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
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.):
[ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: TIAA-CREF Investment Management, LLC
Address: 730 Third Avenue
New York, NY 10017-3206
13F File Number: 28-03194
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Richard Schlefer
Title: Second Vice President
Phone: (212) 916-4021
Signature, Place and Date of Signing:
Richard Schlefer New York, NY August 4, 1999
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings of this reporting manager are
reported in this report, and all holdings are reported by other reporting
manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported
by other reporting manager(s).)
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 3250
Form 13F Information Table Value Total: $ 121,842,253 (thousands)
List of Other Included Managers:
No. 13F File Number Name
01 28-01603 College Retirement Equities Fund
<PAGE>
<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ----------------- -------- ------ -----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DAIMLERCHRYSLER (U.S.A.) COM D1668R123 256382 2915237 SH DEFINED 01 2915237
TOTAL FINA -WTS 8/05/03 F9212D142 84 3670 SH DEFINED 01 3670
ACE LTD COM G0070K103 1836 65000 SH DEFINED 01 65000
CORECOMM LTD COM G2422R109 3898 80783 SH DEFINED 01 80783
FRUIT OF THE LOOM LTD (CLASS A COM G3682L105 2003 205437 SH DEFINED 01 205437
LORAL SPACE & COMMUNICATIONS L COM G56462107 124 6900 SH DEFINED 01 6900
RSL COMMUNICATIONS LTD (CLASS COM G7702U102 2414 125000 SH DEFINED 01 125000
SANTA FE INTERNATIONAL CORP COM G7805C108 345 15000 SH DEFINED 01 15000
SCOTTISH ANNUITY & LIFE HOLDIN COM G7885T104 430 40000 SH DEFINED 01 40000
TOMMY HILFIGER CORP COM G8915Z102 654 8900 SH DEFINED 01 8900
TRANSOCEAN OFFSHORE, INC COM G90076103 26248 999917 SH DEFINED 01 999917
TRITON ENERGY LTD COM G90751101 1476 137335 SH DEFINED 01 137335
XOMA LTD COM G9825R107 304 50203 SH DEFINED 01 50203
XL CAPITAL LTD COM G98255105 69221 1225156 SH DEFINED 01 1225156
MILLICOM INTERNATIONAL CELLULA COM L6388F102 98 3123 SH DEFINED 01 3123
OMI CORP (NEW) COM Y6476W104 787 381500 SH DEFINED 01 381500
PACIFIC INTERNET LTD COM Y66183107 10778 227500 SH DEFINED 01 227500
AAR CORP COM 000361105 3466 152775 SH DEFINED 01 152775
ADC TELECOMMUNICATIONS, INC COM 000886101 55830 1225358 SH DEFINED 01 1225358
ADE CORP COM 00089C107 40 3300 SH DEFINED 01 3300
AFC CABLE SYSTEMS, INC COM 000950105 3592 101725 SH DEFINED 01 101725
ABM INDUSTRIES, INC COM 000957100 686 22343 SH DEFINED 01 22343
ACT MANUFACTURING, INC COM 000973107 4 300 SH DEFINED 01 300
AEP INDUSTRIES, INC COM 001031103 157 5200 SH DEFINED 01 5200
AFLAC, INC COM 001055102 105526 2204207 SH DEFINED 01 2204207
AGCO CORP COM 001084102 6238 551400 SH DEFINED 01 551400
AGL RESOURCES, INC COM 001204106 10124 549100 SH DEFINED 01 549100
AHL SERVICES, INC COM 001296102 1314 52700 SH DEFINED 01 52700
AES CORP COM 00130H105 25652 441318 SH DEFINED 01 441318
AK STEEL HOLDINGS CORP COM 001547108 5821 258700 SH DEFINED 01 258700
AMB PROPERTY CORP COM 00163T109 7200 306400 SH DEFINED 01 306400
AMC ENTERTAINMENT, INC COM 001669100 546 28550 SH DEFINED 01 28550
AMLI RESIDENTIAL PROPERTIES TR COM 001735109 772 34500 SH DEFINED 01 34500
AMR CORP COM 001765106 75189 1101674 SH DEFINED 01 1101674
APAC CUSTOMER SERVICES, INC COM 00185E106 616 189500 SH DEFINED 01 189500
ARM FINANCIAL GROUP, INC (CLAS COM 001944107 1333 156800 SH DEFINED 01 156800
AT & T CORP COM 001957109 2605822 46688864 SH DEFINED 01 46688864
AT & T CORP - LIBERTY MEDIA (C COM 001957208 300588 8179266 SH DEFINED 01 8179266
ATMI, INC COM 00207R101 354 11900 SH DEFINED 01 11900
AVT CORP COM 002420107 3284 86700 SH DEFINED 01 86700
AVX CORP COM 002444107 2038 83600 SH DEFINED 01 83600
AAMES FINANCIAL CORP COM 00253A101 94 71800 SH DEFINED 01 71800
AARON RENTS, INC COM 002535201 2368 106425 SH DEFINED 01 106425
AAVID THERMAL TECHNOLOGIES, IN COM 002539104 1023 45200 SH DEFINED 01 45200
ABACUS DIRECT CORP COM 002553105 10733 117300 SH DEFINED 01 117300
ABBOTT LABORATORIES CO COM 002824100 615469 13526792 SH DEFINED 01 13526792
ABERCROMBIE & FITCH CO (CLASS COM 002896207 50786 1058040 SH DEFINED 01 1058040
ABITIBI CONSOLIDATED, INC COM 003924107 3207 280900 SH DEFINED 01 280900
ACCEPTANCE INSURANCE COS, INC COM 004308102 161 10683 SH DEFINED 01 10683
ACCLAIM ENTERTAINMENT, INC COM 004325205 5630 883150 SH DEFINED 01 883150
ACKERLEY GROUP, INC COM 004527107 603 33154 SH DEFINED 01 33154
ACNEILSEN CORP COM 004833109 26848 887539 SH DEFINED 01 887539
ACTIVISION, INC COM 004930202 68 4700 SH DEFINED 01 4700
ACTION PERFORMANCE COS, INC COM 004933107 2284 69200 SH DEFINED 01 69200
ACTEL CORP COM 004934105 1996 135320 SH DEFINED 01 135320
ACUSON CORP COM 005113105 2685 156236 SH DEFINED 01 156236
ACX TECHNOLOGIES, INC COM 005123104 2099 129147 SH DEFINED 01 129147
ACXIOM CORP COM 005125109 8253 330940 SH DEFINED 01 330940
ADAC LABORATORIES, INC COM 005313200 1683 232175 SH DEFINED 01 232175
ADAPTIVE BROADBAND CORP COM 00650M104 1186 54200 SH DEFINED 01 54200
ADAPTEC, INC COM 00651F108 102691 2908050 SH DEFINED 01 2908050
ADECCO S.A. ADR ADR 006754105 14640 218500 SH DEFINED 01 218500
ADELPHIA COMMUNICATIONS CORP ( COM 006848105 20463 321626 SH DEFINED 01 321626
ADMINSTAFF, INC COM 007094105 202 12624 SH DEFINED 01 12624
ADOBE SYSTEMS, INC COM 00724F101 58667 714096 SH DEFINED 01 714096
ADTRAN, INC COM 00738A106 4051 111359 SH DEFINED 01 111359
ADVANCE PARADIGM, INC COM 007491103 1403 23000 SH DEFINED 01 23000
ADVANCED LIGHTING TECHNOLOGIES COM 00753C102 1522 169100 SH DEFINED 01 169100
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 6209 397350 SH DEFINED 01 397350
ADVANCED TISSUE SCIENCE CO COM 00755F103 998 307050 SH DEFINED 01 307050
ADVEST GROUP, INC COM 007566102 859 43075 SH DEFINED 01 43075
ADVANTAGE LEARNING SYSTEMS, IN COM 00757K100 723 32700 SH DEFINED 01 32700
ADVANTICA RESTAURANT GROUP, IN COM 00758B109 141 41000 SH DEFINED 01 41000
ADVO, INC COM 007585102 7466 359830 SH DEFINED 01 359830
AERIAL COMMUNICATIONS, INC COM 007655103 252 18700 SH DEFINED 01 18700
ADVANCED MICRO DEVICES, INC COM 007903107 7802 431957 SH DEFINED 01 431957
AEGON NV ARS ADR 007924103 2710 36616 SH DEFINED 01 36616
ADVANTA CORP (CLASS A) COM 007942105 1162 64318 SH DEFINED 01 64318
ADVANTA CORP (CLASS B) COM 007942204 1402 103397 SH DEFINED 01 103397
ADVANCED ENERGY INDUSTRIES, IN COM 007973100 1335 32900 SH DEFINED 01 32900
ADVENT SOFTWARE, INC COM 007974108 5883 87800 SH DEFINED 01 87800
AETNA, INC COM 008117103 125563 1403915 SH DEFINED 01 1403915
AFFILIATED COMPUTER SERVICES,I COM 008190100 13115 259067 SH DEFINED 01 259067
AFFILIATED MANAGERS GROUP, INC COM 008252108 8007 265249 SH DEFINED 01 265249
AFFYMETRIX, INC COM 00826T108 1417 28700 SH DEFINED 01 28700
AFTERMARKET TECHNOLOGY CORP COM 008318107 98 8600 SH DEFINED 01 8600
AG-CHEM EQUIPMENT CO, INC COM 008363103 23 2300 SH DEFINED 01 2300
AGNICO EAGLE MINES LTD COM 008474108 33 5300 SH DEFINED 01 5300
AGRIBRANDS INTERNATIONAL, INC COM 00849R105 3465 87584 SH DEFINED 01 87584
AGRIBIOTECH, INC COM 008494106 170 28040 SH DEFINED 01 28040
AGRITOPE, INC COM 00855D107 52 14972 SH DEFINED 01 14972
AGRIUM, INC COM 008916108 1873 214851 SH DEFINED 01 214851
AIR EXPRESS INTERNATIONAL CORP COM 009104100 890 35093 SH DEFINED 01 35093
AIR PRODUCTS & CHEMICALS, INC COM 009158106 56916 1414057 SH DEFINED 01 1414057
AIRBORNE FREIGHT CORP COM 009266107 7758 280200 SH DEFINED 01 280200
AIRGAS, INC COM 009363102 486 39700 SH DEFINED 01 39700
AIRNET SYSTEMS, INC COM 009417106 169 12513 SH DEFINED 01 12513
AIRTRAN HOLDINGS, INC COM 00949P108 559 97200 SH DEFINED 01 97200
AIRTOUCH COMMUNICATIONS, INC C PFD 00949T308 12577 85158 SH DEFINED 01 85158
ALABAMA NATIONAL BANCORP COM 010317105 325 13000 SH DEFINED 01 13000
ALAMO GROUP, INC COM 011311107 44 5076 SH DEFINED 01 5076
ALARIS MEDICAL, INC COM 011637105 422 125000 SH DEFINED 01 125000
ALASKA AIR GROUP, INC COM 011659109 11370 272329 SH DEFINED 01 272329
ALBANY INTERNATIONAL CORP (CLA COM 012348108 8709 419693 SH DEFINED 01 419693
ALBEMARLE CORP COM 012653101 4181 180806 SH DEFINED 01 180806
ALBERTA ENERGY LTD COM 012873105 10904 341200 SH DEFINED 01 341200
ALBERTO CULVER CO (CLASS B) COM 013068101 7574 284451 SH DEFINED 01 284451
ALBERTO CULVER CO (CLASS A) COM 013068200 518 22700 SH DEFINED 01 22700
ALBERTSON'S, INC COM 013104104 132263 2565106 SH DEFINED 01 2565106
ALCAN ALUMINIUM CO LTD COM 013716105 17066 539500 SH DEFINED 01 539500
ALCOA, INC COM 013817101 283181 4576662 SH DEFINED 01 4576662
ALCATEL S.A. ADR ADR 013904305 1247 43964 SH DEFINED 01 43964
ALEXANDER & BALDWIN, INC COM 014482103 6633 298134 SH DEFINED 01 298134
ALEXANDER'S, INC COM 014752109 155 2100 SH DEFINED 01 2100
ALEXANDRIA REAL ESTATE EQUITIE COM 015271109 358 11448 SH DEFINED 01 11448
ALFA CORP COM 015385107 2240 112000 SH DEFINED 01 112000
ALGOS PHARMACEUTICAL CORP COM 015869100 108 4900 SH DEFINED 01 4900
ALIANT COMMUNICATIONS, INC COM 016090102 21634 468400 SH DEFINED 01 468400
ALKERMES, INC COM 01642T108 3825 165400 SH DEFINED 01 165400
ALLEGHANY CORP (DELAWARE) COM 017175100 19610 106000 SH DEFINED 01 106000
ALLEGHENY ENERGY, INC COM 017361106 49759 1551944 SH DEFINED 01 1551944
ALLEGHENY TELEDYNE, INC COM 017415100 11395 503655 SH DEFINED 01 503655
ALLEN TELECOM, INC COM 018091108 132 12285 SH DEFINED 01 12285
ALLERGAN, INC COM 018490102 66964 603279 SH DEFINED 01 603279
ALLERGAN SPECIALTY THERAPEUTIC COM 018494104 433 39792 SH DEFINED 01 39792
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 117 11800 SH DEFINED 01 11800
ALLIANCE PHARMACEUTICAL CORP COM 018773101 64 24200 SH DEFINED 01 24200
ALLIANT ENERGY CORP COM 018802108 9277 326927 SH DEFINED 01 326927
ALLIANT TECHSYSTEMS, INC COM 018804104 61 700 SH DEFINED 01 700
ALLIED CAPITAL CORP COM 01903Q108 56 2340 SH DEFINED 01 2340
ALLIED IRISH BANK PLC (SPONS A ADR 019228402 760 27900 SH DEFINED 01 27900
ALLIED PRODUCTS CORP COM 019411107 35 12230 SH DEFINED 01 12230
ALLIED SIGNAL, INC COM 019512102 706518 11214571 SH DEFINED 01 11214571
ALLIED WASTE INDUSTRIES, INC COM 019589308 25642 1298335 SH DEFINED 01 1298335
ALLMERICA FINANCIAL CORP COM 019754100 28514 468887 SH DEFINED 01 468887
ALLSTATE CORP COM 020002101 435208 12131240 SH DEFINED 01 12131240
ALLTEL CORP COM 020039103 119267 1668068 SH DEFINED 01 1668068
ALLTRISTA CORP COM 020040101 4049 122710 SH DEFINED 01 122710
ALPHARMA, INC (CLASS A) COM 020813101 6609 185841 SH DEFINED 01 185841
ALPINE GROUP, INC COM 020825105 956 59539 SH DEFINED 01 59539
ALTAIR INTERNATIONAL, INC COM 02136W102 16 3000 SH DEFINED 01 3000
ALTERA CORP COM 021441100 249500 6777580 SH DEFINED 01 6777580
ALTERNATIVE RESOURCES CORP COM 02145R102 664 94900 SH DEFINED 01 94900
ALTERRA HEALTHCARE CORP COM 02146C104 74 5400 SH DEFINED 01 5400
ALZA CORP COM 022615108 13636 268024 SH DEFINED 01 268024
ALZA CORP WTS 12/31/99 022615157 1 6680 SH DEFINED 01 6680
AMAZON.COM, INC COM 023135106 79321 633935 SH DEFINED 01 633935
AMBAC FINANCIAL GROUP, INC COM 023139108 33410 584863 SH DEFINED 01 584863
AMBASSADORS INTERNATIONAL, INC COM 023178106 37 2500 SH DEFINED 01 2500
AMCAST INDUSTRIAL CORP COM 023395106 59 3619 SH DEFINED 01 3619
AMCOL INTERNATIONAL CORP COM 02341W103 2650 184350 SH DEFINED 01 184350
AMERADA HESS CORP COM 023551104 14255 239586 SH DEFINED 01 239586
AMERCO COM 023586100 97 4300 SH DEFINED 01 4300
AMEREN CORP COM 023608102 39703 1034594 SH DEFINED 01 1034594
AMERICA ONLINE, INC COM 02364J104 976306 8835347 SH DEFINED 01 8835347
AMERICA WEST HOLDINGS CORP (CL COM 023657208 7642 404880 SH DEFINED 01 404880
AMERICAN ANNUITY GROUP, INC COM 023840101 4540 187201 SH DEFINED 01 187201
AMCORE FINANCIAL, INC COM 023912108 3245 140700 SH DEFINED 01 140700
AMERICAN BANKERS INSURANCE GRO COM 024456105 2548 46800 SH DEFINED 01 46800
AMERICAN BUSINESS PRODUCTS, IN COM 024763104 2450 160645 SH DEFINED 01 160645
AMERICAN CLASSIC VOYAGES CO COM 024928103 53 2200 SH DEFINED 01 2200
AMERICAN EAGLE OUTFITTERS, INC COM 02553E106 10679 234700 SH DEFINED 01 234700
AMERICAN ECOLOGY CORP COM 025533100 442 176685 SH DEFINED 01 176685
AMERICAN ELECTRIC POWER CO, IN COM 025537101 42335 1127054 SH DEFINED 01 1127054
AMERICAN EXPRESS CO COM 025816109 477345 3668360 SH DEFINED 01 3668360
AMERICAN FINANCIAL GROUP, INC COM 025932104 8642 253708 SH DEFINED 01 253708
AMERICAN FREIGHTWAYS CORP COM 02629V108 7082 362000 SH DEFINED 01 362000
AMERICAN GENERAL CORP COM 026351106 140598 1865314 SH DEFINED 01 1865314
AMERICAN GREETINGS CORP (CLASS COM 026375105 26212 870100 SH DEFINED 01 870100
AMERICAN HEALTH PROPERTIES, IN COM 026494104 3405 169200 SH DEFINED 01 169200
AMERICAN HERITAGE LIFE INVESTM COM 026522102 2326 94937 SH DEFINED 01 94937
AMERICAN HOME PRODUCTS CORP COM 026609107 946749 16465208 SH DEFINED 01 16465208
AMERICAN HOMEPATIENT, INC COM 026649103 379 242720 SH DEFINED 01 242720
AMERICAN HOMESTAR CORP COM 026651109 1212 176300 SH DEFINED 01 176300
AMERICAN INTERNATIONAL GROUP, COM 026874107 1257997 10746370 SH DEFINED 01 10746370
AMERICAN ITALIAN PASTA CO (CLA COM 027070101 942 31000 SH DEFINED 01 31000
AMERICAN MANAGEMENT SYSTEMS, I COM 027352103 23756 740925 SH DEFINED 01 740925
AMERICAN MEDICAL SECURITY GROU COM 02744P101 554 64200 SH DEFINED 01 64200
AMERICAN MOBILE SATELLITE CORP COM 02755R103 3648 222800 SH DEFINED 01 222800
AMERICAN NATIONAL INSURANCE CO COM 028591105 16530 232000 SH DEFINED 01 232000
AMERICAN RETIREMENT CORP COM 028913101 202 16178 SH DEFINED 01 16178
AMERICAN POWER CONVERSION CORP COM 029066107 36472 1812260 SH DEFINED 01 1812260
AMERICAN SKIING CO COM 029654308 241 59276 SH DEFINED 01 59276
AMERICAN SOFTWARE, INC (CLASS COM 029683109 46 10300 SH DEFINED 01 10300
AMERICAN STANDARD COS, INC COM 029712106 50329 1048517 SH DEFINED 01 1048517
AMERICAN STATES WATER CO COM 029899101 34 1200 SH DEFINED 01 1200
AMERICAN TOWER SYSTEMS (CLASS COM 029912201 131869 5494557 SH DEFINED 01 5494557
AMERICAN WATER WORKS CO, INC COM 030411102 6236 202806 SH DEFINED 01 202806
AMERICREDIT CORP COM 03060R101 7172 448220 SH DEFINED 01 448220
AMERIPATH, INC COM 03071D109 514 59600 SH DEFINED 01 59600
AMERISOURCE HEALTH CORP (CLASS COM 03071P102 10430 409000 SH DEFINED 01 409000
AMERON INTERNATIONAL CORP COM 030710107 115 2600 SH DEFINED 01 2600
AMERITRADE HOLDINGS CORP (CLAS COM 03072H109 12264 115700 SH DEFINED 01 115700
AMERUS LIFE HOLDINGS, INC (CLA COM 030732101 2609 96630 SH DEFINED 01 96630
AMES DEPARTMENT STORES, INC COM 030789507 1154 25300 SH DEFINED 01 25300
AMERITECH CORP COM 030954101 989879 13467743 SH DEFINED 01 13467743
AMETEK, INC COM 031100100 7553 328400 SH DEFINED 01 328400
AMF BOWLING, INC COM 03113V109 1974 233900 SH DEFINED 01 233900
AMGEN, INC COM 031162100 266693 4380998 SH DEFINED 01 4380998
AMKOR TECHNOLOGY, INC COM 031652100 2898 282700 SH DEFINED 01 282700
AMRESCO, INC COM 031909104 221 34350 SH DEFINED 01 34350
AMPEX CORP (CLASS A) COM 032092108 110 21720 SH DEFINED 01 21720
AMPHENOL CORP (CLASS A) COM 032095101 2705 68045 SH DEFINED 01 68045
AMSOUTH BANCORP COM 032165102 29238 1260957 SH DEFINED 01 1260957
AMTRAN, INC COM 03234G106 49 2000 SH DEFINED 01 2000
AMYLIN PHARMACEUTICALS, INC COM 032346108 91 80550 SH DEFINED 01 80550
ANACOMP, INC COM 032371106 187 11000 SH DEFINED 01 11000
ANADARKO PETROLEUM CORP COM 032511107 43264 1175244 SH DEFINED 01 1175244
ANADIGICS, INC COM 032515108 163 4400 SH DEFINED 01 4400
ANALOG DEVICES, INC COM 032654105 135772 2705302 SH DEFINED 01 2705302
ANALOGIC CORP COM 032657207 2596 83500 SH DEFINED 01 83500
ANALYSTS INTERNATIONAL CORP COM 032681108 3088 214850 SH DEFINED 01 214850
ANCHOR BANCORP WISCONSIN, INC COM 032839102 10484 588600 SH DEFINED 01 588600
ANCHOR GAMING CO COM 033037102 5666 117895 SH DEFINED 01 117895
ANDOVER BANCORP, INC COM 034258103 116 3700 SH DEFINED 01 3700
ANDREW CORP COM 034425108 24046 1269780 SH DEFINED 01 1269780
ANDRX CORP COM 034551101 8198 106300 SH DEFINED 01 106300
ANGELICA CORP COM 034663104 21 1195 SH DEFINED 01 1195
ANHEUSER BUSCH COS, INC COM 035229103 258274 3640874 SH DEFINED 01 3640874
ANICOM, INC COM 035250109 1156 110100 SH DEFINED 01 110100
ANIXTER INTERNATIONAL, INC COM 035290105 3186 174602 SH DEFINED 01 174602
ANN TAYLOR STORES CORP COM 036115103 4264 94759 SH DEFINED 01 94759
ANTEC CORP COM 03664P105 5130 160000 SH DEFINED 01 160000
ANSWERTHINK CONSULTING GROUP COM 036916104 1884 74600 SH DEFINED 01 74600
ANTHRACITE CAPITAL, INC COM 037023108 33 5000 SH DEFINED 01 5000
AON CORP COM 037389103 52583 1274751 SH DEFINED 01 1274751
APACHE CORP COM 037411105 174721 4480024 SH DEFINED 01 4480024
APARTMENT INVESTMENT & MANAGEM COM 03748R101 18960 443507 SH DEFINED 01 443507
APHTON CORP COM 03759P101 15 1100 SH DEFINED 01 1100
APOGEE ENTERPRISES, INC COM 037598109 3486 259400 SH DEFINED 01 259400
APOLLO GROUP, INC (CLASS A) COM 037604105 2290 86203 SH DEFINED 01 86203
APPLE COMPUTER, INC COM 037833100 68019 1468694 SH DEFINED 01 1468694
APPLEBEE'S INTERNATIONAL, INC COM 037899101 14339 475997 SH DEFINED 01 475997
APPLIED INNOVATION, INC COM 037916103 31 6600 SH DEFINED 01 6600
APRIA HEALTHCARE GROUP, INC COM 037933108 11780 692953 SH DEFINED 01 692953
APPLIED GRAPHICS TECHNOLOGIES, COM 037937109 409 32400 SH DEFINED 01 32400
APPLIED ANALYTICAL INDUSTRIES, COM 037939105 65 5800 SH DEFINED 01 5800
APEX, INC COM 037945102 2321 113200 SH DEFINED 01 113200
APPLIED INDUSTRIAL TECHNOLOGIE COM 03820C105 4660 245241 SH DEFINED 01 245241
APPLIED MAGNETICS CORP COM 038213104 24 7769 SH DEFINED 01 7769
APPLIED MICRO CIRUCUITS CORP COM 03822W109 11046 134300 SH DEFINED 01 134300
APPLIED MATERIALS, INC COM 038222105 242632 3284360 SH DEFINED 01 3284360
APPLIED POWER, INC (CLASS A) COM 038225108 5986 219169 SH DEFINED 01 219169
APTARGROUP, INC COM 038336103 9842 328058 SH DEFINED 01 328058
AQUA ALLIANCE, INC COM 038367108 517 516944 SH DEFINED 01 516944
AQUILA BIOPHARMACEUTICALS, INC COM 03839F107 137 84349 SH DEFINED 01 84349
ARCADIA FINANCIAL LTD COM 039101100 3133 404281 SH DEFINED 01 404281
ARCH CHEMICALS, INC COM 03937R102 8913 366595 SH DEFINED 01 366595
ARCH COAL, INC COM 039380100 2301 165866 SH DEFINED 01 165866
ARCH COMMUNICATIONS GROUP, INC COM 039381504 187 21999 SH DEFINED 01 21999
ARCHER DANIELS MIDLAND CO COM 039483102 64053 4149184 SH DEFINED 01 4149184
ARCHSTONE COMMUNITIES TRUST COM 039581103 15208 693232 SH DEFINED 01 693232
ARCTIC CAT, INC COM 039670104 2480 277500 SH DEFINED 01 277500
ARDEN REALTY GROUP, INC COM 039793104 11303 459000 SH DEFINED 01 459000
AREA BANCSHARES CORP COM 039872106 374 13800 SH DEFINED 01 13800
ARGONAUT GROUP, INC COM 040157109 5879 244952 SH DEFINED 01 244952
ARGOSY GAMING CORP COM 040228108 1708 193800 SH DEFINED 01 193800
ARIS CORP COM 04040A101 401 48300 SH DEFINED 01 48300
ARMCO, INC COM 042170100 6323 954436 SH DEFINED 01 954436
ARMSTRONG WORLD INDUSTRIES, IN COM 042476101 31234 540260 SH DEFINED 01 540260
ARNOLD INDUSTRIES, INC COM 042595108 6175 400000 SH DEFINED 01 400000
ARQULE, INC COM 04269E107 10 2100 SH DEFINED 01 2100
ARROW ELECTRONICS, INC COM 042735100 11980 630508 SH DEFINED 01 630508
ARROW INTERNATIONAL, INC COM 042764100 5401 208734 SH DEFINED 01 208734
ARTISAN COMPONENTS, INC COM 042923102 835 71800 SH DEFINED 01 71800
ARTESYN TECHNOLOGIES, INC COM 043127109 2718 122506 SH DEFINED 01 122506
ARVIN INDUSTRIES, INC COM 043339100 5090 134400 SH DEFINED 01 134400
ASARCO, INC COM 043413103 13115 697127 SH DEFINED 01 697127
ASCENT ENTERTAINMENT GROUP, IN COM 043628106 5753 407262 SH DEFINED 01 407262
ASHLAND, INC COM 044204105 33531 835659 SH DEFINED 01 835659
ASPECT DEVELOPMENT, INC COM 045234101 2274 122900 SH DEFINED 01 122900
ASPECT TELECOMMUNICATIONS CORP COM 045237104 3417 350500 SH DEFINED 01 350500
ASPEN TECHNOLOGY, INC COM 045327103 206 17500 SH DEFINED 01 17500
ASSISTED LIVING CONCEPTS, INC COM 04543L109 12 4200 SH DEFINED 01 4200
ASSOCIATED BANC-CORP COM 045487105 49456 1191722 SH DEFINED 01 1191722
ASSOCIATED ESTATES REALTY CORP COM 045604105 161 13600 SH DEFINED 01 13600
ASSOCIATED GROUP, INC (CLASS A COM 045651106 1228 18857 SH DEFINED 01 18857
ASSOCIATED GROUP, INC (CLASS B COM 045651205 28510 437350 SH DEFINED 01 437350
EXCITE AT HOME COM 045919107 30167 559298 SH DEFINED 01 559298
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