|
|
|
|
|
|
|
|
|
|
Previous: GMO TRUST, 13F-HR, 1999-08-03 |
Next: CIRRUS LOGIC INC, 8-K, 1999-08-03 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Grantham, Mayo, Van Otterloo & Co.
Address: 40 Rowes Wharf
Boston, MA 02110
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: Forrest Berkley
Title: Partner
Phone:(617) 346-7578
Signature, Place and Date of Signing:
/s/ Forrest Berkley Boston, MA June 30, 1999
------------------------------------------
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Strategic Investment Management International
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES AND EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Managers Included: 1
Form 13F Information Table Entry Total: 1361
Form 13F Information Table Value Total: 5889905
List of Other Included Managers:
No. 13F File Number Name
01 28-2495 Strategic Investment Management International
<PAGE>
<TABLE>
<S> <C> <C>
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3COM CORP COM 885535104 1067 40000 SH SOLE 40000 0 0
3DFX INTERACTIVE INC COM 88553X103 584 37400 SH SOLE 37400 0 0
7-ELEVEN INC COM 817826100 538 242500 SH SOLE 242500 0 0
99 CENTS ONLY STORES COM 65440K106 496 9925 SH SOLE 9925 0 0
A D C TELECOMMUNICATIONS COM 000886101 447 9800 SH SOLE 9800 0 0
ABACUS DIRECT CORP COM 002553105 604 6600 SH SOLE 6600 0 0
ABBOTT LABS COM 002824100 77120 1699608 SH SOLE 1699608 0 0
ABERCROMBIE & FITCH CO CL A 002896207 950 19800 SH SOLE 19800 0 0
ABITIBI-CONSOLIDATED INC COM 003924107 9647 1255154 SH SOLE 1255154 0 0
ACCLAIM ENTMT INC COM PAR $0.02 004325205 330 51800 SH SOLE 51800 0 0
ACNIELSEN CORP COM 004833109 992 32800 SH SOLE 32800 0 0
ACTEL CORP COM 004934105 254 17200 SH SOLE 17200 0 0
ACTION PERFORMANCE COS INC COM 004933107 346 10500 SH SOLE 10500 0 0
ACX TECHNOLOGIES INC COM 005123104 837 51500 SH SOLE 51500 0 0
ACXIOM CORP COM 005125109 658 26400 SH SOLE 26400 0 0
ADAPTEC INC COM 00651F108 2684 76000 SH SOLE 76000 0 0
ADELPHIA COMMUNICATIONS CORP CL A 006848105 929 14600 SH SOLE 14600 0 0
ADOBE SYS INC COM 00724F101 1610 19600 SH SOLE 19600 0 0
ADTRAN INC COM 00738A106 483 13280 SH SOLE 13280 0 0
ADVANCED MICRO DEVICES INC COM 007903107 910 50400 SH SOLE 50400 0 0
ADVANTA CORP CL A 007942105 217 12000 SH SOLE 12000 0 0
ADVO INC COM 007585102 270 13000 SH SOLE 13000 0 0
AEGON N V ORD AMER REG 007924103 1514 20470 SH SOLE 20470 0 0
AETNA INC COM 008117103 32054 358400 SH SOLE 358400 0 0
AFFILIATED COMPUTER SERVICES CL A 008190100 1043 20600 SH SOLE 20600 0 0
AFLAC INC COM 001055102 1264 26400 SH SOLE 26400 0 0
AGCO CORP COM 001084102 1001 88500 SH SOLE 88500 0 0
AGL RES INC COM 001204106 240 13000 SH SOLE 13000 0 0
AGRIBIOTECH INC NEV COM 008494106 484 79900 SH SOLE 79900 0 0
AGRIBRANDS INTL INC COM 00849R105 570 14400 SH SOLE 14400 0 0
AIR EXPRESS INTL CORP COM 009104100 818 32250 SH SOLE 32250 0 0
AIR PRODS & CHEMS INC COM 009158106 2991 74300 SH SOLE 74300 0 0
AIRBORNE FGHT CORP COM 009266107 731 26400 SH SOLE 26400 0 0
AIRTRAN HLDGS INC COM 00949P108 945 164400 SH SOLE 164400 0 0
AK STL HLDG CORP COM 001547108 1514 67300 SH SOLE 67300 0 0
ALASKA AIR GROUP INC COM 011659109 451 10800 SH SOLE 10800 0 0
ALBEMARLE CORP COM 012653101 398 17200 SH SOLE 17200 0 0
ALBERTA ENERGY LTD COM 012873105 213 9750 SH SOLE 9750 0 0
ALBERTSONS INC COM 013104104 15333 297380 SH SOLE 297380 0 0
ALCAN ALUMINIUM LTD NEW COM 013716105 16142 569600 SH SOLE 569600 0 0
ALCOA INC COM 013817101 8644 139700 SH SOLE 139700 0 0
ALEXANDRIA REAL ESTATE EQ INC COM 015271109 1094 35000 SH SOLE 35000 0 0
ALIANT COMMUNICATIONS INC COM 016090102 351 7600 SH SOLE 7600 0 0
ALLEGHANY CORP DEL COM 017175100 1070 5782 SH SOLE 5782 0 0
ALLEGHENY TELEDYNE INC COM 017415100 4821 213100 SH SOLE 213100 0 0
ALLERGAN INC COM 018490102 25164 226700 SH SOLE 226700 0 0
ALLIANCE FST PRODS INC COM 01859J108 5547 653500 SH SOLE 653500 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 450 5200 SH SOLE 5200 0 0
ALLIEDSIGNAL INC COM 019512102 37057 588200 SH SOLE 588200 0 0
ALLSTATE CORP COM 020002101 11516 321000 SH SOLE 321000 0 0
ALLTEL CORP COM 020039103 9631 134700 SH SOLE 134700 0 0
ALPHARMA INC CL A 020813101 519 14600 SH SOLE 14600 0 0
ALTERA CORP COM 021441100 221 6000 SH SOLE 6000 0 0
ALTERNATIVE RESOURCES CORP COM 02145R102 368 52600 SH SOLE 52600 0 0
AMBAC FINL GROUP INC COM 023139108 10083 176500 SH SOLE 176500 0 0
AMCAST INDL CORP COM 023395106 816 50000 SH SOLE 50000 0 0
AMERADA HESS CORP COM 023551104 11591 194800 SH SOLE 194800 0 0
AMERCO COM 023586100 553 24600 SH SOLE 24600 0 0
AMEREN CORP COM 023608102 7410 193100 SH SOLE 193100 0 0
AMERICA ONLINE INC DEL COM 02364J104 2893 26300 SH SOLE 26300 0 0
AMERICA WEST HLDG CORP CL B 023657208 795 42100 SH SOLE 42100 0 0
AMERICAN BUSINESS PRODS GA COM 024763104 268 17600 SH SOLE 17600 0 0
AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 1470 32300 SH SOLE 32300 0 0
AMERICAN ELEC PWR INC COM 025537101 240 6400 SH SOLE 6400 0 0
AMERICAN EXPRESS CO COM 025816109 1679 12900 SH SOLE 12900 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 1029 30200 SH SOLE 30200 0 0
AMERICAN FREIGHTWAYS CORP COM 02629V108 597 30500 SH SOLE 30500 0 0
AMERICAN GENERAL CORP COM 026351106 16338 216754 SH SOLE 216754 0 0
AMERICAN HOME PRODS CORP COM 026609107 20816 362800 SH SOLE 362800 0 0
AMERICAN MGMT SYS INC COM 027352103 901 28100 SH SOLE 28100 0 0
AMERICAN NATL INS CO COM 028591105 1183 16600 SH SOLE 16600 0 0
AMERICAN ONCOLOGY RES INC COM 028910107 715 59600 SH SOLE 59600 0 0
AMERICAN PWR CONVERSION CORP COM 029066107 928 46100 SH SOLE 46100 0 0
AMERICAN STD COS INC DEL COM 029712106 3418 71200 SH SOLE 71200 0 0
AMERICAN WTR WKS INC COM 030411102 295 9600 SH SOLE 9600 0 0
AMERICREDIT CORP COM 03060R101 344 21500 SH SOLE 21500 0 0
AMERIPATH INC COM 03071D109 103 12000 SH SOLE 12000 0 0
AMERISOURCE HEALTH CORP CL A 03071P102 816 32000 SH SOLE 32000 0 0
AMERITECH CORP NEW COM 030954101 25321 344500 SH SOLE 344500 0 0
AMERON INTL INC COM 030710107 627 14200 SH SOLE 14200 0 0
AMES DEPT STORES INC COM NEW 030789507 1100 24100 SH SOLE 24100 0 0
AMETEK INC NEW COM 031100100 209 9100 SH SOLE 9100 0 0
AMGEN INC COM 031162100 76404 1255100 SH SOLE 1255100 0 0
AMR CORP COM 001765106 12578 184300 SH SOLE 184300 0 0
AMRESCO INC COM 031909104 774 120200 SH SOLE 120200 0 0
AMSOUTH BANCORPORATION COM 032165102 2877 124099 SH SOLE 124099 0 0
ANCHOR GAMING COM 033037102 851 17700 SH SOLE 17700 0 0
ANDREW CORP COM 034425108 1392 73500 SH SOLE 73500 0 0
ANDRX CORP COM 034551101 478 6200 SH SOLE 6200 0 0
ANHEUSER BUSCH COS INC COM 035229103 37452 527966 SH SOLE 527966 0 0
ANNTAYLOR STORES CORP COM 036115103 1921 42700 SH SOLE 42700 0 0
ANTEC CORP COM 03664P105 558 17400 SH SOLE 17400 0 0
AON CORP COM 037389103 408 9900 SH SOLE 9900 0 0
APACHE CORP COM 037411105 8755 224500 SH SOLE 224500 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 4480 104800 SH SOLE 104800 0 0
APPLE COMPUTER INC COM 037833100 1162 25100 SH SOLE 25100 0 0
APPLEBEES INTL INC COM 037899101 1000 33200 SH SOLE 33200 0 0
APPLIED MATLS INC COM 038222105 22923 310300 SH SOLE 310300 0 0
APPLIED MICRO CIRCUITS CORP COM 03822W109 288 3500 SH SOLE 3500 0 0
APPLIED PWR INC CL A 038225108 636 23300 SH SOLE 23300 0 0
APRIA HEALTHCARE GROUP INC COM 037933108 789 46400 SH SOLE 46400 0 0
ARCH COAL INC COM 039380100 702 50600 SH SOLE 50600 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 10747 696189 SH SOLE 696189 0 0
ARCTIC CAT INC COM 039670104 396 44325 SH SOLE 44325 0 0
ARDEN RLTY GROUP INC COM 039793104 1443 58600 SH SOLE 58600 0 0
ARDENT SOFTWARE INC COM 039794102 229 10800 SH SOLE 10800 0 0
ARGONAUT GROUP INC COM 040157109 691 28800 SH SOLE 28800 0 0
ARM FINL GROUP INC CL A 001944107 495 58200 SH SOLE 58200 0 0
ARMCO INC COM 042170100 132 19900 SH SOLE 19900 0 0
ARMSTRONG WORLD INDS INC COM 042476101 567 9800 SH SOLE 9800 0 0
ARROW ELECTRS INC COM 042735100 1868 98300 SH SOLE 98300 0 0
ARROW INTL INC COM 042764100 637 24600 SH SOLE 24600 0 0
ARVIN INDS INC COM 043339100 860 22700 SH SOLE 22700 0 0
ASARCO INC COM 043413103 1048 55700 SH SOLE 55700 0 0
ASHLAND INC COM 044204105 6685 166600 SH SOLE 166600 0 0
ASM INTL N V COM N07045102 16495 2217987 SH SOLE 2217987 0 0
ASPECT DEV INC COM 045234101 203 11000 SH SOLE 11000 0 0
ASPECT TELECOMMUNICATIONS CORP COM 045237104 636 65200 SH SOLE 65200 0 0
ASPEN TECHNOLOGY INC COM 045327103 972 82700 SH SOLE 82700 0 0
ASTEC INDS INC COM 046224101 701 17200 SH SOLE 17200 0 0
ASTORIA FINL CORP COM 046265104 848 19300 SH SOLE 19300 0 0
AT HOME CORP COM SER A 045919107 674 12502 SH SOLE 12502 0 0
AT&T CORP COM 001957109 62335 1116869 SH SOLE 1116869 0 0
ATLANTIC COAST AIRLINES HLDGS COM 048396105 762 40100 SH SOLE 40100 0 0
ATLANTIC RICHFIELD CO COM 048825103 29789 356485 SH SOLE 356485 0 0
ATLAS AIR INC COM 049164106 429 13300 SH SOLE 13300 0 0
ATMEL CORP COM 049513104 3061 116900 SH SOLE 116900 0 0
AUTODESK INC COM 052769106 772 26100 SH SOLE 26100 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 1082 24600 SH SOLE 24600 0 0
AUTOZONE INC COM 053332102 10159 337243 SH SOLE 337243 0 0
AVANT CORP COM 053487104 170 13500 SH SOLE 13500 0 0
AVIS RENT A CAR INC COM 053790101 556 19100 SH SOLE 19100 0 0
AVISTA CORP COM 05379B107 499 30700 SH SOLE 30700 0 0
AVNET INC COM 053807103 1823 39200 SH SOLE 39200 0 0
AVX CORP NEW COM 002444107 760 31200 SH SOLE 31200 0 0
AZTAR CORP COM 054802103 884 96200 SH SOLE 96200 0 0
BAKER HUGHES INC COM 057224107 18596 555100 SH SOLE 555100 0 0
BALDWIN & LYONS INC CL B 057755209 706 29800 SH SOLE 29800 0 0
BALL CORP COM 058498106 1458 34500 SH SOLE 34500 0 0
BALLARD MED PRODS COM 058566100 753 32300 SH SOLE 32300 0 0
BANCO DE A EDWARDS SPNS ADR REP A 059504100 609 42000 SH SOLE 42000 0 0
BANCO GANADERO S A SPONSRD ADR B 059594408 439 24300 SH SOLE 24300 0 0
BANCO SANTANDER CHILE SPON ADR SER A 05965F108 1243 80200 SH SOLE 80200 0 0
BANCO SANTIAGO SP ADR REP COM 05965L105 1869 97400 SH SOLE 97400 0 0
BANCTEC INC COM 059784108 416 23200 SH SOLE 23200 0 0
BANCWEST CORP NEW COM 059790105 1671 45000 SH SOLE 45000 0 0
BANDAG INC COM 059815100 704 20300 SH SOLE 20300 0 0
BANK MONTREAL QUE COM 063671101 2260 91500 SH SOLE 91500 0 0
BANK NEW YORK INC COM 064057102 341 9300 SH SOLE 9300 0 0
BANK OF AMERICA CORPORATION COM 060505104 56317 768185 SH SOLE 768185 0 0
BANK ONE CORP COM 06423A103 5232 87840 SH SOLE 87840 0 0
BANK UTD CORP CL A 065412108 205 5100 SH SOLE 5100 0 0
BANTA CORP COM 066821109 793 37750 SH SOLE 37750 0 0
BARD C R INC COM 067383109 1009 21100 SH SOLE 21100 0 0
BARNES & NOBLE INC COM 067774109 326 11900 SH SOLE 11900 0 0
BARNES GROUP INC COM 067806109 515 23700 SH SOLE 23700 0 0
BASSETT FURNITURE INDS INC COM 070203104 375 16400 SH SOLE 16400 0 0
BAUSCH & LOMB INC COM 071707103 834 10900 SH SOLE 10900 0 0
BAY VIEW CAP CORP DEL COM 07262L101 351 17100 SH SOLE 17100 0 0
BCE MOBILE COMMUNICATION INC COM 05534G108 343 16690 SH SOLE 16690 0 0
BEAR STEARNS COS INC COM 073902108 21885 468129 SH SOLE 468129 0 0
BECKMAN COULTER INC COM 075811109 467 9600 SH SOLE 9600 0 0
BED BATH & BEYOND INC COM 075896100 589 15300 SH SOLE 15300 0 0
BEDFORD PPTY INVS INC COM PAR $0.02 076446301 1639 91700 SH SOLE 91700 0 0
BEIJING YANHUA PETROCHEMICAL SPNS ADR H SHS 07725N108 515 45000 SH SOLE 45000 0 0
BELL ATLANTIC CORP COM 077853109 51019 780408 SH SOLE 780408 0 0
BELLSOUTH CORP COM 079860102 39063 846900 SH SOLE 846900 0 0
BERGEN BRUNSWIG CORP CL A 083739102 621 36000 SH SOLE 36000 0 0
BERKLEY W R CORP COM 084423102 770 30800 SH SOLE 30800 0 0
BERLITZ INTL INC NEW COM 08520F100 454 24700 SH SOLE 24700 0 0
BEST BUY INC COM 086516101 11968 177300 SH SOLE 177300 0 0
BESTFOODS COM 08658U101 3861 78000 SH SOLE 78000 0 0
BETHLEHEM STL CORP COM 087509105 1151 149700 SH SOLE 149700 0 0
BEVERLY ENTERPRISES INC COM NEW 087851309 861 106800 SH SOLE 106800 0 0
BHC COMMUNICATIONS INC CL A 055448104 1469 11300 SH SOLE 11300 0 0
BINDLEY WESTN INDS INC COM 090324104 809 35066 SH SOLE 35066 0 0
BIO TECHNOLOGY GEN CORP COM 090578105 157 24200 SH SOLE 24200 0 0
BIOCHEM PHARMA INC COM 09058T108 443 35000 SH SOLE 35000 0 0
BIOGEN INC COM 090597105 1055 16400 SH SOLE 16400 0 0
BIOMATRIX INC COM 09060P102 384 17800 SH SOLE 17800 0 0
BIOMET INC COM 090613100 370 9300 SH SOLE 9300 0 0
BISYS GROUP INC COM 055472104 971 16600 SH SOLE 16600 0 0
BJ SVCS CO COM 055482103 1372 46600 SH SOLE 46600 0 0
BJS WHOLESALE CLUB INC COM 05548J106 331 11000 SH SOLE 11000 0 0
BLANCH E W HLDGS INC COM 093210102 532 7800 SH SOLE 7800 0 0
BLOCK DRUG INC CL A 093644102 625 14997 SH SOLE 14997 0 0
BLYTH INDS INC COM 09643P108 490 14400 SH SOLE 14400 0 0
BMC SOFTWARE INC COM 055921100 28177 521800 SH SOLE 521800 0 0
BOB EVANS FARMS INC COM 096761101 417 21000 SH SOLE 21000 0 0
BOEING CO COM 097023105 3478 79056 SH SOLE 79056 0 0
BOISE CASCADE CORP COM 097383103 1411 32900 SH SOLE 32900 0 0
BOK FINL CORP COM NEW 05561Q201 742 29382 SH SOLE 29382 0 0
BORG-WARNER AUTOMOTIVE INC COM 099724106 1892 34400 SH SOLE 34400 0 0
BOSTON PROPERTIES INC COM 101121101 1220 34000 SH SOLE 34000 0 0
BOSTON SCIENTIFIC CORP COM 101137107 729 16600 SH SOLE 16600 0 0
BOWATER INC COM 102183100 857 18100 SH SOLE 18100 0 0
BOWNE & CO INC COM 103043105 712 53200 SH SOLE 53200 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 4042 204000 SH SOLE 204000 0 0
BRAZIL FD INC COM 105759104 1127 76400 SH SOLE 76400 0 0
BRE PROPERTIES INC CL A 05564E106 861 33100 SH SOLE 33100 0 0
BRIGGS & STRATTON CORP COM 109043109 739 12800 SH SOLE 12800 0 0
BRIGHTPOINT INC COM 109473108 842 138900 SH SOLE 138900 0 0
BRINKER INTL INC COM 109641100 1213 44100 SH SOLE 44100 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 11562 164140 SH SOLE 164140 0 0
BROOKFIELD PPTYS CORP COM 112900105 445 38700 SH SOLE 38700 0 0
BROWN SHOE INC NEW COM 115736100 570 26200 SH SOLE 26200 0 0
BRUNSWICK CORP COM 117043109 2188 78500 SH SOLE 78500 0 0
BUCKLE INC COM 118440106 220 7650 SH SOLE 7650 0 0
BUFFETS INC COM 119882108 592 51500 SH SOLE 51500 0 0
BUILDING ONE SVCS CORP COM 120114103 577 41600 SH SOLE 41600 0 0
BURLINGTON COAT FACTORY COM 121579106 932 48240 SH SOLE 48240 0 0
BURLINGTON INDS INC COM 121693105 910 98400 SH SOLE 98400 0 0
BURLINGTON NORTHN SANTA FE CP COM 12189T104 29803 961373 SH SOLE 961373 0 0
BURLINGTON RES INC COM 122014103 15483 358000 SH SOLE 358000 0 0
C-CUBE MICROSYSTEMS INC COM 125015107 2047 64600 SH SOLE 64600 0 0
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 408 26400 SH SOLE 26400 0 0
CABLETRON SYS INC COM 126920107 1469 113000 SH SOLE 113000 0 0
CABLEVISION SYS CORP CL A 12686C109 2961 42300 SH SOLE 42300 0 0
CAL DIVE INTL INC COM 127914109 236 7900 SH SOLE 7900 0 0
CALLAWAY GOLF CO COM 131193104 788 53900 SH SOLE 53900 0 0
CALPINE CORP COM 131347106 1004 18600 SH SOLE 18600 0 0
CAMBIOR INC COM 13201L103 2056 936500 SH SOLE 936500 0 0
CAMECO CORP COM 13321L108 161 11480 SH SOLE 11480 0 0
CANADIAN MARCONI CO COM 136357100 164 20600 SH SOLE 20600 0 0
CANADIAN OCCIDENTAL PETE LTD COM 136420106 5224 479500 SH SOLE 479500 0 0
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 224 16900 SH SOLE 16900 0 0
CAPITAL RE CORP COM 140432105 679 42300 SH SOLE 42300 0 0
CARAUSTAR INDS INC COM 140909102 546 22100 SH SOLE 22100 0 0
CAREMATRIX CORP COM 141706101 146 11700 SH SOLE 11700 0 0
CARLISLE COS INC COM 142339100 544 11300 SH SOLE 11300 0 0
CARMIKE CINEMAS INC CL A 143436103 263 16500 SH SOLE 16500 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 651 22800 SH SOLE 22800 0 0
CARRAMERICA RLTY CORP COM 144418100 1597 63900 SH SOLE 63900 0 0
CASE CORP COM 14743R103 2055 42700 SH SOLE 42700 0 0
CASH AMER INTL INC COM 14754D100 757 58800 SH SOLE 58800 0 0
CATALINA MARKETING CORP COM 148867104 2686 29200 SH SOLE 29200 0 0
CATELLUS DEV CORP COM 149111106 1993 130700 SH SOLE 130700 0 0
CBL & ASSOC PPTYS INC COM 124830100 902 34200 SH SOLE 34200 0 0
CBRL GROUP INC COM 12489V106 589 34000 SH SOLE 34000 0 0
CDW COMPUTER CTRS INC COM 125129106 1223 27800 SH SOLE 27800 0 0
CEC ENTMT INC COM 125137109 207 4900 SH SOLE 4900 0 0
CENDANT CORP COM 151313103 4877 237898 SH SOLE 237898 0 0
CENTENNIAL CELLULAR CORP CL A NEW 15133V208 1019 28600 SH SOLE 28600 0 0
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 754 22100 SH SOLE 22100 0 0
CENTEX CORP COM 152312104 1487 39600 SH SOLE 39600 0 0
CENTRAL & SOUTH WEST CORP COM 152357109 13242 566500 SH SOLE 566500 0 0
CENTRAL GARDEN & PET CO COM 153527106 413 40300 SH SOLE 40300 0 0
CENTRAL HUDSON GAS & ELEC CORP COM 153609102 500 11900 SH SOLE 11900 0 0
CENTRAL PKG CORP COM 154785109 211 6150 SH SOLE 6150 0 0
CENTURY BUSINESS SVCS INC COM 156490104 223 15400 SH SOLE 15400 0 0
CENTURY COMMUNICATIONS CORP CL A 156503104 1523 33100 SH SOLE 33100 0 0
CENTURYTEL INC COM 156700106 9137 229850 SH SOLE 229850 0 0
CEPHALON INC COM 156708109 191 11000 SH SOLE 11000 0 0
CERIDIAN CORP COM 15677T106 203 6200 SH SOLE 6200 0 0
CHAMPION ENTERPRISES INC COM 158496109 1211 65000 SH SOLE 65000 0 0
CHAMPION INTL CORP COM 158525105 9977 208400 SH SOLE 208400 0 0
CHARMING SHOPPES INC COM 161133103 427 70000 SH SOLE 70000 0 0
CHASE MANHATTAN CORP NEW COM 16161A108 10337 119500 SH SOLE 119500 0 0
CHATEAU CMNTYS INC COM 161726104 1066 35600 SH SOLE 35600 0 0
CHATTEM INC COM 162456107 245 7700 SH SOLE 7700 0 0
CHELSEA GCA RLTY INC COM 163262108 988 26600 SH SOLE 26600 0 0
CHEMED CORP COM 163596109 399 12000 SH SOLE 12000 0 0
CHEVRON CORPORATION COM 166751107 10381 109200 SH SOLE 109200 0 0
CHILDRENS PL RETAIL STORES INC COM 168905107 235 5800 SH SOLE 5800 0 0
CHILE FD INC COM 168834109 254 22000 SH SOLE 22000 0 0
CHINA TELECOM HONG KONG LTD SPONSORED ADR 169428109 1157 20300 SH SOLE 20300 0 0
CHRIS CRAFT INDS INC COM 170520100 1215 25790 SH SOLE 25790 0 0
CHS ELECTRONICS INC COM NEW 12542A206 110 25100 SH SOLE 25100 0 0
CHUBB CORP COM 171232101 18876 271600 SH SOLE 271600 0 0
CIBER INC COM 17163B102 451 23600 SH SOLE 23600 0 0
CIENA CORP COM 171779101 703 23300 SH SOLE 23300 0 0
CIGNA CORP COM 125509109 33357 374800 SH SOLE 374800 0 0
CILCORP INC COM 171794100 831 13300 SH SOLE 13300 0 0
CINCINNATI BELL INC COM 171870108 4394 176200 SH SOLE 176200 0 0
CINCINNATI FINL CORP COM 172062101 6295 167600 SH SOLE 167600 0 0
CINERGY CORP COM 172474108 4288 134000 SH SOLE 134000 0 0
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 437 4700 SH SOLE 4700 0 0
CIRRUS LOGIC CORP COM 172755100 540 60800 SH SOLE 60800 0 0
CISCO SYS INC COM 17275R102 184140 2857669 SH SOLE 2857669 0 0
CITATION CORP ALA COM 172895104 501 31200 SH SOLE 31200 0 0
CITIGROUP INC COM 172967101 22813 480283 SH SOLE 480283 0 0
CITIZENS UTILS CO DEL CL B 177342201 1795 161351 SH SOLE 161351 0 0
CLAIRE'S STORES INC COM 179584107 1146 44500 SH SOLE 44500 0 0
CLARIFY INC COM 180492100 590 14300 SH SOLE 14300 0 0
CLAYTON HOMES INC COM 184190106 1104 96512 SH SOLE 96512 0 0
CLECO CORP COM 12561M107 407 13400 SH SOLE 13400 0 0
CLEVELAND CLIFFS INC COM 185896107 531 16400 SH SOLE 16400 0 0
CMGI INC COM 125750109 3160 27700 SH SOLE 27700 0 0
CMP GROUP INC COM 125887109 1121 42800 SH SOLE 42800 0 0
CNA FINL CORP COM 126117100 4110 101952 SH SOLE 101952 0 0
CNET INC COM 125945105 657 11400 SH SOLE 11400 0 0
CNF TRANSN INC COM 12612W104 639 16600 SH SOLE 16600 0 0
COASTAL CORP COM 190441105 13882 344900 SH SOLE 344900 0 0
COCA COLA CO COM 191216100 2294 37000 SH SOLE 37000 0 0
COCA COLA ENTERPRISES INC COM 191219104 4811 161700 SH SOLE 161700 0 0
COGNEX CORP COM 192422103 1054 33400 SH SOLE 33400 0 0
COHU INC COM 192576106 262 7400 SH SOLE 7400 0 0
COLEMAN INC NEW COM 193559101 205 21900 SH SOLE 21900 0 0
COLONIAL PPTYS TR COM SH BEN INT 195872106 2887 102200 SH SOLE 102200 0 0
COLUMBIA ENERGY GROUP COM 197648108 12919 206084 SH SOLE 206084 0 0
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 25077 1099300 SH SOLE 1099300 0 0
COMAIR HOLDINGS INC COM 199789108 1762 84650 SH SOLE 84650 0 0
COMDISCO INC COM 200336105 4871 190100 SH SOLE 190100 0 0
COMINCO LTD COM 200435105 658 56900 SH SOLE 56900 0 0
COMMERCE BANCORP INC NJ COM 200519106 284 6640 SH SOLE 6640 0 0
COMMERCE GROUP INC MASS COM 200641108 812 33300 SH SOLE 33300 0 0
COMMERCIAL FEDERAL CORPORATION COM 201647104 568 24500 SH SOLE 24500 0 0
COMMERCIAL METALS CO COM 201723103 698 24500 SH SOLE 24500 0 0
COMMNET CELLULAR INC COM 202604203 929 35400 SH SOLE 35400 0 0
COMMONWEALTH ENERGY SYS COM SH BEN INT 202800108 798 19000 SH SOLE 19000 0 0
COMPANHIA BRASILEIRA DE DISTRB ADR 20440T201 2213 118400 SH SOLE 118400 0 0
COMPANHIA PARANAENSE ENERG COP SPONS ADR PFD 20441B407 3574 426800 SH SOLE 426800 0 0
COMPANIA ANONIMA NACIONL TEL SPN ADR 7D SHS 204421101 6573 241200 SH SOLE 241200 0 0
COMPANIA CERVECERIAS UNIDAS SA SPONSORED ADR 204429104 532 18600 SH SOLE 18600 0 0
COMPANIA DE TELECOMUNICS CHILE SPNSRD ADR NEW 204449300 3611 145900 SH SOLE 145900 0 0
COMPAQ COMPUTER CORP COM 204493100 1093 46161 SH SOLE 46161 0 0
COMPLETE BUSINESS SOLUTIONS COM 20452F107 294 16400 SH SOLE 16400 0 0
COMPUCOM SYS INC COM 204780100 347 84100 SH SOLE 84100 0 0
COMPUTER HORIZONS CORP COM 205908106 1052 76200 SH SOLE 76200 0 0
COMPUTER SCIENCES CORP COM 205363104 899 13000 SH SOLE 13000 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 1684 22300 SH SOLE 22300 0 0
CONAGRA INC COM 205887102 6851 257300 SH SOLE 257300 0 0
CONE MLS CORP N C COM 206814105 460 76700 SH SOLE 76700 0 0
CONECTIV INC COM 206829103 1915 78350 SH SOLE 78350 0 0
CONEXANT SYSTEMS INC COM 207142100 363 6250 SH SOLE 6250 0 0
CONMED CORP COM 207410101 291 9500 SH SOLE 9500 0 0
CONSECO INC COM 208464107 20370 669254 SH SOLE 669254 0 0
CONSOLIDATED EDISON INC COM 209115104 3009 66500 SH SOLE 66500 0 0
CONSOLIDATED GRAPHICS INC COM 209341106 490 9800 SH SOLE 9800 0 0
CONSOLIDATED NAT GAS CO COM 209615103 11439 188300 SH SOLE 188300 0 0
CONSOLIDATED STORES CORP COM 210149100 524 19400 SH SOLE 19400 0 0
CONSTELLATION ENERGY CORP COM 210371100 11757 396859 SH SOLE 396859 0 0
CONTINENTAL AIRLS INC CL B 210795308 606 16100 SH SOLE 16100 0 0
COOPER CAMERON CORP COM 216640102 1175 31700 SH SOLE 31700 0 0
COOPER INDS INC COM 216669101 14659 281900 SH SOLE 281900 0 0
COOPER TIRE & RUBR CO COM 216831107 1396 59100 SH SOLE 59100 0 0
COORS ADOLPH CO CL B 217016104 1807 36500 SH SOLE 36500 0 0
CORDANT TECHNOLOGIES INC COM 218412104 2820 62400 SH SOLE 62400 0 0
CORN PRODS INTL INC COM 219023108 1090 35800 SH SOLE 35800 0 0
CORNERSTONE PPTYS INC COM 21922H103 1087 68500 SH SOLE 68500 0 0
CORNING INC COM 219350105 435 6200 SH SOLE 6200 0 0
CORPORATE EXPRESS INC COM 219888104 234 33500 SH SOLE 33500 0 0
CORUS BANKSHARES INC COM 220873103 439 13800 SH SOLE 13800 0 0
COST PLUS INC CALIF COM 221485105 337 7400 SH SOLE 7400 0 0
COSTCO COMPANIES INC COM 22160Q102 2586 32300 SH SOLE 32300 0 0
COTT CORP QUE COM 22163N106 50 20460 SH SOLE 20460 0 0
COUNTRYWIDE CR INDS INC DEL COM 222372104 9614 224900 SH SOLE 224900 0 0
COVENTRY HEALTH CARE INC COM 222862104 558 51000 SH SOLE 51000 0 0
CPI CORP COM 125902106 673 20400 SH SOLE 20400 0 0
CRANE CO COM 224399105 1622 51600 SH SOLE 51600 0 0
CREDIT ACCEP CORP MICH COM 225310101 97 16200 SH SOLE 16200 0 0
CRESCENT REAL ESTATE EQUITIES COM 225756105 13248 557800 SH SOLE 557800 0 0
CRESTLINE CAP CORP COM 226153104 990 58910 SH SOLE 58910 0 0
CRISTALERIAS DE CHILE S A SPONSORED ADR 226714103 1068 69200 SH SOLE 69200 0 0
CROSS TIMBERS OIL CO COM 227573102 434 29200 SH SOLE 29200 0 0
CROWN CORK & SEAL INC COM 228255105 8271 290200 SH SOLE 290200 0 0
CSG SYS INTL INC COM 126349109 1024 39100 SH SOLE 39100 0 0
CSS INDS INC COM 125906107 242 8600 SH SOLE 8600 0 0
CSX CORP COM 126408103 13295 293000 SH SOLE 293000 0 0
CTS CORP COM 126501105 1057 15100 SH SOLE 15100 0 0
CULLEN FROST BANKERS INC COM 229899109 447 16200 SH SOLE 16200 0 0
CUMMINS ENGINE INC COM 231021106 2411 42200 SH SOLE 42200 0 0
CUNO INC COM 126583103 262 13700 SH SOLE 13700 0 0
CURTISS WRIGHT CORP COM 231561101 571 14700 SH SOLE 14700 0 0
CVS CORP COM 126650100 239 4700 SH SOLE 4700 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1228 71700 SH SOLE 71700 0 0
CYPRUS AMAX MINERALS CO COM 232809103 1903 124800 SH SOLE 124800 0 0
CYTEC INDS INC COM 232820100 1008 32000 SH SOLE 32000 0 0
D R HORTON INC COM 23331A109 1548 93100 SH SOLE 93100 0 0
DAIN RAUSCHER CORP COM 233856103 909 16800 SH SOLE 16800 0 0
DAL-TILE INTL INC COM 23426R108 184 16200 SH SOLE 16200 0 0
DALLAS SEMICONDUCTOR CORP COM 235204104 974 19200 SH SOLE 19200 0 0
DANAHER CORP DEL COM 235851102 203 3500 SH SOLE 3500 0 0
DARDEN RESTAURANTS INC COM 237194105 1461 67000 SH SOLE 67000 0 0
DATA GEN CORP COM 237688106 162 11100 SH SOLE 11100 0 0
DATASTREAM SYS INC COM 238124101 1246 77900 SH SOLE 77900 0 0
DAVE & BUSTERS INC COM 23833N104 600 20700 SH SOLE 20700 0 0
DE BEERS CONS MINES LTD ADR DEFD 240253302 8125 349500 SH SOLE 349500 0 0
DEAN FOODS CO COM 242361103 781 18800 SH SOLE 18800 0 0
DELL COMPUTER CORP COM 247025109 25807 697500 SH SOLE 697500 0 0
DELPHI AUTOMOTIVE SYS CORP COM 247126105 14879 804292 SH SOLE 804292 0 0
DELPHI FINL GROUP INC CL A 247131105 889 24767 SH SOLE 24767 0 0
DELTA AIR LINES INC DEL COM 247361108 7745 134400 SH SOLE 134400 0 0
DELUXE CORP COM 248019101 528 13600 SH SOLE 13600 0 0
DENDRITE INTL INC COM 248239105 564 15600 SH SOLE 15600 0 0
DENTSPLY INTL INC NEW COM 249030107 895 31000 SH SOLE 31000 0 0
DEPARTMENT 56 INC COM 249509100 586 21800 SH SOLE 21800 0 0
DETROIT DIESEL CORP COM 250837101 796 32300 SH SOLE 32300 0 0
DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 1782 105600 SH SOLE 105600 0 0
DEVRY INC DEL COM 251893103 705 31500 SH SOLE 31500 0 0
DEXTER CORP COM 252165105 506 12400 SH SOLE 12400 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 10468 368900 SH SOLE 368900 0 0
DIEBOLD INC COM 253651103 589 20500 SH SOLE 20500 0 0
DIGITAL MICROWAVE CORP COM 253859102 414 32500 SH SOLE 32500 0 0
DII GROUP INC COM 232949107 231 6200 SH SOLE 6200 0 0
DILLARDS INC CL A 254067101 9792 278788 SH SOLE 278788 0 0
DIME BANCORP INC NEW COM 25429Q102 3769 187300 SH SOLE 187300 0 0
DIME CMNTY BANCSHARES COM 253922108 365 15700 SH SOLE 15700 0 0
DIONEX CORP COM 254546104 1057 26100 SH SOLE 26100 0 0
DISNEY WALT CO COM 254687106 1504 48800 SH SOLE 48800 0 0
DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR 254753106 592 31600 SH SOLE 31600 0 0
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 1260 54200 SH SOLE 54200 0 0
DOLLAR TREE STORES INC COM 256747106 283 6425 SH SOLE 6425 0 0
DOMINION RES INC VA COM 257470104 6327 146084 SH SOLE 146084 0 0
DOMTAR INC COM 257561100 360 56098 SH SOLE 56098 0 0
DONALDSON INC COM 257651109 1134 46300 SH SOLE 46300 0 0
DORAL FINL CORP COM 25811P100 273 15800 SH SOLE 15800 0 0
DOW CHEM CO COM 260543103 7448 58700 SH SOLE 58700 0 0
DOWNEY FINL CORP COM 261018105 604 27516 SH SOLE 27516 0 0
DQE INC COM 23329J104 1238 30850 SH SOLE 30850 0 0
DRESS BARN INC COM 261570105 539 33700 SH SOLE 33700 0 0
DSP COMMUNICATIONS INC COM 23332K106 306 10600 SH SOLE 10600 0 0
DTE ENERGY CO COM 233331107 19784 485500 SH SOLE 485500 0 0
DUFF & PHELPS CR RATING CO COM 26432F109 214 3200 SH SOLE 3200 0 0
DUKE ENERGY CORP COM 264399106 574 10547 SH SOLE 10547 0 0
DUN & BRADSTREET CORP DEL COM 26483B106 340 9600 SH SOLE 9600 0 0
DURA AUTOMOTIVE SYSTEMS CORP CL A 265903104 233 7000 SH SOLE 7000 0 0
DYCOM INDS INC COM 267475101 977 17450 SH SOLE 17450 0 0
DYNEGY INC COM 26816L102 727 35700 SH SOLE 35700 0 0
E M C CORP MASS COM 268648102 79461 1444752 SH SOLE 1444752 0 0
EARTHGRAINS CO COM 270319106 704 27284 SH SOLE 27284 0 0
EASTERN ENTERPRISES COM 27637F100 409 10300 SH SOLE 10300 0 0
EASTERN UTILS ASSOC COM 277173100 690 23700 SH SOLE 23700 0 0
EASTGROUP PPTY INC COM 277276101 1546 77050 SH SOLE 77050 0 0
EASTMAN CHEM CO COM 277432100 9377 181200 SH SOLE 181200 0 0
EASTMAN KODAK CO COM 277461109 12303 181600 SH SOLE 181600 0 0
EATON CORP COM 278058102 3229 35100 SH SOLE 35100 0 0
EATON VANCE CORP COM NON VTG 278265103 406 11800 SH SOLE 11800 0 0
ECHO BAY MINES LTD COM 278751102 56 58000 SH SOLE 58000 0 0
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 844 5500 SH SOLE 5500 0 0
EDISON INTL COM 281020107 1562 58400 SH SOLE 58400 0 0
EDUCATION MGMT CORP COM 28139T101 259 12500 SH SOLE 12500 0 0
EDWARDS AG INC COM 281760108 6223 192950 SH SOLE 192950 0 0
EL PASO ELEC CO COM NEW 283677854 872 97600 SH SOLE 97600 0 0
EL PASO ENERGY CORP DEL COM 283905107 9117 259100 SH SOLE 259100 0 0
ELCOR CORP COM 284443108 251 5750 SH SOLE 5750 0 0
ELECTRO RENT CORP COM 285218103 608 56600 SH SOLE 56600 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 267 6400 SH SOLE 6400 0 0
ELECTROGLAS INC COM 285324109 420 21000 SH SOLE 21000 0 0
ELECTRONIC DATA SYS NEW COM 285661104 1523 26900 SH SOLE 26900 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 3067 59700 SH SOLE 59700 0 0
EMBRATEL PARTICIPACOES S A SPONS ADR PFD 29081N100 1243 89600 SH SOLE 89600 0 0
EMERSON ELEC CO COM 291011104 749 11900 SH SOLE 11900 0 0
EMPIRE DIST ELEC CO COM 291641108 211 8100 SH SOLE 8100 0 0
EMPRESAS ICA SOCIEDAD CONTRLAD SPONSORED ADR 292448107 1373 203400 SH SOLE 203400 0 0
EMPRESAS TELEX CHILE S A SPONSORED ADR 29245D105 578 578200 SH SOLE 578200 0 0
ENBRIDGE INC COM 29250N105 642 41320 SH SOLE 41320 0 0
ENERGEN CORP COM 29265N108 501 26900 SH SOLE 26900 0 0
ENERGY EAST CORP COM 29266M109 2142 82400 SH SOLE 82400 0 0
ENERSIS S A SPONSORED ADR 29274F104 1772 77445 SH SOLE 77445 0 0
ENESCO GROUP INC COM 292973104 506 21900 SH SOLE 21900 0 0
ENGELHARD CORP COM 292845104 1100 48600 SH SOLE 48600 0 0
ENRON CORP COM 293561106 624 7631 SH SOLE 7631 0 0
ENRON OIL & GAS CO COM 293562104 9161 452400 SH SOLE 452400 0 0
ENSCO INTL INC COM 26874Q100 680 34100 SH SOLE 34100 0 0
ENTERGY CORP NEW COM 29364G103 34578 1106500 SH SOLE 1106500 0 0
EQUITABLE COS INC COM 29444G107 12918 192800 SH SOLE 192800 0 0
EQUITABLE RES INC COM 294549100 1125 29800 SH SOLE 29800 0 0
EQUITY OFFICE PROPERTIES TRUST COM 294741103 4282 167100 SH SOLE 167100 0 0
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 2578 57200 SH SOLE 57200 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 325 22600 SH SOLE 22600 0 0
EVEREST REINS HLDGS INC COM 299808105 1409 43200 SH SOLE 43200 0 0
EXABYTE CORP COM 300615101 238 61300 SH SOLE 61300 0 0
EXPEDITORS INTL WASH INC COM 302130109 512 18800 SH SOLE 18800 0 0
EXPRESS SCRIPTS INC CL A 302182100 1980 32900 SH SOLE 32900 0 0
EXTENDED STAY AMER INC COM 30224P101 275 22900 SH SOLE 22900 0 0
EXXON CORP COM 302290101 8482 109983 SH SOLE 109983 0 0
F M C CORP COM NEW 302491303 1995 29200 SH SOLE 29200 0 0
FAMILY GOLF CTRS INC COM 30701A106 277 36000 SH SOLE 36000 0 0
FARMER BROS CO COM 307675108 880 4400 SH SOLE 4400 0 0
FASTENAL CO COM 311900104 1426 27200 SH SOLE 27200 0 0
FDX CORP COM 31304N107 260 4800 SH SOLE 4800 0 0
FEDERAL HOME LN MTG CORP COM 313400301 28719 495152 SH SOLE 495152 0 0
FEDERAL NATL MTG ASSN COM 313586109 17073 250150 SH SOLE 250150 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1294 56400 SH SOLE 56400 0 0
FEDERAL SIGNAL CORP COM 313855108 538 25400 SH SOLE 25400 0 0
FEDERATED DEPT STORES INC DEL COM 31410H101 10609 200400 SH SOLE 200400 0 0
FELCOR LODGING TR INC COM 31430F101 2625 126500 SH SOLE 126500 0 0
FERRO CORP COM 315405100 469 17050 SH SOLE 17050 0 0
FIDELITY NATL FINL INC COM 316326107 1074 53690 SH SOLE 53690 0 0
FINANCIAL SEC ASSURN HLDGS LTD COM 31769P100 1352 26000 SH SOLE 26000 0 0
FIRST AMERN FINL CORP COM 318522307 1207 67550 SH SOLE 67550 0 0
FIRST BANCORP P R COM 318672102 880 39000 SH SOLE 39000 0 0
FIRST CTZNS BANCSHARES INC N C CL A 31946M103 783 9700 SH SOLE 9700 0 0
FIRST DATA CORP COM 319963104 8642 176600 SH SOLE 176600 0 0
FIRST HEALTH GROUP CORP COM 320960107 1130 52400 SH SOLE 52400 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 3509 127900 SH SOLE 127900 0 0
FIRST UN CORP COM 337358105 12300 261000 SH SOLE 261000 0 0
FIRSTAR CORP NEW WIS COM 33763V109 7722 275800 SH SOLE 275800 0 0
FIRSTENERGY CORP COM 337932107 6726 216957 SH SOLE 216957 0 0
FIRSTFED FINL CORP COM 337907109 487 25300 SH SOLE 25300 0 0
FLEETWOOD ENTERPRISES INC COM 339099103 783 29600 SH SOLE 29600 0 0
FLEMING COS INC COM 339130106 763 65600 SH SOLE 65600 0 0
FLORIDA EAST COAST INDS COM 340632108 991 22400 SH SOLE 22400 0 0
FLORIDA ROCK INDS INC COM 341140101 810 17800 SH SOLE 17800 0 0
FLOWSERVE CORP COM 34354P105 718 37900 SH SOLE 37900 0 0
FOOD LION INC CL B 344775101 2522 218100 SH SOLE 218100 0 0
FOODMAKER INC NEW COM NEW 344839204 499 17600 SH SOLE 17600 0 0
FOOTSTAR INC COM 344912100 654 17600 SH SOLE 17600 0 0
FORD MTR CO DEL COM 345370100 60320 1068800 SH SOLE 1068800 0 0
FOREST LABS INC CL A 345838106 227 4900 SH SOLE 4900 0 0
FORTUNE BRANDS INC COM 349631101 18755 453300 SH SOLE 453300 0 0
FOSSIL INC COM 349882100 522 10800 SH SOLE 10800 0 0
FOSTER WHEELER CORP COM 350244109 727 51700 SH SOLE 51700 0 0
FOUNDATION HEALTH SYS INC COM 350404109 1242 82810 SH SOLE 82810 0 0
FRANCHISE MORTGAGE ACCEPTANCE COM 35181D108 231 26400 SH SOLE 26400 0 0
FRANKLIN COVEY CO COM 353469109 221 30000 SH SOLE 30000 0 0
FRANKLIN ELEC INC COM 353514102 429 6600 SH SOLE 6600 0 0
FRANKLIN RES INC COM 354613101 11156 274600 SH SOLE 274600 0 0
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 15178 846200 SH SOLE 846200 0 0
FREMONT GEN CORP COM 357288109 980 51930 SH SOLE 51930 0 0
FRIEDE GOLDMAN INTERNATIONAL COM 358430106 673 48700 SH SOLE 48700 0 0
FRIEDMAN BILLINGS RAMSEY GROUP CL A 358433100 186 15700 SH SOLE 15700 0 0
FRONTIER INS GROUP INC NEW COM 359081106 846 55000 SH SOLE 55000 0 0
FRUIT OF THE LOOM LTD ORD CL A G3682L105 629 64500 SH SOLE 64500 0 0
FURNITURE BRANDS INTL INC COM 360921100 1213 43500 SH SOLE 43500 0 0
G & K SVCS INC CL A 361268105 602 11500 SH SOLE 11500 0 0
GALLAGHER ARTHUR J & CO COM 363576109 703 14200 SH SOLE 14200 0 0
GALLAHER GROUP PLC SPONSORED ADR 363595109 792 32400 SH SOLE 32400 0 0
GAP INC DEL COM 364760108 66138 1312912 SH SOLE 1312912 0 0
GARTNER GROUP INC NEW COM 366651107 455 22200 SH SOLE 22200 0 0
GATEWAY INC COM 367626108 5617 95100 SH SOLE 95100 0 0
GATX CORP COM 361448103 906 23800 SH SOLE 23800 0 0
GAYLORD CONTAINER CORP CL A 368145108 108 13600 SH SOLE 13600 0 0
GENCORP INC COM 368682100 417 16500 SH SOLE 16500 0 0
GENER S A SPONSORED ADR 368731105 4204 236863 SH SOLE 236863 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 269 16800 SH SOLE 16800 0 0
GENERAL DYNAMICS CORP COM 369550108 3471 50400 SH SOLE 50400 0 0
GENERAL ELEC CO COM 369604103 2283 20200 SH SOLE 20200 0 0
GENERAL GROWTH PPTYS INC COM 370021107 2996 84400 SH SOLE 84400 0 0
GENERAL INSTR CORP DEL COM 370120107 16507 388400 SH SOLE 388400 0 0
GENERAL MTRS CORP COM 370442105 74511 1128951 SH SOLE 1128951 0 0
GENERAL MTRS CORP CL H NEW 370442832 14433 256300 SH SOLE 256300 0 0
GENTEX CORP COM 371901109 834 29800 SH SOLE 29800 0 0
GENUINE PARTS CO COM 372460105 7331 209452 SH SOLE 209452 0 0
GENZYME CORP COM GENL DIV 372917104 436 9000 SH SOLE 9000 0 0
GEON CO COM 37246W105 1271 39400 SH SOLE 39400 0 0
GEORGIA PAC CORP COM GA PAC GRP 373298108 20478 432262 SH SOLE 432262 0 0
GIBSON GREETINGS INC COM 374827103 296 46700 SH SOLE 46700 0 0
GLENAYRE TECHNOLOGIES INC COM 377899109 247 68700 SH SOLE 68700 0 0
GLENBOROUGH RLTY TR INC COM 37803P105 2149 122800 SH SOLE 122800 0 0
GLOBAL INDS LTD COM 379336100 565 44100 SH SOLE 44100 0 0
GOLDEN ST BANCORP INC COM 381197102 205 9100 SH SOLE 9100 0 0
GOLDEN WEST FINL CORP DEL COM 381317106 11515 117500 SH SOLE 117500 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 18685 317700 SH SOLE 317700 0 0
GOODYS FAMILY CLOTHING INC COM 382588101 725 63400 SH SOLE 63400 0 0
GPU INC COM 36225X100 17411 412700 SH SOLE 412700 0 0
GRACE W R & CO DEL NEW COM 38388F108 1208 63600 SH SOLE 63600 0 0
GRAINGER W W INC COM 384802104 5691 105748 SH SOLE 105748 0 0
GRANITE CONSTR INC COM 387328107 640 21850 SH SOLE 21850 0 0
GREAT ATLANTIC & PAC TEA INC COM 390064103 994 29400 SH SOLE 29400 0 0
GREAT LAKES CHEM CORP COM 390568103 820 17800 SH SOLE 17800 0 0
GREENPOINT FINL CORP COM 395384100 4256 129700 SH SOLE 129700 0 0
GREY ADVERTISING INC COM 397838103 366 1100 SH SOLE 1100 0 0
GRIFFON CORP COM 398433102 468 59900 SH SOLE 59900 0 0
GRUPO MEXICANO DE DESARROLLO SPND ADR B SHS 40048G104 80200 SH SOLE 80200 0 0
GRUPO RADIO CENTRO S A DE C V SPONSORED ADR 40049C102 2628 500500 SH SOLE 500500 0 0
GRUPO TELEVISA SA DE CV SPN ADR REPORD 40049J206 260 5800 SH SOLE 5800 0 0
GRUPO TRIBASA S A DE C V SPONSORED ADR 40049F105 2621 1997500 SH SOLE 1997500 0 0
GT INTERACTIVE SOFTWARE CORP COM 36236E109 85 24200 SH SOLE 24200 0 0
GTE CORP COM 362320103 66333 878577 SH SOLE 878577 0 0
GTECH HLDGS CORP COM 400518106 978 41500 SH SOLE 41500 0 0
GUANGSHEN RY LTD SPONSORED ADR 40065W107 882 115700 SH SOLE 115700 0 0
GUILFORD MLS INC COM 401794102 350 33750 SH SOLE 33750 0 0
GULF CDA RES LTD ORD 40218L305 535 189102 SH SOLE 189102 0 0
GULF INDONESIA RES LTD COM 402284103 1586 137920 SH SOLE 137920 0 0
HA-LO INDS INC COM 404429102 255 25850 SH SOLE 25850 0 0
HADCO CORP COM 404681108 1427 35900 SH SOLE 35900 0 0
HAEMONETICS CORP COM 405024100 939 46800 SH SOLE 46800 0 0
HALTER MARINE GROUP INC COM 40642Y105 581 87700 SH SOLE 87700 0 0
HANDLEMAN CO DEL COM 410252100 582 49300 SH SOLE 49300 0 0
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 149 10500 SH SOLE 10500 0 0
HANNA M A CO COM 410522106 929 56500 SH SOLE 56500 0 0
HANNAFORD BROS CO COM 410550107 1193 22300 SH SOLE 22300 0 0
HANOVER DIRECT INC COM 410783104 251 87400 SH SOLE 87400 0 0
HARLEYSVILLE GROUP INC COM 412824104 695 33900 SH SOLE 33900 0 0
HARMAN INTL INDS INC COM 413086109 598 13600 SH SOLE 13600 0 0
HARNISCHFEGER INDS INC COM 413345109 154 76900 SH SOLE 76900 0 0
HARRAHS ENTMT INC COM 413619107 1463 66300 SH SOLE 66300 0 0
HARRIS CORP DEL COM 413875105 7596 193845 SH SOLE 193845 0 0
HARSCO CORP COM 415864107 746 23300 SH SOLE 23300 0 0
HARTE-HANKS INC COM 416196103 307 11300 SH SOLE 11300 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 12006 205900 SH SOLE 205900 0 0
HASBRO INC COM 418056107 6752 241700 SH SOLE 241700 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 692 19500 SH SOLE 19500 0 0
HAYES LEMMERZ INTL INC COM 420781106 238 8100 SH SOLE 8100 0 0
HCC INS HLDGS INC COM 404132102 567 25000 SH SOLE 25000 0 0
HCR MANOR CARE INC COM 404134108 397 16400 SH SOLE 16400 0 0
HEALTHSOUTH CORP COM 421924101 7946 534200 SH SOLE 534200 0 0
HEARTLAND EXPRESS INC COM 422347104 779 47600 SH SOLE 47600 0 0
HEILIG MEYERS CO COM 422893107 589 86500 SH SOLE 86500 0 0
HEINZ H J CO COM 423074103 2576 51400 SH SOLE 51400 0 0
HELMERICH & PAYNE INC COM 423452101 876 37100 SH SOLE 37100 0 0
HENRY JACK & ASSOC INC COM 426281101 447 11400 SH SOLE 11400 0 0
HERSHEY FOODS CORP COM 427866108 228 3837 SH SOLE 3837 0 0
HERTZ CORP CL A 428040109 7056 113800 SH SOLE 113800 0 0
HEWLETT PACKARD CO COM 428236103 1719 17100 SH SOLE 17100 0 0
HIGHWOODS PPTYS INC COM 431284108 5221 190300 SH SOLE 190300 0 0
HILLENBRAND INDS INC COM 431573104 2755 63700 SH SOLE 63700 0 0
HNC SOFTWARE INC COM 40425P107 253 8200 SH SOLE 8200 0 0
HOLLINGER INTL INC CL A 435569108 565 47600 SH SOLE 47600 0 0
HOLLY CORP COM PAR $0.01 435758305 167 12500 SH SOLE 12500 0 0
HOLLYWOOD ENTMT CORP COM 436141105 1148 58700 SH SOLE 58700 0 0
HOME DEPOT INC COM 437076102 84007 1303700 SH SOLE 1303700 0 0
HON INDS INC COM 438092108 1095 37500 SH SOLE 37500 0 0
HOOPER HOLMES INC COM 439104100 499 24500 SH SOLE 24500 0 0
HORACE MANN EDUCATORS CORP NEW COM 440327104 829 30500 SH SOLE 30500 0 0
HORMEL FOODS CORP COM 440452100 1220 30300 SH SOLE 30300 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1150 42400 SH SOLE 42400 0 0
HOST MARRIOTT CORP NEW COM 44107P104 7442 626683 SH SOLE 626683 0 0
HOUGHTON MIFFLIN CO COM 441560109 593 12600 SH SOLE 12600 0 0
HOUSEHOLD INTL INC COM 441815107 1556 32837 SH SOLE 32837 0 0
HUANENG PWR INTL INC SPONSR ADR N 443304100 1550 90500 SH SOLE 90500 0 0
HUBBELL INC CL B 443510201 209 4600 SH SOLE 4600 0 0
HUSSMANN INTL INC COM 448110106 675 40750 SH SOLE 40750 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 305 11000 SH SOLE 11000 0 0
HVIDE MARINE INC CLA 448515106 100 46300 SH SOLE 46300 0 0
IBP INC COM 449223106 3019 127100 SH SOLE 127100 0 0
ICN PHARMACEUTICALS INC NEW COM 448924100 1574 48900 SH SOLE 48900 0 0
ICOS CORP COM 449295104 1004 24600 SH SOLE 24600 0 0
IDEC PHARMACEUTICALS CORP COM 449370105 701 9100 SH SOLE 9100 0 0
IDEXX LABS INC COM 45168D104 515 22100 SH SOLE 22100 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 1522 101500 SH SOLE 101500 0 0
ILLINOVA CORP COM 452317100 1512 55500 SH SOLE 55500 0 0
IMC GLOBAL INC COM 449669100 441 25400 SH SOLE 25400 0 0
IMMUNE RESPONSE CORP DEL COM 45252T106 89 16500 SH SOLE 16500 0 0
IMPERIAL CR INDS INC COM 452729106 338 47700 SH SOLE 47700 0 0
INCO LTD COM 453258402 8519 699500 SH SOLE 699500 0 0
INDIA FD INC COM 454089103 4076 410200 SH SOLE 410200 0 0
INDUSTRIE NATUZZI SPA ADR 456478106 641 33000 SH SOLE 33000 0 0
INFORMIX CORP COM 456779107 1110 130100 SH SOLE 130100 0 0
INGLES MKTS INC CL A 457030104 746 48900 SH SOLE 48900 0 0
INNKEEPERS USA TR COM 4576J0104 175 17500 SH SOLE 17500 0 0
INSIGHT ENTERPRISES INC COM 45765U103 230 9300 SH SOLE 9300 0 0
INSITUFORM TECHNOLOGIES INC CL A 457667103 285 13200 SH SOLE 13200 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 691 63500 SH SOLE 63500 0 0
INTEGRATED HEALTH SVCS INC COM 45812C106 293 36600 SH SOLE 36600 0 0
INTEL CORP COM 458140100 83164 1397718 SH SOLE 1397718 0 0
INTERDIGITAL COMMUNICATIONS CP COM 45866A105 87 19400 SH SOLE 19400 0 0
INTERGRAPH CORP COM 458683109 244 31500 SH SOLE 31500 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 28616 221400 SH SOLE 221400 0 0
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1038 56100 SH SOLE 56100 0 0
INTERNATIONAL MULTIFOODS CORP COM 460043102 508 22500 SH SOLE 22500 0 0
INTERNATIONAL NETWORK SVCS COM 460053101 430 10650 SH SOLE 10650 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 952 71500 SH SOLE 71500 0 0
INTERPOOL INC COM 46062R108 586 45100 SH SOLE 45100 0 0
INTERPUBLIC GROUP COS INC COM 460690100 3006 34700 SH SOLE 34700 0 0
INTERSTATE BAKERIES CORP DEL COM 46072H108 619 27600 SH SOLE 27600 0 0
INTL PAPER CO COM 460146103 20338 404740 SH SOLE 404740 0 0
INTUIT COM 461202103 649 7200 SH SOLE 7200 0 0
INVACARE CORP COM 461203101 615 23000 SH SOLE 23000 0 0
INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 366 11400 SH SOLE 11400 0 0
IOMEGA CORP COM 462030107 296 59900 SH SOLE 59900 0 0
IPSCO INC COM 462622101 420 29454 SH SOLE 29454 0 0
IVAX CORP COM 465823102 1009 71400 SH SOLE 71400 0 0
IVEX PACKAGING CORP DEL COM 465855104 279 12700 SH SOLE 12700 0 0
JABIL CIRCUIT INC COM 466313103 866 19200 SH SOLE 19200 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 1573 41400 SH SOLE 41400 0 0
JDN RLTY CORP COM 465917102 1357 60650 SH SOLE 60650 0 0
JEFFERIES GROUP INC NEW COM 472319102 635 21900 SH SOLE 21900 0 0
JEFFERSON PILOT CORP COM 475070108 5568 84125 SH SOLE 84125 0 0
JLG INDS INC COM 466210101 405 19900 SH SOLE 19900 0 0
JOHNS MANVILLE CORP NEW COM 478129109 459 33100 SH SOLE 33100 0 0
JOHNSON & JOHNSON COM 478160104 84300 860200 SH SOLE 860200 0 0
JOHNSON CTLS INC COM 478366107 2387 34444 SH SOLE 34444 0 0
JONES APPAREL GROUP INC COM 480074103 3427 99889 SH SOLE 99889 0 0
JONES INTERCABLE INC COM 480206101 552 11500 SH SOLE 11500 0 0
JP REALTY INC COM 46624A106 582 28300 SH SOLE 28300 0 0
JSB FINANCIAL INC COM 46624M100 376 7400 SH SOLE 7400 0 0
JUST FOR FEET INC COM 48213P106 233 36200 SH SOLE 36200 0 0
JUSTIN INDS INC COM 482171105 479 34400 SH SOLE 34400 0 0
K MART CORP COM 482584109 20745 1257281 SH SOLE 1257281 0 0
KAISER ALUMINUM CORP COM 483007100 530 59700 SH SOLE 59700 0 0
KAMAN CORP CL A 483548103 673 42900 SH SOLE 42900 0 0
KANSAS CITY LIFE INS CO COM 484836101 1221 28400 SH SOLE 28400 0 0
KAUFMAN & BROAD HOME CORP COM 486168107 1572 63200 SH SOLE 63200 0 0
KAYDON CORP COM 486587108 915 27200 SH SOLE 27200 0 0
KCS ENERGY INC COM 482434206 27 43800 SH SOLE 43800 0 0
KELLSTROM INDS INC COM 488035106 892 48900 SH SOLE 48900 0 0
KELLWOOD CO COM 488044108 882 32500 SH SOLE 32500 0 0
KELLY SVCS INC CL A 488152208 1356 42200 SH SOLE 42200 0 0
KEMET CORP COM 488360108 1092 47600 SH SOLE 47600 0 0
KENNAMETAL INC COM 489170100 933 30100 SH SOLE 30100 0 0
KERR MCGEE CORP COM 492386107 1516 30200 SH SOLE 30200 0 0
KEYSTONE AUTOMOTIVE INDS INC COM 49338N109 243 14000 SH SOLE 14000 0 0
KILROY RLTY CORP COM 49427F108 1670 68500 SH SOLE 68500 0 0
KIMBALL INTL INC CL B 494274103 511 30300 SH SOLE 30300 0 0
KING WORLD PRODTNS INC COM 495667107 3170 91060 SH SOLE 91060 0 0
KLA-TENCORP CORP COM 482480100 746 11500 SH SOLE 11500 0 0
KN ENERGY INC COM 482620101 1436 107400 SH SOLE 107400 0 0
KNOLL INC COM 498904101 844 31700 SH SOLE 31700 0 0
KOGER EQUITY INC COM 500228101 1390 75400 SH SOLE 75400 0 0
KOHLS CORP COM 500255104 361 4700 SH SOLE 4700 0 0
KOMAG INC COM 500453105 199 60200 SH SOLE 60200 0 0
KONINKLIJKE PHILIPS ELECTRS NV SPNSRD ADR NEW 500472204 7876 78072 SH SOLE 78072 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 1181 57600 SH SOLE 57600 0 0
KOREA FD COM 500634100 5544 372700 SH SOLE 372700 0 0
KOREA TELECOM SPONSORED ADR 50063P103 26994 674853 SH SOLE 674853 0 0
KOREAN INVT FD INC COM 500637103 1240 160000 SH SOLE 160000 0 0
KROGER CO COM 501044101 1221 43700 SH SOLE 43700 0 0
KULICKE & SOFFA INDS INC COM 501242101 635 23700 SH SOLE 23700 0 0
LA Z BOY INC COM 505336107 1401 60900 SH SOLE 60900 0 0
LABOR READY INC COM NEW 505401208 237 7300 SH SOLE 7300 0 0
LABORATORIO CHILE SA ADR 50540H104 659 36600 SH SOLE 36600 0 0
LABORATORY CORP AMER HLDGS COM 50540R102 900 313200 SH SOLE 313200 0 0
LAFARGE CORP COM 505862102 617 17400 SH SOLE 17400 0 0
LAM RESH CORP COM 512807108 1349 28900 SH SOLE 28900 0 0
LANCASTER COLONY CORP COM 513847103 1187 34415 SH SOLE 34415 0 0
LANDAMERICA FINL GROUP INC COM 514936103 561 19500 SH SOLE 19500 0 0
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 228 28500 SH SOLE 28500 0 0
LANDS END INC COM 515086106 1598 33200 SH SOLE 33200 0 0
LANDSTAR SYS INC COM 515098101 657 18200 SH SOLE 18200 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 1687 27100 SH SOLE 27100 0 0
LEAR CORP COM 521865105 761 15300 SH SOLE 15300 0 0
LEGATO SYS INC COM 524651106 1224 21200 SH SOLE 21200 0 0
LEGGETT & PLATT INC COM 524660107 4967 178600 SH SOLE 178600 0 0
LEHMAN BROS HLDGS INC COM 524908100 22437 361166 SH SOLE 361166 0 0
LENNAR CORP COM 526057104 1846 76900 SH SOLE 76900 0 0
LEUCADIA NATL CORP COM 527288104 754 29700 SH SOLE 29700 0 0
LEVEL ONE COMMUNICATIONS INC COM 527295109 1028 21000 SH SOLE 21000 0 0
LEXMARK INTL GROUP INC CL A 529771107 275 4200 SH SOLE 4200 0 0
LG&E ENERGY CORP COM 501917108 710 33800 SH SOLE 33800 0 0
LIBERTY CORP S C COM 530370105 752 13800 SH SOLE 13800 0 0
LIBERTY FINL COS INC COM 530512102 1321 45350 SH SOLE 45350 0 0
LIBERTY PPTY TR SH BEN INT 531172104 2082 83700 SH SOLE 83700 0 0
LIFE USA HLDG INC COM NEW 531918209 516 25500 SH SOLE 25500 0 0
LIGAND PHARMACEUTICALS INC CL B 53220K207 266 23900 SH SOLE 23900 0 0
LILLY ELI & CO COM 532457108 8810 123000 SH SOLE 123000 0 0
LIMITED INC COM 532716107 295 6500 SH SOLE 6500 0 0
LINCARE HLDGS INC COM 532791100 1275 51000 SH SOLE 51000 0 0
LINCOLN NATL CORP IND COM 534187109 14710 281200 SH SOLE 281200 0 0
LINENS N THINGS INC COM 535679104 1172 26800 SH SOLE 26800 0 0
LIPOSOME CO INC COM 536310105 740 38700 SH SOLE 38700 0 0
LITTON INDS INC COM 538021106 2519 34900 SH SOLE 34900 0 0
LIZ CLAIBORNE INC COM 539320101 3340 91500 SH SOLE 91500 0 0
LOCKHEED MARTIN CORP COM 539830109 6745 181076 SH SOLE 181076 0 0
LOEWS CORP COM 540424108 23112 292100 SH SOLE 292100 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 822 84600 SH SOLE 84600 0 0
LONE STAR TECHNOLOGIES INC COM 542312103 650 36600 SH SOLE 36600 0 0
LONGS DRUG STORES CORP COM 543162101 1403 40600 SH SOLE 40600 0 0
LOUISIANA PAC CORP COM 546347105 1471 61600 SH SOLE 61600 0 0
LOWES COS INC COM 548661107 17987 317300 SH SOLE 317300 0 0
LSI LOGIC CORP COM 502161102 1767 38300 SH SOLE 38300 0 0
LTV CORP NEW COM 501921100 546 82400 SH SOLE 82400 0 0
LUBRIZOL CORP COM 549271104 921 33800 SH SOLE 33800 0 0
LUBYS INC COM 549282101 255 17000 SH SOLE 17000 0 0
LUCENT TECHNOLOGIES INC COM 549463107 35668 528915 SH SOLE 528915 0 0
LYCOS INC COM 550818108 285 3100 SH SOLE 3100 0 0
LYDALL INC DEL COM 550819106 199 17300 SH SOLE 17300 0 0
LYONDELL CHEMICAL CO COM 552078107 757 36700 SH SOLE 36700 0 0
M & T BK CORP COM 55261F104 5445 9900 SH SOLE 9900 0 0
MACERICH CO COM 554382101 2247 85600 SH SOLE 85600 0 0
MACK CALI RLTY CORP COM 554489104 6367 205800 SH SOLE 205800 0 0
MACKENZIE FINL CORP COM 554531103 107 14570 SH SOLE 14570 0 0
MACMILLAN BLOEDEL LTD COM 554783209 366 30110 SH SOLE 30110 0 0
MACROMEDIA INC COM 556100105 1283 36400 SH SOLE 36400 0 0
MADECO SA SPONSORED ADR 556304103 263 26000 SH SOLE 26000 0 0
MAGELLAN HEALTH SVCS INC COM 559079108 105 10500 SH SOLE 10500 0 0
MAGNA INTL INC CL A 559222401 1476 38500 SH SOLE 38500 0 0
MALLINCKRODT INC NEW COM 561232109 1528 42000 SH SOLE 42000 0 0
MANPOWER INC COM 56418H100 1020 45100 SH SOLE 45100 0 0
MANUFACTURED HOME CMNTYS INC COM 564682102 1105 42500 SH SOLE 42500 0 0
MARCUS CORP COM 566330106 175 14250 SH SOLE 14250 0 0
MARINER POST-ACUTE NETWORK INC COM 568459101 56 100400 SH SOLE 100400 0 0
MARK IV INDS INC COM 570387100 1456 68905 SH SOLE 68905 0 0
MARRIOTT INTL INC NEW CL A 571903202 8039 215100 SH SOLE 215100 0 0
MARSHALL INDS COM 572393106 1132 31500 SH SOLE 31500 0 0
MASISA S A SPONSORED ADR 574799102 2162 205900 SH SOLE 205900 0 0
MASTECH CORP COM 57632N105 464 24900 SH SOLE 24900 0 0
MATTEL INC COM 577081102 15045 575884 SH SOLE 575884 0 0
MAVERICK TUBE CORP COM 577914104 394 28300 SH SOLE 28300 0 0
MAXXAM INC COM 577913106 400 6200 SH SOLE 6200 0 0
MAYTAG CORP COM 578592107 3861 55300 SH SOLE 55300 0 0
MBIA INC COM 55262C100 15572 240500 SH SOLE 240500 0 0
MBNA CORP COM 55262L100 15335 500750 SH SOLE 500750 0 0
MCCLATCHY CO CL A 579489105 315 9500 SH SOLE 9500 0 0
MCDERMOTT INTL INC COM 580037109 901 31900 SH SOLE 31900 0 0
MCDONALDS CORP COM 580135101 17244 419300 SH SOLE 419300 0 0
MCI WORLDCOM INC COM 55268B106 62962 731589 SH SOLE 731589 0 0
MCN ENERGY GROUP INC COM 55267J100 990 47700 SH SOLE 47700 0 0
MDU RES GROUP INC COM 552690109 242 10600 SH SOLE 10600 0 0
MEAD CORP COM 582834107 11247 269400 SH SOLE 269400 0 0
MEDAPHIS CORP COM 584028104 219 38100 SH SOLE 38100 0 0
MEDIA ARTS GROUP INC COM 58439C102 75 17200 SH SOLE 17200 0 0
MEDIA GEN INC CL A 584404107 750 14700 SH SOLE 14700 0 0
MEDIAONE GROUP INC COM 58440J104 6329 85100 SH SOLE 85100 0 0
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 529 20850 SH SOLE 20850 0 0
MEDIMMUNE INC COM 584699102 969 14300 SH SOLE 14300 0 0
MEDITRUST CORP PAIRED CTF NEW 58501T306 1752 134100 SH SOLE 134100 0 0
MEDPARTNERS INC NEW COM 58503X107 322 43000 SH SOLE 43000 0 0
MEDQUIST INC COM 584949101 726 16600 SH SOLE 16600 0 0
MEDTRONIC INC COM 585055106 1923 24688 SH SOLE 24688 0 0
MEMC ELECTR MATLS INC COM 552715104 518 42500 SH SOLE 42500 0 0
MENTOR CORP MINN COM 587188103 471 25300 SH SOLE 25300 0 0
MENTOR GRAPHICS CORP COM 587200106 172 13400 SH SOLE 13400 0 0
MERCK & CO INC COM 589331107 20990 285100 SH SOLE 285100 0 0
MERCURY GENL CORP NEW COM 589400100 581 17100 SH SOLE 17100 0 0
MERCURY INTERACTIVE CORP COM 589405109 683 19300 SH SOLE 19300 0 0
MERIDIAN GOLD INC COM 589975101 625 200000 SH SOLE 200000 0 0
MERISTAR HOSPITALITY CORP COM 58984Y103 1180 52600 SH SOLE 52600 0 0
MERITOR AUTOMOTIVE INC COM 59000G100 2241 87900 SH SOLE 87900 0 0
MERRILL LYNCH & CO INC COM 590188108 4492 56500 SH SOLE 56500 0 0
METALS USA INC COM 591324108 170 13300 SH SOLE 13300 0 0
METAMOR WORLDWIDE INC COM 59133P100 476 19800 SH SOLE 19800 0 0
METHANEX CORP COM 59151K108 613 241790 SH SOLE 241790 0 0
METHODE ELECTRS INC CL A 591520200 979 42800 SH SOLE 42800 0 0
METRIS COS INC COM 591598107 1160 28470 SH SOLE 28470 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 464 18200 SH SOLE 18200 0 0
METZLER GROUP INC COM 592903108 417 15100 SH SOLE 15100 0 0
MGIC INVT CORP WIS COM 552848103 10138 208500 SH SOLE 208500 0 0
MICHAEL FOOD INC NEW COM 594079105 656 27900 SH SOLE 27900 0 0
MICHAELS STORES INC COM 594087108 1011 33000 SH SOLE 33000 0 0
MICRO WHSE INC COM 59501B105 1416 79200 SH SOLE 79200 0 0
MICROAGE INC COM 594928103 70 18300 SH SOLE 18300 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 2103 44400 SH SOLE 44400 0 0
MICRON ELECTRONICS INC COM 595100108 386 38400 SH SOLE 38400 0 0
MICRON TECHNOLOGY INC COM 595112103 891 22000 SH SOLE 22000 0 0
MICROS SYS INC COM 594901100 561 16500 SH SOLE 16500 0 0
MICROSOFT CORP COM 594918104 213265 2364700 SH SOLE 2364700 0 0
MID ATLANTIC MED SVCS INC COM 59523C107 820 83000 SH SOLE 83000 0 0
MID-AMER APT CMNTYS INC COM 59522J103 1226 53000 SH SOLE 53000 0 0
MIDAMERICAN ENERGY HLDGS NEW COM 59562V107 1794 51800 SH SOLE 51800 0 0
MILACRON INC COM 598709103 400 21600 SH SOLE 21600 0 0
MILLENNIUM CHEMICALS INC COM 599903101 1162 49300 SH SOLE 49300 0 0
MILLENNIUM PHARMACEUTICALS INC COM 599902103 407 11300 SH SOLE 11300 0 0
MILLIPORE CORP COM 601073109 759 18700 SH SOLE 18700 0 0
MILLS CORP COM 601148109 2015 92900 SH SOLE 92900 0 0
MINE SAFETY APPLIANCES CO COM 602720104 1286 20100 SH SOLE 20100 0 0
MINIMED INC COM 60365K108 646 8400 SH SOLE 8400 0 0
MINNESOTA MNG & MFG CO COM 604059105 22934 263800 SH SOLE 263800 0 0
MISSISSIPPI CHEM CORP COM NEW 605288208 347 35400 SH SOLE 35400 0 0
MITCHELL ENERGY & DEV CORP CL B 606592301 524 28500 SH SOLE 28500 0 0
MITEL CORP COM 606711109 77 17270 SH SOLE 17270 0 0
MOBIL CORP COM 607059102 17182 174000 SH SOLE 174000 0 0
MODINE MFG CO COM 607828100 1045 32100 SH SOLE 32100 0 0
MODIS PROFESSIONAL SVCS INC COM 607830106 951 70100 SH SOLE 70100 0 0
MOHAWK INDS INC COM 608190104 2233 73500 SH SOLE 73500 0 0
MOLEX INC COM 608554101 228 6150 SH SOLE 6150 0 0
MONACO COACH CORP COM 60886R103 1193 28200 SH SOLE 28200 0 0
MONTANA POWER CO COM 612085100 888 12600 SH SOLE 12600 0 0
MOORE LTD COM 615785102 721 90600 SH SOLE 90600 0 0
MORGAN J P & CO INC COM 616880100 15385 109500 SH SOLE 109500 0 0
MORGAN KEEGAN INC COM 617410105 701 37025 SH SOLE 37025 0 0
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 9992 97360 SH SOLE 97360 0 0
MORGAN STANLEY EMERGING MKTS COM 61744G107 1010 86400 SH SOLE 86400 0 0
MOTIVEPOWER INDS INC COM 61980K101 401 21650 SH SOLE 21650 0 0
MOTOROLA INC COM 620076109 1848 19500 SH SOLE 19500 0 0
MRV COMMUNICATIONS INC COM 553477100 332 25300 SH SOLE 25300 0 0
MTS SYS CORP COM 553777103 491 40300 SH SOLE 40300 0 0
MUELLER INDS INC COM 624756102 777 22900 SH SOLE 22900 0 0
MURPHY OIL CORP COM 626717102 976 20000 SH SOLE 20000 0 0
MUSICLAND STORES CORP COM 62758B109 326 34300 SH SOLE 34300 0 0
MYLAN LABS INC COM 628530107 334 12600 SH SOLE 12600 0 0
NABISCO GROUP HLDG CORP COM 62952P102 15929 814300 SH SOLE 814300 0 0
NABORS INDS INC COM 629568106 1762 72300 SH SOLE 72300 0 0
NACCO INDS INC CL A 629579103 632 8600 SH SOLE 8600 0 0
NALCO CHEM CO COM 629853102 804 15500 SH SOLE 15500 0 0
NASH FINCH CO COM 631158102 492 48700 SH SOLE 48700 0 0
NATIONAL BANCORP ALASKA COM 632587101 289 10900 SH SOLE 10900 0 0
NATIONAL CITY CORP COM 635405103 9321 142300 SH SOLE 142300 0 0
NATIONAL COMPUTER SYS INC COM 635519101 591 17500 SH SOLE 17500 0 0
NATIONAL DATA CORP COM 635621105 351 8200 SH SOLE 8200 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 2377 93900 SH SOLE 93900 0 0
NATIONAL STL CORP CL B 637844309 791 94400 SH SOLE 94400 0 0
NATIONAL-OILWELL INC COM 637071101 1004 71700 SH SOLE 71700 0 0
NAUTICA ENTERPRISES INC COM 639089101 273 16200 SH SOLE 16200 0 0
NAVISTAR INTL CORP NEW COM 63934E108 1300 26000 SH SOLE 26000 0 0
NBTY INC COM 628782104 521 80100 SH SOLE 80100 0 0
NCH CORP COM 628850109 673 13600 SH SOLE 13600 0 0
NCI BUILDING SYS INC COM 628852105 624 29200 SH SOLE 29200 0 0
NCS HEALTHCARE INC CL A 628874109 172 31700 SH SOLE 31700 0 0
NEIMAN MARCUS GROUP INC COM 640204103 1328 51700 SH SOLE 51700 0 0
NEOMAGIC CORP COM 640497103 384 45700 SH SOLE 45700 0 0
NETWORK EQUIP TECHNOLOGIES COM 641208103 343 34700 SH SOLE 34700 0 0
NEW CENTURY ENERGIES INC COM 64352U103 3338 86000 SH SOLE 86000 0 0
NEW ENGLAND ELEC SYS COM 644001109 1048 20900 SH SOLE 20900 0 0
NEW ERA OF NETWORKS INC COM 644312100 224 5100 SH SOLE 5100 0 0
NEW PLAN EXCEL RLTY TR INC COM 648053106 1719 95480 SH SOLE 95480 0 0
NEWELL RUBBERMAID INC COM 651229106 17144 369685 SH SOLE 369685 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 683 77000 SH SOLE 77000 0 0
NEXSTAR PHARMACEUTICALS INC COM 65333B106 295 14800 SH SOLE 14800 0 0
NIAGARA MOHAWK HLDGS INC COM 653520106 2441 152000 SH SOLE 152000 0 0
NIKE INC CL B 654106103 3391 53500 SH SOLE 53500 0 0
NL INDS INC COM NEW 629156407 307 27600 SH SOLE 27600 0 0
NORDSON CORP COM 655663102 1335 21800 SH SOLE 21800 0 0
NORFOLK SOUTHERN CORP COM 655844108 12246 406500 SH SOLE 406500 0 0
NORTH FACE INC COM 659317101 209 21200 SH SOLE 21200 0 0
NORTHEAST UTILS COM 664397106 2851 159500 SH SOLE 159500 0 0
NORTHN STS PWR CO MINN COM 665772109 2702 111700 SH SOLE 111700 0 0
NORTHROP GRUMMAN CORP COM 666807102 10842 163500 SH SOLE 163500 0 0
NOVA CORP GA COM 669784100 304 12178 SH SOLE 12178 0 0
NOVELL INC COM 670006105 38891 1467600 SH SOLE 1467600 0 0
NOVELLUS SYS INC COM 670008101 1918 28100 SH SOLE 28100 0 0
NPC INTERNATIONAL INC COM 629360306 732 47600 SH SOLE 47600 0 0
NTL INC COM 629407107 1508 17500 SH SOLE 17500 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 1146 57500 SH SOLE 57500 0 0
NUCOR CORP COM 670346105 7894 166400 SH SOLE 166400 0 0
NUI CORP COM 629430109 620 24800 SH SOLE 24800 0 0
NVR INC COM 62944T105 235 4500 SH SOLE 4500 0 0
O REILLY AUTOMOTIVE INC COM 686091109 519 10300 SH SOLE 10300 0 0
OAK TECHNOLOGY INC COM 671802106 290 79900 SH SOLE 79900 0 0
OAKLEY INC COM 673662102 668 93800 SH SOLE 93800 0 0
OAKWOOD HOMES CORP COM 674098108 844 64300 SH SOLE 64300 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 10007 473700 SH SOLE 473700 0 0
OCEAN ENERGY INC TEX COM 67481E106 660 68600 SH SOLE 68600 0 0
OCTEL CORP COM 675727101 159 12750 SH SOLE 12750 0 0
OCULAR SCIENCES INC COM 675744106 379 21800 SH SOLE 21800 0 0
OCWEN FINL CORP COM 675746101 185 20800 SH SOLE 20800 0 0
OFFICEMAX INC COM 67622M108 1183 98600 SH SOLE 98600 0 0
OFFSHORE LOGISTICS INC COM 676255102 136 12200 SH SOLE 12200 0 0
OGE ENERGY CORP COM 670837103 340 14300 SH SOLE 14300 0 0
OHIO CAS CORP COM 677240103 1134 31400 SH SOLE 31400 0 0
OLD KENT FINL CORP COM 679833103 937 22365 SH SOLE 22365 0 0
OLD REP INTL CORP COM 680223104 3417 197400 SH SOLE 197400 0 0
OLIN CORP COM PAR $1 680665205 752 57000 SH SOLE 57000 0 0
OLSTEN CORP COM 681385100 582 92200 SH SOLE 92200 0 0
OMNICARE INC COM 681904108 218 17300 SH SOLE 17300 0 0
ONEIDA LTD COM 682505102 848 30150 SH SOLE 30150 0 0
ONEOK INC NEW COM 682680103 1111 35000 SH SOLE 35000 0 0
ORACLE CORP COM 68389X105 29869 804550 SH SOLE 804550 0 0
ORANGE & ROCKLAND UTILS INC COM 684065105 683 11700 SH SOLE 11700 0 0
ORBITAL SCIENCES CORP COM 685564106 295 12500 SH SOLE 12500 0 0
OREGON STL MLS INC COM 686079104 506 38000 SH SOLE 38000 0 0
ORION CAP CORP COM 686268103 1213 33800 SH SOLE 33800 0 0
ORTHODONTIC CTRS AMER INC COM 68750P103 208 14700 SH SOLE 14700 0 0
OSHKOSH B GOSH INC CL A 688222207 1090 51600 SH SOLE 51600 0 0
OUTBACK STEAKHOUSE INC COM 689899102 2640 67150 SH SOLE 67150 0 0
OWENS CORNING COM 69073F103 2049 59600 SH SOLE 59600 0 0
OWENS ILL INC COM NEW 690768403 13771 421300 SH SOLE 421300 0 0
OXFORD HEALTH PLANS INC COM 691471106 1482 95200 SH SOLE 95200 0 0
P P & L RES INC COM 693499105 7481 243300 SH SOLE 243300 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 2391 192240 SH SOLE 192240 0 0
PACIFIC CENTY FINL CORP COM 694058108 1667 77300 SH SOLE 77300 0 0
PACIFIC SUNWEAR CALIF INC COM 694873100 567 23250 SH SOLE 23250 0 0
PACIFICARE HEALTH SYS DEL CL A 695112102 11035 153400 SH SOLE 153400 0 0
PACIFICORP COM 695114108 5152 280400 SH SOLE 280400 0 0
PAINE WEBBER GROUP INC COM 695629105 4729 101150 SH SOLE 101150 0 0
PAPA JOHNS INTL INC COM 698813102 237 5300 SH SOLE 5300 0 0
PARKER DRILLING CO COM 701081101 55 16500 SH SOLE 16500 0 0
PARKWAY PPTYS INC COM 70159Q104 3740 112900 SH SOLE 112900 0 0
PATTERSON DENTAL CO COM 703412106 438 12600 SH SOLE 12600 0 0
PAYLESS SHOESOURCE INC COM 704379106 1230 23000 SH SOLE 23000 0 0
PE CORP COM PE BIO GRP 69332S102 390 3400 SH SOLE 3400 0 0
PECO ENERGY CO COM 693304107 7383 176300 SH SOLE 176300 0 0
PEDIATRIX MED GROUP COM 705324101 317 14900 SH SOLE 14900 0 0
PENNEY J C INC COM 708160106 11524 237300 SH SOLE 237300 0 0
PENTAIR INC COM 709631105 640 14000 SH SOLE 14000 0 0
PEOPLES ENERGY CORP COM 711030106 467 12400 SH SOLE 12400 0 0
PEP BOYS MANNY MOE & JACK COM 713278109 1283 61100 SH SOLE 61100 0 0
PEPSICO INC COM 713448108 538 13900 SH SOLE 13900 0 0
PERCLOSE INC COM 71361C107 240 5000 SH SOLE 5000 0 0
PERRIGO CO COM 714290103 207 27200 SH SOLE 27200 0 0
PERSONNEL GROUP AMER INC COM 715338109 285 28500 SH SOLE 28500 0 0
PERUSAHAAN PERS INDO SATELLITE SPONSORED ADR 715680104 7016 359800 SH SOLE 359800 0 0
PETCO ANIMAL SUPPLIES COM 716016100 600 38100 SH SOLE 38100 0 0
PETRO-CDA COM/VARIBL VTG 71644E102 1086 117400 SH SOLE 117400 0 0
PETSMART INC COM 716768106 805 78500 SH SOLE 78500 0 0
PFF BANCORP INC COM 69331W104 296 15800 SH SOLE 15800 0 0
PFIZER INC COM 717081103 13626 125012 SH SOLE 125012 0 0
PG&E CORP COM 69331C108 7006 216000 SH SOLE 216000 0 0
PHARMACIA & UPJOHN INC COM 716941109 15733 276925 SH SOLE 276925 0 0
PHELPS DODGE CORP COM 717265102 17126 276500 SH SOLE 276500 0 0
PHILIP MORRIS COS INC COM 718154107 67923 1690183 SH SOLE 1690183 0 0
PHILLIPS PETE CO COM 718507106 18492 367538 SH SOLE 367538 0 0
PHILLIPS VAN HEUSEN CORP COM 718592108 389 38900 SH SOLE 38900 0 0
PHYCOR INC COM 71940F100 1245 168100 SH SOLE 168100 0 0
PICTURETEL CORP COM NEW 720035302 274 34200 SH SOLE 34200 0 0
PILGRIMS PRIDE CORP CL B 721467108 1131 37700 SH SOLE 37700 0 0
PILLOWTEX CORP COM 721501104 183 11200 SH SOLE 11200 0 0
PINNACLE SYS INC COM 723481107 619 18400 SH SOLE 18400 0 0
PINNACLE WEST CAP CORP COM 723484101 5498 136600 SH SOLE 136600 0 0
PIONEER STD ELECTRS INC COM 723877106 192 16000 SH SOLE 16000 0 0
PITTSTON CO COM BRINKS GRP 725701106 514 19200 SH SOLE 19200 0 0
PITTWAY CORP DEL CL A 725790208 557 16300 SH SOLE 16300 0 0
PIXAR COM 725811103 302 7000 SH SOLE 7000 0 0
PLAYTEX PRODS INC COM 72813P100 274 17600 SH SOLE 17600 0 0
PMC-SIERRA INC COM 69344F106 1120 19000 SH SOLE 19000 0 0
PMI GROUP INC COM 69344M101 1665 26500 SH SOLE 26500 0 0
POGO PRODUCING CO COM 730448107 734 39400 SH SOLE 39400 0 0
POHANG IRON & STL LTD SPONSORED ADR 730450103 387 11500 SH SOLE 11500 0 0
POLICY MGMT SYS CORP COM 731108106 612 20400 SH SOLE 20400 0 0
POLO RALPH LAUREN CORP CL A 731572103 488 25700 SH SOLE 25700 0 0
POTASH CORP SASK INC COM 73755L107 1664 47600 SH SOLE 47600 0 0
POTLATCH CORP COM 737628107 918 20900 SH SOLE 20900 0 0
PPG INDS INC COM 693506107 8818 149300 SH SOLE 149300 0 0
PRAXAIR INC COM 74005P104 14583 298000 SH SOLE 298000 0 0
PRECISION CASTPARTS CORP COM 740189105 841 19800 SH SOLE 19800 0 0
PREMARK INTL INC COM 740459102 1665 44400 SH SOLE 44400 0 0
PREMIERE TECHNOLOGIES INC COM 74058F102 514 44700 SH SOLE 44700 0 0
PRENTISS PPTYS TR SH BEN INT 740706106 3227 136600 SH SOLE 136600 0 0
PRESIDENTIAL LIFE CORP COM 740884101 689 35100 SH SOLE 35100 0 0
PRICE ENTERPRISES INC COM NEW 741444202 250 34800 SH SOLE 34800 0 0
PRICE T ROWE & ASSOCIATES COM 741477103 4789 124800 SH SOLE 124800 0 0
PRIDE INTL INC COM 741932107 1199 113500 SH SOLE 113500 0 0
PRIME GROUP REALTY TRUST SH BEN INT 74158J103 500 29100 SH SOLE 29100 0 0
PRIME HOSPITALITY CORP COM 741917108 913 76100 SH SOLE 76100 0 0
PRIME RETAIL INC COM 741570105 780 89800 SH SOLE 89800 0 0
PRISON RLTY TR COM 74264N105 497 50700 SH SOLE 50700 0 0
PROFIT RECOVERY GROUP INTL INC COM 743168106 535 11300 SH SOLE 11300 0 0
PROGRESS SOFTWARE CORP COM 743312100 477 16900 SH SOLE 16900 0 0
PROGRESSIVE CORP OHIO COM 743315103 696 4800 SH SOLE 4800 0 0
PROMUS HOTEL CORP NEW COM 74342P106 896 28900 SH SOLE 28900 0 0
PROTEIN DESIGN LABS INC COM 74369L103 251 11300 SH SOLE 11300 0 0
PROVIDENT COS INC COM 743862104 10148 253694 SH SOLE 253694 0 0
PROVIDIAN FINL CORP COM 74406A102 3469 37200 SH SOLE 37200 0 0
PUBLIC SVC CO N C INC COM 744516105 284 9700 SH SOLE 9700 0 0
PUBLIC SVC CO N MEX COM 744499104 2198 110600 SH SOLE 110600 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 18610 456000 SH SOLE 456000 0 0
PUGET SOUND ENERGY INC COM 745332106 670 27900 SH SOLE 27900 0 0
PULTE CORP COM 745867101 1407 61000 SH SOLE 61000 0 0
QLOGIC CORP COM 747277101 871 6600 SH SOLE 6600 0 0
QRS CORP COM 74726X105 203 2600 SH SOLE 2600 0 0
QUALCOMM INC COM 747525103 244 1700 SH SOLE 1700 0 0
QUANEX CORP COM 747620102 807 28300 SH SOLE 28300 0 0
QUANTUM CORP COM 747906105 871 36100 SH SOLE 36100 0 0
QUEENS CNTY BANCORP INC COM 748242104 296 9150 SH SOLE 9150 0 0
QUIKSILVER INC COM 74838C106 575 22050 SH SOLE 22050 0 0
QUINENCO S A SPONSORED ADR 748718103 4008 427490 SH SOLE 427490 0 0
QUORUM HEALTH GROUP INC COM 749084109 1084 86300 SH SOLE 86300 0 0
R O C TAIWAN FD SH BEN INT 749651105 2503 310500 SH SOLE 310500 0 0
RADIAN GROUP INC COM 750236101 852 17459 SH SOLE 17459 0 0
RAINFOREST CAFE INC COM 75086K104 541 106800 SH SOLE 106800 0 0
RANGER OIL LTD COM 752805101 56 16846 SH SOLE 16846 0 0
RATIONAL SOFTWARE CORP COM NEW 75409P202 1884 57200 SH SOLE 57200 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1250 52075 SH SOLE 52075 0 0
RAYTHEON CO CL B 755111408 31626 448600 SH SOLE 448600 0 0
READ-RITE CORP COM 755246105 162 26100 SH SOLE 26100 0 0
READERS DIGEST ASSN INC CL A NON VTG 755267101 1149 28900 SH SOLE 28900 0 0
RECKSON ASSOCS RLTY CORP COM 75621K106 1268 53799 SH SOLE 53799 0 0
RECKSON ASSOCS RLTY CORP CL B 75621K304 733 30701 SH SOLE 30701 0 0
REEBOK INTL LTD COM 758110100 1099 59000 SH SOLE 59000 0 0
REGIS CORP MINN COM 758932107 313 16300 SH SOLE 16300 0 0
REINSURANCE GROUP AMER INC COM 759351109 435 12350 SH SOLE 12350 0 0
RELIANCE GROUP HOLDINGS INC COM 759464100 822 110500 SH SOLE 110500 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 207 5300 SH SOLE 5300 0 0
RELIANT ENERGY INC COM 75952J108 2762 100000 SH SOLE 100000 0 0
RELIASTAR FINL CORP COM 75952U103 6182 141300 SH SOLE 141300 0 0
REMEC INC COM 759543101 242 15000 SH SOLE 15000 0 0
RENAISSANCE WORLDWIDE INC COM 75968A109 755 94800 SH SOLE 94800 0 0
RENAL CARE GROUP INC COM 759930100 618 23900 SH SOLE 23900 0 0
RENT A CTR INC NEW COM 76009N100 384 16000 SH SOLE 16000 0 0
RENTAL SERVICE CORP COM 76009V102 710 24800 SH SOLE 24800 0 0
REPUBLIC N Y CORP COM 760719104 7112 104300 SH SOLE 104300 0 0
RES-CARE INC COM 760943100 212 9300 SH SOLE 9300 0 0
RESOURCE AMERICA INC CL A 761195205 1228 84700 SH SOLE 84700 0 0
RESOURCE BANCSHARES MTG GROUP COM 761197102 115 11200 SH SOLE 11200 0 0
REYNOLDS & REYNOLDS CO CL A 761695105 2084 89400 SH SOLE 89400 0 0
REYNOLDS METALS CO COM 761763101 11440 193900 SH SOLE 193900 0 0
REYNOLDS R J TOB HLDGS INC COM 76182K105 8618 271431 SH SOLE 271431 0 0
RICHFOOD HLDGS INC COM 763408101 1066 60500 SH SOLE 60500 0 0
RIGGS NATL CORP WASH DC COM 766570105 442 21500 SH SOLE 21500 0 0
RIGHTCHOICE MANAGED CARE INC CL A 76657K101 404 35300 SH SOLE 35300 0 0
RITE AID CORP COM 767754104 773 31400 SH SOLE 31400 0 0
RLI CORP COM 749607107 626 16143 SH SOLE 16143 0 0
ROBERTS PHARMACEUTICAL CORP COM 770491108 763 31800 SH SOLE 31800 0 0
ROCHESTER GAS & ELEC CORP COM 771367109 892 33600 SH SOLE 33600 0 0
ROCK-TENN CO CL A 772739207 829 49700 SH SOLE 49700 0 0
ROCKWELL INTL CORP NEW COM 773903109 24865 409300 SH SOLE 409300 0 0
ROGERS CANTEL MOBILE COMMN CL B RSTRG VTG 775102205 1307 117700 SH SOLE 117700 0 0
ROHM & HAAS CO COM 775371107 10897 254147 SH SOLE 254147 0 0
ROLLINS TRUCK LEASING CORP COM 775741101 407 36600 SH SOLE 36600 0 0
ROMAC INTL INC COM 775835101 156 17600 SH SOLE 17600 0 0
ROSS STORES INC COM 778296103 2660 52800 SH SOLE 52800 0 0
ROUGE INDS INC DEL CL A 779088103 288 29500 SH SOLE 29500 0 0
ROUSE CO COM 779273101 4070 160400 SH SOLE 160400 0 0
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 10628 176400 SH SOLE 176400 0 0
RUBY TUESDAY INC COM 781182100 918 48300 SH SOLE 48300 0 0
RUDDICK CORP COM 781258108 736 36800 SH SOLE 36800 0 0
RUSSELL CORP COM 782352108 694 35600 SH SOLE 35600 0 0
RYANS FAMILY STEAK HOUSE INC COM 783519101 1182 101700 SH SOLE 101700 0 0
RYDER SYS INC COM 783549108 1493 58000 SH SOLE 58000 0 0
RYERSON TULL INC NEW COM 78375P107 860 38100 SH SOLE 38100 0 0
RYLAND GROUP INC COM 783764103 724 24400 SH SOLE 24400 0 0
S3 INC COM 784849101 246 27000 SH SOLE 27000 0 0
SAFECO CORP COM 786429100 9036 204791 SH SOLE 204791 0 0
SAFEGUARD SCIENTIFICS INC COM 786449108 567 9000 SH SOLE 9000 0 0
SAFETY-KLEEN CORP NEW COM NEW 78648R203 366 20200 SH SOLE 20200 0 0
SAFEWAY INC COM NEW 786514208 4654 94026 SH SOLE 94026 0 0
SAKS INC COM 79377W108 922 31925 SH SOLE 31925 0 0
SANDISK CORP COM 80004C101 666 14800 SH SOLE 14800 0 0
SANMINA CORP COM 800907107 235 3100 SH SOLE 3100 0 0
SANTA FE SNYDER CORP COM 80218K105 272 34000 SH SOLE 34000 0 0
SAPIENT CORP COM 803062108 504 8900 SH SOLE 8900 0 0
SARA LEE CORP COM 803111103 731 32200 SH SOLE 32200 0 0
SBARRO INC COM 805844107 709 26200 SH SOLE 26200 0 0
SBC COMMUNICATIONS INC COM 78387G103 41805 720781 SH SOLE 720781 0 0
SCHERING PLOUGH CORP COM 806605101 26817 510800 SH SOLE 510800 0 0
SCHLUMBERGER LTD COM 806857108 509 8000 SH SOLE 8000 0 0
SCHOLASTIC CORP COM 807066105 1038 20500 SH SOLE 20500 0 0
SCHWAB CHARLES CORP NEW COM 808513105 30106 276200 SH SOLE 276200 0 0
SCI SYS INC COM 783890106 1355 28600 SH SOLE 28600 0 0
SCIENTIFIC ATLANTA INC COM 808655104 371 10300 SH SOLE 10300 0 0
SCOTT TECHNOLOGIES INC COM 810022301 200 10400 SH SOLE 10400 0 0
SEABOARD CORP COM 811543107 558 1640 SH SOLE 1640 0 0
SEACOR SMIT INC COM 811904101 658 12300 SH SOLE 12300 0 0
SEAGATE TECHNOLOGY COM 811804103 22827 890800 SH SOLE 890800 0 0
SEAGRAM LTD COM 811850106 29559 617423 SH SOLE 617423 0 0
SEI INVESTMENTS CO COM 784117103 971 11000 SH SOLE 11000 0 0
SELECTIVE INS GROUP INC COM 816300107 825 43300 SH SOLE 43300 0 0
SEMTECH CORP COM 816850101 250 4800 SH SOLE 4800 0 0
SENSORMATIC ELECTRS CORP COM 817265101 990 71000 SH SOLE 71000 0 0
SEPRACOR INC COM 817315104 772 9500 SH SOLE 9500 0 0
SEQUA CORPORATION CL A 817320104 686 9800 SH SOLE 9800 0 0
SEQUENT COMPUTER SYS INC COM 817338106 1411 79500 SH SOLE 79500 0 0
SERVICE MERCHANDISE INC COM 817587108 77 204700 SH SOLE 204700 0 0
SHAW INDS INC COM 820286102 1759 100500 SH SOLE 100500 0 0
SHOPKO STORES INC COM 824911101 956 26200 SH SOLE 26200 0 0
SHOREWOOD PACKAGING CORP COM 825229107 870 47200 SH SOLE 47200 0 0
SHURGARD STORAGE CTRS INC COM 82567D104 567 20900 SH SOLE 20900 0 0
SIEBEL SYS INC COM 826170102 1220 18400 SH SOLE 18400 0 0
SIERRA HEALTH SVCS INC COM 826322109 643 44550 SH SOLE 44550 0 0
SIERRA PAC RES COM 826425100 433 11900 SH SOLE 11900 0 0
SIGMA ALDRICH CORP COM 826552101 3960 115000 SH SOLE 115000 0 0
SILICON GRAPHICS INC COM 827056102 1795 109600 SH SOLE 109600 0 0
SILICON VY GROUP INC COM 827066101 903 53700 SH SOLE 53700 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1340 52800 SH SOLE 52800 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 5496 323280 SH SOLE 323280 0 0
SKYTEL COMMUNICATIONS INC COM 83087Q104 484 23100 SH SOLE 23100 0 0
SKYWEST INC COM 830879102 436 17500 SH SOLE 17500 0 0
SL GREEN RLTY CORP COM 78440X101 1102 53900 SH SOLE 53900 0 0
SLI INC COM 78442T108 228 8450 SH SOLE 8450 0 0
SMART MODULAR TECH INC COM 831690102 387 22300 SH SOLE 22300 0 0
SMITH A O COM 831865209 822 29350 SH SOLE 29350 0 0
SMITH CHARLES E RESDNTL RLTY COM 832197107 1307 38500 SH SOLE 38500 0 0
SMITH INTL INC COM 832110100 760 17500 SH SOLE 17500 0 0
SMITHFIELD FOODS INC COM 832248108 906 27100 SH SOLE 27100 0 0
SMURFIT-STONE CONTAINER CORP COM 832727101 1084 52721 SH SOLE 52721 0 0
SNAP ON INC COM 833034101 510 14100 SH SOLE 14100 0 0
SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B 833635105 1426 40300 SH SOLE 40300 0 0
SOLA INTL INC COM 834092108 756 38900 SH SOLE 38900 0 0
SOLECTRON CORP COM 834182107 34671 519900 SH SOLE 519900 0 0
SONAT INC COM 835415100 7009 211600 SH SOLE 211600 0 0
SONOCO PRODS CO COM 835495102 301 10050 SH SOLE 10050 0 0
SOTHEBYS HLDGS INC CL A 835898107 496 13000 SH SOLE 13000 0 0
SOUTHTRUST CORP COM 844730101 2863 74600 SH SOLE 74600 0 0
SOUTHWEST GAS CORP COM 844895102 504 17600 SH SOLE 17600 0 0
SOVEREIGN BANCORP INC COM 845905108 1029 84896 SH SOLE 84896 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 385 9800 SH SOLE 9800 0 0
SPIEGEL INC CL A 848457107 668 75300 SH SOLE 75300 0 0
SPIEKER PPTYS INC COM 848497103 4105 105600 SH SOLE 105600 0 0
SPRINGS INDS INC CL A 851783100 881 20200 SH SOLE 20200 0 0
SPRINT CORP COM FON GROUP 852061100 28355 535000 SH SOLE 535000 0 0
SPRINT CORP PCS COM SER 1 852061506 618 10850 SH SOLE 10850 0 0
SPS TECHNOLOGIES INC COM 784626103 229 6100 SH SOLE 6100 0 0
ST PAUL COS INC COM 792860108 14624 459699 SH SOLE 459699 0 0
STAFF LEASING INC COM 852381102 604 46900 SH SOLE 46900 0 0
STAFFMARK INC COM 852389105 465 46400 SH SOLE 46400 0 0
STANDARD PAC CORP NEW COM 85375C101 367 28200 SH SOLE 28200 0 0
STANDEX INTL CORP COM 854231107 635 23200 SH SOLE 23200 0 0
STAPLES INC COM 855030102 671 21700 SH SOLE 21700 0 0
STARRETT L S CO CL A 855668109 449 16700 SH SOLE 16700 0 0
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 11589 379200 SH SOLE 379200 0 0
STATION CASINOS INC COM 857689103 713 35000 SH SOLE 35000 0 0
STEIN MART INC COM 858375108 224 23900 SH SOLE 23900 0 0
STEPAN CO COM 858586100 683 26900 SH SOLE 26900 0 0
STERLING SOFTWARE INC COM 859547101 1872 70800 SH SOLE 70800 0 0
STILLWATER MNG CO COM 86074Q102 928 28550 SH SOLE 28550 0 0
STONE & WEBSTER INC COM 861572105 314 11800 SH SOLE 11800 0 0
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 205 9000 SH SOLE 9000 0 0
STRIDE RITE CORP COM 863314100 204 19800 SH SOLE 19800 0 0
STRYKER CORP COM 863667101 361 6000 SH SOLE 6000 0 0
STUDENT LN CORP COM 863902102 654 14700 SH SOLE 14700 0 0
SUIZA FOODS CORP COM 865077101 586 14000 SH SOLE 14000 0 0
SUMMIT PPTYS INC COM 866239106 1223 61900 SH SOLE 61900 0 0
SUN MICROSYSTEMS INC COM 866810104 25890 375900 SH SOLE 375900 0 0
SUNBEAM CORP COM 867071102 643 81000 SH SOLE 81000 0 0
SUNRISE MED INC COM 867910101 244 34300 SH SOLE 34300 0 0
SUNTRUST BKS INC COM 867914103 5152 74200 SH SOLE 74200 0 0
SUPERIOR INDS INTL INC COM 868168105 541 19800 SH SOLE 19800 0 0
SUPERVALU INC COM 868536103 1723 66600 SH SOLE 66600 0 0
SWIFT TRANSN CO COM 870756103 1080 49100 SH SOLE 49100 0 0
SYBASE INC COM 871130100 750 68200 SH SOLE 68200 0 0
SYKES ENTERPRISES INC COM 871237103 527 15800 SH SOLE 15800 0 0
SYLVAN LEARNING SYS INC COM 871399101 266 9800 SH SOLE 9800 0 0
SYMANTEC CORP COM 871503108 227 8900 SH SOLE 8900 0 0
SYNOPSYS INC COM 871607107 1788 32400 SH SOLE 32400 0 0
SYSCO CORP COM 871829107 2629 88200 SH SOLE 88200 0 0
TALBOTS INC COM 874161102 686 18000 SH SOLE 18000 0 0
TANDY CORP COM 875382103 401 8200 SH SOLE 8200 0 0
TECH DATA CORP COM 878237106 1381 36100 SH SOLE 36100 0 0
TECUMSEH PRODS CO CL B 878895101 1695 31100 SH SOLE 31100 0 0
TECUMSEH PRODS CO CL A 878895200 1054 17400 SH SOLE 17400 0 0
TEKTRONIX INC COM 879131100 1007 33350 SH SOLE 33350 0 0
TELE CENTRO OESTE CELULAR S A SPONS ADR PFD 87923P105 1092 277300 SH SOLE 277300 0 0
TELE CENTRO SUL PART S A SPONS ADR PFD 879239101 1942 35000 SH SOLE 35000 0 0
TELE NORDESTE CELULAR PART S A SPONS ADR PFD 87924W109 1493 55300 SH SOLE 55300 0 0
TELE NORTE LESTE PART S A SPONS ADR PFD 879246106 17905 964600 SH SOLE 964600 0 0
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287100 4 72000 SH SOLE 72000 0 0
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 10962 121800 SH SOLE 121800 0 0
TELEFONOS DE MEXICO S A SPNS ADR ORD L 879403780 15003 185650 SH SOLE 185650 0 0
TELEPHONE & DATA SYS INC COM 879433100 600 8200 SH SOLE 8200 0 0
TELESTE CELULAR PART S A SPONS ADR PFD 87943B102 1000 33600 SH SOLE 33600 0 0
TELLABS INC COM 879664100 709 10500 SH SOLE 10500 0 0
TEMPLE INLAND INC COM 879868107 7358 107225 SH SOLE 107225 0 0
TENET HEALTHCARE CORP COM 88033G100 7935 427500 SH SOLE 427500 0 0
TERADYNE INC COM 880770102 1363 19000 SH SOLE 19000 0 0
TEREX CORP NEW COM 880779103 420 13800 SH SOLE 13800 0 0
TERRA INDS INC COM 880915103 413 103300 SH SOLE 103300 0 0
TEXACO INC COM 881694103 27123 434836 SH SOLE 434836 0 0
TEXAS INDS INC COM 882491103 1147 29600 SH SOLE 29600 0 0
TEXAS INSTRS INC COM 882508104 1152 8000 SH SOLE 8000 0 0
TEXAS UTILS CO COM 882848104 28127 678800 SH SOLE 678800 0 0
TEXTRON INC COM 883203101 296 3600 SH SOLE 3600 0 0
THERAGENICS CORP COM 883375107 149 21500 SH SOLE 21500 0 0
THERMO ELECTRON CORP COM 883556102 556 27700 SH SOLE 27700 0 0
THOMAS & BETTS CORP COM 884315102 510 10800 SH SOLE 10800 0 0
TIDEWATER INC COM 886423102 1549 50800 SH SOLE 50800 0 0
TIMBERLAND CO CL A 887100105 211 3100 SH SOLE 3100 0 0
TIME WARNER INC COM 887315109 43873 604100 SH SOLE 604100 0 0
TIMKEN CO COM 887389104 1018 52200 SH SOLE 52200 0 0
TITANIUM METALS CORP COM 888339108 696 61900 SH SOLE 61900 0 0
TJ INTL INC COM 872534102 558 18000 SH SOLE 18000 0 0
TJX COS INC NEW COM 872540109 12942 388500 SH SOLE 388500 0 0
TMP WORLDWIDE INC COM 872941109 629 9900 SH SOLE 9900 0 0
TNP ENTERPRISES INC COM 872594106 834 23000 SH SOLE 23000 0 0
TOLL BROTHERS INC COM 889478103 810 37800 SH SOLE 37800 0 0
TOOTSIE ROLL INDS INC COM 890516107 896 23203 SH SOLE 23203 0 0
TORCHMARK CORP COM 891027104 8823 258552 SH SOLE 258552 0 0
TORO CO COM 891092108 760 19300 SH SOLE 19300 0 0
TOSCO CORP COM NEW 891490302 11176 430900 SH SOLE 430900 0 0
TOTAL RENAL CARE HLDGS INC COM 89151A107 433 27825 SH SOLE 27825 0 0
TOWER AUTOMOTIVE INC COM 891707101 1341 52700 SH SOLE 52700 0 0
TOYS R US INC COM 892335100 19834 958767 SH SOLE 958767 0 0
TRANS WORLD AIRLS INC COM PAR$.01NEW 893349837 234 47300 SH SOLE 47300 0 0
TRANS WORLD ENTMT CORP COM 89336Q100 148 13200 SH SOLE 13200 0 0
TRANSAMERICA CORP COM 893485102 14389 191854 SH SOLE 191854 0 0
TRANSATLANTIC HLDGS INC COM 893521104 2113 28200 SH SOLE 28200 0 0
TRANSCANADA PIPELINES LTD COM 893526103 4703 497200 SH SOLE 497200 0 0
TRANSOCEAN OFFSHORE INC CAYMON ORD G90076103 651 24800 SH SOLE 24800 0 0
TRAVELERS PPTY CAS CORP CL A 893939108 11123 284300 SH SOLE 284300 0 0
TREDEGAR CORP COM 894650100 330 14650 SH SOLE 14650 0 0
TRENWICK GROUP INC COM 895290104 351 14250 SH SOLE 14250 0 0
TRIGON HEALTHCARE INC COM 89618L100 1666 45800 SH SOLE 45800 0 0
TRINET CORP RLTY TR INC COM 896287109 1251 45200 SH SOLE 45200 0 0
TRINITY INDS INC COM 896522109 1668 49800 SH SOLE 49800 0 0
TRIZEC HAHN CORP SUB VTG 896938107 5818 324702 SH SOLE 324702 0 0
TUPPERWARE CORP COM 899896104 773 30300 SH SOLE 30300 0 0
TV AZTECA S A DE C V SPONSORED ADR 901145102 3453 665700 SH SOLE 665700 0 0
TV GUIDE INC CL A 87307Q109 2154 58800 SH SOLE 58800 0 0
TVX GOLD INC COM 87308K101 1667 2466870 SH SOLE 2466870 0 0
TYCO INTL LTD NEW COM 902124106 965 10186 SH SOLE 10186 0 0
TYSON FOODS INC CL A 902494103 351 15600 SH SOLE 15600 0 0
U S BIOSCIENCE INC COM PAR $0.01 911646206 108 11100 SH SOLE 11100 0 0
U S FOODSERVICE COM 90331R101 588 13800 SH SOLE 13800 0 0
U S G CORP COM NEW 903293405 868 15500 SH SOLE 15500 0 0
U S INDS INC NEW COM 912080108 1265 74420 SH SOLE 74420 0 0
U S WEST INC NEW COM 91273H101 30808 524400 SH SOLE 524400 0 0
UAL CORP COM PAR $0.01 902549500 13306 205900 SH SOLE 205900 0 0
UICI COM 902737105 691 25000 SH SOLE 25000 0 0
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 832 38817 SH SOLE 38817 0 0
ULTRATECH STEPPER INC COM 904034105 721 47900 SH SOLE 47900 0 0
UMB FINL CORP COM 902788108 446 10410 SH SOLE 10410 0 0
UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD UT 90458E107 3200 133000 SH SOLE 133000 0 0
UNICOM CORP COM 904911104 9698 251500 SH SOLE 251500 0 0
UNIFI INC COM 904677101 1173 55200 SH SOLE 55200 0 0
UNILEVER N V N Y SHS NEW 904784709 9831 140942 SH SOLE 140942 0 0
UNION CARBIDE CORP COM 905581104 11659 239163 SH SOLE 239163 0 0
UNION PAC CORP COM 907818108 16648 285500 SH SOLE 285500 0 0
UNION PAC RES GROUP INC COM 907834105 16671 1022014 SH SOLE 1022014 0 0
UNIPHASE CORP COM 909149106 2042 12300 SH SOLE 12300 0 0
UNISOURCE ENERGY CORP COM 909205106 350 29340 SH SOLE 29340 0 0
UNITED AUTO GROUP INC COM 909440109 127 12400 SH SOLE 12400 0 0
UNITED DOMINION REALTY TR INC COM 910197102 2211 188200 SH SOLE 188200 0 0
UNITED HEALTHCARE CORP COM 910581107 22201 354500 SH SOLE 354500 0 0
UNITED ILLUM CO COM 910637107 641 15100 SH SOLE 15100 0 0
UNITED INTL HLDGS INC CL A 910734102 1177 17400 SH SOLE 17400 0 0
UNITED STATES CELLULAR CORP COM 911684108 4435 82900 SH SOLE 82900 0 0
UNITED STATIONERS INC COM 913004107 449 20400 SH SOLE 20400 0 0
UNITED TECHNOLOGIES CORP COM 913017109 16751 232658 SH SOLE 232658 0 0
UNITED WTR RES INC COM 913190104 537 23648 SH SOLE 23648 0 0
UNITRODE CORP COM 913283107 379 13200 SH SOLE 13200 0 0
UNIVERSAL CORP VA COM 913456109 921 32400 SH SOLE 32400 0 0
UNIVERSAL FOODS CORP COM 913538104 937 44350 SH SOLE 44350 0 0
UNOCAL CORP COM 915289102 19533 492935 SH SOLE 492935 0 0
URBAN SHOPPING CTRS INC COM 917060105 2309 73300 SH SOLE 73300 0 0
US BANCORP DEL COM 902973106 4295 128700 SH SOLE 128700 0 0
USA NETWORKS INC COM 902984103 498 12400 SH SOLE 12400 0 0
USFREIGHTWAYS CORP COM 916906100 1274 27500 SH SOLE 27500 0 0
USX MARATHON GROUP COM NEW 902905827 16525 507500 SH SOLE 507500 0 0
USX-U S STL COM 90337T101 1941 71900 SH SOLE 71900 0 0
UTILICORP UTD INC COM 918005109 1078 44350 SH SOLE 44350 0 0
V F CORP COM 918204108 8875 207600 SH SOLE 207600 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 852 23250 SH SOLE 23250 0 0
VALERO ENERGY CORP NEW COM 91913Y100 918 42800 SH SOLE 42800 0 0
VALHI INC NEW COM 918905100 1363 122500 SH SOLE 122500 0 0
VALMONT INDS INC COM 920253101 460 27000 SH SOLE 27000 0 0
VALSPAR CORP COM 920355104 908 23900 SH SOLE 23900 0 0
VALUE CITY DEPT STORES INC COM 920387107 523 42700 SH SOLE 42700 0 0
VALUE LINE INC COM 920437100 589 15100 SH SOLE 15100 0 0
VANTIVE CORP COM 922091103 214 18700 SH SOLE 18700 0 0
VARCO INTL INC COM 922126107 877 81100 SH SOLE 81100 0 0
VARIAN MED SYS INC COM 92220P105 861 34100 SH SOLE 34100 0 0
VARLEN CORP COM 922248109 236 5825 SH SOLE 5825 0 0
VASTAR RES INC COM 922380100 2905 55400 SH SOLE 55400 0 0
VENATOR GROUP INC COM 922944103 994 95200 SH SOLE 95200 0 0
VERITAS DGC INC COM 92343P107 740 40400 SH SOLE 40400 0 0
VERITAS SOFTWARE CO COM 923436109 627 6600 SH SOLE 6600 0 0
VESTA INS GROUP INC COM 925391104 203 44000 SH SOLE 44000 0 0
VETERINARY CTRS AMER INC COM 925514101 446 32900 SH SOLE 32900 0 0
VIACOM INC CL B 925524308 34433 782558 SH SOLE 782558 0 0
VINA CONCHA Y TORO S A SPONSORED ADR 927191106 238 6600 SH SOLE 6600 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 1669 79456 SH SOLE 79456 0 0
VISX INC DEL COM 92844S105 3476 43900 SH SOLE 43900 0 0
VITRO SOCIEDAD ANONIMA SPONSORED ADR 928502301 5232 1020800 SH SOLE 1020800 0 0
VIVUS INC COM 928551100 271 103300 SH SOLE 103300 0 0
VODAFONE GROUP PLC SPONSORED ADR 92857T107 24684 125300 SH SOLE 125300 0 0
VORNADO OPERATING CO COM 92904N103 140 17530 SH SOLE 17530 0 0
VORNADO RLTY TR SH BEN INT 929042109 9856 279116 SH SOLE 279116 0 0
VULCAN MATLS CO COM 929160109 2726 56500 SH SOLE 56500 0 0
WABASH NATL CORP COM 929566107 868 44800 SH SOLE 44800 0 0
WADDELL & REED FINL INC CL B 930059209 397 14691 SH SOLE 14691 0 0
WAL MART STORES INC COM 931142103 134260 2782600 SH SOLE 2782600 0 0
WALDEN RESIDENTIAL PPTYS INC COM 931210108 1013 47100 SH SOLE 47100 0 0
WALGREEN CO COM 931422109 20880 710800 SH SOLE 710800 0 0
WALLACE COMPUTER SERVICES INC COM 932270101 987 39500 SH SOLE 39500 0 0
WARNACO GROUP INC CL A 934390105 1059 39600 SH SOLE 39600 0 0
WARNER LAMBERT CO COM 934488107 4734 68488 SH SOLE 68488 0 0
WASHINGTON FED INC COM 938824109 1065 47474 SH SOLE 47474 0 0
WASHINGTON POST CO CL B 939640108 3495 6500 SH SOLE 6500 0 0
WASTE MGMT INC DEL COM 94106L109 525 9760 SH SOLE 9760 0 0
WATERS CORP COM 941848103 552 10400 SH SOLE 10400 0 0
WATKINS JOHNSON CO COM 942486101 499 16900 SH SOLE 16900 0 0
WATSON PHARMACEUTICALS INC COM 942683103 217 6200 SH SOLE 6200 0 0
WATTS INDS INC CL A 942749102 418 21800 SH SOLE 21800 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 662 36800 SH SOLE 36800 0 0
WEATHERFORD INTL INC COM 947074100 1205 32900 SH SOLE 32900 0 0
WEBB DEL CORP COM 947423109 602 25200 SH SOLE 25200 0 0
WEEKS CORP COM 94856P102 1516 49700 SH SOLE 49700 0 0
WEIS MKTS INC COM 948849104 720 18400 SH SOLE 18400 0 0
WELLMAN INC COM 949702104 1074 67400 SH SOLE 67400 0 0
WELLPOINT HEALTH NETWORK NEW COM 94973H108 13444 158400 SH SOLE 158400 0 0
WELLS FARGO & CO NEW COM 949746101 3052 71400 SH SOLE 71400 0 0
WENDYS INTL INC COM 950590109 1559 54700 SH SOLE 54700 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 416 10600 SH SOLE 10600 0 0
WESTCOAST ENERGY INC COM 95751D102 1841 137930 SH SOLE 137930 0 0
WESTERN DIGITAL CORP COM 958102105 309 47500 SH SOLE 47500 0 0
WESTERN GAS RES INC COM 958259103 936 58500 SH SOLE 58500 0 0
WESTERN RES INC COM 959425109 1179 44300 SH SOLE 44300 0 0
WESTERN WIRELESS CORP CL A 95988E204 265 9800 SH SOLE 9800 0 0
WESTFIELD AMER INC COM 959910100 1877 124600 SH SOLE 124600 0 0
WESTINGHOUSE AIR BRAKE CO NEW COM 960386100 226 8700 SH SOLE 8700 0 0
WESTPOINT STEVENS INC COM 961238102 957 32100 SH SOLE 32100 0 0
WESTVACO CORP COM 961548104 737 25400 SH SOLE 25400 0 0
WEYERHAEUSER CO COM 962166104 4971 72300 SH SOLE 72300 0 0
WHIRLPOOL CORP COM 963320106 11335 153171 SH SOLE 153171 0 0
WHITMAN CORP NEW COM 96647R107 265 14700 SH SOLE 14700 0 0
WHITTMAN-HART INC COM 966834103 867 27300 SH SOLE 27300 0 0
WILEY JOHN & SONS INC CL A 968223206 659 37400 SH SOLE 37400 0 0
WILLAMETTE INDS INC COM 969133107 6914 150100 SH SOLE 150100 0 0
WILLIAMS COS INC DEL COM 969457100 1236 29031 SH SOLE 29031 0 0
WILLIAMS SONOMA INC COM 969904101 522 15000 SH SOLE 15000 0 0
WISCONSIN CENT TRANSN CORP COM 976592105 732 38800 SH SOLE 38800 0 0
WOLVERINE WORLD WIDE INC COM 978097103 647 46200 SH SOLE 46200 0 0
WORLD ACCESS INC COM 98141A101 626 44300 SH SOLE 44300 0 0
WORLD COLOR PRESS INC DEL COM 981443104 1108 40300 SH SOLE 40300 0 0
XILINX INC COM 983919101 1626 28400 SH SOLE 28400 0 0
XIRCOM INC COM 983922105 667 22200 SH SOLE 22200 0 0
XL CAP LTD CL A G98255105 1018 18025 SH SOLE 18025 0 0
YELLOW CORP COM 985509108 426 24000 SH SOLE 24000 0 0
YORK INTL CORP NEW COM 986670107 1571 36700 SH SOLE 36700 0 0
ZALE CORP NEW COM 988858106 1240 31000 SH SOLE 31000 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 600 15600 SH SOLE 15600 0 0
</TABLE>
|
|