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 No
Amendment Number: 0
This Amendment (choose one):
Institutional Investment Manager Filing this Report:
Name: The Prudential Insurance Company of America
Address: 751 Broad Street
Newark, New Jersey 07102-3777
Form 13F File Number: 28-256
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: Ellen McGlynn Koke
Title: Second Vice President
Phone: 973-802-5037
Signature, Place, and Date of Signing:
/s/ Ellen McGlynn Koke Newark, New Jersey October 25, 1999
Report Type (Check only one.): 13F Holdings Report
List of Other Managers Reporting for this Manager:
I am signing this report as required by the Securities Exchange Act of 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 2
Form 13F Information Table Entry Total: 2,696
Form 13F Information Table Value Total: $52,680,124,000.00
List of Other Included Managers:
No. 13F File Number Name1
3 28-4211
28-4217 Enhanced Investment Technologies, Inc.
Prudential Investment Corporation
<PAGE>
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FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT -VOTING AUTHORITY-
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- X$1000 PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED
NONE
LERNOUT & HAUSPIE SPEECH RPO COMMON B5628B104 1443 41367 SH DEFINED 03
41367
DAIMLERCHRYSLER AG COMMON D1668R123 2603 37486 SH DEFINED 03
37486
ANNUITY AND LIFE RE HLDGS COMMON G03910109 25581 1028369 SH DEFINED 00
1028369
APEX SILVER MINES LTD COMMON G04074103 9641 650900 SH DEFINED 03
650900
FRUIT OF THE LOOM LTD COMMON G3682L105 1850 538285 SH DEFINED 03
538285
GEMSTAR INTL GROUP LTD COMMON G3788V106 10062 128800 SH DEFINED 03
128800
GLOBAL CROSSING LTD COMMON G3921A100 12923 487670 SH DEFINED 00 487670
GLOBAL CROSSING LTD COMMON G3921A100 16242 612905 SH DEFINED 01
612905
GLOBAL CROSSING LTD COMMON G3921A100 111498 4207484 SH DEFINED 03 4207484
IPC HLDGS LTD COMMON G4933P101 324 17300 SH DEFINED 03
17300
LORAL SPACE & COMMUNICATIONS COMMON G56462107 90534 5267565 SH DEFINED 03
5267565
SANTA FE INTL CORP COMMON G7805C108 276 12800 SH DEFINED 03
12800
HILFIGER TOMMY CORP COMMON G8915Z102 1105 39200 SH DEFINED 03
39200
TRANSOCEAN OFFSHORE INC CAYMON COMMON G90076103 2003 65400 SH DEFINED 03
65400
XL CAPITAL LIMITED COMMON G98255105 39553 878947 SH DEFINED 03 878947
MILLICOM INTL CELLULAR S.A. COMMON L6388F102 41271 1451300 SH DEFINED 03
1451300
STOLT COMEX SEAWAY SA COMMON L8873E103 512 45300 SH DEFINED 03
45300
GALILEO TECHNOLOGY LTD COMMON M47298100 908 36300 SH DEFINED 03
36300
NEW HOLLAND NV COMMON N62648105 5063 316466 SH DEFINED 03
316466
SUN INTL HOTELS LTD COMMON P8797T133 4169 174600 SH DEFINED 03
174600
ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 4595 102100 SH DEFINED 03
102100
CREATIVE TECHNOLOGY LTD COMMON Y1775U107 143 13450 SH DEFINED 03
13450
OMI CORP NEW COMMON Y6476W104 5158 2013200 SH DEFINED 03 2013200
A A R CORP COMMON 000361105 659 36600 SH DEFINED 03
36600
ADC TELECOM INC COMMON 000886101 3363 80200 SH DEFINED 01
80200
ADC TELECOM INC COMMON 000886101 17936 427700 SH DEFINED 03
427700
ABM INDS INC COMMON 000957100 736 29000 SH DEFINED 03
29000
AFLAC INC COMMON 001055102 3074 73400 SH DEFINED 01
73400
AFLAC INC COMMON 001055102 17673 422050 SH DEFINED 03
422050
AGL RESOURCES INC COMMON 001204106 319 19600 SH DEFINED 03
19600
A E S CORP COMMON 00130H105 5882 99700 SH DEFINED 01 99700
A E S CORP COMMON 00130H105 58175 986022 SH DEFINED 03
986022
AK STEEL HLDG CORP COMMON 001547108 53071 2907990 SH DEFINED 03 2907990
AMB PROPERTY CORP. COMMON 00163T109 4244 200300 SH DEFINED 03
200300
AMFM INC. COMMON 001693100 1288 21199 SH DEFINED 03
21199
AMR CORP COMMON 001765106 1624 29800 SH DEFINED 01
29800
AMR CORP COMMON 001765106 187812 3446087 SH DEFINED 03
3446087
APAC CUSTOMER SERVICES INC. COMMON 00185E106 121 28800 SH DEFINED 03
28800
AT&T CORP COMMON 001957109 61212 1407183 SH DEFINED 01 1407183
AT&T CORP COMMON 001957109 503271 11569445 SH DEFINED 03
11569445
AT&T LIBERTY MEDIA GROUP COMMON 001957208 9391 251700 SH DEFINED 03 251700
ATMI INC COMMON 00207R101 298 8000 SH DEFINED 03
8000
AVX CORP. COMMON 002444107 365 10400 SH DEFINED 03
10400
AXA FINL INC COMMON 002451102 127217 2279383 SH DEFINED 03
2279383
AAMES FINANCIAL CORP COMMON 00253A101 8 10250 SH DEFINED 03
10250
ABBOTT LABS COMMON 002824100 19437 529800 SH DEFINED 01
529800
ABBOTT LABS COMMON 002824100 104518 2848905 SH DEFINED 03 2848905
ABERCROMBIE & FITCH CO COMMON 002896207 7949 233380 SH DEFINED 03
233380
ACCLAIM ENMNT INC COMMON 004325205 112 14750 SH DEFINED 03
14750
ACME ELECTRIC CORP COMMON 004644100 135 23467 SH DEFINED 03
23467
ACNIELSEN CORP COMMON 004833109 12758 562356 SH DEFINED 03
562356
ACTION PERFORMANCE COS INC COMMON 004933107 457 21700 SH DEFINED 03
21700
ACUSON COMMON 005113105 173 13600 SH DEFINED 03
13600
ACX TECHNOLOGIES INC COMMON 005123104 4113 432900 SH DEFINED 03
432900
ACXIOM CORP COMMON 005125109 2909 148000 SH DEFINED 03 148000
ADAC LABS COMMON 005313200 297 30300 SH DEFINED 03
30300
ADAPTIVE BROADBAND CORP. COMMON 00650M104 878 26200 SH DEFINED 03
26200
ADAPTEC INC COMMON 00651F108 1738 43800 SH DEFINED 03
43800
ADELPHIA COMMUNICATIONS-CL COMMON 006848105 4299 73100 SH DEFINED 03
73100
ADOBE SYS INC COMMON 00724F101 21463 189100 SH DEFINED 01
189100
ADOBE SYS INC COMMON 00724F101 14600 128637 SH DEFINED 03
128637
ADVANCED DIGITAL INFO CORP COMMON 007525108 342 12300 SH DEFINED 03
12300
ADVANCED LIGHTING TECH INC COMMON 00753C102 1933 276200 SH DEFINED 03 276200
ADVANCED TISSUE SCIENCES COMMON 00755F103 255 82800 SH DEFINED 03
82800
ADVO SYS INC COMMON 007585102 1345 67450 SH DEFINED 03
67450
AEROFLEX INC WAS ARX INC COMMON 007768104 258 21200 SH DEFINED 03
21200
ADVANCED MICRO DEVICES COMMON 007903107 4809 279800 SH DEFINED 01
279800
ADVANCED MICRO DEVICES COMMON 007903107 14932 868791 SH DEFINED 03
868791
AEGON NV - ADR COMMON 007924103 987 11416 SH DEFINED 03
11416
ADVANCED ENERGY INDUSTRIES COMMON 007973100 241 7800 SH DEFINED 03
7800
AETNA INC COMMON 008117103 454 9212 SH DEFINED 01 9212
AETNA INC COMMON 008117103 10827 219844 SH DEFINED 03
219844
AFFILIATED COMPUTER SERVICES I COMMON 008190100 482 11856 SH DEFINED 03
11856
AFFILIATED MANAGERS GROUP COMMON 008252108 319 11700 SH DEFINED 03
11700
AFFYMETRIX INC. COMMON 00826T108 251 2550 SH DEFINED 03
2550
AGNICO EAGLE MINES LTD COMMON 008474108 2709 349600 SH DEFINED 03
349600
AGRIBRANDS INTERNATIONAL INC. COMMON 00849R105 397 8000 SH DEFINED 03
8000
AGRIUM INC COMMON 008916108 22550 2269285 SH DEFINED 03
2269285
AIR EXPRESS INTL CORP COMMON 009104100 976 43000 SH DEFINED 03 43000
AIR PROD & CHEM INC & RTS COMMON 009158106 2214 75700 SH DEFINED 01
75700
AIR PROD & CHEM INC & RTS COMMON 009158106 10025 342718 SH DEFINED 03 342718
AIRBORNE FGHT CORP COMMON 009266107 1097 52100 SH DEFINED 03
52100
AIRGAS INC COMMON 009363102 233 20000 SH DEFINED 03
20000
ALASKA AIR GROUP COMMON 011659109 4663 114600 SH DEFINED 03
114600
ALBANY INTL CORP COMMON 012348108 688 45485 SH DEFINED 03
45485
ALBEMARLE CORP COMMON 012653101 227 11300 SH DEFINED 03
11300
ALBERTA ENERGY CO LTD COMMON 012873105 28875 1000000 SH DEFINED 03 1000000
ALBERTO-CULVER CO -CL B COMMON 013068101 83 3600 SH DEFINED 01
3600
ALBERTO-CULVER CO -CL B COMMON 013068101 1747 75529 SH DEFINED 03
75529
ALBERTSONS INC COMMON 013104104 24654 623171 SH DEFINED 01
623171
ALBERTSONS INC COMMON 013104104 23829 602319 SH DEFINED 03
602319
ALCAN ALUMINIUM LTD NEW COMMON 013716105 2291 73300 SH DEFINED 00
73300
ALCAN ALUMINIUM LTD NEW COMMON 013716105 2741 87700 SH DEFINED 01
87700
ALCAN ALUMINIUM LTD NEW COMMON 013716105 27738 887631 SH DEFINED 03
887631
ALCOA INC COMMON 013817101 17837 287400 SH DEFINED 01 287400
ALCOA INC COMMON 013817101 664410 10705585 SH DEFINED 03
10705585
ALCATEL SA COMMON 013904305 17702 637900 SH DEFINED 03 637900
ALEXANDER & BALDWIN COMMON 014482103 439 18400 SH DEFINED 03
18400
ALEXANDRIA REAL EST EQUITIES COMMON 015271109 4869 165400 SH DEFINED 03
165400
ALLEGHENY ENERGY INC. COMMON 017361106 46786 1467800 SH DEFINED 03
1467800
ALLEGHENY TELEDYNE COMMON 017415100 6616 392035 SH DEFINED 01
392035
ALLEGHENY TELEDYNE COMMON 017415100 16493 977372 SH DEFINED 03
977372
ALLEGIANCE TELECOM COMMON 01747T102 342 6500 SH DEFINED 03 6500
ALLEN TELECOM INC COMMON 018091108 354 36300 SH DEFINED 03
36300
ALLERGAN INC COMMON 018490102 17314 157400 SH DEFINED 01 157400
ALLERGAN INC COMMON 018490102 11496 104513 SH DEFINED 03
104513
ALLIANCE CAPITAL MGMT -LP COMMON 018548107 475 17300 SH DEFINED 03
17300
ALLIANCE SEMICONDUCTOR CORP COMMON 01877H100 236 22250 SH DEFINED 03
22250
ALLIANCE PHARMACEUTICAL CP COMMON 018773101 336 66300 SH DEFINED 03
66300
ALLIANT ENERGY CORP. COMMON 018802108 516 18632 SH DEFINED 03
18632
ALLIANT TECHSYSTEMS INC COMMON 018804104 1250 18040 SH DEFINED 03 18040
ALLIED CAPITAL CORP COMMON 01903Q108 1707 76100 SH DEFINED 03
76100
ALLIEDSIGNAL INC COMMON 019512102 15014 250500 SH DEFINED 01 250500
ALLIEDSIGNAL INC COMMON 019512102 55052 918502 SH DEFINED 03
918502
ALLIED WASTE INDUSTRIES INC. COMMON 019589308 127 10900 SH DEFINED 01
10900
ALLIED WASTE INDUSTRIES INC. COMMON 019589308 2718 232595 SH DEFINED 03
232595
ALLMERICA FINANCIAL CORP. COMMON 019754100 2729 57300 SH DEFINED 03
57300
ALLSTATE CORP COMMON 020002101 2705 108472 SH DEFINED 01
108472
ALLSTATE CORP COMMON 020002101 51267 2055861 SH DEFINED 03 2055861
ALLTEL CORP COMMON 020039103 16239 230756 SH DEFINED 01
230756
ALLTEL CORP COMMON 020039103 225599 3205665 SH DEFINED 03 3205665
ALLTRISTA CORP COMMON 020040101 1748 66900 SH DEFINED 03
66900
ALPHA INDS INC COMMON 020753109 1430 25350 SH DEFINED 03
25350
ALPHARMA INC COMMON 020813101 1506 42650 SH DEFINED 03
42650
ALTEON COMMON 02144G107 18 17200 SH DEFINED 03
17200
ALTERA CORP COMMON 021441100 21943 505892 SH DEFINED 03
505892
ALTERNATIVE RESOURCES GROUP COMMON 02145R102 704 135700 SH DEFINED 03 135700
ALTERNATIVE LIVING SVCS COMMON 02146C104 2584 291200 SH DEFINED 03
291200
ALZA CORP -CL A COMMON 022615108 5467 127700 SH DEFINED 01 127700
ALZA CORP -CL A COMMON 022615108 6017 140555 SH DEFINED 03
140555
AMAZON.COM INC. COMMON 023135106 2838 35500 SH DEFINED 03
35500
AMBAC FINL GROUP INC COMMON 023139108 4771 100700 SH DEFINED 03
100700
AMCAST INDL CORP COMMON 023395106 154 11600 SH DEFINED 03
11600
AMCOL INTERNATIONAL CORP. COMMON 02341W103 3974 269450 SH DEFINED 03
269450
AMERADA HESS CORP COMMON 023551104 564 9200 SH DEFINED 01 9200
AMERADA HESS CORP COMMON 023551104 51024 833039 SH DEFINED 03
833039
AMEREN CORP COMMON 023608102 1751 46300 SH DEFINED 01
46300
AMEREN CORP COMMON 023608102 8021 212123 SH DEFINED 03
212123
AMERICA ONLINE INC DEL COMMON 02364J104 52073 500400 SH DEFINED 01
500400
AMERICA ONLINE INC DEL COMMON 02364J104 194139 1865610 SH DEFINED 03
1865610
AMERICA WEST HOLDINGS COMMON 023657208 786 45400 SH DEFINED 03
45400
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 262 5400 SH DEFINED 03
5400
AMERICAN ELEC PR CO COMMON 025537101 1662 48700 SH DEFINED 01 48700
AMERICAN ELEC PR CO COMMON 025537101 33066 968955 SH DEFINED 03
968955
AMERICAN EXPRESS CO COMMON 025816109 19143 141800 SH DEFINED 01 141800
AMERICAN EXPRESS CO COMMON 025816109 98319 728291 SH DEFINED 03
728291
AMERICAN FINL GRP IN/OHIO COMMON 025932104 32047 1142000 SH DEFINED 03
1142000
AMERICAN FREIGHTWAYS CORP COMMON 02629V108 991 54500 SH DEFINED 03
54500
AM GENL CORP TEX COMMON 026351106 7384 116744 SH DEFINED 01
116744
AM GENL CORP TEX COMMON 026351106 171878 2717435 SH DEFINED 03
2717435
AMERICAN GREETINGS CORP COMMON 026375105 108 4200 SH DEFINED 01 4200
AMERICAN GREETINGS CORP COMMON 026375105 19668 763788 SH DEFINED 03
763788
AMERICAN HOME PRODS CORP COMMON 026609107 18804 453100 SH DEFINED 01 453100
AMERICAN HOME PRODS CORP COMMON 026609107 82516 1988327 SH DEFINED 03
1988327
AMERICAN INTL GROUP INC COMMON 026874107 31576 363204 SH DEFINED 01
363204
AMERICAN INTL GROUP INC COMMON 026874107 243667 2802797 SH DEFINED 03
2802797
AMERICAN MANAGEMENT SYS INC COMMON 027352103 10920 425637 SH DEFINED 03
425637
AMERICAN MOBILE SATELLITE CP COMMON 02755R103 200 11400 SH DEFINED 03
11400
AMERICAN NATL CAN GRP INC COMMON 027714104 15812 1000000 SH DEFINED 03 1000000
AMERICAN PWR CNVRSION COMMON 029066107 1604 84400 SH DEFINED 03
84400
AMERICAN SOFTWARE -CL A COMMON 029683109 43 14800 SH DEFINED 03
14800
AMERICAN STD INC DEL COMMON 029712106 82915 2146676 SH DEFINED 03
2146676
AMERICAN STATES WATER COMPANY COMMON 029899101 374 11300 SH DEFINED 03
11300
AMERICAN TOWER CORP-CL. A COMMON 029912201 353 18000 SH DEFINED 03
18000
AMERICAN WATER WKS INC COMMON 030411102 9043 312500 SH DEFINED 03
312500
AMERICREDIT CORP COMMON 03060R101 7227 483800 SH DEFINED 03
483800
AMERIPATH INC. COMMON 03071D109 195 23300 SH DEFINED 03 23300
AMERISOURCE HEALTH CORPORATION COMMON 03071P102 5195 219300 SH DEFINED 03
219300
AMERITRADE HOLDING CORPORATION COMMON 03072H109 353 19200 SH DEFINED 03
19200
AMERUS LIFE HLDGS INC CL A COMMON 030732101 28143 1328303 SH DEFINED 03
1328303
AMES DEPT. STORES INC. COMMON 030789507 1173 36800 SH DEFINED 03
36800
AMERITECH CORP NEW COMMON 030954101 45690 684500 SH DEFINED 01
684500
AMERITECH CORP NEW COMMON 030954101 153839 2304697 SH DEFINED 03
2304697
AMETEK INC NEW COMMON 031100100 628 31700 SH DEFINED 03
31700
AMGEN INC COMMON 031162100 26504 325200 SH DEFINED 01 325200
AMGEN INC COMMON 031162100 72112 884814 SH DEFINED 03
884814
AMKOR TECHNOLOGY INC COMMON 031652100 239 14800 SH DEFINED 03
14800
AMRESCO COMMON 031909104 240 80000 SH DEFINED 03
80000
AMSOUTH BANCORPORATION COMMON 032165102 223 9500 SH DEFINED 01
9500
AMSOUTH BANCORPORATION COMMON 032165102 5951 253924 SH DEFINED 03
253924
ANADARKO PETE CORP COMMON 032511107 4914 160800 SH DEFINED 01
160800
ANADARKO PETE CORP COMMON 032511107 21253 695422 SH DEFINED 03
695422
ANADIGICS INC COMMON 032515108 323 11500 SH DEFINED 03 11500
ANALOG DEVICES INC COMMON 032654105 8590 167600 SH DEFINED 03
167600
ANALOGIC CORP COMMON 032657207 600 19000 SH DEFINED 03
19000
ANALYST INTERNATIONAL CORP COMMON 032681108 555 53500 SH DEFINED 03
53500
ANCHOR BANCORP WISCONSIN COMMON 032839102 614 37800 SH DEFINED 03
37800
ANCHOR GAMING COMMON 033037102 1232 20700 SH DEFINED 03
20700
ANDERSEN GROUP INC COMMON 033501107 72 12500 SH DEFINED 03
12500
ANDREW CORP COMMON 034425108 1921 110587 SH DEFINED 01
110587
ANDREW CORP COMMON 034425108 24730 1423337 SH DEFINED 03 1423337
ANDRX CORP COMMON 034551101 1975 33750 SH DEFINED 03
33750
ANGELICA CORP COMMON 034663104 129 11200 SH DEFINED 03
11200
ANGLOGOLD LTD ADR COMMON 035128206 5422 172476 SH DEFINED 03
172476
ANHEUSER BUSCH COS INC COMMON 035229103 27724 395700 SH DEFINED 01
395700
ANHEUSER BUSCH COS INC COMMON 035229103 83348 1189628 SH DEFINED 03
1189628
ANIXTER INTERNATIONAL INC COMMON 035290105 1316 56600 SH DEFINED 03
56600
ANNTAYLOR HOLDINGS INC COMMON 036115103 1766 43200 SH DEFINED 03
43200
ANTEC COMMON 03664P105 202 3800 SH DEFINED 03 3800
TATNEFT-SPONSORED ADR 144A COMMON 03737P306 183 58700 SH DEFINED 03
58700
AON CORPORATION COMMON 037389103 3041 102875 SH DEFINED 01 102875
AON CORPORATION COMMON 037389103 11363 384382 SH DEFINED 03
384382
APACHE CORP COMMON 037411105 5040 116700 SH DEFINED 01
116700
APACHE CORP COMMON 037411105 12862 297820 SH DEFINED 03
297820
APARTMENT INVESTMENT & MGMT COMMON 03748R101 4294 112267 SH DEFINED 03
112267
APEX INC. COMMON 037548104 1177 63000 SH DEFINED 03
63000
APOGEE ENTER INC COMMON 037598109 3595 511300 SH DEFINED 03 511300
APOLLO GROUP INC COMMON 037604105 6199 293450 SH DEFINED 03
293450
APPLE COMPUTER INC COMMON 037833100 16607 262300 SH DEFINED 01 262300
APPLE COMPUTER INC COMMON 037833100 19481 307706 SH DEFINED 03
307706
APPLEBEES INTL INC COMMON 037899101 1354 40200 SH DEFINED 03
40200
APPLIED INNOVATION INC COMMON 037916103 72 18900 SH DEFINED 03
18900
APRIA HEALTHCARE GROUP - W/I COMMON 037933108 514 30700 SH DEFINED 03
30700
APPLIED INDUSTRIAL TECH INC COMMON 03820C105 653 36300 SH DEFINED 03
36300
APPLIED MAGNETICS COMMON 038213104 22 24910 SH DEFINED 03 24910
APPLIED MICRO CIRCUITS CORP COMMON 03822W109 342 6000 SH DEFINED 03
6000
APPLIED MATLS INC COMMON 038222105 25489 328100 SH DEFINED 01 328100
APPLIED MATLS INC COMMON 038222105 65076 837673 SH DEFINED 03
837673
APPLIED PR CO COMMON 038225108 21975 723445 SH DEFINED 03
723445
APPLIED SCIENCE & TECHNOLOGY COMMON 038236105 404 19600 SH DEFINED 03
19600
APTARGROUP INC COMMON 038336103 1386 51800 SH DEFINED 03
51800
AQUARION CORP COMMON 03838W101 523 14575 SH DEFINED 03
14575
ARACRUZ SA ADR COMMON 038496204 4730 226600 SH DEFINED 03 226600
ARCH CHEMICALS INC COMMON 03937R102 9785 604500 SH DEFINED 03
604500
ARCHER DANIELS MIDLAND CO COMMON 039483102 367 30229 SH DEFINED 01
30229
ARCHER DANIELS MIDLAND CO COMMON 039483102 23580 1944765 SH DEFINED 03
1944765
ARCHSTONE COMMUNITIES TRUST COMMON 039581103 359 18200 SH DEFINED 03
18200
ARCTIC CAT INC COMMON 039670104 1190 124500 SH DEFINED 03
124500
ARDENT SOFTWARE INC COMMON 039794102 339 12600 SH DEFINED 03
12600
ARCHITEL SYSTEMS CORP COMMON 039917109 1773 183000 SH DEFINED 03
183000
ARIBA INC COMMON 04033V104 621 4300 SH DEFINED 03 4300
ARKANSAS BEST CORP COMMON 040790107 308 24900 SH DEFINED 03
24900
ARMCO INC. COMMON 042170100 116 16500 SH DEFINED 03
16500
ARMSTRONG WORLD INDS INC COMMON 042476101 108 2400 SH DEFINED 01
2400
ARMSTRONG WORLD INDS INC COMMON 042476101 15183 337882 SH DEFINED 03
337882
ARNOLD INDUSTRIES INC COMMON 042595108 237 18800 SH DEFINED 03
18800
ARROW ELECTRS INC COMMON 042735100 86075 4883668 SH DEFINED 03
4883668
ARTESYN TECHNOLOGIES INC. COMMON 043127109 1320 69600 SH DEFINED 03
69600
ARVIN INDS INC COMMON 043339100 3443 111300 SH DEFINED 03 111300
ASARCO INC COMMON 043413103 73 2700 SH DEFINED 01
2700
ASARCO INC COMMON 043413103 19286 714295 SH DEFINED 03 714295
ASCENT ENTERTAINMENT GROUP COMMON 043628106 15533 1129671 SH DEFINED 03
1129671
ASHANTI GOLDFIELDS - SP GDR COMMON 043743202 13413 1703260 SH DEFINED 03
1703260
ASHLAND INC. COMMON 044204105 145 4300 SH DEFINED 01
4300
ASHLAND INC. COMMON 044204105 20234 601764 SH DEFINED 03
601764
ASHWORTH INC COMMON 04516H101 86 18100 SH DEFINED 03
18100
ASPECT TELECOMMUNICATIONS CORP COMMON 045237104 1150 67800 SH DEFINED 03 67800
ASPEN TECHNOLOGY COMMON 045327103 332 34000 SH DEFINED 03
34000
ASSOCIATED BANC-CORP COMMON 045487105 957 26442 SH DEFINED 03
26442
ASSOCIATED GROUP INC-CL A COMMON 045651106 272 4500 SH DEFINED 03
4500
AT HOME CORP - SER A COMMON 045919107 7051 170169 SH DEFINED 03
170169
ASSOCIATES FIRST CAPITAL COMMON 046008108 6145 170684 SH DEFINED 01
170684
ASSOCIATES FIRST CAPITAL COMMON 046008108 38204 1061218 SH DEFINED 03
1061218
ASTEC INDUSTRIES INC COMMON 046224101 584 24200 SH DEFINED 03
24200
ASTORIA FINANCIAL CORP COMMON 046265104 35199 1144675 SH DEFINED 03 1144675
ATLANTIC COAST AIRLINES HLDGS. COMMON 048396105 422 23800 SH DEFINED 03
23800
ATLANTIC RICHFIELD CO COMMON 048825103 4812 54300 SH DEFINED 01
54300
ATLANTIC RICHFIELD CO COMMON 048825103 328298 3704346 SH DEFINED 03
3704346
ATMEL CORP COMMON 049513104 16713 494300 SH DEFINED 03
494300
ATMOS ENERGY CORP COMMON 049560105 965 40000 SH DEFINED 03
40000
AUSPEX SYSTEMS COMMON 052116100 404 45500 SH DEFINED 03
45500
AUTHENTIC FITNESS CORP COMMON 052661105 513 29200 SH DEFINED 03
29200
AUTODESK INC COMMON 052769106 1212 55400 SH DEFINED 01 55400
AUTODESK INC COMMON 052769106 1747 79870 SH DEFINED 03
79870
AUTOMATIC DATA PROCESSING COMMON 053015103 5301 118800 SH DEFINED 01 118800
AUTOMATIC DATA PROCESSING COMMON 053015103 41107 921171 SH DEFINED 03
921171
AUTONATION INC. COMMON 05329W102 643 51400 SH DEFINED 03
51400
AUTOZONE INC COMMON 053332102 227 8100 SH DEFINED 01
8100
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34400
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21825
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19946
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QUEST SOFT INC COMMON 74834T103 3227 69400 SH DEFINED 03
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35000
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QUORUM HLTH GRP INC COMMON 749084109 8642 1229090 SH DEFINED 03
1229090
R & B FALCON CORP COMMON 74912E101 2020 153942 SH DEFINED 03
153942
QWEST COMUC INTL INC COMMON 749121109 3711 125516 SH DEFINED 03
125516
RCN CORP COMMON 749361101 5232 127600 SH DEFINED 03 127600
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586300
RGS ENERGY GROUP INC. COMMON 74956K104 18591 758800 SH DEFINED 03 758800
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20883
RSA SECURITY INC COMMON 749719100 3753 141300 SH DEFINED 03
141300
RTI INTERNATIONAL METALS COMMON 74973W107 336 33600 SH DEFINED 03
33600
RF MICRO DEVICES, INC. COMMON 749941100 428 9350 SH DEFINED 03
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RADIAN GROUP INC COMMON 750236101 7718 179756 SH DEFINED 03
179756
RAILTEX COMMON 750766107 191 11600 SH DEFINED 03 11600
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44900
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RATIONAL SOFTWARE CORP COMMON 75409P202 6256 213658 SH DEFINED 03
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RAYMOND JAMES FINANCIAL INC COMMON 754730109 1467 73568 SH DEFINED 03
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2512150
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103600
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READ-RITE CORP COMMON 755246105 308 69900 SH DEFINED 03
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READERS DIGEST COMMON 755267101 3519 120300 SH DEFINED 03
120300
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44300
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RECKSON ASSOC. REALTY CORP. COMMON 75621K106 5742 275900 SH DEFINED 03
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RED HAT INC COMMON 756577102 8198 85400 SH DEFINED 03 85400
REDBACK NETWORKS INC. COMMON 757209101 454 4200 SH DEFINED 03
4200
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REGAL BELOIT CORP COMMON 758750103 21464 1034400 SH DEFINED 03
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REGENERON PHARMACEUTICALS COMMON 75886F107 418 51500 SH DEFINED 03
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REGIONS FINL CORP COMMON 758940100 333 11100 SH DEFINED 01
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REGIONS FINL CORP COMMON 758940100 12423 414111 SH DEFINED 03 414111
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29900
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RELIANCE GROUP HLDGS INC COMMON 759464100 62 14043 SH DEFINED 03
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RELIANCE STEEL & ALUMINUM COMMON 759509102 896 42650 SH DEFINED 03
42650
RELIANT ENERGY INC COMMON 75952J108 12233 452021 SH DEFINED 01
452021
RELIANT ENERGY INC COMMON 75952J108 65395 2416494 SH DEFINED 03
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RELIASTAR FINANCIAL CORP. COMMON 75952U103 10281 309200 SH DEFINED 03
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REMEC INC. COMMON 759543101 6302 458300 SH DEFINED 03 458300
REMEDY CORP. COMMON 759548100 1266 44600 SH DEFINED 03
44600
REMINGTON OIL & GAS CORP COMMON 759594302 228 40100 SH DEFINED 03
40100
RENAISSANCE WORLDWIDE INC COMMON 75968A109 861 222200 SH DEFINED 03
222200
RENAL CARE GROUP INC COMMON 759930100 5507 251400 SH DEFINED 03
251400
RENT-A-CENTER INC. COMMON 76009N100 194 10400 SH DEFINED 03
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REPUBLIC GROUP INC COMMON 760473108 911 65370 SH DEFINED 03
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REPUBLIC SECURITY FINANCIAL CO COMMON 760758102 119 13700 SH DEFINED 03
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REPUBLIC SVCS INC CL A COMMON 760759100 6502 597900 SH DEFINED 03
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RES-CARE INC COMMON 760943100 3106 182700 SH DEFINED 03
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RESMED INC COMMON 761152107 2537 76600 SH DEFINED 03
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RESPONSE ONCOLOGY INC COMMON 761232305 9 10014 SH DEFINED 03
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REYNOLDS & REYN CL A COMMON 761695105 22207 1089900 SH DEFINED 03 1089900
REYNOLDS METALS CO COMMON 761763101 205 3400 SH DEFINED 01
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RHYMTHMS NETCONNECTIONS INC COMMON 762430205 248 7200 SH DEFINED 03
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RIGGS NATIONAL CORP WASH DC COMMON 766570105 683 40500 SH DEFINED 03
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RIGHT MANAGEMENT CONSULTANTS COMMON 766573109 151 13400 SH DEFINED 03
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ROBBINS & MYERS INC. COMMON 770196103 8506 548800 SH DEFINED 03 548800
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43800
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ROYAL DUTCH PETE CO COMMON 780257804 47013 796000 SH DEFINED 01 796000
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22500
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SDL INC COMMON 784076101 4075 53400 SH DEFINED 03 53400
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SEAGRAM CO.LTD COMMON 811850106 25581 562224 SH DEFINED 03
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SEMPRA ENERGY COMMON 816851109 310 14916 SH DEFINED 01
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SOLUTIA INC. COMMON 834376105 1108 61980 SH DEFINED 03
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SPECIALTY EQUIPMENT COMP. INC. COMMON 847497203 598 23700 SH DEFINED 03
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SPEEDFAM-IPEC INC. COMMON 847705100 549 45720 SH DEFINED 03
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SPEEDWAY MOTORSPORTS INC COMMON 847788106 217 5000 SH DEFINED 03
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SPORTS AUTHORITY COMMON 849176102 146 45750 SH DEFINED 03
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STANDARD MICROSYSTEMS CORP. COMMON 853626109 243 26300 SH DEFINED 03
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STANDARD MOTOR PRODS COMMON 853666105 412 21200 SH DEFINED 03
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STANDARD PACIFIC CORP NEW COMMON 85375C101 8452 824550 SH DEFINED 03
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STANDARD PRODS CO COMMON 853836104 825 23300 SH DEFINED 03
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STANDARD REGISTER CO COMMON 853887107 418 17800 SH DEFINED 03
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STARBUCKS CORP COMMON 855244109 587 23700 SH DEFINED 03
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STARWOOD HOTELS & RESORTS WOR COMMON 85590A203 74588 3342973 SH DEFINED 03
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STERIS CORP COMMON 859152100 1441 104768 SH DEFINED 03
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STERLING COMMERCE INC COMMON 859205106 224 12060 SH DEFINED 03
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STERLING SOFTWARE INC COMMON 859547101 626 31288 SH DEFINED 03
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STORAGE COMPUTER CORP COMMON 86211A101 22 25258 SH DEFINED 03
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STRYKER CORPORATION COMMON 863667101 1973 38600 SH DEFINED 03
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</TABLE>
