-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, WP7v3CMDpzfnrt0pIJfczxTheu6tXGFkqShcGS6B9Oh3gxhs3Ico+n6+xbiICT2s ucPDr7o4gyq968WtiQ/o2A== 0000729057-99-000385.txt : 19990514 0000729057-99-000385.hdr.sgml : 19990514 ACCESSION NUMBER: 0000729057-99-000385 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19990331 FILED AS OF DATE: 19990513 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PRUDENTIAL INSURANCE CO OF AMERICA CENTRAL INDEX KEY: 0000729057 STANDARD INDUSTRIAL CLASSIFICATION: LIFE INSURANCE [6311] IRS NUMBER: 221211670 STATE OF INCORPORATION: NJ FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: SEC FILE NUMBER: 028-00256 FILM NUMBER: 99620704 BUSINESS ADDRESS: STREET 1: PRUDENTIAL PLZ STREET 2: 751 BROAD STREET CITY: NEWARK STATE: NJ ZIP: 07102-3777 BUSINESS PHONE: 9738024284 MAIL ADDRESS: STREET 1: 751 BROAD STREET CITY: NEWARK STATE: NJ ZIP: 07102 13F-HR/A 1 FORM 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 1999 Check here if Amendment Yes Amendment Number: 1 This Amendment (choose one): is a restatement Institutional Investment Manager Filing this Report: Name: The Prudential Insurance Company of America Address: 751 Broad Street Newark, New Jersey 07102-3777 Form 13F File Number: 28-256 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Ellen McGlynn Koke Title: Second Vice President Phone: 973-802-5037 Signature, Place, and Date of Signing: /s/ Ellen McGlynn Koke Newark, New Jersey May 13, 1999 Report Type (Check only one.): 13F Holdings Report List of Other Managers Reporting for this Manager: I am signing this report as required by the Securities Exchange Act of 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 2,753 Form 13F Information Table Value Total: $53,772,769.00 List of Other Included Managers: No. 13F File Number Name1 3 Enhanced Investment Technologies, Inc. Prudential Investment Corporation FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT -VOTING AUTHORITY- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- X$1000 PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE DAIMLERCHRYSLER AG COMMON D1668R123 4357 50777 SH DEFINED 03 50777 ACE LTD ORD SHRS COMMON G0070K103 1295 41526 SH DEFINED 03 41526 AMDOCS LTD. COMMON G02602103 1304 60300 SH DEFINED 03 60300 ANNUITY AND LIFE RE HLDGS COMMON G03910109 23524 1028369 SH DEFINED 00 1028369 APEX SILVER MINES LTD COMMON G04074103 7134 663600 SH DEFINED 03 663600 FRUIT OF THE LOOM LTD COMMON G3682L105 1204 112000 SH DEFINED 01 112000 FRUIT OF THE LOOM LTD COMMON G3682L105 6940 645585 SH DEFINED 03 645585 GLOBAL CROSSING LTD COMMON G3921A100 55098 1191300 SH DEFINED 00 1191300 IPC HOLDINGS LTD COMMON G4933P101 702 35300 SH DEFINED 03 35300 LORAL SPACE & COMMUNICATIONS COMMON G56462107 73734 5107300 SH DEFINED 03 5107300 SANTA FE INTL CORP COMMON G7805C108 239 12800 SH DEFINED 03 12800 HILFIGER TOMMY CORP COMMON G8915Z102 1398 20300 SH DEFINED 03 20300 MILLICOM INTL CELLULAR S.A. COMMON L6388F102 37960 1460000 SH DEFINED 03 1460000 FORSOFT LTD COMMON M46544108 349 42300 SH DEFINED 03 42300 GALILEO TECHNOLOGY LTD COMMON M47298100 1287 44000 SH DEFINED 03 44000 NEW HOLLAND N V COMMON N62648105 4206 410315 SH DEFINED 03 410315 MCDERMOTT J RAY S A COMMON P64658100 41756 1397700 SH DEFINED 03 1 397700 SUN INTL HOTELS LTD COMMON P8797T133 2942 89500 SH DEFINED 03 89500 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 2145 55000 SH DEFINED 03 55000 CREATIVE TECHNOLOGY LTD COMMON Y1775U107 149 13000 SH DEFINED 03 13000 OMI CORP NEW COMMON Y6476W104 4038 2019000 SH DEFINED 03 2019000 AAR CORP COMMON 000361105 648 36400 SH DEFINED 03 36400 A D C TELECOMMUNICATIONS COMMON 000886101 9866 206900 SH DEFINED 03 206900 ABM INDS INC COMMON 000957100 766 25100 SH DEFINED 03 25100 AFLAC INC COMMON 001055102 5370 98650 SH DEFINED 03 98650 AGCO CORP COMMON 001084102 234 35600 SH DEFINED 03 35600 AGL RESOURCES INC COMMON 001204106 653 37200 SH DEFINED 03 37200 AES CORP COMMON 00130H105 2179 58500 SH DEFINED 01 58500 AES CORP COMMON 00130H105 29838 801020 SH DEFINED 03 801020 AK STEEL HOLDING CORP COMMON 001547108 68214 3023405 SH DEFINED 03 3023405 AMB PROPERTY CORP. COMMON 00163T109 2994 144300 SH DEFINED 03 144300 AMR CORP COMMON 001765106 4907 83800 SH DEFINED 01 83800 AMR CORP COMMON 001765106 204138 3485849 SH DEFINED 03 3 485849 APAC TELESERVICES INC COMMON 00185E106 96 28800 SH DEFINED 03 28800 ARM FINANCIAL COMMON 001944107 9035 604900 SH DEFINED 03 604900 AT&T CORP COMMON 001957109 76358 956723 SH DEFINED 01 956723 AT&T CORP COMMON 001957109 578052 7242665 SH DEFINED 03 7242665 AT&T - LIBERTY MEDIA GROUP COMMON 001957208 8032 152720 SH DEFINED 03 152720 AVX CORP. COMMON 002444107 166 10400 SH DEFINED 03 10400 AAMES FINANCIAL CORP COMMON 00253A101 17 10250 SH DEFINED 03 10250 ABACUS DIRECT CORP. COMMON 002553105 254 3100 SH DEFINED 03 3100 ABBOTT LABS COMMON 002824100 27216 581400 SH DEFINED 01 581400 ABBOTT LABS COMMON 002824100 133797 2858179 SH DEFINED 03 2858179 ABERCROMBIE & FITCH CO COMMON 002896207 11134 120695 SH DEFINED 03 120695 ACCLAIM ENMNT INC COMMON 004325205 132 14750 SH DEFINED 03 14750 ACME ELECTRIC CORP COMMON 004644100 94 23467 SH DEFINED 03 23467 ACNEILSON CORPORATION COMMON 004833109 15395 567556 SH DEFINED 03 567556 ACUSON COMMON 005113105 166 11100 SH DEFINED 03 11100 ACX TECHNOLOGIES COMMON 005123104 7906 602400 SH DEFINED 03 602400 ACXIOM CORP COMMON 005125109 2637 99500 SH DEFINED 03 99500 ADAC LABORATORIES COMMON 005313200 324 23800 SH DEFINED 03 23800 ADAPTEC INC COMMON 00651F108 303 13300 SH DEFINED 03 13300 ADELPHIA COMMUN -LP COMMON 006848105 2848 45200 SH DEFINED 03 45200 ADOBE SYS INC COMMON 00724F101 8654 152500 SH DEFINED 01 152500 ADOBE SYS INC COMMON 00724F101 8459 149057 SH DEFINED 03 149057 ADVANCED DIGITAL INFO CORP COMMON 007525108 578 34900 SH DEFINED 03 34900 ADVANCED LIGHTING TECH INC COMMON 00753C102 1645 212200 SH DEFINED 03 212200 ADVANCED TISSUE SCIENCES COMMON 00755F103 136 63100 SH DEFINED 03 63100 ADVO SYS INC COMMON 007585102 2768 143350 SH DEFINED 03 143350 AEROQUIP-VICKERS, INC COMMON 007869100 871 15200 SH DEFINED 01 15200 AEROQUIP-VICKERS, INC COMMON 007869100 3154 55025 SH DEFINED 03 55025 ADVANCED MICRO-DEVICES INC. COMMON 007903107 7088 457300 SH DEFINED 01 457300 ADVANCED MICRO-DEVICES INC. COMMON 007903107 13334 860234 SH DEFINED 03 860234 ADVANTA CORP COMMON 007942105 141 12750 SH DEFINED 03 12750 AETNA INC. COMMON 008117103 1720 20726 SH DEFINED 01 20726 AETNA INC. COMMON 008117103 17163 206781 SH DEFINED 03 206781 AFFILIATED COMPUTER SERVICES I COMMON 008190100 227 4956 SH DEFINED 03 4956 AGNICO EAGLE MINES COMMON 008474108 2505 477100 SH DEFINED 03 477100 AGOURON PHARMACEUTICALS INC COMMON 008488108 266 4700 SH DEFINED 03 4700 AGRIBRANDS INTERNATIONAL INC. COMMON 00849R105 231 7040 SH DEFINED 03 7040 AGRIUM INC COMMON 008916108 33731 3671593 SH DEFINED 03 3671593 AIR EXPRESS INTL CORP COMMON 009104100 659 43600 SH DEFINED 03 43600 AIR PRODUCTS AND CHEMICALS INC COMMON 009158106 1021 29800 SH DEFINED 01 29800 AIR PRODUCTS AND CHEMICALS INC COMMON 009158106 12023 351032 SH DEFINED 03 351032 AIRBORNE FGHT CORP COMMON 009266107 2434 78500 SH DEFINED 03 78500 AIRGAS INC COMMON 009363102 87 10400 SH DEFINED 03 10400 AIRTRAN HOLDINGS INC. COMMON 00949P108 156 37200 SH DEFINED 03 37200 AIRTOUCH COMMUNICATNS COMMON 00949T100 26224 271400 SH DEFINED 01 271400 AIRTOUCH COMMUNICATNS COMMON 00949T100 90499 936603 SH DEFINED 03 936603 ALASKA AIR GROUP COMMON 011659109 4589 96600 SH DEFINED 03 96600 ALBANY INTL CORP COMMON 012348108 854 45553 SH DEFINED 03 45553 ALBEMARLE CORP COMMON 012653101 237 11300 SH DEFINED 03 11300 ALBERTA ENERGY CO COMMON 012873105 36976 1505400 SH DEFINED 03 1505400 ALBERTO-CULVER CO -CL B COMMON 013068101 185 7900 SH DEFINED 01 7900 ALBERTO-CULVER CO -CL B COMMON 013068101 1890 80857 SH DEFINED 03 80857 ALBERTSON'S INC. COMMON 013104104 12831 235700 SH DEFINED 01 235700 ALBERTSON'S INC. COMMON 013104104 21356 392306 SH DEFINED 03 392306 ALCAN ALUM LTD COMMON 013716105 1667 64600 SH DEFINED 00 64600 ALCAN ALUM LTD COMMON 013716105 795 30800 SH DEFINED 01 30800 ALCAN ALUM LTD COMMON 013716105 22621 876379 SH DEFINED 03 876379 ALCOA INC. COMMON 013817101 12830 311500 SH DEFINED 01 311500 ALCOA INC. COMMON 013817101 477233 11586972 SH DEFINED 03 11586972 ALCATEL SA COMMON 013904305 14552 637900 SH DEFINED 03 637900 ALEXANDER'S INC COMMON 014752109 949 14000 SH DEFINED 03 14000 ALEXANDRIA REAL EST EQUITIES COMMON 015271109 5472 207000 SH DEFINED 03 207000 ALIANT COMMUNICATIONS INC COMMON 016090102 1236 30200 SH DEFINED 03 30200 ALLEGHENY ENERGY INC. COMMON 017361106 44126 1495800 SH DEFINED 03 1 495800 ALLEGHENY TELEDYNE INC COMMON 017415100 5923 312770 SH DEFINED 01 312770 ALLEGHENY TELEDYNE INC COMMON 017415100 18165 959211 SH DEFINED 03 959211 ALLEN TELECOM INC COMMON 018091108 350 53860 SH DEFINED 03 53860 ALLERGAN COMMON 018490102 8199 93300 SH DEFINED 01 93300 ALLERGAN COMMON 018490102 8462 96291 SH DEFINED 03 96291 ALLIANCE CAPITAL MGMT -LP COMMON 018548107 572 22600 SH DEFINED 03 22600 ALLIANCE SEMICONDUCTOR CORP COMMON 01877H100 56 22250 SH DEFINED 03 22250 ALLIANCE PHARMACEUTICAL CP COMMON 018773101 136 49500 SH DEFINED 03 49500 ALLIANT TECHSYSTEMS INC COMMON 018804104 2136 27495 SH DEFINED 03 27495 ALLIED CAPITAL CORP COMMON 01903Q108 1470 80000 SH DEFINED 03 80000 ALLIED IRISH BANK COMMON 019228402 838 8100 SH DEFINED 03 8100 ALLIED PRODUCTS CORP COMMON 019411107 2253 751050 SH DEFINED 03 751050 ALLIEDSIGNAL INC COMMON 019512102 6306 128200 SH DEFINED 01 128200 ALLIEDSIGNAL INC COMMON 019512102 44994 914760 SH DEFINED 03 914760 ALLIED WASTE INDUSTRIES INC. COMMON 019589308 326 22595 SH DEFINED 03 22595 ALLMERICA FINANCIAL CORP. COMMON 019754100 435 7900 SH DEFINED 03 7900 ALLSTATE CORP COMMON 020002101 11222 302802 SH DEFINED 01 302802 ALLSTATE CORP COMMON 020002101 71205 1921240 SH DEFINED 03 1921240 ALLTEL CORPORATION COMMON 020039103 9297 149056 SH DEFINED 01 149056 ALLTEL CORPORATION COMMON 020039103 204036 3271123 SH DEFINED 03 3271123 ALLTRISTA CORP COMMON 020040101 1464 75100 SH DEFINED 03 75100 ALPHARMA INC COMMON 020813101 3558 90650 SH DEFINED 03 90650 ALTEON COMMON 02144G107 18 17200 SH DEFINED 03 17200 ALTERA CORP COMMON 021441100 18558 311900 SH DEFINED 03 311900 ALTERNATIVE LIVING SERVICES COMMON 02145K107 916 45800 SH DEFINED 03 45800 ALTERNATIVE RESOURCES GROUP COMMON 02145R102 1573 246700 SH DEFINED 03 246700 ALZA CORP -CL A COMMON 022615108 9264 242200 SH DEFINED 01 242200 ALZA CORP -CL A COMMON 022615108 5407 141363 SH DEFINED 03 141363 AMAZON.COM INC. COMMON 023135106 3427 19900 SH DEFINED 03 19900 AMBAC FINL GROUP INC COMMON 023139108 4876 90300 SH DEFINED 03 90300 AMCAST INDL CORP COMMON 023395106 171 10600 SH DEFINED 03 10600 AMCOL INTERNATIONAL CORP. COMMON 02341W103 2238 223750 SH DEFINED 03 223750 AMERADA HESS CORP COMMON 023551104 834 16400 SH DEFINED 01 16400 AMERADA HESS CORP COMMON 023551104 42485 835078 SH DEFINED 03 835078 AMEREN CORPORATION COMMON 023608102 2895 80000 SH DEFINED 01 80000 AMEREN CORPORATION COMMON 023608102 7651 211425 SH DEFINED 03 211425 AMERICA ONLINE INC DEL COMMON 02364J104 56536 384600 SH DEFINED 01 384600 AMERICA ONLINE INC DEL COMMON 02364J104 261892 1781575 SH DEFINED 03 1781575 AMERICA WEST HOLDINGS CORP - B COMMON 023657208 637 33400 SH DEFINED 03 33400 AMER BANKERS INS GROUP COMMON 024456105 2834 54500 SH DEFINED 03 54500 AMERICAN ELECTRIC POWER COMMON 025537101 4985 125600 SH DEFINED 01 125600 AMERICAN ELECTRIC POWER COMMON 025537101 78720 1983531 SH DEFINED 03 1983531 AMERICAN EXPRESS CO COMMON 025816109 19900 169000 SH DEFINED 01 169000 AMERICAN EXPRESS CO COMMON 025816109 170995 1452185 SH DEFINED 03 1452185 AMERICAN FINANCIAL GROUP INC COMMON 025932104 39828 1131900 SH DEFINED 03 1131900 AMERICAN FREIGHTWAYS CORP COMMON 02629V108 527 40900 SH DEFINED 03 40900 AMERICAN GENERAL CORP. COMMON 026351106 10338 146640 SH DEFINED 01 146640 AMERICAN GENERAL CORP. COMMON 026351106 206947 2935420 SH DEFINED 03 2 935420 AMERICAN GREETINGS CORP. CL. A COMMON 026375105 4045 159400 SH DEFINED 01 159400 AMERICAN GREETINGS CORP. CL. A COMMON 026375105 15101 595098 SH DEFINED 03 595098 AMERICAN HOME PRODUCTS COMMON 026609107 30080 461000 SH DEFINED 01 461000 AMERICAN HOME PRODUCTS COMMON 026609107 129629 1986657 SH DEFINED 03 1986657 AMERICAN INTL GROUP INC COMMON 026874107 43266 358681 SH DEFINED 01 358681 AMERICAN INTL GROUP INC COMMON 026874107 269170 2231459 SH DEFINED 03 2231459 AMERICAN MANAGEMENT SYS INC COMMON 027352103 8655 253637 SH DEFINED 03 253637 AMERICAN MOBILE SATELLITE CP COMMON 02755R103 231 30800 SH DEFINED 03 30800 AMERICAN ONCOLOGY RESOURCES COMMON 028910107 404 44900 SH DEFINED 03 44900 AMERICAN PWR CNVRSION COMMON 029066107 359 13300 SH DEFINED 03 13300 AMERICAN SOFTWARE -CL A COMMON 029683109 46 14800 SH DEFINED 03 14800 AMERICAN STANDARD COMPANIES COMMON 029712106 73977 2152045 SH DEFINED 03 2152045 AMERICAN STATES WATER COMPANY COMMON 029899101 250 10300 SH DEFINED 03 10300 AMERICAN TOWER CORP-CL. A COMMON 029912201 441 18000 SH DEFINED 03 18000 AMERICAN STORES CO. COMMON 030096101 17701 536400 SH DEFINED 01 536400 AMERICAN STORES CO. COMMON 030096101 36284 1099521 SH DEFINED 03 1 099521 AMERICAN WATER WKS INC COMMON 030411102 10671 366400 SH DEFINED 03 366400 AMERICREDIT CORP COMMON 03060R101 2335 177900 SH DEFINED 03 177900 AMERIN CORP COMMON 03070X106 1796 88400 SH DEFINED 03 88400 AMERIPATH INC. COMMON 03071D109 657 73000 SH DEFINED 03 73000 AMERISOURCE HEALTH CORPORATION COMMON 03071P102 212 6200 SH DEFINED 03 6200 AMERITRADE HOLDING CORPORATION COMMON 03072H109 395 6400 SH DEFINED 03 6400 AMERUS LIFE HLDGS INC CL A COMMON 030732101 33104 1379328 SH DEFINED 03 1379328 AMERITECH CORP NEW COMMON 030954101 36465 632800 SH DEFINED 01 632800 AMERITECH CORP NEW COMMON 030954101 134709 2337681 SH DEFINED 03 2337681 AMETEK INC - W/I COMMON 031100100 579 31700 SH DEFINED 03 31700 AMGEN INC COMMON 031162100 19475 260100 SH DEFINED 01 260100 AMGEN INC COMMON 031162100 62196 830662 SH DEFINED 03 830662 AMKOR TECHNOLOGY INC COMMON 031652100 2975 377800 SH DEFINED 03 377800 AMP INC. COMMON 031897101 8001 149554 SH DEFINED 01 149554 AMP INC. COMMON 031897101 18326 342545 SH DEFINED 03 342545 AMRESCO COMMON 031909104 545 70900 SH DEFINED 03 70900 AMSOUTH BANCORPORATION COMMON 032165102 701 15400 SH DEFINED 01 15400 AMSOUTH BANCORPORATION COMMON 032165102 7373 162050 SH DEFINED 03 162050 ANADARKO PETE CORP COMMON 032511107 4092 108400 SH DEFINED 01 108400 ANADARKO PETE CORP COMMON 032511107 16221 429696 SH DEFINED 03 429696 ANALOG DEVICES INC. COMMON 032654105 3909 131400 SH DEFINED 03 131400 ANALOGIC CORP COMMON 032657207 563 17100 SH DEFINED 03 17100 ANALYSTS INTERNATIONAL CORP COMMON 032681108 301 26200 SH DEFINED 03 26200 ANCHOR BANCORP WISCONSIN COMMON 032839102 404 26300 SH DEFINED 03 26300 ANCHOR GAMING COMMON 033037102 1396 31900 SH DEFINED 03 31900 ANDERSEN GROUP INC COMMON 033501107 39 12500 SH DEFINED 03 12500 ANDREW CORP COMMON 034425108 2654 215537 SH DEFINED 01 215537 ANDREW CORP COMMON 034425108 10764 874247 SH DEFINED 03 874247 ANDRX CORP. COMMON 034551101 255 2800 SH DEFINED 03 2800 ANGELICA CORP COMMON 034663104 141 10100 SH DEFINED 03 10100 ANGLOGOLD LTD ADR COMMON 035128206 3684 183076 SH DEFINED 03 183076 ANHEUSER-BUSCH COS INC COMMON 035229103 23089 303300 SH DEFINED 01 303300 ANHEUSER-BUSCH COS INC COMMON 035229103 87504 1149473 SH DEFINED 03 1149473 ANIXTER INTERNATIONAL INC COMMON 035290105 652 54600 SH DEFINED 03 54600 ANNTAYLOR HOLDINGS INC COMMON 036115103 2024 45800 SH DEFINED 03 45800 ANTEC COMMON 03664P105 490 22800 SH DEFINED 03 22800 ANTENNA TV SA COMMON 03672N100 2567 197484 SH DEFINED 03 197484 AON CORPORATION COMMON 037389103 8185 129400 SH DEFINED 01 129400 AON CORPORATION COMMON 037389103 16607 262568 SH DEFINED 03 262568 APACHE CORP COMMON 037411105 339 13000 SH DEFINED 01 13000 APACHE CORP COMMON 037411105 3643 139787 SH DEFINED 03 139787 APARTMENT INVESTMENT & MGMT COMMON 03748R101 5056 139467 SH DEFINED 03 139467 APOGEE ENTERPRISES INC COMMON 037598109 6633 558566 SH DEFINED 03 558566 APOLLO GROUP INC-CL A COMMON 037604105 267 8950 SH DEFINED 03 8950 APPLE COMPUTERS INC. COMMON 037833100 16872 469500 SH DEFINED 01 469500 APPLE COMPUTERS INC. COMMON 037833100 7144 198806 SH DEFINED 03 198806 APPLEBEES INTL INC COMMON 037899101 958 38600 SH DEFINED 03 38600 APPLIED INNOVATION INC COMMON 037916103 62 18900 SH DEFINED 03 18900 APRIA HEALTHCARE GROUP - W/I COMMON 037933108 512 43100 SH DEFINED 03 43100 APEX PC SOLUTIONS INC. COMMON 037945102 707 50700 SH DEFINED 03 50700 APPLIED INDUSTRIAL TECH INC COMMON 03820C105 379 34100 SH DEFINED 03 34100 APPLIED MAGNETICS COMMON 038213104 250 59710 SH DEFINED 03 59710 APPLIED MATLS INC COMMON 038222105 18525 300300 SH DEFINED 01 300300 APPLIED MATLS INC COMMON 038222105 65305 1058644 SH DEFINED 03 1058644 APPLIED POWER -CL A COMMON 038225108 8536 313245 SH DEFINED 03 313245 APTARGROUP INC COMMON 038336103 1217 46800 SH DEFINED 03 46800 AQUA ALLIANCE INC. COMMON 038367108 191 84675 SH DEFINED 03 84675 AQUARION CORP COMMON 03838W101 332 12075 SH DEFINED 03 12075 AQUILA GAS PIPELINE CORP. COMMON 03839B106 185 25500 SH DEFINED 03 25500 ARACRUZ SA ADR COMMON 038496204 2385 164500 SH DEFINED 03 164500 ARCADIA FINANCIAL LTD COMMON 039101100 123 25900 SH DEFINED 03 25900 ARCH CHEMICALS, INC. COMMON 03937R102 7909 472200 SH DEFINED 03 472200 ARCH COAL INC COMMON 039380100 11401 860450 SH DEFINED 03 860450 ARCHER DANIELS MIDLAND CO COMMON 039483102 1494 101752 SH DEFINED 01 101752 ARCHER DANIELS MIDLAND CO COMMON 039483102 27513 1873288 SH DEFINED 03 1873288 ARCHSTONE COMMUNITIES TRUST COMMON 039581103 366 18200 SH DEFINED 03 18200 ARCTIC CAT INC COMMON 039670104 1987 200000 SH DEFINED 03 200000 ARGOSY GAMING CORP COMMON 040228108 153 28800 SH DEFINED 03 28800 ARKANSAS BEST CORP COMMON 040790107 153 22500 SH DEFINED 03 22500 ARMCO INC. COMMON 042170100 73 16500 SH DEFINED 03 16500 ARMSRTONG WORLD INDS. INC. COMMON 042476101 249 5500 SH DEFINED 01 5500 ARMSRTONG WORLD INDS. INC. COMMON 042476101 15337 339404 SH DEFINED 03 339404 ARNOLD INDUSTRIES INC COMMON 042595108 150 10100 SH DEFINED 03 10100 ARROW ELECTRS INC COMMON 042735100 76439 5095923 SH DEFINED 03 5095923 ARTISOFT COMMON 04314L106 156 56900 SH DEFINED 03 56900 ARVIN INDS INC COMMON 043339100 3527 104700 SH DEFINED 03 104700 ASA HOLDINGS INC. COMMON 04338Q107 235 7000 SH DEFINED 03 7000 ASARCO INC COMMON 043413103 81 5900 SH DEFINED 01 5900 ASARCO INC COMMON 043413103 9841 712498 SH DEFINED 03 712498 ASCEND COMMUNICATIONS COMMON 043491109 16721 199800 SH DEFINED 01 199800 ASCEND COMMUNICATIONS COMMON 043491109 26282 314053 SH DEFINED 03 314053 ASCENT ENTERTAINMENT GROUP COMMON 043628106 12430 1136471 SH DEFINED 03 1136471 ASHANTI GOLDFIELDS - SP GDR COMMON 043743202 15015 1715972 SH DEFINED 03 1715972 ASHLAND INC COMMON 044204105 549 13400 SH DEFINED 01 13400 ASHLAND INC COMMON 044204105 7714 188445 SH DEFINED 03 188445 ASHWORTH INC COMMON 04516H101 57 16200 SH DEFINED 03 16200 ASPECT TELECOMMUNICATIONS CORP COMMON 045237104 432 65200 SH DEFINED 03 65200 ASSOCIATED BANC-CORP COMMON 045487105 784 24542 SH DEFINED 03 24542 ASSOCIATED GROUP INC-CL A COMMON 045651106 223 4500 SH DEFINED 03 4500 AT HOME CORP. COMMON 045919107 2363 15000 SH DEFINED 03 15000 ASSOCIATES FIRST CAPITAL COMMON 046008108 8947 198824 SH DEFINED 01 198824 ASSOCIATES FIRST CAPITAL COMMON 046008108 52873 1174945 SH DEFINED 03 1174945 ASTEC INDUSTRIES INC COMMON 046224101 673 21800 SH DEFINED 03 21800 ASTORIA FINANCIAL CORP COMMON 046265104 49096 981910 SH DEFINED 03 981910 ATLANTIC RICHFIELD CO COMMON 048825103 4417 60400 SH DEFINED 01 60400 ATLANTIC RICHFIELD CO COMMON 048825103 273911 3745795 SH DEFINED 03 3 745795 ATMEL CORP COMMON 049513104 205 13500 SH DEFINED 03 13500 ATMOS ENERGY CORP COMMON 049560105 967 40200 SH DEFINED 03 40200 ATRION CORPORATION COMMON 049904105 168 17700 SH DEFINED 03 17700 AUBONPAIN COMMON 050103100 145 27600 SH DEFINED 03 27600 AURA SYSTEMS INC COMMON 051526101 19 51900 SH DEFINED 03 51900 AUSPEX SYSTEMS COMMON 052116100 432 40400 SH DEFINED 03 40400 AUTHENTIC FITNESS CORP COMMON 052661105 409 26500 SH DEFINED 03 26500 AUTODESK INC COMMON 052769106 3558 88000 SH DEFINED 01 88000 AUTODESK INC COMMON 052769106 3227 79805 SH DEFINED 03 79805 AUTOMATIC DATA PROCESSING COMMON 053015103 7555 182600 SH DEFINED 01 182600 AUTOMATIC DATA PROCESSING COMMON 053015103 37448 905089 SH DEFINED 03 905089 AUTOZONE INC COMMON 053332102 1841 60600 SH DEFINED 01 60600 AUTOZONE INC COMMON 053332102 6518 214600 SH DEFINED 03 214600 AVALONBAY COMMUNITIES INC. COMMON 053484101 22889 718077 SH DEFINED 03 718077 AVANT CORPORATION COMMON 053487104 323 18200 SH DEFINED 03 18200 AVERY DENNISON CORP COMMON 053611109 14145 246000 SH DEFINED 01 246000 AVERY DENNISON CORP COMMON 053611109 9914 172424 SH DEFINED 03 172424 AVID TECHNOLOGY COMMON 05367P100 2054 117800 SH DEFINED 03 117800 AVIATION SALES CO. COMMON 053672101 650 14600 SH DEFINED 03 14600 AVNET, INC. COMMON 053807103 72403 1970155 SH DEFINED 03 1970155 AVON PRODS INC COMMON 054303102 13554 288000 SH DEFINED 01 288000 AVON PRODS INC COMMON 054303102 32884 698738 SH DEFINED 03 698738 AXENT TECHNOLOGIES INC COMMON 05459C108 409 17000 SH DEFINED 03 17000 AZTEC TECHNOLOGY PARTNERS COMMON 05480L101 28 17095 SH DEFINED 03 17095 AZTAR CORP. COMMON 054802103 9082 1887300 SH DEFINED 03 1887300 BB&T CORPORATION COMMON 054937107 5298 146400 SH DEFINED 01 146400 BB&T CORPORATION COMMON 054937107 16647 460032 SH DEFINED 03 460032 BCE INC COMMON 05534B109 68223 1539600 SH DEFINED 03 1539600 BEC ENERGY COMMON 05538M101 42090 1145305 SH DEFINED 03 1145305 BG PLC - SPON ADR COMMON 055434104 102284 3489504 SH DEFINED 03 3489504 BHC COMMUNICATIONS INC CL A COMMON 055448104 345 2807 SH DEFINED 03 2807 B I S Y S GROUP INC COMMON 055472104 6199 110200 SH DEFINED 03 110200 BJ'S WHOLESALE CLUB COMMON 05548J106 4594 174600 SH DEFINED 03 174600 BJ SERVICES CO COMMON 055482103 10021 431000 SH DEFINED 03 431000 BMC INDUSTRIES INC-MINN COMMON 055607105 139 31300 SH DEFINED 03 31300 BOC GROUP PLC ADR COMMON 055617609 41925 1531500 SH DEFINED 03 1531500 BP AMOCO P L C COMMON 055622104 814 8058 SH DEFINED 03 8058 PRUDHOE BAY ROYALTY TRUST COMMON 055630107 159 17800 SH DEFINED 03 17800 BRE PROPERTIES -CL A COMMON 05564E106 84118 3717931 SH DEFINED 03 3717931 B M C SOFTWARE INC COMMON 055921100 5578 150500 SH DEFINED 01 150500 B M C SOFTWARE INC COMMON 055921100 19304 520845 SH DEFINED 03 520845 BAIRNCO CORP COMMON 057097107 148 31200 SH DEFINED 03 31200 BAKER HUGHES INC CVBNDS 057224AH0 4140 6000000 PRN DEFINED 03 6000000 BAKER HUGHES COMMON 057224107 1505 61920 SH DEFINED 01 61920 BAKER HUGHES COMMON 057224107 11637 478660 SH DEFINED 03 478660 BAKER (J.) INC COMMON 057232100 61 16200 SH DEFINED 03 16200 BALDOR ELECTRIC COMMON 057741100 967 48066 SH DEFINED 03 48066 BALL CORP COMMON 058498106 3192 68000 SH DEFINED 01 68000 BALL CORP COMMON 058498106 2073 44158 SH DEFINED 03 44158 BALLARD MEDICAL PRODUCTS COMMON 058566100 981 40266 SH DEFINED 03 40266 BALTIMORE GAS & ELECTRIC COMMON 059165100 2819 111100 SH DEFINED 01 111100 BALTIMORE GAS & ELECTRIC COMMON 059165100 8970 353494 SH DEFINED 03 353494 BANCO BILBAO VIZCAYA INTL PREFERRED 059456103 10775 400000 SH DEFINED 03 400000 BANCO SUD AMERICANO SUB NT 144 COMMON 05965L105 982 55700 SH DEFINED 03 55700 BANCTEC INC COMMON 059784108 10782 875708 SH DEFINED 03 875708 BANCWEST CORP. COMMON 059790105 332 7800 SH DEFINED 03 7800 BANDAG INC COMMON 059815100 205 7200 SH DEFINED 03 7200 BANK OF NEW YORK COMMON 064057102 20613 573600 SH DEFINED 01 573600 BANK OF NEW YORK COMMON 064057102 215046 5983964 SH DEFINED 03 5983964 BANK ONE CORP COMMON 06423A103 12871 233763 SH DEFINED 01 233763 BANK ONE CORP COMMON 06423A103 218263 3963943 SH DEFINED 03 3963943 BANK UNITED CORP COMMON 065412108 231 5660 SH DEFINED 03 5660 BANKAMERICA CORP COMMON 06605F102 59847 847385 SH DEFINED 01 847385 BANKAMERICA CORP COMMON 06605F102 496302 7027284 SH DEFINED 03 7 027284 BANKBOSTON CORPORATION COMMON 06605R106 15142 349600 SH DEFINED 01 349600 BANKBOSTON CORPORATION COMMON 06605R106 34191 789414 SH DEFINED 03 789414 BANKERS TRUST CORP. COMMON 066365107 3662 41500 SH DEFINED 01 41500 BANKERS TRUST CORP. COMMON 066365107 14662 166140 SH DEFINED 03 166140 BANKNORTH GROUP INC COMMON 06646L100 1870 66200 SH DEFINED 03 66200 BANTA CORP COMMON 066821109 1020 53675 SH DEFINED 03 53675 BANYAN SYSTEMS COMMON 066908104 139 11400 SH DEFINED 03 11400 C.R. BARD INC COMMON 067383109 4797 95100 SH DEFINED 01 95100 C.R. BARD INC COMMON 067383109 10539 208956 SH DEFINED 03 208956 BARNES & NOBLE COMMON 067774109 318 9900 SH DEFINED 03 9900 BARNES GROUP INC COMMON 067806109 546 29100 SH DEFINED 03 29100 BARRICK GOLD CORP COMMON 067901108 6337 371400 SH DEFINED 01 371400 BARRICK GOLD CORP COMMON 067901108 14117 827377 SH DEFINED 03 827377 BARR LABORTORIES INC COMMON 068306109 892 29250 SH DEFINED 03 29250 BARRETT RESOURCES CORP COMMON 068480201 1790 71410 SH DEFINED 03 71410 BASIN EXPLORATION INC COMMON 070107107 1232 88800 SH DEFINED 03 88800 BASSETT FURNITURE INDS COMMON 070203104 387 17512 SH DEFINED 03 17512 BATTLE MTN GOLD CO COMMON 071593107 92 33500 SH DEFINED 01 33500 BATTLE MTN GOLD CO COMMON 071593107 1279 465215 SH DEFINED 03 465215 BAUSCH & LOMB INC. COMMON 071707103 9341 143700 SH DEFINED 01 143700 BAUSCH & LOMB INC. COMMON 071707103 18989 292138 SH DEFINED 03 292138 BAXTER INTERNATIONAL INC COMMON 071813109 9451 143200 SH DEFINED 01 143200 BAXTER INTERNATIONAL INC COMMON 071813109 27667 419201 SH DEFINED 03 419201 BAYCORP HLDGS LTD COM STK COMMON 072728108 87 29000 SH DEFINED 03 29000 BE AEROSPACE INC COMMON 073302101 1620 109800 SH DEFINED 03 109800 BEAR STEARNS COS INC COMMON 073902108 4228 94610 SH DEFINED 01 94610 BEAR STEARNS COS INC COMMON 073902108 107736 2410899 SH DEFINED 03 2410899 BEBE STORES, INC. COMMON 075571109 217 5300 SH DEFINED 03 5300 BECKMAN COULTER INC. COMMON 075811109 811 18321 SH DEFINED 03 18321 BECTON DICKINSON COMMON 075887109 15865 414100 SH DEFINED 01 414100 BECTON DICKINSON COMMON 075887109 14019 365912 SH DEFINED 03 365912 BED BATH & BEYOND COMMON 075896100 2745 75200 SH DEFINED 03 75200 BELCO OIL & GAS CORP. COMMON 077410108 128 21500 SH DEFINED 03 21500 BELDEN INC. COMMON 077459105 23963 1404495 SH DEFINED 03 1404495 BELL ATLANTIC CORP COMMON 077853109 28413 549708 SH DEFINED 01 549708 BELL ATLANTIC CORP COMMON 077853109 183941 3558740 SH DEFINED 03 3558740 BELL INDUSTRIES INC COMMON 078107109 112 10825 SH DEFINED 03 10825 BELLSOUTH CORP COMMON 079860102 46228 1153900 SH DEFINED 01 1153900 BELLSOUTH CORP COMMON 079860102 128377 3204468 SH DEFINED 03 3204468 BELLWETHER EXPLORATION CO COMMON 079895207 5049 1417400 SH DEFINED 03 1 417400 BELO A.H. COMMON 080555105 25159 1378600 SH DEFINED 03 1378600 BEMA GOLD CORP COMMON 08135F107 352 562800 SH DEFINED 03 562800 BEMIS INC COMMON 081437105 227 7300 SH DEFINED 01 7300 BEMIS INC COMMON 081437105 2370 76305 SH DEFINED 03 76305 BENCHMARK ELECTRONICS INC COMMON 08160H101 402 13400 SH DEFINED 03 13400 BENTON OIL & GAS CO COMMON 083288100 125 34500 SH DEFINED 03 34500 BERGEN BRUNSWIG CORP COMMON 083739102 5425 271244 SH DEFINED 03 271244 BERKLEY W R CORP COMMON 084423102 37053 1512375 SH DEFINED 03 1 512375 BERKSHIRE HATHAWAY INC. - CL. COMMON 084670207 2245 955 SH DEFINED 03 955 BEST BUY CO INC COMMON 086516101 8632 166000 SH DEFINED 03 166000 BESTFOODS COMMON 08658U101 8773 186664 SH DEFINED 01 186664 BESTFOODS COMMON 08658U101 28781 612354 SH DEFINED 03 612354 BETHLEHEM STEEL CORPORATION COMMON 087509105 147 17800 SH DEFINED 01 17800 BETHLEHEM STEEL CORPORATION COMMON 087509105 34019 4123548 SH DEFINED 03 4123548 BEVERLY ENTERPRISES INC.-W/I COMMON 087851309 11991 2339800 SH DEFINED 03 2339800 BIG FLOWER HOLDINGS INC. COMMON 089159107 35504 1140700 SH DEFINED 03 1 140700 BILLING CONCEPTS CORP. COMMON 090063108 3589 302200 SH DEFINED 03 302200 BINDLEY WESTERN INDS COMMON 090324104 747 26166 SH DEFINED 03 26166 BIO-TECHNOLOGY GENERAL CORP COMMON 090578105 396 66400 SH DEFINED 03 66400 BIOGEN INC COMMON 090597105 2812 24600 SH DEFINED 03 24600 BIOMATRIX INC. COMMON 09060P102 1030 13200 SH DEFINED 03 13200 BIOMET INC COMMON 090613100 10870 259200 SH DEFINED 01 259200 BIOMET INC COMMON 090613100 6978 166388 SH DEFINED 03 166388 BIRMINGHAM STEEL CORP COMMON 091250100 11505 2922250 SH DEFINED 03 2 922250 BLACK & DECKER MANUFACTURING C COMMON 091797100 9191 165800 SH DEFINED 01 165800 BLACK & DECKER MANUFACTURING C COMMON 091797100 6915 124732 SH DEFINED 03 124732 BLACK BOX COPORATION COMMON 091826107 1401 45200 SH DEFINED 03 45200 BLOCK,H&R INC. COMMON 093671105 2336 49300 SH DEFINED 01 49300 BLOCK,H&R INC. COMMON 093671105 9123 192580 SH DEFINED 03 192580 BLOUNT INTERNATIONAL INC -CL COMMON 095177101 30667 1062065 SH DEFINED 03 1062065 BLUE SQUARE -ISRAEL LTD. COMMON 096055108 319 25000 SH DEFINED 03 25000 BOB EVANS FARMS COMMON 096761101 921 46054 SH DEFINED 03 46054 BOEING CO. COMMON 097023105 33783 993604 SH DEFINED 01 993604 BOEING CO. COMMON 097023105 48573 1428620 SH DEFINED 03 1428620 BOISE CASCADE CORP. COMMON 097383103 484 15000 SH DEFINED 01 15000 BOISE CASCADE CORP. COMMON 097383103 54149 1679027 SH DEFINED 03 1679027 BON-TON STORES COMMON 09776J101 7228 980000 SH DEFINED 03 980000 BOMBAY CO INC COMMON 097924104 172 43000 SH DEFINED 03 43000 BOOKS A MILLION COMMON 098570104 208 20400 SH DEFINED 03 20400 BORDERS GROUP COMMON 099709107 657 46700 SH DEFINED 03 46700 BORG-WARNER AUTOMOTIVE INC COMMON 099724106 18784 392866 SH DEFINED 03 392866 BOSTON PROPERTIES INC. COMMON 101121101 53229 1683146 SH DEFINED 03 1683146 BOSTON SCIENTIFIC COMMON 101137107 15364 378200 SH DEFINED 01 378200 BOSTON SCIENTIFIC COMMON 101137107 23488 578160 SH DEFINED 03 578160 BOUYGES OFFSHORE COMMON 102112109 2399 174500 SH DEFINED 03 174500 BOWATER INC COMMON 102183100 305 7700 SH DEFINED 03 7700 BOWNE & CO INC COMMON 103043105 600 51300 SH DEFINED 03 51300 BOX HILL SYSTEMS CORP COMMON 10316R108 860 167800 SH DEFINED 03 167800 BOYD GAMING CORP COMMON 103304101 119 27900 SH DEFINED 03 27900 BRADY CORP CL A COMMON 104674106 691 33000 SH DEFINED 03 33000 BREED TECHNOLOGIES COMMON 106702103 231 64775 SH DEFINED 03 64775 BRIGGS & STRATTON COMMON 109043109 163 3300 SH DEFINED 01 3300 BRIGGS & STRATTON COMMON 109043109 20918 424204 SH DEFINED 03 424204 BRIGHAM EXPLORATION COMMON 109178103 369 134300 SH DEFINED 03 134300 BRIGHTPOINT INC. COMMON 109473108 3556 602100 SH DEFINED 03 602100 BRINKERS INTERNATIONAL COMMON 109641100 948 36550 SH DEFINED 03 36550 BRISTOL HOTEL & RESORTS INC. COMMON 110041100 1706 199275 SH DEFINED 03 199275 BRISTOL MYERS SQUIBB CO COMMON 110122108 52421 817488 SH DEFINED 01 817488 BRISTOL MYERS SQUIBB CO COMMON 110122108 223200 3480706 SH DEFINED 03 3480706 BRIT STL FI INST ADR COMMON 111015301 7819 387340 SH DEFINED 03 387340 BROADCAST.COM INC. COMMON 111310108 485 4100 SH DEFINED 03 4100 BROOKLINE BANCORP, INC. COMMON 113739106 118 10400 SH DEFINED 03 10400 BROWN FOREMAN DISTILLERS CL. B COMMON 115637209 7583 131584 SH DEFINED 01 131584 BROWN FOREMAN DISTILLERS CL. B COMMON 115637209 5753 99841 SH DEFINED 03 99841 BROWN GROUP INC. COMMON 115657108 431 32650 SH DEFINED 03 32650 BROWN (TOM) INC COMMON 115660201 2847 234800 SH DEFINED 03 234800 BROWNING FERRIS COMMON 115885105 2063 53500 SH DEFINED 01 53500 BROWNING FERRIS COMMON 115885105 9585 248562 SH DEFINED 03 248562 BRUNSWICK CORP COMMON 117043109 1321 69300 SH DEFINED 01 69300 BRUNSWICK CORP COMMON 117043109 23485 1232054 SH DEFINED 03 1232054 BRUSH WELLMAN COMMON 117421107 1737 119800 SH DEFINED 03 119800 BUCKEYE TECHNOLOGY INC. COMMON 118255108 618 44150 SH DEFINED 03 44150 BUFFETS INC COMMON 119882108 342 34600 SH DEFINED 03 34600 BUILDING MATERIAL HOLDING CP COMMON 120113105 950 93800 SH DEFINED 03 93800 BURLINGTON COAT FACTORY COMMON 121579106 3634 309253 SH DEFINED 03 309253 BURLINGTON INDS INC COMMON 121693105 2805 423400 SH DEFINED 03 423400 BURLINGTON NORTHN SANTA FE CP COMMON 12189T104 8934 271762 SH DEFINED 01 271762 BURLINGTON NORTHN SANTA FE CP COMMON 12189T104 76341 2322157 SH DEFINED 03 2322157 BURLINGTON RES INC COMMON 122014103 1211 30319 SH DEFINED 01 30319 BURLINGTON RES INC COMMON 122014103 12578 314949 SH DEFINED 03 314949 BURR-BROWN CORP COMMON 122574106 1203 51200 SH DEFINED 03 51200 BUTLER MFG CO COMMON 123655102 279 11900 SH DEFINED 03 11900 CCB FINANCIAL CORP COMMON 124875105 573 10594 SH DEFINED 03 10594 CBRL GROUP, INC. COMMON 12489V106 873 48500 SH DEFINED 03 48500 CBS CORP COMMON 12490K107 15235 373300 SH DEFINED 01 373300 CBS CORP COMMON 12490K107 234052 5734886 SH DEFINED 03 5734886 C-COR ELECTRONICS INC COMMON 125010108 181 10500 SH DEFINED 03 10500 C-CUBE MICROSYSTEMS INC COMMON 125015107 947 47800 SH DEFINED 03 47800 C D I CORP COMMON 125071100 612 25450 SH DEFINED 03 25450 CEC ENTERTAINMENT INC. COMMON 125137109 1282 35743 SH DEFINED 03 35743 CHS ELECTRONICS INC. COMMON 12542A206 52 16350 SH DEFINED 03 16350 CIGNA CORP COMMON 125509109 12589 150200 SH DEFINED 01 150200 CIGNA CORP COMMON 125509109 52427 625527 SH DEFINED 03 625527 C.I.T. GROUP INC. COMMON 125577106 27274 892400 SH DEFINED 03 892400 CKE RESTAURANTS INC COMMON 12561E105 49973 2530280 SH DEFINED 03 2530280 CLECO CORPORATION COMMON 12561M107 30291 1026800 SH DEFINED 03 1 026800 CMAC INVT CORP COMMON 125662106 2734 70100 SH DEFINED 03 70100 CMGI INC. COMMON 125750109 2233 12200 SH DEFINED 03 12200 CMP GROUP INC. COMMON 125887109 21789 1185800 SH DEFINED 03 1185800 CMS ENERGY CORP. COMMON 125896100 101249 2515500 SH DEFINED 03 2515500 C P I CORP COMMON 125902106 1425 63700 SH DEFINED 03 63700 CNET, INC. COMMON 125945105 424 4600 SH DEFINED 03 4600 CTB INTERNATIONAL COMMON 125960104 7166 1124000 SH DEFINED 03 1124000 CNA FINANCIAL COMMON 126117100 877 22600 SH DEFINED 03 22600 CNA SURETY CORPORATION COMMON 12612L108 12199 985800 SH DEFINED 03 985800 CNF TRANSPORTATION INC COMMON 12612W104 792 20950 SH DEFINED 03 20950 CNS INC COMMON 126136100 62 19000 SH DEFINED 03 19000 CSG SYSTEMS INTL INC COMMON 126349109 252 6400 SH DEFINED 03 6400 CSX CORP COMMON 126408103 1079 27700 SH DEFINED 01 27700 CSX CORP COMMON 126408103 29879 767357 SH DEFINED 03 767357 CTS CORPORATION COMMON 126501105 784 15850 SH DEFINED 03 15850 CVF CORPORATION COMMON 12660F102 2290 610750 SH DEFINED 03 610750 CVS CORP COMMON 126650100 16478 346900 SH DEFINED 01 346900 CVS CORP COMMON 126650100 38663 813966 SH DEFINED 03 813966 CABLEVISION SYS CORP. CL A COMMON 12686C109 7390 99700 SH DEFINED 03 99700 CABLETRON SYSTEMS COMMON 126920107 188 23000 SH DEFINED 01 23000 CABLETRON SYSTEMS COMMON 126920107 11284 1378285 SH DEFINED 03 1378285 CABLE DESIGN TECH CORP COMMON 126924109 430 39050 SH DEFINED 03 39050 CABOT CORP. COMMON 127055101 236 11100 SH DEFINED 03 11100 CABOT INDUSTRIAL TRUST COMMON 127072106 47670 2525549 SH DEFINED 03 2 525549 CABOT OIL & GAS COMMON 127097103 20701 1433900 SH DEFINED 03 1433900 CADENCE DESIGN SYS INC COMMON 127387108 1848 71750 SH DEFINED 03 71750 CALGON CARBON CORP COMMON 129603106 155 29900 SH DEFINED 03 29900 CALIFORNIA MICROWAVE COMMON 130442106 260 24200 SH DEFINED 03 24200 CALLAWAY GOLF COMMON 131193104 351 34500 SH DEFINED 03 34500 CAMBIOR INC COMMON 13201L103 2796 698900 SH DEFINED 03 698900 CAMBREX CORP COMMON 132011107 11655 526800 SH DEFINED 03 526800 CAMECO CORP COMMON 13321L108 7613 348000 SH DEFINED 03 348000 CAMERON ASHLEY BLDG PRDCTS COMMON 133290106 10684 1170900 SH DEFINED 03 1170900 CAMPBELL SOUP CO COMMON 134429109 22581 555000 SH DEFINED 01 555000 CAMPBELL SOUP CO COMMON 134429109 26331 647153 SH DEFINED 03 647153 CANANDAIGUA WINE INC COMMON 137219200 4040 80200 SH DEFINED 03 80200 CAPITAL AUTOMOTIVE COMMON 139733109 14674 1179900 SH DEFINED 03 1179900 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 13046 86400 SH DEFINED 01 86400 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 17529 116089 SH DEFINED 03 116089 CAPITAL RE CORP COMMON 140432105 21150 1226110 SH DEFINED 03 1 226110 CAPITAL SENIOR LIVING CORP COMMON 140475104 1527 216200 SH DEFINED 03 216200 CAPSTEAD MORTGAGE CORP COMMON 14067E100 146 27200 SH DEFINED 03 27200 THE CARBIDE/GRAPHITE GROUP COMMON 140777103 9068 833800 SH DEFINED 03 833800 CARAUSTAR INDUSTRIES INC COMMON 140909102 669 29100 SH DEFINED 03 29100 CARDINAL HEALTH INC WAS CARDIN COMMON 14149Y108 6626 100400 SH DEFINED 01 100400 CARDINAL HEALTH INC WAS CARDIN COMMON 14149Y108 41609 630438 SH DEFINED 03 630438 CARIBINER INT'L INC. COMMON 141888107 158 17300 SH DEFINED 03 17300 CARLISLE COS INC COMMON 142339100 781 16700 SH DEFINED 03 16700 CARMIKE CINEMAS INC -CL A COMMON 143436103 237 13100 SH DEFINED 03 13100 CARNIVAL CORP COMMON 143658102 7309 150500 SH DEFINED 01 150500 CARNIVAL CORP COMMON 143658102 53010 1091600 SH DEFINED 03 1091600 CAROLINA FIRST CORPORATION COMMON 143877108 704 32000 SH DEFINED 03 32000 CAROLINA POWER AND LIGHT COM COMMON 144141108 4137 109400 SH DEFINED 01 109400 CAROLINA POWER AND LIGHT COM COMMON 144141108 8648 228722 SH DEFINED 03 228722 CARPENTER TECHNOLOGY COMMON 144285103 5335 205700 SH DEFINED 03 205700 CARRAMERICA REALTY CORP. COMMON 144418100 1754 79500 SH DEFINED 03 79500 CASCADE NATURAL GAS CORP COMMON 147339105 189 12622 SH DEFINED 03 12622 CASE CORPORATION COMMON 14743R103 1035 40800 SH DEFINED 01 40800 CASE CORPORATION COMMON 14743R103 28601 1127143 SH DEFINED 03 1127143 CASEY'S GEN'L STORES COMMON 147528103 1038 70400 SH DEFINED 03 70400 CASH AMERICA INVESTMENTS INC COMMON 14754D100 431 33480 SH DEFINED 03 33480 CASTLE (A.M.) & CO. COMMON 148411101 298 24300 SH DEFINED 03 24300 CATALINA MARKETING SYSTEMS COMMON 148867104 2164 25200 SH DEFINED 03 25200 CATELLUS DEV CORP COMMON 149111106 1780 133050 SH DEFINED 03 133050 CATERPILLAR INC DEL COMMON 149123101 7253 157900 SH DEFINED 01 157900 CATERPILLAR INC DEL COMMON 149123101 44376 966028 SH DEFINED 03 966028 CATO CORP COMMON 149205106 1035 111200 SH DEFINED 03 111200 CELL GENESYS INC COMMON 150921104 82 16700 SH DEFINED 03 16700 CELLSTAR CORP COMMON 150925105 2959 285200 SH DEFINED 03 285200 CELESTICA INC COMMON 15101Q108 59365 1830148 SH DEFINED 00 1830148 CELESTICA INC COMMON 15101Q108 2608 80400 SH DEFINED 03 80400 CENDANT CORPORATION COMMON 151313103 9574 600738 SH DEFINED 01 600738 CENDANT CORPORATION COMMON 151313103 19738 1238523 SH DEFINED 03 1238523 CENTENNIAL CELLULAR CORP COMMON 15133V208 265 5600 SH DEFINED 03 5600 CENTERPOINT PROPERTIES CORP COMMON 151895109 2022 64700 SH DEFINED 03 64700 CENTERTRUST RETAIL PROP INC COMMON 152038105 4975 432600 SH DEFINED 03 432600 CENTEX CORP. COMMON 152312104 5477 164100 SH DEFINED 01 164100 CENTEX CORP. COMMON 152312104 100205 3002397 SH DEFINED 03 3002397 CENTOCOR INC. COMMON 152342101 3716 100600 SH DEFINED 03 100600 CENTRAL AND SOUTH WEST CORP COMMON 152357109 5451 232600 SH DEFINED 01 232600 CENTRAL AND SOUTH WEST CORP COMMON 152357109 7193 306901 SH DEFINED 03 306901 CENTRAL HUDSON GAS & ELEC COMMON 153609102 795 22200 SH DEFINED 03 22200 CENTRAL NEWSPAPER COMMON 154647101 19665 631800 SH DEFINED 03 631800 CENTRAL PARKING CORP COMMON 154785109 1342 38900 SH DEFINED 03 38900 CENTRAL VERMONT PUB SERV COMMON 155771108 200 19850 SH DEFINED 03 19850 CENTURA BANKS INC COMMON 15640T100 1955 33600 SH DEFINED 03 33600 CENTURY COMMUN -CL A COMMON 156503104 399 8603 SH DEFINED 03 8603 CENTURY TELEPHONE ENTERPRISE COMMON 156686107 836 11900 SH DEFINED 01 11900 CENTURY TELEPHONE ENTERPRISE COMMON 156686107 9916 141150 SH DEFINED 03 141150 CEPHALON COMMON 156708109 385 44000 SH DEFINED 03 44000 CERIDIAN CORP COMMON 15677T106 9641 263700 SH DEFINED 01 263700 CERIDIAN CORP COMMON 15677T106 7624 208512 SH DEFINED 03 208512 CERNER CORP COMMON 156782104 792 49300 SH DEFINED 03 49300 CHAMPION ENTERPRISES INC COMMON 158496109 2556 131900 SH DEFINED 03 131900 CHAMPION INTERNATIONAL CORP. COMMON 158525105 1039 25300 SH DEFINED 01 25300 CHAMPION INTERNATIONAL CORP. COMMON 158525105 50598 1232245 SH DEFINED 03 1 232245 CHANCELLOR MEDIA CORP.-CL. A COMMON 158915108 792 16800 SH DEFINED 03 16800 CHAPARRAL RES INC COMMON 159420207 19 50000 SH DEFINED 03 50000 CHARTER ONE FINANCIAL COMMON 160903100 6411 222159 SH DEFINED 03 222159 CHARMING SHOPPES INC CVBNDS 161133AA1 14360 16000000 PRN DEFINED 03 16000000 CHARMING SHOPPES COMMON 161133103 16060 4144600 SH DEFINED 03 4144600 CHASE INDUSTRIES INC. COMMON 161568100 5817 762850 SH DEFINED 03 762850 CHASE MANHATTAN CORP COMMON 16161A108 34503 424004 SH DEFINED 01 424004 CHASE MANHATTAN CORP COMMON 16161A108 356431 4380107 SH DEFINED 03 4 380107 CHECKFREE HOLDINGS CORP. COMMON 162816102 4635 108900 SH DEFINED 03 108900 CHECKPOINT SYSTEMS COMMON 162825103 342 41100 SH DEFINED 03 41100 CHEESECAKE FACTORY INC COMMON 163072101 3055 128650 SH DEFINED 03 128650 CHEMED CORP COMMON 163596109 332 12900 SH DEFINED 03 12900 CHEMFIRST INC-W/I COMMON 16361A106 745 31700 SH DEFINED 03 31700 CHESAPEAKE CORP COMMON 165159104 344 12700 SH DEFINED 03 12700 CHESAPEAKE ENERGY CORP COMMON 165167107 99 71900 SH DEFINED 03 71900 CHEVRON CORPORATION COMMON 166751107 21036 237030 SH DEFINED 01 237030 CHEVRON CORPORATION COMMON 166751107 88354 995541 SH DEFINED 03 995541 CHIQUITA BRANDS INTL COMMON 170032106 837 82175 SH DEFINED 03 82175 CHIRON COMMON 170040109 1887 86020 SH DEFINED 03 86020 CHRIS-CRAFT INDS COMMON 170520100 665 14573 SH DEFINED 03 14573 CHUBB CORPORATION COMMON 171232101 1201 20500 SH DEFINED 01 20500 CHUBB CORPORATION COMMON 171232101 308087 5260872 SH DEFINED 03 5260872 CIBER INC COMMON 17163B102 2585 133400 SH DEFINED 03 133400 CIENA CORP. COMMON 171779101 268 11900 SH DEFINED 03 11900 CILCORP INC COMMON 171794100 1081 18000 SH DEFINED 03 18000 CINCINNATI BELL INC COMMON 171870108 404 18000 SH DEFINED 03 18000 CINCINNATI FINANCIAL COMMON 172062101 11489 315300 SH DEFINED 01 315300 CINCINNATI FINANCIAL COMMON 172062101 8849 242867 SH DEFINED 03 242867 CINERGY CORP COMMON 172474108 5002 181880 SH DEFINED 01 181880 CINERGY CORP COMMON 172474108 90230 3281094 SH DEFINED 03 3281094 CIRCUIT CITY STORE/GRP COMMON 172737108 8153 106400 SH DEFINED 01 106400 CIRCUIT CITY STORE/GRP COMMON 172737108 19676 256789 SH DEFINED 03 256789 CISCO SYS INC COMMON 17275R102 47643 434850 SH DEFINED 01 434850 CISCO SYS INC COMMON 17275R102 344830 3147348 SH DEFINED 03 3147348 CINTAS COMMON 172908105 6184 94600 SH DEFINED 03 94600 CIRCUS CIRCUS ENTERPRISES COMMON 172909103 1284 73085 SH DEFINED 03 73085 CITIGROUP INC. COMMON 172967101 52156 816537 SH DEFINED 01 816537 CITIGROUP INC. COMMON 172967101 535318 8380708 SH DEFINED 03 8380708 CITIZENS UTILS CO B COMMON 177342201 234 30172 SH DEFINED 03 30172 CITRIX SYS INC COMMON 177376100 3054 80100 SH DEFINED 03 80100 CITY NATIONAL CORP COMMON 178566105 1476 47810 SH DEFINED 03 47810 CLAIRES STORES INC COMMON 179584107 1930 64050 SH DEFINED 03 64050 CLARCOR INC COMMON 179895107 8351 489450 SH DEFINED 03 489450 CLARIFY INC. COMMON 180492100 208 7800 SH DEFINED 03 7800 CLAYTON HOMES INC COMMON 184190106 1154 104327 SH DEFINED 03 104327 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 16658 248400 SH DEFINED 01 248400 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 28059 418399 SH DEFINED 03 418399 CLEARNET COMMUNICATIONS COMMON 184902104 4909 371800 SH DEFINED 03 371800 CLEVELAND CLIFFS INC COMMON 185896107 9188 269750 SH DEFINED 03 269750 CLOROX CO. COMMON 189054109 25359 216400 SH DEFINED 01 216400 CLOROX CO. COMMON 189054109 21912 186987 SH DEFINED 03 186987 COACH USA INC COMMON 18975L106 987 35900 SH DEFINED 03 35900 COASTAL CORP. COMMON 190441105 3686 111700 SH DEFINED 01 111700 COASTAL CORP. COMMON 190441105 190775 5781053 SH DEFINED 03 5781053 COCA-COLA BOTTLING COMMON 191098102 652 11800 SH DEFINED 03 11800 COCA COLA CO COMMON 191216100 67979 1107600 SH DEFINED 01 1 107600 COCA COLA CO COMMON 191216100 229439 3738317 SH DEFINED 03 3738317 COCA COLA ENTERPRISES INC COMMON 191219104 2050 67785 SH DEFINED 00 67785 COCA COLA ENTERPRISES INC COMMON 191219104 4680 154700 SH DEFINED 01 154700 COCA COLA ENTERPRISES INC COMMON 191219104 18716 618700 SH DEFINED 03 618700 COCA-COLA FEMSA MEXICO COMMON 191241108 1308 80200 SH DEFINED 03 80200 COEUR D'ALENE MINES CORP COMMON 192108108 1240 300703 SH DEFINED 03 300703 COGNEX CORP COMMON 192422103 4458 188200 SH DEFINED 03 188200 COHERENT INC COMMON 192479103 623 45300 SH DEFINED 03 45300 COINMACH LAUNDRY CORPORATION COMMON 19259L101 13006 1268900 SH DEFINED 03 1268900 COLE NATIONAL CORP A COMMON 193290103 7346 402500 SH DEFINED 03 402500 COLGATE PALMOLIVE CO COMMON 194162103 19605 213100 SH DEFINED 01 213100 COLGATE PALMOLIVE CO COMMON 194162103 56812 617527 SH DEFINED 03 617527 COLLAGEN AESTHETICS INC. COMMON 194194106 219 16300 SH DEFINED 03 16300 COLLINS & AIKMAN CORP COMMON 194830105 6689 1408176 SH DEFINED 00 1408176 COLLINS & AIKMAN CORP COMMON 194830105 94 19800 SH DEFINED 03 19800 COLONIAL BANCGROUP INC COMMON 195493309 127 10600 SH DEFINED 03 10600 COLTEC INDUSTRIES COMMON 196879100 4270 234800 SH DEFINED 03 234800 COLUMBIA ENERGY GROUP COMMON 197648108 10301 197150 SH DEFINED 01 197150 COLUMBIA ENERGY GROUP COMMON 197648108 180399 3452606 SH DEFINED 03 3452606 COLUMBIA HCA HEALTHCARE CORP COMMON 197677107 1530 80777 SH DEFINED 01 80777 COLUMBIA HCA HEALTHCARE CORP COMMON 197677107 333234 17597003 SH DEFINED 03 17597003 COLUMBIA LABORATORIEES COMMON 197779101 64 10700 SH DEFINED 03 10700 COLUMBUS MCKINNON CORP COMMON 199333105 8471 420900 SH DEFINED 03 420900 COMAIR HLDGS COMMON 199789108 640 27092 SH DEFINED 03 27092 COMCAST SPECIAL CL A COMMON 200300200 25143 399500 SH DEFINED 01 399500 COMCAST SPECIAL CL A COMMON 200300200 33669 534958 SH DEFINED 03 534958 COMDISCO INC COMMON 200336105 1855 103770 SH DEFINED 03 103770 COMERICA INC COMMON 200340107 7186 115100 SH DEFINED 01 115100 COMERICA INC COMMON 200340107 14200 227434 SH DEFINED 03 227434 COMMERCE BANCORP INC NJ COMMON 200519106 1407 34115 SH DEFINED 03 34115 COMMERCE BANCSHARES INC COMMON 200525103 390 10140 SH DEFINED 03 10140 COMMERCIAL ASSETS INC COMMON 201118106 1017 206000 SH DEFINED 03 206000 COMMERCIAL FED CORP COMMON 201647104 19510 841401 SH DEFINED 03 841401 COMMERCIAL INTERTECH COMMON 201709102 327 29400 SH DEFINED 03 29400 COMMERCIAL METALS CO COMMON 201723103 768 38400 SH DEFINED 03 38400 COMMONWEALTH ENERGY SYSTEM COMMON 202800108 19577 515175 SH DEFINED 03 515175 COMMONWEALTH INDUSTIRES INC COMMON 203004106 165 18300 SH DEFINED 03 18300 COMMONWEALTH TELEPHONE ENT. IN COMMON 203349105 240 6533 SH DEFINED 03 6533 COMMSCOPE INC. COMMON 203372107 5397 257766 SH DEFINED 03 257766 COMMUNITY FIRST BANKSHARES INC COMMON 203902101 8390 419500 SH DEFINED 03 419500 COMPANIA DE TELEFONOS DE CHILI COMMON 204449300 1699 72100 SH DEFINED 03 72100 COMPDENT CORPORATION COMMON 20449F103 2860 228800 SH DEFINED 03 228800 COMPASS BANCSHARES COMMON 20449H109 287 8312 SH DEFINED 03 8312 COMPAQ COMPUTER CORP COMMON 204493100 38094 1202190 SH DEFINED 01 1202190 COMPAQ COMPUTER CORP COMMON 204493100 335291 10581345 SH DEFINED 03 10581345 COMPLETE BUSINESS SOLUTIONS COMMON 20452F107 663 33804 SH DEFINED 03 33804 COMPUTER ASSOCIATES COMMON 204912109 13831 388936 SH DEFINED 01 388936 COMPUTER ASSOCIATES COMMON 204912109 29008 815704 SH DEFINED 03 815704 COMPUSA INC. COMMON 204932107 250 35760 SH DEFINED 03 35760 COMPUTER SCIENCES COMMON 205363104 12765 231300 SH DEFINED 01 231300 COMPUTER SCIENCES COMMON 205363104 34729 629301 SH DEFINED 03 629301 COMPUTER TASK GROUP INC COMMON 205477102 817 38200 SH DEFINED 03 38200 COMPUWARE CORP COMMON 205638109 3920 164200 SH DEFINED 01 164200 COMPUWARE CORP COMMON 205638109 13735 575300 SH DEFINED 03 575300 COMSAT CORP COMMON 20564D107 55848 1930000 SH DEFINED 03 1930000 COMSTOCK RESOURCES INC COMMON 205768203 6210 2028100 SH DEFINED 03 2 028100 COMVERSE TECHNOLOGY INC COMMON 205862402 4401 51780 SH DEFINED 03 51780 CONAGRA INC COMMON 205887102 20305 792400 SH DEFINED 01 792400 CONAGRA INC COMMON 205887102 22630 883127 SH DEFINED 03 883127 CONCENTRA MANAGED CARE INC. COMMON 20589T103 342 23600 SH DEFINED 03 23600 COMPUTER HORIZONS CORP COMMON 205908106 2761 252450 SH DEFINED 03 252450 CONCORD COMMUNICATIONS INC COMMON 206186108 1887 33100 SH DEFINED 03 33100 CONCORD EFS INC COMMON 206197105 300 10887 SH DEFINED 03 10887 CONE MILLS CORP COMMON 206814105 218 44800 SH DEFINED 03 44800 CONECTIV INC. COMMON 206829103 527 27225 SH DEFINED 03 27225 CONEXANT SYSTEMS INC. COMMON 207142100 364 13150 SH DEFINED 03 13150 CONNECTICUT ENERGY CORP COMMON 207567108 650 26800 SH DEFINED 03 26800 CONOCO INC. CL.-A COMMON 208251306 570 23200 SH DEFINED 03 23200 CONSECO INC COMMON 208464107 6030 195309 SH DEFINED 01 195309 CONSECO INC COMMON 208464107 14201 459939 SH DEFINED 03 459939 CONSOLIDATED EDISON INC COMMON 209115104 8736 192800 SH DEFINED 01 192800 CONSOLIDATED EDISON INC COMMON 209115104 36170 798251 SH DEFINED 03 798251 CONSOLIDATED GRPHICS INC. COMMON 209341106 2287 39600 SH DEFINED 03 39600 CONSOLIDATED NAT GAS COMMON 209615103 633 13000 SH DEFINED 01 13000 CONSOLIDATED NAT GAS COMMON 209615103 49298 1012545 SH DEFINED 03 1012545 CONSOLIDATED PAPERS INC COMMON 209759109 1088 46300 SH DEFINED 03 46300 CONSOLIDATED PRODUCTS INC. COMMON 209798107 534 30499 SH DEFINED 03 30499 CONSOLIDATED STORES COMMON 210149100 3674 121200 SH DEFINED 01 121200 CONSOLIDATED STORES COMMON 210149100 4766 157237 SH DEFINED 03 157237 CONTIFINANCIAL CORP COMMON 21075V107 126 17700 SH DEFINED 03 17700 CONTINENTAL AIRLS HLDGS INC COMMON 210795308 312 8200 SH DEFINED 03 8200 CONVERGYS CORPORATION COMMON 212485106 721 42100 SH DEFINED 03 42100 COOPER CAMERON CORP COMMON 216640102 2246 66300 SH DEFINED 03 66300 COOPER COMPANIES INC COMMON 216648402 1129 73400 SH DEFINED 03 73400 COOPER INDUSTRIES INC COMMON 216669101 588 13800 SH DEFINED 01 13800 COOPER INDUSTRIES INC COMMON 216669101 20522 481466 SH DEFINED 03 481466 COOPER TIRE & RUBBER COMMON 216831107 195 10600 SH DEFINED 01 10600 COOPER TIRE & RUBBER COMMON 216831107 16216 882488 SH DEFINED 03 882488 COORS (ADOLPH) -CL B COMMON 217016104 6772 125400 SH DEFINED 01 125400 COORS (ADOLPH) -CL B COMMON 217016104 2938 54404 SH DEFINED 03 54404 COR THERAPEUTICS INC. COMMON 217753102 278 28000 SH DEFINED 03 28000 CORAM HEALTHCARE CORP COMMON 218103109 79 40662 SH DEFINED 03 40662 CORDANT TECHNOLOGIES INC. COMMON 218412104 1234 31000 SH DEFINED 03 31000 CORN PRODUCTS INT'L INC. COMMON 219023108 1099 45900 SH DEFINED 03 45900 CORNERSTONE PROPERTIES INC. COMMON 21922H103 50279 3437871 SH DEFINED 03 3437871 CORNERSTONE REALTY INCOME TR. COMMON 21922V102 122 11500 SH DEFINED 03 11500 CORNING INC COMMON 219350105 5052 84200 SH DEFINED 01 84200 CORNING INC COMMON 219350105 20922 348699 SH DEFINED 03 348699 CORPORATE EXPRESS COMMON 219888104 68 13125 SH DEFINED 03 13125 COST PLUS INC/CALIFORNIA COMMON 221485105 1102 37500 SH DEFINED 03 37500 COSTCO COMPANIES INC COMMON 22160Q102 24978 272800 SH DEFINED 01 272800 COSTCO COMPANIES INC COMMON 22160Q102 29665 323989 SH DEFINED 03 323989 COUNTRYWIDE CR INDS INC DEL COMMON 222372104 4665 124400 SH DEFINED 01 124400 COUNTRYWIDE CR INDS INC DEL COMMON 222372104 31160 830932 SH DEFINED 03 830932 COVAD COMMUNICATIONS GROUP COMMON 222814204 309 4700 SH DEFINED 03 4700 COVANCE INC COMMON 222816100 846 33775 SH DEFINED 03 33775 COVENTRY HEALTHCARE INC. COMMON 222862104 701 93500 SH DEFINED 03 93500 COX COMMUNICATIONS INC COMMON 224044107 2538 33561 SH DEFINED 03 33561 JENNY CRAIG COMMON 224206102 32 10600 SH DEFINED 03 10600 CRANE CO COMMON 224399105 1552 64150 SH DEFINED 01 64150 CRANE CO COMMON 224399105 7191 297329 SH DEFINED 03 297329 CREDIT ACCEPTANCE CORP COMMON 225310101 67 11700 SH DEFINED 03 11700 CRESCENT OPERATING, INC. COMMON 22575M100 89 24630 SH DEFINED 03 24630 CRESCENT REAL ESTATE COMMON 225756105 343485 15976038 SH DEFINED 03 15976038 CROMPTON & KNOWLES CORP COMMON 227111101 17912 1137300 SH DEFINED 03 1137300 CROSS (A.T.) & CO -CL A COMMON 227478104 256 35000 SH DEFINED 03 35000 CROSS TIMBERS OIL COMMON 227573102 3207 454125 SH DEFINED 03 454125 CROSSMAN COMMUNITIES INC COMMON 22764E109 12048 604300 SH DEFINED 03 604300 CROWN AMERICAN REALTY COMMON 228186102 14840 2283000 SH DEFINED 03 2283000 CROWN ANDERSEN INC COMMON 228190104 69 12609 SH DEFINED 03 12609 CROWN CASTLE INTERNATIONAL COR COMMON 228227104 180 10000 SH DEFINED 03 10000 CROWN CORK & SEAL COMMON 228255105 466 16300 SH DEFINED 01 16300 CROWN CORK & SEAL COMMON 228255105 12993 454901 SH DEFINED 03 454901 CULLEN FROST BANKERS INC COMMON 229899109 4194 87500 SH DEFINED 03 87500 CUMMINS ENGINE CO INC COMMON 231021106 562 15800 SH DEFINED 01 15800 CUMMINS ENGINE CO INC COMMON 231021106 12122 340879 SH DEFINED 03 340879 CURATIVE HEALTH SERVICES INC. COMMON 231264102 171 14900 SH DEFINED 03 14900 CYBERIAN OUTPOST INC COMMON 231914102 1313 66500 SH DEFINED 03 66500 CUSTOMTRACKS CORP. COMMON 232046102 257 17100 SH DEFINED 03 17100 CYBEX INTERNATIONAL INC COMMON 23252E106 53 14500 SH DEFINED 03 14500 CYGNUS INC COMMON 232560102 178 23700 SH DEFINED 03 23700 CYPRESS SEMICONDUCTOR CORP COMMON 232806109 100 11100 SH DEFINED 03 11100 CYPRUS AMAX COMMON 232809103 160 13200 SH DEFINED 01 13200 CYPRUS AMAX COMMON 232809103 44477 3668246 SH DEFINED 03 3668246 CYRK INTERNATIONAL INC COMMON 232817106 135 17800 SH DEFINED 03 17800 CYTEC INDUSTRIES INC. COMMON 232820100 33564 1504291 SH DEFINED 03 1 504291 CYTOGEN CORP COMMON 232824102 51 49800 SH DEFINED 03 49800 DQE INC COMMON 23329J104 378 9850 SH DEFINED 03 9850 D P L INC COMMON 233293109 53787 3259812 SH DEFINED 03 3259812 D.R. HORTON INC COMMON 23331A109 7089 423215 SH DEFINED 03 423215 DST SYSTEMS COMMON 233326107 4900 81576 SH DEFINED 03 81576 DT INDUSTRIES INC COMMON 23333J108 7297 1033300 SH DEFINED 03 1033300 DTE ENERGY COMPANY COMMON 233331107 7414 192900 SH DEFINED 01 192900 DTE ENERGY COMPANY COMMON 233331107 25032 651243 SH DEFINED 03 651243 DAIN RAUSCHER CORP. COMMON 233856103 605 17800 SH DEFINED 03 17800 DAL-TILE INTERNATIONAL INC COMMON 23426R108 182 20100 SH DEFINED 03 20100 DALLAS SEMICONDUCTOR COMMON 235204104 4106 106300 SH DEFINED 03 106300 DAMES AND MOORE GROUP COMMON 235713104 347 31000 SH DEFINED 03 31000 DAN RIVER INC COMMON 235774106 9514 1119300 SH DEFINED 03 1119300 DANA CORP. COMMON 235811106 7508 197575 SH DEFINED 01 197575 DANA CORP. COMMON 235811106 26046 685410 SH DEFINED 03 685410 DANAHER CORP COMMON 235851102 2351 45000 SH DEFINED 01 45000 DANAHER CORP COMMON 235851102 9871 188919 SH DEFINED 03 188919 DANIEL INDUSTRIES COMMON 236235107 404 26500 SH DEFINED 03 26500 DARDEN RESTAURANTS INC. COMMON 237194105 5589 271000 SH DEFINED 01 271000 DARDEN RESTAURANTS INC. COMMON 237194105 362314 17566734 SH DEFINED 03 17566734 DATA BROADCASTING CORP COMMON 237596101 204 14700 SH DEFINED 03 14700 DATA GENERAL CORP. COMMON 237688106 71 7000 SH DEFINED 01 7000 DATA GENERAL CORP. COMMON 237688106 744 73441 SH DEFINED 03 73441 DATASCOPE CORP. COMMON 238113104 473 17500 SH DEFINED 03 17500 DAY RUNNER INC COMMON 239545106 896 73900 SH DEFINED 03 73900 DAYTON-HUDSON CORP. COMMON 239753106 24018 360500 SH DEFINED 01 360500 DAYTON-HUDSON CORP. COMMON 239753106 44075 661537 SH DEFINED 03 661537 DEAN FOODS CO COMMON 242361103 205 5750 SH DEFINED 03 5750 DEB SHOPS INC COMMON 242728103 124 11000 SH DEFINED 03 11000 DEERE & CO COMMON 244199105 1178 30500 SH DEFINED 01 30500 DEERE & CO COMMON 244199105 27800 719740 SH DEFINED 03 719740 DELL COMPUTER CORP COMMON 247025109 64999 1590200 SH DEFINED 01 1 590200 DELL COMPUTER CORP COMMON 247025109 156725 3834260 SH DEFINED 03 3834260 DELPHI AUTOMOTIVE SYSTEMS COMMON 247126105 213 12000 SH DEFINED 03 12000 DELPHI FINANCIAL GROUP COMMON 247131105 901 26602 SH DEFINED 03 26602 DELTA & PINE LAND CO COMMON 247357106 1502 48854 SH DEFINED 03 48854 DELTA AIRLINES INC. COMMON 247361108 2488 35800 SH DEFINED 01 35800 DELTA AIRLINES INC. COMMON 247361108 38613 555582 SH DEFINED 03 555582 DELTA WOODSIDE INDS INC COMMON 247909104 221 46000 SH DEFINED 03 46000 DELTA FINANCIAL CORP COMMON 247918105 203 36100 SH DEFINED 03 36100 DELUXE CORP. COMMON 248019101 320 11000 SH DEFINED 01 11000 DELUXE CORP. COMMON 248019101 18108 621719 SH DEFINED 03 621719 DENDRITE COMMON 248239105 600 26900 SH DEFINED 03 26900 DENISON INTL PLC-ADR COMMON 248335101 4421 324500 SH DEFINED 03 324500 DENTSPLY INTL INC COMMON 249030107 4097 176200 SH DEFINED 03 176200 DESIGNS INC COMMON 25057L102 126 67400 SH DEFINED 03 67400 DEVON ENERGY CORP COMMON 251799102 54700 1984600 SH DEFINED 03 1984600 DEVRY INC COMMON 251893103 2725 93950 SH DEFINED 03 93950 DEXTER CORP COMMON 252165105 7919 251390 SH DEFINED 03 251390 DIAGNOSTIC PRODUCTS CORP COMMON 252450101 437 18000 SH DEFINED 03 18000 DIAL CORP COMMON 25247D101 11213 326200 SH DEFINED 03 326200 DIALOGIC CORP COMMON 252499108 656 21500 SH DEFINED 03 21500 DIAMOND OFFSHORE DRILLING COMMON 25271C102 509 16100 SH DEFINED 03 16100 DIEBOLD, INC. COMMON 253651103 1143 47637 SH DEFINED 03 47637 DIGI INTL INC COMMON 253798102 113 16700 SH DEFINED 03 16700 DIGITAL LIGHTWAVE INC. COMMON 253855100 63 22800 SH DEFINED 03 22800 DIGITAL MICROWAVE CORP COMMON 253859102 644 76900 SH DEFINED 03 76900 DILLARDS INC. CL.A COMMON 254067101 370 14600 SH DEFINED 01 14600 DILLARDS INC. CL.A COMMON 254067101 242208 9545128 SH DEFINED 03 9545128 DIME BANCORP INC. COMMON 25429Q102 1725 74413 SH DEFINED 03 74413 DIMON INCORPORATED COMMON 254394109 198 51875 SH DEFINED 03 51875 DIONEX COMMON 254546104 1102 29200 SH DEFINED 03 29200 DISCOUNT AUTO PARTS INC COMMON 254642101 527 24500 SH DEFINED 03 24500 DISNEY (WALT) COMPANY HLDG CO COMMON 254687106 25012 803600 SH DEFINED 01 803600 DISNEY (WALT) COMPANY HLDG CO COMMON 254687106 117917 3788494 SH DEFINED 03 3788494 DIXIE GROUP INC COMMON 255519100 169 23700 SH DEFINED 03 23700 DOLE FOOD COMPANY COMMON 256605106 1866 62205 SH DEFINED 03 62205 DOLLAR GENERAL CORP COMMON 256669102 1051 30900 SH DEFINED 01 30900 DOLLAR GENERAL CORP COMMON 256669102 8691 255605 SH DEFINED 03 255605 DOLLAR THRIFTY AUTOMOTIVE G COMMON 256743105 4466 258900 SH DEFINED 03 258900 DOLLAR TREE STORES INC COMMON 256747106 5171 167162 SH DEFINED 03 167162 DOMINION RES INC VA COMMON 257470104 4237 114700 SH DEFINED 01 114700 DOMINION RES INC VA COMMON 257470104 27459 743398 SH DEFINED 03 743398 DONALDSON CO INC COMMON 257651109 10510 583900 SH DEFINED 03 583900 DONALDSON, LUFKIN, & JENRETTE COMMON 257661108 997 14300 SH DEFINED 03 14300 DONCASTERS PLC - ADR COMMON 257692103 13871 902200 SH DEFINED 03 902200 DONNELLEY RR & SONS CO. COMMON 257867101 3270 101600 SH DEFINED 01 101600 DONNELLEY RR & SONS CO. COMMON 257867101 6481 201340 SH DEFINED 03 201340 DORAL FINANCIAL CORP COMMON 25811P100 222 12100 SH DEFINED 03 12100 DOUBLECLICK INC. COMMON 258609304 437 2400 SH DEFINED 03 2400 DOVER CORP COMMON 260003108 944 28700 SH DEFINED 01 28700 DOVER CORP COMMON 260003108 10600 322432 SH DEFINED 03 322432 DOW CHEMICAL CO. COMMON 260543103 2525 27100 SH DEFINED 01 27100 DOW CHEMICAL CO. COMMON 260543103 378175 4058236 SH DEFINED 03 4058236 DOW JONES COMMON 260561105 585 12400 SH DEFINED 01 12400 DOW JONES COMMON 260561105 6347 134504 SH DEFINED 03 134504 DOWNEY FINANCIAL CORP COMMON 261018105 1317 71934 SH DEFINED 03 71934 DRESS BARN INC COMMON 261570105 13943 1004900 SH DEFINED 03 1 004900 DU PONT DE NEMOURS & CO E I COMMON 263534109 24189 416600 SH DEFINED 01 416600 DU PONT DE NEMOURS & CO E I COMMON 263534109 101362 1745755 SH DEFINED 03 1745755 DUKE ENERGY CO COMMON 264399106 25303 461629 SH DEFINED 01 461629 DUKE ENERGY CO COMMON 264399106 114470 2088415 SH DEFINED 03 2088415 DUKE REALTY INVSTS INC COMMON 264411505 228 10600 SH DEFINED 03 10600 DUN & BRADSTREET CORP. COMMON 26483B106 777 21800 SH DEFINED 01 21800 DUN & BRADSTREET CORP. COMMON 26483B106 8547 239918 SH DEFINED 03 239918 DURA PHARMACEUTICALS COMMON 26632S109 838 59300 SH DEFINED 03 59300 DURBAN ROODEPORT DEEP - ADR COMMON 266597301 288 139600 SH DEFINED 03 139600 DYCOM INDUSTRIES INC COMMON 267475101 1307 30050 SH DEFINED 03 30050 DYNEGY INC. COMMON 26816L102 7862 559067 SH DEFINED 03 559067 ECI TELECOMMUNICATIONS COMMON 268258100 350 10000 SH DEFINED 03 10000 EEX CORPORATION COMMON 26842V207 8018 1644733 SH DEFINED 03 1644733 EG AND G COMMON 268457108 794 30100 SH DEFINED 01 30100 EG AND G COMMON 268457108 15954 604885 SH DEFINED 03 604885 E M C CORP MASS COMMON 268648102 43205 338200 SH DEFINED 01 338200 E M C CORP MASS COMMON 268648102 128466 1005604 SH DEFINED 03 1005604 ENSCO INTERNATIONAL INC COMMON 26874Q100 234 17574 SH DEFINED 03 17574 ESS TECHNOLOGY COMMON 269151106 133 25800 SH DEFINED 03 25800 ETEC SYSTEMS INC. COMMON 26922C103 1386 47100 SH DEFINED 03 47100 E-TEK DYNAMICS, INC. COMMON 269240107 265 7400 SH DEFINED 03 7400 E*TRADE GROUP INC COMMON 269246104 828 14200 SH DEFINED 03 14200 E-Z-EM INC-CL A COMMON 269305207 51 10200 SH DEFINED 03 10200 EAGLE HARDWARE COMMON 26959B101 1466 38400 SH DEFINED 03 38400 EARTHGRAINS COMPANY COMMON 270319106 1225 55220 SH DEFINED 03 55220 EARTHLINK NETWORK INC COMMON 270322100 3972 66200 SH DEFINED 03 66200 EASTERN ENTERPRISES COMMON 27637F100 109 3000 SH DEFINED 01 3000 EASTERN ENTERPRISES COMMON 27637F100 48223 1325708 SH DEFINED 03 1325708 EASTERN UTILS ASSOC COMMON 277173100 807 28500 SH DEFINED 03 28500 EASTMAN CHEMICAL COMPANY COMMON 277432100 446 10600 SH DEFINED 01 10600 EASTMAN CHEMICAL COMPANY COMMON 277432100 110434 2625510 SH DEFINED 03 2625510 EASTMAN KODAK CO COMMON 277461109 9901 155000 SH DEFINED 01 155000 EASTMAN KODAK CO COMMON 277461109 269553 4220007 SH DEFINED 03 4220007 EATON CORP COMMON 278058102 672 9400 SH DEFINED 01 9400 EATON CORP COMMON 278058102 20878 292003 SH DEFINED 03 292003 EATON VANCE CORP COMMON 278265103 4172 207300 SH DEFINED 03 207300 EBAY INC. COMMON 278642103 1977 14400 SH DEFINED 03 14400 ECHO BAY MINING COMMON 278751102 115 68200 SH DEFINED 03 68200 ECOLAB INC COMMON 278865100 15535 437600 SH DEFINED 01 437600 ECOLAB INC COMMON 278865100 6636 186941 SH DEFINED 03 186941 EDISON INTERNATIONAL COMMON 281020107 12685 570100 SH DEFINED 01 570100 EDISON INTERNATIONAL COMMON 281020107 101287 4552246 SH DEFINED 03 4552246 EDUCATION MANAGEMENT CORP COMMON 28139T101 234 7600 SH DEFINED 03 7600 J.D. EDWARDS & CO. COMMON 281667105 149 12500 SH DEFINED 03 12500 EDWARDS AG INC COMMON 281760108 22928 701451 SH DEFINED 03 701451 EINSTEIN / NOAH BAGEL CORP CVBNDS 282577AC9 893 1500000 PRN DEFINED 03 1500000 EINSTEIN/NOAH BAGEL CORP COMMON 282577105 27 20400 SH DEFINED 03 20400 EL PASO ELECTRIC CO. COMMON 283677854 120 15800 SH DEFINED 03 15800 EL PASO ENERGY CORP. COMMON 283905107 86551 2647866 SH DEFINED 03 2647866 ELAN CORP PLC IRELAND COMMON 284131208 3584 51378 SH DEFINED 03 51378 ELDERTRUST COMMON 284560109 1830 203300 SH DEFINED 03 203300 ELECTRO SCIENTIFIC INDS INC. COMMON 285229100 2392 51450 SH DEFINED 03 51450 ELECTROGLAS INC COMMON 285324109 448 34800 SH DEFINED 03 34800 ELECTRONIC ARTS COMMON 285512109 32276 679505 SH DEFINED 03 679505 ELECTRONIC DATA SYSTEMS COMMON 285661104 3413 70100 SH DEFINED 01 70100 ELECTRONIC DATA SYSTEMS COMMON 285661104 48971 1005825 SH DEFINED 03 1 005825 ELECTRONIC RETAIL COM STK COMMON 285825105 69 50000 SH DEFINED 03 50000 ELECTRONICS FOR IMAGING COMMON 286082102 261 6700 SH DEFINED 03 6700 ELF AQUITAINE SPONS ADR COMMON 286269105 468458 6959499 SH DEFINED 03 6959499 EMCOR GROUP INC COMMON 29084Q100 1693 98500 SH DEFINED 03 98500 EMERSON ELECTRONIC CO COMMON 291011104 3324 62800 SH DEFINED 01 62800 EMERSON ELECTRONIC CO COMMON 291011104 35081 662693 SH DEFINED 03 662693 EMMIS COMMUNICATIONS-CL. A COMMON 291525103 1555 31100 SH DEFINED 03 31100 EMPI INC COMMON 291586105 876 40500 SH DEFINED 03 40500 EMPLOYEE SOLUTIONS INC COMMON 292166105 14 13800 SH DEFINED 03 13800 ENERGEN CORP COMMON 29265N108 11899 796600 SH DEFINED 03 796600 ENERGY EAST CORP. COMMON 29266M109 133486 2539600 SH DEFINED 03 2539600 ENGELHARD CORP COMMON 292845104 346 20400 SH DEFINED 01 20400 ENGELHARD CORP COMMON 292845104 3552 209704 SH DEFINED 03 209704 ENHANCE FINANCIAL SERVICES COMMON 293310108 28829 1253445 SH DEFINED 03 1253445 ENNIS BUSINESS FORMS COMMON 293389102 4419 548187 SH DEFINED 03 548187 ENRON CORP COMMON 293561106 4318 67200 SH DEFINED 01 67200 ENRON CORP COMMON 293561106 56740 883117 SH DEFINED 03 883117 ENRON OIL AND GAS COMMON 293562104 10402 625700 SH DEFINED 03 625700 ENTERGY CORP NEW COMMON 29364G103 4188 152300 SH DEFINED 01 152300 ENTERGY CORP NEW COMMON 29364G103 33504 1218319 SH DEFINED 03 1218319 ENVIROSOURCE INC COM STK COMMON 29409K606 153 61190 SH DEFINED 03 61190 ENZO BIOCHEM INC COMMON 294100102 471 50260 SH DEFINED 03 50260 EQUIFAX INC COMMON 294429105 3613 105100 SH DEFINED 01 105100 EQUIFAX INC COMMON 294429105 7258 211130 SH DEFINED 03 211130 EQUITABLE COMPANIES COMMON 29444G107 205919 2941693 SH DEFINED 03 2941693 EQUITABLE RES INC COMMON 294549100 53855 2066425 SH DEFINED 03 2066425 EQUITY OFFICE PROPERTIES COMMON 294741103 110061 4337390 SH DEFINED 03 4337390 EQUITY RESIDENTIAL PROPERTIES COMMON 29476L107 244047 5916288 SH DEFINED 03 5916288 ERIE INDEMNITY CO CL-A COMMON 29530P102 226 8200 SH DEFINED 03 8200 ESTERLINE TECHNOLOGIES CORP COMMON 297425100 15317 1184000 SH DEFINED 03 1184000 ETHAN ALLEN INTERIORS INC COMMON 297602104 1455 35000 SH DEFINED 03 35000 ETHYL CORP COMMON 297659104 455 107100 SH DEFINED 03 107100 EVEREST REINSURANCE HLDGS COMMON 299808105 5112 163900 SH DEFINED 03 163900 EXABYTE CORP. COMMON 300615101 123 25900 SH DEFINED 03 25900 EXCEL LEGACY CORP COMMON 300665106 3534 1028200 SH DEFINED 03 1028200 EXCITE INC. COMMON 300904109 952 6800 SH DEFINED 03 6800 EXECUTIVE RISK INC COMMON 301586103 1015 14300 SH DEFINED 03 14300 EXODUS COMMUNICATIONS COMMON 302088109 807 6000 SH DEFINED 03 6000 EXPEDITORS INTL WASH INC COMMON 302130109 1555 28800 SH DEFINED 03 28800 EXPRESS SCRIPTS COMMON 302182100 3695 43000 SH DEFINED 03 43000 EXTENDED STAY AMERICA INC COMMON 30224P101 116 11400 SH DEFINED 03 11400 EXXON CORP COMMON 302290101 80340 1138580 SH DEFINED 01 1138580 EXXON CORP COMMON 302290101 279331 3958662 SH DEFINED 03 3958662 FBL FINANCIAL GRP INC COMMON 30239F106 783 44100 SH DEFINED 03 44100 FMC CORP NEW COMMON 302491303 227 4600 SH DEFINED 01 4600 FMC CORP NEW COMMON 302491303 14717 298073 SH DEFINED 03 298073 FPL GROUP COMMON 302571104 8312 156100 SH DEFINED 01 156100 FPL GROUP COMMON 302571104 14933 280436 SH DEFINED 03 280436 FSI INTL INC COMMON 302633102 161 26900 SH DEFINED 03 26900 FX ENERGY INC COMMON 302695101 743 156500 SH DEFINED 03 156500 FACTSET RESEARCH SYSTEMS INC. COMMON 303075105 757 17500 SH DEFINED 03 17500 FAIR ISSAC & COMPANY INC COMMON 303250104 762 20550 SH DEFINED 03 20550 FAIRFIELD COMMUNITIES INC COMMON 304231301 129 14400 SH DEFINED 03 14400 FAMILY DOLLAR STORES COMMON 307000109 2109 91700 SH DEFINED 03 91700 FAMILY GOLF CENTERS INC. COMMON 30701A106 3148 423350 SH DEFINED 03 423350 FASTENAL CO COMMON 311900104 659 18800 SH DEFINED 03 18800 FDX CORPORATION COMMON 31304N107 12654 136060 SH DEFINED 01 136060 FDX CORPORATION COMMON 31304N107 20384 219178 SH DEFINED 03 219178 FEDDERS CORP COMMON 313135105 324 64000 SH DEFINED 03 64000 FEDERAL HOME LN MTG CORP COMMON 313400301 10924 190600 SH DEFINED 01 190600 FEDERAL HOME LN MTG CORP COMMON 313400301 69213 1207659 SH DEFINED 03 1207659 FEDERAL-MOGUL CORP COMMON 313549107 372 8700 SH DEFINED 03 8700 FEDERAL NATL MTG ASSN COMMON 313586109 20900 301800 SH DEFINED 01 301800 FEDERAL NATL MTG ASSN COMMON 313586109 142333 2055343 SH DEFINED 03 2 055343 FEDERATED DEPT STORES COMMON 31410H101 1059 26400 SH DEFINED 01 26400 FEDERATED DEPT STORES COMMON 31410H101 30604 762706 SH DEFINED 03 762706 FEDERATED INVESTORS INC.-CL.B COMMON 314211103 2028 111500 SH DEFINED 03 111500 FERRO CORP COMMON 315405100 25962 1048980 SH DEFINED 03 1048980 FIDELITY NATL FINL INC COMMON 316326107 1973 131562 SH DEFINED 03 131562 FIFTH THIRD BANCORP COMMON 316773100 15719 238399 SH DEFINED 01 238399 FIFTH THIRD BANCORP COMMON 316773100 26407 400483 SH DEFINED 03 400483 FILENET CORP COMMON 316869106 293 41800 SH DEFINED 03 41800 FINANCIAL SECURITY COMMON 31769P100 63738 1284386 SH DEFINED 03 1284386 FINOVA GROUP INC COMMON 317928109 3004 57900 SH DEFINED 03 57900 FIREARMS TRANING SYSTEM COMMON 318120102 126 122000 SH DEFINED 03 122000 FIRST AMERN FINL CORP CALIF COMMON 318522307 3555 224850 SH DEFINED 03 224850 FIRST BANCORP/PUERTO RICO COMMON 318672102 989 41100 SH DEFINED 03 41100 FIRST AMERICAN CORP-TENN COMMON 318900107 483 13099 SH DEFINED 03 13099 FIRST DATA CORP. COMMON 319963104 3929 91900 SH DEFINED 01 91900 FIRST DATA CORP. COMMON 319963104 27743 648966 SH DEFINED 03 648966 FIRST MIDWEST BANCAR COMMON 320867104 1411 37128 SH DEFINED 03 37128 FIRST HEALTH GROUP CORP COMMON 320960107 1016 63224 SH DEFINED 03 63224 FIRST SECURITY CORP-UTAH COMMON 336294103 1848 95707 SH DEFINED 03 95707 FIRST TENNESSEE NATL CORP COMMON 337162101 1568 42800 SH DEFINED 03 42800 FIRST UNION CORP COMMON 337358105 40515 758176 SH DEFINED 01 758176 FIRST UNION CORP COMMON 337358105 112244 2100487 SH DEFINED 03 2100487 FIRST VIRGINIA BANKS INC COMMON 337477103 1704 37300 SH DEFINED 03 37300 FIRSTAR CORP NEW WIS COMMON 33763V109 2515 28100 SH DEFINED 01 28100 FIRSTAR CORP NEW WIS COMMON 33763V109 31265 349330 SH DEFINED 03 349330 FISERV INC COMMON 337738108 2321 43275 SH DEFINED 03 43275 FIRSTMERIT CORPORATION COMMON 337915102 2993 116244 SH DEFINED 03 116244 FIRSTENERGY CORP. COMMON 337932107 6462 230800 SH DEFINED 01 230800 FIRSTENERGY CORP. COMMON 337932107 120543 4305103 SH DEFINED 03 4305103 FLEET FINL GROUP INC NEW COMMON 338915101 18692 496788 SH DEFINED 01 496788 FLEET FINL GROUP INC NEW COMMON 338915101 34810 925196 SH DEFINED 03 925196 FLEETWOOD ENTERPRISES INC COMMON 339099103 1182 41300 SH DEFINED 01 41300 FLEETWOOD ENTERPRISES INC COMMON 339099103 16570 578850 SH DEFINED 03 578850 FLEMING COMPANIES, INC. COMMON 339130106 1883 219900 SH DEFINED 03 219900 FLETCHER CHLG FORESTS-ADR COMMON 339324402 1322 346700 SH DEFINED 03 346700 FLORIDA PROGRESS CORP COMMON 341109106 6131 162400 SH DEFINED 03 162400 FLORIDA ROCK INDS COMMON 341140101 966 28300 SH DEFINED 03 28300 FLOW INTERNATIONAL CORPORATION COMMON 343468104 166 16800 SH DEFINED 03 16800 FLOWERS INDUSTRIES INC COMMON 343496105 1091 44287 SH DEFINED 03 44287 FLOWSERVE CORP COMMON 34354P105 3425 220101 SH DEFINED 03 220101 FLUOR CORP. COMMON 343861100 281 10400 SH DEFINED 01 10400 FLUOR CORP. COMMON 343861100 3135 116126 SH DEFINED 03 116126 FOOD LION INC CL B COMMON 344775101 4257 473000 SH DEFINED 03 473000 FOOD LION, INC CLA COMMON 344775200 15267 1658900 SH DEFINED 03 1658900 FOODMAKER INC NEW COMMON 344839204 9269 363500 SH DEFINED 03 363500 FOOTSTAR INC COMMON 344912100 1038 32444 SH DEFINED 03 32444 FORCENERGY INC COMMON 345206106 144 67959 SH DEFINED 03 67959 FORD MTR CO DEL COMMON 345370100 27346 482400 SH DEFINED 01 482400 FORD MTR CO DEL COMMON 345370100 230132 4059689 SH DEFINED 03 4059689 FORE SYSTEMS COMMON 345449102 212 11200 SH DEFINED 03 11200 FOREST LABS CLASS A COMMON 345838106 626 11100 SH DEFINED 03 11100 FORT JAMES CORP COMMON 347471104 7503 236800 SH DEFINED 01 236800 FORT JAMES CORP COMMON 347471104 52841 1667602 SH DEFINED 03 1667602 FORTE SOFTWARE INC COMMON 349546101 79 17100 SH DEFINED 03 17100 FORTUNE BRANDS INC COMMON 349631101 1736 45100 SH DEFINED 01 45100 FORTUNE BRANDS INC COMMON 349631101 13296 345358 SH DEFINED 03 345358 FOSTER WHEELER CORP COMMON 350244109 70 5800 SH DEFINED 01 5800 FOSTER WHEELER CORP COMMON 350244109 850 70114 SH DEFINED 03 70114 FOUNDATION HEALTH SYSTEMS COMMON 350404109 132280 10854225 SH DEFINED 03 10854225 FOX ENTERTAINMENT GRP - INC COMMON 35138T107 22142 816300 SH DEFINED 03 816300 FRANKLIN CONVEY CO COMMON 353469109 255 28300 SH DEFINED 03 28300 FRANKLIN RESOURCES INC COMMON 354613101 2959 105200 SH DEFINED 01 105200 FRANKLIN RESOURCES INC COMMON 354613101 10061 357736 SH DEFINED 03 357736 FREEPORT MC COPPER_& GOLD COMMON 35671D105 96334 9398485 SH DEFINED 03 9 398485 FREEPORT-MCMORAN COPPER-B COMMON 35671D857 1424 130900 SH DEFINED 01 130900 FREEPORT-MCMORAN COPPER-B COMMON 35671D857 12309 1131846 SH DEFINED 03 1131846 FREMONT GENERAL CORP COMMON 357288109 3132 164320 SH DEFINED 03 164320 FRENCH FRAGRANCES INC COMMON 357658103 3447 599400 SH DEFINED 03 599400 FRIEDE GOLDMAN INT'L INC. COMMON 358430106 163 10200 SH DEFINED 03 10200 FRIEDMAN INDUSTRIES COMMON 358435105 80 20774 SH DEFINED 03 20774 FRITZ COMPANIES COMMON 358846103 435 63300 SH DEFINED 03 63300 FRONTIER CORP COMMON 35906P105 7698 148400 SH DEFINED 01 148400 FRONTIER CORP COMMON 35906P105 118284 2280181 SH DEFINED 03 2280181 FRONTIER INS GROUP INC NEW COMMON 359081106 597 50279 SH DEFINED 03 50279 FRONTIER OIL CORP. COMMON 35914P105 98 19600 SH DEFINED 03 19600 FROZEN FOOD EXPRESS INDS COMMON 359360104 122 19200 SH DEFINED 03 19200 FURNITURE BRANDS INTL INC COMMON 360921100 21452 969600 SH DEFINED 03 969600 G&K SERVICES INC -CL A COMMON 361268105 1270 27500 SH DEFINED 03 27500 GATX CORP COMMON 361448103 247 7500 SH DEFINED 03 7500 GC COMPANIES INC. COMMON 36155Q109 349 11100 SH DEFINED 03 11100 GST TELECOMMUNICATIONS INC CVBNDS 361942AA3 3026 3022000 PRN DEFINED 03 3022000 GPU INC COMMON 36225X100 3078 82500 SH DEFINED 01 82500 GPU INC COMMON 36225X100 50768 1360628 SH DEFINED 03 1360628 GTE CORP COMMON 362320103 20467 338300 SH DEFINED 01 338300 GTE CORP COMMON 362320103 142942 2362677 SH DEFINED 03 2362677 GT INTERACTIVE SOFTWARE COMMON 36236E109 69 15000 SH DEFINED 03 15000 GABLES RESIDENTIAL TRUST COMMON 362418105 21329 972300 SH DEFINED 03 972300 GALEY & LORD INC COMMON 36352K103 236 53300 SH DEFINED 03 53300 GALILEO INTERNATIONAL INC, COMMON 363547100 600 12400 SH DEFINED 03 12400 GALLAGHER & CO ARTHUR J COMMON 363576109 2935 63800 SH DEFINED 03 63800 GANNETT INC COMMON 364730101 7226 114700 SH DEFINED 01 114700 GANNETT INC COMMON 364730101 28419 451089 SH DEFINED 03 451089 GAP INC DEL COMMON 364760108 37360 555025 SH DEFINED 01 555025 GAP INC DEL COMMON 364760108 68480 1017359 SH DEFINED 03 1017359 GARDNER DENVER INC COMMON 365558105 298 18800 SH DEFINED 03 18800 GARTNER GROUP COMMON 366651107 244 10800 SH DEFINED 03 10800 GATEWAY 2000 COMMON 367833100 16373 238800 SH DEFINED 01 238800 GATEWAY 2000 COMMON 367833100 17534 255746 SH DEFINED 03 255746 GAYLORD CONTAINER CORP COM STK COMMON 368145108 583 77735 SH DEFINED 03 77735 GAYLORD CONTAINER CORP WT WARRANTS 368145116 2870 417518 SH DEFINED 03 417518 GENCORP INC. COMMON 368682100 25233 1401820 SH DEFINED 03 1401820 GENENTECH INC-SPECIAL COMMON COMMON 368710307 1340 15122 SH DEFINED 03 15122 GENERAL COMMUNICATION -CL A COMMON 369385109 261 57200 SH DEFINED 03 57200 GENERAL DYNAMICS COMMON 369550108 11302 175900 SH DEFINED 01 175900 GENERAL DYNAMICS COMMON 369550108 37146 578146 SH DEFINED 03 578146 GENERAL ELEC CO COMMON 369604103 154311 1394900 SH DEFINED 01 1394900 GENERAL ELEC CO COMMON 369604103 602425 5445652 SH DEFINED 03 5445652 GENERAL GROWTH PROPERTIES INC COMMON 370021107 3519 108500 SH DEFINED 03 108500 GENERAL INSTRUMENT CORP. COMMON 370120107 14968 493800 SH DEFINED 01 493800 GENERAL INSTRUMENT CORP. COMMON 370120107 7419 244764 SH DEFINED 03 244764 GENERAL MILLS INC COMMON 370334104 4851 64200 SH DEFINED 01 64200 GENERAL MILLS INC COMMON 370334104 17198 227602 SH DEFINED 03 227602 GENERAL MTRS CORP COMMON 370442101 1749 20100 SH DEFINED 03 20100 GENERAL MOTORS CORP COMMON 370442105 9031 103800 SH DEFINED 01 103800 GENERAL MOTORS CORP COMMON 370442105 409896 4711445 SH DEFINED 03 4711445 GENERAL MOTORS CL H COMMON 370442832 667 13218 SH DEFINED 03 13218 GENERAL NUTRITION COMPANIES COMMON 37047F103 630 45000 SH DEFINED 03 45000 GENERAL SEMICONDUCTOR INC. COMMON 370787103 432 59625 SH DEFINED 03 59625 GENESCO INC COMMON 371532102 455 49200 SH DEFINED 03 49200 GENTEX CORP COMMON 371901109 2040 94600 SH DEFINED 03 94600 GENESIS HEALTH VENTURES COMMON 371912106 753 154400 SH DEFINED 03 154400 GENRAD INC & RTS COMMON 372447102 405 28200 SH DEFINED 03 28200 GENZYME TRANSGENICS CORP COMMON 37246E105 131 33240 SH DEFINED 03 33240 GEON COMPANY COMMON 37246W105 10997 483400 SH DEFINED 03 483400 GENUINE PARTS CO COMMON 372460105 684 23750 SH DEFINED 01 23750 GENUINE PARTS CO COMMON 372460105 7643 265281 SH DEFINED 03 265281 GENUS INC COMMON 372461103 60 36100 SH DEFINED 03 36100 GEOCITIES COMMON 37247V106 460 4200 SH DEFINED 03 4200 GENZYME CORP COMMON 372917104 2365 46900 SH DEFINED 03 46900 GEORGIA GULF CORP NEW COMMON 373200203 265 23700 SH DEFINED 03 23700 GEORGIA-PACIFIC CORP COMMON 373298108 2072 27900 SH DEFINED 01 27900 GEORGIA-PACIFIC CORP COMMON 373298108 358330 4825996 SH DEFINED 03 4825996 GEORGIA PACIFIC (TIMBER GROUP) COMMON 373298702 64681 2882800 SH DEFINED 03 2882800 GEOTEL COMMUNICATIONS CORP COMMON 373656107 1193 26000 SH DEFINED 03 26000 GERBER SCIENTIFIC COMMON 373730100 17557 869700 SH DEFINED 03 869700 GETCHELL GOLD CORP COMMON 374265106 1069 40812 SH DEFINED 03 40812 GIANT CEMENT HOLDING INC COMMON 374450104 14454 841000 SH DEFINED 03 841000 GIBSON GREETINGS INC COMMON 374827103 22069 3018200 SH DEFINED 03 3018200 GILEAD SCIENCES COMMON 375558103 1552 34100 SH DEFINED 03 34100 GILLETTE COMPANY COMMON 375766102 36904 620900 SH DEFINED 01 620900 GILLETTE COMPANY COMMON 375766102 107619 1810641 SH DEFINED 03 1810641 GLIMCHER REALTY TRUST COMMON 379302102 15207 1057900 SH DEFINED 03 1057900 GLOBAL DIRECTMAIL CORP. COMMON 379321102 241 14400 SH DEFINED 03 14400 GLBAL INDUSTRIAL TECH I COMMON 379335102 8488 818100 SH DEFINED 03 818100 GLOBAL INDUSTRIES LTD COMMON 379336100 112 11100 SH DEFINED 03 11100 GLOBAL MARINE INC COMMON 379352404 1285 109400 SH DEFINED 03 109400 GLOBAL TELESYSTEMS GROUP INC. COMMON 37936U104 442 7900 SH DEFINED 03 7900 GOLDEN ENTERPRISES COMMON 381010107 98 29154 SH DEFINED 03 29154 GOLDEN STAR RESOURCES LTD COMMON 38119T104 279 343100 SH DEFINED 03 343100 GOLDEN STATE BANCORP COMMON 381197102 365 16388 SH DEFINED 03 16388 GOLDEN WEST FINL CORP DEL COMMON 381317106 1337 14000 SH DEFINED 01 14000 GOLDEN WEST FINL CORP DEL COMMON 381317106 42332 443264 SH DEFINED 03 443264 GOOD GUYS INC COMMON 382091106 43 11000 SH DEFINED 03 11000 B.F. GOODRICH COMMON 382388106 340 9900 SH DEFINED 01 9900 B.F. GOODRICH COMMON 382388106 3698 107779 SH DEFINED 03 107779 GOODYEAR TIRE & RUBBER CO. COMMON 382550101 996 20000 SH DEFINED 01 20000 GOODYEAR TIRE & RUBBER CO. COMMON 382550101 33696 676463 SH DEFINED 03 676463 GOODY'S FAMILY CLOTHING INC COMMON 382588101 542 38900 SH DEFINED 03 38900 GOTTSCHALKS INC COMMON 383485109 99 14400 SH DEFINED 03 14400 GO2NET INC. COMMON 383486107 3979 30000 SH DEFINED 03 30000 WR GRACE & CO. -W/I COMMON 38388F108 129 10600 SH DEFINED 01 10600 WR GRACE & CO. -W/I COMMON 38388F108 1280 105544 SH DEFINED 03 105544 GRACO INC COMMON 384109104 13669 619550 SH DEFINED 03 619550 GRADALL INDUSTRIES INC COMMON 38411P107 8463 651000 SH DEFINED 03 651000 GRAINGER W. W. INC COMMON 384802104 534 12400 SH DEFINED 01 12400 GRAINGER W. W. INC COMMON 384802104 6897 160174 SH DEFINED 03 160174 GRAND UNION CO COM STK COMMON 386532402 1502 133523 SH DEFINED 03 133523 GRANITE BROADCASTING COMMON 387241102 8024 1211200 SH DEFINED 03 1 211200 GRANITE CONSTRUCTION CO. COMMON 387328107 296 12650 SH DEFINED 03 12650 GREAT ATLANTIC & PACIFIC TEA I COMMON 390064103 162 5400 SH DEFINED 01 5400 GREAT ATLANTIC & PACIFIC TEA I COMMON 390064103 21022 700727 SH DEFINED 03 700727 GREAT LAKES CHEMICAL CORP COMMON 390568103 794 21600 SH DEFINED 01 21600 GREAT LAKES CHEMICAL CORP COMMON 390568103 4130 112390 SH DEFINED 03 112390 GREENPOINT FINANCIAL CORP COMMON 395384100 1173 33762 SH DEFINED 03 33762 GREENSTONE RESOURCES LTD COMMON 39573W104 148 526400 SH DEFINED 03 526400 GRIFFON CORPORATION COMMON 398433102 7376 1072800 SH DEFINED 03 1 072800 GROUP 1 AUTOMOTIVE INC. COMMON 398905109 1724 70200 SH DEFINED 03 70200 GRUBB & ELLIS CO COMMON 400095204 1722 259969 SH DEFINED 00 259969 GRUPO TELEVISA SA DE CV COMMON 40049J206 2240 71400 SH DEFINED 03 71400 GTECH HOLDING CORP COMMON 400518106 495 20300 SH DEFINED 03 20300 GUCCI GROUP NV-NY REG SHRS COMMON 401566104 918 11400 SH DEFINED 03 11400 GUIDANT CORP COMMON 401698105 23607 390200 SH DEFINED 01 390200 GUIDANT CORP COMMON 401698105 32582 538548 SH DEFINED 03 538548 GUILFORD MILLS INC COMMON 401794102 7914 904437 SH DEFINED 03 904437 GULFSTREAM AEROSPACE CORP COMMON 402734107 1015 23400 SH DEFINED 03 23400 GYMBOREE COMMON 403777105 422 47200 SH DEFINED 03 47200 HCIA INC. COMMON 403908106 59 13000 SH DEFINED 03 13000 HMT TECHNOLOGY CORP. COMMON 403917107 37 10600 SH DEFINED 03 10600 HCR MANOR CARE COMMON 404134108 1033 45300 SH DEFINED 01 45300 HCR MANOR CARE COMMON 404134108 13804 605138 SH DEFINED 03 605138 HNC SOFTWARE COMMON 40425P107 1058 32300 SH DEFINED 03 32300 HRPT PROPERTIES TRUST COMMON 40426W101 217 16100 SH DEFINED 03 16100 HS RESOURCES INC COMMON 404297103 237 27100 SH DEFINED 03 27100 HUBCO INC COMMON 404382103 4330 129010 SH DEFINED 03 129010 HA-LO INDUSTRIES INC COMMON 404429102 4509 366200 SH DEFINED 03 366200 HACH CO. CLASS A COMMON 404504201 105 12725 SH DEFINED 03 12725 HADCO CORP COMMON 404681108 554 17600 SH DEFINED 03 17600 HALLIBURTON CO COMMON 406216101 13256 344300 SH DEFINED 01 344300 HALLIBURTON CO COMMON 406216101 29465 765330 SH DEFINED 03 765330 HALTER MARINE GROUP INC COMMON 40642Y105 277 47700 SH DEFINED 03 47700 HANCOCK FABRICS INC COMMON 409900107 189 29948 SH DEFINED 03 29948 HANNA (M.A.) CO COMMON 410522106 13852 1081200 SH DEFINED 03 1081200 HANNAFORD BROS. COMMON 410550107 477 10500 SH DEFINED 03 10500 HANSEN NATURAL CORP COMMON 411310105 91 24800 SH DEFINED 03 24800 HANSON PLC_ADR COMMON 411352404 259951 5907987 SH DEFINED 03 5907987 HARBINGER CORP COMMON 41145C103 477 70667 SH DEFINED 03 70667 HARCOURT GENERAL INC. COMMON 41163G101 421 9500 SH DEFINED 01 9500 HARCOURT GENERAL INC. COMMON 41163G101 4595 103698 SH DEFINED 03 103698 HARBOR FLORIDA BANCORP INC COMMON 411901101 154 12100 SH DEFINED 03 12100 HARDING LAWSON ASSOC. GROUP COMMON 412293102 102 14600 SH DEFINED 03 14600 HARDINGE INC COMMON 412324303 7255 513625 SH DEFINED 03 513625 HARKEN ENERGY CORP COMMON 412552101 50 30500 SH DEFINED 03 30500 HARLAND (JOHN H.) COMMON 412693103 611 47200 SH DEFINED 03 47200 HARLEY DAVIDSON INC COMMON 412822108 4906 85500 SH DEFINED 03 85500 HARLEYSVILLE GROUP I COMMON 412824104 17680 912500 SH DEFINED 03 912500 HARMAN INTERNATIONAL COMMON 413086109 838 22800 SH DEFINED 03 22800 HARMON INDUSTRIES INC COMMON 413136102 244 12150 SH DEFINED 03 12150 HARMONY GOLD MINING ADR COMMON 413216300 3044 649500 SH DEFINED 03 649500 HARNISCHFEGER INDUSTRIES INC COMMON 413345109 39 6900 SH DEFINED 01 6900 HARNISCHFEGER INDUSTRIES INC COMMON 413345109 2603 457732 SH DEFINED 03 457732 HARRAH'S ENTERTAINMENT INC COMMON 413619107 896 47000 SH DEFINED 01 47000 HARRAH'S ENTERTAINMENT INC COMMON 413619107 29044 1523664 SH DEFINED 03 1523664 HARRIS CORP COMMON 413875105 312 10900 SH DEFINED 01 10900 HARRIS CORP COMMON 413875105 218946 7648773 SH DEFINED 03 7 648773 HARSCO CORP COMMON 415864107 11018 437435 SH DEFINED 03 437435 HARTE-HANKS INC. COMMON 416196103 239 8700 SH DEFINED 03 8700 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 3806 67000 SH DEFINED 01 67000 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 36096 635353 SH DEFINED 03 635353 HARTMARX CORP COMMON 417119104 245 50350 SH DEFINED 03 50350 HASBRO, INC. COMMON 418056107 8751 302400 SH DEFINED 01 302400 HASBRO, INC. COMMON 418056107 40682 1405887 SH DEFINED 03 1405887 HAUSER INC COMMON 419141304 32 12000 SH DEFINED 03 12000 HAVERTY FURNITURE INC COMMON 419596101 4370 172200 SH DEFINED 03 172200 HAWAIIAN ELECTRIC INDS COMMON 419870100 1928 55000 SH DEFINED 03 55000 HAWK CORP - CLASS A COMMON 420089104 7330 916300 SH DEFINED 03 916300 HEALTHSOUTH CORP COMMON 421924101 5657 545300 SH DEFINED 01 545300 HEALTHSOUTH CORP COMMON 421924101 25948 2500973 SH DEFINED 03 2500973 HEALTH MANAGEMENT ASSOCIATES COMMON 421933102 939 77073 SH DEFINED 03 77073 HEALTHPLAN SERVICES CORP COMMON 421959107 92 13000 SH DEFINED 03 13000 HEARTPORT, INC. COMMON 421969106 73 15100 SH DEFINED 03 15100 HEALTH MGMT SYSTEMS INC COMMON 42219M100 58 12200 SH DEFINED 03 12200 HEALTHCARE FINANCIAL PARTNERS COMMON 42219W108 3161 121000 SH DEFINED 03 121000 HEALTHEON CORP. COMMON 422209106 302 7100 SH DEFINED 03 7100 HEARTLAND EXPRESS INC COMMON 422347104 625 41183 SH DEFINED 03 41183 HECLA MINING COMMON 422704106 209 77600 SH DEFINED 03 77600 HECLA MNG CO CV PFD B PREFERRED 422704205 5815 163800 SH DEFINED 03 163800 HEILIG MYERS CO. COMMON 422893107 14581 2811050 SH DEFINED 03 2811050 HEINZ H J CO COMMON 423074103 14295 301750 SH DEFINED 01 301750 HEINZ H J CO COMMON 423074103 24842 524364 SH DEFINED 03 524364 HELIX TECHNOLOGY CORP COMMON 423319102 398 25900 SH DEFINED 03 25900 HELLENIC TELECOM ORG-ADR COMMON 423325307 602 51500 SH DEFINED 03 51500 HELLER FINANCIAL INC. COMMON 423328103 5324 226565 SH DEFINED 03 226565 HELMERICH & PAINE, INC. COMMON 423452101 168 7400 SH DEFINED 01 7400 HELMERICH & PAINE, INC. COMMON 423452101 23852 1051358 SH DEFINED 03 1051358 JACK HENRY & ASSOCIATES COMMON 426281101 1446 39350 SH DEFINED 03 39350 HERBALIFE INTL INC COMMON 426908208 731 59333 SH DEFINED 03 59333 HERCULES INC. COMMON 427056106 341 13500 SH DEFINED 01 13500 HERCULES INC. COMMON 427056106 14061 556881 SH DEFINED 03 556881 HERSHEY FOODS CORP COMMON 427866108 16404 292600 SH DEFINED 01 292600 HERSHEY FOODS CORP COMMON 427866108 13352 238158 SH DEFINED 03 238158 HERTZ CORP-CL A COMMON 428040109 257 4800 SH DEFINED 03 4800 HEWLETT PACKARD CO COMMON 428236103 14424 212700 SH DEFINED 01 212700 HEWLETT PACKARD CO COMMON 428236103 280632 4138377 SH DEFINED 03 4138377 HIBERNIA CORP -CL A COMMON 428656102 486 36828 SH DEFINED 03 36828 HIGH YIELD INCOME FD INC COMMON 429904105 77 11000 SH DEFINED 03 11000 HIGHLAND INSURANCE GROUP COMMON 431032101 147 13900 SH DEFINED 03 13900 HIGHWAYMASTER COMMUNICATIONS COMMON 431263102 39 24100 SH DEFINED 03 24100 HILB ROGAL & HAMILTON CO COMMON 431294107 235 13900 SH DEFINED 03 13900 HILLENBRAND INDUSTRIES COMMON 431573104 1349 29200 SH DEFINED 03 29200 HILTON HOTELS CORP COMMON 432848109 4375 311100 SH DEFINED 01 311100 HILTON HOTELS CORP COMMON 432848109 161021 11450759 SH DEFINED 03 11450759 HITACHI LTD ADR COMMON 433578507 72255 993200 SH DEFINED 03 993200 HOLLYWOOD ENTERTAINMENT CORP COMMON 436141105 2606 139900 SH DEFINED 03 139900 HOLLYWOOD PARK INC COMMON 436255103 374 36300 SH DEFINED 03 36300 HOLOGIC COMMON 436440101 142 15700 SH DEFINED 03 15700 HOME DEPOT INC COMMON 437076102 23811 382500 SH DEFINED 01 382500 HOME DEPOT INC COMMON 437076102 154464 2481343 SH DEFINED 03 2481343 HOMEBASE INC COMMON 43738E108 10828 2440300 SH DEFINED 03 2440300 HOMESTAKE MINING COMMON 437614100 284 32900 SH DEFINED 01 32900 HOMESTAKE MINING COMMON 437614100 2947 341653 SH DEFINED 03 341653 HOMESTEAD VILLAGE INC COMMON 437851108 60 24706 SH DEFINED 03 24706 HON INDUSTRIES COMMON 438092108 720 32800 SH DEFINED 03 32800 HONEYWELL INC COMMON 438506107 1221 16100 SH DEFINED 01 16100 HONEYWELL INC COMMON 438506107 15295 201752 SH DEFINED 03 201752 HORACE MANN EDUCATORS COMMON 440327104 870 37500 SH DEFINED 03 37500 HORMEL FOODS CORP COMMON 440452100 502 14100 SH DEFINED 03 14100 HOST MARRIOTT SERVICES CORP COMMON 440914109 11493 1702700 SH DEFINED 03 1702700 HOST MARRIOTT CORP COMMON 44107P104 249 22413 SH DEFINED 03 22413 HOUGHTON MIFFLIN CO. COMMON 441560109 14489 309100 SH DEFINED 03 309100 HOUSEHOLD INTERNATIONAL COMMON 441815107 12220 267826 SH DEFINED 01 267826 HOUSEHOLD INTERNATIONAL COMMON 441815107 31775 696431 SH DEFINED 03 696431 HOWMET INTERNATIONAL INC. COMMON 443208103 166 11600 SH DEFINED 03 11600 HUBBELL (HARVEY) -CL B COMMON 443510201 1612 40300 SH DEFINED 03 40300 HUFFY CORP COMMON 444356109 162 13500 SH DEFINED 03 13500 HUGHES SUPPLY INC COMMON 444482103 638 28050 SH DEFINED 03 28050 HUMANA INC COMMON 444859102 7366 427000 SH DEFINED 01 427000 HUMANA INC COMMON 444859102 4203 243630 SH DEFINED 03 243630 JB HUNT TRANSPORT COMMON 445658107 340 16200 SH DEFINED 03 16200 HUNTINGTON BANCSHARE COMMON 446150104 2188 70730 SH DEFINED 01 70730 HUNTINGTON BANCSHARE COMMON 446150104 12794 413566 SH DEFINED 03 413566 HURCO COMPANIES INC COMMON 447324104 2202 489364 SH DEFINED 00 489364 HUSSMANN INTERNATIONAL COMMON 448110106 17293 1177450 SH DEFINED 03 1177450 HUTCHINSON TECH COMMON 448407106 821 33000 SH DEFINED 03 33000 HVIDE MARINE INC. CLASS A COMMON 448515106 87 20100 SH DEFINED 03 20100 ICN PHARMACEUTICALS INC-DEL COMMON 448924100 1284 51099 SH DEFINED 03 51099 HYPERION SOLUTIONS CORP COMMON 44914M104 1984 136800 SH DEFINED 03 136800 IBP,INC. COMMON 449223106 1645 88300 SH DEFINED 03 88300 ICOS CORPORATION COMMON 449295104 203 6000 SH DEFINED 03 6000 IDEC PHARMACEUTICAL COMMON 449370105 1372 26700 SH DEFINED 03 26700 IHOP CORP COMMON 449623107 563 14350 SH DEFINED 03 14350 IMC GLOBAL INC COMMON 449669100 6901 337695 SH DEFINED 03 337695 IMCO RECYCLING INC COMMON 449681105 247 19200 SH DEFINED 03 19200 IMC MORTGAGE COMPANY COMMON 449923101 2 15100 SH DEFINED 03 15100 IMS HEALTH INC COMMON 449934108 9629 290700 SH DEFINED 01 290700 IMS HEALTH INC COMMON 449934108 30405 917880 SH DEFINED 03 917880 IRI INTERNATIONAL CORP. COMMON 45004F107 118 29000 SH DEFINED 03 29000 IRT PROPERTY CO COMMON 450058102 136 15400 SH DEFINED 03 15400 ITC DELTACOM, INC. COMMON 45031T104 236 10800 SH DEFINED 03 10800 I-STAT COMMON 450312103 193 20900 SH DEFINED 03 20900 IXC COMMUNICATIONS INC COMMON 450713102 202 4400 SH DEFINED 03 4400 ITT INDUSTRIES COMMON 450911102 492 13900 SH DEFINED 01 13900 ITT INDUSTRIES COMMON 450911102 5571 157486 SH DEFINED 03 157486 IVI CHECKMATE CORP. COMMON 450928106 594 175900 SH DEFINED 03 175900 IDEX CORP COMMON 45167R104 12538 532140 SH DEFINED 03 532140 IDEXX LABORATORIES COMMON 45168D104 1190 49700 SH DEFINED 03 49700 IKON OFFICE SOLUTIONS INC COMMON 451713101 4088 319100 SH DEFINED 01 319100 IKON OFFICE SOLUTIONS INC COMMON 451713101 149011 11630611 SH DEFINED 03 11630611 ILLINOIS TOOL WKS INC COMMON 452308109 3112 50300 SH DEFINED 01 50300 ILLINOIS TOOL WKS INC COMMON 452308109 34908 564173 SH DEFINED 03 564173 ILLINOVA CORP COMMON 452317100 76443 3608000 SH DEFINED 03 3608000 IMATION CORPORATION COMMON 45245A107 330 19990 SH DEFINED 03 19990 IMAX CORP COMMON 45245E109 7041 361100 SH DEFINED 03 361100 IMMUNE RESPONSE COMMON 45252T106 238 27000 SH DEFINED 03 27000 IMMUNEX CORP NEW COMMON 452528102 949 11400 SH DEFINED 03 11400 IMPERIAL CREDIT INDUSTRIES COMMON 452729106 156 21300 SH DEFINED 03 21300 IMMUNOMEDICS INC COMMON 452907108 54 20800 SH DEFINED 03 20800 IN FOCUS SYSTEMS INC. COMMON 452919103 269 30700 SH DEFINED 03 30700 IMPERIAL SUGAR COMPANY COMMON 453096109 105 17100 SH DEFINED 03 17100 INACOM CORP COMMON 45323G109 792 102244 SH DEFINED 03 102244 INCO, LTD. COMMON 453258402 490 36800 SH DEFINED 01 36800 INCO, LTD. COMMON 453258402 6334 475803 SH DEFINED 03 475803 INCYTE PHARMACEUTICALS INC COMMON 45337C102 1635 81500 SH DEFINED 03 81500 INDEPENDENCE COMMUNITY BANK CO COMMON 453414104 134 10400 SH DEFINED 03 10400 INFINITY BROADCASTING COMMON 45662S102 10897 423200 SH DEFINED 03 423200 INFORMIX CORP COMMON 456779107 1915 259600 SH DEFINED 03 259600 INFOSEEK CORPORATION COMMON 45678M107 300 4050 SH DEFINED 03 4050 INFOSPACE.COM INC. COMMON 45678T102 2012 22700 SH DEFINED 03 22700 INFOSYS TECHNOLOGIES COMMON 456788108 410 9510 SH DEFINED 03 9510 INFOUSA INC.-CL.B COMMON 456818103 87 19400 SH DEFINED 03 19400 INGERSOLL RAND CO. COMMON 456866102 2908 58600 SH DEFINED 01 58600 INGERSOLL RAND CO. COMMON 456866102 12112 244071 SH DEFINED 03 244071 INFORMATION RESOURCES COMMON 456905108 88 13600 SH DEFINED 03 13600 INKTOMI CORP. COMMON 457277101 5154 60100 SH DEFINED 03 60100 INNKEEPERS USA TRUST COMMON 4576J0104 7118 764400 SH DEFINED 03 764400 INNOVEX INC COMMON 457647105 231 17300 SH DEFINED 03 17300 INSIGHT ENTERPRISES INC. COMMON 45765U103 834 33700 SH DEFINED 03 33700 INPUT/OUTPUT INC COMMON 457652105 486 77000 SH DEFINED 03 77000 INPRISE CORP. COMMON 45766C102 50 12900 SH DEFINED 03 12900 INSITUFORM TECHNOLOGIES INC COMMON 457667103 534 30500 SH DEFINED 03 30500 INSTRON CORP COMMON 457776102 4966 312800 SH DEFINED 03 312800 INSURANCE AUTO AUCTIONS COMMON 457875102 156 12900 SH DEFINED 03 12900 INTEGRATED CIRCUIT SYSTEMS INC COMMON 45811K109 1734 96000 SH DEFINED 03 96000 INTEGRATED HEALTH SVCS INC COMMON 45812C106 966 175626 SH DEFINED 03 175626 INTEGRATED PROCESS EQUIPMENT COMMON 45812K108 108 12000 SH DEFINED 03 12000 INTEGRATED SILICON SOLUTION COMMON 45812P107 59 21600 SH DEFINED 03 21600 INTELIDATA TECHNOLOGIES CORP COMMON 45814T107 57 47000 SH DEFINED 03 47000 INTEL CORP COMMON 458140100 73203 615800 SH DEFINED 01 615800 INTEL CORP COMMON 458140100 345714 2908218 SH DEFINED 03 2 908218 INTER-TEL INC -SER A COMMON 458372109 472 30300 SH DEFINED 03 30300 INTERDIGITAL COMM CORP COMMON 45866A105 63 14700 SH DEFINED 03 14700 INTERFACE INC COMMON 458665106 670 69600 SH DEFINED 03 69600 INTERIM SERVICES INC COMMON 45868P100 1167 77800 SH DEFINED 03 77800 INTERGRAPH CORP COMMON 458683109 152 22500 SH DEFINED 03 22500 INTERMAGNETICS GENERAL CORP COMMON 458771102 116 14099 SH DEFINED 03 14099 INTERMEDIA COMMUNICATIONS COMMON 458801107 813 30543 SH DEFINED 03 30543 INTERMET CORPORATION COMMON 45881K104 31624 2364400 SH DEFINED 00 2 364400 INTERMET CORPORATION COMMON 45881K104 1344 100500 SH DEFINED 03 100500 INTERNATIONAL BUS MACH COMMON 459200101 64094 361600 SH DEFINED 01 361600 INTERNATIONAL BUS MACH COMMON 459200101 264342 1491351 SH DEFINED 03 1491351 INT'L. FLAVORS AND FRAGRANCES COMMON 459506101 533 14200 SH DEFINED 01 14200 INT'L. FLAVORS AND FRAGRANCES COMMON 459506101 5583 148625 SH DEFINED 03 148625 INTERNATIONAL HOME FOODS COMMON 459655106 13717 854000 SH DEFINED 03 854000 INTL GAME TECHNOLOGY COMMON 459902102 731 50000 SH DEFINED 03 50000 INTERNATIONAL MULTIFOODS CORP COMMON 460043102 371 15900 SH DEFINED 03 15900 INTERNATIONAL NETWORK SERVICES COMMON 460053101 245 3500 SH DEFINED 03 3500 INTERNATIONAL PAPER COMMON 460146103 1627 38555 SH DEFINED 01 38555 INTERNATIONAL PAPER COMMON 460146103 182982 4337402 SH DEFINED 03 4337402 INTL RECTIFIER CORP COMMON 460254105 631 90100 SH DEFINED 03 90100 INTL SPECIALTY PRODUCTS COMMON 460337108 86 11400 SH DEFINED 03 11400 INTERNEURON PHARMACEUTICALS COMMON 460573108 43 15000 SH DEFINED 03 15000 INTERPOOL INC COMMON 46062R108 8593 636550 SH DEFINED 03 636550 INTERPUBLIC GROUP COS INC COMMON 460690100 6047 77650 SH DEFINED 01 77650 INTERPUBLIC GROUP COS INC COMMON 460690100 34168 438751 SH DEFINED 03 438751 INTERSTATE BAKERIES CORP COMMON 46072H108 5643 261695 SH DEFINED 03 261695 INTERSTATE ENERGY CORP. COMMON 460845100 496 18632 SH DEFINED 03 18632 INTRAWEST CORPORATION COMMON 460915200 2094 124100 SH DEFINED 03 124100 INTERVOICE INC COMMON 461142101 356 32400 SH DEFINED 03 32400 INTIMATE BRANDS COMMON 461156101 1410 29300 SH DEFINED 03 29300 INTUIT COMMON 461202103 6928 68085 SH DEFINED 03 68085 INVACARE CORP COMMON 461203101 968 39800 SH DEFINED 03 39800 INVISION TECHNOLOGIES INC. COMMON 461851107 642 122700 SH DEFINED 03 122700 INVIVO CORP COMMON 461858102 1569 116200 SH DEFINED 03 116200 IOMEGA CORP COMMON 462030107 158 30800 SH DEFINED 03 30800 IONICS INC COMMON 462218108 759 25200 SH DEFINED 03 25200 IPALCO ENTERPRISES INC COMMON 462613100 2080 94800 SH DEFINED 03 94800 BANK OF IRELAND - ADR COMMON 46267Q103 371 4400 SH DEFINED 03 4400 ISLE OF CAPRI CASINOS INC COMMON 464592104 93 20357 SH DEFINED 03 20357 ISOLYSER COMPANY INC COMMON 464888106 109 41000 SH DEFINED 03 41000 THE IT GROUP, INC. COMMON 465266104 145 11231 SH DEFINED 03 11231 ITRON INC. COMMON 465741106 158 16900 SH DEFINED 03 16900 I2 TECHNOLOGIES, INC. COMMON 465754109 234 8800 SH DEFINED 03 8800 IVAX CORP COMMON 465823102 323 27349 SH DEFINED 03 27349 J & J SNACK FOODS CORP COMMON 466032109 209 10400 SH DEFINED 03 10400 JLG INDUSTRIES INC COMMON 466210101 2003 147000 SH DEFINED 03 147000 JSB FINANCIAL INC COMMON 46624M100 697 13900 SH DEFINED 03 13900 JABIL CIRCUIT INC COMMON 466313103 7598 187600 SH DEFINED 03 187600 JACOBS ENGINEERING GROUP INC COMMON 469814107 856 21700 SH DEFINED 03 21700 JACOBSEN STORES, INC. COMMON 469834105 126 20100 SH DEFINED 03 20100 JACOR COMMUNICATIONS INC COMMON 469858401 2599 34200 SH DEFINED 03 34200 JAN BELL MARKETING INC COMMON 470760109 151 32600 SH DEFINED 03 32600 JEFFERIES GROUP INC COMMON 472318104 1314 27700 SH DEFINED 03 27700 JEFFERSON PILOT COMMON 475070108 10742 158549 SH DEFINED 01 158549 JEFFERSON PILOT COMMON 475070108 35715 527159 SH DEFINED 03 527159 JO-ANN STORES INC.-CL.A COMMON 47758P109 307 22300 SH DEFINED 03 22300 JOHN NUVEEN CO-CLASS A COMMON 478035108 214 5100 SH DEFINED 03 5100 JOHNS MANVILLE CORPORATION COMMON 478129109 347 20100 SH DEFINED 03 20100 JOHNSON AND JOHNSON COMMON 478160104 61819 661168 SH DEFINED 01 661168 JOHNSON AND JOHNSON COMMON 478160104 189241 2023965 SH DEFINED 03 2023965 JOHNSON CONTROLS, INC. COMMON 478366107 1135 18200 SH DEFINED 01 18200 JOHNSON CONTROLS, INC. COMMON 478366107 27075 434076 SH DEFINED 03 434076 JOHNSTON IND-DEL COMMON 479368102 26 12300 SH DEFINED 03 12300 JONES APPAREL GROUP COMMON 480074103 2989 107000 SH DEFINED 03 107000 JONES PHARMA INC. COMMON 480236108 1268 36500 SH DEFINED 03 36500 JOSTENS, INC. COMMON 481088102 111 5200 SH DEFINED 01 5200 JOSTENS, INC. COMMON 481088102 1215 57157 SH DEFINED 03 57157 JUNO LIGHTING INC COMMON 482047107 1562 69600 SH DEFINED 03 69600 JUST FOR FEET COMMON 48213P106 514 41100 SH DEFINED 03 41100 JUSTIN INDS INC COMMON 482171105 459 41700 SH DEFINED 03 41700 KCS ENERGY INC COMMON 482434206 64 34200 SH DEFINED 03 34200 KLA-TENCOR CORP COMMON 482480100 11485 236500 SH DEFINED 01 236500 KLA-TENCOR CORP COMMON 482480100 13178 271360 SH DEFINED 03 271360 K MART CORP COMMON 482584109 6145 365500 SH DEFINED 01 365500 K MART CORP COMMON 482584109 285994 17011312 SH DEFINED 03 17011312 K N ENERGY INC COMMON 482620101 1062 53259 SH DEFINED 00 53259 K N ENERGY INC COMMON 482620101 63847 3202422 SH DEFINED 03 3202422 K-SWISS INC -CL A COMMON 482686102 313 12400 SH DEFINED 03 12400 K2 INC COMMON 482732104 197 25000 SH DEFINED 03 25000 KAISER ALUMUNIUM AND CHEMICAL COMMON 483007100 67 12300 SH DEFINED 03 12300 KAMAN CORP CL A COMMON 483548103 444 34650 SH DEFINED 03 34650 KANSAS CITY POWER & LIGHT COMMON 485134100 209 8500 SH DEFINED 03 8500 KANSAS CITY SOUTHERN INDS COMMON 485170104 627 11000 SH DEFINED 01 11000 KANSAS CITY SOUTHERN INDS COMMON 485170104 2839 49800 SH DEFINED 03 49800 KAUFMAN & BROAD HOME CORP COMMON 486168107 147 6500 SH DEFINED 01 6500 KAUFMAN & BROAD HOME CORP COMMON 486168107 34875 1545757 SH DEFINED 03 1545757 KAYDON CORP COMMON 486587108 761 26300 SH DEFINED 03 26300 KEANE INC COMMON 486665102 1221 57300 SH DEFINED 03 57300 KEEBLER FOODS CO. COMMON 487256109 332 9100 SH DEFINED 03 9100 KELLOGG COMPANY COMMON 487836108 4781 141400 SH DEFINED 01 141400 KELLOGG COMPANY COMMON 487836108 19816 586070 SH DEFINED 03 586070 KELLEY OIL & GAS CORP PFD STK PREFERRED 487906208 192 38400 SH DEFINED 03 38400 KELLSTROM INDS INC. COMMON 488035106 616 38800 SH DEFINED 03 38800 KELLWOOD COMPANY COMMON 488044108 34019 1541975 SH DEFINED 03 1541975 KELLY SVCS INC COMMON 488152208 1694 61043 SH DEFINED 03 61043 KEMET CORP. COMMON 488360108 578 50300 SH DEFINED 03 50300 KENNAMETAL INC COMMON 489170100 3380 191800 SH DEFINED 03 191800 KENT ELECTRONICS CORP COMMON 490553104 413 41600 SH DEFINED 03 41600 KERR-MCGEE CORP. COMMON 492386107 399 12171 SH DEFINED 01 12171 KERR-MCGEE CORP. COMMON 492386107 82426 2512059 SH DEFINED 03 2512059 KEY ENERGY SVCS INC CVBNDS 492914AF3 4774 9500000 PRN DEFINED 03 9500000 KEYCORP NEW COMMON 493267108 1904 62800 SH DEFINED 01 62800 KEYCORP NEW COMMON 493267108 38679 1276017 SH DEFINED 03 1276017 KEYSPAN ENERGY COMMON 49337K106 119126 4741350 SH DEFINED 03 4 741350 KEYSTONE FINANCIAL I COMMON 493482103 609 18875 SH DEFINED 03 18875 KILROY REALTY CORP. COMMON 49427F108 2245 109500 SH DEFINED 03 109500 KIMBALL INTERNATIONAL -CL B COMMON 494274103 7372 495590 SH DEFINED 03 495590 KIMBERLY-CLARK CORP COMMON 494368103 33591 700728 SH DEFINED 01 700728 KIMBERLY-CLARK CORP COMMON 494368103 44988 938485 SH DEFINED 03 938485 KIMCO RLTY CORP COMMON 49446R109 277 7500 SH DEFINED 03 7500 KING WORLD PRODUCTIONS COMMON 495667107 5538 181200 SH DEFINED 01 181200 KING WORLD PRODUCTIONS COMMON 495667107 27360 895237 SH DEFINED 03 895237 KINROSS GOLD CORP COMMON 496902107 433 203915 SH DEFINED 03 203915 KIRBY CORP. COMMON 497266106 526 27800 SH DEFINED 03 27800 K MART 7.75 CV PFD 6/15/16 PREFERRED 498778208 83175 1374800 SH DEFINED 03 1374800 KNIGHT RIDDER NEWSPAPER INC. COMMON 499040103 1010 20200 SH DEFINED 01 20200 KNIGHT RIDDER NEWSPAPER INC. COMMON 499040103 20729 414583 SH DEFINED 03 414583 KNIGHT/TRIMARK GROUP, INC. COMMON 499067106 4476 66800 SH DEFINED 03 66800 KOHLS CORP COMMON 500255104 3211 45300 SH DEFINED 01 45300 KOHLS CORP COMMON 500255104 25815 364239 SH DEFINED 03 364239 KOMAG INC COMMON 500453105 270 61800 SH DEFINED 03 61800 KOOR INDUSTRIES LTD-SPONS ADR COMMON 500507108 209 9900 SH DEFINED 03 9900 KOREA ELEC POWER ADR COMMON 500631106 25374 2000000 SH DEFINED 03 2000000 KROGER CO. COMMON 501044101 29716 496300 SH DEFINED 01 496300 KROGER CO. COMMON 501044101 22261 371784 SH DEFINED 03 371784 KROLL-O'GARA COMPANY COMMON 501050108 643 23700 SH DEFINED 03 23700 KRONOS INC COMMON 501052104 356 14550 SH DEFINED 03 14550 KULICKE & SOFFA INDUSTRIES COMMON 501242101 896 35500 SH DEFINED 03 35500 LG&E ENERGY CORP COMMON 501917108 910 43748 SH DEFINED 03 43748 LTV CORP. COMMON 501921100 9278 1726200 SH DEFINED 03 1726200 LSB INDUSTRIES INC COMMON 502160104 41 13800 SH DEFINED 03 13800 LSI LOGIC COMMON 502161102 3624 116200 SH DEFINED 01 116200 LSI LOGIC COMMON 502161102 7975 255722 SH DEFINED 03 255722 LTC HEALTHCARE INC COMMON 50217R104 643 311860 SH DEFINED 03 311860 LTC PROPERTIES COMMON 502175102 1644 135600 SH DEFINED 03 135600 LA-Z-BOY INC COMMON 505336107 1317 70000 SH DEFINED 03 70000 LADISH COMPANY INC COMMON 505754200 6780 986200 SH DEFINED 03 986200 LAFARGE CORP COMMON 505862102 456 16300 SH DEFINED 03 16300 LAIDLAW INC CLA B COMMON 50730K503 258 44400 SH DEFINED 01 44400 LAIDLAW INC CLA B COMMON 50730K503 2555 439656 SH DEFINED 03 439656 LAM RESEARCH CORP COMMON 512807108 2993 103200 SH DEFINED 03 103200 LANCASTER COLONY CORP COMMON 513847103 2313 86861 SH DEFINED 03 86861 LANDRY'S SEAFOOD RESTAURANT COMMON 51508L103 224 34900 SH DEFINED 03 34900 LANDS' END INC COMMON 515086106 365 10550 SH DEFINED 03 10550 LANDSTAR SYSTEM INC. COMMON 515098101 1148 34650 SH DEFINED 03 34650 LASON HOLDINGS INC. COMMON 51808R107 1153 20500 SH DEFINED 03 20500 LATTICE SEMICONDUCTOR COMMON 518415104 1394 30600 SH DEFINED 03 30600 ESTEE LAUDER COMPANIES INC COMMON 518439104 8445 89360 SH DEFINED 03 89360 LAWSON PRODUCTS COMMON 520776105 308 15000 SH DEFINED 03 15000 LAWTER INT COMMON 520786104 164 23417 SH DEFINED 03 23417 LEAR CORPORATION COMMON 521865105 1544 36180 SH DEFINED 03 36180 LEARNING CO INC COMMON 522008101 323 11140 SH DEFINED 03 11140 LECHTERS INC COMMON 523238103 64 29600 SH DEFINED 03 29600 LEE ENTERPRISES COMMON 523768109 8021 276600 SH DEFINED 03 276600 LEGATO SYSTEMS INC COMMON 524651106 3722 72100 SH DEFINED 03 72100 LEGGETT & PLATT INC COMMON 524660107 12844 642200 SH DEFINED 03 642200 LEGG MASON INC COMMON 524901105 2484 73732 SH DEFINED 03 73732 LEHMAN BROS HLDGS INC COMMON 524908100 7618 127500 SH DEFINED 01 127500 LEHMAN BROS HLDGS INC COMMON 524908100 377021 6309974 SH DEFINED 03 6309974 LENNAR CORP COMMON 526057104 2814 125750 SH DEFINED 03 125750 LEUCADIA NATIONAL CORP COMMON 527288104 254 8400 SH DEFINED 03 8400 LEVEL 3 COMMUNICATIONS, INC. COMMON 52729N100 2905 39900 SH DEFINED 03 39900 LEVEL ONE COMMON 527295109 216 4450 SH DEFINED 03 4450 LEXMARK INTL GROUP INC COMMON 529771107 13537 121000 SH DEFINED 03 121000 LIBBEY INC COMMON 529898108 704 22700 SH DEFINED 03 22700 LIBERTY PROPERTY TRUST COMMON 531172104 2135 102900 SH DEFINED 03 102900 LILLIAN VERNON CORP COMMON 532430105 125 10400 SH DEFINED 03 10400 LILLY ELI & CO COMMON 532457108 56646 667400 SH DEFINED 01 667400 LILLY ELI & CO COMMON 532457108 150376 1771730 SH DEFINED 03 1771730 LILLY INDUSTRIES INC - CL A COMMON 532491107 12357 797200 SH DEFINED 03 797200 LIMITED INC COMMON 532716107 1232 31100 SH DEFINED 01 31100 LIMITED INC COMMON 532716107 214801 5420850 SH DEFINED 03 5420850 LINCARE HOLDINGS COMMON 532791100 2320 82500 SH DEFINED 03 82500 LINCOLN ELECTRIC HOLDINGS COMMON 533900106 13262 712050 SH DEFINED 03 712050 LINCOLN NATL CORP IND COMMON 534187109 3530 35700 SH DEFINED 01 35700 LINCOLN NATL CORP IND COMMON 534187109 18194 184015 SH DEFINED 03 184015 LINDSAY MANUFACTURING CO COMMON 535555106 306 15412 SH DEFINED 03 15412 LINEAR TECHNOLOGY CORP COMMON 535678106 4479 87400 SH DEFINED 03 87400 LINENS 'N THINGS INC COMMON 535679104 2260 49800 SH DEFINED 03 49800 LIPOSOME COMPANY INC COMMON 536310105 601 44700 SH DEFINED 03 44700 LITTLE SWITZERLAND COM STK COMMON 537528101 44 22686 SH DEFINED 03 22686 LITTON INDUSTRIES INC COMMON 538021106 31756 546930 SH DEFINED 03 546930 LIZ CLAIBORNE COMMON 539320101 1279 39200 SH DEFINED 01 39200 LIZ CLAIBORNE COMMON 539320101 22418 687146 SH DEFINED 03 687146 LO-JACK CORPORATION COMMON 539451104 596 77500 SH DEFINED 03 77500 LOCKHEED MARTIN CORPORATION COMMON 539830109 13668 362054 SH DEFINED 01 362054 LOCKHEED MARTIN CORPORATION COMMON 539830109 45554 1206730 SH DEFINED 03 1206730 LODGIAN INC COMMON 54021P106 9418 2122600 SH DEFINED 03 2122600 LOEHMANNS HLDG COM STK 144A COMMON 540417102 19 16146 SH DEFINED 03 16146 LOEWS CORP COMMON 540424108 1075 14400 SH DEFINED 01 14400 LOEWS CORP COMMON 540424108 320120 4289721 SH DEFINED 03 4289721 LONE STAR INDS INC COMMON 542290408 1433 46216 SH DEFINED 03 46216 LONESTAR STEAKHOUSE COMMON 542307103 661 64500 SH DEFINED 03 64500 LONG DRUGS STORES CORP. COMMON 543162101 3942 129500 SH DEFINED 01 129500 LONG DRUGS STORES CORP. COMMON 543162101 1704 55982 SH DEFINED 03 55982 LONGVIEW FIBRE CO. COMMON 543213102 34204 2958325 SH DEFINED 03 2958325 LOUIS DREYFUS NATURAL GAS COMMON 546011107 14503 1000200 SH DEFINED 03 1000200 LOUSIANA PACIFIC CORP. COMMON 546347105 1818 97600 SH DEFINED 01 97600 LOUSIANA PACIFIC CORP. COMMON 546347105 83555 4486186 SH DEFINED 03 4486186 LOWES COS INC COMMON 548661107 13976 231000 SH DEFINED 01 231000 LOWES COS INC COMMON 548661107 38174 630974 SH DEFINED 03 630974 LUBRIZOL CORP COMMON 549271104 758 33700 SH DEFINED 03 33700 LUBYS INC COMMON 549282101 2303 136500 SH DEFINED 03 136500 LUCASVARITY PLC - ADR COMMON 549395101 27970 604754 SH DEFINED 03 604754 LUCENT TECHNOLOGIES INC COMMON 549463107 59384 549848 SH DEFINED 01 549848 LUCENT TECHNOLOGIES INC COMMON 549463107 231693 2145307 SH DEFINED 03 2145307 LUXOTTICA GROUP SPA ADR COMMON 55068R202 2001 155400 SH DEFINED 03 155400 LYCOS INC. COMMON 550818108 474 5512 SH DEFINED 03 5512 LYDALL INC COMMON 550819106 150 18000 SH DEFINED 03 18000 LYONDELL PETRO CHEMICAL COMMON 552078107 232 16970 SH DEFINED 03 16970 M&T BANK CORPORATION COMMON 55261F104 480 1003 SH DEFINED 03 1003 MAF BANCORP INC COMMON 55261R108 757 34011 SH DEFINED 03 34011 MBIA INC COMMON 55262C100 748 12900 SH DEFINED 01 12900 MBIA INC COMMON 55262C100 26221 452081 SH DEFINED 03 452081 M B N A CORP COMMON 55262L100 15519 649990 SH DEFINED 01 649990 M B N A CORP COMMON 55262L100 57728 2417916 SH DEFINED 03 2 417916 MAI SYSTEMS CORP COMMON 552620205 63 34800 SH DEFINED 03 34800 MCN ENERGY GROUP INC COMMON 55267J100 40210 2503400 SH DEFINED 03 2503400 MDC HOLDINGS INC COMMON 552676108 427 29700 SH DEFINED 03 29700 MCI WORLDCOM INC COMMON 55268B106 71253 804558 SH DEFINED 01 804558 MCI WORLDCOM INC COMMON 55268B106 330194 3728390 SH DEFINED 03 3728390 MEMC ELECTRONIC MATERIALS COMMON 552715104 164 29800 SH DEFINED 03 29800 MGIC INVESTMENT CORP. COMMON 552848103 8685 247700 SH DEFINED 01 247700 MGIC INVESTMENT CORP. COMMON 552848103 6133 174920 SH DEFINED 03 174920 MGM GRAND INC COMMON 552953101 236 7013 SH DEFINED 03 7013 MMI COMPANIES INC. COMMON 553087107 19188 1248030 SH DEFINED 03 1248030 MPW INDUSTRIAL SERVICES GRP COMMON 553444100 822 99600 SH DEFINED 03 99600 M S CARRIERS INC COMMON 553533100 457 17300 SH DEFINED 03 17300 MACDERMID INC COMMON 554273102 991 29200 SH DEFINED 03 29200 MACK-CALI REALTY CORP COMMON 554489104 81091 2760528 SH DEFINED 03 2760528 MACMILLAN BLOEDEL LTD COMMON 554783209 9856 876100 SH DEFINED 03 876100 MACROMEDIA INC COMMON 556100105 2637 58200 SH DEFINED 03 58200 MADISON GAS & ELEC CO COMMON 557497104 567 29100 SH DEFINED 03 29100 MAGELLAN HEALTH SERVICES INC COMMON 559079108 179 42700 SH DEFINED 03 42700 MAGNETEK INC COMMON 559424106 502 59900 SH DEFINED 03 59900 MAIL-WELL INC COMMON 560321200 6290 470300 SH DEFINED 03 470300 MALAN RLTY INVS INC CVBNDS 561063AA6 6326 6730000 PRN DEFINED 03 6730000 MALLINCKRODT INC COMMON 561232109 258 9700 SH DEFINED 01 9700 MALLINCKRODT INC COMMON 561232109 17771 667463 SH DEFINED 03 667463 MANITOWOC INC COMMON 563571108 3169 75675 SH DEFINED 03 75675 MANPOWER PLC ORD COMMON 56418H100 833 35620 SH DEFINED 03 35620 MANUFACTURED HOME CORP. COMMON 564682102 19982 832600 SH DEFINED 03 832600 MAPICS INC COMMON 564910107 347 45200 SH DEFINED 03 45200 MARCUS CORP COMMON 566330106 525 43725 SH DEFINED 03 43725 MARINE TRANSPORT CORP COMMON 567912100 580 201890 SH DEFINED 03 201890 MARINER POST-ACUTE NETWORK INC COMMON 568459101 236 107717 SH DEFINED 03 107717 MARK IV INDUSTRIES INC COMMON 570387100 14313 1100964 SH DEFINED 03 1100964 MARKETWATCH.COM INC COMMON 570619106 938 12700 SH DEFINED 03 12700 MARSH AND MCLENNAN COMMON 571748102 4236 57050 SH DEFINED 01 57050 MARSH AND MCLENNAN COMMON 571748102 102547 1381110 SH DEFINED 03 1381110 MARSHALL & ILSLEY CORP COMMON 571834100 713 12866 SH DEFINED 03 12866 MARRIOTT INTERNATIONAL-CL A COMMON 571903202 1527 45400 SH DEFINED 01 45400 MARRIOTT INTERNATIONAL-CL A COMMON 571903202 12477 371052 SH DEFINED 03 371052 MARSHALL INDUSTRIES COMMON 572393106 13118 971700 SH DEFINED 03 971700 MARTIN MARIETTA MATERIALS COMMON 573284106 405 7100 SH DEFINED 03 7100 MASCO CORP COMMON 574599106 5466 193500 SH DEFINED 01 193500 MASCO CORP COMMON 574599106 14702 520426 SH DEFINED 03 520426 MASCOTECH INC COMMON 574670105 9152 590460 SH DEFINED 03 590460 MASTECH CORP COMMON 57632N105 1343 103300 SH DEFINED 03 103300 MATERIAL SCIENCES CORP COMMON 576674105 3269 512825 SH DEFINED 03 512825 MATRIA HEALTHCARE INC COMMON 576817100 57 21200 SH DEFINED 03 21200 MATRIX PHARMACEUTICAL COMMON 576844104 67 31800 SH DEFINED 03 31800 MATLACK SYSTEMS COMMON 576901102 60 10671 SH DEFINED 03 10671 MATTEL INC COMMON 577081102 8223 329760 SH DEFINED 01 329760 MATTEL INC COMMON 577081102 25459 1020923 SH DEFINED 03 1020923 MAXIM INTEGRATED PRODUCTS COMMON 57772K101 2777 51300 SH DEFINED 03 51300 MAXXIM MEDICAL INC COMMON 57777G105 1168 61900 SH DEFINED 03 61900 MAY DEPT STORES CO COMMON 577778103 1708 43650 SH DEFINED 01 43650 MAY DEPT STORES CO COMMON 577778103 34501 881822 SH DEFINED 03 881822 MAXICARE HEALTH PLANS COMMON N COMMON 577904204 92 18045 SH DEFINED 03 18045 MAYTAG CORP. COMMON 578592107 15981 264700 SH DEFINED 01 264700 MAYTAG CORP. COMMON 578592107 8196 135746 SH DEFINED 03 135746 MCCORMICK & CO COMMON 579780206 270 9300 SH DEFINED 03 9300 MCDERMOTT INTL INC COMMON 580037109 995 39300 SH DEFINED 01 39300 MCDERMOTT INTL INC COMMON 580037109 225652 8914810 SH DEFINED 03 8914810 MCDONALDS CORP COMMON 580135101 17078 376900 SH DEFINED 01 376900 MCDONALDS CORP COMMON 580135101 116534 2571816 SH DEFINED 03 2571816 MCGRAW-HILL COMPANIES INC COMMON 580645109 12382 227200 SH DEFINED 01 227200 MCGRAW-HILL COMPANIES INC COMMON 580645109 15832 290500 SH DEFINED 03 290500 MCKESSON HBOC INC. COMMON 58155Q103 11095 168099 SH DEFINED 01 168099 MCKESSON HBOC INC. COMMON 58155Q103 36698 556033 SH DEFINED 03 556033 MCLEODUSA INC - CL A COMMON 582266102 315 7500 SH DEFINED 03 7500 MCWHORTER TECHNOLOGY COMMON 582803102 215 15800 SH DEFINED 03 15800 MEAD CORP. COMMON 582834107 418 13600 SH DEFINED 01 13600 MEAD CORP. COMMON 582834107 206567 6717630 SH DEFINED 03 6717630 MEDAPHIS CORP COMMON 584028104 34 13800 SH DEFINED 03 13800 MEDIAONE GROUP COMMON 58440J104 17991 283600 SH DEFINED 01 283600 MEDIAONE GROUP COMMON 58440J104 91926 1449086 SH DEFINED 03 1 449086 MEDIA GENERAL INC. CL. A COMMON 584404107 614 13200 SH DEFINED 03 13200 MEDICAL ASSURANCE INC COMMON 58449U100 2831 101094 SH DEFINED 03 101094 MEDICAL MANAGER CORP COMMON 58461C103 2350 101600 SH DEFINED 03 101600 MEDIMMUNE INC COMMON 584699102 5475 92500 SH DEFINED 03 92500 MEDQUIST INC. COMMON 584949101 1269 42300 SH DEFINED 03 42300 MEDETRUST NEW COMMON 58501T306 212 17035 SH DEFINED 03 17035 MEDPARTNERS COMMON 58503X107 110 23088 SH DEFINED 03 23088 MEDTRONIC COMMON 585055106 34486 479800 SH DEFINED 01 479800 MEDTRONIC COMMON 585055106 60945 847933 SH DEFINED 03 847933 MELLON BK CORP COMMON 585509102 20268 288000 SH DEFINED 01 288000 MELLON BK CORP COMMON 585509102 74486 1058422 SH DEFINED 03 1058422 MEN'S WEARHOUSE COMMON 587118100 1296 44900 SH DEFINED 03 44900 MENTOR CORP. COMMON 587188103 632 43000 SH DEFINED 03 43000 MENTOR GRAPHICS CORP. COMMON 587200106 136 10100 SH DEFINED 03 10100 MERCANTILE BANCORPORATION COMMON 587342106 960 20200 SH DEFINED 01 20200 MERCANTILE BANCORPORATION COMMON 587342106 15761 331808 SH DEFINED 03 331808 MERCANTILE BANKSHARES CORP COMMON 587405101 30827 833150 SH DEFINED 03 833150 MERCK AND CO COMMON 589331107 68569 855772 SH DEFINED 01 855772 MERCK AND CO COMMON 589331107 324455 4049366 SH DEFINED 03 4049366 MERC GEN CORP NE COMMON 589400100 269 7700 SH DEFINED 03 7700 MERCURY INTERACTIVE CORP. COMMON 589405109 1660 46600 SH DEFINED 03 46600 MEREDITH CORP. COMMON 589433101 1305 41500 SH DEFINED 01 41500 MEREDITH CORP. COMMON 589433101 2373 75496 SH DEFINED 03 75496 MERISTAR HOSPITALITY CORP COMMON 58984Y103 319 17554 SH DEFINED 03 17554 MERIDIAN GOLD INC COMMON 589975101 4357 741700 SH DEFINED 03 741700 MERISTAR HOTELS & RESORTS COMMON 589988104 1931 702250 SH DEFINED 03 702250 MERITOR AUTOMOTIVE INC. COMMON 59000G100 1623 104733 SH DEFINED 03 104733 MERKERT AMERICAN CORP. COMMON 590080107 1740 160000 SH DEFINED 03 160000 MERRILL CORP COMMON 590175105 930 69500 SH DEFINED 03 69500 MERRILL LYNCH,PIERCE FENN SMIT COMMON 590188108 15921 179900 SH DEFINED 01 179900 MERRILL LYNCH,PIERCE FENN SMIT COMMON 590188108 109989 1242817 SH DEFINED 03 1242817 MESA AIR GROUP INC COMMON 590479101 204 32700 SH DEFINED 03 32700 METHODE ELECTRONICS -CL A COMMON 591520200 523 47000 SH DEFINED 03 47000 METRIS COMPANIES COMMON 591598107 3246 80408 SH DEFINED 03 80408 METRO-GOLDWYN-MAYER INC. COMMON 591610100 238 18100 SH DEFINED 03 18100 METROMEDIA FIBER NETWORK,INC. COMMON 591689104 446 8600 SH DEFINED 03 8600 METROMEDIA INTL GROUP COMMON 591695101 151 30928 SH DEFINED 03 30928 METRO NETWORKS INC COMMON 591918107 1172 21300 SH DEFINED 03 21300 METZLER GROUP INC COMMON 592903108 2477 78950 SH DEFINED 03 78950 FRED MEYER INC. DEL COMMON 592907109 5581 94800 SH DEFINED 01 94800 FRED MEYER INC. DEL COMMON 592907109 13051 221666 SH DEFINED 03 221666 MICHAEL FOODS INC COMMON 594079105 560 29400 SH DEFINED 03 29400 MICHAELS STORES INC COMMON 594087108 886 35900 SH DEFINED 03 35900 MICREL INC. COMMON 594793101 1312 26200 SH DEFINED 03 26200 MICROS SYSTEMS INC. COMMON 594901100 871 26400 SH DEFINED 03 26400 MICROSOFT CORP COMMON 594918104 185479 2069500 SH DEFINED 01 2069500 MICROSOFT CORP COMMON 594918104 783887 8746295 SH DEFINED 03 8746295 MICROAGE INC COMMON 594928103 125 23200 SH DEFINED 03 23200 MICROWAREHOUSE COMMON 59501B105 197 12200 SH DEFINED 03 12200 MICROCHIP COMMON 595017104 684 19762 SH DEFINED 03 19762 MICRON ELECTRONICS INC. COMMON 595100108 128 10900 SH DEFINED 03 10900 MICRON TECHNOLOGY INC COMMON 595112103 13916 288800 SH DEFINED 01 288800 MICRON TECHNOLOGY INC COMMON 595112103 37625 780808 SH DEFINED 03 780808 MICROTOUCH SYSTEMS INC. COMMON 595145103 695 58500 SH DEFINED 03 58500 MID ATLANTIC MEDICAL SVCS COMMON 59523C107 171 17000 SH DEFINED 03 17000 MIDAMERICAN ENERGY HOLDINGS CO COMMON 59562V107 1630 58200 SH DEFINED 03 58200 MIDAS INC. COMMON 595626102 11370 340682 SH DEFINED 03 340682 MIDWAY GAMES INC COMMON 598148104 463 53258 SH DEFINED 03 53258 MILACRON INC COMMON 598709103 90 5700 SH DEFINED 01 5700 MILACRON INC COMMON 598709103 1507 95696 SH DEFINED 03 95696 MILLENNIUM CHEMICALS INC COMMON 599903101 48800 2455353 SH DEFINED 03 2455353 MILLER EXPLORATION CO COMMON 600533103 482 157400 SH DEFINED 03 157400 MILLER HERMAN INC COMMON 600544100 1288 70600 SH DEFINED 03 70600 MILLIPORE CORP. COMMON 601073109 169 7000 SH DEFINED 01 7000 MILLIPORE CORP. COMMON 601073109 1488 61661 SH DEFINED 03 61661 MINDSPRING ENTERPRISES, INC. COMMON 602683104 280 3250 SH DEFINED 03 3250 MINERALS TECHNOLOGIES INC. COMMON 603158106 341 7100 SH DEFINED 03 7100 MINNESOTA MINING & MFG CO COMMON 604059105 14624 206700 SH DEFINED 01 206700 MINNESOTA MINING & MFG CO COMMON 604059105 41704 589459 SH DEFINED 03 589459 MINNESOTA POWER & LIGHT COMMON 604110106 257 13000 SH DEFINED 03 13000 MIPS TECHNOLOGIES COMMON 604567107 305 5000 SH DEFINED 03 5000 MIRAGE RESORTS INC COMMON 60462E104 805 37900 SH DEFINED 01 37900 MIRAGE RESORTS INC COMMON 60462E104 5396 253907 SH DEFINED 03 253907 MIRAVANT MEDICAL TECHNOLOGIES COMMON 604690107 118 17200 SH DEFINED 03 17200 MISSISSIPPI CHEMICAL CORP. COMMON 605288208 12093 1289906 SH DEFINED 03 1289906 MOBIL CORP COMMON 607059102 28838 327700 SH DEFINED 01 327700 MOBIL CORP COMMON 607059102 107063 1216626 SH DEFINED 03 1216626 MODIS PROFESSIONAL SERVICES COMMON 607830106 273 30119 SH DEFINED 03 30119 MOHAWK INDS INC COMMON 608190104 2421 80700 SH DEFINED 03 80700 MOLECULAR BIOSYSTEMS INC COMMON 608513107 56 21350 SH DEFINED 03 21350 MOLEX, INC. COMMON 608554101 603 20516 SH DEFINED 03 20516 MONARCH MACHINERY TOOL COMMON 609150107 72 10500 SH DEFINED 03 10500 MONSANTO COMMON 611662107 22518 490200 SH DEFINED 01 490200 MONSANTO COMMON 611662107 41657 906830 SH DEFINED 03 906830 MONTANA POWER COMMON 612085100 2972 40400 SH DEFINED 03 40400 MOORE CORP. LTD. COMMON 615785102 124 12600 SH DEFINED 01 12600 MOORE CORP. LTD. COMMON 615785102 1228 124359 SH DEFINED 03 124359 MORGAN J P & CO INC COMMON 616880100 4454 36100 SH DEFINED 01 36100 MORGAN J P & CO INC COMMON 616880100 185164 1500823 SH DEFINED 03 1500823 MORGAN KEEGAN INC COMMON 617410105 605 36550 SH DEFINED 03 36550 MORGAN STAN DEAN WITTR COMMON 617446448 17789 178000 SH DEFINED 01 178000 MORGAN STAN DEAN WITTR COMMON 617446448 592958 5933320 SH DEFINED 03 5933320 MORRISON KNUDSEN CORP COMMON 61844A109 678 68200 SH DEFINED 03 68200 MORTON INTERNATIONAL INC COMMON 619335102 2043 55600 SH DEFINED 01 55600 MORTON INTERNATIONAL INC COMMON 619335102 6820 185565 SH DEFINED 03 185565 MOTOROLA INC COMMON 620076109 8087 110400 SH DEFINED 01 110400 MOTOROLA INC COMMON 620076109 79075 1079518 SH DEFINED 03 1079518 MUELLER INDUSTRIES COMMON 624756102 1090 48700 SH DEFINED 03 48700 MURPHY OIL CORP COMMON 626717102 6688 161145 SH DEFINED 03 161145 MUSICLAND STORES CORP COMMON 62758B109 923 102500 SH DEFINED 03 102500 MUTUAL RISK MANAGEMENT COMMON 628351108 2191 56905 SH DEFINED 03 56905 MYERS INDUSTRIES INC COMMON 628464109 559 26443 SH DEFINED 03 26443 MYLAN LABORATORIES COMMON 628530107 3122 113800 SH DEFINED 03 113800 NBTY INC SR SUB NT COMMON 628782104 429 87900 SH DEFINED 03 87900 NCH CORP COMMON 628850109 229 4800 SH DEFINED 03 4800 NCR CORPORATION COMMON 62886E108 10403 208069 SH DEFINED 03 208069 NCS HEALTHCARE INC.-CL. A COMMON 628874109 280 23300 SH DEFINED 03 23300 NAC RE CORP. COMMON 628907107 52828 984000 SH DEFINED 03 984000 NFO WORLDWIDE INC. COMMON 62910N108 249 24875 SH DEFINED 03 24875 NIPSCO COMMON 629140104 63981 2369653 SH DEFINED 03 2369653 NN BALL & ROLLER INC. COMMON 629305103 101 17800 SH DEFINED 03 17800 NTL INCORPORATED COMMON 629407107 633 7777 SH DEFINED 03 7777 NVR INC. COMMON 62944T105 24706 586500 SH DEFINED 03 586500 NABISCO HOLDINGS CORP - CL A COMMON 629526104 270 6500 SH DEFINED 03 6500 NABORS INDUSTRIES INC COMMON 629568106 1475 81100 SH DEFINED 03 81100 NACCO INDUSTRIES -CL A COMMON 629579103 81 1100 SH DEFINED 01 1100 NACCO INDUSTRIES -CL A COMMON 629579103 973 13138 SH DEFINED 03 13138 NALCO CHEMICAL COMMON 629853102 236 8900 SH DEFINED 01 8900 NALCO CHEMICAL COMMON 629853102 2539 95598 SH DEFINED 03 95598 NASH FINCH CO COMMON 631158102 947 113100 SH DEFINED 03 113100 NATIONAL CITY CORP COMMON 635405103 3259 49100 SH DEFINED 01 49100 NATIONAL CITY CORP COMMON 635405103 44532 670917 SH DEFINED 03 670917 NATIONAL COML BANCORP COMMON 635449101 274 12020 SH DEFINED 03 12020 NATIONAL COMPUTER SYS INC COMMON 635519101 1071 43700 SH DEFINED 03 43700 NATIONAL DATA CORP COMMON 635621105 8099 192825 SH DEFINED 03 192825 NATIONAL FUEL GAS COMMON 636180101 981 25000 SH DEFINED 03 25000 NATIONAL INSTRUMENTS CORPORATI COMMON 636518102 1257 44100 SH DEFINED 03 44100 NATIONAL PRESTO INDS INC COMMON 637215104 464 13100 SH DEFINED 03 13100 NATIONAL PROCESSING INC COMMON 637229105 53 11700 SH DEFINED 03 11700 NAT'L SEMICONDUCTOR CORP. COMMON 637640103 2537 272400 SH DEFINED 01 272400 NAT'L SEMICONDUCTOR CORP. COMMON 637640103 48047 5159731 SH DEFINED 03 5159731 NATIONAL SERVICE INDUSTRIES COMMON 637657107 364 10700 SH DEFINED 01 10700 NATIONAL SERVICE INDUSTRIES COMMON 637657107 3215 94390 SH DEFINED 03 94390 NATIONAL STEEL COMMON 637844309 1559 189000 SH DEFINED 03 189000 NATURAL MICROSYSTEMS CORP COMMON 638882100 2106 426500 SH DEFINED 03 426500 NATURES SUNSHINE PRODS INC COMMON 639027101 232 21100 SH DEFINED 03 21100 NAUTICA ENTERPRISES INC COMMON 639089101 9055 800500 SH DEFINED 03 800500 NAVISTAR INTERNATIONAL CORP. COMMON 63934E108 6470 161000 SH DEFINED 01 161000 NAVISTAR INTERNATIONAL CORP. COMMON 63934E108 55334 1376920 SH DEFINED 03 1376920 NELSON (THOMAS) INC COMMON 640376109 169 16850 SH DEFINED 03 16850 NETWORKS ASSOCIATES INC. COMMON 640938106 3009 98050 SH DEFINED 03 98050 NETMANAGE INC. COMMON 641144100 166 68794 SH DEFINED 03 68794 NETWORK APPLIANCE INC COMMON 64120L104 527 10400 SH DEFINED 03 10400 NETWORK EQUIPMENT TECH INC COMMON 641208103 363 40600 SH DEFINED 03 40600 NEUROGEN COMMON 64124E106 131 12300 SH DEFINED 03 12300 NEVADA POWER CO COMMON 641423108 19961 806500 SH DEFINED 03 806500 NEW CENTURY ENERGIES COMMON 64352U103 1352 39700 SH DEFINED 01 39700 NEW CENTURY ENERGIES COMMON 64352U103 29619 869560 SH DEFINED 03 869560 NEW ENGLAND BUSINESS SERVICE COMMON 643872104 577 20100 SH DEFINED 03 20100 NEW ENGLAND ELECTRIC COMMON 644001109 1836 37864 SH DEFINED 03 37864 NEW ERA OF NETWORKS, INC. COMMON 644312100 234 3450 SH DEFINED 03 3450 NEW JERSEY RES CORP COMMON 646025106 2283 64200 SH DEFINED 03 64200 NEW PLAN EXCEL REALTY TRUST COMMON 648053106 262 13640 SH DEFINED 03 13640 NEW YORK TIMES CLASS A COMMON 650111107 12685 445100 SH DEFINED 01 445100 NEW YORK TIMES CLASS A COMMON 650111107 8086 283716 SH DEFINED 03 283716 NEWFIELD EXPLORATION COMPANY COMMON 651290108 16239 717750 SH DEFINED 03 717750 NEWMONT MINING CORP. COMMON 651639106 5642 322409 SH DEFINED 01 322409 NEWMONT MINING CORP. COMMON 651639106 129424 7395633 SH DEFINED 03 7395633 NEWPARK RESOURCES INC COMMON 651718504 170 23400 SH DEFINED 03 23400 NEWPORT CORP COMMON 651824104 8377 676900 SH DEFINED 03 676900 NIAGARA BANCORP, INC. COMMON 652914102 122 12200 SH DEFINED 03 12200 NEXTEL COMMUNICATIONS INC COMMON 65332V103 4527 123600 SH DEFINED 01 123600 NEXTEL COMMUNICATIONS INC COMMON 65332V103 16293 444850 SH DEFINED 03 444850 NEXSTAR PHARMACEUTICALS INC COMMON 65333B106 607 35600 SH DEFINED 03 35600 NEXTLINK COMMUNICATIONS-A COMMON 65333H707 314 5600 SH DEFINED 03 5600 NIAGARA CORPORATION COMMON 653349100 759 121429 SH DEFINED 00 121429 NICHOLS RESEARCH CORP COMMON 653818104 2492 132000 SH DEFINED 03 132000 NICOR INC COMMON 654086107 316 8800 SH DEFINED 01 8800 NICOR INC COMMON 654086107 46827 1303023 SH DEFINED 03 1303023 NIKE CL.B COMMON 654106103 14618 253400 SH DEFINED 01 253400 NIKE CL.B COMMON 654106103 24733 428738 SH DEFINED 03 428738 NINE WEST GROUP INC COMMON 65440D102 68492 2774400 SH DEFINED 03 2774400 99 CENTS ONLY STORES COMMON 65440K106 225 5312 SH DEFINED 03 5312 NOBLE AFFILIATES INC COMMON 654894104 66374 2288755 SH DEFINED 03 2288755 NOBLE DRILLING COMMON 655042109 1374 79087 SH DEFINED 03 79087 NORD RES CORP COMMON 655555100 82 130500 SH DEFINED 03 130500 NORDSON CORP COMMON 655663102 558 10000 SH DEFINED 03 10000 NORDSTROM INC. COMMON 655664100 8110 198400 SH DEFINED 01 198400 NORDSTROM INC. COMMON 655664100 8483 207536 SH DEFINED 03 207536 NORFOLK SOUTHERN CORPORATION COMMON 655844108 1253 47500 SH DEFINED 01 47500 NORFOLK SOUTHERN CORPORATION COMMON 655844108 36896 1398901 SH DEFINED 03 1398901 NORRELL CORP COMMON 656301108 1308 100100 SH DEFINED 03 100100 NORTEK INC COMMON 656559101 9675 390900 SH DEFINED 03 390900 NORTH AMERICAN VACCINE INC COMMON 657201109 266 43400 SH DEFINED 03 43400 NORTH FACE INC COMMON 659317101 500 40000 SH DEFINED 03 40000 NO FORK BANCORP COMMON 659424105 1122 53099 SH DEFINED 03 53099 NORTHEAST OPTIC NETWORK COMM S COMMON 664334109 1413 100000 SH DEFINED 03 100000 NORTHEAST UTILIES COMMON 664397106 114939 8283915 SH DEFINED 03 8283915 NORTHERN STATES POWER-MN COMMON 665772109 1282 55300 SH DEFINED 01 55300 NORTHERN STATES POWER-MN COMMON 665772109 5789 249673 SH DEFINED 03 249673 NORTHERN TELECOM LTD COMMON 665815106 17931 288620 SH DEFINED 01 288620 NORTHERN TELECOM LTD COMMON 665815106 54990 885155 SH DEFINED 03 885155 NORTHERN TRUST CORP COMMON 665859104 3499 39400 SH DEFINED 01 39400 NORTHERN TRUST CORP COMMON 665859104 15016 169081 SH DEFINED 03 169081 NORTHROP GRUMMAN CORP COMMON 666807102 10502 175400 SH DEFINED 01 175400 NORTHROP GRUMMAN CORP COMMON 666807102 6125 102291 SH DEFINED 03 102291 NORTHWEST AIRLINES CORP CL A COMMON 667280101 331 11900 SH DEFINED 03 11900 NORTHWEST SAVINGS BANK COMMON 667328108 106 11500 SH DEFINED 03 11500 NORTHWEST NATURAL GAS COMMON 667655104 715 32700 SH DEFINED 03 32700 NORTHWEST PIPE CO. COMMON 667746101 6091 369150 SH DEFINED 03 369150 NOVA CHEMICALS CORP COMMON 66977W109 15075 900000 SH DEFINED 03 900000 NOVA CORP/GEORGIA COMMON 669784100 250 9505 SH DEFINED 03 9505 NOVACARE COMMON 669930109 19 11100 SH DEFINED 03 11100 NOVELL INC COMMON 670006105 8423 334400 SH DEFINED 01 334400 NOVELL INC COMMON 670006105 15591 619002 SH DEFINED 03 619002 NOVELLUS SYS INC COMMON 670008101 2718 49300 SH DEFINED 03 49300 NOVEN PHARMACEUTICALS INC COMMON 670009109 158 34200 SH DEFINED 03 34200 NUCOR CORP COMMON 670346105 657 14900 SH DEFINED 01 14900 NUCOR CORP COMMON 670346105 24500 556028 SH DEFINED 03 556028 NUEVO ENERGY CO COMMON 670509108 5235 387780 SH DEFINED 03 387780 ODS NETWORKS INC COMMON 67082N109 35 12300 SH DEFINED 03 12300 OKLAHOMA GAS & ELECTRIC COMMON 670837103 381 16900 SH DEFINED 03 16900 OM GROUP INC. COMMON 670872100 11593 351300 SH DEFINED 03 351300 OAK INDUSTRIES INC COMMON 671400505 737 23200 SH DEFINED 03 23200 OAK TECHNOLOGY COMMON 671802106 35 11400 SH DEFINED 03 11400 OAKLEY COMMON 673662102 69 10000 SH DEFINED 03 10000 OAKWOOD HOMES CORP COMMON 674098108 10911 779356 SH DEFINED 03 779356 OBJECT DESIGN INC COMMON 674416102 179 35000 SH DEFINED 03 35000 OBJECTIVE SYSTEMS INTEGRATORS COMMON 674424106 47 13700 SH DEFINED 03 13700 OCCIDENTAL PETROLEUM COMMON 674599105 817 45400 SH DEFINED 01 45400 OCCIDENTAL PETROLEUM COMMON 674599105 109817 6100938 SH DEFINED 03 6100938 OCEANEERING INTL INC COMMON 675232102 469 31000 SH DEFINED 03 31000 OCTEL CORP. COMMON 675727101 163 13325 SH DEFINED 03 13325 OFFICE MAX COMMON 67622M108 264 30600 SH DEFINED 03 30600 OFFICE DEPOT INC COMMON 676220106 27694 739753 SH DEFINED 03 739753 OFFSHORE LOGISTICS COMMON 676255102 291 25000 SH DEFINED 03 25000 OGDEN CORP. COMMON 676346109 1115 46355 SH DEFINED 03 46355 OHIO CASUALTY CORP. COMMON 677240103 30713 787500 SH DEFINED 03 787500 OLD KENT FINANCIAL CORP COMMON 679833103 581 13738 SH DEFINED 03 13738 OLD REP INTL CORP COMMON 680223104 126604 6937203 SH DEFINED 03 6937203 OLIN CORP COMMON 680665205 676 67200 SH DEFINED 03 67200 OLSTEN CORP. COMMON 681385100 233 37624 SH DEFINED 03 37624 OMNICARE INC COMMON 681904108 221 11600 SH DEFINED 03 11600 OMNICOM GROUP INC COMMON 681919106 7554 94500 SH DEFINED 01 94500 OMNICOM GROUP INC COMMON 681919106 43958 549911 SH DEFINED 03 549911 OMNIQUIP INTL INC COMMON 681969101 15711 1337100 SH DEFINED 03 1337100 OMEGA WORLWIDE INC. COMMON 68210B108 106 28175 SH DEFINED 03 28175 OMNIPOINT CORP. COMMON 68212D102 166 11500 SH DEFINED 03 11500 ONEOK INC. NEW COMMON 682680103 109 4400 SH DEFINED 01 4400 ONEOK INC. NEW COMMON 682680103 1180 47676 SH DEFINED 03 47676 OPTICAL CABLE CORP COMMON 683827109 115 12600 SH DEFINED 03 12600 ORACLE CORP COMMON 68389X105 17132 649549 SH DEFINED 01 649549 ORACLE CORP COMMON 68389X105 88119 3341005 SH DEFINED 03 3341005 ORANGE & ROCKLAND UTILITIES COMMON 684065105 1040 18100 SH DEFINED 03 18100 ORANGE-CO INC-NEW COMMON 684177108 173 32500 SH DEFINED 03 32500 ORBITAL SCIENCES CORP COMMON 685564106 3615 127400 SH DEFINED 03 127400 ORGANOGENESIS INC COMMON 685906109 398 34400 SH DEFINED 03 34400 OREGON STEEL MILLS INC COMMON 686079104 957 91700 SH DEFINED 03 91700 O'REILLY AUTOMOTIVE, INC. COMMON 686091109 1150 25700 SH DEFINED 03 25700 ORION CAPITAL CORP COMMON 686268103 1056 33800 SH DEFINED 03 33800 ORTHODONTIC CENTERS OF AMERICA COMMON 68750P103 2260 143500 SH DEFINED 03 143500 OSHKOSH B GOSH INC COMMON 688222207 1420 80300 SH DEFINED 03 80300 OSTEX INTERNATIONAL INC. COMMON 68859Q101 61 46500 SH DEFINED 03 46500 O'SULLIVAN CORP COMMON 688605104 148 17900 SH DEFINED 03 17900 OTTER TAIL PWR CO COMMON 689648103 1132 28400 SH DEFINED 03 28400 OUTBACK STEAKHOUSE COMMON 689899102 509 15550 SH DEFINED 03 15550 OUTDOOR SYSTEMS INC COMMON 690057104 646 21518 SH DEFINED 03 21518 OVERSEAS SHIPHOLDING GROUP INC COMMON 690368105 13563 1166700 SH DEFINED 03 1166700 OWENS CORNING COMMON 69073F103 763 24000 SH DEFINED 01 24000 OWENS CORNING COMMON 69073F103 19282 606114 SH DEFINED 03 606114 OWENS & MINOR INC HLDG CO COMMON 690732102 464 45875 SH DEFINED 03 45875 OWENS-ILLINOIS INC COMMON 690768403 5955 238200 SH DEFINED 01 238200 OWENS-ILLINOIS INC COMMON 690768403 15976 639026 SH DEFINED 03 639026 OXFORD HEALTH PLANS COMMON 691471106 244 15600 SH DEFINED 03 15600 OXFORD INDS INC COMMON 691497309 249 10200 SH DEFINED 03 10200 P-COM INC COMMON 693262107 3328 436400 SH DEFINED 03 436400 PECO ENERGY CO COMMON 693304107 15411 333200 SH DEFINED 01 333200 PECO ENERGY CO COMMON 693304107 130502 2821655 SH DEFINED 03 2821655 P G & E CORPORATION COMMON 69331C108 11567 372400 SH DEFINED 01 372400 P G & E CORPORATION COMMON 69331C108 26760 861515 SH DEFINED 03 861515 PLM INTERNATIONAL INC COMMON 69341L205 128 24100 SH DEFINED 03 24100 PMC - SIERRA INC. COMMON 69344F106 39381 553200 SH DEFINED 03 553200 THE PMI GROUP COMMON 69344M101 11515 248310 SH DEFINED 03 248310 PNC BANK CORP COMMON 693475105 2567 46200 SH DEFINED 01 46200 PNC BANK CORP COMMON 693475105 73530 1323384 SH DEFINED 03 1323384 P P & L RESOURCES INC COMMON 693499105 4252 171800 SH DEFINED 01 171800 P P & L RESOURCES INC COMMON 693499105 6969 281591 SH DEFINED 03 281591 P P G INDS INC COMMON 693506107 1153 22500 SH DEFINED 01 22500 P P G INDS INC COMMON 693506107 26964 526124 SH DEFINED 03 526124 PRT GROUP INC COMMON 693579104 1514 457170 SH DEFINED 00 457170 PS BUSINESS PARKS INC / CA COMMON 69360J107 1358 61900 SH DEFINED 03 61900 PSS WORLD MEDICAL, INC. COMMON 69366A100 162 18375 SH DEFINED 03 18375 PACCAR INC COMMON 693718108 8740 212200 SH DEFINED 01 212200 PACCAR INC COMMON 693718108 41526 1008223 SH DEFINED 03 1008223 PACIFIC CENTURY FINL CORP COMMON 694058108 2084 99846 SH DEFINED 03 99846 PACIFIC CREST CAPITAL INC COMMON 694166109 151 10973 SH DEFINED 03 10973 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 1678 48300 SH DEFINED 03 48300 PACIFICARE HEALTH SYS DEL COMMON 695112201 126435 1852532 SH DEFINED 03 1 852532 PACIFICORP COMMON 695114108 4849 281100 SH DEFINED 01 281100 PACIFICORP COMMON 695114108 80210 4649842 SH DEFINED 03 4649842 PAGING NETWORK INC COMMON 695542100 72 15400 SH DEFINED 03 15400 PAINE WEBBER GROUP COMMON 695629105 107620 2698943 SH DEFINED 03 2698943 PAIRGAIN COMMON 695934109 2239 229600 SH DEFINED 03 229600 PALL CORP. COMMON 696429307 2960 178700 SH DEFINED 01 178700 PALL CORP. COMMON 696429307 2916 176094 SH DEFINED 03 176094 PARAMETRIC TECHNOLOGY CORP COMMON 699173100 9452 478600 SH DEFINED 01 478600 PARAMETRIC TECHNOLOGY CORP COMMON 699173100 7609 385265 SH DEFINED 03 385265 PAREXEL INTERNATIONAL CORP COMMON 699462107 3802 183800 SH DEFINED 03 183800 PARK ELECTROCHEMICAL CORP COMMON 700416209 1680 71500 SH DEFINED 03 71500 PARK PLACE ENTERTAINMENT COMMON 700690100 74166 9807707 SH DEFINED 03 9807707 PARKER DRILLING CO COMMON 701081101 120 33600 SH DEFINED 03 33600 PARKER-HANNIFIN CORP COMMON 701094104 6731 196525 SH DEFINED 01 196525 PARKER-HANNIFIN CORP COMMON 701094104 31055 906704 SH DEFINED 03 906704 PARKWAY PROPERTIES INC. COMMON 70159Q104 1889 67000 SH DEFINED 03 67000 PATRIOT AMER HOSPITALITY INC COMMON 703352203 1605 313218 SH DEFINED 03 313218 PATTERSON DENTAL COMMON 703412106 1922 44450 SH DEFINED 03 44450 PATTERSON ENERGY INC. COMMON 703414102 118 21200 SH DEFINED 03 21200 PAXAR CORP COMMON 704227107 9219 1239652 SH DEFINED 03 1239652 PAXSON COMMUNICATIONS CORP COMMON 704231109 319 37200 SH DEFINED 03 37200 PAYCHEX INC COMMON 704326107 6134 129300 SH DEFINED 01 129300 PAYCHEX INC COMMON 704326107 16391 345527 SH DEFINED 03 345527 PAYLESS SHOESOURCE COMMON 704379106 4515 97095 SH DEFINED 03 97095 PEDIATRIX MEDICAL GROUP INC. COMMON 705324101 557 19800 SH DEFINED 03 19800 PEGASUS COMMUNICATION COMMON 705904100 1840 65700 SH DEFINED 03 65700 J.C. PENNEY CO. COMMON 708160106 1308 32300 SH DEFINED 01 32300 J.C. PENNEY CO. COMMON 708160106 84757 2092755 SH DEFINED 03 2092755 PENNSYLVANIA ENTERPRISES INC COMMON 708720107 283 11800 SH DEFINED 03 11800 PENNZOIL-QUAKER STATE COMPANY COMMON 709323109 30787 2487812 SH DEFINED 03 2487812 PENTAIR INC COMMON 709631105 22149 656260 SH DEFINED 03 656260 PEOPLE'S BANK BRIDGE COMMON 710198102 1218 40950 SH DEFINED 03 40950 PEOPLES ENERGY CORP. COMMON 711030106 162 5000 SH DEFINED 01 5000 PEOPLES ENERGY CORP. COMMON 711030106 17176 531563 SH DEFINED 03 531563 PEOPLES HERITAGE FINANCIAL GRP COMMON 711147108 18690 1038326 SH DEFINED 03 1038326 PEOPLESOFT COMMON 712713106 2007 137200 SH DEFINED 01 137200 PEOPLESOFT COMMON 712713106 4705 321700 SH DEFINED 03 321700 PEP BOYS MANNY MOE & JACK COMMON 713278109 119 7800 SH DEFINED 01 7800 PEP BOYS MANNY MOE & JACK COMMON 713278109 60515 3968226 SH DEFINED 03 3968226 PEPSI-GEMEX S A COMMON 713435105 412 45500 SH DEFINED 03 45500 PEPSICO INC COMMON 713448108 17591 448900 SH DEFINED 01 448900 PEPSICO INC COMMON 713448108 105359 2688622 SH DEFINED 03 2688622 PERKIN ELMER CORP. COMMON 714041100 1747 18000 SH DEFINED 01 18000 PERKIN ELMER CORP. COMMON 714041100 10399 107133 SH DEFINED 03 107133 PEROT SYSTEMS CORP. - CLASS A COMMON 714265105 256 10000 SH DEFINED 03 10000 PERRIGO COMPANY COMMON 714290103 489 67500 SH DEFINED 03 67500 PETSMART COMMON 716768106 104 13000 SH DEFINED 03 13000 PHARMACIA AND UPJOHN INC. COMMON 716941109 11284 180910 SH DEFINED 01 180910 PHARMACIA AND UPJOHN INC. COMMON 716941109 42910 687936 SH DEFINED 03 687936 PFIZER INC COMMON 717081103 84457 608700 SH DEFINED 01 608700 PFIZER INC COMMON 717081103 305031 2198419 SH DEFINED 03 2198419 PHARMACEUTICAL PRODUCT DEVEL COMMON 717124101 950 28300 SH DEFINED 03 28300 PHARMACEUTICAL RES COMMON 717125108 346 47775 SH DEFINED 03 47775 PHARMERICA INC. COMMON 717135107 682 136489 SH DEFINED 03 136489 PHELPS DODGE COMMON 717265102 384 7800 SH DEFINED 01 7800 PHELPS DODGE COMMON 717265102 17946 364385 SH DEFINED 03 364385 PHILADELPHIA SUBURBAN CORP COMMON 718009608 1174 51733 SH DEFINED 03 51733 PHILIP MORRIS COS COMMON 718154107 34025 966985 SH DEFINED 01 966985 PHILIP MORRIS COS COMMON 718154107 404217 11487692 SH DEFINED 03 11487692 PHILIPPINE LONG DISTANCE TEL COMMON 718252604 2318 89600 SH DEFINED 03 89600 PHILIPPINE LONG 3.5 CV PFD PREFERRED 718252703 18905 398000 SH DEFINED 03 398000 PHILIPS INTERNTIONAL REALTY COMMON 718333107 3655 257600 SH DEFINED 03 257600 PHILLIPS PETROLEUM CO. COMMON 718507106 1517 32100 SH DEFINED 01 32100 PHILLIPS PETROLEUM CO. COMMON 718507106 37867 801410 SH DEFINED 03 801410 PHILLIPS-VAN HEUSEN COMMON 718592108 12211 1809100 SH DEFINED 03 1809100 PHOENIX INVESTMENT PARTNERS COMMON 719085102 147 17100 SH DEFINED 03 17100 PHOENIX TECHNOLOGIES COMMON 719153108 229 26900 SH DEFINED 03 26900 PHYCOR INC COMMON 71940F100 19890 4187285 SH DEFINED 03 4187285 PHOTRONICS INC COMMON 719405102 654 35100 SH DEFINED 03 35100 PICTURETEL CORP COMMON 720035302 392 56000 SH DEFINED 03 56000 PIEDMONT NAT GAS INC COMMON 720186105 1369 39100 SH DEFINED 03 39100 PIER ONE IMPORTS INC COMMON 720279108 7897 971900 SH DEFINED 03 971900 PILLOWTEX CORP COMMON 721501104 2084 146865 SH DEFINED 03 146865 PINNACLE HLDGS COMMON 72346N101 2125 140500 SH DEFINED 03 140500 PINNACLE WEST CAPITAL CORP COMMON 723484101 77766 2137900 SH DEFINED 03 2137900 PIONEER GROUP INC COMMON 723684106 446 30100 SH DEFINED 03 30100 PIONEER HI-BRED INTERNATIONL COMMON 723686101 19166 509400 SH DEFINED 01 509400 PIONEER HI-BRED INTERNATIONL COMMON 723686101 13028 346253 SH DEFINED 03 346253 PIONEER NATURAL RESOURCES COMMON 723787107 66759 8614065 SH DEFINED 03 8614065 PIONEER STD ELECTRONICS INC COMMON 723877106 13986 2131400 SH DEFINED 03 2 131400 PITNEY-BOWES INC. COMMON 724479100 5514 86500 SH DEFINED 01 86500 PITNEY-BOWES INC. COMMON 724479100 25661 402525 SH DEFINED 03 402525 PITTSTON BRINKS GROUP COMMON 725701106 451 19200 SH DEFINED 03 19200 PITTSTON MINERALS GRP.(WI) COMMON 725701205 66 40840 SH DEFINED 03 40840 PITTSTON BAX GROUP COMMON 725701882 229 33075 SH DEFINED 03 33075 PIXAR COMMON 725811103 3103 78800 SH DEFINED 03 78800 PLACER DOME INC. COMMON 725906101 6632 592800 SH DEFINED 01 592800 PLACER DOME INC. COMMON 725906101 7664 685050 SH DEFINED 03 685050 PLAINS RESOURCES INC PAR .10 COMMON 726540503 294 19600 SH DEFINED 03 19600 PLANET HOLLYWOOD INTERNATIONAL COMMON 727025108 12 11500 SH DEFINED 03 11500 PLANTRONICS INC. COMMON 727493108 1358 21700 SH DEFINED 03 21700 PLATINUM SOFTWARE COMMON 72764R105 896 121464 SH DEFINED 03 121464 PLATINUM TECHNOLOGY INT'L INC. COMMON 72764T101 28764 1128000 SH DEFINED 03 1128000 PLAYERS INTERNATIONAL INC COMMON 727903106 338 54100 SH DEFINED 03 54100 PLEXUS CORP COMMON 729132100 1090 39100 SH DEFINED 03 39100 POGO PRODUCING CO COMMON 730448107 672 51700 SH DEFINED 03 51700 POLARIS INDUSTRIES INC COMMON 731068102 1722 54250 SH DEFINED 03 54250 POLAROID CORP. COMMON 731095105 127 6300 SH DEFINED 01 6300 POLAROID CORP. COMMON 731095105 3512 173981 SH DEFINED 03 173981 POLICY MGT. SYSTEMS COMMON 731108106 3614 118000 SH DEFINED 03 118000 POMEROY COMPUTER RESOURCES COMMON 731822102 741 57000 SH DEFINED 03 57000 POOL ENERGY SERVICES COMMON 732788104 374 24400 SH DEFINED 03 24400 POPE & TALBOT INC COMMON 732827100 98 15425 SH DEFINED 03 15425 POPULAR INC COMMON 733174106 516 16716 SH DEFINED 03 16716 PORTUGAL TELECOM SPONS. ADR COMMON 737273102 34000 776050 SH DEFINED 03 776050 POTASH CORP SASK INC COMMON 73755L107 49403 923415 SH DEFINED 03 923415 POTLATCH CORP COMMON 737628107 146 4300 SH DEFINED 01 4300 POTLATCH CORP COMMON 737628107 21039 619942 SH DEFINED 03 619942 POTOMAC ELECTRIC POWER COMMON 737679100 1431 61700 SH DEFINED 03 61700 POWERHOUSE TECHNOLOGIES COMMON 739323103 184 10700 SH DEFINED 03 10700 PREMIER BANCSHARES, INC. COMMON 739909109 683 34600 SH DEFINED 03 34600 PRAXAIR INC COMMON 74005P104 3866 107200 SH DEFINED 01 107200 PRAXAIR INC COMMON 74005P104 21435 594386 SH DEFINED 03 594386 PREPAID LEGAL SERVICES INC. COMMON 740065107 1642 67000 SH DEFINED 03 67000 PRECISION CASTPARTS CORP COMMON 740189105 1393 34600 SH DEFINED 03 34600 PRECISION RESPONSE CORPORATION COMMON 740314109 64 19700 SH DEFINED 03 19700 PREMARK INTERNATIONAL INC COMMON 740459102 37684 1144115 SH DEFINED 03 1144115 PREMIER PARKS INC COMMON 740540208 320 8600 SH DEFINED 03 8600 PRESSTEK INC COMMON 741113104 148 18800 SH DEFINED 03 18800 PRICE ENTERPRISES INC COMMON 741444202 152 27345 SH DEFINED 03 27345 T.ROWE PRICE ASSOCIATES COMMON 741477103 880 25600 SH DEFINED 03 25600 PRIME MEDICAL SERVS INC COMMON 74156D108 965 130800 SH DEFINED 03 130800 PRIMEDIA INC. COMMON 74157K101 237 16900 SH DEFINED 03 16900 PRIME RETAIL INC. COMMON 741570105 92 10541 SH DEFINED 03 10541 PRIMIX SOLUTIONS INC. COMMON 741620108 51 21900 SH DEFINED 03 21900 PRIMARK CORP COMMON 741903108 583 27436 SH DEFINED 03 27436 PRIME HOSPITALITY CORP COMMON 741917108 16221 1632401 SH DEFINED 03 1632401 PRIDE INTERNATIONAL INC. COMMON 741932107 629 76200 SH DEFINED 03 76200 PRISON REALTY CORP. COMMON 74264N105 187 10712 SH DEFINED 03 10712 PRIORITY HEALTHCARE CORP. - B COMMON 74264T102 671 14825 SH DEFINED 03 14825 PROCTER & GAMBLE CO COMMON 742718109 48694 497200 SH DEFINED 01 497200 PROCTER & GAMBLE CO COMMON 742718109 226564 2313367 SH DEFINED 03 2313367 PRODIGY COMMUNICATIONS CORP. COMMON 74283P107 272 7100 SH DEFINED 03 7100 PROFIT RECOVERY GROUP INTL COMMON 743168106 3559 90100 SH DEFINED 03 90100 PROGRESS SOFTWARE COMMON 743312100 834 24450 SH DEFINED 03 24450 PROGRESSIVE CORP-OHIO COMMON 743315103 13575 94600 SH DEFINED 01 94600 PROGRESSIVE CORP-OHIO COMMON 743315103 16480 114843 SH DEFINED 03 114843 PROLOGIS TRUST COMMON 743410102 191621 9347365 SH DEFINED 03 9347365 PROMUS HOTEL CORP. COMMON 74342P106 14913 409984 SH DEFINED 03 409984 PROTECTION ONE INC COMMON 743663304 85 13600 SH DEFINED 03 13600 PROTECTIVE LIFE CORP COMMON 743674103 837 22100 SH DEFINED 03 22100 PROTEIN DESIGN LABS COMMON 74369L103 378 25100 SH DEFINED 03 25100 PROVIDENCE ENERGY CORP COMMON 743743106 2161 117600 SH DEFINED 03 117600 PROVIDENT BANKSHARES COMMON 743859100 874 33445 SH DEFINED 03 33445 PROVIDENT COMPANIES INC COMMON 743862104 4835 139900 SH DEFINED 01 139900 PROVIDENT COMPANIES INC COMMON 743862104 7662 221700 SH DEFINED 03 221700 PROVIDENT FINANCIAL GROUP COMMON 743866105 982 25587 SH DEFINED 03 25587 PROVIDIAN FINCL CORP - W/I COMMON 74406A102 22765 206950 SH DEFINED 01 206950 PROVIDIAN FINCL CORP - W/I COMMON 74406A102 67412 612840 SH DEFINED 03 612840 PSINET INC COMMON 74437C101 443 10400 SH DEFINED 03 10400 PUBLIC SVC CO N MEX COMMON 744499104 47495 2793800 SH DEFINED 03 2793800 PUBLIC SERVICE CO OF N C COMMON 744516105 785 27675 SH DEFINED 03 27675 PUBLIC SERVICE ENTRPRISE COMMON 744573106 9619 251900 SH DEFINED 01 251900 PUBLIC SERVICE ENTRPRISE COMMON 744573106 31994 837822 SH DEFINED 03 837822 PUBLIC STORAGE INC COMMON 74460D109 8977 359072 SH DEFINED 03 359072 PUGET SOUND ENERGY COMMON 745332106 318 13796 SH DEFINED 03 13796 PULASKI FURNITURE CORP. COMMON 745553107 732 35700 SH DEFINED 03 35700 PULTE CORP. COMMON 745867101 129 6200 SH DEFINED 01 6200 PULTE CORP. COMMON 745867101 18297 879143 SH DEFINED 03 879143 QAD INC. COMMON 74727D108 135 34400 SH DEFINED 03 34400 QUADRAMED CORP COMMON 74730W101 267 35000 SH DEFINED 03 35000 QUAKER CHEMICAL CORP COMMON 747316107 244 17250 SH DEFINED 03 17250 QUAKER OATS CO. COMMON 747402105 15998 257000 SH DEFINED 01 257000 QUAKER OATS CO. COMMON 747402105 12468 200289 SH DEFINED 03 200289 QUALCOMM INC COMMON 747525103 9801 78800 SH DEFINED 03 78800 QUANEX CORP COMMON 747620102 978 63125 SH DEFINED 03 63125 QUANTUM CORP COMMON 747906105 355 19746 SH DEFINED 03 19746 QUEENS COUNTY BANCORP INC. COMMON 748242104 778 28800 SH DEFINED 03 28800 QUESTAR CORP COMMON 748356102 74516 4399600 SH DEFINED 03 4399600 QUINTILES TRANSNATIONAL CORP COMMON 748767100 2401 63605 SH DEFINED 03 63605 QUORUM HEALTH GROUP INC. COMMON 749084109 20158 2015800 SH DEFINED 03 2015800 R&B FALCON CORP COMMON 74912E101 162 18742 SH DEFINED 03 18742 QWEST COMMUNICATIONS INTL COMMON 749121109 4972 68966 SH DEFINED 03 68966 RCN CORP COMMON 749361101 3675 109500 SH DEFINED 03 109500 RFS HOTEL INVESTORS INC COMMON 74955J108 6779 586300 SH DEFINED 03 586300 RJR NABISCO HOLDINGS CORP COMMON 74960K876 1033 41300 SH DEFINED 01 41300 RJR NABISCO HOLDINGS CORP COMMON 74960K876 363444 14537767 SH DEFINED 03 14537767 RPM INC-OHIO COMMON 749685103 164 12283 SH DEFINED 03 12283 RTI INTERNATIONAL METALS COMMON 74973W107 278 27800 SH DEFINED 03 27800 RF MICRO DEVICES, INC. COMMON 749941100 306 3200 SH DEFINED 03 3200 RAILTEX COMMON 750766107 121 10600 SH DEFINED 03 10600 RALCORP HOLDINGS INC. COMMON 751028101 781 41100 SH DEFINED 03 41100 RALSTON PURINA COMMON 751277302 14857 556700 SH DEFINED 01 556700 RALSTON PURINA COMMON 751277302 12602 472197 SH DEFINED 03 472197 RANGER OIL LTD COMMON 752805101 3475 868827 SH DEFINED 03 868827 RATIONAL SOFTWARE CORP COMMON 75409P202 3080 114858 SH DEFINED 03 114858 RAYCHEM COMMON 754603108 262 11600 SH DEFINED 01 11600 RAYCHEM COMMON 754603108 3336 147864 SH DEFINED 03 147864 RAYMOND JAMES FINANCIAL INC COMMON 754730109 1097 55568 SH DEFINED 03 55568 RAYONIER INC. COMMON 754907103 101519 2534048 SH DEFINED 03 2534048 RAYOVAC CORPORATION COMMON 755081106 201 7300 SH DEFINED 03 7300 RAYTEL MEDICAL CORP COMMON 755107109 3533 856600 SH DEFINED 03 856600 RAYTHEON CO-CLASS A COMMON 755111309 5899 102146 SH DEFINED 03 102146 RAYTHEON CO. CL. B COMMON 755111408 3969 67700 SH DEFINED 01 67700 RAYTHEON CO. CL. B COMMON 755111408 59028 1006869 SH DEFINED 03 1006869 READ-RITE CORP COMMON 755246105 415 62900 SH DEFINED 03 62900 READER DIGEST ASSOCIATION COMMON 755267101 2179 69300 SH DEFINED 03 69300 REALNETWORKS INC COMMON 75605L104 4619 37800 SH DEFINED 03 37800 RECKSON ASSOC. REALTY CORP. COMMON 75621K106 3058 148700 SH DEFINED 03 148700 RED ROOF INNS INC COMMON 757005103 20162 1280100 SH DEFINED 03 1 280100 REEBOK INTERNATIONAL LTD. COMMON 758110100 124 7800 SH DEFINED 01 7800 REEBOK INTERNATIONAL LTD. COMMON 758110100 40656 2561004 SH DEFINED 03 2561004 REGAL BELOIT COMMON 758750103 20141 1115100 SH DEFINED 03 1115100 REGENERON PHARMACEUTICALS COMMON 75886F107 298 45000 SH DEFINED 03 45000 REGIS CORP. COMMON 758932107 1271 47750 SH DEFINED 03 47750 REGIONS FINL CORP COMMON 758940100 983 28400 SH DEFINED 01 28400 REGIONS FINL CORP COMMON 758940100 16842 486403 SH DEFINED 03 486403 REHABCARE GROUP INC. COMMON 759148109 634 42100 SH DEFINED 03 42100 REINSURANCE GROUP OF AMERICA COMMON 759351109 44875 1054334 SH DEFINED 03 1054334 RELIANCE GROUP HLDGS INC COMMON 759464100 203 26443 SH DEFINED 03 26443 RELIANCE STEEL & ALUMINUM CO. COMMON 759509102 617 21400 SH DEFINED 03 21400 RELIANT ENERGY INC COMMON 75952J108 14693 563782 SH DEFINED 01 563782 RELIANT ENERGY INC COMMON 75952J108 63171 2423883 SH DEFINED 03 2423883 RELIASTAR FINANCIAL CORP COMMON 75952U103 11364 266600 SH DEFINED 03 266600 REMEC INC. COMMON 759543101 4200 201200 SH DEFINED 03 201200 REMINGTON OIL & GAS CORPORATIO COMMON 759594302 101 35000 SH DEFINED 03 35000 RENAISSANCE WORLDWIDE INC COMMON 75968A109 1534 248000 SH DEFINED 03 248000 RENAL CARE GROUP INC COMMON 759930100 1128 57500 SH DEFINED 03 57500 REPUBLIC GROUP INC COMMON 760473108 992 65870 SH DEFINED 03 65870 REPUBLIC INDUSTRIES COMMON 760516104 738 59600 SH DEFINED 03 59600 REPUBLIC NEW YORK COMMON 760719104 992 21500 SH DEFINED 01 21500 REPUBLIC NEW YORK COMMON 760719104 64900 1407046 SH DEFINED 03 1407046 REPUBLIC SECURITY FINANCIAL CO COMMON 760758102 127 13700 SH DEFINED 03 13700 RESOUND CORP. COMMON 761194109 158 42200 SH DEFINED 03 42200 RESPIRONICS INC COMMON 761230101 548 41532 SH DEFINED 03 41532 RESPONSE ONCOLOGY INC COMMON 761232305 30 10014 SH DEFINED 03 10014 REYNOLDS & REYNOLDS CO. CL. A. COMMON 761695105 19114 1006000 SH DEFINED 03 1006000 REYNOLDS METALS CO. COMMON 761763101 425 8800 SH DEFINED 01 8800 REYNOLDS METALS CO. COMMON 761763101 124119 2569106 SH DEFINED 03 2569106 RICHFOOD HLDGS INC COMMON 763408101 34855 1616515 SH DEFINED 03 1616515 RIGGS NATIONAL CORP WASH DC COMMON 766570105 673 39900 SH DEFINED 03 39900 RITE AID CORP COMMON 767754104 13138 525500 SH DEFINED 01 525500 RITE AID CORP COMMON 767754104 17343 693728 SH DEFINED 03 693728 ROBBINS & MYERS INC CVBNDS 770196AA1 3513 3947000 PRN DEFINED 03 3947000 ROBBINS & MYERS INC COMMON 770196103 10362 596400 SH DEFINED 03 596400 ROBERT HALF INTL INC COMMON 770323103 2531 77150 SH DEFINED 03 77150 ROBERTS PHARMACEUTICAL CORP COMMON 770491108 805 38800 SH DEFINED 03 38800 ROCHESTER GAS & ELECTRIC COMMON 771367109 38227 1491800 SH DEFINED 03 1491800 ROCK-TENN COMPANY -CL A COMMON 772739207 195 12700 SH DEFINED 03 12700 ROCKWELL INTL CORP COMMON 773903109 1044 24600 SH DEFINED 01 24600 ROCKWELL INTL CORP COMMON 773903109 11724 276263 SH DEFINED 03 276263 ROHM & HAAS CO. COMMON 775371107 3668 109300 SH DEFINED 01 109300 ROHM & HAAS CO. COMMON 775371107 25834 769745 SH DEFINED 03 769745 ROHN INDUSTRIES INC. COMMON 775381106 30 13300 SH DEFINED 03 13300 ROLLINS TRUCK LEASING CORP COMMON 775741101 1450 153662 SH DEFINED 03 153662 ROMAC INTERNATIONAL INC. COMMON 775835101 293 34500 SH DEFINED 03 34500 ROPER INDS INC NEW COMMON 776696106 960 40200 SH DEFINED 03 40200 ROSS STORES INC COMMON 778296103 613 14000 SH DEFINED 03 14000 ROWAN COS. INC. COM. COMMON 779382100 162 12800 SH DEFINED 01 12800 ROWAN COS. INC. COM. COMMON 779382100 19683 1551410 SH DEFINED 03 1551410 ROYAL APPLIANCE MFG., CO. COMMON 780076105 138 36700 SH DEFINED 03 36700 ROYAL DUTCH PETE CO COMMON 780257804 58562 1126200 SH DEFINED 01 1126200 ROYAL DUTCH PETE CO COMMON 780257804 216608 4165531 SH DEFINED 03 4165531 RUBY TUESDAY INC COMMON 781182100 3097 178224 SH DEFINED 03 178224 RURAL/METRO CORP. COMMON 781748108 134 16900 SH DEFINED 03 16900 RUSS BERRIE & CO INC COMMON 782233100 1748 67400 SH DEFINED 03 67400 RUSSELL CORP COMMON 782352108 107 5300 SH DEFINED 01 5300 RUSSELL CORP COMMON 782352108 12406 616448 SH DEFINED 03 616448 RYANS FAMILY STEAK HOUSES INC COMMON 783519101 25819 2140500 SH DEFINED 03 2140500 RYDER SYSTEM INC COMMON 783549108 271 9800 SH DEFINED 01 9800 RYDER SYSTEM INC COMMON 783549108 18579 672546 SH DEFINED 03 672546 RYERSON TULL INC. COMMON 78375P107 2581 175766 SH DEFINED 03 175766 RYLAND GROUP COMMON 783764103 37252 1471725 SH DEFINED 03 1471725 SBC COMMUNICATIONS INC COMMON 78387G103 48010 1017446 SH DEFINED 01 1 017446 SBC COMMUNICATIONS INC COMMON 78387G103 211094 4473556 SH DEFINED 03 4473556 S C I SYS INC COMMON 783890106 11783 397750 SH DEFINED 03 397750 SEI CORP & 1 PFD CONTINGENT R COMMON 784117103 2285 24700 SH DEFINED 03 24700 SFX ENTERTAINMENT INC COMMON 784178105 284 4400 SH DEFINED 03 4400 SL GREEN REALTY CORP COMMON 78440X101 1418 75400 SH DEFINED 03 75400 STUDENT LOAN MARKETING COMMON 78442A109 5006 119900 SH DEFINED 01 119900 STUDENT LOAN MARKETING COMMON 78442A109 10175 243714 SH DEFINED 03 243714 S&P DEPOSITORY RECEIPTS COMMON 78462F103 1472 11470 SH DEFINED 03 11470 SPS TECHS INC COMMON 784626103 1806 46000 SH DEFINED 03 46000 SPX CORPORATION COMMON 784635104 368 7291 SH DEFINED 03 7291 S3 COMMON 784849101 694 92500 SH DEFINED 03 92500 SAFECO CORP COMMON 786429100 1682 41600 SH DEFINED 01 41600 SAFECO CORP COMMON 786429100 292397 7230924 SH DEFINED 03 7230924 SAFEGUARD SCIENTIFICS INC COMMON 786449108 8883 131600 SH DEFINED 03 131600 SAFESKIN CORPORATION COMMON 786454108 514 69100 SH DEFINED 03 69100 SAFEWAY INC COMMON 786514208 6486 126400 SH DEFINED 01 126400 SAFEWAY INC COMMON 786514208 83568 1628634 SH DEFINED 03 1628634 THE ST. JOE COMPANY COMMON 790148100 308 12700 SH DEFINED 03 12700 ST JOHN KNITS INC COMMON 790289102 758 28750 SH DEFINED 03 28750 ST. JUDE MEDICAL INC. COMMON 790849103 862 35350 SH DEFINED 01 35350 ST. JUDE MEDICAL INC. COMMON 790849103 2691 110406 SH DEFINED 03 110406 ST. MARY LAND & EXPLORATION COMMON 792228108 12996 748000 SH DEFINED 03 748000 ST PAUL BANCORP INC COMMON 792848103 1192 55062 SH DEFINED 03 55062 ST PAUL CO'S INC. COMMON 792860108 1077 34688 SH DEFINED 01 34688 ST PAUL CO'S INC. COMMON 792860108 124562 4010118 SH DEFINED 03 4010118 SAKS INCORPORATED COMMON 79377W108 473 18178 SH DEFINED 03 18178 SAMSONITE CORP COMMON 79604V105 156 25401 SH DEFINED 03 25401 SANMINA CORP COMMON 800907107 6241 97900 SH DEFINED 03 97900 SANTA CRUZ OPERATION INC COMMON 801833104 106 19500 SH DEFINED 03 19500 SANTA FE ENERGY RESOURCES COMMON 802012104 16783 2275706 SH DEFINED 03 2275706 SAPIENT CORPORATION COMMON 803062108 207 2900 SH DEFINED 03 2900 SARA LEE CORP COMMON 803111103 14422 582700 SH DEFINED 01 582700 SARA LEE CORP COMMON 803111103 35867 1449186 SH DEFINED 03 1449186 SAVILLE SYSTEMS IRELAND COMMON 805174109 6745 550630 SH DEFINED 03 550630 SBARRO INC COMMON 805844107 761 28600 SH DEFINED 03 28600 SCANA CORP COMMON 805898103 1208 55700 SH DEFINED 03 55700 HENRY SCHEIN INC COMMON 806407102 1918 75977 SH DEFINED 03 75977 SCHEIN PHARMACEUTICAL INC. COMMON 806416103 2010 154600 SH DEFINED 03 154600 SCHERING PLOUGH CORP COMMON 806605101 54173 980500 SH DEFINED 01 980500 SCHERING PLOUGH CORP COMMON 806605101 135816 2458210 SH DEFINED 03 2 458210 SCHLUMBERGER LTD COMMON 806857108 9672 160700 SH DEFINED 01 160700 SCHLUMBERGER LTD COMMON 806857108 49735 826348 SH DEFINED 03 826348 SCHOOL SPECIALITY INC COMMON 807863105 978 50000 SH DEFINED 03 50000 SCHULMAN INC A COMMON 808194104 2852 209300 SH DEFINED 03 209300 SCHWAB CHARLES CORP NEW COMMON 808513105 18530 192775 SH DEFINED 01 192775 SCHWAB CHARLES CORP NEW COMMON 808513105 66438 691166 SH DEFINED 03 691166 SCHWEITZER-MAUDUIT INTL INC COMMON 808541106 11102 965400 SH DEFINED 03 965400 SCIENTIFIC-ATLANTA INC COMMON 808655104 7246 265900 SH DEFINED 01 265900 SCIENTIFIC-ATLANTA INC COMMON 808655104 3073 112788 SH DEFINED 03 112788 SCIENTIFIC GAMES HLDGS CORP COMMON 808747109 4430 249600 SH DEFINED 03 249600 SCOTT TECHNOLOGY INC. COMMON 810022301 358 20600 SH DEFINED 03 20600 THE SCOTTS COMPANY COMMON 810186106 819 21900 SH DEFINED 03 21900 E.W. SCRIPPS COMPANY COMMON 811054204 408 9230 SH DEFINED 03 9230 SEAGATE TECHNOLOGY COMMON 811804103 8647 292500 SH DEFINED 01 292500 SEAGATE TECHNOLOGY COMMON 811804103 257639 8715220 SH DEFINED 03 8715220 SEAGRAM CO.LTD COMMON 811850106 3880 77600 SH DEFINED 01 77600 SEAGRAM CO.LTD COMMON 811850106 27181 543621 SH DEFINED 03 543621 SEALED AIR CORP. NEW COMMON 81211K100 2503 50885 SH DEFINED 01 50885 SEALED AIR CORP. NEW COMMON 81211K100 5853 118999 SH DEFINED 03 118999 SEARS ROEBUCK & CO COMMON 812387108 2829 62600 SH DEFINED 01 62600 SEARS ROEBUCK & CO COMMON 812387108 112091 2480596 SH DEFINED 03 2480596 SECURITY CAPITAL GROUP - B COMMON 81413P204 151 11300 SH DEFINED 03 11300 SECURITY DYNAMICS TECHNOLOGIES COMMON 814208104 1479 79400 SH DEFINED 03 79400 SEITEL INC. COMMON 816074306 642 46094 SH DEFINED 03 46094 SELECTIVE INS GROUP INC COMMON 816300107 19419 1101800 SH DEFINED 03 1101800 SEMPRA ENERGY COMMON 816851109 2648 138025 SH DEFINED 01 138025 SEMPRA ENERGY COMMON 816851109 74685 3892468 SH DEFINED 03 3892468 SEPRACOR INC. COMMON 817315104 1167 10400 SH DEFINED 03 10400 SERVICE CORP INTERNATIONAL COMMON 817565104 8383 588300 SH DEFINED 01 588300 SERVICE CORP INTERNATIONAL COMMON 817565104 67409 4730477 SH DEFINED 03 4730477 SERVICE EXPERTS INC. COMMON 817567100 315 23350 SH DEFINED 03 23350 SERVICEMASTER COMPANY COMMON 81760N109 775 38133 SH DEFINED 03 38133 SHARED MEDICAL SYSTEMS CORP COMMON 819486101 1069 19200 SH DEFINED 01 19200 SHARED MEDICAL SYSTEMS CORP COMMON 819486101 3645 65459 SH DEFINED 03 65459 SHAW INDUSTRIES INC COMMON 820286102 801 43300 SH DEFINED 03 43300 SHERWIN WILLIAMS COMMON 824348106 641 22800 SH DEFINED 01 22800 SHERWIN WILLIAMS COMMON 824348106 6939 246716 SH DEFINED 03 246716 SHOPKO STORES INC COMMON 824911101 980 32800 SH DEFINED 03 32800 SHONEY'S INC COMMON 825039100 39 15675 SH DEFINED 03 15675 SHOREWOOD PACKAGING CORP COMMON 825229107 9621 490250 SH DEFINED 03 490250 SIEBEL SYSTEMS INC COMMON 826170102 3755 79056 SH DEFINED 03 79056 SIERRA HEALTH SERVS INC COMMON 826322109 25222 1940175 SH DEFINED 03 1940175 SIERRA PAC RES COMMON 826425100 30810 875600 SH DEFINED 03 875600 SIGMA-ALDRICH CORP. COMMON 826552101 404 13800 SH DEFINED 01 13800 SIGMA-ALDRICH CORP. COMMON 826552101 5464 186816 SH DEFINED 03 186816 SIGCORP INC COMMON 826912107 504 18415 SH DEFINED 03 18415 SILICON GRAPHICS COMMON 827056102 4015 242400 SH DEFINED 01 242400 SILICON GRAPHICS COMMON 827056102 5314 320845 SH DEFINED 03 320845 SILICON VALLEY BANCS COMMON 827064106 716 34600 SH DEFINED 03 34600 SILICONIX INC COMMON 827079203 227 10800 SH DEFINED 03 10800 SIMON PROPERTY GROUP, INC. COMMON 828806109 340 12404 SH DEFINED 03 12404 SIMPSON INDUSTRIES COMMON 829060102 3123 324459 SH DEFINED 03 324459 SINCLAIR BROADCAST GROUP-A COMMON 829226109 984 67600 SH DEFINED 03 67600 SITEL CORP COMMON 82980K107 39 16600 SH DEFINED 03 16600 SKYLINE CORP COMMON 830830105 372 13400 SH DEFINED 03 13400 SKYWEST INC COMMON 830879102 1989 68900 SH DEFINED 03 68900 SMART & FINAL COMMON 831683107 159 17000 SH DEFINED 03 17000 SMITH CORP A O COMMON 831865209 12276 646100 SH DEFINED 03 646100 SMITH INT'L INC. COMMON 832110100 17344 433600 SH DEFINED 03 433600 SMITH CHARLES E RESIDENTIAL COMMON 832197107 56964 1848745 SH DEFINED 03 1848745 SMITHFIELD FOODS INC COMMON 832248108 2369 104400 SH DEFINED 03 104400 SMURFIT-STONE CONTAINER CORP. COMMON 832727101 577 29874 SH DEFINED 03 29874 SNYDER COMMUNICATIONS INC COMMON 832914105 206 7400 SH DEFINED 03 7400 SNAP-ON INC COMMON 833034101 238 8200 SH DEFINED 01 8200 SNAP-ON INC COMMON 833034101 17100 589642 SH DEFINED 03 589642 SNYDER OIL CORP COMMON 833482102 12863 868400 SH DEFINED 03 868400 SOQUIMICH (QUIMICA MINERA) ADR COMMON 833635105 320 10000 SH DEFINED 03 10000 SOLA INTERNATIONAL INC COMMON 834092108 393 32600 SH DEFINED 03 32600 SOLECTRON CORP COMMON 834182107 7479 154000 SH DEFINED 01 154000 SOLECTRON CORP COMMON 834182107 55356 1139900 SH DEFINED 03 1139900 SOLUTIA INC. COMMON 834376105 1077 61980 SH DEFINED 03 61980 SONAT INC COMMON 835415100 450 15000 SH DEFINED 01 15000 SONAT INC COMMON 835415100 128558 4285259 SH DEFINED 03 4285259 SONIC AUTOMOTIVE INC. COMMON 83545G102 887 57200 SH DEFINED 03 57200 SONIC CORP COMMON 835451105 591 21925 SH DEFINED 03 21925 SONOCO PRODUCTS CO COMMON 835495102 591 25717 SH DEFINED 03 25717 SOTHEBY'S HOLDINGS -CL A COMMON 835898107 291 9000 SH DEFINED 03 9000 SOUTHDOWN INC COMMON 841297104 320 5964 SH DEFINED 03 5964 SOUTHERN CO. COMMON 842587107 12013 515300 SH DEFINED 01 515300 SOUTHERN CO. COMMON 842587107 41180 1766465 SH DEFINED 03 1 766465 SOUTHERN ENERGY HOMES COMMON 842814105 78 14512 SH DEFINED 03 14512 SOUTHTRUST CORP COMMON 844730101 795 21300 SH DEFINED 01 21300 SOUTHTRUST CORP COMMON 844730101 9245 247767 SH DEFINED 03 247767 SOUTHWEST AIRLINES COMMON 844741108 10358 342400 SH DEFINED 01 342400 SOUTHWEST AIRLINES COMMON 844741108 15021 496547 SH DEFINED 03 496547 SOUTHWEST GAS CORP COMMON 844895102 1141 41500 SH DEFINED 03 41500 SOUTHWESTERN ENERGY CO COMMON 845467109 266 37600 SH DEFINED 03 37600 SOVEREIGN BANCORP COMMON 845905108 231 18857 SH DEFINED 03 18857 SPACELABS MEDICAL INC COMMON 846247104 232 13820 SH DEFINED 03 13820 SPARTAN MOTORS INC COMMON 846819100 152 25800 SH DEFINED 03 25800 SPEEDFAM INTERNATIONAL INC COMMON 847706108 222 18500 SH DEFINED 03 18500 SPEEDWAY MOTORSPORTS INC COMMON 847788106 206 5000 SH DEFINED 03 5000 SPELLING ENTERTAINMENT GROUP COMMON 847807104 90 10300 SH DEFINED 03 10300 SPIEKER PROPERTIES INC COMMON 848497103 243 6900 SH DEFINED 03 6900 SPORTS AUTHORITY COMMON 849176102 315 43050 SH DEFINED 03 43050 SPRINGS INDS INC COMMON 851783100 73 2700 SH DEFINED 01 2700 SPRINGS INDS INC COMMON 851783100 12014 443938 SH DEFINED 03 443938 SPRINT CORP FON GROUP COMMON 852061100 22157 225800 SH DEFINED 01 225800 SPRINT CORP FON GROUP COMMON 852061100 72308 736900 SH DEFINED 03 736900 SPRINT CORP. (PCS GROUP) COMMON 852061506 7506 169400 SH DEFINED 01 169400 SPRINT CORP. (PCS GROUP) COMMON 852061506 27365 617550 SH DEFINED 03 617550 STAFFMARK INC COMMON 852389105 242 30700 SH DEFINED 03 30700 STAGE STORES INC. COMMON 85254C107 11325 1562000 SH DEFINED 03 1562000 STANDARD MICROSYSTEMS CORP. COMMON 853626109 195 24700 SH DEFINED 03 24700 STANDARD MOTOR PRODS COMMON 853666105 310 15000 SH DEFINED 03 15000 STANDARD-PACIFIC -LP COMMON 85375C101 10566 820650 SH DEFINED 03 820650 STANDARD PRODS CO COMMON 853836104 1029 63300 SH DEFINED 03 63300 STANDARD REGISTER CO. COMMON 853887107 356 12000 SH DEFINED 03 12000 STANDEX INTL CORP COMMON 854231107 339 15500 SH DEFINED 03 15500 STANLEY FURNITURE CO INC COMMON 854305208 6880 352800 SH DEFINED 03 352800 STANLEYS WORKS CORP COMMON 854616109 3585 139900 SH DEFINED 01 139900 STANLEYS WORKS CORP COMMON 854616109 3314 129338 SH DEFINED 03 129338 STAPLES INC COMMON 855030102 12302 374200 SH DEFINED 01 374200 STAPLES INC COMMON 855030102 31968 972402 SH DEFINED 03 972402 STARBUCKS CORP. COMMON 855244109 657 23400 SH DEFINED 03 23400 STARWOOD FINANCIAL TRUST COMMON 85568W104 332 6800 SH DEFINED 03 6800 STARTER COMMON 855684106 54 20000 SH DEFINED 03 20000 STARWOOD HOTELS & RESORTS WOR COMMON 85590A203 173777 6084216 SH DEFINED 03 6084216 STATE STR CORP COMMON 857477103 8751 106400 SH DEFINED 01 106400 STATE STR CORP COMMON 857477103 20249 246186 SH DEFINED 03 246186 STATION CASINOS INC COMMON 857689103 2633 206500 SH DEFINED 03 206500 STEEL TECHNOLOGIES COMMON 858147101 102 12900 SH DEFINED 03 12900 STEIN MART INC. COMMON 858375108 13715 1371500 SH DEFINED 03 1371500 STERIS CORP COMMON 859152100 4259 159968 SH DEFINED 03 159968 STERLING COMMERCE INC COMMON 859205106 2443 79460 SH DEFINED 03 79460 STERLING SOFTWARE INC COMMON 859547101 1719 72388 SH DEFINED 03 72388 STEWART & STEVENSON SERVICES COMMON 860342104 215 28000 SH DEFINED 03 28000 STEWART ENTERPRISES COMMON 860370105 162 10100 SH DEFINED 03 10100 STILLWATER MINING COMPANY COMMON 86074Q102 74558 2826836 SH DEFINED 03 2826836 STMICROELECTRONICS NV COMMON 861012102 4330 44584 SH DEFINED 03 44584 STONE & WEBSTER INC COMMON 861572105 393 17200 SH DEFINED 03 17200 STONE ENERGY CORP. COMMON 861642106 733 22900 SH DEFINED 03 22900 STORAGE COMPUTER CORP COMMON 86211A101 49 25258 SH DEFINED 03 25258 STORAGE TECHNOLOGY CORP. COMMON 862111200 926 33214 SH DEFINED 03 33214 STRATTEC SECURITY CORP COMMON 863111100 15244 542000 SH DEFINED 03 542000 STRIDE RITE CORP COMMON 863314100 788 64300 SH DEFINED 03 64300 STRYKER CORPORATION COMMON 863667101 1876 37200 SH DEFINED 03 37200 STURM RUGER & CO INC COMMON 864159108 427 42700 SH DEFINED 03 42700 SUIZA FOODS CORP COMMON 865077101 23589 700250 SH DEFINED 03 700250 SUMMIT BANCORP COMMON 866005101 878 22500 SH DEFINED 01 22500 SUMMIT BANCORP COMMON 866005101 10018 256873 SH DEFINED 03 256873 SUMMIT TECHNOLOGY INC COMMON 86627E101 593 53950 SH DEFINED 03 53950 SUN COMMUNITIES COMMON 866674104 3346 105400 SH DEFINED 03 105400 SUN MICROSYSTEMS INC COMMON 866810104 27476 219700 SH DEFINED 01 219700 SUN MICROSYSTEMS INC COMMON 866810104 80091 640412 SH DEFINED 03 640412 SUN HEALTHCARE GROUP COMMON 866933104 17 17000 SH DEFINED 03 17000 SUNBURST HOSPITALITY CORP. COMMON 866948102 54 14316 SH DEFINED 03 14316 SUNBEAM CORP COMMON 867071102 68 12300 SH DEFINED 03 12300 SUNSTRAND CORP. COMMON 867323107 2717 39100 SH DEFINED 03 39100 SUNGLASS HUT COMMON 86736F106 191 18200 SH DEFINED 03 18200 SUNGARD DATA SYS INC COMMON 867363103 4148 103700 SH DEFINED 03 103700 SUNOCO, INC. COMMON 86764P109 3451 95700 SH DEFINED 01 95700 SUNOCO, INC. COMMON 86764P109 25201 698814 SH DEFINED 03 698814 SUNRISE MEDICAL INC COMMON 867910101 209 33500 SH DEFINED 03 33500 SUNTRUST BKS INC COMMON 867914103 8447 135700 SH DEFINED 01 135700 SUNTRUST BKS INC COMMON 867914103 31675 508837 SH DEFINED 03 508837 SUNSTONE HOTEL INVESTORS INC. COMMON 867933103 101 14100 SH DEFINED 03 14100 SUPERIOR SERVICES INC. COMMON 868316100 747 37700 SH DEFINED 03 37700 SUPERIOR TELECOM INC. COMMON 868365107 366 19375 SH DEFINED 03 19375 SUPERVALU INC COMMON 868536103 2256 109400 SH DEFINED 01 109400 SUPERVALU INC COMMON 868536103 22960 1113212 SH DEFINED 03 1113212 SUSQUEHANNA BANCSHAR COMMON 869099101 891 48500 SH DEFINED 03 48500 SWISS ARMY BRANDS INC COMMON 870827102 147 15413 SH DEFINED 03 15413 SYBASE COMMON 871130100 229 28820 SH DEFINED 03 28820 SYBRON INTL. CORP-WISCONSIN COMMON 87114F106 375 15000 SH DEFINED 03 15000 SYKES DATATRONICS COMMON 871237103 325 10050 SH DEFINED 03 10050 SYMANTEC CORP COMMON 871503108 766 45200 SH DEFINED 03 45200 SYMBOL TECHNOLOGIES COMMON 871508107 4082 90715 SH DEFINED 03 90715 SYMMETRICOM INC. COMMON 871543104 168 26600 SH DEFINED 03 26600 SYNCOR INTL CORP-DEL COMMON 87157J106 577 20700 SH DEFINED 03 20700 SYNOPSYS COMMON 871607107 6230 115900 SH DEFINED 03 115900 SYNOVUS FINL CORP COMMON 87161C105 5285 257800 SH DEFINED 01 257800 SYNOVUS FINL CORP COMMON 87161C105 7963 388430 SH DEFINED 03 388430 SYSCO CORP COMMON 871829107 7538 286500 SH DEFINED 01 286500 SYSCO CORP COMMON 871829107 13037 495490 SH DEFINED 03 495490 SYSTEM SOFTWARE ASSOC INC COMMON 871839106 125 55400 SH DEFINED 03 55400 SYSTEMS & COMPUTER TECH CORP COMMON 871873105 643 64300 SH DEFINED 03 64300 TBC CORPORATION COMMON 872180104 302 49750 SH DEFINED 03 49750 TCA CABLE TV INC COMMON 872241104 2323 53400 SH DEFINED 03 53400 TCBY ENTERPRISES INC COMMON 872245105 240 40000 SH DEFINED 03 40000 TCF FINANCIAL CORP COMMON 872275102 1746 67000 SH DEFINED 03 67000 TCI SATELLITE ENTERTAINMENT CL COMMON 872298104 17 26385 SH DEFINED 03 26385 TCSI CORP COMMON 87233R106 49 25800 SH DEFINED 03 25800 TECO ENERGY INC COMMON 872375100 312 15700 SH DEFINED 03 15700 TJ INTERNATIONAL INC COMMON 872534102 654 27100 SH DEFINED 03 27100 THE TJX COMPANIES COMMON 872540109 19407 570800 SH DEFINED 01 570800 THE TJX COMPANIES COMMON 872540109 16076 472836 SH DEFINED 03 472836 TNP ENTERPRISES INC COMMON 872594106 12593 438030 SH DEFINED 03 438030 TRW INC. COMMON 872649108 714 15700 SH DEFINED 01 15700 TRW INC. COMMON 872649108 20441 449249 SH DEFINED 03 449249 TMP WORLDWIDE COMMON 872941109 2307 35600 SH DEFINED 03 35600 TV GUIDE, INC. CL - A COMMON 87307Q109 4255 115400 SH DEFINED 03 115400 TVX GOLD INC COMMON 87308K101 782 625500 SH DEFINED 03 625500 TACO CABANA CLASS A COMMON 873425102 137 15600 SH DEFINED 03 15600 TALISMAN ENERGY_(US) COMMON 87425E103 2519 117180 SH DEFINED 03 117180 TANDY CORPORATION COMMON 875382103 14587 228600 SH DEFINED 01 228600 TANDY CORPORATION COMMON 875382103 383361 6007669 SH DEFINED 03 6007669 TECH DATA CORP COMMON 878237106 4408 192200 SH DEFINED 03 192200 TECHNITROL INC. COMMON 878555101 1873 81200 SH DEFINED 03 81200 TECHNOLOGY SOLUTIONS COMMON 87872T108 374 52500 SH DEFINED 03 52500 TECUMSEH PRODUCTS CO COMMON 878895200 866 17000 SH DEFINED 03 17000 TEKTRONIX INC. COMMON 879131100 569 22550 SH DEFINED 01 22550 TEKTRONIX INC. COMMON 879131100 20206 800237 SH DEFINED 03 800237 TEL-SAVE.COM, INC. COMMON 879176105 654 62700 SH DEFINED 03 62700 TELENORTE LESTS PARTICIP PREFERRED 879246106 793 51600 SH DEFINED 03 51600 TELEBANC FINANCIAL CORP COMMON 87925R109 1954 24500 SH DEFINED 03 24500 TELECOM ARGENTINA STET-FRANCE COMMON 879273209 1207 44000 SH DEFINED 00 44000 TELECOMUNICACOES BRASILEIRAS S COMMON 879287308 117406 1456200 SH DEFINED 03 1 456200 TELEFONICA DE PERU-SPON ADR COMMON 879384105 1336 104800 SH DEFINED 03 104800 TELEFONOS DE MEXICO S A COMMON 879403780 103356 1566000 SH DEFINED 03 1566000 TELEGLOBE INC. COMMON 87941V100 2393 78931 SH DEFINED 03 78931 TELEPHONE & DATA COMMON 879433100 428 7600 SH DEFINED 03 7600 TELESPECTRUM WORLDWIDE INC COMMON 87951U109 110 12900 SH DEFINED 03 12900 TELESP PARTICIPACOES SA COMMON 87952K100 1015 49200 SH DEFINED 03 49200 TELIGENT INC. COMMON 87959Y103 1894 45500 SH DEFINED 03 45500 TELLABS INC COMMON 879664100 17839 182500 SH DEFINED 01 182500 TELLABS INC COMMON 879664100 32882 336391 SH DEFINED 03 336391 TELXON CORP. COMMON 879700102 211 22400 SH DEFINED 03 22400 TEMPLE-INLAND COMMON 879868107 628 10000 SH DEFINED 01 10000 TEMPLE-INLAND COMMON 879868107 194277 3096050 SH DEFINED 03 3096050 TELETECH HOLDINGS INC COMMON 879939106 79 12000 SH DEFINED 03 12000 TENET HEALTHCARE CORP COMMON 88033G100 5982 315900 SH DEFINED 01 315900 TENET HEALTHCARE CORP COMMON 88033G100 242429 12801864 SH DEFINED 03 12801864 TENNECO INC NEW COMMON 88037E101 643 23000 SH DEFINED 01 23000 TENNECO INC NEW COMMON 88037E101 17088 611674 SH DEFINED 03 611674 TERADYNE, INC. COMMON 880770102 3754 68800 SH DEFINED 03 68800 TERRA INDUSTRIES COMMON 880915103 177 38800 SH DEFINED 03 38800 TESCO CORP COMMON 88157K101 950 226800 SH DEFINED 03 226800 TESORO PETROLEUM CORP COMMON 881609101 609 55400 SH DEFINED 03 55400 TETRA TECHNOLOGIES INC DEL COMMON 88162F105 106 15700 SH DEFINED 03 15700 TETRA TECH INC COMMON 88162G103 962 45660 SH DEFINED 03 45660 TEVA PHARM INDUSTRIES ADRS COMMON 881624209 3876 81700 SH DEFINED 03 81700 TEXACO INC COMMON 881694103 14676 258600 SH DEFINED 01 258600 TEXACO INC COMMON 881694103 50784 894875 SH DEFINED 03 894875 TEXAS INDS INC COMMON 882491103 8155 328660 SH DEFINED 03 328660 TEXAS INSTRUMENTS INC. COMMON 882508104 19374 195200 SH DEFINED 01 195200 TEXAS INSTRUMENTS INC. COMMON 882508104 100666 1014268 SH DEFINED 03 1014268 TEXAS UTILS CO COMMON 882848104 4820 114762 SH DEFINED 01 114762 TEXAS UTILS CO COMMON 882848104 114578 2728056 SH DEFINED 03 2728056 TEXTRON INC. DEL COMMON 883203101 11157 144200 SH DEFINED 01 144200 TEXTRON INC. DEL COMMON 883203101 17941 231867 SH DEFINED 03 231867 THERMO FIBERTEK INC COMMON 88355W105 167 23250 SH DEFINED 03 23250 THERMO ELECTRON CORP. COMMON 883556102 298 22000 SH DEFINED 01 22000 THERMO ELECTRON CORP. COMMON 883556102 3360 247764 SH DEFINED 03 247764 THERMO INSTRUMENT SYSTEMS COMMON 883559106 193 13343 SH DEFINED 03 13343 THERMO OPTEK CORP. COMMON 883582108 224 22400 SH DEFINED 03 22400 THOMAS & BETTS COMMON 884315102 293 7800 SH DEFINED 01 7800 THOMAS & BETTS COMMON 884315102 15865 422357 SH DEFINED 03 422357 THOMAS INDUSTRIES INC COMMON 884425109 480 25600 SH DEFINED 03 25600 THOR INDUSTRIES INC COMMON 885160101 318 14050 SH DEFINED 03 14050 THE 3DO COMPANY COMMON 88553W105 133 24800 SH DEFINED 03 24800 3 COM CORP COMMON 885535104 4271 183200 SH DEFINED 01 183200 3 COM CORP COMMON 885535104 12184 522662 SH DEFINED 03 522662 TICKETMASTER ONLINE CITY B COMMON 88633P203 1012 30100 SH DEFINED 03 30100 TIDEWATER INC COMMON 886423102 5998 231800 SH DEFINED 03 231800 TIFFANY & CO. COMMON 886547108 4283 57300 SH DEFINED 03 57300 THE TIMBERLAND COMPANY COMMON 887100105 2680 42500 SH DEFINED 03 42500 TIME WARNER INC COMMON 887315109 30230 426900 SH DEFINED 01 426900 TIME WARNER INC COMMON 887315109 189863 2681224 SH DEFINED 03 2681224 TIMES MIRROR NEW COMMON 887364107 11529 213000 SH DEFINED 01 213000 TIMES MIRROR NEW COMMON 887364107 6339 117112 SH DEFINED 03 117112 TIMKEN CO COMMON 887389104 141 8700 SH DEFINED 01 8700 TIMKEN CO COMMON 887389104 11989 737769 SH DEFINED 03 737769 TITAN INTERNATIONAL INC COMMON 88830M102 4191 545150 SH DEFINED 03 545150 TOKIO MARINE & FIRE - ADR COMMON 889090403 70863 1262600 SH DEFINED 03 1262600 TOLL BROTHERS INC COMMON 889478103 892 49200 SH DEFINED 03 49200 TOPPS COMPANY COMMON 890786106 248 56650 SH DEFINED 03 56650 TORCHMARK CORP COMMON 891027104 3634 114900 SH DEFINED 01 114900 TORCHMARK CORP COMMON 891027104 72213 2283424 SH DEFINED 03 2283424 TORO CO COMMON 891092108 467 14900 SH DEFINED 03 14900 TOSCO CORP COMMON 891490302 858 34585 SH DEFINED 03 34585 TOTAL RENAL CARE HOLDINGS COMMON 89151A107 303 27507 SH DEFINED 03 27507 TOTAL SA - ADR COMMON 89151E109 91312 1496916 SH DEFINED 03 1496916 TOWER AUTOMOTIVE INC COMMON 891707101 17364 932300 SH DEFINED 03 932300 TOTAL SYSTEM SERVICES INC COMMON 891906109 428 22850 SH DEFINED 03 22850 TOYS "R" US INC COMMON 892335100 643 34200 SH DEFINED 01 34200 TOYS "R" US INC COMMON 892335100 119527 6353781 SH DEFINED 03 6353781 TRANSAMERICA CORP. COMMON 893485102 2116 29800 SH DEFINED 01 29800 TRANSAMERICA CORP. COMMON 893485102 38843 547090 SH DEFINED 03 547090 TRANSATLANTIC HOLDINGS INC. COMMON 893521104 341 4550 SH DEFINED 03 4550 TRANSCANADA PIPELINES LTD COMMON 893526103 82289 6422804 SH DEFINED 03 6422804 TRANSCOASTAL MARINE SVCS COMMON 893537100 814 203400 SH DEFINED 03 203400 TRANSOCEAN OFFSHORE INC COMMON 893817106 14927 518100 SH DEFINED 03 518100 TRANSPRO INC COMMON 893885103 44 10065 SH DEFINED 03 10065 TRANSTEXAS GAS CORP COMMON 893895102 10 10300 SH DEFINED 03 10300 TRANSMONTAIGNE INC. COMMON 893934109 4665 384782 SH DEFINED 00 384782 TRANSMONTAIGNE INC. COMMON 893934109 1 100 SH DEFINED 03 100 TRAVELERS PROP CASUALTY-CL A COMMON 893939108 19341 541000 SH DEFINED 03 541000 TRAVEL SERVICES INTL INC COMMON 894169101 123 11700 SH DEFINED 03 11700 TREDEGAR INDS INC COMMON 894650100 1780 57550 SH DEFINED 03 57550 TRENWICK GROUP INC. COMMON 895290104 40432 1437600 SH DEFINED 03 1437600 TRIDENT MICROSYSTEMS INC COMMON 895919108 89 14200 SH DEFINED 03 14200 TRIARC COMPANIES COMMON 895927101 670 38400 SH DEFINED 03 38400 TRICON GLOBAL RESTAURANTS COMMON 895953107 14225 202490 SH DEFINED 01 202490 TRICON GLOBAL RESTAURANTS COMMON 895953107 16001 227771 SH DEFINED 03 227771 TRIBUNE CO NEW COMMON 896047107 5700 87100 SH DEFINED 01 87100 TRIBUNE CO NEW COMMON 896047107 12697 194041 SH DEFINED 03 194041 TRICO MARINE SERVICES INC. COMMON 896106101 130 22800 SH DEFINED 03 22800 TRIGON HEALTHCARE INC. COMMON 89618L100 8640 252265 SH DEFINED 03 252265 TRIMBLE NAVIGATION COMMON 896239100 248 25400 SH DEFINED 03 25400 TRINET CORPORATE REALTY TRUST COMMON 896287109 8627 340000 SH DEFINED 03 340000 TRINITY INDUSTRIES COMMON 896522109 8832 300650 SH DEFINED 03 300650 TRUE NORTH COMMUNICATIONS COMMON 897844106 1562 55800 SH DEFINED 03 55800 TRUSTCO BANK CORP N COMMON 898349105 948 37919 SH DEFINED 03 37919 TUBOSCOPE INC COMMON 898600101 522 58000 SH DEFINED 03 58000 TUPPERWARE CORPORATION COMMON 899896104 148 8200 SH DEFINED 01 8200 TUPPERWARE CORPORATION COMMON 899896104 19889 1104940 SH DEFINED 03 1104940 TULTEX CORP COMMON 899900104 17 27450 SH DEFINED 03 27450 24 7 MEDIA INC COMMON 901314104 1132 21971 SH DEFINED 00 21971 TWINLAB CORPORATION COMMON 901774109 2522 269000 SH DEFINED 03 269000 II-VI INC COMMON 902104108 164 21100 SH DEFINED 03 21100 TYCO INTERNATIONAL LTD COMMON 902124106 30546 425723 SH DEFINED 01 425723 TYCO INTERNATIONAL LTD COMMON 902124106 93442 1302325 SH DEFINED 03 1302325 TYLER CORP DEL COMMON 902184100 77 17500 SH DEFINED 03 17500 TYSON FOODS INC COMMON 902494103 1969 95200 SH DEFINED 03 95200 UAL CORP. COMMON 902549500 675 8672 SH DEFINED 03 8672 UCAR INTERNATIONAL INC. COMMON 90262K109 9079 642795 SH DEFINED 03 642795 U G I CORP COMMON 902681105 1267 75900 SH DEFINED 03 75900 UST CORP COMMON 902900109 1217 55700 SH DEFINED 03 55700 USX-MARATHON GROUP COMMON 902905827 4881 177500 SH DEFINED 01 177500 USX-MARATHON GROUP COMMON 902905827 39936 1452228 SH DEFINED 03 1452228 U S T INC COMMON 902911106 1458 55800 SH DEFINED 01 55800 U S T INC COMMON 902911106 16049 614299 SH DEFINED 03 614299 USA DETERGENTS COMMON 902938109 229 36600 SH DEFINED 03 36600 US RESTAURANT PROPERTIES COMMON 902971100 1273 65900 SH DEFINED 03 65900 U.S. BANCORP (NEW) COMMON 902973106 14386 422345 SH DEFINED 01 422345 U.S. BANCORP (NEW) COMMON 902973106 36203 1062866 SH DEFINED 03 1062866 USA NETWORKS INC. COMMON 902984103 28980 809215 SH DEFINED 03 809215 UNUM CORP. COMMON 903192102 2397 50400 SH DEFINED 01 50400 UNUM CORP. COMMON 903192102 9837 206817 SH DEFINED 03 206817 U S CAN CORP COMMON 90328W105 8613 583900 SH DEFINED 03 583900 USG CORP-NEW WI COMMON 903293405 326 6342 SH DEFINED 03 6342 US FOODSERVICE INC. COMMON 90331R101 487 10465 SH DEFINED 03 10465 USEC INC. COMMON 90333E108 151 11100 SH DEFINED 03 11100 USX-US STEEL GROUP COMMON 90337T101 310 13200 SH DEFINED 01 13200 USX-US STEEL GROUP COMMON 90337T101 105518 4490122 SH DEFINED 03 4 490122 ULTRAMAR DIAMOND SHAMROCK COMMON 904000106 240 11082 SH DEFINED 03 11082 ULTRATECK STEPPER COMMON 904034105 417 29500 SH DEFINED 03 29500 UNIFI INC COMMON 904677101 2440 191400 SH DEFINED 03 191400 UNILEVER N V COMMON 904784501 29545 444700 SH DEFINED 01 444700 UNILEVER N V COMMON 904784501 62780 944952 SH DEFINED 03 944952 UNICOM CORPORATION COMMON 904911104 11119 304100 SH DEFINED 01 304100 UNICOM CORPORATION COMMON 904911104 183949 5031144 SH DEFINED 03 5031144 UNION CAMP CORP. COMMON 905530101 3712 55300 SH DEFINED 01 55300 UNION CAMP CORP. COMMON 905530101 24225 360895 SH DEFINED 03 360895 UNION CARBIDE CORP. COMMON 905581104 5093 112700 SH DEFINED 01 112700 UNION CARBIDE CORP. COMMON 905581104 25039 554120 SH DEFINED 03 554120 UNION PAC CORP COMMON 907818105 369 6900 SH DEFINED 03 6900 UNION PACIFIC CORP COMMON 907818108 3746 70100 SH DEFINED 01 70100 UNION PACIFIC CORP COMMON 907818108 19073 356929 SH DEFINED 03 356929 UNION PACIFIC RESOURCES COMMON 907834105 411 34608 SH DEFINED 01 34608 UNION PACIFIC RESOURCES COMMON 907834105 30699 2585171 SH DEFINED 03 2 585171 UNION PLANTERS CORP COMMON 908068109 769 17500 SH DEFINED 01 17500 UNION PLANTERS CORP COMMON 908068109 8507 193618 SH DEFINED 03 193618 UNIONBANCAL CORPORATION COMMON 908906100 726 21310 SH DEFINED 03 21310 UNIPHASE INC COMMON 909149106 25316 219900 SH DEFINED 03 219900 UNISOURCE ENERGY CORP. HLD CO. COMMON 909205106 19736 1784140 SH DEFINED 03 1784140 UNISOURCE WORLDWIDE INC COMMON 909208100 629 88239 SH DEFINED 03 88239 UNISYS CORP COMMON 909214108 17639 637100 SH DEFINED 01 637100 UNISYS CORP COMMON 909214108 24369 880178 SH DEFINED 03 880178 UNITED COS FINANCIAL CORP COMMON 909870107 6 15800 SH DEFINED 03 15800 UNITED BANKSHARES IN COMMON 909907107 1265 55300 SH DEFINED 03 55300 UNITED DOMINION INDS LTD COMMON 909914103 28147 1416212 SH DEFINED 03 1416212 UNITED HEALTHCARE CORP COMMON 910581107 9378 178200 SH DEFINED 01 178200 UNITED HEALTHCARE CORP COMMON 910581107 131338 2495729 SH DEFINED 03 2495729 UNITED ILLUM CO COMMON 910637107 3977 94825 SH DEFINED 03 94825 UNITED INDUSTRIAL CORP COMMON 910671106 464 41700 SH DEFINED 03 41700 UNITED INTERNATIONAL HOLDINGS COMMON 910734102 300 6901 SH DEFINED 03 6901 UNITED NATURAL FOODS INC COMMON 911163103 1169 50000 SH DEFINED 03 50000 UNITED RENTALS, INC. COMMON 911363109 215 7549 SH DEFINED 03 7549 US BIOSCIENCE INC COMMON 911646206 339 31150 SH DEFINED 03 31150 US CELLULAR CORP COMMON 911684108 480 10900 SH DEFINED 03 10900 U.S. FILTER CORP. COMMON 911843209 704 22978 SH DEFINED 03 22978 US AIRWAYS GROUP INC COMMON 911905107 14585 298800 SH DEFINED 01 298800 US AIRWAYS GROUP INC COMMON 911905107 60133 1231921 SH DEFINED 03 1231921 U S HOME CORP NEW COMMON 911920106 8504 260649 SH DEFINED 03 260649 U.S. INDUSTRIES COMMON 912080108 4941 300595 SH DEFINED 03 300595 U.S. SATELLITE BROADCASTING COMMON 912534104 185 10800 SH DEFINED 03 10800 U S WEST INC NEW COMMON 91273H101 21461 389763 SH DEFINED 01 389763 U S WEST INC NEW COMMON 91273H101 71089 1291073 SH DEFINED 03 1291073 US TRUST CORP - NEW COMMON 91288L105 1803 24300 SH DEFINED 03 24300 UNITED STATIONERS INC COMMON 913004107 723 47400 SH DEFINED 03 47400 UNITED TECHNOLOGIES CORP COMMON 913017109 10564 78000 SH DEFINED 01 78000 UNITED TECHNOLOGIES CORP COMMON 913017109 50391 372060 SH DEFINED 03 372060 UNITED WATER RESOURCES INC COMMON 913190104 988 47600 SH DEFINED 03 47600 UNITRIN INC COMMON 913275103 302 9660 SH DEFINED 03 9660 UNITRODE CORP COMMON 913283107 1890 135000 SH DEFINED 03 135000 UNIVERSAL CORP-VA COMMON 913456109 619 24200 SH DEFINED 03 24200 UNIVERSAL FOODS CORP COMMON 913538104 410 19900 SH DEFINED 03 19900 UNIVERSAL FOREST PRODUCTS COMMON 913543104 554 27000 SH DEFINED 03 27000 UNIVERSAL HEALTH SVCS INC COMMON 913903100 47879 1107040 SH DEFINED 03 1107040 UNIVISION COMMUNICATIONS INC. COMMON 914906102 370 7400 SH DEFINED 03 7400 UNOCAL CORP. COMMON 915289102 1139 30900 SH DEFINED 01 30900 UNOCAL CORP. COMMON 915289102 12715 344803 SH DEFINED 03 344803 USFREIGHTWAYS CORP COMMON 916906100 3468 105500 SH DEFINED 03 105500 USWEB CORP. COMMON 917327108 1976 47900 SH DEFINED 03 47900 UTILICORP UNITED INC COMMON 918005109 732 32184 SH DEFINED 03 32184 VF CORP. COMMON 918204108 1183 24900 SH DEFINED 01 24900 VF CORP. COMMON 918204108 26613 560264 SH DEFINED 03 560264 VLSI TECHNOLOGY COMMON 918270109 4201 216800 SH DEFINED 03 216800 VTEL CORP. COMMON 918333105 75 21726 SH DEFINED 03 21726 VALASSIS COMMUNICATIONS INC COMMON 918866104 2681 51800 SH DEFINED 03 51800 VALHI INC COMMON 918905100 208 18300 SH DEFINED 03 18300 VALENCE TECHNOLOGY COMMON 918914102 203 30700 SH DEFINED 03 30700 VALMONT INDUSTRIES COMMON 920253101 498 35900 SH DEFINED 03 35900 VANGUARD CELLULAR SYS INC COMMON 922022108 1798 65850 SH DEFINED 03 65850 VANTIVE CORP COMMON 922091103 610 50600 SH DEFINED 03 50600 VARCO INTERNATIONAL COMMON 922126107 2846 255800 SH DEFINED 03 255800 VARI-LITE INTERNATIONAL INC COMMON 922152103 2540 945400 SH DEFINED 03 945400 VARIAN INC COMMON 922204102 10562 272565 SH DEFINED 03 272565 VARLEN CORP COMMON 922248109 6978 317160 SH DEFINED 03 317160 VASTAR RESOURCES INC COMMON 922380100 554 11600 SH DEFINED 03 11600 VENTAS, INC. COMMON 92276F100 62 10279 SH DEFINED 03 10279 VENATOR GROUP INC. COMMON 922944103 412 58300 SH DEFINED 03 58300 VERITY INC COMMON 92343C106 204 6100 SH DEFINED 03 6100 VERISIGN INC. COMMON 92343E102 4289 27850 SH DEFINED 03 27850 VERIO INC COMMON 923433106 235 5100 SH DEFINED 03 5100 VERITAS SOFTWARE CORP. COMMON 923436109 462 5725 SH DEFINED 03 5725 VERTEX PHARMACEUTICALS COMMON 92532F100 874 34600 SH DEFINED 03 34600 VERTICALNET INC. COMMON 92532L107 1215 11700 SH DEFINED 03 11700 VESTA INSURANCE GROUP COMMON 925391104 100 19600 SH DEFINED 03 19600 VIAD CORP COMMON 92552R109 770 27700 SH DEFINED 03 27700 VIASOFT INC COMMON 92552U102 98 23800 SH DEFINED 03 23800 VIACOM INC NON-VOTING COMMON 925524308 19700 234700 SH DEFINED 01 234700 VIACOM INC NON-VOTING COMMON 925524308 43422 517315 SH DEFINED 03 517315 VICOR CORP COMMON 925815102 778 62200 SH DEFINED 03 62200 VICORP RESTAURANTS INC COMMON 925817108 12622 788900 SH DEFINED 03 788900 VINA CONCHA TORO SA COMMON 927191106 949 32300 SH DEFINED 03 32300 VINTAGE PETROLEUM INC COMMON 927460105 27125 3013925 SH DEFINED 03 3013925 VISHAY INTRTECHNOLOGY COMMON 928298108 687 47409 SH DEFINED 03 47409 VISX INC COMMON 92844S105 4184 38900 SH DEFINED 03 38900 VITAL SIGNS INC COMMON 928469105 259 14400 SH DEFINED 03 14400 VITESSE SEMICONDUCTOR CORP. COMMON 928497106 4835 95500 SH DEFINED 03 95500 VIVUS INC COMMON 928551100 50 12500 SH DEFINED 03 12500 VLASIC FOODS INTERNATIONAL COMMON 928559103 185 14330 SH DEFINED 03 14330 VOLT INFO SCIENCES INC COMMON 928703107 284 17300 SH DEFINED 03 17300 VORNADO OPERATING CO. COMMON 92904N103 115 19160 SH DEFINED 03 19160 VORNADO REALTY TRUST COMMON 929042109 139080 4031300 SH DEFINED 03 4031300 VULCAN MATERIALS CO COMMON 929160109 1909 46200 SH DEFINED 03 46200 WFS FINANCIAL INC COMMON 92923B106 142 20400 SH DEFINED 03 20400 WD-40 CO COMMON 929236107 523 18050 SH DEFINED 03 18050 WHX CORP. COMMON 929248102 208 26430 SH DEFINED 03 26430 WICOR INC COMMON 929253102 982 48500 SH DEFINED 03 48500 WABASH NATIONAL COMMON 929566107 357 30750 SH DEFINED 03 30750 WACHOVIA CORP. COMMON 929771103 2712 33400 SH DEFINED 01 33400 WACHOVIA CORP. COMMON 929771103 23944 294920 SH DEFINED 03 294920 WADDELL & REED FINANCIAL INC. COMMON 930059100 1889 92154 SH DEFINED 03 92154 WADDELL & REED FINANCIAL - CL. COMMON 930059209 5882 295936 SH DEFINED 03 295936 WAL MART STORES INC COMMON 931142103 69620 755200 SH DEFINED 01 755200 WAL MART STORES INC COMMON 931142103 326179 3538233 SH DEFINED 03 3538233 WALDEN RESIDENTIAL PROPS INC COMMON 931210108 12697 720400 SH DEFINED 03 720400 WALGREEN CORP COMMON 931422109 10820 383000 SH DEFINED 01 383000 WALGREEN CORP COMMON 931422109 43318 1533388 SH DEFINED 03 1533388 WALL DATA COMMON 932045107 277 19300 SH DEFINED 03 19300 WALLACE COMPUTER SVCS INC COMMON 932270101 1028 51900 SH DEFINED 03 51900 WALTER INDS INC COMMON 93317Q105 182 16158 SH DEFINED 03 16158 WANG LABORATORIES INC COMMON 93369N109 12238 623567 SH DEFINED 03 623567 WARNACO GROUP (CLASS A) COMMON 934390105 236 9548 SH DEFINED 03 9548 WARNER LAMBERT CO COMMON 934488107 46090 695700 SH DEFINED 01 695700 WARNER LAMBERT CO COMMON 934488107 99997 1509388 SH DEFINED 03 1509388 WASHINGTON FEDERAL INC COMMON 938824109 231 11022 SH DEFINED 03 11022 WASHINGTON GAS LT CO. COMMON 938837101 14966 661500 SH DEFINED 03 661500 WASHINGTON MUTUAL INC COMMON 939322103 26765 654812 SH DEFINED 01 654812 WASHINGTON MUTUAL INC COMMON 939322103 54791 1340452 SH DEFINED 03 1 340452 WASHINGTON POST CO COMMON 939640108 3651 7000 SH DEFINED 03 7000 WASTE MANAGEMENT INC. COMMON 94106L109 8739 196939 SH DEFINED 01 196939 WASTE MANAGEMENT INC. COMMON 94106L109 197009 4439634 SH DEFINED 03 4439634 WASTE SYSTEMS INTL COM STK COMMON 94106P209 2708 581611 SH DEFINED 03 581611 WATERS CORP. COMMON 941848103 2711 25800 SH DEFINED 03 25800 WATKINS-JOHNSON COMMON 942486101 290 12800 SH DEFINED 03 12800 WATSCO INC. COMMON 942622200 443 30300 SH DEFINED 03 30300 WATSON PHARMACEUTICALS COMMON 942683103 4592 104060 SH DEFINED 03 104060 WATTS INDS INC COMMON 942749102 353 26000 SH DEFINED 03 26000 WAUSAU-MOSINEE PAPER CORP. COMMON 943315101 307 21923 SH DEFINED 03 21923 WEATHERFORD INTERNATIONAL COMMON 947074100 1666 63777 SH DEFINED 03 63777 WEBB (DEL E.) CORP COMMON 947423109 15621 720300 SH DEFINED 03 720300 WEIS MARKETS INC COMMON 948849104 265 7250 SH DEFINED 03 7250 WELLMAN INC COMMON 949702104 12224 1377400 SH DEFINED 03 1377400 WELLPOINT HEALTH NETWORKS COMMON 94973H108 365527 4821492 SH DEFINED 03 4821492 WELLS FARGO CO COMMON 949746101 39362 1122650 SH DEFINED 01 1 122650 WELLS FARGO CO COMMON 949746101 119093 3396645 SH DEFINED 03 3396645 WELLS-GARDNER ELECTRONICS COMMON 949765101 33 12600 SH DEFINED 03 12600 WELLSFORD REAL PROP COMMON 950240101 2160 246875 SH DEFINED 03 246875 WENDYS INTL. INC. COMMON 950590109 4015 141200 SH DEFINED 01 141200 WENDYS INTL. INC. COMMON 950590109 19830 697341 SH DEFINED 03 697341 WERNER ENTERPRISES INC COMMON 950755108 1147 72812 SH DEFINED 03 72812 WESCO FINANCIAL CORP COMMON 950817106 311 920 SH DEFINED 03 920 THE WEST COMPANY COMMON 955306105 910 28534 SH DEFINED 03 28534 WESTCOAST ENERGY INC COMMON 95751D102 43036 2200000 SH DEFINED 03 2200000 WESTCORP COMMON 957907108 129 16620 SH DEFINED 03 16620 WESTERN DIGITAL CORP. COMMON 958102105 86 10900 SH DEFINED 03 10900 WESTERN GAS RESOURCES INC COMMON 958259103 25120 3349300 SH DEFINED 03 3349300 WESTERN INVT REAL ESTATE TR COMMON 958468100 147 14200 SH DEFINED 03 14200 WESTERN RESOURCES INC. COMMON 959425109 213 8000 SH DEFINED 03 8000 WESTERN WIRELESS CORP COMMON 95988E204 6529 180100 SH DEFINED 03 180100 WESTPOINT STEVENS COMMON 961238102 2627 94900 SH DEFINED 03 94900 WESTVACO CORP. COMMON 961548104 293 13950 SH DEFINED 01 13950 WESTVACO CORP. COMMON 961548104 12946 616455 SH DEFINED 03 616455 WESTWOOD ONE INC COMMON 961815107 1126 39500 SH DEFINED 03 39500 WEYERHAUSER COMPANY COMMON 962166104 2725 49100 SH DEFINED 01 49100 WEYERHAUSER COMPANY COMMON 962166104 216597 3902645 SH DEFINED 03 3902645 WHIRLPOOL CORP. COMMON 963320106 3295 60600 SH DEFINED 01 60600 WHIRLPOOL CORP. COMMON 963320106 16802 308994 SH DEFINED 03 308994 WHITMAN CORP. COMMON 96647K102 11878 691100 SH DEFINED 03 691100 WHITNEY HOLDING CORP COMMON 966612103 1116 30250 SH DEFINED 03 30250 WHITTAKER CORP COMMON 966680407 461 21000 SH DEFINED 03 21000 WHITTMAN-HART INC. COMMON 966834103 1410 65600 SH DEFINED 03 65600 WHOLE FOODS MARKET INC COMMON 966837106 4149 120700 SH DEFINED 03 120700 WILEY (JOHN) & SONS -CL A COMMON 968223206 231 5500 SH DEFINED 03 5500 WILLAMETTE INDUSTRIES COMMON 969133107 555 14700 SH DEFINED 01 14700 WILLAMETTE INDUSTRIES COMMON 969133107 220910 5851915 SH DEFINED 03 5851915 WILLIAMS COMPANIES INC COMMON 969457100 11566 292800 SH DEFINED 01 292800 WILLIAMS COMPANIES INC COMMON 969457100 222165 5624428 SH DEFINED 03 5624428 WILLIAMS-SONOMA INC COMMON 969904101 2035 72050 SH DEFINED 03 72050 WILMINGTON TRUST CORP COMMON 971807102 251 4400 SH DEFINED 03 4400 WINDMERE-DURABLE HOLDINGS COMMON 973411101 327 46700 SH DEFINED 03 46700 WINN-DIXIE STORES INC COMMON 974280109 1555 41600 SH DEFINED 01 41600 WINN-DIXIE STORES INC COMMON 974280109 7976 213404 SH DEFINED 03 213404 WINNEBAGO INDS INC COMMON 974637100 470 33600 SH DEFINED 03 33600 WISCONSIN CENTRAL TRANSPORT COMMON 976592105 4898 369665 SH DEFINED 03 369665 WISCONSIN ENERGY CO. COMMON 976657106 1551 59529 SH DEFINED 03 59529 WISER OIL CO COMMON 977284108 58 26300 SH DEFINED 03 26300 WITCO CORP COMMON 977385103 4952 392200 SH DEFINED 03 392200 WOLOHAN LUMBER CO COMMON 977865104 144 11290 SH DEFINED 03 11290 WOLVERINE TUBE INC COMMON 978093102 23041 1090700 SH DEFINED 03 1090700 WOLVERINE WORLD WIDE INC COMMON 978097103 556 58512 SH DEFINED 03 58512 WORLD ACCEPTANCE CORP COMMON 981419104 1193 221900 SH DEFINED 03 221900 WORLD COLOR PRESS INC COMMON 981443104 28577 1344780 SH DEFINED 03 1 344780 WORLD FUEL SERVICES CORP COMMON 981475106 11190 962600 SH DEFINED 03 962600 WORTHINGTON INDUS COMMON 981811102 914 77800 SH DEFINED 01 77800 WORTHINGTON INDUS COMMON 981811102 2014 171395 SH DEFINED 03 171395 WORLDTEX INC COMMON 981907108 201 107199 SH DEFINED 03 107199 WRIGLEY (WM.) JR CO COMMON 982526105 3183 35200 SH DEFINED 01 35200 WRIGLEY (WM.) JR CO COMMON 982526105 15827 175002 SH DEFINED 03 175002 WYNN'S INTERNATIONAL INC COMMON 983195108 379 21725 SH DEFINED 03 21725 X-RITE INC COMMON 983857103 193 29700 SH DEFINED 03 29700 XILINX COMMON 983919101 6668 164400 SH DEFINED 03 164400 XIRCOM COMMON 983922105 1475 58700 SH DEFINED 03 58700 XEROX CORP. COMMON 984121103 23237 445800 SH DEFINED 01 445800 XEROX CORP. COMMON 984121103 49717 953800 SH DEFINED 03 953800 XYLAN CORP. COMMON 984151100 1988 54000 SH DEFINED 03 54000 YPF SOCIEDAD ANONIMA-SPONS ADR COMMON 984245100 1600 50700 SH DEFINED 00 50700 YAHOO INC. COMMON 984332106 4243 25200 SH DEFINED 03 25200 YANKEE ENERGY SYST INC COMMON 984779108 7040 305250 SH DEFINED 03 305250 YELLOW CORPORATION COMMON 985509108 24471 1408400 SH DEFINED 03 1408400 YORK INTERNATIONAL CORP COMMON 986670107 6406 181400 SH DEFINED 03 181400 YOUNG & RUBICAM INC. COMMON 987425105 19357 475030 SH DEFINED 03 475030 YOUNG BROADCASTING CORP -A COMMON 987434107 24033 526750 SH DEFINED 03 526750 ZALE CORP COMMON 988858106 3138 91801 SH DEFINED 03 91801 ZEBRA TECHNOLOGY COMMON 989207105 933 39300 SH DEFINED 03 39300 ZENITH NATIONAL INSURANCE CP COMMON 989390109 648 26640 SH DEFINED 03 26640 ZIFF DAVIS INC. - ZD COMMON 989511100 243 11300 SH DEFINED 03 11300
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