UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, DC 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 1999
Check here if Amendment[ ]; Amendment Number:
This Amendment (Check only one):[ ] is a restatement
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: 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 August 13, 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: 952
Form 13F Information Table Value Total: 25,828,286.00
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
- ------------------------------ --------------- --------- -------- -------- --- ---- ------- --------- ------- -------- ------
3COM CORP COMMON 885535104 5505 206292 SH Sole 206292
ABBOTT LABS COMMON 002824100 39411 868560 SH Sole 868560
ABERCROMBIE AND FITCH CO CLASS A 002896207 2522 52550 SH Sole 52550
ACNIELSONCORP COMMON 004833109 889 29400 SH Sole 29400
ACUSON COMMON 005113105 235 13680 SH Sole 13680
ACXIOM CORP COMMON 005125109 501 20078 SH Sole 20078
ADC TELECOMMUNICATIONS INC COMMON 000886101 3126 68600 SH Sole 68600
ADOBE SYSINC COMMON 00724F101 2910 35420 SH Sole 35420
ADVANCED MICRO DEVICES INC COMMON 007903107 1491 82520 SH Sole 82520
AES CORP COMMON 00130H105 6253 107586 SH Sole 107586
AETNA INC COMMON 008117103 231602 2589545 SH Sole 2589545
AFFILIATED COMPUTER SVCS INC CLASS A 008190100 1269 25060 SH Sole 25060
AFLAC INC COMMON 001055102 7296 152406 SH Sole 152406
AGCO CORP COMMON 001084102 342 30250 SH Sole 30250
AGL RES INC COMMON 001204106 541 29320 SH Sole 29320
AIR PRODS+ CHEMS INC COMMON 009158106 5272 130980 SH Sole 130980
AIRBORNE FGHT CORP COMMON 009266107 684 24720 SH Sole 24720
AIRGAS INC COMMON 009363102 442 36110 SH Sole 36110
VODAFONE AIRTOUCH COMMON 92857T107 2870 14567 SH Sole 14567
AK STL HLDG CORP COMMON 001547108 680 30240 SH Sole 30240
ALASKA AIR GROUP INC COMMON 011659109 560 13410 SH Sole 13410
ALBANY INTL CORP CLASS A 012348108 318 15121 SH Sole 15121
ALBEMARLECORP COMMON 012653101 553 23910 SH Sole 23910
ALBERTO CULVER CO CLASS B CONV 013068101 838 31480 SH Sole 31480
ALBERTSONS INC COMMON 013104104 12353 239582 SH Sole 239582
ALCAN ALUM LTD COMMON 013716105 4154 130055 SH Sole 130055
ALCOA INC COMMON 013817101 273034 4412666 SH Sole 4412666
ALEXANDER+ BALDWIN INC COMMON 014482103 496 22270 SH Sole 22270
ALIANT COMMUNICATIONS INC COMMON 016090102 837 18130 SH Sole 18130
ALLEGHENYENERGY INC COMMON 017361106 1903 59340 SH Sole 59340
ALLEGHENYTELDYNE INC COMMON 017415100 85576 3782385 SH Sole 3782385
ALLERGAN INC COMMON 018490102 4220 38020 SH Sole 38020
ALLIANT CORP COMMON 018802108 1128 39760 SH Sole 39760
ALLIED SIGNAL INC COMMON 019512102 225726 3582960 SH Sole 3582960
ALLIED WASTE INDUSTRIES INC COMMON 019589308 1886 95500 SH Sole 95500
ALLMERICAFINL CORP COMMON 019754100 1757 28900 SH Sole 28900
ALLSTATE CORP COMMON 020002101 16607 462920 SH Sole 462920
ALLTEL CORP COMMON 020039103 11438 159968 SH Sole 159968
ALTERA CORP COMMON 021441100 3715 100910 SH Sole 100910
ALTERNATIVE RES CORP COMMON 02145R102 1686 240871 SH Sole 240871
ALZA CORP COMMON 022615108 2902 57050 SH Sole 57050
ALZA CORP WARRANTS 022615157 1 4960 SH Sole 4960
AMAZON COM INC COMMON 023135106 928 7419 SH Sole 7419
AMBAC FINL GROUP INC COMMON 023139108 2031 35550 SH Sole 35550
AMERADA HESS CORP COMMON 023551104 3069 51575 SH Sole 51575
AMEREN CORP COMMON 023608102 3008 78395 SH Sole 78395
AMERICA ONLINE INC DEL COMMON 02364J104 103767 943340 SH Sole 943340
AMERICAN ELEC PWR INC COMMON 025537101 4099 109115 SH Sole 109115
AMERICAN EXPRESS CO COMMON 025816109 33544 257780 SH Sole 257780
AMERICAN FINL GROUP INC OHIO COMMON 025932104 1041 30560 SH Sole 30560
AMERICAN GEN CORP COMMON 026351106 10837 143776 SH Sole 143776
AMERICAN GREETINGS CORP CLASS A 026375105 1175 39015 SH Sole 39015
AMERICAN HOME PRODUCTS CORP COMMON 026609107 43011 749640 SH Sole 749640
AMERICAN INTL GROUP INC COMMON 026874107 82895 706992 SH Sole 706992
AMERICAN PWR CONVERSION CORP COMMON 029066107 1965 97650 SH Sole 97650
AMERICAN STD COS INC DEL COMMON 029712106 1721 35850 SH Sole 35850
AMERICAN WTR WKS INC COMMON 030411102 1415 46010 SH Sole 46010
AMERITECHCORP COMMON 030954101 46155 627960 SH Sole 627960
AMETEK INC COMMON 031100100 377 16370 SH Sole 16370
AMGEN INC COMMON 031162100 17789 292220 SH Sole 292220
AMR CORP DEL COMMON 001765106 6265 91800 SH Sole 91800
AMSOUTH BANCORPORATION COMMON 032165102 2360 101800 SH Sole 101800
ANADARKO PETE CORP COMMON 032511107 2527 68640 SH Sole 68640
ANALOG DEVICES INC COMMON 032654105 44271 882110 SH Sole 882110
ANDREW CORP COMMON 034425108 931 49182 SH Sole 49182
ANHEUSER BUSCH COS INC COMMON 035229103 19308 272186 SH Sole 272186
AON CORP COMMON 037389103 6002 145510 SH Sole 145510
APACHE CORP COMMON 037411105 2412 61850 SH Sole 61850
APOLLO GROUP INC CLASS A 037604105 1057 39800 SH Sole 39800
APPLE COMPUTER COMMON 037833100 51335 1108455 SH Sole 1108455
APPLIED MATERIALS INC COMMON 038222105 15704 212580 SH Sole 212580
APRIA HEALTHCARE GROUP INC COMMON 037933108 448 26350 SH Sole 26350
ARCHER DANIELS MIDLAND CO COMMON 039483102 5224 338388 SH Sole 338388
ARMSTRONGWORLD INDS INC COMMON 042476101 1320 22840 SH Sole 22840
ARNOLD INDS INC COMMON 042595108 195 12610 SH Sole 12610
ARROW ELECTRS INC COMMON 042735100 916 48212 SH Sole 48212
ARVIN INDS INC COMMON 043339100 497 13130 SH Sole 13130
ASARCO INC COMMON 043413103 425 22590 SH Sole 22590
ASHLAND INC COMMON 044204105 1710 42606 SH Sole 42606
ASSOCIATED BANC CORP COMMON 045487105 1339 32262 SH Sole 32262
ASSOCIATES FIRST CAP CORP CLASS A 046008108 87970 1993656 SH Sole 1993656
ASTORIA FINL CORP COMMON 046265104 1239 28200 SH Sole 28200
AT + T CORP COMMON 001957109 292044 5232599 SH Sole 5232599
ATLANTIC RICHFIELD CO COMMON 048825103 15425 184590 SH Sole 184590
ATMEL CORP COMMON 049513104 1335 50970 SH Sole 50970
AUTODESK INCORPORATED COMMON 052769106 990 33480 SH Sole 33480
AUTOMATICDATA PROCESSING INC COMMON 053015103 15543 353248 SH Sole 353248
AUTOZONE INC COMMON 053332102 2582 85700 SH Sole 85700
AVERY DENNISON CORP COMMON 053611109 3944 65320 SH Sole 65320
AVNET INC COMMON 053807103 833 17920 SH Sole 17920
AVON PRODS INC COMMON 054303102 8321 149920 SH Sole 149920
BAKER HUGHES INC COMMON 057224107 6257 186765 SH Sole 186765
BALL CORP COMMON 058498106 743 17585 SH Sole 17585
BANDAG INC COMMON 059815100 387 11150 SH Sole 11150
BANK AMERCORP COMMON 060505104 429194 5854306 SH Sole 5854306
BANK NEW YORK INC COMMON 064057102 15922 434000 SH Sole 434000
BANK ONE CORP COMMON 06423A103 40160 674252 SH Sole 674252
BANKBOSTON CORP COMMON 06605R106 8662 169430 SH Sole 169430
BANTA CORP COMMON 066821109 294 13995 SH Sole 13995
BARD C R INC COMMON 067383109 85759 1793650 SH Sole 1793650
BARNES + NOBLE INC COMMON 067774109 955 34900 SH Sole 34900
BARRICK GOLD CORP COMMON 067901108 4269 220332 SH Sole 220332
BATTLE MTN GOLD CO COMMON 071593107 320 131340 SH Sole 131340
BAUSCH + LOMB INC COMMON 071707103 2451 32035 SH Sole 32035
BAXTER INTL INC COMMON 071813109 107934 1780355 SH Sole 1780355
BB+T CORP COMMON 054937107 6573 179160 SH Sole 179160
BEAR STEARNS COS INC COMMON 073902108 3077 65814 SH Sole 65814
BECKMAN COULTER INC COMMON 075811109 709 14580 SH Sole 14580
BECTON DICKINSON + CO COMMON 075887109 4267 142240 SH Sole 142240
BED BATH + BEYOND INC COMMON 075896100 2736 71070 SH Sole 71070
BELL ATLANTIC CORP COMMON 077853109 57986 886978 SH Sole 886978
BELLSOUTHCORP COMMON 079860102 50301 1090540 SH Sole 1090540
BELO A H CORP SERIES A 080555105 1182 60020 SH Sole 60020
BEMIS INC COMMON 081437105 1188 29877 SH Sole 29877
BERGEN BRUNSWIG CORP CLASS A 083739102 1178 68282 SH Sole 68282
BERINGER WINE ESTATES HLDGS CLASS B 084102102 4000 95742 SH Sole 95742
BEST BUY CO INC COMMON 086516101 7050 104440 SH Sole 104440
BESTFOODS COMMON 08658U101 7944 160480 SH Sole 160480
BETHLEHEMSTL CORP COMMON 087509105 569 74037 SH Sole 74037
BEVERLY ENTERPRISES INC COMMON 087851309 420 52110 SH Sole 52110
BIOGEN INC COMMON 090597105 4911 76360 SH Sole 76360
BIOMET INC COMMON 090613100 2549 64130 SH Sole 64130
BISYS GROUP INC COMMON 055472104 52258 893300 SH Sole 893300
BJ SVCS CO COMMON 055482103 1060 36000 SH Sole 36000
BJS WHSL CLUB INC COMMON 05548J106 1129 37550 SH Sole 37550
BLACK + DECKER CORPORATION COMMON 091797100 3166 50160 SH Sole 50160
BLACK HILLS CORP COMMON 092113109 252 10895 SH Sole 10895
BLOCK H +R INC COMMON 093671105 2788 55760 SH Sole 55760
BLYTH INDS INC COMMON 09643P108 842 24750 SH Sole 24750
BMC SOFTWARE INC COMMON 055921100 7285 134910 SH Sole 134910
BOB EVANSFARMS INC COMMON 096761101 414 20826 SH Sole 20826
BOEING CO COMMON 097023105 24307 552441 SH Sole 552441
BOISE CASCADE CORP COMMON 097383103 1379 32164 SH Sole 32164
BORDERS GROUP INC COMMON 099709107 624 39450 SH Sole 39450
BORG WARNER AUTOMOTIVE INC COMMON 099724106 748 13600 SH Sole 13600
BOSTON SCIENTIFIC CORP COMMON 101137107 9914 225636 SH Sole 225636
BOWATER INC COMMON 102183100 86371 1823130 SH Sole 1823130
BP AMOCO PLC ADR 055622104 514047 4737759 SH Sole 4737759
BRIGGS + STRATTON CORP COMMON 109043109 764 13230 SH Sole 13230
BRINKER INTL INC COMMON 109641100 931 33840 SH Sole 33840
BRISTOL MYERS SQUIBB CO COMMON 110122108 223791 3177160 SH Sole 3177160
BRITISH TELECOMMUNICATIONS ADR 111021408 1541 9000 SH Sole 9000
BROWN FORMAN CORP CLASS B 115637209 2558 39235 SH Sole 39235
BROWNING FERRIS INDS INC COMMON 115885105 128557 2989697 SH Sole 2989697
BRUNSWICKCORP COMMON 117043109 1480 53090 SH Sole 53090
BUFFETS INC COMMON 119882108 249 21660 SH Sole 21660
BURLINGTON INDS INC COMMON 121693105 251 27180 SH Sole 27180
BURLINGTON NORTHN SANTA FE COMMON 12189T104 8298 267664 SH Sole 267664
BURLINGTON RES INC COMMON 122014103 4373 101104 SH Sole 101104
CABLETRONSYSTEMS INC COMMON 126920107 1264 97230 SH Sole 97230
CABOT CORP COMMON 127055101 818 33830 SH Sole 33830
CADENCE DESIGN SYS INC COMMON 127387108 1554 123060 SH Sole 123060
CALLAWAY GOLF CO COMMON 131193104 562 38410 SH Sole 38410
CAMBRIDGETECHNOLOGY PARNERS M COMMON 132524109 532 30300 SH Sole 30300
CAMDEN PPTY TR REAL ESTATE 133131102 13498 486400 SH Sole 486400
CAMPBELL SOUP CO COMMON 134429109 11615 250460 SH Sole 250460
CANADIAN NATL RY CO COMMON 136375102 175902 2625400 SH Sole 2625400
CAPITAL ONE FINL CORP COMMON 14040H105 6265 112500 SH Sole 112500
CARDINAL HEALTH INC COMMON 14149Y108 9967 155428 SH Sole 155428
CARLISLE COS INC COMMON 142339100 739 15360 SH Sole 15360
CARNIVAL CORP COMMON 143658102 199524 4113900 SH Sole 4113900
CAROLINA PWR + LT CO COMMON 144141108 3702 86470 SH Sole 86470
CARPENTERTECHNOLOGY CORP COMMON 144285103 319 11170 SH Sole 11170
CARTER WALLACE INC. COMMON 146285101 416 22860 SH Sole 22860
CASE CORP COMMON 14743R103 2000 41550 SH Sole 41550
CATERPILLAR INC COMMON 149123101 110648 1844140 SH Sole 1844140
CBL + ASSOC PPTYS INC REAL ESTATE 124830100 18462 700000 SH Sole 700000
CBRL GROUP INC COMMON 12489V106 529 30547 SH Sole 30547
CBS CORP COMMON 12490K107 17680 405855 SH Sole 405855
CCB FINL CORP COMMON 124875105 1076 20350 SH Sole 20350
CENDANT CORP COMMON 151313103 9076 442755 SH Sole 442755
CENTEX CORP COMMON 152312104 1278 34030 SH Sole 34030
CENTOCOR INC COMMON 152342101 1682 36070 SH Sole 36070
CENTRAL +SOUTH WEST CORP COMMON 152357109 2838 121400 SH Sole 121400
CENTURYTEL INC COMMON 156700106 3153 79327 SH Sole 79327
CERIDIAN CORP COMMON 15677T106 194960 5964360 SH Sole 5964360
CHAMPION INTL CORP COMMON 158525105 2615 54620 SH Sole 54620
CHARTER ONE FINL INC COMMON 160903100 2355 84674 SH Sole 84674
CHASE MANHATTAN CORP NEW COMMON 16161A108 471529 5451204 SH Sole 5451204
CHESAPEAKE CORP COMMON 165159104 410 10960 SH Sole 10960
CHEVRON CORP COMMON 166751107 35571 374190 SH Sole 374190
CHIRON CORP COMMON 170040109 1917 92374 SH Sole 92374
CHRIS CRAFT INDS INC COMMON 170520100 805 17077 SH Sole 17077
CHUBB CORP COMMON 171232101 6461 92960 SH Sole 92960
CHURCH + DWIGHT INC COMMON 171340102 430 9890 SH Sole 9890
CIGNA CORP COMMON 125509109 10384 116675 SH Sole 116675
CINCINNATI BELL INC COMMON 171870108 1746 70000 SH Sole 70000
CINCINNATI FINL CORP COMMON 172062101 3576 95200 SH Sole 95200
CINERGY CORP COMMON 172474108 2894 90442 SH Sole 90442
CINTAS CORP COMMON 172908105 3779 56240 SH Sole 56240
CIRCUIT CITY STORES INC COMMON 172737108 5320 57205 SH Sole 57205
CIRRUS LOGIC INC COMMON 172755100 274 30830 SH Sole 30830
CISCO SYS INC COMMON 17275R102 514009 7976864 SH Sole 7976864
CITIGROUPINC COMMON 172967101 594728 12520583 SH Sole 12520583
CITRIX SYS INC COMMON 177376100 2510 44430 SH Sole 44430
CITY NATLCORP COMMON 178566105 871 23259 SH Sole 23259
CLAIRE S STORES INC COMMON 179584107 666 25855 SH Sole 25855
CLAYTON HOMES INC COMMON 184190106 841 73526 SH Sole 73526
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 12995 188500 SH Sole 188500
CLECO CORP COMMON 12561M107 349 11480 SH Sole 11480
CLEVELANDCLIFFS INC COMMON 185896107 185 5700 SH Sole 5700
CLOROX CO COMMON 189054109 7199 67398 SH Sole 67398
CMP GROUPINC COMMON 125887109 432 16510 SH Sole 16510
CMS ENERGY CORP COMMON 125896100 129445 3091220 SH Sole 3091220
CNF TRANSN INC COMMON 12612W104 943 24500 SH Sole 24500
COASTAL CORP COMMON 190441105 369383 9177210 SH Sole 9177210
COCA COLACO COMMON 191216100 262455 4233140 SH Sole 4233140
COCA COLAENTERPRISES INC COMMON 191219104 7076 237860 SH Sole 237860
COLGATE PALMOLIVE CO COMMON 194162103 16453 167040 SH Sole 167040
COLUMBIA / HCA HEALTHCARE CORP COMMON 197677107 7655 335555 SH Sole 335555
COLUMBIA ENERGY GROUP COMMON 197648108 2982 47577 SH Sole 47577
COMAIR HLDGS INC COMMON 199789108 1031 49550 SH Sole 49550
COMCAST CORP CLASS A SPECIAL 200300200 13398 348560 SH Sole 348560
COMCAST CORP CLASS A 200300101 2652 74060 SH Sole 74060
COMDISCO INC COMMON 200336105 1969 76820 SH Sole 76820
COMERICA INC COMMON 200340107 5273 88720 SH Sole 88720
COMPAQ COMPUTER CORP COMMON 204493100 173382 7319573 SH Sole 7319573
COMPUSA INC COMMON 204932107 347 46650 SH Sole 46650
COMPUTER ASSOC INTL INC COMMON 204912109 16812 307077 SH Sole 307077
COMPUTER SCIENCES CORP COMMON 205363104 222108 3210230 SH Sole 3210230
COMPUWARE CORP COMMON 205638109 6680 209980 SH Sole 209980
COMSAT CORP COMMON SERIES A 20564D107 872 26820 SH Sole 26820
COMVERSE TECHNOLOGY INC COMMON 205862402 2641 34975 SH Sole 34975
CONAGRA INC COMMON 205887102 7433 279170 SH Sole 279170
CONCENTRAMANAGED CARE INC COMMON 20589T103 357 24100 SH Sole 24100
CONCORD EFS INC COMMON 206197105 2763 65300 SH Sole 65300
CONECTIV INC COMMON 206829103 1153 47190 SH Sole 47190
CONSECO INC COMMON 208464107 5613 184415 SH Sole 184415
CONSOLIDATED EDISON INC COMMON 209115104 5913 130670 SH Sole 130670
CONSOLIDATED NAT GAS CO COMMON 209615103 3328 54785 SH Sole 54785
CONSOLIDATED PAPERS INC COMMON 209759109 1233 46080 SH Sole 46080
CONSOLIDATED STORES CORP COMMON 210149100 1687 62469 SH Sole 62469
CONSTELLATION ENERGY GROUP INC COMMON 210371100 2518 85010 SH Sole 85010
CONVERGYSCORP COMMON 212485106 1501 77450 SH Sole 77450
COOPER INDS INC COMMON 216669101 2809 54020 SH Sole 54020
COOPER TIRE + RUBR CO COMMON 216831107 1021 43220 SH Sole 43220
COORS ADOLPH CO CLASS B 217016104 1027 20740 SH Sole 20740
CORDANT TECHNOLOGIES INC COMMON 218412104 840 18600 SH Sole 18600
CORNING INC COMMON 219350105 9769 139310 SH Sole 139310
COSTCO COS INC COMMON 22160Q102 10041 125413 SH Sole 125413
COUNTRYWIDE CR INDS INC COMMON 222372104 2727 63800 SH Sole 63800
COVANCE INC COMMON 222816100 713 29800 SH Sole 29800
CRANE CO COMMON 224399105 1230 39113 SH Sole 39113
CROMPTON + KNOWLES CORP COMMON 227111101 659 33350 SH Sole 33350
CROWN CORK + SEAL INC COMMON 228255105 1988 69755 SH Sole 69755
CSX CORP COMMON 126408103 5625 123966 SH Sole 123966
CUMMINS ENGINE INC COMMON 231021106 1362 23850 SH Sole 23850
CVS CORP COMMON 126650100 11296 222576 SH Sole 222576
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 902 52700 SH Sole 52700
CYPRUS AMAX MINERALS CO COMMON 232809103 791 51840 SH Sole 51840
CYTEC INDS INC COMMON 232820100 685 21750 SH Sole 21750
DAIMLER CHRYSLER AG STUTTGART COMMON D1668R123 133403 1498908 SH Sole 1498908
DANA CORP COMMON 235811106 168527 3658653 SH Sole 3658653
DANAHER CORP COMMON 235851102 4489 77230 SH Sole 77230
DARDEN RESTAURANTS INC COMMON 237194105 90272 4138534 SH Sole 4138534
DATA GEN CORP COMMON 237688106 412 28300 SH Sole 28300
DAYTON HUDSON CORP COMMON 239753106 328654 5056210 SH Sole 5056210
DE LUXE CORP COMMON 248019101 1781 45880 SH Sole 45880
DEAN FOODS CO COMMON 242361103 833 20040 SH Sole 20040
DEERE + CO COMMON 244199105 5225 133325 SH Sole 133325
DELL COMPUTER CORP COMMON 247025109 53673 1450620 SH Sole 1450620
DELPHI AUTOMOTIVE SYS CORP COMMON 247126105 20533 1109876 SH Sole 1109876
DELTA AIRLINES INC DE COMMON 247361108 4665 80960 SH Sole 80960
DENTSPLY INTL INC NEW COMMON 249030107 775 26830 SH Sole 26830
DEXTER CORP COMMON 252165105 478 11700 SH Sole 11700
DIAL CORPNEW COMMON 25247D101 1950 52440 SH Sole 52440
DIEBOLD INC COMMON 253651103 1009 35080 SH Sole 35080
DILLARDS INC CLASS A 254067101 2141 60950 SH Sole 60950
DIME BANCORP INC NEW COMMON 25429Q102 1140 56660 SH Sole 56660
DISNEY WALT CO COMMON 254687106 36218 1175447 SH Sole 1175447
DOLE FOODINC COMMON 256605106 853 29050 SH Sole 29050
DOLLAR GEN CORP COMMON 256669102 3664 126332 SH Sole 126332
DOLLAR TREE STORES INC COMMON 256747106 1372 31190 SH Sole 31190
DOMINION RES INC VA COMMON 257470104 4770 110127 SH Sole 110127
DONALDSON INC COMMON 257651109 581 23730 SH Sole 23730
DONNELLEY R R + SONS CO COMMON 257867101 2787 75210 SH Sole 75210
DOVER CORP COMMON 260003108 4315 123280 SH Sole 123280
DOW CHEM CO COMMON 260543103 76353 601795 SH Sole 601795
DOW JONES+ CO INC COMMON 260561105 2769 52175 SH Sole 52175
DPL INC COMMON 233293109 1499 81050 SH Sole 81050
DREYERS GRAND ICE CREAM INC COMMON 261878102 211 13960 SH Sole 13960
DTE ENERGY CO COMMON 233331107 3378 82900 SH Sole 82900
DU PONT EI DE NEMOURS + CO COMMON 263534109 96056 1406130 SH Sole 1406130
DUKE ENERGY CO COMMON 264399106 11313 207811 SH Sole 207811
DUN + BRADSTREET CORP DEL COMMON 26483B106 113004 3188817 SH Sole 3188817
E M C CORP MASS COMMON 268648102 31753 577320 SH Sole 577320
E TRADE GROUP INC COMMON 269246104 4741 118710 SH Sole 118710
EASTERN ENTERPRISES COMMON 27637F100 511 12865 SH Sole 12865
EASTMAN CHEM CO COMMON 277432100 2346 45332 SH Sole 45332
EASTMAN KODAK CO COMMON 277461109 12469 184050 SH Sole 184050
EATON CORP COMMON 278058102 3751 40770 SH Sole 40770
ECOLAB INC COMMON 278865100 3221 73836 SH Sole 73836
EDISON INTL COMMON 281020107 5325 199070 SH Sole 199070
EDWARDS AG INC COMMON 281760108 1550 48071 SH Sole 48071
EG + G INC COMMON 268457108 907 25455 SH Sole 25455
EL PASO ENERGY CORP DEL COMMON 283905107 2176 61826 SH Sole 61826
ELECTRONIC ARTS COMMON 285512109 1690 31150 SH Sole 31150
ELECTRONIC DATA SYS CORP NEW COMMON 285661104 15940 281500 SH Sole 281500
EMERSON ELEC CO COMMON 291011104 221525 3519760 SH Sole 3519760
EMONS TRANSN GROUP INC COMMON 291575108 964 385450 SH Sole 385450
ENERGY EAST CORP COMMON 29266M109 1549 59580 SH Sole 59580
ENESCO GROUP INC COMMON 292973104 181 7820 SH Sole 7820
ENGELHARDCORP COMMON 292845104 1675 74012 SH Sole 74012
ENRON CORP COMMON 293561106 16493 201745 SH Sole 201745
ENSCO INTL INC COMMON 26874Q100 1390 69730 SH Sole 69730
ENTERGY CORP COMMON 29364G103 4395 140630 SH Sole 140630
EQUIFAX INC COMMON 294429105 2962 82990 SH Sole 82990
EQUITY OFFICE PPTYS TR COMMON 294741103 132124 5156045 SH Sole 5156045
ETHYL CORP COMMON 297659104 255 42470 SH Sole 42470
EVEREST REINSURANCE HLDGS COMMON 299808105 808 24770 SH Sole 24770
EXXON CORP COMMON 302290101 252852 3278470 SH Sole 3278470
FAMILY DLR STORES INC COMMON 307000109 2108 87820 SH Sole 87820
FASTENAL CO COMMON 311900104 1012 19300 SH Sole 19300
FDX CORP COMMON 31304N107 9177 169164 SH Sole 169164
FEDERAL HOME LN MTG CORP COMMON 313400301 22908 394970 SH Sole 394970
FEDERAL MOGUL CORP COMMON 313549107 1865 35870 SH Sole 35870
FEDERAL NATL MTG ASSN COMMON 313586109 355878 5214330 SH Sole 5214330
FEDERAL SIGNAL CORP COMMON 313855108 490 23113 SH Sole 23113
FEDERATEDDEPT STORES INC DEL COMMON 31410H101 6342 119800 SH Sole 119800
FERRO CORP COMMON 315405100 491 17850 SH Sole 17850
FIFTH THIRD BANCORP COMMON 316773100 10202 153265 SH Sole 153265
FINOVA GROUP INC COMMON 317928109 1634 31050 SH Sole 31050
FIRST DATA CORP COMMON 319963104 12150 248284 SH Sole 248284
FIRST HEALTH GROUP CORP COMMON 320960107 554 25710 SH Sole 25710
FIRST SECCORP DEL COMMON 336294103 2681 98373 SH Sole 98373
FIRST TENN NATL CORP COMMON 337162101 2539 66260 SH Sole 66260
FIRST UN CORP COMMON 337358105 118441 2513331 SH Sole 2513331
FIRST VA BKS INC COMMON 337477103 1253 25497 SH Sole 25497
FIRSTAR CORP WIS COMMON 33763V109 10696 382000 SH Sole 382000
FIRSTENERGY CORP COMMON 337932107 4192 135230 SH Sole 135230
FISERV INC COMMON 337738108 1965 62757 SH Sole 62757
FLAGSTAR BANCORP INC COMMON 337930101 6312 250000 SH Sole 250000
FLEET FINL GROUP INC COMMON 338915101 14450 325634 SH Sole 325634
FLEETWOODENTERPRISES INC COMMON 339099103 524 19823 SH Sole 19823
FLORIDA PROGRESS CORP COMMON 341109106 2290 55440 SH Sole 55440
FLOWERS INDS INC COMMON 343496105 1103 50862 SH Sole 50862
FLOWSERVECORP COMMON 34354P105 362 19105 SH Sole 19105
FLUOR CORP COMMON 343861100 1749 43190 SH Sole 43190
FMC CORP COMMON 302491303 1286 18830 SH Sole 18830
FORD MTR CO DEL COMMON 345370100 208890 3701270 SH Sole 3701270
FOREST LABS INC CLASS A 345838106 1946 42080 SH Sole 42080
FORT JAMES CORP COMMON 347471104 4763 125765 SH Sole 125765
FORTUNE BRANDS INC COMMON 349631101 3972 96010 SH Sole 96010
FOSTER WHEELER CORP COMMON 350244109 327 23240 SH Sole 23240
FOUNDATION HEALTH SYS INC COMMON 350404109 933 62218 SH Sole 62218
FPL GROUPINC COMMON 302571104 5639 103223 SH Sole 103223
FRANKLIN RES INC COMMON 354613101 5866 144400 SH Sole 144400
FREEPORT MCMORAN COPPER + GOLD CLASS B 35671D857 1694 94437 SH Sole 94437
FRONTIER CORP COMMON 35906P105 17285 294832 SH Sole 294832
FRUIT OF THE LOOM LTD CLASS A G3682L105 401 41150 SH Sole 41150
FULLER H B CO COMMON 359694106 489 7145 SH Sole 7145
FURNITUREBRANDS INTL INC COMMON 360921100 729 26150 SH Sole 26150
GANNETT INC COMMON 364730101 11413 159900 SH Sole 159900
GAP INC COMMON 364760108 374207 7428436 SH Sole 7428436
GATEWAY INC COMMON 367626108 5262 89100 SH Sole 89100
GATX COMMON 361448103 959 25190 SH Sole 25190
GENCORP INC COMMON 368682100 536 21210 SH Sole 21210
GENERAL DYNAMICS CORP COMMON 369550108 4982 72340 SH Sole 72340
GENERAL ELEC CO COMMON 369604103 883885 7821990 SH Sole 7821990
GENERAL INSTR CORP DEL COMMON 370120107 4156 97800 SH Sole 97800
GENERAL MLS INC COMMON 370334104 141066 1755094 SH Sole 1755094
GENERAL MTRS CORP COMMON 370442105 99076 1501150 SH Sole 1501150
GENERAL NUTRITION COS INC COMMON 37047F103 804 34500 SH Sole 34500
GENTEX CORP COMMON 371901109 112762 4027200 SH Sole 4027200
GENUINE PARTS CO COMMON 372460105 3591 102602 SH Sole 102602
GENZYME CORP COMMON 372917104 2039 42050 SH Sole 42050
GENZYME CORP COMMON 372917401 3 1692 SH Sole 1692
GENZYME CORP COMMON 372917500 0 0 SH Sole 0
GEORGIA GULF CORP COMMON 373200203 265 15690 SH Sole 15690
GEORGIA PAC CORP GA PAC GRP 373298108 4676 98710 SH Sole 98710
GEORGIA PAC CORP TIMBER GRP 373298702 1091 43210 SH Sole 43210
GILEAD SCIENCES INC COMMON 375558103 826 15800 SH Sole 15800
GILLETTE CO COMMON 375766102 155316 3788204 SH Sole 3788204
GLATFELTER P H CO COMMON 377316104 314 21450 SH Sole 21450
GLAXO WELLCOME PLC DEPOSITORY RECEI 37733W105 1382 24400 SH Sole 24400
GLOBAL MARINE INC COMMON 379352404 1369 88300 SH Sole 88300
GOLDEN WEST FINL CORP DEL COMMON 381317106 3181 32456 SH Sole 32456
GOODRICH B F CO COMMON 382388106 1795 42242 SH Sole 42242
GOODYEAR TIRE AND RUBBER COMMON 382550101 5228 88895 SH Sole 88895
GPU INC COMMON 36225X100 3042 72100 SH Sole 72100
GRACE W R+ CO DEL NEW COMMON 38388F108 796 41900 SH Sole 41900
GRAINGER W W INC COMMON 384802104 2916 54190 SH Sole 54190
GRANITE CONSTR INC COMMON 387328107 406 13847 SH Sole 13847
GREAT ATLANTIC + PAC TEA INC COMMON 390064103 737 21795 SH Sole 21795
GREAT LAKES CHEMICAL CORP COMMON 390568103 1556 33770 SH Sole 33770
GREENPOINT FINL CORP COMMON 395384100 1820 55480 SH Sole 55480
GSI LUMONICS INC COMMON 36229U102 253 66302 SH Sole 66302
GTE CORP COMMON 362320103 41860 554440 SH Sole 554440
GTECH HLDGS CORP COMMON 400518106 450 19100 SH Sole 19100
GUIDANT CORP COMMON 401698105 8794 172000 SH Sole 172000
GULFSTREAM AEROSPACE CORP NEW COMMON 402734107 2464 36470 SH Sole 36470
HALLIBURTON CO COMMON 406216101 11351 250859 SH Sole 250859
HANNA M.A. CO COMMON 410522106 415 25230 SH Sole 25230
HANNAFORDBROS CO COMMON 410550107 1149 21480 SH Sole 21480
HARCOURT GEN INC COMMON 41163G101 2090 40535 SH Sole 40535
HARLEY DAVIDSON INC COMMON 412822108 4244 78050 SH Sole 78050
HARRAHS ENTMT INC COMMON 413619107 1592 72140 SH Sole 72140
HARRIS CORP DEL COMMON 413875105 1792 45730 SH Sole 45730
HARSCO CORP COMMON 415864107 669 20910 SH Sole 20910
HARTE HANKS INC COMMON 416196103 981 36150 SH Sole 36150
HARTFORD FINANCIAL SVCS GRP COMMON 416515104 150749 2585200 SH Sole 2585200
HASBRO INC COMMON 418056107 3127 111930 SH Sole 111930
HAWAIIAN ELEC INDS INC COMMON 419870100 581 16370 SH Sole 16370
HCR MANORCARE INC COMMON 404134108 1528 63180 SH Sole 63180
HEALTH MGMT ASSOC CLASS A 421933102 1442 128200 SH Sole 128200
HEALTHSOUTH CORP COMMON 421924101 3541 238049 SH Sole 238049
HEILIG MEYERS CO COMMON 422893107 208 30460 SH Sole 30460
HEINZ H J CO COMMON 423074103 10315 205782 SH Sole 205782
HELMERICHAND PAYNE INC COMMON 423452101 678 28690 SH Sole 28690
HERCULES INC COMMON 427056106 2256 57393 SH Sole 57393
HERSHEY FOODS CORP COMMON 427866108 107022 1802470 SH Sole 1802470
HEWLETT PACKARD CO COMMON 428236103 58413 581222 SH Sole 581222
HIBERNIA CORP CLASS A 428656102 1278 81470 SH Sole 81470
HILLENBRAND INDS INC COMMON 431573104 1462 33800 SH Sole 33800
HILTON HOTELS CORP COMMON 432848109 2110 148750 SH Sole 148750
HISPANIC BROADCASTING CORP CLASS A 43357B104 1904 25100 SH Sole 25100
HOME DEPOT INC COMMON 437076102 299787 4652370 SH Sole 4652370
HOME PPTYS N Y INC REAL ESTATE 437306103 46673 1689524 SH Sole 1689524
HOMESTAKEMNG CO COMMON 437614100 1191 145525 SH Sole 145525
HON INDS INC COMMON 438092108 910 31170 SH Sole 31170
HONEYWELLINC COMMON 438506107 8327 71860 SH Sole 71860
HORACE MANN EDUCATORS CORP NEW COMMON 440327104 576 21200 SH Sole 21200
HORMEL FOODS CORP COMMON 440452100 1504 37370 SH Sole 37370
HOUGHTON MIFFLIN CO COMMON 441560109 736 15630 SH Sole 15630
HOUSEHOLD INTL INC COMMON 441815107 12999 274380 SH Sole 274380
HSB GROUPINC COMMON 40428N109 609 14785 SH Sole 14785
HUBBELL INC CLASS B 443510201 1503 33114 SH Sole 33114
HUMAN GENOME SCIENCES INC COMMON 444903108 11825 299374 SH Sole 299374
HUMANA INC COMMON 444859102 1235 95440 SH Sole 95440
HUNT J B TRANS SVCS INC COMMON 445658107 294 18090 SH Sole 18090
HUNTINGTON BANCSHARES INC COMMON 446150104 4215 120430 SH Sole 120430
IBP INC COMMON 449223106 1115 46950 SH Sole 46950
ICN PHARMACEUTICALS INC COMMON 448924100 1273 39550 SH Sole 39550
IDACORP INC COMMON 451107106 603 19130 SH Sole 19130
IKON OFFICE SOLUTIONS INC COMMON 451713101 1261 84036 SH Sole 84036
ILLINOIS TOOL WKS INC COMMON 452308109 11661 142640 SH Sole 142640
ILLINOVA CORP COMMON 452317100 970 35590 SH Sole 35590
IMATION CORP COMMON 45245A107 483 19470 SH Sole 19470
IMC GLOBAL INC COMMON 449669100 1012 58240 SH Sole 58240
IMS HEALTH INC COMMON 449934108 208373 6667934 SH Sole 6667934
INCO LTD COMMON 453258402 35920 1995556 SH Sole 1995556
INDIANA ENERGY INC COMMON 454707100 323 15160 SH Sole 15160
INFORMATION RES INC COMMON 456905108 124 14153 SH Sole 14153
INFORMIX CORP COMMON 456779107 824 96530 SH Sole 96530
INGERSOLLRAND CO COMMON 456866102 135426 2095567 SH Sole 2095567
INTEGRATED DEVICE TECHNOLOGY COMMON 458118106 487 44750 SH Sole 44750
INTEL CORP COMMON 458140100 291812 4904400 SH Sole 4904400
INTERNATIONAL BUSINESS MACHS COMMON 459200101 135573 1048920 SH Sole 1048920
INTERNATIONAL FLAVOURS COMMON 459506101 2663 60520 SH Sole 60520
INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 924 49930 SH Sole 49930
INTERNATIONAL MULTIFOODS CORP COMMON 460043102 215 9520 SH Sole 9520
INTERNATIONAL PAPER CO COMMON 460146103 11770 234233 SH Sole 234233
INTERPUBLIC GROUP COS INC COMMON 460690100 6938 80097 SH Sole 80097
INTERSTATE BAKERIES CORP COMMON 46072H108 801 35700 SH Sole 35700
INTUIT COMMON 461202103 2807 31150 SH Sole 31150
INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 504 15690 SH Sole 15690
IPALCO ENTERPRISES COMMON 462613100 924 43600 SH Sole 43600
ITT INDS INC COMMON 450911102 1935 50750 SH Sole 50750
IVAX CORP COMMON 465823102 782 55330 SH Sole 55330
JABIL CIRCUIT INC COMMON 466313103 1882 41700 SH Sole 41700
JACOBS ENGR GROUP INC COMMON 469814107 501 13180 SH Sole 13180
JEFFERSONPILOT CORP COMMON 475070108 4001 60443 SH Sole 60443
JOHNSON + JOHNSON COMMON 478160104 75300 768370 SH Sole 768370
JOHNSON CTLS INC COMMON 478366107 3350 48330 SH Sole 48330
JONES APPAREL GROUP INC COMMON 480074103 46907 1367043 SH Sole 1367043
JOSTENS INC COMMON 481088102 425 20160 SH Sole 20160
K MART CORP COMMON 482584109 4643 281415 SH Sole 281415
K N ENERGY INC COMMON 482620101 482 36015 SH Sole 36015
KANSAS CITY PWR + LT CO COMMON 485134100 803 31480 SH Sole 31480
KANSAS CITY SOUTHN INDS INC COMMON 485170104 3991 62540 SH Sole 62540
KAUFMAN +BROAD HOME CORP COMMON 486168107 678 27262 SH Sole 27262
KAYDON CORP COMMON 486587108 546 16230 SH Sole 16230
KEANE INC COMMON 486665102 825 36450 SH Sole 36450
KELLOGG CO COMMON 487836108 7630 231220 SH Sole 231220
KELLY SVCS INC COMMON 488152208 592 18435 SH Sole 18435
KENNAMETAL INC COMMON 489170100 472 15230 SH Sole 15230
KERR MCGEE CORP COMMON 492386107 2472 49254 SH Sole 49254
KEYCORP NEW COMMON 493267108 8253 256904 SH Sole 256904
KEYSTONE FINL INC COMMON 493482103 733 24790 SH Sole 24790
KIMBERLY CLARK CORP COMMON 494368103 17413 305498 SH Sole 305498
KING WORLD PRODTNS INC COMMON 495667107 1455 41792 SH Sole 41792
KLA TENCOR CORP COMMON 482480100 3237 49900 SH Sole 49900
KNIGHT RIDDER INC COMMON 499040103 2462 44720 SH Sole 44720
KNOLL INC COMMON 498904101 4094 153750 SH Sole 153750
KOHLS CORP COMMON 500255104 7096 92310 SH Sole 92310
KROGER CO COMMON 501044101 69052 2471676 SH Sole 2471676
LAIDLAW INC COMMON 50730K503 1390 188520 SH Sole 188520
LANCASTERCOLONY CORP COMMON 513847103 722 20920 SH Sole 20920
LANCE INC COMMON 514606102 238 15240 SH Sole 15240
LANDS ENDINC COMMON 515086106 741 15400 SH Sole 15400
LEAR CORP COMMON 521865105 88754 1784000 SH Sole 1784000
LEE ENTERPRISES INC COMMON 523768109 687 22540 SH Sole 22540
LEGATO SYSTEMS INC COMMON 524651106 1193 20650 SH Sole 20650
LEGGETT +PLATT INC COMMON 524660107 2780 99960 SH Sole 99960
LEHMAN BROTHERS HLDGS INC COMMON 524908100 4174 67180 SH Sole 67180
LEXMARK INTL GROUP INC CLASS A 529771107 4290 65490 SH Sole 65490
LG + E ENERGY CORP COMMON 501917108 1385 65970 SH Sole 65970
LIBERTY PROPERTY REAL ESTATE 531172104 20472 823000 SH Sole 823000
LIFEPOINTHOSPS INC COMMON 53219L109 260 19381 SH Sole 19381
LILLY ELI + CO COMMON 532457108 181020 2527328 SH Sole 2527328
LIMITED INC COMMON 532716107 5573 122830 SH Sole 122830
LINCARE HLDGS INC COMMON 532791100 742 29700 SH Sole 29700
LINCOLN NATL CORP IN COMMON 534187109 6036 115390 SH Sole 115390
LINEAR TECHNOLOGY CORP COMMON 535678106 5239 77900 SH Sole 77900
LITTON INDS INC COMMON 538021106 1668 23100 SH Sole 23100
LIZ CLAIBORNE INC COMMON 539320101 1343 36805 SH Sole 36805
LOCKHEED MARTIN CORP COMMON 539830109 8347 224078 SH Sole 224078
LOEWS CORP COMMON 540424108 4989 63050 SH Sole 63050
LONE STARSTEAKHOUSE + SALOON COMMON 542307103 177 18220 SH Sole 18220
LONGS DRUG STORES CORP COMMON 543162101 767 22190 SH Sole 22190
LONGVIEW FIBRE CO WASHINGTON COMMON 543213102 411 26290 SH Sole 26290
LOUISIANAPAC CORP COMMON 546347105 1478 61915 SH Sole 61915
LOWES COSINC COMMON 548661107 11983 211380 SH Sole 211380
LSI LOGICCORP COMMON 502161102 3755 81410 SH Sole 81410
LUBRIZOL CORP COMMON 549271104 756 27730 SH Sole 27730
LUCENT TECHNOLOGIES INC COMMON 549463107 238062 3530119 SH Sole 3530119
LYONDELL CHEMICAL CO COMMON 552078107 1175 56950 SH Sole 56950
MAGNETEK INC COMMON 559424106 170 16050 SH Sole 16050
MALLINCKRODT INC NEW COMMON 561232109 1481 40710 SH Sole 40710
MANPOWER INC WIS COMMON 56418H100 911 40280 SH Sole 40280
MARK IV INDS INC COMMON 570387100 527 24952 SH Sole 24952
MARRIOTT INTL INC NEW CLASS A 571903202 5305 141940 SH Sole 141940
MARSH + MCLENNAN COS INC COMMON 571748102 11322 149585 SH Sole 149585
MARSHALL + ILSLEY CORP COMMON 571834100 3424 53190 SH Sole 53190
MARTIN MARIETTA MATLS INC COMMON 573284106 1401 23750 SH Sole 23750
MASCO CORP COMMON 574599106 228936 7928520 SH Sole 7928520
MATRIX PHARMACEUTICALS COMMON 576844104 226 54691 SH Sole 54691
MATTEL INC COMMON 577081102 6201 237341 SH Sole 237341
MAXIM INTEGRATED PRODS INC COMMON 57772K101 4565 68640 SH Sole 68640
MAXXAM INC COMMON 577913106 233 3610 SH Sole 3610
MAY DEPT STORES CO COMMON 577778103 7897 193210 SH Sole 193210
MAYTAG CORP COMMON 578592107 3546 50790 SH Sole 50790
MBIA INC COMMON 55262C100 3671 56700 SH Sole 56700
MBNA CORP COMMON 55262L100 14030 458130 SH Sole 458130
MCCORMICK+ CO INC NON VTG 579780206 1147 36330 SH Sole 36330
MCDERMOTTINTL INC COMMON 580037109 954 33779 SH Sole 33779
MCDONALDSCORP COMMON 580135101 453992 11039320 SH Sole 11039320
MCGRAW HILL COS INC COMMON 580645109 6057 112300 SH Sole 112300
MCI WORLDCOM INC COMMON 55268B106 314770 3657455 SH Sole 3657455
MCKESSON HBOC INC COMMON 58155Q103 5089 158111 SH Sole 158111
MCN ENERGY GROUP INC COMMON 55267J100 842 40590 SH Sole 40590
MEAD CORP COMMON 582834107 2427 58134 SH Sole 58134
MEDIA GENINC CLASS A 584404107 699 13700 SH Sole 13700
MEDIAONE GROUP INC COMMON 58440J104 41181 553699 SH Sole 553699
MEDIMMUNEINC COMMON 584699102 1920 28340 SH Sole 28340
MEDTRONICINC COMMON 585055106 25995 333800 SH Sole 333800
MELLON BKCORP COMMON 585509102 72060 1981036 SH Sole 1981036
MENTOR GRAPHICS CORP COMMON 587200106 432 33710 SH Sole 33710
MERCANTILE BANCORPORATION INC COMMON 587342106 5129 89790 SH Sole 89790
MERCANTILE BANKSHARES CORP COMMON 587405101 1254 35462 SH Sole 35462
MERCK + CO INC COMMON 589331107 99559 1352242 SH Sole 1352242
MEREDITH CORP COMMON 589433101 1034 29856 SH Sole 29856
MERITOR AUTOMOTIVE INC COMMON 59000G100 896 35150 SH Sole 35150
MERRILL LYNCH + CO INC COMMON 590188108 16563 208340 SH Sole 208340
MGIC INVTCORP WIS COMMON 552848103 3038 62480 SH Sole 62480
MICRO WHSE INC COMMON 59501B105 326 18210 SH Sole 18210
MICROCHIPTECHNOLOGY INC COMMON 595017104 1222 25800 SH Sole 25800
MICRON TECHNOLOGY INC COMMON 595112103 5780 142710 SH Sole 142710
MICROSOFTCORP COMMON 594918104 1196735 13269414 SH Sole 13269414
MIDAMERICA ENERGY HLDGS CO NEW COMMON 59562V107 1036 29930 SH Sole 29930
MILACRON INC COMMON 598709103 32965 1781875 SH Sole 1781875
MILLER HERMAN INC COMMON 600544100 850 40480 SH Sole 40480
MILLIPORECORP COMMON 601073109 1014 25000 SH Sole 25000
MINERALS TECHNOLOGIES INC COMMON 603158106 616 11040 SH Sole 11040
MINNESOTAMNG + MFG CO COMMON 604059105 19972 229730 SH Sole 229730
MINNESOTAPWR + LT CO COMMON 604110106 736 37040 SH Sole 37040
MIRAGE RESORTS INC COMMON 60462E104 1856 110830 SH Sole 110830
MOBIL CORP COMMON 607059102 312242 3161940 SH Sole 3161940
MODINE MFG CO COMMON 607828100 489 15020 SH Sole 15020
MODIS PROFESSIONAL SVCS INC COMMON 607830106 662 48790 SH Sole 48790
MOHAWK INDS INC COMMON 608190104 937 30850 SH Sole 30850
MOLEX INC COMMON 608554101 2918 78875 SH Sole 78875
MONSANTO CO COMMON 611662107 114300 2889110 SH Sole 2889110
MONTANA PWR CO COMMON 612085100 1978 28050 SH Sole 28050
MORGAN J P + CO INC COMMON 616880100 14198 101050 SH Sole 101050
MORGAN STANLEY DEAN WITTER COMMON 617446448 33578 327191 SH Sole 327191
MOTOROLA INC COMMON 620076109 261777 2762820 SH Sole 2762820
MURPHY OIL CORP COMMON 626717102 1116 22860 SH Sole 22860
MYLAN LABS INC COMMON 628530107 1740 65650 SH Sole 65650
NABISCO GROUP HLDG CORP COMMON 62952P102 3625 185300 SH Sole 185300
NABORS INDUSTRIES INC COMMON 629568106 62955 2582750 SH Sole 2582750
NACCO INDS INC CLASS A 629579103 344 4675 SH Sole 4675
NALCO CHEM CO COMMON 629853102 1937 37335 SH Sole 37335
NATIONAL CITY CORP COMMON 635405103 11881 181386 SH Sole 181386
NATIONAL FUEL GAS CO N J COMMON 636180101 955 19690 SH Sole 19690
NATIONAL SEMICONDUCTOR CORP COMMON 637640103 2398 94750 SH Sole 94750
NATIONAL SVC INDS INC COMMON 637657107 854 23720 SH Sole 23720
NAVISTAR INTL CORP INC COMMON 63934E108 1914 38280 SH Sole 38280
NCH CORP COMMON 628850109 138 2780 SH Sole 2780
NCR CORP NEW COMMON 62886E108 2485 50910 SH Sole 50910
NETOPIA INC COMMON 64114K104 2082 87897 SH Sole 87897
NETWORK APPLIANCE INC COMMON 64120L104 1956 35000 SH Sole 35000
NETWORKS ASSOCS INC COMMON 640938106 1033 70300 SH Sole 70300
NEVADA PWR CO COMMON 641423108 653 26100 SH Sole 26100
NEW CENTYENERGIES INC COMMON 64352U103 2531 65206 SH Sole 65206
NEW ENGLAND ELEC SYS COMMON 644001109 1508 30090 SH Sole 30090
NEW YORK TIMES CO CLASS A 650111107 3742 101646 SH Sole 101646
NEWELL RUBBERMAID INC COMMON 651229106 7433 160275 SH Sole 160275
NEWMONT MNG CORP COMMON 651639106 26504 1333558 SH Sole 1333558
NEWPORT NEWS SHIPBUILDING INC COMMON 652228107 527 17850 SH Sole 17850
NEXTEL COMMUNICATIONS INC COMMON 65332V103 8422 167810 SH Sole 167810
NIAGARA MOHAWK HLDGS INC COMMON 653520106 1720 107078 SH Sole 107078
NICOR INC COMMON 654086107 1039 27285 SH Sole 27285
NIKE INC CLASS B 654106103 10234 161490 SH Sole 161490
NISOURCE INC COMMON 65473P105 1640 63550 SH Sole 63550
NOBLE AFFILIATES INC COMMON 654894104 818 29010 SH Sole 29010
NOBLE DRILLING CORP COMMON 655042109 1315 66800 SH Sole 66800
NOKIA CORP ADR 654902204 5036 55000 SH Sole 55000
NORDSON CORP COMMON 655663102 520 8490 SH Sole 8490
NORDSTROMINC COMMON 655664100 2747 81990 SH Sole 81990
NORFOLK SOUTHN CORP COMMON 655844108 6518 216355 SH Sole 216355
NORSK HYDRO A S ADR 656531605 287 7500 SH Sole 7500
NORTEL NETWORKS CORP COMMON 656569100 32919 379199 SH Sole 379199
NORTH FORK BANCORPORATION INC COMMON 659424105 1525 71330 SH Sole 71330
NORTHEAST UTILS COMMON 664397106 1193 66730 SH Sole 66730
NORTHERN STS PWR CO MN COMMON 665772109 2105 87010 SH Sole 87010
NORTHERN TRUST CORP COMMON 665859104 6158 63480 SH Sole 63480
NORTHROP GRUMMAN CORP COMMON 666807102 2605 39281 SH Sole 39281
NOVA CORPGA COMMON 669784100 928 37100 SH Sole 37100
NOVELL INC COMMON 670006105 5111 192870 SH Sole 192870
NOVO NORDISK A S DEPOSITORY RECEI 670100205 321 6000 SH Sole 6000
NUCOR CORP COMMON 670346105 2368 49922 SH Sole 49922
OCCIDENTAL PETE CORP COMMON 674599105 4168 197310 SH Sole 197310
OCEAN ENERGY INC TEX COMMON 67481E106 813 84420 SH Sole 84420
OFFICE DEPOT INC COMMON 676220106 4702 213135 SH Sole 213135
OFFICE MAX INC COMMON 67622M108 692 57630 SH Sole 57630
OGDEN CORP COMMON 676346109 672 24960 SH Sole 24960
OGE ENERGY CORP COMMON 670837103 940 39560 SH Sole 39560
OLD KENT FINL CORP COMMON 679833103 2179 52027 SH Sole 52027
OLD REP INTL CORP COMMON 680223104 1161 67075 SH Sole 67075
OLIN CORP COMMON 680665205 307 23290 SH Sole 23290
OLSTEN CORP COMMON 681385100 261 41360 SH Sole 41360
OMNICARE INC COMMON 681904108 582 46130 SH Sole 46130
OMNICOM GROUP COMMON 681919106 8064 100800 SH Sole 100800
ONEOK INCNEW COMMON 682680103 572 18030 SH Sole 18030
ORACLE CORP COMMON 68389X105 76005 2047275 SH Sole 2047275
OREGON STL MLS INC COMMON 686079104 175 13110 SH Sole 13110
OUTBACK STEAKHOUSE INC COMMON 689899102 1499 38130 SH Sole 38130
OVERSEAS SHIPHOLDING GROUP INC COMMON 690368105 238 18280 SH Sole 18280
OWENS CORNING COMMON 69073F103 1062 30905 SH Sole 30905
OWENS ILLINC COMMON 690768403 98925 3026400 SH Sole 3026400
OXFORD HEALTH PLANS INC COMMON 691471106 642 41250 SH Sole 41250
P P + L RES INC COMMON 693499105 2742 89169 SH Sole 89169
PACCAR INC COMMON 693718108 53114 995102 SH Sole 995102
PACIFIC CENTY FINL CORP COMMON 694058108 881 40840 SH Sole 40840
PACIFICARE HEALTH SYSTEMS COMMON 695112102 1665 23149 SH Sole 23149
PACIFICORP COMMON 695114108 3121 169855 SH Sole 169855
PAINE WEBBER GROUP INC COMMON 695629105 3885 83105 SH Sole 83105
PALL CORP COMMON 696429307 1572 70836 SH Sole 70836
PAPA JOHNS INTL INC COMMON 698813102 686 15350 SH Sole 15350
PARAMETRIC TECHNOLOGY CORP COMMON 699173100 2119 152720 SH Sole 152720
PARKER HANNIFIN CORP COMMON 701094104 2843 62132 SH Sole 62132
PAYCHEX INC COMMON 704326107 4457 139816 SH Sole 139816
PAYLESS SHOESOURCE INC COMMON 704379106 874 16330 SH Sole 16330
PE CORP COMMON 69332S102 180516 1573125 SH Sole 1573125
PE CORP COMMON 69332S201 15032 928612 SH Sole 928612
PECO ENERGY CO COMMON 693304107 4781 114180 SH Sole 114180
PENNEY J C INC COMMON 708160106 7314 150605 SH Sole 150605
PENNZOIL QUAKER ST CO COMMON 709323109 593 39539 SH Sole 39539
PENTAIR INC COMMON 709631105 992 21690 SH Sole 21690
PEOPLES ENERGY CORP COMMON 711030106 764 20265 SH Sole 20265
PEOPLESOFT INC COMMON 712713106 2353 136400 SH Sole 136400
PEP BOYS MANNY MOE + JACK COMMON 713278109 627 29866 SH Sole 29866
PEPSI BOTTLING GROUP INC COMMON 713409100 28675 1240000 SH Sole 1240000
PEPSICO INC COMMON 713448108 306771 7929450 SH Sole 7929450
PERRIGO CO COMMON 714290103 284 37270 SH Sole 37270
PFIZER INC COMMON 717081103 569154 5221600 SH Sole 5221600
PG+E CORP COMMON 69331C108 7077 218168 SH Sole 218168
PHARMACIA+ UPJOHN INC COMMON 716941109 16467 289842 SH Sole 289842
PHELPS DODGE CORP COMMON 717265102 2049 33075 SH Sole 33075
PHILIP MORRIS COS INC COMMON 718154107 307560 7653120 SH Sole 7653120
PHILLIPS PETE CO COMMON 718507106 7309 145280 SH Sole 145280
PINNACLE WEST CAP CORP COMMON 723484101 104790 2603480 SH Sole 2603480
PIONEER HI BRED INTL INC COMMON 723686101 5365 137775 SH Sole 137775
PIONEER NAT RES CO COMMON 723787107 561 51000 SH Sole 51000
PITNEY BOWES INC COMMON 724479100 9895 154010 SH Sole 154010
PITTSTON BRINKS GROUP COMMON 725701106 555 20760 SH Sole 20760
PLACER DOME INC COMMON 725906101 2187 186095 SH Sole 186095
PMI GROUPINC COMMON 69344M101 959 15260 SH Sole 15260
PNC BK CORP COMMON 693475105 9982 173230 SH Sole 173230
POLAROID CORP COMMON 731095105 692 25178 SH Sole 25178
POLICY MGMT SYS CORP COMMON 731108106 542 18080 SH Sole 18080
POLYCOM INC COMMON 73172K104 4162 106715 SH Sole 106715
PORTUGAL TELECOM S A ADR 737273102 198 4800 SH Sole 4800
POTLATCH CORP COMMON 737628107 727 16540 SH Sole 16540
POTOMAC ELEC PWR CO COMMON 737679100 1775 60290 SH Sole 60290
PPG INDS INC COMMON 693506107 5883 99600 SH Sole 99600
PRAXAIR INC COMMON 74005P104 4401 89940 SH Sole 89940
PRECISIONCASTPARTS CORP COMMON 740189105 529 12455 SH Sole 12455
PREMARK INTL INC COMMON 740459102 1170 31200 SH Sole 31200
PRICE T ROWE + ASSOC INC COMMON 741477103 2364 61590 SH Sole 61590
PROCTER +GAMBLE CO COMMON 742718109 352035 3944370 SH Sole 3944370
PROGRESSIVE CORP OHIO COMMON 743315103 6003 41400 SH Sole 41400
PROMUS HOTEL CORP NEW COMMON 74342P106 1308 42191 SH Sole 42191
PROTECTIVE LIFE CORP COMMON 743674103 1115 32800 SH Sole 32800
PROVIDENTCOS INC COMMON 743862104 3084 77100 SH Sole 77100
PROVIDENTFINL GROUP INC COMMON 743866105 949 21700 SH Sole 21700
PROVIDIANFINL CORP COMMON 74406A102 7531 80762 SH Sole 80762
PS BUSINESS PKS INC CA COMMON 69360J107 51958 2131611 SH Sole 2131611
PSS WORLDMED INC COMMON 69366A100 403 36000 SH Sole 36000
PUBLIC SVC CO NM COMMON 744499104 412 20740 SH Sole 20740
PUBLIC SVC ENTERPRISE GROUP COMMON 744573106 5142 125995 SH Sole 125995
PUGET SOUND ENERGY INC COMMON 745332106 1032 43010 SH Sole 43010
PULTE CORP COMMON 745867101 569 24660 SH Sole 24660
QUAKER OATS CO COMMON 747402105 5157 77700 SH Sole 77700
QUALCOMM INC COMMON 747525103 11006 76700 SH Sole 76700
QUANTUM CORP COMMON 747906105 2066 85640 SH Sole 85640
QUESTAR CORP COMMON 748356102 803 42000 SH Sole 42000
QUINTILESTRANSNATIONAL CORP COMMON 748767100 2396 57050 SH Sole 57050
QUORUM HEALTH GROUP INC COMMON 749084109 467 37150 SH Sole 37150
R.P.M. INC OHIO COMMON 749685103 792 55818 SH Sole 55818
RALSTON PURINA CO COMMON 751277302 5711 187634 SH Sole 187634
RANGER OIL LTD COMMON 752805101 316 64080 SH Sole 64080
RATIONAL SOFTWARE CORP COMMON 75409P202 1433 43500 SH Sole 43500
RAYCHEM CORP COMMON 754603108 1671 45160 SH Sole 45160
RAYONIER INC COMMON 754907103 704 14130 SH Sole 14130
RAYTHEON CO CLASS A 755111309 108180 1570671 SH Sole 1570671
RAYTHEON CO COMMON 755111408 11921 169090 SH Sole 169090
READERS DIGEST ASSN INC CLASS A NON VTG 755267101 2172 54650 SH Sole 54650
REAL NETWORKS INC COMMON 75605L104 4322 62746 SH Sole 62746
REEBOK INTL LTD COMMON 758110100 601 32246 SH Sole 32246
REGIONS FINL CORP COMMON 758940100 4903 127560 SH Sole 127560
RELIANT ENERGY INC COMMON 75952J108 4628 167534 SH Sole 167534
RELIASTARFINL CORP COMMON 75952U103 1970 45020 SH Sole 45020
REPUBLIC NY CORP COMMON 760719104 4120 60420 SH Sole 60420
RESTORATION HARDWARE INC DEL COMMON 760981100 773 57777 SH Sole 57777
REYNOLDS + REYNOLDS CO CLASS A 761695105 913 39160 SH Sole 39160
REYNOLDS METALS CO COMMON 761763101 2167 36730 SH Sole 36730
REYNOLDS R J TOB HLDGS INC COMMON 76182K105 1999 62967 SH Sole 62967
RITE AID CORP COMMON 767754104 3632 147474 SH Sole 147474
ROBERT HALF INTL INC COMMON 770323103 1200 46500 SH Sole 46500
ROCKWELL INTL CORP NEW COMMON 773903109 6586 108405 SH Sole 108405
ROHM + HAAS CO COMMON 775371107 5201 121299 SH Sole 121299
ROLLINS INC COMMON 775711104 247 15505 SH Sole 15505
ROSS STORES INC COMMON 778296103 1186 23550 SH Sole 23550
ROWAN COSINC COMMON 779382100 871 47740 SH Sole 47740
ROYAL DUTCH PETE CO DEPOSITORY RECEI 780257804 79967 1327240 SH Sole 1327240
RUDDICK CORP COMMON 781258108 473 23670 SH Sole 23670
RUSSELL CORP COMMON 782352108 403 20675 SH Sole 20675
RYDER SYSINC COMMON 783549108 1050 40795 SH Sole 40795
RYERSON TULL INC NEW COMMON 78375P107 287 12702 SH Sole 12702
SAFECO CORP COMMON 786429100 3429 77700 SH Sole 77700
SAFEWAY INC COMMON 786514208 13969 282200 SH Sole 282200
SAKS INC COMMON 79377W108 2122 73482 SH Sole 73482
SANMINA CORP COMMON 800907107 2208 29100 SH Sole 29100
SANTA FE SNYDER CORP COMMON 80218K105 691 86400 SH Sole 86400
SARA LEE CORP COMMON 803111103 103984 4583300 SH Sole 4583300
SBARRO INC COMMON 805844107 282 10435 SH Sole 10435
SBC COMMUNICATIONS INC COMMON 78387G103 65032 1121246 SH Sole 1121246
SCANA CORP COMMON 805898103 1232 52700 SH Sole 52700
SCHERING PLOUGH CORP COMMON 806605101 88356 1682980 SH Sole 1682980
SCHLUMBERGER LTD COMMON 806857108 235029 3690354 SH Sole 3690354
SCHOLASTIC CORP COMMON 807066105 425 8400 SH Sole 8400
SCHULMAN A INC COMMON 808194104 275 15985 SH Sole 15985
SCHWAB CHARLES CORP COMMON 808513105 25314 232241 SH Sole 232241
SCI SYS INC COMMON 783890106 1739 36700 SH Sole 36700
SCIENTIFIC ATLANTA INC COMMON 808655104 1536 42680 SH Sole 42680
SEAGATE TECHNOLOGY COMMON 811804103 64323 2510168 SH Sole 2510168
SEAGRAM LTD COMMON 811850106 12011 238425 SH Sole 238425
SEALED AIR CORP NEW COMMON 81211K100 3084 47544 SH Sole 47544
SEARS ROEBUCK + CO COMMON 812387108 9739 218540 SH Sole 218540
SEMPRA ENERGY COMMON 816851109 3096 136840 SH Sole 136840
SENSORMATIC ELECTRS CORP COMMON 817265101 536 38455 SH Sole 38455
SEPRACOR INC COMMON 817315104 1359 16730 SH Sole 16730
SEQUA CORP COMMON 817320104 370 5280 SH Sole 5280
SEQUENT COMPUTER SYS INC COMMON 817338106 387 21780 SH Sole 21780
SERVICE CORP INTL COMMON 817565104 3008 156280 SH Sole 156280
SHARED MEDI CAL SYSTEM COMMON 819486101 992 15204 SH Sole 15204
SHAW INDSINC COMMON 820286102 1256 71750 SH Sole 71750
SHERWIN WILLIAMS CO COMMON 824348106 2721 98050 SH Sole 98050
SIEBEL SYS INC COMMON 826170102 3073 46340 SH Sole 46340
SIGMA ALDRICH COMMON 826552101 1981 57520 SH Sole 57520
SILICON GRAPHICS INC COMMON 827056102 1750 106847 SH Sole 106847
SIMON PPTY GROUP INC NEW REAL ESTATE 828806109 17255 680000 SH Sole 680000
SLM HLDG CORP COMMON 78442A109 4279 93400 SH Sole 93400
SMITH INTL INC COMMON 832110100 1081 24890 SH Sole 24890
SMITHKLINE BEECHAM P L C ADR 832378301 263953 3995500 SH Sole 3995500
SMUCKER JM CO CLASS A 832696108 330 14810 SH Sole 14810
SMURFIT STONE CONTAINER CORP COMMON 832727101 40714 1980000 SH Sole 1980000
SNAP ON INC COMMON 833034101 1321 36507 SH Sole 36507
SNYDER COMMUNICATIONS INC COMMON 832914105 1251 38205 SH Sole 38205
SOLECTRONCORP COMMON 834182107 9583 143700 SH Sole 143700
SOLUTIA INC COMMON 834376105 1212 56860 SH Sole 56860
SONAT INC COMMON 835415100 2116 63880 SH Sole 63880
SONOCO PRODS CO COMMON 835495102 1551 51811 SH Sole 51811
SOTHEBYS HLDGS INC CLASS A 835898107 1118 29330 SH Sole 29330
SOUTHDOWNINC COMMON 841297104 1250 19450 SH Sole 19450
SOUTHERN CO COMMON 842587107 10541 397788 SH Sole 397788
SOUTHTRUST CORP COMMON 844730101 3626 94485 SH Sole 94485
SOUTHWESTAIRLS CO COMMON 844741108 5972 191870 SH Sole 191870
SOVEREIGN BANCORP INC COMMON 845905108 975 80400 SH Sole 80400
SPECTRALINK CORP COMMON 847580107 711 133832 SH Sole 133832
SPRINGS INDS INC CLASS A 851783100 444 10180 SH Sole 10180
SPRINT CORP COMMON 852061100 26417 498440 SH Sole 498440
SPRINT CORP COMMON 852061506 14322 251260 SH Sole 251260
SPX CORP COMMON 784635104 1307 15652 SH Sole 15652
ST JUDE MED INC COMMON 790849103 1711 48041 SH Sole 48041
ST PAUL COS INC COMMON 792860108 4154 130588 SH Sole 130588
STANDARD REGISTER COMMON 853887107 443 14400 SH Sole 14400
STANLEY WORKS COMMON 854616109 1632 50700 SH Sole 50700
STAPLES INC COMMON 855030102 8199 265022 SH Sole 265022
STARBUCKSCORP COMMON 855244109 3476 92550 SH Sole 92550
STATE STREET CORPORATION COMMON 857477103 7818 91570 SH Sole 91570
STEELCASEINC CLASS A 858155203 23000 1150000 SH Sole 1150000
STERICYCLE INC COMMON 858912108 126 9263 SH Sole 9263
STERIS CORP COMMON 859152100 671 34650 SH Sole 34650
STERLING COMM INC COMMON 859205106 1782 48496 SH Sole 48496
STERLING SOFTWARE INC. COMMON 859547101 1121 42400 SH Sole 42400
STEWART +STEVENSON SVCS INC COMMON 860342104 217 14230 SH Sole 14230
STEWART ENTERPRISES INC COMMON 860370105 827 56800 SH Sole 56800
STORAGE TECHNOLOGY CORP COMMON 862111200 1157 50840 SH Sole 50840
STRUCTURAL DYNAMICS RESH CORP COMMON 863555108 336 18100 SH Sole 18100
STRYKER CORP COMMON 863667101 2963 49280 SH Sole 49280
SUIZA FOODS CORP COMMON 865077101 720 17200 SH Sole 17200
SUMMIT BANCORP COMMON 866005101 4104 98145 SH Sole 98145
SUN MICROSYSTEMS INC COMMON 866810104 30433 441860 SH Sole 441860
SUNGARD DATA SYS INC COMMON 867363103 2025 58690 SH Sole 58690
SUNOCO INC COMMON 86764P109 1572 52079 SH Sole 52079
SUNTRUST BKS INC COMMON 867914103 12714 183097 SH Sole 183097
SUPERIOR INDS INTL INC COMMON 868168105 375 13730 SH Sole 13730
SUPERVALUINC COMMON 868536103 1777 68660 SH Sole 68660
SWIFT TRANSN INC COMMON 870756103 638 29000 SH Sole 29000
SYBRON INTL CORP WISCONSIN COMMON 87114F106 1451 52650 SH Sole 52650
SYLVAN LEARNING SYS INC COMMON 871399101 715 26300 SH Sole 26300
SYMANTEC CORP COMMON 871503108 722 28330 SH Sole 28330
SYMBOL TECHNOLOGIES INC COMMON 871508107 1652 44795 SH Sole 44795
SYNOPSYS INC COMMON 871607107 1990 36050 SH Sole 36050
SYNOVUS FINL CORP COMMON 87161C105 3030 152450 SH Sole 152450
SYSCO CORP COMMON 871829107 80129 2687750 SH Sole 2687750
TANDY CORP COMMON 875382103 5440 111300 SH Sole 111300
TAUBMAN CENTERS INC REAL ESTATE 876664103 9891 750000 SH Sole 750000
TCA CABLE TV INC COMMON 872241104 1402 25270 SH Sole 25270
TCF FINANCIAL CORP COMMON 872275102 1192 42780 SH Sole 42780
TECH DATACORP COMMON 878237106 995 26000 SH Sole 26000
TECO ENERGY INC COMMON 872375100 1528 67180 SH Sole 67180
TECUMSEH PRODS CO CLASS A 878895200 632 10430 SH Sole 10430
TEKTRONIXINC COMMON 879131100 815 27000 SH Sole 27000
TELE DANMARK CLASS B 879242105 270 10500 SH Sole 10500
TELEFLEX INC COMMON 879369106 833 19180 SH Sole 19180
TELEFONOS DE MEXICO S A ADR 879403780 56924 704400 SH Sole 704400
TELEPHONE+ DATA SYS INC COMMON 879433100 2264 30960 SH Sole 30960
TELLABS INC COMMON 879664100 15087 223300 SH Sole 223300
TEMPLE INLAND INC COMMON 879868107 2185 31835 SH Sole 31835
TENET HEALTHCARE CORP COMMON 88033G100 3290 177215 SH Sole 177215
TENNECO INC NEW COMMON 88037E101 2316 97005 SH Sole 97005
TERADYNE INC COMMON 880770102 3110 43340 SH Sole 43340
TEXACO INC COMMON 881694103 19101 306230 SH Sole 306230
TEXAS INSTRS INC COMMON 882508104 32227 223800 SH Sole 223800
TEXAS UTILS CO COMMON 882848104 6675 161078 SH Sole 161078
TEXTRON INC COMMON 883203101 7180 87230 SH Sole 87230
THERMO ELECTRON CORP COMMON 883556102 3015 150263 SH Sole 150263
THOMAS + BETTS CORP COMMON 884315102 1530 32390 SH Sole 32390
TIDEWATERINC COMMON 886423102 862 28270 SH Sole 28270
TIFFANY +CO NEW COMMON 886547108 1724 17870 SH Sole 17870
TIME WARNER INC COMMON 887315109 49866 686620 SH Sole 686620
TIMES MIRROR CO NEW SERIES A 887364107 2451 41368 SH Sole 41368
TIMKEN CO COMMON 887389104 693 35540 SH Sole 35540
TJX COS INC NEW COMMON 872540109 6151 184640 SH Sole 184640
TORCHMARKINC COMMON 891027104 2631 77110 SH Sole 77110
TOSCO CORP COMMON 891490302 132930 5125030 SH Sole 5125030
TOTAL RENAL CARE HLDGS INC COMMON 89151A107 642 41280 SH Sole 41280
TOYS R USINC COMMON 892335100 2966 143385 SH Sole 143385
TRANSACTION SYS ARCHITECTS INC COMMON 893416107 546 14000 SH Sole 14000
TRANSAMERICA CORP COMMON 893485102 5339 71188 SH Sole 71188
TRANSOCEAN OFFSHORE INC COMMON G90076103 1343 51170 SH Sole 51170
TRIAD HOSPS INC COMMON 89579K109 262 19381 SH Sole 19381
TRIBUNE CO NEW COMMON 896047107 5901 67730 SH Sole 67730
TRICON GLOBAL RESTAURANTS INC COMMON 895953107 4708 86975 SH Sole 86975
TRIGON HEALTHCARE INC COMMON 89618L100 784 21550 SH Sole 21550
TRINITY INDS INC COMMON 896522109 736 21965 SH Sole 21965
TRW INC COMMON 872649108 3749 68310 SH Sole 68310
TUPPERWARE CORP COMMON 899896104 839 32910 SH Sole 32910
TYCO INTLLTD NEW COMMON 902124106 99940 1054775 SH Sole 1054775
TYSON FOODS INC (DEL) COMMON 902494103 2637 117210 SH Sole 117210
U S FOODSERVICE COMMON 90331R101 1076 25250 SH Sole 25250
U S WEST INC NEW COMMON 91273H101 16889 287478 SH Sole 287478
UCAR INTLINC COMMON 90262K109 579 22920 SH Sole 22920
ULTRAMAR DIAMOND SHAMROCK COMMON 904000106 961 44042 SH Sole 44042
UNICOM CORP COMMON 904911104 4776 123845 SH Sole 123845
UNIFI INC COMMON 904677101 646 30395 SH Sole 30395
UNILEVER N V COMMON 904784709 22780 326589 SH Sole 326589
UNION CARBIDE CORP COMMON 905581104 3694 75765 SH Sole 75765
UNION PACCORP COMMON 907818108 111938 1919629 SH Sole 1919629
UNION PACIFIC RES GROUP INC COMMON 907834105 2342 143556 SH Sole 143556
UNION PLANTERS CORP COMMON 908068109 3612 80820 SH Sole 80820
UNISYS CORP COMMON 909214108 36273 931575 SH Sole 931575
UNITED HEALTHCARE CORP COMMON 910581107 6310 100760 SH Sole 100760
UNITED TECHNOLOGIES CORP COMMON 913017109 357824 4969776 SH Sole 4969776
UNITRIN INC COMMON 913275103 943 23000 SH Sole 23000
UNIVERSALCORP VA COMMON 913456109 473 16650 SH Sole 16650
UNIVERSALFOODS CORP COMMON 913538104 540 25570 SH Sole 25570
UNIVISIONCOMMUNICATIONS INC CLASS A 914906102 3045 46840 SH Sole 46840
UNOCAL CORP COMMON 915289102 174876 4413285 SH Sole 4413285
UNUMPROVIDENT CORP COMMON 91529Y106 4323 78950 SH Sole 78950
US AIRWAYS GROUP INC COMMON 911905107 1920 44080 SH Sole 44080
US BANCORP DEL COMMON 902973106 215207 6448146 SH Sole 6448146
USEC INC COMMON 90333E108 41650 2800000 SH Sole 2800000
USG CORP COMMON 903293405 1420 25350 SH Sole 25350
UST INC COMMON 902911106 2991 102040 SH Sole 102040
USX MARATHON GROUP COMMON 902905827 5713 175450 SH Sole 175450
USX U S STL GROUP COMMON 90337T101 1359 50330 SH Sole 50330
UTILICORPUTD INC COMMON 918005109 1146 47140 SH Sole 47140
V F CORP COMMON 918204108 2926 68450 SH Sole 68450
VALERO ENERGY CORP COMMON 91913Y100 612 28550 SH Sole 28550
VARCO INTL INC COMMON 922126107 357 33060 SH Sole 33060
VENTANA MED SYS INC COMMON 92276H106 841 43970 SH Sole 43970
VERITAS SOFTWARE CORP COMMON 923436109 4001 42140 SH Sole 42140
VIACOM INC CLASS B 925524308 17293 393016 SH Sole 393016
VIACOM INC COMMON 925524100 79 1800 SH Sole 1800
VIAD CORP COMMON 92552R109 1567 50640 SH Sole 50640
VISHAY INTERTECHNOLOGY INC COMMON 928298108 904 43035 SH Sole 43035
VISX INC DEL COMMON 92844S105 2547 32160 SH Sole 32160
VITESSE SEMICONDUCTOR CORP COMMON 928497106 2610 38700 SH Sole 38700
VLASIC FOODS INTL INC COMMON 928559103 169 23150 SH Sole 23150
VULCAN MATLS CO COMMON 929160109 2493 51660 SH Sole 51660
WACHOVIA CORP NEW COMMON 929771103 9901 115711 SH Sole 115711
WAL MART STORES INC COMMON 931142103 562495 11657920 SH Sole 11657920
WALGREEN CO COMMON 931422109 69638 2370660 SH Sole 2370660
WALLACE COMPUTER SER INC COMMON 932270101 534 21380 SH Sole 21380
WARNACO GROUP INC CLASS A 934390105 782 29230 SH Sole 29230
WARNER LAMBERT CO COMMON 934488107 538357 7788165 SH Sole 7788165
WASHINGTON GAS LT CO COMMON 938837101 613 23590 SH Sole 23590
WASHINGTON MUT INC COMMON 939322103 206127 5796176 SH Sole 5796176
WASHINGTON POST CO CLASS B 939640108 2786 5180 SH Sole 5180
WASTE MGMT INC DEL COMMON 94106L109 18630 346609 SH Sole 346609
WATSON PHARMACEUTICALS INC COMMON 942683103 1906 54370 SH Sole 54370
WATTS INDS INC COMMON 942749102 257 13420 SH Sole 13420
WAUSAU MOSINEE PAPER CORP COMMON 943315101 487 27061 SH Sole 27061
WEATHERFORD INTL INC NEW COMMON 947074100 1821 49717 SH Sole 49717
WELLMAN INC COMMON 949702104 254 15960 SH Sole 15960
WELLPOINTHEALTH NETWORKS INC COMMON 94973H108 3276 38600 SH Sole 38600
WELLS FARGO + CO NEW COMMON 949746101 322500 7543870 SH Sole 7543870
WENDYS INTL INC COMMON 950590109 2022 70945 SH Sole 70945
WESTAMERICA BANCORPORATION COMMON 957090103 727 19930 SH Sole 19930
WESTPOINTSTEVENS INC COMMON 961238102 845 28350 SH Sole 28350
WESTVACO CORP COMMON 961548104 1677 57840 SH Sole 57840
WEYERHAEUSER CO COMMON 962166104 7865 114400 SH Sole 114400
WHIRLPOOLCORP COMMON 963320106 3216 43455 SH Sole 43455
WHITMAN CORP NEW COMMON 96647R107 803 44610 SH Sole 44610
WILLAMETTE INDS INC COMMON 969133107 2917 63320 SH Sole 63320
WILLIAMS COS INC COMMON 969457100 10483 246292 SH Sole 246292
WILMINGTON TR CORP COMMON 971807102 966 16830 SH Sole 16830
WINN DIXIE STORES INC COMMON 974280109 3135 84860 SH Sole 84860
WISCONSINCENT TRANSN CORP COMMON 976592105 491 26000 SH Sole 26000
WISCONSINENERGY CORP COMMON 976657106 1485 59255 SH Sole 59255
WITCO CORP COMMON 977385103 579 29330 SH Sole 29330
WORTHINGTON INDS IN COMMON 981811102 866 52685 SH Sole 52685
WRIGLEY WM JR CO COMMON 982526105 5916 66335 SH Sole 66335
XEROX CORP COMMON 984121103 207440 3512220 SH Sole 3512220
XILINX INC COMMON 983919101 4211 73560 SH Sole 73560
YORK INTLCORP COMMON 986670107 869 20290 SH Sole 20290
ZIONS BANCORP COMMON 989701107 2554 40220 SH Sole 40220
</TABLE>
