FORM 13F
FORM 13F COVER PAGE
Check here if amendment [X] ; Amendment Number: 2
This Amendment: [X] is a restatement
"Report for Quarter Ended: March 31, 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, May 14, 1999"
Report Type:
13F Holdings Report
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
"Form 13F Information Table Entry Total: 1,105 "
"Form 13F Information Value Entry Total: $20,573,854 (in thousands)"
List of Other Included Mangers:
NONE
FORM 13F INFORMATION TABLE:
COL 1 COL2 COL 3 COL 4 COL 5 COL 6 COL 7 COL 8
Issuer Name Class CUSIP Value x 1000 Shrs/Prin Inv Dscrtn Othr Mgrs Voting
(Sole)
ACE LTD COM G0070K103 "15,017" "481,500" SOLE NONE "481,500"
LORAL SPACE COM G56462107 "8,696" "602,300" SOLE NONE "602,300"
XL CAPITAL LTD SHS A G98255105 "3,645" "60,000" SOLE NONE "60,000"
ESC MEDICAL SYS ORD M40868107 189 "27,500" SOLE NONE "27,500"
BANCO LATINOAM CL E P16994132 "10,400" "400,000" SOLE NONE "400,000"
ADC TELECOMMU COM '000886101 "8,651" "181,400" SOLE NONE "181,400"
AFLAC INC COM '001055102 "16,952" "311,400" SOLE NONE "311,400"
AGCO CORP COM '001084102 787 "119,998" SOLE NONE "119,998"
AGL RES INC COM '001204106 "5,864" "333,900" SOLE NONE "333,900"
AES CORP COM 00130H105 "6,184" "166,000" SOLE NONE "166,000"
AMR CORP DEL COM '001765106 "10,471" "178,800" SOLE NONE "178,800"
AT + T CORP COM '001957109 "267,110" "3,346,718" SOLE NONE "3,346,718"
AT+T CORP COM GRP A '001957208 "14,139" "268,835" SOLE NONE "268,835"
ABBOTT LABS COM NPV '002824100 "104,832" "2,239,400" SOLE NONE "2,239,400"
ABERCROMBIE COM CL A '002896207 487 "5,279" SOLE NONE "5,279"
ACNIELSON CORP COM '004833109 "2,714" "100,066" SOLE NONE "100,066"
ADAPTEC INC COM 00651F108 "3,235" "141,800" SOLE NONE "141,800"
ADELPHIA COM CL A '006848105 756 "12,000" SOLE NONE "12,000"
ADOBE SYSINC COM 00724F101 "8,240" "145,200" SOLE NONE "145,200"
ADTRAN INC COM 00738A106 835 "50,800" SOLE NONE "50,800"
ADVANCED LTG COM 00753C102 "2,015" "260,000" SOLE NONE "260,000"
ADVANCED FIB COM 00754A105 863 "90,000" SOLE NONE "90,000"
AEROQUIP VIC COM '007869100 "1,370" "23,900" SOLE NONE "23,900"
ADVANCED MICR COM '007903107 "3,261" "210,400" SOLE NONE "210,400"
ADVANTA CORP CL A COM '007942105 336 "30,360" SOLE NONE "30,360"
AETNA INC COM '008117103 "16,342" "196,889" SOLE NONE "196,889"
AGOURON PHARM COM '008488108 "5,656" "100,000" SOLE NONE "100,000"
AIR PRODS + CH COM '009158106 "13,306" "388,500" SOLE NONE "388,500"
AIRGAS INC COM '009363102 "1,173" "140,000" SOLE NONE "140,000"
AIRTOUCH COMM COM 00949T100 "85,301" "882,800" SOLE NONE "882,800"
ALASKA AIR GRO COM '011659109 "7,363" "155,000" SOLE NONE "155,000"
ALBANY INTL COR CL A '012348108 "6,085" "324,520" SOLE NONE "324,520"
ALBERTO CULVER CL B CONV '013068101 "2,249" "96,200" SOLE NONE "96,200"
ALBERTSONS INC COM '013104104 "36,538" "671,200" SOLE NONE "671,200"
ALCAN ALUM LTD COM '013716105 "3,678" "142,500" SOLE NONE "142,500"
ALCOA INC COM '013817101 "21,516" "522,400" SOLE NONE "522,400"
ALCATEL ALSTHOM SPNSD ADR '013904305 "3,166" "138,793" SOLE NONE "138,793"
ALEXANDER+ BALD COM '014482103 "5,495" "280,000" SOLE NONE "280,000"
ALLEGHENY ENER COM '017361106 "3,505" "118,800" SOLE NONE "118,800"
ALLEGHENY TELD COM '017415100 "6,589" "347,925" SOLE NONE "347,925"
ALLERGAN INC COM '018490102 "5,800" "66,000" SOLE NONE "66,000"
ALLIANCE SEMI COM 01877H100 323 "129,300" SOLE NONE "129,300"
ALLIANT TECH COM '018804104 "1,088" "14,000" SOLE NONE "14,000"
ALLIED PROD COM '019411107 310 "103,350" SOLE NONE "103,350"
ALLIED SIGNAL I COM '019512102 "67,864" "1,379,700" SOLE NONE "1,379,700"
ALLIED WASTE IN COM '019589308 "1,891" "131,000" SOLE NONE "131,000"
ALLMERICA FINL COM '019754100 911 "16,545" SOLE NONE "16,545"
ALLSTATE CORP COM '020002101 "72,922" "1,967,532" SOLE NONE "1,967,532"
ALLTEL CORP COM '020039103 "50,581" "810,916" SOLE NONE "810,916"
ALTERA CORP COM '021441100 "6,307" "106,000" SOLE NONE "106,000"
ALZA CORP COM '022615108 "15,568" "407,000" SOLE NONE "407,000"
AMAZON COM INC COM '023135106 "34,610" "201,000" SOLE NONE "201,000"
AMBAC FINL GRO COM '023139108 "3,510" "65,000" SOLE NONE "65,000"
AMERADA HESS C COM NPV '023551104 "6,883" "135,300" SOLE NONE "135,300"
AMEREN CORP COM '023608102 "11,095" "306,600" SOLE NONE "306,600"
AMERICA ONLINE COM 02364J104 "242,930" "1,652,586" SOLE NONE "1,652,586"
AMERICAN ELEC COM '025537101 "6,683" "168,400" SOLE NONE "168,400"
AMERICAN EXPR COM '025816109 "86,440" "734,100" SOLE NONE "734,100"
AMERICAN FINL G COM '025932104 331 "9,400" SOLE NONE "9,400"
AMERICAN FINL COM '025932104 282 "8,000" SOLE NONE "8,000"
AMERICAN GEN C COM '026351106 "50,317" "713,719" SOLE NONE "713,719"
AMERICAN GREET CL A '026375105 "9,643" "380,000" SOLE NONE "380,000"
AMERICAN HOME COM '026609107 "146,538" "2,245,800" SOLE NONE "2,245,800"
AMERICAN HOMEP COM '026649103 91 "69,600" SOLE NONE "69,600"
AMERICAN INTL G COM '026874107 "293,266" "2,431,224" SOLE NONE "2,431,224"
AMERICAN NATL COM '028591105 756 "11,300" SOLE NONE "11,300"
AMERICAN PWR CO COM '029066107 "2,282" "84,500" SOLE NONE "84,500"
AMERICAN STORES COM '030096101 "42,936" "1,301,100" SOLE NONE "1,301,100"
AMERICAN WTR WK COM '030411102 "7,622" "261,700" SOLE NONE "261,700"
AMERISOURCE HEA CL A 03071P102 "1,231" "36,000" SOLE NONE "36,000"
AMERITECH CORP COM '030954101 "93,145" "1,616,400" SOLE NONE "1,616,400"
AMGEN INC COM '031162100 "72,389" "966,800" SOLE NONE "966,800"
AMP INC COM '031897101 "28,858" "539,411" SOLE NONE "539,411"
AMSOUTH BANCOR COM '032165102 678 "14,900" SOLE NONE "14,900"
ANADARKO PETE COM '032511107 "7,444" "197,200" SOLE NONE "197,200"
ANALOG DEVICES COM '032654105 "5,639" "189,533" SOLE NONE "189,533"
ANCHOR GAMING COM '033037102 "3,041" "69,500" SOLE NONE "69,500"
ANDREW CORP COM '034425108 "2,227" "180,900" SOLE NONE "180,900"
ANHEUSER BUSCH COM '035229103 "68,216" "896,100" SOLE NONE "896,100"
ANNTAYLOR STOR COM '036115103 "4,286" "97,000" SOLE NONE "97,000"
AON CORP COM '037389103 "24,487" "387,150" SOLE NONE "387,150"
APOLLO GROUP IN CL A '037604105 "1,506" "50,400" SOLE NONE "50,400"
APPLE COMPUTER COM NPV '037833100 "7,727" "215,000" SOLE NONE "215,000"
APPLEBEESINTL COM '037899101 "1,861" "75,000" SOLE NONE "75,000"
APPLIED MAGNE C COM '038213104 595 "142,000" SOLE NONE "142,000"
APPLIED MATERIA COM '038222105 "38,308" "621,000" SOLE NONE "621,000"
ARCADIA FINL LT COM '039101100 903 "190,000" SOLE NONE "190,000"
ARCHER DANIELS COM '039483102 "23,057" "1,569,818" SOLE NONE "1,569,818"
ARMSTRONG WOR COM '042476101 786 "17,400" SOLE NONE "17,400"
ARMSTRONGWOR COM '042476101 285 "6,300" SOLE NONE "6,300"
ARROW ELECTRS I COM '042735100 "13,650" "910,000" SOLE NONE "910,000"
ARROW INTERNAT COM '042764100 "1,484" "68,800" SOLE NONE "68,800"
ASARCO INC COM '043413103 "2,348" "170,000" SOLE NONE "170,000"
ASCEND COMMUNI COM '043491109 "32,385" "386,975" SOLE NONE "386,975"
ASCENT ENTMT GR COM '043628106 "1,390" "127,088" SOLE NONE "127,088"
ASHLAND INC COM '044204105 "11,299" "276,000" SOLE NONE "276,000"
ASPECT TELECOMM COM '045237104 894 "135,000" SOLE NONE "135,000"
ASSOCIATED BANC COM '045487105 310 "9,712" SOLE NONE "9,712"
ASSOCIATES FIRS CL A '046008108 "44,714" "993,642" SOLE NONE "993,642"
ATLANTIC RICHFI COM '048825103 "36,921" "504,900" SOLE NONE "504,900"
ATMEL CORP COM '049513104 "2,040" "134,300" SOLE NONE "134,300"
AUTODESK INCORP COM STK NPV '052769106 "1,840" "45,500" SOLE NONE "45,500"
AUTOLIV COM '052800109 225 "6,000" SOLE NONE "6,000"
AUTOMATICDATA P COM '053015103 "63,966" "1,546,000" SOLE NONE "1,546,000"
AUTOZONE INC COM '053332102 "5,054" "166,400" SOLE NONE "166,400"
AVADO BRANDS IN COM 05336P108 713 "120,000" SOLE NONE "120,000"
AVALONBAY CMTYS COM 53484101 "26,297" "825,000" SOLE NONE "825,000"
AVERY DENNISON COM '053611109 "14,634" "254,500" SOLE NONE "254,500"
AVID TECHNOLOGY COM 05367P100 "1,587" "91,000" SOLE NONE "91,000"
AVNET INC COM '053807103 "2,165" "58,900" SOLE NONE "58,900"
AVON PRODS INC COM '054303102 "25,635" "544,700" SOLE NONE "544,700"
BB+T CORP COM '054937107 "2,117" "58,500" SOLE NONE "58,500"
BEC ENERGY COM 05538M101 209 "5,700" SOLE NONE "5,700"
BHC COMMUNICATI CL A '055448104 "2,664" "21,700" SOLE NONE "21,700"
BISYS GROUP INC COM '055472104 "5,968" "106,100" SOLE NONE "106,100"
BJ SVCS CO COM '055482103 "5,138" "221,000" SOLE NONE "221,000"
BJS WHSL CLUB I COM 05548J106 "1,526" "58,000" SOLE NONE "58,000"
BP AMOCO PLC SP ADR '055622104 "14,140" "140,000" SOLE NONE "140,000"
BMC SOFTWARE IN COM '055921100 "16,367" "441,600" SOLE NONE "441,600"
BAKER HUGHES IN COM '057224107 "2,435" "100,170" SOLE NONE "100,170"
BALL CORP COM '058498106 305 "6,500" SOLE NONE "6,500"
BALLARD MEDICAL COM '058566100 "3,413" "140,000" SOLE NONE "140,000"
BALTIMORE GAS + COM STK '059165100 "3,172" "125,000" SOLE NONE "125,000"
BALTIMOREGAS + COM STK '059165100 444 "17,500" SOLE NONE "17,500"
BANCWEST CORP COM '059790105 289 "6,800" SOLE NONE "6,800"
BANDAG INC COM '059815100 "4,123" "145,000" SOLE NONE "145,000"
BANK NEW YORK I COM '064057102 "27,478" "764,600" SOLE NONE "764,600"
BANK ONE CORP COM 06423A103 "110,542" "2,007,572" SOLE NONE "2,007,572"
BANKAMERICA COR COM 06605F102 "228,719" "3,238,494" SOLE NONE "3,238,494"
BANKBOSTON CORP COM 06605R106 "17,028" "393,142" SOLE NONE "393,142"
BANKERS TR NY COM '066365107 "10,226" "115,877" SOLE NONE "115,877"
BARD C R INC COM '067383109 "10,244" "203,100" SOLE NONE "203,100"
BARRICK GOLD CO COM '067901108 "2,880" "168,800" SOLE NONE "168,800"
BARR LABSINC COM '068306109 "1,007" "33,000" SOLE NONE "33,000"
BARRETT RES CO COM '068480201 "1,792" "71,500" SOLE NONE "71,500"
BATTLE MTN GOLD COM '071593107 619 "225,200" SOLE NONE "225,200"
BAUSCH + LOMB I COM '071707103 "3,016" "46,400" SOLE NONE "46,400"
BAXTER INTL INC COM '071813109 "39,351" "596,225" SOLE NONE "596,225"
BAY VIEW CAP CO COM 07262L101 "11,703" "620,000" SOLE NONE "620,000"
BEAR STEARNS CO COM '073902108 711 "15,900" SOLE NONE "15,900"
BECTON DICKINSO COM '075887109 "32,382" "845,200" SOLE NONE "845,200"
BED BATH + BEYO COM '075896100 256 "7,000" SOLE NONE "7,000"
BELDEN INC COM '077459105 "7,856" "460,400" SOLE NONE "460,400"
BELL ATLANTIC COM '077853109 "148,441" "2,871,888" SOLE NONE "2,871,888"
BELLSOUTH CORP COM '079860102 "139,954" "3,493,400" SOLE NONE "3,493,400"
BEMIS INC COM '081437105 "13,003" "418,600" SOLE NONE "418,600"
BENTON OIL + G COM '083288100 645 "178,000" SOLE NONE "178,000"
BERGEN BRUNSWI CLASS A '083739102 "23,976" "1,198,800" SOLE NONE "1,198,800"
BERKSHIREHATHA CL A '084670108 "28,560" 400 SOLE NONE 400
BERKSHIREHATHA CL B '084670207 "35,890" "15,266" SOLE NONE "15,266"
BEST BUY COM USD.10 '086516101 "9,048" "174,000" SOLE NONE "174,000"
BESTFOODS COM 08658U101 "15,167" "322,700" SOLE NONE "322,700"
BETHLEHEMSTL C COM '087509105 "2,358" "285,820" SOLE NONE "285,820"
BIOGEN INC COM '090597105 "13,718" "120,000" SOLE NONE "120,000"
BIOMATRIXINC COM 09060P102 "1,638" "21,000" SOLE NONE "21,000"
BIOMET INC COM '090613100 "1,510" "36,000" SOLE NONE "36,000"
BLACK + DECKER COM '091797100 "12,473" "225,000" SOLE NONE "225,000"
BLOCK H +R INC COM '093671105 625 "13,200" SOLE NONE "13,200"
BLOUNT INTL INC CL A '095177101 "3,321" "115,000" SOLE NONE "115,000"
BLYTH INDS INC COM 09643P108 "1,772" "75,000" SOLE NONE "75,000"
BOEING CO COM '097023105 "60,685" "1,784,860" SOLE NONE "1,784,860"
BOISE CASCADE C COM '097383103 "5,173" "160,400" SOLE NONE "160,400"
BORG WARNER AU COM '099724106 "1,740" "36,386" SOLE NONE "36,386"
BORON LEPORE + COM 10001P102 114 "11,000" SOLE NONE "11,000"
BOSTON PPTYS IN COM '101121101 "18,975" "600,000" SOLE NONE "600,000"
BOSTON SCIENTIF COM '101137107 "31,369" "772,164" SOLE NONE "772,164"
BOWATER INC COM '102183100 "3,697" "93,300" SOLE NONE "93,300"
BOYD GAMING COR COM '103304101 425 "100,100" SOLE NONE "100,100"
BREED TECHNOLO COM '106702103 588 "165,000" SOLE NONE "165,000"
BRIGGS + STRATT COM '109043109 "14,246" "288,900" SOLE NONE "288,900"
BRINKER INTL IN COM '109641100 "10,245" "395,000" SOLE NONE "395,000"
BRISTOL MYERS COM '110122108 "229,721" "3,582,400" SOLE NONE "3,582,400"
BROWN FORMAN CO CLASS B '115637209 "10,234" "177,600" SOLE NONE "177,600"
BROWNING FERRIS COM '115885105 "12,232" "317,200" SOLE NONE "317,200"
BRUNSWICKCORP COM '117043109 "1,430" "75,000" SOLE NONE "75,000"
BRUSH WELLMAN I COM '117421107 "1,199" "82,700" SOLE NONE "82,700"
BUFFETS INC COM STK '119882108 "1,580" "160,000" SOLE NONE "160,000"
BURLINGTON NORT COM 12189T104 "20,695" "629,500" SOLE NONE "629,500"
BURLINGTON RES COM '122014103 "15,154" "379,450" SOLE NONE "379,450"
CCB FINL CORP COM '124875105 "4,817" "89,100" SOLE NONE "89,100"
CBRL GROUP INC COM 12489V106 "3,150" "175,000" SOLE NONE "175,000"
CBS CORP COM 12490K107 "42,717" "1,046,662" SOLE NONE "1,046,662"
CDW COMPUTER CT COM '125129106 "5,392" "78,150" SOLE NONE "78,150"
CIGNA CORP COM '125509109 "43,063" "513,800" SOLE NONE "513,800"
CMAC INVT CORP COM '125662106 "3,510" "90,000" SOLE NONE "90,000"
CMG INFORMATIO COM '125750109 "9,519" "52,000" SOLE NONE "52,000"
CMS ENERGY CORP COM '125896100 507 "12,600" SOLE NONE "12,600"
CNET INC COM '125945105 "1,658" "18,000" SOLE NONE "18,000"
CNA FINL CORP COM '126117100 "15,137" "390,000" SOLE NONE "390,000"
CSX CORP COM '126408103 "14,481" "371,900" SOLE NONE "371,900"
CVS CORP COM '126650100 "40,342" "849,302" SOLE NONE "849,302"
CABLEVISION SYS CL A 12686C109 "26,240" "354,000" SOLE NONE "354,000"
CABLETRONSYSTE COM STK '126920107 "2,283" "278,800" SOLE NONE "278,800"
CABLE DESIGN TE COM '126924109 "1,238" "112,500" SOLE NONE "112,500"
CABOT CORP COM '127055101 278 "13,100" SOLE NONE "13,100"
CADENCE DESIGN COM '127387108 "3,662" "142,200" SOLE NONE "142,200"
CALGON CARBON C COM STK '129603106 "1,375" "265,000" SOLE NONE "265,000"
CALLAWAY GOLF C COM '131193104 "1,223" "120,000" SOLE NONE "120,000"
CAMBREX CORP COM '132011107 "1,106" "50,000" SOLE NONE "50,000"
CAMBRIDGE TECHN COM '132524109 "1,956" "141,000" SOLE NONE "141,000"
CAMPDEN PPTY TR SH BEN INT 133131102 "4,998" "201,950" SOLE NONE "201,950"
CAMPBELL SOUP C COM '134429109 "23,200" "570,200" SOLE NONE "570,200"
CAPITAL ONE FI COM 14040H105 "32,314" "214,000" SOLE NONE "214,000"
CARDINAL HEAL COM 14149Y108 "27,012" "409,279" SOLE NONE "409,279"
CARLISLE COS I COM '142339100 421 "9,000" SOLE NONE "9,000"
CARNIVAL CORP COM '143658102 "114,782" "2,363,600" SOLE NONE "2,363,600"
CAROLINA PWR + COM '144141108 "24,397" "645,200" SOLE NONE "645,200"
CASE CORP COM 14743R103 "1,208" "47,600" SOLE NONE "47,600"
CATALINA MARK COM '148867104 "6,716" "78,200" SOLE NONE "78,200"
CATELLUS DEV CO COM '149111106 "1,672" "125,000" SOLE NONE "125,000"
CATERPILLAR INC COM '149123101 "34,559" "752,300" SOLE NONE "752,300"
CENDANT CORP COM '151313103 "23,988" "1,505,071" SOLE NONE "1,505,071"
CENTEX CORP COM '152312104 768 "23,000" SOLE NONE "23,000"
CENTOCOR INC COM '152342101 "6,095" "165,000" SOLE NONE "165,000"
CENTRAL + SOUTH COM '152357109 "14,149" "603,700" SOLE NONE "603,700"
CENTRAL PKG CO COM '154785109 621 "18,000" SOLE NONE "18,000"
CENTURA BKS INC COM 15640T100 617 "10,600" SOLE NONE "10,600"
CENTURY TEL E COM '156686107 "3,442" "49,000" SOLE NONE "49,000"
CEPHALON INC COM '156708109 761 "87,000" SOLE NONE "87,000"
CERIDIAN CORP COM 15677T106 "13,477" "368,600" SOLE NONE "368,600"
CHAMPION ENTER COM '158496109 "2,325" "120,000" SOLE NONE "120,000"
CHAMPION INTL C COM '158525105 "10,118" "246,400" SOLE NONE "246,400"
CHANCELLOR ME COM '158915108 "21,646" "459,328" SOLE NONE "459,328"
CHARTER ONE FIN COM '160903100 "4,456" "154,405" SOLE NONE "154,405"
CHASE MANHATTAN COM 16161A108 "88,925" "1,092,786" SOLE NONE "1,092,786"
CHESAPEAKE ENER COM '165167107 153 "111,000" SOLE NONE "111,000"
CHEVRON CORP COM '166751107 "106,163" "1,196,200" SOLE NONE "1,196,200"
CHIRON CORP COM STK '170040109 "3,422" "155,976" SOLE NONE "155,976"
CHOICEPOINT INC COM '170388102 801 "16,060" SOLE NONE "16,060"
CHRIS CRAFT IND COM '170520100 "1,815" "39,784" SOLE NONE "39,784"
CHUBB CORP COM '171232101 "28,871" "493,000" SOLE NONE "493,000"
CIENA CORP COM '171779101 "1,856" "82,500" SOLE NONE "82,500"
CINCINNATI BEL COM '171870108 "2,980" "132,800" SOLE NONE "132,800"
CINCINNATI FINL COM '172062101 "4,508" "123,726" SOLE NONE "123,726"
CINERGY CORP COM '172474108 "5,178" "188,300" SOLE NONE "188,300"
CIRCUIT CITY S COM '172737108 "6,965" "90,900" SOLE NONE "90,900"
CIRRUS LOGIC COM '172755100 636 "99,800" SOLE NONE "99,800"
CISCO SYS INC COM 17275R102 "278,765" "2,544,350" SOLE NONE "2,544,350"
CINTAS CORP COM '172908105 "1,765" "27,000" SOLE NONE "27,000"
CITIGROUP INC COM '172967101 "246,545" "3,859,807" SOLE NONE "3,859,807"
CITRIX SYS INC COM '177376100 "4,720" "123,800" SOLE NONE "123,800"
CITY NATL CORP COM '178566105 247 "8,000" SOLE NONE "8,000"
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CLEAR CHANNEL C COM '184502102 "5,365" "80,000" SOLE NONE "80,000"
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CLEVELANDCLIFFS COM '185896107 "4,939" "145,000" SOLE NONE "145,000"
CLOROX CO COM '189054109 "14,660" "125,100" SOLE NONE "125,100"
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COCA COLA CO COM '191216100 "237,773" "3,874,100" SOLE NONE "3,874,100"
COCA COLAENTER COM STK '191219104 "10,436" "345,000" SOLE NONE "345,000"
COHU INC COM '192576106 "1,823" "78,400" SOLE NONE "78,400"
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COLEMAN CO INC COM '193559101 "1,485" "180,000" SOLE NONE "180,000"
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COLONIAL BANCGR COM '195493309 120 "10,000" SOLE NONE "10,000"
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COMCAST CORP CL A SPL '200300200 "37,202" "591,100" SOLE NONE "591,100"
COMERICA INC COM '200340107 "36,354" "582,250" SOLE NONE "582,250"
COMMERCE BANCOR COM '200519106 260 "6,299" SOLE NONE "6,299"
COMMERCE BANCSH COM '200525103 333 "8,647" SOLE NONE "8,647"
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COMMONWEALTH COM BN INT '202800108 "11,400" "300,000" SOLE NONE "300,000"
COMMSCOPEINC COM '203372107 "1,256" "60,000" SOLE NONE "60,000"
COMPAQ COMPUTE COM '204493100 "88,597" "2,795,950" SOLE NONE "2,795,950"
COMPASS BANCSH COM 20449H109 319 "9,250" SOLE NONE "9,250"
COMPUTER ASSOC COM '204912109 "38,830" "1,091,875" SOLE NONE "1,091,875"
COMPUTER SCIEN COM '205363104 "25,287" "458,200" SOLE NONE "458,200"
COMPUTER TASK G COM '205477102 "1,069" "50,000" SOLE NONE "50,000"
COMPUWARE CORP COM '205638109 "8,070" "338,000" SOLE NONE "338,000"
COMSAT CORP COM SER 1 20564D107 "7,524" "260,000" SOLE NONE "260,000"
COMVERSE TECHNO COM NEW '205862402 "9,116" "107,250" SOLE NONE "107,250"
CONAGRA INC COM '205887102 "24,182" "943,700" SOLE NONE "943,700"
CONCORD EFS INC COM '206197105 "4,651" "168,749" SOLE NONE "168,749"
CONEXANT SYS IN COM '207142100 "7,476" "270,000" SOLE NONE "270,000"
CONSECO INC COM STK '208464107 "18,802" "608,960" SOLE NONE "608,960"
CONSOLIDATED ED COM '209115104 "9,996" "220,600" SOLE NONE "220,600"
CONSOLIDATED GR COM '209341106 "1,040" "18,000" SOLE NONE "18,000"
CONSOLIDATED NA COM '209615103 "12,430" "255,300" SOLE NONE "255,300"
CONSOLIDATED P COM '209759109 287 "12,200" SOLE NONE "12,200"
CONSOLIDATED ST COM '210149100 "2,714" "89,531" SOLE NONE "89,531"
CONTINENTAL AIR COM CL B '210795308 "1,718" "45,200" SOLE NONE "45,200"
CONVERGYSCOR COM '212485106 "2,274" "132,800" SOLE NONE "132,800"
COOPER CAMERO COM '216640102 "4,397" "129,800" SOLE NONE "129,800"
COOPER INDS INC COM '216669101 "11,368" "266,700" SOLE NONE "266,700"
COOPER TIRE + R COM '216831107 "2,067" "112,500" SOLE NONE "112,500"
COORS ADOLPH CO CLASS B COM '217016104 319 "5,900" SOLE NONE "5,900"
CORN PRODUCTS COM '219023108 "1,070" "44,700" SOLE NONE "44,700"
CORNERSTONE PP COM 21922H103 "19,013" "1,300,000" SOLE NONE "1,300,000"
CORNING INC COM '219350105 "21,888" "364,800" SOLE NONE "364,800"
CORPORATEEXPRES COM '219888104 741 "142,800" SOLE NONE "142,800"
COSTCO COS INC COM 22160Q102 "25,628" "279,900" SOLE NONE "279,900"
COUNTRYWIDE CR COM '222372104 "14,003" "373,425" SOLE NONE "373,425"
COVANCE INC COM '222816100 "1,306" "52,125" SOLE NONE "52,125"
COX COMMUNICAT CL A '224044107 "3,540" "48,000" SOLE NONE "48,000"
CRANE CO COM '224399105 "2,310" "95,500" SOLE NONE "95,500"
CRESCENT REAL E COM '225756105 "2,150" "100,000" SOLE NONE "100,000"
CROMPTON + KNOW COM '227111101 "5,513" "350,000" SOLE NONE "350,000"
CROWN CORK +SE COM '228255105 "2,414" "84,500" SOLE NONE "84,500"
CULLEN FROST BA COM '229899109 863 "18,000" SOLE NONE "18,000"
CUMMINS ENGINE COM '231021106 "3,478" "97,800" SOLE NONE "97,800"
CYMER INC COM '232572107 "2,286" "115,000" SOLE NONE "115,000"
CYPRUS AMAX MIN COM '232809103 "2,681" "221,100" SOLE NONE "221,100"
CYTEC INDS INC COM '232820100 "2,553" "114,426" SOLE NONE "114,426"
DII GROUP INC COM '232949107 "4,388" "150,000" SOLE NONE "150,000"
DBT ONLINE INC COM '233044106 "2,239" "90,000" SOLE NONE "90,000"
DPL INC COM '233293109 "4,208" "255,000" SOLE NONE "255,000"
DQE COM STK 23329J104 "5,900" "153,750" SOLE NONE "153,750"
D.R.HORTON INC COM 23331A109 "1,294" "77,230" SOLE NONE "77,230"
DST SYS INC DEL COM '233326107 "2,042" "34,000" SOLE NONE "34,000"
DTE ENERGY CO COM '233331107 577 "15,000" SOLE NONE "15,000"
DANA CORP COM '235811106 "3,537" "93,075" SOLE NONE "93,075"
DANAHER CORP COM '235851102 "35,699" "683,232" SOLE NONE "683,232"
DARDEN RESTAUR COM '237194105 "3,300" "160,000" SOLE NONE "160,000"
DATA GEN CORP COM '237688106 "2,126" "210,000" SOLE NONE "210,000"
DAYTON HUDSON COM '239753106 "71,915" "1,079,400" SOLE NONE "1,079,400"
DEAN FOODS CO COM '242361103 246 "6,900" SOLE NONE "6,900"
DEERE + CO COM '244199105 "23,148" "599,300" SOLE NONE "599,300"
DELL COMPUTER COM '247025109 "170,498" "4,171,200" SOLE NONE "4,171,200"
DELTA + PINE LD COM '247357106 953 "31,000" SOLE NONE "31,000"
DELTA AIR LINE COM '247361108 "28,592" "411,400" SOLE NONE "411,400"
DE LUXE CORP COM '248019101 521 "17,900" SOLE NONE "17,900"
DENTSPLY INTL COM '249030107 "18,600" "800,000" SOLE NONE "800,000"
DEVON ENERGY COM '251799102 "2,481" "90,000" SOLE NONE "90,000"
DIAGNOSTIC PROD COM STK '252450101 "3,153" "130,000" SOLE NONE "130,000"
DIAMOND OFFSHOR COM 25271C102 "12,795" "404,600" SOLE NONE "404,600"
DIGITAL MICROW COM '253859102 804 "96,000" SOLE NONE "96,000"
DILLARDS INC CL A '254067101 "7,866" "310,000" SOLE NONE "310,000"
DISNEY WALT CO COM '254687106 "106,044" "3,407,026" SOLE NONE "3,407,026"
DOCUMENTUM INC COM '256159104 "1,645" "95,000" SOLE NONE "95,000"
DOLLAR GEN CORP COM '256669102 "1,275" "37,500" SOLE NONE "37,500"
DOMINION RES IN COM '257470104 "8,316" "225,150" SOLE NONE "225,150"
DONALDSONLUFKIN COM '257661108 "14,271" "204,600" SOLE NONE "204,600"
DONNELLEY R R + COM '257867101 "5,868" "182,300" SOLE NONE "182,300"
DOVER CORP COM '260003108 "4,931" "150,000" SOLE NONE "150,000"
DOW CHEM CO COM '260543103 "43,164" "463,200" SOLE NONE "463,200"
DOW JONES+ CO I COM '260561105 "4,370" "92,600" SOLE NONE "92,600"
DU PONT E I DE COM '263534109 "112,653" "1,940,200" SOLE NONE "1,940,200"
DUKE ENERGY CO COM NPV '264399106 "37,694" "687,689" SOLE NONE "687,689"
DUN + BRADSTREE COM 26483B106 "17,082" "479,500" SOLE NONE "479,500"
DYCOM INDS INC COM '267475101 "1,109" "25,500" SOLE NONE "25,500"
E M C CORP MASS COM '268648102 "105,930" "829,200" SOLE NONE "829,200"
E SPIRE COMMUN COM '269153102 165 "12,000" SOLE NONE "12,000"
E TRADE GROUP I COM '269246104 "9,866" "169,200" SOLE NONE "169,200"
EASTERN ENTERP COM 27637F100 "12,368" "340,000" SOLE NONE "340,000"
EASTMAN CHEM CO COM '277432100 "3,230" "76,800" SOLE NONE "76,800"
EASTMAN KODAK C COM '277461109 "32,781" "513,200" SOLE NONE "513,200"
EATON CORP COM '278058102 "42,786" "598,400" SOLE NONE "598,400"
ECHO BAY MINES COM '278751102 253 "150,000" SOLE NONE "150,000"
ECOLAB INC COM '278865100 "17,750" "500,000" SOLE NONE "500,000"
EDISON INTL COM '281020107 "9,134" "410,500" SOLE NONE "410,500"
EDWARDS A G INC COM '281760108 "11,216" "343,125" SOLE NONE "343,125"
EDWARDS AG INC COM '281760108 495 "15,150" SOLE NONE "15,150"
EL PASO ENERG COM '283905107 571 "17,462" SOLE NONE "17,462"
ELAN PLC ADR '284131208 "2,554" "36,617" SOLE NONE "36,617"
ELECTRONIC ARTS COM '285512109 "3,767" "79,300" SOLE NONE "79,300"
ELECTRONIC DAT COM '285661104 "47,831" "982,400" SOLE NONE "982,400"
EMERSON ELEC CO COM '291011104 "44,187" "834,700" SOLE NONE "834,700"
EMMIS COMMUNIC CL A '291525103 "3,730" "74,600" SOLE NONE "74,600"
ENERGY EAST COR COM 29266M109 436 "8,300" SOLE NONE "8,300"
ENGELHARD CORP COM '292845104 "3,147" "185,800" SOLE NONE "185,800"
ENGELHARDCORP COM '292845104 418 "24,700" SOLE NONE "24,700"
ENRON CORP COM '293561106 "50,583" "787,287" SOLE NONE "787,287"
ENRON OIL+ GAS COM '293562104 "2,161" "130,000" SOLE NONE "130,000"
ENTERGY CORP COM 29364G103 "9,166" "333,300" SOLE NONE "333,300"
ENZO BIOCHEM IN COM '294100102 903 "96,302" SOLE NONE "96,302"
EQUIFAX INC COM '294429105 "5,521" "160,600" SOLE NONE "160,600"
EQUITABLECOMPAN COM 29444G107 "10,052" "143,600" SOLE NONE "143,600"
EQUITABLERES IN COM '294549100 "4,040" "155,000" SOLE NONE "155,000"
EQUITY OFFICE P COM 294741103 "38,063" "1,500,000" SOLE NONE "1,500,000"
EQUITY RESIDENT COM 29476L107 "134,076" "325,000" SOLE NONE "325,000"
ERICSSON L M ADR B SK 10 '294821400 "16,669" "700,000" SOLE NONE "700,000"
ETHAN ALLEN INT COM '297602104 "10,582" "254,600" SOLE NONE "254,600"
EXCITE INC COM '300904109 "12,320" "88,000" SOLE NONE "88,000"
EXECUTIVE RISK COM '301586103 "1,669" "23,500" SOLE NONE "23,500"
EXXON CORP COM '302290101 "274,587" "3,891,400" SOLE NONE "3,891,400"
FMC CORP COM NEW '302491303 "1,397" "28,300" SOLE NONE "28,300"
FPL GROUP INC COM '302571104 "10,836" "203,500" SOLE NONE "203,500"
FAMILY DLR STOR COM '307000109 "22,080" "960,000" SOLE NONE "960,000"
FASTENAL CO COM '311900104 "3,229" "92,100" SOLE NONE "92,100"
FDX CORP COM 31304N107 "18,531" "199,260" SOLE NONE "199,260"
FEDERAL HOME LN COM '313400301 "77,005" "1,343,600" SOLE NONE "1,343,600"
FEDERAL MOGUL C COM '313549107 "1,539" "36,000" SOLE NONE "36,000"
FEDERAL NATL MT COM '313586109 "111,970" "1,616,900" SOLE NONE "1,616,900"
FEDERAL REALTY SH BN INT 313586109 "19,028" "898,100" SOLE NONE "898,100"
FEDERATEDDEPT COM 31410H101 "19,545" "487,100" SOLE NONE "487,100"
FERRO CORP COM STK '315405100 "6,683" "270,000" SOLE NONE "270,000"
FIFTH THIRD BAN COM STK '316773100 "16,806" "254,875" SOLE NONE "254,875"
FINOVA GROUP IN COM '317928109 "5,966" "115,000" SOLE NONE "115,000"
FIRST AMERN COR COM '318900107 "3,452" "93,600" SOLE NONE "93,600"
FIRST DATA CORP COM '319963104 "23,697" "554,308" SOLE NONE "554,308"
FIRST HEALTH G COM '320960107 "1,767" "110,000" SOLE NONE "110,000"
FIRST SECCORP COM '336294103 530 "27,437" SOLE NONE "27,437"
FIRST TENN NATL COM '337162101 604 "16,500" SOLE NONE "16,500"
FIRST UN CORP COM '337358105 "115,616" "2,163,573" SOLE NONE "2,163,573"
FIRST VA BKS IN COM '337477103 279 "6,100" SOLE NONE "6,100"
FIRSTAR CORP W COM 33763V109 "17,783" "198,688" SOLE NONE "198,688"
FISERV INC COM '337738108 "2,520" "47,000" SOLE NONE "47,000"
FIRSTFED FINL C COM '337907109 "1,719" "107,000" SOLE NONE "107,000"
FIRSTMERIT CORP COM '337915102 337 "13,100" SOLE NONE "13,100"
FIRSTENERGY COR COM '337932107 "3,472" "124,000" SOLE NONE "124,000"
FLEET FINL GROU COM '338915101 "26,576" "706,352" SOLE NONE "706,352"
FLEETWOODENTER COM '339099103 218 "7,600" SOLE NONE "7,600"
FLEETWOOD ENTER COM '339099103 "9,876" "345,000" SOLE NONE "345,000"
FLORIDA PANTH CL A '341064103 911 "117,500" SOLE NONE "117,500"
FLORIDA PROGRN COM '341109106 "6,821" "180,700" SOLE NONE "180,700"
FLORIDA ROCK I COM '341140101 "1,706" "50,000" SOLE NONE "50,000"
FLOWERS INDS IN COM '343496105 424 "17,200" SOLE NONE "17,200"
FLUOR CORP COM '343861100 "6,272" "232,300" SOLE NONE "232,300"
FOOD LIONINC CL B '344775101 507 "56,300" SOLE NONE "56,300"
FOOD LIONINC CL A '344775200 532 "57,800" SOLE NONE "57,800"
FOOTSTAR INC COM '344912100 "2,257" "70,535" SOLE NONE "70,535"
FORD MTR CO DEL COM '345370100 "102,689" "1,811,500" SOLE NONE "1,811,500"
FORE SYSTEMS COM '345449102 "1,202" "63,600" SOLE NONE "63,600"
FOREST LABS INC COM '345838106 "15,977" "283,400" SOLE NONE "283,400"
FORT JAMES CORP COM '347471104 "6,426" "202,800" SOLE NONE "202,800"
FOUNDATION HEAL COM '350404109 "4,257" "349,291" SOLE NONE "349,291"
FRANKLIN RES IN COM '354613101 "11,858" "421,600" SOLE NONE "421,600"
FREEPORT MCMOR CL B 35671D857 "2,047" "188,200" SOLE NONE "188,200"
FREMONT GEN COR COM '357288109 "1,077" "56,500" SOLE NONE "56,500"
FRONTIER CORP COM 35906P105 "46,957" "905,200" SOLE NONE "905,200"
FUND AMERICA COM '360768105 "1,131" "8,500" SOLE NONE "8,500"
GATX COM '361448103 "18,738" "568,900" SOLE NONE "568,900"
GPU INC COM 36225X100 "5,194" "139,200" SOLE NONE "139,200"
GTE CORP COM '362320103 "130,045" "2,149,500" SOLE NONE "2,149,500"
GALILEO INTL IN COM '363547100 "4,838" "100,000" SOLE NONE "100,000"
GANNETT INC COM '364730101 "39,810" "631,900" SOLE NONE "631,900"
GAP INC COM '364760108 "57,749" "857,925" SOLE NONE "857,925"
GARTNER GROUP CL A '366651107 "4,298" "190,500" SOLE NONE "190,500"
GATEWAY 2000 I COM '367833100 "15,317" "223,400" SOLE NONE "223,400"
GENENTECHINC S COM '368710307 "7,932" "89,500" SOLE NONE "89,500"
GENERAL DYNAMI COM '369550108 "5,243" "81,600" SOLE NONE "81,600"
GENERAL ELEC CO COM '369604103 "569,741" "5,150,200" SOLE NONE "5,150,200"
GENERAL INSTR C COM '370120107 "5,790" "191,000" SOLE NONE "191,000"
GENERAL MLS INC COM '370334104 "16,979" "224,700" SOLE NONE "224,700"
GENERAL MTRS CO COM '370442105 "98,910" "1,136,900" SOLE NONE "1,136,900"
GENERAL MTRS CO CL H NEW '370442832 "3,475" "68,900" SOLE NONE "68,900"
GENERAL NUTRIT COM 37047F103 302 "21,600" SOLE NONE "21,600"
GENERAL SEMICON COM '370787103 326 "45,000" SOLE NONE "45,000"
GENRAD INC COM '372447102 "1,366" "95,000" SOLE NONE "95,000"
GENUINE PARTS C COM '372460105 "16,489" "572,300" SOLE NONE "572,300"
GEON CO COM 37246W105 "1,479" "65,000" SOLE NONE "65,000"
GENZYME CORP COM '372917104 "3,026" "60,000" SOLE NONE "60,000"
GENZYME CORP COM '372917500 24 "6,482" SOLE NONE "6,482"
GEORGIA PAC C COM '373298108 "10,855" "146,200" SOLE NONE "146,200"
GEORGIA PAC CO COM '373298702 "2,176" "97,000" SOLE NONE "97,000"
GERBER SCIENTI COM '373730100 "7,368" "365,000" SOLE NONE "365,000"
GETCHELL GOLD C COM '374265106 "4,329" "165,300" SOLE NONE "165,300"
GILLETTE CO COM '375766102 "97,335" "1,637,600" SOLE NONE "1,637,600"
GLENAYRE TECHNO COM '377899109 370 "107,725" SOLE NONE "107,725"
GLOBAL INDL TEC COM '379335102 "1,766" "170,200" SOLE NONE "170,200"
GLOBAL INDUSTRI COM '379336100 "2,319" "229,000" SOLE NONE "229,000"
GLOBAL MARINE I COM NEW '379352404 "2,379" "202,500" SOLE NONE "202,500"
GOLDEN WEST FI COM '381317106 "5,472" "57,300" SOLE NONE "57,300"
GOODRICH B F CO COM '382388106 "10,266" "299,200" SOLE NONE "299,200"
GOODYEAR TIRE COM '382550101 "8,413" "168,900" SOLE NONE "168,900"
GRACE W R+ CO COM 38388F108 "3,670" "302,700" SOLE NONE "302,700"
GRAINGER W W COM '384802104 "1,438" "33,400" SOLE NONE "33,400"
GREAT LAKES CHE COM '390568103 "5,733" "156,000" SOLE NONE "156,000"
GREENPOINT FIN COM '395384100 448 "12,900" SOLE NONE "12,900"
GTECH HLDGS CP COM '400518106 590 "24,200" SOLE NONE "24,200"
GUIDANT CORP COM '401698105 "22,361" "369,600" SOLE NONE "369,600"
GYMBOREE CORP COM '403777105 760 "85,000" SOLE NONE "85,000"
HCR MANOR CARE COM '404134108 "16,957" "743,300" SOLE NONE "743,300"
HSB GROUPINC COM 40428N109 210 "5,650" SOLE NONE "5,650"
HADCO CORP COM '404681108 394 "12,500" SOLE NONE "12,500"
HALLIBURTON CO COM '406216101 "32,555" "845,588" SOLE NONE "845,588"
HALTER MARINE COM 40642Y105 376 "64,644" SOLE NONE "64,644"
HANNAFORDBROS COM '410550107 327 "7,200" SOLE NONE "7,200"
HARCOURT GEN IN COM 41163G101 "1,622" "36,600" SOLE NONE "36,600"
HARLEY DAVIDS COM '412822108 "36,720" "640,000" SOLE NONE "640,000"
HARNISCHFEGER COM '413345109 273 "48,042" SOLE NONE "48,042"
HARRIS CORP DEL COM '413875105 "14,310" "499,900" SOLE NONE "499,900"
HARSCO CORP COM '415864107 "5,541" "220,000" SOLE NONE "220,000"
HARTFORD FINANC COM '416515104 "26,816" "472,000" SOLE NONE "472,000"
HASBRO INC COM '418056107 "7,446" "257,325" SOLE NONE "257,325"
HAYES LEMMERZ COM '420781106 "2,135" "90,840" SOLE NONE "90,840"
HEALTHSOUTH COR COM '421924101 "13,683" "1,318,836" SOLE NONE "1,318,836"
HEALTH MGMT AS CL A '421933102 "5,244" "430,312" SOLE NONE "430,312"
HEARST ARGYLE T COM '422317107 220 "8,917" SOLE NONE "8,917"
HEINZ H J CO COM '423074103 "25,239" "532,750" SOLE NONE "532,750"
HELLER FINL INC CL A '423328103 "1,081" "46,000" SOLE NONE "46,000"
HELMERICHAND PA COM '423452101 "4,197" "185,000" SOLE NONE "185,000"
HERCULES INC COM '427056106 297 "116,300" SOLE NONE "116,300"
HERSHEY FOODS COM '427866108 "22,459" "400,600" SOLE NONE "400,600"
HEWLETT PACKAR COM '428236103 "105,381" "1,554,000" SOLE NONE "1,554,000"
HIBERNIA CORP CL A '428656102 508 "38,500" SOLE NONE "38,500"
HIGHWOODS PPT COM '431284108 "3,770" "160,000" SOLE NONE "160,000"
HILLENBRAND IND COM '431573104 "1,062" "23,000" SOLE NONE "23,000"
HILTON HOTELS C COM '432848109 "3,465" "246,400" SOLE NONE "246,400"
HOLLYWOOD ENT COM '436141105 "1,211" "65,000" SOLE NONE "65,000"
HOME DEPOT INC COM '437076102 "166,823" "2,679,894" SOLE NONE "2,679,894"
HOMESTAKEMNG CO COM '437614100 "1,553" "180,000" SOLE NONE "180,000"
HONEYWELL INC COM '438506107 "11,721" "154,600" SOLE NONE "154,600"
HORMEL FOODS CO COM '440452100 385 "10,800" SOLE NONE "10,800"
HOUGHTON MIFFLI COM '441560109 "10,313" "220,000" SOLE NONE "220,000"
HOUSEHOLD INTL COM '441815107 "62,677" "1,373,736" SOLE NONE "1,373,736"
HUBBELL INC CLB '443510201 408 "10,200" SOLE NONE "10,200"
HUGHES SUPPLY COM '444482103 "1,138" "50,000" SOLE NONE "50,000"
HUMANA INC COM '444859102 "3,414" "197,900" SOLE NONE "197,900"
HUNT J B TRANS COM '445658107 "6,195" "295,000" SOLE NONE "295,000"
HUNTINGTON BANC COM '446150104 797 "25,757" SOLE NONE "25,757"
HUSSMANN INTL C COM '448110106 "1,359" "92,500" SOLE NONE "92,500"
HYPERION TELEC CL A 44914K306 255 "21,000" SOLE NONE "21,000"
IHOP CORPNEW COM '449623107 "3,697" "94,200" SOLE NONE "94,200"
IMC GLOBAL INC COM '449669100 "4,660" "228,000" SOLE NONE "228,000"
IMS HEALTH INC COM '449934108 "31,972" "965,200" SOLE NONE "965,200"
ITT INDS INC COM '450911102 "6,017" "170,100" SOLE NONE "170,100"
IDACORP INC COM '451107106 "1,640" "55,700" SOLE NONE "55,700"
IDEXX LABS INC COM 45168D104 "2,154" "90,000" SOLE NONE "90,000"
IKON OFFICE SOL COM '451713101 "2,714" "211,800" SOLE NONE "211,800"
ILLINOIS TOOL W COM '452308109 "49,896" "806,400" SOLE NONE "806,400"
IMATION CORP COM 45245A107 728 "44,120" SOLE NONE "44,120"
IMMUNEX CORP NE COM '452528102 "10,939" "131,400" SOLE NONE "131,400"
IMPERIAL CR IND COM '452729106 "1,098" "150,200" SOLE NONE "150,200"
INCO LTD COM '453258402 "1,315" "98,800" SOLE NONE "98,800"
INCYTE PHARMAC COM 45337C102 "1,204" "60,000" SOLE NONE "60,000"
INFORMIX CORP COM '456779107 "1,401" "190,000" SOLE NONE "190,000"
INFOSEEK CORP COM 45678M107 "3,478" "47,000" SOLE NONE "47,000"
INGERSOLLRAND C COM '456866102 988 "19,900" SOLE NONE "19,900"
INGERSOLL RAND COM '456866102 "4,526" "91,200" SOLE NONE "91,200"
INGRAM MICRO I CL A '457153104 707 "31,000" SOLE NONE "31,000"
INTEGRATED DEV COM '458118106 398 "73,600" SOLE NONE "73,600"
INTEGRATED SYS CL A 45812M104 671 "52,400" SOLE NONE "52,400"
INTEL CORP COM '458140100 "305,663" "2,571,300" SOLE NONE "2,571,300"
INTERMEDIA COMM COM '458801107 "5,006" "188,000" SOLE NONE "188,000"
INTNATL BUSI M COM '459200101 "262,755" "1,482,400" SOLE NONE "1,482,400"
INTERNATIONAL F COM '459506101 "14,296" "380,600" SOLE NONE "380,600"
INTERNATIONAL G COM '459902102 "3,510" "240,000" SOLE NONE "240,000"
INTERNATIONAL P COM '460146103 "15,685" "371,800" SOLE NONE "371,800"
INTERNEURON PH COM '460573108 178 "61,900" SOLE NONE "61,900"
INTERPUBLIC GRO COM '460690100 "8,975" "115,250" SOLE NONE "115,250"
INTUIT COM '461202103 "9,910" "97,400" SOLE NONE "97,400"
IOMEGA CORP COM '462030107 "1,462" "285,200" SOLE NONE "285,200"
IONICS INC COM '462218108 "9,941" "330,000" SOLE NONE "330,000"
IPALCO ENTERPRI COM '462613100 "11,864" "540,800" SOLE NONE "540,800"
I2 TECHNOLOGIES COM '465754109 "2,393" "90,000" SOLE NONE "90,000"
IVAX CORP COM '465823102 "4,614" "390,590" SOLE NONE "390,590"
JLG INDS IN COM '466210101 "1,100" "80,700" SOLE NONE "80,700"
JABIL CIRCUIT I COM '466313103 "3,848" "95,000" SOLE NONE "95,000"
JACOR COMMUNIC COM '469858401 "8,246" "108,500" SOLE NONE "108,500"
JEFFERSON PIL COM '475070108 "45,845" "676,675" SOLE NONE "676,675"
JOHNSON + JOHN COM '478160104 "206,897" "2,212,800" SOLE NONE "2,212,800"
JOHNSON CTLS IN COM '478366107 "5,533" "88,700" SOLE NONE "88,700"
KLA TENCOR CORP COM '482480100 "8,834" "181,900" SOLE NONE "181,900"
K MART CORP COM '482584109 "19,282" "1,146,900" SOLE NONE "1,146,900"
K N ENERGY INC COM '482620101 232 "11,650" SOLE NONE "11,650"
KANSAS CITY PW COM '485134100 "12,766" "518,400" SOLE NONE "518,400"
KAUFMAN +BROAD COM '486168107 "5,189" "230,000" SOLE NONE "230,000"
KAYDON CORP COM '486587108 "12,733" "440,000" SOLE NONE "440,000"
KEANE INC COM '486665102 "1,918" "90,000" SOLE NONE "90,000"
KELLOGG CO COM '487836108 "27,185" "804,000" SOLE NONE "804,000"
KEMET CORP COM '488360108 "1,121" "97,500" SOLE NONE "97,500"
KENT ELECTRS CO COM '490553104 "1,131" "113,800" SOLE NONE "113,800"
KERR MCGEE COR COM '492386107 "6,365" "193,978" SOLE NONE "193,978"
KEYCORP NEW COM '493267108 "44,214" "1,458,618" SOLE NONE "1,458,618"
KEYSPAN ENERGY COM 49337K106 428 "17,040" SOLE NONE "17,040"
KIMBERLY CLARK COM '494368103 "43,594" "909,402" SOLE NONE "909,402"
KIMCO REALTY CO COM 49446R109 "11,262" "305,400" SOLE NONE "305,400"
KING WORLD PROD COM '495667107 "17,543" "574,000" SOLE NONE "574,000"
KNIGHT RIDDER I COM '499040103 "3,280" "65,600" SOLE NONE "65,600"
KOHLS CORP COM '500255104 "22,042" "311,000" SOLE NONE "311,000"
KROGER CO COM '501044101 "16,106" "269,000" SOLE NONE "269,000"
KULICKE + SOF COM '501242101 "2,944" "116,600" SOLE NONE "116,600"
LG + E ENERGY COM '501917108 "12,655" "608,045" SOLE NONE "608,045"
LSI LOGIC CORP COM '502161102 "7,850" "251,700" SOLE NONE "251,700"
LAFARGE CORP COM '505862102 "5,278" "188,500" SOLE NONE "188,500"
LAM RESH CORP COM '512807108 "2,190" "75,500" SOLE NONE "75,500"
LANCASTERCOLONY COM '513847103 "12,283" "461,349" SOLE NONE "461,349"
LANDAMERICA FI COM '514936103 203 "7,000" SOLE NONE "7,000"
LATTICE SEMICO COM '518415104 797 "17,500" SOLE NONE "17,500"
LAUDER ESTEE CO CL A '518439104 473 "5,000" SOLE NONE "5,000"
LEAP WIRELESS I COM '521863100 317 "24,625" SOLE NONE "24,625"
LEAR CORP COM '521865105 "1,579" "37,000" SOLE NONE "37,000"
LEARNING CO INC COM '522008101 "4,233" "145,971" SOLE NONE "145,971"
LEGGETT +PLATT COM '524660107 608 "30,400" SOLE NONE "30,400"
LEGGETT + PLATT COM '524660107 "21,200" "1,060,000" SOLE NONE "1,060,000"
LEGG MASON INC COM '524901105 "3,593" "106,666" SOLE NONE "106,666"
LEHMAN BROTH COM '524908100 "10,815" "181,000" SOLE NONE "181,000"
LEUCADIA NATL C COM '527288104 "13,310" "440,000" SOLE NONE "440,000"
LEXMARK INTL GR CL A '529771107 "8,838" "79,000" SOLE NONE "79,000"
LIBERTY PPTY TR SH BEN INT 531172104 "4,150" "200,000" SOLE NONE "200,000"
LILLY ELI+ CO COM '532457108 "154,320" "1,818,200" SOLE NONE "1,818,200"
LIMITED INC COM '532716107 "16,447" "415,067" SOLE NONE "415,067"
LINCARE HLDGS I COM '532791100 "3,375" "120,000" SOLE NONE "120,000"
LINCOLN NATL C COM '534187109 "37,019" "374,400" SOLE NONE "374,400"
LITTON INDS INC COM '538021106 "1,626" "28,000" SOLE NONE "28,000"
LIZ CLAIBORNE I COM '539320101 "8,809" "270,000" SOLE NONE "270,000"
LOCKHEED MARTI COM '539830109 "25,470" "674,710" SOLE NONE "674,710"
LONE STAR INDS COM NEW '542290408 "3,875" "125,000" SOLE NONE "125,000"
LONE STARSTEAK COM '542307103 666 "65,000" SOLE NONE "65,000"
LONE STARTECHN COM '542312103 "1,074" "82,600" SOLE NONE "82,600"
LOUISIANAPAC C COM '546347105 "2,850" "153,000" SOLE NONE "153,000"
LOWES COS INC USD0.50 '548661107 "30,298" "500,800" SOLE NONE "500,800"
LUBRIZOL CORP COM '549271104 221 "9,800" SOLE NONE "9,800"
LUCENT TECHNOLO COM '549463107 "219,570" "2,033,058" SOLE NONE "2,033,058"
LYCOS INC COM '550818108 "2,582" "30,000" SOLE NONE "30,000"
LYONDELL CHEMIC COM '552078107 821 "60,000" SOLE NONE "60,000"
MBIA INC COM 55262C100 "62,686" "1,080,800" SOLE NONE "1,080,800"
MBNA CORP COM 55262L100 "20,346" "852,175" SOLE NONE "852,175"
MCN ENERGY GROU COM 55267J100 273 "17,000" SOLE NONE "17,000"
MCI WORLDCOM IN COM 55268B106 "290,062" "3,275,221" SOLE NONE "3,275,221"
MEMC ELECTR MAT COM '552715104 206 "37,500" SOLE NONE "37,500"
MGIC INVT CORP COM '552848103 "15,876" "452,800" SOLE NONE "452,800"
MGM GRANDIN COM '552953101 "5,565" "165,500" SOLE NONE "165,500"
MSC INDL DIRE CL A '553530106 "2,635" "155,000" SOLE NONE "155,000"
MACDERMIDINC COM '554273102 407 "12,000" SOLE NONE "12,000"
MACERCIH CO COM 554382101 "11,003" "485,000" SOLE NONE "485,000"
MACROMEDIA INC COM '556100105 "1,314" "29,000" SOLE NONE "29,000"
MALLINCKRODT I COM '561232109 "9,984" "375,000" SOLE NONE "375,000"
MANPOWER INC W COM 56418H100 "6,428" "275,000" SOLE NONE "275,000"
MANUFACTURED M COM 564682102 "10,800" "450,000" SOLE NONE "450,000"
MARKEL CORP COM '570535104 "1,082" "6,000" SOLE NONE "6,000"
MARSH + MCLENN COM '571748102 "39,204" "528,000" SOLE NONE "528,000"
MARSHALL + ILSL COM '571834100 676 "12,200" SOLE NONE "12,200"
MARRIOTT INTL CL A '571903202 "14,472" "430,400" SOLE NONE "430,400"
MARSHALL INDS COM '572393106 "1,423" "105,400" SOLE NONE "105,400"
MARTIN MARIETTA COM '573284106 "15,005" "262,965" SOLE NONE "262,965"
MASCO CORP COM '574599106 "6,565" "232,400" SOLE NONE "232,400"
MASTEC INC COM '576323109 "1,763" "77,500" SOLE NONE "77,500"
MATTEL INC COM '577081102 "26,266" "1,053,275" SOLE NONE "1,053,275"
MAXIM INTEGRATE COM 57772K101 "28,145" "520,000" SOLE NONE "520,000"
MAY DEPT STORES COM '577778103 "34,581" "883,850" SOLE NONE "883,850"
MAXICARE HEALT COM NEW '577904204 579 "113,000" SOLE NONE "113,000"
MAXXAM INC COM RTS '577913106 "1,002" "19,900" SOLE NONE "19,900"
MAVERICK TUBE COM '577914104 494 "70,000" SOLE NONE "70,000"
MAYTAG CORP COM '578592107 "1,262" "20,900" SOLE NONE "20,900"
MCCORMICK CO COM NON VTG '579780206 "24,215" "835,000" SOLE NONE "835,000"
MCCORMICK CO COM NON VTG '579780206 374 "12,900" SOLE NONE "12,900"
MCDERMOTTINTL I COM '580037109 "3,686" "145,600" SOLE NONE "145,600"
MCDONALDSCORP COM '580135101 "133,010" "2,935,400" SOLE NONE "2,935,400"
MCGRAW HILL COS COM '580645109 "27,762" "509,400" SOLE NONE "509,400"
MCKESSON HBOC I COM 58155Q103 "21,792" "330,183" SOLE NONE "330,183"
MEAD CORP COM '582834107 "9,373" "304,800" SOLE NONE "304,800"
MEDIAONE GROUP COM 58440J104 "61,680" "972,300" SOLE NONE "972,300"
MEDICAL MANAGE COM 58461C103 532 "23,000" SOLE NONE "23,000"
MEDIMMUNE INC COM '584699102 "3,196" "54,000" SOLE NONE "54,000"
MEDQUIST INC COM '584949101 540 "18,000" SOLE NONE "18,000"
MEDITRUST PAIRED CTF NEW 58501T306 "1,005" "80,810" SOLE NONE "80,810"
MEDPARTNERS INC COM 58503X107 799 "168,310" SOLE NONE "168,310"
MEDTRONIC INC COM '585055106 "81,810" "1,138,222" SOLE NONE "1,138,222"
MELLON BK CORP COM '585509102 "61,212" "869,800" SOLE NONE "869,800"
MERCANTILE BAN COM '587342106 "18,642" "392,460" SOLE NONE "392,460"
MERCANTILE BANC COM '587342106 827 "17,400" SOLE NONE "17,400"
MERCANTILE BAN COM '587405101 364 "9,850" SOLE NONE "9,850"
MERCK + CO INC COM '589331107 "306,802" "3,829,046" SOLE NONE "3,829,046"
MERCURY GEN COR COM '589400100 276 "7,900" SOLE NONE "7,900"
MERITOR AUTOMO COM 59000G100 "2,344" "151,233" SOLE NONE "151,233"
MERRILL LYNCH COM '590188108 "64,959" "734,000" SOLE NONE "734,000"
METAMOR WORLD COM 59133P100 392 "28,000" SOLE NONE "28,000"
METROMEDIA INT COM '591695101 746 "153,000" SOLE NONE "153,000"
MEYER FRED INC COM '592907109 "3,238" "55,000" SOLE NONE "55,000"
MICROSOFT CORP COM '594918104 "714,526" "7,972,400" SOLE NONE "7,972,400"
MICROCHIPTECHN COM '595017104 "3,223" "93,075" SOLE NONE "93,075"
MICRO WHSE INC COM 59501B105 761 "47,200" SOLE NONE "47,200"
MICRON ELECTRO COM '595100108 905 "77,000" SOLE NONE "77,000"
MICRON TECHNO COM '595112103 "16,784" "348,300" SOLE NONE "348,300"
MIDAS INC COM '595626102 "1,029" "30,833" SOLE NONE "30,833"
MIDAMERICA ENER COM 59562V107 "5,460" "195,000" SOLE NONE "195,000"
MIDCAP SPDR TR SER 1 '595635103 "18,958" "275,000" SOLE NONE "275,000"
MILACRON INC COM '598709103 536 "34,000" SOLE NONE "34,000"
MINDSPRING ENTE COM '602683104 430 "5,000" SOLE NONE "5,000"
MINIMED INC COM 60365K108 "1,118" "11,000" SOLE NONE "11,000"
MINNESOTA MNG + COM '604059105 "44,650" "631,100" SOLE NONE "631,100"
MINNESOTA PWR + COM '604110106 "14,600" "739,200" SOLE NONE "739,200"
MIRAGE RESORTS COM '60462E104 "3,041" "143,100" SOLE NONE "143,100"
MOBIL CORP COM '607059102 "122,030" "1,386,700" SOLE NONE "1,386,700"
MODIS PROFESSIO COM '607830106 "2,060" "227,300" SOLE NONE "227,300"
MOLEX INC COM '608554101 558 "19,000" SOLE NONE "19,000"
MONSANTO CO COM '611662107 "55,943" "1,217,800" SOLE NONE "1,217,800"
MORGAN J P + CO COM '616880100 "52,482" "425,384" SOLE NONE "425,384"
MORGAN STANLEY COM NEW '617446448 "81,380" "814,309" SOLE NONE "814,309"
MORTON INTL INC COM '619335102 "5,281" "143,700" SOLE NONE "143,700"
MOTOROLA INC COM '620076109 "63,552" "867,600" SOLE NONE "867,600"
MURPHY OIL COR COM '626717102 "4,619" "111,300" SOLE NONE "111,300"
MYLAN LABS INC COM '628530107 "3,790" "138,150" SOLE NONE "138,150"
NBTY INC COM '628782104 "1,133" "232,500" SOLE NONE "232,500"
NCH CORP COM '628850109 645 "13,500" SOLE NONE "13,500"
NCR CORP NEW COM '62886E108 "4,655" "93,103" SOLE NONE "93,103"
NAC RE CORP COM '628907107 376 "7,000" SOLE NONE "7,000"
NTL INC COM '629407107 "7,731" "94,999" SOLE NONE "94,999"
NACCO INDS INC CL A '629579103 "4,903" "66,200" SOLE NONE "66,200"
NALCO CHEM CO COM '629853102 "7,058" "265,700" SOLE NONE "265,700"
NATIONAL CITY O COM '635405103 "28,398" "427,840" SOLE NONE "427,840"
NATIONAL COM B COM '635449101 395 "17,300" SOLE NONE "17,300"
NATIONAL FUEL COM '636180101 224 "5,700" SOLE NONE "5,700"
NATIONAL SVC I COM '637657107 "2,463" "72,300" SOLE NONE "72,300"
NATIONAL STEEL CL B '637844309 "1,481" "179,500" SOLE NONE "179,500"
NAUTICA ENTERPR COM '639089101 "1,595" "141,000" SOLE NONE "141,000"
NETWORKS ASSOC COM '640938106 "13,688" "446,046" SOLE NONE "446,046"
NETWORK EQUIP T COM '641208103 "1,161" "129,900" SOLE NONE "129,900"
NEVADA PWR CO COM '641423108 275 "11,100" SOLE NONE "11,100"
NEW CENTY ENERG COM 64352U103 "1,780" "52,250" SOLE NONE "52,250"
NEW CENTYENERG COM 64352U103 399 "11,700" SOLE NONE "11,700"
NEW ENGLAND ELE COM '644001109 "9,516" "196,200" SOLE NONE "196,200"
NEW YORK TIMES CL A '650111107 "30,624" "1,074,516" SOLE NONE "1,074,516"
NEWFIELD EXPL C COM '651290108 "3,168" "140,000" SOLE NONE "140,000"
NEWMONT MNG CO COM '651639106 "7,610" "434,838" SOLE NONE "434,838"
NEWPARK RES INC COM '651718504 "1,689" "233,000" SOLE NONE "233,000"
NEXTEL COMMUNIC CL A 65332V103 "13,672" "373,300" SOLE NONE "373,300"
NEXTLINK COMM CL A PAR .02 65333H707 "1,008" "18,000" SOLE NONE "18,000"
NIELSEN MEDIA COM NEW '653929307 "3,774" "152,866" SOLE NONE "152,866"
NICOR INC COM '654086107 "14,943" "415,800" SOLE NONE "415,800"
NIKE INC CL B '654106103 "36,101" "625,800" SOLE NONE "625,800"
NINE WESTGROUP COM 65440D102 741 "30,000" SOLE NONE "30,000"
NOBLE AFFILIAT COM '654894104 "1,595" "55,000" SOLE NONE "55,000"
NOKIA CORP SPN D ADR '654902204 "12,460" "80,000" SOLE NONE "80,000"
NOBLE DRILLIN COM '655042109 "6,298" "362,500" SOLE NONE "362,500"
NORDSON CORP COM '655663102 "8,084" "145,000" SOLE NONE "145,000"
NORDSTROMINC COM '655664100 "19,121" "467,800" SOLE NONE "467,800"
NORFOLK SOUTHN COM '655844108 "17,758" "673,300" SOLE NONE "673,300"
NORTH FORK BANC COM '659424105 486 "23,000" SOLE NONE "23,000"
NORTHERN STS PW COM '665772109 "15,605" "673,000" SOLE NONE "673,000"
NORTHERN TELE COM '665815106 "28,192" "453,800" SOLE NONE "453,800"
NORTHERN TRUST COM '665859104 "7,718" "86,900" SOLE NONE "86,900"
NORTHROP GRUMM COM '666807102 "10,272" "171,559" SOLE NONE "171,559"
NORTHWESTAIRLS CLASS A '667280101 "2,303" "82,800" SOLE NONE "82,800"
NORTHWEST NAT COM '667655104 "4,430" "202,500" SOLE NONE "202,500"
NOVA CORPGA COM '669784100 "1,316" "50,121" SOLE NONE "50,121"
NOVELL INC COM '670006105 "9,697" "384,992" SOLE NONE "384,992"
NOVELLUS SYS I COM '670008101 "2,205" "40,000" SOLE NONE "40,000"
NUCOR CORP COM '670346105 "11,201" "254,200" SOLE NONE "254,200"
NUEVO ENERGY CO COM '670509108 "1,418" "105,000" SOLE NONE "105,000"
OEA INC COM '670826106 990 "120,000" SOLE NONE "120,000"
OGE ENERGY CORP COM '670837103 293 "13,000" SOLE NONE "13,000"
OCCIDENTAL PETE COM '674599105 "9,241" "513,400" SOLE NONE "513,400"
OCTEL CORP COM '675727101 490 "40,000" SOLE NONE "40,000"
OFFICE DEPOT IN COM '676220106 "14,226" "380,000" SOLE NONE "380,000"
OHIO CAS CORP COM '677240103 "8,775" "225,000" SOLE NONE "225,000"
OLD KENT FINL COM '679833103 554 "13,103" SOLE NONE "13,103"
OLD REP INTL C COM '680223104 412 "22,600" SOLE NONE "22,600"
OLSTEN CORP COM '681385100 450 "72,750" SOLE NONE "72,750"
OMNICOM GROUP COM '681919106 "15,268" "191,000" SOLE NONE "191,000"
OMEGA PROTEIN C COM 68210P107 121 "19,000" SOLE NONE "19,000"
ONE VY BANCORP COM '682419106 227 "6,500" SOLE NONE "6,500"
ORACLE CORP COM 68389X105 "71,817" "2,722,912" SOLE NONE "2,722,912"
ORANGE + ROCKLA COM '684065105 230 "4,000" SOLE NONE "4,000"
ORBITAL SCIENC COM '685564106 "4,407" "155,300" SOLE NONE "155,300"
OREGON STL MLS COM '686079104 "1,722" "165,000" SOLE NONE "165,000"
ORTHODONTIC CTR COM 68750P103 "7,560" "480,000" SOLE NONE "480,000"
OSHKOSH B GOSH CL A '688222207 "3,714" "210,000" SOLE NONE "210,000"
OUTBACK STEAKH COM '689899102 "4,834" "147,600" SOLE NONE "147,600"
OUTDOOR SYS INC COM '690057104 "7,500" "250,000" SOLE NONE "250,000"
OWENS CORNING COM 69073F103 "7,276" "228,700" SOLE NONE "228,700"
OWENS ILLINC COM NEW '690768403 868 "34,700" SOLE NONE "34,700"
OXFORD HEALTH P COM '691471106 "1,250" "80,000" SOLE NONE "80,000"
PECO ENERGY CO COM '693304107 "1,240" "26,800" SOLE NONE "26,800"
PG+E CORP COM 69331C108 "18,432" "593,400" SOLE NONE "593,400"
PNC BK CORP COM '693475105 "25,081" "451,400" SOLE NONE "451,400"
P P + L RES INC COM '693499105 515 "20,800" SOLE NONE "20,800"
PPG INDS INC COM '693506107 "20,408" "398,200" SOLE NONE "398,200"
PSS WORLD MED COM 69366A100 848 "96,250" SOLE NONE "96,250"
PXRE CORPORATI COM '693674103 893 "49,600" SOLE NONE "49,600"
PACCAR INC COM '693718108 "13,184" "320,100" SOLE NONE "320,100"
PACIFIC CENTY COM '694058108 "10,163" "486,850" SOLE NONE "486,850"
PACIFICARE HEAL CLASS B '695112201 "4,941" "72,400" SOLE NONE "72,400"
PACIFICORP COM '695114108 "2,931" "169,900" SOLE NONE "169,900"
PAGING NETWORK COM '695542100 763 "162,700" SOLE NONE "162,700"
PAINE WEBBER GR COM '695629105 225 "5,650" SOLE NONE "5,650"
PAIRGAIN TECHN COM '695934109 "1,096" "112,400" SOLE NONE "112,400"
PALL CORP COM '696429307 "9,610" "580,200" SOLE NONE "580,200"
PANAMSAT CORP COM '697933109 467 "15,000" SOLE NONE "15,000"
PAPA JOHNS INTL COM '698813102 "5,758" "130,500" SOLE NONE "130,500"
PARAMETRIC TECH COM '699173100 "16,354" "828,044" SOLE NONE "828,044"
PARK PL ENTMT COM '700690100 "2,396" "316,800" SOLE NONE "316,800"
PARKER HANNIFI COM '701094104 "3,930" "114,750" SOLE NONE "114,750"
PATTERSONDENTAL COM '703412106 "3,244" "75,000" SOLE NONE "75,000"
PATTERSONENERG COM '703414102 417 "75,000" SOLE NONE "75,000"
PAYCHEX INC COM '704326107 "28,051" "591,325" SOLE NONE "591,325"
PAYLESS SHOESOU COM '704379106 "3,720" "80,000" SOLE NONE "80,000"
PEDIATRIX MED COM '705324101 309 "11,000" SOLE NONE "11,000"
PENNEY J C INC COM '708160106 "24,537" "605,841" SOLE NONE "605,841"
PENNZENERGY CO COM 70931Q109 532 "50,700" SOLE NONE "50,700"
PENNZOIL QUAKE COM '709323109 627 "50,700" SOLE NONE "50,700"
PENTAIR INC COM '709631105 277 "8,200" SOLE NONE "8,200"
PEOPLES BK BRID COM '710198102 283 "9,500" SOLE NONE "9,500"
PEOPLES HERITAG COM '711147108 "1,572" "87,310" SOLE NONE "87,310"
PEOPLESOFT INC COM '712713106 "4,048" "276,800" SOLE NONE "276,800"
PEPSICO INC COM '713448108 "92,874" "2,370,000" SOLE NONE "2,370,000"
PERKIN ELMER C COM '714041100 "9,405" "96,900" SOLE NONE "96,900"
PERRIGO CO COM '714290103 "1,523" "210,000" SOLE NONE "210,000"
PERSONAL GROUP COM '715338109 "1,078" "150,000" SOLE NONE "150,000"
PETSMART INC COM '716768106 "1,661" "206,800" SOLE NONE "206,800"
PHARMACIA + UPJ COM '716941109 "18,882" "302,725" SOLE NONE "302,725"
PFIZER INC COM '717081103 "266,442" "1,920,300" SOLE NONE "1,920,300"
PHELPS DODGE CO COM '717265102 "10,387" "210,900" SOLE NONE "210,900"
PHILLIPS PETE COM '718507106 "14,137" "299,200" SOLE NONE "299,200"
PHILLIPS VAN H COM '718592108 878 "130,100" SOLE NONE "130,100"
PHYCOR INC COM 71940F100 588 "123,750" SOLE NONE "123,750"
PHYSICIANRELIA COM 71940G108 825 "97,100" SOLE NONE "97,100"
PICTURETEL CORP COM NEW '720035302 403 "57,500" SOLE NONE "57,500"
PIER 1 IMPORTS COM '720279108 "5,360" "659,691" SOLE NONE "659,691"
PINNACLE WEST COM '723484101 "4,423" "121,600" SOLE NONE "121,600"
PIONEER HI BRE COM '723686101 "13,522" "359,400" SOLE NONE "359,400"
PIONEER NAT R COM '723787107 318 "41,000" SOLE NONE "41,000"
PITNEY BOWES I COM '724479100 "54,066" "848,100" SOLE NONE "848,100"
PIXAR COM '725811103 "1,024" "26,000" SOLE NONE "26,000"
PLACER DOME INC COM '725906101 "1,175" "105,000" SOLE NONE "105,000"
PLANTRONICS INC COM '727493108 563 "9,000" SOLE NONE "9,000"
POLAROID CORP COM '731095105 727 "36,003" SOLE NONE "36,003"
POPULAR INC COM '733174106 565 "18,300" SOLE NONE "18,300"
POST PPTYS INC COM '737464107 "5,800" "160,000" SOLE NONE "160,000"
POTLATCH CORP COM '737628107 "3,054" "90,000" SOLE NONE "90,000"
POTOMAC ELEC P COM '737679100 336 "14,500" SOLE NONE "14,500"
PRAXAIR INC COM 74005P104 "24,703" "685,000" SOLE NONE "685,000"
PREMARK INTL I COM '740459102 "7,576" "230,000" SOLE NONE "230,000"
PRESSTEK INC COM '741113104 "1,024" "130,000" SOLE NONE "130,000"
PRICE T ROWE + COM '741477103 "31,690" "921,900" SOLE NONE "921,900"
PRIME HOSPITALI COM '741917108 "1,510" "151,900" SOLE NONE "151,900"
PRISON REALTY COM 74264N105 613 "35,175" SOLE NONE "35,175"
PROCTER + GAMBL COM '742718109 "193,211" "1,972,800" SOLE NONE "1,972,800"
PROGRESSIVE CO COM '743315103 "19,229" "134,000" SOLE NONE "134,000"
PROTECTIVE LIFE COM '743674103 420 "11,100" SOLE NONE "11,100"
PROTEIN DESIGN COM 74369L103 "1,092" "72,500" SOLE NONE "72,500"
PROVIDENT COS COM '743862104 "11,060" "320,000" SOLE NONE "320,000"
PROVIDENTFINL GR COM '743866105 230 "6,000" SOLE NONE "6,000"
PROVIDENT FINL GR COM '743866105 "3,022" "78,750" SOLE NONE "78,750"
PROVIDIAN FINL COR COM 74406A102 "11,220" "102,000" SOLE NONE "102,000"
PUBLIC SVC CO NM COM '744499104 "2,890" "170,000" SOLE NONE "170,000"
PUBLIC SVC ENTER COM '744573106 "5,866" "153,600" SOLE NONE "153,600"
PUGET SOUND EN COM '745332106 "3,706" "160,700" SOLE NONE "160,700"
PUBLIC STORAGE COM 74460D109 "3,178" "127,100" SOLE NONE "127,100"
PULTE CORP COM '745867101 "3,330" "160,000" SOLE NONE "160,000"
QUAKER OATS CO COM '747402105 "15,071" "242,100" SOLE NONE "242,100"
QUALCOMM INC COM '747525103 "12,251" "98,500" SOLE NONE "98,500"
QUANEX CORP COM '747620102 543 "35,000" SOLE NONE "35,000"
QUANTUM CORP COM '747906105 "2,774" "154,100" SOLE NONE "154,100"
QUEST DIAGNOS COM 74834L100 580 "26,062" SOLE NONE "26,062"
QUESTAR CORP COM '748356102 "10,376" "612,600" SOLE NONE "612,600"
QUINTILESTRANS COM '748767100 "4,319" "114,400" SOLE NONE "114,400"
QUORUM HEALTH COM '749084109 975 "97,499" SOLE NONE "97,499"
QWEST COMMUNIC COM '749121109 "24,524" "340,172" SOLE NONE "340,172"
R + B FALCON C COM '74912E101 "2,861" "331,710" SOLE NONE "331,710"
RH DONNELLEY C COM NEW 74955W307 "1,416" "91,720" SOLE NONE "91,720"
R.P.M. INC OH COM '749685103 370 "27,793" SOLE NONE "27,793"
RAMBUS INC DEL COM '750917106 "2,575" "40,000" SOLE NONE "40,000"
RALSTON PURIN COM '751277302 "3,267" "122,400" SOLE NONE "122,400"
RATIONAL SOFT COM NEW 75409P202 "1,748" "65,200" SOLE NONE "65,200"
RAYCHEM CORP COM '754603108 "5,054" "224,000" SOLE NONE "224,000"
RAYONIER INC COM '754907103 "2,033" "50,750" SOLE NONE "50,750"
RAYTHEON CO CL A '755111309 "5,900" "102,165" SOLE NONE "102,165"
RAYTHEON CO CL B '755111408 "48,166" "821,600" SOLE NONE "821,600"
REEBOK INTL LT COM '758110100 "4,048" "255,000" SOLE NONE "255,000"
REGIONS FINL COM '758940100 893 "25,800" SOLE NONE "25,800"
REINSURANCE GR COM '759351109 "1,197" "28,125" SOLE NONE "28,125"
RELIANCE GROUP COM '759464100 297 "38,600" SOLE NONE "38,600"
RELIANT ENERG COM 75952J108 "4,489" "172,243" SOLE NONE "172,243"
RELIASTAR FINL COM 75952U103 "21,739" "510,000" SOLE NONE "510,000"
RELIASTARFINL COM 75952U103 550 "12,900" SOLE NONE "12,900"
REMEDY CORP COM '759548100 696 "49,700" SOLE NONE "49,700"
RENAISSANCE WO COM 75968A109 155 "25,000" SOLE NONE "25,000"
REPUBLIC NY CO COM '760719104 "4,585" "99,400" SOLE NONE "99,400"
RESPIRONICS I COM '761230101 "4,484" "340,000" SOLE NONE "340,000"
REXALL SUNDO COM '761648104 "1,351" "70,400" SOLE NONE "70,400"
REYNOLDS METAL COM '761763101 "9,682" "200,400" SOLE NONE "200,400"
RICHFOOD HLDGS COM '763408101 "1,485" "68,883" SOLE NONE "68,883"
RITE AID CORP COM '767754104 "6,408" "256,300" SOLE NONE "256,300"
ROBERT HALF I COM '770323103 "5,906" "180,000" SOLE NONE "180,000"
ROCKWELL INTL COM '773903109 "22,912" "539,900" SOLE NONE "539,900"
ROHM + HAAS CO COM '775371107 "3,195" "95,200" SOLE NONE "95,200"
ROUSE CO COM '779273101 "10,508" "473,600" SOLE NONE "473,600"
ROWAN COSINC COM '779382100 "2,639" "208,000" SOLE NONE "208,000"
ROYAL DUTCH GLDR1.25 '780257804 "51,038" "981,500" SOLE NONE "981,500"
RYDER SYSINC COM '783549108 356 "12,900" SOLE NONE "12,900"
RYDER SYS INC COM '783549108 "7,183" "260,000" SOLE NONE "260,000"
RYERSON TULL COM 78375P107 "1,395" "95,000" SOLE NONE "95,000"
SBC COMMUNICA COM 78387G103 "177,044" "3,751,916" SOLE NONE "3,751,916"
SCI SYS INC COM '783890106 "1,778" "60,000" SOLE NONE "60,000"
SEI INVESTMEN COM '784117103 833 "9,000" SOLE NONE "9,000"
SFX ENTMT INC CL A '784178105 "4,842" "75,000" SOLE NONE "75,000"
SLM HLDG CORP COM 78442A109 "10,325" "247,300" SOLE NONE "247,300"
SPS TECHNOLOG COM '784626103 "1,178" "30,000" SOLE NONE "30,000"
SPDR TRUST U SER 1 78462F103 "77,025" "600,000" SOLE NONE "600,000"
SPX CORP COM '784635104 "12,844" "254,647" SOLE NONE "254,647"
SAFECO CORP COM '786429100 "15,249" "377,100" SOLE NONE "377,100"
SAFEWAY INC COM NEW '786514208 "29,484" "574,600" SOLE NONE "574,600"
ST JOHN KNITS COM '790289102 "2,506" "95,000" SOLE NONE "95,000"
ST JUDE MED I COM '790849103 "1,889" "77,500" SOLE NONE "77,500"
ST PAUL COS C COM '792860108 "20,458" "658,600" SOLE NONE "658,600"
SAMSONITECORP COM 79604V105 184 "30,000" SOLE NONE "30,000"
SANMINA CORP COM '800907107 "13,464" "211,200" SOLE NONE "211,200"
SANTA FE ENERG COM '802012104 "1,387" "188,000" SOLE NONE "188,000"
SAPIENT CORP COM '803062108 "2,498" "35,000" SOLE NONE "35,000"
SARA LEE CORP COM '803111103 "36,920" "1,491,700" SOLE NONE "1,491,700"
SBARRO INC COM '805844107 "5,991" "225,000" SOLE NONE "225,000"
SCANA CORP COM '805898103 "8,554" "394,400" SOLE NONE "394,400"
SCHERING PLOU COM '806605101 "136,026" "2,462,000" SOLE NONE "2,462,000"
SCHLUMBERGER COM '806857108 "44,154" "733,600" SOLE NONE "733,600"
SCHOLASTIC CO COM '807066105 "1,662" "34,000" SOLE NONE "34,000"
SCHWAB CHARLES COM '808513105 "49,067" "510,450" SOLE NONE "510,450"
SEAGATE TECHNO COM '811804103 "11,949" "404,200" SOLE NONE "404,200"
SEAGRAM LTD COM '811850106 "12,540" "250,800" SOLE NONE "250,800"
SEALED AIR CO COM 81211K100 "7,981" "162,247" SOLE NONE "162,247"
SEARS ROEBUCK COM '812387108 "29,842" "660,400" SOLE NONE "660,400"
SECURITY DYNA COM '814208104 "1,304" "70,000" SOLE NONE "70,000"
SEITEL INC COM NEW '816074306 "1,999" "143,400" SOLE NONE "143,400"
SEMPRA ENERGY COM '816851109 "10,421" "543,097" SOLE NONE "543,097"
SEPRACOR INC COM '817315104 "16,433" "146,400" SOLE NONE "146,400"
SERVICE CORP COM '817565104 "23,087" "1,620,100" SOLE NONE "1,620,100"
SERVICE MASTE COM 81760N109 650 "32,000" SOLE NONE "32,000"
SHARED MEDI C COM '819486101 "1,448" "26,000" SOLE NONE "26,000"
SHAW INDS INC COM '820286102 "8,418" "455,000" SOLE NONE "455,000"
SHERWIN WILLIA COM '824348106 754 "26,800" SOLE NONE "26,800"
SIERRA HEALTH COM '826322109 "1,121" "86,250" SOLE NONE "86,250"
SIERRA PAC RES COM '826425100 208 "5,900" SOLE NONE "5,900"
SILICON GRAPHI COM '827056102 "3,195" "192,900" SOLE NONE "192,900"
SIMON PPTY GR COM 828806109 "78,751" "2,870,197" SOLE NONE "2,870,197"
SIMON PPTY GR PFD CV B 6.5 828806406 "12,705" "165,397" SOLE NONE "165,397"
SIPEX CORP COM '829909100 "1,045" "80,000" SOLE NONE "80,000"
SKYTEL COMMUN COM 83087Q104 "1,594" "95,900" SOLE NONE "95,900"
SMITH INTL INC COM '832110100 "2,000" "50,000" SOLE NONE "50,000"
SMITH CHARLES COM 832197107 "11,093" "360,000" SOLE NONE "360,000"
SMITHFIELD FOO COM '832248108 "13,386" "590,000" SOLE NONE "590,000"
SMURFIT STONE COM '832727101 "3,633" "188,100" SOLE NONE "188,100"
SNYDER COMMUN COM '832914105 "1,812" "65,000" SOLE NONE "65,000"
SNAP ON INC COM '833034101 264 "9,100" SOLE NONE "9,100"
SODEXHO MARRI COM '833793102 "1,300" "58,925" SOLE NONE "58,925"
SOLECTRON CORP COM '834182107 "21,853" "450,000" SOLE NONE "450,000"
SOLUTIA INC COM '834376105 "4,725" "271,960" SOLE NONE "271,960"
SONAT INC COM '835415100 "11,757" "391,900" SOLE NONE "391,900"
SONOCO PRODS COM '835495102 306 "13,287" SOLE NONE "13,287"
SOUTHDOWN INC COM '841297104 "2,953" "55,000" SOLE NONE "55,000"
SOUTHERN CO COM '842587107 "31,388" "1,346,400" SOLE NONE "1,346,400"
SOUTHTRUST CO COM '844730101 "15,052" "403,400" SOLE NONE "403,400"
SPECTRIANCORP COM '847608106 558 "47,500" SOLE NONE "47,500"
SPLASH TECHNOL COM '848623104 412 "68,000" SOLE NONE "68,000"
SPRINGS INDS COM '851783100 433 "16,000" SOLE NONE "16,000"
SPRINT CORP COM '852061100 "66,764" "680,400" SOLE NONE "680,400"
SPRINT CORP P COM SER 1 '852061506 "14,765" "333,200" SOLE NONE "333,200"
STANLEY WORKS COM '854616109 589 "23,000" SOLE NONE "23,000"
STAPLES INC COM '855030102 "23,788" "723,600" SOLE NONE "723,600"
STARBUCKSCORP COM '855244109 "5,989" "213,400" SOLE NONE "213,400"
STARWOOD HOTEL CL B 85590A203 "7,128" "249,565" SOLE NONE "249,565"
STATE STREET C COM '857477103 "54,885" "667,300" SOLE NONE "667,300"
STATEN ISBANC COM '857550107 378 "22,000" SOLE NONE "22,000"
STERIS CORP COM '859152100 "27,158" "1,020,000" SOLE NONE "1,020,000"
STERLING COMM COM '859205106 "8,173" "265,804" SOLE NONE "265,804"
STERLING SOFTW COM '859547101 "7,928" "333,800" SOLE NONE "333,800"
STEWART ENTER CL A '860370105 "2,409" "150,000" SOLE NONE "150,000"
STILLWATER MNG COM 86074Q102 "1,068" "40,500" SOLE NONE "40,500"
STONE + WEBST COM '861572105 695 "30,400" SOLE NONE "30,400"
STONE ENERGY COM '861642106 480 "15,000" SOLE NONE "15,000"
STORAGE TECH COM PR USD.10 '862111200 "5,436" "195,000" SOLE NONE "195,000"
STRYKER CORP COM '863667101 "39,341" "780,000" SOLE NONE "780,000"
SUIZA FOODS C COM '865077101 "1,503" "44,625" SOLE NONE "44,625"
SUMMIT BANCORP COM '866005101 "3,680" "94,364" SOLE NONE "94,364"
SUMMIT PPTYS COM 866239106 "2,667" "159,800" SOLE NONE "159,800"
SUN MICROSYST COM '866810104 "71,736" "573,600" SOLE NONE "573,600"
SUNBEAM CORP D COM '867071102 681 "122,500" SOLE NONE "122,500"
SUNGLASS HUT COM 86736F106 "2,520" "240,000" SOLE NONE "240,000"
SUNOCO INC COM 86764P109 "7,418" "205,700" SOLE NONE "205,700"
SUNTRUST BKS COM '867914103 "30,765" "494,224" SOLE NONE "494,224"
SUPERVALUINC COM '868536103 421 "20,400" SOLE NONE "20,400"
SYBASE INC COM '871130100 "1,091" "137,400" SOLE NONE "137,400"
SYBRON INTL C COM 87114F106 "6,000" "240,000" SOLE NONE "240,000"
SYLVAN LEARNI COM '871399101 485 "17,700" SOLE NONE "17,700"
SYMBOL TECHNO COM '871508107 "13,826" "307,250" SOLE NONE "307,250"
SYNOVUS FINL COM 87161C105 554 "27,000" SOLE NONE "27,000"
SYNTEL INC COM 87162H103 106 "13,000" SOLE NONE "13,000"
SYSCO CORP COM '871829107 "8,623" "327,700" SOLE NONE "327,700"
TCF FINANCIAL COM '872275102 365 "14,000" SOLE NONE "14,000"
TCI SATELLITE CL A '872298104 50 "75,750" SOLE NONE "75,750"
TECO ENERGY I COM '872375100 447 "22,500" SOLE NONE "22,500"
TJX COS INC NE COM '872540109 "5,889" "173,200" SOLE NONE "173,200"
TNP ENTERPRIS COM '872594106 201 "7,000" SOLE NONE "7,000"
TRW INC COM '872649108 "16,967" "372,900" SOLE NONE "372,900"
TANDY CORP COM '875382103 "24,262" "380,200" SOLE NONE "380,200"
TAUBMAN CTRS COM 876664103 "11,688" "954,100" SOLE NONE "954,100"
TECH DATACORP COM '878237106 "5,437" "237,000" SOLE NONE "237,000"
TEKTRONIXINC COM '879131100 "3,548" "140,500" SOLE NONE "140,500"
TELLABS INC COM '879664100 "31,133" "318,500" SOLE NONE "318,500"
TELXON CORP COM '879700102 826 "87,500" SOLE NONE "87,500"
TEMPLE INLAND COM '879868107 "2,648" "42,200" SOLE NONE "42,200"
TENET HEALTHC COM 88033G100 "5,648" "298,250" SOLE NONE "298,250"
TENNECO INC COM '88037E101 "5,364" "192,000" SOLE NONE "192,000"
TERADYNE INC COM '880770102 "5,604" "102,700" SOLE NONE "102,700"
TEXACO INC COM '881694103 "43,129" "759,981" SOLE NONE "759,981"
TEXAS INSTRS COM '882508104 "52,384" "527,800" SOLE NONE "527,800"
TEXAS UTILS CO COM '882848104 "8,362" "199,100" SOLE NONE "199,100"
TEXTRON INC COM '883203101 "16,334" "211,100" SOLE NONE "211,100"
THERMO ELECTR COM '883556102 "10,992" "810,500" SOLE NONE "810,500"
THERMO INSTR COM '883559106 "1,399" "96,874" SOLE NONE "96,874"
THERMO CARDIO COM NONRED 88355K200 780 "97,500" SOLE NONE "97,500"
THERMOLASE COM '883624108 216 "75,000" SOLE NONE "75,000"
THERMOTREX CP COM '883666109 386 "67,100" SOLE NONE "67,100"
THOMAS + BET COM '884315102 "16,114" "429,000" SOLE NONE "429,000"
3COM CORP COM '885535104 "13,764" "590,425" SOLE NONE "590,425"
TIMBERLAND CO CL A '887100105 "4,761" "75,500" SOLE NONE "75,500"
TIME WARNER I COM '887315109 "135,436" "1,912,600" SOLE NONE "1,912,600"
TIMES MIRROR COM SER A '887364107 "2,750" "50,800" SOLE NONE "50,800"
TOLL BROSINC COM '889478103 "1,903" "105,000" SOLE NONE "105,000"
TORCHMARKINC COM '891027104 595 "18,800" SOLE NONE "18,800"
TORCHMARK INC COM '891027104 "3,055" "96,600" SOLE NONE "96,600"
TOSCO CORP COM NEW '891490302 "11,166" "450,000" SOLE NONE "450,000"
TOTAL RENAL C COM 89151A107 "1,469" "133,500" SOLE NONE "133,500"
TOYS R USINC COM '892335100 "5,973" "317,500" SOLE NONE "317,500"
TRANSAMERICA COM '893485102 "2,911" "41,000" SOLE NONE "41,000"
TRANSATLANTIC COM '893521104 "2,790" "37,200" SOLE NONE "37,200"
TRANSOCEAN OFF COM '893817106 "2,017" "70,000" SOLE NONE "70,000"
TRICON GLOBAL COM '895953107 "19,705" "280,500" SOLE NONE "280,500"
TRIBUNE CO NEW COM '896047107 "39,668" "606,200" SOLE NONE "606,200"
TRINITY INDS I COM '896522109 "1,792" "61,000" SOLE NONE "61,000"
TRIQUINT SEMI COM 89674K103 "1,295" "70,000" SOLE NONE "70,000"
TUPPERWARE C P COM '899896104 "4,320" "240,000" SOLE NONE "240,000"
20TH CENTY IN CA USD10 '901272203 "1,422" "87,500" SOLE NONE "87,500"
TYCO INTL LTD COM '902124106 "30,301" "422,320" SOLE NONE "422,320"
UAL CORP COM PAR 0.01 '902549500 "5,451" "70,000" SOLE NONE "70,000"
USX MARATHON COM NEW '902905827 "14,198" "516,300" SOLE NONE "516,300"
US BANCORP DEL COM '902973106 "83,379" "2,447,815" SOLE NONE "2,447,815"
USA NETWORKS I COM '902984103 "6,500" "181,500" SOLE NONE "181,500"
UNUM CORP COM '903192102 "8,010" "168,420" SOLE NONE "168,420"
USG CORP COM NEW '903293405 "5,780" "112,500" SOLE NONE "112,500"
U S FOODSERVI COM 90331R101 "21,669" "466,000" SOLE NONE "466,000"
USX U S STL GR COM 90337T101 "3,010" "128,100" SOLE NONE "128,100"
ULTRAMAR DIAM COM '904000106 "5,335" "246,700" SOLE NONE "246,700"
ULTRATECHSTEPP COM '904034105 "1,105" "78,200" SOLE NONE "78,200"
UNIFI INC COM '904677101 "1,490" "116,875" SOLE NONE "116,875"
UNILEVER N V NY SHS '904784501 "17,486" "263,200" SOLE NONE "263,200"
UNICOM CORP COM '904911104 "9,938" "271,800" SOLE NONE "271,800"
UNION CAMP CO COM '905530101 "10,559" "157,300" SOLE NONE "157,300"
UNION CARBIDE COM '905581104 "7,822" "173,100" SOLE NONE "173,100"
UNION PAC CORP COM '907818108 "17,661" "330,500" SOLE NONE "330,500"
UNION PACIFIC COM '907834105 "4,411" "371,470" SOLE NONE "371,470"
UNION PLANTER COM '908068109 "4,044" "92,045" SOLE NONE "92,045"
UNIONBANCAL CO COM '908906100 709 "20,800" SOLE NONE "20,800"
UNISOURCEENERG COM '909205106 221 "20,000" SOLE NONE "20,000"
UNISOURCEWORL COM '909208100 280 "39,350" SOLE NONE "39,350"
UNISYS CORP COM '909214108 "10,632" "384,000" SOLE NONE "384,000"
UNITED ASSET COM '909420101 362 "16,000" SOLE NONE "16,000"
UNITED COS FI COM '909870107 28 "76,800" SOLE NONE "76,800"
UNITED HEALTHC COM '910581107 "17,850" "339,200" SOLE NONE "339,200"
UNITED ILLUM COM '910637107 252 "6,000" SOLE NONE "6,000"
UN STATES CELL COM '911684108 "8,043" "182,800" SOLE NONE "182,800"
U S FILTER CO COM NEW '911843209 "9,226" "301,250" SOLE NONE "301,250"
US AIRWAYS GR COM '911905107 "12,828" "262,800" SOLE NONE "262,800"
U S INDS INC N COM '912080108 "4,077" "248,000" SOLE NONE "248,000"
U S WEST INC N COM 91273H101 "52,758" "958,143" SOLE NONE "958,143"
U S TR CORP N COM 91288L105 "1,959" "26,400" SOLE NONE "26,400"
UNITED TECHN O COM '913017109 "69,330" "511,900" SOLE NONE "511,900"
UNITRODE CORP COM '913283107 420 "30,000" SOLE NONE "30,000"
UNIVERSALHEAL CL B '913903100 649 "15,000" SOLE NONE "15,000"
UNOCAL CORP COM '915289102 "5,469" "148,300" SOLE NONE "148,300"
URBAN SHOPPIN COM 917060105 "19,364" "675,000" SOLE NONE "675,000"
V F CORP COM '918204108 "6,645" "139,900" SOLE NONE "139,900"
VWR SCIENTIFI COM '918435108 "1,035" "46,000" SOLE NONE "46,000"
VALASSIS COMM COM '918866104 "1,035" "20,000" SOLE NONE "20,000"
VANGUARD CELLU CLASS A '922022108 "3,720" "136,200" SOLE NONE "136,200"
VASTAR RES INC COM '922380100 "5,396" "113,000" SOLE NONE "113,000"
VENATOR GROUP COM '922944103 "1,116" "158,000" SOLE NONE "158,000"
VERIO INC COM '923433106 277 "6,000" SOLE NONE "6,000"
VESTA INSGROU COM '925391104 302 "58,900" SOLE NONE "58,900"
VIACOM INC CL B '925524308 "62,760" "747,700" SOLE NONE "747,700"
VIAD CORP COM 92552R109 412 "14,800" SOLE NONE "14,800"
VIASOFT INC COM 92552U102 111 "27,000" SOLE NONE "27,000"
VICOR CORP COM '925815102 "1,004" "80,300" SOLE NONE "80,300"
VISX INC DEL COM 92844S105 "4,303" "40,000" SOLE NONE "40,000"
VLASIC FOODS COM '928559103 660 "51,000" SOLE NONE "51,000"
VULCAN MATLS COM '929160109 "1,946" "47,100" SOLE NONE "47,100"
WPS RES CORP COM 92931B106 885 "30,000" SOLE NONE "30,000"
WACHOVIA CORP COM '929771103 "51,311" "632,000" SOLE NONE "632,000"
WACKENHUTCORRE COM '929798106 212 "11,000" SOLE NONE "11,000"
WADDELL +REED CL A '930059100 461 "22,495" SOLE NONE "22,495"
WADDELL +REED CL B '930059209 470 "23,656" SOLE NONE "23,656"
WAL MART STORE COM '931142103 "316,895" "3,437,500" SOLE NONE "3,437,500"
WALGREEN CO COM '931422109 "76,999" "2,725,600" SOLE NONE "2,725,600"
WARNER LAMBER COM '934488107 "94,042" "1,419,500" SOLE NONE "1,419,500"
WASHINGTON FED COM '938824109 "5,508" "262,267" SOLE NONE "262,267"
WASHINGTON GAS COM '938837101 215 "9,500" SOLE NONE "9,500"
WASHINGTON MUT COM '939322103 "50,162" "1,227,199" SOLE NONE "1,227,199"
WASHINGTON POS CL B '939640108 "31,081" "59,600" SOLE NONE "59,600"
WASTE MGMT INC COM 94106L109 "52,644" "1,186,339" SOLE NONE "1,186,339"
WATERS CORP COM '941848103 "3,572" "34,000" SOLE NONE "34,000"
WATSON PHARM COM '942683103 "12,929" "293,000" SOLE NONE "293,000"
WEATHERFORD I COM '947074100 "9,473" "362,599" SOLE NONE "362,599"
WEBB DEL CORP COM '947423109 "1,301" "60,000" SOLE NONE "60,000"
WEEKS CORP COM 94856P102 "2,856" "100,000" SOLE NONE "100,000"
WEINGARTEN RLT SH BEN INT 948741103 "6,934" "175,000" SOLE NONE "175,000"
WELLPOINTHEALT CL A 94973H108 "8,521" "112,400" SOLE NONE "112,400"
WELLS FARGO + COM '949746101 "77,324" "2,205,330" SOLE NONE "2,205,330"
WEST MARINE I COM '954235107 541 "61,000" SOLE NONE "61,000"
WESTERN DIGIT COM '958102105 "1,496" "190,000" SOLE NONE "190,000"
WESTERN RES I COM '959425109 214 "8,000" SOLE NONE "8,000"
WESTVACO CORP COM '961548104 "4,913" "233,950" SOLE NONE "233,950"
WESTWOOD ONE COM '961815107 "3,563" "125,000" SOLE NONE "125,000"
WEYERHAEUSER C COM '962166104 "17,394" "313,400" SOLE NONE "313,400"
WHIRLPOOL CORP COM '963320106 "3,301" "60,700" SOLE NONE "60,700"
WHITMAN CORP COM 96647K102 "3,506" "204,000" SOLE NONE "204,000"
WHOLE FOODS T COM '966837106 "1,203" "35,000" SOLE NONE "35,000"
WILLAMETTE IND COM '969133107 "14,292" "378,600" SOLE NONE "378,600"
WILLIAMS COS I COM '969457100 "36,038" "912,361" SOLE NONE "912,361"
WILLIAMS SONOM COM '969904101 "4,328" "153,200" SOLE NONE "153,200"
WILMINGTON TR COM '971807102 217 "3,800" SOLE NONE "3,800"
WINN DIXIE STO COM '974280109 "7,501" "200,700" SOLE NONE "200,700"
WISCONSIN ENE COM '976657106 "10,816" "415,000" SOLE NONE "415,000"
WISCONSINENERG COM '976657106 401 "15,400" SOLE NONE "15,400"
WITCO CORP COM '977385103 "5,303" "420,000" SOLE NONE "420,000"
WORTHINGTON IN COM '981811102 345 "29,400" SOLE NONE "29,400"
WRIGLEY WM JR COM '982526105 "18,359" "203,000" SOLE NONE "203,000"
X RITE INC COM '983857103 566 "87,000" SOLE NONE "87,000"
XILINX INC COM '983919101 "8,518" "210,000" SOLE NONE "210,000"
XIRCOM INC COM '983922105 276 "11,000" SOLE NONE "11,000"
XEROX CORP COM '984121103 "63,628" "1,192,100" SOLE NONE "1,192,100"
YAHOO INC COM '984332106 "45,798" "272,000" SOLE NONE "272,000"
ZIONS BANCORP COM '989701107 "22,610" "340,000" SOLE NONE "340,000"
ZYGO CORP COM '989855101 "1,648" "138,800" SOLE NONE "138,800"
GRAND TOTAL "20,573,854"
"# DATA RECORDS = 1,105"
