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Previous: PAINEWEBBER INCOME PROPERTIES SEVEN LIMITED PARTNERSHIP, NT 10-Q, 1999-05-14 |
Next: PS PARTNERS V LTD, 10-Q, 1999-05-14 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, DC 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 30, 1999
Check here if Amendment[ ]; Amendment Number:
This Amendment (Check only one):[ ] is a restatement
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: State Treasurer, State of Michigan
Address: P.O. Box 15128
Lansing, MI 48901
13F File Number: 28-1462
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: Vernon L. Johnson
Title: Administrator
Phone: 517-373-3157
Signature, Place, and Date of Signing:
Vernon L. Johnson Lansing, Michigan May 15, 1999
Report Type (Check only one.):
[ x ] 13F HOLDINGS REPORT
[ ] 13F NOTICE
[ ] 13F COMBINATION REPORT
List of Other Managers Reporting for this Manager:
NONE
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: 0
Form 13F Information Table Entry Total: 928
Form 13F Information Table Value Total: 24,361,318
List of Other Included Managers:
NONE
<PAGE>
<TABLE> <C> <C>
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------ --------------- --------- -------- -------- --- ---- ------- ------------ ------- -------- --------
ADC TELECOMMUNICATIONS IN Common 000886101 3200 67100 SH Sole 67100
AFLAC INC Common 001055102 7186 132006 SH Sole 132006
AGCO CORP Common 001084102 194 29600 SH Sole 29600
AGL RES INC Common 001204106 503 28620 SH Sole 28620
AK STL HLDG CORP Common 001547108 662 29340 SH Sole 29340
AMR CORP DEL Common 001765106 6090 104000 SH Sole 104000
AT + T CORP Common 001957109 241575 3026784 SH Sole 3026784
ABBOTT LABS Common 002824100 40594 867160 SH Sole 867160
ABERCROMBIE AND FITCH CO Class A 002896207 2357 25550 SH Sole 25550
ACNIELSONCORP Common 004833109 770 28400 SH Sole 28400
ACUSON Common 005113105 204 13680 SH Sole 13680
ACXIOM CORP Common 005125109 532 20078 SH Sole 20078
AEROQUIP VICKERS INC Common 007869100 906 15810 SH Sole 15810
ADVANCED MICRO DEVICES IN Common 007903107 1279 82520 SH Sole 82520
AETNA INC Common 008117103 214990 2590245 SH Sole 2590245
AGOURON PHARMACEUTICALS I Common 008488108 899 15900 SH Sole 15900
AIR PRODS+ CHEMS INC Common 009158106 4486 130980 SH Sole 130980
AIRBORNE FGHT CORP Common 009266107 745 24020 SH Sole 24020
AIRGAS INC Common 009363102 296 35360 SH Sole 35360
ALASKA AIR GROUP INC Common 011659109 618 13010 SH Sole 13010
ALBANY INTL CORP Common 012348108 277 14771 SH Sole 14771
ALBEMARLECORP Common 012653101 490 23410 SH Sole 23410
ALBERTO CULVER CO Class B Conv 013068101 736 31480 SH Sole 31480
ALBERTSONS INC Common 013104104 92941 1707305 SH Sole 1707305
ALCAN ALUM LTD Common 013716105 3357 130055 SH Sole 130055
ALEXANDER+ BALDWIN INC Common 014482103 437 22270 SH Sole 22270
ALIANT COMMUNICATIONS INC Common 016090102 728 17780 SH Sole 17780
ALLEGHENYENERGY INC Common 017361106 1797 60900 SH Sole 60900
ALLEGHENYTELDYNE INC Common 017415100 71629 3782385 SH Sole 3782385
ALLERGAN INC Common 018490102 3306 37620 SH Sole 37620
ALLIED SIGNAL INC Common 019512102 176325 3584760 SH Sole 3584760
ALLIED WASTE INDUSTRIES I Common 019589308 1312 90900 SH Sole 90900
ALLSTATE CORP Common 020002101 17350 468120 SH Sole 468120
ALLTEL CORP Common 020039103 9803 157168 SH Sole 157168
ALTERA CORP Common 021441100 2879 48380 SH Sole 48380
ALZA CORP Common 022615108 2182 57050 SH Sole 57050
ALZA CORP Common 022615157 1 4960 SH Sole 4960
AMBAC FINL GROUP INC Common 023139108 1874 34700 SH Sole 34700
AMERADA HESS CORP Common 023551104 2624 51575 SH Sole 51575
AMEREN CORP Common 023608102 2837 78395 SH Sole 78395
AMERICAN ELEC PWR INC Common 025537101 4331 109115 SH Sole 109115
AMERICAN EXPRESS CO Common 025816109 30448 258580 SH Sole 258580
AMERICAN FINL GROUP INC OHIO Common 025932104 1070 30410 SH Sole 30410
AMERICAN GEN CORP Common 026351106 10136 143776 SH Sole 143776
AMERICAN GREETINGS CORP Class A 026375105 1026 40415 SH Sole 40415
AMERICAN HOME PRODUCTS CORP Common 026609107 49142 753140 SH Sole 753140
AMERICAN INTL GROUP INC Common 026874107 84871 703592 SH Sole 703592
AMERICAN PWR CONVERSION C Common 029066107 1285 47600 SH Sole 47600
AMERICAN STD COS INC DEL Common 029712106 1201 34950 SH Sole 34950
AMERICAN STORES CO NEW Common 030096101 5168 156600 SH Sole 156600
AMERICAN WTR WKS INC Common 030411102 1170 40160 SH Sole 40160
AMERITECHCORP Common 030954101 36186 627960 SH Sole 627960
AMETEK AEROSPACE PRODS IN Common 031100100 291 15920 SH Sole 15920
AMGEN INC Common 031162100 21775 290820 SH Sole 290820
AMP INC Common 031897101 6677 124795 SH Sole 124795
AMSOUTH BANCORPORATION Common 032165102 3317 72900 SH Sole 72900
ANADARKO PETE CORP Common 032511107 2591 68640 SH Sole 68640
ANALOG DEVICES INC Common 032654105 26172 879730 SH Sole 879730
ANDREW CORP Common 034425108 606 49182 SH Sole 49182
ANHEUSER BUSCH COS INC Common 035229103 20789 273086 SH Sole 273086
AON CORP Common 037389103 6136 97007 SH Sole 97007
APACHE CORP Common 037411105 1453 55750 SH Sole 55750
APOLLO GROUP INC Common 037604105 1162 38900 SH Sole 38900
APPLE COMPUTER Common 037833100 12968 360855 SH Sole 360855
APRIA HEALTHCARE GROUP INC Common 037933108 306 25800 SH Sole 25800
APPLIED MATERIALS INC Common 038222105 13009 210880 SH Sole 210880
ARCHER DANIELS MIDLAND CO Common 039483102 4970 338388 SH Sole 338388
ARMSTRONGWORLD INDS INC Common 042476101 1032 22840 SH Sole 22840
ARNOLD INDS INC Common 042595108 185 12460 SH Sole 12460
ARROW ELECTRS INC Common 042735100 713 47562 SH Sole 47562
ARVIN INDS INC Common 043339100 432 12830 SH Sole 12830
ASARCO INC Common 043413103 312 22590 SH Sole 22590
ASCEND COMMUNICATIONS INC Common 043491109 10358 123775 SH Sole 123775
ASHLAND INC Common 044204105 1744 42606 SH Sole 42606
ASSOCIATED BANC CORP Common 045487105 1005 31462 SH Sole 31462
ASSOCIATES FIRST CAP CORP Common 046008108 89715 1993656 SH Sole 1993656
ASTORIA FINL CORP Common 046265104 1360 27200 SH Sole 27200
ATLANTIC RICHFIELD CO Common 048825103 13622 186290 SH Sole 186290
ATMEL CORP Common 049513104 752 49520 SH Sole 49520
AUTODESK INCORPORATED Common 052769106 1071 26480 SH Sole 26480
AUTOMATIC DATA PROCESSING INC Common 053015103 14562 351948 SH Sole 351948
AUTOZONE INC Common 053332102 2603 85700 SH Sole 85700
AVERY DENNISON CORP Common 053611109 3813 66320 SH Sole 66320
AVNET INC Common 053807103 642 17470 SH Sole 17470
AVON PRODS INC Common 054303102 66637 1415920 SH Sole 1415920
BB+T CORP Common 054937107 6425 177560 SH Sole 177560
BISYS GROUP INC Common 055472104 40123 713300 SH Sole 713300
BJ SVCS CO Common 055482103 817 35150 SH Sole 35150
BMC SOFTWARE INC Common 055921100 4596 124010 SH Sole 124010
BAKER HUGHES INC Common 057224107 4541 186765 SH Sole 186765
BALL CORP Common 058498106 825 17585 SH Sole 17585
BALTIMOREGAS + ELEC CO Common 059165100 2157 85010 SH Sole 85010
BANDAG INC Common 059815100 310 10900 SH Sole 10900
BANK NEW YORK INC Common 064057102 15597 434000 SH Sole 434000
BANKERS TR NY CORP Common 066365107 4799 54385 SH Sole 54385
BANTA CORP Common 066821109 274 14395 SH Sole 14395
BARD C R INC Common 067383109 90553 1795350 SH Sole 1795350
BARNES + NOBLE INC Common 067774109 1095 34100 SH Sole 34100
BARRICK GOLD CORP Common 067901108 3630 212732 SH Sole 212732
BATTLE MTN GOLD CO Common 071593107 361 131340 SH Sole 131340
BAUSCH + LOMB INC Common 071707103 2082 32035 SH Sole 32035
BAXTER INTL INC Common 071813109 117332 1777755 SH Sole 1777755
BEAR STEARNS COS INC Common 073902108 2843 63614 SH Sole 63614
BECKMAN COULTER INC Common 075811109 627 14180 SH Sole 14180
BECTON DICKINSON + CO Common 075887109 5450 142240 SH Sole 142240
BED BATH + BEYOND INC Common 075896100 2527 69220 SH Sole 69220
BELL ATLANTIC CORP Common 077853109 45846 886978 SH Sole 886978
BELLSOUTHCORP Common 079860102 44635 1114140 SH Sole 1114140
BELO A H CORP Common 080555105 1096 60030 SH Sole 60030
BEMIS INC Common 081437105 928 29877 SH Sole 29877
BERGEN BRUNSWIG CORP Class A 083739102 1088 54382 SH Sole 54382
BERINGER WINE ESTATES HLD Class B 084102102 3082 84732 SH Sole 84732
BEST BUY CO INC Common 086516101 5219 100360 SH Sole 100360
BETHLEHEMSTL CORP Common 087509105 611 74037 SH Sole 74037
BEVERLY ENTERPRISES INC Common 087851309 261 50960 SH Sole 50960
BIOGEN INC Common 090597105 4182 36580 SH Sole 36580
BIOMET INC Common 090613100 2689 64130 SH Sole 64130
BLACK + DECKER CORPORATIO Common 091797100 2781 50160 SH Sole 50160
BLACK HILLS CORP Common 092113109 229 10745 SH Sole 10745
BLOCK H +R INC Common 093671105 2642 55760 SH Sole 55760
BOB EVANSFARMS INC Common 096761101 409 20426 SH Sole 20426
BOEING CO Common 097023105 18361 540041 SH Sole 540041
BOISE CASCADE CORP Common 097383103 1037 32164 SH Sole 32164
BORDERS GROUP INC Common 099709107 540 38400 SH Sole 38400
BORG WARNER AUTOMOTIVE IN Common 099724106 631 13200 SH Sole 13200
BOSTON SCIENTIFIC CORP Common 101137107 9106 224136 SH Sole 224136
BOWATER INC Common 102183100 72261 1823610 SH Sole 1823610
BRIGGS + STRATTON CORP Common 109043109 652 13230 SH Sole 13230
BRINKER INTL INC Common 109641100 850 32790 SH Sole 32790
BRISTOL MYERS SQUIBB CO Common 110122108 167441 2611160 SH Sole 2611160
BROWN FORMAN CORP Class B 115637209 2261 39235 SH Sole 39235
BROWNING FERRIS INDS INC Common 115885105 115356 2991397 SH Sole 2991397
BRUNSWICKCORP Common 117043109 1044 54790 SH Sole 54790
BUFFETS INC Common 119882108 221 22410 SH Sole 22410
BURLINGTON INDS INC Common 121693105 190 28680 SH Sole 28680
BURLINGTON RES INC Common 122014103 4038 101104 SH Sole 101104
CBL + ASSOC PPTYS INC Common 124830100 16275 700000 SH Sole 700000
CCB FINL CORP Common 124875105 1092 20200 SH Sole 20200
CIGNA CORP Common 125509109 9879 117875 SH Sole 117875
CMP GROUPINC Common 125887109 296 16110 SH Sole 16110
CMS ENERGY CORP Common 125896100 123874 3077620 SH Sole 3077620
CSX CORP Common 126408103 4827 123966 SH Sole 123966
CVS CORP Common 126650100 10572 222576 SH Sole 222576
CABLETRONSYSTEMS INC Common 126920107 769 93930 SH Sole 93930
CABOT CORP Common 127055101 706 33230 SH Sole 33230
CADENCE DESIGN SYS INC Common 127387108 2843 110410 SH Sole 110410
CALGON CARBON CORP Common 129603106 100 19200 SH Sole 19200
CALLAWAY GOLF CO Common 131193104 381 37360 SH Sole 37360
CAMBRIDGETECHNOLOGY PARN Common 132524109 404 29100 SH Sole 29100
CAMDEN PPTY TR SH BEN INT 133131102 12038 486400 SH Sole 486400
CAMPBELL SOUP CO Common 134429109 10333 253960 SH Sole 253960
CANADIAN NATL RY CO Common 136375102 146038 2625400 SH Sole 2625400
CARLISLE COS INC Common 142339100 702 15010 SH Sole 15010
CARNIVAL CORP Common 143658102 199276 4103500 SH Sole 4103500
CAROLINA PWR + LT CO Common 144141108 3270 86470 SH Sole 86470
CARPENTERTECHNOLOGY CORP Common 144285103 282 10870 SH Sole 10870
CARTER WALLACE INC. Common 146285101 403 22410 SH Sole 22410
CATERPILLAR INC Common 149123101 141682 3084240 SH Sole 3084240
CENDANT CORP Common 151313103 7756 486655 SH Sole 486655
CENTEX CORP Common 152312104 1136 34030 SH Sole 34030
CENTOCOR INC Common 152342101 1297 35120 SH Sole 35120
CENTRAL +SOUTH WEST CORP Common 152357109 2845 121400 SH Sole 121400
CENTURY TEL ENTERPRISES INC Common 156686107 3195 45485 SH Sole 45485
CHAMPION INTL CORP Common 158525105 2243 54620 SH Sole 54620
CHARTER ONE FINL INC Common 160903100 2409 83474 SH Sole 83474
CHESAPEAKE CORP Common 165159104 291 10710 SH Sole 10710
CHEVRON CORP Common 166751107 33085 372790 SH Sole 372790
CHIRON CORP Common 170040109 1951 88914 SH Sole 88914
CHRIS CRAFT INDS INC Common 170520100 759 16627 SH Sole 16627
CHUBB CORP Common 171232101 5444 92960 SH Sole 92960
CHURCH + DWIGHT INC Common 171340102 393 9640 SH Sole 9640
CINCINNATI BELL INC Common 171870108 1524 67900 SH Sole 67900
CINCINNATI FINL CORP Common 172062101 3469 95200 SH Sole 95200
CINERGY CORP Common 172474108 2487 90442 SH Sole 90442
CIRCUIT CITY STORES INC Common 172737108 4383 57205 SH Sole 57205
CIRRUS LOGIC INC Common 172755100 192 30180 SH Sole 30180
CINTAS CORP Common 172908105 3435 52540 SH Sole 52540
CIRCUS CIRCUS ENTERPRISES Common 172909103 827 47085 SH Sole 47085
CITIGROUP INC Common 172967101 533292 8348989 SH Sole 8348989
CITRIX SYS INC Common 177376100 1613 42300 SH Sole 42300
CITY NATLCORP Common 178566105 704 22809 SH Sole 22809
CLAIRE S STORES INC Common 179584107 764 25355 SH Sole 25355
CLAYTON HOMES INC Common 184190106 795 71826 SH Sole 71826
CLEAR CHANNEL COMMUNICATIONS Common 184502102 10100 150600 SH Sole 150600
CLEVELANDCLIFFS INC Common 185896107 189 5550 SH Sole 5550
CLOROX CO Common 189054109 7840 66898 SH Sole 66898
COASTAL CORP Common 190441105 302848 9177210 SH Sole 9177210
COCA COLA CO Common 191216100 259723 4231740 SH Sole 4231740
COCA COLAENTERPRISES INC Common 191219104 6763 223560 SH Sole 223560
COLGATE PALMOLIVE CO Common 194162103 15368 167040 SH Sole 167040
COLUMBIA ENERGY GROUP Common 197648108 2486 47577 SH Sole 47577
COLUMBIA / HCA HEALTHCARE CORP Common 197677107 52323 2762955 SH Sole 2762955
COMAIR HLDGS INC Common 199789108 1149 48650 SH Sole 48650
COMCAST CORP Common 200300101 4555 74060 SH Sole 74060
COMCAST CORP Class A Special 200300200 8638 137250 SH Sole 137250
COMDISCO INC Common 200336105 1353 75670 SH Sole 75670
COMERICA INC Common 200340107 5539 88720 SH Sole 88720
COMPAQ COMPUTER CORP Common 204493100 325861 10283573 SH Sole 10283573
COMPUTER ASSOC INTL INC Common 204912109 23367 657077 SH Sole 657077
COMPUSA INC Common 204932107 318 45500 SH Sole 45500
COMPUTER SCIENCES CORP Common 205363104 177165 3210230 SH Sole 3210230
COMPUWARE CORP Common 205638109 5013 209980 SH Sole 209980
COMVERSE TECHNOLOGY INC Common 205862402 1891 22250 SH Sole 22250
CONAGRA INC Common 205887102 7154 279170 SH Sole 279170
CONCORD EFS INC Common 206197105 1753 63600 SH Sole 63600
CONECTIV INC Common 206829103 1035 53440 SH Sole 53440
CONSECO INC Common 208464107 5651 183015 SH Sole 183015
CONSOLIDATED EDISON INC Common 209115104 6030 133070 SH Sole 133070
CONSOLIDATED NAT GAS CO Common 209615103 2667 54785 SH Sole 54785
CONSOLIDATED PAPERS INC Common 209759109 1057 44980 SH Sole 44980
CONSOLIDATED STORES CORP Common 210149100 1894 62469 SH Sole 62469
CONVERGYSCORP Common 212485106 1300 75900 SH Sole 75900
COOPER INDS INC Common 216669101 2516 59020 SH Sole 59020
COOPER TIRE + RUBR CO Common 216831107 794 43220 SH Sole 43220
COORS ADOLPH CO Common 217016104 1120 20740 SH Sole 20740
CORDANT TECHNOLOGIES INC Common 218412104 723 18150 SH Sole 18150
CORNING INC Common 219350105 7951 132510 SH Sole 132510
COUNTRYWIDE CR INDS INC Common 222372104 2392 63800 SH Sole 63800
COVANCE INC Common 222816100 728 29050 SH Sole 29050
CRANE CO Common 224399105 946 39113 SH Sole 39113
CROMPTON + KNOWLES CORP Common 227111101 565 35900 SH Sole 35900
CROWN CORK + SEAL INC Common 228255105 1992 69755 SH Sole 69755
CUMMINS ENGINE INC Common 231021106 848 23850 SH Sole 23850
CYPRESS SEMICONDUCTOR CORP Common 232806109 385 42800 SH Sole 42800
CYPRUS AMAX MINERALS CO Common 232809103 629 51840 SH Sole 51840
CYTEC INDS INC Common 232820100 481 21550 SH Sole 21550
DPL INC Common 233293109 1322 80100 SH Sole 80100
DTE ENERGY CO Common 233331107 3186 82900 SH Sole 82900
DANA CORP Common 235811106 139029 3658653 SH Sole 3658653
DANAHER CORP Common 235851102 3993 76430 SH Sole 76430
DARDEN RESTAURANTS INC Common 237194105 85405 4140834 SH Sole 4140834
DATA GEN CORP Common 237688106 287 28300 SH Sole 28300
DAYTON HUDSON CORP Common 239753106 336817 5055410 SH Sole 5055410
DEAN FOODS CO Common 242361103 714 20040 SH Sole 20040
DEERE + CO Common 244199105 55551 1438225 SH Sole 1438225
DELL COMPUTER CORP Common 247025109 59425 1453820 SH Sole 1453820
DELTA AIRLINES INC DE Common 247361108 5627 80960 SH Sole 80960
DE LUXE CORP Common 248019101 1336 45880 SH Sole 45880
DENTSPLY INTL INC NEW Common 249030107 608 26130 SH Sole 26130
DEXTER CORP Common 252165105 364 11550 SH Sole 11550
DIEBOLD INC Common 253651103 830 34580 SH Sole 34580
DILLARDS INC Class A 254067101 1547 60950 SH Sole 60950
DISNEY WALT CO Common 254687106 36436 1170647 SH Sole 1170647
DOLE FOODINC Common 256605106 885 29510 SH Sole 29510
DOLLAR GEN CORP Common 256669102 3436 101066 SH Sole 101066
DOLLAR TREE STORES INC Common 256747106 910 29400 SH Sole 29400
DOMINION RES INC VA Common 257470104 4116 111427 SH Sole 111427
DONALDSONINC Common 257651109 424 23580 SH Sole 23580
DONNELLEYR R + SONS CO Common 257867101 2469 76710 SH Sole 76710
DOVER CORP Common 260003108 4184 127280 SH Sole 127280
DOW CHEM CO Common 260543103 56145 602495 SH Sole 602495
DOW JONES+ CO INC Common 260561105 2528 53575 SH Sole 53575
DREYERS GRAND ICE CREAM I Common 261878102 176 13610 SH Sole 13610
DU PONT E I DE NEMOURS + CO Common 263534109 81580 1405030 SH Sole 1405030
DUKE ENERGY CO Common 264399106 11319 206511 SH Sole 206511
EG + G INC Common 268457108 671 25455 SH Sole 25455
E M C CORP MASS Common 268648102 36634 286760 SH Sole 286760
E TRADE GROUP INC Common 269246104 3335 57200 SH Sole 57200
EASTMAN CHEM CO Common 277432100 1907 45332 SH Sole 45332
EASTMAN KODAK CO Common 277461109 11807 184850 SH Sole 184850
EATON CORP Common 278058102 2915 40770 SH Sole 40770
ECOLAB INC Common 278865100 2621 73836 SH Sole 73836
EDISON INTL Common 281020107 4476 201170 SH Sole 201170
EDWARDS AG INC Common 281760108 1542 47171 SH Sole 47171
EL PASO ENERGY CORP DEL Common 283905107 1954 59776 SH Sole 59776
ELECTRONIC ARTS Common 285512109 1444 30400 SH Sole 30400
ELECTRONIC DATA SYS CORP Common 285661104 13706 281500 SH Sole 281500
EMERSON ELEC CO Common 291011104 186370 3520560 SH Sole 3520560
EMONS TRANSN GROUP INC Common 291575108 257 128380 SH Sole 128380
ENGELHARDCORP Common 292845104 1384 81712 SH Sole 81712
ENESCO GROUP INC Common 292973104 141 7820 SH Sole 7820
ENRON CORP Common 293561106 12127 188745 SH Sole 188745
EQUIFAX INC Common 294429105 2891 84090 SH Sole 84090
EQUITY OFFICE PPTYS TR Common 294741103 124293 4898243 SH Sole 4898243
ETHYL CORP Common 297659104 177 41570 SH Sole 41570
EVEREST REINSURANCE HLDGS Common 299808105 777 24900 SH Sole 24900
EXXON CORP Common 302290101 231337 3278470 SH Sole 3278470
FMC CORP Common 302491303 930 18830 SH Sole 18830
FPL GROUPINC Common 302571104 5497 103223 SH Sole 103223
FAMILY DLR STORES INC Common 307000109 1973 85770 SH Sole 85770
FASTENAL CO Common 311900104 661 18850 SH Sole 18850
FEDERAL HOME LN MTG CORP Common 313400301 22224 387770 SH Sole 387770
FEDERAL MOGUL CORP Common 313549107 1497 35020 SH Sole 35020
FEDERAL NATL MTG ASSN Common 313586109 361439 5219330 SH Sole 5219330
FEDERAL SIGNAL CORP Common 313855108 471 22563 SH Sole 22563
FERRO CORP Common 315405100 437 17650 SH Sole 17650
FIFTH THIRD BANCORP Common 316773100 10040 152265 SH Sole 152265
FINOVA GROUP INC Common 317928109 1595 30750 SH Sole 30750
FIRST DATA CORP Common 319963104 10794 252484 SH Sole 252484
FIRST HEALTH GROUP CORP Common 320960107 487 30310 SH Sole 30310
FIRST SECCORP DEL Common 336294103 1814 93913 SH Sole 93913
FIRST TENN NATL CORP Common 337162101 2337 63800 SH Sole 63800
FIRST UN CORP Common 337358105 134824 2523031 SH Sole 2523031
FIRST VA BKS INC Common 337477103 1140 24947 SH Sole 24947
FISERV INC Common 337738108 2188 40805 SH Sole 40805
FLAGSTAR BANCORP INC Common 337930101 6625 250000 SH Sole 250000
FIRSTENERGY CORP Common 337932107 3786 135230 SH Sole 135230
FLEET FINL GROUP INC Common 338915101 12199 324234 SH Sole 324234
FLEETWOODENTERPRISES INC Common 339099103 567 19823 SH Sole 19823
FLORIDA PROGRESS CORP Common 341109106 1823 48290 SH Sole 48290
FLOWERS INDS INC Common 343496105 1224 49712 SH Sole 49712
FLUOR CORP Common 343861100 1166 43190 SH Sole 43190
FORD MTR CO DEL Common 345370100 209816 3701270 SH Sole 3701270
FORE SYSTEMS Common 345449102 1046 55300 SH Sole 55300
FOREST LABS INC Common 345838106 2319 41130 SH Sole 41130
FORT JAMES CORP Common 347471104 3985 125765 SH Sole 125765
FORTUNE BRANDS INC Common 349631101 3754 97510 SH Sole 97510
FOSTER WHEELER CORP Common 350244109 282 23240 SH Sole 23240
FOUNDATION HEALTH SYS INC Common 350404109 741 60818 SH Sole 60818
FRANKLIN RES INC Common 354613101 4061 144400 SH Sole 144400
FULLER H B CO Common 359694106 409 6945 SH Sole 6945
FURNITUREBRANDS INTL INC Common 360921100 571 25800 SH Sole 25800
GATX Common 361448103 808 24540 SH Sole 24540
GTE CORP Common 362320103 33362 551440 SH Sole 551440
GANNETT INC Common 364730101 10124 160700 SH Sole 160700
GAP INC Common 364760108 333311 4951691 SH Sole 4951691
GATEWAY 2000 INC Common 367833100 6109 89100 SH Sole 89100
GENCORP INC Common 368682100 372 20660 SH Sole 20660
GENERAL DYNAMICS CORP Common 369550108 4648 72340 SH Sole 72340
GENERAL ELEC CO Common 369604103 985292 8906590 SH Sole 8906590
GENERAL INSTR CORP DEL Common 370120107 2895 95500 SH Sole 95500
GENERAL MLS INC Common 370334104 132619 1755094 SH Sole 1755094
GENERAL MTRS CORP Common 370442105 130809 1503550 SH Sole 1503550
GENTEX CORP Common 371901109 86836 4027200 SH Sole 4027200
GENUINE PARTS CO Common 372460105 2956 102602 SH Sole 102602
GENZYME CORP Common 372917104 2026 40170 SH Sole 40170
GENZYME CORP Common 372917401 4 1692 SH Sole 1692
GEORGIA GULF CORP Common 373200203 172 15340 SH Sole 15340
GEORGIA PAC CORP PAC GRP 373298108 3728 50205 SH Sole 50205
GEORGIA PAC CORP Timber Grp 373298702 975 43450 SH Sole 43450
GILLETTE CO Common 375766102 225161 3788204 SH Sole 3788204
GLATFELTER P H CO Common 377316104 234 20950 SH Sole 20950
GLOBAL MARINE INC Common 379352404 1013 86250 SH Sole 86250
GOLDEN WEST FINL CORP DEL Common 381317106 3100 32456 SH Sole 32456
GOODRICH B F CO Common 382388106 1449 42242 SH Sole 42242
GOODYEAR TIRE AND RUBBER Common 382550101 4428 88895 SH Sole 88895
GRAINGER W W INC Common 384802104 2334 54190 SH Sole 54190
GRANITE CONSTR INC Common 387328107 321 13747 SH Sole 13747
GREAT ATLANTIC + PAC TEA Common 390064103 654 21795 SH Sole 21795
GREAT LAKES CHEMICAL CORP Common 390568103 1241 33770 SH Sole 33770
GREENPOINT FINL CORP Common 395384100 1741 50100 SH Sole 50100
GTECH HLDGS CORP Common 400518106 489 20050 SH Sole 20050
GUIDANT CORP Common 401698105 10406 172000 SH Sole 172000
GULFSTREAM AEROSPACE CORP Common 402734107 1566 36100 SH Sole 36100
HCR MANORCARE INC Common 404134108 1441 63180 SH Sole 63180
HALLIBURTON CO Common 406216101 9658 250859 SH Sole 250859
HANNA M.A. CO Common 410522106 316 24680 SH Sole 24680
HANNAFORD BROS CO Common 410550107 958 21080 SH Sole 21080
HARLEY DAVIDSON INC Common 412822108 4360 76000 SH Sole 76000
HARNISCHFEGER INDS INC Common 413345109 155 27300 SH Sole 27300
HARRAHS ENTMT INC Common 413619107 1375 72140 SH Sole 72140
HARRIS CORP DEL Common 413875105 1309 45730 SH Sole 45730
HARSCO CORP Common 415864107 558 22150 SH Sole 22150
HARTFORD FINANCIAL SVCS G Common 416515104 147019 2587800 SH Sole 2587800
HASBRO INC Common 418056107 3239 111930 SH Sole 111930
HAWAIIAN ELEC INDS INC Common 419870100 562 16020 SH Sole 16020
HEALTHSOUTH CORP Common 421924101 2506 241549 SH Sole 241549
HEALTH MGMT ASSOC Common 421933102 1528 125350 SH Sole 125350
HEILIG MEYERS CO Common 422893107 154 29710 SH Sole 29710
HEINZ H J CO Common 423074103 9787 206582 SH Sole 206582
HELMERICHAND PAYNE INC Common 423452101 651 28690 SH Sole 28690
HERCULES INC Common 427056106 1449 57393 SH Sole 57393
HERSHEY FOODS CORP Common 427866108 101129 1803870 SH Sole 1803870
HEWLETT PACKARD CO Common 428236103 39733 585922 SH Sole 585922
HIBERNIA CORP Class A 428656102 1026 77810 SH Sole 77810
HILLENBRAND INDS INC Common 431573104 1536 33250 SH Sole 33250
HILTON HOTELS CORP Common 432848109 2092 148750 SH Sole 148750
HOME DEPOT INC Common 437076102 289423 4649370 SH Sole 4649370
HOME PPTYS N Y INC Common 437306103 39070 1689524 SH Sole 1689524
HOMESTAKE MNG CO Common 437614100 1176 136325 SH Sole 136325
HON INDS INC Common 438092108 673 30670 SH Sole 30670
HONEYWELL INC Common 438506107 5448 71860 SH Sole 71860
HORACE MANN EDUCATORS COR Common 440327104 492 21200 SH Sole 21200
HORMEL FOODS CORP Common 440452100 1303 36570 SH Sole 36570
HOUGHTON MIFFLIN CO Common 441560109 705 15030 SH Sole 15030
HOUSEHOLD INTL INC Common 441815107 12569 275480 SH Sole 275480
HUBBELL INC Class B 443510201 1311 32764 SH Sole 32764
HUMANA INC Common 444859102 1646 95440 SH Sole 95440
HUMAN GENOME SCIENCES INC Common 444903108 10385 299374 SH Sole 299374
HUNT J B TRANS SVCS INC Common 445658107 373 17740 SH Sole 17740
HUNTINGTON BANCSHARES INC Common 446150104 3726 120430 SH Sole 120430
ICN PHARMACEUTICALS INC Common 448924100 956 38050 SH Sole 38050
IBP INC Common 449223106 860 46200 SH Sole 46200
IMC GLOBAL INC Common 449669100 1163 56890 SH Sole 56890
IMS HEALTH INC Common 449934108 220875 6667934 SH Sole 6667934
ITT INDS INC Common 450911102 2092 59150 SH Sole 59150
IDACORP INC Common 451107106 550 18680 SH Sole 18680
IKON OFFICE SOLUTIONS INC Common 451713101 1077 84036 SH Sole 84036
ILLINOIS TOOL WKS INC Common 452308109 8826 142640 SH Sole 142640
ILLINOVA CORP Common 452317100 756 35670 SH Sole 35670
INCO LTD Common 453258402 39267 2949656 SH Sole 2949656
INDIANA ENERGY INC Common 454707100 281 14860 SH Sole 14860
INFORMIX CORP Common 456779107 655 88750 SH Sole 88750
INGERSOLL RAND CO Common 456866102 103953 2094767 SH Sole 2094767
INFORMATION RES INC Common 456905108 90 13903 SH Sole 13903
INTEGRATED DEVICE TECHNOL Common 458118106 223 41170 SH Sole 41170
INTEL CORP Common 458140100 291874 2455300 SH Sole 2455300
INTERNATIONAL BUSINESS MACHS Common 459200101 94157 531210 SH Sole 531210
INTERNATIONAL FLAVOURS Common 459506101 2273 60520 SH Sole 60520
INTERNATIONAL GAME TECHNO Common 459902102 782 53460 SH Sole 53460
INTERNATIONAL MULTIFOODS CORP Common 460043102 217 9320 SH Sole 9320
INTERNATIONAL PAPER CO Common 460146103 7397 175330 SH Sole 175330
INTERPUBLIC GROUP COS INC Common 460690100 6175 79297 SH Sole 79297
INTERSTATE ENERGY CORP WI Common 460845100 1023 38410 SH Sole 38410
INTUIT Common 461202103 3032 29800 SH Sole 29800
IPALCO ENTERPRISES Common 462613100 971 44240 SH Sole 44240
IVAX CORP Common 465823102 687 58180 SH Sole 58180
JACOBS ENGR GROUP INC Common 469814107 504 12780 SH Sole 12780
JEFFERSONPILOT CORP Common 475070108 4095 60443 SH Sole 60443
JOHNSON + JOHNSON Common 478160104 71843 768370 SH Sole 768370
JOHNSON CTLS INC Common 478366107 3015 48330 SH Sole 48330
JONES APPAREL GROUP INC Common 480074103 48968 1752770 SH Sole 1752770
JOSTENS INC Common 481088102 428 20160 SH Sole 20160
KLA TENCOR CORP Common 482480100 2423 49900 SH Sole 49900
K MART CORP Common 482584109 4731 281415 SH Sole 281415
K N ENERGY INC Common 482620101 681 34175 SH Sole 34175
KANSAS CITY PWR + LT CO Common 485134100 758 30780 SH Sole 30780
KANSAS CITY SOUTHN INDS INC Common 485170104 3109 54540 SH Sole 54540
KAUFMAN +BROAD HOME CORP Common 486168107 615 27262 SH Sole 27262
KAYDON CORP Common 486587108 462 15980 SH Sole 15980
KEANE INC Common 486665102 746 35000 SH Sole 35000
KELLOGG CO Common 487836108 7818 231220 SH Sole 231220
KELLY SVCS INC Common 488152208 512 18435 SH Sole 18435
KENNAMETAL INC Common 489170100 261 14830 SH Sole 14830
KERR MCGEE CORP Common 492386107 1616 49254 SH Sole 49254
KEYCORP NEW Common 493267108 7872 259704 SH Sole 259704
KEYSTONE FINL INC Common 493482103 826 25600 SH Sole 25600
KIMBERLY CLARK CORP Common 494368103 14822 309198 SH Sole 309198
KING WORLD PRODTNS INC Common 495667107 1277 41792 SH Sole 41792
KNOLL INC Common 498904101 3786 153750 SH Sole 153750
KNIGHT RIDDER INC Common 499040103 2236 44720 SH Sole 44720
KOHLS CORP Common 500255104 6401 90310 SH Sole 90310
KROGER CO Common 501044101 8767 146418 SH Sole 146418
LG + E ENERGY CORP Common 501917108 1344 64570 SH Sole 64570
LSI LOGICCORP Common 502161102 2511 80510 SH Sole 80510
LANCASTERCOLONY CORP Common 513847103 554 20820 SH Sole 20820
LANCE INC Common 514606102 242 14890 SH Sole 14890
LANDS END INC Common 515086106 521 15050 SH Sole 15050
LAUDER ESTEE COS INC Common 518439104 56700 600000 SH Sole 600000
LAWTER INTL INC Common 520786104 113 16140 SH Sole 16140
LEAR CORP Common 521865105 76120 1783200 SH Sole 1783200
LEE ENTERPRISES INC Common 523768109 639 22040 SH Sole 22040
LEGATO SYSTEMS INC Common 524651106 965 18700 SH Sole 18700
LEGGETT +PLATT INC Common 524660107 1958 97910 SH Sole 97910
LEHMAN BROTHERS HLDGS INC Common 524908100 3895 65180 SH Sole 65180
LEXMARK INTL GROUP INC Class A 529771107 3610 32270 SH Sole 32270
LIBERTY PROPERTY SH BEN INT 531172104 17077 823000 SH Sole 823000
LILLY ELI + CO Common 532457108 214456 2526728 SH Sole 2526728
LIMITED INC Common 532716107 5124 129300 SH Sole 129300
LINCARE HLDGS INC Common 532791100 816 29000 SH Sole 29000
LINCOLN NATL CORP IN Common 534187109 5705 57695 SH Sole 57695
LINEAR TECHNOLOGY CORP Common 535678106 3842 74960 SH Sole 74960
LITTON INDS INC Common 538021106 1315 22650 SH Sole 22650
LIZ CLAIBORNE INC Common 539320101 1201 36805 SH Sole 36805
LOCKHEED MARTIN CORP Common 539830109 8459 224078 SH Sole 224078
LOEWS CORP Common 540424108 4839 64850 SH Sole 64850
LONE STARSTEAKHOUSE + SA Common 542307103 200 19470 SH Sole 19470
LONGS DRUG STORES CORP Common 543162101 675 22190 SH Sole 22190
LONGVIEW FIBRE CO WASHING Common 543213102 298 25740 SH Sole 25740
LOUISIANAPAC CORP Common 546347105 1153 61915 SH Sole 61915
LOWES COS INC Common 548661107 12165 201080 SH Sole 201080
LUBRIZOL CORP Common 549271104 617 27430 SH Sole 27430
LUCENT TECHNOLOGIES INC Common 549463107 178654 1654200 SH Sole 1654200
LYONDELL CHEMICAL CO Common 552078107 524 38250 SH Sole 38250
MGIC INVT CORP WIS Common 552848103 2191 62480 SH Sole 62480
MAGNETEK INC Common 559424106 132 15750 SH Sole 15750
MALLINCKRODT INC NEW Common 561232109 1084 40710 SH Sole 40710
MARK IV INDS INC Common 570387100 345 26562 SH Sole 26562
MARSH + MCLENNAN COS INC Common 571748102 10899 146785 SH Sole 146785
MARSHALL + ILSLEY CORP Common 571834100 2933 52900 SH Sole 52900
MARRIOTT INTL INC NEW Common 571903202 4695 139640 SH Sole 139640
MARTIN MARIETTA MATLS INC Common 573284106 1324 23200 SH Sole 23200
MASCO CORP Common 574599106 223981 7928520 SH Sole 7928520
MATRIX PHARMACEUTICALS Common 576844104 115 54691 SH Sole 54691
MATTEL INC Common 577081102 4091 164041 SH Sole 164041
MAY DEPT STORES CO Common 577778103 7825 200010 SH Sole 200010
MAXXAM INC Common 577913106 177 3510 SH Sole 3510
MAYTAG CORP Common 578592107 3103 51390 SH Sole 51390
MCCORMICK + CO INC Non Voting 579780206 1045 36030 SH Sole 36030
MCDERMOTTINTL INC Common 580037109 855 33779 SH Sole 33779
MCDONALDSCORP Common 580135101 500115 11037020 SH Sole 11037020
MCGRAW HILL COS INC Common 580645109 6120 112300 SH Sole 112300
MEAD CORP Common 582834107 1788 58134 SH Sole 58134
MEDIA GENINC Common 584404107 621 13350 SH Sole 13350
MEDIMMUNE INC Common 584699102 414 7000 SH Sole 7000
MEDTRONIC INC Common 585055106 23992 333800 SH Sole 333800
MELLON BK CORP Common 585509102 69708 990518 SH Sole 990518
MENTOR GRAPHICS CORP Common 587200106 441 32660 SH Sole 32660
MERCANTILE BANCORPORATION Common 587342106 4265 89790 SH Sole 89790
MERCANTILE BANKSHARES COR Common 587405101 1315 35542 SH Sole 35542
MERCK + CO INC Common 589331107 109062 1361142 SH Sole 1361142
MEREDITH CORP Common 589433101 939 29856 SH Sole 29856
MERRILL LYNCH + CO INC Common 590188108 17916 202440 SH Sole 202440
MEYER FRED INC DEL NEW Common 592907109 64098 1088720 SH Sole 1088720
MICROSOFT CORP Common 594918104 1229979 13723616 SH Sole 13723616
MICROCHIP TECHNOLOGY INC Common 595017104 874 25250 SH Sole 25250
MICRON TECHNOLOGY INC Common 595112103 6809 141310 SH Sole 141310
MILACRON INC Common 598709103 28065 1781875 SH Sole 1781875
MILLER HERMAN INC Common 600544100 772 42290 SH Sole 42290
MILLIPORECORP Common 601073109 603 25000 SH Sole 25000
MINERALS TECHNOLOGIES INC Common 603158106 525 10940 SH Sole 10940
MINNESOTAMNG + MFG CO Common 604059105 16253 229730 SH Sole 229730
MINNESOTAPWR + LT CO Common 604110106 712 36040 SH Sole 36040
MIRAGE RESORTS INC Common 60462E104 2183 102730 SH Sole 102730
MOBIL CORP Common 607059102 278251 3161940 SH Sole 3161940
MODINE MFG CO Common 607828100 413 14720 SH Sole 14720
MODIS PROFESSIONAL SVCS I Common 607830106 504 55600 SH Sole 55600
MOHAWK INDS INC Common 608190104 210 7000 SH Sole 7000
MOLEX INC Common 608554101 2270 77275 SH Sole 77275
MONSANTO CO Common 611662107 132944 2894010 SH Sole 2894010
MONTANA PWR CO Common 612085100 2016 27400 SH Sole 27400
MOORE CORP LTD Common 615785102 499 50526 SH Sole 50526
MORGAN J P + CO INC Common 616880100 12307 99750 SH Sole 99750
MORGAN STANLEY DEAN WITTER Common 617446448 32988 330091 SH Sole 330091
MORTON INTL INC IND NEW Common 619335102 2542 69160 SH Sole 69160
MOTOROLA INC Common 620076109 202274 2761420 SH Sole 2761420
MURPHY OIL CORP Common 626717102 930 22410 SH Sole 22410
MYLAN LABS INC Common 628530107 1760 64150 SH Sole 64150
NCH CORP Common 628850109 133 2780 SH Sole 2780
NCR CORP NEW Common 62886E108 2440 48800 SH Sole 48800
NABORS INDUSTRIES INC Common 629568106 46896 2578450 SH Sole 2578450
NACCO INDS INC Class A 629579103 346 4675 SH Sole 4675
NALCO CHEM CO Common 629853102 992 37335 SH Sole 37335
NATIONAL CITY CORP Common 635405103 12378 186486 SH Sole 186486
NATIONAL FUEL GAS CO N J Common 636180101 755 19240 SH Sole 19240
NATIONAL SEMICONDUCTOR CO Common 637640103 882 94750 SH Sole 94750
NATIONAL SVC INDS INC Common 637657107 808 23720 SH Sole 23720
NAVISTAR INTL CORP INC Common 63934E108 1538 38280 SH Sole 38280
NETWORKS ASSOCS INC Common 640938106 1972 64250 SH Sole 64250
NEVADA PWR CO Common 641423108 631 25500 SH Sole 25500
NEW ENGLAND ELEC SYS Common 644001109 1442 29740 SH Sole 29740
NEW YORK TIMES CO Common 650111107 2965 104046 SH Sole 104046
NEWMONT MNG CORP Common 651639106 1735 99158 SH Sole 99158
NEWPORT NEWS SHIPBUILDING Common 652228107 558 17600 SH Sole 17600
NICOR INC Common 654086107 981 27285 SH Sole 27285
NIKE INC Common 654106103 9316 161490 SH Sole 161490
NOBLE AFFILIATES INC Common 654894104 822 28360 SH Sole 28360
NOBLE DRILLING CORP Common 655042109 1133 65200 SH Sole 65200
NORDSON CORP Common 655663102 462 8290 SH Sole 8290
NORDSTROM INC Common 655664100 3351 81990 SH Sole 81990
NORFOLK SOUTHN CORP Common 655844108 5706 216355 SH Sole 216355
NORTH FORK BANCORPORATION INC Common 659424105 1501 71040 SH Sole 71040
NORTHEAST UTILS Common 664397106 902 64980 SH Sole 64980
NORTHERN STS PWR CO MN Common 665772109 2018 87010 SH Sole 87010
NORTHERN TELECOM LTD Common 665815106 23558 379199 SH Sole 379199
NORTHERN TRUST CORP Common 665859104 5638 63480 SH Sole 63480
NORTHROP GRUMMAN CORP Common 666807102 2352 39281 SH Sole 39281
NOVA CORP GA Common 669784100 940 35800 SH Sole 35800
NOVELL INC Common 670006105 4858 192870 SH Sole 192870
NUCOR CORP Common 670346105 2200 49922 SH Sole 49922
OEA INC Common 670826106 84 10130 SH Sole 10130
OGE ENERGY CORP Common 670837103 907 40190 SH Sole 40190
OCCIDENTAL PETE CORP Common 674599105 3552 197310 SH Sole 197310
OCEAN ENERGY INC Common 674812201 354 50600 SH Sole 50600
OFFICE DEPOT INC Common 676220106 4578 122290 SH Sole 122290
OGDEN CORP Common 676346109 587 24410 SH Sole 24410
OLD KENT FINL CORP Common 679833103 2217 52387 SH Sole 52387
OLD REP INTL CORP Common 680223104 1238 67835 SH Sole 67835
OLIN CORP Common 680665205 234 23290 SH Sole 23290
OLSTEN CORP Common 681385100 250 40410 SH Sole 40410
OMNICARE INC Common 681904108 849 44530 SH Sole 44530
OMNICOM GROUP Common 681919106 7698 96300 SH Sole 96300
ONEOK INCNEW Common 682680103 446 18030 SH Sole 18030
OREGON STL MLS INC Common 686079104 132 12660 SH Sole 12660
OUTBACK STEAKHOUSE INC Common 689899102 1201 36680 SH Sole 36680
OVERSEAS SHIPHOLDING GROU Common 690368105 213 18280 SH Sole 18280
OWENS ILL INC Common 690768403 75660 3026400 SH Sole 3026400
OXFORD HEALTH PLANS INC Common 691471106 624 39950 SH Sole 39950
PECO ENERGY CO Common 693304107 5910 127780 SH Sole 127780
PNC BK CORP Common 693475105 9536 171630 SH Sole 171630
P P + L RES INC Common 693499105 2138 86369 SH Sole 86369
PPG INDS INC Common 693506107 5156 100600 SH Sole 100600
PACCAR INC Common 693718108 40986 995102 SH Sole 995102
PACIFIC CENTY FINL CORP Common 694058108 834 39940 SH Sole 39940
PACIFICARE HEALTH SYSTEMS Common 695112102 411 6825 SH Sole 6825
PACIFICARE HEALTH SYSTEMS Class B 695112201 1098 16094 SH Sole 16094
PACIFICORP Common 695114108 2930 169855 SH Sole 169855
PAINE WEBBER GROUP INC Common 695629105 2839 71205 SH Sole 71205
PALL CORP Common 696429307 1173 70836 SH Sole 70836
PAPA JOHNS INTL INC Common 698813102 642 14550 SH Sole 14550
PARAMETRIC TECHNOLOGY COR Common 699173100 3016 152720 SH Sole 152720
PARKER DRILLING CO Common 701081101 136 38310 SH Sole 38310
PARKER HANNIFIN CORP Common 701094104 2128 62132 SH Sole 62132
PAYCHEX INC Common 704326107 4422 93211 SH Sole 93211
PAYLESS SHOESOURCE INC Common 704379106 778 16730 SH Sole 16730
PENNEY J C INC Common 708160106 6100 150605 SH Sole 150605
PENNZOIL QUAKER ST CO Common 709323109 478 38589 SH Sole 38589
PENTAIR INC Common 709631105 644 19090 SH Sole 19090
PEOPLES ENERGY CORP Common 711030106 655 20265 SH Sole 20265
PEOPLESOFT INC Common 712713106 1944 132900 SH Sole 132900
PEP BOYS MANNY MOE + JACK Common 713278109 455 29866 SH Sole 29866
PEPSICO INC Common 713448108 310563 7925050 SH Sole 7925050
PERKIN ELMER CORP Common 714041100 180267 1857225 SH Sole 1857225
PERRIGO CO Common 714290103 264 36470 SH Sole 36470
PHARMACIA+ UPJOHN INC Common 716941109 18079 289842 SH Sole 289842
PFIZER INC Common 717081103 724677 5222900 SH Sole 5222900
PHELPS DODGE CORP Common 717265102 1629 33075 SH Sole 33075
PHILIP MORRIS COS INC Common 718154107 269614 7662220 SH Sole 7662220
PHILLIPS PETE CO Common 718507106 6864 145280 SH Sole 145280
PINNACLE WEST CAP CORP Common 723484101 94665 2602480 SH Sole 2602480
PIONEER HI BRED INTL INC Common 723686101 5184 137775 SH Sole 137775
PIONEER NAT RES CO Common 723787107 387 49900 SH Sole 49900
PITNEY BOWES INC Common 724479100 9920 155610 SH Sole 155610
PITTSTON BRINKS GROUP Common 725701106 478 20360 SH Sole 20360
PLACER DOME INC Common 725906101 1599 142895 SH Sole 142895
POLAROID CORP Common 731095105 508 25178 SH Sole 25178
POLICY MGMT SYS CORP Common 731108106 551 17980 SH Sole 17980
POTLATCH CORP Common 737628107 561 16540 SH Sole 16540
POTOMAC ELEC PWR CO Common 737679100 1368 58990 SH Sole 58990
PRECISIONCASTPARTS CORP Common 740189105 489 12155 SH Sole 12155
PREMARK INTL INC Common 740459102 1013 30750 SH Sole 30750
PRICE T ROWE + ASSOC INC Common 741477103 2055 59790 SH Sole 59790
PROCTER + GAMBLE CO Common 742718109 386243 3943770 SH Sole 3943770
PROGRESSIVE CORP OHIO Common 743315103 5941 41400 SH Sole 41400
PROTECTIVE LIFE CORP Common 743674103 1214 32050 SH Sole 32050
PROVIDENT COS INC Common 743862104 2665 77100 SH Sole 77100
PROVIDENTFINL GROUP INC Common 743866105 819 21350 SH Sole 21350
PUBLIC SVC CO NM Common 744499104 353 20740 SH Sole 20740
PUBLIC SVC ENTERPRISE GRO Common 744573106 4869 127495 SH Sole 127495
PUGET SOUND ENERGY INC Common 745332106 971 42110 SH Sole 42110
PULTE CORP Common 745867101 513 24660 SH Sole 24660
QUAKER OATS CO Common 747402105 4837 77700 SH Sole 77700
QUALCOMM INC Common 747525103 4434 35650 SH Sole 35650
QUANTUM CORP Common 747906105 1507 83740 SH Sole 83740
QUESTAR CORP Common 748356102 696 41100 SH Sole 41100
QUINTILES TRANSNATIONAL CORP Common 748767100 1954 51750 SH Sole 51750
QUORUM HEALTH GROUP INC Common 749084109 360 36000 SH Sole 36000
R.P.M. INC OHIO Common 749685103 733 55068 SH Sole 55068
RALSTON PURINA CO Common 751277302 5007 187634 SH Sole 187634
RANGER OIL LTD Common 752805101 251 62630 SH Sole 62630
RAYCHEM CORP Common 754603108 1019 45160 SH Sole 45160
RAYONIER INC Common 754907103 556 13880 SH Sole 13880
RAYTHEON CO Class A 755111309 90706 1570671 SH Sole 1570671
RAYTHEON CO Class B 755111408 9913 169090 SH Sole 169090
REEBOK INTL LTD Common 758110100 512 32246 SH Sole 32246
REGIONS FINL CORP Common 758940100 4368 126160 SH Sole 126160
REPUBLIC NY CORP Common 760719104 2824 61220 SH Sole 61220
RESTORATION HARDWARE INC Common 760981100 1271 57777 SH Sole 57777
REYNOLDS + REYNOLDS CO Class A 761695105 731 38460 SH Sole 38460
REYNOLDS METALS CO Common 761763101 1775 36730 SH Sole 36730
RITE AID CORP Common 767754104 3687 147474 SH Sole 147474
ROBERT HALF INTL INC Common 770323103 1495 45550 SH Sole 45550
ROCKWELL INTL CORP NEW Common 773903109 4600 108405 SH Sole 108405
ROHM + HAAS CO Common 775371107 3188 94995 SH Sole 94995
ROLLINS INC Common 775711104 256 15205 SH Sole 15205
ROSS STORES INC Common 778296103 1003 22900 SH Sole 22900
ROWAN COSINC Common 779382100 606 47740 SH Sole 47740
ROYAL DUTCH PETE CO Common 780257804 63712 1225240 SH Sole 1225240
RUDDICK CORP Common 781258108 452 23170 SH Sole 23170
RUSSELL CORP Common 782352108 416 20675 SH Sole 20675
RYDER SYSINC Common 783549108 1127 40795 SH Sole 40795
SCI SYS INC Common 783890106 890 30050 SH Sole 30050
SPX CORP Common 784635104 755 14972 SH Sole 14972
SAFECO CORP Common 786429100 3142 77700 SH Sole 77700
SAFEWAY INC Common 786514208 14234 277400 SH Sole 277400
ST JUDE MED INC Common 790849103 1171 48041 SH Sole 48041
ST PAUL COS INC Common 792860108 61643 1984488 SH Sole 1984488
SARA LEE CORP Common 803111103 190293 7688600 SH Sole 7688600
SBARRO INC Common 805844107 271 10185 SH Sole 10185
SCANA CORP Common 805898103 1117 51500 SH Sole 51500
SCHERING PLOUGH CORP Common 806605101 92918 1681780 SH Sole 1681780
SCHLUMBERGER LTD Common 806857108 222113 3690354 SH Sole 3690354
SCHOLASTIC CORP Common 807066105 401 8200 SH Sole 8200
SCHULMAN A INC Common 808194104 218 15985 SH Sole 15985
SCHWAB CHARLES CORP Common 808513105 21997 228841 SH Sole 228841
SCIENTIFIC ATLANTA INC Common 808655104 1163 42680 SH Sole 42680
SEAGATE TECHNOLOGY Common 811804103 56738 1919268 SH Sole 1919268
SEAGRAM LTD Common 811850106 11401 228025 SH Sole 228025
SEARS ROEBUCK + CO Common 812387108 9875 218540 SH Sole 218540
SEMPRA ENERGY Common 816851109 2626 136840 SH Sole 136840
SENSORMATIC ELECTRS CORP Common 817265101 356 37455 SH Sole 37455
SEPRACOR INC Common 817315104 1594 14200 SH Sole 14200
SEQUA CORP Class A 817320104 260 5180 SH Sole 5180
SEQUENT COMPUTER SYS INC Common 817338106 197 21780 SH Sole 21780
SERVICE CORP INTL Common 817565104 2227 156280 SH Sole 156280
SHARED MEDI CAL SYSTEM Common 819486101 847 15204 SH Sole 15204
SHAW INDSINC Common 820286102 1296 70050 SH Sole 70050
SHERWIN WILLIAMS CO Common 824348106 2758 98050 SH Sole 98050
SIEBEL SYS INC Common 826170102 2100 44200 SH Sole 44200
SIGMA ALDRICH Common 826552101 1682 57520 SH Sole 57520
SILICON GRAPHICS INC Common 827056102 1770 106847 SH Sole 106847
SIMON PPTY GROUP INC NEW Common 828806109 18658 680000 SH Sole 680000
SMITH INTL INC Common 832110100 960 23990 SH Sole 23990
SMITHKLINE BEECHAM P L C ADR 832378301 303818 4249200 SH Sole 4249200
SMUCKER JM CO Common 832696108 324 14510 SH Sole 14510
SMURFIT STONE CONTAINER C Common 832727101 38239 1980000 SH Sole 1980000
SNYDER COMMUNICATIONS INC Common 832914105 933 33465 SH Sole 33465
SNAP ON INC Common 833034101 975 33607 SH Sole 33607
SOLECTRON CORP Common 834182107 6978 143700 SH Sole 143700
SOLUTIA INC Common 834376105 1049 60360 SH Sole 60360
SONAT INC Common 835415100 1916 63880 SH Sole 63880
SONOCO PRODS CO Common 835495102 1162 50511 SH Sole 50511
SOTHEBYS HLDGS INC Common 835898107 917 28330 SH Sole 28330
SOUTHDOWNINC Common 841297104 1031 19200 SH Sole 19200
SOUTHERN CO Common 842587107 9273 397788 SH Sole 397788
SOUTHTRUST CORP Common 844730101 3525 94485 SH Sole 94485
SOUTHWESTAIRLS CO Common 844741108 5804 191870 SH Sole 191870
SOVEREIGN BANCORP INC Common 845905108 972 79350 SH Sole 79350
SPRINGS INDS INC Common 851783100 275 10180 SH Sole 10180
SPRINT CORP Common 852061100 25053 255320 SH Sole 255320
SPRINT CORP Common 852061506 11134 251260 SH Sole 251260
STANDARD REGISTER Common 853887107 407 13700 SH Sole 13700
STANLEY WORKS Common 854616109 1299 50700 SH Sole 50700
STAPLES INC Common 855030102 8657 263322 SH Sole 263322
STARBUCKSCORP Common 855244109 2514 89600 SH Sole 89600
STATE STREET CORPORATION Common 857477103 7532 91570 SH Sole 91570
STEELCASE INC Class A 858155203 17466 1150000 SH Sole 1150000
STERICYCLE INC Common 858912108 124 9263 SH Sole 9263
STERIS CORP Common 859152100 903 33900 SH Sole 33900
STERLING COMM INC Common 859205106 1470 47796 SH Sole 47796
STERLING SOFTWARE INC. Common 859547101 983 41400 SH Sole 41400
STEWART +STEVENSON SVCS Common 860342104 106 13830 SH Sole 13830
STEWART ENTERPRISES INC Common 860370105 878 54650 SH Sole 54650
STORAGE TECHNOLOGY CORP ADR 862111200 1389 49840 SH Sole 49840
STRUCTURAL DYNAMICS RESH Common 863555108 345 18100 SH Sole 18100
STRYKER CORP Common 863667101 2423 48030 SH Sole 48030
SUIZA FOODS CORP Common 865077101 586 17400 SH Sole 17400
SUMMIT BANCORP Common 866005101 3863 99045 SH Sole 99045
SUN MICROSYSTEMS INC Common 866810104 27524 220080 SH Sole 220080
SUNDSTRAND CORP Common 867323107 1895 27270 SH Sole 27270
SUNGARD DATA SYS INC Common 867363103 2240 56010 SH Sole 56010
SUNTRUST BKS INC Common 867914103 11398 183097 SH Sole 183097
SUPERIOR INDS INTL INC Common 868168105 316 13580 SH Sole 13580
SUPERVALUINC Common 868536103 1416 68660 SH Sole 68660
SYMANTEC CORP Common 871503108 470 27730 SH Sole 27730
SYMBOL TECHNOLOGIES INC Common 871508107 1314 29197 SH Sole 29197
SYNOPSYS INC Common 871607107 1879 34950 SH Sole 34950
SYSCO CORP Common 871829107 70721 2687750 SH Sole 2687750
TCA CABLE TV INC Common 872241104 1073 24670 SH Sole 24670
TCF FINANCIAL CORP Common 872275102 1127 43260 SH Sole 43260
TECO ENERGY INC Common 872375100 1304 65630 SH Sole 65630
TJX COS INC NEW Common 872540109 6278 184640 SH Sole 184640
TRW INC Common 872649108 3108 68310 SH Sole 68310
TANDY CORP Common 875382103 3602 56450 SH Sole 56450
TAUBMAN CENTERS INC Common 876664103 9188 750000 SH Sole 750000
TECH DATACORP Common 878237106 583 25400 SH Sole 25400
TECUMSEH PRODS CO Class A 878895200 531 10430 SH Sole 10430
TEKTRONIXINC Common 879131100 682 27000 SH Sole 27000
TELEFLEX INC Common 879369106 633 18580 SH Sole 18580
TELEFONOS DE MEXICO S A Common 879403780 46490 704400 SH Sole 704400
TELEPHONE+ DATA SYS INC Common 879433100 1714 30410 SH Sole 30410
TELLABS INC Common 879664100 10836 110850 SH Sole 110850
TEMPLE INLAND INC Common 879868107 1998 31835 SH Sole 31835
TENNECO INC NEW Common 88037E101 2710 97005 SH Sole 97005
TERADYNE INC Common 880770102 2283 41850 SH Sole 41850
TEXACO INC Common 881694103 17305 304930 SH Sole 304930
TEXAS INSTRS INC Common 882508104 22113 222800 SH Sole 222800
TEXAS UTILS CO Common 882848104 6765 161078 SH Sole 161078
TEXTRON INC Common 883203101 6997 90430 SH Sole 90430
THERMO ELECTRON CORP Common 883556102 1229 90595 SH Sole 90595
THOMAS + BETTS CORP Common 884315102 1217 32390 SH Sole 32390
3COM CORP Common 885535104 4770 204592 SH Sole 204592
TIDEWATERINC Common 886423102 715 27620 SH Sole 27620
TIFFANY + CO NEW Common 886547108 1288 17230 SH Sole 17230
TIME WARNER INC Common 887315109 49648 701120 SH Sole 701120
TIMES MIRROR CO NEW SER A 887364107 2456 45368 SH Sole 45368
TIMKEN CO Common 887389104 578 35540 SH Sole 35540
TORCHMARKINC Common 891027104 2530 80010 SH Sole 80010
TOSCO CORP Common 891490302 127131 5123680 SH Sole 5123680
TOYS R USINC Common 892335100 2697 143385 SH Sole 143385
TRANSAMERICA CORP Common 893485102 5054 71188 SH Sole 71188
TRANSOCEAN OFFSHORE INC Common 893817106 1443 50070 SH Sole 50070
TRICON GLOBAL RESTAURANTS Common 895953107 6110 86975 SH Sole 86975
TRIBUNE CO NEW Common 896047107 4432 67730 SH Sole 67730
TRINITY INDS INC Common 896522109 631 21465 SH Sole 21465
TUPPERWARE CORP Common 899896104 592 32910 SH Sole 32910
TYCO INTL LTD NEW Common 902124106 26733 372592 SH Sole 372592
TYSON FOODS INC (DEL) Class A 902494103 2374 114760 SH Sole 114760
USX MARATHON GROUP Common 902905827 4825 175450 SH Sole 175450
UST INC Common 902911106 2773 106140 SH Sole 106140
US BANCORP DEL Common 902973106 219640 6448146 SH Sole 6448146
UNUM CORP Common 903192102 3755 78950 SH Sole 78950
USG CORP Common 903293405 1269 24700 SH Sole 24700
USEC INC Common 90333E108 38150 2800000 SH Sole 2800000
ULTRAMAR DIAMOND SHAMROCK Common 904000106 943 43592 SH Sole 43592
UNIFI INC Common 904677101 382 29995 SH Sole 29995
UNILEVER N V Common 904784501 24302 365780 SH Sole 365780
UNICOM CORP Common 904911104 4528 123845 SH Sole 123845
UNION CAMP CORP Common 905530101 2662 39660 SH Sole 39660
UNION CARBIDE CORP Common 905581104 3424 75765 SH Sole 75765
UNION PACCORP Common 907818108 102580 1919629 SH Sole 1919629
UNION PACIFIC RES GROUP I Common 907834105 1705 143556 SH Sole 143556
UNION PLANTERS CORP Common 908068109 3450 78520 SH Sole 78520
UNISOURCEWORLDWIDE INC Common 909208100 249 34900 SH Sole 34900
UNISYS CORP Common 909214108 25685 927675 SH Sole 927675
UNITED HEALTHCARE CORP Common 910581107 5592 106260 SH Sole 106260
US AIRWAYS GROUP INC Common 911905107 2435 49880 SH Sole 49880
UNITED TECHNOLOGIES CORP Common 913017109 335381 2476280 SH Sole 2476280
UNIVERSALCORP VA Common 913456109 423 16550 SH Sole 16550
UNIVERSALFOODS CORP Common 913538104 522 25320 SH Sole 25320
UNOCAL CORP Common 915289102 162740 4413285 SH Sole 4413285
UTILICORPUTD INC Common 918005109 1021 44880 SH Sole 44880
V F CORP Common 918204108 3251 68450 SH Sole 68450
VANGUARD CELLULAR SYS INC Class A 922022108 499 18265 SH Sole 18265
VARCO INTL INC Common 922126107 358 32160 SH Sole 32160
VIACOM INC Class A 925524100 200 2400 SH Sole 2400
VIACOM INC Class B 925524308 16461 196108 SH Sole 196108
VISHAY INTERTECHNOLOGY IN Common 928298108 489 33708 SH Sole 33708
VITESSE SEMICONDUCTOR CORP Common 928497106 1620 32000 SH Sole 32000
VLASIC FOODS INTL INC Common 928559103 292 22600 SH Sole 22600
VULCAN MATLS CO Common 929160109 2068 50060 SH Sole 50060
WACHOVIA CORP NEW Common 929771103 9394 115711 SH Sole 115711
WAL MART STORES INC Common 931142103 537777 5833510 SH Sole 5833510
WALGREEN CO Common 931422109 16113 570360 SH Sole 570360
WALLACE COMPUTER SER INC Common 932270101 412 20780 SH Sole 20780
WARNACO GROUP INC Common 934390105 732 29660 SH Sole 29660
WARNER LAMBERT CO Common 934488107 514892 7771960 SH Sole 7771960
WASHINGTON GAS LT CO Common 938837101 521 23040 SH Sole 23040
WASHINGTON MUT INC Common 939322103 236902 5795776 SH Sole 5795776
WASHINGTON POST CO Class B 939640108 2608 5000 SH Sole 5000
WATSON PHARMACEUTICALS INC Common 942683103 2090 47370 SH Sole 47370
WATTS INDS INC Common 942749102 180 13270 SH Sole 13270
WAUSAU MOSINEE PAPER CORP Common 943315101 379 27061 SH Sole 27061
WEATHERFORD INTL INC NEW Class A 947074100 1323 50647 SH Sole 50647
WELLMAN INC Common 949702104 138 15560 SH Sole 15560
WELLS FARGO + CO NEW Class A 949746101 264363 7539770 SH Sole 7539770
WENDYS INTL INC Common 950590109 2017 70945 SH Sole 70945
WESTPOINTSTEVENS INC Common 961238102 779 28150 SH Sole 28150
WESTVACO CORP Common 961548104 1215 57840 SH Sole 57840
WEYERHAEUSER CO Common 962166104 6299 113500 SH Sole 113500
WHIRLPOOLCORP Common 963320106 2363 43455 SH Sole 43455
WILLAMETTE INDS INC Common 969133107 2390 63320 SH Sole 63320
WILLIAMS COS INC Common 969457100 9638 243992 SH Sole 243992
WILMINGTON TR CORP Common 971807102 953 16680 SH Sole 16680
WINN DIXIE STORES INC Common 974280109 3172 84860 SH Sole 84860
WISCONSIN CENT TRANSN CORP Common 976592105 337 25400 SH Sole 25400
WISCONSINENERGY CORP Common 976657106 1495 57355 SH Sole 57355
WITCO CORP Common 977385103 361 28630 SH Sole 28630
WORTHINGTON INDS IN Common 981811102 619 52685 SH Sole 52685
WRIGLEY WM JR CO Common 982526105 5999 66335 SH Sole 66335
XILINX INC Common 983919101 2919 71960 SH Sole 71960
XEROX CORP Common 984121103 187331 3509720 SH Sole 3509720
YORK INTLCORP Common 986670107 704 19940 SH Sole 19940
ZIONS BANCORP Common 989701107 2585 38870 SH Sole 38870
AES CORP Common 00130H105 3833 102886 SH Sole 102886
ADOBE SYSINC Common 00724F101 2101 37020 SH Sole 37020
AIRTOUCH COMMUNICATIONS I Common 00949T100 31590 326935 SH Sole 326935
ALTERNATIVE RES CORP Common 02145R102 1536 240871 SH Sole 240871
AMERICA ONLINE INC DEL Common 02364J104 86001 585040 SH Sole 585040
BJS WHSL CLUB INC Common 05548J106 968 36800 SH Sole 36800
BANK ONE CORP Class A 06423A103 36994 671852 SH Sole 671852
BANKAMERICA CORP NEW Common 06605F102 413008 5847906 SH Sole 5847906
BANKBOSTON CORP Common 06605R106 7338 169430 SH Sole 169430
BESTFOODS Common 08658U101 7665 163080 SH Sole 163080
BURLINGTON NORTHN SANTA FE Common 12189T104 49581 1508164 SH Sole 1508164
CBS CORP Common 12490K107 16442 402855 SH Sole 402855
CLECO CORP Common 12561M107 331 11230 SH Sole 11230
CNF TRANSN INC Common 12612W104 898 23750 SH Sole 23750
CAPITAL ONE FINL CORP Common 14040H105 5662 37500 SH Sole 37500
CARDINAL HEALTH INC Common 14149Y108 10258 155428 SH Sole 155428
CASE CORP Common 14743R103 1054 41550 SH Sole 41550
CERIDIAN CORP Common 15677T106 218072 5964360 SH Sole 5964360
CHASE MANHATTAN CORP NEW Common 16161A108 467109 5740204 SH Sole 5740204
CISCO SYS INC Common 17275R102 414194 3780432 SH Sole 3780432
COMSAT CORP Common 20564D107 756 26120 SH Sole 26120
CONCENTRAMANAGED CARE IN Common 20589T103 340 23450 SH Sole 23450
COSTCO COS INC Common 22160Q102 11419 124713 SH Sole 124713
DIAL CORP NEW Common 25247D101 1767 51390 SH Sole 51390
DIME BANCORP INC NEW Common 25429Q102 1318 56840 SH Sole 56840
DUN + BRADSTREET CORP DEL Common 26483B106 113641 3189917 SH Sole 3189917
ENSCO INTL INC Common 26874Q100 908 68230 SH Sole 68230
EASTERN ENTERPRISES Common 27637F100 468 12865 SH Sole 12865
ENERGY EAST CORP Common 29266M109 1650 31390 SH Sole 31390
ENTERGY CORP Common 29364G103 3867 140630 SH Sole 140630
FDX CORP Common 31304N107 7866 84582 SH Sole 84582
FEDERATEDDEPT STORES INC Common 31410H101 4807 119800 SH Sole 119800
FIRSTAR CORP WIS Common 33763V109 11760 131400 SH Sole 131400
FLOWSERVE CORP Common 34354P105 297 19105 SH Sole 19105
FREEPORT MCMORAN COPPER + Class B 35671D857 1027 94437 SH Sole 94437
FRONTIER CORP Common 35906P105 15253 294032 SH Sole 294032
GPU INC Common 36225X100 2728 73100 SH Sole 73100
GENERAL NUTRITION COS INC Common 37047F103 475 33950 SH Sole 33950
GRACE W R + CO DEL NEW Common 38388F108 508 41900 SH Sole 41900
HSB GROUPINC Common 40428N109 543 14635 SH Sole 14635
HARCOURT GEN INC Common 41163G101 1796 40535 SH Sole 40535
IMATION CORP Common 45245A107 334 20220 SH Sole 20220
INTERSTATE BAKERIES CORP Common 46072H108 772 35810 SH Sole 35810
KEYSPAN ENERGY Common 49337K106 1834 72985 SH Sole 72985
LAIDLAW INC Common 50730K503 1096 188520 SH Sole 188520
MBIA INC Common 55262C100 3289 56700 SH Sole 56700
MBNA CORP Common 55262L100 10938 458130 SH Sole 458130
MCN ENERGY GROUP INC Common 55267J100 12558 781840 SH Sole 781840
MCI WORLDCOM INC Common 55268B106 322859 3645555 SH Sole 3645555
MANPOWER INC WIS Common 56418H100 921 39380 SH Sole 39380
MAXIM INTEGRATED PRODS IN Common 57772K101 3590 66330 SH Sole 66330
MEDIAONE GROUP INC Common 58440J104 22000 346799 SH Sole 346799
MERITOR AUTOMOTIVE INC Common 59000G100 532 34350 SH Sole 34350
MICRO WHSE INC Common 59501B105 281 17410 SH Sole 17410
NEW CENTYENERGIES INC Common 64352U103 2221 65206 SH Sole 65206
NEXTEL COMMUNICATIONS INC Common 65332V103 6007 164010 SH Sole 164010
NINE WESTGROUP INC Common 65440D102 417 16910 SH Sole 16910
OFFICE MAX INC Common 67622M108 536 62180 SH Sole 62180
ORACLE CORP Common 68389X105 53997 2047275 SH Sole 2047275
OWENS CORNING Common 69073F103 983 30905 SH Sole 30905
PG+E CORP Common 69331C108 6777 218168 SH Sole 218168
PMI GROUP INC Common 69344M101 701 15110 SH Sole 15110
PS BUSINESS PKS INC CA Common 69360J107 46762 2131611 SH Sole 2131611
PSS WORLD MED INC Common 69366A100 311 35250 SH Sole 35250
PLATINUM TECHNOLOGY INTL Common 72764T101 1284 50350 SH Sole 50350
POLYCOM INC Common 73172K104 2001 106715 SH Sole 106715
PRAXAIR INC Common 74005P104 3243 89940 SH Sole 89940
PROMUS HOTEL CORP NEW Common 74342P106 1548 42551 SH Sole 42551
PROVIDIANFINL CORP Common 74406A102 8884 80762 SH Sole 80762
RJR NABISCO HLDGS CORP Common 74960K876 4632 185300 SH Sole 185300
RATIONAL SOFTWARE CORP Common 75409P202 1140 42500 SH Sole 42500
REAL NETWORKS INC Common 75605L104 3833 31373 SH Sole 31373
RELIANT ENERGY INC Common 75952J108 4228 162234 SH Sole 162234
RELIASTARFINL CORP Common 75952U103 1931 45300 SH Sole 45300
SBC COMMUNICATIONS INC Common 78387G103 52739 1117646 SH Sole 1117646
SLM HLDG CORP Common 78442A109 3945 94500 SH Sole 94500
SAKS INC Common 79377W108 1855 71332 SH Sole 71332
SEALED AIR CORP NEW Common 81211K100 2339 47544 SH Sole 47544
SUNOCO INC Common 86764P109 1925 53379 SH Sole 53379
SYBRON INTL CORP WISCONSI Common 87114F106 1284 51350 SH Sole 51350
SYNOVUS FINL CORP Common 87161C105 3125 152450 SH Sole 152450
TENET HEALTHCARE CORP Common 88033G100 10391 548715 SH Sole 548715
TOTAL RENAL CARE HLDGS IN Common 89151A107 443 40230 SH Sole 40230
TRIGON HEALTHCARE INC Common 89618L100 719 21000 SH Sole 21000
UCAR INTLINC Common 90262K109 317 22420 SH Sole 22420
U S FOODSERVICE Common 90331R101 1118 24050 SH Sole 24050
USX U S STL GROUP Common 90337T101 1183 50330 SH Sole 50330
U S WEST INC NEW Common 91273H101 15829 287478 SH Sole 287478
VALERO ENERGY CORP Common 91913Y100 694 27900 SH Sole 27900
VENTANA MED SYS INC Common 92276H106 984 43970 SH Sole 43970
VIAD CORP Common 92552R109 1376 49490 SH Sole 49490
WASTE MGMT INC DEL Common 94106L109 15177 342009 SH Sole 342009
WHITMAN CORP Common 96647K102 863 50200 SH Sole 50200
DAIMLER CHRYSLER AG STUTT Common D1668R123 146817 1710908 SH Sole 1710908
</TABLE>
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