UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 1999
Check here if Amendment [x ]; Amendment Number: _1__
This Amendment (Check only one.): [ x] 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 09/30/1999
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:
FORM 13F Information Table Value Total:
<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 7525
313552 SH SOLE 313552
20TH CENTURY INDUSTRIES CAL COM PAR $10 901272203 1180
60900 SH SOLE 60900
3COM CORP COM 885535104 41285
1435984 SH SOLE 1435984
NEIMAN MARCUS GROUP INC COM 640204103 168
7200 SH SOLE 7200
AT&T CORPORATION COM 001957109 638817
14685437 SH SOLE 14685437
ABACUS DIRECT CORP COM 002553105 4802
39400 SH SOLE 39400
ABBOTT LABORATORIES COM 002824100 205028
5588500 SH SOLE 5588500
ABERCROMBIE & FITCH CO CL A CL A 002896207 11291
331492 SH SOLE 331492
ACCEPTANCE INSURANCE COS COM 004308102 2430
192500 SH SOLE 192500
ACNIELSEN CORP COM 004833109 8592
378690 SH SOLE 378690
ACTION PERFORMANCE COS INC COM 004933107 1005
47700 SH SOLE 47700
ACXIOM CORP COM 005125109 1989
101200 SH SOLE 101200
ADAPTEC INC COM 00651F108 21392
539000 SH SOLE 539000
ADC TELECOMMUNICATIONS INC COM 000886101 21292
507700 SH SOLE 507700
ADELPHIA COMMUNICATIONS CORP C CL A 006848105 1782
30300 SH SOLE 30300
ADOBE SYSTEMS INC COM 00724F101 25920
228368 SH SOLE 228368
ADTRAN INC COM 00738A106 2226
58100 SH SOLE 58100
ADVANCED FIBRE COMMUNICATION COM 00754A105 7854
353000 SH SOLE 353000
ADVANCED MICRO DEVICES INC COM 007903107 11076
644400 SH SOLE 644400
ADVANTA CORP CL A CL A 007942105 1347
92082 SH SOLE 92082
ADVO INC COM 007585102 995
49900 SH SOLE 49900
AES CORP COM 00130H105 41343
700724 SH SOLE 700724
AETNA INC COM 008117103 30627
621861 SH SOLE 621861
AFFILIATED COMPUTER SERVICE CL CL A 008190100 1166
28700 SH SOLE 28700
AFFYMETRIX INC COM 00826T108 1762
17900 SH SOLE 17900
AFLAC INC COM 001055102 34266
818300 SH SOLE 818300
AGCO CORP COM 001084102 5443
418700 SH SOLE 418700
AGRIBIOTECH INC NEV COM 008494106 567
139500 SH SOLE 139500
AGRIBRANDS INTERNATIONAL INC COM 00849R105 3125
62980 SH SOLE 62980
AIR PRODUCTS & CHEMICALS INC COM 009158106 38543
1317700 SH SOLE 1317700
AIRTRAN HOLDINGS INC COM 00949P108 1593
316600 SH SOLE 316600
ALBEMARLE CORP COM 012653101 5364
266550 SH SOLE 266550
ALBERTO-CULVER CO COM B CL B CON V 013068101 19286
834000 SH SOLE 834000
ALBERTSONS INC COM 013104104 77698
1963920 SH SOLE 1963920
ALCOA INC COM 013817101 82380
1327370 SH SOLE 1327370
ALEXANDERS INC COM 014752109 2437
33700 SH SOLE 33700
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 789
26800 SH SOLE 26800
ALKERMES INC COM 01642T108 3414
118500 SH SOLE 118500
ALLEGHANY CORP DEL COM 017175100 6723
37981 SH SOLE 37981
ALLEGHENY ENERGY INC COM 017361106 5549
174100 SH SOLE 174100
ALLEGIANCE TELECOM INC COM 01747T102 8646
164300 SH SOLE 164300
ALLEGHENY TELEDYNE INC COM 017415100 21136
1252497 SH SOLE 1252497
ALLERGAN INC COM 018490102 22352
203200 SH SOLE 203200
ALLIANCE BANCORP COM 01852J105 1462
74500 SH SOLE 74500
ALLIANT CORP COM 018802108 12724
459561 SH SOLE 459561
ALLIANT TECHSYSTEMS INC COM 018804104 3868
55800 SH SOLE 55800
ALLIED WASTE INDS INC COM PAR$ .01 019589308 3533
302255 SH SOLE 302255
ALLIEDSIGNAL INC COM 019512102 116160
1938024 SH SOLE 1938024
ALLMERICA FINL CORP COM 019754100 3600
75600 SH SOLE 75600
ALLSTATE CORP COM 020002101 88710
3557284 SH SOLE 3557284
ALLTEL CORP COM 020039103 68353
971272 SH SOLE 971272
ALPHA INDUSTRIES INC COM 020753109 677
12000 SH SOLE 12000
ALTERA CORP COM 021441100 28315
652800 SH SOLE 652800
ALZA CORP COM 022615108 17674
412820 SH SOLE 412820
AMERICAN ELECTRIC POWER CO INC COM 025537101 35900
1052000 SH SOLE 1052000
AMERICAN EXPRESS CO COM 025816109 204881
1517634 SH SOLE 1517634
AMERICAN FINANCIAL GROUP NEW COM 025932104 3011
107300 SH SOLE 107300
AMERICAN GENERAL CORP COM 026351106 79686
1259858 SH SOLE 1259858
AMERICAN GREETINGS CORP CL A CL A 026375105 3345
129900 SH SOLE 129900
AMERICAN HOME PRODUCTS CORP COM 026609107 207459
4999000 SH SOLE 4999000
AMERICAN INTERNATIONAL GROUP COM 026874107 469531
5400786 SH SOLE 5400786
AMERICAN MANAGEMENT SYSTEMS IN COM 027352103 4141
161400 SH SOLE 161400
AMERICAN NATIONAL INSURANCE CO COM 028591105 1159
17300 SH SOLE 17300
AMERICA ONLINE INC COM 02364J104 369284
3548674 SH SOLE 3548674
AMERICAN POWER CONVERSION CORP COM 029066107 13957
734600 SH SOLE 734600
AMERICAN STD COS INC DEL COM 029712106 11279
292000 SH SOLE 292000
AMERICA WEST HOLDINGS CORP CL CL B 023657208 2351
135800 SH SOLE 135800
AMERICAN WOODMARK CORP COM 030506109 669
24900 SH SOLE 24900
AMERICAN WATER WORKS INC COM 030411102 1953
67500 SH SOLE 67500
AMAZON.COM INC COM 023135106 46452
581100 SH SOLE 581100
AMB PROPERTY CORP COM 00163T109 2267
107000 SH SOLE 107000
AMBAC FINANCIAL GROUP INC COM 023139108 9996
211000 SH SOLE 211000
AMERICAN TOWER CORP CL A CL A 029912201 3651
186050 SH SOLE 186050
AMERADA HESS CORP COM 023551104 29541
482300 SH SOLE 482300
AMEREN CORP COM 023608102 17904
473500 SH SOLE 473500
AMERICREDIT CORP COM 03060R101 1081
72400 SH SOLE 72400
AMERISOURCE HEALTH CORP CL A CL A 03071P102 4420
186600 SH SOLE 186600
AMERITECH CORP (NEW) COM 030954101 328807
4925948 SH SOLE 4925948
AMERITRADE HOLDING CORP CL A 03072H109 2124
115600 SH SOLE 115600
AMETEK INC NEW COM 031100100 1024
51700 SH SOLE 51700
AMGEN INC COM 031162100 136097
1669900 SH SOLE 1669900
AMR CORP COM 001765106 37289
684200 SH SOLE 684200
AMSOUTH BANCORPORATION COM 032165102 10447
445718 SH SOLE 445718
ANADARKO PETROLEUM CORP COM 032511107 14166
463500 SH SOLE 463500
ANALOG DEVICES INC COM 032654105 32790
639800 SH SOLE 639800
ANCHOR BANCORP WISCONSIN INC COM 032839102 11050
680000 SH SOLE 680000
ANCHOR GAMING COM 033037102 3011
50600 SH SOLE 50600
ANDREW CORP COM 034425108 5447
313475 SH SOLE 313475
ANDRX CORP COM 034551101 603
10300 SH SOLE 10300
ANHEUSER-BUSCH COMPANIES INC COM 035229103 120837
1724700 SH SOLE 1724700
ANICOM INC COM 035250109 694
130700 SH SOLE 130700
ANIXTER INTERNATIONAL INC COM 035290105 3887
167200 SH SOLE 167200
ANTEC CORP COM 03664P105 4571
86050 SH SOLE 86050
AON CORP COM 037389103 22559
763100 SH SOLE 763100
APACHE CORP COM 037411105 20001
463125 SH SOLE 463125
APPLIED INDUSTRIAL TECH. INC COM 03820C105 1559
86625 SH SOLE 86625
APOLLO GROUP INC CL A 037604105 5085
240700 SH SOLE 240700
APPLE COMPUTER INC COM 037833100 43724
690600 SH SOLE 690600
APPLEBEES INTL INC COM 037899101 3605
107000 SH SOLE 107000
APPLIED MATERIALS COM 038222105 95952
1235100 SH SOLE 1235100
APRIA HEALTHCARE GROUP INC COM 037933108 6384
381120 SH SOLE 381120
APTARGROUP INC COM 038336103 1380
51600 SH SOLE 51600
ARCH CHEMICALS INC COM 03937R102 270
16700 SH SOLE 16700
ARCH COAL INC COM 039380100 7491
608400 SH SOLE 608400
ARCHER DANIELS MIDLAND CO COM 039483102 42678
3519806 SH SOLE 3519806
ARCHSTONE COMMUNITIES TRUST SH BEN I NT 039581103 6794
344000 SH SOLE 344000
ARDEN REALTY GROUP INC COM 039793104 1375
63200 SH SOLE 63200
ARMCO INC COM 042170100 913
130400 SH SOLE 130400
ARMSTRONG WORLD INDUSTRIES INC COM 042476101 5064
112700 SH SOLE 112700
ARROW ELECTRONICS INC COM 042735100 6469
367034 SH SOLE 367034
ARROW INTL INC COM 042764100 1843
72100 SH SOLE 72100
ASARCO INC COM 043413103 2182
80800 SH SOLE 80800
ASHLAND INC COM 044204105 8968
266700 SH SOLE 266700
ASPECT DEVELOPMENT COM 045234101 886
35000 SH SOLE 35000
ASPECT TELECOMMUNICATIONS CO COM 045237104 7090
417800 SH SOLE 417800
ASPEN TECHNOLOGY INC COM 045327103 750
76900 SH SOLE 76900
ASSOCIATED BANC-CORP COM 045487105 2971
82100 SH SOLE 82100
ASSOCIATES FIRST CAPITAL CP CL CL A 046008108 108939
3026074 SH SOLE 3026074
ASSOCIATED GROUP INC CL A CL A 045651106 10914
180400 SH SOLE 180400
ASSOCIATED GROUP INC CL B CL B 045651205 6359
105000 SH SOLE 105000
ASTEC INDUSTRIES INC COM 046224101 1993
82600 SH SOLE 82600
ASTORIA FINANCIAL CORP COM 046265104 6173
200740 SH SOLE 200740
AT HOME CORP SER A COM SER A 045919107 18309
441848 SH SOLE 441848
AT&T CORP LIBERTY MEDIA GROUP COM LIB GRP 001957208 126154
3381016 SH SOLE 3381016
ATLANTIC RICHFIELD CO COM 048825103 131635
1485300 SH SOLE 1485300
ATLAS AIR INC COM 049164106 2284
104400 SH SOLE 104400
ATMEL CORP COM 049513104 16118
476700 SH SOLE 476700
AUTOMATIC DATA PROCESSING INC COM 053015103 96426
2160800 SH SOLE 2160800
AUTODESK INC COM 052769106 2811
128500 SH SOLE 128500
AUTOLIV INC COM 052800109 15182
403499 SH SOLE 403499
AUTONATION INC COM 05329W102 21795
1743600 SH SOLE 1743600
AUTOZONE INC COM 053332102 20657
736100 SH SOLE 736100
AVADO BRANDS INC COM 05336P108 2118
376450 SH SOLE 376450
AVALONBAY COMMUNITIES INC COM 053484101 9275
273800 SH SOLE 273800
AVANT! CORP COM 053487104 2173
121800 SH SOLE 121800
AVATAR HLDGS INC COM 053494100 1100
57900 SH SOLE 57900
AVERY DENNISON CORP COM 053611109 28554
541300 SH SOLE 541300
AVID TECHNOLOGY INC COM 05367P100 1307
99600 SH SOLE 99600
AVIRON COM 053762100 2073
85500 SH SOLE 85500
AVISTA CORP COM 05379B107 3813
217100 SH SOLE 217100
AVNET INC COM 053807103 4746
113000 SH SOLE 113000
AVON PRODUCTS INC COM 054303102 22051
888700 SH SOLE 888700
AWARE INC / MASS COM 05453N100 760
26500 SH SOLE 26500
BERGEN BRUNSWIG CORP CL A CL A 083739102 2221
214046 SH SOLE 214046
BAKER HUGHES INC COM 057224107 42803
1475964 SH SOLE 1475964
BALL CORP COM 058498106 12626
286537 SH SOLE 286537
BANCORPSOUTH INC COM 059692103 6585
388800 SH SOLE 388800
BANCWEST CORP NEW COM 059790105 1406
34600 SH SOLE 34600
BANK OF GRANITE CORP COM 062401104 2239
78562 SH SOLE 78562
BANK OF NEW YORK CO INC COM 064057102 126742
3790400 SH SOLE 3790400
BANK OF AMERICA CORP COM 060505104 439625
7894501 SH SOLE 7894501
BANK ONE CORP COM 06423A103 197940
5685880 SH SOLE 5685880
BANKATLANTIC BANCORP INC CL A CL A 065908501 2309
415039 SH SOLE 415039
BANKATLANTIC BANCORP INC CL B CL B 065908105 1582
249413 SH SOLE 249413
BANKBOSTON CORP COM 06605R106 77046
1776284 SH SOLE 1776284
BANKNORTH GROUP INC DEL COM 06646L100 18140
607200 SH SOLE 607200
BARD (CR) INC COM 067383109 24312
516600 SH SOLE 516600
BARNES GROUP INC COM 067806109 2865
142800 SH SOLE 142800
BARR LABORATORIES INC COM 068306109 3650
114975 SH SOLE 114975
BARRETT RESOURCES CORP COM PAR $0. 068480201 9814
265700 SH SOLE 265700
BATTLE MOUNTAIN GOLD CO CL A COM 071593107 1800
564600 SH SOLE 564600
BAUSCH & LOMB INC COM 071707103 19847
301000 SH SOLE 301000
BAXTER INTERNATIONAL INC COM 071813109 75268
1249262 SH SOLE 1249262
BAY VIEW CAPITAL CORP COM 07262L101 2830
213600 SH SOLE 213600
BB&T CORP COM 054937107 22444
693238 SH SOLE 693238
BEA SYSTEMS INC COM 073325102 7553
213900 SH SOLE 213900
BEAR STEARNS COS INC COM 073902108 19988
520007 SH SOLE 520007
BECTON DICKINSON & CO COM 075887109 35850
1277500 SH SOLE 1277500
BED BATH & BEYOND INC COM 075896100 11411
326600 SH SOLE 326600
BEDFORD PROPERTY INVESTORS INC COM PAR $0. 076446301 2045
121200 SH SOLE 121200
BELL ATLANTIC CORP COM 077853109 509667
7571658 SH SOLE 7571658
BELLSOUTH CORP COM 079860102 389508
8655728 SH SOLE 8655728
BELO (A.H.) CORP CL A COM SER A 080555105 5837
305200 SH SOLE 305200
BEMIS CO INC COM 081437105 2978
87900 SH SOLE 87900
BEST BUY INC COM 086516101 28830
465000 SH SOLE 465000
BEST FOODS INC COM 08658U101 64583
1329900 SH SOLE 1329900
BETHLEHEM STEEL CORP COM 087509105 2083
282400 SH SOLE 282400
BEVERLY ENTERPRISES INC COM NEW 087851309 4108
966572 SH SOLE 966572
BHC COMMUNICATIONS INC CL A CL A 055448104 1911
13700 SH SOLE 13700
BIO TECHNOLOGY GENERAL COM 090578105 2486
259100 SH SOLE 259100
BIOGEN INC COM 090597105 39564
502000 SH SOLE 502000
BIOMET INC COM 090613100 17079
649100 SH SOLE 649100
BISYS GROUP INC COM 055472104 10408
221900 SH SOLE 221900
BJ SERVICES CO COM 055482103 11363
357200 SH SOLE 357200
BJ'S WHOLESALE CLUB INC COM 05548J106 24620
832800 SH SOLE 832800
BLACK & DECKER CORP COM 091797100 17060
373400 SH SOLE 373400
BLACK BOX CORP DEL COM 091826107 2489
47400 SH SOLE 47400
BLANCH E W HLDGS INC COM 093210102 6617
101600 SH SOLE 101600
BLOCK (H&R) INC COM 093671105 28677
660200 SH SOLE 660200
BMC SOFTWARE COM 055921100 64253
897860 SH SOLE 897860
BOEING CO COM 097023105 177991
4175732 SH SOLE 4175732
BOISE CASCADE CORP COM 097383103 15858
435200 SH SOLE 435200
BOK FINANCIAL CORP COM NEW 05561Q201 3731
191348 SH SOLE 191348
BORDERS GROUP INC COM 099709107 2438
166000 SH SOLE 166000
BORG-WARNER AUTOMOTIVE INC COM 099724106 1101
25600 SH SOLE 25600
BORON LEPORE & ASSOCIATES INC COM 10001P102 113
20000 SH SOLE 20000
BOSTON PROPERTIES INC COM 101121101 2977
97000 SH SOLE 97000
BOSTON SCIENTIFIC CORP COM 101137107 26052
1052606 SH SOLE 1052606
BOWATER INC COM 102183100 8679
165312 SH SOLE 165312
BRADLEY REAL ESTATE INC COM 104580105 2756
150000 SH SOLE 150000
BRANDYWINE REALTY TRUST SH BEN I NT 105368203 3778
232500 SH SOLE 232500
BRIGGS & STRATTON CORP COM 109043109 25738
440900 SH SOLE 440900
BRIGHTPOINT INC COM 109473108 1334
183174 SH SOLE 183174
BRINKER INTERNATIONAL INC COM 109641100 3708
137000 SH SOLE 137000
BRISTOL-MYERS SQUIBB CORP COM 110122108 434444
6436200 SH SOLE 6436200
BROADCOM CORP CL A CL A 111320107 6834
62700 SH SOLE 62700
BROADVISION INC COM 111412102 10419
78300 SH SOLE 78300
BROOKLINE BANCORP INC COM 113739106 5043
495000 SH SOLE 495000
BROOKS AUTOMATION INC COM 11434A100 1057
60200 SH SOLE 60200
BROWN (TOM) INC COM NEW 115660201 1631
110600 SH SOLE 110600
BROWN-FORMAN INC CL B CL B 115637209 26721
428400 SH SOLE 428400
BROWN SHOE INC NEW COM 115736100 1209
66000 SH SOLE 66000
BRUNSWICK CORP COM 117043109 8328
334800 SH SOLE 334800
BUDGET GROUP INC CL A CL A 119003101 696
98500 SH SOLE 98500
BUILDING ONE SERVICES CORP COM 120114103 1354
111100 SH SOLE 111100
BURLINGTON NORTHRN SANTA FE CO COM 12189T104 59565
2166014 SH SOLE 2166014
BURLINGTON INDUSTRIES INC COM 121693105 548
121800 SH SOLE 121800
BURLINGTON RESOURCES INC COM 122014103 37269
1014117 SH SOLE 1014117
BURR BROWN CORP COM 122574106 4572
115750 SH SOLE 115750
BUSH INDUSTRIES INC CL A CL A 123164105 3804
291187 SH SOLE 291187
BUTLER MFG CO DEL COM 123655102 1215
46300 SH SOLE 46300
C-CUBE MICROSYSTEMS INC COM 125015107 8865
203800 SH SOLE 203800
CABLE DESIGN TECHNOLOGIES CO COM 126924109 4691
205650 SH SOLE 205650
CABLETRON SYSTEMS INC COM 126920107 10189
649500 SH SOLE 649500
CABLEVISION SYSTEM CL A CL A 12686C109 30620
420900 SH SOLE 420900
CABOT CORP COM 127055101 3399
143100 SH SOLE 143100
CABOT INDUSTRIAL TRUST COM 127072106 114567
5951526 SH SOLE 5951526
CADENCE DESIGN SYSTEM INC COM 127387108 10466
782500 SH SOLE 782500
CALGON CARBON CORP COM 129603106 2784
408700 SH SOLE 408700
CALLAWAY GOLF CO COM 131193104 3265
267900 SH SOLE 267900
CALPINE CORP COM 131347106 1038
12200 SH SOLE 12200
CAMBRIDGE TECH PARTNERS MASS COM 132524109 4394
303000 SH SOLE 303000
CAMBREX CORP COM 132011107 2459
93000 SH SOLE 93000
CAMDEN PROPERTY TRUST SH BEN I NT 133131102 1848
68765 SH SOLE 68765
CAMPBELL SOUP CO COM 134429109 45184
1154850 SH SOLE 1154850
CANANDAIGUA BRANDS INC CL A CL A 137219200 3752
62800 SH SOLE 62800
CAPITAL ONE FINANCIAL CORP COM 14040H105 20019
513300 SH SOLE 513300
CAPITAL RE CORP COM 140432105 1462
146200 SH SOLE 146200
CAPROCK COMMUNICATIONS CORP COM 140667106 163
7000 SH SOLE 7000
CARDINAL HEALTH INC COM 14149Y108 52956
971677 SH SOLE 971677
CAREMATRIX CORP COM 141706101 580
111800 SH SOLE 111800
CARLISLE COS COM 142339100 6241
158000 SH SOLE 158000
CAROLINA FIRST CORP COM 143877108 1950
98400 SH SOLE 98400
CAROLINA POWER & LIGHT CO COM 144141108 41435
1171300 SH SOLE 1171300
CARRAMERICA REALTY CORP COM 144418100 3786
172600 SH SOLE 172600
CARTER-WALLACE INC COM 146285101 1350
75500 SH SOLE 75500
CASE CORP COM 14743R103 12040
241700 SH SOLE 241700
CATERPILLAR INC COM 149123101 89613
1634900 SH SOLE 1634900
CATALINA MARKETING CORP COM 148867104 20542
242200 SH SOLE 242200
CATALYTICA INC COM 148885106 2067
137800 SH SOLE 137800
CATELLUS DEVELOPMENT CORP COM 149111106 5961
507300 SH SOLE 507300
CB RICHARD ELLIS SERVICES INC COM 12489L108 1125
74400 SH SOLE 74400
CBRL GROUP INC COM 12489V106 1087
70100 SH SOLE 70100
CBS INC COM 12490K107 119832
2590970 SH SOLE 2590970
CCB FINANCIAL CORP COM 124875105 5070
121800 SH SOLE 121800
CD RADIO INC COM 125127100 2576
101000 SH SOLE 101000
CENDANT CORP COM 151313103 63504
3577670 SH SOLE 3577670
CENTEX CORP COM 152312104 22207
751200 SH SOLE 751200
CENTOCOR INC COM 152342101 15220
259900 SH SOLE 259900
CENTRAL NEWSPAPERS INC CL A CL A 154647101 4784
107500 SH SOLE 107500
CENTRAL & SOUTH WEST CORP COM 152357109 32765
1551000 SH SOLE 1551000
CENTURA BANKS INC COM 15640T100 2549
61600 SH SOLE 61600
CENTURY BUSINESS SERVICES INC COM 156490104 1803
155100 SH SOLE 155100
CENTURY COMMUNICATIONS CORP CL CL A 156503104 1205
26400 SH SOLE 26400
CENTURYTEL INC COM 156700106 10222
251625 SH SOLE 251625
CERIDIAN CORP COM 15677T106 14215
571448 SH SOLE 571448
CERNER CORP COM 156782104 2751
180400 SH SOLE 180400
CHAMPION ENTERPRISES INC COM 158496109 5393
599232 SH SOLE 599232
CHAMPION INTERNATIONAL CORP COM 158525105 25136
489262 SH SOLE 489262
CHARMING SHOPPES INC COM 161133103 6718
1310900 SH SOLE 1310900
CHARTER MUNICIPAL MORTGAGE ACC SH BEN I NT 160908109 1156
88500 SH SOLE 88500
CHARTER ONE FINL INC COM 160903100 10224
442130 SH SOLE 442130
CHASE MANHATTAN CORP NEW COM 16161A108 292300
3877938 SH SOLE 3877938
CHATEAU COMMUNITIES INC COM 161726104 4839
186100 SH SOLE 186100
CHECKPOINT SYSTEMS INC COM 162825103 1268
136200 SH SOLE 136200
CHEESECAKE FACTORY (THE) COM 163072101 5657
203850 SH SOLE 203850
CHEMFIRST INC COM 16361A106 5296
193900 SH SOLE 193900
CHEMICAL FINANCIAL CORP COM 163731102 3844
113281 SH SOLE 113281
CHEVRON CORP COM 166751107 269436
3035900 SH SOLE 3035900
CHICAGO TITLE CORP COM 168228104 5196
130111 SH SOLE 130111
CHIRON CORP COM 170040109 17083
617000 SH SOLE 617000
CHOICE HOTELS INTERNATIONAL IN COM 169905106 11575
675900 SH SOLE 675900
CHOICEPOINT INC COM 170388102 4338
64380 SH SOLE 64380
CHUBB CORP COM 171232101 46965
946403 SH SOLE 946403
CIBER INC COM 17163B102 2487
162400 SH SOLE 162400
CIENA CORP COM 171779101 13896
380700 SH SOLE 380700
CIGNA CORP COM 125509109 81626
1049848 SH SOLE 1049848
CINERGY CORP COM 172474108 15640
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HANCOCK HOLDING CO COM 410120109 5071
126787 SH SOLE 126787
HANDLEMAN CO COM 410252100 16201
1222700 SH SOLE 1222700
HANNAFORD BROTHERS CO COM 410550107 7199
102200 SH SOLE 102200
HANOVER COMPRESSOR CO COM 410768105 1995
62700 SH SOLE 62700
HARCOURT GENERAL INC COM 41163G101 23710
569600 SH SOLE 569600
HARKEN ENERGY CORP COM 412552101 461
410000 SH SOLE 410000
HARLAND JOHN H COM 412693103 1481
76200 SH SOLE 76200
HARLEY DAVIDSON INC COM 412822108 26823
535800 SH SOLE 535800
HARLEYSVILLE NATL CORP PA COM 412850109 2356
68292 SH SOLE 68292
HARLEYSVILLE GROUP INC COM 412824104 4168
296400 SH SOLE 296400
HARMAN INTERNATIONAL INDUSTRIE COM 413086109 2234
53100 SH SOLE 53100
HARMONIC INC COM 413160102 1452
11100 SH SOLE 11100
HARRIS CORP COM 413875105 19448
704000 SH SOLE 704000
HARTE HANKS INC COM 416196103 1541
61200 SH SOLE 61200
HARTFORD LIFE INC CL A CL A 416592103 7919
160800 SH SOLE 160800
HARTFORD FINANCIAL SVCS GROUP COM 416515104 51388
1257200 SH SOLE 1257200
HASBRO INC COM 418056107 28017
1303137 SH SOLE 1303137
HAYES LEMMERZ INTL COM 420781106 1986
85400 SH SOLE 85400
HCC INSURANCE HOLDINGS INC COM 404132102 4661
277250 SH SOLE 277250
HEALTH MANAGEMENT ASSOCIATES I CL A 421933102 4590
592312 SH SOLE 592312
HEALTHSOUTH CORP COM 421924101 11295
1844155 SH SOLE 1844155
HEARST-ARGYLE TELEVISION INC COM 422317107 1973
91774 SH SOLE 91774
HEINZ (HJ) CO COM 423074103 63470
1476050 SH SOLE 1476050
HELLER FINANCIAL INC CL A 423328103 3285
145995 SH SOLE 145995
HELMERICH & PAYNE INC COM 423452101 19103
754700 SH SOLE 754700
HERCULES INC COM 427056106 17290
604000 SH SOLE 604000
HERSHEY FOODS CORP COM 427866108 30839
633400 SH SOLE 633400
HERTZ CORP CL A CL A 428040109 7999
181800 SH SOLE 181800
HEWLETT-PACKARD CO COM 428236103 292215
3220000 SH SOLE 3220000
HIBERNIA CORP CL A CL A 428656102 3262
280600 SH SOLE 280600
HILLENBRAND INDUSTRIES INC COM 431573104 1604
60800 SH SOLE 60800
HILTON HOTELS CORP COM 432848109 7875
797500 SH SOLE 797500
HISPANIC BROADCASTING CORP CL A 43357B104 9394
123400 SH SOLE 123400
HNC SOFTWARE INC COM 40425P107 2524
63600 SH SOLE 63600
HOME DEPOT INC COM 437076102 343780
5009548 SH SOLE 5009548
HOMESTAKE MINING CO COM 437614100 12378
1347300 SH SOLE 1347300
HON INDUSTRIES INC COM 438092108 1419
73700 SH SOLE 73700
HONEYWELL INC COM 438506107 65474
588200 SH SOLE 588200
HORACE MANN EDUCATORS CORP COM 440327104 11905
461200 SH SOLE 461200
HORMEL FOODS CORP COM 440452100 3082
74600 SH SOLE 74600
D R HORTON INC COM 23331A109 3194
246888 SH SOLE 246888
HOSPITALITY PROPERTIES TRUST COM SH B EN 44106M102 1353
61000 SH SOLE 61000
HOST MARRIOTT CORP NEW COM 44107P104 4963
522401 SH SOLE 522401
HOUGHTON MIFFLIN CO COM 441560109 1158
28500 SH SOLE 28500
HOUSEHOLD INTERNATIONAL INC COM 441815107 102589
2556737 SH SOLE 2556737
HRPT PROPERTIES TRUST COM SH B EN 40426W101 4618
410500 SH SOLE 410500
HS RESOURCES INC COM 404297103 2923
178500 SH SOLE 178500
HUBBELL INC CL B CL B 443510201 2442
76600 SH SOLE 76600
HUDSON UNITED BANCORP COM 444165104 974
31600 SH SOLE 31600
HUMAN GENOME SCIENCES INC COM 444903108 5140
69700 SH SOLE 69700
HUMANA INC COM 444859102 6134
892200 SH SOLE 892200
HUNTINGTON BANCSHARES COM 446150104 8359
314700 SH SOLE 314700
HUSSMANN INTERNATIONAL INC COM 448110106 4520
265900 SH SOLE 265900
HUTCHINSON TECHNOLOGY INC COM 448407106 4236
156900 SH SOLE 156900
HYPERION SOLUTIONS CORP COM 44914M104 7055
320680 SH SOLE 320680
INTERNATIONAL BUSINESS MACHINE COM 459200101 1004001
8297532 SH SOLE 8297532
IBP INC COM 449223106 9248
374600 SH SOLE 374600
ICG COMMUNICATIONS INC COM 449246107 2873
184600 SH SOLE 184600
ICN PHARMACEUTICALS INC NEW COM 448924100 3273
190450 SH SOLE 190450
ICOS CORP COM 449295104 2413
81800 SH SOLE 81800
IDACORP INC COM 451107106 1377
45700 SH SOLE 45700
IDEC PHARMACEUTICALS CORP COM 449370105 7109
75600 SH SOLE 75600
IDEX CORP COM 45167R104 1843
65100 SH SOLE 65100
IDEXX LABORATORIES INC COM 45168D104 2712
157500 SH SOLE 157500
IHOP CORP COM 449623107 13231
653400 SH SOLE 653400
IKON OFFICE SOLUTIONS INC COM 451713101 8703
814300 SH SOLE 814300
ILLINOIS TOOL WORKS COM 452308109 71498
958900 SH SOLE 958900
ILLINOVA CORP COM 452317100 3011
107300 SH SOLE 107300
ILOG S.A. SPONSORE D A 452360100 330
48000 SH SOLE 48000
IMATION CORP COM 45245A107 6295
203060 SH SOLE 203060
IMC GLOBAL INC COM 449669100 6330
434700 SH SOLE 434700
IMCLONE SYSTEMS INC COM 45245W109 1975
59400 SH SOLE 59400
IMMUNEX CORP NEW COM 452528102 4728
109000 SH SOLE 109000
IMPERIAL CREDIT INDS INC COM 452729106 1338
305910 SH SOLE 305910
IMS HEALTH INC COM 449934108 35842
1571142 SH SOLE 1571142
INACOM CORP COM 45323G109 888
96704 SH SOLE 96704
INCYTE PHARMACEUTICALS INC COM 45337C102 3217
139100 SH SOLE 139100
INDYMAC MORTGAGE HOLDINGS INC COM 456607100 16665
1111000 SH SOLE 1111000
INFINITY BROADCASTING CORP CLA CL A 45662S102 1826
62300 SH SOLE 62300
INFORMATION RESOURCES COM 456905108 3226
291627 SH SOLE 291627
INFORMIX CORP COM 456779107 5009
631100 SH SOLE 631100
INFOSEEK CORP COM 45678M107 3341
108200 SH SOLE 108200
INFOSPACE.COM INC COM 45678T102 1304
31700 SH SOLE 31700
INGERSOLL RAND CO COM 456866102 45321
824950 SH SOLE 824950
INGRAM MICRO INC CL A CL A 457153104 1778
138100 SH SOLE 138100
INKTOMI CORP COM 457277101 11787
98200 SH SOLE 98200
INNOVEX INC COM 457647105 1065
118300 SH SOLE 118300
INPUT/OUTPUT INC COM 457652105 802
121000 SH SOLE 121000
INSIGHT ENERPRISES COM 45765U103 1682
51750 SH SOLE 51750
INSIGNIA FINANCIAL GROUP INC COM 45767A105 3196
365200 SH SOLE 365200
INTEGRATED DEVICE TECHNOLOGY I COM 458118106 6431
347600 SH SOLE 347600
INTEL CORP COM 458140100 808719
10882672 SH SOLE 10882672
INTERMEDIA COMMUNICATIONS COM 458801107 4792
220300 SH SOLE 220300
INTERPUBLIC GROUP COS INC COM 460690100 9451
229800 SH SOLE 229800
INTIMATE BRANDS INC CL A 461156101 9365
240520 SH SOLE 240520
INTERNATIONAL PAPER CO COM 460146103 81943
1704931 SH SOLE 1704931
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 23978
695000 SH SOLE 695000
INTERNATIONAL GAME TECHNOLOGY COM 459902102 11421
634500 SH SOLE 634500
INTERNATIONAL RECTIFIER CORP COM 460254105 2486
163000 SH SOLE 163000
INTL TELECOMMUNICATION DATA SY COM 46047F104 578
68500 SH SOLE 68500
INTUIT INC COM 461202103 16856
192300 SH SOLE 192300
INVESTMENT TECHNOLOGY GROUP COM 46145F105 3574
155400 SH SOLE 155400
IOMEGA CORP COM 462030107 4074
1230000 SH SOLE 1230000
IPALCO ENTERPRISES INC COM 462613100 5345
275000 SH SOLE 275000
IPC COMMUNICATIONS INC COM NEW 44980K206 1907
31000 SH SOLE 31000
IRWIN FINANCIAL CORP COM 464119106 11371
566800 SH SOLE 566800
ISIS PHARMACEUTICALS INC COM 464330109 1754
156800 SH SOLE 156800
ITT INDUSTRIES INC COM 450911102 19243
604900 SH SOLE 604900
IVAX CORP COM 465823102 6096
369427 SH SOLE 369427
IXC COMMUNICATIONS INC COM 450713102 3325
84300 SH SOLE 84300
JABIL CIRCUIT INC COM 466313103 12890
260400 SH SOLE 260400
JDA SOFTWARE GROUP INC COM 46612K108 1559
133400 SH SOLE 133400
JDN REALTY CORP COM 465917102 3422
166950 SH SOLE 166950
JEFFERSON-PILOT CORP COM 475070108 63407
1003468 SH SOLE 1003468
JEFFERIES GROUP INC NEW COM 472319102 3244
155400 SH SOLE 155400
JLG INDUSTRIES INC COM 466210101 5067
333600 SH SOLE 333600
JOHNSON & JOHNSON COM 478160104 375107
4082800 SH SOLE 4082800
JOHNSON CONTROLS INC COM 478366107 9834
148300 SH SOLE 148300
JONES APPAREL GROUP COM 480074103 3845
133739 SH SOLE 133739
JONES PHARMA INC COM 480236108 5217
158250 SH SOLE 158250
JSB FINANCIAL INC COM 46624M100 11473
200400 SH SOLE 200400
K MART CORP COM 482584109 27112
2319750 SH SOLE 2319750
KAISER ALUMINUM CORP COM 483007100 1856
223300 SH SOLE 223300
KANSAS CITY LIFE INSURANCE CO COM 484836101 4665
127800 SH SOLE 127800
KANSAS CITY POWER & LIGHT CO COM 485134100 4197
173500 SH SOLE 173500
KANSAS CITY SOUTHERN INDUSTRIE COM 485170104 2004
43100 SH SOLE 43100
KAUFMAN & BROAD HOME CORP COM 486168107 2032
98500 SH SOLE 98500
KEANE INC COM 486665102 4010
175800 SH SOLE 175800
KELLOGG CO COM 487836108 36254
968400 SH SOLE 968400
KELLY SERVICES CL A CL A 488152208 1460
48475 SH SOLE 48475
KEMET CORP COM 488360108 4293
134300 SH SOLE 134300
KERR-MCGEE CORP COM 492386107 38562
700340 SH SOLE 700340
KEYCORP COM 493267108 58730
2275242 SH SOLE 2275242
KEYSTONE FINANCIAL INC COM 493482103 1938
81600 SH SOLE 81600
KILROY REALTY COM 49427F108 646
30600 SH SOLE 30600
KIMBERLY-CLARK CORP COM 494368103 108672
2060124 SH SOLE 2060124
KING WORLD PRODUCTIONS COM 495667107 31496
839900 SH SOLE 839900
KIRBY CORP COM 497266106 852
43400 SH SOLE 43400
KLA TENCOR CORP COM 482480100 25688
395200 SH SOLE 395200
KN ENERGY INC COM 482620101 1987
88550 SH SOLE 88550
KNIGHT RIDDER INC COM 499040103 33286
605200 SH SOLE 605200
CL A 499067106 8313
280600 SH SOLE 280600
KOHL'S CORP COM 500255104 30272
457800 SH SOLE 457800
KOS PHARMACEUTICALS INC COM 500648100 472
97400 SH SOLE 97400
KROGER CO COM 501044101 41005
1858600 SH SOLE 1858600
KRONOS INC COM 501052104 4508
122875 SH SOLE 122875
KULICKE & SOFFA INDUSTRIES INC COM 501242101 3158
129900 SH SOLE 129900
L 3 COMMUNICATIONS HOLDINGS IN COM 502424104 1034
27400 SH SOLE 27400
LOUISIANA PACIFIC CORP COM 546347105 13266
849010 SH SOLE 849010
LA Z BOY INC COM 505336107 3752
196800 SH SOLE 196800
LABOR READY INC COM NEW 505401208 648
64350 SH SOLE 64350
LAFARGE CORP COM 505862102 2752
86000 SH SOLE 86000
LAM RESEARCH CORP COM 512807108 11810
193600 SH SOLE 193600
LAMAR ADVERTISING CO CL A 512815101 3861
78000 SH SOLE 78000
LANCASTER COLONY CORP COM 513847103 1830
57200 SH SOLE 57200
LANCE INC COM 514606102 1413
108194 SH SOLE 108194
LASER VISION CENTERS INC COM 51807H100 150
10700 SH SOLE 10700
LASON INC COM 51808R107 3447
77400 SH SOLE 77400
LATTICE SEMICONDUCTOR CORP COM 518415104 5047
170000 SH SOLE 170000
LEAR CORP COM 521865105 10433
296500 SH SOLE 296500
LEE ENTERPRISES INC COM 523768109 1298
47400 SH SOLE 47400
LEGATO SYSTEMS INC COM 524651106 11544
264800 SH SOLE 264800
LEGGETT & PLATT INC COM 524660107 13529
687200 SH SOLE 687200
LEGG MASON INC COM 524901105 10214
266600 SH SOLE 266600
LEHMAN BROTHERS HOLDINGS INC COM 524908100 40330
690886 SH SOLE 690886
LENNAR CORP COM 526057104 4359
273500 SH SOLE 273500
LEVEL 3 COMMUNICATIONS INC COM 52729N100 31404
601400 SH SOLE 601400
LEXMARK INTL GROUP INC CL A 529771107 25374
315200 SH SOLE 315200
LG&E ENERGY CORP COM 501917108 4735
222843 SH SOLE 222843
LHS GROUP INC COM 501938104 783
26600 SH SOLE 26600
LIBERTY PROPERTIES TRUST SH BEN I NT 531172104 89861
3960820 SH SOLE 3960820
LIFEPOINT HOSPITALS INC COM 53219L109 1095
126029 SH SOLE 126029
LIGAND PHARMACEUTICALS INC CL B 53220K207 1378
180700 SH SOLE 180700
LILLY (ELI) & CO COM 532457108 201119
3133300 SH SOLE 3133300
LIMITED INC COM 532716107 37537
981367 SH SOLE 981367
LINCARE HOLDINGS INC COM 532791100 5286
198300 SH SOLE 198300
LINCOLN NATIONAL CORP COM 534187109 31654
842700 SH SOLE 842700
LINDSAY MANUFACTURING CO COM 535555106 3464
176512 SH SOLE 176512
LINEAR TECHNOLOGY CORP COM 535678106 31742
540000 SH SOLE 540000
LIPOSOME CO INC COM 536310105 431
56700 SH SOLE 56700
LITTELFUSE INC COM 537008104 2913
130900 SH SOLE 130900
LITTON INDUSTRIES INC COM 538021106 13841
252800 SH SOLE 252800
LIZ CLAIBORNE INC COM 539320101 14787
477000 SH SOLE 477000
LNR PROPERTY CORP COM 501940100 6076
298200 SH SOLE 298200
LOCKHEED MARTIN CORP COM 539830109 51563
1577466 SH SOLE 1577466
LOEWS CORP COM 540424108 7966
113500 SH SOLE 113500
LONE STAR INDUSTRIES INC COM NEW 542290408 1965
39400 SH SOLE 39400
LONE STAR STEAKHOUSE & SALOON COM 542307103 1273
165600 SH SOLE 165600
LONG BEACH FINANCIAL CO COM 542446109 2596
163500 SH SOLE 163500
LONGS DRUG STORES COM 543162101 6495
217400 SH SOLE 217400
LOWES COMPANIES INC COM 548661107 58071
1191192 SH SOLE 1191192
LSI LOGIC CORP COM 502161102 28356
545300 SH SOLE 545300
LTV CORP NEW COM 501921100 1158
212900 SH SOLE 212900
LUBRIZOL CORP COM 549271104 7752
301800 SH SOLE 301800
LUCENT TECHNOLOGIES INC COM 549463107 662090
10205633 SH SOLE 10205633
LYCOS INC COM 550818108 13819
275700 SH SOLE 275700
LYONDELL PETROCHEMICAL CO COM 552078107 2002
149700 SH SOLE 149700
M & T BANK CORP COM 55261F104 45176
98422 SH SOLE 98422
MACK CALI REALTY CORP COM 554489104 11677
435500 SH SOLE 435500
MACROMEDIA INC COM 556100105 12765
312300 SH SOLE 312300
MAF BANCORP INC COM 55261R108 10489
527730 SH SOLE 527730
MAGELLAN HEALTH SERVICES INC COM 559079108 1639
224200 SH SOLE 224200
MALLINCKRODT INC NEW COM 561232109 11076
366900 SH SOLE 366900
MANPOWER INC COM 56418H100 13351
458400 SH SOLE 458400
MANUGISTICS GROUP INC COM 565011103 1342
127800 SH SOLE 127800
MARINE DRILLING COMPANY INC COM PAR $0. 568240204 5107
323000 SH SOLE 323000
MARKEL CORP COM 570535104 7228
39700 SH SOLE 39700
MARRIOTT INTL INC NEW CL A CL A 571903202 40557
1240764 SH SOLE 1240764
MARSH & MCLENNAN COMPANIES INC COM 571748102 96188
1404200 SH SOLE 1404200
MARSHALL & ILSLEY CORP COM 571834100 8907
156100 SH SOLE 156100
MARTIN MARIETTA MATERIALS COM 573284106 3007
75300 SH SOLE 75300
MASCO CORP COM 574599106 48602
1567800 SH SOLE 1567800
MASTEC INC COM 576323109 2336
79350 SH SOLE 79350
MASTECH CORP COM 57632N105 495
36700 SH SOLE 36700
MATTEL INC COM 577081102 32669
1719412 SH SOLE 1719412
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 28840
457100 SH SOLE 457100
MAY DEPARTMENT STORES CO COM 577778103 66513
1825396 SH SOLE 1825396
MAYTAG CORP COM 578592107 12492
375000 SH SOLE 375000
MBIA INC COM 55262C100 13974
299700 SH SOLE 299700
MBNA CORP COM 55262L100 65371
2865595 SH SOLE 2865595
MCCORMICK & CO INC COM NON VTG 579780206 3257
98500 SH SOLE 98500
MCDONALD'S CORP COM 580135101 238493
5514296 SH SOLE 5514296
MCGRAW-HILL COMPANIES INC COM 580645109 54330
1123100 SH SOLE 1123100
MCI WORLDCOM INC COM 55268B106 478874
6662593 SH SOLE 6662593
MCKESSON HBOC INC COM 58155Q103 37037
1277154 SH SOLE 1277154
MCLEODUSA INC CL A COM 582266102 10951
257300 SH SOLE 257300
MCN ENERGY GROUP INC COM 55267J100 2863
166600 SH SOLE 166600
MEAD CORP COM 582834107 23090
671700 SH SOLE 671700
MEDICAL ASSURANCE INC COM 58449U100 18348
732076 SH SOLE 732076
MEDIA GENERAL INC CL A CL A 584404107 1543
30100 SH SOLE 30100
MEDIAONE GROUP INC COM 58440J104 179312
2624876 SH SOLE 2624876
MEDICAL MANAGER CORP COM 58461U103 2205
44312 SH SOLE 44312
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 3287
115350 SH SOLE 115350
MEDIMMUNE INC COM 584699102 18217
182800 SH SOLE 182800
MEDITRUST COS PAIRED-SHR REIT PAIRED C TF 58501T306 4068
478621 SH SOLE 478621
MEDQUIST INC COM 584949101 492
14700 SH SOLE 14700
MEDTRONIC INC COM 585055106 133675
3758864 SH SOLE 3758864
MELLON BANK CORP COM 585509102 96694
2875644 SH SOLE 2875644
MEMBERWORKS INC COM 586002107 1839
55100 SH SOLE 55100
MENTOR CORP MINN COM 587188103 4554
159800 SH SOLE 159800
MENTOR GRAPHICS CORP COM 587200106 2109
246300 SH SOLE 246300
MERCANTILE BANKSHARES COM 587405101 3690
119275 SH SOLE 119275
MERCK & CO INC COM 589331107 517314
7981700 SH SOLE 7981700
MERCURY GENERAL CORP NEW COM 589400100 871
31600 SH SOLE 31600
MERCURY INTERACTIVE CORP COM 589405109 10692
165600 SH SOLE 165600
MEREDITH CORP COM 589433101 25920
713800 SH SOLE 713800
MERITOR AUTOMOTIVE INC COM 59000G100 6272
300466 SH SOLE 300466
MERRILL LYNCH & CO INC COM 590188108 110185
1635400 SH SOLE 1635400
METAMOR WORLDWIDE INC COM 59133P100 770
43400 SH SOLE 43400
METROMEDIA INTL GROUP INC COM 591695101 1485
360100 SH SOLE 360100
MGIC INVESTMENT CORP COM 552848103 24090
504500 SH SOLE 504500
MICHAELS STORES INC COM 594087108 5481
185800 SH SOLE 185800
MICRO WAREHOUSE INC COM 59501B105 1275
105700 SH SOLE 105700
MICROCHIP TECHNOLOGY INC COM 595017104 16450
320200 SH SOLE 320200
MICROMUSE INC COM 595094103 938
14600 SH SOLE 14600
MICRON TECHNOLOGY INC COM 595112103 55042
827700 SH SOLE 827700
MICRON ELECTRONICS INC COM 595100108 3172
302100 SH SOLE 302100
MICROS SYSTEMS INC COM 594901100 7444
183800 SH SOLE 183800
MICROSOFT CORP COM 594918104 1073618
11855000 SH SOLE 11855000
MID AMERICA APARTMENT COMMUNIT COM 59522J103 4139
192500 SH SOLE 192500
MID ATLANTIC MEDICAL SERVICES COM 59523C107 10987
1229300 SH SOLE 1229300
MIDAM ENERGY HOLDINGS COM 59562V107 7885
267300 SH SOLE 267300
MIDAS INC COM 595626102 3236
156900 SH SOLE 156900
MILACRON INC COM 598709103 7906
445400 SH SOLE 445400
MILLENNIUM CHEMICALS INC COM 599903101 2123
103900 SH SOLE 103900
MILLER (HERMAN) INC COM 600544100 4815
201400 SH SOLE 201400
MILLIPORE CORP COM 601073109 5529
147200 SH SOLE 147200
MINDSPRING ENTERPRISES INC COM 602683104 5740
207300 SH SOLE 207300
MINNESOTA POWER INC COM 604110106 2308
131400 SH SOLE 131400
MIRAGE RESORTS INC COM 60462E104 12856
918300 SH SOLE 918300
MISSISSIPPI CHEMICAL CORP COM NEW 605288208 725
103574 SH SOLE 103574
MMC NETWORKS INC COM 55308N102 1828
58600 SH SOLE 58600
MINNESOTA MINING & MANUFACTURI COM 604059105 143508
1493900 SH SOLE 1493900
MOBIL CORP COM 607059102 314824
3124800 SH SOLE 3124800
MODIS PROFESSIONAL SERVICES IN COM 607830106 4696
354442 SH SOLE 354442
MOHAWK INDUSTRIES INC COM 608190104 823
41300 SH SOLE 41300
MOLEX INC COM 608554101 11241
309025 SH SOLE 309025
MONSANTO CO COM 611662107 74897
2098700 SH SOLE 2098700
MONTANA POWER CO COM 612085100 6121
201100 SH SOLE 201100
MORGAN (JP) & CO INC COM 616880100 96473
844403 SH SOLE 844403
MORGAN STANLEY DEAN WITTER & C COM NEW 617446448 228988
2567490 SH SOLE 2567490
MOTOROLA INC COM 620076109 222112
2524000 SH SOLE 2524000
MRV COMMUNICATIONS INC COM 553477100 2366
99900 SH SOLE 99900
MTS SYSTEMS CORP COM 553777103 2212
213188 SH SOLE 213188
MUELLER INDUSTRIES INC COM 624756102 21841
735700 SH SOLE 735700
MURPHY OIL CORP COM 626717102 4163
77000 SH SOLE 77000
MYLAN LABS INC COM 628530107 7150
389100 SH SOLE 389100
NABISCO GROUP HOLDINGS CORP COM 62952P102 8846
589734 SH SOLE 589734
NABISCO HOLDINGS CORP CL A 629526104 10251
296600 SH SOLE 296600
NABORS INDUSTRIES INC COM 629568106 10298
411900 SH SOLE 411900
NACCO INDUSTRIES INC CL A CL A 629579103 1062
15200 SH SOLE 15200
NALCO CHEMICAL CO COM 629853102 25927
513400 SH SOLE 513400
NATIONAL BANCORP ALASKA COM 632587101 1702
66400 SH SOLE 66400
NATIONAL CITY CORP (CLEV) COM 635405103 67854
2542520 SH SOLE 2542520
NATIONAL CITY BANCSHARES INC COM 635313109 3700
121306 SH SOLE 121306
NATIONAL DATA CORP COM 635621105 1310
50400 SH SOLE 50400
NATIONAL FUEL GAS CO COM 636180101 4945
104800 SH SOLE 104800
NATIONAL GOLF PROPERTIES INC COM 63623G109 10870
483100 SH SOLE 483100
NATIONAL PENNSYLVANIA BANCSHAR COM 637138108 3792
137880 SH SOLE 137880
NATIONAL SEMICONDUCTOR CORP COM 637640103 26718
874200 SH SOLE 874200
NATIONAL SERVICE INDUSTRIES COM 637657107 23669
751400 SH SOLE 751400
NATIONAL WESTERN LIFE INSURANC CL A 638522102 9933
117200 SH SOLE 117200
NATIONAL DISC BROKERS GROUP COM 635646102 693
26200 SH SOLE 26200
NAUTICA ENTERPRISES INC COM 639089101 1061
65800 SH SOLE 65800
NAVISTAR INTERNATIONAL CORP NE COM 63934E108 11765
253000 SH SOLE 253000
NBTY INC COM 628782104 1799
235900 SH SOLE 235900
NCI BUILDING SYSTEMS INC COM 628852105 3614
218200 SH SOLE 218200
NCR CORP NEW COM 62886E108 17573
531519 SH SOLE 531519
NEW ENGLAND ELECTRIC SYSTEM COM 644001109 3605
69500 SH SOLE 69500
NETWORK APPLIANCE INC COM 64120L104 19425
271200 SH SOLE 271200
NETWORKS ASSOCIATES INC COM 640938106 11176
584373 SH SOLE 584373
NETWORK SOLUTIONS INC CL A 64121Q102 3409
37100 SH SOLE 37100
NETWORK EQUIPMENT TECHNOLOGIES COM 641208103 1826
198800 SH SOLE 198800
NEW CENTURY ENERGIES INC COM 64352U103 5632
168430 SH SOLE 168430
NEW ERA OF NETWORKS INC COM 644312100 1313
60700 SH SOLE 60700
NEW PLAN EXCEL REALTY TRUST IN COM 648053106 2959
166100 SH SOLE 166100
NEWELL RUBBERMAID INC COM 651229106 47073
1648079 SH SOLE 1648079
NEWFIELD EXPLORATION CO COM 651290108 9097
276200 SH SOLE 276200
NEWMONT MINING CORP COM 651639106 30044
1161121 SH SOLE 1161121
NEWPORT NEWS SHIPBUILDING INC COM 652228107 7715
238760 SH SOLE 238760
NEXTEL COMMUNICATIONS INC CL A CL A 65332V103 44827
661037 SH SOLE 661037
NEXTLINK COMMUNICATIONS INC CL A 65333H707 16943
326800 SH SOLE 326800
NFO WORLDWIDE INC COM 62910N108 2173
170450 SH SOLE 170450
NICHOLS RESEARCH CORP COM 653818104 1989
74700 SH SOLE 74700
NICOR INC COM 654086107 18062
485700 SH SOLE 485700
NIELSEN MEDIA RESEARCH NEW COM NEW 653929307 10377
279057 SH SOLE 279057
NIKE INC CL B CL B 654106103 20344
357700 SH SOLE 357700
NIAGARA MOHAWK HOLDINGS INC COM 653520106 15119
971500 SH SOLE 971500
NISOURCE INC COM 65473P105 2553
115400 SH SOLE 115400
NL INDUSTRIES INC COM NEW 629156407 1756
139100 SH SOLE 139100
NOBLE AFFILIATES COM 654894104 6699
231000 SH SOLE 231000
NOBLE DRILLING CORP COM 655042109 15418
704800 SH SOLE 704800
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2009591 SH SOLE 2009591
NORTHERN STATES POWER MINN COM 665772109 16983
787600 SH SOLE 787600
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305200 SH SOLE 305200
NORDSTROM INC COM 655664100 18509
685500 SH SOLE 685500
NORFOLK SOUTHERN CORP COM 655844108 57080
2329800 SH SOLE 2329800
NORTHEAST UTILITIES COM 664397106 2839
154500 SH SOLE 154500
NORTHROP GRUMMAN CORP COM 666807102 23251
365800 SH SOLE 365800
NORTHWESTERN CORP COM 668074107 3140
138000 SH SOLE 138000
NORTHWEST AIRLINES CORP CL A CL A 667280101 8027
314800 SH SOLE 314800
NOVA CORP GA COM 669784100 1935
77392 SH SOLE 77392
NOVELL INC COM 670006105 35607
1721200 SH SOLE 1721200
NOVELLUS SYSTEMS COM 670008101 10277
152400 SH SOLE 152400
NTL INC COM 629407107 19690
204900 SH SOLE 204900
NUCOR CORP COM 670346105 26832
563400 SH SOLE 563400
NUEVO ENERGY COMPANY COM 670509108 3407
197500 SH SOLE 197500
NVR INC COM 62944T105 4505
89200 SH SOLE 89200
NEW YORK TIMES CO CL A CL A 650111107 30428
811416 SH SOLE 811416
O'REILLY AUTOMOTIVE INC COM 686091109 2612
54800 SH SOLE 54800
OAKLEY INC COM 673662102 1225
198000 SH SOLE 198000
OCCIDENTAL PETROLEUM CORP COM 674599105 45302
1959012 SH SOLE 1959012
OCEAN ENERGY INC TEX COM 67481E106 16090
1579402 SH SOLE 1579402
OCEANEERING INTERNATIONAL INC COM 675232102 7028
418000 SH SOLE 418000
OCTEL CORP COM 675727101 993
88275 SH SOLE 88275
OCWEN FINANCIAL CORP COM 675746101 861
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OFFICE DEPOT INC COM 676220106 11939
1137050 SH SOLE 1137050
OFFICEMAX INC COM 67622M108 2315
398200 SH SOLE 398200
OFFSHORE LOGISTICS INC COM 676255102 1238
120000 SH SOLE 120000
OGE ENERGY CORP COM 670837103 4608
207100 SH SOLE 207100
OLD KENT FINANCIAL CORP COM 679833103 6549
176401 SH SOLE 176401
OLD REPUBLIC INTERNATIONAL COR COM 680223104 2818
195156 SH SOLE 195156
OLSTEN CORP COM 681385100 1347
129026 SH SOLE 129026
OMEGA FINANCIAL CORP COM 682092101 2358
74550 SH SOLE 74550
OMEGA HEALTHCARE INVESTORS INC COM 681936100 3358
159900 SH SOLE 159900
OMNICARE INC COM 681904108 1976
205300 SH SOLE 205300
OMNICOM GROUP INC COM 681919106 21001
265200 SH SOLE 265200
OMNIPOINT CORP COM 68212D102 10689
191300 SH SOLE 191300
ONEOK INC NEW COM 682680103 24596
811400 SH SOLE 811400
OPEN MARKET INC COM 68370M100 774
59000 SH SOLE 59000
ORACLE CORP COM 68389X105 174503
3835225 SH SOLE 3835225
ORION CAPITAL CORP COM 686268103 1146
24200 SH SOLE 24200
ORTHODONTIC CENTERS OF AMERICA COM 68750P103 1245
71400 SH SOLE 71400
OSHKOSH B GOSH INC CL A CL A 688222207 11878
743800 SH SOLE 743800
OTTER TAIL POWER CO COM 689648103 2423
57000 SH SOLE 57000
OUTBACK STEAKHOUSE INC COM 689899102 6313
247875 SH SOLE 247875
OUTDOOR SYSTEMS INC COM 690057104 27826
778350 SH SOLE 778350
OWENS CORNING COM 69073F103 9742
449200 SH SOLE 449200
OWENS-ILLINOIS INC COM NEW 690768403 8559
432000 SH SOLE 432000
OXFORD HEALTH PLANS INC COM 691471106 4531
362500 SH SOLE 362500
P COM INC COM 693262107 1442
206000 SH SOLE 206000
P P & L RESOURCES INC COM 693499105 26427
976500 SH SOLE 976500
PACIFIC CENTURY FINANCIAL CORP COM 694058108 3212
157150 SH SOLE 157150
PACCAR INC COM 693718108 20112
395330 SH SOLE 395330
PACIFICARE HEALTH SYSTEMS CL A 695112102 6608
152794 SH SOLE 152794
PACIFICORP COM 695114108 31715
1575900 SH SOLE 1575900
PAGING NETWORK INC COM 695542100 495
479900 SH SOLE 479900
PAINEWEBBER GROUP INC COM 695629105 19331
533275 SH SOLE 533275
PAIRGAIN TECHNOLOGIES INC COM 695934109 4751
372600 SH SOLE 372600
PALL CORP COM 696429307 24363
1050697 SH SOLE 1050697
PANAMSAT CORP NEW COM 697933109 2947
81591 SH SOLE 81591
PARAMETRIC TECHNOLOGY CORP COM 699173100 13587
1006462 SH SOLE 1006462
PAREXEL INTERNATIONAL CORP COM 699462107 1144
125400 SH SOLE 125400
PARK NATIONAL CORP COM 700658107 24493
242500 SH SOLE 242500
PARK PLACE ENTERTAINMENT CORP COM 700690100 17126
1370100 SH SOLE 1370100
PARKER HANNIFIN CORP COM 701094104 11298
252125 SH SOLE 252125
PARKWAY PROPERTIES INC COM 70159Q104 3131
97100 SH SOLE 97100
PATHOGENESIS CORP COM 70321E104 747
48600 SH SOLE 48600
PAYCHEX INC COM 704326107 23978
702655 SH SOLE 702655
PAYLESS SHOESOURCE INC COM 704379106 12455
246642 SH SOLE 246642
PE CORP BIOSYSTEMS GROUP COM PE B IO 69332S102 35720
494400 SH SOLE 494400
PE CORP CELERA GENOMICS GROUP CELERA G EN 69332S201 4975
123600 SH SOLE 123600
PECO ENERGY COMPANY COM 693304107 33338
889000 SH SOLE 889000
PEGASUS SYSTEMS INC COM 705906105 4249
113300 SH SOLE 113300
PENN ENG/MANUFACTURING CORP CL CL A 707389102 513
23600 SH SOLE 23600
PENNEY (JC) CO COM 708160106 36986
1072056 SH SOLE 1072056
PENNZOIL-QUAKER STATE CO COM 709323109 2064
163500 SH SOLE 163500
PENTAIR INC COM 709631105 1982
49400 SH SOLE 49400
PEOPLES ENERGY CORP COM 711030106 18364
521900 SH SOLE 521900
PEOPLES HERITAGE FINANCIAL GRO COM 711147108 13470
810200 SH SOLE 810200
PEOPLESOFT INC COM 712713106 12857
759100 SH SOLE 759100
PEPSICO INC COM 713448108 153805
5042800 SH SOLE 5042800
PERCLOSE INC COM 71361C107 894
19200 SH SOLE 19200
PEREGRINE SYSTEMS INC COM 71366Q101 9470
232400 SH SOLE 232400
PERFORMANCE FOOD GROUP COM 713755106 2306
90000 SH SOLE 90000
PETSMART INC COM 716768106 1572
422800 SH SOLE 422800
PFIZER INC COM 717081103 475003
13240500 SH SOLE 13240500
PG&E CORP COM 69331C108 63096
2438478 SH SOLE 2438478
PHARMACIA & UPJOHN INC COM 716941109 116045
2338430 SH SOLE 2338430
PHELPS DODGE CORP COM 717265102 18099
328700 SH SOLE 328700
PHILIP MORRIS COS INC COM 718154107 272098
7959000 SH SOLE 7959000
PHILLIPS PETROLEUM CO COM 718507106 57623
1182000 SH SOLE 1182000
PHYCOR INC COM 71940F100 1209
276350 SH SOLE 276350
PINNACLE WEST CAPITAL CORP COM 723484101 10538
289700 SH SOLE 289700
PIONEER HI-BRED INTERNATIONAL COM 723686101 21300
536700 SH SOLE 536700
PIONEER NATURAL RESOURCES CO COM 723787107 4513
424771 SH SOLE 424771
PITNEY BOWES INC COM 724479100 82430
1352700 SH SOLE 1352700
PITTSTON BRINK'S GROUP COM BRIN KS 725701106 2126
91700 SH SOLE 91700
PLANTRONICS INC NEW COM 727493108 8846
177800 SH SOLE 177800
PMC SIERRA INC COM 69344F106 15485
167400 SH SOLE 167400
PMI GROUP INC COM 69344M101 5187
126900 SH SOLE 126900
PNC BANK CORP COM 693475105 97406
1848753 SH SOLE 1848753
POGO PRODUCING CO COM 730448107 2320
111800 SH SOLE 111800
POLAROID CORP COM 731095105 9126
351000 SH SOLE 351000
POLICY MANAGEMENT SYSTEMS CORP COM 731108106 10844
342900 SH SOLE 342900
POPULAR INC COM 733174106 4729
170400 SH SOLE 170400
POTLATCH CORP COM 737628107 17789
431900 SH SOLE 431900
POTOMAC ELECTRIC POWER CO COM 737679100 4561
179300 SH SOLE 179300
POWER INTEGRATIONS INC COM 739276103 1593
23000 SH SOLE 23000
POWERTEL INC COM 73936C109 3430
62300 SH SOLE 62300
PPG INDUSTRIES INC COM 693506107 55236
920600 SH SOLE 920600
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811500 SH SOLE 811500
PRE PAID LEGAL SERVICES INC COM 740065107 3426
87000 SH SOLE 87000
PREMARK INTERNATIONAL INC COM 740459102 28477
563900 SH SOLE 563900
PREMIER BANCSHARES INC GA COM 739909109 1491
85200 SH SOLE 85200
PREMIER PARKS COM NEW 740540208 3941
135900 SH SOLE 135900
PREMISYS COMMUNICATIONS INC COM 740584107 1108
133300 SH SOLE 133300
PRESSTEK INC COM 741113104 1156
159400 SH SOLE 159400
PRICE T ROWE & ASSOCIATES COM 741477103 7115
259300 SH SOLE 259300
PRICELLINE.COM INC COM 741503106 1361
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PRIDE INTL INC COM 741932107 4127
290900 SH SOLE 290900
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51100 SH SOLE 51100
PRIMUS TELECOMMUNICATIONS GROU COM 741929103 2478
118000 SH SOLE 118000
PRISON REALTY TRUST INC COM 74264N105 4466
415425 SH SOLE 415425
PROBUSINESS SERVICES INC COM 742674104 562
20900 SH SOLE 20900
PROCTER & GAMBLE CO COM 742718109 388664
4145752 SH SOLE 4145752
PROFIT RECOVERY GROUP INTL INC COM 743168106 3447
77250 SH SOLE 77250
PROGRESSIVE CORP OHIO COM 743315103 10423
127600 SH SOLE 127600
PROJECT SOFTWARE & DEVELOPMENT COM 74339P101 1445
27000 SH SOLE 27000
PROLOGIS TRUST SH BEN I NT 743410102 6514
345100 SH SOLE 345100
PROMUS HOTEL CORP NEW COM 74342P106 15335
470936 SH SOLE 470936
PROTECTIVE LIFE CORP COM 743674103 2004
69100 SH SOLE 69100
PROVIDENT BANKSHARES CORP COM 743859100 5638
264942 SH SOLE 264942
PROVIDIAN FINANCIAL CORP COM 74406A102 36715
463650 SH SOLE 463650
PSINET INC COM 74437C101 7931
220500 SH SOLE 220500
PSS WORLD MEDICAL INC COM 69366A100 2638
295150 SH SOLE 295150
PUBLIC SERVICE ENTERPRISE GROU COM 744573106 48273
1249790 SH SOLE 1249790
PUBLIC STORAGE INC COM 74460D109 7415
294400 SH SOLE 294400
PULITZER INC COM 745769109 922
20300 SH SOLE 20300
PULTE CORP COM 745867101 2514
115600 SH SOLE 115600
PXRE CORP COM 693674103 6515
447351 SH SOLE 447351
QRS CORP COM 74726X105 26243
409250 SH SOLE 409250
QUAKER OATS CO COM 747402105 44463
718588 SH SOLE 718588
QUALCOMM INC COM 747525103 86780
458700 SH SOLE 458700
QUANTEX CORP COM 747620102 2360
92100 SH SOLE 92100
QUEENS COUNTY BANCORP INC COM 748242104 26449
957422 SH SOLE 957422
QUEST DIAGNOSTICS INC COM 74834L100 8265
317900 SH SOLE 317900
QUESTAR CORP COM 748356102 2422
133600 SH SOLE 133600
QUINTILES TRANSNATIONAL CORP COM 748767100 5274
277100 SH SOLE 277100
QUORUM HEALTH GROUP INC COM 749084109 557
79150 SH SOLE 79150
QWEST COMMUNICATIONS INTL INC COM 749121109 17146
580002 SH SOLE 580002
R & B FALCON CORP COM 74912E101 11528
878310 SH SOLE 878310
RADIAN GROUP INC COM 750236101 7245
168730 SH SOLE 168730
RALCORP HOLDINGS INC NEW COM 751028101 4326
244600 SH SOLE 244600
RALSTON PURINA GROUP COM RAL-PUR GP 751277302 41138
1475800 SH SOLE 1475800
RAMBUS INC DEL COM 750917106 3982
60100 SH SOLE 60100
RATIONAL SOFTWARE CORP COM NEW 75409P202 9299
317578 SH SOLE 317578
RAYONIER INC COM 754907103 6967
165875 SH SOLE 165875
RAYTHEON CO CL A CL A 755111309 13170
271553 SH SOLE 271553
RAYTHEON CO CL B CL B 755111408 69272
1395900 SH SOLE 1395900
RCN CORP COM 749361101 18048
440200 SH SOLE 440200
READERS DIGEST ASSOCIATION CL CL A NON VTG 755267101 19963
682500 SH SOLE 682500
READ RITE CORP COM 755246105 1934
439000 SH SOLE 439000
REALNETWORKS INC COM 75605L104 9557
91400 SH SOLE 91400
REEBOK INTERNATIONAL LTD COM 758110100 3506
328000 SH SOLE 328000
REGIONS FINANCIAL CORP COM 758940100 12264
408786 SH SOLE 408786
REGIS CORP MINN COM 758932107 4078
211825 SH SOLE 211825
REINSURANCE GROUP AMER INC COM 759351109 3751
146025 SH SOLE 146025
RELIANCE BANCORP INC COM 759451107 3138
83400 SH SOLE 83400
RELIANT ENERGY INC COM 75952J108 51486
1902481 SH SOLE 1902481
RELIASTAR FINANCIAL CORP COM 75952U103 9860
296534 SH SOLE 296534
REMEDY CORP COM 759548100 2517
88700 SH SOLE 88700
RENAL CARE GROUP INC COM 759930100 1027
46900 SH SOLE 46900
REPUBLIC SECURITY FINANCIAL CO COM 760758102 2472
284500 SH SOLE 284500
REPUBLIC NEW YORK CORP COM 760719104 21718
353500 SH SOLE 353500
REPUBLIC BANCSHARES INC COM 759929102 2574
177500 SH SOLE 177500
RES-CARE INC COM 760943100 2178
128100 SH SOLE 128100
RESMED INC COM 761152107 1935
58400 SH SOLE 58400
RESPIRONICS INC COM 761230101 2153
261000 SH SOLE 261000
REXALL SUNDOWN INC COM 761648104 1823
148100 SH SOLE 148100
REYNOLDS METALS CO COM 761763101 28086
465200 SH SOLE 465200
R H DONNELLEY COM NEW 74955W307 3554
190814 SH SOLE 190814
RICHMOND COUNTY FINANCIAL CORP COM 764556106 1904
101200 SH SOLE 101200
RITE AID CORP COM 767754104 17557
1271130 SH SOLE 1271130
RJ REYNOLDS TOBACCO HOLDINGS I COM 76182K105 5308
196578 SH SOLE 196578
ROADWAY EXPRESS COM 769742107 2332
115500 SH SOLE 115500
ROBBINS & MYERS INC COM 770196103 704
45400 SH SOLE 45400
ROBERT HALF INTERNATIONAL INC COM 770323103 6042
254400 SH SOLE 254400
ROBERTS PHARMACEUTICAL CORP COM 770491108 3654
120800 SH SOLE 120800
ROCKWELL INTERNATIONAL CORP NE COM 773903109 40425
770000 SH SOLE 770000
ROGERS CORP COM 775133101 11047
300600 SH SOLE 300600
ROHM & HAAS CO COM 775371107 44884
1242455 SH SOLE 1242455
ROMAC INTERNATIONAL INC COM 775835101 746
90100 SH SOLE 90100
ROPER INDS INC NEW COM 776696106 3963
103600 SH SOLE 103600
ROSLYN BANCORP INC COM 778162107 1493
83500 SH SOLE 83500
ROSS STORES INC COM 778296103 3647
181200 SH SOLE 181200
ROUSE CO COM 779273101 10053
437100 SH SOLE 437100
ROWAN COMPANIES INC COM 779382100 6260
385200 SH SOLE 385200
RPM INC OHIO COM 749685103 1043
85546 SH SOLE 85546
RUDDICK CORP COM 781258108 2826
178000 SH SOLE 178000
RUSSELL CORP COM 782352108 5546
390900 SH SOLE 390900
RYDER SYSTEM INC COM 783549108 5675
278552 SH SOLE 278552
RYERSON TULL INC COM 78375P107 6221
269000 SH SOLE 269000
S3 INC COM 784849101 3116
298500 SH SOLE 298500
SABRATEK CORP COM 78571U108 94
33300 SH SOLE 33300
SABRE HOLDINGS CORP CL A 785905100 7676
178500 SH SOLE 178500
SAFECO CORP COM 786429100 21064
752300 SH SOLE 752300
SAFEGUARD SCIENTIFICS INC COM 786449108 6018
88500 SH SOLE 88500
SAFESKIN CORP COM 786454108 2179
265100 SH SOLE 265100
SAFETY KLEEN CORP NEW COM NEW 78648R203 5821
482570 SH SOLE 482570
SAFEWAY STORES INC COM NEW 786514208 64231
1687514 SH SOLE 1687514
SAGA SYSTEMS INC COM 786610105 1315
91100 SH SOLE 91100
SAKS INC COM 79377W108 6116
402724 SH SOLE 402724
SANCHEZ COMPUTER ASSOCIATES COM 799702105 738
21000 SH SOLE 21000
SANGSTAT MEDICAL CORP COM 801003104 3078
144000 SH SOLE 144000
SANMINA CORP COM 800907107 19305
249500 SH SOLE 249500
SANTA FE INTL CORPORD ORD G7805C108 647
30000 SH SOLE 30000
SANTA FE SNYDER CORP COM 80218K105 11810
1312235 SH SOLE 1312235
SAPIENT CORP COM 803062108 3911
41500 SH SOLE 41500
SARA LEE CORP COM 803111103 80992
3464900 SH SOLE 3464900
SBC COMMUNICATIONS INC COM 78387G103 411373
8056257 SH SOLE 8056257
SCANA CORP COM 805898103 4346
179700 SH SOLE 179700
SCHERING PLOUGH CORP COM 806605101 215259
4934300 SH SOLE 4934300
SCHOLASTIC CORP COM 807066105 1925
38500 SH SOLE 38500
SCHWAB CHARLES CORP COM 808513105 85674
2562224 SH SOLE 2562224
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1116
86290 SH SOLE 86290
SCIENTIFIC-ATLANTA INC COM 808655104 8852
178600 SH SOLE 178600
SCI SYSTEMS INC COM 783890106 9816
220900 SH SOLE 220900
SCM MICROSYSTEMS INC COM 784018103 1327
29200 SH SOLE 29200
SCOTTS COMPANY CL A CL A 810186106 1977
57100 SH SOLE 57100
SCRIPPS HOWARD INC CL A CL A 811054204 1474
30000 SH SOLE 30000
SDL INC COM 784076101 1839
24100 SH SOLE 24100
SEABOARD CORP COM 811543107 5346
24750 SH SOLE 24750
SEACOR SMIT INC COM 811904101 8016
156400 SH SOLE 156400
SEAGATE TECHNOLOGIES COM 811804103 31133
1016580 SH SOLE 1016580
SEALED AIR CORP NEW COM 81211K100 16309
317837 SH SOLE 317837
SEALED AIR CORP NEW PREFERRED PFD CV A $2 81211K209 10404
205010 SH SOLE 205010
SEARS ROEBUCK & CO COM 812387108 40990
1306450 SH SOLE 1306450
SECURITY CAP GROUP INC CL B CL B 81413P204 2025
137900 SH SOLE 137900
SEI INVESTMENTS COMPANY COM 784117103 732
8200 SH SOLE 8200
SEMPRA ENERGY COM 816851109 13189
633685 SH SOLE 633685
SEPRACOR INC COM 817315104 8479
112300 SH SOLE 112300
SEQUA CORP CL A CL A 817320104 15920
252700 SH SOLE 252700
SEQUENT COMPUTER SYSTEMS INC COM 817338106 4288
238200 SH SOLE 238200
SERVICE CORP INTERNATIONAL COM 817565104 17378
1645300 SH SOLE 1645300
SERVICE EXPERTS INC COM 817567100 2111
203500 SH SOLE 203500
SERVICEMASTER CO COM 81760N109 961
59800 SH SOLE 59800
SHARED MEDICAL SYSTEMS COM 819486101 11005
235400 SH SOLE 235400
SHAW INDUSTRIES INC COM 820286102 2515
158400 SH SOLE 158400
SHERWIN-WILLIAMS CO COM 824348106 19306
922100 SH SOLE 922100
SHURGARD STORAGE CTRS INC CL A COM 82567D104 4727
191000 SH SOLE 191000
SIEBEL SYSTEMS INC COM 826170102 10456
156943 SH SOLE 156943
SIERRA HEALTH SERVICES INC COM 826322109 1422
140400 SH SOLE 140400
SIGCORP INC COM 826912107 8713
341700 SH SOLE 341700
SIGMA ALDRICH CORP COM 826552101 11401
359100 SH SOLE 359100
SILICON GRAPHICS INC COM 827056102 10195
932138 SH SOLE 932138
SILICON VY BANCSHARES COM 827064106 3887
161100 SH SOLE 161100
SIMON PROPERTY GROUP INC COM 828806109 37349
1664574 SH SOLE 1664574
SKYLINE CORP COM 830830105 1832
71300 SH SOLE 71300
SKYTEL COMMUNICATIONS INC COM 83087Q104 2512
137200 SH SOLE 137200
SL GREEN REALTY CORP COM 78440X101 1841
89800 SH SOLE 89800
SLM HOLDING CORP COM 78442A109 33046
768500 SH SOLE 768500
SMART MODULAR TECH INC COM 831690102 4663
136900 SH SOLE 136900
SMITH INTERNATIONAL INC COM 832110100 10267
253500 SH SOLE 253500
SMURFIT STONE CONTAINER CORP COM 832727101 7021
324675 SH SOLE 324675
SNAP ON INC COM 833034101 15520
477550 SH SOLE 477550
SNYDER COMMUNICATIONS INC COM 832914105 1311
86300 SH SOLE 86300
SODEXHO MARRIOTT SVCS INC COM 833793102 2592
152495 SH SOLE 152495
SOLA INTERNATIONAL INC COM 834092108 918
59200 SH SOLE 59200
SOLECTRON CORP COM 834182107 49780
693200 SH SOLE 693200
SOLUTIA INC COM 834376105 10995
615080 SH SOLE 615080
SONAT INC COM 835415100 20185
508600 SH SOLE 508600
SONIC CORP COM 835451105 5089
167200 SH SOLE 167200
SONOCO PRODUCTS CO COM 835495102 2285
100180 SH SOLE 100180
SOUTHDOWN INC COM 841297104 5794
108300 SH SOLE 108300
SOUTHERN CO COM 842587107 106237
4125700 SH SOLE 4125700
SOUTHTRUST CORP COM 844730101 9697
270286 SH SOLE 270286
SOUTHWEST SECS GROUP INC COM 845224104 618
22900 SH SOLE 22900
SOVEREIGN BANCORP INC COM 845905108 5425
596540 SH SOLE 596540
SOUTHWEST AIRLINES CO COM 844741108 32878
2164837 SH SOLE 2164837
SPEEDFAM IPEC INC COM 847705100 1537
128084 SH SOLE 128084
SPIEKER PROPERTIES INC COM 848497103 2477
71400 SH SOLE 71400
SPRINGS INDUSTRIES INC CL A CL A 851783100 1524
44900 SH SOLE 44900
SPRINT CORP FON GROUP COM FON GROUP 852061100 198023
3650200 SH SOLE 3650200
SPRINT CORP PCS SER 1 PCS COM SER 1 852061506 70667
947750 SH SOLE 947750
SPX CORP COM 784635104 11802
130055 SH SOLE 130055
ST JOE COMPANY COM 790148100 1430
66300 SH SOLE 66300
ST JUDE MEDICAL INC COM 790849103 18128
575499 SH SOLE 575499
ST PAUL COMPANIES COM 792860108 37019
1346156 SH SOLE 1346156
STAFF LEASING INC COM 852381102 1230
123000 SH SOLE 123000
STAFFMARK INC COM 852389105 79
10000 SH SOLE 10000
STANLEY (THE) WORKS COM 854616109 9770
387900 SH SOLE 387900
STAPLES INC COM 855030102 29740
1363432 SH SOLE 1363432
STARWOOD HOTELS & RESORTS WORL PAIRED C TF 85590A203 18101
811255 SH SOLE 811255
STARBUCKS CORP COM 855244109 16261
656200 SH SOLE 656200
STATE STREET CORP COM 857477103 31989
495000 SH SOLE 495000
STATION CASINOS INC COM 857689103 2957
127200 SH SOLE 127200
STERIS CORP COM 859152100 4516
328400 SH SOLE 328400
STERLING SOFTWARE INC COM 859547101 6216
310800 SH SOLE 310800
STERLING COMMERCE INC COM 859205106 3992
215037 SH SOLE 215037
STEWART ENTERPRISES INC CL A CL A 860370105 5639
930200 SH SOLE 930200
STILLWATER MINING CO COM 86074Q102 2983
111000 SH SOLE 111000
STONE & WEBSTER INC COM 861572105 3212
114700 SH SOLE 114700
STONE ENERGY CORP COM 861642106 4029
79000 SH SOLE 79000
STORAGE TECHNOLOGY CORP COM PAR $0. 862111200 10195
527900 SH SOLE 527900
STORAGE USA INC COM 861907103 12067
438800 SH SOLE 438800
STRUCTURAL DYNAMICS CL A COM 863555108 1402
93300 SH SOLE 93300
STRYKER CORP COM 863667101 9612
188000 SH SOLE 188000
STEWART & STEVENSON SERVICES COM 860342104 1281
97600 SH SOLE 97600
SUMMIT BANCORP COM 866005101 22620
697350 SH SOLE 697350
SUN MICROSYSTEMS INC COM 866810104 240526
2586300 SH SOLE 2586300
SUN TRUST BANKS INC COM 867914103 97504
1482948 SH SOLE 1482948
SUNBEAM CORPORATION COM 867071102 1902
334400 SH SOLE 334400
SUNGLASS HUT INTERNATIONAL INC COM 86736F106 3105
294000 SH SOLE 294000
SUNGARD DATA SYSTEMS INC COM 867363103 1100
41800 SH SOLE 41800
SUNOCO INC COM 86764P109 18963
692700 SH SOLE 692700
SUNRISE ASSISTED LIVING INC COM 86768K106 1163
43800 SH SOLE 43800
SUPERVALU INC COM 868536103 4660
211200 SH SOLE 211200
SYBASE INC COM 871130100 3702
313400 SH SOLE 313400
SYBRON INTERNATIONAL CORP COM 87114F106 1688
62800 SH SOLE 62800
SYLVAN LEARNING SYSTEMS INC COM 871399101 4134
213375 SH SOLE 213375
SYMANTEC CORP COM 871503108 4874
135500 SH SOLE 135500
SYMBOL TECHNOLOGIES INC COM 871508107 8244
245175 SH SOLE 245175
SYNOPSYS INC COM 871607107 12830
228465 SH SOLE 228465
SYNOVUS FINANCIAL CORP COM 87161C105 2299
123000 SH SOLE 123000
SYSCO CORP COM 871829107 69610
1985300 SH SOLE 1985300
TALK.COM INC COM 874264104 1866
144600 SH SOLE 144600
TANDY CORP COM 875382103 47821
925200 SH SOLE 925200
TANGER FACTORY OUTLET CENTERS COM 875465106 3999
175300 SH SOLE 175300
TCF FINANCIAL CORP COM 872275102 2411
84400 SH SOLE 84400
TECH DATA CORP COM 878237106 4267
183300 SH SOLE 183300
TECHNOLOGY SOLUTIONS CO COM 87872T108 2097
148475 SH SOLE 148475
TECHNITROL INC COM 878555101 2549
72300 SH SOLE 72300
TECO ENERGY INC COM 872375100 4523
214100 SH SOLE 214100
TECUMSEH PRODUCTS CO CL A CL A 878895200 3253
64900 SH SOLE 64900
TEKTRONIX INC COM 879131100 14976
447050 SH SOLE 447050
TELEPHONE & DATA SYSTEMS COM 879433100 3393
38200 SH SOLE 38200
TELEFLEX INC COM 879369106 1763
44700 SH SOLE 44700
TELLABS INC COM 879664100 66997
1176680 SH SOLE 1176680
TEMPLE INLAND INC COM 879868107 12719
208500 SH SOLE 208500
TENET HEALTHCARE CORP COM 88033G100 23689
1348860 SH SOLE 1348860
TENNECO INC NEW COM 88037E101 18659
1097600 SH SOLE 1097600
TERADYNE INC COM 880770102 27594
782800 SH SOLE 782800
TEXACO INC COM 881694103 151664
2402600 SH SOLE 2402600
TEXAS INDUSTRIES INC COM 882491103 2520
68100 SH SOLE 68100
TEXAS INSTRUMENTS INC COM 882508104 210971
2565000 SH SOLE 2565000
TEXAS UTILITIES CO (HLDG) COM 882848104 45248
1212690 SH SOLE 1212690
TEXTRON INC COM 883203101 56933
735800 SH SOLE 735800
THERAGENICS CORP COM 883375107 1536
120500 SH SOLE 120500
THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K200 2194
307950 SH SOLE 307950
THERMO ELECTRON CORP COM 883556102 8178
608600 SH SOLE 608600
THERMO INSTRUMENT SYSTEMS INC COM 883559106 661
61875 SH SOLE 61875
THOMAS & BETTS CORP COM 884315102 19009
372716 SH SOLE 372716
TIDEWATER INC COM 886423102 6617
259500 SH SOLE 259500
TIFFANY & CO NEW COM 886547108 5622
93800 SH SOLE 93800
TIME WARNER INC COM 887315109 200718
3304000 SH SOLE 3304000
TIMES MIRROR CO COM SER A 887364107 22672
344500 SH SOLE 344500
TIMKEN (THE) CO COM 887389104 1871
116000 SH SOLE 116000
TJX COS INC NEW COM 872540109 42242
1505300 SH SOLE 1505300
TMP WORLDWIDE INC COM 872941109 2350
38600 SH SOLE 38600
TOLL BROTHERS INC COM 889478103 3790
198800 SH SOLE 198800
TOOTSIE ROLL INDUSTRIES INC COM 890516107 1954
59451 SH SOLE 59451
TORCHMARK CORP COM 891027104 23083
892100 SH SOLE 892100
TOSCO CORP NEW COM NEW 891490302 14696
582000 SH SOLE 582000
TOTAL RENAL CARE HOLDINGS INC COM 89151A107 1406
189023 SH SOLE 189023
TOWER AUTOMOTIVE INC COM 891707101 2457
124000 SH SOLE 124000
TOYS R US INC COM 892335100 22007
1467143 SH SOLE 1467143
TRANSACTION NETWORK SERVICES COM 893414102 1319
33600 SH SOLE 33600
TRANSITION SYSTEMS INC MASS CL A 893416107 3631
134800 SH SOLE 134800
TRANSATLANTIC HLDGS INC COM 893521104 1784
25400 SH SOLE 25400
TRANSPORT CORP OF AMER INC COM 89385P102 1329
102200 SH SOLE 102200
TRANS WORLD AIRLINES COM PAR$ .01 893349837 833
233900 SH SOLE 233900
TRAVELERS PROPERTY CASUALTY CO CL A 893939108 7611
258000 SH SOLE 258000
TRENWICK GROUP INC COM 895290104 7148
431550 SH SOLE 431550
TRIAD HOSPITALS INC COM 89579K109 1276
126029 SH SOLE 126029
TRIBUNE COMPANIES COM 896047107 68297
1372800 SH SOLE 1372800
TRICON GLOBAL RESTAURANTS COM 895953107 27880
681050 SH SOLE 681050
TRIGON HEALTHCARE INC COM 89618L100 3706
126700 SH SOLE 126700
TRINITY INDUSTRIES COM 896522109 1383
44800 SH SOLE 44800
TRIQUINT SEMICONDUCTOR INC COM 89674K103 3611
63150 SH SOLE 63150
TRUSTMARK CORP COM 898402102 1460
64900 SH SOLE 64900
TRW INC COM 872649108 28606
575000 SH SOLE 575000
TUBOSCOPE INC COM 898600101 1185
95300 SH SOLE 95300
TUPPERWARE CORP COM 899896104 7266
358800 SH SOLE 358800
TYCO INTL LTD NEW COM 902124106 10325
100000 SH SOLE 100000
TYSON FOODS INC CL A CL A 902494103 2946
179250 SH SOLE 179250
UAL CORP NEW COM PAR $0. 902549500 10428
159660 SH SOLE 159660
UICI COM 902737105 11186
437600 SH SOLE 437600
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 8062
316174 SH SOLE 316174
ULTRATECH STEPPER INC COM 904034105 929
72900 SH SOLE 72900
UNICOM CORP COM 904911104 57019
1543674 SH SOLE 1543674
UNION CARBIDE CORP COM 905581104 31698
557937 SH SOLE 557937
UNION PACIFIC RESOURCES GRP COM 907834105 16471
1013609 SH SOLE 1013609
UNION PACIFIC CORP COM 907818108 51086
1062900 SH SOLE 1062900
UNION PLANTERS CORP COM 908068109 10166
249462 SH SOLE 249462
UNIONBANCAL CORP COM 908906100 4274
117900 SH SOLE 117900
UNISYS CORP COM 909214108 48916
1084000 SH SOLE 1084000
UNITEDGLOBAL.COM CL A CL A 913247508 1554
21700 SH SOLE 21700
UNITRIN INC COM 913275103 4757
136900 SH SOLE 136900
UNIVERSAL FOODS CORP COM 913538104 2551
111200 SH SOLE 111200
UNIVISION COMMUNICATIONS CLASS CL A 914906102 3865
47500 SH SOLE 47500
UNOCAL CORP COM 915289102 50935
1374304 SH SOLE 1374304
UNOVA INC COM 91529B106 3321
248300 SH SOLE 248300
URBAN SHOPPING CENTERS INC COM 917060105 3978
136600 SH SOLE 136600
US AIRWAYS GROUP INC COM 911905107 12183
464100 SH SOLE 464100
US BANCORP DEL COM 902973106 106277
3520553 SH SOLE 3520553
UNITED STATES CELLULAR CORP COM 911684108 13518
198800 SH SOLE 198800
US HOME CORP COM 911920106 12616
453600 SH SOLE 453600
U S INDUSTRIES INC COM 912080108 14046
891790 SH SOLE 891790
US LEC CORP CL A CL A 90331S109 4272
173500 SH SOLE 173500
U S OFFICE PRODUCTS CO COM NEW 912325305 476
135863 SH SOLE 135863
U S WEST INC NEW COM 91273H101 132053
2314186 SH SOLE 2314186
USA NETWORKS INC COM 902984103 16287
420300 SH SOLE 420300
USBANCORP INC PA COM 917292104 2826
209300 SH SOLE 209300
USFREIGHTWAYS CORP COM 916906100 2828
59700 SH SOLE 59700
USG CORP COM NEW 903293405 22841
479600 SH SOLE 479600
UST INC COM 902911106 2883
95500 SH SOLE 95500
UST CORP COM 902900109 5209
169400 SH SOLE 169400
USWEB CORP COM 917327108 4433
129200 SH SOLE 129200
USX MARATHON GROUP COM NEW 902905827 45216
1545845 SH SOLE 1545845
USX US STEEL GROUP COM 90337T101 11179
434129 SH SOLE 434129
UNITED ASSET MANAGEMENT CORP COM 909420101 2730
141800 SH SOLE 141800
UNITED BANKSHARES INC W VA COM 909907107 2008
82600 SH SOLE 82600
UNITED FIRE & CASUALTY CO COM 910331107 2629
114300 SH SOLE 114300
UNITED HEALTHCARE CORP COM 910581107 37630
772896 SH SOLE 772896
UNITED ILLUMINATING CO (CONN) COM 910637107 28725
593800 SH SOLE 593800
UNITED RENTALS INC COM 911363109 553
25410 SH SOLE 25410
UNITED STATIONERS INC COM 913004107 1019
47800 SH SOLE 47800
UNITED TECHNOLOGIES CORP COM 913017109 87926
1482413 SH SOLE 1482413
V F CORP COM 918204108 19356
624400 SH SOLE 624400
VARCO INTERNATIONAL INC COM 922126107 1998
163900 SH SOLE 163900
VARIAN INC COM 922206107 1381
77800 SH SOLE 77800
VARIAN MEDICAL SYSTEMS INC COM 92220P105 1702
77800 SH SOLE 77800
VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 1639
77800 SH SOLE 77800
VENATOR GROUP INC COM 922944103 7360
859600 SH SOLE 859600
VENTAS INC COM 92276F100 1203
253300 SH SOLE 253300
VERIO INC COM 923433106 155
5000 SH SOLE 5000
VERISIGN INC COM 92343E102 5581
52400 SH SOLE 52400
VERITAS DGC INC COM 92343P107 1307
67900 SH SOLE 67900
VERITAS SOFTWARE CO COM 923436109 38770
510550 SH SOLE 510550
VERTEX PHARMACEUTICALS INC COM 92532F100 2811
90500 SH SOLE 90500
VIACOM INC NEW CL A CL A 925524100 9923
229440 SH SOLE 229440
VIACOM INC CL B CL B 925524308 97151
2299434 SH SOLE 2299434
VIAD CORP COM 92552R109 26503
898400 SH SOLE 898400
VICOR CORP COM 925815102 6398
282000 SH SOLE 282000
VISHAY INTERTECHNOLOGY INC COM 928298108 4509
189867 SH SOLE 189867
VISIO CORP COM 927914101 2473
63000 SH SOLE 63000
VISX INC DEL COM 92844S105 20509
259300 SH SOLE 259300
VITESSE SEMICONDUCTOR CORP COM 928497106 22360
261900 SH SOLE 261900
VLASIC FOODS INTL INC COM 928559103 775
111755 SH SOLE 111755
VOICESTREAM WIRELESS CORP COM 928615103 16220
262800 SH SOLE 262800
VOLT INFORMATION SCIENCES INC COM 928703107 2198
90650 SH SOLE 90650
VORNADO OPERATING CO COM 92904N103 11
1770 SH SOLE 1770
VORNADO REALTY TRUST SH BEN I NT 929042109 1151
35400 SH SOLE 35400
VULCAN MATERIALS COM 929160109 8424
230000 SH SOLE 230000
WELLS FARGO & CO NEW COM 949746101 306559
7736510 SH SOLE 7736510
WACHOVIA CORP NEW COM 929771103 65939
838647 SH SOLE 838647
WACKENHUT CORP CL A COM SER A 929794105 3427
173500 SH SOLE 173500
WACKENHUT CORRECTIONS CORP COM 929798106 1459
109100 SH SOLE 109100
WADDELL & REED FINANCIAL CORP CL A 930059100 1288
58057 SH SOLE 58057
WADDELL & REED FINANCIAL CORP CL B 930059209 3621
169397 SH SOLE 169397
WAL MART STORES COM 931142103 417071
8768900 SH SOLE 8768900
WALDEN RESIDENTIAL PROPERTIES COM 931210108 6775
310600 SH SOLE 310600
WALGREEN CO COM 931422109 91583
3609200 SH SOLE 3609200
WARNACO GROUP INC CL A CL A 934390105 3343
183200 SH SOLE 183200
WARNER LAMBERT CO COM 934488107 186992
2817211 SH SOLE 2817211
WASHINGTON DC GAS & LIGHT COM 938837101 738
27200 SH SOLE 27200
WASHINGTON MUTUAL INC COM 939322103 72715
2485984 SH SOLE 2485984
WASHINGTON POST CO CL B CL B 939640108 3876
7600 SH SOLE 7600
WASTE MANAGEMENT INC of DELAWA COM 94106L109 37931
1970457 SH SOLE 1970457
WATERS CORP COM 941848103 5778
95400 SH SOLE 95400
WATSCO INC COM 942622200 819
72000 SH SOLE 72000
WATSON PHARMACEUTICALS INC COM 942683103 7974
260892 SH SOLE 260892
WEATHERFORD INTERNATIONAL INC COM 947074100 10234
319820 SH SOLE 319820
WEBB (DEL) CORP COM 947423109 7102
322800 SH SOLE 322800
WELLPOINT HEALTH NETWORK NEW COM 94973H108 12013
210748 SH SOLE 210748
WENDY'S INTERNATIONAL INC COM 950590109 31485
1188132 SH SOLE 1188132
WESBANCO INC COM 950810101 1933
75800 SH SOLE 75800
WEST PHARMACEUTICAL SERVICES COM 955306105 3919
103300 SH SOLE 103300
WESTERN RESOURCES INC COM 959425109 1201
56200 SH SOLE 56200
WESTAMERICA BANCORPORATION COM 957090103 7647
252800 SH SOLE 252800
WESTELL TECHNOLOGIES INC CL A CL A 957541105 1724
212200 SH SOLE 212200
WESTERN BANCORP INC COM 957683105 1101
28500 SH SOLE 28500
WESTERN WIRELESS CORP CL A CL A 95988E204 7148
159400 SH SOLE 159400
WESTFIELD AMERICA INC COM 959910100 2826
203700 SH SOLE 203700
WESTVACO CORP COM 961548104 13512
527312 SH SOLE 527312
WEYERHAEUSER CO COM 962166104 53868
934800 SH SOLE 934800
WHIRLPOOL CORP COM 963320106 29293
448500 SH SOLE 448500
WHITE MOUNTAINS INSURANCE GROU COM 964126106 21876
161300 SH SOLE 161300
WHITMAN CORP NEW COM 96647R107 8922
626100 SH SOLE 626100
WHITNEY HOLDING CORP COM 966612103 10574
307600 SH SOLE 307600
WHITTMAN-HART INC COM 966834103 939
24200 SH SOLE 24200
WHOLE FOODS MARKET INC COM 966837106 968
29600 SH SOLE 29600
WILD OATS MARKETS INC COM 96808B107 1422
36000 SH SOLE 36000
WILLAMETTE INDUSTRIES COM 969133107 8845
205100 SH SOLE 205100
WILLIAMS COMPANIES INC COM 969457100 75143
1997155 SH SOLE 1997155
WILLIAMS-SONOMA INC COM 969904101 4677
96300 SH SOLE 96300
WILMAR INDUSTRIES INC COM 971426101 498
38700 SH SOLE 38700
WILMINGTON TRUST CORP COM 971807102 1224
25200 SH SOLE 25200
WIND RIVER SYSTEMS INC COM 973149107 2227
117225 SH SOLE 117225
WINN DIXIE STORES INC COM 974280109 27088
912432 SH SOLE 912432
WINSTAR COMMUNICATIONS INC COM 975515107 9316
238500 SH SOLE 238500
WISCONSIN CENT TRANSN CORP COM 976592105 1107
80900 SH SOLE 80900
WISCONSIN ENERGY CORP COM 976657106 4411
188200 SH SOLE 188200
WOLVERINE TUBE INC COM 978093102 1643
106000 SH SOLE 106000
WORLD ACCESS INC COM 98141A101 857
76600 SH SOLE 76600
WORTHINGTON INDUSTRIES INC COM 981811102 12817
753925 SH SOLE 753925
WRIGLEY (WM) JR CO COM 982526105 29259
425200 SH SOLE 425200
WESTERN DIGITAL CORP COM 958102105 1368
371000 SH SOLE 371000
XEROX CORP COM 984121103 91649
2185368 SH SOLE 2185368
XILINX INC COM 983919101 34561
527400 SH SOLE 527400
XIRCOM INC COM 983922105 3987
93400 SH SOLE 93400
XOMED SURGICAL PRODUCTS INC COM 98412V107 6883
120750 SH SOLE 120750
XTRA CORP COM 984138107 3558
89500 SH SOLE 89500
YAHOO INC COM 984332106 82085
457300 SH SOLE 457300
YELLOW CORP COM 985509108 9265
559400 SH SOLE 559400
YORK INTERNATIONAL CORP NEW COM 986670107 4949
137700 SH SOLE 137700
YOUNG BROADCASTING CORP CL A CL A 987434107 3651
69700 SH SOLE 69700
ZALE CORP NEW COM 988858106 3379
88200 SH SOLE 88200
ZAPATA CORP COM NEW 989070503 643
128500 SH SOLE 128500
ZEBRA TECHNOLOGIES CORP CL A 989207105 5956
131000 SH SOLE 131000
ZIONS BANCORP COM 989701107 8302
150600 SH SOLE 150600
GRAND TOTAL ( 1450 items ) 44318356
1014906515
</TABLE>
