FORM 13F
FORM 13F COVER PAGE
"Report for Quarter Ended: September 30, 1999"
Institutional Investment Manager Filing this Report:
Name: Florida State Board of Administration
"Address: 1801 Hermitage Boulevard, Suite 100"
"Tallahassee, FL 32308"
Form 13F File Number: 28-03889
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 the information contained herein is true, correct, and"
"complete, and that it is understood 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: Tom Herndon
Title: Executive Director
Phone: (850) 488-4406
"Signature, Place, and Date of Signing:"
"Tom Herndon, Tallahassee, FL, November 10, 1999"
Report Type:
13F Holdings Report
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1,615
"Form 13F Information Value Entry Total: $19,801,293 (in thousands)"
List of Other Included Managers:
NONE
FORM 13F INFORMATION TABLE:
Col 1 Col 2 Col 3 Col 4 Col 5 Col 6 Col 7 Col 8
Issuer Name Class CUSIP Val x 1000 Shrs/Prin Inv D Othr Voting
ADC TELECOMMUNI COM '000886101 7916 188750 Sole None 188750
AFC CABLESYS IN COM '000950105 1625 38225 Sole None 38225
ABM INDS INC COM '000957100 103 4075 Sole None 4075
AFLAC INC COM '001055102 13326 318225 Sole None 318225
AGCO CORP COM '001084102 1590 122273 Sole None 122273
AGL RES INC COM '001204106 5299 326075 Sole None 326075
AHL SVCS INC COM '001296102 10 400 Sole None 400
AES CORP COM 00130H105 15032 254775 Sole None 254775
AMFM INC COM '001693100 24006 395153 Sole None 395153
AMR CORP DEL COM '001765106 9960 182750 Sole None 182750
AT + T CORP COM '001957109 217879 5008714 Sole None 5008714
AT+T CORP COM LIBE '001957208 17238 462000 Sole None 462000
ATMI INC COM 00207R101 22 600 Sole None 600
AXA FINL INC COM '002451102 9642 172750 Sole None 172750
ABACUS DIRECT C COM '002553105 24 200 Sole None 200
ABBOTT LABS COM NPV '002824100 82107 2238000 Sole None 2238000
ABERCROMBIE AND COM CL A '002896207 2525 74115.004 Sole None 74115
ACCLAIM ENTMT I COM PAR '004325205 8 1000 Sole None 1000
ACNIELSONCORP COM '004833109 2316 102066 Sole None 102066
ACTIVISION INC COM NEW '004930202 23 1300 Sole None 1300
ACTION PERFORMA COM '004933107 15 700 Sole None 700
ACXIOM CORP COM '005125109 1874 95350 Sole None 95350
ADAPTIVE BROADB COM 00650M104 7 200 Sole None 200
ADAPTEC INC COM 00651F108 5779 145600 Sole None 145600
ADELPHIA COMMUN CL A '006848105 2377 40425 Sole None 40425
ADOBE SYSINC COM 00724F101 312 2750 Sole None 2750
ADOBE SYS INC COM 00724F101 16480 145200 Sole None 145200
ADTRAN INC COM 00738A106 2030 52975 Sole None 52975
ADVANCED FIBRE COM 00754A105 2098 94300 Sole None 94300
ADVANTAGELEARNI COM 00757K100 1158 62150 Sole None 62150
AERIAL COMMUNIC COM '007655103 14 500 Sole None 500
ADVANCED MICRO COM '007903107 3659 212900 Sole None 212900
AEGON ORD AMER '007924103 5659 65420 Sole None 65420
ADVANTA CORP CL A COM '007942105 452 30935 Sole None 30935
ADVANCED ENERGY COM '007973100 19 600 Sole None 600
ADVENT SOFTWARE COM '007974108 2064 33150 Sole None 33150
AETNA INC COM '008117103 9958 202189 Sole None 202189
AFFILIATED COMP CL A '008190100 2310 56850 Sole None 56850
AFFILIATED MANA COM '008252108 19 700 Sole None 700
AFFYMETRIX INC OC CAP S 00826T108 3300 33525 Sole None 33525
AGRIBRANDS INTL COM 00849R105 20 400 Sole None 400
AIR EXPRESS INT COM '009104100 11 500 Sole None 500
AIR PRODS+ CHEM COM '009158106 6435 220000 Sole None 220000
AIR PRODS + CHE COM '009158106 4858 166075 Sole None 166075
AIRGAS INC COM '009363102 1658 142650 Sole None 142650
AIRTRAN HOLDING COM 00949P108 3 600 Sole None 600
ALASKA AIR GROU COM '011659109 4987 122575 Sole None 122575
ALBANY INTL COR NEW CLAS '012348108 5002 330695 Sole None 330695
ALBERTO CULVER CL B CON '013068101 2267 98025 Sole None 98025
ALBERTSONS INC COM '013104104 51558 1303193 Sole None 1303193
ALCAN ALUM LTD COM '013716105 4453 142500 Sole None 142500
ALCOA INC COM '013817101 32257 519750 Sole None 519750
ALEXANDER+ BALD COM '014482103 6812 285325 Sole None 285325
ALKERMES INC COM 01642T108 29 1000 Sole None 1000
ALLEGHENYENERGY COM '017361106 3439 107900 Sole None 107900
ALLEGHENY TELDY COM '017415100 351 20800 Sole None 20800
ALLEGHENYTELDYN COM '017415100 5462 323650 Sole None 323650
ALLEGIANCE TELE COM 01747T102 3448 65525 Sole None 65525
ALLERGAN INC COM '018490102 7480 68000 Sole None 68000
ALLIANCE BANCOR COM 01852J105 14 700 Sole None 700
ALLIANCE SEMICO COM 01877H100 1405 132250 Sole None 132250
ALLIANT TECHSYS COM '018804104 1017 14675 Sole None 14675
ALLIED CAP CORP COM 01903Q108 2 100 Sole None 100
ALLIED SIGNAL I COM '019512102 63959 1067100 Sole None 1067100
ALLIED WASTE IN COM PAR$ '019589308 1560 133500 Sole None 133500
ALLMERICAFINL C COM '019754100 951 19970 Sole None 19970
ALLSTATE CORP COM '020002101 42591 1707907 Sole None 1707907
ALLTEL CORP COM '020039103 50828 722241 Sole None 722241
ALPHA INDS INC COM '020753109 1868 33125 Sole None 33125
ALTERA CORP COM '021441100 9539 219925 Sole None 219925
ALZA CORP COM '022615108 11575 270375 Sole None 270375
AMAZON COM INC COM '023135106 33114 414250 Sole None 414250
AMBAC FINL GROU COM '023139108 3204 67625 Sole None 67625
AMERADA HESS CO COM NPV '023551104 8549 139575 Sole None 139575
AMERCO COM '023586100 23 800 Sole None 800
AMEREN CORP COM '023608102 11893 314525 Sole None 314525
AMERICA ONLINE COM 02364J104 182646 1755161 Sole None 1755161
AMERICAN ELEC P COM '025537101 5636 165150 Sole None 165150
AMERICAN EAGLE COM '02553E106 1624 33525 Sole None 33525
AMERICAN EXPRES COM '025816109 96265 713075 Sole None 713075
AMERICAN FINL G COM '025932104 243 8650 Sole None 8650
AMERICAN GEN CO COM '026351106 41563 657119 Sole None 657119
AMERICAN GREETI CL A '026375105 14556 565275 Sole None 565275
AMERICAN HOME P COM '026609107 92878 2238025 Sole None 2238025
AMERICAN INTL G COM '026874107 219648 2526504 Sole None 2526504
AMERICAN MGMT S COM '027352103 1278 49800 Sole None 49800
AMERICAN MOBILE COM 02755R103 19 1100 Sole None 1100
AMERICAN NATL I COM '028591105 806 12025 Sole None 12025
AMERICAN PWR CO COM '029066107 3278 172500 Sole None 172500
AMERICAN STD CO COM '029712106 1306 33800 Sole None 33800
AMERICAN TOWER CL A '029912201 1196 60925 Sole None 60925
AMERICAN WTR WK COM RTS '030411102 7372 254750 Sole None 254750
AMERICAN XTAL T COM '030514103 2 100 Sole None 100
AMERISOURCE HEA CL A 03071P102 869 36675 Sole None 36675
AMERITRADE HLDG CL A 03072H109 4417 240375 Sole None 240375
AMES DEPTSTORES COM NEW '030789507 64 2000 Sole None 2000
AMERITECHCORP NEW COM '030954101 110503 1655475 Sole None 1655475
AMGEN INC COM '031162100 73079 896675 Sole None 896675
AMKOR TECHNOLOG COM '031652100 15 900 Sole None 900
AMSOUTH BANCORP COM '032165102 1911 81550 Sole None 81550
ANADARKO PETE C COM '032511107 6094 199400 Sole None 199400
ANALOG DEVICES COM '032654105 9898 193133 Sole None 193133
ANCHOR BANCORP COM '032839102 31 1900 Sole None 1900
ANCHOR GAMING COM '033037102 4226 71025 Sole None 71025
ANCOR COMMUNICA COM 03332K108 1223 50425 Sole None 50425
ANDREW CORP COM '034425108 3193 183775 Sole None 183775
ANDRX CORP COM '034551101 2660 45450 Sole None 45450
ANHEUSER BUSCH COM '035229103 47996 685050 Sole None 685050
ANNTAYLORSTORES COM '036115103 4040 98850 Sole None 98850
ANTEC CORP COM 03664P105 2680 50450 Sole None 50450
ANSWERTHINK CON CDT COM '036916104 638 66325 Sole None 66325
AON CORP COM '037389103 17137 579675 Sole None 579675
APACHE CORP COM '037411105 1677 38825 Sole None 38825
APEX INC COM '037548104 1316 70425 Sole None 70425
APOLLO GROUP IN CL A '037604105 1116 52850 Sole None 52850
APPLE COMPUTER COM NPV '037833100 17216 271925 Sole None 271925
APPLEBEES INTL COM '037899101 163 4825 Sole None 4825
APPLEBEESINTL I COM '037899101 2527 75000 Sole None 75000
APPLIED MAGNETI COM '038213104 124 142000 Sole None 142000
APPLIED MATERIA COM '038222105 47667 613575 Sole None 613575
APPLIED MICRO C CDT COM 03822W109 2394 42000 Sole None 42000
AQUARION CO COM 03838W101 39 1100 Sole None 1100
ARCADIA FINL LT COM '039101100 835 193600 Sole None 193600
ARCHER DANIELS COM '039483102 20251 1670148 Sole None 1670148
ARMSTRONGWORLD COM '042476101 1016 22600 Sole None 22600
ARROW ELECTRS I COM '042735100 6169 350000 Sole None 350000
ARROW INTERNATI COM '042764100 1792 70100 Sole None 70100
ASARCO INC COM '043413103 4677 173225 Sole None 173225
ASCENT ENTMT GR COM '043628106 1781 129513 Sole None 129513
ASHLAND INC COM '044204105 9289 276250 Sole None 276250
ASPECT DEV INC COM '045234101 1685 66550 Sole None 66550
ASPECT TELECOMM COM '045237104 2348 138375 Sole None 138375
ASSOCIATED BANC COM '045487105 69 1900 Sole None 1900
ASSOCIATED GROU CL A '045651106 2263 37400 Sole None 37400
AT HOME CORP COM SER '045919107 13041 314724 Sole None 314724
ASSOCIATES FIRS CL A '046008108 36453 1012592 Sole None 1012592
ASTEC INDS INC COM '046224101 10 400 Sole None 400
ASTORIA FINL CO COM '046265104 224 7300 Sole None 7300
ATLANTIC COAST COM '048396105 12 700 Sole None 700
ATLANTIC RICHFI COM '048825103 45411 512400 Sole None 512400
ATMEL CORP COM '049513104 4732 139950 Sole None 139950
ATWOOD OCEANICS COM '050095108 93 3050 Sole None 3050
AUTODESK INCORP COM STK '052769106 1040 47550 Sole None 47550
AUTOMATICDATA P COM '053015103 48800 1093550 Sole None 1093550
AUTOMATIC DATA COM '053015103 14905 334000 Sole None 334000
AUTONATION INC COM 05329W102 7402 592125 Sole None 592125
AUTOZONE INC COM '053332102 4758 169550 Sole None 169550
AVADO BRANDS IN COM 05336P108 688 122275 Sole None 122275
AVALONBAYCMNTYS COM '053484101 27947 825000 Sole None 825000
AVERY DENNISON COM '053611109 12268 232575 Sole None 232575
AVID TECHNOLOGY COM 05367P100 1226 93425 Sole None 93425
AVIRON COM '053762100 1349 55625 Sole None 55625
AVIS RENTA CAR COM '053790101 1074 51450 Sole None 51450
AVNET INC COM '053807103 2521 60025 Sole None 60025
AVON PRODS INC COM '054303102 12424 500725 Sole None 500725
AWARE INCMASS COM 05453N100 3 100 Sole None 100
AXENT TECHNOLOG COM 05459C108 9 700 Sole None 700
BB+T CORP COM '054937107 4719 145750 Sole None 145750
AZURIX CORP COM 05501M104 1719 100000 Sole None 100000
BHC COMMUNICATI CL A '055448104 3083 22100 Sole None 22100
BISYS GROUP INC COM '055472104 5114 109025 Sole None 109025
BJ SVCS CO COM '055482103 7164 225200 Sole None 225200
BJS WHSL CLUB I COM 05548J106 1747 59100 Sole None 59100
BP AMOCO PLC SPONSORE '055622104 11746 106000 Sole None 106000
BSB BANCORP INC COM '055652101 132 5500 Sole None 5500
BMC SOFTWARE IN COM '055921100 35601 497475 Sole None 497475
BAKER HUGHES IN COM '057224107 4835 166720 Sole None 166720
BALL CORP COM '058498106 119 2700 Sole None 2700
BANCWEST CORP N COM '059790105 89 2200 Sole None 2200
BANDAG INC COM '059815100 4728 147750 Sole None 147750
BANK AMER CORP COM '060505104 156452 2809457 Sole None 2809457
BANK NEW YORK I COM '064057102 33562 1003725 Sole None 1003725
BANK ONE CORP COM 06423A103 71405 2051122 Sole None 2051122
BANK UTD CORP CL A '065412108 4998 154375 Sole None 154375
BANKBOSTON CORP COM 06605R106 16583 382317 Sole None 382317
BARD C R INC COM '067383109 9540 202700 Sole None 202700
BARNESANDNOBLE CL A '067846105 60 3100 Sole None 3100
BARRICK GOLD CO COM '067901108 3671 168800 Sole None 168800
BARR LABSINC COM '068306109 1068 33625 Sole None 33625
BARRA INC COM '068313105 29 1400 Sole None 1400
BARRETT RES COR COM '068480201 2691 72850 Sole None 72850
BASIN EXPL INC COM '070107107 24 1000 Sole None 1000
BATTLE MTN GOLD COM '071593107 731 229475 Sole None 229475
BAUSCH + LOMB I COM '071707103 4205 63775 Sole None 63775
BAXTER INTL INC COM '071813109 34385 570700 Sole None 570700
BAY VIEW CAP CO COM 07262L101 8371 631775 Sole None 631775
BEA SYS INC COM '073325102 2058 58275 Sole None 58275
BEACON CAP PART COM 144A '073561102 10000 500000 Sole None 500000
BEAR STEARNS CO COM '073902108 573 14900 Sole None 14900
BECKMAN COULTER COM '075811109 45 1000 Sole None 1000
BECTON DICKINSO COM '075887109 18729 667400 Sole None 667400
BED BATH + BEYO COM '075896100 1984 56775 Sole None 56775
BELDEN INC COM '077459105 5338 260400 Sole None 260400
BELL ATLANTIC C COM '077853109 171511 2547988 Sole None 2547988
BELLSOUTHCORP COM '079860102 110097 2446600 Sole None 2446600
BELLSOUTH CORP COM '079860102 43191 959800 Sole None 959800
BEMIS INC COM RTS '081437105 14444 426400 Sole None 426400
BERGEN BRUNSWIG CLASS A '083739102 7876 759100 Sole None 759100
BERKSHIREHATHAW CL A '084670108 61875 1125 Sole None 1125
BEST BUY CO INC COM STK '086516101 18904 304900 Sole None 304900
BESTFOODS COM 08658U101 15845 326275 Sole None 326275
BETHLEHEMSTL CO COM '087509105 2148 291245 Sole None 291245
BEYOND COM CORP COM '08860E101 684 55825 Sole None 55825
BINDVIEW DEV CO COM '090327107 12 600 Sole None 600
BIO TECHNOLOGY COM '090578105 24 2500 Sole None 2500
BIOGEN INC COM '090597105 19439 246650 Sole None 246650
BIOMATRIXINC COM 09060P102 960 42800 Sole None 42800
BIOMET INC COM '090613100 1047 39775 Sole None 39775
BLACK + DECKER COM '091797100 8827 193200 Sole None 193200
BLACK BOX CORP COM '091826107 1470 28000 Sole None 28000
BLACK BOXCORP COM '091826107 43 825 Sole None 825
BLANCH E W HLDG COM '093210102 1480 22725 Sole None 22725
BLOCK H + R INC COM '093671105 339 7800 Sole None 7800
BLOCK H +R INC COM '093671105 1720 39600 Sole None 39600
BLOUT INTL INC COM '095180105 62 4595.643 Sole None 4596
BLYTH INDS INC COM 09643P108 2145 76425 Sole None 76425
BOB EVANSFARMS COM '096761101 45 2200 Sole None 2200
BOCA RESORTS IN CL A 09688T106 1257 119725 Sole None 119725
BOEING CO COM '097023105 69519 1630935 Sole None 1630935
BOISE CASCADE C COM '097383103 5956 163450 Sole None 163450
BORG WARNER AUT COM '099724106 1595 37086 Sole None 37086
BOSTON PPTYS IN COM '101121101 15344 500000 Sole None 500000
BOSTON SCIENTIF COM '101137107 19373 782764 Sole None 782764
BOTTOMLINE TECH COM '101388106 448 30350 Sole None 30350
BOWATER INC COM '102183100 5054 96275 Sole None 96275
BOYD GAMING COR COM '103304101 612 102000 Sole None 102000
BRIGGS + STRATT COM '109043109 14703 251875 Sole None 251875
BRINKER INTL IN COM '109641100 10893 402500 Sole None 402500
BRISTOL MYERS S COM '110122108 215899 3198500 Sole None 3198500
BROADCOM CORP CL A '111320107 4276 39225 Sole None 39225
BROADVISION INC COM '111412102 2914 21900 Sole None 21900
BROOKS AUTOMATI COM 11434A100 5 300 Sole None 300
BROWN FORMAN CO CLASS B '115637209 11058 177275 Sole None 177275
BRUNSWICK CORP COM '117043109 3301 132700 Sole None 132700
BRUNSWICKCORP COM '117043109 27 1100 Sole None 1100
BRUSH WELLMAN I COM '117421107 1238 84275 Sole None 84275
BUFFETS INC COM STK '119882108 1902 163650 Sole None 163650
BURLINGTON NORT COM 12189T104 17177 624625 Sole None 624625
BURLINGTON RES COM '122014103 11785 320675 Sole None 320675
BURR BROWN COM '122574106 43 1100 Sole None 1100
CBRL GROUP INC COM 12489V106 2840 183225 Sole None 183225
CBS CORP COM 12490K107 49464 1069487 Sole None 1069487
C CUBE MICROSYS COM '125015107 2056 47275 Sole None 47275
CDNOW N2KINC COM '125086108 1071 86100 Sole None 86100
CD RADIO INC COM '125127100 1284 50350 Sole None 50350
CDW COMPUTER CT COM '125129106 7785 159275 Sole None 159275
CIGNA CORP COM '125509109 33916 436225 Sole None 436225
CLECO CORP NEW COM 12561W105 71 2200 Sole None 2200
CK WITCO CORP COM 12562C108 11189 752184 Sole None 752184
CMG INFORMATION COM '125750109 12531 122250 Sole None 122250
CMS ENERGY CORP COM '125896100 255 7500 Sole None 7500
CPI CORP COM '125902106 10 300 Sole None 300
CNET INC COM '125945105 5111 91275 Sole None 91275
CTG RES INC COM '125957100 18 500 Sole None 500
CSK AUTO CORP COM '125965103 111 5100 Sole None 5100
CNA FINL CORP COM '126117100 13909 397400 Sole None 397400
CNB BANCSHARES COM '126126101 21 400 Sole None 400
CNF TRANSN INC COM 12612W104 30 800 Sole None 800
CSG SYS INTL IN COM '126349109 1516 55300 Sole None 55300
CSX CORP COM '126408103 15733 371275 Sole None 371275
CVS CORP COM '126650100 32327 792077 Sole None 792077
CABLEVISION SYS CL A 12686C109 15663 215300 Sole None 215300
CABLETRONSYSTEM COM STK '126920107 52 3300 Sole None 3300
CABLETRON SYSTE COM STK '126920107 4374 278800 Sole None 278800
CABLE DESIGN TE COM '126924109 2615 114650 Sole None 114650
CADILLAC FAIRVI COM '126929108 3522 163265 Sole None 163265
CADENCE DESIGN COM '127387108 1938 144900 Sole None 144900
CAL DIVE INTL I COM '127914109 51 1500 Sole None 1500
CALLAWAY GOLF C COM '131193104 1490 122275 Sole None 122275
CALPINE CORP COM '131347106 68 800 Sole None 800
CAMBREX CORP COM '132011107 1347 50950 Sole None 50950
CAMBRIDGETECHNO COM '132524109 2125 146575 Sole None 146575
CAMDEN PPTY TR SH BEN I '133131102 5427 201950 Sole None 201950
CAMPBELL SOUP C COM '134429109 22115 565250 Sole None 565250
CAMP MONEY MARK SHORT TE 13499M9C8 1783 1782848.71 Sole None 1782849
CANANDAIGUA WIN CL A '137219200 24 400 Sole None 400
CAPITAL ONE FIN COM 14040H105 16671 427450 Sole None 427450
CAPITOL FED FIN COM 14057C106 93 9300 Sole None 9300
CARDINAL HEALTH COM 14149Y108 22784 418054 Sole None 418054
CAREMARK RX INC COM '141705103 986 171510 Sole None 171510
CAREMATRIX CORP COM '141706101 6 1200 Sole None 1200
CARLISLE COS IN COM '142339100 362 9175 Sole None 9175
CARNIVAL CORP COM '143658102 65507 1505900 Sole None 1505900
CAROLINA PWR + COM '144141108 21124 597150 Sole None 597150
CARRIER ACCESS COM '144460102 38 900 Sole None 900
CASE CORP COM 14743R103 2501 50200 Sole None 50200
CASELLA WASTE S CL A '147448104 5 300 Sole None 300
CASEYS GEN STOR COM '147528103 4 300 Sole None 300
CATALINA MARKET COM '148867104 6757 79675 Sole None 79675
CATALYTICA INC COM '148885106 18 1200 Sole None 1200
CATAPULT COMMUN COM '149016107 5 300 Sole None 300
CATERPILLAR INC COM '149123101 35287 643775 Sole None 643775
CELGENE CORP COM '151020104 46 1700 Sole None 1700
CENDANT CORP COM '151313103 21657 1220131 Sole None 1220131
CENTEX CORP COM '152312104 680 23000 Sole None 23000
CENTEX CONSTR P COM 15231R109 22 600 Sole None 600
CENTOCOR INC COM '152342101 9940 169725 Sole None 169725
CENTRAL +SOUTH COM '152357109 12567 594900 Sole None 594900
CENTRAL + SOUTH COM '152357109 176 8350 Sole None 8350
CENTRAL HUDSON COM '153609102 79 2000 Sole None 2000
CENTRAL NEWSPAP CL A '154647101 27 600 Sole None 600
CENTRAL PKG COR COM '154785109 546 18650 Sole None 18650
CENTURA BKS INC COM 15640T100 328 7925 Sole None 7925
CENTURYBUSINESS COM '156490104 24 2100 Sole None 2100
CENTURY COMMUNI CL A '156503104 1976 43300 Sole None 43300
CENTURYTEL INC COM '156700106 3043 74900 Sole None 74900
CEPHALON INC COM '156708109 1598 88950 Sole None 88950
CERIDIAN CORP COM 15677T106 9285 373275 Sole None 373275
CHAMPION ENTERP COM '158496109 1100 122275 Sole None 122275
CHAMPION INTL C COM '158525105 12876 250625 Sole None 250625
CHARTER ONE FIN COM '160903100 3460 149604 Sole None 149604
CHASE MANHATTAN COM 16161A108 86682 1150011 Sole None 1150011
CHEAP TICKETS I COM '162672109 16 500 Sole None 500
CHECKFREEHLDGS COM '162816102 67 1625 Sole None 1625
CHECKFREE HLDGS COM '162816102 2007 48800 Sole None 48800
CHESAPEAKE CORP COM RTS '165159104 36 1200 Sole None 1200
CHEVRON CORP COM '166751107 94712 1067175 Sole None 1067175
CHILDRENSPL RET COM '168905107 29 1100 Sole None 1100
CHIRON CORP COM STK '170040109 6594 238176 Sole None 238176
CHOICEPOINT INC COM '170388102 1116 16560 Sole None 16560
CHRIS CRAFT IND COM '170520100 2297 40933 Sole None 40933
CHUBB CORP COM '171232101 19570 394352 Sole None 394352
CIBER INC COM 17163B102 1275 83250 Sole None 83250
CIENA CORP COM '171779101 5059 138600 Sole None 138600
CILCORP INC COM '171794100 169 2600 Sole None 2600
CINCINNATI BELL COM '171870108 2630 135325 Sole None 135325
CINCINNATI FINL COM '172062101 6090 162276 Sole None 162276
CINERGY CORP COM '172474108 5205 183825 Sole None 183825
CIRCLE INTL GRO COM '172574105 12 600 Sole None 600
CIRCUIT CITY ST COM '172737108 11831 280450 Sole None 280450
CIRRUS LOGIC IN COM '172755100 1129 102600 Sole None 102600
CISCO SYSINC COM 17275R102 7069 103100 Sole None 103100
CISCO SYS INC COM 17275R102 346213 5049600 Sole None 5049600
CITADEL COMMUNI COM '172853202 1537 45050 Sole None 45050
CITATION CORP A COM '172895104 14 800 Sole None 800
CINTAS CORP COM '172908105 6014 104025 Sole None 104025
CITIGROUP INC COM '172967101 247080 5615460 Sole None 5615460
CITIZENS BKG CO COM '174420109 16 600 Sole None 600
CITRIX SYS INC COM '177376100 7875 127150 Sole None 127150
CLARIFY INC COM '180492100 1738 34550 Sole None 34550
CLAYTON HOMES I COM '184190106 2636 303441 Sole None 303441
CLEAR CHANNEL C COM '184502102 42475 531768 Sole None 531768
CLEVELANDCLIFFS COM '185896107 4599 147750 Sole None 147750
CLOROX CO COM '189054109 9373 245050 Sole None 245050
COASTAL CORP COM '190441105 29879 729875 Sole None 729875
COCA COLABOTTLI COM '191098102 11 200 Sole None 200
COCA COLA CO COM '191216100 179881 3728100 Sole None 3728100
COCA COLACO COM '191216100 4133 85650 Sole None 85650
COCA COLAENTERP COM STK '191219104 7984 353850 Sole None 353850
COGNEX CORP COM '192422103 1504 49825 Sole None 49825
COHERENT INC COM '192479103 18 800 Sole None 800
COHU INC COM '192576106 3376 159800 Sole None 159800
COLEMAN CO INC COM '193559101 1710 180000 Sole None 180000
COLGATE PALMOLI COM '194162103 43984 961400 Sole None 961400
COLUMBIA ENERGY COM '197648108 4632 83650 Sole None 83650
COLUMBIA / HCA COM '197677107 24213 1142775 Sole None 1142775
COMAIR HLDGS IN COM '199789108 25 1500 Sole None 1500
COMCAST CORP CL A SPL '200300200 48516 1216700 Sole None 1216700
COMDISCO INC COM '200336105 1136 58800 Sole None 58800
COMERICA INC COM '200340107 28335 559700 Sole None 559700
COMMERCE BANCOR COM '200519106 267 6424 Sole None 6424
COMMERCE BANCSH COM '200525103 435 12300 Sole None 12300
COMMERCIAL META COM '201723103 9 300 Sole None 300
COMMERCIAL NET COM '202218103 7438 700000 Sole None 700000
COMMONWEALTH TE COM '203349105 18 400 Sole None 400
COMMSCOPEINC COM '203372107 1987 61150 Sole None 61150
COMMUNITYFIRST COM '203902101 15 900 Sole None 900
COMPAQ COMPUTER COM '204493100 65089 2845425 Sole None 2845425
COMPASS BANCSHA COM 20449H109 2061 82425 Sole None 82425
COMPLETE BUSINE COM 20452F107 1174 85775 Sole None 85775
COMPUTER ASSOC COM '204912109 61425 1004900 Sole None 1004900
COMPUTER SCIENC COM '205363104 28907 411125 Sole None 411125
COMPUTER TASK G COM '205477102 752 50950 Sole None 50950
COMPUWARE CORP COM '205638109 22033 845375 Sole None 845375
COMSAT CORP COM SER 20564D107 3487 117697 Sole None 117697
COMVERSE TECHNO COM NEW '205862402 15498 164325 Sole None 164325
CONAGRA INC COM '205887102 21079 934250 Sole None 934250
CONCENTRIC NETW COM 20589R107 33 1600 Sole None 1600
COMPUTER HORIZO COM '205908106 9 800 Sole None 800
COM21 INC COM '205937105 13 1000 Sole None 1000
CONCORD COMMUNI COM '206186108 4 100 Sole None 100
CONCORD EFS INC COM '206197105 6564 318261 Sole None 318261
CONCURRENT COMP COM NEW '206710204 9 1300 Sole None 1300
CONECTIV INC COM '206829103 1504 76625 Sole None 76625
CONEXANT SYS IN COM '207142100 12933 178000 Sole None 178000
CONOCO INC CL B '208251405 1177 42993 Sole None 42993
CONSECO INC COM STK '208464107 11730 617385 Sole None 617385
CONSOLIDATED ED COM '209115104 10513 253325 Sole None 253325
CONSOLIDATED GR COM '209341106 773 18350 Sole None 18350
CONSOLIDATED NA COM '209615103 13501 216450 Sole None 216450
CONSOLIDATED ST COM '210149100 2013 91231 Sole None 91231
CONSTELLATION E COM '210371100 3788 134700 Sole None 134700
CONTINENTAL AIR COM CL B '210795308 1531 46750 Sole None 46750
CONVERGYS CORP COM '212485106 2631 132800 Sole None 132800
CONVERGYSCORP COM '212485106 50 2525 Sole None 2525
COOPER CAMERON COM '216640102 5005 132575 Sole None 132575
COOPER INDS INC COM '216669101 10393 222300 Sole None 222300
COOPER TIRE + R COM '216831107 1983 112500 Sole None 112500
COORS ADOLPH CO CLASS B '217016104 319 5900 Sole None 5900
COPPER MTN NETW COM '217510106 1794 20475 Sole None 20475
COR THERAPEUTIC COM '217753102 15 800 Sole None 800
CORDANT TECHNOL COM '218412104 1017 33425 Sole None 33425
CORN PRODUCTS I COM '219023108 1386 45550 Sole None 45550
CORNERSTONE PPT CDT COM 21922H103 19825 1300000 Sole None 1300000
CORNING INC COM '219350105 25051 365375 Sole None 365375
CORPORATEEXPRES COM '219888104 1421 151025 Sole None 151025
COSTCO WHSL COR COM 22160K105 18718 259975 Sole None 259975
COULTER PHARMAC COM '222116105 3 200 Sole None 200
COUNTRYWIDE CR COM '222372104 11118 344750 Sole None 344750
COVAD COMMUNICA COM '222814204 2041 46825 Sole None 46825
COVANCE INC COM '222816100 515 53125 Sole None 53125
COX COMMUNICATI CL A '224044107 9399 225124 Sole None 225124
COX RADIOINC CL A '224051102 12 200 Sole None 200
CRANE CO COM '224399105 2143 95500 Sole None 95500
CREDENCE SYSTEM COM '225302108 1866 41575 Sole None 41575
CREE RESHINC COM '225447101 1307 38500 Sole None 38500
CRITICAL PATH I COM 22674V100 1278 31675 Sole None 31675
CROSSMANNCMNTYS COM '22764E109 21 1300 Sole None 1300
CROWN CORK + SE COM '228255105 1930 79600 Sole None 79600
CULLEN FROST BA COM '229899109 713 28525 Sole None 28525
CUMMINS ENGINE COM '231021106 4838 97125 Sole None 97125
CYBEX COMPUTER COM '232522102 3 100 Sole None 100
CYGNUS INC COM '232560102 4 400 Sole None 400
CYMER INC COM '232572107 4078 117575 Sole None 117575
CYPRUS AMAX MIN COM '232809103 4422 225300 Sole None 225300
CYTEC INDS INC COM '232820100 2740 116601 Sole None 116601
DII GROUPINC COM '232949107 5378 152850 Sole None 152850
DBT ONLINE INC COM '233044106 2287 91700 Sole None 91700
DPL INC COM '233293109 4580 259850 Sole None 259850
DQE COM STK 23329J104 5746 146850 Sole None 146850
D.R.HORTON INC COM 23331A109 1018 78705 Sole None 78705
DST SYS INC DEL COM '233326107 2175 38250 Sole None 38250
DTE ENERGY CO COM '233331107 418 11500 Sole None 11500
DAIN RAUSCHER C COM '233856103 15 300 Sole None 300
DANA CORP COM '235811106 4717 127050 Sole None 127050
DANAHER CORP COM '235851102 25460 483232 Sole None 483232
DARDEN RESTAURA COM '237194105 3190 163050 Sole None 163050
DATA GEN CORP COM '237688106 4507 214000 Sole None 214000
DATASCOPECORP COM '238113104 21 600 Sole None 600
DAYTON HUDSON C COM '239753106 50898 847425 Sole None 847425
DEAN FOODS CO COM '242361103 91 2100 Sole None 2100
DEERE + CO COM '244199105 20716 535475 Sole None 535475
DELHAIZE AMER I CL A '246688105 942 44474 Sole None 44474
DELL COMPUTER C COM '247025109 174212 4166500 Sole None 4166500
DELPHI AUTOMOTI COM '247126105 12949 806163 Sole None 806163
DELTA + PINE LD COM '247357106 818 31600 Sole None 31600
DELTA AIR LINES COM '247361108 17083 352225 Sole None 352225
DE LUXE CORP COM '248019101 432 12700 Sole None 12700
DENTSPLY INTL I COM '249030107 13659 600400 Sole None 600400
DESTIA COMMUNIC COM '25063E100 6 500 Sole None 500
DEVON ENERGY CO COM 25179M103 3800 91700 Sole None 91700
DEXTER CORP COM '252165105 34 900 Sole None 900
DIAGNOSTIC PROD COM STK '252450101 3552 132475 Sole None 132475
DIAMOND OFFSHOR COM 25271C102 14355 430100 Sole None 430100
DIEBOLD INC COM '253651103 1235 53400 Sole None 53400
DIGITAL MICROWA COM '253859102 1572 100225 Sole None 100225
DIGITAL RIV INC COM 25388B104 997 45850 Sole None 45850
DILLARDS INC CL A '254067101 6382 314175 Sole None 314175
DISNEY WALT CO COM '254687106 87880 3380001 Sole None 3380001
DOLLAR GEN CORP COM '256669102 1473 47700 Sole None 47700
DOLLAR TREE STO COM '256747106 1518 38000 Sole None 38000
DOMINION RES IN COM '257470104 10069 223125 Sole None 223125
DONALDSONLUFKIN COM '257661108 8094 204600 Sole None 204600
DONALDSON LUFKI COM '257661108 233 5900 Sole None 5900
DONNELLEY R R + COM '257867101 5159 178650 Sole None 178650
DOUBLECLICK INC COM '258609304 6844 57450 Sole None 57450
DOVER CORP COM '260003108 5984 146400 Sole None 146400
DOW CHEM CO COM '260543103 39567 348225 Sole None 348225
DOW JONES + CO COM '260561105 197 3700 Sole None 3700
DOW JONES+ CO I COM '260561105 3859 72300 Sole None 72300
DU PONT EI DE N COM '263534109 25696 424726 Sole None 424726
DU PONT E I DE COM '263534109 84404 1395100 Sole None 1395100
DUANE READE INC COM '263578106 3 100 Sole None 100
DUFF + PHELPS C COM 26432F109 244 3050 Sole None 3050
DUKE ENERGY CO COM STK '264399106 35373 641689 Sole None 641689
DUKE WEEKS REAL COM NEW '264411505 2691 138000 Sole None 138000
DUN + BRADSTREE COM 26483B106 14319 479300 Sole None 479300
DURA PHARMACEUT COM 26632S109 64 4600 Sole None 4600
DYCOM INDS INC COM '267475101 1096 25975 Sole None 25975
DYNEGY INC COM 26816L102 10 500 Sole None 500
E M C CORP MASS COM '268648102 119257 1670850 Sole None 1670850
EOG RESOURCES I COM 26875P101 2815 132475 Sole None 132475
ESS TECHNOLOGY COM '269151106 5 400 Sole None 400
E SPIRE COMMUNI COM '269153102 98 13525 Sole None 13525
ETEC SYS INC COM 26922C103 23 600 Sole None 600
E TEK DYNAMICS COM '269240107 130 2400 Sole None 2400
ETOWN CORP COM '269242103 10 200 Sole None 200
E TRADE GROUP I COM '269246104 8153 346925 Sole None 346925
EAGLE USAAIRFRE COM '270018104 1607 53662 Sole None 53662
EARTHLINKNETWOR COM '270322100 1329 30950 Sole None 30950
EASTERN ENTERPR COM 27637F100 16104 346799 Sole None 346799
EASTMAN CHEM CO COM '277432100 3037 76175 Sole None 76175
EASTMAN KODAK C COM '277461109 35829 473775 Sole None 473775
EATON CORP COM '278058102 18296 211975 Sole None 211975
EBAY INC COM '278642103 15545 110200 Sole None 110200
ECHOSTAR COMMUN CL A '278762109 3941 43400 Sole None 43400
ECOLAB INC COM '278865100 16296 477550 Sole None 477550
EDISON INTL COM '281020107 9645 396700 Sole None 396700
EDUCATIONMGMT C COM 28139T101 20 1600 Sole None 1600
EDWARDS JD + CO COM '281667105 19 900 Sole None 900
EDWARDS A G INC COM '281760108 172 6525 Sole None 6525
EDWARDS AG INC COM '281760108 9050 343125 Sole None 343125
EGGHEAD COM COM '282330109 884 126250 Sole None 126250
ELECTRO SCIENTI COM '285229100 16 300 Sole None 300
ELECTRONIC ARTS COM '285512109 6014 83100 Sole None 83100
ELECTRONIC DATA COM '285661104 32481 613575 Sole None 613575
ELECTRONICS BOU COM '286045109 21 800 Sole None 800
EMCOR GROUP INC COM 29084Q100 54 2800 Sole None 2800
EMERSON ELEC CO COM '291011104 40487 640750 Sole None 640750
EMMIS COMMUNICA CL A '291525103 5022 76025 Sole None 76025
EMPIRE DIST ELE COM '291641108 10 400 Sole None 400
ENGELHARD CORP COM '292845104 243 13300 Sole None 13300
ENGELHARDCORP COM '292845104 3455 189325 Sole None 189325
ENRON CORP COM '293561106 57484 1399924 Sole None 1399924
ENTERGY CORP COM 29364G103 9494 328075 Sole None 328075
ENTREMED INC COM 29382F103 13 600 Sole None 600
ENZON INC COM '293904108 2328 76325 Sole None 76325
ENZO BIOCHEM IN COM '294100102 2784 98127 Sole None 98127
EQUIFAX INC COM '294429105 4603 163650 Sole None 163650
EQUITABLERES IN COM '294549100 5861 155000 Sole None 155000
EQUITABLE RES I COM '294549100 112 2950 Sole None 2950
EQUITY OFFICE P COM '294741103 34875 1500000 Sole None 1500000
EQUITY RESIDENT SH BEN I 29476L107 13772 325000 Sole None 325000
ERIE INDTY CO CL A 29530P102 26 800 Sole None 800
ETHAN ALLEN INT COM '297602104 10256 322400 Sole None 322400
ETOYS INC COM '297862104 2514 37775 Sole None 37775
EVEREN CAPITAL COM '299761106 50 1700 Sole None 1700
EVERGREENRESOUR COM '299900308 7 300 Sole None 300
EXCEL SWITCHING COM 30067V108 1808 50400 Sole None 50400
EXODUS COMMUNIC COM '302088109 6997 97100 Sole None 97100
EXPEDITORES INT COM '302130109 55 1700 Sole None 1700
EXPRESS SCRIPTS CL A '302182100 3787 48400 Sole None 48400
EXTREME NETWORK COM 30226D106 1895 29925 Sole None 29925
EXXON CORP COM '302290101 290609 3823800 Sole None 3823800
FMC CORP COM NEW '302491303 1451 30075 Sole None 30075
FPIC INS GROUP COM '302563101 6 400 Sole None 400
FPL GROUPINC COM '302571104 4856 96400 Sole None 96400
FPL GROUP INC COM '302571104 5299 105200 Sole None 105200
F Y I INC COM '302712104 40 1200 Sole None 1200
FAMILY DLR STOR COM '307000109 17985 851375 Sole None 851375
FASTENAL CO COM '311900104 4489 95250 Sole None 95250
FDX CORP COM 31304N107 15731 404645 Sole None 404645
FEDERAL HOME LN COM FORM '313400301 73364 1410850 Sole None 1410850
FEDERAL MOGUL C COM '313549107 1869 67825 Sole None 67825
FEDERAL NATL MT COM '313586109 101634 1621275 Sole None 1621275
FEDERAL RLTY IN SH BEN I '313747206 18804 898100 Sole None 898100
FEDERATED DEPT COM 31410H101 4997 114375 Sole None 114375
FEDERATEDDEPT S COM 31410H101 8934 204500 Sole None 204500
FERRO CORP COM STK '315405100 5864 275125 Sole None 275125
FIFTH THIRD BAN COM STK '316773100 19172 315100 Sole None 315100
FINANCIALSEC AS COM 31769P100 257 4975 Sole None 4975
FINOVA GROUP IN COM '317928109 4277 117175 Sole None 117175
FIRST AMERN COR COM '318900107 3572 82125 Sole None 82125
FIRST BK SYS IN PERIODIC '319279980 0 10 Sole None 10
FIRST BK SYS IN WTS RISK '319279998 0 1 Sole None 1
FIRST DATA CORP COM '319963104 26170 596458 Sole None 596458
FIRST HEALTH GR COM '320960107 2576 114800 Sole None 114800
FIRST SECCORP D COM '336294103 3457 145375 Sole None 145375
FIRST SENTINEL COM 33640T103 13 1700 Sole None 1700
FIRST TENN NATL COM '337162101 1124 39950 Sole None 39950
FIRST UN CORP COM '337358105 65745 1845473 Sole None 1845473
FIRST VA BKS IN COM RTS '337477103 30 700 Sole None 700
FIRSTAR CORP WI COM 33763V109 41783 1630543 Sole None 1630543
FISERV INC COM '337738108 2400 73850 Sole None 73850
FIRSTFED FINL C COM '337907109 1894 109025 Sole None 109025
FIRSTMERIT CORP COM '337915102 1404 55325 Sole None 55325
FIRSTENERGY COR COM '337932107 3264 128950 Sole None 128950
FLASHNET COMMUN COM '338527104 2 300 Sole None 300
FLEET BOSTON CO COM 33901A108 28253 771402 Sole None 771402
FLEETWOODENTERP COM '339099103 7250 359150 Sole None 359150
FLORIDA PROGRES COM '341109106 8285 179125 Sole None 179125
FLORIDA ROCK IN COM '341140101 1771 50950 Sole None 50950
FLOWERS INDS IN COM '343496105 1168 86100 Sole None 86100
FLUOR CORP COM '343861100 9508 236225 Sole None 236225
FOOTSTAR INC COM '344912100 2534 71885 Sole None 71885
FORD MTR CO DEL COM '345370100 93180 1854325 Sole None 1854325
FOREST LABS INC COM '345838106 12165 288775 Sole None 288775
FORT JAMES CORP COM '347471104 5355 200650 Sole None 200650
FOUNDATION HEAL COM '350404109 3359 355916 Sole None 355916
FOX ENTMTGROUP CL A 35138T107 1253 59500 Sole None 59500
FRANKLIN RES IN COM '354613101 13127 429525 Sole None 429525
FREEPORT MCMORA CL B 35671D857 4279 274925 Sole None 274925
FREMONT GEN COR COM '357288109 404 42800 Sole None 42800
FULLER H B CO COM '359694106 1505 24725 Sole None 24725
GATX COM '361448103 17726 570650 Sole None 570650
GST TELECOMMUNI COM '361942105 746 106050 Sole None 106050
GPU INC COM 36225X100 4462 136775 Sole None 136775
GTE CORP COM '362320103 135546 1763200 Sole None 1763200
GALILEO INTL IN COM '363547100 10474 260225 Sole None 260225
GALLAGHERARTHUR COM '363576109 11 200 Sole None 200
GANNETT INC COM '364730101 44872 648550 Sole None 648550
GAP INC COM '364760108 41931 1310337 Sole None 1310337
GARTNER GROUP I CL A '366651107 3106 194125 Sole None 194125
GARTNER GROUP I CL B '366651206 1606 96233.12 Sole None 96233
GATEWAY INC COM '367626108 20066 456050 Sole None 456050
GENERAL DYNAMIC COM '369550108 2905 46525 Sole None 46525
GENERAL ELEC CO COM '369604103 612435 5165500 Sole None 5165500
GENERAL INSTR C COM '370120107 11785 245525 Sole None 245525
GENERAL MLS INC COM '370334104 18379 226550 Sole None 226550
GENERAL MTRS CO COM '370442105 71437 1135050 Sole None 1135050
GENERAL MTRS CO CL H NEW '370442832 4019 70200 Sole None 70200
GENERAL SEMICON COM '370787103 473 45850 Sole None 45850
GENESYS TELECOM COM '371931106 2815 61625 Sole None 61625
GENRAD INC COM '372447102 1851 96800 Sole None 96800
GENUINE PARTS C COM '372460105 15224 573125 Sole None 573125
GEON CO COM 37246W105 1705 66225 Sole None 66225
GENZYME CORP COM '372917104 2909 64550 Sole None 64550
GENZYME CORP COM MOLE '372917500 0 0.002 Sole None 0
GEORGIA PAC COR COM '373298108 11622 287400 Sole None 287400
GEORGIA PAC COR COM TIMB '373298702 2261 98850 Sole None 98850
GERBER SCIENTIF COM '373730100 8322 371925 Sole None 371925
GILEAD SCIENCES COM '375558103 1882 29325 Sole None 29325
GILLETTE CO COM '375766102 56882 1676075 Sole None 1676075
GLOBAL INDL TEC COM '379335102 2085 170200 Sole None 170200
GLOBAL INDUSTRI COM '379336100 1898 233550 Sole None 233550
GLOBAL IMAGING COM 37934A100 7 500 Sole None 500
GLOBAL MARINE I COM NEW '379352404 3392 206350 Sole None 206350
GLOBAL TELESYST CDT COM 37936U104 4047 205250 Sole None 205250
GLOBIX CORP COM 37957F101 1615 34550 Sole None 34550
GOLDEN WEST FIN COM '381317106 5911 60125 Sole None 60125
GOLDMAN SACHS G COM 38141G104 11854 194325 Sole None 194325
GOODRICH B F CO COM '382388106 8680 299325 Sole None 299325
GOODYEAR TIRE A COM '382550101 5976 124175 Sole None 124175
GO2NET COM '383486107 2229 34425 Sole None 34425
GRACE W R+ CO D COM 38388F108 5034 307450 Sole None 307450
GRACO INC COM '384109104 13 400 Sole None 400
GRAINGER W W IN COM '384802104 1663 34600 Sole None 34600
GREAT ATLANTIC COM '390064103 30 1000 Sole None 1000
GREAT LAKES CHE COM '390568103 6010 157900 Sole None 157900
GREATER BAY BAN COM '391648102 20 600 Sole None 600
GTECH HLDGS COR COM '400518106 528 24650 Sole None 24650
GUIDANT CORP COM '401698105 21832 407125 Sole None 407125
GYMBOREE CORP COM '403777105 596 86625 Sole None 86625
HNC SOFTWARE IN COM 40425P107 2026 51050 Sole None 51050
HSB GROUP INC COM 40428N109 7 200 Sole None 200
HADCO CORP COM '404681108 573 13250 Sole None 13250
HAIN FOODGROUP COM '405219106 15 600 Sole None 600
HALLIBURTON CO COM '406216101 32926 803063 Sole None 803063
HANCOCK HLDG CO COM '410120109 8 200 Sole None 200
HANNAFORDBROS C COM '410550107 2067 29350 Sole None 29350
HARCOURT GEN IN COM 41163G101 1632 39200 Sole None 39200
HARLEY DAVIDSON COM RTS '412822108 30372 606675 Sole None 606675
HARLEYSVILLE GR COM '412824104 41 2900 Sole None 2900
HARMAN INTL IND COM '413086109 99 2350 Sole None 2350
HARMONIC INC COM '413160102 3731 28525 Sole None 28525
HARRIS CORP DEL COM '413875105 12176 440750 Sole None 440750
HARSCO CORP COM '415864107 5912 214000 Sole None 214000
HARTFORD FINANC COM '416515104 19179 469200 Sole None 469200
HARTFORD LIFE I CL A '416592103 25 500 Sole None 500
HASBRO INC COM '418056107 5577 259400 Sole None 259400
HAWAIIAN ELEC I COM '419870100 46 1300 Sole None 1300
HAYES LEMMERZ I COM '420781106 2152 92565 Sole None 92565
HEALTHSOUTH COR COM '421924101 5322 868836 Sole None 868836
HEALTH MGMT ASS CL A '421933102 3398 438487 Sole None 438487
HEALTHEONCORP COM '422209106 750 20275 Sole None 20275
HEARST ARGYLE T COM '422317107 195 9092 Sole None 9092
HEINZ H JCO COM '423074103 14190 330000 Sole None 330000
HEINZ H J CO COM '423074103 8575 199425 Sole None 199425
HELIX TECHNOLOG COM '423319102 23 700 Sole None 700
HELLER FINL INC CL A '423328103 1055 46875 Sole None 46875
HELMERICH AND P COM '423452101 61 2425 Sole None 2425
HELMERICHAND PA COM '423452101 4683 185000 Sole None 185000
HERCULES INC COM '427056106 3272 114300 Sole None 114300
HERSHEY FOODS C COM '427866108 20853 428300 Sole None 428300
HERTZ CORP CL A '428040109 70 1600 Sole None 1600
HEWLETT PACKARD COM '428236103 143952 1586250 Sole None 1586250
HI / FN INC COM '428358105 11 100 Sole None 100
HILLENBRAND IND COM '431573104 510 19350 Sole None 19350
HILTON HOTELS C COM '432848109 2452 248325 Sole None 248325
HISPANIC BROADC COM 43357B104 2124 27900 Sole None 27900
HOLLYWOODENTMT COM '436141105 1005 67025 Sole None 67025
HOME DEPOT INC COM '437076102 166412 2424944 Sole None 2424944
HOMESTAKEMNG CO COM '437614100 1654 180000 Sole None 180000
HOMESTAKE MNG C COM '437614100 31 3425 Sole None 3425
HONEYWELL INC COM '438506107 598 5375 Sole None 5375
HONEYWELLINC COM '438506107 16452 147800 Sole None 147800
HORMEL FOODS CO COM '440452100 50 1200 Sole None 1200
HOUGHTON MIFFLI COM '441560109 9107 224175 Sole None 224175
HOUSEHOLDINTL I COM '441815107 42052 1048036 Sole None 1048036
HOUSEHOLD INTL COM '441815107 637 15875 Sole None 15875
HUBBELL INC CLB '443510201 35 1100 Sole None 1100
HUGHES SUPPLY I COM '444482103 1108 50950 Sole None 50950
HUMANA INC COM '444859102 1386 201650 Sole None 201650
HUMAN GENOME SC COM '444903108 192 2600 Sole None 2600
HUNT J B TRANS COM '445658107 4171 300600 Sole None 300600
HUNTINGTON BANC COM '446150104 2847 107167 Sole None 107167
HUSSMANN INTL I COM '448110106 1602 94250 Sole None 94250
HUTCHINSON TECH COM '448407106 1555 57575 Sole None 57575
ICN PHARMACEUTI COM '448924100 818 47575 Sole None 47575
IDT CORP COM '448947101 48 2300 Sole None 2300
HYPERION TELECO CL A 44914K306 531 21400 Sole None 21400
IBP INC COM STK '449223106 25 1000 Sole None 1000
ICG COMMUNICATI COM '449246107 1051 67550 Sole None 67550
ICOS CORP COM '449295104 1136 38525 Sole None 38525
IDEC PHARMACEUT COM '449370105 1906 20275 Sole None 20275
IDX SYS CORP COM '449491109 1269 70000 Sole None 70000
IHOP CORPNEW COM '449623107 72 3575 Sole None 3575
IHOP CORP NEW COM '449623107 3815 188400 Sole None 188400
IMC GLOBAL INC COM '449669100 3205 220100 Sole None 220100
IMS HEALTH INC COM '449934108 16861 739125 Sole None 739125
ISS GROUPINC OC COM '450306105 52 1900 Sole None 1900
ITC DELTACOM COM 45031T104 1484 53975 Sole None 53975
IXC COMMUNICATI COM '450713102 1551 39325 Sole None 39325
ITT INDS INC COM '450911102 5327 167450 Sole None 167450
IDACORP INC COM '451107106 1559 51750 Sole None 51750
IDEXX LABS INC COM 45168D104 1600 92900 Sole None 92900
IKON OFFICE SOL COM '451713101 2290 214250 Sole None 214250
ILLINOIS TOOL W COM '452308109 35015 469600 Sole None 469600
ILLINOVA CORP COM '452317100 25 900 Sole None 900
IMATION CORP COM 45245A107 1394 44970 Sole None 44970
IMCLONE SYS INC COM 45245W109 7 200 Sole None 200
IMMUNEX CORP NE COM '452528102 11659 268800 Sole None 268800
IMPERIAL CR IND COM '452729106 670 153050 Sole None 153050
IMRGLOBALCORP COM 45321W106 15 1800 Sole None 1800
INCO LTD COM '453258402 2112 98800 Sole None 98800
INCYTE PHARMACU COM 45337C102 1433 61950 Sole None 61950
INDEPENDENCE CM COM '453414104 12 1000 Sole None 1000
INFINITY BROADC CL A 45662S102 2500 85275 Sole None 85275
INFOCURE CORP COM 45665A108 1127 59700 Sole None 59700
INFORMIX CORP COM '456779107 1576 198600 Sole None 198600
INFOSEEK CORP COM 45678M107 2599 84175 Sole None 84175
INFOSPACECOM IN COM 45678T102 1315 31975 Sole None 31975
INGERSOLL RAND COM '456866102 5939 108100 Sole None 108100
INGRAM MICRO IN CL A '457153104 407 31600 Sole None 31600
INHALE THERAPEU COM '457191104 9 300 Sole None 300
INKTOMI CORP COM '457277101 6200 51650 Sole None 51650
INSIGHT ENTERPR COM 45765U103 10 300 Sole None 300
INSITUFORM TECH CL A '457667103 15 600 Sole None 600
INSIGHT COMMUNI CL A 45768V108 716 25000 Sole None 25000
INTEGRATED DEVI COM RTS '458118106 1428 77200 Sole None 77200
INTEGRATED SYS CL A 45812M104 544 53400 Sole None 53400
INTEL CORP COM '458140100 388030 5221594 Sole None 5221594
INTERFACEINC CL A '458665106 7 1300 Sole None 1300
INTERMEDIA COMM COM '458801107 3108 142875 Sole None 142875
INTERNATIONAL B COM '459044103 125 2800 Sole None 2800
INTERNATIONAL B COM '459200101 341755 2824425 Sole None 2824425
INTERNATIONAL F COM '459506101 13137 380775 Sole None 380775
INTERNATIONAL I COM '459698106 16 500 Sole None 500
INTERNATIONAL G COM '459902102 4402 244550 Sole None 244550
INTERNATIONAL N COM '460053101 3438 63225 Sole None 63225
INTERNATIONAL P COM '460146103 28819 599616 Sole None 599616
INTERNATIONAL S CLA RECL '460335201 32 600 Sole None 600
INTERNATIONAL T COM 46047F104 818 97000 Sole None 97000
INTERPUBLIC GRO COM '460690100 12767 310450 Sole None 310450
INTERVOICE INC COM '461142101 8 700 Sole None 700
INTERVU INC COM 46114R106 1343 36175 Sole None 36175
INTUIT COM '461202103 8744 99750 Sole None 99750
INVESTMENT TECH COM 46145F105 16 700 Sole None 700
IOMEGA CORP COM '462030107 963 290625 Sole None 290625
IONICS INC COM '462218108 4289 132475 Sole None 132475
IPALCO ENTERPRI COM RTS '462613100 10399 534975 Sole None 534975
IRWIN FINL CORP COM '464119106 12 600 Sole None 600
I2 TECHNOLOGIES COM '465754109 3664 94400 Sole None 94400
IVAX CORP COM '465823102 6567 398015 Sole None 398015
IVILLAGE INC COM 46588H105 1020 28925 Sole None 28925
IWERKS ENTMT IN WT EXP 2 '465916112 0 885 Sole None 885
JDS UNIPHASE CO COM 46612J101 6664 58550 Sole None 58550
JLG INDS INC COM '466210101 1249 82225 Sole None 82225
JSB FINL INC COM 46624M100 57 1000 Sole None 1000
JABIL CIRCUIT I COM '466313103 4792 96800 Sole None 96800
JACOBS ENGR GRO COM '469814107 20 600 Sole None 600
JAKKS PACINC COM '47012E106 11 300 Sole None 300
JEFFERSONPILOT COM '475070108 610 9650 Sole None 9650
JEFFERSON PILOT COM '475070108 35270 558175 Sole None 558175
JOHNSON + JOHNS COM '478160104 183187 1993875 Sole None 1993875
JOHNSON CTLS IN COM '478366107 7629 115050 Sole None 115050
JONES APPAREL G COM '480074103 1735 60358 Sole None 60358
JONES INTERCABL CL A '480206200 4462 82525 Sole None 82525
JONES PHARMA IN COM '480236108 86 2600 Sole None 2600
KLA TENCOR CORP COM '482480100 12101 186175 Sole None 186175
K MART CORP COM '482584109 12536 1072625 Sole None 1072625
KANSAS CITY PWR COM '485134100 12570 519700 Sole None 519700
KANSAS CITY SOU COM '485170104 1207 25950 Sole None 25950
KAUFMAN +BROAD COM '486168107 4744 230000 Sole None 230000
KAUFMAN + BROAD COM '486168107 90 4375 Sole None 4375
KAYDON CORP COM '486587108 11153 448350 Sole None 448350
KEANE INC COM '486665102 2092 91700 Sole None 91700
KEEBLER FOODS C COM '487256109 3 100 Sole None 100
KELLOGG CO COM '487836108 27251 727900 Sole None 727900
KELLWOOD CO COM '488044108 9 400 Sole None 400
KELLY SVCS INC CL A '488152208 9 300 Sole None 300
KEMET CORP COM '488360108 3230 101050 Sole None 101050
KENT ELECTRS CO COM '490553104 2145 115950 Sole None 115950
KERR MCGEE CORP COM '492386107 10852 197078 Sole None 197078
KEYCORP NEW COM '493267108 34902 1352118 Sole None 1352118
KEYSTONE FINL I COM '493482103 7 300 Sole None 300
KIMBERLY CLARK COM '494368103 51091 968549.335 Sole None 968549
KIMCO RLTY CORP COM 49446R109 10918 305400 Sole None 305400
KING PHARMACEUT COM '495582108 42 1200 Sole None 1200
KING WORLD PROD COM '495667107 19865 529725 Sole None 529725
KNOLL INC COM '498904101 35 1300 Sole None 1300
KNIGHT RIDDER I COM '499040103 1122 20400 Sole None 20400
KNIGHT TRIMARK CL A '499067106 3171 107050 Sole None 107050
KOHLS CORP COM '500255104 20938 316650 Sole None 316650
KOPIN CORP COM '500600101 11 400 Sole None 400
KROGER CO COM '501044101 19174 869075 Sole None 869075
KRONOS INC COM '501052104 26 700 Sole None 700
KULICKE +SOFFA COM '501242101 2889 118825 Sole None 118825
LG + E ENERGY C COM '501917108 12776 601200 Sole None 601200
LHS GROUPINC COM '501938104 1328 45100 Sole None 45100
LSI LOGIC CORP COM '502161102 9360 180000 Sole None 180000
LSI LOGICCORP COM '502161102 3938 75725 Sole None 75725
LTX CORP COM '502392103 1505 109950 Sole None 109950
L 3 COMMUNICATI COM '502424104 11 300 Sole None 300
LABOR READY INC COM NEW '505401208 503 49987 Sole None 49987
LAFARGE CORP COM '505862102 5730 179050 Sole None 179050
LAM RESH CORP COM '512807108 4729 77525 Sole None 77525
LAMAR ADVERTISI CL A '512815101 3000 60600 Sole None 60600
LANCASTER COLON COM RTS '513847103 7499 234349 Sole None 234349
LANCASTERCOLONY COM RTS '513847103 22 700 Sole None 700
LANDAMERICA FIN COM '514936103 141 7125 Sole None 7125
LANDS END INC COM '515086106 33 500 Sole None 500
LANDSTAR SYS IN COM '515098101 7 200 Sole None 200
LASER VISION CT COM 51807H100 681 48500 Sole None 48500
LASON HLDGS INC COM 51808R107 18 400 Sole None 400
LATTICE SEMICON COM '518415104 1058 35650 Sole None 35650
LAUDER ESTEE CO CL A '518439104 449 11500 Sole None 11500
LEAP WIRELESS I COM '521863100 590 25100 Sole None 25100
LEAR CORP COM '521865105 1411 40100 Sole None 40100
LEGATO SYSTEMS COM '524651106 3178 72900 Sole None 72900
LEGGETT +PLATT COM '524660107 19626 996900 Sole None 996900
LEGG MASON INC COM '524901105 4164 108691 Sole None 108691
LEHMAN BROTHERS COM '524908100 10837 185650 Sole None 185650
LEUCADIA NATL C COM '527288104 13488 642275 Sole None 642275
LEVEL 3 COMMUNI COM 52729N100 15915 304775 Sole None 304775
LEXMARK INTL GR CL A '529771107 13009 161600 Sole None 161600
LIBERTY CORP S COM '530370105 19 400 Sole None 400
LIBERTY PROPERT SH BEN I '531172104 4538 200000 Sole None 200000
LIFEPOINTHOSPS COM 53219L109 350 40272 Sole None 40272
LIGAND PHARMACE CL B 53220K207 5 700 Sole None 700
LILLY ELI + CO COM '532457108 85028 1324675 Sole None 1324675
LILLY ELI+ CO COM '532457108 30399 473600 Sole None 473600
LIMITED INC COM '532716107 15714 410817 Sole None 410817
LINCARE HLDGS I COM '532791100 3355 125875 Sole None 125875
LINCOLN NATL CO COM '534187109 22893 609475 Sole None 609475
LINEAR TECHNOLO COM '535678106 1553 26425 Sole None 26425
LINENS N THINGS COM '535679104 1125 33325 Sole None 33325
LIPOSOME INC COM '536310105 599 78675 Sole None 78675
LITTELFUSE INC COM '537008104 27 1200 Sole None 1200
LITTON INDS INC COM '538021106 1699 31025 Sole None 31025
LIZ CLAIBORNE I COM '539320101 8503 274275 Sole None 274275
LOCKHEED MARTIN COM '539830109 22109 676385 Sole None 676385
LONE STARINDS I COM NEW '542290408 6353 127375 Sole None 127375
LONE STARSTEAKH COM '542307103 509 66225 Sole None 66225
LONE STARTECHNO COM '542312103 1684 84175 Sole None 84175
LONG BEACH FINL COM '542446109 24 1500 Sole None 1500
LONGS DRUG STOR COM '543162101 24 800 Sole None 800
LOUISIANA PAC C COM '546347105 2391 153000 Sole None 153000
LOUISIANAPAC CO COM '546347105 45 2900 Sole None 2900
LOWES COSINC USD0.50 '548661107 566 11600 Sole None 11600
LOWES COS INC USD0.50 '548661107 25740 528000 Sole None 528000
LUCENT TECHNOLO COM '549463107 308962 4762424 Sole None 4762424
LYCOS INC COM '550818108 5922 118150 Sole None 118150
LYONDELL CHEMIC COM '552078107 818 61150 Sole None 61150
M + T BK CORP COM 55261F104 92 200 Sole None 200
MAF BANCORP INC COM 55261R108 2 100 Sole None 100
MBIA INC COM 55262C100 32223 691100 Sole None 691100
MBNA CORP COM 55262L100 21979 963450 Sole None 963450
MCI WORLDCOM IN COM 55268B106 225008 3130546 Sole None 3130546
MEMC ELECTR MAT COM '552715104 526 38225 Sole None 38225
MGIC INVTCORP W COM '552848103 3820 80000 Sole None 80000
MGIC INVT CORP COM '552848103 2666 55825 Sole None 55825
MGM GRANDINC COM '552953101 6931 135563 Sole None 135563
MMC NETWORKS IN COM 55308N102 41 1300 Sole None 1300
MRV COMMUNICATI COM '553477100 38 1600 Sole None 1600
MSC INDL DIRECT CL A '553530106 1422 157950 Sole None 157950
M S CARRIERS IN COM '553533100 38 1600 Sole None 1600
MTI TECHNOLOGY COM '553903105 2329 100975 Sole None 100975
MACDERMIDINC COM '554273102 416 12225 Sole None 12225
MACERICH CO REIT '554382101 11216 485000 Sole None 485000
MACROVISION COR COM '555904101 2296 51750 Sole None 51750
MACROMEDIA INC COM '556100105 2840 69475 Sole None 69475
MALLINCKRODT IN COM '561232109 3549 117575 Sole None 117575
MANITOWOCINC COM '563571108 31 900 Sole None 900
MANOR CARE INC COM '564055101 11057 643300 Sole None 643300
MANPOWER INC WI COM 56418H100 8162 280225 Sole None 280225
MANUFACTURED HO COM '564682102 10519 450000 Sole None 450000
MANULIFE FINL C COM 56501R106 891 75000 Sole None 75000
MARIMBA INC COM 56781Q109 3 100 Sole None 100
MARKEL CORP COM '570535104 1115 6125 Sole None 6125
MARSH + MCLENNA COM '571748102 36219 528750 Sole None 528750
MARSHALL + ILSL COM '571834100 3260 57125 Sole None 57125
MARRIOTT INTL I CL A '571903202 15637 478375 Sole None 478375
MARSHALL INDS COM '572393106 3847 105400 Sole None 105400
MARTIN MARIETTA COM '573284106 10702 267965 Sole None 267965
MASCO CORP COM '574599106 6867 221500 Sole None 221500
MASTEC INC COM '576323109 2325 78975 Sole None 78975
MASTECH CORP COM 57632N105 32 2400 Sole None 2400
MATTEL INC COM '577081102 24290 1278440 Sole None 1278440
MAXIM INTEGRATE COM 57772K101 21622 342700 Sole None 342700
MAY DEPT STORES COM '577778103 27975 767750 Sole None 767750
MAXXAM INC COM RTS '577913106 1042 20275 Sole None 20275
MAXIMUS INC COM '577933104 122 4075 Sole None 4075
MAYTAG CORP COM '578592107 1380 41425 Sole None 41425
MCCORMICK + CO COM NON '579780206 5226 158050 Sole None 158050
MCCORMICK+ CO I COM NON '579780206 11960 361750 Sole None 361750
MCDERMOTTINTL I COM '580037109 3005 148375 Sole None 148375
MCDONALDS CORP COM '580135101 112108 2592100 Sole None 2592100
MCDONALDSCORP COM '580135101 1814 41950 Sole None 41950
MCGRAW HILL COS COM '580645109 24851 513725 Sole None 513725
MCKESSON HBOC I COM 58155Q103 9783 337358 Sole None 337358
MCLEODUSAINC COM '582266102 6701 157450 Sole None 157450
MEAD CORP COM '582834107 10416 303000 Sole None 303000
MEDIAONE GROUP COM 58440J104 72659 1063625 Sole None 1063625
MEDIA METRIX IN OC COM 58440X103 28 400 Sole None 400
MEDICAL MANAGER COM 58461U103 2925 58793 Sole None 58793
MEDICIS PHARMAC CL A NEW '584690309 43 1525 Sole None 1525
MEDIMMUNEINC COM '584699102 7686 77125 Sole None 77125
MEDQUIST INC COM '584949101 1806 54000 Sole None 54000
MEDTRONICINC COM '585055106 50287 1414044 Sole None 1414044
MEDTRONIC INC COM '585055106 17349 487850 Sole None 487850
MELLON BK CORP COM '585509102 10519 312825 Sole None 312825
MELLON FINL COR COM 58551A108 45000 1338300 Sole None 1338300
MENTOR GRAPHICS COM '587200106 1083 126500 Sole None 126500
MERCANTILE BANK COM '587405101 1500 48500 Sole None 48500
MERCK + CO INC COM '589331107 248693 3837121 Sole None 3837121
MERCURY GEN COR COM '589400100 8 300 Sole None 300
MERCURY INTERAC COM '589405109 2624 40650 Sole None 40650
MEREDITH CORP COM '589433101 2076 57175 Sole None 57175
MERITOR AUTOMOT COM 59000G100 2942 140958 Sole None 140958
MERRILL LYNCH + COM '590188108 39463 585725 Sole None 585725
MESABA HLDGS IN AIRTRAN 59066B102 4 300 Sole None 300
MESSAGEMEDIA IN COM '590787107 923 85900 Sole None 85900
METAMOR WORLDWI COM 59133P100 517 29125 Sole None 29125
METRIS COS INC COM '591598107 18 600 Sole None 600
METROMEDIA FIBE CL A '591689104 6077 248047 Sole None 248047
METROMEDIA INTE COM '591695101 643 155900 Sole None 155900
MICHAELS STORES COM '594087108 3 100 Sole None 100
MICREL INC COM '594793101 1713 39500 Sole None 39500
MICROSOFT CORP COM '594918104 715878 7904800 Sole None 7904800
MICROSOFTCORP COM '594918104 15101 166750 Sole None 166750
MICROCHIPTECHNO COM '595017104 4873 94850 Sole None 94850
MICRO WHSE INC COM 59501B105 591 49000 Sole None 49000
MICROMUSEINC COM '595094103 1964 30575 Sole None 30575
MICRON ELECTRON COM '595100108 830 79075 Sole None 79075
MICRON TECHNOLO COM '595112103 23624 355250 Sole None 355250
MID STATEBANCSH COM '595440108 37 1200 Sole None 1200
MIDAS INC COM '595626102 648 31408 Sole None 31408
MIDAMERICA ENER COM 59562V107 7146 242225 Sole None 242225
MIDCAP SPDR TR UNIT SER '595635103 32316 450000 Sole None 450000
MILACRON INC COM '598709103 615 34650 Sole None 34650
MILLENNIUM PHAR COM '599902103 2821 43400 Sole None 43400
MILLENNIUM CHEM COM '599903101 31 1500 Sole None 1500
MILLER HERMAN I COM '600544100 209 8750 Sole None 8750
MILLIPORE CORP COM '601073109 26 700 Sole None 700
MINDSPRING ENTE COM '602683104 2324 83925 Sole None 83925
MINERALS TECHNO COM '603158106 97 2000 Sole None 2000
MINIMED INC COM 60365K108 4185 42600 Sole None 42600
MINNESOTAMNG + COM '604059105 1597 16625 Sole None 16625
MINNESOTA MNG + COM '604059105 52296 544400 Sole None 544400
MINNESOTAPWR + COM '604110106 13229 753250 Sole None 753250
MIPS TECHNOLOGI COM '604567107 1105 34750 Sole None 34750
MIRAGE RESORTS COM '60462E104 2042 145825 Sole None 145825
MISSISSIPPI VY COM '605720101 215 6800 Sole None 6800
MOBIL CORP COM '607059102 132262 1312775 Sole None 1312775
MODIS PROFESSIO COM '607830106 3069 231625 Sole None 231625
MOLECULARDEVICE COM 60851C107 36 1300 Sole None 1300
MOLEX INC COM '608554101 2949 81075 Sole None 81075
MONSANTO CO COM '611662107 40378 1131425 Sole None 1131425
MONTANA PWR CO COM '612085100 1339 44000 Sole None 44000
MORGAN J P + CO COM '616880100 44464 389184 Sole None 389184
MORGAN STANLEY COM NEW '617446448 78983 885584 Sole None 885584
MOTOROLA INC COM '620076109 78230 888975 Sole None 888975
MOVADO GROUP IN COM '624580106 2 100 Sole None 100
MURPHY OIL CORP COM '626717102 7330 135575 Sole None 135575
MYLAN LABS INC COM '628530107 2587 140775 Sole None 140775
NBTY INC COM '628782104 1810 237325 Sole None 237325
NCH CORP COM '628850109 630 13950 Sole None 13950
NCO GROUPINC COM '628858102 2327 49500 Sole None 49500
NCR CORP NEW COM '62886E108 3157 95478 Sole None 95478
NTL INC COM '629407107 9398 97799 Sole None 97799
NVR INC COM 62944T105 25 500 Sole None 500
NABORS INDUSTRI COM '629568106 30 1200 Sole None 1200
NACCO INDS INC CL A '629579103 4776 68350 Sole None 68350
NALCO CHEM CO COM '629853102 460 9100 Sole None 9100
NATIONAL CITY C COM '635405103 22648 848630 Sole None 848630
NATIONAL COMM B COM '635449101 35 1600 Sole None 1600
NATIONAL COMPUT COM '635519101 1762 45950 Sole None 45950
NATIONAL DISC B COM '635646102 948 35875 Sole None 35875
NATIONAL FUEL G COM '636180101 66 1400 Sole None 1400
NATIONAL SEMICO COM '637640103 3292 107700 Sole None 107700
NATIONAL SVC IN COM '637657107 2284 72500 Sole None 72500
NATIONAL STEEL CL B '637844309 1269 182900 Sole None 182900
NAUTICA ENTERPR COM '639089101 2317 143675 Sole None 143675
NAVISTAR INTL C COM '63934E108 3401 73150 Sole None 73150
NAVIGANT CONSUL COM 63935N107 2490 53700 Sole None 53700
NETBANK INC COM '640933107 1438 65000 Sole None 65000
NETWORKS ASSOCS COM '640938106 4921 257300 Sole None 257300
NETGRAVITY INC COM '641114103 2014 60925 Sole None 60925
NETOPIA INC COM 64114K104 28 700 Sole None 700
NETWORK APPLIAN COM 64120L104 4362 60900 Sole None 60900
NETWORK SOLUTIO CL A 64121Q102 2582 28100 Sole None 28100
NEW CENTY ENERG COM 64352U103 1934 57850 Sole None 57850
NEW CENTYENERGI COM 64352U103 67 2000 Sole None 2000
NEW ENGLAND ELE COM '644001109 10188 196400 Sole None 196400
NEW ERA OF NETW COM '644312100 892 41250 Sole None 41250
NEW YORK TIMES CL A '650111107 36551 974691 Sole None 974691
NEWELL RUBBERMA COM '651229106 29947 1048473 Sole None 1048473
NEWFIELD EXPL C COM '651290108 4699 142650 Sole None 142650
NEWMONT MNG COR COM '651639106 11400 440588 Sole None 440588
NEWPARK RES INC COM PAR '651718504 1840 237425 Sole None 237425
NEWPORT NEWS SH COM '652228107 26 800 Sole None 800
NEXTEL COMMUNIC CL A 65332V103 30019 442675 Sole None 442675
NEXTLINK COMMUN CL A PAR 65333H707 5050 97400 Sole None 97400
NIAGARA MOHAWK COM '653520106 1515 97325 Sole None 97325
NIELSEN MEDIA R COM NEW '653929307 5861 157616 Sole None 157616
NICOR INC COM '654086107 15753 423600 Sole None 423600
NIKE INC CL B '654106103 34586 608100 Sole None 608100
NOBLE AFFILIATE COM '654894104 1634 56350 Sole None 56350
NOKIA CORP SPONSORE '654902204 14380 160000 Sole None 160000
NOBLE DRILLING COM '655042109 8081 369400 Sole None 369400
NORDSON CORP COM NTS '655663102 7240 147750 Sole None 147750
NORDSTROM INC COM '655664100 2371 87800 Sole None 87800
NORDSTROMINC COM '655664100 9280 343700 Sole None 343700
NORFOLK SOUTHN COM '655844108 16316 665950 Sole None 665950
NORTEL NETWORKS COM '656569100 30223 592600 Sole None 592600
NORTH FORK BANC COM '659424105 1393 71425 Sole None 71425
NORTHEAST UTILS COM '664397106 1575 85700 Sole None 85700
NORTHEASTUTILS COM '664397106 30 1625 Sole None 1625
NORTHERN STS PW COM '665772109 14492 672075 Sole None 672075
NORTHERN TRUST COM '665859104 9527 114100 Sole None 114100
NORTHPOINT COMM COM '666610100 988 53400 Sole None 53400
NORTHROP GRUMMA COM '666807102 10868 170984 Sole None 170984
NORTHWESTAIRLS CLASS A '667280101 2233 87575 Sole None 87575
NORTHWESTNAT GA COM '667655104 5368 207950 Sole None 207950
NOVA CORPGA COM '669784100 1299 51971 Sole None 51971
NOVELL INC COM '670006105 11404 551242 Sole None 551242
NOVELLUS SYS IN COM '670008101 2809 41650 Sole None 41650
NOVOSTE CORP COM 67010C100 25 1400 Sole None 1400
NSTAR COM '67019E107 13882 358235 Sole None 358235
NUCOR CORP COM '670346105 2710 56900 Sole None 56900
NUEVO ENERGY CO COM '670509108 1846 107000 Sole None 107000
NVIDIA CORP COM 67066G104 21 1100 Sole None 1100
OM GROUP INC COM '670872100 15 400 Sole None 400
OAK INDS INC COM NEW '671400505 1195 35150 Sole None 35150
OCCIDENTAL PETE COM '674599105 12026 520025 Sole None 520025
OCULAR SCIENCES COM '675744106 31 1600 Sole None 1600
OFFICE DEPOT IN COM '676220106 6099 580825 Sole None 580825
OHIO CAS CORP COM '677240103 7598 450250 Sole None 450250
OLD KENT FINL C COM '679833103 1339 36075 Sole None 36075
OLD NATL BANCOR COM RTS '680033107 17 600 Sole None 600
OLSTEN CORP COM '681385100 774 74125 Sole None 74125
OMNICOM GROUP COM '681919106 17194 217125 Sole None 217125
OMNIPOINTCORP COM 68212D102 145 2600 Sole None 2600
ON COMMAND CORP COM '682160106 25 1300 Sole None 1300
ONE VY BANCORP COM '682419106 76 2200 Sole None 2200
ONEIDA LTD COM '682505102 5 200 Sole None 200
ONSALE INC COM '682838107 830 60925 Sole None 60925
OPEN MKT INC COM 68370M100 1390 105875 Sole None 105875
OPTICAL COATING COM '683829105 1708 18550 Sole None 18550
ORACLE CORP COM 68389X105 112517 2472912 Sole None 2472912
ORBITAL SCIENCE A COM '685564106 2769 158250 Sole None 158250
OREGON STL MLS COM '686079104 1881 168125 Sole None 168125
O REILLY AUTOMO COM '686091109 33 700 Sole None 700
ORIENTAL FINL G COM 68618W100 94 4075 Sole None 4075
ORION CAPCORP COM '686268103 81 1700 Sole None 1700
ORTHODONTIC CTR COM 68750P103 5754 330000 Sole None 330000
OSHKOSH BGOSH I CL A '688222207 3417 214000 Sole None 214000
OSHKOSH TRUCK C COM '688239201 24 900 Sole None 900
OUTBACK STEAKHO COM '689899102 3853 151300 Sole None 151300
OUTDOOR SYS INC COM '690057104 9124 255225 Sole None 255225
OWENS CORNING COM 69073F103 5032 232025 Sole None 232025
OWENS ILLINC COM NEW '690768403 1711 86375 Sole None 86375
OXFORD HEALTH P COM '691471106 1029 82325 Sole None 82325
PECO ENERGY CO COM '693304107 2140 57075 Sole None 57075
PG+E CORP COM 69331C108 12801 494725 Sole None 494725
PE CORP COM PE B 69332S102 14251 197250 Sole None 197250
PE CORP COM CELE 69332S201 1539 38225 Sole None 38225
P F CHANGES CHI COM 69333Y108 6 300 Sole None 300
PNC BK CORP COM '693475105 23754 450850 Sole None 450850
P P + L RES INC COM '693499105 1905 70375 Sole None 70375
PPG INDS INC COM '693506107 24122 402025 Sole None 402025
PSS WORLDMED IN COM 69366A100 39 4325 Sole None 4325
PSS WORLD MED I COM 69366A100 860 96250 Sole None 96250
PACCAR INC COM '693718108 16389 322150 Sole None 322150
PACIFIC CENTY F COM '694058108 9835 481225 Sole None 481225
PACIFIC GATEWAY COM '694327107 11 700 Sole None 700
PACIFICORP COM '695114108 3469 172375 Sole None 172375
PAGING NETWORK COM '695542100 171 165800 Sole None 165800
PAINE WEBBER GR COM '695629105 3328 91800 Sole None 91800
PAIRGAIN TECHNO COM '695934109 1460 114525 Sole None 114525
PALL CORP COM '696429307 2293 98900 Sole None 98900
PANAMSAT CORP N COM '697933109 2352 65100 Sole None 65100
PAPA JOHNS INTL COM '698813102 5485 132975 Sole None 132975
PARAMETRIC TECH COM '699173100 8892 658644 Sole None 658644
PARK PL ENTMT C COM '700690100 2186 174850 Sole None 174850
PARKER HANNIFIN COM '701094104 6520 145500 Sole None 145500
PATTERSONDENTAL COM '703412106 3823 77125 Sole None 77125
PATTERSONENERGY COM '703414102 1170 77025 Sole None 77025
PAYCHEX INC COM '704326107 26358 772387 Sole None 772387
PAYLESS SHOESOU COM '704379106 4132 81825 Sole None 81825
PEDIATRIXMED GR COM '705324101 155 11200 Sole None 11200
PENNEY J C INC COM '708160106 16849 488391 Sole None 488391
PENTAIR INC COM '709631105 40 1000 Sole None 1000
PEOPLES ENERGY COM '711030106 123 3500 Sole None 3500
PEOPLES HERITAG COM '711147108 1279 76910 Sole None 76910
PEOPLESOFT INC COM '712713106 4903 289450 Sole None 289450
PEPSICO INC COM '713448108 69217 2269400 Sole None 2269400
PERCLOSE INC COM 71361C107 1493 32075 Sole None 32075
PEREGRINESYS IN COM 71366Q101 3275 80375 Sole None 80375
PERFORMANCE FOO COM '713755106 28 1100 Sole None 1100
PERRIGO CO COM '714290103 1685 214000 Sole None 214000
PERSONAL GROUP COM '715338109 955 152850 Sole None 152850
PETSMART INC COM '716768106 792 212925 Sole None 212925
PHARMACIA + UPJ COM '716941109 12126 244360 Sole None 244360
PHARMACIA+ UPJO COM '716941109 1526 30759.55 Sole None 30760
PFIZER INC COM '717081103 208949 5824350 Sole None 5824350
PHELPS DODGE CO COM '717265102 10455 189875 Sole None 189875
PHILADELPHIA CO COM '717528103 5 400 Sole None 400
PHILLIPS PETE C COM '718507106 14228 291850 Sole None 291850
PHILLIPS VAN HE COM '718592108 1177 132575 Sole None 132575
PHYCOR INC COM 71940F100 560 128000 Sole None 128000
PICTURETEL CORP COM NEW '720035302 251 59000 Sole None 59000
PIER 1 IMPORTS COM '720279108 4411 672216 Sole None 672216
PINNACLE HLDGS COM 72346N101 44 1700 Sole None 1700
PINNACLE SYS IN COM '723481107 21 500 Sole None 500
PINNACLE WEST C COM '723484101 4179 114900 Sole None 114900
PIONEER HI BRED COM '723686101 14617 368300 Sole None 368300
PIONEER NAT RES COM '723787107 444 41775 Sole None 41775
PITNEY BOWES IN COM '724479100 42347 694925 Sole None 694925
PIXAR COM '725811103 1023 27200 Sole None 27200
PLACER DOME INC COM '725906101 1562 105000 Sole None 105000
PLANTRONICS INC COM '727493108 471 9475 Sole None 9475
PLEXUS CORP COM '729132100 37 1200 Sole None 1200
POLARIS INDS IN COM '731068102 69 2000 Sole None 2000
POLAROID CORP COM '731095105 946 36403 Sole None 36403
POLICY MGMT SYS COM '731108106 1637 51775 Sole None 51775
POLYCOM INC COM 73172K104 2038 42775 Sole None 42775
POOL ENERGY SVC COM '732788104 34 1400 Sole None 1400
POPULAR INC COM '733174106 47 1700 Sole None 1700
PORTAL SOFTWARE COM '736126103 12 300 Sole None 300
POST PPTYS INC COM '737464107 1966 50000 Sole None 50000
POTLATCH CORP COM '737628107 3789 92000 Sole None 92000
POTOMAC ELEC PW COM '737679100 2058 80900 Sole None 80900
POWER INTEGRATI COM '739276103 1530 22100 Sole None 22100
POWER ONEINC COM '739308104 8 300 Sole None 300
POWERWAVETECHNO COM '739363109 2275 47175 Sole None 47175
POWERTEL INC COM 73936C109 44 800 Sole None 800
PRAXAIR INC COM 74005P104 19743 429200 Sole None 429200
PRECISION CASTP COM RTS '740189105 27 900 Sole None 900
PREMARK INTL IN COM '740459102 11836 234375 Sole None 234375
PREMIER PKS INC COM NEW '740540208 2160 74475 Sole None 74475
PREMIERE TECHNO COM 74058F102 831 139900 Sole None 139900
PRICE T ROWE + COM '741477103 23295 849025 Sole None 849025
PRICELINECOM IN COM '741503106 5971 92575 Sole None 92575
PRIME HOSPITALI COM '741917108 1238 154775 Sole None 154775
PRIMUS TELECOMM COM '741929103 1346 64100 Sole None 64100
PRIORITY HEALTH CL B 74264T102 1290 41775 Sole None 41775
PROCTER + GAMBL COM '742718109 187451 1999475 Sole None 1999475
PRODIGY COMMUNI COM 74283P107 9 500 Sole None 500
PROFIT RECOVERY COM '743168106 2728 61125 Sole None 61125
PROGRESS SOFTWA COM '743312100 1691 53900 Sole None 53900
PROGRESSIVE COR COM '743315103 11273 138000 Sole None 138000
PROMUS HOTEL CO COM 74342P106 1797 55200 Sole None 55200
PROTEIN DESIGN COM 74369L103 2676 74075 Sole None 74075
PROVIDENTFINL G COM '743866105 2945 80550 Sole None 80550
PROVINCE HEALTH COM '743977100 9 800 Sole None 800
PROVIDIANFINL C COM 74406A102 331 4175 Sole None 4175
PROVIDIAN FINL COM 74406A102 13494 170400 Sole None 170400
PROXICOM INC COM '744282104 29 500 Sole None 500
PROXIM INC COM '744284100 14 300 Sole None 300
PSINET INC COM 74437C101 3209 89225 Sole None 89225
PUBLIC SVC CO N COM '744499104 3161 173225 Sole None 173225
PUBLIC SVC ENTE COM '744573106 7207 186600 Sole None 186600
PUBLIC STORAGE COM 74460D109 3201 127100 Sole None 127100
PUGET SOUND ENE COM RTS '745332106 3430 152850 Sole None 152850
PULTE CORP COM '745867101 3546 163050 Sole None 163050
QLOGIC CORP COM '747277101 3585 51350 Sole None 51350
QUAKER OATS CO COM '747402105 15241 246325 Sole None 246325
QUALCOMM INC COM '747525103 49837 263425 Sole None 263425
QUANEX CORP COM '747620102 914 35675 Sole None 35675
QUANTUM CORP DSSG COM '747906204 2167 154100 Sole None 154100
QUANTUM CORP HDDG COM '747906303 573 77050 Sole None 77050
QUEENS CNTY BAN COM '748242104 52 1900 Sole None 1900
QUEST DIAGNOSTI COM 74834L100 691 26562 Sole None 26562
QUESTAR CORP COM '748356102 10897 601200 Sole None 601200
QUINTILESTRANSN COM '748767100 2959 155475 Sole None 155475
QUORUM HEALTH G COM '749084109 699 99349 Sole None 99349
QWEST COMMUNICA COM '749121109 22597 764394 Sole None 764394
R + B FALCON CO COM '74912E101 4436 338010 Sole None 338010
RCN CORP COM '749361101 3011 73450 Sole None 73450
RH DONNELLEY CO COM NEW 74955W307 1140 61190 Sole None 61190
RLI CORP COM '749607107 111 3350 Sole None 3350
RSA SEC INC COM '749719100 1900 71525 Sole None 71525
RF MICRO DEVICE COM '749941100 3779 82600 Sole None 82600
RTMC CORP COM '749993937 0 244753 Sole None 244753
RADIAN GROUP IN COM '750236101 3959 92200 Sole None 92200
RADISYS CORP COM '750459109 1464 37300 Sole None 37300
RAMBUS INC DEL COM '750917106 2700 40750 Sole None 40750
RALSTON PURINA COM RALS '751277302 5792 207775 Sole None 207775
RATIONAL SOFTWA COM NEW 75409P202 3246 110850 Sole None 110850
RAYONIER INC COM '754907103 2172 51725 Sole None 51725
RAYTHEON CO CL B '755111408 36457 734650 Sole None 734650
RAZORFISHINC CL A '755236106 4 100 Sole None 100
READERS DIGEST COM CL A '755267101 1767 60425 Sole None 60425
REAL NETWORKS I COM 75605L104 8830 84450 Sole None 84450
REDBACK NETWORK COM '757209101 4698 43500 Sole None 43500
REEBOK INTL LTD COM '758110100 2768 259000 Sole None 259000
REGIS CORP MINN COM '758932107 1810 94050 Sole None 94050
REGIONS FINL CO COM '758940100 3749 124975 Sole None 124975
REINSURANCE GRO COM '759351109 744 28950 Sole None 28950
RELIANCE BANCOR COM '759451107 8 200 Sole None 200
RELIANCE STL + COM '759509102 25 1200 Sole None 1200
RELIANT ENERGY COM 75952J108 5934 219268 Sole None 219268
RELIASTARFINL C COM 75952U103 14119 424625 Sole None 424625
REMEDY CORP COM '759548100 1437 50650 Sole None 50650
RENAISSANCE WOR COM 75968A109 103 26475 Sole None 26475
RENAL CARE GROU COM '759930100 44 2000 Sole None 2000
REPUBLIC NY COR COM '760719104 9984 162500 Sole None 162500
REPUBLIC SVCS I CL A '760759100 685 62975 Sole None 62975
RES CARE INC COM '760943100 12 700 Sole None 700
RESMED INC COM '761152107 27 800 Sole None 800
REXALL SUNDOWN COM '761648104 924 75050 Sole None 75050
REYNOLDS + REYN CL A '761695105 1341 65825 Sole None 65825
REYNOLDS METALS COM '761763101 12372 204925 Sole None 204925
RHYTHMS NETCONN COM '762430205 2256 65400 Sole None 65400
RIGGS NATL CORP COM '766570105 5 300 Sole None 300
RITE AID CORP COM '767754104 3591 259975 Sole None 259975
ROBERT HALF INT COM '770323103 4356 183425 Sole None 183425
ROCKWELL INTL C COM '773903109 19543 372250 Sole None 372250
ROHM + HAAS CO COM '775371107 5201 143968 Sole None 143968
ROMAC INTL INC COM '775835101 21 2500 Sole None 2500
ROSLYN BANCORP COM '778162107 100 5600 Sole None 5600
ROSS STORES INC COM '778296103 85 4200 Sole None 4200
ROUSE CO COM '779273101 10631 462200 Sole None 462200
ROWAN COSINC COM '779382100 3444 211950 Sole None 211950
ROYAL DUTCH PET NY REGIS '780257804 61750 1045500 Sole None 1045500
RYDER SYS INC COM '783549108 101 4950 Sole None 4950
RYDER SYSINC COM '783549108 5397 264900 Sole None 264900
RYERSON TULL IN COM 78375P107 2239 96800 Sole None 96800
SBC COMMUNICATI COM 78387G103 184972 3622466 Sole None 3622466
SCI SYS INC COM '783890106 4143 93225 Sole None 93225
SCM MICROSYSTEM COM '784018103 23 500 Sole None 500
SDL INC COM '784076101 114 1500 Sole None 1500
SEI INVESTMENTS COM '784117103 837 9375 Sole None 9375
SEMCO ENERGY IN COM 78412D109 7 500 Sole None 500
SFX ENTMTINC CL A '784178105 3511 114636 Sole None 114636
SLM HLDG CORP COM 78442A109 10558 245525 Sole None 245525
SPS TECHNOLOGIE COM '784626103 1160 30575 Sole None 30575
SPX CORP COM '784635104 18897 208226 Sole None 208226
SABRE HLDGS COR CL A '785905100 986 22925 Sole None 22925
SAFECO CORP COM '786429100 10653 380450 Sole None 380450
SAFEGUARDSCIENT COM '786449108 2958 43500 Sole None 43500
SAFESKIN CORP COM '786454108 7 800 Sole None 800
SAFETY KLEEN CO COM NEW 78648R203 971 80500 Sole None 80500
SAFEWAY INC COM NEW '786514208 25307 664875 Sole None 664875
ST JUDE MED INC COM '790849103 2485 78875 Sole None 78875
ST PAUL BANCORP COM '792848103 1387 60625 Sole None 60625
ST PAUL COS INC COM '792860108 18182 661175 Sole None 661175
SANCHEZ COMPUTE COM '799702105 11 300 Sole None 300
SANDISK CORP COM 80004C101 33 500 Sole None 500
SANMINA CORP COM '800907107 11078 143175 Sole None 143175
SANGSTAT MED CO COM '801003104 4 200 Sole None 200
SANTA FE SNYDER COM 80218K105 1724 191575 Sole None 191575
SAPIENT CORP COM '803062108 5924 62850 Sole None 62850
SARA LEE CORP COM '803111103 34421 1472550 Sole None 1472550
SAWTEK INC COM '805468105 25 700 Sole None 700
SCANA CORP COM '805898103 9366 387225 Sole None 387225
HENRY SCHEIN IN COM STK '806407102 751 52700 Sole None 52700
SCHERING PLOUGH COM '806605101 107555 2465450 Sole None 2465450
SCHLUMBERGER LT COM '806857108 46566 747300 Sole None 747300
SCHOLASTIC CORP COM '807066105 1733 34650 Sole None 34650
SCHWAB CHARLES NEW COM '808513105 41919 1253650 Sole None 1253650
SCIENT CORP COM 80864H109 26 400 Sole None 400
SCIENTIFIC ATLA COM '808655104 35 700 Sole None 700
SCOTTS CO CL A '810186106 10 300 Sole None 300
SEAGATE TECHNOL COM '811804103 12577 410675 Sole None 410675
SEAGRAM LTD COM '811850106 9259 203500 Sole None 203500
SEACOR SMIT INC COM '811904101 108 2100 Sole None 2100
SEALED AIR CORP COM 81211K100 8518 165997 Sole None 165997
SEARS ROEBUCK + COM '812387108 18996 605450 Sole None 605450
SECURITY FIRST COM '814279105 1486 38225 Sole None 38225
SEITEL INC COM NEW '816074306 1425 146125 Sole None 146125
SEMTECH CORP COM '816850101 2232 60950 Sole None 60950
SEMPRA ENERGY COM '816851109 11256 540822 Sole None 540822
SEPRACOR INC COM '817315104 7763 102825 Sole None 102825
SEQUA CORP CL A '817320104 19 300 Sole None 300
SERVICE CORP IN COM '817565104 13773 1303925 Sole None 1303925
SERVICE MASTER COM 81760N109 1355 84375 Sole None 84375
SHARED MEDI CAL COM '819486101 2382 50950 Sole None 50950
SHAW INDSINC COM '820286102 7223 455000 Sole None 455000
SHAW INDS INC COM '820286102 137 8650 Sole None 8650
SHERWIN WILLIAM COM '824348106 591 28250 Sole None 28250
SIEBEL SYS INC COM '826170102 6819 102350 Sole None 102350
SIERRA HEALTH S COM '826322109 890 87900 Sole None 87900
SIGMA ALDRICH COM '826552101 1456 45850 Sole None 45850
SIGCORP INC COM '826912107 23 900 Sole None 900
SILICON GRAPHIC COM '827056102 2150 196575 Sole None 196575
SILICON VY BANC COM '827064106 14 600 Sole None 600
SILKNET SOFTWAR COM '827094103 1890 40975 Sole None 40975
SIMON PPTY GROU COM '828806109 64400 2870197 Sole None 2870197
SIMON PPTY GROU PFD CONV '828806406 11671 165397 Sole None 165397
SINCLAIR BROADC CL A '829226109 794 87625 Sole None 87625
SIPEX CORP COM '829909100 1167 81525 Sole None 81525
SKY FINL GROUP COM 83080P103 38 1600 Sole None 1600
SKYWEST INC COM '830879102 13 600 Sole None 600
SKYTEL COMMUNIC COM 83087Q104 1808 98725 Sole None 98725
SMART MODULAR T COM '831690102 27 800 Sole None 800
SMITH INTL INC COM '832110100 2104 51950 Sole None 51950
SMITH CHARLES E COM '832197107 12308 360000 Sole None 360000
SMITHFIELD FOOD COM '832248108 14267 533350 Sole None 533350
SMURFIT STONE C COM '832727101 5713 264175 Sole None 264175
SNYDER COMMUNIC COM '832914105 1736 114325 Sole None 114325
SNAP ON INC COM '833034101 91 2800 Sole None 2800
SODEXHO MARRIOT COM '833793102 533 31325 Sole None 31325
SOFTNET SYS INC COM '833964109 5 200 Sole None 200
SOLECTRON CORP COM '834182107 4452 62000 Sole None 62000
SOLECTRONCORP COM '834182107 29459 410225 Sole None 410225
SOLUTIA INC COM '834376105 3988 223090 Sole None 223090
SONAT INC COM '835415100 15477 389975 Sole None 389975
SOTHEBYS HLDGS CL A '835898107 3 100 Sole None 100
SOUTHDOWNINC COM '841297104 3031 56650 Sole None 56650
SOUTHERN CO COM '842587107 34454 1338025 Sole None 1338025
SOUTHTRUST CORP COM '844730101 14453 402875 Sole None 402875
SOUTHWEST AIRLS COM '844741108 5481 360900 Sole None 360900
SOUTHWESTAIRLS COM '844741108 104 6862 Sole None 6862
SOUTHWESTSECS G COM '845224104 607 22467 Sole None 22467
SOVEREIGNBANCOR COM '845905108 1067 117300 Sole None 117300
SOVEREIGN BANCO COM '845905108 44 4825 Sole None 4825
SPORTSLINE USA COM '848934105 1329 44950 Sole None 44950
SPRINGS INDS IN COM '851783100 587 17300 Sole None 17300
SPRINT CORP COM '852061100 71160 1311700 Sole None 1311700
SPRINT CORP PCS COM '852061506 38661 518500 Sole None 518500
STANDARD PRODS COM '853836104 21 600 Sole None 600
STANFORD TELECO COM '854402104 1663 52275 Sole None 52275
STANLEY WORKS COM '854616109 403 16000 Sole None 16000
STAR TELECOMMUN COM '854923109 5 900 Sole None 900
STAPLES INC COM '855030102 17830 817425 Sole None 817425
STARBUCKSCORP COM '855244109 5567 224650 Sole None 224650
STATE STREET CO COM '857477103 15116 233900 Sole None 233900
STATEN ISBANCOR COM '857550107 8 425 Sole None 425
STATEN IS BANCO COM '857550107 414 22000 Sole None 22000
STEEL DYNAMICS COM '858119100 17 1100 Sole None 1100
STEIN MART INC COM '858375108 4 500 Sole None 500
STERIS CORP COM '859152100 9488 690000 Sole None 690000
STERLING COMM I COM '859205106 5028 270854 Sole None 270854
STERLING SOFTWA COM '859547101 6803 340150 Sole None 340150
STEWART ENTERPR CL A '860370105 979 161550 Sole None 161550
STILLWATER MNG COM 86074Q102 1109 41275 Sole None 41275
STONE + WEBSTER COM '861572105 867 30975 Sole None 30975
STONE ENERGY CO COM '861642106 2614 51250 Sole None 51250
STORAGE TECHNOL COM PAR '862111200 3837 198700 Sole None 198700
STRAYER ED INC COM '863236105 30 1500 Sole None 1500
STRUCTURAL DYNA COM RTS '863555108 2 100 Sole None 100
STRYKER CORP COM '863667101 19509 381600 Sole None 381600
SUIZA FOODS COR COM '865077101 1705 45475 Sole None 45475
SUMMIT BANCORP COM '866005101 4131 127364 Sole None 127364
SUMMIT PPTYS IN COM '866239106 3186 159800 Sole None 159800
SUMMIT TECHNOLO COM '86627E101 1411 77025 Sole None 77025
SUN MICROSYSTEM COM '866810104 111151 1195175 Sole None 1195175
SUNBEAM CORP DE COM '867071102 710 124825 Sole None 124825
SUNGARD DATA SY COM '867363103 2761 104950 Sole None 104950
SUNGLASS HUT IN COM 86736F106 2583 244550 Sole None 244550
SUNOCO INC COM 86764P109 5736 209550 Sole None 209550
SUNRISE ASSISTE COM 86768K106 19 700 Sole None 700
SUNRISE TECHNOL COM 86769L103 559 118400 Sole None 118400
SUNTRUST BKS IN COM '867914103 32428 493199 Sole None 493199
SUPERGEN INC COM '868059106 9 400 Sole None 400
SUPERIOR INDS I COM '868168105 11 400 Sole None 400
SUPERIOR SVCS I COM '868316100 1534 57100 Sole None 57100
SUPERIOR TELECO COM '868365107 18 1275 Sole None 1275
SUPERVALU INC COM '868536103 4153 188223 Sole None 188223
SYBASE INC COM '871130100 1654 140000 Sole None 140000
SYBRON INTL COR COM 87114F106 6572 244550 Sole None 244550
SYKES ENTERPRIS COM '871237103 1263 51150 Sole None 51150
SYLVAN LEARNING COM '871399101 1557 80350 Sole None 80350
SYMANTEC CORP COM '871503108 2030 56425 Sole None 56425
SYMBOL TECHNOLO COM '871508107 13996 416225 Sole None 416225
SYNOPSYS INC COM '871607107 1636 29125 Sole None 29125
SYNOVUS FINL CO COM 87161C105 505 27000 Sole None 27000
SYNTEL INC COM 87162H103 118 13250 Sole None 13250
SYSCO CORP COM '871829107 13260 378175 Sole None 378175
SYSTEMS +COMPUT COM '871873105 20 1600 Sole None 1600
TCF FINANCIAL C COM '872275102 14 500 Sole None 500
TECO ENERGY INC COM '872375100 1414 66950 Sole None 66950
T HQ INC COM '872443403 26 600 Sole None 600
TJX COS INC NEW COM '872540109 9202 327900 Sole None 327900
TNP ENTERPRISES COM '872594106 332 8525 Sole None 8525
TRW INC COM '872649108 15074 303000 Sole None 303000
TMP WORLDWIDE I COM '872941109 1539 25275 Sole None 25275
TV GUIDE INC CL A 87307Q109 1674 42775 Sole None 42775
TALBOTS INC COM '874161102 13 300 Sole None 300
TALK COM INC COM '874264104 1806 139900 Sole None 139900
TANDY CORP COM '875382103 22882 442700 Sole None 442700
TAUBMAN CENTERS REIT '876664103 10972 954100 Sole None 954100
TECH DATACORP COM '878237106 3603 154775 Sole None 154775
TECHNE CORP COM '878377100 6 200 Sole None 200
TECHNITROL INC COM '878555101 7 200 Sole None 200
TECUMSEH PRODS CL A '878895200 80 1600 Sole None 1600
TEKELEC INC COM '879101103 10 700 Sole None 700
TEKTRONIX INC COM '879131100 4764 142200 Sole None 142200
TELEFLEX INC COM '879369106 71 1800 Sole None 1800
TELEPHONE + DAT COM '879433100 1821 20500 Sole None 20500
TELEPHONE+ DATA COM '879433100 115 1300 Sole None 1300
TELLABS INC COM '879664100 37153 652525 Sole None 652525
TEMPLE INLAND I COM '879868107 2507 41100 Sole None 41100
TENET HEALTHCAR COM 88033G100 6732 383325 Sole None 383325
TENNECO INC NEW COM '88037E101 3287 193325 Sole None 193325
TERADYNE INC COM RTS '880770102 7420 210500 Sole None 210500
TERAYON COMMUNI COM '880775101 5 100 Sole None 100
TEXACO INC COM '881694103 46318 733756 Sole None 733756
TEXAS INSTRS IN COM '882508104 95118 1156450 Sole None 1156450
TEXAS UTILS CO COM '882848104 8556 229300 Sole None 229300
TEXTRON INC COM '883203101 14090 182100 Sole None 182100
THERMO ELECTRON COM '883556102 5650 420500 Sole None 420500
THERMO INSTR SY COM '883559106 1055 98724 Sole None 98724
THERMO CARDIOSY COM NONR 88355K200 708 99350 Sole None 99350
THESTREETCOM IN COM 88368Q103 865 47700 Sole None 47700
THINKING MACHS SER A '884096918 0 54376 Sole None 54376
THINKING MACHS COM '884096926 0 135940 Sole None 135940
THINKING MACHS WTS EXP '884096934 0 19420 Sole None 19420
THOMAS + BETTS COM '884315102 16835 330100 Sole None 330100
3COM CORP COM '885535104 17469 607625 Sole None 607625
3DFX INTERACTIV COM 88553X103 6 700 Sole None 700
TIFFANY +CO NEW COM '886547108 1906 31800 Sole None 31800
TIMBERLAND CO CL A '887100105 6010 153850 Sole None 153850
TIME WARNER INC COM '887315109 116142 1911800 Sole None 1911800
TIME WARNER TEL CL A '887319101 10 500 Sole None 500
TIMES MIRROR CO COM SER '887364107 3473 52775 Sole None 52775
TOLL BROSINC COM '889478103 2040 107000 Sole None 107000
TOO INC COM '890333107 1050 58545 Sole None 58545
TOPPS INC COM RTS '890786106 2 200 Sole None 200
TORCHMARK INC COM '891027104 2828 109300 Sole None 109300
TORO CO COM '891092108 11 300 Sole None 300
TOSCO CORP COM NEW '891490302 11578 458550 Sole None 458550
TOTAL RENAL CAR COM 89151A107 1012 136025 Sole None 136025
TOWER AUTOMOTIV COM '891707101 1195 60325 Sole None 60325
TOYS R USINC COM '892335100 2675 178325 Sole None 178325
TOYS R US INC COM '892335100 2138 142500 Sole None 142500
TRANSACTION NET COM '893414102 12 300 Sole None 300
TRANSACTION SYS CL A '893416107 1090 40450 Sole None 40450
TRANSATLANTIC H COM '893521104 2831 40300 Sole None 40300
TRANSKARYOTIC T COM '893735100 51 1000 Sole None 1000
TRAVELERSPPTY C CL A '893939108 1163 39425 Sole None 39425
TRIAD HOSPS INC COM 89579K109 408 40272 Sole None 40272
TRIANGLE PHARMA COM 89589H104 15 800 Sole None 800
TRICON GLOBAL R COM '895953107 11685 285425 Sole None 285425
TRIBUNE CO NEW COM '896047107 32139 646000 Sole None 646000
TRIGON HEALTHCA COM 89618L100 56 1900 Sole None 1900
TRIMBLE NAVIGAT COM '896239100 6 600 Sole None 600
TRINITY INDS IN COM '896522109 1658 53700 Sole None 53700
TRIQUINT SEMICO COM 89674K103 6080 106325 Sole None 106325
TRUE NORTH COMM COM '897844106 33 900 Sole None 900
TRUSTCO BK CORP COM '898349105 32 1100 Sole None 1100
TUPPERWARE CORP COM '899896104 4949 244375 Sole None 244375
TUT SYS INC COM '901103101 10 400 Sole None 400
20TH CENTY INDS USD10 '901272203 1728 89175 Sole None 89175
TWINLAB CORP COM '901774109 3 300 Sole None 300
TYCO INTL LTD N COM '902124106 40404 391326 Sole None 391326
UAL CORP COM PAR '902549500 4717 72225 Sole None 72225
UCAR INTLINC COM 90262K109 32 1400 Sole None 1400
UICI COM '90273 UST CORP COM '902900109 88 2850 Sole None 2850
USX MARATHON GR COM NEW '902905827 12833 438750 Sole None 438750
US BANCORP DEL COM '902973106 68609 2272765 Sole None 2272765
USA NETWORKS IN COM '902984103 7194 185650 Sole None 185650
URS CORP NEW COM '903236107 10 400 Sole None 400
USG CORP COM NEW '903293405 5474 114950 Sole None 114950
U S FOODSERVICE COM 90331R101 14976 832000 Sole None 832000
USX U S STL GRO COM 90337T101 3335 129525 Sole None 129525
US ONCOLOGY INC COM 90338W103 843 92999 Sole None 92999
ULTRAMAR DIAMON COM '904000106 6411 251400 Sole None 251400
ULTRATECHSTEPPE COM '904034105 1032 80975 Sole None 80975
UNIFI INC COM '904677101 1310 119100 Sole None 119100
UNILEVER N V NY SHS N '904784709 13680 200800 Sole None 200800
UNICOM CORP COM '904911104 8893 240750 Sole None 240750
UNION CARBIDE C COM '905581104 9641 169700 Sole None 169700
UNION PAC CORP COM '907818108 14722 306300 Sole None 306300
UNION PACCORP COM '907818108 457 9500 Sole None 9500
UNION PACIFIC R COM '907834105 6112 376145 Sole None 376145
UNION PLANTERS COM '908068109 3685 90420 Sole None 90420
UNIONBANCAL COR COM '908906100 1528 42150 Sole None 42150
UNISOURCEENERGY COM '909205106 241 20375 Sole None 20375
UNISYS CORP COM '909214108 17738 393075 Sole None 393075
UNITED COS FINL COM '909870107 8 76800 Sole None 76800
UNITED HEALTHCA COM '910581107 14926 306575 Sole None 306575
UNITED ILLUM CO COM '910637107 296 6125 Sole None 6125
UNITED NATL BAN COM '910909100 60 2600 Sole None 2600
UNITED RENTALS COM '911363109 1121 51550 Sole None 51550
UNITED STATES C COM '911684108 12667 186275 Sole None 186275
U S FILTER CORP COM NEW '911843209 0 0.625 Sole None 1
US AIRWAYS GROU COM '911905107 5987 228075 Sole None 228075
U S HOME CORP N COM '911920106 8 300 Sole None 300
U S INDS INC NE COM '912080108 3980 252700 Sole None 252700
U S WEST INC NE COM 91273H101 49857 873718 Sole None 873718
U S TR CORP NEW COM 91288L105 2186 27200 Sole None 27200
UNITED TECHNOLO COM '913017109 47843 806627 Sole None 806627
UNITED TELEVISI COM '913066106 23 200 Sole None 200
UNITED WTR RES COM '913190104 10 300 Sole None 300
UNITEDGLOBALCOM CL A '913247508 2305 32175 Sole None 32175
UNITRODE CORP COM '913283107 1284 30575 Sole None 30575
UNIVERSAL HEALT CL B '913903100 388 15000 Sole None 15000
UNIVERSALHEALTH CL B '913903100 20 775 Sole None 775
UNIVISION COMMU CL A '914906102 4915 60400 Sole None 60400
UNIVISIONCOMMUN CL A '914906102 224 2750 Sole None 2750
UNOCAL CORP COM '915289102 6699 180750 Sole None 180750
UNUMPROVIDENT C COM 91529Y106 8605 292320 Sole None 292320
US FREIGHTWAYS COM '916906100 1592 33600 Sole None 33600
URBAN OUTFITTER COM '917047102 20 900 Sole None 900
URBAN SHOPPING COM '917060105 19659 675000 Sole None 675000
USINTERNETWORKI COM '917311805 1191 38100 Sole None 38100
USWEB CORP COM '917327108 2233 65075 Sole None 65075
V F CORP COM '918204108 4344 140125 Sole None 140125
VALASSIS COMMUN COM '918866104 1365 31075 Sole None 31075
VALSPAR CORP COM '920355104 7 200 Sole None 200
VALUEVISION INT COM CL A 92047K107 1940 74600 Sole None 74600
VANTIVE CORP COM '922091103 5 600 Sole None 600
VARIAN INC COM '922206107 18 1000 Sole None 1000
VARIAN SEMICOND COM '922207105 6319 300000 Sole None 300000
VARIAN MED SYS COM 92220P105 2188 100000 Sole None 100000
VASTAR RES INC COM '922380100 9128 145900 Sole None 145900
VEECO INSTRS IN COM '922417100 22 800 Sole None 800
VENTIV HEALTH I COM '922793104 376 38108.333 Sole None 38108
VENATOR GROUP I COM '922944103 1379 161000 Sole None 161000
VERIO INC COM '923433106 2982 96200 Sole None 96200
VERITAS SOFTWAR COM '923436109 11083 145950 Sole None 145950
VERITY INC COM 92343C106 2006 29150 Sole None 29150
VERISIGN INC COM '92343E102 5109 47975 Sole None 47975
VERTEX PHARMACE COM 92532F100 40 1300 Sole None 1300
VERTICALNET INC OC COM 92532L107 1082 29250 Sole None 29250
VETERINARY CTRS COM '925514101 32 2800 Sole None 2800
VIACOM INC CL B '925524308 61012 1444075 Sole None 1444075
VIATEL INC COM '925529208 868 29350 Sole None 29350
VIAD CORP COM 92552R109 59 2000 Sole None 2000
VICOR CORP COM '925815102 1856 81825 Sole None 81825
VIGNETTE CORP COM '926734104 145 1600 Sole None 1600
VISIO CORP COM '927914101 63 1600 Sole None 1600
VISHAY INTERTEC COM '928298108 1779 74900 Sole None 74900
VISTANA INC COM 92839P108 5 300 Sole None 300
VISUAL NETWORKS COM '928444108 30 700 Sole None 700
VISX INC DEL COM 92844S105 6535 82625 Sole None 82625
VITESSE SEMICON COM '928497106 4235 49600 Sole None 49600
VLASIC FOODS IN COM '928559103 207 29770 Sole None 29770
VOICESTREAM WIR COM '928615103 9502 153950 Sole None 153950
VULCAN MATLS CO COM '929160109 1785 48750 Sole None 48750
WD 40 CO COM '929236107 7 300 Sole None 300
WPS RES CORP COM 92931B106 858 30575 Sole None 30575
WACHOVIA CORP N COM '929771103 43436 552450 Sole None 552450
WACKENHUTCORREC COM '929798106 150 11200 Sole None 11200
WADDELL + REED CL A '930059100 384 17325.08 Sole None 17325
WAL MART STORES COM '931142103 328430 6905225 Sole None 6905225
WALGREEN CO COM '931422109 49396 1946625 Sole None 1946625
WARNACO GROUP I COM CL A '934390105 1062 58175 Sole None 58175
WARNER LAMBERT COM '934488107 93918 1414965 Sole None 1414965
WASHINGTON FED COM '938824109 5901 254508 Sole None 254508
WASHINGTON MUT COM '939322103 33796 1155424 Sole None 1155424
WASHINGTON POST CL B '939640108 28790 56450 Sole None 56450
WASTE CONNECTIO COM '941053100 6 300 Sole None 300
WASTE MGMT INC COM 94106L109 22593 1173639 Sole None 1173639
WATERS CORP COM '941848103 4233 69900 Sole None 69900
WATSON PHARMACE COM '942683103 7633 249750 Sole None 249750
WAVE SYSTEMS CO COM '943526103 952 88550 Sole None 88550
WEATHERFORD INT COM '947074100 11824 369499 Sole None 369499
WEBB DEL CORP COM '947423109 1345 61150 Sole None 61150
WEBTRENDSCORP COM 94844D104 1439 32300 Sole None 32300
WEINGARTEN RLTY SH BEN I '948741103 6541 175000 Sole None 175000
WELLPOINTHEALTH CL A 94973H108 6407 112400 Sole None 112400
WELLPOINT HEALT CL A 94973H108 167 2925 Sole None 2925
WELLS FARGO + C COM '949746101 93123 2350105 Sole None 2350105
WENDYS INTL INC COM '950590109 8 300 Sole None 300
WESCO FINL CORP COM '950817106 27 100 Sole None 100
WESLEY JESSEN V COM '951018100 1560 50025 Sole None 50025
WEST PHARMACEUT COM '955306105 19 500 Sole None 500
WESTAMERICA BAN COM '957090103 3723 123075 Sole None 123075
WESTERN BANCORP COM '957683105 1641 42475 Sole None 42475
WESTERN DIGITAL COM RTS '958102105 714 193600 Sole None 193600
WESTERN RES INC COM '959425109 1259 58900 Sole None 58900
WESTERN WIRELES CL A '95988E204 2156 48075 Sole None 48075
WESTPOINTSTEVEN COM '961238102 64 2700 Sole None 2700
WESTVACO CORP COM '961548104 5912 230700 Sole None 230700
WESTWOOD ONE IN COM '961815107 5782 128125 Sole None 128125
WEYERHAEUSER CO COM '962166104 15985 277400 Sole None 277400
WHIRLPOOLCORP COM '963320106 1706 26125 Sole None 26125
WHIRLPOOL CORP COM '963320106 3755 57500 Sole None 57500
WHITE MTNS INS COM '964126106 1173 8650 Sole None 8650
WHITMAN CORP NE COM 96647R107 2686 188525 Sole None 188525
WHITTMAN HART I COM '966834103 2169 55925 Sole None 55925
WHOLE FOODS MKT COM '966837106 1167 35675 Sole None 35675
WILD OATSMKTS I COM 96808B107 55 1400 Sole None 1400
WILLAMETTE INDS COM '969133107 14104 327050 Sole None 327050
WILLIAMS COS IN COM '969457100 32353 859886 Sole None 859886
WILLIAMS SONOMA COM '969904101 7581 156100 Sole None 156100
WILMINGTON TR C COM '971807102 19 400 Sole None 400
WIND RIV SYS IN COM '973149107 13 700 Sole None 700
WINN DIXIE STOR COM '974280109 5893 198500 Sole None 198500
WINSTAR COMMUNI COM '975515107 3490 89350 Sole None 89350
WISCONSINENERGY COM '976657106 9911 422875 Sole None 422875
WOODWARD GOVERN COM '980745103 10 400 Sole None 400
WORLD ACCESS IN COM 98141A101 1123 100350 Sole None 100350
WORLD COLOR PRE COM '981443104 48 1300 Sole None 1300
WORTHINGTON IND COM '981811102 349 20500 Sole None 20500
WRIGLEY WM JR C COM '982526105 14351 208550 Sole None 208550
XCEED INC COM 98388N105 6 300 Sole None 300
XILINX INC COM '983919101 14129 215600 Sole None 215600
XIRCOM INC COM '983922105 2614 61225 Sole None 61225
XEROX CORP COM '984121103 43967 1048400 Sole None 1048400
XTRA CORP COM '984138107 262 6600 Sole None 6600
XOOM COM INC COM 98413F101 1294 26075 Sole None 26075
YAHOO INC COM '984332106 55854 311165.01 Sole None 311165
YANKEE ENERGY S COM '984779108 21 500 Sole None 500
YORK INTLCORP NEW COM '986670107 18 500 Sole None 500
YOUNG + RUBICAM COM '987425105 1573 35750 Sole None 35750
YOUNG BROADCAST CL A '987434107 1840 35125 Sole None 35125
ZALE CORP NEW COM '988858106 1410 36800 Sole None 36800
ZALE CORPNEW COM '988858106 27 700 Sole None 700
ZEBRA TECHNOLOG CL A '989207105 1811 39825 Sole None 39825
ZIONS BANCORP COM '989701107 19580 355200 Sole None 355200
ZIXIT CORP COM 98974P100 845 28525 Sole None 28525
ACE LTD COM G0070K103 8155 481500 Sole None 481500
GLOBAL CROSSING SHS G3921A100 26156 987023.75 Sole None 987024
LORAL SPACE + C COM G56462107 10549 613750 Sole None 613750
SANTA FE INTERN SHS G7805C108 26 1200 Sole None 1200
TRANSOCEAN OFFS SHS G90076103 2243 73225 Sole None 73225
XL CAPITAL LTD SHS A G98255105 2700 60000 Sole None 60000
BANCO LATINOAME CL E P16994132 4044 176800 Sole None 176800
ROYAL CARIBBEAN SHS V7780T103 4019 89300 Sole None 89300