UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 1999
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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 06/30/1999
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: 1500
FORM 13F Information Table Value Total: $49791120
(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 10034
313552 SH SOLE 313552
20TH CENTURY INDUSTRIES CAL COM PAR $10 901272203 1127
60900 SH SOLE 60900
3COM CORP COM 885535104 38323
1435984 SH SOLE 1435984
CLECO CORP COM 12561M107 4915
161800 SH SOLE 161800
DEVON ENERGY CORP COM 251799102 5873
164000 SH SOLE 164000
MEDICAL MANAGER CORP COM 58461C103 3137
70900 SH SOLE 70900
AT&T CORPORATION COM 001957109 857371
15361637 SH SOLE 15361637
ABACUS DIRECT CORP COM 002553105 3386
37000 SH SOLE 37000
ABBOTT LABORATORIES COM 002824100 246050
5422600 SH SOLE 5422600
ABERCROMBIE & FITCH CO CL A CL A 002896207 15912
331492 SH SOLE 331492
ACCEPTANCE INSURANCE COS COM 004308102 2900
192500 SH SOLE 192500
ACNIELSEN CORP COM 004833109 11688
386390 SH SOLE 386390
ACTION PERFORMANCE COS INC COM 004933107 1574
47700 SH SOLE 47700
ACXIOM CORP COM 005125109 2419
97000 SH SOLE 97000
ADAPTEC INC COM 00651F108 18832
533300 SH SOLE 533300
ADC TELECOMMUNICATIONS INC COM 000886101 23364
512800 SH SOLE 512800
ADELPHIA COMMUNICATIONS CORP C CL A 006848105 1928
30300 SH SOLE 30300
ADOBE SYSTEMS INC COM 00724F101 23732
288868 SH SOLE 288868
ADTRAN INC COM 00738A106 2113
58100 SH SOLE 58100
ADVANCED FIBRE COMMUNICATION COM 00754A105 5516
353000 SH SOLE 353000
ADVANCED MICRO DEVICES INC COM 007903107 11639
644400 SH SOLE 644400
ADVANTA CORP CL A CL A 007942105 1593
88182 SH SOLE 88182
ADVO INC COM 007585102 1035
49900 SH SOLE 49900
AES CORP COM 00130H105 41985
722324 SH SOLE 722324
AETNA INC COM 008117103 58489
653961 SH SOLE 653961
AFLAC INC COM 001055102 37137
775700 SH SOLE 775700
AGCO CORP COM 001084102 4737
418700 SH SOLE 418700
AGRIBIOTECH INC NEV COM 008494106 846
139500 SH SOLE 139500
AGRIBRANDS INTERNATIONAL INC COM 00849R105 2492
62980 SH SOLE 62980
AIR PRODUCTS & CHEMICALS INC COM 009158106 53617
1332100 SH SOLE 1332100
AIRBORNE FREIGHT CORP COM 009266107 1282
46300 SH SOLE 46300
AIRTRAN HOLDINGS INC COM 00949P108 1820
316600 SH SOLE 316600
ALBEMARLE CORP COM 012653101 6164
266550 SH SOLE 266550
ALBERTO-CULVER CO COM B CL B CON V 013068101 22205
834000 SH SOLE 834000
ALBERTSONS INC COM 013104104 103023
1998020 SH SOLE 1998020
ALCATEL ALSTHOM CGE SPON ADR SPONSORE D A 013904305 2562
90302 SH SOLE 90302
ALCOA INC COM 013817101 86598
1399570 SH SOLE 1399570
ALEXANDER & BALDWIN INC COM 014482103 2005
90100 SH SOLE 90100
ALEXANDERS INC COM 014752109 2490
33700 SH SOLE 33700
ALKERMES INC COM 01642T108 2384
103100 SH SOLE 103100
ALLEGHANY CORP DEL COM 017175100 7026
37981 SH SOLE 37981
ALLEGHENY ENERGY INC COM 017361106 6175
192600 SH SOLE 192600
ALLEGIANCE TELECOM INC COM 01747T102 7496
136600 SH SOLE 136600
ALLEGHENY TELEDYNE INC COM 017415100 27132
1199197 SH SOLE 1199197
ALLERGAN INC COM 018490102 34621
311900 SH SOLE 311900
ALLIANCE BANCORP COM 01852J105 1681
72300 SH SOLE 72300
ALLIANT CORP COM 018802108 11411
402161 SH SOLE 402161
ALLIANT TECHSYSTEMS INC COM 018804104 4827
55800 SH SOLE 55800
ALLIED PRODUCTS CORP DEL COM 019411107 472
157350 SH SOLE 157350
ALLIED WASTE INDS INC COM PAR$ .01 019589308 5970
302255 SH SOLE 302255
ALLIEDSIGNAL INC COM 019512102 133996
2126924 SH SOLE 2126924
ALLMERICA FINL CORP COM 019754100 5279
86800 SH SOLE 86800
ALLSTATE CORP COM 020002101 134165
3739784 SH SOLE 3739784
ALLTEL CORP COM 020039103 70897
991572 SH SOLE 991572
ALTERA CORP COM 021441100 24031
652800 SH SOLE 652800
ALZA CORP COM 022615108 26105
513120 SH SOLE 513120
AMERICAN BANKERS INSURANCE GRO COM 024456105 1949
35800 SH SOLE 35800
AMERICAN ELECTRIC POWER CO INC COM 025537101 40098
1067500 SH SOLE 1067500
AMERICAN EXPRESS CO COM 025816109 206370
1585934 SH SOLE 1585934
AMERICAN FINANCIAL GROUP NEW COM 025932104 3655
107300 SH SOLE 107300
AMERICAN GENERAL CORP COM 026351106 104587
1387558 SH SOLE 1387558
AMERICAN GREETINGS CORP CL A CL A 026375105 3913
129900 SH SOLE 129900
AMERICAN HOME PRODUCTS CORP COM 026609107 267012
4653800 SH SOLE 4653800
AMERICAN INTERNATIONAL GROUP COM 026874107 568661
4849989 SH SOLE 4849989
AMERICAN MANAGEMENT SYSTEMS IN COM 027352103 5175
161400 SH SOLE 161400
AMERICAN NATIONAL INSURANCE CO COM 028591105 1233
17300 SH SOLE 17300
AMERICA ONLINE INC COM 02364J104 385536
3504874 SH SOLE 3504874
AMERICAN POWER CONVERSION CORP COM 029066107 12433
617800 SH SOLE 617800
AMERICAN STD COS INC DEL COM 029712106 10330
215200 SH SOLE 215200
AMERICA WEST HOLDINGS CORP CL CL B 023657208 2563
135800 SH SOLE 135800
AMERICAN WOODMARK CORP COM 030506109 878
24900 SH SOLE 24900
AMERICAN WATER WORKS INC COM 030411102 2076
67500 SH SOLE 67500
AMAZON.COM INC COM 023135106 35998
287700 SH SOLE 287700
AMBAC FINANCIAL GROUP INC COM 023139108 13224
231500 SH SOLE 231500
AMERICAN TOWER CORP CL A CL A 029912201 2288
95350 SH SOLE 95350
AMERADA HESS CORP COM 023551104 34117
573400 SH SOLE 573400
AMEREN CORP COM 023608102 18171
473500 SH SOLE 473500
AMERICREDIT CORP COM 03060R101 1158
72400 SH SOLE 72400
AMERISOURCE HEALTH CORP CL A CL A 03071P102 4758
186600 SH SOLE 186600
AMERITECH CORP (NEW) COM 030954101 409862
5576348 SH SOLE 5576348
AMETEK INC NEW COM 031100100 1189
51700 SH SOLE 51700
AMF BOWLING INC COM 03113V109 527
62400 SH SOLE 62400
AMGEN INC COM 031162100 101844
1673000 SH SOLE 1673000
AMR CORP COM 001765106 56054
821300 SH SOLE 821300
AMRESCO INC COM 031909104 559
86900 SH SOLE 86900
AMSOUTH BANCORPORATION COM 032165102 11158
481218 SH SOLE 481218
ANADARKO PETROLEUM CORP COM 032511107 14121
383600 SH SOLE 383600
ANALOG DEVICES INC COM 032654105 32110
639800 SH SOLE 639800
ANCHOR BANCORP WISCONSIN INC COM 032839102 12113
680000 SH SOLE 680000
ANCHOR GAMING COM 033037102 2432
50600 SH SOLE 50600
ANDREW CORP COM 034425108 5936
313475 SH SOLE 313475
ANHEUSER-BUSCH COMPANIES INC COM 035229103 125347
1767000 SH SOLE 1767000
ANICOM INC COM 035250109 1372
130700 SH SOLE 130700
ANIXTER INTERNATIONAL INC COM 035290105 3051
167200 SH SOLE 167200
ANTEC CORP COM 03664P105 2759
86050 SH SOLE 86050
AON CORP COM 037389103 31680
768000 SH SOLE 768000
APACHE CORP COM 037411105 19388
497125 SH SOLE 497125
APPLIED INDUSTRIAL TECH. INC COM 03820C105 1646
86625 SH SOLE 86625
APOLLO GROUP INC CL A 037604105 6394
240700 SH SOLE 240700
APPLE COMPUTER INC COM 037833100 33739
728500 SH SOLE 728500
APPLEBEES INTL INC COM 037899101 3223
107000 SH SOLE 107000
APPLIED MATERIALS COM 038222105 93555
1266400 SH SOLE 1266400
APRIA HEALTHCARE GROUP INC COM 037933108 6479
381120 SH SOLE 381120
APTARGROUP INC COM 038336103 1548
51600 SH SOLE 51600
ARCH CHEMICALS INC COM 03937R102 1422
58500 SH SOLE 58500
ARCH COAL INC COM 039380100 8442
608400 SH SOLE 608400
ARCHER DANIELS MIDLAND CO COM 039483102 52032
3370496 SH SOLE 3370496
ARCHSTONE COMMUNITIES TRUST SH BEN I NT 039581103 6110
278500 SH SOLE 278500
ARMCO INC COM 042170100 864
130400 SH SOLE 130400
ARMSTRONG WORLD INDUSTRIES INC COM 042476101 6515
112700 SH SOLE 112700
ARROW ELECTRONICS INC COM 042735100 6974
367034 SH SOLE 367034
ARROW INTL INC COM 042764100 1866
72100 SH SOLE 72100
ASARCO INC COM 043413103 1520
80800 SH SOLE 80800
ASHLAND INC COM 044204105 10701
266700 SH SOLE 266700
ASPECT DEVELOPMENT COM 045234101 586
31700 SH SOLE 31700
ASPECT TELECOMMUNICATIONS CO COM 045237104 4074
417800 SH SOLE 417800
ASPEN TECHNOLOGY INC COM 045327103 873
74300 SH SOLE 74300
ASSOCIATED BANC-CORP COM 045487105 1054
25400 SH SOLE 25400
ASSOCIATES FIRST CAPITAL CP CL CL A 046008108 115664
2621274 SH SOLE 2621274
ASSOCIATED GROUP INC CL A CL A 045651106 9365
143800 SH SOLE 143800
ASSOCIATED GROUP INC CL B CL B 045651205 6845
105000 SH SOLE 105000
ASTEC INDUSTRIES INC COM 046224101 3366
82600 SH SOLE 82600
ASTORIA FINANCIAL CORP COM 046265104 8820
200740 SH SOLE 200740
AT HOME CORP SER A COM SER A 045919107 23832
441848 SH SOLE 441848
AT&T CORP LIBERTY MEDIA GROUP COM LIB GRP 001957208 95885
2609116 SH SOLE 2609116
ATLANTIC RICHFIELD CO COM 048825103 127399
1524600 SH SOLE 1524600
ATLAS AIR INC COM 049164106 3367
104400 SH SOLE 104400
ATMEL CORP COM 049513104 10142
387300 SH SOLE 387300
AUTOMATIC DATA PROCESSING INC COM 053015103 95075
2160800 SH SOLE 2160800
AUTODESK INC COM 052769106 3799
128500 SH SOLE 128500
AUTOLIV INC COM 052800109 12036
397899 SH SOLE 397899
AUTONATION INC COM 05329W102 29221
1640500 SH SOLE 1640500
AUTOZONE INC COM 053332102 18259
606100 SH SOLE 606100
AVADO BRANDS INC COM 05336P108 3153
376450 SH SOLE 376450
AVALONBAY COMMUNITIES INC COM 053484101 9368
253200 SH SOLE 253200
AVANT! CORP COM 053487104 1538
121800 SH SOLE 121800
AVATAR HLDGS INC COM 053494100 2469
130400 SH SOLE 130400
AVERY DENNISON CORP COM 053611109 40795
675700 SH SOLE 675700
AVID TECHNOLOGY INC COM 05367P100 1606
99600 SH SOLE 99600
AVIRON COM 053762100 2335
81200 SH SOLE 81200
AVISTA CORP COM 05379B107 3528
217100 SH SOLE 217100
AVNET INC COM 053807103 5919
127300 SH SOLE 127300
AVON PRODUCTS INC COM 054303102 50644
912500 SH SOLE 912500
BERGEN BRUNSWIG CORP CL A CL A 083739102 4786
277446 SH SOLE 277446
BAKER HUGHES INC COM 057224107 49361
1473464 SH SOLE 1473464
BALL CORP COM 058498106 11067
261937 SH SOLE 261937
BANCORPSOUTH INC COM 059692103 7047
388800 SH SOLE 388800
BANCWEST CORP NEW COM 059790105 1285
34600 SH SOLE 34600
BANK OF GRANITE CORP COM 062401104 1935
78562 SH SOLE 78562
BANK OF NEW YORK CO INC COM 064057102 139354
3798400 SH SOLE 3798400
BANK OF AMERICA CORP COM 060505104 629637
8588401 SH SOLE 8588401
BANK ONE CORP COM 06423A103 340035
5708880 SH SOLE 5708880
BANK UNITED GROUP INC CL A 065412108 2476
61600 SH SOLE 61600
BANKATLANTIC BANCORP INC CL A CL A 065908501 2381
328371 SH SOLE 328371
BANKATLANTIC BANCORP INC CL B CL B 065908105 2026
249413 SH SOLE 249413
BANKBOSTON CORP COM 06605R106 92719
1813584 SH SOLE 1813584
BANKNORTH GROUP INC DEL COM 06646L100 20038
607200 SH SOLE 607200
BARD (CR) INC COM 067383109 25360
530400 SH SOLE 530400
BARNES GROUP INC COM 067806109 3106
142800 SH SOLE 142800
BARR LABORATORIES INC COM 068306109 4585
114975 SH SOLE 114975
BARRETT RESOURCES CORP COM PAR $0. 068480201 10196
265700 SH SOLE 265700
BATTLE MOUNTAIN GOLD CO CL A COM 071593107 1376
564600 SH SOLE 564600
BAUSCH & LOMB INC COM 071707103 25528
333700 SH SOLE 333700
BAXTER INTERNATIONAL INC COM 071813109 63775
1051962 SH SOLE 1051962
BAY VIEW CAPITAL CORP COM 07262L101 4379
213600 SH SOLE 213600
BB&T CORP COM 054937107 24410
665338 SH SOLE 665338
BEA SYSTEMS INC COM 073325102 5335
186800 SH SOLE 186800
BEAR STEARNS COS INC COM 073902108 25320
541607 SH SOLE 541607
BEC ENERGY COM 05538M101 4459
108100 SH SOLE 108100
BECKMAN COULTER INC COM 075811109 1503
30900 SH SOLE 30900
BECTON DICKINSON & CO COM 075887109 39711
1323700 SH SOLE 1323700
BED BATH & BEYOND INC COM 075896100 12574
326600 SH SOLE 326600
BEDFORD PROPERTY INVESTORS INC COM PAR $0. 076446301 2166
121200 SH SOLE 121200
BELL ATLANTIC CORP COM 077853109 499188
7635758 SH SOLE 7635758
BELLSOUTH CORP COM 079860102 447603
9704128 SH SOLE 9704128
BELO (A.H.) CORP CL A COM SER A 080555105 3747
190300 SH SOLE 190300
BEMIS CO INC COM 081437105 1654
41600 SH SOLE 41600
BERKSHIRE HATHAWAY INC CL B 084670207 87071
38871 SH SOLE 38871
BEST BUY INC COM 086516101 20723
307000 SH SOLE 307000
BEST FOODS INC COM 08658U101 65325
1319700 SH SOLE 1319700
BETHLEHEM STEEL CORP COM 087509105 2171
282400 SH SOLE 282400
BEVERLY ENTERPRISES INC COM NEW 087851309 9041
1121372 SH SOLE 1121372
BHC COMMUNICATIONS INC CL A CL A 055448104 3081
23700 SH SOLE 23700
BIO TECHNOLOGY GENERAL COM 090578105 1530
235400 SH SOLE 235400
BIOGEN INC COM 090597105 32285
502000 SH SOLE 502000
BIOMET INC COM 090613100 26223
659700 SH SOLE 659700
BIRMINGHAM STEEL CORP COM 091250100 960
225800 SH SOLE 225800
BISYS GROUP INC COM 055472104 12981
221900 SH SOLE 221900
BJ SERVICES CO COM 055482103 8705
295700 SH SOLE 295700
BJ'S WHOLESALE CLUB INC COM 05548J106 23292
774800 SH SOLE 774800
BLACK & DECKER CORP COM 091797100 32598
516400 SH SOLE 516400
BLACK BOX CORP DEL COM 091826107 2376
47400 SH SOLE 47400
BLANCH E W HLDGS INC COM 093210102 6928
101600 SH SOLE 101600
BLOCK (H&R) INC COM 093671105 33295
665900 SH SOLE 665900
BLOUNT INTL INC CL A CL A 095177101 3034
111600 SH SOLE 111600
BMC SOFTWARE COM 055921100 48862
904860 SH SOLE 904860
BOEING CO COM 097023105 159726
3630132 SH SOLE 3630132
BOISE CASCADE CORP COM 097383103 18659
435200 SH SOLE 435200
BOK FINANCIAL CORP COM NEW 05561Q201 4832
191348 SH SOLE 191348
BORDERS GROUP INC COM 099709107 2625
166000 SH SOLE 166000
BORG-WARNER AUTOMOTIVE INC COM 099724106 1408
25600 SH SOLE 25600
BORON LEPORE & ASSOCIATES INC COM 10001P102 518
61800 SH SOLE 61800
BOSTON PROPERTIES INC COM 101121101 2884
80400 SH SOLE 80400
BOSTON SCIENTIFIC CORP COM 101137107 46249
1052606 SH SOLE 1052606
BOWATER INC COM 102183100 8064
170212 SH SOLE 170212
BRADLEY REAL ESTATE INC COM 104580105 3113
150000 SH SOLE 150000
BRANDYWINE REALTY TRUST SH BEN I NT 105368203 3422
172700 SH SOLE 172700
BRIGGS & STRATTON CORP COM 109043109 27997
484800 SH SOLE 484800
BRIGHTPOINT INC COM 109473108 1110
183174 SH SOLE 183174
BRINKER INTERNATIONAL INC COM 109641100 3768
137000 SH SOLE 137000
BRISTOL-MYERS SQUIBB CORP COM 110122108 458844
6514200 SH SOLE 6514200
BROADVISION INC COM 111412102 5133
69600 SH SOLE 69600
BROOKLINE BANCORP INC COM 113739106 5723
495000 SH SOLE 495000
BROOKS AUTOMATION INC COM 11434A100 1629
60200 SH SOLE 60200
BROWN (TOM) INC COM NEW 115660201 1721
110600 SH SOLE 110600
BROWNING-FERRIS INDUSTRIES INC COM 115885105 51226
1191300 SH SOLE 1191300
BROWN-FORMAN INC CL B CL B 115637209 34830
534300 SH SOLE 534300
BROWN SHOE INC NEW COM 115736100 1436
66000 SH SOLE 66000
BRUNSWICK CORP COM 117043109 9333
334800 SH SOLE 334800
BUDGET GROUP INC CL A CL A 119003101 1213
98500 SH SOLE 98500
BUILDING ONE SERVICES CORP COM 120114103 1542
111100 SH SOLE 111100
BURLINGTON NORTHRN SANTA FE CO COM 12189T104 69093
2228814 SH SOLE 2228814
BURLINGTON INDUSTRIES INC COM 121693105 1127
121800 SH SOLE 121800
BURLINGTON RESOURCES INC COM 122014103 44042
1018317 SH SOLE 1018317
BURR BROWN CORP COM 122574106 4104
112050 SH SOLE 112050
BUSH INDUSTRIES INC CL A CL A 123164105 4841
291187 SH SOLE 291187
BUTLER MFG CO DEL COM 123655102 1294
46300 SH SOLE 46300
C-CUBE MICROSYSTEMS INC COM 125015107 6458
203800 SH SOLE 203800
CABLE DESIGN TECHNOLOGIES CO COM 126924109 3175
205650 SH SOLE 205650
CABLETRON SYSTEMS INC COM 126920107 6409
493000 SH SOLE 493000
CABLEVISION SYSTEM CL A CL A 12686C109 33432
477600 SH SOLE 477600
CABOT CORP COM 127055101 3461
143100 SH SOLE 143100
CABOT INDUSTRIAL TRUST COM 127072106 126470
5951526 SH SOLE 5951526
CADENCE DESIGN SYSTEM INC COM 127387108 7939
628800 SH SOLE 628800
CALGON CARBON CORP COM 129603106 2427
408700 SH SOLE 408700
CALLAWAY GOLF CO COM 131193104 3918
267900 SH SOLE 267900
CAMBRIDGE TECH PARTNERS MASS COM 132524109 5321
303000 SH SOLE 303000
CAMBREX CORP COM 132011107 2441
93000 SH SOLE 93000
CAMDEN PROPERTY TRUST SH BEN I NT 133131102 1908
68765 SH SOLE 68765
CAMPBELL SOUP CO COM 134429109 44847
967050 SH SOLE 967050
CANANDAIGUA BRANDS INC CL A CL A 137219200 3293
62800 SH SOLE 62800
CAPITAL ONE FINANCIAL CORP COM 14040H105 28584
513300 SH SOLE 513300
CAPITAL RE CORP COM 140432105 2348
146200 SH SOLE 146200
CARDINAL HEALTH INC COM 14149Y108 70464
1098859 SH SOLE 1098859
CAREMATRIX CORP COM 141706101 1391
111800 SH SOLE 111800
CARLISLE COS COM 142339100 7604
158000 SH SOLE 158000
CAROLINA FIRST CORP COM 143877108 2399
98400 SH SOLE 98400
CAROLINA POWER & LIGHT CO COM 144141108 53563
1251100 SH SOLE 1251100
CARRAMERICA REALTY CORP COM 144418100 4015
160600 SH SOLE 160600
CARTER-WALLACE INC COM 146285101 1373
75500 SH SOLE 75500
CASE CORP COM 14743R103 11945
248200 SH SOLE 248200
CATERPILLAR INC COM 149123101 105558
1759300 SH SOLE 1759300
CATALINA MARKETING CORP COM 148867104 22807
247900 SH SOLE 247900
CATALYTICA INC COM 148885106 1883
134500 SH SOLE 134500
CATELLUS DEVELOPMENT CORP COM 149111106 7736
507300 SH SOLE 507300
CB RICHARD ELLIS SERVICES INC COM 12489L108 1851
74400 SH SOLE 74400
CBRL GROUP INC COM 12489V106 1214
70100 SH SOLE 70100
CBS INC COM 12490K107 121272
2783870 SH SOLE 2783870
CCB FINANCIAL CORP COM 124875105 6007
113600 SH SOLE 113600
CD RADIO INC COM 125127100 2690
88300 SH SOLE 88300
CELLULAR COMMUNICATIONS OF PUE COM 15116N108 5976
209700 SH SOLE 209700
CENDANT CORP COM 151313103 68328
3333070 SH SOLE 3333070
CENTENNIAL HEALTHCARE CORP COM 150937100 435
82300 SH SOLE 82300
CENTEX CORP COM 152312104 28852
768100 SH SOLE 768100
CENTOCOR INC COM 152342101 12118
259900 SH SOLE 259900
CENTRAL NEWSPAPERS INC CL A CL A 154647101 4635
123600 SH SOLE 123600
CENTRAL & SOUTH WEST CORP COM 152357109 36255
1551000 SH SOLE 1551000
CENTURA BANKS INC COM 15640T100 3473
61600 SH SOLE 61600
CENTURY BUSINESS SERVICES INC COM 156490104 2249
155100 SH SOLE 155100
CENTURYTEL INC COM 156700106 10169
255825 SH SOLE 255825
CERIDIAN CORP COM 15677T106 18679
571448 SH SOLE 571448
CERNER CORP COM 156782104 3783
180400 SH SOLE 180400
CHAMPION ENTERPRISES INC COM 158496109 11161
599232 SH SOLE 599232
CHAMPION INTERNATIONAL CORP COM 158525105 23730
495662 SH SOLE 495662
CHANCELLOR MEDIA CORP COM 158915108 20330
368800 SH SOLE 368800
CHARMING SHOPPES INC COM 161133103 7988
1310900 SH SOLE 1310900
CHARTER MUNICIPAL MORTGAGE ACC SH BEN I NT 160908109 1134
88500 SH SOLE 88500
CHARTER ONE FINL INC COM 160903100 10907
392177 SH SOLE 392177
CHASE MANHATTAN CORP NEW COM 16161A108 361980
4184738 SH SOLE 4184738
CHATEAU COMMUNITIES INC COM 161726104 5571
186100 SH SOLE 186100
CHECKPOINT SYSTEMS INC COM 162825103 1217
136200 SH SOLE 136200
CHEESECAKE FACTORY (THE) COM 163072101 6217
203850 SH SOLE 203850
CHEMFIRST INC COM 16361A106 4714
193900 SH SOLE 193900
CHEMICAL FINANCIAL CORP COM 163731102 3944
113281 SH SOLE 113281
CHEVRON CORP COM 166751107 297175
3126100 SH SOLE 3126100
CHICAGO TITLE CORP COM 168228104 4643
130111 SH SOLE 130111
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GOLDEN STATE BANCORP INC COM 381197102 1154
51300 SH SOLE 51300
GOODRICH B F CO COM 382388106 24676
580600 SH SOLE 580600
GOODYEAR TIRE & RUBBER CO COM 382550101 39928
678900 SH SOLE 678900
GPU INC COM 36225X100 21562
511100 SH SOLE 511100
GRACE W R & CO DEL NEW COM 38388F108 8200
431600 SH SOLE 431600
GRACO INC COM 384109104 6015
204750 SH SOLE 204750
GRAINGER (WW) INC COM 384802104 28445
528600 SH SOLE 528600
GRANITE CONSTRUCTION INC COM 387328107 2190
74700 SH SOLE 74700
GREENPOINT FINANCIAL CORP COM 395384100 8708
265400 SH SOLE 265400
GREY ADVERTISING INC COM 397838103 12787
38400 SH SOLE 38400
GREAT ATLANTIC & PACIFIC TEA C COM 390064103 1535
45400 SH SOLE 45400
GREAT LAKES CHEMICAL CORP COM 390568103 18572
403200 SH SOLE 403200
GTE CORP COM 362320103 332593
4405200 SH SOLE 4405200
GTECH HOLDINGS CORP COM 400518106 3801
161300 SH SOLE 161300
GUIDANT CORP COM 401698105 58937
1152800 SH SOLE 1152800
GUILFORD MILLS INC COM 401794102 783
75500 SH SOLE 75500
GUITAR CENTER MANAGEMENT INC COM 402040109 488
46800 SH SOLE 46800
GULFSTREAM AEROSPACE CORP COM 402734107 1013
15000 SH SOLE 15000
GYMBOREE CORP COM 403777105 1109
105600 SH SOLE 105600
HA LO INDUSTRIES INC COM 404429102 661
66900 SH SOLE 66900
HAGLER BAILLY INC COM 405183104 1054
102800 SH SOLE 102800
HALLIBURTON CO COM 406216101 79557
1758160 SH SOLE 1758160
HAMBRECHT & QUIST GROUP INC COM 406545103 1272
34500 SH SOLE 34500
HANCOCK HOLDING CO COM 410120109 5690
126787 SH SOLE 126787
HANDLEMAN CO COM 410252100 14443
1222700 SH SOLE 1222700
HANNAFORD BROTHERS CO COM 410550107 5468
102200 SH SOLE 102200
HANOVER COMPRESSOR CO COM 410768105 2014
62700 SH SOLE 62700
HARCOURT GENERAL INC COM 41163G101 26513
514200 SH SOLE 514200
HARKEN ENERGY CORP COM 412552101 666
410000 SH SOLE 410000
HARLAND JOHN H COM 412693103 1519
76200 SH SOLE 76200
HARLEY DAVIDSON INC COM 412822108 29134
535800 SH SOLE 535800
HARLEYSVILLE NATL CORP PA COM 412850109 2325
65040 SH SOLE 65040
HARLEYSVILLE GROUP INC COM 412824104 6076
296400 SH SOLE 296400
HARMAN INTERNATIONAL INDUSTRIE COM 413086109 2336
53100 SH SOLE 53100
HARNISCHFEGER INDUSTRIES INC COM 413345109 315
157700 SH SOLE 157700
HARRAH'S ENTERTAINMENT INC COM 413619107 14743
668250 SH SOLE 668250
HARRIS CORP COM 413875105 27811
709700 SH SOLE 709700
HARSCO CORP COM 415864107 2906
90800 SH SOLE 90800
HARTFORD LIFE INC CL A CL A 416592103 8462
160800 SH SOLE 160800
HARTFORD FINANCIAL SVCS GROUP COM 416515104 77031
1321000 SH SOLE 1321000
HASBRO INC COM 418056107 36635
1311337 SH SOLE 1311337
HAYES LEMMERZ INTL COM 420781106 2509
85400 SH SOLE 85400
HCC INSURANCE HOLDINGS INC COM 404132102 6290
277250 SH SOLE 277250
HCR MANOR CARE INC COM 404134108 13685
565800 SH SOLE 565800
HEALTHCARE FINANCIAL PARTNER COM 42219W108 973
28400 SH SOLE 28400
HEALTH MANAGEMENT ASSOCIATES I CL A 421933102 6664
592312 SH SOLE 592312
HEALTHSOUTH CORP COM 421924101 21574
1450355 SH SOLE 1450355
HEARST-ARGYLE TELEVISION INC COM 422317107 2203
91774 SH SOLE 91774
HECLA MINING CO COM 422704106 353
171100 SH SOLE 171100
HEINZ (HJ) CO COM 423074103 71581
1428050 SH SOLE 1428050
HELLER FINANCIAL INC CL A 423328103 3916
140800 SH SOLE 140800
HELMERICH & PAYNE INC COM 423452101 17953
759900 SH SOLE 759900
HERCULES INC COM 427056106 22601
574900 SH SOLE 574900
HERSHEY FOODS CORP COM 427866108 36314
611600 SH SOLE 611600
HERTZ CORP CL A CL A 428040109 11272
181800 SH SOLE 181800
HEWLETT-PACKARD CO COM 428236103 348534
3468000 SH SOLE 3468000
HIBERNIA CORP CL A CL A 428656102 3934
250800 SH SOLE 250800
HILTON HOTELS CORP COM 432848109 13348
940800 SH SOLE 940800
HISPANIC BROADCASTING CORP CL A 43357B104 8688
114500 SH SOLE 114500
HMT TECHNOLOGY CORP COM 403917107 344
137700 SH SOLE 137700
HNC SOFTWARE INC COM 40425P107 1876
60900 SH SOLE 60900
HOLLY CORP COM PAR $0. 435758305 1712
128000 SH SOLE 128000
HOLOPHANE CORP COM 43645B106 5318
139500 SH SOLE 139500
HOME DEPOT INC COM 437076102 341947
5306648 SH SOLE 5306648
HOMESTAKE MINING CO COM 437614100 10949
1337300 SH SOLE 1337300
HONEYWELL INC COM 438506107 72990
629900 SH SOLE 629900
HORACE MANN EDUCATORS CORP COM 440327104 13920
512000 SH SOLE 512000
HORMEL FOODS CORP COM 440452100 3003
74600 SH SOLE 74600
D R HORTON INC COM 23331A109 4105
246888 SH SOLE 246888
HOSPITALITY PROPERTIES TRUST COM SH B EN 44106M102 1655
61000 SH SOLE 61000
HOST MARRIOTT CORP NEW COM 44107P104 4497
378700 SH SOLE 378700
HOUSEHOLD INTERNATIONAL INC COM 441815107 126521
2670637 SH SOLE 2670637
HRPT PROPERTIES TRUST COM SH B EN 40426W101 5618
366900 SH SOLE 366900
HS RESOURCES INC COM 404297103 2633
178500 SH SOLE 178500
HUBBELL INC CL B CL B 443510201 3476
76600 SH SOLE 76600
HUDSON UNITED BANCORP COM 444165104 991
31600 SH SOLE 31600
HUMAN GENOME SCIENCES INC COM 444903108 2753
69700 SH SOLE 69700
HUMANA INC COM 444859102 9971
770700 SH SOLE 770700
HUNTINGTON BANCSHARES COM 446150104 10554
301546 SH SOLE 301546
HUSSMANN INTERNATIONAL INC COM 448110106 4404
265900 SH SOLE 265900
HUTCHINSON TECHNOLOGY INC COM 448407106 4354
156900 SH SOLE 156900
HYPERION SOLUTIONS CORP COM 44914M104 5712
320680 SH SOLE 320680
INTERNATIONAL BUSINESS MACHINE COM 459200101 1108711
8578032 SH SOLE 8578032
IBP INC COM 449223106 8897
374600 SH SOLE 374600
ICG COMMUNICATIONS INC COM 449246107 3833
179300 SH SOLE 179300
ICN PHARMACEUTICALS INC NEW COM 448924100 9252
287450 SH SOLE 287450
ICOS CORP COM 449295104 2857
70000 SH SOLE 70000
IDACORP INC COM 451107106 3849
122200 SH SOLE 122200
IDEC PHARMACEUTICALS CORP COM 449370105 5649
73300 SH SOLE 73300
IDEX CORP COM 45167R104 2140
65100 SH SOLE 65100
IDEXX LABORATORIES INC COM 45168D104 3672
157500 SH SOLE 157500
IHOP CORP COM 449623107 15722
653400 SH SOLE 653400
IKON OFFICE SOLUTIONS INC COM 451713101 11295
753000 SH SOLE 753000
ILLINOIS TOOL WORKS COM 452308109 83892
1026200 SH SOLE 1026200
ILLINOVA CORP COM 452317100 3946
144800 SH SOLE 144800
ILOG S.A. SPON ADR SPONSORE D A 452360100 415
80000 SH SOLE 80000
IMATION CORP COM 45245A107 5038
203060 SH SOLE 203060
IMC GLOBAL INC COM 449669100 7655
440600 SH SOLE 440600
IMMUNEX CORP NEW COM 452528102 5047
39600 SH SOLE 39600
IMPERIAL CREDIT INDS INC COM 452729106 2170
305910 SH SOLE 305910
IMS HEALTH INC COM 449934108 50326
1610442 SH SOLE 1610442
INACOM CORP COM 45323G109 1221
96704 SH SOLE 96704
INCYTE PHARMACEUTICALS INC COM 45337C102 3677
139100 SH SOLE 139100
INDYMAC MORTGAGE HOLDINGS INC COM 456607100 17776
1111000 SH SOLE 1111000
INFORMATION RESOURCES COM 456905108 2552
291627 SH SOLE 291627
INFORMIX CORP COM 456779107 5267
617400 SH SOLE 617400
INFOSEEK CORP COM 45678M107 5187
108200 SH SOLE 108200
INGERSOLL RAND CO COM 456866102 56608
875950 SH SOLE 875950
INGRAM MICRO INC CL A CL A 457153104 2312
89800 SH SOLE 89800
INNOVEX INC COM 457647105 1656
118300 SH SOLE 118300
INPUT/OUTPUT INC COM 457652105 915
121000 SH SOLE 121000
INSIGHT ENERPRISES COM 45765U103 1281
51750 SH SOLE 51750
INSIGNIA FINANCIAL GROUP INC COM 45767A105 3835
365200 SH SOLE 365200
INTEGRATED DEVICE TECHNOLOGY I COM 458118106 3115
286400 SH SOLE 286400
INTEGRATED HEALTH SERVICES INC COM 45812C106 466
58200 SH SOLE 58200
INTEL CORP COM 458140100 670898
11275600 SH SOLE 11275600
INTERMEDIA COMMUNICATIONS COM 458801107 6609
220300 SH SOLE 220300
INTERPUBLIC GROUP COS INC COM 460690100 9776
112850 SH SOLE 112850
INTIMATE BRANDS INC CL A 461156101 11759
248220 SH SOLE 248220
INTERNATIONAL PAPER CO COM 460146103 88854
1768231 SH SOLE 1768231
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 29278
665400 SH SOLE 665400
INTERNATIONAL GAME TECHNOLOGY COM 459902102 9603
519100 SH SOLE 519100
INTERNATIONAL RECTIFIER CORP COM 460254105 2170
163000 SH SOLE 163000
INTL TELECOMMUNICATION DATA SY COM 46047F104 1096
68500 SH SOLE 68500
INTUIT INC COM 461202103 17331
192300 SH SOLE 192300
INVESTMENT TECHNOLOGY GROUP COM 46145F105 4992
155400 SH SOLE 155400
IOMEGA CORP COM 462030107 7770
1573600 SH SOLE 1573600
IPALCO ENTERPRISES INC COM 462613100 6630
312900 SH SOLE 312900
IRWIN FINANCIAL CORP COM 464119106 11053
566800 SH SOLE 566800
ISIS PHARMACEUTICALS INC COM 464330109 1597
156800 SH SOLE 156800
ITT INDUSTRIES INC COM 450911102 24770
649700 SH SOLE 649700
IVAX CORP COM 465823102 5218
369427 SH SOLE 369427
IXC COMMUNICATIONS INC COM 450713102 3314
84300 SH SOLE 84300
J D EDWARDS & CO COM 281667105 625
33800 SH SOLE 33800
JABIL CIRCUIT INC COM 466313103 11751
260400 SH SOLE 260400
JDA SOFTWARE GROUP INC COM 46612K108 1242
133400 SH SOLE 133400
JDN REALTY CORP COM 465917102 3736
166950 SH SOLE 166950
JEFFERSON-PILOT CORP COM 475070108 68383
1033168 SH SOLE 1033168
JEFFERIES GROUP INC NEW COM 472319102 4507
155400 SH SOLE 155400
JLG INDUSTRIES INC COM 466210101 6797
333600 SH SOLE 333600
JOHNSON & JOHNSON COM 478160104 432474
4413000 SH SOLE 4413000
JOHNSON CONTROLS INC COM 478366107 10591
152800 SH SOLE 152800
JONES APPAREL GROUP COM 480074103 4589
133739 SH SOLE 133739
JONES PHARMA INC COM 480236108 4154
105500 SH SOLE 105500
JSB FINANCIAL INC COM 46624M100 10195
200400 SH SOLE 200400
JUST FOR FEET INC COM 48213P106 730
113450 SH SOLE 113450
K MART CORP COM 482584109 38890
2356950 SH SOLE 2356950
KAISER ALUMINUM CORP COM 483007100 1982
223300 SH SOLE 223300
KANSAS CITY LIFE INSURANCE CO COM 484836101 5495
127800 SH SOLE 127800
KANSAS CITY POWER & LIGHT CO COM 485134100 4478
175600 SH SOLE 175600
KANSAS CITY SOUTHERN INDUSTRIE COM 485170104 2387
37400 SH SOLE 37400
KAUFMAN & BROAD HOME CORP COM 486168107 2450
98500 SH SOLE 98500
KEANE INC COM 486665102 3977
175800 SH SOLE 175800
KELLEY OIL & GAS CORP COM 487906109 271
1240600 SH SOLE 1240600
KELLOGG CO COM 487836108 30238
916300 SH SOLE 916300
KELLY SERVICES CL A CL A 488152208 1557
48475 SH SOLE 48475
KEMET CORP COM 488360108 3081
134300 SH SOLE 134300
KERR-MCGEE CORP COM 492386107 35369
704740 SH SOLE 704740
KEYCORP COM 493267108 74474
2318242 SH SOLE 2318242
KEYSTONE FINANCIAL INC COM 493482103 2412
81600 SH SOLE 81600
KIMBERLY-CLARK CORP COM 494368103 107190
1880524 SH SOLE 1880524
KING WORLD PRODUCTIONS COM 495667107 32612
936800 SH SOLE 936800
KIRBY CORP COM 497266106 920
43400 SH SOLE 43400
KLA TENCOR CORP COM 482480100 27831
429000 SH SOLE 429000
KN ENERGY INC COM 482620101 993
74250 SH SOLE 74250
KNIGHT RIDDER INC COM 499040103 35956
653000 SH SOLE 653000
KOHL'S CORP COM 500255104 35193
457800 SH SOLE 457800
KOMAG INC COM 500453105 387
116900 SH SOLE 116900
KOS PHARMACEUTICALS INC COM 500648100 620
122400 SH SOLE 122400
KROGER CO COM 501044101 63524
2273800 SH SOLE 2273800
KRONOS INC COM 501052104 5491
120675 SH SOLE 120675
KULICKE & SOFFA INDUSTRIES INC COM 501242101 3483
129900 SH SOLE 129900
LOUISIANA PACIFIC CORP COM 546347105 20951
877510 SH SOLE 877510
LA Z BOY INC COM 505336107 4526
196800 SH SOLE 196800
LABOR READY INC COM NEW 505401208 1394
42900 SH SOLE 42900
LAFARGE CORP COM 505862102 3048
86000 SH SOLE 86000
LAKES GAMING INC COM 51206P109 795
72675 SH SOLE 72675
LAM RESEARCH CORP COM 512807108 8847
189500 SH SOLE 189500
LAMAR ADVERTISING CO CL A 512815101 3193
78000 SH SOLE 78000
LANCE INC COM 514606102 1691
108194 SH SOLE 108194
LASON INC COM 51808R107 3841
77400 SH SOLE 77400
LATTICE SEMICONDUCTOR CORP COM 518415104 5291
85000 SH SOLE 85000
LEAR CORP COM 521865105 13811
277600 SH SOLE 277600
LEE ENTERPRISES INC COM 523768109 1446
47400 SH SOLE 47400
LEGATO SYSTEMS INC COM 524651106 7646
132400 SH SOLE 132400
LEGGETT & PLATT INC COM 524660107 12994
467200 SH SOLE 467200
LEGG MASON INC COM 524901105 10264
266600 SH SOLE 266600
LEHMAN BROTHERS HOLDINGS INC COM 524908100 43058
693086 SH SOLE 693086
LENNAR CORP COM 526057104 6564
273500 SH SOLE 273500
LEVEL 3 COMMUNICATIONS INC COM 52729N100 52687
877200 SH SOLE 877200
LEVEL ONE COMMUNICATIONS INC COM 527295109 7840
160200 SH SOLE 160200
LEXMARK INTL GROUP INC CL A 529771107 20646
315200 SH SOLE 315200
LG&E ENERGY CORP COM 501917108 4680
222843 SH SOLE 222843
LHS GROUP INC COM 501938104 881
26600 SH SOLE 26600
LIBERTY PROPERTIES TRUST SH BEN I NT 531172104 98525
3960820 SH SOLE 3960820
LIFEPOINT HOSPITALS INC COM 53219L109 2280
169650 SH SOLE 169650
LIGAND PHARMACEUTICALS INC CL B 53220K207 1976
177600 SH SOLE 177600
LILLY (ELI) & CO COM 532457108 232459
3245500 SH SOLE 3245500
LIMITED INC COM 532716107 45941
1012467 SH SOLE 1012467
LINCARE HOLDINGS INC COM 532791100 5040
201600 SH SOLE 201600
LINCOLN NATIONAL CORP COM 534187109 45135
862800 SH SOLE 862800
LINDSAY MANUFACTURING CO COM 535555106 3100
176512 SH SOLE 176512
LINEAR TECHNOLOGY CORP COM 535678106 36315
540000 SH SOLE 540000
LITTELFUSE INC COM 537008104 2520
130900 SH SOLE 130900
LITTON INDUSTRIES INC COM 538021106 19122
264900 SH SOLE 264900
LIZ CLAIBORNE INC COM 539320101 17954
491900 SH SOLE 491900
LNR PROPERTY CORP COM 501940100 6374
298200 SH SOLE 298200
LO JACK CORP COM 539451104 1603
191400 SH SOLE 191400
LOCKHEED MARTIN CORP COM 539830109 60683
1629066 SH SOLE 1629066
LOEWS CORP COM 540424108 8981
113500 SH SOLE 113500
LONE STAR INDUSTRIES INC COM NEW 542290408 1480
39400 SH SOLE 39400
LONE STAR STEAKHOUSE & SALOON COM 542307103 1609
165600 SH SOLE 165600
LONG BEACH FINANCIAL CO COM 542446109 2401
163500 SH SOLE 163500
LONGS DRUG STORES COM 543162101 7514
217400 SH SOLE 217400
LOWES COMPANIES INC COM 548661107 68881
1215092 SH SOLE 1215092
LSI LOGIC CORP COM 502161102 27006
585500 SH SOLE 585500
LTV CORP NEW COM 501921100 1410
212900 SH SOLE 212900
LUBRIZOL CORP COM 549271104 8597
315500 SH SOLE 315500
LUCENT TECHNOLOGIES INC COM 549463107 694750
10302133 SH SOLE 10302133
LYCOS INC COM 550818108 11108
120900 SH SOLE 120900
LYONDELL PETROCHEMICAL CO COM 552078107 2514
121900 SH SOLE 121900
M & T BANK CORP COM 55261F104 52317
95122 SH SOLE 95122
MACK CALI REALTY CORP COM 554489104 10909
352600 SH SOLE 352600
MACROMEDIA INC COM 556100105 11009
312300 SH SOLE 312300
MAF BANCORP INC COM 55261R108 12797
527730 SH SOLE 527730
MAGELLAN HEALTH SERVICES INC COM 559079108 2242
224200 SH SOLE 224200
MALLINCKRODT INC NEW COM 561232109 13477
370500 SH SOLE 370500
MANPOWER INC COM 56418H100 8104
358200 SH SOLE 358200
MANUGISTICS GROUP INC COM 565011103 1853
127800 SH SOLE 127800
MARINE DRILLING COMPANY INC COM PAR $0. 568240204 4421
323000 SH SOLE 323000
MARK IV INDUSTRIES INC COM 570387100 1837
86975 SH SOLE 86975
MARKEL CORP COM 570535104 7424
39700 SH SOLE 39700
MARRIOTT INTL INC NEW CL A CL A 571903202 41560
1111964 SH SOLE 1111964
MARSH & MCLENNAN COMPANIES INC COM 571748102 106250
1403800 SH SOLE 1403800
MARSHALL & ILSLEY CORP COM 571834100 11954
185700 SH SOLE 185700
MARTIN MARIETTA MATERIALS COM 573284106 4443
75300 SH SOLE 75300
MASCO CORP COM 574599106 40087
1388300 SH SOLE 1388300
MASTEC INC COM 576323109 2242
79350 SH SOLE 79350
MASTECH CORP COM 57632N105 471
25300 SH SOLE 25300
MATLACK SYSTEMS INC COM 576901102 284
54000 SH SOLE 54000
MATTEL INC COM 577081102 40405
1546612 SH SOLE 1546612
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 30397
457100 SH SOLE 457100
MAY DEPARTMENT STORES CO COM 577778103 77773
1902696 SH SOLE 1902696
MAYTAG CORP COM 578592107 32163
460700 SH SOLE 460700
MBIA INC COM 55262C100 19406
299700 SH SOLE 299700
MBNA CORP COM 55262L100 87759
2865595 SH SOLE 2865595
MCCORMICK & CO INC COM NON VTG 579780206 1988
63000 SH SOLE 63000
MCDONALD'S CORP COM 580135101 219488
5337096 SH SOLE 5337096
MCGRAW-HILL COMPANIES INC COM 580645109 61920
1148000 SH SOLE 1148000
MCI WORLDCOM INC COM 55268B106 652086
7576894 SH SOLE 7576894
MCKESSON HBOC INC COM 58155Q103 36000
1118454 SH SOLE 1118454
MCLEODUSA INC CL A COM 582266102 7035
127900 SH SOLE 127900
MCN ENERGY GROUP INC COM 55267J100 3457
166600 SH SOLE 166600
MEAD CORP COM 582834107 29212
699700 SH SOLE 699700
MEDICAL ASSURANCE INC COM 58449U100 20681
732076 SH SOLE 732076
MEDAPHIS CORP COM 584028104 1830
318300 SH SOLE 318300
MEDIAONE GROUP INC COM 58440J104 199033
2676076 SH SOLE 2676076
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 2927
115350 SH SOLE 115350
MEDIMMUNE INC COM 584699102 12385
182800 SH SOLE 182800
MEDITRUST COS PAIRED-SHR REIT PAIRED C TF 58501T306 7738
592412 SH SOLE 592412
MEDPARTNERS INC NEW COM 58503X107 2872
382923 SH SOLE 382923
MEDTRONIC INC COM 585055106 161920
2079232 SH SOLE 2079232
MELLON BANK CORP COM 585509102 105056
2888144 SH SOLE 2888144
MEMBERWORKS INC COM 586002107 1430
49300 SH SOLE 49300
MENTOR CORP MINN COM 587188103 2976
159800 SH SOLE 159800
MENTOR GRAPHICS CORP COM 587200106 3156
246300 SH SOLE 246300
MERCANTILE BANCORP INC COM 587342106 45153
790428 SH SOLE 790428
MERCANTILE BANKSHARES COM 587405101 5291
149575 SH SOLE 149575
MERCK & CO INC COM 589331107 589972
8013200 SH SOLE 8013200
MERCURY GENERAL CORP NEW COM 589400100 1074
31600 SH SOLE 31600
MERCURY INTERACTIVE CORP COM 589405109 5858
165600 SH SOLE 165600
MEREDITH CORP COM 589433101 23874
689500 SH SOLE 689500
MERITOR AUTOMOTIVE INC COM 59000G100 7573
296966 SH SOLE 296966
MERRILL LYNCH & CO INC COM 590188108 132177
1662600 SH SOLE 1662600
METAMOR WORLDWIDE INC COM 59133P100 1044
43400 SH SOLE 43400
METROMEDIA INTL GROUP INC COM 591695101 2701
360100 SH SOLE 360100
METZLER GROUP INC COM 592903108 1533
55500 SH SOLE 55500
MGIC INVESTMENT CORP COM 552848103 19265
396200 SH SOLE 396200
MICHAELS STORES INC COM 594087108 5690
185800 SH SOLE 185800
MICRO WAREHOUSE INC COM 59501B105 1889
105700 SH SOLE 105700
MICROCHIP TECHNOLOGY INC COM 595017104 15169
320200 SH SOLE 320200
MICRON TECHNOLOGY INC COM 595112103 33522
827700 SH SOLE 827700
MICRON ELECTRONICS INC COM 595100108 3040
302100 SH SOLE 302100
MICROS SYSTEMS INC COM 594901100 6249
183800 SH SOLE 183800
MICROSOFT CORP COM 594918104 1054039
11687200 SH SOLE 11687200
MID AMERICA APARTMENT COMMUNIT COM 59522J103 4452
192500 SH SOLE 192500
MID ATLANTIC MEDICAL SERVICES COM 59523C107 12139
1229300 SH SOLE 1229300
MIDAM ENERGY HOLDINGS COM 59562V107 8940
258200 SH SOLE 258200
MIDAS INC COM 595626102 4452
156900 SH SOLE 156900
MILACRON INC COM 598709103 8240
445400 SH SOLE 445400
MILLENNIUM CHEMICALS INC COM 599903101 2524
107100 SH SOLE 107100
MILLER (HERMAN) INC COM 600544100 4229
201400 SH SOLE 201400
MILLIPORE CORP COM 601073109 5971
147200 SH SOLE 147200
MINDSPRING ENTERPRISES INC COM 602683104 7675
173200 SH SOLE 173200
MINNESOTA POWER INC COM 604110106 2612
131400 SH SOLE 131400
MIRAGE RESORTS INC COM 60462E104 13152
785200 SH SOLE 785200
MISSISSIPPI CHEMICAL CORP COM NEW 605288208 1016
103574 SH SOLE 103574
MMC NETWORKS INC COM 55308N102 2622
58600 SH SOLE 58600
MINNESOTA MINING & MANUFACTURI COM 604059105 131093
1507900 SH SOLE 1507900
MOBIL CORP COM 607059102 325875
3300000 SH SOLE 3300000
MODIS PROFESSIONAL SERVICES IN COM 607830106 4807
354442 SH SOLE 354442
MOHAWK INDUSTRIES INC COM 608190104 1254
41300 SH SOLE 41300
MOLEX INC COM 608554101 8903
240625 SH SOLE 240625
MONSANTO CO COM 611662107 85732
2167000 SH SOLE 2167000
MONTANA POWER CO COM 612085100 8890
126100 SH SOLE 126100
MORGAN (JP) & CO INC COM 616880100 123050
875803 SH SOLE 875803
MORGAN STANLEY DEAN WITTER & C COM NEW 617446448 275167
2681290 SH SOLE 2681290
MOTOROLA INC COM 620076109 245980
2596100 SH SOLE 2596100
MRV COMMUNICATIONS INC COM 553477100 1311
99900 SH SOLE 99900
MTS SYSTEMS CORP COM 553777103 2598
213188 SH SOLE 213188
MUELLER INDUSTRIES INC COM 624756102 25165
741500 SH SOLE 741500
MURPHY OIL CORP COM 626717102 3759
77000 SH SOLE 77000
MYLAN LABS INC COM 628530107 10311
389100 SH SOLE 389100
NABISCO GROUP HOLDINGS CORP COM 62952P102 11537
589734 SH SOLE 589734
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296600 SH SOLE 296600
NABORS INDUSTRIES INC COM 629568106 8222
337300 SH SOLE 337300
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15200 SH SOLE 15200
NALCO CHEMICAL CO COM 629853102 26633
513400 SH SOLE 513400
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NATIONAL CITY CORP (CLEV) COM 635405103 86798
1325160 SH SOLE 1325160
NATIONAL CITY BANCSHARES INC COM 635313109 3874
121306 SH SOLE 121306
NATIONAL DATA CORP COM 635621105 2155
50400 SH SOLE 50400
NATIONAL FUEL GAS CO COM 636180101 3550
73200 SH SOLE 73200
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483100 SH SOLE 483100
NATIONAL PENNSYLVANIA BANCSHAR COM 637138108 3244
137880 SH SOLE 137880
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NATIONAL SERVICE INDUSTRIES COM 637657107 27050
751400 SH SOLE 751400
NATIONAL WESTERN LIFE INSURANC CL A 638522102 11281
117200 SH SOLE 117200
NAUTICA ENTERPRISES INC COM 639089101 1110
65800 SH SOLE 65800
NAVISTAR INTERNATIONAL CORP NE COM 63934E108 13780
275600 SH SOLE 275600
NBTY INC COM 628782104 1533
235900 SH SOLE 235900
NCI BUILDING SYSTEMS INC COM 628852105 4664
218200 SH SOLE 218200
NCR CORP NEW COM 62886E108 27770
568919 SH SOLE 568919
NEW ENGLAND ELECTRIC SYSTEM COM 644001109 3484
69500 SH SOLE 69500
NEIMAN MARCUS GROUP INC COM 640204103 1261
49100 SH SOLE 49100
NETWORK APPLIANCE INC COM 64120L104 14639
262000 SH SOLE 262000
NETWORKS ASSOCIATES INC COM 640938106 7036
479073 SH SOLE 479073
NETWORK EQUIPMENT TECHNOLOGIES COM 641208103 1963
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NEVADA POWER CO COM 641423108 3325
133000 SH SOLE 133000
NEW CENTURY ENERGIES INC COM 64352U103 6456
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NEW HOLLAND N V ORD N62648105 1630
95200 SH SOLE 95200
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1576379 SH SOLE 1576379
NEWFIELD EXPLORATION CO COM 651290108 7854
276200 SH SOLE 276200
NEWMONT MINING CORP COM 651639106 22370
1125521 SH SOLE 1125521
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855837 SH SOLE 855837
NEXTLINK COMMUNICATIONS INC CL A 65333H707 9379
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NFO WORLDWIDE INC COM 62910N108 2386
170450 SH SOLE 170450
NICHOLS RESEARCH CORP COM 653818104 1577
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NICOR INC COM 654086107 19054
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NIELSEN MEDIA RESEARCH NEW COM NEW 653929307 8162
279057 SH SOLE 279057
NIKE INC CL B CL B 654106103 22910
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NIAGARA MOHAWK HOLDINGS INC COM 653520106 15826
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NORDSTROM INC COM 655664100 23741
708700 SH SOLE 708700
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2371900 SH SOLE 2371900
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NORTHWEST AIRLINES CORP CL A CL A 667280101 10865
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77392 SH SOLE 77392
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2236400 SH SOLE 2236400
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134900 SH SOLE 134900
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571500 SH SOLE 571500
NUEVO ENERGY COMPANY COM 670509108 2617
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NVR INC COM 62944T105 4535
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NEW YORK TIMES CO CL A CL A 650111107 29870
811416 SH SOLE 811416
O'REILLY AUTOMOTIVE INC COM 686091109 2761
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OAKLEY INC COM 673662102 1411
198000 SH SOLE 198000
OBJECT DESIGN INC COM 674416102 361
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OCEAN ENERGY INC TEX COM 67481E106 14390
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OCTEL CORP COM 675727101 1103
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OCWEN FINANCIAL CORP COM 675746101 1143
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1092750 SH SOLE 1092750
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232600 SH SOLE 232600
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191801 SH SOLE 191801
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195156 SH SOLE 195156
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OLSTEN CORP COM 681385100 814
129026 SH SOLE 129026
OMEGA FINANCIAL CORP COM 682092101 2591
74550 SH SOLE 74550
OMEGA HEALTHCARE INVESTORS INC COM 681936100 4127
159900 SH SOLE 159900
OMNICARE INC COM 681904108 2592
205300 SH SOLE 205300
OMNICOM GROUP INC COM 681919106 20976
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ONEOK INC NEW COM 682680103 25762
811400 SH SOLE 811400
ORANGE & ROCKLAND UTILITIES IN COM 684065105 18703
320400 SH SOLE 320400
ORACLE CORP COM 68389X105 149752
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ORION CAPITAL CORP COM 686268103 868
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ORTHODONTIC CENTERS OF AMERICA COM 68750P103 1009
71400 SH SOLE 71400
OSHKOSH B GOSH INC CL A CL A 688222207 17259
817000 SH SOLE 817000
OTTER TAIL POWER CO COM 689648103 2198
57000 SH SOLE 57000
OUTBACK STEAKHOUSE INC COM 689899102 9745
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OUTDOOR SYSTEMS INC COM 690057104 28410
778350 SH SOLE 778350
OWENS CORNING COM 69073F103 15441
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OWENS-ILLINOIS INC COM NEW 690768403 11568
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OXFORD HEALTH PLANS INC COM 691471106 5641
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P COM INC COM 693262107 1078
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P P & L RESOURCES INC COM 693499105 31420
1021800 SH SOLE 1021800
PACIFIC CENTURY FINANCIAL CORP COM 694058108 3389
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PACCAR INC COM 693718108 21207
397330 SH SOLE 397330
PACIFICARE HEALTH SYSTEMS CL A 695112102 10805
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PACIFICORP COM 695114108 28957
1575900 SH SOLE 1575900
PAGING NETWORK INC COM 695542100 2310
479900 SH SOLE 479900
PAINEWEBBER GROUP INC COM 695629105 24814
530775 SH SOLE 530775
PAIRGAIN TECHNOLOGIES INC COM 695934109 4285
372600 SH SOLE 372600
PALL CORP COM 696429307 22449
1011797 SH SOLE 1011797
PANAMSAT CORP NEW COM 697933109 3177
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PARAMETRIC TECHNOLOGY CORP COM 699173100 13965
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PAREXEL INTERNATIONAL CORP COM 699462107 1669
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PARK NATIONAL CORP COM 700658107 24250
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PARK PLACE ENTERTAINMENT CORP COM 700690100 11771
1231500 SH SOLE 1231500
PARKER HANNIFIN CORP COM 701094104 11782
257525 SH SOLE 257525
PARKWAY PROPERTIES INC COM 70159Q104 3091
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PATHOGENESIS CORP COM 70321E104 690
48600 SH SOLE 48600
PAYCHEX INC COM 704326107 22397
702655 SH SOLE 702655
PAYLESS SHOESOURCE INC COM 704379106 15314
286242 SH SOLE 286242
PBOC HOLDINGS INC COM 69316G108 4306
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PE CORP BIOSYSTEMS GROUP COM PE B IO 69332S102 28366
247200 SH SOLE 247200
PE CORP CELERA GENOMICS GROUP CELERA G EN 69332S201 2001
123600 SH SOLE 123600
PECO ENERGY COMPANY COM 693304107 48114
1149000 SH SOLE 1149000
PEGASUS SYSTEMS INC COM 705906105 4242
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PENN ENG/MANUFACTURING CORP CL CL A 707389102 668
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PENNEY (JC) CO COM 708160106 52062
1072056 SH SOLE 1072056
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163500 SH SOLE 163500
PENNZOIL-QUAKER STATE CO COM 709323109 3443
229500 SH SOLE 229500
PEOPLES BANCORP INC DEL COM 709909105 4180
419300 SH SOLE 419300
PEOPLES ENERGY CORP COM 711030106 19842
526500 SH SOLE 526500
PEOPLES HERITAGE FINANCIAL GRO COM 711147108 14826
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PEOPLESOFT INC COM 712713106 13094
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PEPSICO INC COM 713448108 195751
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PEREGRINE SYSTEMS INC COM 71366Q101 5970
232400 SH SOLE 232400
PERFORMANCE FOOD GROUP COM 713755106 2447
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PETROLEUM GEO SERVICES A/S ADR SPONSORE D A 716597109 1598
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PETSMART INC COM 716768106 4334
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PFIZER INC COM 717081103 490075
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PG&E CORP COM 69331C108 81476
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PHARMACIA & UPJOHN INC COM 716941109 134801
2372730 SH SOLE 2372730
PHELPS DODGE CORP COM 717265102 21740
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PHILIP MORRIS COS INC COM 718154107 319852
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PHILLIPS PETROLEUM CO COM 718507106 62946
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PHYCOR INC COM 71940F100 2047
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PINNACLE WEST CAPITAL CORP COM 723484101 12651
314300 SH SOLE 314300
PIONEER HI-BRED INTERNATIONAL COM 723686101 20898
536700 SH SOLE 536700
PIONEER NATURAL RESOURCES CO COM 723787107 6034
548571 SH SOLE 548571
PITNEY BOWES INC COM 724479100 96169
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PITTSTON BRINK'S GROUP COM BRIN KS 725701106 2453
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PITTWAY CORP DEL CL A CL A 725790208 1409
41200 SH SOLE 41200
PLACER DOME INC COM 725906101 6402
544860 SH SOLE 544860
PLANTRONICS INC NEW COM 727493108 11579
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PMC SIERRA INC COM 69344F106 9289
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PMI GROUP INC COM 69344M101 5314
84600 SH SOLE 84600
PNC BANK CORP COM 693475105 113599
1971353 SH SOLE 1971353
POGO PRODUCING CO COM 730448107 2082
111800 SH SOLE 111800
POLAROID CORP COM 731095105 11261
409500 SH SOLE 409500
POLICY MANAGEMENT SYSTEMS CORP COM 731108106 10287
342900 SH SOLE 342900
POMEROY COMPUTER RESOURCES INC COM 731822102 1352
97000 SH SOLE 97000
POPULAR INC COM 733174106 4750
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POTASH CORP SASKATCHEWAN INC COM 73755L107 714
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POTLATCH CORP COM 737628107 20844
474400 SH SOLE 474400
POTOMAC ELECTRIC POWER CO COM 737679100 5593
190000 SH SOLE 190000
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62300 SH SOLE 62300
PPG INDUSTRIES INC COM 693506107 58182
985100 SH SOLE 985100
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PRE PAID LEGAL SERVICES INC COM 740065107 2360
87000 SH SOLE 87000
PREMARK INTERNATIONAL INC COM 740459102 20929
558100 SH SOLE 558100
PREMIER BANCSHARES INC GA COM 739909109 1560
85200 SH SOLE 85200
PREMIER PARKS COM NEW 740540208 4513
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PRICE ENTERPRISES INC NEW COM NEW 741444202 4237
589458 SH SOLE 589458
PRICE T ROWE & ASSOCIATES COM 741477103 9951
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PRIDE INTL INC COM 741932107 3073
290900 SH SOLE 290900
PRIMARK CORP COM 741903108 1434
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PRIMUS TELECOMMUNICATIONS GROU COM 741929103 2428
108200 SH SOLE 108200
PRISON REALTY TRUST INC COM 74264N105 2663
271425 SH SOLE 271425
PROBUSINESS SERVICES INC COM 742674104 750
20900 SH SOLE 20900
PROCTER & GAMBLE CO COM 742718109 378880
4245152 SH SOLE 4245152
PROFIT RECOVERY GROUP INTL INC COM 743168106 2437
51500 SH SOLE 51500
PROGRESSIVE CORP OHIO COM 743315103 13181
90900 SH SOLE 90900
PROJECT SOFTWARE & DEVELOPMENT COM 74339P101 844
27000 SH SOLE 27000
PROLOGIS TRUST SH BEN I NT 743410102 6363
314200 SH SOLE 314200
PROMUS HOTEL CORP NEW COM 74342P106 13406
432436 SH SOLE 432436
PROTECTIVE LIFE CORP COM 743674103 2349
69100 SH SOLE 69100
PROVIDENT COMPANIES INC COM 743862104 17424
435600 SH SOLE 435600
PROVIDENT BANKSHARES CORP COM 743859100 6109
262742 SH SOLE 262742
PROVIDIAN FINANCIAL CORP COM 74406A102 47795
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PSINET INC COM 74437C101 9647
220500 SH SOLE 220500
PSS WORLD MEDICAL INC COM 69366A100 3302
295150 SH SOLE 295150
PUBLIC SERVICE ENTERPRISE GROU COM 744573106 53382
1307990 SH SOLE 1307990
PUBLIC STORAGE INC COM 74460D109 7983
285100 SH SOLE 285100
PULITZER INC COM 745769109 986
20300 SH SOLE 20300
PULTE CORP COM 745867101 2666
115600 SH SOLE 115600
PXRE CORP COM 693674103 8108
447351 SH SOLE 447351
QRS CORP COM 74726X105 21427
274700 SH SOLE 274700
QUAKER OATS CO COM 747402105 49230
741688 SH SOLE 741688
QUALCOMM INC COM 747525103 69224
482400 SH SOLE 482400
QUANTEX CORP COM 747620102 2625
92100 SH SOLE 92100
QUANTUM CORP COM 747906105 14851
615600 SH SOLE 615600
QUEENS COUNTY BANCORP INC COM 748242104 30997
957422 SH SOLE 957422
QUEST DIAGNOSTICS INC COM 74834L100 8703
317900 SH SOLE 317900
QUESTAR CORP COM 748356102 2555
133600 SH SOLE 133600
QUINTILES TRANSNATIONAL CORP COM 748767100 10660
253800 SH SOLE 253800
QUORUM HEALTH GROUP INC COM 749084109 994
79150 SH SOLE 79150
QWEST COMMUNICATIONS INTL INC COM 749121109 17589
532002 SH SOLE 532002
R & B FALCON CORP COM 74912E101 8234
878310 SH SOLE 878310
RADIAN GROUP INC COM 750236101 8236
168730 SH SOLE 168730
RAINFOREST CAFE INC COM 75086K104 832
164350 SH SOLE 164350
RALCORP HOLDINGS INC NEW COM 751028101 3944
244600 SH SOLE 244600
RALSTON PURINA GROUP COM RAL-PUR GP 751277302 44920
1475800 SH SOLE 1475800
RAMBUS INC DEL COM 750917106 4914
53300 SH SOLE 53300
RATIONAL SOFTWARE CORP COM NEW 75409P202 10460
317578 SH SOLE 317578
RAYCHEM CORP COM 754603108 21882
591400 SH SOLE 591400
RAYONIER INC COM 754907103 11022
221275 SH SOLE 221275
RAYTHEON CO CL A CL A 755111309 22883
332240 SH SOLE 332240
RAYTHEON CO CL B CL B 755111408 98411
1395900 SH SOLE 1395900
RCN CORP COM 749361101 18323
440200 SH SOLE 440200
READERS DIGEST ASSOCIATION CL CL A NON VTG 755267101 27523
692400 SH SOLE 692400
READ RITE CORP COM 755246105 2723
439000 SH SOLE 439000
REALNETWORKS INC COM 75605L104 6295
91400 SH SOLE 91400
REEBOK INTERNATIONAL LTD COM 758110100 7513
403400 SH SOLE 403400
REGIONS FINANCIAL CORP COM 758940100 13453
349986 SH SOLE 349986
REGIS CORP MINN COM 758932107 4064
211825 SH SOLE 211825
REINSURANCE GROUP AMER INC COM 759351109 5147
146025 SH SOLE 146025
RELIANCE BANCORP INC COM 759451107 2304
83400 SH SOLE 83400
RELIANT ENERGY INC COM 75952J108 53266
1928181 SH SOLE 1928181
RELIASTAR FINANCIAL CORP COM 75952U103 13144
300434 SH SOLE 300434
REMEDY CORP COM 759548100 2322
86400 SH SOLE 86400
RENAL CARE GROUP INC COM 759930100 1214
46900 SH SOLE 46900
RENTAL SERVICE CORP COM 76009V102 1634
57100 SH SOLE 57100
REPUBLIC SECURITY FINANCIAL CO COM 760758102 1954
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REPUBLIC NEW YORK CORP COM 760719104 24104
353500 SH SOLE 353500
REPUBLIC BANCSHARES INC COM 759929102 3639
177500 SH SOLE 177500
RES-CARE INC COM 760943100 2914
128100 SH SOLE 128100
RESMED INC COM 761152107 1938
58400 SH SOLE 58400
RESPIRONICS INC COM 761230101 3948
261000 SH SOLE 261000
REXALL SUNDOWN INC COM 761648104 1805
148100 SH SOLE 148100
REYNOLDS METALS CO COM 761763101 29795
505000 SH SOLE 505000
R H DONNELLEY COM NEW 74955W307 3733
190814 SH SOLE 190814
RICHMOND COUNTY FINANCIAL CORP COM 764556106 1863
96800 SH SOLE 96800
RITE AID CORP COM 767754104 29191
1185430 SH SOLE 1185430
RJ REYNOLDS TOBACCO HOLDINGS I COM 76182K105 6241
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ROADWAY EXPRESS COM 769742107 2238
115500 SH SOLE 115500
ROBBINS & MYERS INC COM 770196103 1013
45400 SH SOLE 45400
ROBERT HALF INTERNATIONAL INC COM 770323103 6567
254400 SH SOLE 254400
ROBERTS PHARMACEUTICAL CORP COM 770491108 2899
120800 SH SOLE 120800
ROCKWELL INTERNATIONAL CORP NE COM 773903109 52646
866600 SH SOLE 866600
ROGERS CORP COM 775133101 8868
300600 SH SOLE 300600
ROHM & HAAS CO COM 775371107 59016
1376455 SH SOLE 1376455
ROMAC INTERNATIONAL INC COM 775835101 800
90100 SH SOLE 90100
ROPER INDS INC NEW COM 776696106 3315
103600 SH SOLE 103600
ROSS STORES INC COM 778296103 4564
90600 SH SOLE 90600
ROUSE CO COM 779273101 10556
416000 SH SOLE 416000
ROWAN COMPANIES INC COM 779382100 5610
307400 SH SOLE 307400
RPM INC OHIO COM 749685103 1214
85546 SH SOLE 85546
RUDDICK CORP COM 781258108 3560
178000 SH SOLE 178000
RUSSELL CORP COM 782352108 7623
390900 SH SOLE 390900
RYDER SYSTEM INC COM 783549108 7281
282752 SH SOLE 282752
RYERSON TULL INC COM 78375P107 6069
269000 SH SOLE 269000
S3 INC COM 784849101 2714
298500 SH SOLE 298500
SABRATEK CORP COM 78571U108 728
33300 SH SOLE 33300
SABRE HOLDINGS CORP CL A 785905100 17806
259000 SH SOLE 259000
SAFECO CORP COM 786429100 42673
967100 SH SOLE 967100
SAFEGUARD SCIENTIFICS INC COM 786449108 3169
50300 SH SOLE 50300
SAFESKIN CORP COM 786454108 3181
265100 SH SOLE 265100
SAFETY KLEEN CORP NEW COM NEW 78648R203 8747
482570 SH SOLE 482570
SAFEWAY STORES INC COM NEW 786514208 85789
1733114 SH SOLE 1733114
SAGA SYSTEMS INC COM 786610105 1162
91100 SH SOLE 91100
SAKS INC COM 79377W108 9512
329424 SH SOLE 329424
SANGSTAT MEDICAL CORP COM 801003104 2484
144000 SH SOLE 144000
SANMINA CORP COM 800907107 18931
249500 SH SOLE 249500
SANTA FE INTL CORPORD ORD G7805C108 1571
68300 SH SOLE 68300
SANTA FE SNYDER CORP COM 80218K105 9220
1152535 SH SOLE 1152535
SAPIENT CORP COM 803062108 2208
39000 SH SOLE 39000
SARA LEE CORP COM 803111103 80854
3563800 SH SOLE 3563800
SBC COMMUNICATIONS INC COM 78387G103 478550
8250857 SH SOLE 8250857
SCANA CORP COM 805898103 4413
188800 SH SOLE 188800
SCHERING PLOUGH CORP COM 806605101 272522
5190900 SH SOLE 5190900
SCHOLASTIC CORP COM 807066105 1949
38500 SH SOLE 38500
SCHWAB CHARLES CORP COM 808513105 140148
1285762 SH SOLE 1285762
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1294
86290 SH SOLE 86290
SCIENTIFIC-ATLANTA INC COM 808655104 6430
178600 SH SOLE 178600
SCI SYSTEMS INC COM 783890106 8518
179800 SH SOLE 179800
SCM MICROSYSTEMS INC COM 784018103 1354
29200 SH SOLE 29200
SCOTTS COMPANY CL A CL A 810186106 2719
57100 SH SOLE 57100
SEABOARD CORP COM 811543107 8415
24750 SH SOLE 24750
SEACOR SMIT INC COM 811904101 8367
156400 SH SOLE 156400
SEAGATE TECHNOLOGIES COM 811804103 25683
1002280 SH SOLE 1002280
SEALED AIR CORP NEW COM 81211K100 20620
317837 SH SOLE 317837
SEALED AIR CORP NEW PREFERRED PFD CV A $2 81211K209 12813
205010 SH SOLE 205010
SEARS ROEBUCK & CO COM 812387108 67768
1520750 SH SOLE 1520750
SECURITY CAP GROUP INC CL B CL B 81413P204 2008
137900 SH SOLE 137900
SECURITY DYNAMICS TECHNOLOGIES COM 814208104 3468
163200 SH SOLE 163200
SEI INVESTMENTS COMPANY COM 784117103 724
8200 SH SOLE 8200
SEMPRA ENERGY COM 816851109 12885
569485 SH SOLE 569485
SEPRACOR INC COM 817315104 8182
100700 SH SOLE 100700
SEQUA CORP CL A CL A 817320104 17689
252700 SH SOLE 252700
SEQUENT COMPUTER SYSTEMS INC COM 817338106 4228
238200 SH SOLE 238200
SERVICE CORP INTERNATIONAL COM 817565104 25859
1343300 SH SOLE 1343300
SERVICE EXPERTS INC COM 817567100 4452
203500 SH SOLE 203500
SERVICEMASTER CO COM 81760N109 1121
59800 SH SOLE 59800
SHARED MEDICAL SYSTEMS COM 819486101 15360
235400 SH SOLE 235400
SHAW INDUSTRIES INC COM 820286102 1787
102100 SH SOLE 102100
SHERWIN-WILLIAMS CO COM 824348106 25588
922100 SH SOLE 922100
SHURGARD STORAGE CTRS INC CL A COM 82567D104 5121
188800 SH SOLE 188800
SIEBEL SYSTEMS INC COM 826170102 8570
129243 SH SOLE 129243
SIERRA HEALTH SERVICES INC COM 826322109 2027
140400 SH SOLE 140400
SIGCORP INC COM 826912107 9674
341700 SH SOLE 341700
SIGMA ALDRICH CORP COM 826552101 11874
344800 SH SOLE 344800
SILICON GRAPHICS INC COM 827056102 15264
932138 SH SOLE 932138
SILICON VY BANCSHARES COM 827064106 3987
161100 SH SOLE 161100
SIMON PROPERTY GROUP INC COM 828806109 41800
1647274 SH SOLE 1647274
SKYLINE CORP COM 830830105 2090
71300 SH SOLE 71300
SKYTEL COMMUNICATIONS INC COM 83087Q104 2873
137200 SH SOLE 137200
SL GREEN REALTY CORP COM 78440X101 1678
82100 SH SOLE 82100
SLM HOLDING CORP COM 78442A109 35340
771400 SH SOLE 771400
SMART MODULAR TECH INC COM 831690102 2379
136900 SH SOLE 136900
SMITH INTERNATIONAL INC COM 832110100 9574
220400 SH SOLE 220400
SMURFIT STONE CONTAINER CORP COM 832727101 6158
299475 SH SOLE 299475
SNAP ON INC COM 833034101 18146
501450 SH SOLE 501450
SNYDER COMMUNICATIONS INC COM 832914105 2686
82000 SH SOLE 82000
SODEXHO MARRIOTT SVCS INC COM 833793102 2926
152495 SH SOLE 152495
SOLA INTERNATIONAL INC COM 834092108 1151
59200 SH SOLE 59200
SOLECTRON CORP COM 834182107 46228
693200 SH SOLE 693200
SOLUTIA INC COM 834376105 12960
608080 SH SOLE 608080
SONAT INC COM 835415100 16996
513100 SH SOLE 513100
SONIC CORP COM 835451105 5455
167200 SH SOLE 167200
SONOCO PRODUCTS CO COM 835495102 2628
87780 SH SOLE 87780
SOUTHDOWN INC COM 841297104 5089
79200 SH SOLE 79200
SOUTHERN CO COM 842587107 111878
4221800 SH SOLE 4221800
SOUTHTRUST CORP COM 844730101 10476
272986 SH SOLE 272986
SOVEREIGN BANCORP INC COM 845905108 2270
187200 SH SOLE 187200
SOUTHWEST AIRLINES CO COM 844741108 44920
1443225 SH SOLE 1443225
SPEEDFAM IPEC INC COM 847705100 2057
128084 SH SOLE 128084
SPIEKER PROPERTIES INC COM 848497103 2776
71400 SH SOLE 71400
SPLASH TECHNOLOGY HOLDINGS INC COM 848623104 992
141100 SH SOLE 141100
SPR INC COM 784922106 189
35600 SH SOLE 35600
SPRINGS INDUSTRIES INC CL A CL A 851783100 1959
44900 SH SOLE 44900
SPRINT CORP FON GROUP COM FON GROUP 852061100 197255
3721800 SH SOLE 3721800
SPRINT CORP PCS SER 1 PCS COM SER 1 852061506 53663
941450 SH SOLE 941450
SPX CORP COM 784635104 13006
155765 SH SOLE 155765
ST JOE COMPANY COM 790148100 1790
66300 SH SOLE 66300
ST JOHN KNITS INC COM 790289102 1585
54200 SH SOLE 54200
ST JUDE MEDICAL INC COM 790849103 19148
537499 SH SOLE 537499
ST PAUL COMPANIES COM 792860108 43824
1377556 SH SOLE 1377556
STAFF LEASING INC COM 852381102 1584
123000 SH SOLE 123000
STAFFMARK INC COM 852389105 499
49700 SH SOLE 49700
STANLEY (THE) WORKS COM 854616109 12334
383200 SH SOLE 383200
STAPLES INC COM 855030102 42181
1363432 SH SOLE 1363432
STARWOOD HOTELS & RESORTS WORL PAIRED C TF 85590A203 23978
784555 SH SOLE 784555
STARBUCKS CORP COM 855244109 24649
656200 SH SOLE 656200
STATE STREET CORP COM 857477103 40118
469900 SH SOLE 469900
STATION CASINOS INC COM 857689103 2592
127200 SH SOLE 127200
STERIS CORP COM 859152100 6363
328400 SH SOLE 328400
STERLING SOFTWARE INC COM 859547101 7601
287500 SH SOLE 287500
STERLING COMMERCE INC COM 859205106 7903
215037 SH SOLE 215037
STEWART ENTERPRISES INC CL A CL A 860370105 12575
863500 SH SOLE 863500
STILLWATER MINING CO COM 86074Q102 3608
111000 SH SOLE 111000
STONE & WEBSTER INC COM 861572105 3054
114700 SH SOLE 114700
STONE ENERGY CORP COM 861642106 3348
79000 SH SOLE 79000
STORAGE TECHNOLOGY CORP COM PAR $0. 862111200 10506
461800 SH SOLE 461800
STORAGE USA INC COM 861907103 13904
434500 SH SOLE 434500
STRUCTURAL DYNAMICS CL A COM 863555108 1676
90300 SH SOLE 90300
STRYKER CORP COM 863667101 11304
188000 SH SOLE 188000
STEWART & STEVENSON SERVICES COM 860342104 1488
97600 SH SOLE 97600
SUMMIT BANCORP COM 866005101 28694
686250 SH SOLE 686250
SUN MICROSYSTEMS INC COM 866810104 179530
2606600 SH SOLE 2606600
SUN TRUST BANKS INC COM 867914103 103118
1485048 SH SOLE 1485048
SUNBEAM CORPORATION COM 867071102 2654
334400 SH SOLE 334400
SUNGLASS HUT INTERNATIONAL INC COM 86736F106 5053
294000 SH SOLE 294000
SUNGARD DATA SYSTEMS INC COM 867363103 1442
41800 SH SOLE 41800
SUNOCO INC COM 86764P109 21255
704100 SH SOLE 704100
SUNRISE ASSISTED LIVING INC COM 86768K106 1528
43800 SH SOLE 43800
SUPERVALU INC COM 868536103 6174
238600 SH SOLE 238600
SYBASE INC COM 871130100 3447
313400 SH SOLE 313400
SYBRON INTERNATIONAL CORP COM 87114F106 1731
62800 SH SOLE 62800
SYLVAN LEARNING SYSTEMS INC COM 871399101 5676
208775 SH SOLE 208775
SYMANTEC CORP COM 871503108 3455
135500 SH SOLE 135500
SYMBOL TECHNOLOGIES INC COM 871508107 9041
245175 SH SOLE 245175
SYNOPSYS INC COM 871607107 12421
225065 SH SOLE 225065
SYSCO CORP COM 871829107 57565
1930900 SH SOLE 1930900
TALK.COM INC COM 874264104 1627
144600 SH SOLE 144600
TANDY CORP COM 875382103 55454
1134600 SH SOLE 1134600
TANGER FACTORY OUTLET CENTERS COM 875465106 4558
175300 SH SOLE 175300
TASTY BAKING CO COM 876553306 878
71275 SH SOLE 71275
TCF FINANCIAL CORP COM 872275102 1681
60300 SH SOLE 60300
TCI SATELLITE ENTERTAINMENT-A CL A 872298104 2246
764530 SH SOLE 764530
TECH DATA CORP COM 878237106 6292
164500 SH SOLE 164500
TECHNOLOGY SOLUTIONS CO COM 87872T108 1605
148475 SH SOLE 148475
TECHNITROL INC COM 878555101 2332
72300 SH SOLE 72300
TECO ENERGY INC COM 872375100 4871
214100 SH SOLE 214100
TECUMSEH PRODUCTS CO CL A CL A 878895200 4439
73300 SH SOLE 73300
TEKTRONIX INC COM 879131100 16070
532350 SH SOLE 532350
TELLABS INC COM 879664100 82364
1219080 SH SOLE 1219080
TEMPLE INLAND INC COM 879868107 16257
236900 SH SOLE 236900
TENET HEALTHCARE CORP COM 88033G100 22826
1229660 SH SOLE 1229660
TENNECO INC NEW COM 88037E101 26654
1116400 SH SOLE 1116400
TERADYNE INC COM 880770102 31835
443700 SH SOLE 443700
TEXACO INC COM 881694103 155407
2491500 SH SOLE 2491500
TEXAS INDUSTRIES INC COM 882491103 2639
68100 SH SOLE 68100
TEXAS INSTRUMENTS INC COM 882508104 205646
1428100 SH SOLE 1428100
TEXAS UTILITIES CO (HLDG) COM 882848104 50251
1212690 SH SOLE 1212690
TEXTRON INC COM 883203101 69044
838800 SH SOLE 838800
THERAGENICS CORP COM 883375107 836
120500 SH SOLE 120500
THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K200 3349
307950 SH SOLE 307950
THERMO ELECTRON CORP COM 883556102 10653
531000 SH SOLE 531000
THERMO INSTRUMENT SYSTEMS INC COM 883559106 990
61875 SH SOLE 61875
THOMAS & BETTS CORP COM 884315102 17611
372716 SH SOLE 372716
TIDEWATER INC COM 886423102 6335
207700 SH SOLE 207700
TIFFANY & CO NEW COM 886547108 4526
46900 SH SOLE 46900
TIME WARNER INC COM 887315109 281480
3875800 SH SOLE 3875800
TIMES MIRROR CO COM SER A 887364107 20998
354400 SH SOLE 354400
TIMKEN (THE) CO COM 887389104 3978
204000 SH SOLE 204000
TJX COS INC NEW COM 872540109 50842
1526200 SH SOLE 1526200
TMP WORLDWIDE INC COM 872941109 2324
36600 SH SOLE 36600
TOKHEIM CORP COM 889073102 1494
130600 SH SOLE 130600
TOLL BROTHERS INC COM 889478103 4262
198800 SH SOLE 198800
TOOTSIE ROLL INDUSTRIES INC COM 890516107 821
21251 SH SOLE 21251
TORCHMARK CORP COM 891027104 30771
901700 SH SOLE 901700
TOSCO CORP NEW COM NEW 891490302 15096
582000 SH SOLE 582000
TOTAL RENAL CARE HOLDINGS INC COM 89151A107 2942
189023 SH SOLE 189023
TOWER AUTOMOTIVE INC COM 891707101 3154
124000 SH SOLE 124000
TOYS R US INC COM 892335100 31454
1520443 SH SOLE 1520443
TRANSITION SYSTEMS INC MASS CL A 893416107 5257
134800 SH SOLE 134800
TRANSAMERICA CORP COM 893485102 69683
929100 SH SOLE 929100
TRANSATLANTIC HLDGS INC COM 893521104 2226
29700 SH SOLE 29700
TRANSOCEAN OFFSHORE INC CAYMAN ORD G90076103 5607
213600 SH SOLE 213600
TRANSPORT CORP OF AMER INC COM 89385P102 1406
109200 SH SOLE 109200
TRANS WORLD AIRLINES COM PAR$ .01 893349837 1155
233900 SH SOLE 233900
TRAVELERS PROPERTY CASUALTY CO CL A 893939108 10411
266100 SH SOLE 266100
TRAVEL SERVICES INTERNATIONAL COM 894169101 818
68200 SH SOLE 68200
TREMONT CORP COM PAR $1. 894745207 1462
68000 SH SOLE 68000
TRENWICK GROUP INC COM 895290104 10640
431550 SH SOLE 431550
TRIAD HOSPITALS INC COM 89579K109 2290
169650 SH SOLE 169650
TRIBUNE COMPANIES COM 896047107 57825
663700 SH SOLE 663700
TRICON GLOBAL RESTAURANTS COM 895953107 39779
734950 SH SOLE 734950
TRIGON HEALTHCARE INC COM 89618L100 2830
77800 SH SOLE 77800
TRINITY INDUSTRIES COM 896522109 3692
110200 SH SOLE 110200
TRIQUINT SEMICONDUCTOR INC COM 89674K103 2392
42100 SH SOLE 42100
TRUSTMARK CORP COM 898402102 1128
49300 SH SOLE 49300
TRW INC COM 872649108 36881
672100 SH SOLE 672100
TUBOSCOPE INC COM 898600101 1304
95300 SH SOLE 95300
TUPPERWARE CORP COM 899896104 9149
358800 SH SOLE 358800
TVX GOLD INC COM 87308K101 744
744000 SH SOLE 744000
TYCO INTL LTD NEW COM 902124106 83229
878410 SH SOLE 878410
TYSON FOODS INC CL A CL A 902494103 3763
167250 SH SOLE 167250
UAL CORP NEW COM PAR $0. 902549500 11636
180060 SH SOLE 180060
UICI COM 902737105 12089
437600 SH SOLE 437600
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 6897
316174 SH SOLE 316174
ULTRATECH STEPPER INC COM 904034105 1098
72900 SH SOLE 72900
UNICOM CORP COM 904911104 60033
1556774 SH SOLE 1556774
UNION CARBIDE CORP COM 905581104 30953
634937 SH SOLE 634937
UNION PACIFIC RESOURCES GRP COM 907834105 15411
944709 SH SOLE 944709
UNION PACIFIC CORP COM 907818108 61980
1062900 SH SOLE 1062900
UNION PLANTERS CORP COM 908068109 8341
186662 SH SOLE 186662
UNIONBANCAL CORP COM 908906100 4259
117900 SH SOLE 117900
UNIPHASE CORP COM 909149106 24568
148000 SH SOLE 148000
UNISOURCE WORLDWIDE INC COM 909208100 6364
527600 SH SOLE 527600
UNISYS CORP COM 909214108 55326
1420900 SH SOLE 1420900
UNITRIN INC COM 913275103 6937
169200 SH SOLE 169200
UNIVERSAL CORP COM 913456109 1564
55000 SH SOLE 55000
UNIVERSAL FOODS CORP COM 913538104 2349
111200 SH SOLE 111200
UNOCAL CORP COM 915289102 56244
1419404 SH SOLE 1419404
UNOVA INC COM 91529B106 3942
248300 SH SOLE 248300
UNUM CORPORATION COM 903192102 26362
481500 SH SOLE 481500
URBAN SHOPPING CENTERS INC COM 917060105 4303
136600 SH SOLE 136600
US AIRWAYS GROUP INC COM 911905107 19799
454500 SH SOLE 454500
US BANCORP DEL COM 902973106 101248
3033653 SH SOLE 3033653
UNITED STATES CELLULAR CORP COM 911684108 10636
198800 SH SOLE 198800
US HOME CORP COM 911920106 16103
453600 SH SOLE 453600
U S INDUSTRIES INC COM 912080108 13585
799090 SH SOLE 799090
US LEC CORP CL A CL A 90331S109 3904
173500 SH SOLE 173500
U S OFFICE PRODUCTS CO COM NEW 912325305 730
135863 SH SOLE 135863
US TRUST CORP COM 91288L105 1776
19200 SH SOLE 19200
U S WEST INC NEW COM 91273H101 155170
2641186 SH SOLE 2641186
USA NETWORKS INC COM 902984103 18377
458000 SH SOLE 458000
USBANCORP INC PA COM 917292104 3296
209300 SH SOLE 209300
USFREIGHTWAYS CORP COM 916906100 2765
59700 SH SOLE 59700
USG CORP COM NEW 903293405 26718
477100 SH SOLE 477100
UST INC COM 902911106 2799
95500 SH SOLE 95500
UST CORP COM 902900109 5061
167300 SH SOLE 167300
USWEB CORP COM 917327108 1884
84900 SH SOLE 84900
USX MARATHON GROUP COM NEW 902905827 52121
1600645 SH SOLE 1600645
USX US STEEL GROUP COM 90337T101 11811
437429 SH SOLE 437429
UNITED ASSET MANAGEMENT CORP COM 909420101 4641
204000 SH SOLE 204000
UNITED BANKSHARES INC W VA COM 909907107 2189
82600 SH SOLE 82600
UNITED FIRE & CASUALTY CO COM 910331107 2972
114300 SH SOLE 114300
UNITED HEALTHCARE CORP COM 910581107 47682
761396 SH SOLE 761396
UNITED ILLUMINATING CO (CONN) COM 910637107 25199
593800 SH SOLE 593800
UNITED RENTALS INC COM 911363109 750
25410 SH SOLE 25410
UNITED STATIONERS INC COM 913004107 1052
47800 SH SOLE 47800
UNITED TECHNOLOGIES CORP COM 913017109 109794
1524913 SH SOLE 1524913
V F CORP COM 918204108 27800
650300 SH SOLE 650300
VALERO REFINING & MARKETING COM 91913Y100 1522
71000 SH SOLE 71000
VARCO INTERNATIONAL INC COM 922126107 1772
163900 SH SOLE 163900
VARIAN INC COM 922206107 1050
77800 SH SOLE 77800
VARIAN MEDICAL SYSTEMS INC COM 92220P105 1964
77800 SH SOLE 77800
VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 1323
77800 SH SOLE 77800
VENATOR GROUP INC COM 922944103 7584
726600 SH SOLE 726600
VENTAS INC COM 92276F100 1361
253300 SH SOLE 253300
VERITAS DGC INC COM 92343P107 1243
67900 SH SOLE 67900
VERITAS SOFTWARE CO COM 923436109 24235
255275 SH SOLE 255275
VERTEX PHARMACEUTICALS INC COM 92532F100 2183
90500 SH SOLE 90500
VESTA INSURANCE GROUP INC COM 925391104 639
138150 SH SOLE 138150
VIACOM INC NEW CL A CL A 925524100 14704
333240 SH SOLE 333240
VIACOM INC CL B CL B 925524308 102526
2330134 SH SOLE 2330134
VIAD CORP COM 92552R109 28212
911900 SH SOLE 911900
VICOR CORP COM 925815102 5975
282000 SH SOLE 282000
VISHAY INTERTECHNOLOGY INC COM 928298108 2398
114167 SH SOLE 114167
VISIO CORP COM 927914101 2398
63000 SH SOLE 63000
VISX INC DEL COM 92844S105 22806
288000 SH SOLE 288000
VITESSE SEMICONDUCTOR CORP COM 928497106 17345
257200 SH SOLE 257200
VLASIC FOODS INTL INC COM 928559103 817
111755 SH SOLE 111755
VODAFONE AIRTOUCH PLC SA SPONSORE D A 92857T107 193531
982392 SH SOLE 982392
VOICESTREAM WIRELESS CORP COM 928615103 4183
147100 SH SOLE 147100
VOLT INFORMATION SCIENCES INC COM 928703107 2074
90650 SH SOLE 90650
VORNADO OPERATING CO COM 92904N103 14
1770 SH SOLE 1770
VORNADO REALTY TRUST SH BEN I NT 929042109 1250
35400 SH SOLE 35400
VULCAN MATERIALS COM 929160109 11493
238200 SH SOLE 238200
WELLS FARGO & CO NEW COM 949746101 337251
7888910 SH SOLE 7888910
WACHOVIA CORP NEW COM 929771103 74563
871447 SH SOLE 871447
WACKENHUT CORP CL A COM SER A 929794105 5162
173500 SH SOLE 173500
WACKENHUT CORRECTIONS CORP COM 929798106 2037
102800 SH SOLE 102800
WADDELL & REED FINANCIAL CORP CL A 930059100 2249
81606 SH SOLE 81606
WADDELL & REED FINANCIAL CORP CL B 930059209 5962
220826 SH SOLE 220826
WAL MART STORES COM 931142103 455393
9438200 SH SOLE 9438200
WALDEN RESIDENTIAL PROPERTIES COM 931210108 6678
310600 SH SOLE 310600
WALGREEN CO COM 931422109 109945
3742800 SH SOLE 3742800
WARNACO GROUP INC CL A CL A 934390105 4235
158300 SH SOLE 158300
WARNER LAMBERT CO COM 934488107 210397
3043711 SH SOLE 3043711
WASHINGTON DC GAS & LIGHT COM 938837101 707
27200 SH SOLE 27200
WASHINGTON MUTUAL INC COM 939322103 86029
2419084 SH SOLE 2419084
WASHINGTON POST CO CL B CL B 939640108 5969
11100 SH SOLE 11100
WASTE MANAGEMENT INC of DELAWA COM 94106L109 119522
2223662 SH SOLE 2223662
WATERS CORP COM 941848103 4951
93200 SH SOLE 93200
WATSCO INC COM 942622200 1179
72000 SH SOLE 72000
WATSON PHARMACEUTICALS INC COM 942683103 9148
260892 SH SOLE 260892
WAVO CORP COM 944027101 907
142300 SH SOLE 142300
WEATHERFORD INTERNATIONAL INC COM 947074100 9362
255620 SH SOLE 255620
WEBB (DEL) CORP COM 947423109 7707
322800 SH SOLE 322800
WELLPOINT HEALTH NETWORK NEW COM 94973H108 25068
295348 SH SOLE 295348
WENDY'S INTERNATIONAL INC COM 950590109 34019
1193632 SH SOLE 1193632
WESBANCO INC COM 950810101 2274
75800 SH SOLE 75800
WEST PHARMACEUTICAL SERVICES COM 955306105 4055
103300 SH SOLE 103300
WESTERN RESOURCES INC COM 959425109 1150
43200 SH SOLE 43200
WESTAMERICA BANCORPORATION COM 957090103 7581
207700 SH SOLE 207700
WESTELL TECHNOLOGIES INC CL A CL A 957541105 1479
212200 SH SOLE 212200
WESTERN BANCORP INC COM 957683105 1240
28500 SH SOLE 28500
WESTERN WIRELESS CORP CL A CL A 95988E204 3972
147100 SH SOLE 147100
WESTFIELD AMERICA INC COM 959910100 3068
203700 SH SOLE 203700
WESTVACO CORP COM 961548104 15785
544312 SH SOLE 544312
WEYERHAEUSER CO COM 962166104 67788
986000 SH SOLE 986000
WHIRLPOOL CORP COM 963320106 33633
454500 SH SOLE 454500
WHITE MOUNTAINS INSURANCE GROU COM 964126106 22743
161300 SH SOLE 161300
WHITMAN CORP NEW COM 96647R107 9572
531800 SH SOLE 531800
WHITNEY HOLDING CORP COM 966612103 12227
307600 SH SOLE 307600
WHOLE FOODS MARKET INC COM 966837106 1423
29600 SH SOLE 29600
WHX CORP COM 929248102 1508
229800 SH SOLE 229800
WILD OATS MARKETS INC COM 96808B107 1023
33700 SH SOLE 33700
WILLAMETTE INDUSTRIES COM 969133107 10516
228300 SH SOLE 228300
WILLIAMS COMPANIES INC COM 969457100 102880
2417155 SH SOLE 2417155
WILLIAMS-SONOMA INC COM 969904101 3352
96300 SH SOLE 96300
WILMAR INDUSTRIES INC COM 971426101 644
49500 SH SOLE 49500
WILMINGTON TRUST CORP COM 971807102 1056
18400 SH SOLE 18400
WIND RIVER SYSTEMS INC COM 973149107 1883
117225 SH SOLE 117225
WINN DIXIE STORES INC COM 974280109 33518
907432 SH SOLE 907432
WINSTAR COMMUNICATIONS INC COM 975515107 9155
187800 SH SOLE 187800
WISCONSIN CENT TRANSN CORP COM 976592105 1527
80900 SH SOLE 80900
WISCONSIN ENERGY CORP COM 976657106 4890
195100 SH SOLE 195100
WITCO CORP COM 977385103 1858
94100 SH SOLE 94100
WEINGARTEN REALTY SBI SH BEN I NT 948741103 2467
59100 SH SOLE 59100
WOLVERINE TUBE INC COM 978093102 2663
106000 SH SOLE 106000
WORLD ACCESS INC COM 98141A101 1082
76600 SH SOLE 76600
WORTHINGTON INDUSTRIES INC COM 981811102 12393
753925 SH SOLE 753925
WRIGLEY (WM) JR CO COM 982526105 41579
466200 SH SOLE 466200
WESTERN DIGITAL CORP COM 958102105 2412
371000 SH SOLE 371000
XEROX CORP COM 984121103 129664
2195368 SH SOLE 2195368
XILINX INC COM 983919101 30194
527400 SH SOLE 527400
XIRCOM INC COM 983922105 2808
93400 SH SOLE 93400
XOMED SURGICAL PRODUCTS INC COM 98412V107 5879
120750 SH SOLE 120750
XTRA CORP COM 984138107 4111
89500 SH SOLE 89500
YAHOO INC COM 984332106 78770
457300 SH SOLE 457300
YELLOW CORP COM 985509108 9929
559400 SH SOLE 559400
YORK INTERNATIONAL CORP NEW COM 986670107 5895
137700 SH SOLE 137700
YOUNG BROADCASTING CORP CL A CL A 987434107 2967
69700 SH SOLE 69700
ZALE CORP NEW COM 988858106 3528
88200 SH SOLE 88200
ZAPATA CORP COM NEW 989070503 1092
128500 SH SOLE 128500
ZEBRA TECHNOLOGIES CORP CL A 989207105 5035
131000 SH SOLE 131000
ZIONS BANCORP COM 989701107 7842
123500 SH SOLE 123500
ZONAGEN INC COM 98975L108 982
106200 SH SOLE 106200
GRAND TOTAL ( 1500 items ) 49791120
1024976265
</TABLE>
