UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 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: NEW YORK STATE TEACHERS' RETIREMENT SYSTEM
Address: 10 CORPORATE WOODS DRIVE
ALBANY NY 12211-2395
13F File Number: 28-____________
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: DONALD W. DE LUCA
Title: DIRECTOR OF ADMINISTRATION
Phone: (518) 447-2946
Signature, Place, and Date of Signing:
DONALD W. DE LUCA ALBANY NY 03/31/1999
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).)
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: None
FORM 13F Information Table Entry Total: 1531
FORM 13F Information Table Value Total: $46381446
(thousands)
<PAGE>
<TABLE> <C> <C>
FORM 13F INFORMATION TABLE
- --------------------------------------------------------------------------------
- ----------------------------------------------------
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN
5 COLUMN 6 COLUMN 7 COLUMN 8
TITLE OF VALUE SHARES
OR INVESMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (000's)
PRINCIPAL DISCRETION MANAGERS SOLE SHARED OTHER
- --------------------------------------------------------------------------------
- ----------------------------------------------------
1ST SOURCE CORP COM 336901103 9328
313552 SH SOLE 313552
20TH CENTURY INDUSTRIES CAL COM PAR $10 901272203 990
60900 SH SOLE 60900
3COM CORP COM 885535104 33476
1435984 SH SOLE 1435984
VARIAN ASSOCIATES INC COM 922204102 3015
77800 SH SOLE 77800
AT&T CORPORATION COM 001957109 815589
10218818 SH SOLE 10218818
ABACUS DIRECT CORP COM 002553105 3034
37000 SH SOLE 37000
ABBOTT LABORATORIES COM 002824100 253845
5422600 SH SOLE 5422600
ABERCROMBIE & FITCH CO CL A CL A 002896207 15290
165746 SH SOLE 165746
ABR INFORMATION SERVICES INC COM 00077R108 3807
219100 SH SOLE 219100
ACCEPTANCE INSURANCE COS COM 004308102 2599
192500 SH SOLE 192500
ACNIELSEN CORP COM 004833109 10481
386390 SH SOLE 386390
ACTION PERFORMANCE COS INC COM 004933107 1437
47700 SH SOLE 47700
ACXIOM CORP COM 005125109 2571
97000 SH SOLE 97000
ADAPTEC INC COM 00651F108 12166
533300 SH SOLE 533300
ADC TELECOMMUNICATIONS INC COM 000886101 24454
512800 SH SOLE 512800
ADELPHIA COMMUNICATIONS CORP C CL A 006848105 1909
30300 SH SOLE 30300
ADOBE SYSTEMS INC COM 00724F101 16393
288868 SH SOLE 288868
ADTRAN INC COM 00738A106 955
58100 SH SOLE 58100
ADVANCED FIBRE COMMUNICATION COM 00754A105 3387
353000 SH SOLE 353000
ADVANCED MICRO DEVICES INC COM 007903107 9988
644400 SH SOLE 644400
ADVANTA CORP CL A CL A 007942105 976
88182 SH SOLE 88182
ADVO INC COM 007585102 964
49900 SH SOLE 49900
AEROQUIP-VICKERS INC COM 007869100 21681
378300 SH SOLE 378300
AES CORP COM 00130H105 26907
722324 SH SOLE 722324
AETNA INC COM 008117103 54279
653961 SH SOLE 653961
AFLAC INC COM 001055102 42227
775700 SH SOLE 775700
AGCO CORP COM 001084102 2748
418700 SH SOLE 418700
AGOURON PHARMACEUTICALS INC COM 008488108 9352
165336 SH SOLE 165336
AGRIBIOTECH INC NEV COM 008494106 872
139500 SH SOLE 139500
AGRIBRANDS INTERNATIONAL INC COM 00849R105 2070
62980 SH SOLE 62980
AIR PRODUCTS & CHEMICALS INC COM 009158106 45624
1332100 SH SOLE 1332100
AIRBORNE FREIGHT CORP COM 009266107 1435
46300 SH SOLE 46300
AIRTOUCH COMMUNICATIONS INC COM 00949T100 189847
1964784 SH SOLE 1964784
AIRTRAN HOLDINGS INC COM 00949P108 1326
316600 SH SOLE 316600
ALBEMARLE CORP COM 012653101 5581
266550 SH SOLE 266550
ALBERTO-CULVER CO COM B CL B CONV 013068101 19495
834000 SH SOLE 834000
ALBERTSONS INC COM 013104104 59174
1087000 SH SOLE 1087000
ALCATEL ALSTHOM CGE SPON ADR SPONSORED ADR 013904305 2060
90302 SH SOLE 90302
ALCOA INC COM 013817101 57645
1399570 SH SOLE 1399570
ALEXANDER & BALDWIN INC COM 014482103 1768
90100 SH SOLE 90100
ALEXANDERS INC COM 014752109 2283
33700 SH SOLE 33700
ALKERMES INC COM 01642T108 2809
103100 SH SOLE 103100
ALLEGHANY CORP DEL COM 017175100 6984
37981 SH SOLE 37981
ALLEGHENY ENERGY INC COM 017361106 5682
192600 SH SOLE 192600
ALLEGIANCE TELECOM INC COM 01747T102 3415
136600 SH SOLE 136600
ALLEGHENY TELEDYNE INC COM 017415100 22710
1199197 SH SOLE 1199197
ALLERGAN INC COM 018490102 27408
311900 SH SOLE 311900
ALLIANCE BANCORP COM 01852J105 1283
72300 SH SOLE 72300
ALLIANT TECHSYSTEMS INC COM 018804104 4335
55800 SH SOLE 55800
ALLIED PRODUCTS CORP DEL COM 019411107 472
157350 SH SOLE 157350
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 4364
302255 SH SOLE 302255
ALLIEDSIGNAL INC COM 019512102 104618
2126924 SH SOLE 2126924
ALLMERICA FINL CORP COM 019754100 4779
86800 SH SOLE 86800
ALLSTATE CORP COM 020002101 138606
3739784 SH SOLE 3739784
ALLTEL CORP COM 020039103 61849
991572 SH SOLE 991572
ALTERA CORP COM 021441100 19421
326400 SH SOLE 326400
ALZA CORP COM 022615108 19627
513120 SH SOLE 513120
AMERICAN BANKERS INSURANCE GRO COM 024456105 1862
35800 SH SOLE 35800
AMERICAN ELECTRIC POWER CO INC COM 025537101 42366
1067500 SH SOLE 1067500
AMERICAN EXPRESS CO COM 025816109 186744
1585934 SH SOLE 1585934
AMERICAN FINANCIAL GROUP NEW COM 025932104 3776
107300 SH SOLE 107300
AMERICAN GENERAL CORP COM 026351106 97823
1387558 SH SOLE 1387558
AMERICAN GREETINGS CORP CL A CL A 026375105 3296
129900 SH SOLE 129900
AMERICAN HOME PRODUCTS CORP COM 026609107 303660
4653800 SH SOLE 4653800
AMERICAN INTERNATIONAL GROUP COM 026874107 585030
4849989 SH SOLE 4849989
AMERICAN MANAGEMENT SYSTEMS IN COM 027352103 5508
161400 SH SOLE 161400
AMERICAN NATIONAL INSURANCE CO COM 028591105 1157
17300 SH SOLE 17300
AMERICAN ONCOLOGY RES INC COM 028910107 988
109800 SH SOLE 109800
AMERICA ONLINE INC COM 02364J104 515216
3504874 SH SOLE 3504874
AMERICAN POWER CONVERSION CORP COM 029066107 8340
308900 SH SOLE 308900
AMERICAN STD COS INC DEL COM 029712106 7398
215200 SH SOLE 215200
AMERICAN STORES CO COM 030096101 47720
1446064 SH SOLE 1446064
AMERICA WEST HOLDINGS CORP CL CL B 023657208 2589
135800 SH SOLE 135800
AMERICAN WOODMARK CORP COM 030506109 787
24900 SH SOLE 24900
AMERICAN WATER WORKS INC COM 030411102 1966
67500 SH SOLE 67500
AMAZON.COM INC COM 023135106 49538
287700 SH SOLE 287700
AMBAC FINANCIAL GROUP INC COM 023139108 12501
231500 SH SOLE 231500
AMERICAN TOWER CORP CL A CL A 029912201 2336
95350 SH SOLE 95350
AMERADA HESS CORP COM 023551104 29172
573400 SH SOLE 573400
AMEREN CORP COM 023608102 17135
473500 SH SOLE 473500
AMERICREDIT CORP COM 03060R101 950
72400 SH SOLE 72400
AMERIN CORP COM 03070X106 1544
76000 SH SOLE 76000
AMERISOURCE HEALTH CORP CL A CL A 03071P102 6379
186600 SH SOLE 186600
AMERITECH CORP (NEW) COM 030954101 321337
5576348 SH SOLE 5576348
AMETEK INC NEW COM 031100100 944
51700 SH SOLE 51700
AMF BOWLING INC COM 03113V109 250
62400 SH SOLE 62400
AMGEN INC COM 031162100 125266
1673000 SH SOLE 1673000
AMP INC COM 031897101 54628
1021077 SH SOLE 1021077
AMR CORP COM 001765106 48097
821300 SH SOLE 821300
AMRESCO INC COM 031909104 668
86900 SH SOLE 86900
AMSOUTH BANCORPORATION COM 032165102 14597
320812 SH SOLE 320812
ANADARKO PETROLEUM CORP COM 032511107 14481
383600 SH SOLE 383600
ANALOG DEVICES INC COM 032654105 19034
639800 SH SOLE 639800
ANCHOR BANCORP WISCONSIN INC COM 032839102 10455
680000 SH SOLE 680000
ANCHOR GAMING COM 033037102 2214
50600 SH SOLE 50600
ANDREW CORP COM 034425108 3860
313475 SH SOLE 313475
ANHEUSER-BUSCH COMPANIES INC COM 035229103 134513
1767000 SH SOLE 1767000
ANICOM INC COM 035250109 1144
130700 SH SOLE 130700
ANIXTER INTERNATIONAL INC COM 035290105 1996
167200 SH SOLE 167200
ANTEC CORP COM 03664P105 1850
86050 SH SOLE 86050
AON CORP COM 037389103 32384
512000 SH SOLE 512000
APACHE CORP COM 037411105 12956
497125 SH SOLE 497125
APPLIED INDUSTRIAL TECH. INC COM 03820C105 964
86625 SH SOLE 86625
APOLLO GROUP INC CL A 037604105 7191
240700 SH SOLE 240700
APPLE COMPUTER INC COM 037833100 26180
728500 SH SOLE 728500
APPLEBEES INTL INC COM 037899101 2655
107000 SH SOLE 107000
APPLIED MATERIALS COM 038222105 78121
1266400 SH SOLE 1266400
APRIA HEALTHCARE GROUP INC COM 037933108 4526
381120 SH SOLE 381120
APTARGROUP INC COM 038336103 1342
51600 SH SOLE 51600
ARCH CHEMICALS INC COM 03937R102 980
58500 SH SOLE 58500
ARCH COAL INC COM 039380100 8061
608400 SH SOLE 608400
ARCHER DANIELS MIDLAND CO COM 039483102 49504
3370496 SH SOLE 3370496
ARCHSTONE COMMUNITIES TRUST SH BEN INT 039581103 5605
278500 SH SOLE 278500
ARMCO INC COM 042170100 579
130400 SH SOLE 130400
ARMSTRONG WORLD INDUSTRIES INC COM 042476101 5093
112700 SH SOLE 112700
ARROW ELECTRONICS INC COM 042735100 5506
367034 SH SOLE 367034
ARROW INTL INC COM 042764100 1555
72100 SH SOLE 72100
ASARCO INC COM 043413103 1116
80800 SH SOLE 80800
ASCEND COMMUNICATIONS INC COM 043491109 63591
759860 SH SOLE 759860
ASHLAND INC COM 044204105 10918
266700 SH SOLE 266700
ASPECT DEVELOPMENT COM 045234101 737
31700 SH SOLE 31700
ASPECT TELECOMMUNICATIONS CO COM 045237104 2768
417800 SH SOLE 417800
ASPEN TECHNOLOGY INC COM 045327103 1054
74300 SH SOLE 74300
ASSOCIATED BANC-CORP COM 045487105 811
25400 SH SOLE 25400
ASSOCIATES FIRST CAPITAL CP CL CL A 046008108 117957
2621274 SH SOLE 2621274
ASSOCIATED GROUP INC CL A CL A 045651106 7127
143800 SH SOLE 143800
ASSOCIATED GROUP INC CL B CL B 045651205 5093
105000 SH SOLE 105000
ASTEC INDUSTRIES INC COM 046224101 2550
82600 SH SOLE 82600
ASTORIA FINANCIAL CORP COM 046265104 10037
200740 SH SOLE 200740
AT HOME CORP SER A COM SER A 045919107 14726
93500 SH SOLE 93500
AT&T CORP LIBERTY MEDIA GROUP COM LIB GRP A 001957208 68607
1304558 SH SOLE 1304558
ATLANTIC RICHFIELD CO COM 048825103 111486
1524600 SH SOLE 1524600
ATLAS AIR INC COM 049164106 3008
104400 SH SOLE 104400
ATMEL CORP COM 049513104 5882
387300 SH SOLE 387300
AUTOMATIC DATA PROCESSING INC COM 053015103 89403
2160800 SH SOLE 2160800
AUTODESK INC COM 052769106 5196
128500 SH SOLE 128500
AUTOLIV INC COM 052800109 14946
397899 SH SOLE 397899
AUTOZONE INC COM 053332102 18410
606100 SH SOLE 606100
AVADO BRANDS INC COM 05336P108 2235
376450 SH SOLE 376450
AVALONBAY COMMUNITIES INC COM 053484101 8071
253200 SH SOLE 253200
AVANT! CORP COM 053487104 2162
121800 SH SOLE 121800
AVATAR HLDGS INC COM 053494100 2380
130400 SH SOLE 130400
AVERY DENNISON CORP COM 053611109 38853
675700 SH SOLE 675700
AVID TECHNOLOGY INC COM 05367P100 1737
99600 SH SOLE 99600
AVIRON COM 053762100 1644
81200 SH SOLE 81200
AVISTA CORP COM 05379B107 3528
217100 SH SOLE 217100
AVNET INC COM 053807103 4678
127300 SH SOLE 127300
AVON PRODUCTS INC COM 054303102 42945
912500 SH SOLE 912500
BERGEN BRUNSWIG CORP CL A CL A 083739102 3017
150840 SH SOLE 150840
BAKER HUGHES INC COM 057224107 35824
1473464 SH SOLE 1473464
BALL CORP COM 058498106 12295
261937 SH SOLE 261937
BALTIMORE GAS & ELECTRIC CO COM 059165100 14787
582750 SH SOLE 582750
BANCORPSOUTH INC COM 059692103 6221
388800 SH SOLE 388800
BANCWEST CORP NEW COM 059790105 1471
34600 SH SOLE 34600
BANK OF GRANITE CORP COM 062401104 1738
78562 SH SOLE 78562
BANK OF NEW YORK CO INC COM 064057102 136505
3798400 SH SOLE 3798400
BANK ONE CORP COM 06423A103 314345
5708880 SH SOLE 5708880
BANK UNITED GROUP INC CL A 065412108 2518
61600 SH SOLE 61600
BANKAMERICA CORP NEW COM 06605F102 606556
8588401 SH SOLE 8588401
BANKATLANTIC BANCORP INC CL A CL A 065908501 2319
328371 SH SOLE 328371
BANKATLANTIC BANCORP INC CL B CL B 065908105 1730
249413 SH SOLE 249413
BANKBOSTON CORP COM 06605R106 78551
1813584 SH SOLE 1813584
BANKERS TRUST CORP COM 066365107 48564
550305 SH SOLE 550305
BANKNORTH GROUP INC DEL COM 06646L100 17153
607200 SH SOLE 607200
BARD (CR) INC COM 067383109 26752
530400 SH SOLE 530400
BARNES GROUP INC COM 067806109 2678
142800 SH SOLE 142800
BARR LABORATORIES INC COM 068306109 3507
114975 SH SOLE 114975
BARRETT RESOURCES CORP COM PAR $0.01 068480201 6659
265700 SH SOLE 265700
BATTLE MOUNTAIN GOLD CO CL A COM 071593107 1553
564600 SH SOLE 564600
BAUSCH & LOMB INC COM 071707103 21691
333700 SH SOLE 333700
BAXTER INTERNATIONAL INC COM 071813109 69429
1051962 SH SOLE 1051962
BAY VIEW CAPITAL CORP COM 07262L101 4032
213600 SH SOLE 213600
BB&T CORP COM 054937107 24077
665338 SH SOLE 665338
BEA SYSTEMS INC COM 073325102 2919
186800 SH SOLE 186800
BEAR STEARNS COS INC COM 073902108 24203
541607 SH SOLE 541607
BEC ENERGY COM 05538M101 3973
108100 SH SOLE 108100
BECKMAN COULTER INC COM 075811109 1367
30900 SH SOLE 30900
BECTON DICKINSON & CO COM 075887109 50714
1323700 SH SOLE 1323700
BED BATH & BEYOND INC COM 075896100 11921
326600 SH SOLE 326600
BEDFORD PROPERTY INVESTORS INC COM PAR $0.02 076446301 1773
121200 SH SOLE 121200
BELL ATLANTIC CORP COM 077853109 394673
7635758 SH SOLE 7635758
BELLSOUTH CORP COM 079860102 388772
9704128 SH SOLE 9704128
BELO (A.H.) CORP CL A COM SER A 080555105 3473
190300 SH SOLE 190300
BEMIS CO INC COM 081437105 1292
41600 SH SOLE 41600
BERKSHIRE HATHAWAY INC CL B 084670207 91386
38871 SH SOLE 38871
BEST BUY INC COM 086516101 15964
307000 SH SOLE 307000
BEST FOODS INC COM 08658U101 62026
1319700 SH SOLE 1319700
BETHLEHEM STEEL CORP COM 087509105 2330
282400 SH SOLE 282400
BEVERLY ENTERPRISES INC COM NEW 087851309 5747
1121372 SH SOLE 1121372
BHC COMMUNICATIONS INC CL A CL A 055448104 2909
23700 SH SOLE 23700
BIO TECHNOLOGY GENERAL COM 090578105 1405
235400 SH SOLE 235400
BIOGEN INC COM 090597105 28692
251000 SH SOLE 251000
BIOMET INC COM 090613100 27666
659700 SH SOLE 659700
BIRMINGHAM STEEL CORP COM 091250100 889
225800 SH SOLE 225800
BISYS GROUP INC COM 055472104 12482
221900 SH SOLE 221900
BJ SERVICES CO COM 055482103 6875
295700 SH SOLE 295700
BJ'S WHOLESALE CLUB INC COM 05548J106 20387
774800 SH SOLE 774800
BLACK & DECKER CORP COM 091797100 28628
516400 SH SOLE 516400
BLACK BOX CORP DEL COM 091826107 1469
47400 SH SOLE 47400
BLANCH E W HLDGS INC COM 093210102 5334
101600 SH SOLE 101600
BLOCK (H&R) INC COM 093671105 31547
665900 SH SOLE 665900
BLOUNT INTL INC CL A CL A 095177101 3222
111600 SH SOLE 111600
BMC SOFTWARE COM 055921100 33536
904860 SH SOLE 904860
BOEING CO COM 097023105 123424
3630132 SH SOLE 3630132
BOISE CASCADE CORP COM 097383103 14035
435200 SH SOLE 435200
BOK FINANCIAL CORP COM NEW 05561Q201 4927
191348 SH SOLE 191348
BORDERS GROUP INC COM 099709107 2334
166000 SH SOLE 166000
BORG-WARNER AUTOMOTIVE INC COM 099724106 1224
25600 SH SOLE 25600
BORON LEPORE & ASSOCIATES INC COM 10001P102 641
61800 SH SOLE 61800
BOSTON PROPERTIES INC COM 101121101 2543
80400 SH SOLE 80400
BOSTON SCIENTIFIC CORP COM 101137107 42762
1052606 SH SOLE 1052606
BOWATER INC COM 102183100 6745
170212 SH SOLE 170212
BP AMOCO PLC SPONSORED ADR 055622104 102526
1015105 SH SOLE 1015105
BRADLEY REAL ESTATE INC COM 104580105 2681
150000 SH SOLE 150000
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 2806
172700 SH SOLE 172700
BRIGGS & STRATTON CORP COM 109043109 23907
484800 SH SOLE 484800
BRIGHTPOINT INC COM 109473108 1082
183174 SH SOLE 183174
BRINKER INTERNATIONAL INC COM 109641100 3553
137000 SH SOLE 137000
BRISTOL-MYERS SQUIBB CORP COM 110122108 417723
6514200 SH SOLE 6514200
BROADVISION INC COM 111412102 4159
69600 SH SOLE 69600
BROOKLINE BANCORP INC COM 113739106 5631
495000 SH SOLE 495000
BROOKS AUTOMATION INC COM 11434A100 1347
60200 SH SOLE 60200
BROWN (TOM) INC COM NEW 115660201 1341
110600 SH SOLE 110600
BROWN GROUP INC COM 115657108 870
66000 SH SOLE 66000
BROWNING-FERRIS INDUSTRIES INC COM 115885105 45940
1191300 SH SOLE 1191300
BROWN-FORMAN INC CL B CL B 115637209 30789
534300 SH SOLE 534300
BRUNSWICK CORP COM 117043109 6382
334800 SH SOLE 334800
BRYLANE INC COM 117661108 1278
52700 SH SOLE 52700
BUDGET GROUP INC CL A CL A 119003101 1207
98500 SH SOLE 98500
BUILDING ONE SERVICES CORP COM 120114103 1910
111100 SH SOLE 111100
BURLINGTON NORTHRN SANTA FE CO COM 12189T104 73272
2228814 SH SOLE 2228814
BURLINGTON INDUSTRIES INC COM 121693105 807
121800 SH SOLE 121800
BURLINGTON RESOURCES INC COM 122014103 40669
1018317 SH SOLE 1018317
BURR BROWN CORP COM 122574106 2633
112050 SH SOLE 112050
BUSH INDUSTRIES INC CL A CL A 123164105 3585
291187 SH SOLE 291187
BUTLER MFG CO DEL COM 123655102 1085
46300 SH SOLE 46300
C-CUBE MICROSYSTEMS INC COM 125015107 4038
203800 SH SOLE 203800
CABLE DESIGN TECHNOLOGIES CO COM 126924109 2262
205650 SH SOLE 205650
CABLETRON SYSTEMS INC COM 126920107 4036
493000 SH SOLE 493000
CABLEVISION SYSTEM CL A CL A 12686C109 35402
477600 SH SOLE 477600
CABOT CORP COM 127055101 3041
143100 SH SOLE 143100
CABOT INDUSTRIAL TRUST COM 127072106 41279
2186947 SH SOLE 2186947
CADENCE DESIGN SYSTEM INC COM 127387108 16192
628800 SH SOLE 628800
CALGON CARBON CORP COM 129603106 2120
408700 SH SOLE 408700
CALLAWAY GOLF CO COM 131193104 2729
267900 SH SOLE 267900
CAMBRIDGE TECH PARTNERS MASS COM 132524109 4204
303000 SH SOLE 303000
CAMBREX CORP COM 132011107 2058
93000 SH SOLE 93000
CAMDEN PROPERTY TRUST SH BEN INT 133131102 1702
68765 SH SOLE 68765
CAMPBELL SOUP CO COM 134429109 39347
967050 SH SOLE 967050
CANANDAIGUA BRANDS INC CL A CL A 137219200 3164
62800 SH SOLE 62800
CAPITAL ONE FINANCIAL CORP COM 14040H105 25836
171100 SH SOLE 171100
CAPITAL RE CORP COM 140432105 2522
146200 SH SOLE 146200
CARDINAL HEALTH INC COM 14149Y108 72525
1098859 SH SOLE 1098859
CAREMATRIX CORP COM 141706101 2124
111800 SH SOLE 111800
CARLISLE COS COM 142339100 7387
158000 SH SOLE 158000
CAROLINA FIRST CORP COM 143877108 2165
98400 SH SOLE 98400
CAROLINA POWER & LIGHT CO COM 144141108 47307
1251100 SH SOLE 1251100
CARRAMERICA REALTY CORP COM 144418100 3543
160600 SH SOLE 160600
CARTER-WALLACE INC COM 146285101 1359
75500 SH SOLE 75500
CASE CORP COM 14743R103 6298
248200 SH SOLE 248200
CATERPILLAR INC COM 149123101 80818
1759300 SH SOLE 1759300
CATALINA MARKETING CORP COM 148867104 21288
247900 SH SOLE 247900
CATALYTICA INC COM 148885106 1480
134500 SH SOLE 134500
CATELLUS DEVELOPMENT CORP COM 149111106 6785
507300 SH SOLE 507300
CB RICHARD ELLIS SERVICES INC COM 12489L108 1228
74400 SH SOLE 74400
CBRL GROUP INC COM 12489V106 1262
70100 SH SOLE 70100
CBS INC COM 12490K107 113617
2783870 SH SOLE 2783870
CCB FINANCIAL CORP COM 124875105 6142
113600 SH SOLE 113600
CD RADIO INC COM 125127100 2296
88300 SH SOLE 88300
CELLULAR COMMUNICATIONS OF PUE COM 15116N108 5662
209700 SH SOLE 209700
CENDANT CORP COM 151313103 53121
3333070 SH SOLE 3333070
CENTENNIAL HEALTHCARE CORP COM 150937100 730
82300 SH SOLE 82300
CENTEX CORP COM 152312104 25635
768100 SH SOLE 768100
CENTOCOR INC COM 152342101 9600
259900 SH SOLE 259900
CENTRAL NEWSPAPERS INC CL A CL A 154647101 3847
123600 SH SOLE 123600
CENTRAL & SOUTH WEST CORP COM 152357109 36352
1551000 SH SOLE 1551000
CENTURA BANKS INC COM 15640T100 3584
61600 SH SOLE 61600
CENTURY BUSINESS SERVICES INC COM 156490104 1696
155100 SH SOLE 155100
CENTURY TELEPHONE ENTERPRISES COM 156686107 11981
170550 SH SOLE 170550
CERIDIAN CORP COM 15677T106 20894
571448 SH SOLE 571448
CERNER CORP COM 156782104 2898
180400 SH SOLE 180400
CHAMPION ENTERPRISES INC COM 158496109 11610
599232 SH SOLE 599232
CHAMPION INTERNATIONAL CORP COM 158525105 20353
495662 SH SOLE 495662
CHANCELLOR MEDIA CORP COM 158915108 17380
368800 SH SOLE 368800
CHARMING SHOPPES INC COM 161133103 5080
1310900 SH SOLE 1310900
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385300 SH SOLE 385300
GENERAL SEMICONDUCTOR INC COM 370787103 2399
330900 SH SOLE 330900
GENRAD INC COM 372447102 1492
103800 SH SOLE 103800
GENUINE PARTS CO COM 372460105 23387
811687 SH SOLE 811687
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317400 SH SOLE 317400
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7434 SH SOLE 7434
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481487 SH SOLE 481487
GEORGIA PACIFIC GROUP COM GA PAC GRP 373298108 35446
477387 SH SOLE 477387
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69200 SH SOLE 69200
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126000 SH SOLE 126000
GETCHELL GOLD CORP COM 374265106 5824
222392 SH SOLE 222392
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57100 SH SOLE 57100
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140900 SH SOLE 140900
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3581520 SH SOLE 3581520
GOLDEN ST BANCORP INC WARRANTS WT EXP 000000 381197136 51
10500 SH SOLE 10500
GLEASON CORP COM 377339106 3340
197200 SH SOLE 197200
GLENAYRE TECHNOLOGIES INC COM 377899109 936
272200 SH SOLE 272200
GLOBAL INDUSTRIES LTD COM 379336100 5905
583200 SH SOLE 583200
GLOBAL MARINE INC COM 379352404 9346
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225300 SH SOLE 225300
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555500 SH SOLE 555500
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51300 SH SOLE 51300
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678900 SH SOLE 678900
GPU INC COM 36225X100 19070
511100 SH SOLE 511100
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204750 SH SOLE 204750
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528600 SH SOLE 528600
GRANITE CONSTRUCTION INC COM 387328107 1746
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GREY ADVERTISING INC COM 397838103 13325
38400 SH SOLE 38400
GREAT ATLANTIC & PACIFIC TEA C COM 390064103 1362
45400 SH SOLE 45400
GREAT LAKES CHEMICAL CORP COM 390568103 14818
403200 SH SOLE 403200
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161300 SH SOLE 161300
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23000 SH SOLE 23000
GUIDANT CORP COM 401698105 69744
1152800 SH SOLE 1152800
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46800 SH SOLE 46800
GULFSTREAM AEROSPACE CORP COM 402734107 651
15000 SH SOLE 15000
GYMBOREE CORP COM 403777105 944
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HA-LO INDUSTRIES INC COM 404429102 824
66900 SH SOLE 66900
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102800 SH SOLE 102800
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1758160 SH SOLE 1758160
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34500 SH SOLE 34500
HANCOCK HOLDING CO COM 410120109 5832
126787 SH SOLE 126787
HANDLEMAN CO COM 410252100 16354
1222700 SH SOLE 1222700
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102200 SH SOLE 102200
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62700 SH SOLE 62700
HARCOURT GENERAL INC COM 41163G101 22785
514200 SH SOLE 514200
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410000 SH SOLE 410000
HARLAND JOHN H COM 412693103 986
76200 SH SOLE 76200
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535800 SH SOLE 535800
HARLEYSVILLE NATL CORP PA COM 412850109 2325
65040 SH SOLE 65040
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296400 SH SOLE 296400
HARMAN INTERNATIONAL INDUSTRIE COM 413086109 1951
53100 SH SOLE 53100
HARNISCHFEGER INDUSTRIES INC COM 413345109 897
157700 SH SOLE 157700
HARRAH'S ENTERTAINMENT INC COM 413619107 12739
668250 SH SOLE 668250
HARRIS CORP COM 413875105 20315
709700 SH SOLE 709700
HARSCO CORP COM 415864107 2287
90800 SH SOLE 90800
HARTFORD LIFE INC CL A CL A 416592103 8844
160800 SH SOLE 160800
HARTFORD FINANCIAL SVCS GROUP COM 416515104 75049
1321000 SH SOLE 1321000
HASBRO INC COM 418056107 37947
1311337 SH SOLE 1311337
HAYES LEMMERZ INTL COM 420781106 2007
85400 SH SOLE 85400
HCC INSURANCE HOLDINGS INC COM 404132102 5337
277250 SH SOLE 277250
HCR MANOR CARE INC COM 404134108 12907
565800 SH SOLE 565800
HEALTHCARE FINANCIAL PARTNER COM 42219W108 742
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HEALTH MANAGEMENT ASSOCIATES I CL A 421933102 7219
592312 SH SOLE 592312
HEALTHSOUTH CORP COM 421924101 15047
1450355 SH SOLE 1450355
HEARST-ARGYLE TELEVISION INC COM 422317107 2260
91774 SH SOLE 91774
HECLA MINING CO COM 422704106 460
171100 SH SOLE 171100
HEFTEL BROADCASTING CORP CL A 422799106 4966
114500 SH SOLE 114500
HEINZ (HJ) CO COM 423074103 67654
1428050 SH SOLE 1428050
HELLER FINANCIAL INC CL A 423328103 3309
140800 SH SOLE 140800
HELMERICH & PAYNE INC COM 423452101 17240
759900 SH SOLE 759900
HERCULES INC COM 427056106 14516
574900 SH SOLE 574900
HERSHEY FOODS CORP COM 427866108 34288
611600 SH SOLE 611600
HERTZ CORP CL A CL A 428040109 9726
181800 SH SOLE 181800
HEWLETT-PACKARD CO COM 428236103 235174
3468000 SH SOLE 3468000
HIBERNIA CORP CL A CL A 428656102 3307
250800 SH SOLE 250800
HILTON HOTELS CORP COM 432848109 13230
940800 SH SOLE 940800
HMT TECHNOLOGY CORP COM 403917107 482
137700 SH SOLE 137700
HNC SOFTWARE INC COM 40425P107 1994
60900 SH SOLE 60900
HOLLY CORP COM PAR $0.01 435758305 1712
128000 SH SOLE 128000
HOLOPHANE CORP COM 43645B106 3069
139500 SH SOLE 139500
HOME DEPOT INC COM 437076102 330339
5306648 SH SOLE 5306648
HOMESTAKE MINING CO COM 437614100 11534
1337300 SH SOLE 1337300
HONEYWELL INC COM 438506107 47754
629900 SH SOLE 629900
HORACE MANN EDUCATORS CORP COM 440327104 11872
512000 SH SOLE 512000
HORMEL FOODS CORP COM 440452100 2658
74600 SH SOLE 74600
D R HORTON INC COM 23331A109 4135
246888 SH SOLE 246888
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 1651
61000 SH SOLE 61000
HOST MARRIOTT CORP NEW COM 44107P104 4213
378700 SH SOLE 378700
HOUSEHOLD INTERNATIONAL INC COM 441815107 121848
2670637 SH SOLE 2670637
HRPT PROPERTIES TRUST COM SH BEN INT 40426W101 4953
366900 SH SOLE 366900
HS RESOURCES INC COM 404297103 1562
178500 SH SOLE 178500
HUBBELL INC CL B CL B 443510201 3064
76600 SH SOLE 76600
HUBCO INC COM 404382103 1061
31600 SH SOLE 31600
HUMAN GENOME SCIENCES INC COM 444903108 2418
69700 SH SOLE 69700
HUMANA INC COM 444859102 13295
770700 SH SOLE 770700
HUNTINGTON BANCSHARES COM 446150104 9329
301546 SH SOLE 301546
HUSSMANN INTERNATIONAL INC COM 448110106 3905
265900 SH SOLE 265900
HUTCHINSON TECHNOLOGY INC COM 448407106 3903
156900 SH SOLE 156900
HYPERION SOLUTIONS CORP COM 44914M104 4650
320680 SH SOLE 320680
INTERNATIONAL BUSINESS MACHINE COM 459200101 760228
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IBP INC COM 449223106 6977
374600 SH SOLE 374600
ICG COMMUNICATIONS INC COM 449246107 3586
179300 SH SOLE 179300
ICN PHARMACEUTICALS INC NEW COM 448924100 7222
287450 SH SOLE 287450
ICOS CORP COM 449295104 2363
70000 SH SOLE 70000
IDACORP INC COM 451107106 3597
122200 SH SOLE 122200
IDEC PHARMACEUTICALS CORP COM 449370105 3766
73300 SH SOLE 73300
IDEX CORP COM 45167R104 1534
65100 SH SOLE 65100
IDEXX LABORATORIES INC COM 45168D104 3770
157500 SH SOLE 157500
IHOP CORP COM 449623107 12823
326700 SH SOLE 326700
IKON OFFICE SOLUTIONS INC COM 451713101 9648
753000 SH SOLE 753000
ILLINOIS TOOL WORKS COM 452308109 63496
1026200 SH SOLE 1026200
ILLINOVA CORP COM 452317100 3068
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ILOG S.A. SPON ADR SPONSORED ADR 452360100 410
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IMATION CORP COM 45245A107 3350
203060 SH SOLE 203060
IMC GLOBAL INC COM 449669100 9005
440600 SH SOLE 440600
IMMUNEX CORP NEW COM 452528102 3297
39600 SH SOLE 39600
IMPERIAL CREDIT INDS INC COM 452729106 2237
305910 SH SOLE 305910
IMS HEALTH INC COM 449934108 53346
1610442 SH SOLE 1610442
INACOM CORP COM 45323G109 749
96704 SH SOLE 96704
INCYTE PHARMACEUTICALS INC COM 45337C102 2791
139100 SH SOLE 139100
INDYMAC MORTGAGE HOLDINGS INC COM 456607100 12082
1111000 SH SOLE 1111000
INFORMATION RESOURCES COM 456905108 1877
291627 SH SOLE 291627
INFORMIX CORP COM 456779107 4553
617400 SH SOLE 617400
INFOSEEK CORP COM 45678M107 8007
108200 SH SOLE 108200
INFOUSA INC CL A CL A 456818202 316
74300 SH SOLE 74300
INFOUSA INC CL B CL B 456818103 248
55000 SH SOLE 55000
INGERSOLL RAND CO COM 456866102 43469
875950 SH SOLE 875950
INGRAM MICRO INC CL A CL A 457153104 2049
89800 SH SOLE 89800
INNOVEX INC COM 457647105 1582
118300 SH SOLE 118300
INPUT/OUTPUT INC COM 457652105 764
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INSIGHT ENERPRISES COM 45765U103 1281
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INSIGNIA FINANCIAL GROUP INC COM 45767A105 5136
365200 SH SOLE 365200
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 24994
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INTERNATIONAL GAME TECHNOLOGY COM 459902102 7592
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INTERNATIONAL PAPER CO COM 460146103 54365
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INTEGRATED DEVICE TECHNOLOGY I COM 458118106 1548
286400 SH SOLE 286400
INTEGRATED HEALTH SERVICES INC COM 45812C106 320
58200 SH SOLE 58200
INTEGRATED PROCESS EQUIP CORP COM 45812K108 1624
180400 SH SOLE 180400
INTEL CORP COM 458140100 670193
5637800 SH SOLE 5637800
INTERSTATE ENERGY CORP COM 460845100 10708
402161 SH SOLE 402161
INTERMEDIA COMMUNICATIONS COM 458801107 5865
220300 SH SOLE 220300
INTERPUBLIC GROUP COS INC COM 460690100 8788
112850 SH SOLE 112850
INTIMATE BRANDS INC CL A 461156101 11377
236400 SH SOLE 236400
INTERNATIONAL RECTIFIER CORP COM 460254105 1141
163000 SH SOLE 163000
INTL TELECOMMUNICATION DATA SY COM 46047F104 848
68500 SH SOLE 68500
INTUIT INC COM 461202103 19567
192300 SH SOLE 192300
IOMEGA CORP COM 462030107 8065
1573600 SH SOLE 1573600
IPALCO ENTERPRISES INC COM 462613100 6864
312900 SH SOLE 312900
IRWIN FINANCIAL CORP COM 464119106 11371
566800 SH SOLE 566800
ISIS PHARMACEUTICALS INC COM 464330109 1411
156800 SH SOLE 156800
ITT INDUSTRIES INC COM 450911102 22983
649700 SH SOLE 649700
IVAX CORP COM 465823102 4364
369427 SH SOLE 369427
IXC COMMUNICATIONS INC COM 450713102 3867
84300 SH SOLE 84300
J D EDWARDS & CO COM 281667105 403
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JABIL CIRCUIT INC COM 466313103 10546
260400 SH SOLE 260400
JACOR COMMUNUNICATIONS INC CL A 469858401 9948
130900 SH SOLE 130900
JDA SOFTWARE GROUP INC COM 46612K108 992
133400 SH SOLE 133400
JDN REALTY CORP COM 465917102 3318
166950 SH SOLE 166950
JEFFERSON-PILOT CORP COM 475070108 69997
1033168 SH SOLE 1033168
JEFFERIES GROUP INC COM 472318104 7372
155400 SH SOLE 155400
JLG INDUSTRIES INC COM 466210101 4545
333600 SH SOLE 333600
JOHNSON & JOHNSON COM 478160104 412616
4413000 SH SOLE 4413000
JOHNSON CONTROLS INC COM 478366107 9531
152800 SH SOLE 152800
JONES APPAREL GROUP COM 480074103 1958
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JONES PHARMA INC COM 480236108 3666
105500 SH SOLE 105500
JSB FINANCIAL INC COM 46624M100 10045
200400 SH SOLE 200400
JUST FOR FEET INC COM 48213P106 1418
113450 SH SOLE 113450
K MART CORP COM 482584109 39626
2356950 SH SOLE 2356950
KAISER ALUMINUM CORP COM 483007100 1214
223300 SH SOLE 223300
KANSAS CITY LIFE INSURANCE CO COM 484836101 5208
63900 SH SOLE 63900
KANSAS CITY POWER & LIGHT CO COM 485134100 4324
175600 SH SOLE 175600
KANSAS CITY SOUTHERN INDUSTRIE COM 485170104 2132
37400 SH SOLE 37400
KAUFMAN & BROAD HOME CORP COM 486168107 2222
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KEANE INC COM 486665102 3747
175800 SH SOLE 175800
KELLEY OIL & GAS CORP COM 487906109 659
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KELLOGG CO COM 487836108 30982
916300 SH SOLE 916300
KELLY SERVICES CL A CL A 488152208 1345
48475 SH SOLE 48475
KEMET CORP COM 488360108 1544
134300 SH SOLE 134300
KERR-MCGEE CORP COM 492386107 23124
704740 SH SOLE 704740
KEYCORP COM 493267108 70272
2318242 SH SOLE 2318242
KEYSPAN ENERGY COM 49337K106 5611
223320 SH SOLE 223320
KEYSTONE FINANCIAL INC COM 493482103 2632
81600 SH SOLE 81600
KIMBERLY-CLARK CORP COM 494368103 90148
1880524 SH SOLE 1880524
KING WORLD PRODUCTIONS COM 495667107 28631
936800 SH SOLE 936800
KIRBY CORP COM 497266106 822
43400 SH SOLE 43400
KLA-TENCOR CORP COM 482480100 20833
429000 SH SOLE 429000
KN ENERGY INC COM 482620101 1480
74250 SH SOLE 74250
KNIGHT-RIDDER INC COM 499040103 32650
653000 SH SOLE 653000
KOHL'S CORP COM 500255104 32447
457800 SH SOLE 457800
KOMAG INC COM 500453105 511
116900 SH SOLE 116900
KOS PHARMACEUTICALS INC COM 500648100 673
122400 SH SOLE 122400
KROGER CO COM 501044101 43230
722000 SH SOLE 722000
KRONOS INC COM 501052104 2957
120675 SH SOLE 120675
KULICKE & SOFFA INDUSTRIES INC COM 501242101 3280
129900 SH SOLE 129900
LOUISIANA PACIFIC CORP COM 546347105 16344
877510 SH SOLE 877510
LA-Z-BOY INC COM 505336107 3702
196800 SH SOLE 196800
LABOR READY INC COM NEW 505401208 1121
42900 SH SOLE 42900
LAFARGE CORP COM 505862102 2408
86000 SH SOLE 86000
LAKES GAMING INC COM 51206P109 595
72675 SH SOLE 72675
LAM RESEARCH CORP COM 512807108 5496
189500 SH SOLE 189500
LAMAR ADVERTISING CO CL A 512815101 2647
78000 SH SOLE 78000
LANCE INC COM 514606102 1758
108194 SH SOLE 108194
LASON INC COM 51808R107 4354
77400 SH SOLE 77400
LATTICE SEMICONDUCTOR CORP COM 518415104 3873
85000 SH SOLE 85000
LEAR CORP COM 521865105 11850
277600 SH SOLE 277600
LEARNING COMPANY INC COM 522008101 5860
202074 SH SOLE 202074
LEE ENTERPRISES INC COM 523768109 1375
47400 SH SOLE 47400
LEGATO SYSTEMS INC COM 524651106 6835
132400 SH SOLE 132400
LEGGETT & PLATT INC COM 524660107 9344
467200 SH SOLE 467200
LEGG MASON INC COM 524901105 8981
266600 SH SOLE 266600
LEHMAN BROTHERS HOLDINGS INC COM 524908100 41412
693086 SH SOLE 693086
LENNAR CORP COM 526057104 6120
273500 SH SOLE 273500
LEVEL 3 COMMUNICATIONS INC COM 52729N100 63871
877200 SH SOLE 877200
LEVEL ONE COMMUNICATIONS INC COM 527295109 7790
160200 SH SOLE 160200
LEXMARK INTL GROUP INC CL A 529771107 17632
157600 SH SOLE 157600
LG&E ENERGY CORP COM 501917108 4638
222843 SH SOLE 222843
LHS GROUP INC COM 501938104 780
26600 SH SOLE 26600
LIBERTY PROPERTIES TRUST SH BEN INT 531172104 82187
3960820 SH SOLE 3960820
LIGAND PHARMACEUTICALS INC CL B 53220K207 1454
177600 SH SOLE 177600
LILLY (ELI) & CO COM 532457108 275462
3245500 SH SOLE 3245500
LIMITED INC COM 532716107 40119
1012467 SH SOLE 1012467
LINCARE HOLDINGS INC COM 532791100 5670
201600 SH SOLE 201600
LINCOLN NATIONAL CORP COM 534187109 42655
431400 SH SOLE 431400
LINDSAY MANUFACTURING CO COM 535555106 3508
176512 SH SOLE 176512
LINEAR TECHNOLOGY CORP COM 535678106 27675
540000 SH SOLE 540000
LITTELFUSE INC COM 537008104 2405
130900 SH SOLE 130900
LITTON INDUSTRIES INC COM 538021106 15381
264900 SH SOLE 264900
LIZ CLAIBORNE INC COM 539320101 16048
491900 SH SOLE 491900
LNR PROPERTY CORP COM 501940100 5889
298200 SH SOLE 298200
LO-JACK CORP COM 539451104 1471
191400 SH SOLE 191400
LOCKHEED MARTIN CORP COM 539830109 61497
1629066 SH SOLE 1629066
LOEWS CORP COM 540424108 8470
113500 SH SOLE 113500
LONE STAR INDUSTRIES INC COM NEW 542290408 1221
39400 SH SOLE 39400
LONE STAR STEAKHOUSE & SALOON COM 542307103 1697
165600 SH SOLE 165600
LONG BEACH FINANCIAL CO COM 542446109 1574
163500 SH SOLE 163500
LONGS DRUG STORES COM 543162101 6617
217400 SH SOLE 217400
LOWES COMPANIES INC COM 548661107 71372
1179700 SH SOLE 1179700
LSI LOGIC CORP COM 502161102 18260
585500 SH SOLE 585500
LTV CORP NEW COM 501921100 1144
212900 SH SOLE 212900
LUBRIZOL CORP COM 549271104 7099
315500 SH SOLE 315500
LUCENT TECHNOLOGIES INC COM 549463107 488612
4524182 SH SOLE 4524182
LYCOS INC COM 550818108 10405
120900 SH SOLE 120900
LYONDELL PETROCHEMICAL CO COM 552078107 1669
121900 SH SOLE 121900
M & T BANK CORP COM 55261F104 45563
95122 SH SOLE 95122
MACK-CALI REALTY CORP COM 554489104 10358
352600 SH SOLE 352600
MACROMEDIA INC COM 556100105 14151
312300 SH SOLE 312300
MAF BANCORP INC COM 55261R108 11742
527730 SH SOLE 527730
MAGELLAN HEALTH SERVICES INC COM 559079108 939
224200 SH SOLE 224200
MALLINCKRODT INC NEW COM 561232109 9865
370500 SH SOLE 370500
MANPOWER INC COM 56418H100 8373
358200 SH SOLE 358200
MANUGISTICS GROUP INC COM 565011103 847
127800 SH SOLE 127800
MARINE DRILLING COMPANY INC COM PAR $0.01 568240204 3553
323000 SH SOLE 323000
MARK IV INDUSTRIES INC COM 570387100 1131
86975 SH SOLE 86975
MARKEL CORP COM 570535104 7156
39700 SH SOLE 39700
MARRIOTT INTL INC NEW CL A CL A 571903202 37390
1111964 SH SOLE 1111964
MARSH & MCLENNAN COMPANIES INC COM 571748102 104232
1403800 SH SOLE 1403800
MARSHALL & ILSLEY CORP COM 571834100 10295
185700 SH SOLE 185700
MARTIN MARIETTA MATERIALS COM 573284106 4297
75300 SH SOLE 75300
MASCO CORP COM 574599106 39219
1388300 SH SOLE 1388300
MASTEC INC COM 576323109 1805
79350 SH SOLE 79350
MASTECH CORP COM 57632N105 329
25300 SH SOLE 25300
MATLACK SYSTEMS INC COM 576901102 304
54000 SH SOLE 54000
MATTEL INC COM 577081102 32522
1304124 SH SOLE 1304124
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 24741
457100 SH SOLE 457100
MAY DEPARTMENT STORES CO COM 577778103 74443
1902696 SH SOLE 1902696
MAYTAG CORP COM 578592107 27815
460700 SH SOLE 460700
MBIA INC COM 55262C100 17383
299700 SH SOLE 299700
MBNA CORP COM 55262L100 68416
2865595 SH SOLE 2865595
MCCORMICK & CO INC COM NON VTG 579780206 1827
63000 SH SOLE 63000
MCDONALD'S CORP COM 580135101 241837
5337096 SH SOLE 5337096
MCGRAW-HILL COMPANIES INC COM 580645109 62566
1148000 SH SOLE 1148000
MCI WORLDCOM INC COM 55268B106 671029
7576894 SH SOLE 7576894
MCKESSON HBOC INC COM 58155Q103 73818
1118454 SH SOLE 1118454
MCLEODUSA INC CL A COM 582266102 5372
127900 SH SOLE 127900
MCN ENERGY GROUP INC COM 55267J100 2676
166600 SH SOLE 166600
MEAD CORP COM 582834107 21516
699700 SH SOLE 699700
MEDICAL ASSURANCE INC COM 58449U100 20498
732076 SH SOLE 732076
MEDAPHIS CORP COM 584028104 776
318300 SH SOLE 318300
MEDIAONE GROUP INC COM 58440J104 169764
2676076 SH SOLE 2676076
MEDICAL MANAGER CORP COM 58461C103 1640
70900 SH SOLE 70900
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 3461
115350 SH SOLE 115350
MEDIMMUNE INC COM 584699102 10819
182800 SH SOLE 182800
MEDITRUST COS PAIRED-SHR REIT PAIRED CTF NEW 58501T306 7368
592412 SH SOLE 592412
MEDPARTNERS INC NEW COM 58503X107 1819
382923 SH SOLE 382923
MEDTRONIC INC COM 585055106 149445
2079232 SH SOLE 2079232
MELLON BANK CORP COM 585509102 101627
1444072 SH SOLE 1444072
MEMBERWORKS INC COM 586002107 1787
49300 SH SOLE 49300
MENTOR CORP MINN COM 587188103 2347
159800 SH SOLE 159800
MENTOR GRAPHICS CORP COM 587200106 3325
246300 SH SOLE 246300
MERCANTILE BANCORP INC COM 587342106 37545
790428 SH SOLE 790428
MERCANTILE BANKSHARES COM 587405101 5534
149575 SH SOLE 149575
MERCK & CO INC COM 589331107 642058
8013200 SH SOLE 8013200
MERCURY GENERAL CORP NEW COM 589400100 1102
31600 SH SOLE 31600
MERCURY INTERACTIVE CORP COM 589405109 5900
165600 SH SOLE 165600
MEREDITH CORP COM 589433101 21676
689500 SH SOLE 689500
MERITOR AUTOMOTIVE INC COM 59000G100 4603
296966 SH SOLE 296966
MERRILL LYNCH & CO INC COM 590188108 147140
1662600 SH SOLE 1662600
METAMOR WORLDWIDE INC COM 59133P100 608
43400 SH SOLE 43400
METROMEDIA INTL GROUP INC COM 591695101 1755
360100 SH SOLE 360100
METZLER GROUP INC COM 592903108 1741
55500 SH SOLE 55500
MEYER FRED INC DEL NEW COM 592907109 24427
414900 SH SOLE 414900
MGIC INVESTMENT CORP COM 552848103 13892
396200 SH SOLE 396200
MICHAELS STORES INC COM 594087108 4587
185800 SH SOLE 185800
MICRO WAREHOUSE INC COM 59501B105 1704
105700 SH SOLE 105700
MICROCHIP TECHNOLOGY INC COM 595017104 11087
320200 SH SOLE 320200
MICRON TECHNOLOGY INC COM 595112103 39885
827700 SH SOLE 827700
MICRON ELECTRONICS INC COM 595100108 3550
302100 SH SOLE 302100
MICROS SYSTEMS INC COM 594901100 6065
183800 SH SOLE 183800
MICROSOFT CORP COM 594918104 1047465
11687200 SH SOLE 11687200
MID ATLANTIC MEDICAL SERVICES COM 59523C107 12370
1229300 SH SOLE 1229300
MID-AMERICA APARTMNT COMMUNITI COM 59522J103 4115
192500 SH SOLE 192500
MIDAM ENERGY HOLDINGS COM 59562V107 8042
287200 SH SOLE 287200
MIDAS INC COM 595626102 5237
156900 SH SOLE 156900
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445400 SH SOLE 445400
MILLENNIUM CHEMICALS INC COM 599903101 2129
107100 SH SOLE 107100
MILLER (HERMAN) INC COM 600544100 3676
201400 SH SOLE 201400
MILLIPORE CORP COM 601073109 3551
147200 SH SOLE 147200
MINDSPRING ENTERPRISES INC COM 602683104 7453
86600 SH SOLE 86600
MINNESOTA POWER INC COM 604110106 2595
131400 SH SOLE 131400
MIRAGE RESORTS INC COM 60462E104 16686
785200 SH SOLE 785200
MISSISSIPPI CHEMICAL CORP COM NEW 605288208 971
103574 SH SOLE 103574
MMC NETWORKS INC COM 55308N102 938
58600 SH SOLE 58600
MINNESOTA MINING & MANUFACTURI COM 604059105 106684
1507900 SH SOLE 1507900
MOBIL CORP COM 607059102 308000
3500000 SH SOLE 3500000
MODIS PROFESSIONAL SERVICES IN COM 607830106 3212
354442 SH SOLE 354442
MOHAWK INDUSTRIES INC COM 608190104 1239
41300 SH SOLE 41300
MOLEX INC COM 608554101 7068
240625 SH SOLE 240625
MONSANTO CO COM 611662107 99547
2167000 SH SOLE 2167000
MONTANA POWER CO COM 612085100 9276
126100 SH SOLE 126100
MORGAN (JP) & CO INC COM 616880100 108052
875803 SH SOLE 875803
MORGAN STANLEY DEAN WITTER & C COM NEW 617446448 267961
2681290 SH SOLE 2681290
MORTON INTL INC IND NEW COM 619335102 35761
973100 SH SOLE 973100
MOTOROLA INC COM 620076109 190164
2596100 SH SOLE 2596100
MRV COMMUNICATIONS INC COM 553477100 603
99900 SH SOLE 99900
MTS SYSTEMS CORP COM 553777103 2159
213188 SH SOLE 213188
MUELLER INDUSTRIES INC COM 624756102 16591
741500 SH SOLE 741500
MURPHY OIL CORP COM 626717102 3196
77000 SH SOLE 77000
MYLAN LABS INC COM 628530107 10676
389100 SH SOLE 389100
NABISCO HOLDINGS CORP CL A 629526104 12327
296600 SH SOLE 296600
NABORS INDUSTRIES INC COM 629568106 6135
337300 SH SOLE 337300
NACCO INDUSTRIES INC CL A CL A 629579103 1126
15200 SH SOLE 15200
NALCO CHEMICAL CO COM 629853102 13637
513400 SH SOLE 513400
NATIONAL BANCORP ALASKA COM 632587101 1868
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NATIONAL CITY CORP (CLEV) COM 635405103 87957
1325160 SH SOLE 1325160
NATIONAL CITY BANCSHARES INC COM 635313109 2972
121306 SH SOLE 121306
NATIONAL DATA CORP COM 635621105 2117
50400 SH SOLE 50400
NATIONAL FUEL GAS CO COM 636180101 2873
73200 SH SOLE 73200
NATIONAL GOLF PROPERTIES INC COM 63623G109 10628
483100 SH SOLE 483100
NATIONAL PENNSYLVANIA BANCSHAR COM 637138108 3413
137880 SH SOLE 137880
NATIONAL SEMICONDUCTOR CORP COM 637640103 8012
860400 SH SOLE 860400
NATIONAL SERVICE INDUSTRIES COM 637657107 25595
751400 SH SOLE 751400
NATIONAL WESTERN LIFE INSURANC CL A 638522102 12394
117200 SH SOLE 117200
NAUTICA ENTERPRISES INC COM 639089101 744
65800 SH SOLE 65800
NAVISTAR INTERNATIONAL CORP NE COM 63934E108 11076
275600 SH SOLE 275600
NBTY INC COM 628782104 1150
235900 SH SOLE 235900
NCI BUILDING SYSTEMS INC COM 628852105 5128
218200 SH SOLE 218200
NCR CORP NEW COM 62886E108 28446
568919 SH SOLE 568919
NEW ENGLAND ELECTRIC SYSTEM COM 644001109 3371
69500 SH SOLE 69500
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49100 SH SOLE 49100
NETEGRITY INC COM 64110P107 583
52142 SH SOLE 52142
NETWORK APPLIANCE INC COM 64120L104 13264
262000 SH SOLE 262000
NETWORKS ASSOCIATES INC COM 640938106 14702
479073 SH SOLE 479073
NETWORK EQUIPMENT TECHNOLOGIES COM 641208103 1777
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NEVADA POWER CO COM 641423108 3292
133000 SH SOLE 133000
NEW CENTURY ENERGIES INC COM 64352U103 5666
166330 SH SOLE 166330
NEW HOLLAND N V ORD N62648105 976
95200 SH SOLE 95200
NEW PLAN EXCEL REALTY TRUST IN COM 648053106 3187
166100 SH SOLE 166100
NEWFIELD EXPLORATION CO COM 651290108 6249
276200 SH SOLE 276200
NEWMONT MINING CORP COM 651639106 19697
1125521 SH SOLE 1125521
NEWPORT NEWS SHIPBUILDING INC COM 652228107 7566
238760 SH SOLE 238760
NEXSTAR PHARMACEUTICALS INC COM 65333B106 4018
235500 SH SOLE 235500
NEXTEL COMMUNICATIONS INC CL A CL A 65332V103 31345
855837 SH SOLE 855837
NEXTLINK COMMUNICATIONS INC CL A 65333H707 7062
126100 SH SOLE 126100
NORFOLK SOUTHERN CORP COM 655844108 62559
2371900 SH SOLE 2371900
NFO WORLDWIDE INC COM 62910N108 1705
170450 SH SOLE 170450
NICHOLS RESEARCH CORP COM 653818104 1361
72100 SH SOLE 72100
NICOR INC COM 654086107 17990
500600 SH SOLE 500600
NIELSEN MEDIA RESEARCH NEW COM NEW 653929307 6889
279057 SH SOLE 279057
NIKE INC CL B CL B 654106103 20854
361500 SH SOLE 361500
NINE WEST GROUP INC COM 65440D102 3135
127000 SH SOLE 127000
NIPSCO INDS INC COM 629140104 3008
111400 SH SOLE 111400
NL INDUSTRIES INC COM NEW 629156407 1252
139100 SH SOLE 139100
NOBLE AFFILIATES COM 654894104 6699
231000 SH SOLE 231000
NOBLE DRILLING CORP COM 655042109 12369
711900 SH SOLE 711900
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1964791 SH SOLE 1964791
NORTHERN STATES POWER MINN COM 665772109 18262
787600 SH SOLE 787600
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312700 SH SOLE 312700
NORDSTROM INC COM 655664100 28968
708700 SH SOLE 708700
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365800 SH SOLE 365800
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138000 SH SOLE 138000
NORTHWEST AIRLINES CORP CL A CL A 667280101 9298
334300 SH SOLE 334300
NOVA CORP GA COM 669784100 2032
77392 SH SOLE 77392
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2236400 SH SOLE 2236400
NOVELLUS SYSTEMS COM 670008101 8401
152400 SH SOLE 152400
NTL INC COM 629407107 10977
134900 SH SOLE 134900
NUCOR CORP COM 670346105 25182
571500 SH SOLE 571500
NUEVO ENERGY COMPANY COM 670509108 2666
197500 SH SOLE 197500
NVR INC COM 62944T105 3661
86900 SH SOLE 86900
NEW YORK TIMES CO CL A CL A 650111107 23125
811416 SH SOLE 811416
O'REILLY AUTOMOTIVE INC COM 686091109 2452
54800 SH SOLE 54800
OAKLEY INC COM 673662102 1374
198000 SH SOLE 198000
OBJECT DESIGN INC COM 674416102 478
93200 SH SOLE 93200
OCEANEERING INTERNATIONAL INC COM 675232102 6322
418000 SH SOLE 418000
OCTEL CORP COM 675727101 1081
88275 SH SOLE 88275
OCWEN FINANCIAL CORP COM 675746101 1135
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728500 SH SOLE 728500
OFFICEMAX INC COM 67622M108 4225
489800 SH SOLE 489800
OFFSHORE LOGISTICS INC COM 676255102 1395
120000 SH SOLE 120000
OGE ENERGY CORP COM 670837103 5248
232600 SH SOLE 232600
OHIO CASUALTY CORP COM 677240103 2629
67400 SH SOLE 67400
OLD KENT FINANCIAL CORP COM 679833103 7729
182668 SH SOLE 182668
OLD REPUBLIC INTERNATIONAL COR COM 680223104 3562
195156 SH SOLE 195156
OLIN CORP COM PAR $1 680665205 841
83600 SH SOLE 83600
OLSTEN CORP COM 681385100 798
129026 SH SOLE 129026
OMEGA FINANCIAL CORP COM 682092101 2479
74550 SH SOLE 74550
OMEGA HEALTHCARE INVESTORS INC COM 681936100 3668
159900 SH SOLE 159900
OMNICARE INC COM 681904108 3914
205300 SH SOLE 205300
OMNICOM GROUP INC COM 681919106 20960
262200 SH SOLE 262200
OMNIPOINT CORP COM 68212D102 2762
191300 SH SOLE 191300
ONEOK INC NEW COM 682680103 20082
811400 SH SOLE 811400
ORANGE & ROCKLAND UTILITIES IN COM 684065105 18403
320400 SH SOLE 320400
ORACLE CORP COM 68389X105 106389
4033725 SH SOLE 4033725
ORION CAPITAL CORP COM 686268103 756
24200 SH SOLE 24200
ORTHODONTIC CENTERS OF AMERICA COM 68750P103 1125
71400 SH SOLE 71400
OSHKOSH B GOSH INC CL A CL A 688222207 14451
817000 SH SOLE 817000
OTTER TAIL POWER CO COM 689648103 2273
57000 SH SOLE 57000
OUTBACK STEAKHOUSE INC COM 689899102 8118
247875 SH SOLE 247875
OUTDOOR SYSTEMS INC COM 690057104 23351
778350 SH SOLE 778350
OWENS CORNING COM 69073F103 14290
449200 SH SOLE 449200
OWENS-ILLINOIS INC COM NEW 690768403 8848
353900 SH SOLE 353900
OXFORD HEALTH PLANS INC COM 691471106 5664
362500 SH SOLE 362500
OCCIDENTAL PETROLEUM CORP COM 674599105 35262
1959012 SH SOLE 1959012
P P & L RESOURCES INC COM 693499105 25290
1021800 SH SOLE 1021800
P-COM INC COM 693262107 1571
206000 SH SOLE 206000
PACIFIC CENTURY FINANCIAL CORP COM 694058108 3281
157150 SH SOLE 157150
PACCAR INC COM 693718108 16365
397330 SH SOLE 397330
PACIFICARE HEALTH SYSTEMS CL A CL A 695112102 3939
65453 SH SOLE 65453
PACIFICARE HEALTH SYSTEMS CL B CL B 695112201 5784
84741 SH SOLE 84741
PACIFICORP COM 695114108 27184
1575900 SH SOLE 1575900
PAGING NETWORK INC COM 695542100 2250
479900 SH SOLE 479900
PAINEWEBBER GROUP INC COM 695629105 21165
530775 SH SOLE 530775
PAIRGAIN TECHNOLOGIES INC COM 695934109 3633
372600 SH SOLE 372600
PALL CORP COM 696429307 16758
1011797 SH SOLE 1011797
PANAMSAT CORP NEW COM 697933109 2540
81591 SH SOLE 81591
PARAMETRIC TECHNOLOGY CORP COM 699173100 19878
1006462 SH SOLE 1006462
PAREXEL INTERNATIONAL CORP COM 699462107 2594
125400 SH SOLE 125400
PARK NATIONAL CORP COM 700658107 23280
242500 SH SOLE 242500
PARK PLACE ENTERTAINMENT CORP COM 700690100 9313
1231500 SH SOLE 1231500
PARKER HANNIFIN CORP COM 701094104 8820
257525 SH SOLE 257525
PARKWAY PROPERTIES INC COM 70159Q104 2630
93300 SH SOLE 93300
PATHOGENESIS CORP COM 70321E104 647
48600 SH SOLE 48600
PATRIOT AMERICAN HOSPITALITY D PAIRED CTF 703352203 392
76528 SH SOLE 76528
PAYCHEX INC COM 704326107 22221
468437 SH SOLE 468437
PAYLESS SHOESOURCE INC COM 704379106 13310
286242 SH SOLE 286242
PBOC HOLDINGS INC COM 69316G108 3875
430600 SH SOLE 430600
PECO ENERGY COMPANY COM 693304107 53141
1149000 SH SOLE 1149000
PEGASUS SYSTEMS INC COM 705906105 4518
113300 SH SOLE 113300
PENN ENG/MANUFACTURING CORP CL CL A 707389102 615
32800 SH SOLE 32800
PENNEY (JC) CO COM 708160106 43418
1072056 SH SOLE 1072056
PENNZENERGY CO COM 70931Q109 1717
163500 SH SOLE 163500
PENNZOIL-QUAKER STATE CO COM 709323109 2840
229500 SH SOLE 229500
PEOPLES BANCORP INC DEL COM 709909105 4141
419300 SH SOLE 419300
PEOPLES ENERGY CORP COM 711030106 17013
526500 SH SOLE 526500
PEOPLES HERITAGE FINANCIAL GRO COM 711147108 14186
788100 SH SOLE 788100
PEOPLESOFT INC COM 712713106 11102
759100 SH SOLE 759100
PEPSICO INC COM 713448108 198281
5059800 SH SOLE 5059800
PEREGRINE SYSTEMS INC COM 71366Q101 7814
232400 SH SOLE 232400
PERFORMANCE FOOD GROUP COM 713755106 2363
90000 SH SOLE 90000
PERKIN-ELMER CORP COM 714041100 23994
247200 SH SOLE 247200
PETROLEUM GEO SERVICES A/S ADR SPONSORED ADR 716597109 1638
107400 SH SOLE 107400
PETSMART INC COM 716768106 3396
422800 SH SOLE 422800
PFIZER INC COM 717081103 623834
4496100 SH SOLE 4496100
PG&E CORP COM 69331C108 78022
2511778 SH SOLE 2511778
PHARMACIA & UPJOHN INC COM 716941109 147999
2372730 SH SOLE 2372730
PHARMERICA INC COM 717135107 2302
460387 SH SOLE 460387
PHELPS DODGE CORP COM 717265102 17287
351000 SH SOLE 351000
PHILIP MORRIS COS INC COM 718154107 280057
7959000 SH SOLE 7959000
PHILLIPS PETROLEUM CO COM 718507106 59114
1251100 SH SOLE 1251100
PHYSICIAN RELIANCE NETWORK INC COM 71940G108 1654
194600 SH SOLE 194600
PHYCOR INC COM 71940F100 1313
276350 SH SOLE 276350
PINNACLE WEST CAPITAL CORP COM 723484101 11433
314300 SH SOLE 314300
PIONEER HI-BRED INTERNATIONAL COM 723686101 20193
536700 SH SOLE 536700
PIONEER NATURAL RESOURCES CO COM 723787107 4251
548571 SH SOLE 548571
PITNEY BOWES INC COM 724479100 95421
1496800 SH SOLE 1496800
PITTSTON BRINK'S GROUP COM BRINKS GRP 725701106 2155
91700 SH SOLE 91700
PITTWAY CORP DEL CL A CL A 725790208 1092
41200 SH SOLE 41200
PLANTRONICS INC NEW COM 727493108 11124
177800 SH SOLE 177800
PLATINUM TECHNOLOGY INTL INC COM 72764T101 5625
220600 SH SOLE 220600
PMC-SIERRA INC COM 69344F106 5610
78800 SH SOLE 78800
PMI GROUP INC COM 69344M101 3923
84600 SH SOLE 84600
PNC BANK CORP COM 693475105 109533
1971353 SH SOLE 1971353
POGO PRODUCING CO COM 730448107 1453
111800 SH SOLE 111800
POLAROID CORP COM 731095105 8267
409500 SH SOLE 409500
POLICY MANAGEMENT SYSTEMS CORP COM 731108106 10501
342900 SH SOLE 342900
POMEROY COMPUTER RESOURCES INC COM 731822102 1261
97000 SH SOLE 97000
POPULAR INC COM 733174106 4838
156700 SH SOLE 156700
POTASH CORP SASKATCHEWAN INC COM 73755L107 738
13800 SH SOLE 13800
POTLATCH CORP COM 737628107 16100
474400 SH SOLE 474400
POTOMAC ELECTRIC POWER CO COM 737679100 4406
190000 SH SOLE 190000
POWERTEL INC COM 73936C109 888
62300 SH SOLE 62300
PPG INDUSTRIES INC COM 693506107 50486
985100 SH SOLE 985100
PRAXAIR INC COM 74005P104 29315
812900 SH SOLE 812900
PRE PAID LEGAL SERVICES INC COM 740065107 2132
87000 SH SOLE 87000
PREMARK INTERNATIONAL INC COM 740459102 18382
558100 SH SOLE 558100
PREMIER BANCSHARES INC GA COM 739909109 1683
85200 SH SOLE 85200
PREMIER PARKS COM NEW 740540208 4574
122800 SH SOLE 122800
PREMISYS COMMUNICATIONS INC COM 740584107 1150
133300 SH SOLE 133300
PRESSTEK INC COM 741113104 1255
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PRICE ENTERPRISES INC NEW COM NEW 741444202 3279
589458 SH SOLE 589458
PRICE T ROWE & ASSOCIATES COM 741477103 8913
259300 SH SOLE 259300
PRIDE INTL INC COM 741932107 2400
290900 SH SOLE 290900
PRIMARK CORP COM 741903108 1086
51100 SH SOLE 51100
PRIMUS TELECOMMUNICATIONS GROU COM 741929103 1096
108200 SH SOLE 108200
PRISON REALTY CORP COM 74264N105 4733
271425 SH SOLE 271425
PROBUSINESS SERVICES INC COM 742674104 878
20900 SH SOLE 20900
PROCTER & GAMBLE CO COM 742718109 415760
4245152 SH SOLE 4245152
PROFIT RECOVERY GROUP INTL INC COM 743168106 2034
51500 SH SOLE 51500
PROGRESSIVE CORP OHIO COM 743315103 13044
90900 SH SOLE 90900
PROJECT SOFTWARE & DEVELOPMENT COM 74339P101 662
27000 SH SOLE 27000
PROLOGIS TRUST SH BEN INT 743410102 6441
314200 SH SOLE 314200
PROMUS HOTEL CORP NEW COM 74342P106 15730
432436 SH SOLE 432436
PROTECTIVE LIFE CORP COM 743674103 2617
69100 SH SOLE 69100
PROVIDENT COMPANIES INC COM 743862104 15055
435600 SH SOLE 435600
PROVIDENT BANKSHARES CORP COM 743859100 6537
250231 SH SOLE 250231
PROVIDIAN FINANCIAL CORP COM 74406A102 56381
512550 SH SOLE 512550
PSINET INC COM 74437C101 9385
220500 SH SOLE 220500
PSS WORLD MEDICAL INC COM 69366A100 2601
295150 SH SOLE 295150
PUBLIC SERVICE ENTERPRISE GROU COM 744573106 49949
1307990 SH SOLE 1307990
PUBLIC STORAGE INC COM 74460D109 7128
285100 SH SOLE 285100
PULTE CORP COM 745867101 2406
115600 SH SOLE 115600
PXRE CORP COM 693674103 8052
447351 SH SOLE 447351
QRS CORP COM 74726X105 17186
274700 SH SOLE 274700
QUAKER OATS CO COM 747402105 46170
741688 SH SOLE 741688
QUALCOMM INC COM 747525103 29999
241200 SH SOLE 241200
QUANTEX CORP COM 747620102 1428
92100 SH SOLE 92100
QUANTUM CORP COM 747906105 11081
615600 SH SOLE 615600
QUEENS COUNTY BANCORP INC COM 748242104 25931
960422 SH SOLE 960422
QUEST DIAGNOSTICS INC COM 74834L100 7073
317900 SH SOLE 317900
QUESTAR CORP COM 748356102 2263
133600 SH SOLE 133600
QUINTILES TRANSNATIONAL CORP COM 748767100 9581
253800 SH SOLE 253800
QUORUM HEALTH GROUP INC COM 749084109 792
79150 SH SOLE 79150
QWEST COMMUNICATIONS INTL INC COM 749121109 19177
266001 SH SOLE 266001
R & B FALCON CORP COM 74912E101 7575
878310 SH SOLE 878310
RAINFOREST CAFE INC COM 75086K104 827
164350 SH SOLE 164350
RALCORP HOLDINGS INC NEW COM 751028101 4647
244600 SH SOLE 244600
RALSTON PURINA GROUP COM RAL-PUR GP 751277302 39385
1475800 SH SOLE 1475800
RAMBUS INC DEL COM 750917106 3431
53300 SH SOLE 53300
RATIONAL SOFTWARE CORP COM NEW 75409P202 8515
317578 SH SOLE 317578
RAYCHEM CORP COM 754603108 13343
591400 SH SOLE 591400
RAYONIER INC COM 754907103 8865
221275 SH SOLE 221275
RAYTHEON CO CL A CL A 755111309 19187
332240 SH SOLE 332240
RAYTHEON CO CL B CL B 755111408 81835
1395900 SH SOLE 1395900
RCN CORP COM 749361101 14774
440200 SH SOLE 440200
READERS DIGEST ASSOCIATION CL CL A NON VTG 755267101 21767
692400 SH SOLE 692400
READ-RITE CORP COM 755246105 2895
439000 SH SOLE 439000
REALNETWORKS INC COM 75605L104 5584
45700 SH SOLE 45700
REEBOK INTERNATIONAL LTD COM 758110100 6404
403400 SH SOLE 403400
REGIONS FINANCIAL CORP COM 758940100 12118
349986 SH SOLE 349986
REGIS CORP MINN COM 758932107 5640
211825 SH SOLE 211825
REINSURANCE GROUP AMER INC COM 759351109 6215
146025 SH SOLE 146025
RELIANCE BANCORP INC COM 759451107 2398
83400 SH SOLE 83400
RELIANT ENERGY INC COM 75952J108 50253
1928181 SH SOLE 1928181
RELIASTAR FINANCIAL CORP COM 75952U103 12806
300434 SH SOLE 300434
RELTEC CORP COM 759527104 1095
37200 SH SOLE 37200
REMEDY CORP COM 759548100 1210
86400 SH SOLE 86400
RENAL CARE GROUP INC COM 759930100 920
46900 SH SOLE 46900
RENTAL SERVICE CORP COM 76009V102 999
57100 SH SOLE 57100
REPUBLIC SECURITY FINANCIAL CO COM 760758102 2158
233300 SH SOLE 233300
REPUBLIC NEW YORK CORP COM 760719104 16305
353500 SH SOLE 353500
REPUBLIC BANCSHARES INC COM 759929102 3794
177500 SH SOLE 177500
REPUBLIC INDUSTRIES INC COM 760516104 20301
1640500 SH SOLE 1640500
RES-CARE INC COM 760943100 2890
128100 SH SOLE 128100
RESMED INC COM 761152107 1650
58400 SH SOLE 58400
RESPIRONICS INC COM 761230101 3442
261000 SH SOLE 261000
REXALL SUNDOWN INC COM 761648104 2842
148100 SH SOLE 148100
REYNOLDS METALS CO COM 761763101 24398
505000 SH SOLE 505000
RICHMOND COUNTY FINANCIAL CORP COM 764556106 1434
96800 SH SOLE 96800
RITE AID CORP COM 767754104 29636
1185430 SH SOLE 1185430
RJR NABISCO HOLDINGS CORP COM NEW 74960K876 14743
589734 SH SOLE 589734
ROADWAY EXPRESS COM 769742107 1971
115500 SH SOLE 115500
ROBBINS & MYERS INC COM 770196103 789
45400 SH SOLE 45400
ROBERT HALF INTERNATIONAL INC COM 770323103 8348
254400 SH SOLE 254400
ROBERTS PHARMACEUTICAL CORP COM 770491108 2507
120800 SH SOLE 120800
ROCKWELL INTERNATIONAL CORP NE COM 773903109 36776
866600 SH SOLE 866600
ROGERS CORP COM 775133101 7440
300600 SH SOLE 300600
ROHM & HAAS CO COM 775371107 34153
1017600 SH SOLE 1017600
ROMAC INTERNATIONAL INC COM 775835101 766
90100 SH SOLE 90100
ROPER INDS INC NEW COM 776696106 2473
103600 SH SOLE 103600
ROSS STORES INC COM 778296103 3969
90600 SH SOLE 90600
ROUSE CO COM 779273101 9230
416000 SH SOLE 416000
ROWAN COMPANIES INC COM 779382100 3900
307400 SH SOLE 307400
RPM INC OHIO COM 749685103 1139
85546 SH SOLE 85546
RUDDICK CORP COM 781258108 3471
178000 SH SOLE 178000
RUSSELL CORP COM 782352108 7867
390900 SH SOLE 390900
RYDER SYSTEM INC COM 783549108 7811
282752 SH SOLE 282752
RYERSON TULL INC COM 78375P107 3951
269000 SH SOLE 269000
S3 INC COM 784849101 2239
298500 SH SOLE 298500
SABRATEK CORP COM 78571U108 500
33300 SH SOLE 33300
SABRE GROUP CL A 785905100 11752
259000 SH SOLE 259000
SAFECO CORP COM 786429100 39107
967100 SH SOLE 967100
SAFEGUARD SCIENTIFICS INC COM 786449108 3395
50300 SH SOLE 50300
SAFESKIN CORP COM 786454108 1972
265100 SH SOLE 265100
SAFETY-KLEEN CORP NEW COM NEW 78648R203 6394
482570 SH SOLE 482570
SAFEWAY STORES INC COM NEW 786514208 88930
1733114 SH SOLE 1733114
SAKS INC COM 79377W108 8565
329424 SH SOLE 329424
SANGSTAT MEDICAL CORP COM 801003104 1782
144000 SH SOLE 144000
SANMINA CORP COM 800907107 15906
249500 SH SOLE 249500
SANTA FE ENERGY RESOURCES INC COM 802012104 4317
585300 SH SOLE 585300
SANTA FE INTL CORP ORD G7805C108 1276
68300 SH SOLE 68300
SAPIENT CORP COM 803062108 2784
39000 SH SOLE 39000
SARA LEE CORP COM 803111103 88204
3563800 SH SOLE 3563800
SBC COMMUNICATIONS INC COM 78387G103 389337
8250857 SH SOLE 8250857
SCANA CORP COM 805898103 4095
188800 SH SOLE 188800
SCHERING-PLOUGH CORP COM 806605101 286797
5190900 SH SOLE 5190900
SCHOLASTIC CORP COM 807066105 1882
38500 SH SOLE 38500
SCHWAB CHARLES CORP COM 808513105 123594
1285762 SH SOLE 1285762
SCHWEITZER-MAUDUIT INTL INC COM 808541106 992
86290 SH SOLE 86290
SCIENTIFIC-ATLANTA INC COM 808655104 4867
178600 SH SOLE 178600
SCI SYSTEMS INC COM 783890106 5327
179800 SH SOLE 179800
SCM MICROSYSTEMS INC COM 784018103 1774
29200 SH SOLE 29200
SCOTTS COMPANY CL A CL A 810186106 2134
57100 SH SOLE 57100
SEABOARD CORP COM 811543107 7376
24750 SH SOLE 24750
SEACOR SMIT INC COM 811904101 8416
156400 SH SOLE 156400
SEAGATE TECHNOLOGIES COM 811804103 29630
1002280 SH SOLE 1002280
SEALED AIR CORP NEW COM 81211K100 15634
317837 SH SOLE 317837
SEALED AIR CORP NEW PREFERRED PFD CV A $2 81211K209 10148
205010 SH SOLE 205010
SEARS ROEBUCK & CO COM 812387108 73238
1620750 SH SOLE 1620750
SECURITY CAP GROUP INC CL B CL B 81413P204 1844
137900 SH SOLE 137900
SECURITY DYNAMICS TECHNOLOGIES COM 814208104 3040
163200 SH SOLE 163200
SEI INVESTMENTS COMPANY COM 784117103 759
8200 SH SOLE 8200
SEMPRA ENERGY COM 816851109 10927
569485 SH SOLE 569485
SEPRACOR INC COM 817315104 11304
100700 SH SOLE 100700
SEQUA CORP CL A CL A 817320104 12698
252700 SH SOLE 252700
SEQUENT COMPUTER SYSTEMS INC COM 817338106 2159
238200 SH SOLE 238200
SERVICE CORP INTERNATIONAL COM 817565104 19142
1343300 SH SOLE 1343300
SERVICE EXPERTS INC COM 817567100 2747
203500 SH SOLE 203500
SERVICEMASTER CO COM 81760N109 1215
59800 SH SOLE 59800
SHARED MEDICAL SYSTEMS COM 819486101 13109
235400 SH SOLE 235400
SHAW INDUSTRIES INC COM 820286102 1889
102100 SH SOLE 102100
SHERWIN-WILLIAMS CO COM 824348106 25934
922100 SH SOLE 922100
SHURGARD STORAGE CTRS INC CL A COM 82567D104 4767
188800 SH SOLE 188800
SIEBEL SYSTEMS INC COM 826170102 6139
129243 SH SOLE 129243
SIERRA HEALTH SERVICES INC COM 826322109 1825
140400 SH SOLE 140400
SIGCORP INC COM 826912107 9354
341700 SH SOLE 341700
SIGMA ALDRICH CORP COM 826552101 10085
344800 SH SOLE 344800
SILICON GRAPHICS INC COM 827056102 15439
932138 SH SOLE 932138
SILICON VY BANCSHARES COM 827064106 3333
161100 SH SOLE 161100
SIMON PROPERTY GROUP INC COM 828806109 45197
1647274 SH SOLE 1647274
SKYLINE CORP COM 830830105 1979
71300 SH SOLE 71300
SKYTEL COMMUNICATIONS INC COM 83087Q104 2281
137200 SH SOLE 137200
SL GREEN REALTY CORP COM 78440X101 1545
82100 SH SOLE 82100
SLM HOLDING CORP COM 78442A109 32206
771400 SH SOLE 771400
SMART MODULAR TECH INC COM 831690102 2045
136900 SH SOLE 136900
SMITH INTERNATIONAL INC COM 832110100 8816
220400 SH SOLE 220400
SMURFIT-STONE CONTAINER CORP COM 832727101 5784
299475 SH SOLE 299475
SNAP ON INC COM 833034101 14542
501450 SH SOLE 501450
SNYDER COMMUNICATIONS INC COM 832914105 2286
82000 SH SOLE 82000
SNYDER OIL CORP COM 833482102 4099
276700 SH SOLE 276700
SODEXHO MARRIOTT SVCS INC COM 833793102 3364
152495 SH SOLE 152495
SOFTWARE AG SYSTEMS INC COM 834025108 769
91100 SH SOLE 91100
SOLA INTERNATIONAL INC COM 834092108 714
59200 SH SOLE 59200
SOLECTRON CORP COM 834182107 33664
693200 SH SOLE 693200
SOLUTIA INC COM 834376105 10565
608080 SH SOLE 608080
SONAT INC COM 835415100 15393
513100 SH SOLE 513100
SONIC CORP COM 835451105 4504
167200 SH SOLE 167200
SONOCO PRODUCTS CO COM 835495102 2019
87780 SH SOLE 87780
SOUTHDOWN INC COM 841297104 4252
79200 SH SOLE 79200
SOUTHERN CO COM 842587107 98421
4221800 SH SOLE 4221800
SOUTHTRUST CORP COM 844730101 10186
272986 SH SOLE 272986
SOVEREIGN BANCORP INC COM 845905108 2293
187200 SH SOLE 187200
SOUTHWEST AIRLINES CO COM 844741108 43658
1443225 SH SOLE 1443225
SPIEKER PROPERTIES INC COM 848497103 2517
71400 SH SOLE 71400
SPLASH TECHNOLOGY HOLDINGS INC COM 848623104 855
141100 SH SOLE 141100
SPR INC COM 784922106 149
35600 SH SOLE 35600
SPRINGS INDUSTRIES INC CL A CL A 851783100 1215
44900 SH SOLE 44900
SPRINT CORP FON GROUP COM FON GROUP 852061100 182601
1860900 SH SOLE 1860900
SPRINT CORP PCS SER 1 PCS COM SER 1 852061506 41718
941450 SH SOLE 941450
SPX CORP COM 784635104 7856
155765 SH SOLE 155765
ST JOE COMPANY COM 790148100 1608
66300 SH SOLE 66300
ST JOHN KNITS INC COM 790289102 1430
54200 SH SOLE 54200
ST JUDE MEDICAL INC COM 790849103 13102
537499 SH SOLE 537499
ST PAUL COMPANIES COM 792860108 42790
1377556 SH SOLE 1377556
STAFF LEASING INC COM 852381102 1760
123000 SH SOLE 123000
STAFFMARK INC COM 852389105 391
49700 SH SOLE 49700
STANLEY (THE) WORKS COM 854616109 9820
383200 SH SOLE 383200
STAPLES INC COM 855030102 44823
1363432 SH SOLE 1363432
STARWOOD HOTELS & RESORTS WORL PAIRED CTF 85590A203 22409
784555 SH SOLE 784555
STARBUCKS CORP COM 855244109 18415
656200 SH SOLE 656200
STATE STREET CORP COM 857477103 38649
469900 SH SOLE 469900
STATION CASINOS INC COM 857689103 1622
127200 SH SOLE 127200
STERIS CORP COM 859152100 8744
328400 SH SOLE 328400
STERLING SOFTWARE INC COM 859547101 6828
287500 SH SOLE 287500
STERLING COMMERCE INC COM 859205106 6612
215037 SH SOLE 215037
STEWART ENTERPRISES INC CL A CL A 860370105 13870
863500 SH SOLE 863500
STILLWATER MINING CO COM 86074Q102 2928
111000 SH SOLE 111000
STONE & WEBSTER INC COM 861572105 2624
114700 SH SOLE 114700
STONE ENERGY CORP COM 861642106 2528
79000 SH SOLE 79000
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 12873
461800 SH SOLE 461800
STORAGE USA INC COM 861907103 12329
434500 SH SOLE 434500
STRUCTURAL DYNAMICS CL A COM 863555108 1721
90300 SH SOLE 90300
STRYKER CORP COM 863667101 9482
188000 SH SOLE 188000
STEWART & STEVENSON SERVICES COM 860342104 750
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SUMMIT BANCORP COM 866005101 26764
686250 SH SOLE 686250
SUN MICROSYSTEMS INC COM 866810104 162994
1303300 SH SOLE 1303300
SUN TRUST BANKS INC COM 867914103 92444
1485048 SH SOLE 1485048
SUNBEAM CORPORATION COM 867071102 1860
334400 SH SOLE 334400
SUNDSTRAND CORP COM 867323107 13017
187300 SH SOLE 187300
SUNGLASS HUT INTERNATIONAL INC COM 86736F106 3087
294000 SH SOLE 294000
SUNGARD DATA SYSTEMS INC COM 867363103 1672
41800 SH SOLE 41800
SUNOCO INC COM 86764P109 25392
704100 SH SOLE 704100
SUNRISE ASSISTED LIVING INC COM 86768K106 1996
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SUPERVALU INC COM 868536103 4921
238600 SH SOLE 238600
SYBASE INC COM 871130100 2488
313400 SH SOLE 313400
SYBRON INTERNATIONAL CORP COM 87114F106 1570
62800 SH SOLE 62800
SYLVAN LEARNING SYSTEMS INC COM 871399101 5715
208775 SH SOLE 208775
SYMANTEC CORP COM 871503108 2295
135500 SH SOLE 135500
SYMBOL TECHNOLOGIES INC COM 871508107 7355
163450 SH SOLE 163450
SYNOPSYS INC COM 871607107 12097
225065 SH SOLE 225065
SYSCO CORP COM 871829107 50807
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TANDY CORP COM 875382103 36201
567300 SH SOLE 567300
TANGER FACTORY OUTLET CENTERS COM 875465106 3353
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TASTY BAKING CO COM 876553306 793
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TCF FINANCIAL CORP COM 872275102 1572
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TCI SATELLITE ENTERTAINMENT-A CL A 872298104 502
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TECH DATA CORP COM 878237106 3773
164500 SH SOLE 164500
TECHNOLOGY SOLUTIONS CO COM 87872T108 1058
148475 SH SOLE 148475
TECHNITROL INC COM 878555101 1667
72300 SH SOLE 72300
TECO ENERGY INC COM 872375100 4255
214100 SH SOLE 214100
TECUMSEH PRODUCTS CO CL A CL A 878895200 3734
73300 SH SOLE 73300
TEKTRONIX INC COM 879131100 13442
532350 SH SOLE 532350
TEL-SAVE.COM INC COM 879176105 1509
144600 SH SOLE 144600
TELLABS INC COM 879664100 59583
609540 SH SOLE 609540
TEMPLE INLAND INC COM 879868107 14865
236900 SH SOLE 236900
TENET HEALTHCARE CORP COM 88033G100 23287
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TENNECO INC NEW COM 88037E101 31189
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TERADYNE INC COM 880770102 24209
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TEXACO INC COM 881694103 147068
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TEXAS UTILITIES CO (HLDG) COM 882848104 50933
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TEXTRON INC COM 883203101 64902
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THERAGENICS CORP COM 883375107 844
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THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K200 2464
307950 SH SOLE 307950
THERMO ELECTRON CORP COM 883556102 7202
531000 SH SOLE 531000
THERMO INSTRUMENT SYSTEMS INC COM 883559106 893
61875 SH SOLE 61875
THOMAS & BETTS CORP COM 884315102 14000
372716 SH SOLE 372716
TIDEWATER INC COM 886423102 5374
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TIFFANY & CO NEW COM 886547108 3506
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TIG HOLDINGS INC COM 872469101 2496
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TIME WARNER INC COM 887315109 274455
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TIMES MIRROR CO COM SER A 887364107 19182
354400 SH SOLE 354400
TIMKEN (THE) CO COM 887389104 3315
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TJX COS INC NEW COM 872540109 51891
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TMP WORLDWIDE INC COM 872941109 2372
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TOKHEIM CORP COM 889073102 1028
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TOLL BROTHERS INC COM 889478103 3603
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TOOTSIE ROLL INDUSTRIES INC COM 890516107 978
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TORCHMARK CORP COM 891027104 28516
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TOSCO CORP NEW COM NEW 891490302 14441
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TOWER AUTOMOTIVE INC COM 891707101 2310
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TOYS R US INC COM 892335100 28603
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TRANSITION SYSTEMS INC MASS CL A 893416107 4853
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TRANSATLANTIC HLDGS INC COM 893521104 2228
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TRANSOCEAN OFFSHORE INC COM 893817106 6154
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TRANSPORT CORP OF AMER INC COM 89385P102 1256
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TRANS WORLD AIRLINES COM PAR$.01NEW 893349837 1213
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TRAVELERS PROPERTY CASUALTY CO CL A 893939108 9513
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TRAVEL SERVICES INTERNATIONAL COM 894169101 716
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TREMONT CORP COM PAR $1.00 894745207 1199
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TRENWICK GROUP INC COM 895290104 12137
431550 SH SOLE 431550
TRIBUNE COMPANIES COM 896047107 43431
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TRICON GLOBAL RESTAURANTS COM 895953107 51630
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TRINITY INDUSTRIES COM 896522109 3237
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TRIQUINT SEMICONDUCTOR INC COM 89674K103 779
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TRUSTMARK CORP COM 898402102 971
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TRW INC COM 872649108 30581
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TUBOSCOPE INC COM 898600101 858
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TUPPERWARE CORP COM 899896104 6458
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TVX GOLD INC COM 87308K101 930
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TYCO INTL LTD NEW COM 902124106 8028
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TYSON FOODS INC CL A CL A 902494103 3460
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U S INDUSTRIES INC COM 912080108 13135
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UAL CORP NEW COM PAR $0.01 902549500 14022
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UICI COM 902737105 9846
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U S OFFICE PRODUCTS CO COM NEW 912325305 543
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US TRUST CORP COM 91288L105 1424
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USBANCORP INC PA COM 917292104 3061
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USG CORP COM NEW 903293405 24511
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UNITED BANKSHARES INC W VA COM 909907107 1889
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UNITED FIRE & CASUALTY CO COM 910331107 2943
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UNITED ILLUMINATING CO (CONN) COM 910637107 24902
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UNITED STATES FILTER CORP COM NEW 911843209 12699
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UNITED TECHNOLOGIES CORP COM 913017109 96188
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VALERO REFINING & MARKETING COM 91913Y100 1766
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VENATOR GROUP INC COM 922944103 5132
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255275 SH SOLE 255275
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VIAD CORP COM 92552R109 25362
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VISHAY INTERTECHNOLOGY INC COM 928298108 1324
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VISX INC DEL COM 92844S105 15489
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VITESSE SEMICONDUCTOR CORP COM 928497106 13021
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VLASIC FOODS INTL INC COM 928559103 1446
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XOMED SURGICAL PRODUCTS INC COM 98412V107 4739
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XTRA CORP COM 984138107 3429
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XYLAN CORP COM 984151100 5743
156000 SH SOLE 156000
YAHOO INC COM 984332106 76998
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559400 SH SOLE 559400
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ZALE CORP NEW COM 988858106 3015
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128500 SH SOLE 128500
ZEBRA TECHNOLOGIES CORP CL A 989207105 3111
131000 SH SOLE 131000
ZIONS BANCORP COM 989701107 8213
123500 SH SOLE 123500
ZONAGEN INC COM 98975L108 2283
106200 SH SOLE 106200
GRAND TOTAL ( 1531 items ) 46381446
964297755
</TABLE>
