UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F Cover Page
Report for the Calendar Year or Quarter Ended: September 30, 1999
If amended report check here: |_| Amendment Number: ____
This Amendment (Check only one): |_| is a restatement
|_| adds new holding
entries.
New York State Common Retirement Fund
- --------------------------------------------------------------------------------
Name of Institutional Investment Manager
Office of the State Comptroller
AE Smith State Office Bldg., 6th Floor, Albany, NY 12236
- --------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
13F File Number: 28-01892
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, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
John E. Hull, Deputy Comptroller, Division of Investments (518) 474-4003
- --------------------------------------------------------------------------------
Name (Title) (Phone)
John E. Hull (Person DulyAuthorized to Submit This Report)
Albany, NY November 10, 1999 (Place and Date of Signing)
Report Type:
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: None
Form 13F Information Table Entry Total: 1,442
Form 13F Information Table Value Total: $ 50,338,538 (Thousands)
<PAGE>
<TABLE>
<CAPTION>
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5
ITEM 6 ITEM 7 ITEM 8
FAIR
INVSTMNT DISCRTN VOTING AUTHORITY
TITLE MARKET SHARES OF
NAME OF ISSUER OF CUSIP VALUE PRINCIPAL
SOLE MANA- SOLE SHARED NONE
CLASS NUMBER (x$1000) AMOUNT
(A) GERS (A) (B) (C)
<S> <C> <C> <C> <C>
<C> <C>
3COM CORP COMMON STOCK 885535104 34607 1203725
SH SOLE 1203725 0 0
A T & T CORP COMMON STOCK 001957109 514695 11832064
SH SOLE 11832064 0 0
ABACUS DIRECT CORP COMMON STOCK 002553105 975 8000
SH SOLE 8000 0 0
ABBOTT LABORATORIES COMMON STOCK 002824100 188555 5139500
SH SOLE 5139500 0 0
ABERCROMBIE FITCH CO CL A COMMON STOCK 002896207 32083 941900
SH SOLE 941900 0 0
ACCLAIM ENTERTAINMENT INC COMMON STOCK 004325205 1503 197933
SH SOLE 197933 0 0
ACE LTD COMMON STOCK G0070K103 3455 204000
SH SOLE 204000 0 0
ACNIELSEN CORP COMMON STOCK 004833109 9762 430300
SH SOLE 430300 0 0
ACT MANUFACTURING INC COMMON STOCK 000973107 4331 172800
SH SOLE 172800 0 0
ACTUATE SOFTWARE CORP COMMON STOCK 00508B102 5017 148100
SH SOLE 148100 0 0
ACUSON CORP COMMON STOCK 005113105 2062 161750
SH SOLE 161750 0 0
ACXIOM CORP COMMON STOCK 005125109 2082 105900
SH SOLE 105900 0 0
ADAPTEC INC COMMON STOCK 00651F108 2814 70900
SH SOLE 70900 0 0
ADAPTIVE BROADBAND CORP COMMON STOCK 00650M104 509 15200
SH SOLE 15200 0 0
ADC TELECOMMUNICATIONS COMMON STOCK 000886101 21275 507300
SH SOLE 507300 0 0
ADELPHIA COM CL A COMMON STOCK 006848105 3199 54400
SH SOLE 54400 0 0
ADOBE SYSTEMS COMMON STOCK 00724F101 24550 216300
SH SOLE 216300 0 0
ADTRAN INC COMMON STOCK 00738A106 10344 270000
SH SOLE 270000 0 0
ADVANCE PARADIGM INC COMMON STOCK 007491103 3876 70800
SH SOLE 70800 0 0
ADVANCED DIGITAL INFO CP COMMON STOCK 007525108 4770 171500
SH SOLE 171500 0 0
ADVANCED FIBRE COMMUN COMMON STOCK 00754A105 367 16500
SH SOLE 16500 0 0
ADVANCED MICRO DEVICES COMMON STOCK 007903107 14309 832500
SH SOLE 832500 0 0
ADVANCED ENERGY IND INC COMMON STOCK 007973100 7228 234100
SH SOLE 234100 0 0
ADVENT SOFTWARE INC COMMON STOCK 007974108 15111 242747
SH SOLE 242747 0 0
ADVO INC COMMON STOCK 007585102 1304 65400
SH SOLE 65400 0 0
AEGON N V FOREIGN STOCK 007924103 342 3949
SH SOLE 3949 0 0
AES CORP COMMON STOCK 00130H105 90807 1539106
SH SOLE 1539106 0 0
AETNA INC COMMON STOCK 008117103 27581 560026
SH SOLE 560026 0 0
AFFILIATED COMPUTER SVC A COMMON STOCK 008190100 15600 384000
SH SOLE 384000 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 4210 154500
SH SOLE 154500 0 0
AFFYMETRIX INC COMMON STOCK 00826T108 2697 27400
SH SOLE 27400 0 0
AFLAC INC COMMON STOCK 001055102 57630 1376250
SH SOLE 1376250 0 0
AGCO CORP COMMON STOCK 001084102 5230 402300
SH SOLE 402300 0 0
AGL RESOURCES INC COMMON STOCK 001204106 6560 403700
SH SOLE 403700 0 0
AGRIUM INC FOREIGN STOCK 008916108 1665 167500
SH SOLE 167500 0 0
AHL SERVICES INC COMMON STOCK 001296102 6677 256200
SH SOLE 256200 0 0
AIR EXPRESS INTL CORP COMMON STOCK 009104100 12131 534700
SH SOLE 534700 0 0
AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 26884 919100
SH SOLE 919100 0 0
AIRBORNE FREIGHT COMMON STOCK 009266107 7081 336200
SH SOLE 336200 0 0
AIRGAS INC COMMON STOCK 009363102 5335 458900
SH SOLE 458900 0 0
AIRGATE PCS INC COMMON STOCK 009367103 532 21400
SH SOLE 21400 0 0
AK STEEL HOLDING CORP COMMON STOCK 001547108 7395 405200
SH SOLE 405200 0 0
ALASKA AIRGROUP INC COMMON STOCK 011659109 7629 187500
SH SOLE 187500 0 0
ALBANY INTL CORP-CL A COMMON STOCK 012348108 3057 202090
SH SOLE 202090 0 0
ALBANY MOLECULAR RESEARCH COMMON STOCK 012423109 739 29400
SH SOLE 29400 0 0
ALBEMARLE CORP COMMON STOCK 012653101 6462 321100
SH SOLE 321100 0 0
ALBERTO-CULVER CO-CL B COMMON STOCK 013068101 4035 174500
SH SOLE 174500 0 0
ALBERTSONS INC COMMON STOCK 013104104 62702 1584884
SH SOLE 1584884 0 0
ALCAN ALUMINUM LTD COMMON STOCK 013716105 37522 1200700
SH SOLE 1200700 0 0
ALCOA INC COMMON STOCK 013817101 142916 2302770
SH SOLE 2302770 0 0
ALDILA INC COMMON STOCK 014384101 470 375800
SH SOLE 375800 0 0
ALEXANDER & BALDWIN COMMON STOCK 014482103 6998 293100
SH SOLE 293100 0 0
ALKERMERS INC COMMON STOCK 01642T108 2536 88000
SH SOLE 88000 0 0
ALLEGHENY ENERGY INC COMMON STOCK 017361106 26829 841700
SH SOLE 841700 0 0
ALLEGHENY TELEDYNE INC COMMON STOCK 017415100 11617 688417
SH SOLE 688417 0 0
ALLERGAN INC COMMON STOCK 018490102 28919 262900
SH SOLE 262900 0 0
ALLIANT ENERGY CORP COMMON STOCK 018802108 14661 529500
SH SOLE 529500 0 0
ALLIED WASTE INDUSTRIES COMMON STOCK 019589308 6518 557700
SH SOLE 557700 0 0
ALLIEDSIGNAL INC COMMON STOCK 019512102 153506 2561100
SH SOLE 2561100 0 0
ALLMERICA FINANCIAL CP COMMON STOCK 019754100 19293 405100
SH SOLE 405100 0 0
ALLSCRIPTS INC COMMON STOCK 019886100 235 14800
SH SOLE 14800 0 0
ALLSTATE CORP COMMON STOCK 020002101 93336 3742810
SH SOLE 3742810 0 0
ALLTEL CORP COMMON STOCK 020039103 80097 1138145
SH SOLE 1138145 0 0
ALPHARMA INC-CL A COMMON STOCK 020813101 1165 33000
SH SOLE 33000 0 0
ALTERA CORP COMMON STOCK 021441100 74427 1715900
SH SOLE 1715900 0 0
ALTON WEBSYSTEMS INC COMMON STOCK 02145A109 254 2700
SH SOLE 2700 0 0
ALZA CORP COMMON STOCK 022615108 17673 412800
SH SOLE 412800 0 0
AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 25464 537500
SH SOLE 537500 0 0
AMER ELECTRIC POWER COMMON STOCK 025537101 25297 741300
SH SOLE 741300 0 0
AMER HOME PRODUCTS COMMON STOCK 026609107 237554 5724200
SH SOLE 5724200 0 0
AMER INTERNATIONAL GROUP COMMON STOCK 026874107 481177 5534744
SH SOLE 5534744 0 0
AMER POWER CONVERSION COMMON STOCK 029066107 30183 1588600
SH SOLE 1588600 0 0
AMERADA HESS CORP COMMON STOCK 023551104 22914 374100
SH SOLE 374100 0 0
AMERCREDIT CORP COMMON STOCK 03060R101 7812 523000
SH SOLE 523000 0 0
AMEREN CORPORATION COMMON STOCK 023608102 16834 445200
SH SOLE 445200 0 0
AMERICA ONLINE INC COMMON STOCK 02364J104 393117 3777700
SH SOLE 3777700 0 0
AMERICA WEST HOLDGS-CL B COMMON STOCK 023657208 1286 74300
SH SOLE 74300 0 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 562 11600
SH SOLE 11600 0 0
AMERICAN EXPRESS CO COMMON STOCK 025816109 191430 1418000
SH SOLE 1418000 0 0
AMERICAN FINANCIAL GROUP COMMON STOCK 025932104 11654 415300
SH SOLE 415300 0 0
AMERICAN GENERAL CORP COMMON STOCK 026351106 69000 1090905
SH SOLE 1090905 0 0
AMERICAN GREETINGS-CL A COMMON STOCK 026375105 11186 434400
SH SOLE 434400 0 0
AMERICAN MGMT SYSTEMS COMMON STOCK 027352103 808 31500
SH SOLE 31500 0 0
AMERICAN NATL CAN GROUP COMMON STOCK 027714104 3163 200000
SH SOLE 200000 0 0
AMERICAN NATIONAL INSUR COMMON STOCK 028591105 328 4900
SH SOLE 4900 0 0
AMERICAN SOFTWARE-CL A COMMON STOCK 029683109 1102 383400
SH SOLE 383400 0 0
AMERICAN STANDARD CO INC COMMON STOCK 029712106 20417 528600
SH SOLE 528600 0 0
AMERICAN TOWER CORP-CL A COMMON STOCK 029912201 2116 107800
SH SOLE 107800 0 0
AMERICAN WATER WORKS CO COMMON STOCK 030411102 18882 652500
SH SOLE 652500 0 0
AMERISOURCE HEALTH CL A COMMON STOCK 03071P102 4169 176000
SH SOLE 176000 0 0
AMERITECH CORPORATION COMMON STOCK 030954101 290242 4348200
SH SOLE 4348200 0 0
AMES DEPT STORES COMMON STOCK 030789507 2550 80000
SH SOLE 80000 0 0
AMETEK INC COMMON STOCK 031100100 4480 226100
SH SOLE 226100 0 0
AMFM INC COMMON STOCK 001693100 96456 1587750
SH SOLE 1587750 0 0
AMGEN INC COMMON STOCK 031162100 145331 1783200
SH SOLE 1783200 0 0
AMR CORP COMMON STOCK 001765106 73602 1350500
SH SOLE 1350500 0 0
AMSOUTH BANCORP COMMON STOCK 032165102 18621 794500
SH SOLE 794500 0 0
ANADARKO PETROLEUM COMMON STOCK 032511107 15935 521400
SH SOLE 521400 0 0
ANADIGICS INC COMMON STOCK 032515108 6587 234200
SH SOLE 234200 0 0
ANALOG DEVICES COMMON STOCK 032654105 60152 1173699
SH SOLE 1173699 0 0
ANALOGIC CORP COMMON STOCK 032657207 420 13300
SH SOLE 13300 0 0
ANDREW CORP COMMON STOCK 034425108 3959 227850
SH SOLE 227850 0 0
ANHEUSER BUSCH COMMON STOCK 035229103 105058 1499484
SH SOLE 1499484 0 0
ANICOM INC COMMON STOCK 035250109 402 75700
SH SOLE 75700 0 0
ANNTAYLOR STORES COMMON STOCK 036115103 5551 135800
SH SOLE 135800 0 0
ANNUITY AND LIFE RE(HLDG) COMMON STOCK G03910109 3930 158000
SH SOLE 158000 0 0
ANTEC CORP COMMON STOCK 03664P105 3172 59700
SH SOLE 59700 0 0
AON CORP COMMON STOCK 037389103 36679 1240737
SH SOLE 1240737 0 0
APACHE CORP COMMON STOCK 037411105 18627 431300
SH SOLE 431300 0 0
APEX INC COMMON STOCK 037548104 1209 64700
SH SOLE 64700 0 0
APOLLO GROUP INC-CL A COMMON STOCK 037604105 11137 527200
SH SOLE 527200 0 0
APPLE COMPUTER INC COMMON STOCK 037833100 42318 668400
SH SOLE 668400 0 0
APPLIED GRAPHICS TECHNOL COMMON STOCK 037937109 448 51900
SH SOLE 51900 0 0
APPLIED ANALYTICAL INDS COMMON STOCK 037939105 1856 165000
SH SOLE 165000 0 0
APPLIED DIGITAL ACCESS COMMON STOCK 038181103 796 153400
SH SOLE 153400 0 0
APPLIED MICRO CIRCUITS CP COMMON STOCK 03822W109 22903 401800
SH SOLE 401800 0 0
APPLIED MATERIALS INC COMMON STOCK 038222105 139542 1796200
SH SOLE 1796200 0 0
APPLIED POWER INC CL A COMMON STOCK 038225108 8535 281000
SH SOLE 281000 0 0
APRIA HEALTHCARE GROUP COMMON STOCK 037933108 6601 394100
SH SOLE 394100 0 0
ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 21841 1801284
SH SOLE 1801284 0 0
ARMSTRONG WORLD INDS COMMON STOCK 042476101 5204 115800
SH SOLE 115800 0 0
ARNOLD INDUSTRIES COMMON STOCK 042595108 1861 147400
SH SOLE 147400 0 0
ARROW ELECTRONICS COMMON STOCK 042735100 17624 999950
SH SOLE 999950 0 0
ARTHROCARE CORP COMMON STOCK 043136100 8205 150200
SH SOLE 150200 0 0
ARVIN INDUSTRIES COMMON STOCK 043339100 5436 175700
SH SOLE 175700 0 0
ASARCO INC COMMON STOCK 043413103 2935 108700
SH SOLE 108700 0 0
ASHLAND INC COMMON STOCK 044204105 11678 347300
SH SOLE 347300 0 0
ASM LITHOGRAPHY HLDG NV COMMON STOCK N07059111 18120 270200
SH SOLE 270200 0 0
ASPECT DEVELOPMENT INC COMMON STOCK 045234101 1129 44600
SH SOLE 44600 0 0
ASSOC FIRST CAPITAL-CL A COMMON STOCK 046008108 182049 5056910
SH SOLE 5056910 0 0
ASSOCIATED BANC-CORP COMMON STOCK 045487105 16375 452500
SH SOLE 452500 0 0
ASTORIA FINANCIAL CORP COMMON STOCK 046265104 14145 460000
SH SOLE 460000 0 0
ASTRAZENECA PLC-SP ADR COMMON STOCK 046353108 42361 1002622
SH SOLE 1002622 0 0
ASYST TECHNOLOGIES INC COMMON STOCK 04648X107 799 24200
SH SOLE 24200 0 0
AT & T CORP LIBERTY MEDIA COMMON STOCK 001957208 131636 3527945
SH SOLE 3527945 0 0
ATLANTIC RICHFIELD CO COMMON STOCK 048825103 87579 988200
SH SOLE 988200 0 0
ATMEL CORP COMMON STOCK 049513104 23192 685900
SH SOLE 685900 0 0
AUTODESK INC COMMON STOCK 052769106 11708 535200
SH SOLE 535200 0 0
AUTOMATIC DATA PROCESSING COMMON STOCK 053015103 90419 2026200
SH SOLE 2026200 0 0
AUTONATION INC COMMON STOCK 05329W102 11265 901200
SH SOLE 901200 0 0
AUTOZONE INC COMMON STOCK 053332102 12679 451800
SH SOLE 451800 0 0
AVADO BRANDS INC COMMON STOCK 05336P108 947 168300
SH SOLE 168300 0 0
AVANT! CORP COMMON STOCK 053487104 3323 186200
SH SOLE 186200 0 0
AVERY DENNISON CORP COMMON STOCK 053611109 19132 362700
SH SOLE 362700 0 0
AVNET INC COMMON STOCK 053807103 19085 454400
SH SOLE 454400 0 0
AVON PRODUCTS INC COMMON STOCK 054303102 41695 1680410
SH SOLE 1680410 0 0
AVT CORP COMMON STOCK 002420107 4168 136100
SH SOLE 136100 0 0
AVX CORP COMMON STOCK 002444107 4387 124900
SH SOLE 124900 0 0
AXA FINANCIAL INC COMMON STOCK 002451102 2299 41200
SH SOLE 41200 0 0
BACOU USA INC COMMON STOCK 056439102 62 3700
SH SOLE 3700 0 0
BAKER HUGHES INC COMMON STOCK 057224107 53594 1848060
SH SOLE 1848060 0 0
BALL CORP COMMON STOCK 058498106 5142 116700
SH SOLE 116700 0 0
BANCO SANTANDER PUERT RIC COMMON STOCK 059646109 175 10300
SH SOLE 10300 0 0
BANCO SANTANDER CHILE ADR FOREIGN STOCK 05965F108 1042 60600
SH SOLE 60600 0 0
BANCWEST CORP COMMON STOCK 059790105 406 10000
SH SOLE 10000 0 0
BANDAG INC COMMON STOCK 059815100 4726 147700
SH SOLE 147700 0 0
BANK OF AMERICA CORP COMMON STOCK 060505104 447130 8029275
SH SOLE 8029275 0 0
BANK OF NEW YORK COMMON STOCK 064057102 84487 2526700
SH SOLE 2526700 0 0
BANK ONE CORP COMMON STOCK 06423A103 145354 4175344
SH SOLE 4175344 0 0
BANK UNITED CORP-CL A COMMON STOCK 065412108 3238 100000
SH SOLE 100000 0 0
BANKBOSTON CORP COMMON STOCK 06605R106 86381 1991500
SH SOLE 1991500 0 0
BANTA CORP COMMON STOCK 066821109 5745 257500
SH SOLE 257500 0 0
BARD (C R) INC COMMON STOCK 067383109 6819 144900
SH SOLE 144900 0 0
BARNES & NOBLE INC COMMON STOCK 067774109 12217 469900
SH SOLE 469900 0 0
BARNES GROUP INC COMMON STOCK 067806109 138 6900
SH SOLE 6900 0 0
BARR LABORATORIES INC COMMON STOCK 068306109 3943 124200
SH SOLE 124200 0 0
BARRICK GOLD CORP COMMON STOCK 067901108 26259 1207300
SH SOLE 1207300 0 0
BAUSCH & LOMB INC COMMON STOCK 071707103 13761 208700
SH SOLE 208700 0 0
BAXTER INTERNATIONAL INC COMMON STOCK 071813109 66082 1096800
SH SOLE 1096800 0 0
BB&T CORPORATION COMMON STOCK 054937107 30287 935500
SH SOLE 935500 0 0
BCE INC COMMON STOCK 05534B109 6974 140000
SH SOLE 140000 0 0
BE AEROSPACE INC COMMON STOCK 073302101 852 71400
SH SOLE 71400 0 0
BEA SYSTEMS INC COMMON STOCK 073325102 724 20500
SH SOLE 20500 0 0
BEAR STEARNS COMPANIES COMMON STOCK 073902108 16971 441530
SH SOLE 441530 0 0
BEBE STORES INC COMMON STOCK 075571109 2041 84600
SH SOLE 84600 0 0
BECKMAN COULTER INC COMMON STOCK 075811109 8980 199000
SH SOLE 199000 0 0
BECTON DICKINSON COMMON STOCK 075887109 54408 1938800
SH SOLE 1938800 0 0
BED BATH & BEYOND INC COMMON STOCK 075896100 32412 927700
SH SOLE 927700 0 0
BELL & HOWELL CO COMMON STOCK 077852101 1427 38900
SH SOLE 38900 0 0
BELL ATLANTIC CORP COMMON STOCK 077853109 390624 5803144
SH SOLE 5803144 0 0
BELLSOUTH CORP COMMON STOCK 079860102 273841 6085356
SH SOLE 6085356 0 0
BELO (A H) CORP SER A COMMON STOCK 080555105 15505 810700
SH SOLE 810700 0 0
BEMIS COMPANY COMMON STOCK 081437105 5674 167500
SH SOLE 167500 0 0
BERGEN BRUNSWIG CL A COMMON STOCK 083739102 9332 899492
SH SOLE 899492 0 0
BERKSHIRE HATHAWAY CL A COMMON STOCK 084670108 26565 483
SH SOLE 483 0 0
BERKSHIRE HATHAWAY CL B COMMON STOCK 084670207 22365 12050
SH SOLE 12050 0 0
BEST BUY CO INC COMMON STOCK 086516101 43096 695100
SH SOLE 695100 0 0
BEST SOFTWARE INC COMMON STOCK 086579109 2923 148000
SH SOLE 148000 0 0
BESTFOODS COMMON STOCK 08658U101 58965 1214200
SH SOLE 1214200 0 0
BETHLEHEM STEEL CORP COMMON STOCK 087509105 2825 383000
SH SOLE 383000 0 0
BEVERLY ENTERPRISES COMMON STOCK 087851309 3091 727300
SH SOLE 727300 0 0
BINDVIEW DEVELOPMENT CORP COMMON STOCK 090327107 2160 109700
SH SOLE 109700 0 0
BIOGEN INC COMMON STOCK 090597105 103623 1314800
SH SOLE 1314800 0 0
BIOMET INC COMMON STOCK 090613100 10846 412200
SH SOLE 412200 0 0
BIORELIANCE CORP COMMON STOCK 090951104 798 127700
SH SOLE 127700 0 0
BISYS GROUP (THE) COMMON STOCK 055472104 7749 165200
SH SOLE 165200 0 0
BJ SERVICES CO COMMON STOCK 055482103 15566 489300
SH SOLE 489300 0 0
BJ'S WHOLESALE CLUB INC COMMON STOCK 05548J106 15967 540100
SH SOLE 540100 0 0
BLACK & DECKER CORP COMMON STOCK 091797100 11833 259000
SH SOLE 259000 0 0
BLACK HILLS CORP COMMON STOCK 092113109 3222 138200
SH SOLE 138200 0 0
BLOCK H & R INC COMMON STOCK 093671105 22262 512500
SH SOLE 512500 0 0
BLOCKBUSTER INC-CL A COMMON STOCK 093679108 2486 195000
SH SOLE 195000 0 0
BLUESTONE SOFTWARE INC COMMON STOCK 09623P102 95 4100
SH SOLE 4100 0 0
BLYTH INDUSTRIES INC COMMON STOCK 09643P108 16275 579950
SH SOLE 579950 0 0
BMC SOFTWARE INC COMMON STOCK 055921100 67657 945424
SH SOLE 945424 0 0
BOB EVANS FARMS COMMON STOCK 096761101 5708 280132
SH SOLE 280132 0 0
BOEING CO COMMON STOCK 097023105 181025 4246922
SH SOLE 4246922 0 0
BOISE CASCADE CORP COMMON STOCK 097383103 9254 253973
SH SOLE 253973 0 0
BORDERS GROUP INC COMMON STOCK 099709107 7548 513900
SH SOLE 513900 0 0
BORG WARNER AUTOMOTIVE COMMON STOCK 099724106 8385 195000
SH SOLE 195000 0 0
BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 29924 1209036
SH SOLE 1209036 0 0
BOWATER INC COMMON STOCK 102183100 21373 407100
SH SOLE 407100 0 0
BOWNE & CO COMMON STOCK 103043105 287 23700
SH SOLE 23700 0 0
BP AMOCO PLC-ADR FOREIGN STOCK 055622104 16857 152125
SH SOLE 152125 0 0
BRIGGS & STRATTON COMMON STOCK 109043109 5219 89400
SH SOLE 89400 0 0
BRINKER INTERNATIONAL INC COMMON STOCK 109641100 16589 612999
SH SOLE 612999 0 0
BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 590207 8743800
SH SOLE 8743800 0 0
BRITISH AIRWAYS-SPONS ADR COMMON STOCK 110419306 10420 182400
SH SOLE 182400 0 0
BROADVISION INC COMMON STOCK 111412102 8902 66900
SH SOLE 66900 0 0
BROKEN HILL PROPRIETARY FOREIGN STOCK 112169602 2097 90200
SH SOLE 90200 0 0
BROWN FORMAN-CL B COMMON STOCK 115637209 13804 221300
SH SOLE 221300 0 0
BRUNSWICK CORP COMMON STOCK 117043109 6301 253300
SH SOLE 253300 0 0
BUFFETS INC COMMON STOCK 119882108 2967 255200
SH SOLE 255200 0 0
BURLINGTON INDS INC COMMON STOCK 121693105 2147 477000
SH SOLE 477000 0 0
BURLINGTON NO SANTA FE COMMON STOCK 12189T104 43084 1566692
SH SOLE 1566692 0 0
BURLINGTON RESOURCES INC COMMON STOCK 122014103 24495 666540
SH SOLE 666540 0 0
BURR-BROWN CORP COMMON STOCK 122574106 4823 122100
SH SOLE 122100 0 0
C I T GROUP INC-CLA COMMON STOCK 125577106 428 20800
SH SOLE 20800 0 0
CABLE & WIRELESS LTD FOREIGN STOCK 126828102 3700 170129
SH SOLE 170129 0 0
CABLE & WIRELESS-SP ADR FOREIGN STOCK 126830207 9288 280400
SH SOLE 280400 0 0
CABLE DESIGN TECHNOLOGIES COMMON STOCK 126924109 534 23400
SH SOLE 23400 0 0
CABLETRON SYSTEMS COMMON STOCK 126920107 8457 539100
SH SOLE 539100 0 0
CABLEVISION SYSTEMS CORP COMMON STOCK 12686C109 3565 49000
SH SOLE 49000 0 0
CABOT CORP COMMON STOCK 127055101 10818 455500
SH SOLE 455500 0 0
CADENCE DESIGN SYSTEMS COMMON STOCK 127387108 31504 2355450
SH SOLE 2355450 0 0
CALLAWAY GOLF COMMON STOCK 131193104 7331 601500
SH SOLE 601500 0 0
CALPINE CORPORATION COMMON STOCK 131347106 18867 221800
SH SOLE 221800 0 0
CAMBRIDGE TECH PARTNERS COMMON STOCK 132524109 5719 394400
SH SOLE 394400 0 0
CAMPBELL SOUP CO COMMON STOCK 134429109 63922 1633800
SH SOLE 1633800 0 0
CANADIAN PACIFIC LTD COMMON STOCK 135923100 21900 960000
SH SOLE 960000 0 0
CANANDAIGUA BRANDS-CL A COMMON STOCK 137219200 9022 151000
SH SOLE 151000 0 0
CAPITAL ONE FINANCIAL COMMON STOCK 14040H105 22558 578400
SH SOLE 578400 0 0
CAPITAL SENIOR LIVING CP COMMON STOCK 140475104 629 83200
SH SOLE 83200 0 0
CARAUSTAR INDUSTRIES INC COMMON STOCK 140909102 219 8600
SH SOLE 8600 0 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 47922 879298
SH SOLE 879298 0 0
CAREINSITE INC COMMON STOCK 14170M106 1109 21900
SH SOLE 21900 0 0
CAREMARK RX INC COMMON STOCK 141705103 1075 187000
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COLGATE-PALMOLIVE CO COMMON STOCK 194162103 90686 1982200
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COLUMBIA ENERGY GROUP COMMON STOCK 197648108 15303 276350
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COLUMBIA HCA HEALTHCARE COMMON STOCK 197677107 42377 2000116
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COMCAST CORP-SPECIAL CL A COMMON STOCK 200300200 113289 2841096
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COMDISCO INC COMMON STOCK 200336105 20099 1040710
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COMMERCE BANCSHARES INC COMMON STOCK 200525103 2979 84225
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COMPAQ COMPUTER CORP COMMON STOCK 204493100 172744 7551640
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COMPASS BANCSHARES INC COMMON STOCK 20449H109 19773 790900
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COMPUSA INC COMMON STOCK 204932107 3683 613900
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COMPUTER ASSOCIATES INTL COMMON STOCK 204912109 186368 3048962
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COMPUTER SCIENCES CORP COMMON STOCK 205363104 34439 489800
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COMPUWARE CORP COMMON STOCK 205638109 33701 1293100
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CONAGRA INC COMMON STOCK 205887102 38268 1696100
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CONCORD COMMUNICATIONS COMMON STOCK 206186108 6018 151400
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CONCORD EFS INC COMMON STOCK 206197105 33312 1615105
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CONEXANT SYSTEMS INC COMMON STOCK 207142100 17953 247100
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CONOCO INC-CL A COMMON STOCK 208251306 1243 44800
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CONOCO INC-CL B COMMON STOCK 208251405 65893 2407036
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CONSECO INC COMMON STOCK 208464107 48290 2541576
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CONSOLIDATED STORES COMMON STOCK 210149100 7156 324351
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CONSTELLATION ENERGY GRP COMMON STOCK 210371100 15986 568400
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CONTINENTAL AIRLINES-CL B COMMON STOCK 210795308 5014 153100
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CONVERGYS CORP COMMON STOCK 212485106 20470 1033200
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COOPER CAMERON CORP COMMON STOCK 216640102 1004 26600
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COOPER TIRE & RUBBER COMMON STOCK 216831107 3719 211000
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COORS (ADOLPH) CL B COMMON STOCK 217016104 6111 112900
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CORDANT TECHNOLOGIES INC COMMON STOCK 218412104 7853 258000
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CORNELL CORRECTIONS INC COMMON STOCK 219141108 906 55300
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CORNING INC COMMON STOCK 219350105 51881 756700
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CORPORATE EXECUTIVE BOARD COMMON STOCK 21988R102 974 23900
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CORPORATE EXPRESS COMMON STOCK 219888104 922 98000
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CORRECTIONAL PROPERT TRST COMMON STOCK 22025E104 1097 79400
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COSTAR GROUP INC COMMON STOCK 22160N109 1150 48160
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COSTCO WHOLESALE CORP COMMON STOCK 22160K105 69193 961017
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COUNTRYWIDE CREDIT IND COMMON STOCK 222372104 39622 1228600
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COVANCE INC COMMON STOCK 222816100 4365 450625
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CREE RESEARCH INC COMMON STOCK 225447101 543 16000
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CROSS TIMBERS OIL CO COMMON STOCK 227573102 2082 154225
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CROWN CASTLE INTL CORP COMMON STOCK 228227104 1687 90100
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CROWN CORK & SEAL CO INC COMMON STOCK 228255105 9167 378000
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CSG SYSTEMS INTL INC COMMON STOCK 126349109 7400 270000
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CSX CORP COMMON STOCK 126408103 30942 730200
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CTS CORP COMMON STOCK 126501105 6009 104500
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CUMMINS ENGINE COMMON STOCK 231021106 9808 196900
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CUMULUS MEDIA INC-CL A COMMON STOCK 231082108 7204 220400
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CVS CORP COMMON STOCK 126650100 51307 1257148
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CYPRESS SEMICONDUCTOR COMMON STOCK 232806109 15216 707700
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CYPRUS AMAX MINERALS CO COMMON STOCK 232809103 5146 262200
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CYTEC INDUSTRIES INC COMMON STOCK 232820100 6841 291100
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CYTYC CORP COMMON STOCK 232946103 348 9000
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D P L INC COMMON STOCK 233293109 19079 1082500
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DALLAS SEMICONDUCTOR COMMON STOCK 235204104 406 7600
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DANA CORP COMMON STOCK 235811106 32216 867760
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DANAHER CORP COMMON STOCK 235851102 24905 472700
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DARDEN RESTAURANTS INC COMMON STOCK 237194105 9222 471400
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DATA GENERAL CORP COMMON STOCK 237688106 2422 115000
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DATASTREAM SYSTEMS INC COMMON STOCK 238124101 2794 212900
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DAYTON HUDSON CORP COMMON STOCK 239753106 110161 1834100
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DEERE & CO COMMON STOCK 244199105 44289 1144800
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DELL COMPUTER CORP COMMON STOCK 247025109 433579 10369600
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DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 38794 2415197
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DELUXE CORP COMMON STOCK 248019101 7330 215600
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DENDRITE INTL INC COMMON STOCK 248239105 4295 90900
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DENTSPLY INTERNATIONAL COMMON STOCK 249030107 8727 383600
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DEVON ENERGY CORP COMMON STOCK 25179M103 19849 479000
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DEVRY INC COMMON STOCK 251893103 1998 99900
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DEXTER CORP COMMON STOCK 252165105 6433 172400
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DIAGNOSTIC PRODUCTS CORP COMMON STOCK 252450101 3116 116200
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DIAL CORP COMMON STOCK 25247D101 18029 707000
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DIAMOND TECH PARTNERS INC COMMON STOCK 252762109 9469 211000
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DIEBOLD INC COMMON STOCK 253651103 10798 466930
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DIGI INTERNATIONAL INC COMMON STOCK 253798102 759 69400
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DILLARDS INC-CL A COMMON STOCK 254067101 6226 306500
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DIME BANCORP INC COMMON STOCK 25429Q102 13774 787100
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DOLE FOOD CO COMMON STOCK 256605106 7307 384600
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DOLLAR GENERAL CORP COMMON STOCK 256669102 20791 673406
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DOLLAR TREE STORES INC COMMON STOCK 256747106 22457 562300
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DOMINION RESOURCES INC COMMON STOCK 257470104 33284 737600
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DONALDSON CO INC COMMON STOCK 257651109 7248 312600
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DONALDSON LUFKIN & JENRET COMMON STOCK 257661108 708 17900
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DONNELLEY (R R) & SONS COMMON STOCK 257867101 36798 1274400
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DORAL FINANCIAL CORP COMMON STOCK 25811P100 1297 97000
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DOUBLECLICK INC COMMON STOCK 258609304 1763 14800
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DOVER CORP COMMON STOCK 260003108 83925 2053200
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DOW CHEMICAL CO COMMON STOCK 260543103 114352 1006400
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DOW JONES & CO INC COMMON STOCK 260561105 14721 275800
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DREYERS GRAND ICE CREAM COMMON STOCK 261878102 3121 179600
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DRUG EMPORIUM INC COMMON STOCK 262175102 234 34700
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DST SYSTEMS INC COMMON STOCK 233326107 29387 516700
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DTE ENERGY CO COMMON STOCK 233331107 23004 632400
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DUN & BRADSTREET INC COMMON STOCK 26483B106 14116 472500
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DUPONT (E I) DE NEMOURS COMMON STOCK 263534109 239158 3953023
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DURA PHARMACEUTICALS INC COMMON STOCK 26632S109 985 70700
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E.W. BLANCH HLDG COMMON STOCK 093210102 9899 152000
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EARTHLINK NETWORK INC COMMON STOCK 270322100 1760 41000
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EASTMAN CHEMICAL CO COMMON STOCK 277432100 9038 226650
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EASTMAN KODAK CO COMMON STOCK 277461109 96913 1281500
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EATON CORP COMMON STOCK 278058102 22044 255400
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ECHOSTAR COMMUN CL A COMMON STOCK 278762109 25264 278200
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ECI TELECOM LTD COMMON STOCK 268258100 864 35000
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ECOLAB INC COMMON STOCK 278865100 26338 771800
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EDISON INTERNATIONAL COMMON STOCK 281020107 27130 1115900
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EDWARDS (A G) INC COMMON STOCK 281760108 19605 743329
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EEX CORPORATION COMMON STOCK 26842V207 325 110499
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EG&G INC COMMON STOCK 268457108 12056 303300
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EGAIN COMMUNICATIONS CORP COMMON STOCK 28225C103 74 4000
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EL PASO ENERGY CORP COMMON STOCK 283905107 76153 1892006
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ELAN CORP PLC - ADR COMMON STOCK 284131208 6378 190020
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ELCOR CORP COMMON STOCK 284443108 558 22300
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ELECTRONIC ARTS INC COMMON STOCK 285512109 31252 431800
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ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 86548 1634900
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EMC CORPORATION COMMON STOCK 268648102 259541 3636300
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EMERSON ELECTRIC CO COMMON STOCK 291011104 166714 2638400
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EMMIS COMMUNICATIONS-CL A COMMON STOCK 291525103 14666 222000
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EMULEX CORP COMMON STOCK 292475209 7394 86100
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ENERGY EAST CORPORATION COMMON STOCK 29266M109 19534 822500
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ENERSIS ADS FOREIGN STOCK 29274F104 2106 100900
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ENESCO GROUP INC COMMON STOCK 292973104 1691 110000
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ENGAGE TECHNOLOGIES INC COMMON STOCK 292827102 2024 53700
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ENGELHARD CORP COMMON STOCK 292845104 9038 495212
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ENRON CORP COMMON STOCK 293561106 91289 2223184
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ENSCO INTERNATIONAL INC COMMON STOCK 26874Q100 17327 959300
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ENTERGY CORP COMMON STOCK 29364G103 26038 899800
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ENZON INC COMMON STOCK 293904108 2928 96000
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EQUANT NV-NY REG SHR COMMON STOCK 294409107 8544 105000
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EQUIFAX INC COMMON STOCK 294429105 14375 511100
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ERICSSON L M TEL CO - ADR FOREIGN STOCK 294821400 30012 960372
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ETEC SYSTEMS INC COMMON STOCK 26922C103 489 13000
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ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 2739 86100
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ETHYL CORP COMMON STOCK 297659104 1909 492700
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EVEREST REINSURANCE HLDGS COMMON STOCK 299808105 13271 557300
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EXAR CORP COMMON STOCK 300645108 446 11900
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EXCHANGE APPLICATIONS INC COMMON STOCK 300867108 4377 150600
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EXODUS COMMUNICATIONS INC COMMON STOCK 302088109 1167 16200
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EXPEDITORS INTL WASH INC COMMON STOCK 302130109 1743 54300
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EXPRESS SCRIPTS CL A COMMON STOCK 302182100 13975 178600
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EXTENDED STAY AMERICA INC COMMON STOCK 30224P101 61 6800
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EXXON CORP COMMON STOCK 302290101 639472 8414100
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FACTORY 2-U STORES INC COMMON STOCK 303072102 3227 108000
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FAIR ISAAC & CO INC COMMON STOCK 303250104 2425 86400
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FAMILY DOLLAR STORES COMMON STOCK 307000109 25392 1202000
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FANNIE MAE COMMON STOCK 313586109 242174 3863200
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FASTENAL CO COMMON STOCK 311900104 13730 291350
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FDX CORPORATION COMMON STOCK 31304N107 34857 896640
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FEDERAL HOME LN MTG CORP COMMON STOCK 313400301 191573 3684100
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FEDERAL SIGNAL CORP COMMON STOCK 313855108 6346 319300
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FEDERAL-MOGUL CORP COMMON STOCK 313549107 22767 826000
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FEDERATED DEPT STORES COMMON STOCK 31410H101 35780 819000
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FERRO CORP COMMON STOCK 315405100 5086 238650
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FIFTH THIRD BANCORP COMMON STOCK 316773100 53625 881362
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FINL SECURITY ASSURANCE COMMON STOCK 31769P100 558 10800
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FINOVA GROUP INC COMMON STOCK 317928109 16958 464600
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FIRST AMER CORP COMMON STOCK 318900107 2336 53700
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FIRST DATA CORP COMMON STOCK 319963104 114826 2617126
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FIRST HEALTH GROUP CORP COMMON STOCK 320960107 7802 347700
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FIRST SECURITY CORP COMMON STOCK 336294103 31688 1332482
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FIRST TENNESSEE NATL CORP COMMON STOCK 337162101 26024 925300
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FIRST UNION CORP COMMON STOCK 337358105 126115 3540077
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FIRST VIRGINIA BANKS INC COMMON STOCK 337477103 15613 358400
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FIRSTAR CORP COMMON STOCK 33763V109 66831 2608056
SH SOLE 2608056 0 0
FIRSTENERGY CORP COMMON STOCK 337932107 17726 700300
SH SOLE 700300 0 0
FIRSTMERIT CORP COMMON STOCK 337915102 540 21300
SH SOLE 21300 0 0
FISERV INC COMMON STOCK 337738108 27772 854512
SH SOLE 854512 0 0
FLEET FINANCIAL GROUP INC COMMON STOCK 338915101 108295 2956848
SH SOLE 2956848 0 0
FLEETWOOD ENTERPRISES COMMON STOCK 339099103 1645 81500
SH SOLE 81500 0 0
FLEXTRONICS INTL LTD COMMON STOCK Y2573F102 6517 112000
SH SOLE 112000 0 0
FLORIDA EAST COAST INDUS COMMON STOCK 340632108 225 7200
SH SOLE 7200 0 0
FLORIDA PROGRESS CORP COMMON STOCK 341109106 13741 297100
SH SOLE 297100 0 0
FLOW INTERNATIONAL CORP COMMON STOCK 343468104 1857 179000
SH SOLE 179000 0 0
FLOWERS INDUSTRIES INC COMMON STOCK 343496105 9155 675025
SH SOLE 675025 0 0
FLOWSERVE CORP COMMON STOCK 34354P105 4176 251200
SH SOLE 251200 0 0
FLUOR CORP COMMON STOCK 343861100 11375 282600
SH SOLE 282600 0 0
FMC CORP COMMON STOCK 302491303 4695 97300
SH SOLE 97300 0 0
FOAMEX INTERNATIONAL INC COMMON STOCK 344123104 1187 169600
SH SOLE 169600 0 0
FOODMAKER INC NEW COMMON STOCK 344839204 424 17000
SH SOLE 17000 0 0
FOOTSTAR INC COMMON STOCK 344912100 1777 50400
SH SOLE 50400 0 0
FORD MOTOR COMPANY COMMON STOCK 345370100 207271 4124800
SH SOLE 4124800 0 0
FOREST LABORATORIES INC COMMON STOCK 345838106 33864 803900
SH SOLE 803900 0 0
FORRESTER RESEARCH INC COMMON STOCK 346563109 803 20600
SH SOLE 20600 0 0
FORT JAMES CORP COMMON STOCK 347471104 31419 1177300
SH SOLE 1177300 0 0
FORTUNE BRANDS INC COMMON STOCK 349631101 18915 586500
SH SOLE 586500 0 0
FOSSIL INC COMMON STOCK 349882100 2409 89025
SH SOLE 89025 0 0
FOSTER WHEELER CORP COMMON STOCK 350244109 554 45900
SH SOLE 45900 0 0
FOUNDATION HEALTH SYS CLA COMMON STOCK 350404109 7651 810740
SH SOLE 810740 0 0
FOUNDRY NETWORKS INC COMMON STOCK 35063R100 252 2000
SH SOLE 2000 0 0
FOX ENTERTAINMNT GRP-CL A COMMON STOCK 35138T107 13158 624700
SH SOLE 624700 0 0
FPL GROUP INC COMMON STOCK 302571104 35741 709500
SH SOLE 709500 0 0
FRANKLIN RESOURCES INC COMMON STOCK 354613101 24924 815500
SH SOLE 815500 0 0
FREEPORT-MCMORAN COPPER A COMMON STOCK 35671D105 402 29000
SH SOLE 29000 0 0
FREEPORT-MCMORAN COPPER B COMMON STOCK 35671D857 9082 583591
SH SOLE 583591 0 0
FREESHOP.COM INC COMMON STOCK 356873109 12 1000
SH SOLE 1000 0 0
FREMONT GENERAL CORP COMMON STOCK 357288109 521 55200
SH SOLE 55200 0 0
FRITZ COMPANIES INC COMMON STOCK 358846103 292 28100
SH SOLE 28100 0 0
FRUIT OF THE LOOM CL A COMMON STOCK G3682L105 34 9800
SH SOLE 9800 0 0
FST AMER FINL COM COMMON STOCK 318522307 1453 108600
SH SOLE 108600 0 0
FULLER H B CO COMMON STOCK 359694106 5874 96500
SH SOLE 96500 0 0
FURNITURE BRANDS INTL INC COMMON STOCK 360921100 8987 456500
SH SOLE 456500 0 0
G & K SERVICES INC-CL A COMMON STOCK 361268105 324 8000
SH SOLE 8000 0 0
GADZOOKS INC COMMON STOCK 362553109 831 125500
SH SOLE 125500 0 0
GALILEO INTERNATIONAL INC COMMON STOCK 363547100 4428 110000
SH SOLE 110000 0 0
GANNETT CO COMMON STOCK 364730101 113260 1637000
SH SOLE 1637000 0 0
GAP INC COMMON STOCK 364760108 126175 3942967
SH SOLE 3942967 0 0
GARDEN.COM INC COMMON STOCK 365199108 85 4500
SH SOLE 4500 0 0
GARTNER GROUP INC CL B COMMON STOCK 366651206 10208 611688
SH SOLE 611688 0 0
GATEWAY INC COMMON STOCK 367626108 50306 1143318
SH SOLE 1143318 0 0
GATEWAY 2000 INC COMMON STOCK 367833100 942 21400
SH SOLE 21400 0 0
GATX CORP COMMON STOCK 361448103 10583 340700
SH SOLE 340700 0 0
GENCORP INC COMMON STOCK 368682100 4056 221500
SH SOLE 221500 0 0
GENENTECH INC COMMON STOCK 368710406 3029 20700
SH SOLE 20700 0 0
GENERAL DYNAMICS CORP COMMON STOCK 369550108 57149 915300
SH SOLE 915300 0 0
GENERAL ELECTRIC CO COMMON STOCK 369604103 1405511 11854600
SH SOLE 11854600 0 0
GENERAL INSTRUMENT CORP COMMON STOCK 370120107 30211 629400
SH SOLE 629400 0 0
GENERAL MILLS INC COMMON STOCK 370334104 51782 638300
SH SOLE 638300 0 0
GENERAL MOTORS CORP COMMON STOCK 370442105 154700 2458000
SH SOLE 2458000 0 0
GENERAL MOTORS-CL H COMMON STOCK 370442832 2416 42200
SH SOLE 42200 0 0
GENERAL SEMICONDUCTOR INC COMMON STOCK 370787103 4002 388100
SH SOLE 388100 0 0
GENESYS TELECOMM LABS INC COMMON STOCK 371931106 329 7200
SH SOLE 7200 0 0
GENRAD INC COMMON STOCK 372447102 3596 188000
SH SOLE 188000 0 0
GENUINE PARTS CO COMMON STOCK 372460105 16044 604000
SH SOLE 604000 0 0
GENZYME CORP-GENL DIV COMMON STOCK 372917104 28151 624700
SH SOLE 624700 0 0
GEORGIA GULF CORP COMMON STOCK 373200203 3631 206000
SH SOLE 206000 0 0
GEORGIA PACIFIC CORP COMMON STOCK 373298108 29075 719000
SH SOLE 719000 0 0
GEORGIA-PACIFIC (TIMBER) COMMON STOCK 373298702 13471 588900
SH SOLE 588900 0 0
GERALD STEVENS INC COMMON STOCK 37369G101 2240 160000
SH SOLE 160000 0 0
GILAT SATELLITE NETWORKS FOREIGN STOCK M51474100 4505 84000
SH SOLE 84000 0 0
GILEAD SCIENCES INC COMMON STOCK 375558103 23685 369000
SH SOLE 369000 0 0
GILLETTE COMPANY COMMON STOCK 375766102 129136 3805100
SH SOLE 3805100 0 0
GLATFELTER (P H) CO COMMON STOCK 377316104 4650 282900
SH SOLE 282900 0 0
GLAXO WELLCOME PLC-SP ADR FOREIGN STOCK 37733W105 9110 175200
SH SOLE 175200 0 0
GLENAYRE TECHNOLOGIES INC COMMON STOCK 377899109 44 14700
SH SOLE 14700 0 0
GLOBAL CROSSING LTD COMMON STOCK G3921A100 31215 1177930
SH SOLE 1177930 0 0
GLOBAL INDUSTRIES LTD COMMON STOCK 379336100 145 17900
SH SOLE 17900 0 0
GLOBAL MARINE INC COMMON STOCK 379352404 21576 1312600
SH SOLE 1312600 0 0
GLOBAL TELESYSTEMS GROUP COMMON STOCK 37936U104 21248 1077554
SH SOLE 1077554 0 0
GLOBESPAN INC COMMON STOCK 379571102 360 5700
SH SOLE 5700 0 0
GOLDEN STATE BANCORP COMMON STOCK 381197102 578 32200
SH SOLE 32200 0 0
GOLDEN WEST FINANCIAL CP COMMON STOCK 381317106 22435 228200
SH SOLE 228200 0 0
GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 11450 187700
SH SOLE 187700 0 0
GOODRICH (B F) CO COMMON STOCK 382388106 11006 379530
SH SOLE 379530 0 0
GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 25930 538800
SH SOLE 538800 0 0
GPU INC COMMON STOCK 36225X100 17529 537300
SH SOLE 537300 0 0
GRAINGER (W W) INC COMMON STOCK 384802104 17682 367900
SH SOLE 367900 0 0
GRANITE CONSTRUCTION INC COMMON STOCK 387328107 4650 178400
SH SOLE 178400 0 0
GREAT ATLANTIC & PACIFIC COMMON STOCK 390064103 3938 129900
SH SOLE 129900 0 0
GREAT LAKES CHEMICAL CORP COMMON STOCK 390568103 6406 168300
SH SOLE 168300 0 0
GREATER BAY BANCORP COMMON STOCK 391648102 576 17000
SH SOLE 17000 0 0
GREENPORT FINANCIAL CORP COMMON STOCK 395384100 22554 849100
SH SOLE 849100 0 0
GTE CORP COMMON STOCK 362320103 293378 3816300
SH SOLE 3816300 0 0
GTECH HOLDINGS CORP COMMON STOCK 400518106 5629 262600
SH SOLE 262600 0 0
GUCCI GROUP COMMON STOCK 401566104 4008 48000
SH SOLE 48000 0 0
GUIDANT CORP COMMON STOCK 401698105 78754 1468600
SH SOLE 1468600 0 0
GUILFORD MILLS INC COMMON STOCK 401794102 187 21700
SH SOLE 21700 0 0
HALLIBURTON CO COMMON STOCK 406216101 55551 1354900
SH SOLE 1354900 0 0
HANDLEMAN CO COMMON STOCK 410252100 156 11800
SH SOLE 11800 0 0
HANGER ORTHOPEDIC GROUP COMMON STOCK 41043F208 377 26000
SH SOLE 26000 0 0
HANNA (M A) CO COMMON STOCK 410522106 3734 328275
SH SOLE 328275 0 0
HANNAFORD BROTHERS CO COMMON STOCK 410550107 20047 284600
SH SOLE 284600 0 0
HARBINGER CORP COMMON STOCK 41145C103 3161 187300
SH SOLE 187300 0 0
HARCOURT GENERAL INC COMMON STOCK 41163G101 8733 209800
SH SOLE 209800 0 0
HARLAND (JOHN H) CO COMMON STOCK 412693103 1452 74700
SH SOLE 74700 0 0
HARLEY DAVIDSON INC COMMON STOCK 412822108 94030 1878250
SH SOLE 1878250 0 0
HARMAN INTL IND INCP COMMON STOCK 413086109 315 7500
SH SOLE 7500 0 0
HARMONIC INC COMMON STOCK 413160102 8725 66700
SH SOLE 66700 0 0
HARRAHS ENTERTAINMENT INC COMMON STOCK 413619107 12567 452850
SH SOLE 452850 0 0
HARRIS CORP COMMON STOCK 413875105 7213 261100
SH SOLE 261100 0 0
HARSCO CORP COMMON STOCK 415864107 7917 286600
SH SOLE 286600 0 0
HARTE-HANKS INC COMMON STOCK 416196103 12065 479000
SH SOLE 479000 0 0
HARTFORD FINANCIAL SVCS COMMON STOCK 416515104 34535 844900
SH SOLE 844900 0 0
HASBRO INC COMMON STOCK 418056107 30338 1411075
SH SOLE 1411075 0 0
HAWAIIAN ELECTRIC INDS COMMON STOCK 419870100 7703 218900
SH SOLE 218900 0 0
HCIA INC COMMON STOCK 403908106 987 95100
SH SOLE 95100 0 0
HEALTH MGMT ASSOC-CL A COMMON STOCK 421933102 14986 1933737
SH SOLE 1933737 0 0
HEALTHSOUTH CORP COMMON STOCK 421924101 9645 1574733
SH SOLE 1574733 0 0
HEALTHWORLD CORP COMMON STOCK 42222E103 1042 74400
SH SOLE 74400 0 0
HEILIG-MEYERS CO COMMON STOCK 422893107 1969 414612
SH SOLE 414612 0 0
HEINZ (H J) CO COMMON STOCK 423074103 68723 1598200
SH SOLE 1598200 0 0
HELMERICH & PAYNE COMMON STOCK 423452101 3896 153900
SH SOLE 153900 0 0
HERCULES INC COMMON STOCK 427056106 23664 826700
SH SOLE 826700 0 0
HERSHEY FOODS CORP COMMON STOCK 427866108 22849 469300
SH SOLE 469300 0 0
HEWLETT-PACKARD CO COMMON STOCK 428236103 320281 3529272
SH SOLE 3529272 0 0
HI FN INC COMMON STOCK 428358105 1676 15200
SH SOLE 15200 0 0
HIBERNIA CORP-CL A COMMON STOCK 428656102 14445 1242600
SH SOLE 1242600 0 0
HILLENBRAND INDUSTRIES COMMON STOCK 431573104 12256 464700
SH SOLE 464700 0 0
HILTON HOTELS CORP COMMON STOCK 432848109 7773 787100
SH SOLE 787100 0 0
HISPANIC BROADCASTING CP COMMON STOCK 43357B104 26606 349500
SH SOLE 349500 0 0
HNC SOFTWARE INC COMMON STOCK 40425P107 1707 43000
SH SOLE 43000 0 0
HOLLINGER INTL INC COMMON STOCK 435569108 3015 253900
SH SOLE 253900 0 0
HOME DEPOT INC COMMON STOCK 437076102 400935 5842406
SH SOLE 5842406 0 0
HOMESTAKE MINING CO COMMON STOCK 437614100 6278 683339
SH SOLE 683339 0 0
HOMESTEAD VILLAGE INC COMMON STOCK 437851108 1745 620600
SH SOLE 620600 0 0
HON INDUSTRIES INC COMMON STOCK 438092108 8147 423200
SH SOLE 423200 0 0
HONEYWELL INC COMMON STOCK 438506107 42967 386000
SH SOLE 386000 0 0
HORACE MANN EDUCATORS COMMON STOCK 440327104 7173 277900
SH SOLE 277900 0 0
HORMEL FOODS CORP COMMON STOCK 440452100 20772 502800
SH SOLE 502800 0 0
HOUGHTON MIFFLIN CO COMMON STOCK 441560109 9770 240500
SH SOLE 240500 0 0
HOUSEHOLD INTERNATIONAL COMMON STOCK 441815107 134867 3361174
SH SOLE 3361174 0 0
HSB GROUP INC COMMON STOCK 40428N109 6986 198550
SH SOLE 198550 0 0
HUBBELL INC-CL B COMMON STOCK 443510201 15125 474520
SH SOLE 474520 0 0
HUGHES SUPPLY INC COMMON STOCK 444482103 250 11500
SH SOLE 11500 0 0
HUMAN GENOME SCIENCES INC COMMON STOCK 444903108 18873 255900
SH SOLE 255900 0 0
HUMANA INC COMMON STOCK 444859102 3993 580800
SH SOLE 580800 0 0
HUNT (J B) TRANSPORT SVC COMMON STOCK 445658107 3333 240200
SH SOLE 240200 0 0
HUNTINGTON BANKSHARES INC COMMON STOCK 446150104 20324 765145
SH SOLE 765145 0 0
HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 882 40090
SH SOLE 40090 0 0
I2 TECHNOLOGIES INC COMMON STOCK 465754109 963 24800
SH SOLE 24800 0 0
IBP INC COMMON STOCK 449223106 18656 755700
SH SOLE 755700 0 0
ICG COMMUNICATIONS INC COMMON STOCK 449246107 8625 554200
SH SOLE 554200 0 0
ICN PHARMACEUTICALS INC COMMON STOCK 448924100 9194 534900
SH SOLE 534900 0 0
IDACORP INC COMMON STOCK 451107106 7483 248400
SH SOLE 248400 0 0
IDEC PHARMACEUTICALS CORP COMMON STOCK 449370105 6676 71000
SH SOLE 71000 0 0
IDEXX LABORATORIES INC COMMON STOCK 45168D104 208 12100
SH SOLE 12100 0 0
IKON OFFICE SOLUTIONS INC COMMON STOCK 451713101 3979 372300
SH SOLE 372300 0 0
ILLINOIS TOOL WORKS COMMON STOCK 452308109 80274 1076600
SH SOLE 1076600 0 0
ILLINOVA CORP COMMON STOCK 452317100 13523 481900
SH SOLE 481900 0 0
IMATION CORP COMMON STOCK 45245A107 7448 240250
SH SOLE 240250 0 0
IMC GLOBAL INC COMMON STOCK 449669100 12798 878800
SH SOLE 878800 0 0
IMPERIAL CHEM INDS ADR FOREIGN STOCK 452704505 10991 254500
SH SOLE 254500 0 0
IMS HEALTH INC COMMON STOCK 449934108 21818 956400
SH SOLE 956400 0 0
INCO LTD COMMON STOCK 453258402 15155 709000
SH SOLE 709000 0 0
INCYTE PHARMACEUTICALS COMMON STOCK 45337C102 927 40100
SH SOLE 40100 0 0
INDIANA ENERGY INC COMMON STOCK 454707100 3934 196100
SH SOLE 196100 0 0
INFINITY BROADCASTING-CLA COMMON STOCK 45662S102 3301 112600
SH SOLE 112600 0 0
INFOCURE CORP COMMON STOCK 45665A108 4198 222400
SH SOLE 222400 0 0
INFORMATION HOLDINGS COMMON STOCK 456727106 1495 76900
SH SOLE 76900 0 0
INFORMIX CORP COMMON STOCK 456779107 9993 1258900
SH SOLE 1258900 0 0
INFOUSA INC-CL B COMMON STOCK 456818103 1097 159500
SH SOLE 159500 0 0
INFOUSA INC-CL A COMMON STOCK 456818202 894 132400
SH SOLE 132400 0 0
INGERSOLL-RAND CO COMMON STOCK 456866102 35976 654850
SH SOLE 654850 0 0
INKTOMI CORP COMMON STOCK 457277101 804 6700
SH SOLE 6700 0 0
INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 12490 384312
SH SOLE 384312 0 0
INSIGHT COMMUNICATIONS COMMON STOCK 45768V108 1151 40200
SH SOLE 40200 0 0
INSIGNIA FINANCIAL GROUP COMMON STOCK 45767A105 594 67900
SH SOLE 67900 0 0
INTEGRATED DEV TEC COMMON STOCK 458118106 12661 684400
SH SOLE 684400 0 0
INTEL CORP COMMON STOCK 458140100 968097 13027380
SH SOLE 13027380 0 0
INTERMEDIA COMMUNICATION COMMON STOCK 458801107 4263 196000
SH SOLE 196000 0 0
INTERNATIONAL PAPER CO COMMON STOCK 460146103 84049 1748741
SH SOLE 1748741 0 0
INTERNET CAPITAL GROUP COMMON STOCK 46059C106 457 5200
SH SOLE 5200 0 0
INTERPUBLIC GROUP COS COMMON STOCK 460690100 47434 1153400
SH SOLE 1153400 0 0
INTERSTATE BAKERIES COMMON STOCK 46072H108 10971 477000
SH SOLE 477000 0 0
INTERVOICE INC COMMON STOCK 461142101 1789 161700
SH SOLE 161700 0 0
INTIMATE BRANDS INC COMMON STOCK 461156101 5092 130765
SH SOLE 130765 0 0
INTL BUSINESS MACHINES COMMON STOCK 459200101 800826 6618400
SH SOLE 6618400 0 0
INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 11219 325200
SH SOLE 325200 0 0
INTL GAME TECHNOLOGY COMMON STOCK 459902102 12452 691800
SH SOLE 691800 0 0
INTL MULTIFOODS CORP COMMON STOCK 460043102 3042 132250
SH SOLE 132250 0 0
INTL SPEEDWAY CORP CL A COMMON STOCK 460335201 47 900
SH SOLE 900 0 0
INTUIT INC COMMON STOCK 461202103 37561 428500
SH SOLE 428500 0 0
INVESTMENT TECHNOLOGY GP COMMON STOCK 46145F105 4830 229500
SH SOLE 229500 0 0
INVITROGEN CORP COMMON STOCK 46185R100 2132 63400
SH SOLE 63400 0 0
IPALCO ENTERPRISES INC COMMON STOCK 462613100 11315 582100
SH SOLE 582100 0 0
ISS GROUP INC COMMON STOCK 450306105 1722 63200
SH SOLE 63200 0 0
ITC DELTACOM INC COMMON STOCK 45031T104 3300 120000
SH SOLE 120000 0 0
ITT EDUCATIONAL SERVICES COMMON STOCK 45068B109 1603 82200
SH SOLE 82200 0 0
ITT INDUSTRIES INC COMMON STOCK 450911102 9760 306800
SH SOLE 306800 0 0
IVAX CORP COMMON STOCK 465823102 11432 692850
SH SOLE 692850 0 0
IVEX PACKAGING CORP COMMON STOCK 465855104 608 60800
SH SOLE 60800 0 0
IXNET INC COMMON STOCK 46601C109 793 52400
SH SOLE 52400 0 0
JABIL CIRCUIT INC COMMON STOCK 466313103 34967 706400
SH SOLE 706400 0 0
JACOBS ENGINEERING GROUP COMMON STOCK 469814107 5925 182300
SH SOLE 182300 0 0
JDS UNIPHASE CORP COMMON STOCK 46612J101 4120 36200
SH SOLE 36200 0 0
JEFFERSON-PILOT CORP COMMON STOCK 475070108 24897 394012
SH SOLE 394012 0 0
JOHNSON & JOHNSON COMMON STOCK 478160104 442105 4812022
SH SOLE 4812022 0 0
JOHNSON CONTROLS INC COMMON STOCK 478366107 18110 273100
SH SOLE 273100 0 0
JONES APPAREL GROUP INC COMMON STOCK 480074103 28481 990655
SH SOLE 990655 0 0
JONES INTERCABLE COMMON STOCK 480206200 649 12000
SH SOLE 12000 0 0
JONES PHARMA INC COMMON STOCK 480236108 4220 128000
SH SOLE 128000 0 0
JOSTENS INC COMMON STOCK 481088102 7560 395300
SH SOLE 395300 0 0
JUNIPER NETWORKS INC COMMON STOCK 48203R104 655 3600
SH SOLE 3600 0 0
K SWISS INC COMMON STOCK 482686102 1846 58500
SH SOLE 58500 0 0
KANA COMMUNMICATIONS INC COMMON STOCK 483600102 204 4100
SH SOLE 4100 0 0
KANSAS CITY POWER & LIGHT COMMON STOCK 485134100 10485 433500
SH SOLE 433500 0 0
KANSAS CITY SOUTHERN INDS COMMON STOCK 485170104 15903 342000
SH SOLE 342000 0 0
KAUFMAN & BROAD HOME CORP COMMON STOCK 486168107 4269 207000
SH SOLE 207000 0 0
KAYDON CORP COMMON STOCK 486587108 5341 214700
SH SOLE 214700 0 0
KEANE INC COMMON STOCK 486665102 11167 489500
SH SOLE 489500 0 0
KEEBLER FOODS CO COMMON STOCK 487256109 3696 123700
SH SOLE 123700 0 0
KELLOGG CO COMMON STOCK 487836108 71109 1899400
SH SOLE 1899400 0 0
KELLWOOD CO COMMON STOCK 488044108 255 11600
SH SOLE 11600 0 0
KELLY SERVICES INC CL A COMMON STOCK 488152208 7653 254025
SH SOLE 254025 0 0
KEMET CORPORATION COMMON STOCK 488360108 4888 152900
SH SOLE 152900 0 0
KENDLE INTERNATIONAL INC COMMON STOCK 48880L107 810 102000
SH SOLE 102000 0 0
KENNAMETAL INC COMMON STOCK 489170100 5322 205700
SH SOLE 205700 0 0
KENT ELECTRONICS CORP COMMON STOCK 490553104 564 30500
SH SOLE 30500 0 0
KERR MCGEE CORP COMMON STOCK 492386107 14569 264599
SH SOLE 264599 0 0
KEYCORP COMMON STOCK 493267108 37933 1469560
SH SOLE 1469560 0 0
KEYSPAN CORPORATION COMMON STOCK 49337W100 27038 944550
SH SOLE 944550 0 0
KEYSTONE FINANCIAL INC COMMON STOCK 493482103 8018 337600
SH SOLE 337600 0 0
KIMBERLY-CLARK CORP COMMON STOCK 494368103 134071 2541632
SH SOLE 2541632 0 0
KING PHARMACEUTICALS INC COMMON STOCK 495582108 4424 126400
SH SOLE 126400 0 0
KING WORLD PRODUCTIONS COMMON STOCK 495667107 8209 218900
SH SOLE 218900 0 0
KLA-TENCOR CORP COMMON STOCK 482480100 42088 647500
SH SOLE 647500 0 0
KMART CORP COMMON STOCK 482584109 21829 1867700
SH SOLE 1867700 0 0
KN ENERGY INC COMMON STOCK 482620101 11926 531500
SH SOLE 531500 0 0
KNIGHT-RIDDER INC COMMON STOCK 499040103 33534 609700
SH SOLE 609700 0 0
KOHLS CORP COMMON STOCK 500255104 74721 1130000
SH SOLE 1130000 0 0
KROGER COMPANY COMMON STOCK 501044101 149208 6762980
SH SOLE 6762980 0 0
KULICKE & SOFFA IND INC COMMON STOCK 501242101 2246 92400
SH SOLE 92400 0 0
L-3 COMMUNICATIONS HLDGS COMMON STOCK 502424104 2699 71500
SH SOLE 71500 0 0
LABRANCHE & CO COMMON STOCK 505447102 1074 96000
SH SOLE 96000 0 0
LAIDLAW INC COMMON STOCK 50730K503 10639 1576100
SH SOLE 1576100 0 0
LAKES GAMING INC COMMON STOCK 51206P109 41 4250
SH SOLE 4250 0 0
LAM RESEARCH CORP COMMON STOCK 512807108 7107 116500
SH SOLE 116500 0 0
LAMAR ADVERTISING CO COMMON STOCK 512815101 4633 93600
SH SOLE 93600 0 0
LANCASTER COLONY CORP COMMON STOCK 513847103 9228 288363
SH SOLE 288363 0 0
LANCE INC COMMON STOCK 514606102 2653 203100
SH SOLE 203100 0 0
LANDS END INC COMMON STOCK 515086106 14065 213100
SH SOLE 213100 0 0
LASER VISION CENTERS INC COMMON STOCK 51807H100 1985 141500
SH SOLE 141500 0 0
LATTICE SEMICONDUCTOR COMMON STOCK 518415104 748 25200
SH SOLE 25200 0 0
LEAR CORPORATION COMMON STOCK 521865105 21398 608100
SH SOLE 608100 0 0
LEARNING TREE INTL INC COMMON STOCK 522015106 202 12200
SH SOLE 12200 0 0
LEE ENTERPRISES COMMON STOCK 523768109 8251 301400
SH SOLE 301400 0 0
LEGATO SYSTEMS INC COMMON STOCK 524651106 39125 897500
SH SOLE 897500 0 0
LEGGETT & PLATT INC COMMON STOCK 524660107 28872 1466500
SH SOLE 1466500 0 0
LEHMAN BROTHERS HLDGS INC COMMON STOCK 524908100 28201 483100
SH SOLE 483100 0 0
LEUKOSITE INC COMMON STOCK 52728R102 4737 235385
SH SOLE 235385 0 0
LEVEL 3 COMMUNICATIONS COMMON STOCK 52729N100 4762 91200
SH SOLE 91200 0 0
LEXMARK INTL GROUP CL A COMMON STOCK 529771107 41747 518600
SH SOLE 518600 0 0
LG&E ENERGY CORP COMMON STOCK 501917108 18955 892000
SH SOLE 892000 0 0
LIBBEY INC COMMON STOCK 529898108 133 4500
SH SOLE 4500 0 0
LIBERTY DIGITAL INC CL A COMMON STOCK 530436104 2704 116000
SH SOLE 116000 0 0
LILLY (ELI) & CO COMMON STOCK 532457108 236136 3678850
SH SOLE 3678850 0 0
LIMITED INC COMMON STOCK 532716107 28063 733665
SH SOLE 733665 0 0
LINCARE HOLDINGS INC COMMON STOCK 532791100 10937 410300
SH SOLE 410300 0 0
LINCOLN ELECTRIC HOLDINGS COMMON STOCK 533900106 1380 66100
SH SOLE 66100 0 0
LINCOLN NATIONAL CORP COMMON STOCK 534187109 22891 609400
SH SOLE 609400 0 0
LINEAR TECHNOLOGY COMMON STOCK 535678106 62026 1055200
SH SOLE 1055200 0 0
LINENS'N THINGS INC COMMON STOCK 535679104 3240 96000
SH SOLE 96000 0 0
LITTON INDUSTRIES INC COMMON STOCK 538021106 18445 336900
SH SOLE 336900 0 0
LIZ CLAIBORNE INC COMMON STOCK 539320101 5881 189700
SH SOLE 189700 0 0
LJL BIOSYSTEMS INC COMMON STOCK 501873103 146 45000
SH SOLE 45000 0 0
LOCKHEED MARTIN CORP COMMON STOCK 539830109 55458 1696614
SH SOLE 1696614 0 0
LOEWS CORP COMMON STOCK 540424108 23260 331400
SH SOLE 331400 0 0
LOISLAW.COM INC COMMON STOCK 541431102 136 9400
SH SOLE 9400 0 0
LONE STAR INDUSTRIES INC COMMON STOCK 542290408 239 4800
SH SOLE 4800 0 0
LONE-STAR STEAKHOUSE COMMON STOCK 542307103 1776 231000
SH SOLE 231000 0 0
LONGS DRUG STORES INC COMMON STOCK 543162101 3448 115400
SH SOLE 115400 0 0
LONGVIEW FIBRE CO COMMON STOCK 543213102 4228 339900
SH SOLE 339900 0 0
LORAL SPACE & COMMUNICA COMMON STOCK G56462107 6860 399100
SH SOLE 399100 0 0
LOUISIANA-PACIFIC CORP COMMON STOCK 546347105 7528 481780
SH SOLE 481780 0 0
LOWES COMPANIES COMMON STOCK 548661107 81812 1678200
SH SOLE 1678200 0 0
LSI LOGIC CORP COMMON STOCK 502161102 27149 522100
SH SOLE 522100 0 0
LTX CORP COMMON STOCK 502392103 3522 257300
SH SOLE 257300 0 0
LUBRIZOL CORP COMMON STOCK 549271104 9520 370600
SH SOLE 370600 0 0
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 711309 10964303
SH SOLE 10964303 0 0
LYONDELL CHEMICAL CO COMMON STOCK 552078107 11678 873100
SH SOLE 873100 0 0
M & T BANK CORP COMMON STOCK 55261F104 18635 40600
SH SOLE 40600 0 0
MACROMEDIA INC COMMON STOCK 556100105 8036 196600
SH SOLE 196600 0 0
MACROVISION CORP COMMON STOCK 555904101 799 18000
SH SOLE 18000 0 0
MAGNETEK INC COMMON STOCK 559424106 1830 204700
SH SOLE 204700 0 0
MAIL-WELL INC COMMON STOCK 560321200 3369 242800
SH SOLE 242800 0 0
MALLINCKRODT INC COMMON STOCK 561232109 6907 228800
SH SOLE 228800 0 0
MANDALAY RESORT GROUP COMMON STOCK 562567107 12835 649850
SH SOLE 649850 0 0
MANOR CARE INC COMMON STOCK 564055101 6438 374600
SH SOLE 374600 0 0
MANPOWER INC COMMON STOCK 56418H100 14927 512500
SH SOLE 512500 0 0
MANUGISTICS GROUP INC COMMON STOCK 565011103 1705 162400
SH SOLE 162400 0 0
MAPICS INC COMMON STOCK 564910107 445 51200
SH SOLE 51200 0 0
MARCUS CORP COMMON STOCK 566330106 2413 200000
SH SOLE 200000 0 0
MARINE DRILLING CO INC COMMON STOCK 568240204 776 49100
SH SOLE 49100 0 0
MARK IV INDUSTRIES INC COMMON STOCK 570387100 6810 344809
SH SOLE 344809 0 0
MARRIOTT INTL CLASS A COMMON STOCK 571903202 24718 756200
SH SOLE 756200 0 0
MARSH & MCLENNAN COS COMMON STOCK 571748102 60958 889900
SH SOLE 889900 0 0
MARSHALL & ILSLEY CORP COMMON STOCK 571834100 42586 746300
SH SOLE 746300 0 0
MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 13151 329300
SH SOLE 329300 0 0
MASCO CORP COMMON STOCK 574599106 41283 1331700
SH SOLE 1331700 0 0
MATERIAL SCIENCES CORP COMMON STOCK 576674105 92 6900
SH SOLE 6900 0 0
MATTEL INC COMMON STOCK 577081102 28185 1483414
SH SOLE 1483414 0 0
MAXIM INTEGRATED PROD COMMON STOCK 57772K101 62349 988200
SH SOLE 988200 0 0
MAXXAM INC COMMON STOCK 577913106 2384 46400
SH SOLE 46400 0 0
MAY DEPARTMENT STORES CO COMMON STOCK 577778103 104924 2879550
SH SOLE 2879550 0 0
MAYTAG CORP COMMON STOCK 578592107 9234 277200
SH SOLE 277200 0 0
MBIA INC COMMON STOCK 55262C100 16673 357600
SH SOLE 357600 0 0
MBNA CORP COMMON STOCK 55262L100 134700 5904650
SH SOLE 5904650 0 0
MCCORMICK & CO-NON VOTING COMMON STOCK 579780206 16488 498700
SH SOLE 498700 0 0
MCDERMOTT INTERNATIONAL COMMON STOCK 580037109 3052 150700
SH SOLE 150700 0 0
MCDONALDS CORP COMMON STOCK 580135101 272077 6290800
SH SOLE 6290800 0 0
MCGRAW-HILL COMPANIES INC COMMON STOCK 580645109 49507 1023400
SH SOLE 1023400 0 0
MCI WORLDCOM INC COMMON STOCK 55268B106 571980 7957979
SH SOLE 7957979 0 0
MCKESSON CORP HBOC INC COMMON STOCK 58155Q103 37376 1288838
SH SOLE 1288838 0 0
MCLEOD USA INC-CL A COMMON STOCK 582266102 11066 260000
SH SOLE 260000 0 0
MCN ENERGY GROUP INC COMMON STOCK 55267J100 10125 589100
SH SOLE 589100 0 0
MEAD CORP COMMON STOCK 582834107 11261 327600
SH SOLE 327600 0 0
MEDIA GENERAL INC-CL A COMMON STOCK 584404107 9855 192300
SH SOLE 192300 0 0
MEDIALINK WORLDWIDE INC COMMON STOCK 58445P105 1422 135385
SH SOLE 135385 0 0
MEDIAONE GROUP INC COMMON STOCK 58440J104 176205 2579400
SH SOLE 2579400 0 0
MEDICIS PHARMACEUT CL A COMMON STOCK 584690309 4136 145125
SH SOLE 145125 0 0
MEDIMMUNE INC COMMON STOCK 584699102 45174 453300
SH SOLE 453300 0 0
MEDQUIST INC COMMON STOCK 584949101 7433 222300
SH SOLE 222300 0 0
MEDTRONIC INC COMMON STOCK 585055106 218140 6134000
SH SOLE 6134000 0 0
MELLON BANK CORP COMMON STOCK 585509102 68537 2038284
SH SOLE 2038284 0 0
MEMBERWORKS INC COMMON STOCK 586002107 4392 131600
SH SOLE 131600 0 0
MENTOR CORP COMMON STOCK 587188103 5130 180000
SH SOLE 180000 0 0
MENTOR GRAPHICS CORP COMMON STOCK 587200106 3703 432500
SH SOLE 432500 0 0
MERCANTILE BANKSHARES COMMON STOCK 587405101 15205 491475
SH SOLE 491475 0 0
MERCK & CO INC COMMON STOCK 589331107 527943 8145704
SH SOLE 8145704 0 0
MERCURY GENERAL CORP COMMON STOCK 589400100 518 18800
SH SOLE 18800 0 0
MERCURY INTERACTIVE CORP COMMON STOCK 589405109 19253 298200
SH SOLE 298200 0 0
MEREDITH CORP COMMON STOCK 589433101 19714 542900
SH SOLE 542900 0 0
MERITOR AUTOMOTIVE INC COMMON STOCK 59000G100 10062 482000
SH SOLE 482000 0 0
MERRILL LYNCH & CO COMMON STOCK 590188108 87291 1295600
SH SOLE 1295600 0 0
MESA AIR GROUP INC COMMON STOCK 590479101 1084 177000
SH SOLE 177000 0 0
METAMOR WORLDWIDE INC COMMON STOCK 59133P100 1945 109600
SH SOLE 109600 0 0
METRIS COMPANIES COMMON STOCK 591598107 2044 69300
SH SOLE 69300 0 0
METTLER-TOLEDO INTL INC COMMON STOCK 592688105 2963 100000
SH SOLE 100000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 20222 423500
SH SOLE 423500 0 0
MGM GRAND INC COMMON STOCK 552953101 1017 19883
SH SOLE 19883 0 0
MICRO THERAPUETICS INC COMMON STOCK 59500W100 1629 141643
SH SOLE 141643 0 0
MICRO WAREHOUSE INC COMMON STOCK 59501B105 2811 233000
SH SOLE 233000 0 0
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 21511 418700
SH SOLE 418700 0 0
MICRON TECHNOLOGY COMMON STOCK 595112103 57955 871500
SH SOLE 871500 0 0
MICROSOFT CORP COMMON STOCK 594918104 1655374 18278800
SH SOLE 18278800 0 0
MICROSOFT CORP RESTRICTED COMMON STOCK 594918997 1426 15746
SH SOLE 15746 0 0
MIDAMERICAN ENERGY HLDGS COMMON STOCK 59562V107 12679 429800
SH SOLE 429800 0 0
MIDWAY GAMES INC COMMON STOCK 598148104 1126 71500
SH SOLE 71500 0 0
MILACRON INC COMMON STOCK 598709103 793 44700
SH SOLE 44700 0 0
MILLENNIUM PHARMACEUTICAL COMMON STOCK 599902103 35555 547000
SH SOLE 547000 0 0
MILLER (HERMAN) INC COMMON STOCK 600544100 13684 572400
SH SOLE 572400 0 0
MILLIPORE CORP COMMON STOCK 601073109 6472 172300
SH SOLE 172300 0 0
MINDSPRING ENTERPRISES COMMON STOCK 602683104 2547 92000
SH SOLE 92000 0 0
MINERALS TECH COMMON STOCK 603158106 7066 145500
SH SOLE 145500 0 0
MINIMED INC COMMON STOCK 60365K108 13608 138500
SH SOLE 138500 0 0
MINNESOTA MINING & MFG CO COMMON STOCK 604059105 197043 2051200
SH SOLE 2051200 0 0
MINNESOTA POWER & LIGHT COMMON STOCK 604110106 8895 506500
SH SOLE 506500 0 0
MIRAGE RESORTS INC COMMON STOCK 60462E104 12919 922800
SH SOLE 922800 0 0
MISSISSIPPI CHEMICAL CORP COMMON STOCK 605288208 94 13400
SH SOLE 13400 0 0
MKS INSTRUMENTS INC COMMON STOCK 55306N104 6628 297900
SH SOLE 297900 0 0
MMC NETWORKS INC COMMON STOCK 55308N102 2900 93000
SH SOLE 93000 0 0
MOBIL CORP COMMON STOCK 607059102 321765 3193700
SH SOLE 3193700 0 0
MOBILE MINI INC COMMON STOCK 60740F105 3916 179000
SH SOLE 179000 0 0
MODINE MANUFACTURING CO COMMON STOCK 607828100 4807 206200
SH SOLE 206200 0 0
MODIS PROFESSIONAL SVCS COMMON STOCK 607830106 10017 756035
SH SOLE 756035 0 0
MOHAWK IND INC COMMON STOCK 608190104 8406 421600
SH SOLE 421600 0 0
MOLECULAR DIVICES CORP COMMON STOCK 60851C107 3894 141600
SH SOLE 141600 0 0
MOLEX INC COMMON STOCK 608554101 42423 1166263
SH SOLE 1166263 0 0
MONSANTO CO COMMON STOCK 611662107 126680 3549700
SH SOLE 3549700 0 0
MONTANA POWER CO COMMON STOCK 612085100 24161 793800
SH SOLE 793800 0 0
MORGAN J P & COMPANY COMMON STOCK 616880100 74000 647700
SH SOLE 647700 0 0
MORGAN ST DEAN WITTER COMMON STOCK 617446448 206591 2316370
SH SOLE 2316370 0 0
MOTOROLA INC COMMON STOCK 620076109 250985 2852100
SH SOLE 2852100 0 0
MP3.COM INC COMMON STOCK 62473M109 421 11200
SH SOLE 11200 0 0
MURPHY OIL CORP COMMON STOCK 626717102 25129 464823
SH SOLE 464823 0 0
MYLAN LABORATORIES COMMON STOCK 628530107 16111 876800
SH SOLE 876800 0 0
NABISCO GROUP HOLDINGS CP COMMON STOCK 62952P102 28082 1872100
SH SOLE 1872100 0 0
NABISCO HOLDINGS-CL A COMMON STOCK 629526104 7721 223400
SH SOLE 223400 0 0
NABORS INDUSTRIES INC COMMON STOCK 629568106 19948 797900
SH SOLE 797900 0 0
NACCO INDUSTRIES-CL A COMMON STOCK 629579103 1950 27900
SH SOLE 27900 0 0
NALCO CHEMICAL CO COMMON STOCK 629853102 9388 185900
SH SOLE 185900 0 0
NATIONAL CITY CORP COMMON STOCK 635405103 55592 2083080
SH SOLE 2083080 0 0
NATIONAL COMPUTER SYS INC COMMON STOCK 635519101 640 16700
SH SOLE 16700 0 0
NATIONAL DATA CORP COMMON STOCK 635621105 2501 96200
SH SOLE 96200 0 0
NATIONAL FUEL GAS CO COMMON STOCK 636180101 12958 274600
SH SOLE 274600 0 0
NATIONAL SEMICONDUCTOR COMMON STOCK 637640103 17320 566700
SH SOLE 566700 0 0
NATIONAL SERVICE INDS INC COMMON STOCK 637657107 3103 98500
SH SOLE 98500 0 0
NATL COMMERCE BANCORP COMMON STOCK 635449101 540 24600
SH SOLE 24600 0 0
NATL EQUIPMENT SERVICES COMMON STOCK 635847106 805 79000
SH SOLE 79000 0 0
NAVIGANT CONSULTING CO COMMON STOCK 63935N107 12925 278700
SH SOLE 278700 0 0
NAVISTAR INTERNATIONAL CP COMMON STOCK 63934E108 9932 213600
SH SOLE 213600 0 0
NCH CORP COMMON STOCK 628850109 1586 35100
SH SOLE 35100 0 0
NCO GROUP INC COMMON STOCK 628858102 6801 144700
SH SOLE 144700 0 0
NCR CORPORATION COMMON STOCK 62886E108 23611 714144
SH SOLE 714144 0 0
NETWORK ASSOCIATES INC COMMON STOCK 640938106 18404 962303
SH SOLE 962303 0 0
NETWORK APPLIANCE INC COMMON STOCK 64120L104 22791 318200
SH SOLE 318200 0 0
NETZERO INC COMMON STOCK 64122R109 88 3400
SH SOLE 3400 0 0
NEW CENTURY ENERGIES INC COMMON STOCK 64352U103 11630 347825
SH SOLE 347825 0 0
NEW ENGLAND ELECTRIC SYS COMMON STOCK 644001109 21165 408000
SH SOLE 408000 0 0
NEW YORK TIMES-CL A COMMON STOCK 650111107 26518 707140
SH SOLE 707140 0 0
NEWBRIDGE NETWORKS CORP COMMON STOCK 650901101 10946 420000
SH SOLE 420000 0 0
NEWELL RUBBERMAID INC COMMON STOCK 651229106 24733 865913
SH SOLE 865913 0 0
NEWMONT MINING CORP COMMON STOCK 651639106 13063 504844
SH SOLE 504844 0 0
NEWPORT NEWS SHIPBUILDING COMMON STOCK 652228107 7933 245500
SH SOLE 245500 0 0
NEWS CORP LTD-ADR FOREIGN STOCK 652487703 10512 369660
SH SOLE 369660 0 0
NEWS CORP LTD-SP ADR PFD FOREIGN STOCK 652487802 28422 1065000
SH SOLE 1065000 0 0
NEXTEL COMMUNICATIONS-CLA COMMON STOCK 65332V103 72070 1062782
SH SOLE 1062782 0 0
NFO WORLDWIDE INC COMMON STOCK 62910N108 724 56800
SH SOLE 56800 0 0
NIAGARA MOHAWK HOLDINGS COMMON STOCK 653520106 12727 817800
SH SOLE 817800 0 0
NICOR INC COMMON STOCK 654086107 5507 148100
SH SOLE 148100 0 0
NIELSEN MEDIA RESEARCH COMMON STOCK 653929307 1646 44266
SH SOLE 44266 0 0
NIKE INC-CL B COMMON STOCK 654106103 58246 1024100
SH SOLE 1024100 0 0
NISOURCE INC COMMON STOCK 65473P105 20251 915300
SH SOLE 915300 0 0
NOBLE AFFILIATES COMMON STOCK 654894104 11644 401500
SH SOLE 401500 0 0
NOBLE DRILLING CORP COMMON STOCK 655042109 46734 2136400
SH SOLE 2136400 0 0
NOKIA CORP ADR CL A FOREIGN STOCK 654902204 19773 220000
SH SOLE 220000 0 0
NORDSON CORP COMMON STOCK 655663102 5909 120600
SH SOLE 120600 0 0
NORDSTROM INC COMMON STOCK 655664100 12779 473300
SH SOLE 473300 0 0
NORFOLK SOUTHERN COMMON STOCK 655844108 38683 1578900
SH SOLE 1578900 0 0
NORTEL NETWORKS CORP COMMON STOCK 656569100 212003 4156926
SH SOLE 4156926 0 0
NORTH FORK BANCORPORATION COMMON STOCK 659424105 18607 954200
SH SOLE 954200 0 0
NORTHEAST UTILITIES COMMON STOCK 664397106 17129 932200
SH SOLE 932200 0 0
NORTHERN STATES POWER CO COMMON STOCK 665772109 11827 548500
SH SOLE 548500 0 0
NORTHERN TRUST CORP COMMON STOCK 665859104 28941 346600
SH SOLE 346600 0 0
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 16018 252000
SH SOLE 252000 0 0
NOVA CORP COMMON STOCK 669784100 20333 813300
SH SOLE 813300 0 0
NOVELL INC COMMON STOCK 670006105 22272 1076600
SH SOLE 1076600 0 0
NOVOSTE CORP COMMON STOCK 67010C100 1570 88000
SH SOLE 88000 0 0
NSTAR COMMON STOCK 67019E107 315 8128
SH SOLE 8128 0 0
NUCOR CORP COMMON STOCK 670346105 12092 253900
SH SOLE 253900 0 0
OAK INDUSTRIES INC COMMON STOCK 671400505 10265 301900
SH SOLE 301900 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 24619 1064600
SH SOLE 1064600 0 0
OCEAN ENERGY INC COMMON STOCK 67481E106 11525 1131300
SH SOLE 1131300 0 0
OCWEN FINANCIAL CORP COMMON STOCK 675746101 17 2600
SH SOLE 2600 0 0
OFFICE DEPOT INC COMMON STOCK 676220106 13471 1282912
SH SOLE 1282912 0 0
OFFICEMAX INC COMMON STOCK 67622M108 5060 870600
SH SOLE 870600 0 0
OGDEN CORP COMMON STOCK 676346109 3450 332500
SH SOLE 332500 0 0
OGE ENERGY CORP COMMON STOCK 670837103 11866 533300
SH SOLE 533300 0 0
OHIO CASUALTY CORP COMMON STOCK 677240103 4958 293800
SH SOLE 293800 0 0
OLD KENT FINANCIAL CORP COMMON STOCK 679833103 30161 812405
SH SOLE 812405 0 0
OLD REPUBLIC INTL CORP COMMON STOCK 680223104 14100 976625
SH SOLE 976625 0 0
OLIN CORP COMMON STOCK 680665205 5237 384400
SH SOLE 384400 0 0
OLSTEN CORP COMMON STOCK 681385100 5467 523750
SH SOLE 523750 0 0
OMNICARE INC COMMON STOCK 681904108 7172 745100
SH SOLE 745100 0 0
OMNICOM GROUP INC COMMON STOCK 681919106 51155 646000
SH SOLE 646000 0 0
ONEOK INC COMMON STOCK 682680103 4029 132900
SH SOLE 132900 0 0
OPTICAL COATING LABORATOR COMMON STOCK 683829105 10891 118300
SH SOLE 118300 0 0
ORACLE CORPORATION COMMON STOCK 68389X105 206435 4537037
SH SOLE 4537037 0 0
OREGON STEEL MILLS INC COMMON STOCK 686079104 1731 154700
SH SOLE 154700 0 0
ORION CAPITAL CORP COMMON STOCK 686268103 261 5500
SH SOLE 5500 0 0
OSTEOTECH INC COMMON STOCK 688582105 1308 96000
SH SOLE 96000 0 0
OUTBACK STEAKHOUSE INC COMMON STOCK 689899102 15141 594500
SH SOLE 594500 0 0
OVERSEAS SHIPHOLDING COMMON STOCK 690368105 3564 230880
SH SOLE 230880 0 0
OWENS CORNING COMMON STOCK 69073F103 4253 196100
SH SOLE 196100 0 0
OWENS-ILLINOIS INC COMMON STOCK 690768403 8698 439000
SH SOLE 439000 0 0
OXFORD HEALTH PLANS COMMON STOCK 691471106 6719 537500
SH SOLE 537500 0 0
P G & E CORP COMMON STOCK 69331C108 39054 1509338
SH SOLE 1509338 0 0
P P & L RESOURCES INC COMMON STOCK 693499105 16256 600700
SH SOLE 600700 0 0
PACCAR INC COMMON STOCK 693718108 13807 271390
SH SOLE 271390 0 0
PACIFIC CENTURY FINL CORP COMMON STOCK 694058108 11593 567230
SH SOLE 567230 0 0
PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112102 24872 575083
SH SOLE 575083 0 0
PACIFICORP COMMON STOCK 695114108 18189 903800
SH SOLE 903800 0 0
PACKAGED ICE INC COMMON STOCK 695148106 83 24600
SH SOLE 24600 0 0
PAGING NETWORK INC COMMON STOCK 695542100 276 268000
SH SOLE 268000 0 0
PAINE WEBBER GROUP INC COMMON STOCK 695629105 17415 480425
SH SOLE 480425 0 0
PALL CORP COMMON STOCK 696429307 7769 335033
SH SOLE 335033 0 0
PANERA BREAD CO CLASS A COMMON STOCK 69840W108 1827 275800
SH SOLE 275800 0 0
PANTRY INC COMMON STOCK 698657103 1602 144000
SH SOLE 144000 0 0
PAPA JOHN'S INTL INC COMMON STOCK 698813102 18339 444575
SH SOLE 444575 0 0
PARAMETRIC TECHNOLOGY CP COMMON STOCK 699173100 10608 785800
SH SOLE 785800 0 0
PARKER HANNIFIN CORP COMMON STOCK 701094104 23246 518750
SH SOLE 518750 0 0
PARTNERRE LTD FOREIGN STOCK G6852T105 7002 201500
SH SOLE 201500 0 0
PATTERSON DENTAL CO COMMON STOCK 703412106 620 12500
SH SOLE 12500 0 0
PAUL HARRIS STORES INC COMMON STOCK 703555201 677 171900
SH SOLE 171900 0 0
PAYCHEX INC COMMON STOCK 704326107 27208 797299
SH SOLE 797299 0 0
PAYLESS SHOESOURCE INC COMMON STOCK 704379106 12079 239188
SH SOLE 239188 0 0
PC CONNECTION INC COMMON STOCK 69318J100 1937 129100
SH SOLE 129100 0 0
PE CORP-PE BIOSYSTEMS GRP COMMON STOCK 69332S102 33408 462400
SH SOLE 462400 0 0
PECO ENERGY CO COMMON STOCK 693304107 21788 581000
SH SOLE 581000 0 0
PEGASUS COMMUNICATIONS CP COMMON STOCK 705904100 5844 129500
SH SOLE 129500 0 0
PEGASUS SYSTEMS INC COMMON STOCK 705906105 2606 69500
SH SOLE 69500 0 0
PENNEY (J C) CO INC COMMON STOCK 708160106 36705 1063900
SH SOLE 1063900 0 0
PENNZOIL-QUAKER STATE CO COMMON STOCK 709323109 6461 511735
SH SOLE 511735 0 0
PENTAIR INC COMMON STOCK 709631105 11877 296000
SH SOLE 296000 0 0
PENTON MEDIA INC COMMON STOCK 709668107 208 12800
SH SOLE 12800 0 0
PEOPLES ENERGY CORP COMMON STOCK 711030106 4381 124500
SH SOLE 124500 0 0
PEOPLES HERITAGE FIN'L GP COMMON STOCK 711147108 391 23500
SH SOLE 23500 0 0
PEOPLESOFT INC COMMON STOCK 712713106 28663 1692300
SH SOLE 1692300 0 0
PEP BOYS MANNY MO JK COMMON STOCK 713278109 2175 146200
SH SOLE 146200 0 0
PEPSICO INC COMMON STOCK 713448108 178475 5851654
SH SOLE 5851654 0 0
PEREGRINE SYSTEMS INC COMMON STOCK 71366Q101 14809 363400
SH SOLE 363400 0 0
PERFORMANCE FOOD GROUP COMMON STOCK 713755106 1343 52400
SH SOLE 52400 0 0
PERRIGO COMPANY COMMON STOCK 714290103 3465 440000
SH SOLE 440000 0 0
PERSONNEL GROUP OF AMER COMMON STOCK 715338109 1069 171000
SH SOLE 171000 0 0
PETROLEUM GEO-SVCS ADR COMMON STOCK 716597109 2587 135700
SH SOLE 135700 0 0
PFIZER INC COMMON STOCK 717081103 484177 13496225
SH SOLE 13496225 0 0
PHARMACIA & UPJOHN INC COMMON STOCK 716941109 87034 1753835
SH SOLE 1753835 0 0
PHARMACOPEIA INC COMMON STOCK 71713B104 973 89500
SH SOLE 89500 0 0
PHARMACYCLICS INC COMMON STOCK 716933106 1210 29600
SH SOLE 29600 0 0
PHELPS DODGE CORP COMMON STOCK 717265102 9807 178100
SH SOLE 178100 0 0
PHILIP MORRIS COMPANIES COMMON STOCK 718154107 267196 7815600
SH SOLE 7815600 0 0
PHILLIPS PETROLEUM COMMON STOCK 718507106 50685 1039700
SH SOLE 1039700 0 0
PHOENIX INVT PARTNERS COMMON STOCK 719085102 638 76200
SH SOLE 76200 0 0
PHOTON DYNAMICS INC COMMON STOCK 719364101 21 1000
SH SOLE 1000 0 0
PHOTRONICS INC COMMON STOCK 719405102 471 21000
SH SOLE 21000 0 0
PIER 1 IMPORTS INC COMMON STOCK 720279108 1504 229200
SH SOLE 229200 0 0
PINNACLE HOLDINGS INC COMMON STOCK 72346N101 541 20700
SH SOLE 20700 0 0
PINNACLE SYSTEMS INC COMMON STOCK 723481107 14645 345600
SH SOLE 345600 0 0
PINNACLE WEST CAPITAL CP COMMON STOCK 723484101 22334 614000
SH SOLE 614000 0 0
PIONEER HI-BRED INTL COMMON STOCK 723686101 29218 736200
SH SOLE 736200 0 0
PIONEER NATURAL RESOURCES COMMON STOCK 723787107 6956 654700
SH SOLE 654700 0 0
PITNEY-BOWES INC COMMON STOCK 724479100 71041 1165800
SH SOLE 1165800 0 0
PITTSTON BRINKS GROUP COMMON STOCK 725701106 6377 275000
SH SOLE 275000 0 0
PLACER DOME INC COMMON STOCK 725906101 14160 951900
SH SOLE 951900 0 0
PLAYERS INTERNATIONAL INC COMMON STOCK 727903106 647 87300
SH SOLE 87300 0 0
PMC-SIERRA INC COMMON STOCK 69344F106 2997 32400
SH SOLE 32400 0 0
PNC BANK CORP COMMON STOCK 693475105 56070 1064200
SH SOLE 1064200 0 0
POGO PRODUCING CO COMMON STOCK 730448107 981 47300
SH SOLE 47300 0 0
POLAROID CORP COMMON STOCK 731095105 2708 104153
SH SOLE 104153 0 0
POLICY MGMT SYSTEMS COMMON STOCK 731108106 12375 391300
SH SOLE 391300 0 0
POLYCOM INC COMMON STOCK 73172K104 11085 232600
SH SOLE 232600 0 0
POLYMEDICA CORP COMMON STOCK 731738100 3174 136500
SH SOLE 136500 0 0
POLYMER GROUP INC COMMON STOCK 731745105 667 45200
SH SOLE 45200 0 0
POPULAR INC COMMON STOCK 733174106 269 9700
SH SOLE 9700 0 0
POST PROPERTIES INC COMMON STOCK 737464107 1061 27000
SH SOLE 27000 0 0
POTASH CORP SASKATCHEWAN COMMON STOCK 73755L107 165 3200
SH SOLE 3200 0 0
POTLATCH CORP COMMON STOCK 737628107 3011 73100
SH SOLE 73100 0 0
POTOMAC ELECTRIC POWER COMMON STOCK 737679100 20630 811000
SH SOLE 811000 0 0
POWER INTEGRATIONS INC COMMON STOCK 739276103 7728 111600
SH SOLE 111600 0 0
POWERWAVE TECHNOLOGIES COMMON STOCK 739363109 7344 152300
SH SOLE 152300 0 0
PPG INDUSTRIES COMMON STOCK 693506107 43362 722700
SH SOLE 722700 0 0
PRAXAIR INC COMMON STOCK 74005P104 25190 547600
SH SOLE 547600 0 0
PRECISION CASTPARTS COMMON STOCK 740189105 5127 168100
SH SOLE 168100 0 0
PRECISION RESPONSE CORP COMMON STOCK 740314109 1171 95600
SH SOLE 95600 0 0
PREMARK INTERNATIONAL COMMON STOCK 740459102 21740 430500
SH SOLE 430500 0 0
PREMIER PARKS INC COMMON STOCK 740540208 18981 654500
SH SOLE 654500 0 0
PREPAID LEGAL SERVICES COMMON STOCK 740065107 2528 64200
SH SOLE 64200 0 0
PRESIDENTIAL LIFE CORP COMMON STOCK 740884101 515 30100
SH SOLE 30100 0 0
PRI AUTOMATION INC COMMON STOCK 69357H106 9244 255900
SH SOLE 255900 0 0
PRICE (T ROWE) ASSOC COMMON STOCK 741477103 24529 894000
SH SOLE 894000 0 0
PRIDE INTERNATIONAL INC COMMON STOCK 741932107 384 27100
SH SOLE 27100 0 0
PRIMARK CORP COMMON STOCK 741903108 2448 86100
SH SOLE 86100 0 0
PRIORITY HEALTHCARE-CL B COMMON STOCK 74264T102 1192 38600
SH SOLE 38600 0 0
PROCTER & GAMBLE CO COMMON STOCK 742718109 459816 4904700
SH SOLE 4904700 0 0
PROFESSIONAL DETAILING COMMON STOCK 74312N107 6082 234500
SH SOLE 234500 0 0
PROFIT RECOVERY GRP INTL COMMON STOCK 743168106 1825 40887
SH SOLE 40887 0 0
PROGRESS SOFTWARE CORP COMMON STOCK 743312100 1481 47200
SH SOLE 47200 0 0
PROGRESSIVE CORP COMMON STOCK 743315103 18461 226000
SH SOLE 226000 0 0
PROJECT SOFTWARE & DEVLOP COMMON STOCK 74339P101 1701 31800
SH SOLE 31800 0 0
PROLOGIS TRUST COMMON STOCK 743410102 6912 366200
SH SOLE 366200 0 0
PROMUS HOTEL CORP COMMON STOCK 74342P106 17367 533354
SH SOLE 533354 0 0
PROTECTIVE LIFE CORP COMMON STOCK 743674103 20593 710100
SH SOLE 710100 0 0
PROVANTAGE HEALTH SERVICE COMMON STOCK 743725103 389 37700
SH SOLE 37700 0 0
PROVIDENT FINANCIAL GROUP COMMON STOCK 743866105 10976 300200
SH SOLE 300200 0 0
PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 46871 591900
SH SOLE 591900 0 0
PROVINCE HEALTHCARE CO COMMON STOCK 743977100 757 124800
SH SOLE 124800 0 0
PROXICOM INC COMMON STOCK 744282104 2322 39700
SH SOLE 39700 0 0
PROXIM INC COMMON STOCK 744284100 6233 135500
SH SOLE 135500 0 0
PSS WORLD MEDICAL INC COMMON STOCK 69366A100 6314 706500
SH SOLE 706500 0 0
PUBLIC SERVICE OF N MEX COMMON STOCK 744499104 4991 273500
SH SOLE 273500 0 0
PUBLIC SERVICE ENTERPRISE COMMON STOCK 744573106 27285 706400
SH SOLE 706400 0 0
PUGET SOUND ENERGY INC COMMON STOCK 745332106 13086 583200
SH SOLE 583200 0 0
PULTE CORP COMMON STOCK 745867101 3930 180700
SH SOLE 180700 0 0
QLOGIC CORP COMMON STOCK 747277101 33294 476900
SH SOLE 476900 0 0
QLT PHOTOTHERAPEUTICS INC COMMON STOCK 746927102 375 4900
SH SOLE 4900 0 0
QRS CORP COMMON STOCK 74726X105 10061 156900
SH SOLE 156900 0 0
QUAKER OATS CO COMMON STOCK 747402105 32986 533100
SH SOLE 533100 0 0
QUALCOMM INC COMMON STOCK 747525103 86270 456000
SH SOLE 456000 0 0
QUANTA SERVICES INC COMMON STOCK 74762E102 4494 153300
SH SOLE 153300 0 0
QUANTUM CORP DSSG COMMON STOCK 747906204 16633 1182800
SH SOLE 1182800 0 0
QUEENS COUNTY BANCORP INC COMMON STOCK 748242104 573 20750
SH SOLE 20750 0 0
QUESTAR CORP COMMON STOCK 748356102 10081 556200
SH SOLE 556200 0 0
QUIKSILVER INC COMMON STOCK 74838C106 939 51450
SH SOLE 51450 0 0
QUINTILES TRANSNATIONAL COMMON STOCK 748767100 27692 1455100
SH SOLE 1455100 0 0
QUORUM HEALTH GROUP INC COMMON STOCK 749084109 3457 491700
SH SOLE 491700 0 0
R & B FALCON CORP COMMON STOCK 74912E101 593 45200
SH SOLE 45200 0 0
RADIAN GROUP INC COMMON STOCK 750236101 5153 120000
SH SOLE 120000 0 0
RADISYS CORP COMMON STOCK 750459109 2398 61100
SH SOLE 61100 0 0
RADWARE LTD COMMON STOCK M81873107 22 800
SH SOLE 800 0 0
RALSTON-RALSTON PURINA GR COMMON STOCK 751277302 33082 1186800
SH SOLE 1186800 0 0
RARE HOSPITALITY INTL INC COMMON STOCK 753820109 1611 74500
SH SOLE 74500 0 0
RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 17545 599200
SH SOLE 599200 0 0
RAYONIER INC COMMON STOCK 754907103 9152 217900
SH SOLE 217900 0 0
RAYTHEON CO-CL A COMMON STOCK 755111309 6038 124500
SH SOLE 124500 0 0
RAYTHEON CO-CL B COMMON STOCK 755111408 91201 1837800
SH SOLE 1837800 0 0
READERS DIGEST ASSN-CL A COMMON STOCK 755267101 21367 730500
SH SOLE 730500 0 0
REEBOK INTERNATIONAL COMMON STOCK 758110100 1756 164300
SH SOLE 164300 0 0
REGAL-BELOIT CORP COMMON STOCK 758750103 187 9000
SH SOLE 9000 0 0
REGIONS FINANCIAL CORP COMMON STOCK 758940100 22174 739140
SH SOLE 739140 0 0
REHABCARE GROUP INC COMMON STOCK 759148109 364 20500
SH SOLE 20500 0 0
RELIANT ENERGY INC COMMON STOCK 75952J108 27744 1025184
SH SOLE 1025184 0 0
RELIASTAR FINANCIAL CORP COMMON STOCK 75952U103 20110 604800
SH SOLE 604800 0 0
REMEDY CORP COMMON STOCK 759548100 2094 73800
SH SOLE 73800 0 0
RENAISSANCERE HLDGS LTD COMMON STOCK G7496G103 4218 121600
SH SOLE 121600 0 0
RENAL CARE GROUP INC COMMON STOCK 759930100 423 19300
SH SOLE 19300 0 0
RENT-A-CENTER INC COMMON STOCK 76009N100 5751 308800
SH SOLE 308800 0 0
RENT-WAY INC COMMON STOCK 76009U104 1585 83400
SH SOLE 83400 0 0
REPSOL S A - ADR FOREIGN STOCK 76026T205 15792 792100
SH SOLE 792100 0 0
REPUBLIC BANCORP COMMON STOCK 760282103 1116 96500
SH SOLE 96500 0 0
REPUBLIC NEW YORK CORP COMMON STOCK 760719104 19402 315800
SH SOLE 315800 0 0
REUTERS GRP PLC - ADR FOREIGN STOCK 76132M102 101 1473
SH SOLE 1473 0 0
REX STORES CORP COMMON STOCK 761624105 1535 49500
SH SOLE 49500 0 0
REYNOLDS & REYNOLDS-CL A COMMON STOCK 761695105 10556 518100
SH SOLE 518100 0 0
REYNOLDS METALS CO COMMON STOCK 761763101 13458 222900
SH SOLE 222900 0 0
RF MICRO DEVICES INC COMMON STOCK 749941100 23868 521700
SH SOLE 521700 0 0
RITCHIE BROS AUCTIONEERS COMMON STOCK 767744105 1159 30500
SH SOLE 30500 0 0
RITE AID CORP COMMON STOCK 767754104 9931 719000
SH SOLE 719000 0 0
RJ REYNOLDS TOBACCO HLDGS COMMON STOCK 76182K105 20032 741933
SH SOLE 741933 0 0
ROBERT HALF INTL INC COMMON STOCK 770323103 14682 618200
SH SOLE 618200 0 0
ROCKWELL INTL CORP COMMON STOCK 773903109 73789 1405500
SH SOLE 1405500 0 0
ROGERS COMMUNICATIONS FOREIGN STOCK 775109200 1649 98100
SH SOLE 98100 0 0
ROHM & HAAS CO COMMON STOCK 775371107 30114 833600
SH SOLE 833600 0 0
ROLLINS INC COMMON STOCK 775711104 2969 192300
SH SOLE 192300 0 0
ROLLINS TRUCKING LEASING COMMON STOCK 775741101 337 33300
SH SOLE 33300 0 0
ROSLYN BANCORP INC COMMON STOCK 778162107 434 24300
SH SOLE 24300 0 0
ROSS STORES INC COMMON STOCK 778296103 13880 689700
SH SOLE 689700 0 0
ROSTELECOM-SP ADR FOREIGN STOCK 778529107 142 30660
SH SOLE 30660 0 0
ROWAN COMPANIES INC COMMON STOCK 779382100 3281 201900
SH SOLE 201900 0 0
ROYAL CARIBBEAN CRUISES COMMON STOCK V7780T103 25908 575740
SH SOLE 575740 0 0
ROYAL DUTCH PETRO NY COMMON STOCK 780257804 458355 7760500
SH SOLE 7760500 0 0
RPM INC COMMON STOCK 749685103 8757 718545
SH SOLE 718545 0 0
RSA SECURITY INC COMMON STOCK 749719100 837 31500
SH SOLE 31500 0 0
RUDDICK CORP COMMON STOCK 781258108 4824 303900
SH SOLE 303900 0 0
RUSSELL CORP COMMON STOCK 782352108 1182 83300
SH SOLE 83300 0 0
RYDER SYSTEM INC COMMON STOCK 783549108 4093 200900
SH SOLE 200900 0 0
RYERSON TULL INC COMMON STOCK 78375P107 3917 169400
SH SOLE 169400 0 0
S3 INC COMMON STOCK 784849101 1107 106100
SH SOLE 106100 0 0
SABRE GROUP HOLDINGS INC COMMON STOCK 785905100 6850 159300
SH SOLE 159300 0 0
SAFECO CORP COMMON STOCK 786429100 15688 560300
SH SOLE 560300 0 0
SAFEWAY INC COMMON STOCK 786514208 75767 1990600
SH SOLE 1990600 0 0
SAKS INC COMMON STOCK 79377W108 14461 952180
SH SOLE 952180 0 0
SALEM COMMUNICATIONS-CL A COMMON STOCK 794093104 3858 151300
SH SOLE 151300 0 0
SANDISK CORP COMMON STOCK 80004C101 5945 91200
SH SOLE 91200 0 0
SANMINA CORP COMMON STOCK 800907107 63076 815200
SH SOLE 815200 0 0
SANTA FE SNYDER CORP COMMON STOCK 80218K105 10491 1165700
SH SOLE 1165700 0 0
SARA LEE CORP COMMON STOCK 803111103 75861 3245400
SH SOLE 3245400 0 0
SAUCONY INC-CL B COMMON STOCK 804120202 194 12300
SH SOLE 12300 0 0
SBC COMMUNICATIONS INC COMMON STOCK 78387G103 339378 6646327
SH SOLE 6646327 0 0
SBS BROADCASTING SA COMMON STOCK L8137F102 1217 31400
SH SOLE 31400 0 0
SCANA CORP COMMON STOCK 805898103 17316 715900
SH SOLE 715900 0 0
SCHEIN PHARMACEUTICAL INC COMMON STOCK 806416103 246 26200
SH SOLE 26200 0 0
SCHERING-PLOUGH CORP COMMON STOCK 806605101 285355 6541100
SH SOLE 6541100 0 0
SCHLUMBERGER LTD COMMON STOCK 806857108 111316 1786416
SH SOLE 1786416 0 0
SCHOLASTIC CORP COMMON STOCK 807066105 5860 117200
SH SOLE 117200 0 0
SCHULMAN (A) INC COMMON STOCK 808194104 3617 208937
SH SOLE 208937 0 0
SCHWAB (CHARLES) CORP COMMON STOCK 808513105 82551 2468800
SH SOLE 2468800 0 0
SCI SYSTEM INC COMMON STOCK 783890106 21890 492600
SH SOLE 492600 0 0
SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 17560 354300
SH SOLE 354300 0 0
SEAGATE TECHNOLOGY COMMON STOCK 811804103 22988 750620
SH SOLE 750620 0 0
SEAGRAM CO LTD COMMON STOCK 811850106 73164 1608000
SH SOLE 1608000 0 0
SEALED AIR CORP COMMON STOCK 81211K100 52560 1024304
SH SOLE 1024304 0 0
SEALED AIR CORP PFD A COMMON STOCK 81211K209 5532 109000
SH SOLE 109000 0 0
SEARS ROEBUCK & CO COMMON STOCK 812387108 44129 1406500
SH SOLE 1406500 0 0
SECURITY CAPITAL GRP-CL B COMMON STOCK 81413P204 6933 472000
SH SOLE 472000 0 0
SEI INVESTMENTS CO COMMON STOCK 784117103 179 2000
SH SOLE 2000 0 0
SEMPRA ENERGY COMMON STOCK 816851109 16567 796015
SH SOLE 796015 0 0
SEMTECH CORP COMMON STOCK 816850101 2216 60500
SH SOLE 60500 0 0
SENSORMATIC ELECTRONICS COMMON STOCK 817265101 11891 937200
SH SOLE 937200 0 0
SEPRACOR INC COMMON STOCK 817315104 17214 228000
SH SOLE 228000 0 0
SEQUA CORP-CL A COMMON STOCK 817320104 4738 75200
SH SOLE 75200 0 0
SERVICE CORP INTL COMMON STOCK 817565104 16658 1577100
SH SOLE 1577100 0 0
SFX ENTERTAINMENT CL A COMMON STOCK 784178105 6477 211500
SH SOLE 211500 0 0
SHARED MEDICAL SYSTEMS COMMON STOCK 819486101 4081 87300
SH SOLE 87300 0 0
SHAW INDUSTRIES INC COMMON STOCK 820286102 19040 1199400
SH SOLE 1199400 0 0
SHELL TRANS & TRADING-ADR FOREIGN STOCK 822703609 5142 113000
SH SOLE 113000 0 0
SHERWIN-WILLIAMS CO COMMON STOCK 824348106 12112 578500
SH SOLE 578500 0 0
SHOPKO STORES INC COMMON STOCK 824911101 345 11900
SH SOLE 11900 0 0
SIEBEL SYSTEMS INC COMMON STOCK 826170102 41967 629900
SH SOLE 629900 0 0
SIERRA PACIFIC RESOURCES COMMON STOCK 826428104 11443 514300
SH SOLE 514300 0 0
SIGMA-ALDRICH CORP COMMON STOCK 826552101 9639 303600
SH SOLE 303600 0 0
SILICON GRAPHICS COMMON STOCK 827056102 5885 538100
SH SOLE 538100 0 0
SIMON PROPERTY SER B-PFD COMMON STOCK 828806406 12057 170875
SH SOLE 170875 0 0
SLI INC COMMON STOCK 78442T108 2131 100000
SH SOLE 100000 0 0
SLM HOLDING CORP COMMON STOCK 78442A109 60897 1416200
SH SOLE 1416200 0 0
SM&A CORP COMMON STOCK 784432106 639 82500
SH SOLE 82500 0 0
SMITH INTERNATIONAL INC COMMON STOCK 832110100 14143 349200
SH SOLE 349200 0 0
SMITHFIELD FOODS INC COMMON STOCK 832248108 11770 440000
SH SOLE 440000 0 0
SMUCKER (J M) CO COMMON STOCK 832696108 4077 193000
SH SOLE 193000 0 0
SMURFIT-STONE CONTAINER COMMON STOCK 832727101 1263 58400
SH SOLE 58400 0 0
SNAP-ON INC COMMON STOCK 833034101 6380 196300
SH SOLE 196300 0 0
SNYDER COMMUNICATIONS INC COMMON STOCK 832914105 7665 504700
SH SOLE 504700 0 0
SOLA INTERNATIONAL INC COMMON STOCK 834092108 442 28500
SH SOLE 28500 0 0
SOLECTRON CORP COMMON STOCK 834182107 158976 2213760
SH SOLE 2213760 0 0
SOLUTIA INC COMMON STOCK 834376105 15744 880800
SH SOLE 880800 0 0
SONAT INC COMMON STOCK 835415100 31286 788300
SH SOLE 788300 0 0
SONIC AUTOMOTIVE INC COMMON STOCK 83545G102 1477 113600
SH SOLE 113600 0 0
SONOCO PRODUCTS CO COMMON STOCK 835495102 15919 697824
SH SOLE 697824 0 0
SONY CORP FOREIGN STOCK 835699307 28917 192700
SH SOLE 192700 0 0
SOTHEBYS HLDS-CL A COMMON STOCK 835898107 10126 392300
SH SOLE 392300 0 0
SOUTHDOWN INC COMMON STOCK 841297104 16858 315100
SH SOLE 315100 0 0
SOUTHERN CO COMMON STOCK 842587107 58257 2262400
SH SOLE 2262400 0 0
SOUTHTRUST CORP COMMON STOCK 844730101 23846 664700
SH SOLE 664700 0 0
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 47102 3101387
SH SOLE 3101387 0 0
SOVEREIGN BANCORP INC COMMON STOCK 845905108 11398 1253400
SH SOLE 1253400 0 0
SPRINGS INDUSTRIES-CL A COMMON STOCK 851783100 3071 90500
SH SOLE 90500 0 0
SPRINT CORP (FON GROUP) COMMON STOCK 852061100 246778 4548900
SH SOLE 4548900 0 0
SPRINT CORP (PCS GROUP) COMMON STOCK 852061506 99396 1333050
SH SOLE 1333050 0 0
SPSS INC COMMON STOCK 78462K102 2093 107700
SH SOLE 107700 0 0
SPX CORPORATION COMMON STOCK 784635104 19874 219001
SH SOLE 219001 0 0
ST JOE CORP (THE) COMMON STOCK 790148100 6469 300000
SH SOLE 300000 0 0
ST JUDE MEDICAL INC COMMON STOCK 790849103 8373 265797
SH SOLE 265797 0 0
ST PAUL COMPANIES COMMON STOCK 792860108 21138 768660
SH SOLE 768660 0 0
STANDARD PRODUCTS CO COMMON STOCK 853836104 2482 70100
SH SOLE 70100 0 0
STANDARD REGISTER CO COMMON STOCK 853887107 4627 196900
SH SOLE 196900 0 0
STANLEY WORKS COMMON STOCK 854616109 6433 255400
SH SOLE 255400 0 0
STAPLES INC COMMON STOCK 855030102 28367 1300487
SH SOLE 1300487 0 0
STARBUCKS CORP COMMON STOCK 855244109 30035 1212000
SH SOLE 1212000 0 0
STARTEK INC COMMON STOCK 85569C107 6294 114700
SH SOLE 114700 0 0
STARWOOD HOTELS & RESORTS COMMON STOCK 85590A203 1582 70900
SH SOLE 70900 0 0
STATE STREET CORP COMMON STOCK 857477103 31085 481000
SH SOLE 481000 0 0
STERIS CORP COMMON STOCK 859152100 6240 453800
SH SOLE 453800 0 0
STERLING COMMERCE INC COMMON STOCK 859205106 12547 675946
SH SOLE 675946 0 0
STERLING SOFTWARE INC COMMON STOCK 859547101 11532 576600
SH SOLE 576600 0 0
STEWART & STEVENSON SERV COMMON STOCK 860342104 2286 174200
SH SOLE 174200 0 0
STEWART ENTERPRISES CL A COMMON STOCK 860370105 4992 823400
SH SOLE 823400 0 0
STMICROELECTRONICS NV FOREIGN STOCK 861012102 21046 284400
SH SOLE 284400 0 0
STORAGE TECHNOLOGY CORP COMMON STOCK 862111200 13101 678364
SH SOLE 678364 0 0
STRUCTURAL DYNAMICS RES COMMON STOCK 863555108 8280 550863
SH SOLE 550863 0 0
STRYKER CORP COMMON STOCK 863667101 34152 668000
SH SOLE 668000 0 0
SUCCESSORIES INC COMMON STOCK 864591102 62 29100
SH SOLE 29100 0 0
SUIZA FOODS CORP COMMON STOCK 865077101 11488 306355
SH SOLE 306355 0 0
SUMMIT BANCORP COMMON STOCK 866005101 25548 787600
SH SOLE 787600 0 0
SUN MICROSYSTEMS INC COMMON STOCK 866810104 267022 2871200
SH SOLE 2871200 0 0
SUNGARD DATA SYSTEMS COMMON STOCK 867363103 22926 871300
SH SOLE 871300 0 0
SUNOCO INC COMMON STOCK 86764P109 12402 453033
SH SOLE 453033 0 0
SUNTRUST BANKS INC COMMON STOCK 867914103 80292 1221164
SH SOLE 1221164 0 0
SUPERIOR INDUSTRIES INC COMMON STOCK 868168105 6391 228250
SH SOLE 228250 0 0
SUPERVALU INC COMMON STOCK 868536103 9246 419100
SH SOLE 419100 0 0
SWIFT TRANSPORTATION CO COMMON STOCK 870756103 10639 540400
SH SOLE 540400 0 0
SYBASE INC COMMON STOCK 871130100 1383 117100
SH SOLE 117100 0 0
SYBRON INTL CORP COMMON STOCK 87114F106 19041 708500
SH SOLE 708500 0 0
SYLVAN LEARNING SYSTEMS COMMON STOCK 871399101 7372 380500
SH SOLE 380500 0 0
SYMANTEC CORP COMMON STOCK 871503108 13618 378600
SH SOLE 378600 0 0
SYMBOL TECHNOLOGIES INC COMMON STOCK 871508107 22150 658725
SH SOLE 658725 0 0
SYNBIOTICS CORP COMMON STOCK 871566105 112 43600
SH SOLE 43600 0 0
SYNOPSYS INC COMMON STOCK 871607107 27567 490900
SH SOLE 490900 0 0
SYNOVUS FINANCIAL CORP COMMON STOCK 87161C105 14024 750450
SH SOLE 750450 0 0
SYNTHETECH INC COMMON STOCK 87162E100 678 157300
SH SOLE 157300 0 0
SYSCO CO COMMON STOCK 871829107 44301 1263500
SH SOLE 1263500 0 0
TALBOTS INC COMMON STOCK 874161102 550 12300
SH SOLE 12300 0 0
TALISMAN ENERGY INC COMMON STOCK 87425E103 10580 353400
SH SOLE 353400 0 0
TANDY CORP COMMON STOCK 875382103 30337 586936
SH SOLE 586936 0 0
TCF FINANCIAL CORP COMMON STOCK 872275102 16912 592100
SH SOLE 592100 0 0
TD WATERHOUSE GROUP COMMON STOCK 872362108 1243 96100
SH SOLE 96100 0 0
TECH DATA CORP COMMON STOCK 878237106 8349 358600
SH SOLE 358600 0 0
TECHNE CORP COMMON STOCK 878377100 3483 111000
SH SOLE 111000 0 0
TECO ENERGY COMMON STOCK 872375100 20100 951500
SH SOLE 951500 0 0
TECUMSEH PRODUCTS-CL A COMMON STOCK 878895200 7774 155100
SH SOLE 155100 0 0
TEKELEC COMMON STOCK 879101103 631 45700
SH SOLE 45700 0 0
TEKTRONIX INC COMMON STOCK 879131100 4367 130350
SH SOLE 130350 0 0
TELEFLEX INC COMMON STOCK 879369106 10467 265400
SH SOLE 265400 0 0
TELEPHONE & DATA SYSTEMS COMMON STOCK 879433100 37310 420100
SH SOLE 420100 0 0
TELLABS INC COMMON STOCK 879664100 72413 1271800
SH SOLE 1271800 0 0
TEMPLE-INLAND INC COMMON STOCK 879868107 11523 188900
SH SOLE 188900 0 0
TENET HEALTHCARE CORP COMMON STOCK 88033G100 56449 3214200
SH SOLE 3214200 0 0
TENNECO INC COMMON STOCK 88037E101 10863 639000
SH SOLE 639000 0 0
TERADYNE INC COMMON STOCK 880770102 61666 1749400
SH SOLE 1749400 0 0
TETRA TECH INC COMMON STOCK 88162G103 6852 410635
SH SOLE 410635 0 0
TEVA PHARMACEUTICAL-ADR COMMON STOCK 881624209 8654 172000
SH SOLE 172000 0 0
TEXACO INC COMMON STOCK 881694103 127915 2026372
SH SOLE 2026372 0 0
TEXAS INDUSTRIES INC COMMON STOCK 882491103 255 6900
SH SOLE 6900 0 0
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 263866 3208100
SH SOLE 3208100 0 0
TEXAS UTILITIES CO COMMON STOCK 882848104 36897 988877
SH SOLE 988877 0 0
TEXTRON INC COMMON STOCK 883203101 52901 683700
SH SOLE 683700 0 0
THE PMI GROUP INC COMMON STOCK 69344M101 15314 374650
SH SOLE 374650 0 0
THERMO ELECTRON CORP COMMON STOCK 883556102 6197 461187
SH SOLE 461187 0 0
THOMAS & BETTS CORP COMMON STOCK 884315102 18447 361700
SH SOLE 361700 0 0
THOMAS GROUP INC COMMON STOCK 884402108 177 21300
SH SOLE 21300 0 0
THQ INC COMMON STOCK 872443403 362 8400
SH SOLE 8400 0 0
THREE-FIVE SYSTEMS INC COMMON STOCK 88554L108 1328 60000
SH SOLE 60000 0 0
TIDEWATER INC COMMON STOCK 886423102 9948 390100
SH SOLE 390100 0 0
TIFFANY & CO COMMON STOCK 886547108 34284 572000
SH SOLE 572000 0 0
TIME WARNER INC COMMON STOCK 887315109 337452 5554760
SH SOLE 5554760 0 0
TIMES MIRROR CO CL A COMMON STOCK 887364107 17348 263600
SH SOLE 263600 0 0
TIMKEN CO COMMON STOCK 887389104 2582 160100
SH SOLE 160100 0 0
TIVO INC COMMON STOCK 888706108 311 10400
SH SOLE 10400 0 0
TJX COMPANIES INC COMMON STOCK 872540109 40814 1454400
SH SOLE 1454400 0 0
TOMMY HILFIGER COMMON STOCK G8915Z102 11486 407500
SH SOLE 407500 0 0
TORCHMARK CORP COMMON STOCK 891027104 11812 456500
SH SOLE 456500 0 0
TOSCO CORP COMMON STOCK 891490302 22579 894200
SH SOLE 894200 0 0
TOTAL RENAL CARE HLDGS COMMON STOCK 89151A107 5281 710066
SH SOLE 710066 0 0
TOYS R US INC COMMON STOCK 892335100 12505 833650
SH SOLE 833650 0 0
TRANSACTION SYS ARCHITECT COMMON STOCK 893416107 5953 221000
SH SOLE 221000 0 0
TRANSOCEAN OFFSHORE INC COMMON STOCK G90076103 22785 744000
SH SOLE 744000 0 0
TRANSWITCH CORP COMMON STOCK 894065101 11939 209450
SH SOLE 209450 0 0
TRAVELERS PROP CASUAL-CLA COMMON STOCK 893939108 637 21600
SH SOLE 21600 0 0
TRIBUNE COMPANY COMMON STOCK 896047107 43312 870600
SH SOLE 870600 0 0
TRICON GLOBAL RESTAURANTS COMMON STOCK 895953107 19465 475485
SH SOLE 475485 0 0
TRIGON HEALTHCARE INC COMMON STOCK 89618L100 13285 454200
SH SOLE 454200 0 0
TRINITY INDUSTRIES INC COMMON STOCK 896522109 9244 299400
SH SOLE 299400 0 0
TRIPOS INC COMMON STOCK 896928108 474 74300
SH SOLE 74300 0 0
TRIQUINT SEMICONDUCTOR COMMON STOCK 89674K103 8292 145000
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TRW INC COMMON STOCK 872649108 27323 549200
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TUPPERWARE CORP COMMON STOCK 899896104 3947 194900
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TYCO INTERNATIONAL LTD COMMON STOCK 902124106 440303 4264434
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TYSON FOODS INC-CL A COMMON STOCK 902494103 25586 1556550
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UAL CORP COMMON STOCK 902549500 3187 48800
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UCAR INTERNATIONAL COMMON STOCK 90262K109 9109 399300
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UNICOM CORP COMMON STOCK 904911104 26536 718400
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UNITED HEALTHCARE CORP COMMON STOCK 910581107 43424 891900
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UNITED PAN-EUROPE FOREIGN STOCK 911300200 37 600
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UNITED RENTALS INC COMMON STOCK 911363109 4448 204500
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UNIVERSAL FOODS CORP COMMON STOCK 913538104 7693 335400
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UNIVISION COMMUNICATIONS COMMON STOCK 914906102 54521 670000
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UNOVA INC COMMON STOCK 91529B106 889 66500
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UST INC COMMON STOCK 902911106 16045 531500
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USX-U S STEEL GROUP INC COMMON STOCK 90337T101 8926 346640
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VARCO INTERNATIONAL INC COMMON STOCK 922126107 5211 427600
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VASTAR RESOURCES INC COMMON STOCK 922380100 1889 30200
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VEECO INSTRUMENTS INC COMMON STOCK 922417100 1446 51650
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VENTANA MEDICAL SYSTEMS COMMON STOCK 92276H106 257 15100
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VENTIV HEALTH INC COMMON STOCK 922793104 1661 168231
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VERISIGN INC COMMON STOCK 92343E102 415 3900
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VERITAS SOFTWARE CORP COMMON STOCK 923436109 106085 1397000
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VERITY INC COMMON STOCK 92343C106 4789 69600
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VERTEX PHARMACEUTICALS COMMON STOCK 92532F100 525 16900
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VERTICALNET INC COMMON STOCK 92532L107 2760 74600
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VF CORP COMMON STOCK 918204108 16055 517900
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VIACOM INC-CL B COMMON STOCK 925524308 111871 2647824
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VIAD CORP COMMON STOCK 92552R109 20149 683000
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VIATEL INC COMMON STOCK 925529208 6622 224000
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VISHAY INTERTECHNOLOGY COMMON STOCK 928298108 14412 645928
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VISIO CORP COMMON STOCK 927914101 1864 47500
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VISX INC COMMON STOCK 92844S105 35632 450500
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VITESSE SEMICONDUCTOR CP COMMON STOCK 928497106 45163 529000
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VITRIA TECHNOLOGY INC COMMON STOCK 92849Q104 99 2700
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VLASIC FOODS INTL COMMON STOCK 928559103 1936 279030
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VODAFONE AIRTOUCH PLC COMMON STOCK 92857T107 14324 60250
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VOICESTREAM WIRELESS CORP COMMON STOCK 928615103 19276 312327
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VULCAN MATERIALS COMMON STOCK 929160109 11910 325200
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WACHOVIA CORP COMMON STOCK 929771103 50329 640110
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WADDELL & REED FINL CL A COMMON STOCK 930059100 16 700
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WADDELL & REED FINL CL B COMMON STOCK 930059209 53 2500
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WALGREEN CO COMMON STOCK 931422109 76089 2998600
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WALLACE COMPUTER SERVICES COMMON STOCK 932270101 5662 279600
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WAL-MART STORES INC COMMON STOCK 931142103 756418 15903655
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WALT DISNEY CO (THE) COMMON STOCK 254687106 229375 8822111
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WARNACO GROUP INC-CL A COMMON STOCK 934390105 7090 388500
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WARNER-LAMBERT CO COMMON STOCK 934488107 210217 3167104
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WASHINGTON FEDERAL INC COMMON STOCK 938824109 63 2700
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WASHINGTON GAS LIGHT COMMON STOCK 938837101 8685 320200
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WASHINGTON MUTUAL INC COMMON STOCK 939322103 74916 2561233
SH SOLE 2561233 0 0
WASHINGTON POST-CL B COMMON STOCK 939640108 37434 73400
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WASTE CONNECTIONS INC COMMON STOCK 941053100 4958 241100
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WASTE MANAGEMENT INC COMMON STOCK 94106L109 82068 4263290
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WATSON PHARMACEUTICAL INC COMMON STOCK 942683103 12769 417800
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WATTS INDUSTRIES-CL A COMMON STOCK 942749102 3804 174900
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WAUSAU-MOSINEE PAPER CORP COMMON STOCK 943315101 3789 312522
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WEATHERFORD INTERNATIONAL COMMON STOCK 947074100 23185 724537
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WEBB (DEL E) CORP COMMON STOCK 947423109 205 9300
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WEBSTER FINANCIAL CORP COMMON STOCK 947890109 2815 110400
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WELLMAN INC COMMON STOCK 949702104 3506 194100
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WELLPOINT HEALTH NETWORKS COMMON STOCK 94973H108 15230 267200
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WELLS FARGO COMPANY COMMON STOCK 949746101 318911 8048230
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WESLEY JESSEN VISIONCARE COMMON STOCK 951018100 441 14150
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WESTAMERICA BANCORP COMMON STOCK 957090103 8168 270000
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WESTERN DIGITAL CORP COMMON STOCK 958102105 880 238700
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WESTERN RESOURCES INC COMMON STOCK 959425109 652 30500
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WESTERN WIRELESS CP-CL A COMMON STOCK 95988E204 18325 408638
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WESTPOINT STEVENS INC COMMON STOCK 961238102 9025 382000
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WESTVACO CORP COMMON STOCK 961548104 7983 311550
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WEYERHAEUSER CO COMMON STOCK 962166104 54813 951200
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WHIRLPOOL CORP COMMON STOCK 963320106 21919 335600
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WHITMAN CORP COMMON STOCK 96647R107 13642 957300
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WHITTMAN-HART INC COMMON STOCK 966834103 11588 298800
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WHOLE FOODS MARKET INC COMMON STOCK 966837106 5529 169000
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WILLAMETTE INDUSTRIES COMMON STOCK 969133107 14796 343100
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WILLIAMS COMPANIES INC COMMON STOCK 969457100 72744 1933394
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WILLIAMS-SONOMA INC COMMON STOCK 969904101 11480 236400
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WILMINGTON TRUST CORP COMMON STOCK 971807102 11679 240500
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WINN-DIXIE STORES INC COMMON STOCK 974280109 13163 443400
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WINSTAR COMMUNICATIONS COMMON STOCK 975515107 8906 228000
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WISCONSIN CTRL TRANSPORT COMMON STOCK 976592105 7249 529600
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WISCONSIN ENERGY CORP COMMON STOCK 976657106 19657 838700
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WORTHINGTON INDUSTRIES COMMON STOCK 981811102 4689 275800
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WPP GROUP PLC-SPONS ADR COMMON STOCK 929309300 11411 122700
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WRIGLEY (WM) JR CO COMMON STOCK 982526105 28399 412700
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XEROX CORP COMMON STOCK 984121103 141225 3367500
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XILINX INC COMMON STOCK 983919101 74437 1135900
SH SOLE 1135900 0 0
XIRCOM INC COMMON STOCK 983922105 1396 32700
SH SOLE 32700 0 0
XL CAPITAL LTD-CL A COMMON STOCK G98255105 58257 1294605
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XOMED SURGICAL PRODUCTS COMMON STOCK 98412V107 6133 107600
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YANKEE CANDLE CO COMMON STOCK 984757104 1777 92000
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YORK INTERNATIONAL CORP COMMON STOCK 986670107 9983 277800
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YOUNG & RUBICAM INC COMMON STOCK 987425105 11660 265000
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ZALE CORP COMMON STOCK 988858106 3061 79900
SH SOLE 79900 0 0
ZEBRA TECHNOLOGIES-CL A COMMON STOCK 989207105 3024 66500
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ZION BANCORPORATION COMMON STOCK 989701107 30319 550000
SH SOLE 550000 0 0
ZOLL MEDICAL CORP COMMON STOCK 989922109 5276 174400
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ZOMAX INC COMMON STOCK 989929104 5030 194400
SH SOLE 194400 0 0
</TABLE>
