH GROUP INC NEW COM 896818101 1406300 39200 SOLE X 0 0
TRUSTMARK CORP COM 898402102 1827150 93700 SOLE X 0 0
TUCKER ANTHONY SUTRO COM 898647102 1256063 49500 SOLE X 0 0
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TURKCELL ILETISIM HIZMETLERI SPONSERED ADR 900111105 1785300 162300 SOLE X 0 0
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TYSON FOODS INC (DEL) CLS A COM 902494103 5964000 596400 SOLE X 0 0
UAL CORP COM PAR 0.01 902549500 697200 16600 SOLE X 0 0
UIL HLDG CORP COM 902748102 859006 16700 SOLE X 0 0
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UNITED STATES CELLULAR CORP COM 911684108 4011000 57300 SOLE X 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 620363 7100 SOLE X 0 0
UNITEDHEALTH GROUP INC COM 91324P102 15602500 158000 SOLE X 0 0
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UNIVERSAL FST PRODS INC COM 913543104 941163 82400 SOLE X 0 0
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URBAN SHOPPING CTRS INC COM 917060105 1548500 32600 SOLE X 0 0
V F CORP COM 918204108 1577531 63900 SOLE X 0 0
VALERO ENERGY CORP COM 91913Y100 4669381 132700 SOLE X 0 0
VARCO INTL INC DEL COM 922122106 1765462 84827 SOLE X 0 0
VERITY INC COM 92343C106 1092038 30600 SOLE X 0 0
VERIZON COMMUNICATIONS 92343V104 73878619 1525236 SOLE X 0 0
VERITAS SOFTWARE CORP COM 923436109 4274200 30100 SOLE X 0 0
VIACOM INC CL B 925524308 24969555 426830 SOLE X 0 0
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VINTAGE PETE INC COM 927460105 1801800 79200 SOLE X 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 18957529 616505 SOLE X 0 0
VISTEON CORP COM 92839U107 12552328 829906 SOLE X 0 0
VISX INC COM 92844S105 3148994 116900 SOLE X 0 0
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WALGREEN CO COM 931422109 354260 9338 SOLE X 0 0
WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 708206 35300 SOLE X 0 0
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WATERS CORP COM 941848103 15486000 174000 SOLE X 0 0
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WHIRLPOOL CORP COM 963320106 2635725 67800 SOLE X 0 0
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ZEBRA TECHNOLOGIES CORP CL A 989207105 3739263 77800 SOLE X 0 0
</TABLE>
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