UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F Cover Page
Report for the Calendar Year or Quarter Ended: June 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 August 4, 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: 1,441
Form 13F Information Table Value Total: $ 53,766,569 (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 30750 1152225
SH SOLE 1152225 0 0
A T & T CORP COMMON STOCK 001957109 643085 11522235
SH SOLE 11522235 0 0
ABACUS DIRECT CORP COMMON STOCK 002553105 476 5200
SH SOLE 5200 0 0
ABB AB SPONSORED ADR FOREIGN STOCK 00256Q103 5178 380000
SH SOLE 380000 0 0
ABBOTT LABORATORIES COMMON STOCK 002824100 245334 5406800
SH SOLE 5406800 0 0
ABERCROMBIE FITCH CO CL A COMMON STOCK 002896207 43181 899600
SH SOLE 899600 0 0
ACCLAIM ENTERTAINMENT INC COMMON STOCK 004325205 1136 178233
SH SOLE 178233 0 0
ACE LTD COMMON STOCK G0070K103 5763 204000
SH SOLE 204000 0 0
ACNIELSEN CORP COMMON STOCK 004833109 12097 399900
SH SOLE 399900 0 0
ACTION PERFORMANCE COS COMMON STOCK 004933107 5000 151500
SH SOLE 151500 0 0
ACTUATE SOFTWARE CORP COMMON STOCK 00508B102 3654 137900
SH SOLE 137900 0 0
ACUSON CORP COMMON STOCK 005113105 2780 161750
SH SOLE 161750 0 0
ACXIOM CORP COMMON STOCK 005125109 3115 124900
SH SOLE 124900 0 0
ADAPTEC INC COMMON STOCK 00651F108 1335 37800
SH SOLE 37800 0 0
ADC TELECOMMUNICATIONS COMMON STOCK 000886101 40842 896400
SH SOLE 896400 0 0
ADELPHIA COM CL A COMMON STOCK 006848105 5173 81300
SH SOLE 81300 0 0
ADOBE SYSTEMS COMMON STOCK 00724F101 15585 189700
SH SOLE 189700 0 0
ADVANCE PARADIGM INC COMMON STOCK 007491103 3874 63500
SH SOLE 63500 0 0
ADVANCED ENERGY IND INC COMMON STOCK 007973100 9183 226400
SH SOLE 226400 0 0
ADVANCED MICRO DEVICES COMMON STOCK 007903107 13791 763500
SH SOLE 763500 0 0
ADVENT SOFTWARE INC COMMON STOCK 007974108 10529 157150
SH SOLE 157150 0 0
ADVO INC COMMON STOCK 007585102 1181 56900
SH SOLE 56900 0 0
AES CORP COMMON STOCK 00130H105 92274 1587506
SH SOLE 1587506 0 0
AETNA INC COMMON STOCK 008117103 48853 546226
SH SOLE 546226 0 0
AFFILIATED COMPUTER SVC A COMMON STOCK 008190100 7017 138600
SH SOLE 138600 0 0
AFFILIATED MANAGERS GROUP COMMON STOCK 008252108 3970 131500
SH SOLE 131500 0 0
AFFYMETRIX INC COMMON STOCK 00826T108 1141 23100
SH SOLE 23100 0 0
AFLAC INC COMMON STOCK 001055102 68200 1424550
SH SOLE 1424550 0 0
AGCO CORP COMMON STOCK 001084102 4053 358300
SH SOLE 358300 0 0
AGL RESOURCES INC COMMON STOCK 001204106 6927 375700
SH SOLE 375700 0 0
AGRIUM INC FOREIGN STOCK 008916108 1476 167500
SH SOLE 167500 0 0
AHL SERVICES INC COMMON STOCK 001296102 6287 252100
SH SOLE 252100 0 0
AIR EXPRESS INTL CORP COMMON STOCK 009104100 12223 481700
SH SOLE 481700 0 0
AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 28565 709700
SH SOLE 709700 0 0
AIRBORNE FREIGHT COMMON STOCK 009266107 9489 342700
SH SOLE 342700 0 0
AIRGAS INC COMMON STOCK 009363102 5566 454400
SH SOLE 454400 0 0
AIRTOUCH COMMUNICATIONS COMMON STOCK 00949T100 7585 77000
SH SOLE 77000 0 0
AK STEEL HOLDING CORP COMMON STOCK 001547108 8910 396000
SH SOLE 396000 0 0
ALASKA AIRGROUP INC COMMON STOCK 011659109 7411 177500
SH SOLE 177500 0 0
ALBANY INTL CORP-CL A COMMON STOCK 012348108 4244 202090
SH SOLE 202090 0 0
ALBEMARLE CORP COMMON STOCK 012653101 7005 302900
SH SOLE 302900 0 0
ALBERTO-CULVER CO-CL B COMMON STOCK 013068101 4966 186500
SH SOLE 186500 0 0
ALBERTSONS INC COMMON STOCK 013104104 71674 1390034
SH SOLE 1390034 0 0
ALCAN ALUMINUM LTD COMMON STOCK 013716105 38609 1208900
SH SOLE 1208900 0 0
ALCOA INC COMMON STOCK 013817101 142181 2297870
SH SOLE 2297870 0 0
ALDILA INC COMMON STOCK 014384101 693 375800
SH SOLE 375800 0 0
ALEXANDER & BALDWIN COMMON STOCK 014482103 6989 314100
SH SOLE 314100 0 0
ALIANT COMMUNICATIONS INC COMMON STOCK 016090102 11755 254500
SH SOLE 254500 0 0
ALKERMERS INC COMMON STOCK 01642T108 2590 112000
SH SOLE 112000 0 0
ALLEGHANY CORP COMMON STOCK 017175100 93 500
SH SOLE 500 0 0
ALLEGHENY ENERGY INC COMMON STOCK 017361106 27712 864300
SH SOLE 864300 0 0
ALLEGHENY TELEDYNE INC COMMON STOCK 017415100 21275 940317
SH SOLE 940317 0 0
ALLERGAN INC COMMON STOCK 018490102 29249 263500
SH SOLE 263500 0 0
ALLIANT ENERGY CORP COMMON STOCK 018802108 14514 511500
SH SOLE 511500 0 0
ALLIED WASTE INDUSTRIES COMMON STOCK 019589308 30648 1551800
SH SOLE 1551800 0 0
ALLIEDSIGNAL INC COMMON STOCK 019512102 200208 3177900
SH SOLE 3177900 0 0
ALLMERICA FINANCIAL CP COMMON STOCK 019754100 21777 358100
SH SOLE 358100 0 0
ALLSTATE CORP COMMON STOCK 020002101 131794 3673710
SH SOLE 3673710 0 0
ALLTEL CORP COMMON STOCK 020039103 74369 1040130
SH SOLE 1040130 0 0
ALPHARMA INC-CL A COMMON STOCK 020813101 768 21600
SH SOLE 21600 0 0
ALTERA CORP COMMON STOCK 021441100 52167 1417100
SH SOLE 1417100 0 0
ALZA CORP COMMON STOCK 022615108 21001 412800
SH SOLE 412800 0 0
AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 27311 478100
SH SOLE 478100 0 0
AMER ELECTRIC POWER COMMON STOCK 025537101 22399 596300
SH SOLE 596300 0 0
AMER HERITAGE LIFE INVEST COMMON STOCK 026522102 409 16700
SH SOLE 16700 0 0
AMER HOME PRODUCTS COMMON STOCK 026609107 312154 5440600
SH SOLE 5440600 0 0
AMER INTERNATIONAL GROUP COMMON STOCK 026874107 517923 4417257
SH SOLE 4417257 0 0
AMER POWER CONVERSION COMMON STOCK 029066107 31979 1589000
SH SOLE 1589000 0 0
AMERADA HESS CORP COMMON STOCK 023551104 20992 352800
SH SOLE 352800 0 0
AMERCREDIT CORP COMMON STOCK 03060R101 8368 523000
SH SOLE 523000 0 0
AMEREN CORPORATION COMMON STOCK 023608102 17322 451400
SH SOLE 451400 0 0
AMERICA ONLINE INC COMMON STOCK 02364J104 410058 3727800
SH SOLE 3727800 0 0
AMERICAN BANKERS INSUR GP COMMON STOCK 024456105 392 7200
SH SOLE 7200 0 0
AMERICAN EXPRESS CO COMMON STOCK 025816109 198337 1524200
SH SOLE 1524200 0 0
AMERICAN FINANCIAL GROUP COMMON STOCK 025932104 13533 397300
SH SOLE 397300 0 0
AMERICAN GENERAL CORP COMMON STOCK 026351106 87164 1156405
SH SOLE 1156405 0 0
AMERICAN GREETINGS-CL A COMMON STOCK 026375105 13900 461400
SH SOLE 461400 0 0
AMERICAN MGMT SYSTEMS COMMON STOCK 027352103 3181 99200
SH SOLE 99200 0 0
AMERICAN NATIONAL INSUR COMMON STOCK 028591105 335 4700
SH SOLE 4700 0 0
AMERICAN SOFTWARE-CL A COMMON STOCK 029683109 1701 383400
SH SOLE 383400 0 0
AMERICAN STANDARD CO INC COMMON STOCK 029712106 24014 500300
SH SOLE 500300 0 0
AMERICAN TOWER CORP-CL A COMMON STOCK 029912201 2136 89000
SH SOLE 89000 0 0
AMERICAN WATER WORKS CO COMMON STOCK 030411102 16479 535900
SH SOLE 535900 0 0
AMERISOURCE HEALTH CL A COMMON STOCK 03071P102 4488 176000
SH SOLE 176000 0 0
AMERITECH CORPORATION COMMON STOCK 030954101 317145 4314900
SH SOLE 4314900 0 0
AMES DEPT STORES COMMON STOCK 030789507 3650 80000
SH SOLE 80000 0 0
AMETEK INC COMMON STOCK 031100100 5196 225900
SH SOLE 225900 0 0
AMGEN INC COMMON STOCK 031162100 120082 1972600
SH SOLE 1972600 0 0
AMR CORP COMMON STOCK 001765106 95407 1397900
SH SOLE 1397900 0 0
AMSOUTH BANCORP COMMON STOCK 032165102 20456 882200
SH SOLE 882200 0 0
ANADARKO PETROLEUM COMMON STOCK 032511107 20519 557400
SH SOLE 557400 0 0
ANADIGICS INC COMMON STOCK 032515108 9890 267300
SH SOLE 267300 0 0
ANALOG DEVICES COMMON STOCK 032654105 56230 1120399
SH SOLE 1120399 0 0
ANALOGIC CORP COMMON STOCK 032657207 407 13100
SH SOLE 13100 0 0
ANDREW CORP COMMON STOCK 034425108 4315 227850
SH SOLE 227850 0 0
ANHEUSER BUSCH COMMON STOCK 035229103 112229 1582084
SH SOLE 1582084 0 0
ANICOM INC COMMON STOCK 035250109 779 74200
SH SOLE 74200 0 0
ANNTAYLOR STORES COMMON STOCK 036115103 6201 137800
SH SOLE 137800 0 0
ANNUITY AND LIFE RE(HLDG) COMMON STOCK G03910109 3545 158000
SH SOLE 158000 0 0
ANTEC CORP COMMON STOCK 03664P105 2456 76600
SH SOLE 76600 0 0
AO TATNEFT-SPON ADR COMMON STOCK 03737P306 110 29200
SH SOLE 29200 0 0
AON CORP COMMON STOCK 037389103 51298 1243587
SH SOLE 1243587 0 0
APACHE CORP COMMON STOCK 037411105 12453 319300
SH SOLE 319300 0 0
APEX PC SOLUTIONS INC COMMON STOCK 037945102 4125 201200
SH SOLE 201200 0 0
APOLLO GROUP INC-CL A COMMON STOCK 037604105 13619 512700
SH SOLE 512700 0 0
APPLE COMPUTER INC COMMON STOCK 037833100 33780 729400
SH SOLE 729400 0 0
APPLIED ANALYTICAL INDS COMMON STOCK 037939105 1347 119700
SH SOLE 119700 0 0
APPLIED DIGITAL ACCESS COMMON STOCK 038181103 690 153400
SH SOLE 153400 0 0
APPLIED GRAPHICS TECHNOL COMMON STOCK 037937109 655 51900
SH SOLE 51900 0 0
APPLIED MATERIALS INC COMMON STOCK 038222105 136514 1847900
SH SOLE 1847900 0 0
APPLIED MICRO CIRCUITS CP COMMON STOCK 03822W109 20159 245100
SH SOLE 245100 0 0
APPLIED POWER INC CL A COMMON STOCK 038225108 3318 121500
SH SOLE 121500 0 0
APRIA HEALTHCARE GROUP COMMON STOCK 037933108 7478 439900
SH SOLE 439900 0 0
ARACRUZ CELULOSE SA ADR FOREIGN STOCK 038496204 510 23200
SH SOLE 23200 0 0
ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 27890 1806609
SH SOLE 1806609 0 0
ARMSTRONG WORLD INDS COMMON STOCK 042476101 7967 137800
SH SOLE 137800 0 0
ARNOLD INDUSTRIES COMMON STOCK 042595108 2226 144200
SH SOLE 144200 0 0
ARROW ELECTRONICS COMMON STOCK 042735100 17680 930550
SH SOLE 930550 0 0
ARVIN INDUSTRIES COMMON STOCK 043339100 6655 175700
SH SOLE 175700 0 0
ASARCO INC COMMON STOCK 043413103 2478 131700
SH SOLE 131700 0 0
ASHLAND INC COMMON STOCK 044204105 13703 341500
SH SOLE 341500 0 0
ASM LITHOGRAPHY HLDG NV COMMON STOCK N07059111 15509 261200
SH SOLE 261200 0 0
ASSOC FIRST CAPITAL-CL A COMMON STOCK 046008108 184805 4188210
SH SOLE 4188210 0 0
ASSOCIATED BANC-CORP COMMON STOCK 045487105 18252 439800
SH SOLE 439800 0 0
ASTORIA FINANCIAL CORP COMMON STOCK 046265104 18665 424800
SH SOLE 424800 0 0
ASTRAZENECA PLC-SP ADR COMMON STOCK 046353108 38052 971022
SH SOLE 971022 0 0
ASYST TECHNOLOGIES INC COMMON STOCK 04648X107 724 24200
SH SOLE 24200 0 0
AT & T CORP LIBERTY MEDIA COMMON STOCK 001957208 137193 3733141
SH SOLE 3733141 0 0
AT HOME CORP-SER A COMMON STOCK 045919107 831 15400
SH SOLE 15400 0 0
ATLANTIC RICHFIELD CO COMMON STOCK 048825103 86487 1035000
SH SOLE 1035000 0 0
ATLAS AIR INC COMMON STOCK 049164106 1580 49000
SH SOLE 49000 0 0
ATMEL CORP COMMON STOCK 049513104 17491 667900
SH SOLE 667900 0 0
AUTODESK INC COMMON STOCK 052769106 13016 440300
SH SOLE 440300 0 0
AUTOMATIC DATA PROCESSING COMMON STOCK 053015103 89153 2026200
SH SOLE 2026200 0 0
AUTONATION INC COMMON STOCK 05329W102 16053 901200
SH SOLE 901200 0 0
AUTOZONE INC COMMON STOCK 053332102 15442 512600
SH SOLE 512600 0 0
AVADO BRANDS INC COMMON STOCK 05336P108 1162 138800
SH SOLE 138800 0 0
AVANT! CORP COMMON STOCK 053487104 1964 155600
SH SOLE 155600 0 0
AVERY DENNISON CORP COMMON STOCK 053611109 23733 393100
SH SOLE 393100 0 0
AVIATION SALES COMPANY COMMON STOCK 053672101 3634 92000
SH SOLE 92000 0 0
AVNET INC COMMON STOCK 053807103 20330 437200
SH SOLE 437200 0 0
AVON PRODUCTS INC COMMON STOCK 054303102 64047 1154000
SH SOLE 1154000 0 0
AVT CORP COMMON STOCK 002420107 4810 127000
SH SOLE 127000 0 0
AVX CORP COMMON STOCK 002444107 1982 81300
SH SOLE 81300 0 0
AWARE INC COMMON STOCK 05453N100 5272 114300
SH SOLE 114300 0 0
BACOU USA INC COMMON STOCK 056439102 558 32700
SH SOLE 32700 0 0
BAKER HUGHES INC COMMON STOCK 057224107 58701 1752260
SH SOLE 1752260 0 0
BALL CORP COMMON STOCK 058498106 6498 153800
SH SOLE 153800 0 0
BALLARD MEDICAL PRODUCTS COMMON STOCK 058566100 839 36000
SH SOLE 36000 0 0
BANCO SANTANDER CHILE ADR FOREIGN STOCK 05965F108 800 51600
SH SOLE 51600 0 0
BANCO SANTANDER PUERT RIC COMMON STOCK 059646109 186 10300
SH SOLE 10300 0 0
BANCWEST CORP COMMON STOCK 059790105 371 10000
SH SOLE 10000 0 0
BANDAG INC COMMON STOCK 059815100 5123 147700
SH SOLE 147700 0 0
BANK OF AMERICA CORP COMMON STOCK 060505104 586821 8004375
SH SOLE 8004375 0 0
BANK OF NEW YORK COMMON STOCK 064057102 106302 2897500
SH SOLE 2897500 0 0
BANK ONE CORP COMMON STOCK 06423A103 314022 5272144
SH SOLE 5272144 0 0
BANK UNITED CORP-CL A COMMON STOCK 065412108 4344 108100
SH SOLE 108100 0 0
BANKBOSTON CORP COMMON STOCK 06605R106 97930 1915500
SH SOLE 1915500 0 0
BANTA CORP COMMON STOCK 066821109 4643 221100
SH SOLE 221100 0 0
BARD (C R) INC COMMON STOCK 067383109 8267 172900
SH SOLE 172900 0 0
BARNES & NOBLE INC COMMON STOCK 067774109 12864 469900
SH SOLE 469900 0 0
BARNES GROUP INC COMMON STOCK 067806109 150 6900
SH SOLE 6900 0 0
BARR LABORATORIES INC COMMON STOCK 068306109 1982 49700
SH SOLE 49700 0 0
BARRICK GOLD CORP COMMON STOCK 067901108 29514 1523300
SH SOLE 1523300 0 0
BATTLE MOUNTAIN GOLD CO COMMON STOCK 071593107 1405 576500
SH SOLE 576500 0 0
BAUSCH & LOMB INC COMMON STOCK 071707103 14153 185000
SH SOLE 185000 0 0
BAXTER INTERNATIONAL INC COMMON STOCK 071813109 70768 1167300
SH SOLE 1167300 0 0
BB&T CORPORATION COMMON STOCK 054937107 35715 973500
SH SOLE 973500 0 0
BCE INC COMMON STOCK 05534B109 6904 140000
SH SOLE 140000 0 0
BE AEROSPACE INC COMMON STOCK 073302101 1260 67400
SH SOLE 67400 0 0
BEAR STEARNS COMPANIES COMMON STOCK 073902108 18949 405330
SH SOLE 405330 0 0
BEBE STORES INC COMMON STOCK 075571109 2829 83200
SH SOLE 83200 0 0
BECKMAN COULTER INC COMMON STOCK 075811109 9944 204500
SH SOLE 204500 0 0
BECTON DICKINSON COMMON STOCK 075887109 50064 1668800
SH SOLE 1668800 0 0
BED BATH & BEYOND INC COMMON STOCK 075896100 41776 1085100
SH SOLE 1085100 0 0
BELL & HOWELL CO COMMON STOCK 077852101 1471 38900
SH SOLE 38900 0 0
BELL ATLANTIC CORP COMMON STOCK 077853109 363645 5562444
SH SOLE 5562444 0 0
BELLSOUTH CORP COMMON STOCK 079860102 291526 6320356
SH SOLE 6320356 0 0
BELO (A H) CORP SER A COMMON STOCK 080555105 15272 775700
SH SOLE 775700 0 0
BEMIS COMPANY COMMON STOCK 081437105 7115 179000
SH SOLE 179000 0 0
BERGEN BRUNSWIG CL A COMMON STOCK 083739102 16261 942692
SH SOLE 942692 0 0
BERKSHIRE HATHAWAY CL A COMMON STOCK 084670108 29283 425
SH SOLE 425 0 0
BERKSHIRE HATHAWAY CL B COMMON STOCK 084670207 30213 13488
SH SOLE 13488 0 0
BEST BUY CO INC COMMON STOCK 086516101 98813 1463900
SH SOLE 1463900 0 0
BEST SOFTWARE INC COMMON STOCK 086579109 2387 148000
SH SOLE 148000 0 0
BESTFOODS COMMON STOCK 08658U101 69458 1403200
SH SOLE 1403200 0 0
BETHLEHEM STEEL CORP COMMON STOCK 087509105 2944 383000
SH SOLE 383000 0 0
BEVERLY ENTERPRISES COMMON STOCK 087851309 5298 657100
SH SOLE 657100 0 0
BINDLEY WESTERN IND COMMON STOCK 090324104 1276 55333
SH SOLE 55333 0 0
BINDVIEW DEVELOPMENT CORP COMMON STOCK 090327107 3874 163100
SH SOLE 163100 0 0
BIOGEN INC COMMON STOCK 090597105 80918 1258200
SH SOLE 1258200 0 0
BIOMET INC COMMON STOCK 090613100 15888 399700
SH SOLE 399700 0 0
BIORELIANCE CORP COMMON STOCK 090951104 658 101200
SH SOLE 101200 0 0
BISYS GROUP (THE) COMMON STOCK 055472104 8260 141200
SH SOLE 141200 0 0
BJ SERVICES CO COMMON STOCK 055482103 13476 457800
SH SOLE 457800 0 0
BJ'S WHOLESALE CLUB INC COMMON STOCK 05548J106 20394 678400
SH SOLE 678400 0 0
BLACK & DECKER CORP COMMON STOCK 091797100 17864 283000
SH SOLE 283000 0 0
BLACK HILLS CORP COMMON STOCK 092113109 3196 138200
SH SOLE 138200 0 0
BLOCK H & R INC COMMON STOCK 093671105 23935 478700
SH SOLE 478700 0 0
BLYTH INDUSTRIES INC COMMON STOCK 09643P108 16223 477150
SH SOLE 477150 0 0
BMC SOFTWARE INC COMMON STOCK 055921100 43536 806224
SH SOLE 806224 0 0
BOB EVANS FARMS COMMON STOCK 096761101 5091 256132
SH SOLE 256132 0 0
BOEING CO COMMON STOCK 097023105 207342 4712322
SH SOLE 4712322 0 0
BOISE CASCADE CORP COMMON STOCK 097383103 13436 313373
SH SOLE 313373 0 0
BORDERS GROUP INC COMMON STOCK 099709107 7740 489500
SH SOLE 489500 0 0
BORG WARNER AUTOMOTIVE COMMON STOCK 099724106 10093 183500
SH SOLE 183500 0 0
BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 53869 1226036
SH SOLE 1226036 0 0
BOTTOMLINE TECHNOLOGIES COMMON STOCK 101388106 1028 19400
SH SOLE 19400 0 0
BOWATER INC COMMON STOCK 102183100 19177 404800
SH SOLE 404800 0 0
BOWNE & CO COMMON STOCK 103043105 312 23300
SH SOLE 23300 0 0
BP AMOCO PLC-ADR FOREIGN STOCK 055622104 25272 232925
SH SOLE 232925 0 0
BRIGGS & STRATTON COMMON STOCK 109043109 7421 128500
SH SOLE 128500 0 0
BRIGHT HORIZON FAMILY SOL COMMON STOCK 109195107 415 22000
SH SOLE 22000 0 0
BRINKER INTERNATIONAL INC COMMON STOCK 109641100 19882 722999
SH SOLE 722999 0 0
BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 606995 8617500
SH SOLE 8617500 0 0
BRITISH AIRWAYS-SPONS ADR COMMON STOCK 110419306 13030 182400
SH SOLE 182400 0 0
BROADVISION INC COMMON STOCK 111412102 4993 67700
SH SOLE 67700 0 0
BROKEN HILL PROPRIETARY FOREIGN STOCK 112169602 2137 90200
SH SOLE 90200 0 0
BROOKS AUTOMATION INC COMMON STOCK 11434A100 2779 102700
SH SOLE 102700 0 0
BROWN FORMAN-CL B COMMON STOCK 115637209 14426 221300
SH SOLE 221300 0 0
BROWNING-FERRIS INDS COMMON STOCK 115885105 22320 519079
SH SOLE 519079 0 0
BRUNSWICK CORP COMMON STOCK 117043109 7061 253300
SH SOLE 253300 0 0
BUFFETS INC COMMON STOCK 119882108 2935 255200
SH SOLE 255200 0 0
BURLINGTON INDS INC COMMON STOCK 121693105 3873 418700
SH SOLE 418700 0 0
BURLINGTON NO SANTA FE COMMON STOCK 12189T104 50706 1635692
SH SOLE 1635692 0 0
BURLINGTON RESOURCES INC COMMON STOCK 122014103 32188 744240
SH SOLE 744240 0 0
BURR-BROWN CORP COMMON STOCK 122574106 5505 150300
SH SOLE 150300 0 0
C I T GROUP INC-CLA COMMON STOCK 125577106 433 15000
SH SOLE 15000 0 0
CABLE & WIRELESS-SP ADR FOREIGN STOCK 126830207 11111 280400
SH SOLE 280400 0 0
CABLE DESIGN TECHNOLOGIES COMMON STOCK 126924109 361 23400
SH SOLE 23400 0 0
CABLETRON SYSTEMS COMMON STOCK 126920107 6484 498800
SH SOLE 498800 0 0
CABLEVISION SYSTEMS CORP COMMON STOCK 12686C109 3430 49000
SH SOLE 49000 0 0
CABOT CORP COMMON STOCK 127055101 10514 434700
SH SOLE 434700 0 0
CADENCE DESIGN SYSTEMS COMMON STOCK 127387108 44155 3497450
SH SOLE 3497450 0 0
CALLAWAY GOLF COMMON STOCK 131193104 9158 626200
SH SOLE 626200 0 0
CALPINE CORPORATION COMMON STOCK 131347106 2830 52400
SH SOLE 52400 0 0
CAMBRIDGE TECH PARTNERS COMMON STOCK 132524109 6927 394400
SH SOLE 394400 0 0
CAMPBELL SOUP CO COMMON STOCK 134429109 65764 1418100
SH SOLE 1418100 0 0
CANADIAN PACIFIC LTD COMMON STOCK 135923100 21669 910000
SH SOLE 910000 0 0
CANANDAIGUA BRANDS-CL A COMMON STOCK 137219200 7918 151000
SH SOLE 151000 0 0
CAPITAL ONE FINANCIAL COMMON STOCK 14040H105 34164 613500
SH SOLE 613500 0 0
CAPITAL SENIOR LIVING CP COMMON STOCK 140475104 832 83200
SH SOLE 83200 0 0
CAPSTAR BROADCASTING-CL A COMMON STOCK 14067G105 2738 100000
SH SOLE 100000 0 0
CARAUSTAR INDUSTRIES INC COMMON STOCK 140909102 210 8500
SH SOLE 8500 0 0
CARDINAL HEALTH INC COMMON STOCK 14149Y108 55102 859298
SH SOLE 859298 0 0
CAREINSITE INC COMMON STOCK 14170M106 742 15700
SH SOLE 15700 0 0
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CNET INC COMMON STOCK 125945105 1429 24800
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CNF TRANSPORTATION INC COMMON STOCK 12612W104 12717 330300
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COACH USA INC COMMON STOCK 18975L106 7717 184000
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COASTAL CORP COMMON STOCK 190441105 30912 768000
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COGNEX CORP COMMON STOCK 192422103 13869 439400
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COGNIZANT TECH SOLUTIONS COMMON STOCK 192446102 3563 136700
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COLGATE-PALMOLIVE CO COMMON STOCK 194162103 100184 1017100
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COLONIAL BANCGROUP INC COMMON STOCK 195493309 50 3600
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COLTEC INDUSTRIES INC COMMON STOCK 196879100 208 9600
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COLUMBIA ENERGY GROUP COMMON STOCK 197648108 21289 339600
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COLUMBIA HCA HEALTHCARE COMMON STOCK 197677107 47409 2078216
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COMAIR HOLDINGS INC COMMON STOCK 199789108 13293 638700
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COMCAST CORP CL A COMMON STOCK 200300101 892 24900
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COMCAST CORP-SPECIAL CL A COMMON STOCK 200300200 103366 2689196
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COMDISCO INC COMMON STOCK 200336105 27181 1060710
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COMMERCE BANCORP INC COMMON STOCK 200519106 821 19216
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COMMERCE BANCSHARES INC COMMON STOCK 200525103 3233 80325
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COMMERCIAL FEDERAL CORP COMMON STOCK 201647104 3896 168000
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COMMERCIAL METALS CO COMMON STOCK 201723103 371 13000
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COMMONWEALTH ENERGY SYS COMMON STOCK 202800108 504 12000
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COMMSCOPE INC COMMON STOCK 203372107 6150 200000
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COMPAQ COMPUTER CORP COMMON STOCK 204493100 186080 7855640
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COMPASS BANCSHARES INC COMMON STOCK 20449H109 646 23700
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COMPUSA INC COMMON STOCK 204932107 4566 613900
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COMPUTER ASSOCIATES INTL COMMON STOCK 204912109 179523 3278962
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COMPUTER NETWORK TECH CP COMMON STOCK 204925101 1724 79700
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COMPUTER SCIENCES CORP COMMON STOCK 205363104 33888 489800
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COMPUWARE CORP COMMON STOCK 205638109 42314 1330100
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COMSAT CORPORATION COMMON STOCK 20564D107 11671 359100
SH SOLE 359100 0 0
COMVERSE TECHNOLOGY INC COMMON STOCK 205862402 39630 524900
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CONAGRA INC COMMON STOCK 205887102 44083 1655700
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CONCENTRA MANAGED CARE COMMON STOCK 20589T103 4269 288200
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CONCORD COMMUNICATIONS COMMON STOCK 206186108 6728 149500
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CONCORD EFS INC COMMON STOCK 206197105 44925 1061737
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CONCURRENT COMPUTER CORP COMMON STOCK 206710204 2451 388200
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CONECTIV INC COMMON STOCK 206829103 16387 670575
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CONEXANT SYSTEMS INC COMMON STOCK 207142100 14434 248600
SH SOLE 248600 0 0
CONOCO INC-CL A COMMON STOCK 208251306 3548 127300
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CONSECO INC COMMON STOCK 208464107 71975 2364676
SH SOLE 2364676 0 0
CONSOLIDATED EDISON INC COMMON STOCK 209115104 33770 746300
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CONSOLIDATED NATURAL GAS COMMON STOCK 209615103 19549 321800
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CONSOLIDATED PAPERS COMMON STOCK 209759109 15761 589200
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CONSOLIDATED STORES COMMON STOCK 210149100 10993 407151
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CONSTELLATION ENERGY GRP COMMON STOCK 210371100 16768 566000
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CONTINENTAL AIRLINES-CL B COMMON STOCK 210795308 850 22600
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CONVERGYS CORP COMMON STOCK 212485106 19437 1003200
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COOPER CAMERON CORP COMMON STOCK 216640102 1212 32700
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COOPER INDUSTRIES INC COMMON STOCK 216669101 17129 329400
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COOPER TIRE & RUBBER COMMON STOCK 216831107 4985 211000
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COORS (ADOLPH) CL B COMMON STOCK 217016104 6287 127000
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CORDANT TECHNOLOGIES INC COMMON STOCK 218412104 11161 247000
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CORNELL CORRECTIONS INC COMMON STOCK 219141108 802 48800
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CORNING INC COMMON STOCK 219350105 50735 723500
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CORPORATE EXECUTIVE BOARD COMMON STOCK 21988R102 612 17200
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CORPORATE EXPRESS COMMON STOCK 219888104 686 98000
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CORRECTIONAL PROPERT TRST COMMON STOCK 22025E104 1131 71800
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COST PLUS INC COMMON STOCK 221485105 5369 118000
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COSTCO COMPANIES INC COMMON STOCK 22160Q102 67764 846395
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COULTER PHARMACEUTICAL COMMON STOCK 222116105 375 16600
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COUNTRYWIDE CREDIT IND COMMON STOCK 222372104 49338 1154100
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COVAD COMMUNICATIONS GRP COMMON STOCK 222814204 480 9000
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COVANCE INC COMMON STOCK 222816100 10753 449225
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COX COMMUNICATIONS-CL A COMMON STOCK 224044107 2805 76200
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CRANE COMPANY COMMON STOCK 224399105 12321 391925
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CREDENCE SYSTEMS CORP COMMON STOCK 225302108 2714 73100
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CROMPTON & KNOWLES CORP COMMON STOCK 227111101 8360 423300
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CROSS TIMBERS OIL CO COMMON STOCK 227573102 1970 132425
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CROWN CASTLE INTL CORP COMMON STOCK 228227104 1598 76800
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CROWN CORK & SEAL CO INC COMMON STOCK 228255105 10773 378000
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CSG SYSTEMS INTL INC COMMON STOCK 126349109 7524 287300
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CSX CORP COMMON STOCK 126408103 32897 725000
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CUMMINS ENGINE COMMON STOCK 231021106 10065 176200
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CUMULUS MEDIA INC-CL A COMMON STOCK 231082108 1089 49800
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CUTTER & BUCK INC COMMON STOCK 232217109 582 34500
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CVS CORP COMMON STOCK 126650100 62887 1239148
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CYPRESS SEMICONDUCTOR COMMON STOCK 232806109 12333 720200
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CYPRUS AMAX MINERALS CO COMMON STOCK 232809103 3999 262200
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CYTEC INDUSTRIES INC COMMON STOCK 232820100 10134 321700
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CYTYC CORP COMMON STOCK 232946103 176 9000
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D P L INC COMMON STOCK 233293109 19527 1055500
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DALLAS SEMICONDUCTOR COMMON STOCK 235204104 386 7600
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DANA CORP COMMON STOCK 235811106 35075 761460
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DANAHER CORP COMMON STOCK 235851102 28853 496400
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DARDEN RESTAURANTS INC COMMON STOCK 237194105 10625 487100
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DATA GENERAL CORP COMMON STOCK 237688106 1675 115000
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DATASTREAM SYSTEMS INC COMMON STOCK 238124101 3406 212900
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DAYTON HUDSON CORP COMMON STOCK 239753106 102505 1577000
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DEAN FOODS CO COMMON STOCK 242361103 10696 257350
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DEERE & CO COMMON STOCK 244199105 50289 1283300
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DELL COMPUTER CORP COMMON STOCK 247025109 381252 10304100
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DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 46800 2529703
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DELTA AIR LINES INC COMMON STOCK 247361108 25384 440500
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DELUXE CORP COMMON STOCK 248019101 9765 251600
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DENDRITE INTL INC COMMON STOCK 248239105 3334 92300
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DENTSPLY INTERNATIONAL COMMON STOCK 249030107 11651 403500
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DESWELL INDUSTRIES INC COMMON STOCK 250639101 770 80000
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DEVRY INC COMMON STOCK 251893103 1593 71200
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DEXTER CORP COMMON STOCK 252165105 6506 159400
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DIAGEO PLC-SPON ADR FOREIGN STOCK 25243Q205 47300 1100000
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DIAGNOSTIC PRODUCTS CORP COMMON STOCK 252450101 3075 111300
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DIAL CORP COMMON STOCK 25247D101 25544 686900
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DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 321 11300
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DIAMOND TECH PARTNERS INC COMMON STOCK 252762109 4741 211900
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DIEBOLD INC COMMON STOCK 253651103 12933 449830
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DIGI INTERNATIONAL INC COMMON STOCK 253798102 1121 107400
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DIGITAL RIVER INC COMMON STOCK 25388B104 499 15000
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DILLARDS INC-CL A COMMON STOCK 254067101 15100 429900
SH SOLE 429900 0 0
DIME BANCORP INC COMMON STOCK 25429Q102 15357 763100
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DIST Y SERVICIO ADR FOREIGN STOCK 254753106 688 36700
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DOLE FOOD CO COMMON STOCK 256605106 11298 384600
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DOLLAR GENERAL CORP COMMON STOCK 256669102 20004 689806
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DOLLAR TREE STORES INC COMMON STOCK 256747106 23527 534700
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DOMINION RESOURCES INC COMMON STOCK 257470104 31384 724600
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DONALDSON CO INC COMMON STOCK 257651109 7659 312600
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DONNELLEY (R R) & SONS COMMON STOCK 257867101 48556 1310100
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DORAL FINANCIAL CORP COMMON STOCK 25811P100 1509 87500
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DOUBLECLICK INC COMMON STOCK 258609304 339 3700
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DOVER CORP COMMON STOCK 260003108 74610 2131700
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DOW CHEMICAL CO COMMON STOCK 260543103 122371 964500
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DOW JONES & CO INC COMMON STOCK 260561105 15839 298500
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DREYERS GRAND ICE CREAM COMMON STOCK 261878102 2716 179600
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DSP COMMUNICATIONS INC COMMON STOCK 23332K106 1360 47100
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DST SYSTEMS INC COMMON STOCK 233326107 4527 72000
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DTE ENERGY CO COMMON STOCK 233331107 23790 583800
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DUKE ENERGY CORP COMMON STOCK 264399106 75062 1378868
SH SOLE 1378868 0 0
DUN & BRADSTREET INC COMMON STOCK 26483B106 18233 514500
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DUPONT (E I) DE NEMOURS COMMON STOCK 263534109 332484 4867100
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DURA PHARMACEUTICALS INC COMMON STOCK 26632S109 594 49800
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E.W. BLANCH HLDG COMMON STOCK 093210102 6546 96000
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EAGLE GEOPHYSICAL INC COMMON STOCK 269524104 9 11447
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EARTHLINK NETWORK INC COMMON STOCK 270322100 2519 41000
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EASTERN ENTERPRISES COMMON STOCK 27637F100 2894 72800
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EASTMAN CHEMICAL CO COMMON STOCK 277432100 13308 257150
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EASTMAN KODAK CO COMMON STOCK 277461109 94145 1389600
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EATON CORP COMMON STOCK 278058102 22733 247100
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ECHOSTAR COMMUN CL A COMMON STOCK 278762109 27619 180000
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ECLIPSYS CORP COMMON STOCK 278856109 3837 160300
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ECOLAB INC COMMON STOCK 278865100 33670 771800
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EDISON INTERNATIONAL COMMON STOCK 281020107 31910 1192900
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EDWARDS (A G) INC COMMON STOCK 281760108 21995 682029
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EEX CORPORATION COMMON STOCK 26842V207 590 84999
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EG&G INC COMMON STOCK 268457108 11126 312300
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E-LOAN INC COMMON STOCK 26861P107 19 500
SH SOLE 500 0 0
EL PASO ENERGY CORP COMMON STOCK 283905107 68700 1952406
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ELAN CORP PLC - ADR COMMON STOCK 284131208 1998 72010
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ELECTRONIC ARTS INC COMMON STOCK 285512109 22926 422600
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ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 88822 1568600
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EMBOTELLADORA ANDINA S A FOREIGN STOCK 29081P204 1052 52600
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EMC CORPORATION COMMON STOCK 268648102 199243 3622600
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EMERSON ELECTRIC CO COMMON STOCK 291011104 163600 2599400
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EMMIS COMMUNICATIONS-CL A COMMON STOCK 291525103 9885 200200
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EMPRESA NACL DE ELEC ADR FOREIGN STOCK 29244T101 1431 118000
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ENERGY EAST CORPORATION COMMON STOCK 29266M109 20368 783400
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ENERSIS ADS FOREIGN STOCK 29274F104 2153 94100
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ENESCO GROUP INC COMMON STOCK 292973104 3557 153800
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ENGELHARD CORP COMMON STOCK 292845104 9715 429412
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ENI SPA - ADR COMMON STOCK 26874R108 990 16500
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ENRON CORP COMMON STOCK 293561106 92671 1133592
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ENSCO INTERNATIONAL INC COMMON STOCK 26874Q100 20318 1019100
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ENTERGY CORP COMMON STOCK 29364G103 27400 876800
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ENTRUST TECHNOLOGIES INC COMMON STOCK 293848107 4516 135817
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EQUANT NV-NY REG SHR COMMON STOCK 294409107 8283 88000
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EQUIFAX INC COMMON STOCK 294429105 18240 511100
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EQUITABLE COMPANIES INC COMMON STOCK 29444G107 3357 50100
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ERICSSON L M TEL CO - ADR FOREIGN STOCK 294821400 6270 190372
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ESTEE LAUDER CO-CL A COMMON STOCK 518439104 511 10200
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ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 3250 86100
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ETHYL CORP COMMON STOCK 297659104 2770 461700
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ETOYS INC COMMON STOCK 297862104 709 17400
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EVEREST REINSURANCE HLDGS COMMON STOCK 299808105 17839 546800
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EXCHANGE APPLICATIONS INC COMMON STOCK 300867108 6039 148200
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EXODUS COMMUNICATIONS INC COMMON STOCK 302088109 696 5800
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EXPRESS SCRIPTS CL A COMMON STOCK 302182100 10617 176400
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EXTENDED STAY AMERICA INC COMMON STOCK 30224P101 82 6800
SH SOLE 6800 0 0
EXXON CORP COMMON STOCK 302290101 647048 8389600
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FAIR ISAAC & CO INC COMMON STOCK 303250104 2735 78000
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FAIRCHILD CORP (THE)-CL A COMMON STOCK 303698104 655 51400
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FAMILY DOLLAR STORES COMMON STOCK 307000109 27312 1138000
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FANNIE MAE COMMON STOCK 313586109 269895 3954500
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FASTENAL CO COMMON STOCK 311900104 14381 274250
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FDX CORPORATION COMMON STOCK 31304N107 50162 924640
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FEDERAL HOME LN MTG CORP COMMON STOCK 313400301 191319 3298600
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FEDERAL SIGNAL CORP COMMON STOCK 313855108 6013 283800
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FEDERAL-MOGUL CORP COMMON STOCK 313549107 42141 810400
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FEDERATED DEPT STORES COMMON STOCK 31410H101 41169 777700
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FERRO CORP COMMON STOCK 315405100 6563 238650
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FIFTH THIRD BANCORP COMMON STOCK 316773100 57128 858262
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FINL SECURITY ASSURANCE COMMON STOCK 31769P100 489 9400
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FINOVA GROUP INC COMMON STOCK 317928109 22150 420900
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FIRST AMER CORP COMMON STOCK 318900107 2569 61800
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FIRST DATA CORP COMMON STOCK 319963104 129069 2637426
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FIRST HEALTH GROUP CORP COMMON STOCK 320960107 7972 369700
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FIRST SECURITY CORP COMMON STOCK 336294103 33708 1236982
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FIRST TENNESSEE NATL CORP COMMON STOCK 337162101 32723 854100
SH SOLE 854100 0 0
FIRST UNION CORP COMMON STOCK 337358105 162849 3455677
SH SOLE 3455677 0 0
FIRST VIRGINIA BANKS INC COMMON STOCK 337477103 16162 329000
SH SOLE 329000 0 0
FIRSTAR CORP COMMON STOCK 33763V109 63678 2274228
SH SOLE 2274228 0 0
FIRSTENERGY CORP COMMON STOCK 337932107 22515 726300
SH SOLE 726300 0 0
FIRSTMERIT CORP COMMON STOCK 337915102 455 16200
SH SOLE 16200 0 0
FISERV INC COMMON STOCK 337738108 25692 820512
SH SOLE 820512 0 0
FLEET FINANCIAL GROUP INC COMMON STOCK 338915101 125007 2817048
SH SOLE 2817048 0 0
FLEETWOOD ENTERPRISES COMMON STOCK 339099103 3683 139300
SH SOLE 139300 0 0
FLEXIINTL SOFTWARE INC COMMON STOCK 338923105 113 82500
SH SOLE 82500 0 0
FLEXTRONICS INTL LTD COMMON STOCK Y2573F102 6216 112000
SH SOLE 112000 0 0
FLORIDA EAST COAST INDUS COMMON STOCK 340632108 314 7100
SH SOLE 7100 0 0
FLORIDA PROGRESS CORP COMMON STOCK 341109106 20512 496500
SH SOLE 496500 0 0
FLOW INTERNATIONAL CORP COMMON STOCK 343468104 1877 173600
SH SOLE 173600 0 0
FLOWERS INDUSTRIES INC COMMON STOCK 343496105 15379 709125
SH SOLE 709125 0 0
FLOWSERVE CORP COMMON STOCK 34354P105 4757 251200
SH SOLE 251200 0 0
FLUOR CORP COMMON STOCK 343861100 11206 276700
SH SOLE 276700 0 0
FMC CORP COMMON STOCK 302491303 6647 97300
SH SOLE 97300 0 0
FOAMEX INTERNATIONAL INC COMMON STOCK 344123104 891 160200
SH SOLE 160200 0 0
FOODMAKER INC NEW COMMON STOCK 344839204 482 17000
SH SOLE 17000 0 0
FOOTSTAR INC COMMON STOCK 344912100 1205 32400
SH SOLE 32400 0 0
FORD MOTOR COMPANY COMMON STOCK 345370100 242772 4301600
SH SOLE 4301600 0 0
FOREST LABORATORIES INC COMMON STOCK 345838106 35238 761900
SH SOLE 761900 0 0
FORRESTER RESEARCH INC COMMON STOCK 346563109 120 4800
SH SOLE 4800 0 0
FORT JAMES CORP COMMON STOCK 347471104 44590 1177300
SH SOLE 1177300 0 0
FORTUNE BRANDS INC COMMON STOCK 349631101 22032 532500
SH SOLE 532500 0 0
FOSSIL INC COMMON STOCK 349882100 3224 66650
SH SOLE 66650 0 0
FOSTER WHEELER CORP COMMON STOCK 350244109 645 45900
SH SOLE 45900 0 0
FOUNDATION HEALTH SYS CLA COMMON STOCK 350404109 14512 967440
SH SOLE 967440 0 0
FOX ENTERTAINMNT GRP-CL A COMMON STOCK 35138T107 9412 349400
SH SOLE 349400 0 0
FPL GROUP INC COMMON STOCK 302571104 34255 627100
SH SOLE 627100 0 0
FRANKLIN RESOURCES INC COMMON STOCK 354613101 35193 866300
SH SOLE 866300 0 0
FREEPORT-MCMORAN COPPER A COMMON STOCK 35671D105 486 29000
SH SOLE 29000 0 0
FREEPORT-MCMORAN COPPER B COMMON STOCK 35671D857 10468 583591
SH SOLE 583591 0 0
FREMONT GENERAL CORP COMMON STOCK 357288109 1034 54800
SH SOLE 54800 0 0
FRITZ COMPANIES INC COMMON STOCK 358846103 538 50000
SH SOLE 50000 0 0
FRONTIER CORP COMMON STOCK 35906P105 32455 553600
SH SOLE 553600 0 0
FRUIT OF THE LOOM CL A COMMON STOCK G3682L105 1324 135800
SH SOLE 135800 0 0
FULLER H B CO COMMON STOCK 359694106 6598 96500
SH SOLE 96500 0 0
FURNITURE BRANDS INTL INC COMMON STOCK 360921100 12809 459500
SH SOLE 459500 0 0
G & K SERVICES INC-CL A COMMON STOCK 361268105 571 10900
SH SOLE 10900 0 0
GADZOOKS INC COMMON STOCK 362553109 2008 125500
SH SOLE 125500 0 0
GALILEO INTERNATIONAL INC COMMON STOCK 363547100 1144 21400
SH SOLE 21400 0 0
GANNETT CO COMMON STOCK 364730101 111316 1559600
SH SOLE 1559600 0 0
GAP INC COMMON STOCK 364760108 158802 3152400
SH SOLE 3152400 0 0
GARDEN RIDGE CORP COMMON STOCK 36541P104 959 201850
SH SOLE 201850 0 0
GARTNER GROUP INC CL A COMMON STOCK 366651107 4715 230000
SH SOLE 230000 0 0
GATEWAY 2000 INC COMMON STOCK 367833100 1264 21400
SH SOLE 21400 0 0
GATEWAY INC COMMON STOCK 367626108 39725 672600
SH SOLE 672600 0 0
GATX CORP COMMON STOCK 361448103 12736 334600
SH SOLE 334600 0 0
GENCORP INC COMMON STOCK 368682100 7085 280600
SH SOLE 280600 0 0
GENERAL DYNAMICS CORP COMMON STOCK 369550108 39224 569500
SH SOLE 569500 0 0
GENERAL ELECTRIC CO COMMON STOCK 369604103 1347322 11923200
SH SOLE 11923200 0 0
GENERAL INSTRUMENT CORP COMMON STOCK 370120107 23775 559400
SH SOLE 559400 0 0
GENERAL MILLS INC COMMON STOCK 370334104 51352 638900
SH SOLE 638900 0 0
GENERAL MOTORS-CL H COMMON STOCK 370442832 1385 24600
SH SOLE 24600 0 0
GENERAL MOTORS CORP COMMON STOCK 370442105 169429 2567100
SH SOLE 2567100 0 0
GENERAL NUTRITION COS COMMON STOCK 37047F103 10684 458300
SH SOLE 458300 0 0
GENERAL SEMICONDUCTOR INC COMMON STOCK 370787103 1522 166800
SH SOLE 166800 0 0
GENRAD INC COMMON STOCK 372447102 4019 188000
SH SOLE 188000 0 0
GENUINE PARTS CO COMMON STOCK 372460105 21140 604000
SH SOLE 604000 0 0
GENZYME CORP-GENL DIV COMMON STOCK 372917104 26951 555700
SH SOLE 555700 0 0
GENZYME SURGICAL PRODUCTS COMMON STOCK 372917609 438 99476
SH SOLE 99476 0 0
GEON COMPANY COMMON STOCK 37246W105 426 13200
SH SOLE 13200 0 0
GEORGIA GULF CORP COMMON STOCK 373200203 3191 189100
SH SOLE 189100 0 0
GEORGIA PACIFIC CORP COMMON STOCK 373298108 27819 587200
SH SOLE 587200 0 0
GEORGIA-PACIFIC (TIMBER) COMMON STOCK 373298702 14870 588900
SH SOLE 588900 0 0
GERALD STEVENS INC COMMON STOCK 37369G101 1920 160000
SH SOLE 160000 0 0
GILAT SATELLITE NETWORKS FOREIGN STOCK M51474100 4410 84000
SH SOLE 84000 0 0
GILEAD SCIENCES INC COMMON STOCK 375558103 19124 366000
SH SOLE 366000 0 0
GILLETTE COMPANY COMMON STOCK 375766102 162071 3952940
SH SOLE 3952940 0 0
GLATFELTER (P H) CO COMMON STOCK 377316104 3642 249000
SH SOLE 249000 0 0
GLAXO WELLCOME PLC-SP ADR FOREIGN STOCK 37733W105 10300 181900
SH SOLE 181900 0 0
GLENAYRE TECHNOLOGIES INC COMMON STOCK 377899109 359 99900
SH SOLE 99900 0 0
GLOBAL INDUSTRIES LTD COMMON STOCK 379336100 448 35000
SH SOLE 35000 0 0
GLOBAL MARINE INC COMMON STOCK 379352404 18175 1172600
SH SOLE 1172600 0 0
GLOBAL TELESYSTEMS GROUP COMMON STOCK 37936U104 37760 466177
SH SOLE 466177 0 0
GOLDEN STATE BANCORP COMMON STOCK 381197102 1287 57200
SH SOLE 57200 0 0
GOLDEN WEST FINANCIAL CP COMMON STOCK 381317106 18963 193500
SH SOLE 193500 0 0
GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 10736 148600
SH SOLE 148600 0 0
GOODRICH (B F) CO COMMON STOCK 382388106 10388 244430
SH SOLE 244430 0 0
GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 37569 638800
SH SOLE 638800 0 0
GPU INC COMMON STOCK 36225X100 17445 413500
SH SOLE 413500 0 0
GRAINGER (W W) INC COMMON STOCK 384802104 16903 314100
SH SOLE 314100 0 0
GRANITE CONSTRUCTION INC COMMON STOCK 387328107 5229 178400
SH SOLE 178400 0 0
GREAT ATLANTIC & PACIFIC COMMON STOCK 390064103 4392 129900
SH SOLE 129900 0 0
GREAT LAKES CHEMICAL CORP COMMON STOCK 390568103 9180 199300
SH SOLE 199300 0 0
GREATER BAY BANCORP COMMON STOCK 391648102 565 17000
SH SOLE 17000 0 0
GREENPORT FINANCIAL CORP COMMON STOCK 395384100 24255 739200
SH SOLE 739200 0 0
GTE CORP COMMON STOCK 362320103 294812 3904800
SH SOLE 3904800 0 0
GTECH HOLDINGS CORP COMMON STOCK 400518106 6188 262600
SH SOLE 262600 0 0
GUCCI GROUP COMMON STOCK 401566104 3360 48000
SH SOLE 48000 0 0
GUIDANT CORP COMMON STOCK 401698105 76110 1488700
SH SOLE 1488700 0 0
GUILFORD MILLS INC COMMON STOCK 401794102 224 21600
SH SOLE 21600 0 0
GULFSTREAM AEROSPACE CORP COMMON STOCK 402734107 38531 570300
SH SOLE 570300 0 0
HALLIBURTON CO COMMON STOCK 406216101 62793 1387700
SH SOLE 1387700 0 0
HA-LO INDUSTRIES INC COMMON STOCK 404429102 498 50450
SH SOLE 50450 0 0
HANDLEMAN CO COMMON STOCK 410252100 137 11600
SH SOLE 11600 0 0
HANNA (M A) CO COMMON STOCK 410522106 5396 328275
SH SOLE 328275 0 0
HANNAFORD BROTHERS CO COMMON STOCK 410550107 15906 297300
SH SOLE 297300 0 0
HARBINGER CORP COMMON STOCK 41145C103 2341 187300
SH SOLE 187300 0 0
HARCOURT GENERAL INC COMMON STOCK 41163G101 12210 236800
SH SOLE 236800 0 0
HARLAND (JOHN H) CO COMMON STOCK 412693103 1330 66700
SH SOLE 66700 0 0
HARLEY DAVIDSON INC COMMON STOCK 412822108 95523 1756750
SH SOLE 1756750 0 0
HARMAN INTL IND INCP COMMON STOCK 413086109 330 7500
SH SOLE 7500 0 0
HARRAHS ENTERTAINMENT INC COMMON STOCK 413619107 9991 452850
SH SOLE 452850 0 0
HARRIS CORP COMMON STOCK 413875105 10118 258200
SH SOLE 258200 0 0
HARSCO CORP COMMON STOCK 415864107 8595 268600
SH SOLE 268600 0 0
HARTE-HANKS INC COMMON STOCK 416196103 1872 69000
SH SOLE 69000 0 0
HARTFORD FINANCIAL SVCS COMMON STOCK 416515104 49047 841100
SH SOLE 841100 0 0
HASBRO INC COMMON STOCK 418056107 40894 1463775
SH SOLE 1463775 0 0
HAWAIIAN ELECTRIC INDS COMMON STOCK 419870100 7771 218900
SH SOLE 218900 0 0
HCIA INC COMMON STOCK 403908106 850 95100
SH SOLE 95100 0 0
HCR MANOR CARE COMMON STOCK 404134108 8974 371000
SH SOLE 371000 0 0
HEALTH MGMT ASSOC-CL A COMMON STOCK 421933102 21458 1907337
SH SOLE 1907337 0 0
HEALTHSOUTH CORP COMMON STOCK 421924101 20753 1395133
SH SOLE 1395133 0 0
HEALTHWORLD CORP COMMON STOCK 42222E103 657 58400
SH SOLE 58400 0 0
HEILIG-MEYERS CO COMMON STOCK 422893107 2340 343512
SH SOLE 343512 0 0
HEINZ (H J) CO COMMON STOCK 423074103 75198 1500200
SH SOLE 1500200 0 0
HELLER FINANCIAL INC COMMON STOCK 423328103 2670 96000
SH SOLE 96000 0 0
HELMERICH & PAYNE COMMON STOCK 423452101 3636 153900
SH SOLE 153900 0 0
HERCULES INC COMMON STOCK 427056106 41542 1056700
SH SOLE 1056700 0 0
HERSHEY FOODS CORP COMMON STOCK 427866108 28726 483800
SH SOLE 483800 0 0
HEWLETT-PACKARD CO COMMON STOCK 428236103 355888 3541172
SH SOLE 3541172 0 0
HIBERNIA CORP-CL A COMMON STOCK 428656102 18163 1157800
SH SOLE 1157800 0 0
HILLENBRAND INDUSTRIES COMMON STOCK 431573104 18818 435100
SH SOLE 435100 0 0
HILTON HOTELS CORP COMMON STOCK 432848109 12686 894200
SH SOLE 894200 0 0
HISPANIC BROADCASTING CP COMMON STOCK 43357B104 11343 149500
SH SOLE 149500 0 0
HNC SOFTWARE INC COMMON STOCK 40425P107 1115 36200
SH SOLE 36200 0 0
HOLLINGER INTL INC COMMON STOCK 435569108 5865 493900
SH SOLE 493900 0 0
HOME DEPOT INC COMMON STOCK 437076102 395596 6139216
SH SOLE 6139216 0 0
HOMESTAKE MINING CO COMMON STOCK 437614100 5595 683339
SH SOLE 683339 0 0
HOMESTEAD VILLAGE INC COMMON STOCK 437851108 1513 620600
SH SOLE 620600 0 0
HON INDUSTRIES INC COMMON STOCK 438092108 11710 401200
SH SOLE 401200 0 0
HONEYWELL INC COMMON STOCK 438506107 46118 398000
SH SOLE 398000 0 0
HONG KONG TELECOMMUNICAT FOREIGN STOCK 438579203 4583 170129
SH SOLE 170129 0 0
HORACE MANN EDUCATORS COMMON STOCK 440327104 7555 277900
SH SOLE 277900 0 0
HORMEL FOODS CORP COMMON STOCK 440452100 19513 484800
SH SOLE 484800 0 0
HOUGHTON MIFFLIN CO COMMON STOCK 441560109 11841 251600
SH SOLE 251600 0 0
HOUSEHOLD INTERNATIONAL COMMON STOCK 441815107 156322 3299674
SH SOLE 3299674 0 0
HSB GROUP INC COMMON STOCK 40428N109 8178 198550
SH SOLE 198550 0 0
HUBBELL INC-CL B COMMON STOCK 443510201 20724 456720
SH SOLE 456720 0 0
HUBCO INC COMMON STOCK 404382103 608 19364
SH SOLE 19364 0 0
HUGHES SUPPLY INC COMMON STOCK 444482103 338 11400
SH SOLE 11400 0 0
HUMAN GENOME SCIENCES INC COMMON STOCK 444903108 10108 255900
SH SOLE 255900 0 0
HUMANA INC COMMON STOCK 444859102 6192 478600
SH SOLE 478600 0 0
HUNT (J B) TRANSPORT SVC COMMON STOCK 445658107 3903 240200
SH SOLE 240200 0 0
HUNTINGTON BANKSHARES INC COMMON STOCK 446150104 24264 693250
SH SOLE 693250 0 0
HYPERION SOLUTIONS CORP COMMON STOCK 44914M104 714 40090
SH SOLE 40090 0 0
IBP INC COMMON STOCK 449223106 15787 664700
SH SOLE 664700 0 0
ICG COMMUNICATIONS INC COMMON STOCK 449246107 11846 554200
SH SOLE 554200 0 0
ICN PHARMACEUTICALS INC COMMON STOCK 448924100 16670 517900
SH SOLE 517900 0 0
IDACORP INC COMMON STOCK 451107106 7648 242800
SH SOLE 242800 0 0
IDEC PHARMACEUTICALS CORP COMMON STOCK 449370105 9463 122800
SH SOLE 122800 0 0
IDEXX LABORATORIES INC COMMON STOCK 45168D104 842 36100
SH SOLE 36100 0 0
IKON OFFICE SOLUTIONS INC COMMON STOCK 451713101 5585 372300
SH SOLE 372300 0 0
ILLINOIS TOOL WORKS COMMON STOCK 452308109 81922 1002100
SH SOLE 1002100 0 0
ILLINOVA CORP COMMON STOCK 452317100 12810 470100
SH SOLE 470100 0 0
IMATION CORP COMMON STOCK 45245A107 6063 244350
SH SOLE 244350 0 0
IMC GLOBAL INC COMMON STOCK 449669100 14816 852700
SH SOLE 852700 0 0
IMMUNEX CORP COMMON STOCK 452528102 726 5700
SH SOLE 5700 0 0
IMPERIAL CHEM INDS ADR FOREIGN STOCK 452704505 13761 346200
SH SOLE 346200 0 0
IMS HEALTH INC COMMON STOCK 449934108 32047 1025500
SH SOLE 1025500 0 0
INCO LTD COMMON STOCK 453258402 14512 806200
SH SOLE 806200 0 0
INCYTE PHARMACEUTICALS COMMON STOCK 45337C102 1060 40100
SH SOLE 40100 0 0
INDIANA ENERGY INC COMMON STOCK 454707100 4179 196100
SH SOLE 196100 0 0
INFOCURE CORP COMMON STOCK 45665A108 4362 82400
SH SOLE 82400 0 0
INFORMATION HOLDINGS COMMON STOCK 456727106 1637 83400
SH SOLE 83400 0 0
INFORMATION RESOURCES INC COMMON STOCK 456905108 1377 157421
SH SOLE 157421 0 0
INFORMIX CORP COMMON STOCK 456779107 10245 1200900
SH SOLE 1200900 0 0
INFOUSA INC-CL A COMMON STOCK 456818202 870 98000
SH SOLE 98000 0 0
INFOUSA INC-CL B COMMON STOCK 456818103 1220 143500
SH SOLE 143500 0 0
INGERSOLL-RAND CO COMMON STOCK 456866102 35360 547150
SH SOLE 547150 0 0
INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 9358 378112
SH SOLE 378112 0 0
INSIGNIA FINANCIAL GROUP COMMON STOCK 45767A105 713 67900
SH SOLE 67900 0 0
INTEGRATED DEV TEC COMMON STOCK 458118106 6921 636400
SH SOLE 636400 0 0
INTEL CORP COMMON STOCK 458140100 769959 12940480
SH SOLE 12940480 0 0
INTERMEDIA COMMUNICATION COMMON STOCK 458801107 531 17700
SH SOLE 17700 0 0
INTERNATIONAL PAPER CO COMMON STOCK 460146103 90251 1796041
SH SOLE 1796041 0 0
INTERPUBLIC GROUP COS COMMON STOCK 460690100 45586 526250
SH SOLE 526250 0 0
INTERSTATE BAKERIES COMMON STOCK 46072H108 10335 460600
SH SOLE 460600 0 0
INTERVOICE INC COMMON STOCK 461142101 4607 319100
SH SOLE 319100 0 0
INTIMATE BRANDS INC COMMON STOCK 461156101 2552 53865
SH SOLE 53865 0 0
INTL BUSINESS MACHINES COMMON STOCK 459200101 883540 6835900
SH SOLE 6835900 0 0
INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 14309 325200
SH SOLE 325200 0 0
INTL GAME TECHNOLOGY COMMON STOCK 459902102 12308 665300
SH SOLE 665300 0 0
INTL MULTIFOODS CORP COMMON STOCK 460043102 2984 132250
SH SOLE 132250 0 0
INTL NETWORK SERVICES COMMON STOCK 460053101 9212 228150
SH SOLE 228150 0 0
INTUIT INC COMMON STOCK 461202103 37447 415500
SH SOLE 415500 0 0
INVESTMENT TECHNOLOGY GP COMMON STOCK 46145F105 8070 251200
SH SOLE 251200 0 0
IPALCO ENTERPRISES INC COMMON STOCK 462613100 12073 569800
SH SOLE 569800 0 0
ISS GROUP INC COMMON STOCK 450306105 917 24300
SH SOLE 24300 0 0
ITC DELTACOM INC COMMON STOCK 45031T104 3360 120000
SH SOLE 120000 0 0
ITT EDUCATIONAL SERVICES COMMON STOCK 45068B109 1704 65400
SH SOLE 65400 0 0
ITT INDUSTRIES INC COMMON STOCK 450911102 12608 330700
SH SOLE 330700 0 0
IVAX CORP COMMON STOCK 465823102 9589 678850
SH SOLE 678850 0 0
IVEX PACKAGING CORP COMMON STOCK 465855104 1338 60800
SH SOLE 60800 0 0
J JILL GROUP COMMON STOCK 466189107 1800 123100
SH SOLE 123100 0 0
JABIL CIRCUIT INC COMMON STOCK 466313103 32057 710400
SH SOLE 710400 0 0
JACOBS ENGINEERING GROUP COMMON STOCK 469814107 6395 168300
SH SOLE 168300 0 0
JEFFERSON-PILOT CORP COMMON STOCK 475070108 22538 340512
SH SOLE 340512 0 0
JOHNSON & JOHNSON COMMON STOCK 478160104 473068 4827222
SH SOLE 4827222 0 0
JOHNSON CONTROLS INC COMMON STOCK 478366107 20572 296800
SH SOLE 296800 0 0
JONES APPAREL GROUP INC COMMON STOCK 480074103 42287 1232408
SH SOLE 1232408 0 0
JONES INTERCABLE COMMON STOCK 480206200 588 12000
SH SOLE 12000 0 0
JOSTENS INC COMMON STOCK 481088102 8747 415300
SH SOLE 415300 0 0
JUNIPER NETWORKS INC COMMON STOCK 48203R104 1341 9000
SH SOLE 9000 0 0
JUNO LIGHTING INC OLD COMMON STOCK 482047107 1465 59800
SH SOLE 59800 0 0
K SWISS COMMON STOCK 482686102 4631 99600
SH SOLE 99600 0 0
KANSAS CITY POWER & LIGHT COMMON STOCK 485134100 10493 411500
SH SOLE 411500 0 0
KANSAS CITY SOUTHERN INDS COMMON STOCK 485170104 21824 342000
SH SOLE 342000 0 0
KAUFMAN & BROAD HOME CORP COMMON STOCK 486168107 4468 179600
SH SOLE 179600 0 0
KAYDON CORP COMMON STOCK 486587108 6981 207600
SH SOLE 207600 0 0
KEANE INC COMMON STOCK 486665102 10622 469500
SH SOLE 469500 0 0
KEEBLER FOODS CO COMMON STOCK 487256109 3660 120000
SH SOLE 120000 0 0
KELLOGG CO COMMON STOCK 487836108 56027 1697800
SH SOLE 1697800 0 0
KELLSTROM INCS INC COMMON STOCK 488035106 2148 117700
SH SOLE 117700 0 0
KELLWOOD CO COMMON STOCK 488044108 312 11500
SH SOLE 11500 0 0
KELLY SERVICES INC CL A COMMON STOCK 488152208 8161 254025
SH SOLE 254025 0 0
KEMET CORPORATION COMMON STOCK 488360108 2654 115700
SH SOLE 115700 0 0
KENDLE INTERNATIONAL INC COMMON STOCK 48880L107 3048 190500
SH SOLE 190500 0 0
KENNAMETAL INC COMMON STOCK 489170100 7328 236400
SH SOLE 236400 0 0
KENT ELECTRONICS CORP COMMON STOCK 490553104 1141 57600
SH SOLE 57600 0 0
KERR MCGEE CORP COMMON STOCK 492386107 11533 229799
SH SOLE 229799 0 0
KEYCORP COMMON STOCK 493267108 48809 1519360
SH SOLE 1519360 0 0
KEYSPAN CORPORATION COMMON STOCK 49337W100 24781 939550
SH SOLE 939550 0 0
KEYSTONE FINANCIAL INC COMMON STOCK 493482103 9531 322400
SH SOLE 322400 0 0
KIMBERLY-CLARK CORP COMMON STOCK 494368103 154912 2717752
SH SOLE 2717752 0 0
KING WORLD PRODUCTIONS COMMON STOCK 495667107 10123 290800
SH SOLE 290800 0 0
KLA-TENCOR CORP COMMON STOCK 482480100 46710 720000
SH SOLE 720000 0 0
KMART CORP COMMON STOCK 482584109 30807 1867100
SH SOLE 1867100 0 0
KN ENERGY INC COMMON STOCK 482620101 7128 532900
SH SOLE 532900 0 0
KNIGHT-RIDDER INC COMMON STOCK 499040103 18991 344900
SH SOLE 344900 0 0
KOHLS CORP COMMON STOCK 500255104 83302 1083600
SH SOLE 1083600 0 0
KROGER COMPANY COMMON STOCK 501044101 126098 4513570
SH SOLE 4513570 0 0
KROLL-O'GARA COMPANY COMMON STOCK 501050108 2144 97200
SH SOLE 97200 0 0
KULICKE & SOFFA IND INC COMMON STOCK 501242101 2477 92400
SH SOLE 92400 0 0
L-3 COMMUNICATIONS HLDGS COMMON STOCK 502424104 4488 92900
SH SOLE 92900 0 0
LABOR READY INC COMMON STOCK 505401208 933 28700
SH SOLE 28700 0 0
LAIDLAW INC COMMON STOCK 50730K503 12655 1715900
SH SOLE 1715900 0 0
LAKES GAMING INC COMMON STOCK 51206P109 44 4050
SH SOLE 4050 0 0
LAM RESEARCH CORP COMMON STOCK 512807108 5603 120000
SH SOLE 120000 0 0
LAMAR ADVERTISING CO COMMON STOCK 512815101 3832 93600
SH SOLE 93600 0 0
LANCASTER COLONY CORP COMMON STOCK 513847103 9949 288363
SH SOLE 288363 0 0
LANCE INC COMMON STOCK 514606102 2658 170100
SH SOLE 170100 0 0
LANDS END INC COMMON STOCK 515086106 10193 211800
SH SOLE 211800 0 0
LASER VISION CENTERS INC COMMON STOCK 51807H100 6924 109900
SH SOLE 109900 0 0
LATTICE SEMICONDUCTOR COMMON STOCK 518415104 1600 25700
SH SOLE 25700 0 0
LEAR CORPORATION COMMON STOCK 521865105 26243 527500
SH SOLE 527500 0 0
LEE ENTERPRISES COMMON STOCK 523768109 8848 290100
SH SOLE 290100 0 0
LEGATO SYSTEMS INC COMMON STOCK 524651106 27322 473100
SH SOLE 473100 0 0
LEGGETT & PLATT INC COMMON STOCK 524660107 40826 1467900
SH SOLE 1467900 0 0
LEHMAN BROTHERS HLDGS INC COMMON STOCK 524908100 31920 513800
SH SOLE 513800 0 0
LEVEL 3 COMMUNICATIONS COMMON STOCK 52729N100 4210 70100
SH SOLE 70100 0 0
LEVEL ONE COMMUN COMMON STOCK 527295109 313 6400
SH SOLE 6400 0 0
LEXMARK INTL GROUP CL A COMMON STOCK 529771107 64242 980800
SH SOLE 980800 0 0
LG&E ENERGY CORP COMMON STOCK 501917108 17674 841600
SH SOLE 841600 0 0
LIBBEY INC COMMON STOCK 529898108 128 4400
SH SOLE 4400 0 0
LILLY (ELI) & CO COMMON STOCK 532457108 266083 3714950
SH SOLE 3714950 0 0
LIMITED INC COMMON STOCK 532716107 31480 693765
SH SOLE 693765 0 0
LINCARE HOLDINGS INC COMMON STOCK 532791100 9783 391300
SH SOLE 391300 0 0
LINCOLN ELECTRIC HOLDINGS COMMON STOCK 533900106 1193 58200
SH SOLE 58200 0 0
LINCOLN NATIONAL CORP COMMON STOCK 534187109 33543 641200
SH SOLE 641200 0 0
LINEAR TECHNOLOGY COMMON STOCK 535678106 69752 1037200
SH SOLE 1037200 0 0
LINENS'N THINGS INC COMMON STOCK 535679104 4200 96000
SH SOLE 96000 0 0
LITTON INDUSTRIES INC COMMON STOCK 538021106 23937 331600
SH SOLE 331600 0 0
LIZ CLAIBORNE INC COMMON STOCK 539320101 6924 189700
SH SOLE 189700 0 0
LJL BIOSYSTEMS INC COMMON STOCK 501873103 203 45000
SH SOLE 45000 0 0
LOCKHEED MARTIN CORP COMMON STOCK 539830109 70254 1886014
SH SOLE 1886014 0 0
LOEWS CORP COMMON STOCK 540424108 28042 354400
SH SOLE 354400 0 0
LONE STAR INDUSTRIES INC COMMON STOCK 542290408 180 4800
SH SOLE 4800 0 0
LONE-STAR STEAKHOUSE COMMON STOCK 542307103 2245 231000
SH SOLE 231000 0 0
LONGS DRUG STORES INC COMMON STOCK 543162101 3989 115400
SH SOLE 115400 0 0
LONGVIEW FIBRE CO COMMON STOCK 543213102 5311 339900
SH SOLE 339900 0 0
LORAL SPACE & COMMUNICA COMMON STOCK G56462107 8955 497500
SH SOLE 497500 0 0
LOUISIANA-PACIFIC CORP COMMON STOCK 546347105 8587 359680
SH SOLE 359680 0 0
LOWES COMPANIES COMMON STOCK 548661107 86908 1533100
SH SOLE 1533100 0 0
LSI LOGIC CORP COMMON STOCK 502161102 25493 552700
SH SOLE 552700 0 0
LTX CORP COMMON STOCK 502392103 2730 205100
SH SOLE 205100 0 0
LUBRIZOL CORP COMMON STOCK 549271104 10897 399900
SH SOLE 399900 0 0
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 780058 11567128
SH SOLE 11567128 0 0
LYONDELL CHEMICAL CO COMMON STOCK 552078107 16044 777900
SH SOLE 777900 0 0
M & T BANK CORP COMMON STOCK 55261F104 22110 40200
SH SOLE 40200 0 0
MACROMEDIA INC COMMON STOCK 556100105 6433 182500
SH SOLE 182500 0 0
MACROVISION CORP COMMON STOCK 555904101 674 9000
SH SOLE 9000 0 0
MAGNETEK INC COMMON STOCK 559424106 1888 178700
SH SOLE 178700 0 0
MAIL-WELL INC COMMON STOCK 560321200 3867 238900
SH SOLE 238900 0 0
MALLINCKRODT INC COMMON STOCK 561232109 8323 228800
SH SOLE 228800 0 0
MANDALAY RESORT GROUP COMMON STOCK 562567107 18019 850450
SH SOLE 850450 0 0
MANPOWER INC COMMON STOCK 56418H100 11803 521700
SH SOLE 521700 0 0
MANUGISTICS GROUP INC COMMON STOCK 565011103 2355 162400
SH SOLE 162400 0 0
MAPICS INC COMMON STOCK 564910107 541 51200
SH SOLE 51200 0 0
MAPQUEST.COM INC COMMON STOCK 565644101 318 19500
SH SOLE 19500 0 0
MARCUS CORP COMMON STOCK 566330106 2463 200000
SH SOLE 200000 0 0
MARINE DRILLING CO INC COMMON STOCK 568240204 437 31900
SH SOLE 31900 0 0
MARK IV INDUSTRIES INC COMMON STOCK 570387100 6821 322909
SH SOLE 322909 0 0
MARRIOTT INTL CLASS A COMMON STOCK 571903202 28263 756200
SH SOLE 756200 0 0
MARSH & MCLENNAN COS COMMON STOCK 571748102 66832 883000
SH SOLE 883000 0 0
MARSHALL & ILSLEY CORP COMMON STOCK 571834100 46595 723800
SH SOLE 723800 0 0
MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 19771 335100
SH SOLE 335100 0 0
MASCO CORP COMMON STOCK 574599106 30146 1044000
SH SOLE 1044000 0 0
MATERIAL SCIENCES CORP COMMON STOCK 576674105 161 10700
SH SOLE 10700 0 0
MATTEL INC COMMON STOCK 577081102 58792 2250414
SH SOLE 2250414 0 0
MAXIM INTEGRATED PROD COMMON STOCK 57772K101 62876 945500
SH SOLE 945500 0 0
MAXXAM INC COMMON STOCK 577913106 2948 45700
SH SOLE 45700 0 0
MAY DEPARTMENT STORES CO COMMON STOCK 577778103 119214 2916550
SH SOLE 2916550 0 0
MAYTAG CORP COMMON STOCK 578592107 23757 340300
SH SOLE 340300 0 0
MBIA INC COMMON STOCK 55262C100 21983 339500
SH SOLE 339500 0 0
MBNA CORP COMMON STOCK 55262L100 177970 5811250
SH SOLE 5811250 0 0
MCCORMICK & CO-NON VOTING COMMON STOCK 579780206 14730 466700
SH SOLE 466700 0 0
MCDERMOTT INTERNATIONAL COMMON STOCK 580037109 4257 150700
SH SOLE 150700 0 0
MCDONALDS CORP COMMON STOCK 580135101 265598 6458300
SH SOLE 6458300 0 0
MCGRAW-HILL COMPANIES INC COMMON STOCK 580645109 62977 1167600
SH SOLE 1167600 0 0
MCI WORLDCOM INC COMMON STOCK 55268B106 652817 7585379
SH SOLE 7585379 0 0
MCKESSON CORP HBOC INC COMMON STOCK 58155Q103 42869 1331838
SH SOLE 1331838 0 0
MCLEOD USA INC-CL A COMMON STOCK 582266102 7150 130000
SH SOLE 130000 0 0
MCN ENERGY GROUP INC COMMON STOCK 55267J100 11083 534100
SH SOLE 534100 0 0
MEAD CORP COMMON STOCK 582834107 15949 382000
SH SOLE 382000 0 0
MEDIA GENERAL INC-CL A COMMON STOCK 584404107 9807 192300
SH SOLE 192300 0 0
MEDIALINK WORLDWIDE INC COMMON STOCK 58445P105 1686 105385
SH SOLE 105385 0 0
MEDIAONE GROUP INC COMMON STOCK 58440J104 188444 2533700
SH SOLE 2533700 0 0
MEDICAL MANAGER CORP OLD COMMON STOCK 58461C103 3491 78900
SH SOLE 78900 0 0
MEDICIS PHARMACEUT CL A COMMON STOCK 584690309 5083 200325
SH SOLE 200325 0 0
MEDIMMUNE INC COMMON STOCK 584699102 31450 464200
SH SOLE 464200 0 0
MEDPARTNERS INC COMMON STOCK 58503X107 1305 174000
SH SOLE 174000 0 0
MEDQUIST INC COMMON STOCK 584949101 10907 249300
SH SOLE 249300 0 0
MEDTRONIC INC COMMON STOCK 585055106 236382 3035400
SH SOLE 3035400 0 0
MELLON BANK CORP COMMON STOCK 585509102 79282 2179584
SH SOLE 2179584 0 0
MEMBERWORKS INC COMMON STOCK 586002107 3822 131800
SH SOLE 131800 0 0
MENTOR CORP COMMON STOCK 587188103 3353 180000
SH SOLE 180000 0 0
MENTOR GRAPHICS CORP COMMON STOCK 587200106 5541 432500
SH SOLE 432500 0 0
MERCANTILE BANCORPORATION COMMON STOCK 587342106 27918 488725
SH SOLE 488725 0 0
MERCANTILE BANKSHARES COMMON STOCK 587405101 17244 487475
SH SOLE 487475 0 0
MERCK & CO INC COMMON STOCK 589331107 595487 8088104
SH SOLE 8088104 0 0
MERCURY GENERAL CORP COMMON STOCK 589400100 639 18800
SH SOLE 18800 0 0
MERCURY INTERACTIVE CORP COMMON STOCK 589405109 11072 313000
SH SOLE 313000 0 0
MEREDITH CORP COMMON STOCK 589433101 20044 578900
SH SOLE 578900 0 0
MERITOR AUTOMOTIVE INC COMMON STOCK 59000G100 11730 460000
SH SOLE 460000 0 0
MERRILL LYNCH & CO COMMON STOCK 590188108 117326 1475800
SH SOLE 1475800 0 0
MESA AIR GROUP INC COMMON STOCK 590479101 1172 156000
SH SOLE 156000 0 0
METAMOR WORLDWIDE INC COMMON STOCK 59133P100 4276 177700
SH SOLE 177700 0 0
METRIS COMPANIES COMMON STOCK 591598107 1577 38700
SH SOLE 38700 0 0
METTLER-TOLEDO INTL INC COMMON STOCK 592688105 1530 60000
SH SOLE 60000 0 0
MGIC INVESTMENT CORP COMMON STOCK 552848103 16197 333100
SH SOLE 333100 0 0
MGM GRAND INC COMMON STOCK 552953101 1465 29900
SH SOLE 29900 0 0
MICRO WAREHOUSE INC COMMON STOCK 59501B105 4851 271400
SH SOLE 271400 0 0
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 19713 416100
SH SOLE 416100 0 0
MICRON TECHNOLOGY COMMON STOCK 595112103 36025 889500
SH SOLE 889500 0 0
MICROSOFT CORP COMMON STOCK 594918104 1622157 17986500
SH SOLE 17986500 0 0
MICROSOFT CORP RESTRICTED COMMON STOCK 594918997 1420 15746
SH SOLE 15746 0 0
MIDAMERICAN ENERGY HLDGS COMMON STOCK 59562V107 16059 463800
SH SOLE 463800 0 0
MIDWAY GAMES INC COMMON STOCK 598148104 925 71500
SH SOLE 71500 0 0
MILACRON INC COMMON STOCK 598709103 2177 117700
SH SOLE 117700 0 0
MILLENNIUM PHARMACEUTICAL COMMON STOCK 599902103 10800 300000
SH SOLE 300000 0 0
MILLER (HERMAN) INC COMMON STOCK 600544100 11462 545800
SH SOLE 545800 0 0
MILLIPORE CORP COMMON STOCK 601073109 5594 137900
SH SOLE 137900 0 0
MINDSPRING ENTERPRISES COMMON STOCK 602683104 4077 92000
SH SOLE 92000 0 0
MINERALS TECH COMMON STOCK 603158106 8121 145500
SH SOLE 145500 0 0
MINIMED INC COMMON STOCK 60365K108 439 5700
SH SOLE 5700 0 0
MINNESOTA MINING & MFG CO COMMON STOCK 604059105 191523 2203000
SH SOLE 2203000 0 0
MINNESOTA POWER & LIGHT COMMON STOCK 604110106 9530 479500
SH SOLE 479500 0 0
MIRAGE RESORTS INC COMMON STOCK 60462E104 10625 634300
SH SOLE 634300 0 0
MISSISSIPPI CHEMICAL CORP COMMON STOCK 605288208 133 13600
SH SOLE 13600 0 0
MKS INSTRUMENTS INC COMMON STOCK 55306N104 2643 141900
SH SOLE 141900 0 0
MOBIL CORP COMMON STOCK 607059102 317531 3215500
SH SOLE 3215500 0 0
MODINE MANUFACTURING CO COMMON STOCK 607828100 6193 190200
SH SOLE 190200 0 0
MODIS PROFESSIONAL SVCS COMMON STOCK 607830106 9920 731435
SH SOLE 731435 0 0
MOHAWK IND INC COMMON STOCK 608190104 12074 397500
SH SOLE 397500 0 0
MOLECULAR DIVICES CORP COMMON STOCK 60851C107 5224 139300
SH SOLE 139300 0 0
MOLEX INC COMMON STOCK 608554101 37713 1019263
SH SOLE 1019263 0 0
MONSANTO CO COMMON STOCK 611662107 146088 3692600
SH SOLE 3692600 0 0
MONTANA POWER CO COMMON STOCK 612085100 26769 379700
SH SOLE 379700 0 0
MORGAN J P & COMPANY COMMON STOCK 616880100 91114 648500
SH SOLE 648500 0 0
MORGAN ST DEAN WITTER COMMON STOCK 617446448 238692 2325870
SH SOLE 2325870 0 0
MOTIVEPOWER INDUSTRIES COMMON STOCK 61980K101 5917 319850
SH SOLE 319850 0 0
MOTOROLA INC COMMON STOCK 620076109 259482 2738600
SH SOLE 2738600 0 0
MURPHY OIL CORP COMMON STOCK 626717102 22405 459000
SH SOLE 459000 0 0
MYLAN LABORATORIES COMMON STOCK 628530107 22281 840800
SH SOLE 840800 0 0
NABISCO GROUP HOLDINGS CP COMMON STOCK 62952P102 29138 1489500
SH SOLE 1489500 0 0
NABISCO HOLDINGS-CL A COMMON STOCK 629526104 7658 178100
SH SOLE 178100 0 0
NABORS INDUSTRIES INC COMMON STOCK 629568106 17170 704400
SH SOLE 704400 0 0
NACCO INDUSTRIES-CL A COMMON STOCK 629579103 2051 27900
SH SOLE 27900 0 0
NALCO CHEMICAL CO COMMON STOCK 629853102 10256 197700
SH SOLE 197700 0 0
NATIONAL CITY CORP COMMON STOCK 635405103 68987 1053240
SH SOLE 1053240 0 0
NATIONAL COMPUTER SYS INC COMMON STOCK 635519101 560 16600
SH SOLE 16600 0 0
NATIONAL DATA CORP COMMON STOCK 635621105 5985 140000
SH SOLE 140000 0 0
NATIONAL FUEL GAS CO COMMON STOCK 636180101 12891 265800
SH SOLE 265800 0 0
NATIONAL SEMICONDUCTOR COMMON STOCK 637640103 12413 490400
SH SOLE 490400 0 0
NATIONAL SERVICE INDS INC COMMON STOCK 637657107 5022 139500
SH SOLE 139500 0 0
NATL COMMERCE BANCORP COMMON STOCK 635449101 411 18800
SH SOLE 18800 0 0
NATL EQUIPMENT SERVICES COMMON STOCK 635847106 948 79000
SH SOLE 79000 0 0
NAVISTAR INTERNATIONAL CP COMMON STOCK 63934E108 10680 213600
SH SOLE 213600 0 0
NCH CORP COMMON STOCK 628850109 1737 35100
SH SOLE 35100 0 0
NCO GROUP INC COMMON STOCK 628858102 2941 77400
SH SOLE 77400 0 0
NCR CORPORATION COMMON STOCK 62886E108 34649 709844
SH SOLE 709844 0 0
NETWORK APPLIANCE INC COMMON STOCK 64120L104 10694 191400
SH SOLE 191400 0 0
NETWORK ASSOCIATES INC COMMON STOCK 640938106 13664 930303
SH SOLE 930303 0 0
NETWORK PLUS CORP COMMON STOCK 64122D506 317 15200
SH SOLE 15200 0 0
NEVADA POWER CO COMMON STOCK 641423108 8658 346300
SH SOLE 346300 0 0
NEW CENTURY ENERGIES INC COMMON STOCK 64352U103 14144 364425
SH SOLE 364425 0 0
NEW ENGLAND ELECTRIC SYS COMMON STOCK 644001109 19975 398500
SH SOLE 398500 0 0
NEW ERA NETWORKS INC COMMON STOCK 644312100 11358 258500
SH SOLE 258500 0 0
NEW YORK TIMES-CL A COMMON STOCK 650111107 27364 743340
SH SOLE 743340 0 0
NEWBRIDGE NETWORKS CP F+ COMMON STOCK 650901101 12075 420000
SH SOLE 420000 0 0
NEWELL RUBBERMAID INC COMMON STOCK 651229106 92537 1995417
SH SOLE 1995417 0 0
NEWFIELD EXPLORATION CO COMMON STOCK 651290108 5119 180000
SH SOLE 180000 0 0
NEWMONT MINING CORP COMMON STOCK 651639106 10034 504844
SH SOLE 504844 0 0
NEWPORT NEWS SHIPBUILDING COMMON STOCK 652228107 6702 227200
SH SOLE 227200 0 0
NEWS CORP LTD-ADR FOREIGN STOCK 652487703 13054 369660
SH SOLE 369660 0 0
NEWS CORP LTD-SP ADR PFD FOREIGN STOCK 652487802 33614 1065000
SH SOLE 1065000 0 0
NEXTEL COMMUNICATIONS-CLA COMMON STOCK 65332V103 50779 1011782
SH SOLE 1011782 0 0
NFO WORLDWIDE INC COMMON STOCK 62910N108 154 11000
SH SOLE 11000 0 0
NIAGARA MOHAWK HOLDINGS COMMON STOCK 653520106 12248 762500
SH SOLE 762500 0 0
NICOR INC COMMON STOCK 654086107 6174 162200
SH SOLE 162200 0 0
NIELSEN MEDIA RESEARCH COMMON STOCK 653929307 1277 43666
SH SOLE 43666 0 0
NIKE INC-CL B COMMON STOCK 654106103 63996 1009800
SH SOLE 1009800 0 0
NISOURCE INC COMMON STOCK 65473P105 22591 875200
SH SOLE 875200 0 0
NOBLE AFFILIATES COMMON STOCK 654894104 10404 369100
SH SOLE 369100 0 0
NOBLE DRILLING CORP COMMON STOCK 655042109 41411 2103400
SH SOLE 2103400 0 0
NOKIA CORP ADR CL A FOREIGN STOCK 654902204 17424 190300
SH SOLE 190300 0 0
NORDSON CORP COMMON STOCK 655663102 6817 111300
SH SOLE 111300 0 0
NORDSTROM INC COMMON STOCK 655664100 15856 473300
SH SOLE 473300 0 0
NORFOLK SOUTHERN COMMON STOCK 655844108 47564 1578900
SH SOLE 1578900 0 0
NORTEL NETWORKS CORP COMMON STOCK 656569100 181318 2088613
SH SOLE 2088613 0 0
NORTH FORK BANCORPORATION COMMON STOCK 659424105 20800 973100
SH SOLE 973100 0 0
NORTHEAST UTILITIES COMMON STOCK 664397106 16286 911100
SH SOLE 911100 0 0
NORTHERN STATES POWER CO COMMON STOCK 665772109 12512 517300
SH SOLE 517300 0 0
NORTHERN TELECOM LTD COMMON STOCK 665815106 4879 56200
SH SOLE 56200 0 0
NORTHERN TRUST CORP COMMON STOCK 665859104 34813 358900
SH SOLE 358900 0 0
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 17984 271200
SH SOLE 271200 0 0
NOVA CORP COMMON STOCK 669784100 38420 1536800
SH SOLE 1536800 0 0
NOVELL INC COMMON STOCK 670006105 30025 1133000
SH SOLE 1133000 0 0
NOVELLUS SYSTEMS INC COMMON STOCK 670008101 635 9300
SH SOLE 9300 0 0
NOVOSTE CORP COMMON STOCK 67010C100 326 15500
SH SOLE 15500 0 0
NUCOR CORP COMMON STOCK 670346105 13278 279900
SH SOLE 279900 0 0
OAK INDUSTRIES INC COMMON STOCK 671400505 11500 262100
SH SOLE 262100 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 22485 1064400
SH SOLE 1064400 0 0
OCEAN ENERGY INC COMMON STOCK 67481E106 10427 1083300
SH SOLE 1083300 0 0
OCWEN FINANCIAL CORP COMMON STOCK 675746101 23 2600
SH SOLE 2600 0 0
OFFICE DEPOT INC COMMON STOCK 676220106 58749 2662862
SH SOLE 2662862 0 0
OFFICEMAX INC COMMON STOCK 67622M108 9742 811800
SH SOLE 811800 0 0
OGDEN CORP COMMON STOCK 676346109 8957 332500
SH SOLE 332500 0 0
OGE ENERGY CORP COMMON STOCK 670837103 12167 512300
SH SOLE 512300 0 0
OHIO CASUALTY CORP COMMON STOCK 677240103 65 1800
SH SOLE 1800 0 0
OLD KENT FINANCIAL CORP COMMON STOCK 679833103 30343 724605
SH SOLE 724605 0 0
OLD REPUBLIC INTL CORP COMMON STOCK 680223104 17593 1016225
SH SOLE 1016225 0 0
OLIN CORP COMMON STOCK 680665205 5767 437300
SH SOLE 437300 0 0
OLSTEN CORP COMMON STOCK 681385100 3101 491250
SH SOLE 491250 0 0
OMNICARE INC COMMON STOCK 681904108 8509 674000
SH SOLE 674000 0 0
OMNICOM GROUP INC COMMON STOCK 681919106 55896 698700
SH SOLE 698700 0 0
ONEOK INC COMMON STOCK 682680103 4220 132900
SH SOLE 132900 0 0
OPEN TEXT CORP COMMON STOCK 683715106 3237 107900
SH SOLE 107900 0 0
OPTICAL COATING LABORATOR COMMON STOCK 683829105 10336 123600
SH SOLE 123600 0 0
ORACLE CORPORATION COMMON STOCK 68389X105 175387 4724237
SH SOLE 4724237 0 0
OREGON STEEL MILLS INC COMMON STOCK 686079104 2059 154700
SH SOLE 154700 0 0
ORION CAPITAL CORP COMMON STOCK 686268103 1352 37700
SH SOLE 37700 0 0
OSTEOTECH INC COMMON STOCK 688582105 4149 144300
SH SOLE 144300 0 0
OUTBACK STEAKHOUSE INC COMMON STOCK 689899102 22310 567500
SH SOLE 567500 0 0
OVERSEAS SHIPHOLDING COMMON STOCK 690368105 2899 222980
SH SOLE 222980 0 0
OWENS CORNING COMMON STOCK 69073F103 6741 196100
SH SOLE 196100 0 0
OWENS-ILLINOIS INC COMMON STOCK 690768403 16050 491000
SH SOLE 491000 0 0
OXFORD HEALTH PLANS COMMON STOCK 691471106 8606 553000
SH SOLE 553000 0 0
P G & E CORP COMMON STOCK 69331C108 47872 1475838
SH SOLE 1475838 0 0
P P & L RESOURCES INC COMMON STOCK 693499105 15781 513200
SH SOLE 513200 0 0
PACCAR INC COMMON STOCK 693718108 14485 271390
SH SOLE 271390 0 0
PACIFIC CENTURY FINL CORP COMMON STOCK 694058108 11472 532030
SH SOLE 532030 0 0
PACIFICARE HEALTH SYSTEMS COMMON STOCK 695112102 38205 531083
SH SOLE 531083 0 0
PACIFICORP COMMON STOCK 695114108 16604 903600
SH SOLE 903600 0 0
PACKAGED ICE INC COMMON STOCK 695148106 146 24600
SH SOLE 24600 0 0
PAGING NETWORK INC COMMON STOCK 695542100 1290 268000
SH SOLE 268000 0 0
PAINE WEBBER GROUP INC COMMON STOCK 695629105 23666 506225
SH SOLE 506225 0 0
PALL CORP COMMON STOCK 696429307 7434 335033
SH SOLE 335033 0 0
PANERA BREAD CO CLASS A COMMON STOCK 69840W108 1758 275800
SH SOLE 275800 0 0
PANTRY INC COMMON STOCK 698657103 2322 144000
SH SOLE 144000 0 0
PAPA JOHN'S INTL INC COMMON STOCK 698813102 18812 420975
SH SOLE 420975 0 0
PARAMETRIC TECHNOLOGY CP COMMON STOCK 699173100 11594 835600
SH SOLE 835600 0 0
PARKER HANNIFIN CORP COMMON STOCK 701094104 16623 363350
SH SOLE 363350 0 0
PARTNERRE LTD FOREIGN STOCK G6852T105 7157 191500
SH SOLE 191500 0 0
PAUL HARRIS STORES INC COMMON STOCK 703555201 1171 171900
SH SOLE 171900 0 0
PAYCHEX INC COMMON STOCK 704326107 25414 797299
SH SOLE 797299 0 0
PAYLESS SHOESOURCE INC COMMON STOCK 704379106 12797 239188
SH SOLE 239188 0 0
PC CONNECTION INC COMMON STOCK 69318J100 1575 130600
SH SOLE 130600 0 0
PE CORP-CELERA GENOMICS COMMON STOCK 69332S201 299 18500
SH SOLE 18500 0 0
PE CORP-PE BIOSYSTEMS GRP COMMON STOCK 69332S102 24327 212000
SH SOLE 212000 0 0
PECO ENERGY CO COMMON STOCK 693304107 27051 646000
SH SOLE 646000 0 0
PEGASUS COMMUNICATIONS CP COMMON STOCK 705904100 1207 30600
SH SOLE 30600 0 0
PEGASUS SYSTEMS INC COMMON STOCK 705906105 4167 111300
SH SOLE 111300 0 0
PENNEY (J C) CO INC COMMON STOCK 708160106 49393 1017100
SH SOLE 1017100 0 0
PENNZOIL-QUAKER STATE CO COMMON STOCK 709323109 7676 511735
SH SOLE 511735 0 0
PENTAIR INC COMMON STOCK 709631105 13039 285000
SH SOLE 285000 0 0
PENTON MEDIA INC COMMON STOCK 709668107 310 12800
SH SOLE 12800 0 0
PEOPLES ENERGY CORP COMMON STOCK 711030106 4692 124500
SH SOLE 124500 0 0
PEOPLES HERITAGE FIN'L GP COMMON STOCK 711147108 442 23500
SH SOLE 23500 0 0
PEOPLESOFT INC COMMON STOCK 712713106 29192 1692300
SH SOLE 1692300 0 0
PEP BOYS MANNY MO JK COMMON STOCK 713278109 3070 146200
SH SOLE 146200 0 0
PEPSI BOTTLING GROUP INC COMMON STOCK 713409100 916 39600
SH SOLE 39600 0 0
PEPSICO INC COMMON STOCK 713448108 206945 5349154
SH SOLE 5349154 0 0
PERCLOSE INC COMMON STOCK 71361C107 4056 84400
SH SOLE 84400 0 0
PEREGRINE SYSTEMS INC COMMON STOCK 71366Q101 7755 301900
SH SOLE 301900 0 0
PERFORMANCE FOOD GROUP COMMON STOCK 713755106 1425 52400
SH SOLE 52400 0 0
PERRIGO COMPANY COMMON STOCK 714290103 3321 435500
SH SOLE 435500 0 0
PERSONNEL GROUP OF AMER COMMON STOCK 715338109 1710 171000
SH SOLE 171000 0 0
PETROLEUM GEO-SVCS ADR COMMON STOCK 716597109 2321 156000
SH SOLE 156000 0 0
PETSMART COMMON STOCK 716768106 451 44000
SH SOLE 44000 0 0
PFIZER INC COMMON STOCK 717081103 501855 4604175
SH SOLE 4604175 0 0
PHARMACEUTICAL PRODUCT COMMON STOCK 717124101 1653 60400
SH SOLE 60400 0 0
PHARMACIA & UPJOHN INC COMMON STOCK 716941109 100799 1774235
SH SOLE 1774235 0 0
PHARMACOPEIA INC COMMON STOCK 71713B104 1007 89500
SH SOLE 89500 0 0
PHELPS DODGE CORP COMMON STOCK 717265102 12437 200800
SH SOLE 200800 0 0
PHILIP MORRIS COMPANIES COMMON STOCK 718154107 350395 8719000
SH SOLE 8719000 0 0
PHILLIPS PETROLEUM COMMON STOCK 718507106 52164 1036800
SH SOLE 1036800 0 0
PHOENIX INVT PARTNERS COMMON STOCK 719085102 682 79100
SH SOLE 79100 0 0
PHOTRONICS INC COMMON STOCK 719405102 613 25000
SH SOLE 25000 0 0
PIER 1 IMPORTS INC COMMON STOCK 720279108 1251 111200
SH SOLE 111200 0 0
PINNACLE SYSTEMS INC COMMON STOCK 723481107 11436 340100
SH SOLE 340100 0 0
PINNACLE WEST CAPITAL CP COMMON STOCK 723484101 25249 627300
SH SOLE 627300 0 0
PIONEER HI-BRED INTL COMMON STOCK 723686101 28666 736200
SH SOLE 736200 0 0
PIONEER NATURAL RESOURCES COMMON STOCK 723787107 7038 639800
SH SOLE 639800 0 0
PITNEY-BOWES INC COMMON STOCK 724479100 77749 1210100
SH SOLE 1210100 0 0
PITTSTON BRINKS GROUP COMMON STOCK 725701106 7356 275000
SH SOLE 275000 0 0
PLACER DOME INC COMMON STOCK 725906101 10268 873900
SH SOLE 873900 0 0
PLAYERS INTERNATIONAL INC COMMON STOCK 727903106 596 82900
SH SOLE 82900 0 0
PLX TECHNOLOGY INC COMMON STOCK 693417107 2520 53200
SH SOLE 53200 0 0
PMC-SIERRA INC COMMON STOCK 69344F106 1686 28600
SH SOLE 28600 0 0
PNC BANK CORP COMMON STOCK 693475105 60817 1055400
SH SOLE 1055400 0 0
POGO PRODUCING CO COMMON STOCK 730448107 881 47300
SH SOLE 47300 0 0
POLAROID CORP COMMON STOCK 731095105 2864 104153
SH SOLE 104153 0 0
POLICY MGMT SYSTEMS COMMON STOCK 731108106 7221 240700
SH SOLE 240700 0 0
POLYCOM INC COMMON STOCK 73172K104 9516 244000
SH SOLE 244000 0 0
POLYMER GROUP INC COMMON STOCK 731745105 548 46600
SH SOLE 46600 0 0
POPULAR INC COMMON STOCK 733174106 294 9700
SH SOLE 9700 0 0
POST PROPERTIES INC COMMON STOCK 737464107 1107 27000
SH SOLE 27000 0 0
POTLATCH CORP COMMON STOCK 737628107 4662 106100
SH SOLE 106100 0 0
POTOMAC ELECTRIC POWER COMMON STOCK 737679100 22932 779000
SH SOLE 779000 0 0
POWER INTEGRATIONS INC COMMON STOCK 739276103 9002 123100
SH SOLE 123100 0 0
POWERWAVE TECHNOLOGIES COMMON STOCK 739363109 774 24000
SH SOLE 24000 0 0
PPG INDUSTRIES COMMON STOCK 693506107 44976 761500
SH SOLE 761500 0 0
PRAXAIR INC COMMON STOCK 74005P104 27278 557400
SH SOLE 557400 0 0
PRECISION CASTPARTS COMMON STOCK 740189105 7144 168100
SH SOLE 168100 0 0
PRECISION RESPONSE CORP COMMON STOCK 740314109 568 101600
SH SOLE 101600 0 0
PREMARK INTERNATIONAL COMMON STOCK 740459102 15131 403500
SH SOLE 403500 0 0
PREMIER PARKS INC COMMON STOCK 740540208 4667 127000
SH SOLE 127000 0 0
PREPAID LEGAL SERVICES COMMON STOCK 740065107 1397 51500
SH SOLE 51500 0 0
PRESIDENTIAL LIFE CORP COMMON STOCK 740884101 585 29800
SH SOLE 29800 0 0
PRI AUTOMATION INC COMMON STOCK 69357H106 7478 206300
SH SOLE 206300 0 0
PRICE (T ROWE) ASSOC COMMON STOCK 741477103 34035 886900
SH SOLE 886900 0 0
PRIMARK CORP COMMON STOCK 741903108 2711 96600
SH SOLE 96600 0 0
PROCTER & GAMBLE CO COMMON STOCK 742718109 416762 4669600
SH SOLE 4669600 0 0
PROFESSIONAL DETAILING COMMON STOCK 74312N107 4622 196700
SH SOLE 196700 0 0
PROFIT RECOVERY GRP INTL COMMON STOCK 743168106 435 9200
SH SOLE 9200 0 0
PROGRESS SOFTWARE CORP COMMON STOCK 743312100 1588 56200
SH SOLE 56200 0 0
PROGRESSIVE CORP COMMON STOCK 743315103 32770 226000
SH SOLE 226000 0 0
PROJECT SOFTWARE & DEVLOP COMMON STOCK 74339P101 994 31800
SH SOLE 31800 0 0
PROLOGIS TRUST COMMON STOCK 743410102 8367 413200
SH SOLE 413200 0 0
PROMUS HOTEL CORP COMMON STOCK 74342P106 16906 545354
SH SOLE 545354 0 0
PROTECTIVE LIFE CORP COMMON STOCK 743674103 18469 543200
SH SOLE 543200 0 0
PROVIDENT COMPANIES INC COMMON STOCK 743862104 16996 424900
SH SOLE 424900 0 0
PROVIDENT FINANCIAL GROUP COMMON STOCK 743866105 12653 289200
SH SOLE 289200 0 0
PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 55437 594500
SH SOLE 594500 0 0
PROVINCE HEALTHCARE CO COMMON STOCK 743977100 4417 226495
SH SOLE 226495 0 0
PROXIM INC COMMON STOCK 744284100 8213 141600
SH SOLE 141600 0 0
PSS WORLD MEDICAL INC COMMON STOCK 69366A100 7442 665200
SH SOLE 665200 0 0
PUBLIC SERVICE ENTERPRISE COMMON STOCK 744573106 30275 741800
SH SOLE 741800 0 0
PUBLIC SERVICE OF N MEX COMMON STOCK 744499104 5436 273500
SH SOLE 273500 0 0
PUGET SOUND ENERGY INC COMMON STOCK 745332106 13423 559300
SH SOLE 559300 0 0
PULTE CORP COMMON STOCK 745867101 5118 221900
SH SOLE 221900 0 0
QLOGIC CORP COMMON STOCK 747277101 20354 154200
SH SOLE 154200 0 0
QRS CORP COMMON STOCK 74726X105 7511 96300
SH SOLE 96300 0 0
QUAKER OATS CO COMMON STOCK 747402105 32391 488000
SH SOLE 488000 0 0
QUALCOMM INC COMMON STOCK 747525103 145200 1011850
SH SOLE 1011850 0 0
QUANTA SERVICES INC COMMON STOCK 74762E102 6446 146500
SH SOLE 146500 0 0
QUANTUM CORP COMMON STOCK 747906105 28861 1196300
SH SOLE 1196300 0 0
QUEENS COUNTY BANCORP INC COMMON STOCK 748242104 672 20750
SH SOLE 20750 0 0
QUESTAR CORP COMMON STOCK 748356102 10079 527000
SH SOLE 527000 0 0
QUIKSILVER INC COMMON STOCK 74838C106 1341 51450
SH SOLE 51450 0 0
QUIMICA Y MINERA ADR FOREIGN STOCK 833635105 662 18700
SH SOLE 18700 0 0
QUINTILES TRANSNATIONAL COMMON STOCK 748767100 31970 761200
SH SOLE 761200 0 0
QUORUM HEALTH GROUP INC COMMON STOCK 749084109 5649 449700
SH SOLE 449700 0 0
R & B FALCON CORP COMMON STOCK 74912E101 292 31100
SH SOLE 31100 0 0
RADIAN GROUP INC COMMON STOCK 750236101 5858 120000
SH SOLE 120000 0 0
RADISYS CORP COMMON STOCK 750459109 2375 61100
SH SOLE 61100 0 0
RALSTON-RALSTON PURINA GR COMMON STOCK 751277302 45358 1490200
SH SOLE 1490200 0 0
RANGER OIL LTD COMMON STOCK 752805101 3923 794600
SH SOLE 794600 0 0
RARE HOSPITALITY INTL INC COMMON STOCK 753820109 1395 54700
SH SOLE 54700 0 0
RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 19690 597800
SH SOLE 597800 0 0
RAYCHEM CORP COMMON STOCK 754603108 9528 257500
SH SOLE 257500 0 0
RAYONIER INC COMMON STOCK 754907103 10336 207500
SH SOLE 207500 0 0
RAYTHEON CO-CL A COMMON STOCK 755111309 7246 105200
SH SOLE 105200 0 0
RAYTHEON CO-CL B COMMON STOCK 755111408 100998 1432600
SH SOLE 1432600 0 0
READERS DIGEST ASSN-CL A COMMON STOCK 755267101 24128 607000
SH SOLE 607000 0 0
REALTY INFORMATION GROUP COMMON STOCK 75612B107 1225 28160
SH SOLE 28160 0 0
REEBOK INTERNATIONAL COMMON STOCK 758110100 4192 225100
SH SOLE 225100 0 0
REGAL-BELOIT CORP COMMON STOCK 758750103 215 9100
SH SOLE 9100 0 0
REGIONS FINANCIAL CORP COMMON STOCK 758940100 27484 715040
SH SOLE 715040 0 0
REHABCARE GROUP INC COMMON STOCK 759148109 378 20500
SH SOLE 20500 0 0
RELIANCE GROUP HLDG COMMON STOCK 759464100 585 78600
SH SOLE 78600 0 0
RELIANT ENERGY INC COMMON STOCK 75952J108 28174 1019884
SH SOLE 1019884 0 0
RELIASTAR FINANCIAL CORP COMMON STOCK 75952U103 25454 581800
SH SOLE 581800 0 0
REMEDY CORP COMMON STOCK 759548100 3120 116100
SH SOLE 116100 0 0
RENAISSANCERE HLDGS LTD COMMON STOCK G7496G103 4499 121600
SH SOLE 121600 0 0
RENAL CARE GROUP INC COMMON STOCK 759930100 1459 56400
SH SOLE 56400 0 0
RENT-A-CENTER INC COMMON STOCK 76009N100 7123 296800
SH SOLE 296800 0 0
RENT-WAY INC COMMON STOCK 76009U104 2054 83400
SH SOLE 83400 0 0
REPUBLIC BANCORP COMMON STOCK 760282103 237 15600
SH SOLE 15600 0 0
REPUBLIC NEW YORK CORP COMMON STOCK 760719104 22850 335100
SH SOLE 335100 0 0
REUTERS GRP PLC - ADR FOREIGN STOCK 76132M102 119 1473
SH SOLE 1473 0 0
REX STORES CORP COMMON STOCK 761624105 2254 75600
SH SOLE 75600 0 0
REYNOLDS & REYNOLDS-CL A COMMON STOCK 761695105 11780 505300
SH SOLE 505300 0 0
REYNOLDS METALS CO COMMON STOCK 761763101 13358 226400
SH SOLE 226400 0 0
RF MICRO DEVICES INC COMMON STOCK 749941100 25014 335200
SH SOLE 335200 0 0
RITCHIE BROS AUCTIONEERS COMMON STOCK 767744105 1247 32700
SH SOLE 32700 0 0
RITE AID CORP COMMON STOCK 767754104 19473 790800
SH SOLE 790800 0 0
RJ REYNOLDS TOBACCO HLDGS COMMON STOCK 76182K105 21035 662533
SH SOLE 662533 0 0
ROBERT HALF INTL INC COMMON STOCK 770323103 15957 618200
SH SOLE 618200 0 0
ROBERTS PHARMACEUTICAL COMMON STOCK 770491108 2635 109800
SH SOLE 109800 0 0
ROCHESTER GAS & ELECTRIC COMMON STOCK 771367109 298 11200
SH SOLE 11200 0 0
ROCKWELL INTL CORP COMMON STOCK 773903109 93288 1535600
SH SOLE 1535600 0 0
ROGERS COMMUNICATIONS FOREIGN STOCK 775109200 5740 354600
SH SOLE 354600 0 0
ROHM & HAAS CO COMMON STOCK 775371107 26372 615100
SH SOLE 615100 0 0
ROLLINS INC COMMON STOCK 775711104 3065 192300
SH SOLE 192300 0 0
ROLLINS TRUCKING LEASING COMMON STOCK 775741101 367 33000
SH SOLE 33000 0 0
ROSS STORES INC COMMON STOCK 778296103 16382 325200
SH SOLE 325200 0 0
ROSTELECOM-SP ADR FOREIGN STOCK 778529107 676 68900
SH SOLE 68900 0 0
ROWAN COMPANIES INC COMMON STOCK 779382100 4688 256900
SH SOLE 256900 0 0
ROYAL CARIBBEAN CRUISES COMMON STOCK V7780T103 11333 259040
SH SOLE 259040 0 0
ROYAL DUTCH PETRO NY COMMON STOCK 780257804 468980 7783900
SH SOLE 7783900 0 0
RPM INC COMMON STOCK 749685103 10194 718545
SH SOLE 718545 0 0
RUDDICK CORP COMMON STOCK 781258108 5908 295400
SH SOLE 295400 0 0
RUSSELL CORP COMMON STOCK 782352108 2190 112300
SH SOLE 112300 0 0
RYDER SYSTEM INC COMMON STOCK 783549108 4012 155800
SH SOLE 155800 0 0
RYERSON TULL INC COMMON STOCK 78375P107 3822 169400
SH SOLE 169400 0 0
SABRE GROUP HOLDINGS INC COMMON STOCK 785905100 14355 208800
SH SOLE 208800 0 0
SAFECO CORP COMMON STOCK 786429100 23691 536900
SH SOLE 536900 0 0
SAFEWAY INC COMMON STOCK 786514208 111575 2254050
SH SOLE 2254050 0 0
SAKS INC COMMON STOCK 79377W108 29492 1021380
SH SOLE 1021380 0 0
SANDISK CORP COMMON STOCK 80004C101 2192 48700
SH SOLE 48700 0 0
SANMINA CORP COMMON STOCK 800907107 56405 743400
SH SOLE 743400 0 0
SANTA FE SNYDER CORP COMMON STOCK 80218K105 8544 1068000
SH SOLE 1068000 0 0
SARA LEE CORP COMMON STOCK 803111103 70082 3089000
SH SOLE 3089000 0 0
SAUCONY INC-CL B COMMON STOCK 804120202 373 16500
SH SOLE 16500 0 0
SBARRO INC COMMON STOCK 805844107 3827 141400
SH SOLE 141400 0 0
SBC COMMUNICATIONS INC COMMON STOCK 78387G103 394970 6809827
SH SOLE 6809827 0 0
SBS BROADCASTING SA COMMON STOCK L8137F102 1013 31400
SH SOLE 31400 0 0
SCANA CORP COMMON STOCK 805898103 16077 687800
SH SOLE 687800 0 0
SCHEIN PHARMACEUTICAL INC COMMON STOCK 806416103 316 26200
SH SOLE 26200 0 0
SCHERING-PLOUGH CORP COMMON STOCK 806605101 349540 6657900
SH SOLE 6657900 0 0
SCHLUMBERGER LTD COMMON STOCK 806857108 122351 1921116
SH SOLE 1921116 0 0
SCHOLASTIC CORP COMMON STOCK 807066105 5538 109400
SH SOLE 109400 0 0
SCHULMAN (A) INC COMMON STOCK 808194104 3591 208937
SH SOLE 208937 0 0
SCHWAB (CHARLES) CORP COMMON STOCK 808513105 143727 1318600
SH SOLE 1318600 0 0
SCI SYSTEM INC COMMON STOCK 783890106 22404 472900
SH SOLE 472900 0 0
SCIENTIFIC-ATLANTA INC COMMON STOCK 808655104 12755 354300
SH SOLE 354300 0 0
SCITEX CORP LTD FOREIGN STOCK 809090103 212 21200
SH SOLE 21200 0 0
SCOTTS CO (THE) CL A COMMON STOCK 810186106 929 19500
SH SOLE 19500 0 0
SEAGATE TECHNOLOGY COMMON STOCK 811804103 19048 743320
SH SOLE 743320 0 0
SEAGRAM CO LTD COMMON STOCK 811850106 75220 1493200
SH SOLE 1493200 0 0
SEALED AIR CORP COMMON STOCK 81211K100 59283 913804
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SEALED AIR CORP PFD A COMMON STOCK 81211K209 6813 109000
SH SOLE 109000 0 0
SEARS ROEBUCK & CO COMMON STOCK 812387108 63132 1416700
SH SOLE 1416700 0 0
SECURITY CAPITAL GRP-CL B COMMON STOCK 81413P204 9029 620000
SH SOLE 620000 0 0
SECURITY DYNAMICS TECH COMMON STOCK 814208104 669 31500
SH SOLE 31500 0 0
SEMPRA ENERGY COMMON STOCK 816851109 16166 714515
SH SOLE 714515 0 0
SEMTECH CORP COMMON STOCK 816850101 1522 29200
SH SOLE 29200 0 0
SENSORMATIC ELECTRONICS COMMON STOCK 817265101 13062 937200
SH SOLE 937200 0 0
SEPRACOR INC COMMON STOCK 817315104 17550 216000
SH SOLE 216000 0 0
SEQUA CORP-CL A COMMON STOCK 817320104 5264 75200
SH SOLE 75200 0 0
SEQUENT COMPUTER SYSTEMS COMMON STOCK 817338106 5053 284700
SH SOLE 284700 0 0
SERVICE CORP INTL COMMON STOCK 817565104 24440 1269600
SH SOLE 1269600 0 0
SFX ENTERTAINMENT CL A COMMON STOCK 784178105 9024 141000
SH SOLE 141000 0 0
SHARED MEDICAL SYSTEMS COMMON STOCK 819486101 5696 87300
SH SOLE 87300 0 0
SHAW INDUSTRIES INC COMMON STOCK 820286102 20998 1199900
SH SOLE 1199900 0 0
SHELL TRANS & TRADING-ADR FOREIGN STOCK 822703609 5240 113000
SH SOLE 113000 0 0
SHERWIN-WILLIAMS CO COMMON STOCK 824348106 16053 578500
SH SOLE 578500 0 0
SHOE CARNIVAL INC COMMON STOCK 824889109 340 20000
SH SOLE 20000 0 0
SHOPKO STORES INC COMMON STOCK 824911101 427 11700
SH SOLE 11700 0 0
SIEBEL SYSTEMS INC COMMON STOCK 826170102 39715 598900
SH SOLE 598900 0 0
SIGMA-ALDRICH CORP COMMON STOCK 826552101 10455 303600
SH SOLE 303600 0 0
SILICON GRAPHICS COMMON STOCK 827056102 8499 519000
SH SOLE 519000 0 0
SIMON PROPERTY SER B-PFD COMMON STOCK 828806406 4336 170875
SH SOLE 170875 0 0
SKYTEL COMMUNICATIONS INC COMMON STOCK 83087Q104 3017 144100
SH SOLE 144100 0 0
SLI INC COMMON STOCK 78442T108 1350 50000
SH SOLE 50000 0 0
SLM HOLDING CORP COMMON STOCK 78442A109 62836 1371600
SH SOLE 1371600 0 0
SM&A CORP COMMON STOCK 784432106 629 82500
SH SOLE 82500 0 0
SMITH (A O) CORP COMMON STOCK 831865209 1222 43650
SH SOLE 43650 0 0
SMITH INTERNATIONAL INC COMMON STOCK 832110100 16254 374200
SH SOLE 374200 0 0
SMITHFIELD FOODS INC COMMON STOCK 832248108 14713 440000
SH SOLE 440000 0 0
SMITH-GARDNER & ASSOC COMMON STOCK 832059109 1867 231600
SH SOLE 231600 0 0
SMUCKER (J M) CO COMMON STOCK 832696108 4167 187300
SH SOLE 187300 0 0
SMURFIT-STONE CONTAINER COMMON STOCK 832727101 1104 53700
SH SOLE 53700 0 0
SNAP-ON INC COMMON STOCK 833034101 7104 196300
SH SOLE 196300 0 0
SNYDER COMMUNICATIONS INC COMMON STOCK 832914105 17017 519600
SH SOLE 519600 0 0
SOLA INTERNATIONAL INC COMMON STOCK 834092108 1162 59800
SH SOLE 59800 0 0
SOLECTRON CORP COMMON STOCK 834182107 155593 2333160
SH SOLE 2333160 0 0
SOLUTIA INC COMMON STOCK 834376105 19582 918800
SH SOLE 918800 0 0
SONAT INC COMMON STOCK 835415100 26112 788300
SH SOLE 788300 0 0
SONIC AUTOMOTIVE INC COMMON STOCK 83545G102 2245 163300
SH SOLE 163300 0 0
SONOCO PRODUCTS CO COMMON STOCK 835495102 20083 670824
SH SOLE 670824 0 0
SONY CORP FOREIGN STOCK 835699307 21269 192700
SH SOLE 192700 0 0
SOTHEBYS HLDS-CL A COMMON STOCK 835898107 14423 378300
SH SOLE 378300 0 0
SOUTHDOWN INC COMMON STOCK 841297104 19596 305000
SH SOLE 305000 0 0
SOUTHERN CO COMMON STOCK 842587107 63152 2383100
SH SOLE 2383100 0 0
SOUTHTRUST CORP COMMON STOCK 844730101 24238 631600
SH SOLE 631600 0 0
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 34350 1103625
SH SOLE 1103625 0 0
SOVEREIGN BANCORP INC COMMON STOCK 845905108 13318 1098400
SH SOLE 1098400 0 0
SPRINGS INDUSTRIES-CL A COMMON STOCK 851783100 3948 90500
SH SOLE 90500 0 0
SPRINT CORP (FON GROUP) COMMON STOCK 852061100 264216 4985200
SH SOLE 4985200 0 0
SPRINT CORP (PCS GROUP) COMMON STOCK 852061506 78606 1379050
SH SOLE 1379050 0 0
SPSS INC COMMON STOCK 78462K102 2767 107700
SH SOLE 107700 0 0
SPX CORPORATION COMMON STOCK 784635104 17427 208701
SH SOLE 208701 0 0
ST JOE CORP (THE) COMMON STOCK 790148100 8100 300000
SH SOLE 300000 0 0
ST JUDE MEDICAL INC COMMON STOCK 790849103 8418 236297
SH SOLE 236297 0 0
ST PAUL COMPANIES COMMON STOCK 792860108 30860 970060
SH SOLE 970060 0 0
STANCORP FIANACIAL GROUP COMMON STOCK 852891100 3600 120000
SH SOLE 120000 0 0
STANDARD PRODUCTS CO COMMON STOCK 853836104 1796 70100
SH SOLE 70100 0 0
STANDARD REGISTER CO COMMON STOCK 853887107 5673 184500
SH SOLE 184500 0 0
STANLEY WORKS COMMON STOCK 854616109 8221 255400
SH SOLE 255400 0 0
STAPLES INC COMMON STOCK 855030102 44160 1427387
SH SOLE 1427387 0 0
STARBUCKS CORP COMMON STOCK 855244109 75767 2017100
SH SOLE 2017100 0 0
STARWOOD HOTELS & RESORTS COMMON STOCK 85590A203 1754 57400
SH SOLE 57400 0 0
STATE STREET CORP COMMON STOCK 857477103 44310 519000
SH SOLE 519000 0 0
STERIS CORP COMMON STOCK 859152100 11582 597800
SH SOLE 597800 0 0
STERLING COMMERCE INC COMMON STOCK 859205106 23261 632946
SH SOLE 632946 0 0
STERLING SOFTWARE INC COMMON STOCK 859547101 14533 549700
SH SOLE 549700 0 0
STEWART & STEVENSON SERV COMMON STOCK 860342104 2657 174200
SH SOLE 174200 0 0
STEWART ENTERPRISES CL A COMMON STOCK 860370105 11956 821000
SH SOLE 821000 0 0
STMICROELECTRONICS NV FOREIGN STOCK 861012102 9865 142200
SH SOLE 142200 0 0
STORAGE TECHNOLOGY CORP COMMON STOCK 862111200 14932 656364
SH SOLE 656364 0 0
STRUCTURAL DYNAMICS RES COMMON STOCK 863555108 9214 496363
SH SOLE 496363 0 0
STRYKER CORP COMMON STOCK 863667101 38721 644000
SH SOLE 644000 0 0
SUCCESSORIES INC COMMON STOCK 864591102 259 109100
SH SOLE 109100 0 0
SUIZA FOODS CORP COMMON STOCK 865077101 13993 334155
SH SOLE 334155 0 0
SUMMIT BANCORP COMMON STOCK 866005101 34132 816300
SH SOLE 816300 0 0
SUN MICROSYSTEMS INC COMMON STOCK 866810104 200523 2911400
SH SOLE 2911400 0 0
SUNGARD DATA SYSTEMS COMMON STOCK 867363103 28352 821800
SH SOLE 821800 0 0
SUNOCO INC COMMON STOCK 86764P109 11810 391233
SH SOLE 391233 0 0
SUNRISE ASSISTED LIVING COMMON STOCK 86768K106 1022 29300
SH SOLE 29300 0 0
SUNTRUST BANKS INC COMMON STOCK 867914103 81864 1178964
SH SOLE 1178964 0 0
SUPERIOR INDUSTRIES INC COMMON STOCK 868168105 6029 220750
SH SOLE 220750 0 0
SUPERVALU INC COMMON STOCK 868536103 9033 349100
SH SOLE 349100 0 0
SWIFT TRANSPORTATION CO COMMON STOCK 870756103 1584 72000
SH SOLE 72000 0 0
SYBASE INC COMMON STOCK 871130100 1288 117100
SH SOLE 117100 0 0
SYBRON INTL CORP COMMON STOCK 87114F106 18811 682500
SH SOLE 682500 0 0
SYLVAN LEARNING SYSTEMS COMMON STOCK 871399101 8398 308900
SH SOLE 308900 0 0
SYMANTEC CORP COMMON STOCK 871503108 9659 378800
SH SOLE 378800 0 0
SYMBOL TECHNOLOGIES INC COMMON STOCK 871508107 22598 612825
SH SOLE 612825 0 0
SYNBIOTICS CORP COMMON STOCK 871566105 172 43600
SH SOLE 43600 0 0
SYNOPSYS INC COMMON STOCK 871607107 26098 472900
SH SOLE 472900 0 0
SYNOVUS FINANCIAL CORP COMMON STOCK 87161C105 16326 821450
SH SOLE 821450 0 0
SYNTHETECH INC COMMON STOCK 87162E100 855 157300
SH SOLE 157300 0 0
SYSCO CO COMMON STOCK 871829107 38920 1305500
SH SOLE 1305500 0 0
TALBOTS INC COMMON STOCK 874161102 469 12300
SH SOLE 12300 0 0
TALISMAN ENERGY INC COMMON STOCK 87425E103 9387 353400
SH SOLE 353400 0 0
TANDY CORP COMMON STOCK 875382103 30202 617936
SH SOLE 617936 0 0
TARRANT APPAREL GROUP COMMON STOCK 876289109 1599 70300
SH SOLE 70300 0 0
TCA CABLE TV INC COMMON STOCK 872241104 18221 328300
SH SOLE 328300 0 0
TCF FINANCIAL CORP COMMON STOCK 872275102 16254 583100
SH SOLE 583100 0 0
TCI MUSIC INC-CL A COMMON STOCK 87229N101 2264 64000
SH SOLE 64000 0 0
TECH DATA CORP COMMON STOCK 878237106 13181 344600
SH SOLE 344600 0 0
TECHNE CORP COMMON STOCK 878377100 2817 111000
SH SOLE 111000 0 0
TECO ENERGY COMMON STOCK 872375100 21310 936700
SH SOLE 936700 0 0
TECUMSEH PRODUCTS-CL A COMMON STOCK 878895200 9078 149900
SH SOLE 149900 0 0
TEKTRONIX INC COMMON STOCK 879131100 3935 130350
SH SOLE 130350 0 0
TELECOM CORP NEW ZEALAND FOREIGN STOCK 879278208 335 9600
SH SOLE 9600 0 0
TELECOM ITALIA SPA-ADR FOREIGN STOCK 87927W106 11529 109600
SH SOLE 109600 0 0
TELEFLEX INC COMMON STOCK 879369106 10651 245200
SH SOLE 245200 0 0
TELEPHONE & DATA SYSTEMS COMMON STOCK 879433100 29594 404700
SH SOLE 404700 0 0
TELLABS INC COMMON STOCK 879664100 81805 1210800
SH SOLE 1210800 0 0
TEMPLE-INLAND INC COMMON STOCK 879868107 12963 188900
SH SOLE 188900 0 0
TENET HEALTHCARE CORP COMMON STOCK 88033G100 54889 2957000
SH SOLE 2957000 0 0
TENNECO INC COMMON STOCK 88037E101 15805 662000
SH SOLE 662000 0 0
TERADYNE INC COMMON STOCK 880770102 61109 851700
SH SOLE 851700 0 0
TETRA TECH INC COMMON STOCK 88162G103 6497 393735
SH SOLE 393735 0 0
TEVA PHARMACEUTICAL-ADR COMMON STOCK 881624209 7448 152000
SH SOLE 152000 0 0
TEXACO INC COMMON STOCK 881694103 124249 1991972
SH SOLE 1991972 0 0
TEXAS INDUSTRIES INC COMMON STOCK 882491103 264 6800
SH SOLE 6800 0 0
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 223387 1551300
SH SOLE 1551300 0 0
TEXAS UTILITIES CO COMMON STOCK 882848104 43011 1037977
SH SOLE 1037977 0 0
TEXTRON INC COMMON STOCK 883203101 57742 701500
SH SOLE 701500 0 0
THE PMI GROUP INC COMMON STOCK 69344M101 14604 232500
SH SOLE 232500 0 0
THERMO ELECTRON CORP COMMON STOCK 883556102 11259 561187
SH SOLE 561187 0 0
THOMAS & BETTS CORP COMMON STOCK 884315102 17931 379500
SH SOLE 379500 0 0
THOMAS GROUP INC COMMON STOCK 884402108 603 67500
SH SOLE 67500 0 0
THREE-FIVE SYSTEMS INC COMMON STOCK 88554L108 829 60000
SH SOLE 60000 0 0
TIDEWATER INC COMMON STOCK 886423102 10892 357100
SH SOLE 357100 0 0
TIFFANY & CO COMMON STOCK 886547108 23758 246200
SH SOLE 246200 0 0
TIME WARNER INC COMMON STOCK 887315109 382651 5268860
SH SOLE 5268860 0 0
TIME WARNER TELECOM-CL A COMMON STOCK 887319101 1163 40100
SH SOLE 40100 0 0
TIMES MIRROR CO CL A COMMON STOCK 887364107 15618 263600
SH SOLE 263600 0 0
TIMKEN CO COMMON STOCK 887389104 3122 160100
SH SOLE 160100 0 0
TJX COMPANIES INC COMMON STOCK 872540109 45821 1375500
SH SOLE 1375500 0 0
TOMMY HILFIGER COMMON STOCK G8915Z102 3208 43800
SH SOLE 43800 0 0
TORCHMARK CORP COMMON STOCK 891027104 15503 454300
SH SOLE 454300 0 0
TOSCO CORP COMMON STOCK 891490302 30757 1185800
SH SOLE 1185800 0 0
TOTAL RENAL CARE HLDGS COMMON STOCK 89151A107 10705 687866
SH SOLE 687866 0 0
TOWNPAGESNET.COM-SPON ADR COMMON STOCK 892179102 319 45500
SH SOLE 45500 0 0
TOYS R US INC COMMON STOCK 892335100 19129 924650
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TRANSAMERICA CORP COMMON STOCK 893485102 29589 394516
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TRANSOCEAN OFFSHORE INC COMMON STOCK G90076103 19312 735700
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TRAVELERS PROP CASUAL-CLA COMMON STOCK 893939108 728 18600
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TRIBUNE COMPANY COMMON STOCK 896047107 34441 395300
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TRICON GLOBAL RESTAURANTS COMMON STOCK 895953107 28144 519985
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TRIGON HEALTHCARE INC COMMON STOCK 89618L100 15547 427400
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TRINITY INDUSTRIES INC COMMON STOCK 896522109 11511 343600
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TRIPOS INC COMMON STOCK 896928108 613 74300
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TRIQUINT SEMICONDUCTOR COMMON STOCK 89674K103 4500 79200
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TRW INC COMMON STOCK 872649108 31196 568500
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TUPPERWARE CORP COMMON STOCK 899896104 4766 186900
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TYCO INTERNATIONAL LTD COMMON STOCK 902124106 408971 4316320
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TYSON FOODS INC-CL A COMMON STOCK 902494103 47747 2122070
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UAL CORP COMMON STOCK 902549500 2579 39900
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UCAR INTERNATIONAL COMMON STOCK 90262K109 10082 399300
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ULTRAMAR DIAMOND SHAMROCK COMMON STOCK 904000106 14767 676976
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UN PLANTERS CORP COMMON STOCK 908068109 21155 473400
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UNIFI INC COMMON STOCK 904677101 8616 405450
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UNION CARBIDE CORP COMMON STOCK 905581104 24765 508000
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UNION PACIFIC CORP COMMON STOCK 907818108 47752 818900
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UNIONBANCAL CORP COMMON STOCK 908906100 2601 72000
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UNITED HEALTHCARE CORP COMMON STOCK 910581107 51998 830300
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UNITED PAN-EUROPE FOREIGN STOCK 911300200 33 600
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UNITRIN INC COMMON STOCK 913275103 615 15000
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UNIVERSAL CORP COMMON STOCK 913456109 6199 218000
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UNIVERSAL ELEC INC COMMON STOCK 913483103 463 16500
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UNIVERSAL FOODS CORP COMMON STOCK 913538104 6878 325600
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UNIVERSAL HEALTH SVC-CL B COMMON STOCK 913903100 2612 54700
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UNIVISION COMMON STOCK 914906102 39345 605300
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USA NETWORKS INC COMMON STOCK 902984103 17013 424000
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USG CORP COMMON STOCK 903293405 21890 390900
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UST INC COMMON STOCK 902911106 16899 576500
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USX-MARATHON GROUP COMMON STOCK 902905827 36864 1132100
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USX-U S STEEL GROUP INC COMMON STOCK 90337T101 9294 344240
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UTILICORP UNITED INC COMMON STOCK 918005109 16011 658550
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VALASSIS COMMUNICATIONS COMMON STOCK 918866104 3423 93450
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VALERO ENERGY CORP COMMON STOCK 91913Y100 10474 488600
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VARCO INTERNATIONAL INC COMMON STOCK 922126107 4623 427600
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VEECO INSTRUMENTS INC COMMON STOCK 922417100 2032 59750
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VENTANA MEDICAL SYSTEMS COMMON STOCK 92276H106 383 20000
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VERITAS SOFTWARE CORP COMMON STOCK 923436109 71431 752400
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VETERINARY CTRS OF AMER COMMON STOCK 925514101 231 17000
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VF CORP COMMON STOCK 918204108 16711 390900
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VIACOM INC-CL B COMMON STOCK 925524308 119153 2708024
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VIAD CORP COMMON STOCK 92552R109 20181 652300
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VIATEL INC COMMON STOCK 925529208 11225 200000
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VISHAY INTERTECHNOLOGY COMMON STOCK 928298108 13756 655029
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VISIO CORP COMMON STOCK 927914101 586 15400
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VISION TWENTY-ONE INC COMMON STOCK 92831N101 123 14766
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VISX INC COMMON STOCK 92844S105 28230 356500
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VITESSE SEMICONDUCTOR CP COMMON STOCK 928497106 33483 496500
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VLASIC FOODS INTL COMMON STOCK 928559103 2040 279030
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VODAFONE AIRTOUCH PLC COMMON STOCK 92857T107 16105 81750
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VOICESTREAM WIRELESS CORP COMMON STOCK 928615103 13603 478364
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VULCAN MATERIALS COMMON STOCK 929160109 32434 672200
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WACHOVIA CORP COMMON STOCK 929771103 55616 650010
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WADDELL & REED FINL CL A COMMON STOCK 930059100 19 700
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WADDELL & REED FINL CL B COMMON STOCK 930059209 86 3200
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WALGREEN CO COMMON STOCK 931422109 91374 3110600
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WALLACE COMPUTER SERVICES COMMON STOCK 932270101 6990 279600
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WAL-MART STORES INC COMMON STOCK 931142103 802528 16632700
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WALT DISNEY CO (THE) COMMON STOCK 254687106 226325 7345221
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WARNACO GROUP INC-CL A COMMON STOCK 934390105 10392 388500
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WARNER-LAMBERT CO COMMON STOCK 934488107 203988 2951004
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WASHINGTON FEDERAL INC COMMON STOCK 938824109 61 2700
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WASHINGTON GAS LIGHT COMMON STOCK 938837101 7769 298800
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WASHINGTON MUTUAL INC COMMON STOCK 939322103 87396 2457533
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WASHINGTON POST-CL B COMMON STOCK 939640108 38342 71300
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WASTE CONNECTIONS INC COMMON STOCK 941053100 6832 224000
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WASTE MANAGEMENT INC COMMON STOCK 94106L109 165125 3072090
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WATSON PHARMACEUTICAL INC COMMON STOCK 942683103 13247 377800
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WATTS INDUSTRIES-CL A COMMON STOCK 942749102 3356 174900
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WAUSAU-MOSINEE PAPER CORP COMMON STOCK 943315101 6284 349122
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WEATHERFORD INTERNATIONAL COMMON STOCK 947074100 38769 1058537
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WEBB (DEL E) CORP COMMON STOCK 947423109 222 9300
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WELLMAN INC COMMON STOCK 949702104 2851 178900
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WELLPOINT HEALTH NETWORKS COMMON STOCK 94973H108 6187 72900
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WELLS FARGO COMPANY COMMON STOCK 949746101 345477 8081330
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WENDY'S INTL INC COMMON STOCK 950590109 10984 385400
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WESCO INTERNATIONAL INC COMMON STOCK 95082P105 605 29500
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WESLEY JESSEN VISIONCARE COMMON STOCK 951018100 458 14150
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WESTAMERICA BANCORP COMMON STOCK 957090103 5767 158000
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WESTERN DIGITAL CORP COMMON STOCK 958102105 1866 287000
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WESTERN RESOURCES INC COMMON STOCK 959425109 812 30500
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WESTERN WIRELESS CP-CL A COMMON STOCK 95988E204 13022 482284
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WESTPOINT STEVENS INC COMMON STOCK 961238102 10911 366000
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WESTVACO CORP COMMON STOCK 961548104 9835 339150
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WEYERHAEUSER CO COMMON STOCK 962166104 64433 937200
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WHIRLPOOL CORP COMMON STOCK 963320106 27572 372600
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WHITMAN CORP COMMON STOCK 96647R107 10139 563300
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WHITTMAN-HART INC COMMON STOCK 966834103 9335 294000
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WHOLE FOODS MARKET INC COMMON STOCK 966837106 9026 187800
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WILLAMETTE INDUSTRIES COMMON STOCK 969133107 15288 331900
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WILLIAMS COMPANIES INC COMMON STOCK 969457100 77315 1816494
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WILMINGTON TRUST CORP COMMON STOCK 971807102 13225 230500
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WINN-DIXIE STORES INC COMMON STOCK 974280109 16378 443400
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WINSTAR COMMUNICATIONS COMMON STOCK 975515107 11115 228000
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WISCONSIN CTRL TRANSPORT COMMON STOCK 976592105 9996 529600
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WISCONSIN ENERGY CORP COMMON STOCK 976657106 19734 787400
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WITCO CORP COMMON STOCK 977385103 7112 360100
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WORLD COLOR PRESS INC COMMON STOCK 981443104 421 15300
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WORTHINGTON INDUSTRIES COMMON STOCK 981811102 4533 275800
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WPP GROUP PLC-SPONS ADR COMMON STOCK 929309300 10719 125000
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WRIGLEY (WM) JR CO COMMON STOCK 982526105 36808 412700
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XEROX CORP COMMON STOCK 984121103 172965 2928500
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XILINX INC COMMON STOCK 983919101 56746 991200
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XIRCOM INC COMMON STOCK 983922105 983 32700
SH SOLE 32700 0 0
XL CAPITAL LTD-CL A COMMON STOCK G98255105 61460 1087793
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XOMED SURGICAL PRODUCTS COMMON STOCK 98412V107 7269 149300
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YORK INTERNATIONAL CORP COMMON STOCK 986670107 11204 261700
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YOUNG & RUBICAM INC COMMON STOCK 987425105 13313 293000
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ZALE CORP COMMON STOCK 988858106 2096 52400
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ZEBRA TECHNOLOGIES-CL A COMMON STOCK 989207105 3186 82900
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ZION BANCORPORATION COMMON STOCK 989701107 34188 538400
SH SOLE 538400 0 0
</TABLE>
