UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the quarter ended: March 31, 1999
Check here if Amendment [ ]; Amendment Number :
This amendment (check only one): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: American Century Investment Management, Inc.
Address: American Century Towers
4500 Main
Kansas City, MO 64111
13F File Number: 28-1091
The institutional investment manager filing this report and the person
by whom it is signed hereby represents 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: Maryanne Roepke
Title: Senior Vice President
Phone: (816) 531-5575
Signature, Place and Date of Signing:
Signature: /s/Maryanne Roepke
City, State: Kansas City, MO
Date: April 30, 1999
Report Type (check only one):
[X] 13F Holdings Report
[ ] 13F Notice
[ ] 13F Combination Report
List of Other Managers Reporting for this Manager:
Form 13F File Number: 28-3946 Name: Barclay's Global Investor
<PAGE>
FORM 13F SUMMARY PAGE
REPORT SUMMARY:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 929
Form 13F Information Table Value Total: $63,203,471
<PAGE>
<TABLE>
FORM 13F INFORMATION TABLE
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C)
ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING
NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY
- -------------- ----- ------ ------- ------ --------- --------- ---------
<S> <C> <C> <C> <C> <C> <C>
A A R CORP CS 000361105 34 1,900 1,900 1,900 0
A B M INDUSTRIES INC CS 000957100 2,596 85,100 85,100 85,100 0
A B R INFORMATION SVCS CS 00077R108 2,261 128,300 128,300 128,300 0
A C NIELSEN CORP CS 004833109 1,706 62,900 62,900 62,900 0
A D C TELECOMMUNICATIONS CS 000886101 41,383 867,800 867,800 867,800 0
A K STEEL HLDG CORP CS 001547108 451 20,000 20,000 20,000 0
A M B PROPERTY CORP CS 00163T109 3,729 179,700 179,700 179,700 0
A M P INC CS 031897101 805 15,000 15,000 15,000 0
A M R CORP CS 001765106 6,682 114,100 114,100 114,100 0
A S M LITHOGRAPHY CS N07059111 4,488 100,000 100,000 100,000 0
A T & T CS 001957109 1,751,935 21,950,633 21,950,633 21,950,633 0
A T M I LTD CS 00207R101 3,994 200,000 200,000 200,000 0
ABBOTT LABORATORIES CS 002824100 133,434 2,850,400 2,850,400 2,850,400 0
ABERCROMBIE & FITCH CS 002896207 8,602 93,500 93,500 93,500 0
ACTION PERFORMANCE COS CS 004933107 11,544 384,800 384,800 384,800 0
ACTRADE INTERNATIONAL LTD CS 004931101 576 53,000 53,000 53,000 0
ACXIOM CS 005125109 17,275 648,840 648,840 648,840 0
ADELPHIA COMMUNICATIONS CS 006848105 23,472 371,100 371,100 371,100 0
ADMINISTAFF INC CS 007094105 320 24,600 24,600 24,600 0
ADOBE SYSTEMS INC CS 00724F101 13,128 231,200 231,200 231,200 0
ADOLPH COORS CO CS 217016104 11,810 218,700 218,700 218,700 0
ADVANCED ENERGY CS 007973100 1,720 73,100 73,100 73,100 0
ADVANTA CORP CLA CS 007942105 42 3,700 3,700 3,700 0
ADVANTAGE LEARNING SYSTEM CS 00757K100 2,072 66,900 66,900 66,900 0
ADVO-SYSTEM INC CS 007585102 129 6,700 6,700 6,700 0
AEROFLEX INCORPORATED CS 007768104 2,347 164,700 164,700 164,700 0
AETNA CONV PREF C $4.758 PS 008117202 1,762 23,300 23,300 23,300 0
AETNA LIFE & CASUALTY CS 008117103 70,675 851,500 851,500 851,500 0
AFLAC INC CS 001055102 24,110 442,900 442,900 442,900 0
AGL RESOURCES INC CS 001204106 11,293 643,000 643,000 643,000 0
AGNICO-EAGLE MINES CS 008474108 1,313 250,000 250,000 250,000 0
AIR PRODUCTS & CHEMICALS CS 009158106 497 14,500 14,500 14,500 0
AIRBORNE FREIGHT CORP CS 009266107 5,992 192,500 192,500 192,500 0
AIRTOUCH COMMUNICATIONS CS 00949T100 978,744 10,129,300 10,129,300 10,129,300 0
ALCOA INC CS 013817101 8,382 203,500 203,500 203,500 0
ALIANT COMMUNICATIONS CS 016090102 2,262 55,300 55,300 55,300 0
ALLERGAN INC CS 018490102 967 11,000 11,000 11,000 0
ALLIANT TECHSYSTEMS INC CS 018804104 3,014 38,800 38,800 38,800 0
ALLIED HOLDINGS INC CS 019223106 207 21,600 21,600 21,600 0
ALLIED WASTE INDUSTRIES CS 019589308 5,212 361,000 361,000 361,000 0
ALLIED-SIGNAL CORP CS 019512102 13,763 279,800 279,800 279,800 0
ALLSTATE CORPORATION CS 020002101 105,213 2,838,800 2,838,800 2,838,800 0
ALLTEL CORP CS 020039103 92,745 1,486,900 1,486,900 1,486,900 0
ALPHARMA INC CS 020813101 12,033 306,583 306,583 306,583 0
ALTERA CORP CS 021441100 31,001 521,300 521,300 521,300 0
AMAZON.COM INC CS 023135106 54,409 316,100 316,100 316,100 0
AMBAC INC CS 023139108 1,696 31,400 31,400 31,400 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C)
ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING
NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY
- -------------- ----- ------ ------- ------ --------- --------- ---------
AMDOCS LIMITED CS G02602103 10,179 470,700 470,700 470,700 0
AMEREN CORP CS 023608102 47,825 1,321,600 1,321,600 1,321,600 0
AMERICA ONLINE INC CS 02364J104 2,438,273 16,700,500 16,700,500 16,700,500 0
AMERICAN BANKERS PS 024456204 5,549 52,600 52,600 52,600 0
AMERICAN CENTURY SHORT CS 025081506 314,721 33,233,436 33,233,436 33,233,436 0
AMERICAN EXPRESS CO CS 025816109 239,324 2,036,800 2,036,800 2,036,800 0
AMERICAN FINANCIAL GROUP CS 025932104 1,583 45,000 45,000 45,000 0
AMERICAN HOME PRODUCTS CS 026609107 370,764 5,682,200 5,682,200 5,682,200 0
AMERICAN INT'L GROUP INC CS 026874107 1,903,973 15,784,236 15,784,236 15,784,236 0
AMERICAN ITALIAN PASTA CS 027070101 2,920 116,800 116,800 116,800 0
AMERICAN MANAGEMENT CS 027352103 2,892 84,600 84,600 84,600 0
AMERICAN POWER CONVERSION CS 029066107 3,383 125,000 125,000 125,000 0
AMERICAN TOWER CORP CS 029912201 19,046 777,400 777,400 777,400 0
AMERICREDIT CORP CS 03060R101 66 5,000 5,000 5,000 0
AMERIN CORPORATION CS 03070X106 295 14,400 14,400 14,400 0
AMERITECH CORPORATION CS 030954101 248,417 4,292,300 4,292,300 4,292,300 0
AMES DEPARTMENT STORES CS 030789507 5,189 140,000 140,000 140,000 0
AMGEN CS 031162100 178,561 2,382,800 2,382,800 2,382,800 0
AMTRAN, INC CS 03234G106 1,278 66,500 66,500 66,500 0
ANADARKO PETROLEUM CORP CS 032511107 566 15,000 15,000 15,000 0
ANCHOR GAMING CS 033037102 7,049 160,900 160,900 160,900 0
ANDREW CORPORATION CS 034425108 32,589 2,640,100 2,640,100 2,640,100 0
ANDRX CORPORATION CS 034551101 11,110 122,000 122,000 122,000 0
ANESTA CORP CS 034603100 2,882 127,400 127,400 127,400 0
ANGLOGOLD LIMITED-SPON CS 035128206 2,314 115,000 115,000 115,000 0
ANHEUSER BUSCH INC CS 035229103 76,683 1,006,500 1,006,500 1,006,500 0
ANN TAYLOR STORES CORP CS 036115103 25,593 579,200 579,200 579,200 0
ANSWERTHINK CONSULTING CS 036916104 2,531 90,000 90,000 90,000 0
ANTEC CORPORATION CS 03664P105 32,651 1,505,500 1,505,500 1,505,500 0
APACHE CORP CS 037411105 30,488 1,169,800 1,169,800 1,169,800 0
APARTMENT INVESTMENT AND CS 03748R101 4,894 135,000 135,000 135,000 0
APPLE COMPUTER INC CS 037833100 88,595 2,463,100 2,463,100 2,463,100 0
APPLIED MATERIALS INC CS 038222105 193,957 3,142,600 3,142,600 3,142,600 0
APPLIED POWER INC CS 038225108 1,392 51,100 51,100 51,100 0
APRIA HEALTHCARE GROUP CS 037933108 2,731 230,000 230,000 230,000 0
ARCH COAL INC CS 039380100 6,076 458,600 458,600 458,600 0
ARCHER-DANIELS-MIDLAND CO CS 039483102 57,729 3,930,457 3,930,457 3,930,457 0
ARCHSTONE COMMUNITIES CS 039581103 3,534 175,600 175,600 175,600 0
ARDEN REALTY GROUP INC CS 039793104 6,677 300,100 300,100 300,100 0
ARGONAUT GROUP INC CS 040157109 20,758 821,100 821,100 821,100 0
ARM FINANCIAL GROUP, INC CS 001944107 276 18,500 18,500 18,500 0
ARMSTRONG WORLD CS 042476101 3,416 75,600 75,600 75,600 0
ARROW ELECTRONICS INC CS 042735100 5,960 397,300 397,300 397,300 0
ARVIN INDUSTRIES INC CS 043339100 12,121 359,800 359,800 359,800 0
ASARCO INC CS 043413103 36 2,600 2,600 2,600 0
ASCEND COMMUNICATIONS INC CS 043491109 40,294 481,300 481,300 481,300 0
ASHANTI GOLDFIELDS CS 043743202 4,793 547,773 547,773 547,773 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C)
ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING
NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY
- -------------- ----- ------ ------- ------ --------- --------- ---------
ASHLAND INC CS 044204105 978 23,900 23,900 23,900 0
ASSOCIATES FIRST CAPITAL CS 046008108 67,807 1,506,832 1,506,832 1,506,832 0
ASTEC INDUSTRIES INC CS 046224101 12,701 411,800 411,800 411,800 0
ASYST TECHNOLOGIES INC CS 04648X107 4,097 300,000 300,000 300,000 0
AT HOME CORP CS 045919107 182,119 1,157,000 1,157,000 1,157,000 0
AT&T CORP - LIBERTY CS 001957208 703,186 13,362,200 13,362,200 13,362,200 0
ATLANTIC COAST AIRLINES CS 048396105 70 2,500 2,500 2,500 0
ATLANTIC RICHFIELD CO CS 048825103 65,284 894,300 894,300 894,300 0
ATLAS AIR CS 049164106 20,768 720,800 720,800 720,800 0
AURORA FOODS INC CS 05164B106 8,188 500,000 500,000 500,000 0
AUTOBYTEL.COM CS 05275N106 1,122 26,800 26,800 26,800 0
AUTODESK INC CS 052769106 49 1,200 1,200 1,200 0
AUTOMOBILE PROTECTION CS 052905106 49 6,100 6,100 6,100 0
AUTOWEB.COM CS 053331104 381 10,700 10,700 10,700 0
AVALON BAY COMMUNITIES CS 053484101 5,065 160,169 160,169 160,169 0
AVANT CORP CS 053487104 48 2,700 2,700 2,700 0
AVIATION SALES COMPANY CS 053672101 3,008 67,600 67,600 67,600 0
AVID TECHNOLOGY INC CS 05367P100 59 3,400 3,400 3,400 0
AVISTA CORPORATION CS 05379B107 956 58,800 58,800 58,800 0
AVISTA CORPORATION PS 05379B503 13,441 784,900 784,900 784,900 0
AVNET INC CS 053807103 18,646 509,100 509,100 509,100 0
AVON PRODUCTS CS 054303102 44,888 953,800 953,800 953,800 0
AVONDALE INDUSTRIES INC CS 054350103 6,239 209,700 209,700 209,700 0
B C E INC CS 999401ZG0 8,805 198,700 198,700 198,700 0
B E AEROSPACE INC CS 073302101 41 2,800 2,800 2,800 0
B M C SOFTWARE CS 055921100 4,046 109,080 109,080 109,080 0
BAKER HUGHES INC CS 057224107 61,041 2,510,700 2,510,700 2,510,700 0
BALLANTYNE OF OMAHA INC CS 058516105 1,501 200,165 200,165 200,165 0
BALLARD POWER SYSTEMS CS 05858H104 3,522 114,300 114,300 114,300 0
BALTIMORE GAS & ELECTRIC CS 059165100 12,939 509,900 509,900 509,900 0
BANC ONE CORP CS 06423A103 188,786 3,428,582 3,428,582 3,428,582 0
BANK OF NEW YORK CO INC CS 064057102 342,844 9,540,000 9,540,000 9,540,000 0
BANKAMERICA CORP CS 06605F102 272,806 3,862,746 3,862,746 3,862,746 0
BANTA CORP CS 066821109 27,896 1,468,200 1,468,200 1,468,200 0
BARR LABS INC CS 068306109 1,552 50,900 50,900 50,900 0
BARRICK GOLD CORP CS 067901108 39,518 2,316,066 2,316,066 2,316,066 0
BASIN EXPLORATION INC CS 070107107 15 1,100 1,100 1,100 0
BATTLE MOUNTAIN GOLD CS 071593107 3,146 1,144,000 1,144,000 1,144,000 0
BAUSCH & LOMB INC CLA CS 071707103 20,462 314,800 314,800 314,800 0
BAXTER INTERNATIONAL INC CS 071813109 990 15,000 15,000 15,000 0
BEACON PROPERTIES (144A) CS 073561102 2,269 150,000 150,000 150,000 0
BEAR STEARNS COS INC CS 073902108 28,088 628,550 628,550 628,550 0
BEAZER HOMES USA INC CS 07556Q105 40 1,900 1,900 1,900 0
BEC ENERGY HOLDING CO CS 05538M101 3,576 97,300 97,300 97,300 0
BECKMAN COULTER INC CS 075811109 41,140 935,000 935,000 935,000 0
BECTON DICKINSON & CO CS 075887109 32,071 837,100 837,100 837,100 0
BED BATH & BEYOND INC CS 075896100 23,784 649,400 649,400 649,400 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C)
ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING
NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY
- -------------- ----- ------ ------- ------ --------- --------- ---------
BELCO OIL AND GAS CO CS 077410108 311 52,400 52,400 52,400 0
BELCO OIL AND GAS CORP PS 077410207 3,638 231,000 231,000 231,000 0
BELL ATLANTIC CORP CS 077853109 149,816 2,898,500 2,898,500 2,898,500 0
BELLSOUTH CORP CS 079860102 305,797 7,633,000 7,633,000 7,633,000 0
BEMIS CO INC CS 081437105 17,174 552,900 552,900 552,900 0
BEN & JERRY'S HOMEMADE CS 081465106 92 3,300 3,300 3,300 0
BERGEN BRUNSWIG CS 083739102 9,298 464,900 464,900 464,900 0
BERKLEY (W R) CORPORATION CS 084423102 19,602 795,000 795,000 795,000 0
BERKSHIRE HATHAWAY INC CS 084670108 391,772 5,487 5,487 5,487 0
BERKSHIRE HATHAWAY INC CS 084670207 4,716 2,006 2,006 2,006 0
BEST BUY CO CS 086516101 51,532 991,000 991,000 991,000 0
BESTFOODS CS 08658U101 13,799 293,600 293,600 293,600 0
BETHLEHEM STEEL CORP CS 087509105 298 36,100 36,100 36,100 0
BIOCHEM PHARMA INC CS 09058T108 1,681 79,000 79,000 79,000 0
BIOGEN INC CS 090597105 128,772 1,126,800 1,126,800 1,126,800 0
BIOMATRIX INC CS 09060P102 54,811 702,700 702,700 702,700 0
BIOMET INC CS 090613100 4,449 106,000 106,000 106,000 0
BLACK HILLS CORP CS 092113109 1,976 92,700 92,700 92,700 0
BLOCK (H & R) INC CS 093671105 122,275 2,581,000 2,581,000 2,581,000 0
BOB EVANS FARMS INC CS 096761101 3,784 189,500 189,500 189,500 0
BOEING CO CS 097023105 56,313 1,650,200 1,650,200 1,650,200 0
BORG-WARNER AUTOMOTIVE CS 099724106 120 2,500 2,500 2,500 0
BOSTON COMMUNICATIONS CS 100582105 117 12,000 12,000 12,000 0
BOSTON SCIENTIFIC CORP CS 101137107 54,370 1,340,400 1,340,400 1,340,400 0
BOWATER INC CS 102183100 384 9,700 9,700 9,700 0
BP AMOCO PLC CS 055622104 44,632 442,178 442,178 442,178 0
BRADLEY REAL ESTATE INC CS 104580105 1,827 100,800 100,800 100,800 0
BRINKER INTERNATIONAL INC CS 109641100 6,185 239,600 239,600 239,600 0
BRISTOL-MYERS SQUIBB CO CS 110122108 888,156 13,810,000 13,810,000 13,810,000 0
BROOKS AUTOMATION INC CS 11434A100 4,617 205,500 205,500 205,500 0
BUFFETS INC CS 119882108 65 6,500 6,500 6,500 0
BURLINGTON RESOURCES CS 122014103 62,754 1,571,300 1,571,300 1,571,300 0
C M S ENERGY CORP CS 125896100 493 12,300 12,300 12,300 0
C N A FINANCIAL CORP CS 126117100 25,065 645,800 645,800 645,800 0
C S X CORPORATION CS 126408103 24,390 626,400 626,400 626,400 0
C T S CORP CS 126501105 54 1,100 1,100 1,100 0
C-COR ELECTRONICS INC CS 125010108 3,050 168,300 168,300 168,300 0
C-CUBE MICROSYSTEMS INC CS 125015107 47 2,400 2,400 2,400 0
C/NET INC CS 125945105 5,075 55,000 55,000 55,000 0
CABLE & WIRELESS PLC ADR CS 126830207 779 21,100 21,100 21,100 0
CABLEVISION SYSTEMS CORP CS 12686C109 741 10,000 10,000 10,000 0
CADENCE DESIGN SYSTEMS CS 127387108 130,164 5,054,900 5,054,900 5,054,900 0
CALLON PETROLEUM CS 13123X102 13 1,200 1,200 1,200 0
CALPINE CORPORATION CS 131347106 5,156 141,500 141,500 141,500 0
CAMDEN PROPERTY TRUST CS 133131102 2 89 89 89 0
CAPITAL ONE FINANCIAL CS 14040H105 124,847 826,800 826,800 826,800 0
CAPITAL RE CORPORATION CS 140432105 126 7,300 7,300 7,300 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C)
ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING
NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY
- -------------- ----- ------ ------- ------ --------- --------- ---------
CARDINAL HEALTH INC CS 14149Y108 163,500 2,477,275 2,477,275 2,477,275 0
CARNIVAL CORP CS 143658102 19,508 401,700 401,700 401,700 0
CARPENTER TECHNOLOGY CORP CS 144285103 3,540 136,500 136,500 136,500 0
CARRAMERICA REALTY CORP CS 144418100 10,292 466,500 466,500 466,500 0
CARRIER ACCESS CORP CS 144460102 4,788 62,000 62,000 62,000 0
CASCADE NATURAL GAS CORP CS 147339105 2,847 190,600 190,600 190,600 0
CASEY'S GENERAL STORES CS 147528103 1,642 110,600 110,600 110,600 0
CATALINA MARKETING CORP CS 148867104 52 600 600 600 0
CATO CORP CS 149205106 411 44,000 44,000 44,000 0
CBS CORP CS 12490K107 219,654 5,365,600 5,365,600 5,365,600 0
CDW COMPUTER CENTERS INC CS 125129106 843 12,300 12,300 12,300 0
CELESTICA CS 15101Q108 10,250 316,000 316,000 316,000 0
CELLULAR COMM OF CS 15116N108 693 25,500 25,500 25,500 0
CENTEX CONSTRUCTION PROD CS 15231R109 4,526 130,000 130,000 130,000 0
CENTEX CORP CS 152312104 18,073 541,500 541,500 541,500 0
CENTOCOR CONV CB 152342AE1 17,223 17,665,000 17,665,000 17,665,000 0
CENTOCOR INC CS 152342101 31,142 843,100 843,100 843,100 0
CENTRAL & SOUTH WEST CORP CS 152357109 29,116 1,242,300 1,242,300 1,242,300 0
CENTURA BANKS INC CS 15640T100 5,237 90,000 90,000 90,000 0
CENTURY BUSINESS SERVICES CS 156490104 687 62,600 62,600 62,600 0
CENTURY TELEPHONE CS 156686107 1,194 17,000 17,000 17,000 0
CERIDIAN CORP CS 15677T106 57,407 1,570,100 1,570,100 1,570,100 0
CHASE MANHATTAN CORP CS 16161A108 504,243 6,201,300 6,201,300 6,201,300 0
CHATTEM INC CS 162456107 1,378 44,000 44,000 44,000 0
CHEAP TICKETS INC CS 162672109 1,684 50,000 50,000 50,000 0
CHESAPEAKE CORP OF VA CS 165159104 16 600 600 600 0
CHEVRON CORP CS 166751107 2,291 25,900 25,900 25,900 0
CHICO'S FAS INC CS 168615102 1,778 81,500 81,500 81,500 0
CHIQUITA BRANDS CONV PREF PS 170032502 3,441 77,000 77,000 77,000 0
CHIQUITA BRANDS INT'L INC CS 170032106 64 6,300 6,300 6,300 0
CHIREX INC CS 170038103 5,148 209,600 209,600 209,600 0
CHUBB CORP CS 171232101 31,700 541,300 541,300 541,300 0
CHURCH & DWIGHT CO INC CS 171340102 770 18,900 18,900 18,900 0
CIBER INC CS 17163B102 67 3,500 3,500 3,500 0
CINCINNATI BELL INC CS 171870108 1,770 78,900 78,900 78,900 0
CINCINNATI FINANCIAL CS 172062101 547 15,000 15,000 15,000 0
CIRCUIT CITY STORES INC CS 172737108 27,731 361,900 361,900 361,900 0
CIRCUS CIRCUS ENTERPRISES CS 172909103 9,937 565,800 565,800 565,800 0
CISCO SYSTEMS INC CS 17275R102 1,039,499 9,485,025 9,485,025 9,485,025 0
CIT GROUP CLASS A CS 125577106 26,097 853,900 853,900 853,900 0
CITIGROUP INC CS 172967101 468,421 7,333,400 7,333,400 7,333,400 0
CITRIX SYSTEMS INC CS 177376100 2,284 60,000 60,000 60,000 0
CITRIX SYSTEMS 144A CB 177376AA8 4,813 14,000,000 14,000,000 14,000,000 0
CITY NATIONAL CORP CS 178566105 5,212 168,800 168,800 168,800 0
CLAIRE'S STORES INC CS 179584107 696 23,100 23,100 23,100 0
CLEAR CHANNEL CS 184502102 255,099 3,803,900 3,803,900 3,803,900 0
CLOROX CO CS 189054109 938 8,000 8,000 8,000 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C)
ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING
NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY
- -------------- ----- ------ ------- ------ --------- --------- ---------
CLOSURE MEDICAL CORP CS 189093107 2,037 53,700 53,700 53,700 0
CMP GROUP INC CS 125887109 2,993 162,900 162,900 162,900 0
COACHMEN INDUSTRIES CS 189873102 2,833 138,200 138,200 138,200 0
COASTAL CORPORATION CS 190441105 1,716 52,000 52,000 52,000 0
COCA-COLA CO CS 191216100 805,780 13,128,800 13,128,800 13,128,800 0
COCA-COLA ENTERPRISES INC CS 191219104 233,306 7,712,600 7,712,600 7,712,600 0
COGNOS INC CS 19244C109 40 1,700 1,700 1,700 0
COLGATE-PALMOLIVE CO CS 194162103 141,919 1,542,600 1,542,600 1,542,600 0
COLUMBIA ENERGY GROUP CS 197648108 1,500 28,700 28,700 28,700 0
COLUMBIA/HCA HEALTHCARE CS 197677107 66,840 3,529,500 3,529,500 3,529,500 0
COMCAST CORP CS 200300101 26,802 436,700 436,700 436,700 0
COMCAST CORP CL A SPL COM CS 200300200 506,143 8,038,000 8,038,000 8,038,000 0
COMMNET CELLULAR INC CS 202604203 310 19,500 19,500 19,500 0
COMMSCOPE INC CS 203372107 9,541 455,700 455,700 455,700 0
COMPAQ COMPUTER CORP CS 204493100 38,693 1,221,083 1,221,083 1,221,083 0
COMPUTER ASSOC INT'L INC CS 204912109 3,432 96,500 96,500 96,500 0
COMPUTER TASK GROUP CS 205477102 45 2,100 2,100 2,100 0
COMPUWARE CORP CS 205638109 98,785 4,132,200 4,132,200 4,132,200 0
COMPX INTERNATIONAL INC CS 20563P101 875 68,600 68,600 68,600 0
COMVERSE TECHNOLOGY INC CS 205862402 51,464 605,900 605,900 605,900 0
COM21 INC CS 205937105 4,731 180,000 180,000 180,000 0
CONAGRA INC CS 205887102 58,352 2,282,700 2,282,700 2,282,700 0
CONCORD COMMUNICATIONS CS 206186108 4,303 76,200 76,200 76,200 0
CONCORD E F S INC CS 206197105 4,131 150,200 150,200 150,200 0
CONECTIV INC CS 206829103 11,754 606,663 606,663 606,663 0
CONECTIV INC CS 206829202 1,535 42,725 42,725 42,725 0
CONMED CORP CS 207410101 7,775 251,300 251,300 251,300 0
CONSECO INC CS 208464107 47,967 1,553,600 1,553,600 1,553,600 0
CONSOLIDATED EDISON INC CS 209115104 6,502 143,500 143,500 143,500 0
CONSOLIDATED GRAPHICS INC CS 209341106 5,608 97,100 97,100 97,100 0
CONSOLIDATED NATURAL GAS CS 209615103 102 2,100 2,100 2,100 0
CONSOLIDATED PAPERS INC CS 209759109 8,223 349,900 349,900 349,900 0
CONSOLIDATED STORES CS 210149100 6,063 200,000 200,000 200,000 0
CONSOLIDATED TRANSPORT CS 12612W104 4,348 115,000 115,000 115,000 0
CONVERGYS CORP CS 212485106 605 35,300 35,300 35,300 0
COOPER INDUSTRIES INC CS 216669101 55,182 1,294,600 1,294,600 1,294,600 0
COOPER TIRE & RUBBER CO CS 216831107 13,704 745,800 745,800 745,800 0
CORDANT TECHNOLOGIES INC CS 218412104 30,596 768,500 768,500 768,500 0
CORN PRODUCTS INT'L INC CS 219023108 211 8,800 8,800 8,800 0
CORNING INC CS 219350105 2,700 45,000 45,000 45,000 0
CORRPRO COMPANIES INC CS 220317101 55 4,800 4,800 4,800 0
COSTCO COMPANIES INC CS 22160Q102 170,859 1,865,400 1,865,400 1,865,400 0
COUNTRYWIDE CREDIT CS 222372104 8,805 234,800 234,800 234,800 0
COVANCE INC CS 222816100 3,729 148,800 148,800 148,800 0
COX COMMUNICATIONS, INC CS 224044107 18,921 250,200 250,200 250,200 0
CRACKER BARREL OLD CTY CS 12489V106 29,440 1,638,400 1,638,400 1,638,400 0
CRANE CO CS 224399105 733 30,300 30,300 30,300 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C)
ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING
NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY
- -------------- ----- ------ ------- ------ --------- --------- ---------
CRESCENT REAL ESTATE CS 225756105 3,735 173,700 173,700 173,700 0
CRESTLINE CAPITAL CORP CS 226153104 226 14,710 14,710 14,710 0
CRITICAL PATH, INC CS 22674V100 1,933 25,100 25,100 25,100 0
CROWN CASTLE INT'L CORP CS 228227104 9,055 502,200 502,200 502,200 0
CROWN CENTRAL PETROLEUM CS 228219309 166 21,800 21,800 21,800 0
CROWN CORK & SEAL CO INC CS 228255105 86 3,000 3,000 3,000 0
CROWN RESOURCE CORP CS 228569109 673 418,100 418,100 418,100 0
CSG SYSTEMS INTERNATIONAL CS 126349109 44,453 1,124,500 1,124,500 1,124,500 0
CSK AUTO CORPORATION CS 125965103 2,898 96,800 96,800 96,800 0
CTG RESOURCES INC CS 125957100 5,269 218,400 218,400 218,400 0
CULLEN/FROST BANKERS CS 229899109 1,539 32,100 32,100 32,100 0
CVS CORP CS 126650100 142,120 2,992,000 2,992,000 2,992,000 0
D I I GROUP INC CS 232949107 4,370 149,100 149,100 149,100 0
D M MANAGEMENT CO CS 233233105 2,919 183,150 183,150 183,150 0
D R HORTON INC CS 23331A109 14,211 848,400 848,400 848,400 0
D S P COMMUNICATIONS, INC CS 23332K106 59 3,700 3,700 3,700 0
DAIMLERCHRYSLER AG CS D1668R123 25,790 300,542 300,542 300,542 0
DAIN RAUSCHER CORP CS 233856103 10 300 300 300 0
DAL TILE INTERNATIONAL CS 23426R108 3,748 413,600 413,600 413,600 0
DANAHER CORP CS 235851102 523 10,000 10,000 10,000 0
DARDEN RESTAURANTS CS 237194105 225 10,900 10,900 10,900 0
DAYTON-HUDSON CORP CS 239753106 133,956 2,010,600 2,010,600 2,010,600 0
DELL COMPUTER CORP CS 247025109 489,284 11,961,100 11,961,100 11,961,100 0
DELTA AIR LINES INC CS 247361108 6,582 94,700 94,700 94,700 0
DELUXE CORP CS 248019101 69,667 2,392,000 2,392,000 2,392,000 0
DENTSPLY INTERNATIONAL CS 249030107 17,904 771,100 771,100 771,100 0
DEPARTMENT 56 INC CS 249509100 1,284 42,200 42,200 42,200 0
DEVELOPERS DIVERS CS 251591103 2,041 142,600 142,600 142,600 0
DEVON ENERGY CORP CS 251799102 353 12,800 12,800 12,800 0
DEVRY INC CS 251893103 1,218 42,000 42,000 42,000 0
DEXTER CORP CS 252165105 18,084 574,100 574,100 574,100 0
DIALOGIC CORPORATION CS 252499108 12 400 400 400 0
DIAMOND OFFSHORE DRILL CB 25271CAA0 4,850 4,675,000 4,675,000 4,675,000 0
DIAMOND OFFSHORE DRILLING CS 25271C102 10,917 345,200 345,200 345,200 0
DIEBOLD INC CS 253651103 5,570 232,100 232,100 232,100 0
DILLARD'S INC CS 254067101 23,657 932,300 932,300 932,300 0
DISNEY (WALT) COMPANY CS 254687106 69,686 2,238,900 2,238,900 2,238,900 0
DOMINION RESOURCES INC CS 257470104 18,605 503,700 503,700 503,700 0
DONALDSON LUFKIN AND CS 257661108 20,207 289,700 289,700 289,700 0
DORAL FINANCIAL CORP CS 25811P100 151 8,200 8,200 8,200 0
DOW CHEMICAL CO CS 260543103 50,797 545,100 545,100 545,100 0
DSET CORPORATION CS 262504103 1,566 134,000 134,000 134,000 0
DTE ENERGY HOLDING CO CS 233331107 1,422 37,000 37,000 37,000 0
DU PONT CO CS 263534109 95,025 1,636,600 1,636,600 1,636,600 0
DUCKWALL ALCO STORES CS 264142100 150 15,500 15,500 15,500 0
DUKE ENERGY CORP CS 264399106 34,463 630,900 630,900 630,900 0
DUN & BRADSTREET CORP CS 26483B106 428 12,000 12,000 12,000 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C)
ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING
NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY
- -------------- ----- ------ ------- ------ --------- --------- ---------
DURA AUTOMOTIVE SYSTEMS CS 265903104 1,633 57,800 57,800 57,800 0
DURAMED PHARMACEUTICALS CS 266354109 887 96,500 96,500 96,500 0
DYCOM INDUSTRIES INC CS 267475101 5,259 120,900 120,900 120,900 0
DYNEGY INC CS 26816L102 6 400 400 400 0
E G & G INC CS 268457108 12,950 491,000 491,000 491,000 0
E M C CORP CS 268648102 1,395,988 10,927,500 10,927,500 10,927,500 0
E'TOWN CORP CS 269242103 73 1,800 1,800 1,800 0
EAGLE USA AIRFREIGHT CS 270018104 1,499 46,300 46,300 46,300 0
EARTHGRAINS CS 270319106 12,991 585,500 585,500 585,500 0
EASTERN ENTERPRISES CS 27637F100 1,029 28,300 28,300 28,300 0
EASTMAN KODAK CO CS 277461109 79,722 1,248,100 1,248,100 1,248,100 0
EBAY INC CS 278642103 137 1,000 1,000 1,000 0
ECHO BAY MINES LTD CS 278751102 303 179,800 179,800 179,800 0
ECHOSTAR COMMUNICATIONS CS 278762109 18,623 228,500 228,500 228,500 0
ECOLAB INC CS 278865100 178 5,000 5,000 5,000 0
ECSOFT GROUP PLC -ADR CS 279240105 1,775 56,000 56,000 56,000 0
EDISON INTERNATIONAL INC CS 281020107 3,749 168,500 168,500 168,500 0
EL PASO ELECTRIC CO CS 283677854 40 5,200 5,200 5,200 0
EL PASO ENERGY CORP CS 283905107 1,638 50,100 50,100 50,100 0
ELAN CORP PLC CS 284131208 180,255 2,584,300 2,584,300 2,584,300 0
ELCOR CORPORATION CS 284443108 3,142 89,300 89,300 89,300 0
ELECTRO SCIENTIFIC INDUS CS 285229100 2,477 53,200 53,200 53,200 0
ELECTRONIC DATA SYSTEMS CS 285661104 4,883 100,300 100,300 100,300 0
ELECTRONICS FOR IMAGING CS 286082102 20,798 528,200 528,200 528,200 0
ELI LILLY & COMPANY CS 532457108 516,974 6,091,000 6,091,000 6,091,000 0
EMMIS BROADCASTING CS 291525103 6,496 130,000 130,000 130,000 0
EMPRESA NAC ELEC CHILE CS 29244T101 219 15,600 15,600 15,600 0
ENERGEN CORP CS 29265N108 696 46,600 46,600 46,600 0
ENERGY EAST CS 29266M109 3,963 75,400 75,400 75,400 0
ENERSIS S.A CS 29274F104 161 6,000 6,000 6,000 0
ENESCO GROUP INC CS 292973104 701 38,800 38,800 38,800 0
ENRON CORP CS 293561106 347,528 5,409,000 5,409,000 5,409,000 0
ENTERCOM COMMUNICATIONS CS 293639100 7,606 215,000 215,000 215,000 0
ENTERGY CORP CS 29364G103 5,027 182,800 182,800 182,800 0
EQUANT CORP CS 294409107 39,762 528,400 528,400 528,400 0
EQUITABLE COMPANIES INC CS 29444G107 42,665 609,500 609,500 609,500 0
EQUITY OFFICE PROPERTIES CS 294741103 6,179 242,900 242,900 242,900 0
EQUITY RESIDENTIAL CS 29476L107 4,979 120,702 120,702 120,702 0
ESAT TELECOM GROUP PLC CS 26883Y102 22,828 540,300 540,300 540,300 0
ESSEX PROPERTY TRUST INC CS 297178105 4,305 164,800 164,800 164,800 0
EXCALIBUR TECHNOLOGIES CS 300651205 616 46,800 46,800 46,800 0
EXCITE CS 300904109 25,874 184,900 184,900 184,900 0
EXODUS COMMUNICATIONS CS 302088109 2,348 17,500 17,500 17,500 0
EXPRESS SCRIPTS INC CS 302182100 26,418 307,300 307,300 307,300 0
EXXON CORP CS 302290101 152,267 2,157,900 2,157,900 2,157,900 0
F D X CORPORATION CS 31304N107 464 5,000 5,000 5,000 0
F P L GROUP INC CS 302571104 91,446 1,717,300 1,717,300 1,717,300 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C)
ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING
NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY
- -------------- ----- ------ ------- ------ --------- --------- ---------
FAIR, ISAAC, AND COMPANY CS 303250104 104 2,800 2,800 2,800 0
FAMILY DOLLAR STORES INC CS 307000109 29,939 1,301,700 1,301,700 1,301,700 0
FANNIE MAE CS 313586109 852,419 12,309,300 12,309,300 12,309,300 0
FBL FINANCIAL GROUP, INC CS 30239F106 163 9,200 9,200 9,200 0
FEDERAL HOME LOAN MTG CS 313400301 510,063 8,928,900 8,928,900 8,928,900 0
FELCOR LODGING TRUST INC CS 31430F101 626 27,000 27,000 27,000 0
FIDELITY NATIONAL CS 316326107 16,811 1,120,750 1,120,750 1,120,750 0
FIFTH THIRD BANCORP CS 316773100 108,083 1,638,400 1,638,400 1,638,400 0
FIRST AMERICAN FINC'L CS 318522307 21,892 1,384,500 1,384,500 1,384,500 0
FIRST DATA CORPORATION CS 319963104 100,749 2,356,700 2,356,700 2,356,700 0
FIRST TENNESSEE NAT'L CS 337162101 16,344 445,100 445,100 445,100 0
FIRST UNION CORP CS 337358105 126,871 2,374,200 2,374,200 2,374,200 0
FIRST VIRGINIA BANK INC CS 337477103 90,948 1,990,650 1,990,650 1,990,650 0
FIRSTAR CORPORATION CS 33763V109 1,790 20,000 20,000 20,000 0
FIRSTENERGY CS 337932107 1,226 43,900 43,900 43,900 0
FISERV INC CS 337738108 10,011 186,900 186,900 186,900 0
FLEET FINANCIAL GROUP CS 338915101 12,823 340,800 340,800 340,800 0
FLEETWOOD ENTERPRISES CS 339099103 28,482 995,000 995,000 995,000 0
FLEXTRONICS INTERNATIONAL CS Y2573F102 16,380 319,600 319,600 319,600 0
FLORIDA PROGRESS CORP CS 341109106 20,068 531,600 531,600 531,600 0
FLOWERS INDUSTRIES INC CS 343496105 4,519 183,500 183,500 183,500 0
FLOWSERVE CORP CS 34354P105 47,978 3,082,900 3,082,900 3,082,900 0
FOOD LION INC CL A CS 344775200 4,782 519,600 519,600 519,600 0
FOODMAKER INC CS 344839204 29,226 1,146,100 1,146,100 1,146,100 0
FOOTSTAR CS 344912100 48 1,500 1,500 1,500 0
FORD MOTOR CO CS 345370100 326,006 5,744,600 5,744,600 5,744,600 0
FORE SYSTEMS CS 345449102 7,213 381,500 381,500 381,500 0
FOREST LABORATORIES INC CS 345838106 40,782 723,400 723,400 723,400 0
FORT JAMES CORPORATION CS 347471104 20,575 649,300 649,300 649,300 0
FORTUNE BRANDS INC CS 349631101 22,594 584,000 584,000 584,000 0
FOSSIL INC CS 349882100 30 1,000 1,000 1,000 0
FOSTER WHEELER CORP CS 350244109 2,715 223,900 223,900 223,900 0
FOUR SEASONS HOTELS CS 9997023X9 4,876 116,800 116,800 116,800 0
FOX ENTERTAINMENT CL A CS 35138T107 67,978 2,506,100 2,506,100 2,506,100 0
FRED'S INC CS 356108100 1,746 157,350 157,350 157,350 0
FRONTIER CORP CS 35906P105 2,200 42,400 42,400 42,400 0
FRONTIER INSURANCE GROUP CS 359081106 129 10,900 10,900 10,900 0
FRUIT OF THE LOOM INC CS G3682L105 9,245 891,100 891,100 891,100 0
FUNDTECH CS M47095100 5,425 174,300 174,300 174,300 0
FURNITURE BRANDS INC CS 360921100 53 2,400 2,400 2,400 0
G T E CORP CS 362320103 80,816 1,335,800 1,335,800 1,335,800 0
GALLAGHER (ARTHUR J) & CO CS 363576109 20,291 441,100 441,100 441,100 0
GANNETT CO CS 364730101 34,020 540,000 540,000 540,000 0
GAP INC CS 364760108 38,274 568,600 568,600 568,600 0
GARDNER DENVER MACHINERY CS 365558105 27 1,700 1,700 1,700 0
GATEWAY 2000 CS 367833100 17,278 252,000 252,000 252,000 0
GEMSTAR INTERNATIONAL GRP CS G3788V106 102,358 1,362,500 1,362,500 1,362,500 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C)
ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING
NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY
- -------------- ----- ------ ------- ------ --------- --------- ---------
GENENTECH INC CS 368710307 85,736 967,400 967,400 967,400 0
GENERAL DYNAMICS CORP CS 369550108 40,818 635,300 635,300 635,300 0
GENERAL ELECTRIC CO CS 369604103 1,861,907 16,830,800 16,830,800 16,830,800 0
GENERAL GROWTH PROPERTIES CS 370021107 5,881 181,300 181,300 181,300 0
GENERAL MILLS INC CS 370334104 33,331 441,100 441,100 441,100 0
GENERAL MOTORS CORP CS 370442105 133,579 1,537,600 1,537,600 1,537,600 0
GENTEX CORP CS 371901109 7,987 370,400 370,400 370,400 0
GEORGIA PACIFIC GROUP CS 373298108 1,485 20,000 20,000 20,000 0
GETCHELL GOLD CS 374265106 5,280 202,100 202,100 202,100 0
GILAT SATELLITE NETWORKS CS M51474100 8,087 135,200 135,200 135,200 0
GILLETTE CO CS 375766102 760,075 12,787,800 12,787,800 12,787,800 0
GLIATECH INC CS 37929C103 1,336 57,600 57,600 57,600 0
GLOBAL TELESYSTEMS GROUP CB 37936UAE4 20,382 17,200,000 17,200,000 17,200,000 0
GLOBAL TELESYSTEMS GROUP CS 37936U104 64,398 1,151,900 1,151,900 1,151,900 0
GOLDEN STAR RESOURCES LTD CS 38119T104 81 100,000 100,000 100,000 0
GOLDEN STATE BANCORP INC CS 381197102 42 1,900 1,900 1,900 0
GOODRICH (B F) CO CS 382388106 68,934 2,009,000 2,009,000 2,009,000 0
GP STRATEGIES CORP CS 36225V104 1,990 112,100 112,100 112,100 0
GRACE (W R) & CO CS 38388F108 289 23,800 23,800 23,800 0
GRACO INC CS 384109104 64 2,900 2,900 2,900 0
GREENPOINT FINANCIAL CORP CS 395384100 8,865 255,100 255,100 255,100 0
GRIFFON CORPORATION CS 398433102 145 21,100 21,100 21,100 0
GRUPO ELEKTRA SA GDR CS 40050A102 423 65,000 65,000 65,000 0
GRUPO IUSACELL CS 40049W306 200 25,000 25,000 25,000 0
GTECH HOLDINGS CORP CS 400518106 57,679 2,366,300 2,366,300 2,366,300 0
GUCCI CS 401566104 23,120 287,200 287,200 287,200 0
GUIDANT CORPORATION CS 401698105 273,085 4,513,800 4,513,800 4,513,800 0
GULF ISLAND FABRICATION CS 402307102 48 4,500 4,500 4,500 0
GULFSTREAM AEROSPACE CORP CS 402734107 1,974 45,500 45,500 45,500 0
HA LO CS 404429102 47 3,800 3,800 3,800 0
HAEMONETICS CORPORATION CS 405024100 2,505 159,700 159,700 159,700 0
HAIN FOOD GROUP INC CS 405219106 605 36,500 36,500 36,500 0
HALLIBURTON CO CS 406216101 23,574 612,300 612,300 612,300 0
HANOVER COMPRESSOR CS 410768105 1,791 67,600 67,600 67,600 0
HARLEY-DAVIDSON INC CS 412822108 45,189 785,900 785,900 785,900 0
HARMONIC INC CS 413160102 5,008 181,300 181,300 181,300 0
HARRIS CORP CS 413875105 13,107 457,900 457,900 457,900 0
HASBRO INC CS 418056107 13,738 474,750 474,750 474,750 0
HAWAIIAN ELECTRIC CS 419870100 3,836 109,400 109,400 109,400 0
HCC INSURANCE HOLDINGS CS 404132102 433 22,500 22,500 22,500 0
HEALTH MANAGEMENT SYSTEMS CS 42219M100 890 185,000 185,000 185,000 0
HELEN OF TROY CS G4388N106 2,210 170,400 170,400 170,400 0
HENRY SCHEIN CS 806407102 1,316 52,000 52,000 52,000 0
HERBALIFE INTL CS 426908208 3,700 302,000 302,000 302,000 0
HERMAN MILLER INC CS 600544100 2,831 155,900 155,900 155,900 0
HERTZ CORP CS 428040109 20,619 385,400 385,400 385,400 0
HEWLETT-PACKARD CO CS 428236103 114,888 1,694,200 1,694,200 1,694,200 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C)
ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING
NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY
- -------------- ----- ------ ------- ------ --------- --------- ---------
HI/FN INC CS 428358105 736 19,800 19,800 19,800 0
HILLENBRAND INDUSTRIES CS 431573104 42,599 922,300 922,300 922,300 0
HOLOGIC INC CS 436440101 51 5,800 5,800 5,800 0
HOME DEPOT INC CS 437076102 684,999 11,004,000 11,004,000 11,004,000 0
HOMESTAKE MINING CS 437614100 6,386 740,376 740,376 740,376 0
HOMESTAKE MINING CO 144A CB 437614AA8 10,876 11,300,000 11,300,000 11,300,000 0
HON INDUSTRIES INC CS 438092108 2,431 110,800 110,800 110,800 0
HONG KONG CS 438579203 972 49,700 49,700 49,700 0
HOOPER HOLMES INC CS 439104100 214 13,700 13,700 13,700 0
HORACE MANN EDUCATORS CS 440327104 132 5,700 5,700 5,700 0
HORMEL FOODS CORP CS 440452100 7,973 223,800 223,800 223,800 0
HOST MARRIOTT CORPORATION CS 44107P104 3,032 272,497 272,497 272,497 0
HOUSEHOLD INT'L INC CS 441815107 30,738 673,700 673,700 673,700 0
HUBCO INC CS 404382103 5,963 178,000 178,000 178,000 0
HUMANA INC CS 444859102 16,463 954,400 954,400 954,400 0
HUNTINGTON BANCSHARES INC CS 446150104 5,633 181,900 181,900 181,900 0
HUTCHINSON TECHNOLOGY INC CS 448407106 45 1,800 1,800 1,800 0
I B P INC CS 449223106 1,911 102,600 102,600 102,600 0
I CUBE CS 459698106 1,136 34,600 34,600 34,600 0
I M C GLOBAL INC CS 449669100 29,119 1,424,800 1,424,800 1,424,800 0
I T I TECHNOLOGIES INC CS 450564109 3,239 106,200 106,200 106,200 0
I T T HARTFORD GROUP INC CS 416515104 2,233 39,300 39,300 39,300 0
ICU MEDICAL INC CS 44930G107 31 1,900 1,900 1,900 0
IDACORP INC CS 451107106 2,570 87,500 87,500 87,500 0
IDEC PHARMACEUTICALS CORP CS 449370105 9,576 186,500 186,500 186,500 0
IDEXX LABORATORIES INC CS 45168D104 7,181 298,800 298,800 298,800 0
IMMUNEX CORP CS 452528102 26,337 316,600 316,600 316,600 0
IMPERIAL BANCORP CS 452556103 89 5,200 5,200 5,200 0
IMPERIAL THRIFT AND LOAN CS 450565106 117 7,900 7,900 7,900 0
IMS HEALTH INC CS 449934108 149,964 4,527,200 4,527,200 4,527,200 0
INDOSAT CS 715680104 155 12,000 12,000 12,000 0
INFINITY BROADCASTING CS 45662S102 55,172 2,142,600 2,142,600 2,142,600 0
INGERSOLL-RAND CO CS 456866102 42,851 863,500 863,500 863,500 0
INKTOMI CORPORATION CS 457277101 9,333 109,000 109,000 109,000 0
INSIGHT ENTERPRISES CS 45765U103 87 3,500 3,500 3,500 0
INSITUFORM TECHNOLOGIES CS 457667103 3,342 189,600 189,600 189,600 0
INT'L BUSINESS MACHINES CS 459200101 908,016 5,122,800 5,122,800 5,122,800 0
INT'L FIBERCOM INC CS 45950T101 2,634 399,400 399,400 399,400 0
INT'L GAME TECHNOLOGY CS 459902102 1,657 113,800 113,800 113,800 0
INT'L MULTIFOODS CORP CS 460043102 133 5,700 5,700 5,700 0
INT'L PAPER COMPANY CS 460146103 380 9,000 9,000 9,000 0
INT'L SPECIALTY PRODUCTS CS 460337108 4,705 622,100 622,100 622,100 0
INTEL CORPORATION CS 458140100 1,215,604 10,225,900 10,225,900 10,225,900 0
INTER-TEL INC CS 458372109 26 1,700 1,700 1,700 0
INTERIM SERVICES INC CS 45868P100 56 3,700 3,700 3,700 0
INTERNATIONAL SPEEDWAY CS 460335201 6,387 121,000 121,000 121,000 0
INTERSTATE BAKERIES CORP CS 46072H108 54,385 2,522,200 2,522,200 2,522,200 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C)
ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING
NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY
- -------------- ----- ------ ------- ------ --------- --------- ---------
INTERVOICE INC CS 461142101 38 3,500 3,500 3,500 0
INTIMATE BRANDS INC CS 461156101 6,930 144,000 144,000 144,000 0
INTRAWARE CS 46118M103 2,285 57,000 57,000 57,000 0
INTUIT CS 461202103 36,202 355,900 355,900 355,900 0
IONA TECHNOLOGIES CS 46206P109 1,954 64,600 64,600 64,600 0
ITT EDUCATIONAL SERVICES CS 45068B109 6,818 181,500 181,500 181,500 0
IVAX CORP CS 465823102 4,708 398,600 398,600 398,600 0
IVILLAGE INC CS 46588H105 541 5,400 5,400 5,400 0
J D N REALTY CORP CS 465917102 1,684 84,750 84,750 84,750 0
J L G INDUSTRIES CS 466210101 110 8,100 8,100 8,100 0
JABIL CIRCUIT INC CS 466313103 20,529 506,900 506,900 506,900 0
JACK HENRY & ASSOCIATES CS 426281101 18 500 500 500 0
JACOR COMMUNICATIONS INC CS 469858401 26,589 350,000 350,000 350,000 0
JOHNSON & JOHNSON CS 478160104 691,957 7,385,800 7,385,800 7,385,800 0
JOHNSON CONTROLS INC CS 478366107 14,477 232,100 232,100 232,100 0
JONES APPAREL GROUP INC CS 480074103 4,082 146,100 146,100 146,100 0
JONES PHARMA INC CS 480236108 38 1,100 1,100 1,100 0
K N ENERGY INC CS 482620101 11,561 579,850 579,850 579,850 0
K-SWISS INC CS 482686102 195 7,800 7,800 7,800 0
KANSAS CITY POWER & LIGHT CS 485134100 2,246 91,200 91,200 91,200 0
KANSAS CITY SOUTHERN CS 485170104 19,990 350,700 350,700 350,700 0
KAUFMAN & BROAD HOME CORP CS 486168107 11,455 507,700 507,700 507,700 0
KEANE INC CS 486665102 8,817 413,700 413,700 413,700 0
KELLY SERVICES INC CS 488152208 4,843 176,500 176,500 176,500 0
KENDLE INTERNATIONAL INC CS 48880L107 2,102 104,600 104,600 104,600 0
KENT ELECTRONICS CORP CS 490553104 140 14,100 14,100 14,100 0
KERAVISION INC CS 492061106 1,996 131,400 131,400 131,400 0
KERR-MCGEE CORP CS 492386107 361 11,000 11,000 11,000 0
KEYCORP CS 493267108 14,453 476,800 476,800 476,800 0
KEYSPAN ENERGY CORP CS 49337K106 26,027 1,035,900 1,035,900 1,035,900 0
KILROY REALTY CS 49427F108 3,721 181,500 181,500 181,500 0
KIMBERLY-CLARK CORP CS 494368103 42,295 882,300 882,300 882,300 0
KIMCO REALTY CORP CS 49446R109 1,586 43,000 43,000 43,000 0
KINDER MORGAN ENERGY CS 494550106 69 2,000 2,000 2,000 0
KINROSS GOLD CORPORATION CS 496902107 789 371,380 371,380 371,380 0
KLA TENCOR CORP CS 482480100 31,421 646,600 646,600 646,600 0
KNIGHT-RIDDER INC CS 499040103 4,225 84,500 84,500 84,500 0
KOHL'S CORP CS 500255104 1,297 18,300 18,300 18,300 0
KROGER CO CS 501044101 1,796 30,000 30,000 30,000 0
KROLL O GARA CO CS 501050108 3,338 123,900 123,900 123,900 0
KRONOS INC CS 501052104 2,513 104,700 104,700 104,700 0
KULICKE AND SOFFA INDS CS 501242101 25 1,000 1,000 1,000 0
L G & E ENERGY CORP CS 501917108 27,785 1,335,000 1,335,000 1,335,000 0
L T V CORP CS 501921100 210 39,000 39,000 39,000 0
L-3 COMMUNICATIONS CS 502424104 9,250 200,000 200,000 200,000 0
LAB HOLDINGS INC CS 505353102 11,650 695,500 695,500 695,500 0
LAB ONE INC CS 50540E101 320 29,800 29,800 29,800 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C)
ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING
NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY
- -------------- ----- ------ ------- ------ --------- --------- ---------
LABOR READY INC CS 505401208 39 1,500 1,500 1,500 0
LABORATORIO CHILE SA CS 50540H104 93 6,000 6,000 6,000 0
LACLEDE GAS CO CS 505588103 4,097 195,700 195,700 195,700 0
LAFARGE CORP CS 505862102 23,514 839,800 839,800 839,800 0
LAIDLAW INC CS 50730K503 511 87,900 87,900 87,900 0
LANCASTER COLONY CORP CS 513847103 6,888 259,000 259,000 259,000 0
LANCE INC CS 514606102 11,289 702,800 702,800 702,800 0
LANDAMERICA FINANCIAL CS 514936103 14,680 506,200 506,200 506,200 0
LANDS' END INC CS 515086106 4,844 139,900 139,900 139,900 0
LATTICE SEMICONDUCTOR CS 518415104 46 1,000 1,000 1,000 0
LEGATO CS 524651106 3,212 62,400 62,400 62,400 0
LEHMAN BROTHERS HOLDING CS 524908100 42,608 713,100 713,100 713,100 0
LENNAR CORP CS 526057104 884 39,500 39,500 39,500 0
LEXMARK INTERNATIONAL GRP CS 529771107 7,096 63,500 63,500 63,500 0
LIBERTY PROPERTY TRUST CS 531172104 4,694 226,200 226,200 226,200 0
LIGAND PHARMACEUTICALS CS 53220K207 1,795 216,800 216,800 216,800 0
LILLY INDUSTRIES INC CS 532491107 173 11,200 11,200 11,200 0
LIMITED INC CS 532716107 1,438 36,300 36,300 36,300 0
LINCOLN NATIONAL CORP CS 534187109 164,370 1,662,400 1,662,400 1,662,400 0
LINEAR TECHNOLOGY CORP CS 535678106 94,144 1,833,600 1,833,600 1,833,600 0
LITTELFUSE INC CS 537008104 18,028 977,800 977,800 977,800 0
LOCKHEED MARTIN CORP CS 539830109 912 24,200 24,200 24,200 0
LOEWS CORP CS 540424108 66,386 889,600 889,600 889,600 0
LONE STAR INDUSTRIES CS 542290408 7,251 233,900 233,900 233,900 0
LOUISIANA-PACIFIC CORP CS 546347105 257 13,800 13,800 13,800 0
LOWE'S COS CS 548661107 7,611 125,800 125,800 125,800 0
LUBRIZOL CORP CS 549271104 35,156 1,562,500 1,562,500 1,562,500 0
LUBY'S INC CS 549282101 2,936 174,000 174,000 174,000 0
LUCENT TECHNOLOGIES INC CS 549463107 581,204 5,394,000 5,394,000 5,394,000 0
LUKOIL CS 677862104 403 14,000 14,000 14,000 0
M B N A CORPORATION CS 55262L100 19,828 830,500 830,500 830,500 0
M C I WORLDCOM INC CS 55268B106 2,382,761 26,914,348 26,914,348 26,914,348 0
M C N ENERGY GROUP, INC CS 55267J100 5,885 366,400 366,400 366,400 0
M D U RESOURCES GROUP CS 552690109 3,708 162,100 162,100 162,100 0
M I SCHOTTENSTEIN HOMES CS 55305B101 124 7,000 7,000 7,000 0
MACERICH COMPANY CS 554382101 2,872 126,600 126,600 126,600 0
MACK CALI REALTY CORP CS 554489104 7,608 259,000 259,000 259,000 0
MACROMEDIA INC CS 556100105 27 600 600 600 0
MAIL-WELL INC CS 560321200 788 58,900 58,900 58,900 0
MAINE PUBLIC SERVICE CS 560483109 240 17,600 17,600 17,600 0
MALLINCKRODT GROUP INC CS 561232109 4,106 154,200 154,200 154,200 0
MANITOWOC CO CS 563571108 46 1,100 1,100 1,100 0
MANUFACTURED HOME CS 564682102 3,670 152,900 152,900 152,900 0
MARKETWATCH.COM INC CS 570619106 1,917 26,100 26,100 26,100 0
MARRIOTT INTERNATIONAL CS 571903202 841 25,000 25,000 25,000 0
MARSH & MC LENNAN COS CS 571748102 44,305 597,200 597,200 597,200 0
MARSHALL & ILSLEY CORP CS 571834100 6,095 110,000 110,000 110,000 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C)
ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING
NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY
- -------------- ----- ------ ------- ------ --------- --------- ---------
MARSHALL INDUSTRIES CS 572393106 82 6,100 6,100 6,100 0
MARTIN MARIETTA MATERIALS CS 573284106 24,702 432,900 432,900 432,900 0
MASTECH CORP CS 57632N105 2,961 228,900 228,900 228,900 0
MAXIM INTEGRATED PRODUCTS CS 57772K101 104,732 1,935,000 1,935,000 1,935,000 0
MAXIMUS CS 577933104 1,314 45,100 45,100 45,100 0
MCDERMOTT INT'L INC CS 580037109 3,189 126,000 126,000 126,000 0
MCDONALD'S CORPORATION CS 580135101 347,696 7,673,300 7,673,300 7,673,300 0
MCGRAW-HILL INC CS 580645109 131 2,400 2,400 2,400 0
MCKESSON HBOC INC CS 58155Q103 12,671 191,978 191,978 191,978 0
MEDCO RESEARCH INC CS 584059109 811 31,200 31,200 31,200 0
MEDIA ARTS GROUP INC CS 58439C102 23 2,500 2,500 2,500 0
MEDIAONE GROUP INC CS 58440J104 411,156 6,474,900 6,474,900 6,474,900 0
MEDICAL CARE INT CONV CB 584505AC5 8,541 9,975,000 9,975,000 9,975,000 0
MEDICIS PHARMACEUTICAL CS 584690309 6,437 214,550 214,550 214,550 0
MEDIMMUNE INC CS 584699102 23,630 398,600 398,600 398,600 0
MEDTRONIC INC CS 585055106 664,592 9,262,600 9,262,600 9,262,600 0
MELLON BANK CORP CS 585509102 88,187 1,253,100 1,253,100 1,253,100 0
MENS WEARHOUSE INC CS 587118100 4,327 150,000 150,000 150,000 0
MENTOR GRAPHICS CORP CS 587200106 9,972 720,300 720,300 720,300 0
MERCANTILE BANCORPORATION CS 587342106 131,292 2,764,042 2,764,042 2,764,042 0
MERCK & CO INC CS 589331107 1,061,282 13,235,000 13,235,000 13,235,000 0
MERCURY INTERACTIVE CORP CS 589405109 5,277 148,000 148,000 148,000 0
MERIDIAN GOLD INC CS 589975101 3,096 527,000 527,000 527,000 0
MERISTAR HOSPITALITY CORP CS 58984Y103 5,452 299,755 299,755 299,755 0
MERISTAR HOTELS & RESORTS CS 589988104 270 98,100 98,100 98,100 0
MERRILL LYNCH & CO CS 590188108 68,159 770,700 770,700 770,700 0
METHODE ELECTRONICS INC CS 591520200 131 11,900 11,900 11,900 0
METRO NETWORKS INC CS 591918107 4,179 76,200 76,200 76,200 0
METROCORP BANCSHARES CS 591650106 60 6,100 6,100 6,100 0
METZLER GROUP CS 592903108 31,078 992,500 992,500 992,500 0
MICHAELS STORES INC CS 594087108 27 1,100 1,100 1,100 0
MICREL INC CS 594793101 15 300 300 300 0
MICRON TECHNOLOGY INC CS 595112103 20,728 429,600 429,600 429,600 0
MICROSOFT CORPORATION CS 594918104 3,170,857 35,391,500 35,391,500 35,391,500 0
MILLIPORE CORP CS 601073109 11,237 465,800 465,800 465,800 0
MILLS CORP CS 601148109 1,430 79,700 79,700 79,700 0
MININGCO.COM CS 60366T108 2,685 30,000 30,000 30,000 0
MINNESOTA MINING & MFG CO CS 604059105 136,307 1,926,600 1,926,600 1,926,600 0
MINNESOTA POWER INC CS 604110106 29,183 1,477,600 1,477,600 1,477,600 0
MINNTECH CORP CS 604258103 53 4,200 4,200 4,200 0
MIRAGE RESORTS INC CS 60462E104 10,296 484,500 484,500 484,500 0
MOBIL CORP CS 607059102 69,670 791,700 791,700 791,700 0
MODEM MEDIA.POPPE TYSON CS 607533106 2,559 59,600 59,600 59,600 0
MOHAWK INDUSTRIES CS 608190104 108 3,600 3,600 3,600 0
MONSANTO CO CS 611662107 5,972 130,000 130,000 130,000 0
MONTANA POWER CO CS 612085100 72,967 991,900 991,900 991,900 0
MORGAN STANLEY DEAN CS 617446448 298,363 2,985,500 2,985,500 2,985,500 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C)
ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING
NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY
- -------------- ----- ------ ------- ------ --------- --------- ---------
MORRISON-KNUDSEN CORP CS 61844A109 14 1,400 1,400 1,400 0
MORTON INTL INC CS 619335102 305 8,300 8,300 8,300 0
MOTOROLA INC CS 620076109 80,304 1,096,300 1,096,300 1,096,300 0
MURPHY OIL CORP CS 626717102 37,686 908,100 908,100 908,100 0
MYLAN LABORATORIES CS 628530107 12,517 456,200 456,200 456,200 0
N C R CORP CS 62886E108 30,375 607,500 607,500 607,500 0
N C S HEALTHCARE INC CL A CS 628874109 54 4,400 4,400 4,400 0
N T L INC CS 629407107 20,311 249,500 249,500 249,500 0
N V R INC CS 62944T105 131 3,100 3,100 3,100 0
NACCO INDUSTRIES INC CS 629579103 778 10,500 10,500 10,500 0
NALCO CHEMICAL CO CS 629853102 57,861 2,178,300 2,178,300 2,178,300 0
NATIONAL COMPUTER SYSTEMS CS 635519101 15,129 617,500 617,500 617,500 0
NATIONAL PRESTO CS 637215104 15,284 431,300 431,300 431,300 0
NATIONAL R V HOLDINGS CS 637277104 55 2,500 2,500 2,500 0
NATIONAL SERVICE CS 637657107 4,762 139,800 139,800 139,800 0
NATURES SUNSHINE PRODUCTS CS 639027101 2,307 207,400 207,400 207,400 0
NAVISTAR INTL CORP CS 63934E108 68 1,700 1,700 1,700 0
NCO GROUP INC CS 628858102 13,142 357,000 357,000 357,000 0
NEIMAN-MARCUS GROUP INC CS 640204103 2,914 128,800 128,800 128,800 0
NEOMAGIC CORPORATION CS 640497103 51 5,100 5,100 5,100 0
NETWORKS ASSOCIATES INC CS 640938106 8,491 276,400 276,400 276,400 0
NEVADA POWER CO CS 641423108 17,134 692,300 692,300 692,300 0
NEW CENTURY ENERGIES INC CS 64352U103 1,747 51,300 51,300 51,300 0
NEW DIMENSION SOFTWARE CS M74295102 2,232 43,000 43,000 43,000 0
NEW YORK TIMES CO - CL A CS 650111107 17,445 612,100 612,100 612,100 0
NEWBRIDGE NETWORKS CORP CS 650901101 13,950 450,000 450,000 450,000 0
NEWMONT MINING CORP CS 651639106 16,635 950,575 950,575 950,575 0
NEWPORT NEWS SHIPBUILDING CS 652228107 10,001 315,600 315,600 315,600 0
NEWS CORP PREFERRED PS 652487802 143,468 5,217,000 5,217,000 5,217,000 0
NEXTEL COMMUNICATIONS INC CS 65332V103 23,939 652,500 652,500 652,500 0
NIAGARA MOHAWK POWER CS 653520106 24,032 1,788,400 1,788,400 1,788,400 0
NICE SYSTEMS LTD CS 653656108 148 5,000 5,000 5,000 0
NIKE INCORPORATED CS 654106103 24,315 421,500 421,500 421,500 0
NOKIA ADR CLASS A CS 654902204 55,260 354,800 354,800 354,800 0
NORTH FORK BANCORP CS 659424105 3,771 178,500 178,500 178,500 0
NORTHEAST UTILITIES CS 664397106 6,041 435,400 435,400 435,400 0
NORTHERN STATES POWER CS 665772109 3,884 167,500 167,500 167,500 0
NORTHERN TELECOM LTD CS 665815106 53,471 860,700 860,700 860,700 0
NORTHERN TRUST CORP CS 665859104 59,469 669,371 669,371 669,371 0
NORTHWEST NATURAL GAS CO CS 667655104 6,712 305,100 305,100 305,100 0
NORTHWESTERN CORP CS 668074107 661 25,500 25,500 25,500 0
NOVA CORP CS 669784100 13,006 495,450 495,450 495,450 0
NOVELL INC CS 670006105 45,926 1,821,100 1,821,100 1,821,100 0
NOVELLUS SYSTEMS INC CS 670008101 94 1,700 1,700 1,700 0
NOVOSTE CORPORATION CS 67010C100 1,555 64,700 64,700 64,700 0
NUCOR CORP CS 670346105 2,560 58,100 58,100 58,100 0
O'REILLY AUTOMOTIVE INC CS 686091109 13,089 292,700 292,700 292,700 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C)
ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING
NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY
- -------------- ----- ------ ------- ------ --------- --------- ---------
O'SULLIVAN INDUSTRIES CS 688609106 774 56,000 56,000 56,000 0
OCCIDENTAL PETROLEUM CORP CS 674599105 3,776 209,800 209,800 209,800 0
OCEAN ENERGY INC OLD CS 674812201 8,022 1,177,600 1,177,600 1,177,600 0
OCEANEERING INTL INC CS 675232102 136 9,000 9,000 9,000 0
OCULAR SCIENCES INC CS 675744106 2,946 102,800 102,800 102,800 0
OFFICE DEPOT INC CS 676220106 736 20,000 20,000 20,000 0
OGDEN CORP CS 676346109 13,937 579,200 579,200 579,200 0
OGE ENERGY CORP CS 670837103 41 1,800 1,800 1,800 0
OHIO CASUALTY CORP CS 677240103 546 14,000 14,000 14,000 0
OLD KENT FINANCIAL CS 679833103 9,595 227,100 227,100 227,100 0
OMEGA PROTEIN CORPORATION CS 68210P107 297 46,600 46,600 46,600 0
OMNICARE INCORPORATED CS 681904108 1,552 81,400 81,400 81,400 0
OMNICOM GROUP INC CS 681919106 16,011 200,300 200,300 200,300 0
ONEMAIN.COM CS 68267P109 4,426 122,000 122,000 122,000 0
ONEOK INC CS 682680103 94 3,800 3,800 3,800 0
OPEN TEXT CORPORATION CS 683715106 10,056 318,600 318,600 318,600 0
OPTICAL COATING CS 683829105 3,082 64,000 64,000 64,000 0
ORACLE SYSTEMS CORP CS 68389X105 35,551 1,346,300 1,346,300 1,346,300 0
ORBOTECH LTD CS M75253100 8,548 172,800 172,800 172,800 0
OTTER TAIL POWER CO CS 689648103 1,060 26,300 26,300 26,300 0
OWENS-CORNING FIBERGLAS CS 69073F103 25,313 795,700 795,700 795,700 0
P M I GROUP INC CS 69344M101 70 1,500 1,500 1,500 0
P N C BANK CORP CS 693475105 922 16,600 16,600 16,600 0
PACIFIC CENTURY FINL CORP CS 694058108 1,478 70,800 70,800 70,800 0
PACIFIC INTERNET LTD CS Y66183107 116 2,000 2,000 2,000 0
PACIFICARE HEALTH SYSTEMS CS 695112201 34,591 506,600 506,600 506,600 0
PACKAGED ICE INC CS 695148106 2,363 380,000 380,000 380,000 0
PAINE WEBBER GROUP INC CS 695629105 4,574 114,700 114,700 114,700 0
PANAMSAT CORP CS 697933109 4,600 148,100 148,100 148,100 0
PAPA JOHN'S PIZZA INC CS 698813102 6,569 149,300 149,300 149,300 0
PAREXEL INT'L CORPORATION CS 699462107 11,845 574,300 574,300 574,300 0
PATRIOT AMERICAN CS 703352203 657 128,270 128,270 128,270 0
PAYCHEX CS 704326107 949 20,000 20,000 20,000 0
PC ORDER.COM CS 70453H107 1,720 30,300 30,300 30,300 0
PECO ENERGY CO CS 693304107 805 17,400 17,400 17,400 0
PENNEY (J C) COMPANY INC CS 708160106 59,863 1,478,100 1,478,100 1,478,100 0
PENTAIR INC CS 709631105 3,004 89,000 89,000 89,000 0
PEOPLES ENERGY CORP CS 711030106 11,558 357,700 357,700 357,700 0
PEOPLES SAVINGS CS 709795108 36 1,900 1,900 1,900 0
PEPSICO INC CS 713448108 259,131 6,612,600 6,612,600 6,612,600 0
PEREGRINE SYSTEMS CS 71366Q101 4,951 147,800 147,800 147,800 0
PERFORMANCE FOOD GROUP CS 713755106 2,911 111,300 111,300 111,300 0
PERRIGO COMPANY CS 714290103 106 14,700 14,700 14,700 0
PFIZER INC CS 717081103 1,667,650 12,019,100 12,019,100 12,019,100 0
PG&E CORP CS 69331C108 1,646 53,000 53,000 53,000 0
PHARMACEUTICAL PRODUCT CS 717124101 17,362 517,800 517,800 517,800 0
PHARMACIA & UPJOHN INC CS 716941109 235,478 3,775,200 3,775,200 3,775,200 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C)
ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING
NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY
- -------------- ----- ------ ------- ------ --------- --------- ---------
PHILADELPHIA SUBURBAN CS 718009608 29 1,300 1,300 1,300 0
PHILIP MORRIS COS INC CS 718154107 50,656 1,439,600 1,439,600 1,439,600 0
PHILIPPINE LONG DISTANCE CS 718252604 259 10,000 10,000 10,000 0
PHILLIPS PETROLEUM CO CS 718507106 449 9,500 9,500 9,500 0
PINNACLE HOLDINGS INC CS 72346N101 2,344 155,600 155,600 155,600 0
PINNACLE SYSTEMS INC CS 723481107 14,431 316,300 316,300 316,300 0
PITNEY BOWES INC CS 724479100 1,849 29,000 29,000 29,000 0
PJ AMERICA INC CS 72585Q104 3,500 153,000 153,000 153,000 0
PLACER DOME INC CS 725906101 16,681 1,491,000 1,491,000 1,491,000 0
PLANTRONICS INC CS 727493108 44 700 700 700 0
PMC SIERRA INC CS 69344F106 14,459 203,200 203,200 203,200 0
POGO PRODUCING CO CS 730448107 12 900 900 900 0
POLARIS INDUSTRIES INC CS 731068102 899 28,300 28,300 28,300 0
POLYCOM INC CS 73172K104 7,257 387,700 387,700 387,700 0
POLYMER GROUP INC CS 731745105 1,393 150,600 150,600 150,600 0
POWER INTEGRATIONS INC CS 739276103 5,222 164,800 164,800 164,800 0
PRE-PAID LEGAL SERVICES CS 740065107 27 1,100 1,100 1,100 0
PREMARK INT'L INC CS 740459102 46,425 1,409,500 1,409,500 1,409,500 0
PREMIER PARKS INC CS 740540208 17,351 465,800 465,800 465,800 0
PREMIER PARKS INC PS 740540307 23,839 343,000 343,000 343,000 0
PRI AUTOMATION INC CS 69357H106 7,713 368,400 368,400 368,400 0
PRICE (T. ROWE) ASSOC INC CS 741477103 34,418 1,004,900 1,004,900 1,004,900 0
PRIMARK CORP CS 741903108 119 5,600 5,600 5,600 0
PRIORITY HEALTHCARE CS 74264T102 3,276 72,600 72,600 72,600 0
PROCTER & GAMBLE CO CS 742718109 1,034,347 10,561,300 10,561,300 10,561,300 0
PROFESSIONAL DETAILING CS 74312N107 3,379 129,200 129,200 129,200 0
PROFIT RECOVERY GROUP CS 743168106 5,127 130,000 130,000 130,000 0
PROGRESS SOFTWARE CORP CS 743312100 95 2,800 2,800 2,800 0
PROJECT SOFTWARE & DEV CS 74339P101 802 32,400 32,400 32,400 0
PROLOGIS CS 743410102 3,934 191,910 191,910 191,910 0
PROTEIN DESIGN LABS INC CS 74369L103 6,164 409,200 409,200 409,200 0
PROVIDIAN FINANCIAL CORP CS 74406A102 142,186 1,292,600 1,292,600 1,292,600 0
PROVINCE HEALTHCARE CS 743977100 2,963 159,100 159,100 159,100 0
PROXIM INC CS 744284100 1,562 54,200 54,200 54,200 0
PT TELECOM CS 715684106 159 25,000 25,000 25,000 0
PUBLIC SERVICE CO OF N CS 744499104 2,349 138,200 138,200 138,200 0
PUBLIC STORAGE INC CS 74460D109 5,907 236,288 236,288 236,288 0
PUGET SOUND POWER & LIGHT CS 745332106 1,091 47,300 47,300 47,300 0
PULTE CORPORATION CS 745867101 16,130 775,000 775,000 775,000 0
QIAGEN N.V CS N72482107 9,340 136,600 136,600 136,600 0
QLOGIC CORP CS 747277101 11,898 177,000 177,000 177,000 0
QRS CORPORATION CS 74726X105 2,288 36,600 36,600 36,600 0
QUAKER OATS CO CS 747402105 71,371 1,140,800 1,140,800 1,140,800 0
QUALCOMM INC CS 747525103 9,696 78,000 78,000 78,000 0
QUANTA CS 74762E102 7,222 283,900 283,900 283,900 0
QUANTUM CORP CS 747906105 6,760 376,200 376,200 376,200 0
QUEST DIAGNOSTIC INC CS 74834L100 96 4,300 4,300 4,300 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C)
ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING
NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY
- -------------- ----- ------ ------- ------ --------- --------- ---------
QUICKSILVER INC CS 74838C106 1,513 35,800 35,800 35,800 0
QUINTILES TRANSNATIONAL CS 748767100 15,104 402,100 402,100 402,100 0
QWEST COMMUNICATIONS INT CS 749121109 40,553 562,500 562,500 562,500 0
R J R NABISCO CS 74960K876 5,710 228,400 228,400 228,400 0
R P M INC CS 749685103 3,477 261,200 261,200 261,200 0
RALSTON PURINA CO PS 751277401 7,394 164,300 164,300 164,300 0
RATIONAL SOFTWARE CORP CS 75409P202 10,235 385,300 385,300 385,300 0
RAYONIER INC CS 754907103 19,462 485,800 485,800 485,800 0
RAYTHEON B SHRS CS 755111408 979 16,700 16,700 16,700 0
REGIONS FINANCIAL CORP CS 758940100 6,067 174,900 174,900 174,900 0
REHABCARE CORPORATION CS 759148109 286 19,000 19,000 19,000 0
REINSURANCE GROUP OF CS 759351208 17,734 523,500 523,500 523,500 0
RELIANT ENERGY INC CS 75952J108 28,755 1,103,300 1,103,300 1,103,300 0
RELIASTAR FINANCIAL CORP CS 75952U103 12,817 300,700 300,700 300,700 0
REMEC INC CS 759543101 1,656 79,100 79,100 79,100 0
REMMINGTON OIL AND GAS CS 759594302 19 6,600 6,600 6,600 0
RENAL CARE GROUP INC CS 759930100 1,791 91,400 91,400 91,400 0
RF MICRO DEVICES, INC CS 749941100 3,824 40,000 40,000 40,000 0
ROBERT HALF INTL INC CS 770323103 1,526 46,500 46,500 46,500 0
ROBERTS PHARMACEUTICAL CS 770491108 3,729 179,700 179,700 179,700 0
ROCKWELL INT'L CS 773903109 19,530 460,200 460,200 460,200 0
ROHM & HAAS CO CS 775371107 262 7,800 7,800 7,800 0
ROSLYN BANCORP INC CS 778162107 176 10,400 10,400 10,400 0
ROSS STORES INC CS 778296103 5,828 133,300 133,300 133,300 0
ROSTELECOM CS 778529107 117 25,000 25,000 25,000 0
ROYAL DUTCH PETROL CS 780257804 18,881 363,100 363,100 363,100 0
RSL COMMUNICATIONS LTD CS G7702U102 3,903 108,700 108,700 108,700 0
RUSS BERRIE & CO CS 782233100 63 2,400 2,400 2,400 0
RWD TECHNOLOGIES CS 74975B101 47 2,700 2,700 2,700 0
RYLAND GROUP INC CS 783764103 144 5,700 5,700 5,700 0
S L GREEN REALTY CORP CS 78440X101 4,048 215,200 215,200 215,200 0
SAFEWAY INC CS 786514208 269,858 5,259,100 5,259,100 5,259,100 0
SANDISK CORP CS 80004C101 6,678 252,900 252,900 252,900 0
SANGSTAT MEDICAL CORP CS 801003104 516 41,800 41,800 41,800 0
SANMINA CORP CS 800907107 13,947 219,200 219,200 219,200 0
SAPIENT CS 803062108 8,280 115,300 115,300 115,300 0
SARA LEE CORP CS 803111103 4,940 199,600 199,600 199,600 0
SAWTEK INC CS 805468105 5,034 150,000 150,000 150,000 0
SBARRO INC CS 805844107 12,418 468,600 468,600 468,600 0
SBC COMMUNICATIONS CS 78387G103 611,437 12,974,800 12,974,800 12,974,800 0
SCANA CORP CS 805898103 2,720 125,400 125,400 125,400 0
SCHAWK INC CS 806373106 36 3,700 3,700 3,700 0
SCHERING-PLOUGH CORP CS 806605101 892,617 16,137,700 16,137,700 16,137,700 0
SCHLUMBERGER LTD CS 806857108 62,372 1,036,300 1,036,300 1,036,300 0
SCHWAB, CHARLES CORP CS 808513105 157,655 1,640,100 1,640,100 1,640,100 0
SCHWEITZER-MAUDUIT INT'L CS 808541106 5,046 438,800 438,800 438,800 0
SCIENTIFIC-ATLANTA INC CS 808655104 4,088 150,000 150,000 150,000 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C)
ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING
NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY
- -------------- ----- ------ ------- ------ --------- --------- ---------
SEAGATE TECHNOLOGY CS 811804103 17,838 603,400 603,400 603,400 0
SEAGRAM COMPANY LTD CS 811850106 35,135 702,700 702,700 702,700 0
SEARS ROEBUCK & CO CS 812387108 2,259 50,000 50,000 50,000 0
SEMPRA ENERGY CS 816851109 40,787 2,125,700 2,125,700 2,125,700 0
SFX ENTERTAINMENT,INC CS 784178105 9,980 154,200 154,200 154,200 0
SHARED MEDICAL SYSTEMS CS 819486101 2,946 52,900 52,900 52,900 0
SIEBEL SYSTEMS, INC CS 826170102 3,544 74,900 74,900 74,900 0
SIERRA PACIFIC RESOURCES CS 826425100 23,618 671,200 671,200 671,200 0
SILICON VALLEY BANCSHARES CS 827064106 68 3,300 3,300 3,300 0
SIMON DEBARTOLO GROUP INC CS 828806109 8,020 292,300 292,300 292,300 0
SK TELECOM CO LTD ADR CS 78440P108 203 16,629 16,629 16,629 0
SKYTEL COMMUNICATIONS INC CS 83087Q104 148 8,900 8,900 8,900 0
SLM HOLDING CORPORATION CS 78442A109 418 10,000 10,000 10,000 0
SMITH (A O) CORP CS 831865209 67 3,500 3,500 3,500 0
SMITH, CHARLES E CS 832197107 1,766 57,300 57,300 57,300 0
SMURFIT STONE CONTAINER CS 832727101 231 12,000 12,000 12,000 0
SNYDER COMMUNICATIONS CS 832914105 12,547 450,100 450,100 450,100 0
SOFTBANK S.A. GDR CS 83401R101 3,598 115,600 115,600 115,600 0
SOLECTRON CORP CS 834182107 134,100 2,761,400 2,761,400 2,761,400 0
SOUTHDOWN INC CS 841297104 15,183 282,800 282,800 282,800 0
SOUTHERN CO CS 842587107 47,870 2,053,400 2,053,400 2,053,400 0
SOUTHTRUST CORP CS 844730101 36,457 977,900 977,900 977,900 0
SOUTHWEST AIRLINES CS 844741108 605 20,000 20,000 20,000 0
SOUTHWEST BANCORP OF CS 84476R109 80 6,500 6,500 6,500 0
SPEEDWAY MOTORSPORTS INC CS 847788106 6,988 169,400 169,400 169,400 0
SPIEKER PROPERTIES INC CS 848497103 109 3,100 3,100 3,100 0
SPRINT CORPORATION CS 852061100 267,616 2,727,300 2,727,300 2,727,300 0
SPRINT PCS CS 852061506 36,507 823,850 823,850 823,850 0
ST JUDE MEDICAL INC CS 790849103 1,718 70,500 70,500 70,500 0
STANLEY WORKS CS 854616109 1,743 68,000 68,000 68,000 0
STAPLES INC CS 855030102 37,336 1,135,700 1,135,700 1,135,700 0
STAR TELECOMMUNICATIONS CS 854923109 215 22,300 22,300 22,300 0
STARBUCKS CORPORATION CS 855244109 10,798 384,800 384,800 384,800 0
STARWOOD HOTELS AND CS 85590A203 2,268 79,420 79,420 79,420 0
STATE STREET CORP CS 857477103 31,313 381,000 381,000 381,000 0
STERICYCLE INC CS 858912108 1,423 105,900 105,900 105,900 0
STERLING SOFTWARE CS 859547101 30,583 1,287,700 1,287,700 1,287,700 0
STILLWATER MINING CO CS 86074Q201 24,525 929,850 929,850 929,850 0
SUIZA FOODS CS 865077101 5,814 172,600 172,600 172,600 0
SUMMIT BANCORP CS 866005101 62,252 1,596,200 1,596,200 1,596,200 0
SUN MICROSYSTEMS INC CS 866810104 137,759 1,101,800 1,101,800 1,101,800 0
SUNGLASS HUT INTERN'L INC CS 86736F106 7,625 728,400 728,400 728,400 0
SUNOCO INC CS 86764P109 22,730 630,300 630,300 630,300 0
SUNRISE ASSISTED LIVING CS 86768K106 19,365 425,900 425,900 425,900 0
SUPER VALU STORES INC CS 868536103 776 37,600 37,600 37,600 0
SUPERIOR CONSULTANT CS 868146101 1,716 50,100 50,100 50,100 0
SUPERIOR INDUSTRIES INT'L CS 868168105 66,509 2,860,600 2,860,600 2,860,600 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C)
ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING
NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY
- -------------- ----- ------ ------- ------ --------- --------- ---------
SUPERIOR TELECOM INC CS 868365107 85 4,500 4,500 4,500 0
SURGUTNEFTEGAZ ADR CS 46625F104 161 25,000 25,000 25,000 0
SWIFT ENERGY CO CS 870738101 4,855 575,400 575,400 575,400 0
SYBRON CORP CS 87114F106 4,508 180,300 180,300 180,300 0
SYKES ENTERPRISES INC CS 871237103 10,288 318,700 318,700 318,700 0
SYLVAN LEARNING SYSTEMS CS 871399101 18,742 686,200 686,200 686,200 0
SYNOPSYS INC CS 871607107 34,804 647,900 647,900 647,900 0
TACO CABANA CS 873425102 57 6,600 6,600 6,600 0
TAIWAN SEMICONDUCTOR -AD CS 874039100 4,536 192,000 192,000 192,000 0
TARRANT APPAREL GROUP CS 876289109 1,623 38,700 38,700 38,700 0
TECHNE CORP CS 878377100 1,618 56,200 56,200 56,200 0
TECHNOLOGY SOLUTIONS CS 87872T108 9 1,300 1,300 1,300 0
TECUMSEH PRODUCTS CL A CS 878895200 28,737 568,000 568,000 568,000 0
TELECOM CP NEW ZEALAND CS 879278208 125 3,200 3,200 3,200 0
TELEFLEX INC CS 879369106 3,103 91,100 91,100 91,100 0
TELEFONOS DE MEXICO S.A CS 879403780 19,657 300,100 300,100 300,100 0
TELESPECTRUM WORLDWIDE CS 87951U109 1,415 165,300 165,300 165,300 0
TELLABS INC CS 879664100 20,264 207,300 207,300 207,300 0
TENET HEALTHCARE CORP CS 88033G100 462 24,400 24,400 24,400 0
TENNECO INC CS 88037E101 20,389 729,800 729,800 729,800 0
TERADYNE INC CS 880770102 18,284 335,100 335,100 335,100 0
TERAYON COMMUNICATION CS 880775101 7,658 191,600 191,600 191,600 0
TEREX CORP CS 880779103 101 4,200 4,200 4,200 0
TETRA TECH INC CS 88162G103 4,244 200,000 200,000 200,000 0
TEXACO INC CS 881694103 1,458 25,700 25,700 25,700 0
TEXAS INSTRUMENTS INC CS 882508104 269,841 2,718,800 2,718,800 2,718,800 0
TEXAS UTILITIES CO CS 882848104 29,085 697,700 697,700 697,700 0
THE CHILDREN'S PLACE CS 168905107 1,526 56,600 56,600 56,600 0
THE CORPORATE EXECUTIVE CS 21988R102 3,150 120,000 120,000 120,000 0
THE TIMBER COMPANY CS 373298702 247 11,000 11,000 11,000 0
THOMAS & BETTS CORP CS 884315102 1,401 37,300 37,300 37,300 0
THREE FIVE SYSTEMS INC CS 88554L108 983 114,000 114,000 114,000 0
TICKETMASTER ONLINE - CS 88633P203 1,445 42,900 42,900 42,900 0
TIDEWATER INC CS 886423102 20,076 775,900 775,900 775,900 0
TIFFANY & CO CS 886547108 374 5,000 5,000 5,000 0
TIMBERLAND CO CS 887100105 1,980 31,400 31,400 31,400 0
TIME WARNER INC CS 887315109 1,555,651 21,891,300 21,891,300 21,891,300 0
TOM BROWN INC CS 115660201 452 37,500 37,500 37,500 0
TOMMY HILFIGER CORP CS G8915Z102 47,193 685,200 685,200 685,200 0
TOWER AUTOMOTIVE INC CS 891707101 1,257 67,500 67,500 67,500 0
TOWER REALTY TRUST INC CS 89185E109 1,994 105,300 105,300 105,300 0
TOYS R US INC CS 892335100 7,960 423,100 423,100 423,100 0
TRACTOR SUPPLY CO CS 892356106 3,493 137,300 137,300 137,300 0
TRANSACTION SYSTEMS CS 893416107 3,963 110,000 110,000 110,000 0
TRANSCANADA PIPELINES LTD CS 893526103 1,696 133,000 133,000 133,000 0
TRAVELERS/AETNA PROPERTY CS 893939108 18,662 522,000 522,000 522,000 0
TRIGON/HEALTHCARE/INC CS 89618L100 22,040 643,500 643,500 643,500 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C)
ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING
NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY
- -------------- ----- ------ ------- ------ --------- --------- ---------
TRIUMPH GROUP INC CS 896818101 92 3,900 3,900 3,900 0
TRIZEC HAHN CORP CS 896938107 4,230 230,200 230,200 230,200 0
TRUE NORTH COMMUNICATIONS CS 897844106 2,391 85,000 85,000 85,000 0
TUPPERWARE CORP CS 899896104 10,451 580,600 580,600 580,600 0
TV GUIDE INC CS 87307Q109 17,372 471,900 471,900 471,900 0
TYCO INTERNATIONAL LTD CS 902124106 732,053 10,202,836 10,202,836 10,202,836 0
TYSON FOODS INC CS 902494103 49,038 2,370,400 2,370,400 2,370,400 0
U G I CORPORATION CS 902681105 713 42,700 42,700 42,700 0
U S FOODSERVICE CS 90331R101 17,717 381,000 381,000 381,000 0
U S G CORP CS 903293405 7,496 145,900 145,900 145,900 0
U S T CORP CS 902900109 218 10,000 10,000 10,000 0
U S T INC CS 902911106 26,350 1,008,600 1,008,600 1,008,600 0
U S TRUST CORP CS 91288L105 111 1,500 1,500 1,500 0
U S WEST INC CS 91273H101 77,952 1,415,700 1,415,700 1,415,700 0
U S X - U S STEEL GROUP CS 90337T101 1,368 58,200 58,200 58,200 0
ULTRAMAR DIAMOND SHAMROCK CS 904000106 17,062 789,000 789,000 789,000 0
UMB FINANCIAL CORP CS 902788108 4,932 128,110 128,110 128,110 0
UNIBANCO CS 90458E107 3,388 176,000 176,000 176,000 0
UNICAPITAL CORPORATION CS 90459D108 2,328 365,200 365,200 365,200 0
UNIFIED ENERGY SYS CS 904688108 293 60,000 60,000 60,000 0
UNILEVER N V (GROUP) CS 904784501 263,730 3,969,600 3,969,600 3,969,600 0
UNION CAMP CORP CS 905530101 477 7,100 7,100 7,100 0
UNION CARBIDE CORP CS 905581104 117 2,600 2,600 2,600 0
UNION PACIFIC CORP CS 907818108 38,459 719,700 719,700 719,700 0
UNION PACIFIC RESOURCES CS 907834105 6,927 583,300 583,300 583,300 0
UNIONBANCAL CORPORATION CS 908906100 15,889 466,900 466,900 466,900 0
UNIPHASE CORP CS 909149106 165,901 1,443,400 1,443,400 1,443,400 0
UNISYS CORP CS 909214108 138,731 5,010,600 5,010,600 5,010,600 0
UNITED HEALTHCARE CORP CS 910581107 15,219 289,200 289,200 289,200 0
UNITED INTL HOLDINGS CL A CS 910734102 22,377 515,900 515,900 515,900 0
UNITED TECHNOLOGIES CORP CS 913017109 408,601 3,016,900 3,016,900 3,016,900 0
UNITRIN INC CS 913275103 1,049 33,800 33,800 33,800 0
UNITRODE CORP CS 913283107 7,616 536,800 536,800 536,800 0
UNIVERSAL CORP CS 913456109 11,163 436,700 436,700 436,700 0
UNIVERSAL FOODS CORP CS 913538104 1,982 96,100 96,100 96,100 0
UNOCAL CORP CS 915289102 52,579 1,428,300 1,428,300 1,428,300 0
UNOCAL CORP 3.125 (144A) CS 91528T207 11,934 221,000 221,000 221,000 0
UNUM CORPORATION CS 903192102 2,916 61,300 61,300 61,300 0
US AIRWAYS GROUP INC CS 911905107 2,133 43,700 43,700 43,700 0
USA NETWORKS INC CS 902984103 92,115 2,574,400 2,574,400 2,574,400 0
USWEB CORPORATION CS 917327108 30,907 750,400 750,400 750,400 0
UTILICORP UNITED INC CS 918005109 45,022 1,979,000 1,979,000 1,979,000 0
V F CORP CS 918204108 26,397 559,400 559,400 559,400 0
V I S X INC CS 92844S105 10,455 97,200 97,200 97,200 0
VALASSIS COMMUNICATIONS CS 918866104 109 2,100 2,100 2,100 0
VALLEY NAT'L BANCORP NJ CS 919794107 189 7,500 7,500 7,500 0
VEECO INSTRUMENTS INC CS 922417100 3,855 105,000 105,000 105,000 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C)
ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING
NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY
- -------------- ----- ------ ------- ------ --------- --------- ---------
VERITAS SOFTWARE CORP CS 923436109 2,661 33,000 33,000 33,000 0
VERITY CS 92343C106 5,323 159,200 159,200 159,200 0
VIACOM INC CS 925524100 11,081 133,000 133,000 133,000 0
VIACOM INC CS 925524308 483,463 5,759,800 5,759,800 5,759,800 0
VIAD CORPORATION CS 92552R109 2,183 78,500 78,500 78,500 0
VIATEL INC CS 925529208 13,866 486,000 486,000 486,000 0
VISHAY INTERTECHNOLOGY CS 928298108 31,253 2,146,100 2,146,100 2,146,100 0
VITESSE SEMICONDUCTOR CS 928497106 38,299 757,000 757,000 757,000 0
VLASIC FOODS INT'L INC CS 928559103 189 14,600 14,600 14,600 0
VODAFONE GROUP PLC CS 92857T107 17,986 95,800 95,800 95,800 0
VORNADO OPERATING INC CS 92904N103 39 6,565 6,565 6,565 0
VORNADO REALTY TRUST CS 929042109 4,344 125,900 125,900 125,900 0
W D-40 COMPANY CS 929236107 9,950 343,100 343,100 343,100 0
WACHOVIA CORP CS 929771103 2,005 24,700 24,700 24,700 0
WAL-MART STORES INC CS 931142103 1,295,013 14,047,600 14,047,600 14,047,600 0
WALDEN RESIDENTIAL CS 931210108 1,013 57,500 57,500 57,500 0
WALGREEN CO CS 931422109 56,783 2,010,000 2,010,000 2,010,000 0
WARNER-LAMBERT CO CS 934488107 632,938 9,562,800 9,562,800 9,562,800 0
WASHINGTON FED S & L ASSN CS 938824109 154 7,300 7,300 7,300 0
WASHINGTON GAS LIGHT CO CS 938837101 12,693 561,000 561,000 561,000 0
WASHINGTON MUTUAL INC CS 939322103 409 10,000 10,000 10,000 0
WASTE MANAGEMENT INC CS 94106L109 604,467 13,621,796 13,621,796 13,621,796 0
WATERS CORPORATION CS 941848103 13,091 124,600 124,600 124,600 0
WATSON PHARMACEUTICALS CS 942683103 1,438 32,600 32,600 32,600 0
WEEKS CORP CS 94856P102 1,951 68,300 68,300 68,300 0
WELLPOINT HEALTH NETWORKS CS 94973H108 28,475 375,600 375,600 375,600 0
WELLS FARGO & CO CS 949746101 207,973 5,931,500 5,931,500 5,931,500 0
WESLEY JESSEN VISIONCARE CS 951018100 4,554 165,800 165,800 165,800 0
WEST TELESERVICES CORP CS 956188106 227 26,800 26,800 26,800 0
WESTERN RESOURCES INC CS 959425109 3,221 120,700 120,700 120,700 0
WESTERN WIRELESS CORP CS 95988E204 8,070 222,800 222,800 222,800 0
WESTVACO CORP CS 961548104 35,387 1,685,100 1,685,100 1,685,100 0
WEYERHAEUSER CO CS 962166104 3,624 65,300 65,300 65,300 0
WHIRLPOOL CORP CS 963320106 72,998 1,342,500 1,342,500 1,342,500 0
WHITMAN CORPORATION CS 96647K102 4,593 267,200 267,200 267,200 0
WHITTMAN-HART INC CS 966834103 67 3,100 3,100 3,100 0
WILLAMETTE INDUSTRIES CS 969133107 359 9,500 9,500 9,500 0
WILLIAMS COS CS 969457100 3,200 81,000 81,000 81,000 0
WILLIAMS-SONOMA INC CS 969904101 57 2,000 2,000 2,000 0
WILMAR INDUSTRIES INC CS 971426101 951 63,400 63,400 63,400 0
WILSONS THE LEATHER CS 972463103 47 4,900 4,900 4,900 0
WIND RIVER SYSTEMS INC CS 973149107 1,405 79,000 79,000 79,000 0
WOLVERINE WORLD WIDE CS 978097103 95 10,000 10,000 10,000 0
X-RITE INC CS 983857103 170 26,600 26,600 26,600 0
XILINX INC CS 983919101 166,101 4,098,100 4,098,100 4,098,100 0
XIRCOM INC CS 983922105 5,347 213,600 213,600 213,600 0
XTRA CORP CS 984138107 32,240 841,500 841,500 841,500 0
ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 (A) ITEM 8 (A) ITEM 8 (C)
ITEM 1 TITLE OF CUSIP MRKT VALUE NUMBER OF SOLE INV. SOLE VOTING NO VOTING
NAME OF ISSUER CLASS NUMBER (X1000) SHARES AUTHORITY AUTHORITY AUTHORITY
- -------------- ----- ------ ------- ------ --------- --------- ---------
XYLAN CORPORATION CS 984151100 18 500 500 500 0
Y P F SOCIEDAD ANONIMA CS 984245100 473 15,000 15,000 15,000 0
YAHOO INC CS 984332106 21,023 125,000 125,000 125,000 0
YORK INTERNATIONAL CORP CS 986670107 30,076 851,700 851,700 851,700 0
ZALE CORP CS 988858106 15,935 466,100 466,100 466,100 0
ZDNET CS 989511209 5,400 150,000 150,000 150,000 0
ZEBRA TECHNOLOGIES CP CS 989207105 36 1,500 1,500 1,500 0
ZIONS BANCORPORATION CS 989701107 38,059 573,400 573,400 573,400 0
99 CENTS ONLY STORES CS 65440K106 2,701 63,650 63,650 63,650 0
REPORT SUMMARY 929
</TABLE>
