FORM 13F
FORM 13F COVER PAGE
"Report for Quarter Ended: June 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, August 5, 1999"
Report Type:
13F Holdings Report
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1,055"
"Form 13F Information Value Entry Total: $21,475,951 (in thousands)"
List of Other Included Managers:
NONE
FORM 13F INFORMATION TABLE:
COL1 COL2 COL3 COL4 COL5 COL6 COL7 COL8
ISSUER NAME CLASS CUSIP VALUE SHRS/ INV OTHR VOTING
X 1000 PRIN DIS MGRS (SOLE)
ADC TELECOMMUNICCOM '000886101 8265 181400 SOLE NONE 181400
AFLAC INC COM '001055102 14908 311400 SOLE NONE 311400
AGCO CORP COM '001084102 1357 119998 SOLE NONE 119998
AGL RES INC COM '001204106 6156 333900 SOLE NONE 333900
AES CORP COM 00130H105 9649 166000 SOLE NONE 166000
AMR CORP DEL COM '001765106 12203 178800 SOLE NONE 178800
AT + T CORP COM '001957109 282566 5062764 SOLE NONE 5062764
AT+T CORP COM LIBE'001957208 19759 537670 SOLE NONE 537670
ABBOTT LABS COM NPV '002824100 101613 2239400 SOLE NONE 2239400
ABERCROMBIE AND COM CL A'002896207 507 10558 SOLE NONE 10558
ACNIELSONCORP COM '004833109 3027 100066 SOLE NONE 100066
ADAPTEC INC COM 00651F108 5007 141800 SOLE NONE 141800
ADELPHIA COMMUNICL A '006848105 764 12000 SOLE NONE 12000
ADOBE SYSINC COM 00724F101 11929 145200 SOLE NONE 145200
ADTRAN INC COM 00738A106 1848 50800 SOLE NONE 50800
ADVANCED LTG TECCOM 00753C102 1980 220000 SOLE NONE 220000
ADVANCED FIBRE CCOM 00754A105 1406 90000 SOLE NONE 90000
ADVANCED MICRO DCOM '007903107 3800 210400 SOLE NONE 210400
ADVANTA CORP CL A COM'007942105 548 30360 SOLE NONE 30360
AETNA INC COM '008117103 17609 196889 SOLE NONE 196889
AIR PRODS + CHEMCOM '009158106 5667 140800 SOLE NONE 140800
AIR PRODS+ CHEMSCOM '009158106 9688 240700 SOLE NONE 240700
AIRGAS INC COM '009363102 1715 140000 SOLE NONE 140000
ALASKA AIR GROUPCOM '011659109 6471 155000 SOLE NONE 155000
ALBANY INTL CORPNEW CLAS'012348108 6815 324520 SOLE NONE 324520
ALBERTO CULVER CCL B CON'013068101 2561 96200 SOLE NONE 96200
ALBERTSONS INC COM '013104104 78457 1521593 SOLE NONE 1521593
ALCAN ALUM LTD COM '013716105 4551 142500 SOLE NONE 142500
ALCOA INC COM '013817101 31327 506300 SOLE NONE 506300
ALCATEL ALSTHOM SPONSORE'013904305 3938 138793 SOLE NONE 138793
ALEXANDER+ BALDWCOM '014482103 6230 280000 SOLE NONE 280000
ALLEGHENYENERGY COM '017361106 3809 118800 SOLE NONE 118800
ALLEGHENYTELDYNECOM '017415100 7657 338425 SOLE NONE 338425
ALLERGAN INC COM '018490102 7326 66000 SOLE NONE 66000
ALLIANCE SEMICONCOM 01877H100 1285 129300 SOLE NONE 129300
ALLIANT TECHSYSTCOM '018804104 1211 14000 SOLE NONE 14000
ALLIED PRODS CORCOM RTS '019411107 310 103350 SOLE NONE 103350
ALLIED SIGNAL INCOM '019512102 85548 1357900 SOLE NONE 1357900
ALLIED WASTE INDCOM '019589308 2587 131000 SOLE NONE 131000
ALLMERICAFINL COCOM '019754100 1006 16545 SOLE NONE 16545
ALLSTATE CORP COM '020002101 69437 1935532 SOLE NONE 1935532
ALLTEL CORP COM '020039103 57244 800616 SOLE NONE 800616
ALTERA CORP COM '021441100 7804 212000 SOLE NONE 212000
ALZA CORP COM '022615108 20706 407000 SOLE NONE 407000
AMAZON COM INC COM '023135106 25150 201000 SOLE NONE 201000
AMBAC FINL GROUPCOM '023139108 3713 65000 SOLE NONE 65000
AMERADA HESS CORCOM NPV '023551104 8050 135300 SOLE NONE 135300
AMEREN CORP COM '023608102 11766 306600 SOLE NONE 306600
AMERICA ONLINE ICOM 02364J104 181784 1652586 SOLE NONE 1652586
AMERICAN ELEC PWCOM '025537101 6063 161400 SOLE NONE 161400
AMERICAN EXPRESSCOM '025816109 95525 734100 SOLE NONE 734100
AMERICAN FINL GRCOM '025932104 395 11600 SOLE NONE 11600
AMERICAN GEN CORCOM '026351106 53088 704319 SOLE NONE 704319
AMERICAN GREETINCL A '026375105 17171 570000 SOLE NONE 570000
AMERICAN HOME PRCOM '026609107 131148 2285800 SOLE NONE 2285800
AMERICAN HOMEPATCOM '026649103 109 69600 SOLE NONE 69600
AMERICAN INTL GRCOM '026874107 253404 2161224 SOLE NONE 2161224
AMERICAN NATL INCOM '028591105 805 11300 SOLE NONE 11300
AMERICAN PWR CONCOM '029066107 3401 169000 SOLE NONE 169000
AMERICAN WTR WKSCOM RTS '030411102 7811 254000 SOLE NONE 254000
AMERISOURCE HEALCL A 03071P102 918 36000 SOLE NONE 36000
AMERITECHCORP NEW COM '030954101 118805 1616400 SOLE NONE 1616400
AMGEN INC COM '031162100 58854 966800 SOLE NONE 966800
AMSOUTH BANCORPOCOM '032165102 348 15000 SOLE NONE 15000
ANADARKO PETE COCOM '032511107 7259 197200 SOLE NONE 197200
ANALOG DEVICES ICOM '032654105 9512 189533 SOLE NONE 189533
ANCHOR GAMING COM '033037102 3340 69500 SOLE NONE 69500
ANDREW CORP COM '034425108 3426 180900 SOLE NONE 180900
ANHEUSER BUSCH CCOM '035229103 62248 877500 SOLE NONE 877500
ANNTAYLORSTORES COM '036115103 4365 97000 SOLE NONE 97000
AON CORP COM '037389103 23553 570975 SOLE NONE 570975
APOLLO GROUP INCCL A '037604105 1339 50400 SOLE NONE 50400
APPLE COMPUTER COM NPV '037833100 9957 215000 SOLE NONE 215000
APPLEBEESINTL INCOM '037899101 2259 75000 SOLE NONE 75000
APPLIED MAGNETICCOM '038213104 444 142000 SOLE NONE 142000
APPLIED MATERIALCOM '038222105 45876 621000 SOLE NONE 621000
ARCADIA FINL LTDCOM '039101100 1473 190000 SOLE NONE 190000
ARCHER DANIELS MCOM '039483102 24234 1569818 SOLE NONE 1569818
ARMSTRONGWORLD ICOM '042476101 1145 19800 SOLE NONE 19800
ARROW ELECTRS INCOM '042735100 16150 850000 SOLE NONE 850000
ARROW INTERNATIOCOM '042764100 1780 68800 SOLE NONE 68800
ASARCO INC COM '043413103 3198 170000 SOLE NONE 170000
ASCENT ENTMT GROCOM '043628106 1795 127088 SOLE NONE 127088
ASHLAND INC COM '044204105 10870 270900 SOLE NONE 270900
ASPECT TELECOMMUCOM '045237104 1316 135000 SOLE NONE 135000
AT HOME CORP COM SER '045919107 9891 183374 SOLE NONE 183374
ASSOCIATES FIRSTCL A '046008108 43844 993642 SOLE NONE 993642
ATLANTIC RICHFIECOM '048825103 42191 504900 SOLE NONE 504900
ATMEL CORP COM '049513104 3517 134300 SOLE NONE 134300
AUTODESK INCORPOCOM STK '052769106 1345 45500 SOLE NONE 45500
AUTOMATIC DATA PCOM '053015103 14696 334000 SOLE NONE 334000
AUTOMATICDATA PRCOM '053015103 53328 1212000 SOLE NONE 1212000
AUTONATION INC DCOM 05329W102 8725 489800 SOLE NONE 489800
AUTOZONE INC COM '053332102 5013 166400 SOLE NONE 166400
AVADO BRANDS INCCOM 05336P108 1005 120000 SOLE NONE 120000
AVALONBAY CMNTYSCOM 053484101 30525 825000 SOLE NONE 825000
AVERY DENNISON CCOM '053611109 13953 231100 SOLE NONE 231100
AVID TECHNOLOGY COM 05367P100 1467 91000 SOLE NONE 91000
AVNET INC COM '053807103 2739 58900 SOLE NONE 58900
AVON PRODS INC COM '054303102 29715 535400 SOLE NONE 535400
BB+T CORP COM '054937107 1702 46400 SOLE NONE 46400
AZURIX CORP COM 05501M104 2000 100000 SOLE NONE 100000
BEC ENERGY COM 05538M101 235 5700 SOLE NONE 5700
BHC COMMUNICATIOCL A '055448104 2821 21700 SOLE NONE 21700
BISYS GROUP INC COM '055472104 6207 106100 SOLE NONE 106100
BJ SVCS CO COM '055482103 6506 221000 SOLE NONE 221000
BJS WHSL CLUB INCOM 05548J106 1744 58000 SOLE NONE 58000
BP AMOCO PLC SPONSORE'055622104 15190 140000 SOLE NONE 140000
BMC SOFTWARE INCCOM '055921100 30326 561600 SOLE NONE 561600
BAKER HUGHES INCCOM '057224107 3356 100170 SOLE NONE 100170
BALLARD MEDICAL COM '058566100 3264 140000 SOLE NONE 140000
BANDAG INC COM '059815100 5030 145000 SOLE NONE 145000
BANK AMER CORP COM '060505104 233756 3188494 SOLE NONE 3188494
BANK NEW YORK INCOM '064057102 27075 738000 SOLE NONE 738000
BANK ONE CORP COM 06423A103 119576 2007572 SOLE NONE 2007572
BANKBOSTON CORP COM 06605R106 19542 382242 SOLE NONE 382242
BARD C R INC COM '067383109 9515 199000 SOLE NONE 199000
BARRICK GOLD CORCOM '067901108 3271 168800 SOLE NONE 168800
BARR LABSINC COM '068306109 1316 33000 SOLE NONE 33000
BARRETT RES CORPCOM '068480201 2744 71500 SOLE NONE 71500
BATTLE MTN GOLD COM '071593107 549 225200 SOLE NONE 225200
BAUSCH + LOMB INCOM '071707103 3335 43600 SOLE NONE 43600
BAXTER INTL INC COM '071813109 35546 586325 SOLE NONE 586325
BAY VIEW CAP CORCOM 07262L101 12710 620000 SOLE NONE 620000
BEAR STEARNS COSCOM '073902108 491 10500 SOLE NONE 10500
BECTON DICKINSONCOM '075887109 25356 845200 SOLE NONE 845200
BED BATH + BEYONCOM '075896100 270 7000 SOLE NONE 7000
BELDEN INC COM '077459105 8388 350400 SOLE NONE 350400
BELL ATLANTIC COCOM '077853109 187750 2871888 SOLE NONE 2871888
BELLSOUTH CORP COM '079860102 161133 3493400 SOLE NONE 3493400
BEMIS INC COM RTS '081437105 16639 418600 SOLE NONE 418600
BENTON OIL + GASCOM '083288100 356 178000 SOLE NONE 178000
BERGEN BRUNSWIG CLASS A '083739102 18345 1063500 SOLE NONE 1063500
BERKSHIREHATHAWACL A '084670108 27560 400 SOLE NONE 400
BERKSHIREHATHAWACL B '084670207 34196 15266 SOLE NONE 15266
BEST BUY CO INC COM STK '086516101 11745 174000 SOLE NONE 174000
BESTFOODS COM 08658U101 15538 313900 SOLE NONE 313900
BETHLEHEMSTL CORCOM '087509105 2197 285820 SOLE NONE 285820
BIOGEN INC COM '090597105 15435 240000 SOLE NONE 240000
BIOMATRIXINC COM 09060P102 906 42000 SOLE NONE 42000
BIOMET INC COM '090613100 1431 36000 SOLE NONE 36000
BLACK + DECKER CCOM '091797100 14203 225000 SOLE NONE 225000
BLOCK H + R INC COM '093671105 390 7800 SOLE NONE 7800
BLOUNT INTL INC CL A '095177101 3127 115000 SOLE NONE 115000
BLYTH INDS INC COM 09643P108 2550 75000 SOLE NONE 75000
BOEING CO COM '097023105 76928 1748360 SOLE NONE 1748360
BOISE CASCADE COCOM '097383103 6877 160400 SOLE NONE 160400
BORG WARNER AUTOCOM '099724106 2001 36386 SOLE NONE 36386
BORON LEPORE + ACOM 10001P102 92 11000 SOLE NONE 11000
BOSTON PPTYS INCCOM '101121101 21525 600000 SOLE NONE 600000
BOSTON SCIENTIFICOM '101137107 33927 772164 SOLE NONE 772164
BOWATER INC COM '102183100 4420 93300 SOLE NONE 93300
BOYD GAMING CORPCOM '103304101 701 100100 SOLE NONE 100100
BREED TECHNOLOGICOM '106702103 371 165000 SOLE NONE 165000
BRIGGS + STRATTOCOM '109043109 16499 285700 SOLE NONE 285700
BRINKER INTL INCCOM '109641100 10863 395000 SOLE NONE 395000
BRISTOL MYERS SQCOM '110122108 239657 3402400 SOLE NONE 3402400
BROWN FORMAN CORCLASS B '115637209 11382 174600 SOLE NONE 174600
BROWNING FERRIS COM '115885105 13261 308400 SOLE NONE 308400
BRUNSWICK CORP COM '117043109 2091 75000 SOLE NONE 75000
BRUSH WELLMAN INCOM '117421107 1499 82700 SOLE NONE 82700
BUFFETS INC COM STK '119882108 1840 160000 SOLE NONE 160000
BURLINGTON NORTHCOM 12189T104 19096 616000 SOLE NONE 616000
BURLINGTON RES ICOM '122014103 16000 369950 SOLE NONE 369950
CCB FINL CORP COM '124875105 4516 85400 SOLE NONE 85400
CBRL GROUP INC COM 12489V106 3030 175000 SOLE NONE 175000
CBS CORP COM 12490K107 45595 1046662 SOLE NONE 1046662
CDW COMPUTER CTRCOM '125129106 6877 156300 SOLE NONE 156300
CIGNA CORP COM '125509109 44990 505500 SOLE NONE 505500
CMG INFORMATION COM '125750109 11863 104000 SOLE NONE 104000
CMS ENERGY CORP COM '125896100 260 6200 SOLE NONE 6200
CNET INC COM '125945105 2075 36000 SOLE NONE 36000
CNA FINL CORP COM '126117100 15722 390000 SOLE NONE 390000
CSX CORP COM '126408103 16521 364100 SOLE NONE 364100
CVS CORP COM '126650100 43102 849302 SOLE NONE 849302
CABLEVISION SYS CL A 12686C109 24780 354000 SOLE NONE 354000
CABLETRONSYSTEMSCOM STK '126920107 3624 278800 SOLE NONE 278800
CABLE DESIGN TECCOM '126924109 1737 112500 SOLE NONE 112500
CADENCE DESIGN SCOM '127387108 1795 142200 SOLE NONE 142200
CALGON CARBON COCOM STK '129603106 1573 265000 SOLE NONE 265000
CALLAWAY GOLF COCOM '131193104 1755 120000 SOLE NONE 120000
CAMBREX CORP COM '132011107 1313 50000 SOLE NONE 50000
CAMBRIDGETECHNOLCOM '132524109 2476 141000 SOLE NONE 141000
CAMDEN PPTY TR SH BEN 133131102 5604 201950 SOLE NONE 201950
CAMPBELL SOUP COCOM '134429109 25655 553200 SOLE NONE 553200
CAPITAL ONE FINLCOM 14040H105 35751 642000 SOLE NONE 642000
CARDINAL HEALTH COM 14149Y108 26245 409279 SOLE NONE 409279
CARLISLE COS INCCOM '142339100 433 9000 SOLE NONE 9000
CARNIVAL CORP COM '143658102 92810 1913600 SOLE NONE 1913600
CAROLINA PWR + LCOM '144141108 27387 639700 SOLE NONE 639700
CASE CORP COM 14743R103 2291 47600 SOLE NONE 47600
CATALINA MARKETICOM '148867104 7194 78200 SOLE NONE 78200
CATELLUS DEV CORCOM '149111106 1906 125000 SOLE NONE 125000
CATERPILLAR INC COM '149123101 44148 735800 SOLE NONE 735800
CENDANT CORP COM '151313103 30854 1505071 SOLE NONE 1505071
CENTEX CORP COM '152312104 864 23000 SOLE NONE 23000
CENTOCOR INC COM '152342101 7693 165000 SOLE NONE 165000
CENTRAL +SOUTH WCOM '152357109 13906 594900 SOLE NONE 594900
CENTRAL PKG CORPCOM '154785109 617 18000 SOLE NONE 18000
CENTURA BKS INC COM 15640T100 598 10600 SOLE NONE 10600
CENTURYTEL INC COM '156700106 2922 73500 SOLE NONE 73500
CEPHALON INC COM '156708109 1512 87000 SOLE NONE 87000
CERIDIAN CORP COM 15677T106 12049 368600 SOLE NONE 368600
CHAMPION ENTERPRCOM '158496109 2235 120000 SOLE NONE 120000
CHAMPION INTL COCOM '158525105 11796 246400 SOLE NONE 246400
CHARTER ONE FINLCOM '160903100 4100 147405 SOLE NONE 147405
CHASE MANHATTAN COM 16161A108 94526 1092786 SOLE NONE 1092786
CHESAPEAKE ENERGCOM '165167107 326 111000 SOLE NONE 111000
CHEVRON CORP COM '166751107 113039 1189100 SOLE NONE 1189100
CHIRON CORP COM STK '170040109 3237 155976 SOLE NONE 155976
CHOICEPOINT INC COM '170388102 1078 16060 SOLE NONE 16060
CHRIS CRAFT INDSCOM '170520100 1875 39783 SOLE NONE 39783
CHUBB CORP COM '171232101 33735 485400 SOLE NONE 485400
CIENA CORP COM '171779101 2490 82500 SOLE NONE 82500
CINCINNATI BELL COM '171870108 3312 132800 SOLE NONE 132800
CINCINNATI FINL COM '172062101 4381 116626 SOLE NONE 116626
CINERGY CORP COM '172474108 5779 180600 SOLE NONE 180600
CIRCUIT CITY STOCOM '172737108 8454 90900 SOLE NONE 90900
CIRRUS LOGIC INCCOM '172755100 886 99800 SOLE NONE 99800
CISCO SYS INC COM 17275R102 327903 5088700 SOLE NONE 5088700
CINTAS CORP COM '172908105 1814 27000 SOLE NONE 27000
CITIGROUP INC COM '172967101 275011 5789710 SOLE NONE 5789710
CITRIX SYS INC COM '177376100 6995 123800 SOLE NONE 123800
CLAYTON HOMES INCOM '184190106 3406 297791 SOLE NONE 297791
CLEAR CHANNEL COCOM '184502102 35942 521368 SOLE NONE 521368
CLEVELANDCLIFFS COM '185896107 4694 145000 SOLE NONE 145000
CLOROX CO COM '189054109 12850 120300 SOLE NONE 120300
COASTAL CORP COM '190441105 28916 718400 SOLE NONE 718400
COCA COLA CO COM '191216100 64716 1043800 SOLE NONE 1043800
COCA COLACO COM '191216100 175479 2830300 SOLE NONE 2830300
COCA COLAENTERPRCOM STK '191219104 10264 345000 SOLE NONE 345000
COHU INC COM '192576106 2773 78400 SOLE NONE 78400
COLE NATLCORP CL A '193290103 417 52500 SOLE NONE 52500
COLEMAN CO INC COM '193559101 1688 180000 SOLE NONE 180000
COLGATE PALMOLIVCOM '194162103 47526 482500 SOLE NONE 482500
COLONIAL BANCGROCOM '195493309 139 10000 SOLE NONE 10000
COLUMBIA ENERGY COM '197648108 5037 80350 SOLE NONE 80350
COLUMBIA / HCA HCOM '197677107 25744 1128500 SOLE NONE 1128500
COMCAST CORP CL A SPL'200300200 45441 1182200 SOLE NONE 1182200
COMERICA INC COM '200340107 34257 576350 SOLE NONE 576350
COMMERCE BANCORPCOM '200519106 269 6299 SOLE NONE 6299
COMMERCIAL NET LCOM '202218103 10300 800000 SOLE NONE 800000
COMMONWEALTH ENECOM SH B'202800108 12600 300000 SOLE NONE 300000
COMMSCOPEINC COM '203372107 1845 60000 SOLE NONE 60000
COMPAQ COMPUTER COM '204493100 66229 2795950 SOLE NONE 2795950
COMPUTER ASSOC ICOM '204912109 59780 1091875 SOLE NONE 1091875
COMPUTER SCIENCECOM '205363104 31702 458200 SOLE NONE 458200
COMPUTER TASK GRCOM '205477102 850 50000 SOLE NONE 50000
COMPUWARE CORP COM '205638109 10753 338000 SOLE NONE 338000
COMSAT CORP COM SER 20564D107 8450 260000 SOLE NONE 260000
COMVERSE TECHNOLCOM NEW '205862402 12146 160875 SOLE NONE 160875
CONAGRA INC COM '205887102 24538 921600 SOLE NONE 921600
CONCORD EFS INC COM '206197105 7140 168749 SOLE NONE 168749
CONEXANT SYS INCCOM '207142100 15677 270000 SOLE NONE 270000
CONSECO INC COM STK '208464107 18535 608960 SOLE NONE 608960
CONSOLIDATED EDICOM '209115104 9602 212200 SOLE NONE 212200
CONSOLIDATED GRACOM '209341106 900 18000 SOLE NONE 18000
CONSOLIDATED NATCOM '209615103 15127 249000 SOLE NONE 249000
CONSOLIDATED PAPCOM '209759109 326 12200 SOLE NONE 12200
CONSOLIDATED STOCOM '210149100 2417 89531 SOLE NONE 89531
CONSTELLATION ENCOM '210371100 3990 134700 SOLE NONE 134700
CONTINENTAL AIRLCOM CL B'210795308 1701 45200 SOLE NONE 45200
CONVERGYSCORP COM '212485106 2573 132800 SOLE NONE 132800
COOPER CAMERON CCOM '216640102 4811 129800 SOLE NONE 129800
COOPER INDS INC COM '216669101 13588 261300 SOLE NONE 261300
COOPER TIRE + RUCOM '216831107 2658 112500 SOLE NONE 112500
COORS ADOLPH CO CLASS B '217016104 292 5900 SOLE NONE 5900
CORN PRODUCTS INCOM '219023108 1361 44700 SOLE NONE 44700
CORNERSTONE PPTYCOM 21922H103 20638 1300000 SOLE NONE 1300000
CORNING INC COM '219350105 24873 354700 SOLE NONE 354700
CORPORATEEXPRESSCOM '219888104 1000 142800 SOLE NONE 142800
COSTCO COS INC COM 22160Q102 22409 279900 SOLE NONE 279900
COUNTRYWIDE CR ICOM '222372104 15964 373425 SOLE NONE 373425
COVANCE INC COM '222816100 1248 52125 SOLE NONE 52125
COX COMMUNICATIOCL A '224044107 3534 96000 SOLE NONE 96000
CRANE CO COM '224399105 3002 95500 SOLE NONE 95500
CROMPTON + KNOWLCOM '227111101 6913 350000 SOLE NONE 350000
CROWN CORK + SEACOM '228255105 2223 78000 SOLE NONE 78000
CULLEN FROST BANCOM '229899109 992 36000 SOLE NONE 36000
CUMMINS ENGINE ICOM '231021106 5347 93600 SOLE NONE 93600
CYMER INC COM '232572107 2875 115000 SOLE NONE 115000
CYPRUS AMAX MINECOM '232809103 3372 221100 SOLE NONE 221100
CYTEC INDS INC COM '232820100 3604 114426 SOLE NONE 114426
DII GROUPINC COM '232949107 5597 150000 SOLE NONE 150000
DBT ONLINE INC COM '233044106 2948 90000 SOLE NONE 90000
DPL INC COM '233293109 4718 255000 SOLE NONE 255000
DQE COM STK 23329J104 5957 148450 SOLE NONE 148450
D.R.HORTON INC COM 23331A109 1284 77230 SOLE NONE 77230
DST SYS INC DEL COM '233326107 2138 34000 SOLE NONE 34000
DTE ENERGY CO COM '233331107 338 8300 SOLE NONE 8300
DANA CORP COM '235811106 3933 85375 SOLE NONE 85375
DANAHER CORP COM '235851102 33900 583232 SOLE NONE 583232
DARDEN RESTAURANCOM '237194105 3490 160000 SOLE NONE 160000
DATA GEN CORP COM '237688106 3058 210000 SOLE NONE 210000
DAYTON HUDSON COCOM '239753106 70161 1079400 SOLE NONE 1079400
DEAN FOODS CO COM '242361103 287 6900 SOLE NONE 6900
DEERE + CO COM '244199105 23050 588200 SOLE NONE 588200
DELL COMPUTER COCOM '247025109 154334 4171200 SOLE NONE 4171200
DELPHI AUTOMOTIVCOM '247126105 14700 794613 SOLE NONE 794613
DELTA + PINE LD COM '247357106 977 31000 SOLE NONE 31000
DELTA AIRLINES ICOM '247361108 23707 411400 SOLE NONE 411400
DE LUXE CORP COM '248019101 446 11500 SOLE NONE 11500
DENTSPLY INTL INCOM '249030107 21656 750000 SOLE NONE 750000
DEVON ENERGY CORCOM '251799102 3223 90000 SOLE NONE 90000
DIAGNOSTIC PRODSCOM STK '252450101 3591 130000 SOLE NONE 130000
DIAMOND OFFSHORECOM 25271C102 12616 444600 SOLE NONE 444600
DIGITAL MICROWAVCOM '253859102 1224 96000 SOLE NONE 96000
DILLARDS INC CL A '254067101 10889 310000 SOLE NONE 310000
DISNEY WALT CO COM '254687106 104979 3407026 SOLE NONE 3407026
DOCUMENTUM INC COM '256159104 1241 95000 SOLE NONE 95000
DOLLAR GEN CORP COM '256669102 1359 46875 SOLE NONE 46875
DOMINION RES INCCOM '257470104 9349 215850 SOLE NONE 215850
DONALDSONLUFKIN+COM '257661108 12327 204600 SOLE NONE 204600
DONNELLEYR R + SCOM '257867101 3558 96000 SOLE NONE 96000
DONNELLEY R R + COM '257867101 2965 80000 SOLE NONE 80000
DOVER CORP COM '260003108 5030 143700 SOLE NONE 143700
DOW CHEM CO COM '260543103 57500 453200 SOLE NONE 453200
DOW JONES+ CO INCOM '260561105 4707 88700 SOLE NONE 88700
DU PONT EI DE NECOM '263534109 132540 1940200 SOLE NONE 1940200
DUFF + PHELPS CRCOM 26432F109 201 3000 SOLE NONE 3000
DUKE ENERGY CO COM STK '264399106 36717 674489 SOLE NONE 674489
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U S WEST INC NEWCOM 91273H101 55128 938343 SOLE NONE 938343
U S TR CORP NEW COM 91288L105 2442 26400 SOLE NONE 26400
UNITED TECHNOLOGCOM '913017109 72367 1005102 SOLE NONE 1005102
UNITRODE CORP COM '913283107 861 30000 SOLE NONE 30000
UNIVERSAL HEALTHCL B '913903100 716 15000 SOLE NONE 15000
UNOCAL CORP COM '915289102 5381 135800 SOLE NONE 135800
URBAN SHOPPING COM 917060105 21263 675000 SOLE NONE 675000
VF CORP COM '918204108 5805 135800 SOLE NONE 135800
VWR SCIENTIFIC PCOM RTS '918435108 1688 46000 SOLE NONE 46000
VALASSIS COMMUNICOM '918866104 1099 30000 SOLE NONE 30000
VARIAN SEMICONDUCOM '922207105 5100 300000 SOLE NONE 300000
VARIAN MED SYS ICOM 92220P105 3788 150000 SOLE NONE 150000
VASTAR RES INC COM '922380100 5925 113000 SOLE NONE 113000
VENATOR GROUP INCOM '922944103 1649 158000 SOLE NONE 158000
VERIO INC COM '923433106 417 6000 SOLE NONE 6000
VESTA INSGROUP ICOM '925391104 272 58900 SOLE NONE 58900
VIACOM INC CL B '925524308 65798 1495400 SOLE NONE 1495400
VIAD CORP COM 92552R109 251 8100 SOLE NONE 8100
VIASOFT INC COM 92552U102 95 27000 SOLE NONE 27000
VICOR CORP COM '925815102 1701 80300 SOLE NONE 80300
VISX INC DEL COM 92844S105 6335 80000 SOLE NONE 80000
VLASIC FOODS INTCOM '928559103 373 51000 SOLE NONE 51000
VODAFONE AIRTOUCSPONSORE92857T107 79076 401400 SOLE NONE 401400
VULCAN MATLS CO COM '929160109 2273 47100 SOLE NONE 47100
WPS RES CORP COM 92931B106 900 30000 SOLE NONE 30000
WACHOVIA CORP NECOM '929771103 53528 625600 SOLE NONE 625600
WACKENHUTCORRECTCOM '929798106 218 11000 SOLE NONE 11000
WADDELL + REED FCL A '930059100 469 17000 SOLE NONE 17000
WADDELL +REED FICL B '930059209 639 23656 SOLE NONE 23656
WAL MART STORES COM '931142103 328824 6815000 SOLE NONE 6815000
WALGREEN CO COM '931422109 63908 2175600 SOLE NONE 2175600
WARNER LAMBERT CCOM '934488107 104299 1508840 SOLE NONE 1508840
WASHINGTON FED ICOM '938824109 5669 252667 SOLE NONE 252667
WASHINGTON GAS LCOM '938837101 247 9500 SOLE NONE 9500
WASHINGTON MUT ICOM '939322103 42920 1206899 SOLE NONE 1206899
WASHINGTON POST CL B '939640108 32050 59600 SOLE NONE 59600
WASTE MGMT INC DCOM 94106L109 63766 1186339 SOLE NONE 1186339
WATERS CORP COM '941848103 3613 68000 SOLE NONE 68000
WATSON PHARMACEUCOM '942683103 10273 293000 SOLE NONE 293000
WEATHERFORD INTLCOM '947074100 13280 362599 SOLE NONE 362599
WEBB DEL CORP COM '947423109 1433 60000 SOLE NONE 60000
WEEKS CORP COM 94856P102 3050 100000 SOLE NONE 100000
WEINGARTEN RLTY SH BEN I 948741103 7306 175000 SOLE NONE 175000
WELLPOINTHEALTH CL A 94973H108 9540 112400 SOLE NONE 112400
WELLS FARGO + COCOM '949746101 94278 2205330 SOLE NONE 2205330
WEST MARINE INC COM '954235107 888 61000 SOLE NONE 61000
WESTERN DIGITAL COM RTS '958102105 1235 190000 SOLE NONE 190000
WESTERN RES INC COM '959425109 213 8000 SOLE NONE 8000
WESTVACO CORP COM '961548104 6570 226550 SOLE NONE 226550
WESTWOOD ONE INCCOM '961815107 4461 125000 SOLE NONE 125000
WEYERHAEUSER CO COM '962166104 21065 306400 SOLE NONE 306400
WHIRLPOOL CORP COM '963320106 4255 57500 SOLE NONE 57500
WHITE MTNS INS GCOM '964126106 1199 8500 SOLE NONE 8500
WHITMAN CORP NEWCOM 96647R107 3436 190900 SOLE NONE 190900
WHOLE FOODS MKT COM '966837106 1682 35000 SOLE NONE 35000
WILLAMETTE INDS COM '969133107 17223 373900 SOLE NONE 373900
WILLIAMS COS INCCOM '969457100 38105 895261 SOLE NONE 895261
WILLIAMS SONOMA COM '969904101 5333 153200 SOLE NONE 153200
WILMINGTON TR COCOM '971807102 218 3800 SOLE NONE 3800
WINN DIXIE STORECOM '974280109 7192 194700 SOLE NONE 194700
WISCONSIN ENERGYCOM '976657106 10581 422200 SOLE NONE 422200
WITCO CORP COM '977385103 8295 420000 SOLE NONE 420000
WORTHINGTON INDSCOM '981811102 219 13300 SOLE NONE 13300
WRIGLEY WM JR COCOM '982526105 18105 203000 SOLE NONE 203000
X RITE INC COM '983857103 560 87000 SOLE NONE 87000
XILINX INC COM '983919101 12023 210000 SOLE NONE 210000
XIRCOM INC COM '983922105 331 11000 SOLE NONE 11000
XEROX CORP COM '984121103 68879 1166200 SOLE NONE 1166200
XTRA CORP COM '984138107 230 5000 SOLE NONE 5000
YAHOO INC COM '984332106 46852 272000 SOLE NONE 272000
ZIONS BANCORP COM '989701107 21590 340000 SOLE NONE 340000
ZYGO CORP COM '989855101 1588 138800 SOLE NONE 138800
ACE LTD COM G0070K103 13602 481500 SOLE NONE 481500
LORAL SPACE + COCOM G56462107 10841 602300 SOLE NONE 602300
TRANSOCEAN OFFSHSHS G90076103 1838 70000 SOLE NONE 70000
XL CAPITAL LTD SHS A G98255105 3752 66405 SOLE NONE 66405
ESC MEDICAL SYS ORD M40868107 175 27500 SOLE NONE 27500
BANCO LATINOAMERCL E P16994132 7223 270000 SOLE NONE 270000
# Data Records 1055 Grand Total $21,475,951
