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Name of Issuer Title of ClaIdentifierFair market Valu Shares Invest DiscretiVoting Authority
<S> <C> <C> <C> <C> <C> <C>
3COM CORP Domestic 885535104 35,198,625.00 1,224,300.00SOLE 1,224,300.00
AAR CORP Domestic 000361105 810,000.00 45,000.00SOLE 45,000.00
ABB LTD Ordinary Int5661190 11,465,413.83 111,000.00SOLE 111,000.00
ABB LTD 144A ADR ADR 000375105 29,517,740.24 289,474.75SOLE 289,474.75
ABB LTD COMM STK Ordinary Int5702259 4,101,593.32 39,982.00SOLE 39,982.00
ABBEY NATIONAL Ordinary Int0004455 10,831,082.65 611,800.00SOLE 611,800.00
ABBOTT LABS Domestic 002824100 192,611,999.99 5,250,000.00SOLE 5,250,000.00
ABERCROMBIE & FITCH CO Domestic 002896207 21,146,310.40 620,800.00SOLE 620,800.00
ABM INDUSTRIES INC Domestic 000957100 1,895,512.50 74,700.00SOLE 74,700.00
ABN AMRO HLDG NV ADR 2003739 32,370,768.30 1,430,752.19SOLE 1,430,752.19
ABN AMRO HOLDINGS NV Ordinary Int5250769 13,422,962.46 597,360.00SOLE 597,360.00
ACCOR Ordinary Int4112321 16,970,980.06 72,800.00SOLE 72,800.00
ACCOR 1.0% 3/29/02 144A CV Intl Conv 5638310 1,821,066.87 1,800.00SOLE 1,800.00
ACERINOX SA Ordinary Int5500118 3,922,940.12 126,500.00SOLE 126,500.00
ACNEILSEN CORP Domestic 004833109 5,286,304.00 233,000.00SOLE 233,000.00
ACTION PERFORMANCE COS INC Domestic 004933107 1,320,650.10 62,700.00SOLE 62,700.00
ACUSON Domestic 005113105 828,750.00 65,000.00SOLE 65,000.00
ACXIOM CORP Domestic 005125109 6,122,844.00 311,500.00SOLE 311,500.00
ADAC LABS Domestic 005313200 409,202.10 41,700.00SOLE 41,700.00
ADAPTIVE BROADBAND CORP Domestic 00650M104 2,529,250.00 75,500.00SOLE 75,500.00
ADC TELECOMMUNICATIONS INC Domestic 000886101 9,645,740.00 230,000.00SOLE 230,000.00
ADECCO SA CHF10(REGD) Ordinary Int5683097 7,717,391.04 13,803.00SOLE 13,803.00
ADOBE SYS INC Domestic 00724F101 29,192,200.00 257,200.00SOLE 257,200.00
ADTRAN INC Domestic 00738A106 2,873,475.00 75,000.00SOLE 75,000.00
ADVANCED MICRO DEVICES INC Domestic 007903107 10,290,455.60 598,700.00SOLE 598,700.00
ADVANCED TISSUE SCI Domestic 00755F103 461,700.00 150,000.00SOLE 150,000.00
ADVANTEST CORP Ordinary Int6870490 2,892,833.64 20,000.00SOLE 20,000.00
ADVO INC Domestic 007585102 1,894,110.00 95,000.00SOLE 95,000.00
AEGON NV Ordinary Int5462304 4,990,788.17 58,000.00SOLE 58,000.00
AEGON NV- AMERICAN REG SHR ADR 007924103 6,096,707.71 70,482.17SOLE 70,482.17
AEGON NV- AMERICAN REG SHR ADR 2008411 26,191,594.50 302,793.00SOLE 302,793.00
AES CORP Domestic 00130H105 28,802,325.00 488,175.00SOLE 488,175.00
AES TRUST 5.375% Domestic 001033208 7,494,581.25 90,025.00SOLE 90,025.00
AETNA INC. Domestic 008117103 17,483,750.00 355,000.00SOLE 355,000.00
AFC CABLE SYSTEMS INC Domestic 000950105 3,612,500.00 85,000.00SOLE 85,000.00
AFFILIATED COMPUTER SVCS - A Domestic 008190100 8,348,437.50 205,500.00SOLE 205,500.00
AFLAC INC Domestic 001055102 47,092,625.00 1,124,600.00SOLE 1,124,600.00
AGGREGATE IND Ordinary Int0323826 1,783,867.47 1,600,000.00SOLE 1,600,000.00
AGL RESOURCES INC. Domestic 001204106 3,537,625.00 217,700.00SOLE 217,700.00
AGRIBRANDS INTERNATIONAL INC Domestic 00849R105 1,488,750.00 30,000.00SOLE 30,000.00
AHOLD (KONINKLIJKE) NV Ordinary Int5252602 6,485,376.94 197,082.00SOLE 197,082.00
AIR EXPRESS INTL CORP Domestic 009104100 3,282,953.60 144,700.00SOLE 144,700.00
AIR LIQUIDE(L') Ordinary Int4011406 3,865,390.14 24,360.00SOLE 24,360.00
AIR LIQUIDE(L')PRIME DE FIDELI Ordinary Int5007880 2,641,984.65 16,650.00SOLE 16,650.00
AIR PRODUCTS & CHEMICALS INC Domestic 009158106 29,378,700.00 1,004,400.00SOLE 1,004,400.00
AIRBORNE FGHT CORP Domestic 009266107 2,000,985.00 95,000.00SOLE 95,000.00
AIRGAS INC Domestic 009363102 3,301,500.00 284,000.00SOLE 284,000.00
AK STEEL HOLDING CORP Domestic 001547108 4,852,675.00 265,900.00SOLE 265,900.00
AKZO NOBEL N.V. Ordinary Int5458314 4,450,431.84 105,000.00SOLE 105,000.00
AKZO NOBEL NV-SPON ADR 2011936 17,852,400.00 417,600.00SOLE 417,600.00
ALASKA AIR GROUP INC Domestic 011659109 4,272,240.00 105,000.00SOLE 105,000.00
ALBANY INTL CORP Domestic 012348108 2,376,364.38 157,115.00SOLE 157,115.00
ALBERMARLE CORP Domestic 012653101 3,447,412.50 171,300.00SOLE 171,300.00
ALBERTO CULVER CO Domestic 013068101 3,228,250.06 139,600.00SOLE 139,600.00
ALBERTSONS INC Domestic 013104104 49,867,776.79 1,260,465.00SOLE 1,260,465.00
ALCAN ALUM LTD Domestic 013716105 31,368,750.00 1,003,800.00SOLE 1,003,800.00
ALCATEL ADR 2216593 7,669,572.75 276,381.00SOLE 276,381.00
ALCATEL ALSTHOM Ordinary Int4216825 9,577,427.29 69,500.00SOLE 69,500.00
ALCOA INC Domestic 013817101 77,578,749.99 1,250,000.00SOLE 1,250,000.00
ALEXANDER & BALDWIN INC Domestic 014482103 3,139,562.50 131,500.00SOLE 131,500.00
ALITALIA Ordinary Int5140343 1,411,060.58 500,000.00SOLE 500,000.00
ALLEGHENY ENERGY INC Domestic 017361106 16,259,437.51 510,100.00SOLE 510,100.00
ALLEGHENY TELEDYNE INC. Domestic 017415100 7,926,187.52 469,700.00SOLE 469,700.00
ALLEN TELECOM INC COM Domestic 018091108 1,560,000.00 160,000.00SOLE 160,000.00
ALLERGAN INC Domestic 018490102 34,144,000.00 310,400.00SOLE 310,400.00
ALLIANCE PHARMACEUTICAL Domestic 018773101 334,158.00 66,000.00SOLE 66,000.00
ALLIANT ENERGY CORP Domestic 018802108 8,068,283.20 291,400.00SOLE 291,400.00
ALLIANT TECHSYSTEMS INC Domestic 018804104 1,913,038.80 27,600.00SOLE 27,600.00
ALLIANZ AG Ordinary Int5231485 41,192,143.42 142,941.00SOLE 142,941.00
ALLIED IRISH BANKS ADR 2019703 27,549,354.01 1,083,000.00SOLE 1,083,000.00
ALLIED IRISH BANKS PLC Ordinary Int4020684 4,650,775.82 387,500.00SOLE 387,500.00
ALLIED WASTE INDS INC Domestic 019589308 7,326,038.40 626,800.00SOLE 626,800.00
ALLIED ZURICH PLC Ordinary Int0287579 22,206,729.16 1,891,216.00SOLE 1,891,216.00
ALLIEDSIGNAL INC Domestic 019512102 110,585,610.00 1,845,000.00SOLE 1,845,000.00
ALLMANIJ NV Ordinary Int4021104 2,906,534.54 53,515.00SOLE 53,515.00
ALLMERICA FINANCIAL CORP. Domestic 019754100 8,305,800.00 174,400.00SOLE 174,400.00
ALLSTATE CORP Domestic 020002101 69,452,330.01 2,785,000.00SOLE 2,785,000.00
ALLTEL CORP Domestic 020039103 65,096,875.04 925,000.00SOLE 925,000.00
ALMANIJ(ALGEM MAA) NPV Ordinary Int5285880 27.42 515.00SOLE 515.00
ALPHA INDUSTRIES INC Domestic 020753109 4,512,480.00 80,000.00SOLE 80,000.00
ALPHARMA INC Domestic 020813101 2,715,569.71 76,900.00SOLE 76,900.00
ALTERA CORP Domestic 021441100 32,995,362.50 760,700.00SOLE 760,700.00
ALUSUISSE-LONZA HDCHF125 Ordinary Int4780524 22,973,210.71 19,950.00SOLE 19,950.00
ALZA CORP Domestic 022615108 12,318,156.36 287,720.00SOLE 287,720.00
AMADA Ordinary Int6022105 1,674,837.99 240,000.00SOLE 240,000.00
AMBAC FINANCIAL GROUP INC Domestic 023139108 13,028,125.01 275,000.00SOLE 275,000.00
AMCAST INDL CORP Domestic 023395106 266,260.00 20,000.00SOLE 20,000.00
AMCOL INTL CORP Domestic 02341W103 1,143,125.00 77,500.00SOLE 77,500.00
AMCOR LIMITED Ordinary Int6066608 4,364,921.39 910,000.00SOLE 910,000.00
AMERADA HESS CORP Domestic 023551104 15,618,750.00 255,000.00SOLE 255,000.00
AMEREN CORP Domestic 023608102 17,583,045.00 465,000.00SOLE 465,000.00
AMERICA ONLINE INC DEL Domestic 02364J104 339,869,757.98 3,266,000.00SOLE 3,266,000.00
AMERICAN EAGLE OUTFITTERS Domestic 02553E106 1,695,330.00 35,000.00SOLE 35,000.00
AMERICAN ELEC PWR INC Domestic 025537101 12,285,000.02 360,000.00SOLE 360,000.00
AMERICAN EXPRESS CO Domestic 025816109 200,205,000.00 1,483,000.00SOLE 1,483,000.00
AMERICAN FINANCIAL GRP (NEW) Domestic 025932104 4,911,025.00 175,000.00SOLE 175,000.00
AMERICAN FREIGHTWAYS CORP Domestic 02629V108 2,182,560.00 120,000.00SOLE 120,000.00
AMERICAN GENERAL CORP Domestic 026351106 69,575,000.00 1,100,000.00SOLE 1,100,000.00
AMERICAN GREETINGS CORP Domestic 026375105 5,021,250.00 195,000.00SOLE 195,000.00
AMERICAN HOME PRODS CORP Domestic 026609107 162,887,500.00 3,925,000.00SOLE 3,925,000.00
AMERICAN INTL GROUP INC Domestic 026874107 480,810,609.00 5,530,500.00SOLE 5,530,500.00
AMERICAN MGMT SYS INC Domestic 027352103 3,756,038.40 146,400.00SOLE 146,400.00
AMERICAN PWR CONVERSION CORP Domestic 029066107 15,101,200.00 794,800.00SOLE 794,800.00
AMERICAN STATES WATER COMPANY Domestic 029899101 1,855,000.00 56,000.00SOLE 56,000.00
AMERICAN STD COS INC DEL Domestic 029712106 11,394,375.01 295,000.00SOLE 295,000.00
AMERICAN WATER WORKS INC Domestic 030411102 8,727,700.80 301,600.00SOLE 301,600.00
AMERICREDIT CORP Domestic 03060R101 4,185,627.60 280,200.00SOLE 280,200.00
AMERITECH CORP NEW Domestic 030954101 255,986,250.00 3,835,000.00SOLE 3,835,000.00
AMES DEPT. STORES INC. Domestic 030789507 3,251,250.00 102,000.00SOLE 102,000.00
AMETEK INC Domestic 031100100 2,179,430.00 110,000.00SOLE 110,000.00
AMGEN INC Domestic 031162100 160,962,500.00 1,975,000.00SOLE 1,975,000.00
AMP LIMITED Ordinary Int6115715 2,794,176.19 300,000.00SOLE 300,000.00
AMR CORP DEL Domestic 001765106 23,653,000.00 434,000.00SOLE 434,000.00
AMRESCO INC Domestic 031909104 300,000.00 100,000.00SOLE 100,000.00
AMSOUTH BANCORPORATION Domestic 032165102 11,201,020.19 477,900.00SOLE 477,900.00
ANADARKO PETE CORP Domestic 032511107 16,351,205.02 535,000.00SOLE 535,000.00
ANALOG DEVICES INC Domestic 032654105 34,149,668.75 666,335.00SOLE 666,335.00
ANALOGIC CORP Domestic 032657207 1,183,612.50 37,500.00SOLE 37,500.00
ANALYSTS INTL CORP Domestic 032681108 1,261,600.00 121,600.00SOLE 121,600.00
ANCHOR BANCORP WISCONSIN INC. Domestic 032839102 658,125.00 40,500.00SOLE 40,500.00
ANCHOR GAMING Domestic 033037102 3,581,900.00 60,200.00SOLE 60,200.00
ANDREW CORP Domestic 034425108 2,974,600.01 171,200.00SOLE 171,200.00
ANGELICA CORP Domestic 034663104 173,650.00 15,100.00SOLE 15,100.00
ANHEUSER-BUSCH COS INC Domestic 035229103 131,368,125.04 1,875,000.00SOLE 1,875,000.00
ANIXTER INTL INC Domestic 035290105 3,885,075.00 167,100.00SOLE 167,100.00
ANNTAYLOR STORES CORP Domestic 036115103 7,500,562.50 183,500.00SOLE 183,500.00
AON CORP Domestic 037389103 22,827,070.45 772,150.00SOLE 772,150.00
AOYAMA TRADING Ordinary Int6045878 3,516,483.48 104,000.00SOLE 104,000.00
APACHE CORP Domestic 037411105 17,348,619.61 401,700.00SOLE 401,700.00
APEX INC. Domestic 037548104 654,080.00 35,000.00SOLE 35,000.00
APOGEE ENTERPRISES INC Domestic 037598109 738,255.00 105,000.00SOLE 105,000.00
APOLLO GROUP INC. Domestic 037604105 6,802,250.01 322,000.00SOLE 322,000.00
APPLE COMPUTER INC Domestic 037833100 48,497,757.97 766,000.00SOLE 766,000.00
APPLEBEES INTL INC Domestic 037899101 3,368,800.00 100,000.00SOLE 100,000.00
APPLIED INDUSTRIAL TECH INC Domestic 03820C105 1,530,000.00 85,000.00SOLE 85,000.00
APPLIED MAGNETICS CORP Domestic 038213104 41,125.00 47,000.00SOLE 47,000.00
APPLIED MAGNETICS CORP Domestic 038213112 2,709.40 87,400.00SOLE 87,400.00
APPLIED MATLS INC Domestic 038222105 108,763,199.98 1,400,000.00SOLE 1,400,000.00
APPLIED MICRO CIRCUITS CORP Domestic 03822W109 570,000.00 10,000.00SOLE 10,000.00
APPLIED PWR INC Domestic 038225108 4,568,400.01 150,400.00SOLE 150,400.00
APRIA HEALTHCARE GROUP INC Domestic 037933108 1,675,000.00 100,000.00SOLE 100,000.00
APTARGROUP INC Domestic 038336103 3,611,250.00 135,000.00SOLE 135,000.00
AQUARION CO Domestic 03838W101 683,418.75 19,050.00SOLE 19,050.00
ARCHER DANIELS MIDLAND Domestic 039483102 22,048,585.01 1,818,440.00SOLE 1,818,440.00
ARCTIC CAT INC Domestic 039670104 1,291,005.00 135,000.00SOLE 135,000.00
ARKANSAS BEST CORP Domestic 040790107 495,200.00 40,000.00SOLE 40,000.00
ARMSTRONG WORLD INDS INC Domestic 042476101 9,019,056.60 200,700.00SOLE 200,700.00
ARNOLD INDS INC Domestic 042595108 472,175.00 37,400.00SOLE 37,400.00
ARROW ELECTRS INC Domestic 042735100 6,604,087.52 374,700.00SOLE 374,700.00
ARTESYN TECHNOLOGIES INC Domestic 043127109 758,760.00 40,000.00SOLE 40,000.00
ARVIN INDS INC Domestic 043339100 2,629,730.00 85,000.00SOLE 85,000.00
ASAHI BANK LTD Ordinary Int6499367 8,212,595.04 1,143,000.00SOLE 1,143,000.00
ASAHI CHEMICAL INDUS CO Ordinary Int6054603 2,584,314.81 464,000.00SOLE 464,000.00
ASAHI GLASS CO LTD Ordinary Int6055208 2,997,285.60 433,000.00SOLE 433,000.00
ASARCO INC Domestic 043413103 3,645,000.00 135,000.00SOLE 135,000.00
ASHLAND Domestic 044204105 14,744,562.53 438,500.00SOLE 438,500.00
ASHWORTH INC Domestic 04516H101 308,750.00 65,000.00SOLE 65,000.00
ASIA PULP & PAPER-SPONS ADR ADR 2054469 2,350,000.00 400,000.00SOLE 400,000.00
ASPECT TELECOMMUNICATIONS CO Domestic 045237104 3,660,213.30 215,700.00SOLE 215,700.00
ASPEN TECHNOLOGY INC Domestic 045327103 471,900.00 48,400.00SOLE 48,400.00
ASSICURAZIONI GENERALI SPA Ordinary Int4056719 47,729,843.12 1,436,500.00SOLE 1,436,500.00
ASSOCD BRIT FOODS Ordinary Int0673123 919,974.05 140,712.00SOLE 140,712.00
ASSOCIATED BANC CORP Domestic 045487105 8,829,871.99 244,000.00SOLE 244,000.00
ASSOCIATES FIRST CAPITAL CORP Domestic 046008108 90,287,928.00 2,507,998.00SOLE 2,507,998.00
ASTEC INDUSTRIES INC Domestic 046224101 1,312,400.01 54,400.00SOLE 54,400.00
ASTORIA FINL CORP Domestic 046265104 6,583,575.00 214,100.00SOLE 214,100.00
ASTRAZENECA Ordinary Int5659902 17,541,052.94 421,088.00SOLE 421,088.00
ASTRAZENECA PLC ADR 2989022 32,756,425.00 775,300.00SOLE 775,300.00
ASTRAZENECA PLC Ordinary Int0989529 2,234,804.51 53,300.00SOLE 53,300.00
AT&T CORP Domestic 001957109 461,171,862.02 10,601,652.00SOLE 10,601,652.00
ATLANTIC COAST AIRLINES HLDG Domestic 048396105 621,250.00 35,000.00SOLE 35,000.00
ATLANTIC RICHFIELD CO Domestic 048825103 101,918,750.07 1,150,000.00SOLE 1,150,000.00
ATLAS COPCO AB ADR 2062019 9,974,298.20 360,200.00SOLE 360,200.00
ATLAS COPCO AB-B SHS Ordinary Int4050982 3,115,089.03 112,500.00SOLE 112,500.00
ATLS COP S/R NEW(RTS 6/10/99) Ordinary Int5769287 130,367.16 112,500.00SOLE 112,500.00
ATMEL CORP Domestic 049513104 12,848,940.00 380,000.00SOLE 380,000.00
ATMOS ENERGY CORP Domestic 049560105 3,457,112.50 143,300.00SOLE 143,300.00
AUSPEX SYS INC Domestic 052116100 443,750.00 50,000.00SOLE 50,000.00
AUSTRALIAN GAS LIGHT COMPANY Ordinary Int6064969 3,319,508.84 561,433.00SOLE 561,433.00
AUSTRIA TABAKWERKE AG Ordinary Int5355921 1,343,947.35 28,500.00SOLE 28,500.00
AUTHENTIC FITNESS CORP Domestic 052661105 1,580,670.00 90,000.00SOLE 90,000.00
AUTOBACS SEVEN CO Ordinary Int6068422 2,497,041.38 42,000.00SOLE 42,000.00
AUTODESK INC Domestic 052769106 1,844,062.51 84,300.00SOLE 84,300.00
AUTOMATIC DATA PROCESSING IN Domestic 053015103 93,846,375.04 2,103,000.00SOLE 2,103,000.00
AUTOZONE INC Domestic 053332102 8,113,013.31 289,100.00SOLE 289,100.00
AVERY DENNISON CORP Domestic 053611109 28,606,325.00 542,300.00SOLE 542,300.00
AVIATION SALES COMPANY Domestic 053672101 773,300.00 40,700.00SOLE 40,700.00
AVID TECHNOLOGY INC Domestic 05367P100 2,034,375.00 155,000.00SOLE 155,000.00
AVNET INC Domestic 053807103 4,452,000.00 106,000.00SOLE 106,000.00
AVON PRODS INC Domestic 054303102 16,252,515.02 655,000.00SOLE 655,000.00
AXA Ordinary Int4026927 57,680,644.52 455,915.00SOLE 455,915.00
AXA CHINA REGION LIMITED Ordinary Int6626723 3,519,143.14 5,360,000.00SOLE 5,360,000.00
AXA-UAP CVG WTS 31/7/01 Ordinary Int5495582 37,145.51 4,000.00SOLE 4,000.00
AZTAR CORP Domestic 054802103 1,993,625.00 194,500.00SOLE 194,500.00
BAKER (J.) INC Domestic 057232100 354,375.00 45,000.00SOLE 45,000.00
BAKER HUGHES INC Domestic 057224107 38,120,268.00 1,314,492.00SOLE 1,314,492.00
BALDOR ELEC CO Domestic 057741100 2,778,204.60 146,700.00SOLE 146,700.00
BALL CORP Domestic 058498106 10,923,217.72 247,900.00SOLE 247,900.00
BANCA COMMERCIALE ITALIANA ORD Ordinary Int4072942 20,456,293.34 2,964,300.00SOLE 2,964,300.00
BANCA INTESA SPA Ordinary Int4076836 4,603,784.83 1,100,000.00SOLE 1,100,000.00
BANCO COMERCIAL PORTUGUES -R Ordinary Int4070269 2,420,367.83 89,832.00SOLE 89,832.00
BANCO ESPIRITO SANTO E-REG Ordinary Int4058061 8,791,591.66 350,250.00SOLE 350,250.00
BANCO POPULAR ESPANOL Ordinary Int5286140 7,251,520.22 105,000.00SOLE 105,000.00
BANCO SANTANDER CNTL HISPANO ADR 2018186 31,186,512.01 3,024,000.00SOLE 3,024,000.00
BANDAG INC Domestic 059815100 1,600,000.00 50,000.00SOLE 50,000.00
BANGOR HYDRO ELEC CO Domestic 060077104 135,300.00 8,200.00SOLE 8,200.00
BANK AUSTRIA Ordinary Int4999621 7,301,684.75 146,660.00SOLE 146,660.00
BANK NEW YORK INC Domestic 064057102 85,982,473.20 2,571,400.00SOLE 2,571,400.00
BANK OF AMERICA CORP Domestic 060505104 347,771,560.01 6,245,000.00SOLE 6,245,000.00
BANK OF EAST ASIA Ordinary Int6075648 1,084,605.68 500,000.00SOLE 500,000.00
BANK OF IRELAND Ordinary Int5728169 553,987.70 68,000.00SOLE 68,000.00
BANK OF IRELAND (LN) Ordinary Int0764403 2,895,108.93 352,142.00SOLE 352,142.00
BANK OF SCOTLAND Ordinary Int0076454 4,181,762.79 350,000.00SOLE 350,000.00
BANK OF YOKOHAMA Ordinary Int6986449 2,932,290.75 837,000.00SOLE 837,000.00
BANK ONE CORP (DE) Domestic 06423A103 142,037,040.00 4,080,000.00SOLE 4,080,000.00
BANKBOSTON CORP COM Domestic 06605R106 60,291,250.03 1,390,000.00SOLE 1,390,000.00
BANKNORTH GROUP INC Domestic 06646L100 2,333,237.50 78,100.00SOLE 78,100.00
BANTA CORP Domestic 066821109 1,771,652.20 79,400.00SOLE 79,400.00
BARCLAYS PLC ORD Ordinary Int0078201 60,063,891.29 2,045,541.00SOLE 2,045,541.00
BARCO N.V. Ordinary Int4089049 378,590.22 3,000.00SOLE 3,000.00
BARD C R INC Domestic 067383109 8,268,969.13 175,700.00SOLE 175,700.00
BARNES & NOBLE INC Domestic 067774109 8,229,000.00 316,500.00SOLE 316,500.00
BARNES GROUP INC. Domestic 067806109 1,103,465.00 55,000.00SOLE 55,000.00
BARR LABS INC Domestic 068306109 2,574,925.00 81,100.00SOLE 81,100.00
BARRATT DEVELOPMENTS PLC Ordinary Int0081180 4,320,355.06 1,001,300.00SOLE 1,001,300.00
BARRETT RES CORP Domestic 068480201 5,429,886.00 147,000.00SOLE 147,000.00
BARRICK GOLD CORP Domestic 067901108 30,147,675.00 1,386,100.00SOLE 1,386,100.00
BASF AG Ordinary Int5086577 8,540,910.10 200,500.00SOLE 200,500.00
BASS ORD GBPO.28 Ordinary Int0243195 11,078,316.90 917,732.00SOLE 917,732.00
BASSETT FURNITURE INDS INC Domestic 070203104 665,000.00 35,000.00SOLE 35,000.00
BATTLE MTN GOLD CO Domestic 071593107 637,600.00 200,000.00SOLE 200,000.00
BAUSCH & LOMB INC Domestic 071707103 10,246,765.20 155,400.00SOLE 155,400.00
BAXTER INTL INC Domestic 071813109 64,020,023.25 1,062,573.00SOLE 1,062,573.00
BAY VEREINSBANK Ordinary Int4325419 8,785,998.01 150,550.00SOLE 150,550.00
BAYER AG ADR 2085652 36,894,030.00 930,000.00SOLE 930,000.00
BAYER AG Ordinary Int5069211 4,048,066.58 101,500.00SOLE 101,500.00
BAYER MOTOREN WERK EUR1 Ordinary Int5756029 6,587,338.79 233,418.00SOLE 233,418.00
BB&T CORPORATION Domestic 054937107 37,147,075.02 1,147,400.00SOLE 1,147,400.00
BCE INC. Ordinary Int2089933 12,520,580.47 252,041.00SOLE 252,041.00
BCO BILBAO VIZCAYA ESP90 Ordinary Int5501906 20,039,829.16 1,520,000.00SOLE 1,520,000.00
BCO SANT CENT HISP Ordinary Int5705946 6,866,210.16 664,000.00SOLE 664,000.00
BCT TELUS COMM NON VTG Ordinary Int2381134 400,012.25 19,432.00SOLE 19,432.00
BCT TELUS COMMUNICATIONS INC Ordinary Int2381093 1,215,925.86 58,297.00SOLE 58,297.00
BE AEROSPACE INC Domestic 073302101 902,512.80 75,600.00SOLE 75,600.00
BEAR STEARNS COS INC Domestic 073902108 19,578,395.30 509,350.00SOLE 509,350.00
BECKMAN COULTER INC Domestic 075811109 6,317,500.00 140,000.00SOLE 140,000.00
BECTON DICKINSON & CO Domestic 075887109 13,133,483.99 468,000.00SOLE 468,000.00
BED BATH & BEYOND INC Domestic 075896100 17,000,830.80 486,600.00SOLE 486,600.00
BEKAERT NV Ordinary Int4089481 1,373,787.29 3,000.00SOLE 3,000.00
BELDEN INC Domestic 077459105 2,056,150.00 100,300.00SOLE 100,300.00
BELL ATLANTIC CORP Domestic 077853109 385,501,551.02 5,727,000.00SOLE 5,727,000.00
BELLSOUTH CORP Domestic 079860102 307,935,000.00 6,843,000.00SOLE 6,843,000.00
BELO A H CORP Domestic 080555105 7,650,000.01 400,000.00SOLE 400,000.00
BEMIS INC Domestic 081437105 3,333,300.03 98,400.00SOLE 98,400.00
BENCHMARK ELECTRONICS INC Domestic 08160H101 1,356,019.20 38,400.00SOLE 38,400.00
BENETTON GROUP SPA ADR 2091671 8,637,600.00 200,000.00SOLE 200,000.00
BENTON OIL & GAS CO Domestic 083288100 295,680.00 110,000.00SOLE 110,000.00
BERGEN BRUNSWIG CORP Domestic 083739102 4,684,312.50 451,500.00SOLE 451,500.00
BEST BUY INC Domestic 086516101 57,610,400.00 929,200.00SOLE 929,200.00
BESTFOODS INC Domestic 08658U101 50,505,520.02 1,040,000.00SOLE 1,040,000.00
BETHLEHEM STEEL CORP Domestic 087509105 1,801,712.50 244,300.00SOLE 244,300.00
BEVERLY ENTERPRISES INC Domestic 087851309 817,700.00 192,400.00SOLE 192,400.00
BG PLC Ordinary Int0154219 14,674,907.69 2,549,613.00SOLE 2,549,613.00
BG PLC (5.1) ADR 2121868 9,582,590.88 334,763.00SOLE 334,763.00
BILLING CONCEPTS CORP Domestic 090063108 850,000.00 170,000.00SOLE 170,000.00
BINDLEY WESTERN INDS Domestic 090324104 1,056,299.40 73,800.00SOLE 73,800.00
BIO-TECHNOLOGY GENERAL CORP Domestic 090578105 1,151,280.00 120,000.00SOLE 120,000.00
BIOCHEM PHARMA INC ADR 2451844 9,575,200.00 400,000.00SOLE 400,000.00
BIOGEN INC Domestic 090597105 49,384,225.80 626,600.00SOLE 626,600.00
BIOMATRIX INC Domestic 09060P102 2,080,002.60 92,700.00SOLE 92,700.00
BIOMET INC Domestic 090613100 5,554,674.31 211,100.00SOLE 211,100.00
BIRMINGHAM STL CORP Domestic 091250100 844,850.00 110,800.00SOLE 110,800.00
BISYS GROUP INC Domestic 055472104 4,470,141.80 95,300.00SOLE 95,300.00
BJ SVCS CO Domestic 055482103 9,795,222.70 307,900.00SOLE 307,900.00
BJ'S WHOLESALE CLUB INC Domestic 05548J106 10,024,813.30 339,100.00SOLE 339,100.00
BLACK & DECKER CORP Domestic 091797100 23,131,834.40 506,300.00SOLE 506,300.00
BLACK BOX CORP Domestic 091826107 2,362,500.00 45,000.00SOLE 45,000.00
BLACK HILLS CORP Domestic 092113109 2,692,651.50 115,500.00SOLE 115,500.00
BLANCH E W HLDGS INC Domestic 093210102 1,302,500.00 20,000.00SOLE 20,000.00
BLOCK H & R INC Domestic 093671105 19,607,913.22 451,400.00SOLE 451,400.00
BLOUNT INTL INC NEW Domestic 095180105 30,928.50 2,291.00SOLE 2,291.00
BLUE CIRCLE INDUSTRIES ORD Ordinary Int0105853 7,327,505.25 1,226,746.00SOLE 1,226,746.00
BLYTH INDUSTRIES INC. Domestic 09643P108 4,582,687.90 163,300.00SOLE 163,300.00
BMC INDS INC MINN Domestic 055607105 1,382,749.90 112,300.00SOLE 112,300.00
BMC SOFTWARE INC Domestic 055921100 71,920,815.01 1,005,000.00SOLE 1,005,000.00
BOB EVANS FARMS INC Domestic 096761101 509,375.01 25,000.00SOLE 25,000.00
BOC GROUP Ordinary Int0108120 19,109,098.42 915,819.00SOLE 915,819.00
BOEHLER-UDDEHOLM AG Ordinary Int4121305 2,370,581.79 53,000.00SOLE 53,000.00
BOEING CO Domestic 097023105 147,695,625.08 3,465,000.00SOLE 3,465,000.00
BOISE CASCADE CORP Domestic 097383103 7,881,539.42 216,300.00SOLE 216,300.00
BOLIDEN LTD Ordinary Int5675027 1,731,259.82 117,239.00SOLE 117,239.00
BOMBARDIER INC 'B' Ordinary Int2109723 11,599,183.40 700,000.00SOLE 700,000.00
BOMBAY CORP Domestic 097924104 784,765.00 155,000.00SOLE 155,000.00
BOOKER PLC Ordinary Int0110523 778,136.43 350,000.00SOLE 350,000.00
BOOTS COMPANY PLC ORD Ordinary Int0111441 4,904,052.33 439,858.00SOLE 439,858.00
BORD TELECOM EIREANN Ordinary Int0723147 436,097.59 100,000.00SOLE 100,000.00
BORDERS GROUP INC Domestic 099709107 5,272,992.00 359,000.00SOLE 359,000.00
BORG WARNER AUTOMOTIVE INC Domestic 099724106 4,297,420.00 99,940.00SOLE 99,940.00
BOSTON SCIENTIFIC CORP Domestic 101137107 27,559,125.00 1,113,500.00SOLE 1,113,500.00
BOUYGUES Ordinary Int4115159 12,939,414.91 40,800.00SOLE 40,800.00
BOWATER INC Domestic 102183100 10,237,500.00 195,000.00SOLE 195,000.00
BOWNE & CO INC Domestic 103043105 1,697,500.00 140,000.00SOLE 140,000.00
BP AMOCO PLC Ordinary Int0138495 72,823,801.93 3,983,790.00SOLE 3,983,790.00
BP AMOCO PLC ADR ADR 2138556 91,536,746.21 826,047.00SOLE 826,047.00
BPI-SGPS S.A. -REG SHS Ordinary Int4072566 8,518,872.75 417,065.00SOLE 417,065.00
BQE NATL PARIS Ordinary Int4133667 35,331,085.67 442,645.00SOLE 442,645.00
BQE NATL PARIS WTS(15/7/2002) Ordinary Int5759943 439,179.34 52,871.00SOLE 52,871.00
BRADY CORP Domestic 104674106 3,011,200.00 94,100.00SOLE 94,100.00
BRAMBLES Ordinary Int6120009 13,030,156.69 450,000.00SOLE 450,000.00
BRIDGESTONE CORP. Ordinary Int6132101 16,821,451.90 601,000.00SOLE 601,000.00
BRIGGS & STRATTON CORP Domestic 109043109 11,266,375.01 193,000.00SOLE 193,000.00
BRIGHTPOINT INC. Domestic 109473108 1,044,095.40 143,400.00SOLE 143,400.00
BRINKER INTL INC Domestic 109641100 8,422,005.60 311,200.00SOLE 311,200.00
BRISTOL MYERS SQUIBB CO Domestic 110122108 486,654,750.00 7,209,700.00SOLE 7,209,700.00
BRITISH AEROSPACE GBP0.025 Ordinary Int0263494 16,600,879.52 2,521,988.00SOLE 2,521,988.00
BRITISH AIRPORT AUTHORITY-BAA Ordinary Int0067340 10,067,614.44 993,218.00SOLE 993,218.00
BRITISH AIRWAYS PLC ORD Ordinary Int0129057 8,792,467.32 1,561,100.00SOLE 1,561,100.00
BRITISH AMERICAN TOBACCO PLC Ordinary Int0287580 11,731,689.26 1,367,316.00SOLE 1,367,316.00
BRITISH LAND COMPANY PLC Ordinary Int0136701 2,127,248.77 272,800.00SOLE 272,800.00
BRITISH SKY BROADCASTING PLC Ordinary Int0141192 1,930,107.70 200,000.00SOLE 200,000.00
BRITISH STEEL PLC ADR 2138620 3,862,500.00 150,000.00SOLE 150,000.00
BRITISH STEEL PLC Ordinary Int0141147 1,218,365.66 480,400.00SOLE 480,400.00
BRITISH TELECOM Ordinary Int0140843 74,915,253.97 4,949,950.00SOLE 4,949,950.00
BRITISH TELECOMM PLC ADR 2138932 23,349,156.60 150,700.00SOLE 150,700.00
BROKEN HILL PROPRIETARY LTD ADR 2144337 10,240,695.00 440,460.00SOLE 440,460.00
BROKEN HILL PTY Ordinary Int6144690 6,565,491.76 570,000.00SOLE 570,000.00
BROWN FORMAN CORP Domestic 115637209 8,033,900.02 128,800.00SOLE 128,800.00
BROWN SHOE COMPANY INC Domestic 115736100 1,281,910.00 70,000.00SOLE 70,000.00
BRUNSWICK CORP Domestic 117043109 9,022,162.51 362,700.00SOLE 362,700.00
BRUSH WELLMAN INC Domestic 117421107 503,798.40 34,300.00SOLE 34,300.00
BRYANT GROUP PLC Ordinary Int0149408 2,278,016.60 1,102,197.00SOLE 1,102,197.00
BUCKEYE TECHNOLOGIES COM Domestic 118255108 1,752,349.61 111,700.00SOLE 111,700.00
BUFFETS INC Domestic 119882108 1,220,625.00 105,000.00SOLE 105,000.00
BUILDING MATERIAL HOLDING CP Domestic 120113105 190,000.00 19,000.00SOLE 19,000.00
BURLINGTON INDUSTRIES INC Domestic 121693105 720,000.00 160,000.00SOLE 160,000.00
BURLINGTON NORTH SANTA FE CORP Domestic 12189T104 43,477,500.00 1,581,000.00SOLE 1,581,000.00
BURLINGTON RES INC Domestic 122014103 18,375,000.00 500,000.00SOLE 500,000.00
BURR BROWN CORP Domestic 122574106 5,332,500.00 135,000.00SOLE 135,000.00
BUTLER MFG CO DEL Domestic 123655102 1,265,250.00 48,200.00SOLE 48,200.00
C CORNET CORP Domestic 125010108 1,792,125.00 59,000.00SOLE 59,000.00
C&D TECHNOLOGIES INC. Domestic 124661109 1,634,085.00 45,000.00SOLE 45,000.00
C-CUBE MICROSYSTEMS INC Domestic 125015107 7,747,350.00 178,100.00SOLE 178,100.00
CABLE & WIRELESS OPTUS NPV Ordinary Int6133160 5,517,266.72 2,561,901.00SOLE 2,561,901.00
CABLE & WIRELESS PLC ADR 2162403 16,562,500.01 500,000.00SOLE 500,000.00
CABLE & WIRELESS PLC Ordinary Int0162557 12,477,513.11 1,147,100.00SOLE 1,147,100.00
CABLE DESIGN TECHNOLOGIES Domestic 126924109 3,275,946.80 143,600.00SOLE 143,600.00
CABLETRON SYS INC Domestic 126920107 5,573,946.40 355,300.00SOLE 355,300.00
CABOT CORP Domestic 127055101 6,768,750.00 285,000.00SOLE 285,000.00
CABOT OIL & GAS CORP Domestic 127097103 1,447,275.00 83,900.00SOLE 83,900.00
CADBURY SCHWEPPES NEW Ordinary Int0610700 7,919,062.47 1,138,942.00SOLE 1,138,942.00
CADBURY SCHWEPPES PLC ADR 2162652 6,959,544.93 251,356.00SOLE 251,356.00
CADENCE DESIGN SYS INC Domestic 127387108 12,818,600.00 958,400.00SOLE 958,400.00
CALIFORNIA WATER SVC. GROUP Domestic 130788102 547,500.00 20,000.00SOLE 20,000.00
CALLAWAY GOLF CORP Domestic 131193104 3,229,820.00 265,000.00SOLE 265,000.00
CALPINE CORP. Domestic 131347106 4,253,150.00 50,000.00SOLE 50,000.00
CAMBREX CORP Domestic 132011107 3,040,370.01 115,000.00SOLE 115,000.00
CAMBRIDGE TECHNOLOGY PARTNER Domestic 132524109 2,106,850.00 145,300.00SOLE 145,300.00
CAMPBELL SOUP CO Domestic 134429109 51,832,800.09 1,324,800.00SOLE 1,324,800.00
CANADIAN NATL RAILWAY CO Ordinary Int2180632 6,070,091.87 200,000.00SOLE 200,000.00
CANADIAN NATURAL RESOURCES Ordinary Int2171573 7,022,796.87 300,000.00SOLE 300,000.00
CANADIAN PACIFIC LIMITED ADR 2171777 9,125,200.00 400,000.00SOLE 400,000.00
CANAL PLUS ORD Ordinary Int5718988 4,779,501.82 80,000.00SOLE 80,000.00
CANANDAIGUA BRANDS INC- Domestic 137219200 4,923,400.00 82,400.00SOLE 82,400.00
CANON INC ADR 2173706 11,850,000.00 400,000.00SOLE 400,000.00
CAP GEMINI SA Ordinary Int4163437 10,796,477.13 68,500.00SOLE 68,500.00
CAPITAL ONE FINANCIAL CORP Domestic 14040H105 33,730,866.00 864,894.00SOLE 864,894.00
CAPITAL RE CORP Domestic 140432105 700,000.00 70,000.00SOLE 70,000.00
CARAUSTAR INDS INC Domestic 140909102 2,470,950.00 96,900.00SOLE 96,900.00
CARDINAL HEALTH INC Domestic 14149Y108 54,500,000.02 1,000,000.00SOLE 1,000,000.00
CARILLION PLC Ordinary Int0736554 370,541.15 180,000.00SOLE 180,000.00
CARLISLE COS INC Domestic 142339100 3,819,650.00 96,700.00SOLE 96,700.00
CARLTON COMMUNICATIONS PLC ADR 2176329 15,507,750.00 400,200.00SOLE 400,200.00
CARLTON COMMUNICATIONS PLC ORD Ordinary Int0341925 9,387,942.83 1,240,058.00SOLE 1,240,058.00
CARMIKE CINEMAS INC Domestic 143436103 393,750.00 30,000.00SOLE 30,000.00
CARNIVAL CORP Domestic 143658102 88,957,500.00 2,045,000.00SOLE 2,045,000.00
CAROLINA FIRST CORPL Domestic 143877108 1,717,787.10 86,700.00SOLE 86,700.00
CAROLINA POWER & LIGHT CO Domestic 144141108 12,183,150.02 344,400.00SOLE 344,400.00
CARPENTER TECHNOLOGY CORP Domestic 144285103 1,212,750.00 49,500.00SOLE 49,500.00
CARREFOUR EUR2.5 Ordinary Int5641567 38,687,032.10 241,700.00SOLE 241,700.00
CARTER HOLT HARVEY Ordinary Int6178406 963,533.83 800,800.00SOLE 800,800.00
CARTER WALLACE INC Domestic 146285101 893,750.00 50,000.00SOLE 50,000.00
CASCADE NATURAL GAS CORP Domestic 147339105 407,550.00 22,800.00SOLE 22,800.00
CASE CORP Domestic 14743R103 16,144,393.29 324,100.00SOLE 324,100.00
CASEYS GEN STORES INC Domestic 147528103 3,284,470.00 245,000.00SOLE 245,000.00
CASH AMERICA INTL INC Domestic 14754D100 201,973.20 21,400.00SOLE 21,400.00
CATALINA MARKETING CORP Domestic 148867104 5,911,466.10 69,700.00SOLE 69,700.00
CATERPILLAR INC Domestic 149123101 61,664,625.02 1,125,000.00SOLE 1,125,000.00
CATHAY PACIFIC AIR Ordinary Int6179755 3,512,706.29 1,949,000.00SOLE 1,949,000.00
CATO CORP Domestic 149205106 1,691,280.00 120,000.00SOLE 120,000.00
CBS CORP Domestic 12490K107 122,007,500.00 2,638,000.00SOLE 2,638,000.00
CCB FINL CORP Domestic 124875105 5,253,075.00 126,200.00SOLE 126,200.00
CDI CORP Domestic 125071100 923,179.40 33,800.00SOLE 33,800.00
CEC ENTERTAINMENT INC Domestic 125137109 4,703,212.50 131,100.00SOLE 131,100.00
CEMEX S.A.-CPO Ordinary Int2183578 3,051,259.83 638,000.00SOLE 638,000.00
CENDANT CORP Domestic 151313103 35,766,250.00 2,015,000.00SOLE 2,015,000.00
CENTEX CORP Domestic 152312104 7,000,518.41 236,800.00SOLE 236,800.00
CENTOCOR INC Domestic 152342101 14,933,565.01 255,000.00SOLE 255,000.00
CENTRAL & SOUTH WEST CORP Domestic 152357109 25,350,000.01 1,200,000.00SOLE 1,200,000.00
CENTRAL HUDSON GAS & ELEC CO Domestic 153609102 3,346,875.00 85,000.00SOLE 85,000.00
CENTRAL PARKING CORP Domestic 154785109 3,199,950.00 109,400.00SOLE 109,400.00
CENTRAL VT PUB SVC CORP Domestic 155771108 181,994.40 13,800.00SOLE 13,800.00
CENTRICA GBP0.055555 Ordinary Int0573438 4,920,786.58 1,800,000.00SOLE 1,800,000.00
CENTURA BKS INC Domestic 15640T100 4,952,587.50 119,700.00SOLE 119,700.00
CENTURYTEL INC Domestic 156700106 28,467,968.75 700,750.00SOLE 700,750.00
CEPHALON INC. Domestic 156708109 2,785,195.01 155,000.00SOLE 155,000.00
CERIDIAN CORP Domestic 15677T106 6,688,887.53 268,900.00SOLE 268,900.00
CERNER CORP Domestic 156782104 2,565,050.00 168,200.00SOLE 168,200.00
CGU ORD GBP0.25 Ordinary Int0216238 32,111,870.52 2,081,000.00SOLE 2,081,000.00
CHAMPION ENTERPRISES INC Domestic 158496109 1,125,000.00 125,000.00SOLE 125,000.00
CHAMPION INTL CORP Domestic 158525105 18,474,450.07 359,600.00SOLE 359,600.00
CHARGEURS INTERNATIONAL Ordinary Int5021318 2,449,388.19 40,000.00SOLE 40,000.00
CHARTER ONE FINL INC Domestic 160903100 15,909,074.99 687,960.00SOLE 687,960.00
CHASE MANHATTAN CORP Domestic 16161A108 224,240,625.08 2,975,000.00SOLE 2,975,000.00
CHECKPOINT SYS INC Domestic 162825103 605,345.00 65,000.00SOLE 65,000.00
CHEESECAKE FACTORY INC Domestic 163072101 2,081,250.00 75,000.00SOLE 75,000.00
CHEMED CORP Domestic 163596109 828,850.00 27,400.00SOLE 27,400.00
CHEMFIRST INC. Domestic 16361A106 1,057,013.10 38,700.00SOLE 38,700.00
CHESAPEAKE CORP Domestic 165159104 3,025,000.00 100,000.00SOLE 100,000.00
CHEUNG KONG HOLDINGS Ordinary Int6190273 6,985,311.14 838,000.00SOLE 838,000.00
CHEUNG KONG INFRASTRUCTURE Ordinary Int6212553 5,568,668.09 2,818,000.00SOLE 2,818,000.00
CHEVRON CORP Domestic 166751107 226,401,250.00 2,551,000.00SOLE 2,551,000.00
CHINA RESOURCES ENTERPRISES Ordinary Int6972459 2,716,341.82 2,000,000.00SOLE 2,000,000.00
CHINA TELECOM (HONG KONG) Ordinary Int6073556 7,843,765.28 2,544,000.00SOLE 2,544,000.00
CHIQUITA BRANDS INTL Domestic 170032106 305,213.20 51,400.00SOLE 51,400.00
CHIRON CORP Domestic 170040109 18,689,400.00 675,000.00SOLE 675,000.00
CHITTENDEN CORP Domestic 170228100 1,567,500.00 55,000.00SOLE 55,000.00
CHOICEPOINT INC Domestic 170388102 2,695,200.00 40,000.00SOLE 40,000.00
CHRIS CRAFT INDS INC Domestic 170520100 6,462,344.78 115,142.00SOLE 115,142.00
CHRISTIANIA BANK OG KREDITK Ordinary Int4204110 6,251,402.76 1,165,000.00SOLE 1,165,000.00
CHUBB CORP Domestic 171232101 25,308,750.03 510,000.00SOLE 510,000.00
CHUBU ELECTRIC POWER CO INC Ordinary Int6195609 4,161,876.53 229,000.00SOLE 229,000.00
CHURCH & DWIGHT INC Domestic 171340102 5,000,000.00 200,000.00SOLE 200,000.00
CIBA SPECIALTY CHEMICALS ADR 2242004 903,089.01 23,466.00SOLE 23,466.00
CIBA SPECIALTY CHEMICALS Ordinary Int5196744 144,625.15 1,879.00SOLE 1,879.00
CIBER INC Domestic 17163B102 3,725,652.91 243,300.00SOLE 243,300.00
CIE DE ST GOBAIN Ordinary Int4768371 28,418,840.05 152,489.00SOLE 152,489.00
CIGNA CORP Domestic 125509109 53,282,075.00 685,300.00SOLE 685,300.00
CILCORP INC Domestic 171794100 1,840,689.20 28,400.00SOLE 28,400.00
CIMPOR CIMENTOS DE PORTUGAL Ordinary Int4175896 1,320,539.71 80,000.00SOLE 80,000.00
CINCINNATI BELL INC Domestic 171870108 10,107,760.00 520,000.00SOLE 520,000.00
CINCINNATI FINL CORP Domestic 172062101 11,777,227.81 313,800.00SOLE 313,800.00
CINERGY CORP Domestic 172474108 16,364,914.01 578,000.00SOLE 578,000.00
CINTAS CORP Domestic 172908105 24,859,590.00 430,000.00SOLE 430,000.00
CIRCUIT CITY STORES-GROUP Domestic 172737108 27,531,888.81 652,600.00SOLE 652,600.00
CIRRUS LOGIC INC Domestic 172755100 1,376,100.00 125,100.00SOLE 125,100.00
CISCO SYS INC Domestic 17275R102 792,793,969.01 11,563,000.00SOLE 11,563,000.00
CITIC PACIFIC Ordinary Int6196152 2,767,836.45 1,000,000.00SOLE 1,000,000.00
CITIGROUP INC Domestic 172967101 528,616,000.00 12,014,000.00SOLE 12,014,000.00
CITRIX SYS INC Domestic 177376100 27,909,262.80 450,600.00SOLE 450,600.00
CITY DEVELOPMENTS Ordinary Int6197928 2,543,369.60 500,000.00SOLE 500,000.00
CITY NATL CORP Domestic 178566105 6,044,696.30 180,100.00SOLE 180,100.00
CK WITCO CORPORATION Domestic 12562C108 7,519,848.01 505,536.00SOLE 505,536.00
CLAIRES STORES INC Domestic 179584107 3,478,229.99 210,000.00SOLE 210,000.00
CLARCOR INC Domestic 179895107 1,538,389.50 91,500.00SOLE 91,500.00
CLARIFY INC. Domestic 180492100 2,264,085.00 45,000.00SOLE 45,000.00
CLAYTON HOMES INC Domestic 184190106 4,512,981.60 519,450.00SOLE 519,450.00
CLEAR CHANNEL COMMUNICATIONS Domestic 184502102 76,508,268.77 957,850.00SOLE 957,850.00
CLEAR CHANNEL COMMUNICATIONS Domestic Con184502AB8 34,970,000.00 25,000,000.00SOLE 25,000,000.00
CLECO CORPORATION Domestic 12561W105 3,081,610.00 95,000.00SOLE 95,000.00
CLEVELAND CLIFFS INC Domestic 185896107 1,711,875.00 55,000.00SOLE 55,000.00
CLOROX CO Domestic 189054109 21,621,271.50 565,262.00SOLE 565,262.00
CLP HOLDINGS LTD ADR 2128728 3,759,200.00 800,000.00SOLE 800,000.00
CMP GROUP INC Domestic 125887109 3,220,387.50 122,100.00SOLE 122,100.00
CMS ENERGY CORP Domestic 125896100 12,876,077.20 379,400.00SOLE 379,400.00
CNF TRANSN INC COM Domestic 12612W104 6,816,750.00 183,000.00SOLE 183,000.00
COACHMEN INDUSTRIES INC. Domestic 189873102 387,500.00 25,000.00SOLE 25,000.00
COASTAL CORP Domestic 190441105 35,616,059.99 870,000.00SOLE 870,000.00
COCA COLA AMATIL LTD ADR 2206817 2,808,800.00 400,000.00SOLE 400,000.00
COCA COLA CO Domestic 191216100 401,826,000.00 8,328,000.00SOLE 8,328,000.00
COCA-COLA BEVERAGE ORD Ordinary Int0292227 2,909,667.09 1,454,163.00SOLE 1,454,163.00
COCA-COLA BOTTLING CO CONSOL Domestic 191098102 2,254,978.80 40,200.00SOLE 40,200.00
COCA-COLA ENTERPRISES INC Domestic 191219104 17,486,325.01 775,000.00SOLE 775,000.00
COGNEX CORP Domestic 192422103 4,316,884.00 143,000.00SOLE 143,000.00
COHERENT INC Domestic 192479103 1,664,549.80 74,600.00SOLE 74,600.00
COLES MYER LTD ADR 2209151 2,621,125.00 62,500.00SOLE 62,500.00
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COLGATE PALMOLIVE CO Domestic 194162103 99,048,750.00 2,165,000.00SOLE 2,165,000.00
COLONIAL LIMITED Ordinary Int6094632 2,721,345.92 750,000.00SOLE 750,000.00
COLOPLAST B Ordinary Int4209580 3,029,999.14 30,000.00SOLE 30,000.00
COLUMBIA / HCA HEALTHCARE CORP Domestic 197677107 28,815,680.01 1,360,000.00SOLE 1,360,000.00
COLUMBIA ENERGY GROUP Domestic 197648108 11,750,575.05 212,200.00SOLE 212,200.00
COMAIR HLDGS INC Domestic 199789108 6,883,800.00 412,500.00SOLE 412,500.00
COMCAST Domestic 200300200 101,880,625.02 2,555,000.00SOLE 2,555,000.00
COMDISCO INC Domestic 200336105 10,293,829.00 533,000.00SOLE 533,000.00
COMERICA INC Domestic 200340107 32,769,562.51 647,300.00SOLE 647,300.00
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COMMERCIAL FEDERAL CORP Domestic 201647104 4,721,775.00 240,600.00SOLE 240,600.00
COMMERCIAL METALS CO Domestic 201723103 1,348,375.00 46,900.00SOLE 46,900.00
COMMERZBANK AG Ordinary Int4325538 5,175,663.74 135,000.00SOLE 135,000.00
COMMONWEALTH BANK OF AUSTRAL Ordinary Int6215035 9,446,684.15 599,397.00SOLE 599,397.00
COMMONWEALTH INDUSTRIES INC. Domestic 203004106 470,330.00 35,000.00SOLE 35,000.00
COMMSCOPE INC Domestic 203372107 6,903,000.00 212,400.00SOLE 212,400.00
COMMUNITY FIRST BANKSHARES Domestic 203902101 3,015,562.50 178,700.00SOLE 178,700.00
COMPAQ COMPUTER CORP Domestic 204493100 133,889,662.54 5,853,100.00SOLE 5,853,100.00
COMPASS BANCSHARES INC Domestic 20449H109 5,625,000.00 225,000.00SOLE 225,000.00
COMPASS GROUP PLC Ordinary Int0288011 4,865,116.41 493,600.00SOLE 493,600.00
COMPUSA INC Domestic 204932107 1,031,400.00 171,900.00SOLE 171,900.00
COMPUTER ASSOC INTL INC Domestic 204912109 122,292,787.54 2,000,700.00SOLE 2,000,700.00
COMPUTER SCIENCES CORP Domestic 205363104 40,324,505.51 573,500.00SOLE 573,500.00
COMPUTER TASK GROUP INC Domestic 205477102 924,825.00 62,700.00SOLE 62,700.00
COMPUWARE CORP Domestic 205638109 31,033,214.10 1,190,700.00SOLE 1,190,700.00
COMSTAT CORP Domestic 20564D107 1,987,274.63 67,081.00SOLE 67,081.00
COMVERSE TECHNOLOGY INC Domestic 205862402 29,793,476.71 315,900.00SOLE 315,900.00
CONAGRA INC Domestic 205887102 43,772,220.00 1,940,000.00SOLE 1,940,000.00
CONCORD EFS INC Domestic 206197105 16,242,187.52 787,500.00SOLE 787,500.00
CONE MILLS CORP Domestic 206814105 511,875.00 105,000.00SOLE 105,000.00
CONECTIV INC Domestic 206829103 6,770,625.00 345,000.00SOLE 345,000.00
CONEXANT SYSTEMS INC Domestic 207142100 18,163,999.99 250,000.00SOLE 250,000.00
CONNECTICUT ENERGY CORP Domestic 207567108 193,440.00 5,000.00SOLE 5,000.00
CONOCO INC Domestic 208251306 5,133,750.00 185,000.00SOLE 185,000.00
CONOCO INC Domestic 208251405 68,026,875.00 2,485,000.00SOLE 2,485,000.00
CONSECO INC Domestic 208464107 20,045,000.00 1,055,000.00SOLE 1,055,000.00
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CONSOLIDATED NAT GAS CO Domestic 209615103 27,139,362.51 435,100.00SOLE 435,100.00
CONSOLIDATED PAPERS INC Domestic 209759109 9,540,625.00 355,000.00SOLE 355,000.00
CONSOLIDATED PRODS INC Domestic 209798107 920,517.00 94,412.00SOLE 94,412.00
CONSOLIDATED STORES CORP Domestic 210149100 4,097,099.10 185,700.00SOLE 185,700.00
CONSTELLATION ENERGY GROUP INC Domestic 210371100 17,769,375.01 631,800.00SOLE 631,800.00
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CONTINENTAL AIRLS INC Domestic 210795308 4,093,750.00 125,000.00SOLE 125,000.00
CONVERGYS CORP Domestic 212485106 11,947,239.01 603,000.00SOLE 603,000.00
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COOPER TIRE & RUBR CO Domestic 216831107 6,741,562.51 382,500.00SOLE 382,500.00
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CORDANT TECHNOLOGIES INC Domestic 218412104 4,717,890.00 155,000.00SOLE 155,000.00
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CORNING INC Domestic 219350105 64,174,968.02 936,000.00SOLE 936,000.00
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CORP MAPFRE SA ESP250 Ordinary Int5387559 3,108,391.49 166,314.00SOLE 166,314.00
COSTCO WHOLESALE CORP Domestic 22160K105 52,200,000.00 725,000.00SOLE 725,000.00
COUNTRYWIDE CR INDS INC Domestic 222372104 12,951,600.00 401,600.00SOLE 401,600.00
COVANCE INC Domestic 222816100 1,895,941.60 195,700.00SOLE 195,700.00
COVENTRY HEALTH CARE INC Domestic 222862104 1,928,500.00 203,000.00SOLE 203,000.00
COX COMMUNICATIONS INC NEW Domestic 224044107 5,218,750.00 125,000.00SOLE 125,000.00
CPI CORP Domestic 125902106 1,080,340.80 31,600.00SOLE 31,600.00
CRACKER BARREL GROUP INC Domestic 12489V106 4,107,500.00 265,000.00SOLE 265,000.00
CRANE CO Domestic 224399105 8,226,892.70 366,650.00SOLE 366,650.00
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CREDIT SAISON CO. LTD. Ordinary Int6591809 4,658,589.23 200,000.00SOLE 200,000.00
CREDIT SUISSE GROUP ADR 2159762 21,991,680.00 480,000.00SOLE 480,000.00
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CRH PLC Ordinary Int0182704 8,066,829.22 422,467.00SOLE 422,467.00
CRH PLC (IRELAND) Ordinary Int4182249 1,187,165.20 62,000.00SOLE 62,000.00
CROSS (A.T.) & CO Domestic 227478104 92,973.60 22,200.00SOLE 22,200.00
CROSS TIMBERS OIL CO Domestic 227573102 2,632,500.00 195,000.00SOLE 195,000.00
CROWN CORK & SEAL INC Domestic 228255105 7,393,825.00 304,900.00SOLE 304,900.00
CSX CORP Domestic 126408103 17,708,512.54 417,900.00SOLE 417,900.00
CTS CORP Domestic 126501105 7,279,500.00 126,600.00SOLE 126,600.00
CULLEN FROST BANKERS INC Domestic 229899109 6,265,000.00 250,600.00SOLE 250,600.00
CUMMINS ENGINE INC Domestic 231021106 4,303,843.20 86,400.00SOLE 86,400.00
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CUSTOMTRACKS CORP. Domestic 232046102 912,450.00 30,800.00SOLE 30,800.00
CVS CORP Domestic 126650100 50,363,242.02 1,234,000.00SOLE 1,234,000.00
CYGNUS INC Domestic 232560102 1,177,995.00 105,000.00SOLE 105,000.00
CYPRESS SEMICONDUCTOR CORP Domestic 232806109 5,697,500.00 265,000.00SOLE 265,000.00
CYPRUS AMAX MINERALS CO Domestic 232809103 6,627,362.55 337,700.00SOLE 337,700.00
CYTEC INDS INC Domestic 232820100 4,561,350.00 194,100.00SOLE 194,100.00
D R HORTON INC Domestic 23331A109 3,044,634.85 235,325.00SOLE 235,325.00
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DAH SING FINANCIAL Ordinary Int6249799 4,344,879.54 1,085,214.00SOLE 1,085,214.00
DAI NIPPON PRINTNG CO LTD Ordinary Int6250906 28,680,351.01 1,543,000.00SOLE 1,543,000.00
DAI-ICHI KANGYO BANK LTD Ordinary Int6250241 3,741,899.10 300,000.00SOLE 300,000.00
DAIEI INC. Ordinary Int6249982 2,222,147.06 558,000.00SOLE 558,000.00
DAIKIN INDUSTRIES Ordinary Int6250724 1,647,788.09 136,000.00SOLE 136,000.00
DAIMLER BENZ AG 5.75% Intl Conv 5239058 15,238,246.67 216,801.00SOLE 216,801.00
DAIMLERCHRYSLER AG Ordinary Int2307389 5,569,504.64 80,206.00SOLE 80,206.00
DAIMLERCHRYSLER ORD Ordinary Int5529027 36,322,565.25 527,160.00SOLE 527,160.00
DAIN RAUSCHER CORP. Domestic 233856103 2,450,000.00 50,000.00SOLE 50,000.00
DAINIPPON INK & CHEMICAL Ordinary Int6250821 8,002,254.06 2,000,000.00SOLE 2,000,000.00
DAIWA BANK LIMITED Ordinary Int6251341 2,987,508.20 896,000.00SOLE 896,000.00
DAIWA HOUSE Ordinary Int6251363 4,232,967.01 428,000.00SOLE 428,000.00
DAIWA SECURITIES Ordinary Int6251448 19,542,124.36 2,145,000.00SOLE 2,145,000.00
DALLAS SEMICONDUCTOR CORP Domestic 235204104 6,412,560.00 120,000.00SOLE 120,000.00
DAMARK INTERNATIONAL INC -A Domestic 235691102 251,575.00 25,000.00SOLE 25,000.00
DANA CORP Domestic 235811106 22,349,250.04 602,000.00SOLE 602,000.00
DANAHER CORP Domestic 235851102 27,677,006.40 525,300.00SOLE 525,300.00
DANISCO Ordinary Int4155586 2,719,119.79 65,000.00SOLE 65,000.00
DANONE GROUPE ADR 2068932 14,532,000.00 300,000.00SOLE 300,000.00
DARDEN RESTAURANTS INC Domestic 237194105 12,400,985.69 633,900.00SOLE 633,900.00
DATA GEN CORP Domestic 237688106 5,760,730.50 273,500.00SOLE 273,500.00
DATASCOPE CORP Domestic 238113104 2,406,062.50 68,500.00SOLE 68,500.00
DAYTON HUDSON CORP Domestic 239753106 95,440,107.01 1,589,000.00SOLE 1,589,000.00
DBS GROUP HOLDINGS LTD Ordinary Int6175203 10,057,653.65 900,160.00SOLE 900,160.00
DBS LAND Ordinary Int6244772 3,159,070.85 1,700,000.00SOLE 1,700,000.00
DBT ONLINE INC. Domestic 233044106 1,613,488.60 64,700.00SOLE 64,700.00
DEAN FOODS CO Domestic 242361103 7,654,019.10 175,700.00SOLE 175,700.00
DEERE & CO Domestic 244199105 29,008,262.42 749,800.00SOLE 749,800.00
DEGUSSA-HUELS AG Ordinary Int5617427 11,177,729.72 320,000.00SOLE 320,000.00
DELHAIZE-LE LION Ordinary Int4262118 17,611,633.53 220,500.00SOLE 220,500.00
DELL COMPUTER CORP Domestic 247025109 384,763,226.05 9,202,000.00SOLE 9,202,000.00
DELPHI AUTOMOTIVE SYSTEMS CORP Domestic 247126105 34,110,567.59 2,123,549.00SOLE 2,123,549.00
DELPHI FINL GROUP INC Domestic 247131105 2,689,750.80 89,100.00SOLE 89,100.00
DELTA & PINE LD CO Domestic 247357106 4,252,970.25 164,366.00SOLE 164,366.00
DELTA AIR LINES INC Domestic 247361108 25,038,561.50 516,259.00SOLE 516,259.00
DELTA WOODSIDE INDS Domestic 247909104 5,512.50 2,100.00SOLE 2,100.00
DELUXE CORP Domestic 248019101 13,940,000.00 410,000.00SOLE 410,000.00
DEN DANSKE BANK Ordinary Int4262925 7,516,976.59 66,000.00SOLE 66,000.00
DEN NORSKE BANK Ordinary Int4263304 4,953,627.89 1,255,000.00SOLE 1,255,000.00
DENDRITE INTERNATIONAL INC. Domestic 248239105 4,649,400.00 98,400.00SOLE 98,400.00
DENTSPLY INTERNATIONAL INC Domestic 249030107 3,981,250.00 175,000.00SOLE 175,000.00
DEPARTMENT 56 INC Domestic 249509100 1,553,576.20 64,900.00SOLE 64,900.00
DEUTSCHE BANK NPV(REGD) Ordinary Int5750355 21,006,669.26 313,850.00SOLE 313,850.00
DEUTSCHE TELEKOM AG ORD Ordinary Int5119387 49,841,675.81 1,215,632.00SOLE 1,215,632.00
DEVON ENERGY CORP(NEW) Domestic 25179M103 4,350,990.00 105,000.00SOLE 105,000.00
DEVRY INC DEL Domestic 251893103 5,962,000.00 298,100.00SOLE 298,100.00
DEXTER CORP Domestic 252165105 4,220,100.30 113,100.00SOLE 113,100.00
DIAGEO ADR 4 ORD GBP28 ADR 2144746 5,003,514.18 120,747.00SOLE 120,747.00
DIAGEO B SHS OF 514 12/17P Ordinary Int0237400 26,631,084.22 2,604,014.00SOLE 2,604,014.00
DIAGNOSTIC PRODS CORP Domestic 252450101 1,340,650.00 50,000.00SOLE 50,000.00
DIAL CORP Domestic 25247D101 9,817,500.00 385,000.00SOLE 385,000.00
DIEBOLD INC Domestic 253651103 3,954,375.00 171,000.00SOLE 171,000.00
DIGI INTL INC Domestic 253798102 601,590.00 55,000.00SOLE 55,000.00
DIGITAL MICROWAVE CORP. Domestic 253859102 3,572,157.60 227,700.00SOLE 227,700.00
DILLARD'S INC Domestic 254067101 5,297,630.40 260,800.00SOLE 260,800.00
DIME BANCORP INC. Domestic 25429Q102 10,193,750.00 582,500.00SOLE 582,500.00
DIMON INC Domestic 254394109 142,600.00 36,800.00SOLE 36,800.00
DIONEX CORP Domestic 254546104 3,449,925.00 80,700.00SOLE 80,700.00
DISCOUNT AUTO PTS INC Domestic 254642101 846,562.50 52,500.00SOLE 52,500.00
DISNEY (WALT) CO Domestic 254687106 184,285,400.00 7,087,900.00SOLE 7,087,900.00
DIXIE GROUP INC Domestic 255519100 271,250.00 35,000.00SOLE 35,000.00
DIXONS GROUP PLC Ordinary Int0272304 7,003,812.28 391,247.00SOLE 391,247.00
DOLE FOOD CO Domestic 256605106 3,420,000.00 180,000.00SOLE 180,000.00
DOLLAR GEN CORP Domestic 256669102 18,656,404.02 604,256.00SOLE 604,256.00
DOLLAR GENERAL STRYPES 8.5% Domestic 256678103 4,757,500.00 110,000.00SOLE 110,000.00
DOLLAR TREE STORES INC Domestic 256747106 9,433,355.60 236,200.00SOLE 236,200.00
DOMINION RES INC VA Domestic 257470104 20,306,250.03 450,000.00SOLE 450,000.00
DONALDSON INC Domestic 257651109 4,637,600.00 200,000.00SOLE 200,000.00
DONNELLEY R R & SONS CO Domestic 257867101 10,467,187.54 362,500.00SOLE 362,500.00
DOVER CORP Domestic 260003108 17,371,875.02 425,000.00SOLE 425,000.00
DOW CHEMICAL CO Domestic 260543103 82,946,250.03 730,000.00SOLE 730,000.00
DOW JONES & CO INC Domestic 260561105 16,546,250.03 310,000.00SOLE 310,000.00
DOWA MINING Ordinary Int6278306 613,111.66 254,000.00SOLE 254,000.00
DOWNEY FINL CORP Domestic 261018105 2,430,093.75 120,750.00SOLE 120,750.00
DPL INC Domestic 233293109 11,438,625.01 649,000.00SOLE 649,000.00
DQE INC Domestic 23329J104 1,956,250.00 50,000.00SOLE 50,000.00
DRESDNER BANK A G ADR 2280350 25,958,707.20 549,600.00SOLE 549,600.00
DRESNER BANK AG Ordinary Int4355870 13,038,625.78 277,000.00SOLE 277,000.00
DRESS BARN INC Domestic 261570105 2,017,840.00 110,000.00SOLE 110,000.00
DREYERS GRAND ICE CREAM INC Domestic 261878102 1,911,250.00 110,000.00SOLE 110,000.00
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DST SYSTEMS INC. Domestic 233326107 5,687,500.00 100,000.00SOLE 100,000.00
DTE ENERGY CO Domestic 233331107 21,530,362.54 591,900.00SOLE 591,900.00
DU PONT (E I) DE NEMOURS & CO Domestic 263534109 192,087,500.00 3,175,000.00SOLE 3,175,000.00
DUKE ENERGY CORP Domestic 264399106 81,585,000.06 1,480,000.00SOLE 1,480,000.00
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E'TOWN CORP. Domestic 269242103 744,375.00 15,000.00SOLE 15,000.00
EAGLE USA AIRFREIGHT Domestic 270018104 299,400.00 10,000.00SOLE 10,000.00
EARTHGRAINS COMPANY Domestic 270319106 3,894,000.00 176,000.00SOLE 176,000.00
EAST JAPAN RAILWAY CO Ordinary Int6298542 25,471,963.70 4,000.00SOLE 4,000.00
EASTERN ENTERPRISES Domestic 27637F100 2,159,367.00 46,500.00SOLE 46,500.00
EASTERN UTILS ASSOC Domestic 277173100 1,717,812.50 57,500.00SOLE 57,500.00
EASTMAN CHEMICAL CO Domestic 277432100 15,511,375.02 389,000.00SOLE 389,000.00
EASTMAN KODAK CO Domestic 277461109 67,306,250.04 890,000.00SOLE 890,000.00
EATON CORP Domestic 278058102 24,098,589.60 279,200.00SOLE 279,200.00
EATON VANCE CORP Domestic 278265103 3,904,000.00 122,000.00SOLE 122,000.00
EBARA CORP. Ordinary Int6302700 1,831,529.99 141,000.00SOLE 141,000.00
ECOLAB INC Domestic 278865100 9,152,325.00 268,200.00SOLE 268,200.00
EDISON INTL Domestic 281020107 29,345,791.01 1,207,000.00SOLE 1,207,000.00
EDWARDS A G INC Domestic 281760108 10,441,862.51 395,900.00SOLE 395,900.00
EG & G INC Domestic 268457108 10,430,400.00 262,400.00SOLE 262,400.00
EL PASO ELECTRIC COMPANY Domestic 283677854 450,000.00 50,000.00SOLE 50,000.00
EL PASO ENERGY CORP Domestic 283905107 18,953,725.00 470,900.00SOLE 470,900.00
ELCOR CORP Domestic 284443108 1,477,500.00 59,100.00SOLE 59,100.00
ELEC & ELTEK INT'L. CO. LTD. Ordinary Int6298188 3,880,000.00 1,000,000.00SOLE 1,000,000.00
ELECTRABEL Ordinary Int4294791 10,396,055.41 30,000.00SOLE 30,000.00
ELECTRICIDADE DE PORTUGAL SA Ordinary Int5249187 7,428,860.21 470,700.00SOLE 470,700.00
ELECTRO SCIENTIFIC INDS INC Domestic 285229100 3,228,828.60 60,600.00SOLE 60,600.00
ELECTROGLAS INC Domestic 285324109 2,197,250.00 94,000.00SOLE 94,000.00
ELECTROLUX AB-SER B Ordinary Int5466782 5,225,664.79 280,000.00SOLE 280,000.00
ELECTRONIC ARTS INC Domestic 285512109 18,723,412.51 258,700.00SOLE 258,700.00
ELECTRONIC DATA SYSTEMS Domestic 285661104 70,142,849.98 1,325,000.00SOLE 1,325,000.00
ELF AQUITAINE ADR 2819817 32,730,923.89 357,227.00SOLE 357,227.00
ELF AQUITANE Ordinary Int4824080 43,401,028.73 248,500.00SOLE 248,500.00
EMERSON ELEC CO Domestic 291011104 111,210,880.00 1,760,000.00SOLE 1,760,000.00
EMI GROUP PLC Ordinary Int0044473 368,070.88 50,000.00SOLE 50,000.00
EMI GRP SPON ADR REP 2 ORD 14P ADR 2091949 3,325,703.15 227,150.00SOLE 227,150.00
ENBRIDGE INC Ordinary Int2466149 3,240,898.27 150,000.00SOLE 150,000.00
ENCAL ENERGY Ordinary Int2314828 2,687,989.11 500,000.00SOLE 500,000.00
ENDESA S A ADR 2083333 21,553,875.01 1,127,000.00SOLE 1,127,000.00
ENDESA S.A. Ordinary Int5271782 12,026,197.82 633,000.00SOLE 633,000.00
ENERGEN CORP Domestic 29265N108 2,940,300.00 145,200.00SOLE 145,200.00
ENERGY EAST CORP Domestic 29266M109 11,575,750.00 487,400.00SOLE 487,400.00
ENGELHARD CORP Domestic 292845104 8,858,550.00 485,400.00SOLE 485,400.00
ENHANCED FINL SVCS GROUP INC Domestic 293310108 3,047,642.40 172,300.00SOLE 172,300.00
ENI Ordinary Int4436399 15,153,259.30 2,415,800.00SOLE 2,415,800.00
ENI SPA ADR 2297435 27,405,000.00 435,000.00SOLE 435,000.00
ENRON CORP Domestic 293561106 102,123,681.03 2,487,000.00SOLE 2,487,000.00
ENSCO INTL INC Domestic 26874Q100 10,386,225.00 575,000.00SOLE 575,000.00
ENTERGY CORP NEW Domestic 29364G103 25,581,191.99 884,000.00SOLE 884,000.00
ENZO BIOCHEM INC Domestic 294100102 3,248,937.50 114,500.00SOLE 114,500.00
EPICOR SOFTWARE CORP Domestic 29426L108 603,750.00 105,000.00SOLE 105,000.00
EQUIFAX INC Domestic 294429105 7,793,437.53 277,100.00SOLE 277,100.00
ERICSSON L M TEL CO ADR 2319931 45,312,500.00 1,450,000.00SOLE 1,450,000.00
ERICSSON LM-B SHS Ordinary Int4321558 6,661,380.82 215,000.00SOLE 215,000.00
ERIDANIA BEGHIN Ordinary Int4089403 1,696,680.55 14,000.00SOLE 14,000.00
ESTEE LAUDER COMPANIES - CL A Domestic 518439104 976,575.00 25,000.00SOLE 25,000.00
ESTERLINE TECHNOLOGIES CORP Domestic 297425100 708,750.00 45,000.00SOLE 45,000.00
ETEC SYSTEMS INC Domestic 26922C103 2,690,187.51 71,500.00SOLE 71,500.00
ETHAN ALLEN INTERIORS INC Domestic 297602104 4,612,885.00 145,000.00SOLE 145,000.00
ETHYL CORP Domestic 297659104 736,250.00 190,000.00SOLE 190,000.00
EVEREST REINSURANCE HOLDINGS Domestic 299808105 4,250,620.51 178,500.00SOLE 178,500.00
EVN-ENERGIE VERSORGUNG NIEDR Ordinary Int4295374 4,088,390.96 32,000.00SOLE 32,000.00
EXPEDITORS INTL WASH INC Domestic 302130109 6,791,090.40 211,600.00SOLE 211,600.00
EXPRESS SCRIPTS INC Domestic 302182100 11,714,025.00 149,700.00SOLE 149,700.00
EXXON CORP Domestic 302290101 646,296,400.00 8,503,900.00SOLE 8,503,900.00
FACTSET RESEARCH SYSTEMS INC. Domestic 303075105 2,914,843.76 51,250.00SOLE 51,250.00
FAIR ISAAC & CO INC Domestic 303250104 1,543,465.00 55,000.00SOLE 55,000.00
FAMILY DLR STORES INC Domestic 307000109 20,514,487.51 971,100.00SOLE 971,100.00
FAMILY GOLF CENETERS INC. Domestic 30701A106 139,205.00 55,000.00SOLE 55,000.00
FAMILYMART CO. Ordinary Int6331276 17,651,244.32 334,400.00SOLE 334,400.00
FANUC Ordinary Int6356934 7,140,039.36 105,000.00SOLE 105,000.00
FASTENAL CO Domestic 311900104 6,050,850.00 128,400.00SOLE 128,400.00
FDX CORP Domestic 31304N107 34,948,625.02 899,000.00SOLE 899,000.00
FEDDERS CORP Domestic 313135105 150,000.00 25,000.00SOLE 25,000.00
FEDERAL HOME LN MTG CORP Domestic 313400301 132,964,000.00 2,557,000.00SOLE 2,557,000.00
FEDERAL MOGUL CORP Domestic 313549107 6,615,120.00 240,000.00SOLE 240,000.00
FEDERAL NATL MTG ASSN Domestic 313586109 229,187,327.98 3,656,000.00SOLE 3,656,000.00
FEDERAL SIGNAL CORP Domestic 313855108 2,850,075.00 143,400.00SOLE 143,400.00
FEDERATED DEPT STORES INC DE Domestic 31410H101 31,416,040.80 719,100.00SOLE 719,100.00
FERRO CORP Domestic 315405100 2,983,820.00 140,000.00SOLE 140,000.00
FIAT SPA Ordinary Int4335601 23.33 7.00SOLE 7.00
FIAT SPA EUR5 Ordinary Int5748521 7,423,487.61 222,707.00SOLE 222,707.00
FIDELITY NATL FINL INC Domestic 316326107 1,521,837.60 100,200.00SOLE 100,200.00
FIFTH THIRD BANCORP Domestic 316773100 60,144,294.00 988,500.00SOLE 988,500.00
FILENET CORP Domestic 316869106 1,068,800.00 100,000.00SOLE 100,000.00
FINOVA GROUP INC Domestic 317928109 8,577,500.00 235,000.00SOLE 235,000.00
FIRST AMERN CORP TENN Domestic 318900107 5,655,000.00 130,000.00SOLE 130,000.00
FIRST AMERN FINL CORP CALIF Domestic 318522307 2,913,075.01 217,800.00SOLE 217,800.00
FIRST BANCORP/PUERTO RICO Domestic 318672102 1,710,350.00 86,600.00SOLE 86,600.00
FIRST DATA CORP Domestic 319963104 56,291,625.07 1,283,000.00SOLE 1,283,000.00
FIRST HEALTH GROUP CORP. Domestic 320960107 4,694,029.60 209,200.00SOLE 209,200.00
FIRST MERIT CORP Domestic 337915102 9,102,012.51 358,700.00SOLE 358,700.00
FIRST MIDWEST BANCORP INC Domestic 320867104 4,009,740.00 105,000.00SOLE 105,000.00
FIRST SEC CORP DEL Domestic 336294103 18,779,855.70 789,700.00SOLE 789,700.00
FIRST TENN NATL CORP Domestic 337162101 16,171,875.00 575,000.00SOLE 575,000.00
FIRST UNION CORP Domestic 337358105 122,550,000.02 3,440,000.00SOLE 3,440,000.00
FIRST VA BKS INC Domestic 337477103 6,930,873.30 159,100.00SOLE 159,100.00
FIRSTAR CORP(NEW) Domestic 33763V109 98,717,493.84 3,852,390.00SOLE 3,852,390.00
FIRSTENERGY CORP COM Domestic 337932107 20,351,652.00 804,000.00SOLE 804,000.00
FISERV INC Domestic 337738108 15,577,250.00 479,300.00SOLE 479,300.00
FLEET FINL GROUP INC Domestic 338915101 69,587,500.03 1,900,000.00SOLE 1,900,000.00
FLEETWOOD ENTERPRISES INC Domestic 339099103 2,999,936.79 148,600.00SOLE 148,600.00
FLEMING COS INC Domestic 339130106 292,427.40 29,800.00SOLE 29,800.00
FLETCHER CHALL BUILDING DIV ADR 2363789 245,000.00 20,000.00SOLE 20,000.00
FLETCHER CHALL PAPER ADR 2363808 256,500.00 38,000.00SOLE 38,000.00
FLETCHER CHALLENGE BLDG. Ordinary Int6342955 122,903.41 100,000.00SOLE 100,000.00
FLETCHER CHALLENGE ENERGY Ordinary Int6342944 212,886.27 85,000.00SOLE 85,000.00
FLETCHR CHALL ENERGY DIV ADR 2363790 1,723,750.00 70,000.00SOLE 70,000.00
FLORIDA PROGRESS CORP Domestic 341109106 18,148,500.00 392,400.00SOLE 392,400.00
FLORIDA ROCK INDS INC Domestic 341140101 2,606,250.00 75,000.00SOLE 75,000.00
FLOW INTL CORP Domestic 343468104 622,500.00 60,000.00SOLE 60,000.00
FLOWERS INDS INC Domestic 343496105 5,257,018.80 387,600.00SOLE 387,600.00
FLOWSERVE CORPORATION Domestic 34354P105 2,779,700.01 167,200.00SOLE 167,200.00
FLS INDUSTRIES A/S "B" Ordinary Int5263574 1,325,176.94 50,000.00SOLE 50,000.00
FLUOR CORP Domestic 343861100 12,759,250.00 317,000.00SOLE 317,000.00
FMC CORP Domestic 302491303 5,654,900.00 117,200.00SOLE 117,200.00
FOMENTO ECONOMICO MEX-SP ADR 2246039 3,131,000.00 100,000.00SOLE 100,000.00
FOODMAKER INC NEW Domestic 344839204 1,496,280.00 60,000.00SOLE 60,000.00
FOOTSTAR INC Domestic 344912100 2,939,850.00 83,400.00SOLE 83,400.00
FORD MOTOR CO Domestic 345370100 219,190,500.00 4,362,000.00SOLE 4,362,000.00
FOREST LABS INC Domestic 345838106 13,480,000.01 320,000.00SOLE 320,000.00
FORT JAMES CORPORATION Domestic 347471104 11,059,507.20 414,400.00SOLE 414,400.00
FORTIS B Ordinary Int5596593 30,682,902.64 941,554.00SOLE 941,554.00
FORTIS B VVPR STRIP Ordinary Int5596623 8.33 31,554.00SOLE 31,554.00
FORTUNE BRANDS INC Domestic 349631101 20,040,150.00 621,400.00SOLE 621,400.00
FOSSIL INC. Domestic 349882100 1,217,835.00 45,000.00SOLE 45,000.00
FOSTER WHEELER CORP Domestic 350244109 1,387,245.00 115,000.00SOLE 115,000.00
FOSTER'S BREWING GROUP LTD Ordinary Int6349268 14,096,180.33 5,000,000.00SOLE 5,000,000.00
FOUNDATION HEALTH SYSTEM INC Domestic 350404109 4,810,548.60 509,700.00SOLE 509,700.00
FPL GROUP INC Domestic 302571104 39,040,625.01 775,000.00SOLE 775,000.00
FRANCE TELECOM S.A. Ordinary Int5176177 46,564,016.13 530,632.00SOLE 530,632.00
FRANKLIN COVEY CO Domestic 353469109 576,600.00 75,000.00SOLE 75,000.00
FRANKLIN RES INC Domestic 354613101 18,224,716.91 596,300.00SOLE 596,300.00
FRASER & NEAVE Ordinary Int6350602 1,850,543.96 567,000.00SOLE 567,000.00
FREEPORT-MCMORAN COPPER & GO Domestic 35671D857 9,649,059.99 620,000.00SOLE 620,000.00
FREMONT GEN CORP Domestic 357288109 2,809,692.59 297,700.00SOLE 297,700.00
FRITZ COS INC Domestic 358846103 1,411,000.00 136,000.00SOLE 136,000.00
FRONTIER INS GROUP INC NEW Domestic 359081106 1,063,125.00 121,500.00SOLE 121,500.00
FROZEN FOOD EXPRESS INDS Domestic 359360104 67,375.00 11,000.00SOLE 11,000.00
FRUIT OF THE LOOM INC Domestic G3682L105 460,700.00 135,500.00SOLE 135,500.00
FUJI BANK LTD Ordinary Int6356280 6,076,829.10 500,000.00SOLE 500,000.00
FUJI HEAVY INDUSTRIES LTD Ordinary Int6356406 9,098,055.70 1,145,000.00SOLE 1,145,000.00
FUJI PHOTO FILM Ordinary Int6356525 1,679,815.90 49,000.00SOLE 49,000.00
FUJI PHOTO FILM LTD ADR 2354501 17,633,479.50 521,500.00SOLE 521,500.00
FUJISAWA PHARMACEUTICAL Ordinary Int6356804 2,371,935.74 122,000.00SOLE 122,000.00
FUJITSU LIMITED Ordinary Int6356945 124,729,969.75 4,000,000.00SOLE 4,000,000.00
FULLER H B CO Domestic 359694106 4,383,000.00 72,000.00SOLE 72,000.00
FURNITURE BRANDS INT'L Domestic 360921100 2,067,240.00 105,000.00SOLE 105,000.00
G & K SVCS INC Domestic 361268105 2,891,700.00 71,400.00SOLE 71,400.00
GALEY & LORD INC Domestic 36352K103 85,312.50 32,500.00SOLE 32,500.00
GALLAHER ARTHUR J & CO Domestic 363576109 3,120,450.00 58,600.00SOLE 58,600.00
GANNETT INC Domestic 364730101 66,420,480.00 960,000.00SOLE 960,000.00
GAP INC Domestic 364760108 97,760,000.00 3,055,000.00SOLE 3,055,000.00
GARDNER DENVER INC Domestic 365558105 1,588,125.00 105,000.00SOLE 105,000.00
GARTNER GROUP INC NEW Domestic 366651206 3,471,771.53 208,040.00SOLE 208,040.00
GATEWAY INC Domestic 367626108 54,648,000.00 1,242,000.00SOLE 1,242,000.00
GATX CORP Domestic 361448103 6,212,600.00 200,000.00SOLE 200,000.00
GC COS INC Domestic 36155Q109 330,000.00 11,000.00SOLE 11,000.00
GEHE AG Ordinary Int5105182 4,992,811.59 135,500.00SOLE 135,500.00
GENCORP INC Domestic 368682100 2,344,064.00 128,000.00SOLE 128,000.00
GENERAL COMMUNICATION Domestic 369385109 1,046,931.40 200,600.00SOLE 200,600.00
GENERAL DYNAMICS CORP Domestic 369550108 47,765,070.02 765,000.00SOLE 765,000.00
GENERAL ELECTRIC CO Domestic 369604103 1,382,895,119.40 11,663,800.00SOLE 11,663,800.00
GENERAL ELECTRIC CO Ordinary Int0365334 11,589,007.85 1,204,979.00SOLE 1,204,979.00
GENERAL INSTRUMENT CORP Domestic 370120107 42,700,800.00 889,600.00SOLE 889,600.00
GENERAL MLS INC Domestic 370334104 67,171,500.03 828,000.00SOLE 828,000.00
GENERAL MOTORS CORP Domestic 370442105 147,715,485.98 2,347,000.00SOLE 2,347,000.00
GENERAL SEMICONDUCTOR INC Domestic 370787103 1,316,970.10 127,700.00SOLE 127,700.00
GENESIS HEALTH VENTURES INC Domestic 371912106 344,375.00 145,000.00SOLE 145,000.00
GENTEX CORP Domestic 371901109 5,537,873.60 268,100.00SOLE 268,100.00
GENUINE PARTS CO Domestic 372460105 9,602,524.51 361,500.00SOLE 361,500.00
GENZYME CP Domestic 372917104 16,447,995.01 365,000.00SOLE 365,000.00
GEON COMPANY Domestic 37246W105 2,917,475.00 113,300.00SOLE 113,300.00
GEORGIA GULF CORP Domestic 373200203 1,233,750.00 70,000.00SOLE 70,000.00
GEORGIA-PACIFIC CORP Domestic 373298108 24,869,370.02 615,000.00SOLE 615,000.00
GEORGIA-PACIFIC CORP Domestic 373298702 8,120,625.00 355,000.00SOLE 355,000.00
GERBER SCIENTIFIC INC Domestic 373730100 2,013,750.00 90,000.00SOLE 90,000.00
GILEAD SCIENCES INC. Domestic 375558103 9,178,884.00 143,000.00SOLE 143,000.00
GILLETTE CO Domestic 375766102 115,524,952.00 3,404,000.00SOLE 3,404,000.00
GLATFELTER P H CO Domestic 377316104 3,616,360.00 220,000.00SOLE 220,000.00
GLAXO WELLCOME ADR 2374112 39,052,000.00 751,000.00SOLE 751,000.00
GLAXO WELLCOME Ordinary Int0371784 42,796,851.24 1,640,600.00SOLE 1,640,600.00
GLOBAL CROSSING LTD Domestic 2285065 3,975,000.00 150,000.00SOLE 150,000.00
GLOBAL CROSSING LTD Domestic G3921A100 26,097,730.05 984,820.00SOLE 984,820.00
GLOBAL INDL TECHNOLOGIES INC Domestic 379335102 433,650.00 35,400.00SOLE 35,400.00
GLOBAL MARINE INC Domestic 379352404 11,260,030.00 685,000.00SOLE 685,000.00
GOLDEN WEST FINL CORP Domestic 381317106 29,720,019.90 302,300.00SOLE 302,300.00
GOODRICH B F CO Domestic 382388106 9,085,700.00 313,300.00SOLE 313,300.00
GOODYEAR TIRE & RUBR CO Domestic 382550101 14,100,625.03 293,000.00SOLE 293,000.00
GOODYS FAMILY CLOTHING INC Domestic 382588101 1,206,224.80 149,600.00SOLE 149,600.00
GOTTSCHALKS INC. Domestic 383485109 58,500.00 6,500.00SOLE 6,500.00
GPE BRUXELLES LAM Ordinary Int4391551 8,673,496.59 45,500.00SOLE 45,500.00
GPU INC Domestic 36225X100 15,660,000.02 480,000.00SOLE 480,000.00
GRACE (W .R.) & Co (NEW) Domestic 38388F108 3,684,375.05 225,000.00SOLE 225,000.00
GRACO INC Domestic 384109104 2,552,851.40 77,800.00SOLE 77,800.00
GRAINGER W W INC Domestic 384802104 8,194,741.50 170,500.00SOLE 170,500.00
GRANADA GROUP PLC Ordinary Int0734945 20,433,683.76 2,383,812.00SOLE 2,383,812.00
GRANITE CONSTR INC Domestic 387328107 2,866,930.00 110,000.00SOLE 110,000.00
GREAT ATLANTIC & PAC TEA INC Domestic 390064103 2,940,361.01 97,000.00SOLE 97,000.00
GREAT LAKES CHEM CORP Domestic 390568103 9,831,672.90 258,300.00SOLE 258,300.00
GREAT PORTLAND ESTATES PLC Ordinary Int0384607 2,054,389.68 604,100.00SOLE 604,100.00
GREAT UNIVERSAL STORES PLC ORD Ordinary Int0384704 4,220,402.01 554,100.00SOLE 554,100.00
GREEN MOUNTAIN POWER CORP Domestic 393154109 60,475.00 5,900.00SOLE 5,900.00
GREENCORE GROUP Ordinary Int0386410 969,560.21 510,043.00SOLE 510,043.00
GREENPOINT FINANCIAL CORP Domestic 395384100 11,618,656.20 437,400.00SOLE 437,400.00
GRIFFON CORP Domestic 398433102 513,600.00 64,200.00SOLE 64,200.00
GROUP 1 AUTOMOTIVE INC Domestic 398905109 457,750.00 25,000.00SOLE 25,000.00
GROUPE DANONE Ordinary Int4070236 15,257,505.24 62,700.00SOLE 62,700.00
GRUPO DRAGADOS SA Ordinary Int5687000 7,648,480.83 665,000.00SOLE 665,000.00
GTE CORP Domestic 362320103 306,346,875.03 3,985,000.00SOLE 3,985,000.00
GTECH HLDGS CORP Domestic 400518106 2,909,136.60 135,700.00SOLE 135,700.00
GUIDANT CORP. Domestic 401698105 58,456,612.54 1,090,100.00SOLE 1,090,100.00
GUILFORD MLS INC Domestic 401794102 983,250.00 114,000.00SOLE 114,000.00
GUOCO GROUP Ordinary Int6390363 3,508,638.22 1,336,000.00SOLE 1,336,000.00
GYMBOREE CORP Domestic 403777105 653,125.00 95,000.00SOLE 95,000.00
HA-LO INDUSTRIES INC. Domestic 404429102 1,286,250.00 205,800.00SOLE 205,800.00
HADCO CORP Domestic 404681108 2,932,350.00 67,800.00SOLE 67,800.00
HAFSLUND ASA NOK1 Ordinary Int5067561 436,901.64 117,200.00SOLE 117,200.00
HAGGAR CORP Domestic 405173105 160,337.50 12,700.00SOLE 12,700.00
HALLIBURTON CO Domestic 406216101 63,960,000.00 1,560,000.00SOLE 1,560,000.00
HALTER MARINE GROUP INC Domestic 40642Y105 325,192.40 59,800.00SOLE 59,800.00
HAMBRECHT & QUIST GROUP Domestic 406545103 4,655,625.00 95,500.00SOLE 95,500.00
HANCOCK FABRICS INC Domestic 409900107 205,298.80 47,600.00SOLE 47,600.00
HANG LUNG DEVELOPMENT Ordinary Int6408352 849,661.42 750,000.00SOLE 750,000.00
HANG SENG BANK Ordinary Int6408374 8,470,866.89 800,000.00SOLE 800,000.00
HANNA M A CO Domestic 410522106 2,047,500.00 180,000.00SOLE 180,000.00
HANNAFORD BROS CO Domestic 410550107 10,882,671.00 154,500.00SOLE 154,500.00
HANSON PLC ADR 2408970 2,085,283.20 53,900.00SOLE 53,900.00
HANSON PLC Ordinary Int0408983 769,902.18 100,000.00SOLE 100,000.00
HARBINGER CORP Domestic 41145C103 3,126,937.51 185,300.00SOLE 185,300.00
HARCOURT GEN INC Domestic 41163G101 4,995,000.01 120,000.00SOLE 120,000.00
HARLAND JOHN H CO Domestic 412693103 2,429,750.00 125,000.00SOLE 125,000.00
HARLEY DAVIDSON INC Domestic 412822108 28,946,426.60 578,200.00SOLE 578,200.00
HARMAN INTL INDS INC NEW Domestic 413086109 2,734,095.00 65,000.00SOLE 65,000.00
HARRAH'S ENTERTAINMENT INC Domestic 413619107 14,910,075.00 537,300.00SOLE 537,300.00
HARRIS CORP DEL Domestic 413875105 4,094,025.01 148,200.00SOLE 148,200.00
HARSCO CORP Domestic 415864107 3,635,450.00 131,600.00SOLE 131,600.00
HARTE-HANKS INC NEW Domestic 416196103 3,778,200.00 150,000.00SOLE 150,000.00
HARTFORD FINL SVCS GROUP INC Domestic 416515104 33,018,825.02 807,800.00SOLE 807,800.00
HARTMARX CORP Domestic 417119104 140,000.00 35,000.00SOLE 35,000.00
HASBRO INC Domestic 418056107 18,141,700.00 843,800.00SOLE 843,800.00
HASEKO CORP. Ordinary Int6414401 621,301.76 1,050,000.00SOLE 1,050,000.00
HAWAIIAN ELEC INDS INC Domestic 419870100 3,870,680.00 110,000.00SOLE 110,000.00
HAYS PLC Ordinary Int0416102 17,782,319.41 1,641,000.00SOLE 1,641,000.00
HEALTH MGMT ASSOC INC Domestic 421933102 7,347,000.00 948,000.00SOLE 948,000.00
HEALTHSOUTH CORP Domestic 421924101 4,869,987.51 795,100.00SOLE 795,100.00
HEARTLAND EXPRESS INC Domestic 422347104 1,624,375.00 115,000.00SOLE 115,000.00
HEILIG MEYERS CO Domestic 422893107 593,750.00 125,000.00SOLE 125,000.00
HEINEKEN NV NLG5 Ordinary Int5455821 7,596,750.85 152,750.00SOLE 152,750.00
HEINZ H J CO Domestic 423074103 52,030,000.00 1,210,000.00SOLE 1,210,000.00
HELIX TECHNOLOGY CORP Domestic 423319102 2,540,300.00 76,400.00SOLE 76,400.00
HELMERICH & PAYNE INC Domestic 423452101 4,860,096.01 192,000.00SOLE 192,000.00
HENDERSON INVESTMENT Ordinary Int6972341 845,155.64 1,300,000.00SOLE 1,300,000.00
HENDERSON LAND DEV Ordinary Int6420538 1,848,657.27 400,000.00SOLE 400,000.00
HENKEL KGAA-VORZUG Ordinary Int5076705 4,084,088.56 65,000.00SOLE 65,000.00
HENNES & MAURITZ Ordinary Int5687431 26,624,847.54 1,057,000.00SOLE 1,057,000.00
HENRY JACK & ASSOCIATES Domestic 426281101 3,372,439.40 91,300.00SOLE 91,300.00
HERCULES INC Domestic 427056106 8,086,562.51 282,500.00SOLE 282,500.00
HERSHEY FOODS CORP Domestic 427866108 17,284,240.00 355,000.00SOLE 355,000.00
HEWLETT PACKARD CO Domestic 428236103 290,490,750.00 3,201,000.00SOLE 3,201,000.00
HEWLETT PACKARD CO Domestic Con428236AA1 24,152,000.00 40,000,000.00SOLE 40,000,000.00
HIBERNIA CORP Domestic 428656102 6,322,837.50 543,900.00SOLE 543,900.00
HILB ROGAL & HAMILTON CO Domestic 431294107 1,378,465.00 55,000.00SOLE 55,000.00
HILLENBRAND INDS INC Domestic 431573104 5,617,875.02 213,000.00SOLE 213,000.00
HILTON HOTELS CORP Domestic 432848109 4,839,737.51 490,100.00SOLE 490,100.00
HISPANIC BROADCASTING CORP Domestic 43357B104 14,075,512.50 184,900.00SOLE 184,900.00
HITACHI LTD ADR 2428901 14,186,250.00 130,000.00SOLE 130,000.00
HITACHI LTD Ordinary Int6429104 27,585,422.89 2,489,000.00SOLE 2,489,000.00
HITACHI ZOSEN CORP. Ordinary Int6429308 694,111.01 654,000.00SOLE 654,000.00
HNC SOFTWARE Domestic 40425P107 3,675,108.80 92,600.00SOLE 92,600.00
HOCHTIEF AG Ordinary Int5108664 2,628,726.00 60,500.00SOLE 60,500.00
HOECHST Ordinary Int5070376 10,802,014.86 248,000.00SOLE 248,000.00
HOKKAIDO ELECTRIC POWER Ordinary Int6431325 3,245,327.28 218,000.00SOLE 218,000.00
HOLDERBK FN GLARUS Ordinary Int4420499 34,818,600.61 26,808.00SOLE 26,808.00
HOLLYWOOD PARK INC NEW Domestic 436255103 1,437,562.50 93,500.00SOLE 93,500.00
HOLOGIC INC. Domestic 436440101 201,550.00 50,000.00SOLE 50,000.00
HOME DEPOT INC Domestic 437076102 381,198,150.04 5,554,800.00SOLE 5,554,800.00
HOMESTAKE MNG CO Domestic 437614100 5,972,200.00 650,000.00SOLE 650,000.00
HON INDS INC Domestic 438092108 3,649,800.00 189,600.00SOLE 189,600.00
HONDA MOTOR CO LTD Ordinary Int6435145 13,195,266.16 315,000.00SOLE 315,000.00
HONDA MTR LTD ADR 2435279 40,906,500.00 500,000.00SOLE 500,000.00
HONEYWELL INC Domestic 438506107 59,552,455.04 535,000.00SOLE 535,000.00
HONG KONG & CHINA GAS Ordinary Int6436557 8,060,482.99 5,991,600.00SOLE 5,991,600.00
HONG KONG & SHANGAI HOTELS Ordinary Int6436386 1,563,398.23 2,058,333.00SOLE 2,058,333.00
HONG KONG TELECOM Ordinary Int6436461 7,739,424.28 3,526,000.00SOLE 3,526,000.00
HONGKONG ELECTRIC HOLDINGS Ordinary Int6435327 3,944,075.22 1,271,236.00SOLE 1,271,236.00
HOOPER HOLMES INC Domestic 439104100 1,921,875.00 75,000.00SOLE 75,000.00
HOPEWELL HOLDINGS Ordinary Int6140290 313,761.24 447,199.00SOLE 447,199.00
HORACE MANN EDUCATORS CORP N Domestic 440327104 4,850,262.71 187,900.00SOLE 187,900.00
HORMEL FOODS CORP Domestic 440452100 12,600,465.00 305,000.00SOLE 305,000.00
HOSIDEN CORP. Ordinary Int6439813 3,296,703.27 100,000.00SOLE 100,000.00
HOTEL PROPERTIES Ordinary Int6440183 221,546.60 273,000.00SOLE 273,000.00
HOUGHTON MIFFLIN CO Domestic 441560109 4,814,062.52 118,500.00SOLE 118,500.00
HOUSE FOODS Ordinary Int6440503 2,190,757.96 150,000.00SOLE 150,000.00
HOUSEHOLD INTL INC Domestic 441815107 67,410,000.05 1,680,000.00SOLE 1,680,000.00
HOUSTON INDS INC Domestic 442161204 25,500,000.00 250,000.00SOLE 250,000.00
HS RES INC Domestic 404297103 1,064,375.00 65,000.00SOLE 65,000.00
HSB GROUP INC Domestic 40428N109 3,891,792.80 110,600.00SOLE 110,600.00
HSBC HLDGS PLC ADR 2400341 17,418,900.00 300,000.00SOLE 300,000.00
HSBC HLDGS PLC Ordinary Int0540528 29,554,955.38 2,578,500.00SOLE 2,578,500.00
HUBBELL INC Domestic 443510201 6,693,750.01 210,000.00SOLE 210,000.00
HUDSON UNITED BANCORP Domestic 444165104 4,886,941.81 158,600.00SOLE 158,600.00
HUDSON'S BAY COMPANY Ordinary Int2442655 3,919,700.58 300,000.00SOLE 300,000.00
HUFFY CORP Domestic 444356109 493,750.00 50,000.00SOLE 50,000.00
HUGHES SUPPLY INC Domestic 444482103 2,283,750.00 105,000.00SOLE 105,000.00
HUHTAMAKI I Ordinary Int4447476 5,209,305.52 164,700.00SOLE 164,700.00
HUMANA INC Domestic 444859102 2,162,875.01 314,600.00SOLE 314,600.00
HUNT J B TRANS SVCS INC Domestic 445658107 2,289,375.00 165,000.00SOLE 165,000.00
HUNTINGTON BANCSHARES INC Domestic 446150104 16,089,474.74 605,710.00SOLE 605,710.00
HUTCHINSON TECH Domestic 448407106 2,602,800.00 96,400.00SOLE 96,400.00
HUTCHISON WHAMPOA Ordinary Int6448068 20,285,956.09 2,181,000.00SOLE 2,181,000.00
HYPERION SOLUTIONS CORP Domestic 44914M104 2,589,400.00 117,700.00SOLE 117,700.00
IBERDROLA SA Ordinary Int4424640 18,530,154.11 1,250,000.00SOLE 1,250,000.00
IBP INC Domestic 449223106 9,662,883.19 391,400.00SOLE 391,400.00
ICN PHARMACEUTICALS INC NEW Domestic 448924100 2,359,912.40 137,300.00SOLE 137,300.00
IDACORP INC Domestic 451107106 5,211,625.00 173,000.00SOLE 173,000.00
IDEC PHARMACEUTICALS CORP Domestic 449370105 7,296,805.60 77,600.00SOLE 77,600.00
IDEX CORP Domestic 45167R104 1,415,650.00 50,000.00SOLE 50,000.00
IDEXX LABS INC Domestic 45168D104 1,033,140.00 60,000.00SOLE 60,000.00
IHOP CORP Domestic 449623107 2,025,000.00 100,000.00SOLE 100,000.00
IKON OFFICE SOLUTIONS INC Domestic 451713101 4,045,408.00 378,500.00SOLE 378,500.00
ILLINOIS TOOL WKS INC Domestic 452308109 55,922,250.01 750,000.00SOLE 750,000.00
ILLINOVA CORP Domestic 452317100 7,717,325.00 275,000.00SOLE 275,000.00
IMATION CORPORATION Domestic 45245A107 5,425,000.00 175,000.00SOLE 175,000.00
IMC GLOBAL INC Domestic 449669100 5,533,940.00 380,000.00SOLE 380,000.00
IMCO RECYCLING INC Domestic 449681105 1,800,000.00 120,000.00SOLE 120,000.00
IMETAL Ordinary Int4457765 6,667,873.60 44,000.00SOLE 44,000.00
IMI PLC Ordinary Int0457963 6,226,291.97 1,355,100.00SOLE 1,355,100.00
IMMUNE RESPONSE CORP/DEL Domestic 45252T106 292,500.00 60,000.00SOLE 60,000.00
IMPERIAL CHEM INDS PLC ADR 2458715 3,239,100.00 75,000.00SOLE 75,000.00
IMPERIAL TOBACCO GROUP ADR 2478382 2,298,300.00 97,800.00SOLE 97,800.00
IMS HEALTH INC Domestic 449934108 16,153,885.31 708,100.00SOLE 708,100.00
INA - ISTITUT NAZ ASSICUR Ordinary Int4534936 14,990,255.70 4,600,000.00SOLE 4,600,000.00
INACOM CORP. Domestic 45323G109 2,155,504.80 234,600.00SOLE 234,600.00
INCHCAPE GBP1.50 Ordinary Int0679972 183,577.20 33,475.00SOLE 33,475.00
INCO LTD Domestic 453258402 7,898,062.53 369,500.00SOLE 369,500.00
INCYTE PHARMACEUTICALS INC Domestic 45337C102 2,934,562.50 126,900.00SOLE 126,900.00
INDIANA ENERGY INC Domestic 454707100 1,471,279.98 73,333.00SOLE 73,333.00
INDUSTRIAL BANK OF JAPAN Ordinary Int6462842 4,917,817.19 400,000.00SOLE 400,000.00
INFORMATION RES INC Domestic 456905108 1,604,135.00 145,000.00SOLE 145,000.00
INFORMIX CORP Domestic 456779107 3,351,423.59 422,200.00SOLE 422,200.00
ING GROEP NV ADR 2452643 26,454,543.00 483,188.00SOLE 483,188.00
ING GROEP NV Ordinary Int5058877 38,250,461.67 704,266.00SOLE 704,266.00
INGERSOLL RAND 6.75% Domestic 456867209 3,937,500.00 150,000.00SOLE 150,000.00
INGERSOLL RAND CO Domestic 456866102 38,949,229.04 708,967.00SOLE 708,967.00
INNOVEX INC Domestic 457647105 277,200.00 30,800.00SOLE 30,800.00
INPUT/OUTPUT INC Domestic 457652105 1,158,712.50 174,900.00SOLE 174,900.00
INSIGHT ENTERPRISES Domestic 45765U103 4,134,000.00 127,200.00SOLE 127,200.00
INSITUFORM TECHNOLOGIES INC Domestic 457667103 3,862,500.00 154,500.00SOLE 154,500.00
INSTEEL INDUSTRIES Domestic 45774W108 48,265.20 5,400.00SOLE 5,400.00
INSURANCE AUTO AUCTIONS INC Domestic 457875102 1,561,875.00 105,000.00SOLE 105,000.00
INTEGRATED DEVICE TECHNOLOGY Domestic 458118106 7,030,000.00 380,000.00SOLE 380,000.00
INTEGRATED HEALTH SVCS INC Domestic 45812C106 171,773.70 109,900.00SOLE 109,900.00
INTEL CORP Domestic 458140100 880,237,485.03 11,845,000.00SOLE 11,845,000.00
INTER TEL INC Domestic 458372109 887,500.00 50,000.00SOLE 50,000.00
INTERFACE INC Domestic 458665106 712,375.00 139,000.00SOLE 139,000.00
INTERIM SERVICES INC. Domestic 45868P100 4,478,562.51 273,500.00SOLE 273,500.00
INTERMAGNETICS GEN CORP Domestic 458771102 153,600.00 25,600.00SOLE 25,600.00
INTERMET CORP Domestic 45881K104 889,245.00 105,000.00SOLE 105,000.00
INTERNATIONAL FLAVORS & Domestic 459506101 14,296,800.00 414,400.00SOLE 414,400.00
INTERNATIONAL GAME TECHNOLOG Domestic 459902102 6,787,800.00 377,100.00SOLE 377,100.00
INTERNATIONAL MULTIFOODS COR Domestic 460043102 989,000.00 43,000.00SOLE 43,000.00
INTERNATIONAL RECTIFIER CORP Domestic 460254105 3,181,150.00 208,600.00SOLE 208,600.00
INTERPUBLIC GROUP COS INC Domestic 460690100 24,568,075.02 597,400.00SOLE 597,400.00
INTERSTATE BAKERIES CORP DEL Domestic 46072H108 7,201,300.00 313,100.00SOLE 313,100.00
INTERVOICE-BRITE INC Domestic 461142101 1,242,374.90 112,300.00SOLE 112,300.00
INTIMATE BRANDS INC Domestic 461156101 973,450.00 25,000.00SOLE 25,000.00
INTL BUSINESS MACHINES CORP Domestic 459200101 778,877,000.00 6,437,000.00SOLE 6,437,000.00
INTL PAPER 51/4% C Domestic 460137300 10,300,000.00 200,000.00SOLE 200,000.00
INTL PAPER CO Domestic 460146103 79,126,116.93 1,646,300.00SOLE 1,646,300.00
INTUIT INC Domestic 461202103 20,669,284.80 235,800.00SOLE 235,800.00
INVACARE CORP Domestic 461203101 1,676,549.11 85,700.00SOLE 85,700.00
INVESTMENT TECHNOLOGY GRP INC Domestic 46145F105 1,350,100.00 58,700.00SOLE 58,700.00
INVESTOR AB SEK6.25 Ordinary Int5679579 9,133,935.11 780,000.00SOLE 780,000.00
INVESTOR AB SEK6.25 B Ordinary Int5679591 3,118,955.85 263,600.00SOLE 263,600.00
IONICS INC Domestic 462218108 1,456,875.00 45,000.00SOLE 45,000.00
IPALCO ENTERPRISES INC Domestic 462613100 7,580,820.00 390,000.00SOLE 390,000.00
IRISH LIFE & PERM Ordinary Int4455253 495,777.31 44,127.00SOLE 44,127.00
IRISH LIFE & PERM IEPO.25 Ordinary Int0467865 1,549,416.83 136,849.00SOLE 136,849.00
ISETAN Ordinary Int6466844 1,972,386.54 250,000.00SOLE 250,000.00
ISHIHARA SANGYO Ordinary Int6466866 467,267.77 250,000.00SOLE 250,000.00
ISS INTERNATIONAL Ordinary Int4442620 6,240,136.39 111,400.00SOLE 111,400.00
ITO YOKADO LTD ADR 2468792 16,200,000.00 200,000.00SOLE 200,000.00
ITO-YOKADO CO. Ordinary Int6467944 18,183,525.71 220,000.00SOLE 220,000.00
ITOCHU CORP. Ordinary Int6467803 2,472,527.46 750,000.00SOLE 750,000.00
ITRON INC Domestic 465741106 323,125.00 55,000.00SOLE 55,000.00
ITT INDS INC IND Domestic 450911102 6,877,970.59 216,200.00SOLE 216,200.00
IVAX CORP Domestic 465823102 4,125,000.00 250,000.00SOLE 250,000.00
J & J SNACK FOODS CORP Domestic 466032109 963,800.00 48,800.00SOLE 48,800.00
JABIL CIRCUIT INC Domestic 466313103 16,137,000.00 326,000.00SOLE 326,000.00
JACOBS ENGR GROUP INC Domestic 469814107 4,387,500.00 135,000.00SOLE 135,000.00
JAN BELL MARKETING INC. Domestic 470760109 194,804.40 58,800.00SOLE 58,800.00
JAPAN AIRLINES Ordinary Int6471871 3,850,849.95 1,000,000.00SOLE 1,000,000.00
JAPAN TOBACCO INC Ordinary Int6474535 14,877,430.13 1,200.00SOLE 1,200.00
JEFFERIES GROUP INC (NEW) Domestic 472319102 1,642,862.50 78,700.00SOLE 78,700.00
JEFFERSON PILOT CORP Domestic 475070108 32,358,574.79 512,100.00SOLE 512,100.00
JLG INDS INC Domestic 466210101 2,126,320.00 140,000.00SOLE 140,000.00
JO-ANN STORES INC Domestic 47758P109 488,813.40 39,300.00SOLE 39,300.00
JOHNSON & JOHNSON Domestic 478160104 457,353,750.06 4,978,000.00SOLE 4,978,000.00
JOHNSON CTLS INC Domestic 478366107 24,456,234.38 368,800.00SOLE 368,800.00
JOHNSON ELECTRIC HOLDINGS Ordinary Int6126331 10,386,209.73 2,140,000.00SOLE 2,140,000.00
JOHNSON MATTHEY PLC Ordinary Int0476407 4,278,696.35 449,500.00SOLE 449,500.00
JONES APPAREL GROUP INC Domestic 480074103 13,512,500.01 470,000.00SOLE 470,000.00
JONES PHARMA INC Domestic 480236108 5,575,057.90 169,100.00SOLE 169,100.00
JOSTENS INC Domestic 481088102 1,090,125.00 57,000.00SOLE 57,000.00
JSB FINL INC Domestic 46624M100 1,127,825.00 19,700.00SOLE 19,700.00
JUNO LTG INC Domestic 482047206 464,388.20 38,900.00SOLE 38,900.00
JUSCO CO. LTD Ordinary Int6480048 3,031,886.88 161,000.00SOLE 161,000.00
JUST FOR FEET INC Domestic 48213P106 154,725.00 75,000.00SOLE 75,000.00
JUSTIN INDS INC Domestic 482171105 1,362,048.01 96,000.00SOLE 96,000.00
JYSKE BANK REG Ordinary Int4479963 2,783,587.89 29,000.00SOLE 29,000.00
K MART CORP Domestic 482584109 18,116,400.00 1,550,000.00SOLE 1,550,000.00
K N ENERGY INC Domestic 482620101 5,216,835.00 232,500.00SOLE 232,500.00
K-SWISS INC -CL A Domestic 482686102 1,111,017.60 35,200.00SOLE 35,200.00
K2 INC. Domestic 482732104 705,040.00 80,000.00SOLE 80,000.00
KAJIMA CORP. Ordinary Int6481320 1,600,450.81 400,000.00SOLE 400,000.00
KAMAN CORP Domestic 483548103 573,750.00 45,000.00SOLE 45,000.00
KANEKA CORPORATION Ordinary Int6483360 3,577,157.85 278,000.00SOLE 278,000.00
KANSAI ELECTRIC POWER Ordinary Int6483489 6,384,897.08 330,000.00SOLE 330,000.00
KANSAS CITY PWR & LT CO Domestic 485134100 5,442,300.00 225,000.00SOLE 225,000.00
KANSAS CITY SOUTHN INDS INC Domestic 485170104 18,641,850.00 400,900.00SOLE 400,900.00
KAO CORP ADR 2484130 8,481,510.00 30,000.00SOLE 30,000.00
KAO CORP Ordinary Int6483809 5,654,174.84 200,000.00SOLE 200,000.00
KARSTADT AG Ordinary Int4484105 2,528,620.57 5,600.00SOLE 5,600.00
KAUFMAN & BROAD HOME CORP Domestic 486168107 4,731,375.01 229,400.00SOLE 229,400.00
KAWASAKI KISEN KAI Ordinary Int6484686 2,284,286.63 1,204,000.00SOLE 1,204,000.00
KAWASAKI STEEL CORP Ordinary Int6484664 2,644,688.62 1,140,000.00SOLE 1,140,000.00
KAYDON CORP Domestic 486587108 3,283,500.00 132,000.00SOLE 132,000.00
KEANE INC Domestic 486665102 4,881,982.01 214,000.00SOLE 214,000.00
KELLOGG CO Domestic 487836108 46,423,120.00 1,240,000.00SOLE 1,240,000.00
KELLWOOD CO Domestic 488044108 1,540,000.00 70,000.00SOLE 70,000.00
KELLY SVCS INC Domestic 488152208 3,042,625.00 101,000.00SOLE 101,000.00
KEMET CORP Domestic 488360108 6,352,240.30 198,700.00SOLE 198,700.00
KENNAMETAL INC Domestic 489170100 2,846,250.01 110,000.00SOLE 110,000.00
KENT ELECTRS CORP Domestic 490553104 2,096,050.00 113,300.00SOLE 113,300.00
KEPPEL CORP Ordinary Int6490263 2,224,051.75 762,500.00SOLE 762,500.00
KEPPEL FEL ENERGY Ordinary Int6154547 417,230.22 550,000.00SOLE 550,000.00
KERR MCGEE CORP Domestic 492386107 21,324,743.58 387,279.00SOLE 387,279.00
KERRY GROUP PLC Ordinary Int0490656 748,493.13 60,000.00SOLE 60,000.00
KESKO Ordinary Int4490005 3,092,725.32 257,000.00SOLE 257,000.00
KEYCORP INC NEW Domestic 493267108 35,105,680.01 1,360,000.00SOLE 1,360,000.00
KEYENCE Ordinary Int6490995 12,473,936.18 46,600.00SOLE 46,600.00
KEYSPAN CORPORATION Domestic 49337W100 10,757,275.00 375,800.00SOLE 375,800.00
KEYSTONE FINL INC Domestic 493482103 3,840,375.00 161,700.00SOLE 161,700.00
KIMBERLY-CLARK CORP Domestic 494368103 105,135,919.51 1,993,098.00SOLE 1,993,098.00
KING WORLD PRODTNS INC Domestic 495667107 15,352,500.00 409,400.00SOLE 409,400.00
KINGFISHER PLC ADR 2981006 15,286,005.60 706,900.00SOLE 706,900.00
KINGFISHER PLC Ordinary Int0262015 7,880,478.24 732,800.00SOLE 732,800.00
KINKI NIPPON RAILWAY Ordinary Int6492968 4,267,868.86 800,000.00SOLE 800,000.00
KIRBY CORP Domestic 497266106 1,079,375.00 55,000.00SOLE 55,000.00
KIRIN BREWERY CO LTD Ordinary Int6493745 11,975,204.17 1,000,000.00SOLE 1,000,000.00
KLA-TENCOR CORP Domestic 482480100 26,973,245.00 414,973.00SOLE 414,973.00
KLM Ordinary Int4480255 1,718,616.20 66,004.00SOLE 66,004.00
KMART FING I Domestic 498778208 4,762,500.00 100,000.00SOLE 100,000.00
KNIGHT RIDDER INC Domestic 499040103 25,987,500.00 472,500.00SOLE 472,500.00
KOHLS CORP Domestic 500255104 41,163,010.91 622,503.00SOLE 622,503.00
KOMAG INC Domestic 500453105 333,600.00 111,200.00SOLE 111,200.00
KOMATSU Ordinary Int6496584 14,853,385.78 2,240,000.00SOLE 2,240,000.00
KONINKLIJKE AHOLD NV NEW ADR 2037813 21,162,800.63 638,877.00SOLE 638,877.00
KONINKLIJKE KPN NV Ordinary Int5490800 16,236,328.69 370,500.00SOLE 370,500.00
KONINKLIJKE PHILIPS ELECTRS ADR 2425720 19,574,507.00 193,807.00SOLE 193,807.00
KOYO SEIKO CO LTD Ordinary Int6497082 2,910,679.04 300,000.00SOLE 300,000.00
KREDIETBANK Ordinary Int4497749 8,110,802.86 159,500.00SOLE 159,500.00
KROGER CO Domestic 501044101 65,527,110.02 2,970,000.00SOLE 2,970,000.00
KROLL-O'GARA COMPANY Domestic 501050108 650,832.00 39,000.00SOLE 39,000.00
KRONOS INC Domestic 501052104 2,236,133.60 60,950.00SOLE 60,950.00
KULICKE & SOFFA INDS INC Domestic 501242101 1,176,749.20 48,400.00SOLE 48,400.00
KURITA WATER INDUSTRIES Ordinary Int6497963 3,814,032.09 188,000.00SOLE 188,000.00
KYOCERA CORP ADR 2498120 5,457,500.00 74,000.00SOLE 74,000.00
KYOWA HAKKO KOGYO CO LTD Ordinary Int6499550 1,662,590.38 218,000.00SOLE 218,000.00
KYUSHU ELECTRIC POWER Ordinary Int6499806 6,674,931.83 436,000.00SOLE 436,000.00
L'OREAL Ordinary Int4534787 19,022,270.79 29,795.00SOLE 29,795.00
LA Z BOY CHAIR CO Domestic 505336107 4,493,149.10 235,700.00SOLE 235,700.00
LABOR READY INC. Domestic 505401208 1,083,281.95 107,650.00SOLE 107,650.00
LADBROKE GROUP PLC ORD Ordinary Int0500254 5,561,041.99 1,595,076.00SOLE 1,595,076.00
LAFARGE FR25 (BR) Ordinary Int4502706 7,396,030.52 66,907.00SOLE 66,907.00
LAFARGE PRIME DE FIDELITE '99 Ordinary Int5614912 10,622,197.41 96,092.00SOLE 96,092.00
LAIDLAW INC Domestic 50730K503 2,084,400.00 308,800.00SOLE 308,800.00
LANCASTER COLONY CORP Domestic 513847103 3,232,000.00 101,000.00SOLE 101,000.00
LAND SECURITIES PLC ORD Ordinary Int0504502 8,191,301.32 605,100.00SOLE 605,100.00
LANDRYS SEAFOOD RESTAURANTS Domestic 51508L103 504,800.00 63,100.00SOLE 63,100.00
LANDS END INC Domestic 515086106 9,240,000.00 140,000.00SOLE 140,000.00
LANDSTAR SYS INC Domestic 515098101 1,563,750.00 45,000.00SOLE 45,000.00
LASMO PLC Ordinary Int0531696 1,408,056.38 600,000.00SOLE 600,000.00
LASON INC. Domestic 51808R107 2,974,670.80 66,800.00SOLE 66,800.00
LATTICE SEMICONDUCTOR CORP Domestic 518415104 5,866,348.80 197,600.00SOLE 197,600.00
LEAR CORPORATION Domestic 521865105 9,335,376.40 265,300.00SOLE 265,300.00
LEE ENTERPRISES INC Domestic 523768109 3,917,362.50 143,100.00SOLE 143,100.00
LEGAL & GENERAL GBP0.025 Ordinary Int0560399 6,932,809.53 2,451,800.00SOLE 2,451,800.00
LEGATO SYSTEMS INC Domestic 524651106 12,337,102.01 283,000.00SOLE 283,000.00
LEGG MASON INC Domestic 524901105 8,486,329.51 221,500.00SOLE 221,500.00
LEGGETT & PLATT INC Domestic 524660107 19,859,285.60 1,008,700.00SOLE 1,008,700.00
LEHMAN BROTHERS HOLDINGS INC Domestic 524908100 27,529,650.04 471,600.00SOLE 471,600.00
LEND LEASE CORP LIMITED Ordinary Int6512004 4,151,557.78 340,172.00SOLE 340,172.00
LEXMARK INT'L GROUP INC Domestic 529771107 38,157,000.00 474,000.00SOLE 474,000.00
LG&E ENERGY CORP Domestic 501917108 10,172,375.00 478,700.00SOLE 478,700.00
LI & FUNG LTD. Ordinary Int6514635 7,563,274.02 2,500,000.00SOLE 2,500,000.00
LIBBEY INC Domestic 529898108 2,536,505.40 85,800.00SOLE 85,800.00
LILLIAN VERNON CORP Domestic 532430105 500,000.00 40,000.00SOLE 40,000.00
LILLY (ELI) & CO Domestic 532457108 249,498,755.98 3,887,000.00SOLE 3,887,000.00
LILLY INDS INC Domestic 532491107 594,050.00 43,600.00SOLE 43,600.00
LIMITED INC Domestic 532716107 20,593,800.00 538,400.00SOLE 538,400.00
LINCARE HLDGS INC Domestic 532791100 5,203,251.19 195,200.00SOLE 195,200.00
LINCOLN NATL CORP IND Domestic 534187109 27,796,620.00 740,000.00SOLE 740,000.00
LINDSAY MFG CO Domestic 535555106 1,277,587.50 65,100.00SOLE 65,100.00
LINEAR TECHNOLOGY CORP Domestic 535678106 31,521,663.95 536,256.00SOLE 536,256.00
LINENS N THINGS INC Domestic 535679104 5,416,875.00 160,500.00SOLE 160,500.00
LIPOSOME COMPANY INC Domestic 536310105 1,211,352.80 159,200.00SOLE 159,200.00
LITTON INDS INC Domestic 538021106 9,033,750.00 165,000.00SOLE 165,000.00
LIZ CLAIBORNE INC Domestic 539320101 4,228,400.00 136,400.00SOLE 136,400.00
LLOYDS TSB GROUP Ordinary Int0870612 74,288,309.69 5,974,748.00SOLE 5,974,748.00
LOCKHEED MARTIN CORP Domestic 539830109 46,907,280.00 1,435,000.00SOLE 1,435,000.00
LOEWS CORP Domestic 540424108 27,724,260.00 395,000.00SOLE 395,000.00
LONE STAR INDUSTRIES Domestic 542290408 4,324,162.50 86,700.00SOLE 86,700.00
LONE STAR STEAKHOUSE SALOON Domestic 542307103 639,641.60 83,200.00SOLE 83,200.00
LONG DRUG STORES INC. Domestic 543162101 5,186,300.00 173,600.00SOLE 173,600.00
LONGVIEW FIBRE CO Domestic 543213102 786,081.60 63,200.00SOLE 63,200.00
LOUISIANA PAC CORP Domestic 546347105 3,864,062.51 247,300.00SOLE 247,300.00
LOWES COS INC Domestic 548661107 66,933,750.00 1,373,000.00SOLE 1,373,000.00
LSI LOGIC CORP Domestic 502161102 39,873,600.00 766,800.00SOLE 766,800.00
LUBRIZOL CORP Domestic 549271104 5,361,085.60 208,700.00SOLE 208,700.00
LUBYS INC Domestic 549282101 460,000.00 40,000.00SOLE 40,000.00
LUCENT TECHNOLOGIES INC Domestic 549463107 704,477,625.12 10,859,000.00SOLE 10,859,000.00
LUFTHANSA AG Ordinary Int5287488 18,844,740.72 1,030,000.00SOLE 1,030,000.00
LVMH MOET HENNESSY ADR 2499576 13,200,000.00 220,000.00SOLE 220,000.00
LVMH MOET HENNESSY Ordinary Int4535649 9,706,999.90 32,380.00SOLE 32,380.00
LYDALL INC Domestic 550819106 670,345.00 65,000.00SOLE 65,000.00
LYONDELL CHEMICAL COMPANY Domestic 552078107 4,151,600.01 310,400.00SOLE 310,400.00
M S CARRIERS INC Domestic 553533100 1,200,000.00 50,000.00SOLE 50,000.00
MABUCHI MOTOR CO Ordinary Int6551030 3,905,325.40 30,000.00SOLE 30,000.00
MACDERMID INC Domestic 554273102 3,406,300.00 100,000.00SOLE 100,000.00
MACROMEDIA INC Domestic 556100105 6,862,912.50 167,900.00SOLE 167,900.00
MAF BANCORP INC. Domestic 55261R108 2,086,875.00 105,000.00SOLE 105,000.00
MAGELLAN HEALTH SERVICES INC. Domestic 559079108 731,300.00 100,000.00SOLE 100,000.00
MAGNA INTL INC ADR 2554549 22,359,600.00 450,000.00SOLE 450,000.00
MAGNETEK INC. Domestic 559424106 583,651.40 65,300.00SOLE 65,300.00
MAKINO MILLING MACHINE Ordinary Int6555708 656,804.72 111,000.00SOLE 111,000.00
MAKITA CORP Ordinary Int6555805 935,474.77 83,000.00SOLE 83,000.00
MALLINCKRODT INC Domestic 561232109 9,629,971.98 319,000.00SOLE 319,000.00
MAN AG NPV Ordinary Int5563520 18,881,534.80 626,500.00SOLE 626,500.00
MANDALAY RESORT GROUP Domestic 562567107 7,505,000.00 380,000.00SOLE 380,000.00
MANITOWOC INC Domestic 563571108 3,217,987.50 94,300.00SOLE 94,300.00
MANNESMANN AG NEW Ordinary Int5767504 115,813,463.11 725,000.00SOLE 725,000.00
MANOR CARE INC Domestic 564055101 3,580,156.27 208,300.00SOLE 208,300.00
MANPOWER INC WIS Domestic 56418H100 9,203,500.00 316,000.00SOLE 316,000.00
MARCO POLO DEVELOPMENTS LTD. Ordinary Int6564522 2,469,861.82 2,000,000.00SOLE 2,000,000.00
MARCUS CORP Domestic 566330106 1,510,287.60 125,200.00SOLE 125,200.00
MARK IV INDS INC Domestic 570387100 3,653,750.00 185,000.00SOLE 185,000.00
MARKS & SPENCER LTD ADR 2566469 6,245,000.01 200,000.00SOLE 200,000.00
MARRIOTT INTERNATIONAL Domestic 571903202 19,818,734.39 606,300.00SOLE 606,300.00
MARSH & MCLENNAN COS INC Domestic 571748102 76,624,100.00 1,118,600.00SOLE 1,118,600.00
MARSHALL & ILSLEY CORP Domestic 571834100 23,646,907.20 414,400.00SOLE 414,400.00
MARSHALL INDS Domestic 572393106 2,098,750.00 57,500.00SOLE 57,500.00
MARTIN MARIETTA MATERIALS Domestic 573284106 7,228,778.00 181,000.00SOLE 181,000.00
MARUBENI CORP. Ordinary Int6569464 4,632,403.45 1,787,000.00SOLE 1,787,000.00
MARUI CO. Ordinary Int6569527 5,284,155.11 283,000.00SOLE 283,000.00
MARZOTTO (GAETANO) & FIGLI SPA Ordinary Int4570004 1,272,190.92 165,000.00SOLE 165,000.00
MASCO CORP Domestic 574599106 50,220,000.00 1,620,000.00SOLE 1,620,000.00
MASCOTECH INC Domestic 574670105 2,487,100.00 149,600.00SOLE 149,600.00
MATSHUSHITA COMMUNICATION Ordinary Int6572666 30,718,511.98 276,000.00SOLE 276,000.00
MATSUSHITA ELC IND Ordinary Int6572707 15,827,556.90 744,000.00SOLE 744,000.00
MATSUSHITA ELEC 1.3% CONV Intl Conv 6566807 5,338,592.98400,000,000.00SOLE 400,000,000.00
MATSUSHITA-KOTOBUKI ELECTRON Ordinary Int6572848 11,600,450.73 537,000.00SOLE 537,000.00
MATTEL INC Domestic 577081102 19,628,900.00 1,033,100.00SOLE 1,033,100.00
MAXIM INTEGRATED PRODS INC Domestic 57772K101 33,162,206.40 525,600.00SOLE 525,600.00
MAXXAM INC. Domestic 577913106 678,150.00 13,200.00SOLE 13,200.00
MAXXIM MEDICAL INC. Domestic 57777G105 706,171.00 29,500.00SOLE 29,500.00
MAY DEPARTMENT STORES CO Domestic 577778103 43,543,410.01 1,195,000.00SOLE 1,195,000.00
MAYNE NICKLESS LTD Ordinary Int6574606 1,872,964.69 700,000.00SOLE 700,000.00
MAYTAG CORP Domestic 578592107 12,295,828.30 369,100.00SOLE 369,100.00
MBIA INC Domestic 55262C100 10,569,887.52 226,700.00SOLE 226,700.00
MBL INTL FIN BER 3% 11/30/02 Intl Conv 4742126 23,726,000.00 20,000,000.00SOLE 20,000,000.00
MBNA CORP Domestic 55262L100 62,325,116.01 2,732,000.00SOLE 2,732,000.00
MCCORMICK & CO INC Domestic 579780206 9,961,881.90 301,300.00SOLE 301,300.00
MCDERMOTT INTL INC Domestic 580037109 2,470,500.00 122,000.00SOLE 122,000.00
MCDONALDS CORP Domestic 580135101 214,693,000.00 4,964,000.00SOLE 4,964,000.00
MCGRAW-HILL COS INC Domestic 580645109 40,393,125.02 835,000.00SOLE 835,000.00
MCI WORLDCOM INC Domestic 55268B106 479,190,553.16 6,666,999.00SOLE 6,666,999.00
MCKECHNIE Ordinary Int0552404 1,214,830.89 170,166.00SOLE 170,166.00
MCKESSON HBOC INC Domestic 58155Q103 15,101,750.00 520,750.00SOLE 520,750.00
MCN ENERGY GROUP INC Domestic 55267J100 6,015,800.00 350,000.00SOLE 350,000.00
MDC HOLDINGS INC Domestic 552676108 1,456,920.00 90,000.00SOLE 90,000.00
MEAD CORP Domestic 582834107 17,407,500.03 506,400.00SOLE 506,400.00
MEDIA GEN INC Domestic 584404107 5,427,375.00 105,900.00SOLE 105,900.00
MEDIAONE GROUP INC Domestic 58440J104 150,288,600.02 2,200,000.00SOLE 2,200,000.00
MEDIASET SPA Ordinary Int5077946 7,594,300.36 743,600.00SOLE 743,600.00
MEDICAL ASSURANCE INC Domestic 58449U100 626,575.00 25,000.00SOLE 25,000.00
MEDIMMUNE INC Domestic 584699102 21,127,072.00 212,000.00SOLE 212,000.00
MEDIOBANCA Ordinary Int4574813 3,369,466.57 304,520.00SOLE 304,520.00
MEDIOBANCA SPA C/WTS20/12/00 Ordinary Int5444380 209,418.86 102,420.00SOLE 102,420.00
MEDQUIST INC Domestic 584949101 4,423,847.40 132,300.00SOLE 132,300.00
MEDTRONIC INC Domestic 585055106 154,556,798.00 4,346,000.00SOLE 4,346,000.00
MELLON BK CORP Domestic 585509102 72,845,200.01 2,166,400.00SOLE 2,166,400.00
MENS WEARHOUSE INC Domestic 587118100 3,255,100.00 151,400.00SOLE 151,400.00
MENTOR CORP MINN Domestic 587188103 2,895,600.00 101,600.00SOLE 101,600.00
MENTOR GRAPHICS CORP Domestic 587200106 982,176.10 114,700.00SOLE 114,700.00
MEPC Ordinary Int0290908 1,818,480.37 244,026.00SOLE 244,026.00
MERCANTILE BANCORPORATION IN Domestic 587342106 0.00 0.00SOLE 0.00
MERCANTILE BANKSHARES CORP Domestic 587405101 9,108,147.20 294,400.00SOLE 294,400.00
MERCK & CO INC Domestic 589331107 554,799,280.02 8,560,000.00SOLE 8,560,000.00
MERCURY INTERACTIVE CORP Domestic 589405109 10,872,409.20 168,400.00SOLE 168,400.00
MEREDITH CORP Domestic 589433101 4,223,201.89 116,300.00SOLE 116,300.00
MERITA PLC Ordinary Int4827175 3,795,486.73 675,000.00SOLE 675,000.00
MERITOR AUTOMOTIVE INC. Domestic 59000G100 5,690,525.00 272,600.00SOLE 272,600.00
MERKANTILDATA ASA Ordinary Int5457162 2,768,784.26 270,000.00SOLE 270,000.00
MERRILL CORPORATION Domestic 590175105 1,575,102.00 79,000.00SOLE 79,000.00
MERRILL LYNCH & CO INC Domestic 590188108 84,616,262.59 1,255,900.00SOLE 1,255,900.00
MESA AIR GROUP Domestic 590479101 665,175.00 108,600.00SOLE 108,600.00
METALLGESELLSCHAFT AG Ordinary Int4557104 7,486,608.25 370,000.00SOLE 370,000.00
METHODE ELECTRS INC Domestic 591520200 2,925,625.00 155,000.00SOLE 155,000.00
METRO AG Ordinary Int5041413 10,435,950.85 200,398.00SOLE 200,398.00
MEYER INTERNATIONAL Ordinary Int0587213 10,867,214.69 1,609,461.00SOLE 1,609,461.00
MGIC INVT CORP WIS Domestic 552848103 24,151,950.00 505,800.00SOLE 505,800.00
MICHAEL FOODS INC NEW Domestic 594079105 2,735,852.10 104,100.00SOLE 104,100.00
MICHAELS STORES INC Domestic 594087108 3,687,500.00 125,000.00SOLE 125,000.00
MICHELIN (CGDE) Ordinary Int4588364 4,825,683.89 102,242.00SOLE 102,242.00
MICREL INC Domestic 594793101 7,503,875.00 173,000.00SOLE 173,000.00
MICRO WHSE INC Domestic 59501B105 536,803.50 44,500.00SOLE 44,500.00
MICROAGE INC Domestic 594928103 90,336.40 41,900.00SOLE 41,900.00
MICROCHIP TECHNOLOGY INC Domestic 595017104 11,061,037.52 215,300.00SOLE 215,300.00
MICRON TECHNOLOGY INC Domestic 595112103 65,635,500.00 987,000.00SOLE 987,000.00
MICROS SYS INC Domestic 594901100 3,847,500.00 95,000.00SOLE 95,000.00
MICROSOFT CORP Domestic 594918104 1,657,665,152.00 18,304,000.00SOLE 18,304,000.00
MIDAMERICAN ENERGY HLDGS NEW Domestic 59562V107 4,911,750.00 166,500.00SOLE 166,500.00
MIDWAY GAMES INC Domestic 598148104 3,271,873.50 207,738.00SOLE 207,738.00
MIKUNI COCA-COL BOTTLING CO Ordinary Int6592147 3,346,012.93 150,000.00SOLE 150,000.00
MILACRON INC Domestic 598709103 1,460,825.00 82,300.00SOLE 82,300.00
MILLENNIUM PHARMACEUTICALS Domestic 599902103 4,875,000.00 75,000.00SOLE 75,000.00
MILLER HERMAN INC Domestic 600544100 7,339,142.00 307,000.00SOLE 307,000.00
MILLIPORE CORP Domestic 601073109 7,734,221.70 205,900.00SOLE 205,900.00
MINEBEA CO LTD Ordinary Int6642406 19,089,884.31 1,500,000.00SOLE 1,500,000.00
MINERALS TECHNOLOGIES INC Domestic 603158106 5,341,930.00 110,000.00SOLE 110,000.00
MINIMED INC Domestic 60365K108 5,895,000.00 60,000.00SOLE 60,000.00
MINNESOTA MINING & MFG CO Domestic 604059105 137,850,404.99 1,435,000.00SOLE 1,435,000.00
MINNESOTA POWER INC Domestic 604110106 4,390,750.00 250,000.00SOLE 250,000.00
MINOLTA CAMERA CO LTD. Ordinary Int6595867 7,976,237.35 1,630,000.00SOLE 1,630,000.00
MIRAGE RESORTS INC Domestic 60462E104 5,236,000.00 374,000.00SOLE 374,000.00
MISSISSISSI CHEMICAL Domestic 605288208 385,000.00 55,000.00SOLE 55,000.00
MITSUBISHI CHEMICAL CORP Ordinary Int6597001 6,020,710.00 1,575,000.00SOLE 1,575,000.00
MITSUBISHI ELECTRIC CORP Ordinary Int6597045 5,944,660.42 1,041,000.00SOLE 1,041,000.00
MITSUBISHI ESTATE CO LTD Ordinary Int6596729 10,396,768.95 1,024,000.00SOLE 1,024,000.00
MITSUBISHI ESTATE CO LTD Ordinary Int6596785 4,132,619.49 500,000.00SOLE 500,000.00
MITSUBISHI HEAVY IND LTD Ordinary Int6597067 5,587,583.32 1,451,000.00SOLE 1,451,000.00
MITSUBISHI TRUST AND BANKING Ordinary Int6596826 3,663,003.62 300,000.00SOLE 300,000.00
MITSUI & CO Ordinary Int6597302 18,887,667.70 2,495,000.00SOLE 2,495,000.00
MITSUI & CO Ordinary Int6597368 2,568,902.01 287,000.00SOLE 287,000.00
MITSUI FUDOSAN CO LTD Ordinary Int6597603 2,406,311.60 300,000.00SOLE 300,000.00
MITSUI MARINE AND FIRE Ordinary Int6870122 4,425,753.68 834,000.00SOLE 834,000.00
MITSUKOSHI LTD Ordinary Int6597487 3,601,014.34 600,000.00SOLE 600,000.00
MITSUMI ELECTRONIC CO LTD Ordinary Int6597409 18,033,248.63 600,000.00SOLE 600,000.00
MOBIL CORP Domestic 607059102 286,936,000.00 2,848,000.00SOLE 2,848,000.00
MODINE MFG CO Domestic 607828100 2,718,295.80 116,600.00SOLE 116,600.00
MODIS PROFESSIONAL SERVICES Domestic 607830106 5,432,500.00 410,000.00SOLE 410,000.00
MOHAWK INDS INC Domestic 608190104 4,633,591.20 232,400.00SOLE 232,400.00
MOLECULAR BIOSYSTEMS INC Domestic 608513107 67,025.00 38,300.00SOLE 38,300.00
MOLEX INC Domestic 608554101 23,461,875.00 645,000.00SOLE 645,000.00
MOLSON INC - A SHS Ordinary Int2598581 6,900,306.23 400,000.00SOLE 400,000.00
MONACO COACH CORP Domestic 60886R103 609,375.00 25,000.00SOLE 25,000.00
MONSANTO CO Domestic 611662107 79,128,397.18 2,217,227.00SOLE 2,217,227.00
MONSANTO CO Domestic Con611662305 2,700,000.00 75,000.00SOLE 75,000.00
MONTANA POWER CO Domestic 612085100 12,783,960.00 420,000.00SOLE 420,000.00
MONTEDISON SPA EUR1 Ordinary Int5676127 2,122,769.14 1,083,316.00SOLE 1,083,316.00
MOORE LTD ADR 615785102 250,000.00 25,000.00SOLE 25,000.00
MORGAN CRUCIBLE Ordinary Int0602729 2,464,940.22 577,900.00SOLE 577,900.00
MORGAN J P & CO INC Domestic 616880100 65,236,750.00 571,000.00SOLE 571,000.00
MORGAN STAN DEAN WITTER & CO Domestic 617446448 178,376,000.01 2,000,000.00SOLE 2,000,000.00
MORRISON KNUDSEN CORP NEW Domestic 61844A109 2,690,661.70 260,900.00SOLE 260,900.00
MOTOROLA INC Domestic 620076109 199,144,000.00 2,263,000.00SOLE 2,263,000.00
MUELLER INDS INC Domestic 624756102 2,078,160.00 70,000.00SOLE 70,000.00
MUENCHENER RUECKVER AG-REG Ordinary Int5294121 13,131,383.06 65,000.00SOLE 65,000.00
MURATA MANUFACTURING Ordinary Int6610403 11,657,743.86 116,000.00SOLE 116,000.00
MURPHY OIL CORP Domestic 626717102 11,234,291.40 207,800.00SOLE 207,800.00
MUTUAL RISK MGMT LTD Domestic 628351108 2,420,600.00 197,600.00SOLE 197,600.00
MYERS INDS INC Domestic 628464109 1,712,750.75 96,493.00SOLE 96,493.00
MYLAN LABS Domestic 628530107 7,901,250.03 430,000.00SOLE 430,000.00
NABISCO GROUP HOLDINGS Domestic 62952P102 6,737,250.00 449,150.00SOLE 449,150.00
NABORS INDS INC Domestic 629568106 9,457,500.00 378,300.00SOLE 378,300.00
NACCO INDS INC Domestic 629579103 2,326,837.52 33,300.00SOLE 33,300.00
NALCO CHEM CO Domestic 629853102 11,771,550.00 233,100.00SOLE 233,100.00
NASH FINCH CO Domestic 631158102 210,000.00 30,000.00SOLE 30,000.00
NASHUA CORP Domestic 631226107 109,162.50 12,300.00SOLE 12,300.00
NATIONAL AUSTRALIA BANK ORD Ordinary Int6624608 3,407,621.29 232,785.00SOLE 232,785.00
NATIONAL AUSTRALIA BK LTD ADR 2625412 10,333,820.00 140,000.00SOLE 140,000.00
NATIONAL AUSTRALIA BK LTD Ordinary Int2632553 5,476,000.00 200,000.00SOLE 200,000.00
NATIONAL BANK OF CANADA Ordinary Int2077303 5,954,406.26 500,000.00SOLE 500,000.00
NATIONAL CITY CORP Domestic 635405103 55,777,919.99 2,090,000.00SOLE 2,090,000.00
NATIONAL COMM BANCORPORATION Domestic 635449101 1,647,675.01 75,000.00SOLE 75,000.00
NATIONAL COMPUTER SYS INC Domestic 635519101 4,973,216.80 129,700.00SOLE 129,700.00
NATIONAL DATA CORP Domestic 635621105 2,860,000.00 110,000.00SOLE 110,000.00
NATIONAL FOODS LIMITED Ordinary Int6624909 2,946,811.48 1,617,295.00SOLE 1,617,295.00
NATIONAL FUEL GAS CO N J Domestic 636180101 6,115,564.80 129,600.00SOLE 129,600.00
NATIONAL GRID GR ORD 11 13/17P Ordinary Int0242824 7,196,006.38 1,037,900.00SOLE 1,037,900.00
NATIONAL INSTRS CORP Domestic 636518102 7,305,604.80 206,700.00SOLE 206,700.00
NATIONAL POWER Ordinary Int0632016 4,285,688.87 549,600.00SOLE 549,600.00
NATIONAL PRESTO INDS INC Domestic 637215104 1,081,500.00 28,000.00SOLE 28,000.00
NATIONAL SEMICONDUCTOR CORP Domestic 637640103 17,998,550.70 588,900.00SOLE 588,900.00
NATIONAL STEEL CORP - CL B Domestic 637844309 520,350.00 75,000.00SOLE 75,000.00
NATIONAL SVC INDS INC Domestic 637657107 6,986,700.00 221,800.00SOLE 221,800.00
NATIONAL WESTMINSTER BANK Ordinary Int0625395 17,487,513.72 749,913.00SOLE 749,913.00
NATIONWIDE FINANCIAL SERV-A Domestic 638612101 884,375.00 25,000.00SOLE 25,000.00
NATL WESTMINSTER BANK ADR 2627571 28,703,500.00 206,500.00SOLE 206,500.00
NATSTEEL ELECTRONICS LTD Ordinary Int6073750 4,667,744.79 1,250,000.00SOLE 1,250,000.00
NATSTEEL LTD Ordinary Int6623616 3,528,374.01 2,000,000.00SOLE 2,000,000.00
NATSTEEL LTD 3% 6/30/02 Intl Conv 2016696 3,585,400.00 3,500,000.00SOLE 3,500,000.00
NATURES SUNSHINE PRODS INC Domestic 639027101 210,211.80 22,200.00SOLE 22,200.00
NAUTICA ENTERPRISES INC Domestic 639089101 2,750,925.00 170,600.00SOLE 170,600.00
NAVIGANT CONSULTING CO. Domestic 63935N107 4,637,500.00 100,000.00SOLE 100,000.00
NAVISTAR INTL CORP Domestic 63934E108 15,317,100.00 329,400.00SOLE 329,400.00
NBTY INC Domestic 628782104 2,502,525.00 328,200.00SOLE 328,200.00
NCR CORP Domestic 62886E108 11,218,275.90 339,300.00SOLE 339,300.00
NCS HEALTHCARE INC - CL A Domestic 628874109 109,725.00 41,800.00SOLE 41,800.00
NEC CORP ADR 2640222 3,115,500.00 31,000.00SOLE 31,000.00
NEC CORP Ordinary Int6640400 31,126,373.34 1,545,000.00SOLE 1,545,000.00
NESTLE S A ADR 2630223 67,738,647.60 720,900.00SOLE 720,900.00
NESTLE SA REGISTERED Ordinary Int4616696 15,409,836.06 8,200.00SOLE 8,200.00
NETWORK APPLIANCE INC Domestic 64120L104 20,019,187.50 279,500.00SOLE 279,500.00
NETWORK EQUIP TECHNOLOGIES Domestic 641208103 689,100.00 75,000.00SOLE 75,000.00
NETWORKS ASSOCIATES INC Domestic 640938106 11,151,787.51 583,100.00SOLE 583,100.00
NEW ASIA REALTY & TRUST CO-A Ordinary Int6435781 557,944.33 394,000.00SOLE 394,000.00
NEW CENTURY ENERGIES INC Domestic 64352U103 15,541,982.40 464,800.00SOLE 464,800.00
NEW ENGLAND BUSINESS SVC INC Domestic 643872104 1,570,965.00 55,000.00SOLE 55,000.00
NEW ENGLAND ELEC SYS Domestic 644001109 12,787,187.51 246,500.00SOLE 246,500.00
NEW JERSEY RES CORP Domestic 646025106 3,680,000.00 92,000.00SOLE 92,000.00
NEW WORLD DEVEL CO Ordinary Int6633767 1,966,683.00 896,000.00SOLE 896,000.00
NEW WORLD INFRASTRUCTURE Ordinary Int6631590 3,057,622.50 2,262,000.00SOLE 2,262,000.00
NEW YORK TIMES CO Domestic 650111107 28,012,500.00 747,000.00SOLE 747,000.00
NEWELL RUBBERMAID INC Domestic 651229106 15,078,836.15 527,915.00SOLE 527,915.00
NEWFIELD EXPL CO Domestic 651290108 4,104,074.80 124,600.00SOLE 124,600.00
NEWMONT MNG CORP Domestic 651639106 10,298,250.01 398,000.00SOLE 398,000.00
NEWPORT NEWS SHIPBUILDING Domestic 652228107 3,231,300.00 100,000.00SOLE 100,000.00
NEWS CORP LTD ADR 2617680 5,337,600.00 200,000.00SOLE 200,000.00
NEWS CORP LTD ADR 2630063 15,640,900.00 550,000.00SOLE 550,000.00
NEWS CORP LTD Ordinary Int6886925 912,179.49 130,000.00SOLE 130,000.00
NEWS CORP. LIMITED PFD Ordinary Int6620758 626,170.61 95,000.00SOLE 95,000.00
NEXTEL COMMUNICATION INC-A Domestic 65332V103 77,103,381.01 1,137,000.00SOLE 1,137,000.00
NFO WORLDWIDE INC COM Domestic 62910N108 816,000.00 64,000.00SOLE 64,000.00
NG FUNG HONG LIMITED Ordinary Int6619251 3,347,151.05 5,000,000.00SOLE 5,000,000.00
NGK INSULATORS LTD Ordinary Int6619507 14,223,518.21 1,466,000.00SOLE 1,466,000.00
NGK SPARK PLUG CO Ordinary Int6619604 2,666,666.66 280,000.00SOLE 280,000.00
NIAGARA MOHAWK HOLDINGS INC Domestic 653520106 6,025,993.61 387,200.00SOLE 387,200.00
NICHIEI 3/4 % 03/14 CV Intl Conv 5652354 3,523,809.49 300.00SOLE 300.00
NICOR INC Domestic 654086107 6,433,524.00 173,000.00SOLE 173,000.00
NIKE INC Domestic 654106103 61,140,625.06 1,075,000.00SOLE 1,075,000.00
NINTENDO CO. LTD. Ordinary Int6639550 21,211,045.17 133,000.00SOLE 133,000.00
NIPPON EXPRESS CO LTD Ordinary Int6642127 9,428,796.77 1,406,000.00SOLE 1,406,000.00
NIPPON HODO Ordinary Int6640789 1,005,259.70 154,000.00SOLE 154,000.00
NIPPON MITSUBISHI OIL CORP Ordinary Int6641403 2,425,725.52 591,000.00SOLE 591,000.00
NIPPON SHEET GLASS Ordinary Int6641447 1,127,078.05 200,000.00SOLE 200,000.00
NIPPON STEEL CORP Ordinary Int6642569 19,836,686.24 7,308,000.00SOLE 7,308,000.00
NIPPON TELEGRAPH & TEL CORP Ordinary Int6641373 129,498,918.69 10,525.00SOLE 10,525.00
NISOURCE INC Domestic 65473P105 10,865,587.53 491,100.00SOLE 491,100.00
NISSAN MOTOR CO LTD Ordinary Int6642860 6,233,727.77 1,029,000.00SOLE 1,029,000.00
NISSIN FOOD PRODUCTS Ordinary Int6641760 1,607,025.44 59,000.00SOLE 59,000.00
NITTO DENKO CORPORATION Ordinary Int6641801 6,349,206.29 200,000.00SOLE 200,000.00
NKT HOLDING A/S Ordinary Int4642464 1,722,357.53 23,120.00SOLE 23,120.00
NOBLE AFFILIATES INC Domestic 654894104 8,488,300.00 292,700.00SOLE 292,700.00
NOBLE DRILLING CORP Domestic 655042109 15,312,500.00 700,000.00SOLE 700,000.00
NOKIA (AB) OY Ordinary Int5655212 126,480,037.47 1,412,200.00SOLE 1,412,200.00
NOMURA SECURITIES Ordinary Int6643108 25,074,668.67 1,618,000.00SOLE 1,618,000.00
NORDSON CORP Domestic 655663102 4,165,000.00 85,000.00SOLE 85,000.00
NORDSTROM INC Domestic 655664100 7,209,000.00 267,000.00SOLE 267,000.00
NORFOLK SOUTHERN CORP Domestic 655844108 24,230,500.00 989,000.00SOLE 989,000.00
NORMANDY MINING LTD. Ordinary Int6645201 2,451,013.20 2,761,589.00SOLE 2,761,589.00
NORSK HYDRO ASA ADR 2642819 3,775,400.00 87,800.00SOLE 87,800.00
NORSK HYDRO ASA Ordinary Int4645805 2,855,852.95 67,500.00SOLE 67,500.00
NORSKE SKOGINDUSTRIER ASA-A Ordinary Int4647436 7,220,896.47 180,000.00SOLE 180,000.00
NORTEL NETWORKS CORP ADR 2647966 35,700,000.00 700,000.00SOLE 700,000.00
NORTEL NETWORKS CORP ADR 656569100 229,245,000.00 4,495,000.00SOLE 4,495,000.00
NORTH AMERICAN VACCINE INC Domestic 657201109 1,137,000.00 151,600.00SOLE 151,600.00
NORTH FORK BANCORPORATION IN Domestic 659424105 10,592,400.00 543,200.00SOLE 543,200.00
NORTHEAST UTILS Domestic 664397106 5,303,025.01 288,600.00SOLE 288,600.00
NORTHERN STATES POWER/MN Domestic 665772109 10,281,238.43 476,800.00SOLE 476,800.00
NORTHERN TRUST CORP Domestic 665859104 25,818,200.00 309,200.00SOLE 309,200.00
NORTHROP GRUMMAN CORP Domestic 666807102 27,287,595.91 429,300.00SOLE 429,300.00
NORTHWEST NAT GAS CO Domestic 667655104 2,968,495.00 115,000.00SOLE 115,000.00
NORTHWESTERN CORPORATION Domestic 668074107 568,750.00 25,000.00SOLE 25,000.00
NOVA CORP/GEORGIA Domestic 669784100 4,250,000.00 170,000.00SOLE 170,000.00
NOVARTIS ADR 2620105 37,876,311.21 510,662.00SOLE 510,662.00
NOVARTIS AG REG SHARES Ordinary Int5047831 38,389,080.40 25,879.00SOLE 25,879.00
NOVELL INC Domestic 670006105 22,436,135.99 1,084,500.00SOLE 1,084,500.00
NOVELLUS SYS INC Domestic 670008101 10,129,187.60 150,200.00SOLE 150,200.00
NOVEN PHARMACEUTICALS INC Domestic 670009109 552,500.00 65,000.00SOLE 65,000.00
NOVO NORDISK A/S-B Ordinary Int5154656 237,815.54 2,000.00SOLE 2,000.00
NOVO-NORDISK A S ADR 2651202 11,651,250.00 195,000.00SOLE 195,000.00
NSK Ordinary Int6641544 5,075,608.11 700,000.00SOLE 700,000.00
NSTAR - W/I Domestic 67019E107 775,000.00 20,000.00SOLE 20,000.00
NTN CORP Ordinary Int6651189 1,202,620.45 369,000.00SOLE 369,000.00
NTT DATA CORP Ordinary Int6125639 13,524,936.48 1,200.00SOLE 1,200.00
NTT MOBILE COMMUNICATIONS NETW Ordinary Int6129277 73,964,496.37 3,750.00SOLE 3,750.00
NUCOR CORP Domestic 670346105 8,315,325.02 174,600.00SOLE 174,600.00
O REILLY AUTOMOTIVE INC Domestic 686091109 4,536,851.20 95,200.00SOLE 95,200.00
O/SEAS UNION ENTPRSGD1 Ordinary Int6663827 983,828.29 350,000.00SOLE 350,000.00
OAK INDUSTRIES INC NEW Domestic 671400505 680,000.00 20,000.00SOLE 20,000.00
OAKWOOD HOMES CORP Domestic 674098108 562,500.00 125,000.00SOLE 125,000.00
OBAYASHI CORP. Ordinary Int6656407 5,441,373.13 901,000.00SOLE 901,000.00
OCCIDENTAL PETE CORP Domestic 674599105 28,524,687.50 1,233,500.00SOLE 1,233,500.00
OCEAN ENERGY INC - NEW Domestic 67481E106 6,150,495.60 603,700.00SOLE 603,700.00
OCEANEERING INTL INC Domestic 675232102 1,489,631.80 88,600.00SOLE 88,600.00
OESTER BRAU BETEILIGUNGS Ordinary Int4621731 863,388.04 19,000.00SOLE 19,000.00
OFFICE DEPOT INC Domestic 676220106 7,546,875.00 718,750.00SOLE 718,750.00
OFFICEMAX INC Domestic 67622M108 2,179,875.00 375,000.00SOLE 375,000.00
OFFSHORE LOGISTICS INC Domestic 676255102 869,385.90 84,300.00SOLE 84,300.00
OGE ENERGY CORP Domestic 670837103 6,786,250.00 305,000.00SOLE 305,000.00
OJI PAPER CO LTD Ordinary Int6657701 2,992,843.03 426,000.00SOLE 426,000.00
OLD KENT FINL CORP Domestic 679833103 16,091,460.00 433,440.00SOLE 433,440.00
OLD REP INTL CORP Domestic 680223104 6,762,759.20 468,400.00SOLE 468,400.00
OLIN CORP Domestic 680665205 1,430,625.00 105,000.00SOLE 105,000.00
OLIVETTI SPA Ordinary Int5294228 1,293,915.94 600,000.00SOLE 600,000.00
OLSTEN CORP Domestic 681385100 2,713,880.00 260,000.00SOLE 260,000.00
OLYMPUS OPTICAL CO. Ordinary Int6658801 1,122,569.73 83,000.00SOLE 83,000.00
OLYMPUS OPTICAL LTD ADR 2658719 15,080,375.00 1,115,000.00SOLE 1,115,000.00
OM GROUP INC Domestic 670872100 4,221,250.00 110,000.00SOLE 110,000.00
OMNICARE INC Domestic 681904108 2,823,012.52 293,300.00SOLE 293,300.00
OMNICOM GROUP INC Domestic 681919106 52,826,314.80 667,100.00SOLE 667,100.00
OMRON CORP Ordinary Int6659428 2,313,186.79 117,000.00SOLE 117,000.00
OMV AG Ordinary Int4651459 6,387,306.86 68,900.00SOLE 68,900.00
ONEOK INC Domestic 682680103 1,976,407.60 65,200.00SOLE 65,200.00
ONO PHARMACEUTICAL CO LTD Ordinary Int6660107 3,005,071.83 81,000.00SOLE 81,000.00
ONWARD KASHIYAMA CO LTD Ordinary Int6483821 10,650,887.49 700,000.00SOLE 700,000.00
ORACLE CORP Domestic 68389X105 249,112,500.00 5,475,000.00SOLE 5,475,000.00
ORBITAL SCIENCES CORP Domestic 685564106 2,917,250.00 166,700.00SOLE 166,700.00
OREGON STL MLS INC Domestic 686079104 671,280.00 60,000.00SOLE 60,000.00
ORGANOGENESIS INC Domestic 685906109 457,500.00 61,000.00SOLE 61,000.00
ORION CAP CORP Domestic 686268103 4,325,337.50 91,300.00SOLE 91,300.00
ORTHODONTIC CENTER OF AMERICA Domestic 68750P103 3,923,550.00 225,000.00SOLE 225,000.00
OSHKOSH B GOSH INC Domestic 688222207 1,277,520.00 80,000.00SOLE 80,000.00
OUTBACK STEAKHOUSE INC Domestic 689899102 8,369,113.40 328,600.00SOLE 328,600.00
OUTOKUMPU OY Ordinary Int4665148 1,161,861.96 100,000.00SOLE 100,000.00
OVERSEAS CHINESE BANK-FOREIGN Ordinary Int06663$699 5,433,695.98 700,000.00SOLE 700,000.00
OVERSEAS SHIPHOLDING GROUP I Domestic 690368105 1,170,200.40 75,800.00SOLE 75,800.00
OVERSEAS UNION BANK Ordinary Int6663838 8,754,940.93 1,971,891.00SOLE 1,971,891.00
OWENS & MINOR INC NEW Domestic 690732102 770,000.00 80,000.00SOLE 80,000.00
OWENS CORNING INC Domestic 69073F103 6,547,607.20 301,900.00SOLE 301,900.00
OWENS ILL INC Domestic 690768403 5,395,377.10 272,315.00SOLE 272,315.00
OWENS ILL INC Domestic 690768502 3,275,000.00 100,000.00SOLE 100,000.00
OXFORD HEALTH PLANS INC Domestic 691471106 3,500,000.00 280,000.00SOLE 280,000.00
P G & E CORP Domestic 69331C108 35,857,575.03 1,385,800.00SOLE 1,385,800.00
P P & L RES INC Domestic 693499105 12,294,720.90 454,300.00SOLE 454,300.00
P-COM INC Domestic 693262107 665,000.00 95,000.00SOLE 95,000.00
PACCAR INC Domestic 693718108 12,515,250.05 246,000.00SOLE 246,000.00
PACIFIC CENTURY FINANCIAL CP Domestic 694058108 5,436,508.01 266,000.00SOLE 266,000.00
PACIFIC SUNWEAR CALIFORNIA Domestic 694873100 4,088,321.35 145,850.00SOLE 145,850.00
PACIFICARE HEALTH SYS INC Domestic 695112102 7,352,500.00 170,000.00SOLE 170,000.00
PACIFICORP Domestic 695114108 22,012,725.02 1,093,800.00SOLE 1,093,800.00
PAINE WEBBER GROUP INC Domestic 695629105 14,246,250.00 393,000.00SOLE 393,000.00
PALL CORP Domestic 696429307 11,582,406.00 499,500.00SOLE 499,500.00
PANERA BREAD CO. - CL A Domestic 69840W108 101,362.50 15,300.00SOLE 15,300.00
PAPA JOHNS INTL INC Domestic 698813102 5,605,875.00 135,900.00SOLE 135,900.00
PARAMETRIC TECHNOLOGY CORP Domestic 699173100 6,783,750.00 502,500.00SOLE 502,500.00
PAREXEL INTL CORP Domestic 699462107 1,003,750.00 110,000.00SOLE 110,000.00
PARK ELECTROCHEMICAL CORP Domestic 700416209 397,787.50 12,100.00SOLE 12,100.00
PARKER HANNIFIN CORP Domestic 701094104 10,033,630.70 223,900.00SOLE 223,900.00
PARMALAT FINANZIARIA SPA Ordinary Int4714404 2,683,677.50 2,000,000.00SOLE 2,000,000.00
PATTERSON DENTAL CO Domestic 703412106 6,869,431.80 138,600.00SOLE 138,600.00
PAXAR CORP Domestic 704227107 1,634,000.00 172,000.00SOLE 172,000.00
PAYCHEX INC Domestic 704326107 24,424,968.78 715,750.00SOLE 715,750.00
PAYLESS SHOES SOURCE INC. Domestic 704379106 7,312,400.00 144,800.00SOLE 144,800.00
PC LAN ASA NEW (S/R 07/10/99) Ordinary Int5776975 898.88 58,071.00SOLE 58,071.00
PE CORP-PE BIOSYSTEMS GRP Domestic 69332S102 25,598,175.00 354,300.00SOLE 354,300.00
PEARSON PLC ORD Ordinary Int0677608 34,254,445.98 1,598,769.00SOLE 1,598,769.00
PECO ENERGY CO Domestic 693304107 30,363,750.00 809,700.00SOLE 809,700.00
PEDIATRIX MEDICAL GROUP INC. Domestic 705324101 487,012.50 35,100.00SOLE 35,100.00
PENFORD CORP Domestic 707051108 42,237.50 3,100.00SOLE 3,100.00
PENINSULAR & ORIENT STEAM NAV Ordinary Int0680048 12,648,580.50 837,565.00SOLE 837,565.00
PENNEY J C INC Domestic 708160106 27,437,884.50 795,301.00SOLE 795,301.00
PENNSYLVANIA ENTERPRISES INC Domestic 708720107 493,057.60 15,200.00SOLE 15,200.00
PENNZOIL-QUAKER STATE CO Domestic 709323109 4,184,303.76 331,430.00SOLE 331,430.00
PENTAIR INC Domestic 709631105 7,796,287.50 194,300.00SOLE 194,300.00
PEOPLES ENERGY CORP Domestic 711030106 2,522,979.60 71,700.00SOLE 71,700.00
PEOPLES HERITAGE FINL GROUP Domestic 711147108 581,875.00 35,000.00SOLE 35,000.00
PEOPLESOFT INC Domestic 712713106 7,909,300.73 466,956.00SOLE 466,956.00
PEP BOYS MANNY MOE & JACK Domestic 713278109 2,510,900.03 168,800.00SOLE 168,800.00
PEPSICO INC Domestic 713448108 158,722,000.00 5,204,000.00SOLE 5,204,000.00
PERFORMANCE FOOD GROUP CO. Domestic 713755106 384,375.00 15,000.00SOLE 15,000.00
PERRIGO CO Domestic 714290103 1,187,550.00 150,800.00SOLE 150,800.00
PETRO-CANADA Ordinary Int2684316 15,141,204.50 1,000,000.00SOLE 1,000,000.00
PEUGEOT CITROEN S A ADR 2683926 13,088,209.60 261,200.00SOLE 261,200.00
PFIZER INC Domestic 717081103 500,779,125.05 13,959,000.00SOLE 13,959,000.00
PHARMACEUTICAL PRODUCT DEVELOP Domestic 717124101 1,061,982.91 78,300.00SOLE 78,300.00
PHARMACIA & UPJOHN INC Domestic 716941109 73,445,000.05 1,480,000.00SOLE 1,480,000.00
PHELPS DODGE CORP Domestic 717265102 4,955,670.01 90,000.00SOLE 90,000.00
PHILADELPHIA SUBURBAN CORP Domestic 718009608 4,282,009.75 181,726.00SOLE 181,726.00
PHILIP MORRIS COS INC Domestic 718154107 290,768,940.00 8,505,000.00SOLE 8,505,000.00
PHILIPS ELEC (KON) Ordinary Int5671434 13,706,882.78 136,200.00SOLE 136,200.00
PHILLIPS PETROLEUM CO Domestic 718507106 40,218,750.00 825,000.00SOLE 825,000.00
PHILLIPS VAN HEUSEN CORP Domestic 718592108 931,875.00 105,000.00SOLE 105,000.00
PHOTRONICS INC Domestic 719405102 2,187,705.00 97,500.00SOLE 97,500.00
PHYCOR INC Domestic 71940F100 1,282,312.52 293,100.00SOLE 293,100.00
PICTURETEL CORP Domestic 720035302 569,500.00 134,000.00SOLE 134,000.00
PIEDMONT NAT GAS INC NC Domestic 720186105 4,195,319.20 138,400.00SOLE 138,400.00
PIER 1 IMPORTS INC Domestic 720279108 2,602,229.50 396,500.00SOLE 396,500.00
PIN-PRINTEMPS-REDO FRF20 Ordinary Int5505072 23,600,387.63 124,500.00SOLE 124,500.00
PINNACLE WEST CAP CORP Domestic 723484101 11,207,137.51 308,100.00SOLE 308,100.00
PIONEER GROUP INC Domestic 723684106 573,000.00 38,200.00SOLE 38,200.00
PIONEER HI BRED INTL INC Domestic 723686101 48,709,082.41 1,227,300.00SOLE 1,227,300.00
PIONEER INTERNATIONAL LTD Ordinary Int6688701 2,472,052.36 1,000,000.00SOLE 1,000,000.00
PIONEER NATURAL RESOURCES CO Domestic 723787107 2,690,250.00 253,200.00SOLE 253,200.00
PIONEER STD ELECTRS INC Domestic 723877106 791,202.40 54,800.00SOLE 54,800.00
PITNEY BOWES INC Domestic 724479100 51,187,920.00 840,000.00SOLE 840,000.00
PITTSTON BAX GROUP Domestic 725701106 2,828,936.00 122,000.00SOLE 122,000.00
PITTSTON BAX GROUP Domestic 725701882 717,607.00 89,000.00SOLE 89,000.00
PLACER DOME INC Domestic 725906101 12,223,605.65 821,755.00SOLE 821,755.00
PLAINS RESOURCES INC Domestic 726540503 979,550.00 54,800.00SOLE 54,800.00
PLANTRONICS INC NEW Domestic 727493108 2,507,400.00 50,400.00SOLE 50,400.00
PLAYERS INTL INC Domestic 727903106 955,374.00 129,000.00SOLE 129,000.00
PLEXUS CORP Domestic 729132100 1,546,562.50 50,500.00SOLE 50,500.00
PNC BK CORP Domestic 693475105 73,657,823.99 1,398,000.00SOLE 1,398,000.00
POGO PRODUCING CO Domestic 730448107 3,799,325.00 183,100.00SOLE 183,100.00
POHJOLA INSURANCE CO B Ordinary Int4691949 9,928,275.50 209,500.00SOLE 209,500.00
POLARIS INDS INC Domestic 731068102 3,400,175.01 98,200.00SOLE 98,200.00
POLICY MGMT SYS CORP Domestic 731108106 4,566,650.01 144,400.00SOLE 144,400.00
POOL ENERGY SERVICES CO Domestic 732788104 2,063,575.00 83,800.00SOLE 83,800.00
POPE & TALBOT INC Domestic 732827100 680,625.00 55,000.00SOLE 55,000.00
PORTUCEL INDUSTRIAL EMPRESSA Ordinary Int4719078 366,343.28 50,000.00SOLE 50,000.00
PORTUGAL TELECOM SA-REGISTER Ordinary Int4676203 18,902,615.74 454,190.00SOLE 454,190.00
POTLATCH CORP Domestic 737628107 1,647,519.99 40,000.00SOLE 40,000.00
POTOMAC ELECTRIC POWER CO Domestic 737679100 8,277,525.19 325,400.00SOLE 325,400.00
POWERGEN PLC ADR 2695642 17,274,375.01 415,000.00SOLE 415,000.00
POWERGEN PLC Ordinary Int0443746 4,003,524.26 392,100.00SOLE 392,100.00
POWERWAVE TECHNOLOGIES INC Domestic 739363109 3,790,013.40 78,600.00SOLE 78,600.00
PPG INDS INC Domestic 693506107 32,076,000.00 534,600.00SOLE 534,600.00
PRAXAIR INC Domestic 74005P104 26,749,000.00 581,500.00SOLE 581,500.00
PRE PAID LEGAL SVCS INC Domestic 740065107 4,484,812.50 113,900.00SOLE 113,900.00
PRECISION CASTPARTS CORP Domestic 740189105 2,287,500.00 75,000.00SOLE 75,000.00
PREMARK INTL INC Domestic 740459102 15,836,800.00 313,600.00SOLE 313,600.00
PREMIER BANCSHARES INC. Domestic 739909109 899,500.00 51,400.00SOLE 51,400.00
PREMIER PARKS INC Domestic 740540208 2,900,000.00 100,000.00SOLE 100,000.00
PREUSSAG AG Ordinary Int5666292 12,542,677.94 249,000.00SOLE 249,000.00
PRICE T ROWE ASSOC INC Domestic 741477103 15,664,354.21 570,900.00SOLE 570,900.00
PRIDE INTERNATIONAL INC Domestic 741932107 2,829,087.20 199,400.00SOLE 199,400.00
PRIMARK CORP Domestic 741903108 2,670,612.58 93,910.00SOLE 93,910.00
PRIME HOSPITALITY CORP Domestic 741917108 1,585,600.00 198,200.00SOLE 198,200.00
PRIORITY HEALTHCARE CORP Domestic 74264T102 2,122,038.76 68,730.00SOLE 68,730.00
PROCTER & GAMBLE CO Domestic 742718109 463,612,500.00 4,945,200.00SOLE 4,945,200.00
PROFIT RECOVERY GROUP INTL. Domestic 743168106 8,079,356.25 181,050.00SOLE 181,050.00
PROGRESS SOFTWARE CORP Domestic 743312100 2,211,937.50 70,500.00SOLE 70,500.00
PROGRESSIVE CORP OHIO Domestic 743315103 24,473,724.80 299,600.00SOLE 299,600.00
PROMISE CO. LTD. Ordinary Int6703295 8,210,199.98 102,000.00SOLE 102,000.00
PROMODES Ordinary Int4706672 43,779,885.21 49,500.00SOLE 49,500.00
PROMUS HOTEL CORP Domestic 74342P106 10,120,580.41 310,800.00SOLE 310,800.00
PROTECTIVE LIFE CORP Domestic 743674103 6,670,000.00 230,000.00SOLE 230,000.00
PROTEIN DESIGN LABS INC. Domestic 74369L103 3,551,087.50 98,300.00SOLE 98,300.00
PROVIDENT BANKSHARES CORP Domestic 743859100 1,687,051.29 79,275.00SOLE 79,275.00
PROVIDENT FINANCIAL GROUP Domestic 743866105 5,999,988.30 164,100.00SOLE 164,100.00
PROVIDENT FINL ORD GBX10.36363 Ordinary Int0268596 2,380,423.43 200,061.00SOLE 200,061.00
PROVIDIAN FINANCIAL CORP Domestic 74406A102 31,366,366.79 396,100.00SOLE 396,100.00
PRUDENTIAL CORP. PLC ORD Ordinary Int0709954 12,298,672.64 800,000.00SOLE 800,000.00
PSA PEUGEOT CITROEN Ordinary Int4683827 4,008,477.01 20,000.00SOLE 20,000.00
PSS WORLD MEDICAL INC Domestic 69366A100 2,430,242.20 271,900.00SOLE 271,900.00
PUB SERV CO OF NEW MEXICO Domestic 744499104 3,409,100.00 186,800.00SOLE 186,800.00
PUBLIC SVC CO N C INC Domestic 744516105 3,382,500.00 110,000.00SOLE 110,000.00
PUBLIC SVC ENTERPRISE GROUP Domestic 744573106 36,307,500.01 940,000.00SOLE 940,000.00
PUBLISHING & BROADCASTING LTD Ordinary Int6637082 3,236,443.85 542,000.00SOLE 542,000.00
PUGET SOUND ENERGY Domestic 745332106 6,619,210.00 295,000.00SOLE 295,000.00
PULTE CORP Domestic 745867101 3,480,000.00 160,000.00SOLE 160,000.00
QANTAS AIRWAYS LIMITED Ordinary Int6710347 6,264,969.04 2,000,000.00SOLE 2,000,000.00
QBE INSURANCE GROUP Ordinary Int6715740 4,707,335.59 1,225,691.00SOLE 1,225,691.00
QLOGIC CORP. Domestic 747277101 4,188,780.00 60,000.00SOLE 60,000.00
QRS CORP Domestic 74726X105 1,923,750.00 30,000.00SOLE 30,000.00
QUAKER OATS CO Domestic 747402105 46,164,937.54 746,100.00SOLE 746,100.00
QUALCOMM INC Domestic 747525103 101,783,144.00 538,000.00SOLE 538,000.00
QUANEX CORP Domestic 747620102 755,937.50 29,500.00SOLE 29,500.00
QUANTUM CORP-HARD DISK DRIVE Domestic 747906204 8,156,539.98 580,000.00SOLE 580,000.00
QUANTUM CORP-HARD DISK DRIVE Domestic 747906303 542,974.01 73,000.00SOLE 73,000.00
QUEBECOR PRINTING INC Ordinary Int2716231 4,579,789.04 200,000.00SOLE 200,000.00
QUEENS COUNTY BANCORP Domestic 748242104 2,486,250.00 90,000.00SOLE 90,000.00
QUESTAR CORP Domestic 748356102 5,528,125.00 305,000.00SOLE 305,000.00
QUIKSILVER INC Domestic 74838C106 1,394,300.00 76,400.00SOLE 76,400.00
QUINTILES TRANSNATIONAL CORP. Domestic 748767100 8,069,695.90 424,029.00SOLE 424,029.00
QUORUM HEALTH Domestic 749084109 2,249,920.00 320,000.00SOLE 320,000.00
RADIAN GROUP INC Domestic 750236101 5,474,595.01 127,500.00SOLE 127,500.00
RAILTEX INC Domestic 750766107 495,000.00 30,000.00SOLE 30,000.00
RAILTRACK GRP Ordinary Int0721293 10,894,212.96 514,400.00SOLE 514,400.00
RALCORP HOLDINGS INC Domestic 751028101 2,773,478.40 156,800.00SOLE 156,800.00
RALSTON PURINA GROUP Domestic 751277302 34,565,000.03 1,240,000.00SOLE 1,240,000.00
RANK GROUP Ordinary Int0724076 2,031,034.69 577,651.00SOLE 577,651.00
RAS SPA Ordinary Int4718246 3,035,731.25 303,900.00SOLE 303,900.00
RATIN A/S DKK1 SER 'B' Ordinary Int5402388 2,197,644.77 20,000.00SOLE 20,000.00
RATIONALE SOFTWARE CORP Domestic 75409P202 10,995,015.50 375,500.00SOLE 375,500.00
RAYMOND JAMES FINL INC Domestic 754730109 3,401,422.80 170,600.00SOLE 170,600.00
RAYONIER INC. Domestic 754907103 5,082,000.00 121,000.00SOLE 121,000.00
RAYTHEON CO Domestic 755111408 45,109,125.05 909,000.00SOLE 909,000.00
READ-RITE CORP Domestic 755246105 446,768.40 101,400.00SOLE 101,400.00
READERS DIGEST ASSN INC Domestic 755267101 7,546,500.00 258,000.00SOLE 258,000.00
RECKITT & COLMAN PLC Ordinary Int0727871 1,330,700.57 106,600.00SOLE 106,600.00
REEBOK INTL LTD Domestic 758110100 1,250,496.00 117,000.00SOLE 117,000.00
REED INTL PLC ADR 2727095 4,950,000.00 200,000.00SOLE 200,000.00
REGAL BELOIT CORP Domestic 758750103 923,375.00 44,500.00SOLE 44,500.00
REGENERON PHARMACEUTICAL Domestic 75886F107 1,006,687.50 123,900.00SOLE 123,900.00
REGIONS FINANCIAL CORP Domestic 758940100 16,500,000.00 550,000.00SOLE 550,000.00
REGIS CORP MINN Domestic 758932107 1,635,287.50 84,950.00SOLE 84,950.00
RELIANCE STEEL & ALUMINUM Domestic 759509102 2,677,500.00 127,500.00SOLE 127,500.00
RELIANT ENERGY INC Domestic 75952J108 38,691,971.10 1,429,700.00SOLE 1,429,700.00
RELIASTAR FINANCIAL CORP Domestic 75952U103 11,471,250.00 345,000.00SOLE 345,000.00
REMEDY CORP Domestic 759548100 1,702,500.00 60,000.00SOLE 60,000.00
REMINGTON OIL & GAS CORP Domestic 759594302 97,264.80 17,100.00SOLE 17,100.00
RENAL CARE GROUP INC Domestic 759930100 3,724,020.00 170,000.00SOLE 170,000.00
RENTOKIL INITIAL Ordinary Int0732712 2,676,789.30 756,000.00SOLE 756,000.00
REPSOL S A ADR 2731803 23,925,600.00 1,200,000.00SOLE 1,200,000.00
REPSOL SA EUR1 Ordinary Int5669354 5,983,051.31 305,500.00SOLE 305,500.00
REPUBLIC GROUP INC Domestic 760473108 142,167.60 10,200.00SOLE 10,200.00
REPUBLIC N Y CORP Domestic 760719104 23,751,930.79 386,600.00SOLE 386,600.00
RESPIRONICS INC Domestic 761230101 542,025.00 65,700.00SOLE 65,700.00
REUTERS GROUP PLC Ordinary Int0236913 3,717,268.87 330,000.00SOLE 330,000.00
REUTERS GRP ADR EA RP 6 ADR 2152028 6,198,750.01 90,000.00SOLE 90,000.00
REXAM Ordinary Int0425045 1,331,218.51 311,500.00SOLE 311,500.00
REYNOLDS & REYNOLDS CO Domestic 761695105 5,317,875.00 261,000.00SOLE 261,000.00
REYNOLDS METALS CO Domestic 761763101 12,594,225.05 208,600.00SOLE 208,600.00
RHI AG ATS100 Ordinary Int4719915 870,126.51 29,550.00SOLE 29,550.00
RHI SUB RTS 18/10/99 Ordinary Int050686$8W 2,706.35 29,550.00SOLE 29,550.00
RHONE POULENC SA Ordinary Int4736817 35,769,789.43 692,540.00SOLE 692,540.00
RHONE-POULENC-WT01 Ordinary Int5345944 1,122,988.67 306,540.00SOLE 306,540.00
RICOH COMPANY LTD Ordinary Int6738220 8,618,390.08 496,000.00SOLE 496,000.00
RIGGS NATL CORP WASH D C Domestic 766570105 1,856,250.00 110,000.00SOLE 110,000.00
RINASCENTE Ordinary Int4740034 2,414,542.98 321,600.00SOLE 321,600.00
RIO TINTO LIMITED Ordinary Int6220103 3,391,697.61 200,000.00SOLE 200,000.00
RIO TINTO PLC - REG (GBP) Ordinary Int0718875 5,988,439.11 345,000.00SOLE 345,000.00
RIO TINTO PLC -SPON ADR 2740434 9,670,200.00 136,200.00SOLE 136,200.00
RITE AID CORP Domestic 767754104 6,717,510.55 486,318.00SOLE 486,318.00
RJ REYNOLDS TOBACCO HOLDINGS Domestic 76182K105 9,692,541.00 358,983.00SOLE 358,983.00
RMC GROUP PLC ORD Ordinary Int0726641 3,103,751.51 202,000.00SOLE 202,000.00
ROBERT HALF INTL INC Domestic 770323103 7,918,250.00 333,400.00SOLE 333,400.00
ROBERTS PHARMACEUTICAL CORP Domestic 770491108 3,784,275.00 125,100.00SOLE 125,100.00
ROCHE HLDG LTD ADR 2746142 69,433,200.00 600,000.00SOLE 600,000.00
ROCHE HLDGS AG Ordinary Int4745772 37,030,521.16 3,200.00SOLE 3,200.00
ROCKWELL INTL CORP Domestic 773903109 33,552,750.00 639,100.00SOLE 639,100.00
ROHM & HAAS CO Domestic 775371107 29,401,956.91 813,895.00SOLE 813,895.00
ROHM CO Ordinary Int6747204 70,007,982.86 335,000.00SOLE 335,000.00
ROLLINS INC Domestic 775711104 342,723.60 22,200.00SOLE 22,200.00
ROLLINS TRUCK LEASING CORP Domestic 775741101 2,174,850.00 214,800.00SOLE 214,800.00
ROLLS-ROYCE PLC ORD Ordinary Int0747761 2,806,226.43 810,655.00SOLE 810,655.00
ROPER INDS INC NEW Domestic 776696106 5,278,500.00 138,000.00SOLE 138,000.00
ROSLYN BANCORP INC Domestic 778162107 268,125.00 15,000.00SOLE 15,000.00
ROSS STORES INC Domestic 778296103 8,114,400.00 403,200.00SOLE 403,200.00
ROWAN COS INC Domestic 779382100 4,439,500.00 273,200.00SOLE 273,200.00
ROYAL & SUN ALLIANCE Ordinary Int0661689 18,656,309.30 2,365,028.00SOLE 2,365,028.00
ROYAL APPLIANCE MFG CO Domestic 780076105 94,000.00 18,800.00SOLE 18,800.00
ROYAL BANK SCOT GRP ORD Ordinary Int0754783 13,981,629.97 652,068.00SOLE 652,068.00
ROYAL DUTCH PETE CO ADR 2016748 98,635,210.00 1,670,000.00SOLE 1,670,000.00
ROYAL DUTCH PETE CO ADR 780257804 458,860,447.03 7,769,000.00SOLE 7,769,000.00
ROYAL DUTCH PETROLEUM (NLG) Ordinary Int5202704 28,903,845.53 498,000.00SOLE 498,000.00
RPM INC OHIO Domestic 749685103 5,907,523.60 484,700.00SOLE 484,700.00
RSA SECURITY INC Domestic 749719100 4,103,983.50 154,500.00SOLE 154,500.00
RTI INTERNATIONAL METALS INC Domestic 74973W107 400,000.00 40,000.00SOLE 40,000.00
RUBY TUESDAY INC Domestic 781182100 1,657,500.00 85,000.00SOLE 85,000.00
RUDDICK CORP Domestic 781258108 2,063,750.00 130,000.00SOLE 130,000.00
RURAL / METRO CORP Domestic 781748108 66,250.00 10,000.00SOLE 10,000.00
RUSS BERRIE & CO INC Domestic 782233100 2,007,954.21 95,900.00SOLE 95,900.00
RUSSELL CORP Domestic 782352108 978,972.00 69,000.00SOLE 69,000.00
RWE AG Ordinary Int5007307 25,966,390.12 626,000.00SOLE 626,000.00
RYANS FAMILY STEAK HOUSES IN Domestic 783519101 1,127,700.00 125,300.00SOLE 125,300.00
RYDER SYS INC Domestic 783549108 5,165,062.52 253,500.00SOLE 253,500.00
RYERSON TULL INC Domestic 78375P107 1,082,250.00 46,800.00SOLE 46,800.00
RYLAND GROUP INC Domestic 783764103 950,950.00 41,800.00SOLE 41,800.00
S.K.F. AB-B SHS Ordinary Int4767066 1,633,959.50 72,800.00SOLE 72,800.00
S3 INC Domestic 784849101 1,587,619.80 152,100.00SOLE 152,100.00
SAFECO CORP Domestic 786429100 8,710,800.00 311,100.00SOLE 311,100.00
SAFESKIN CORP Domestic 786454108 868,748.30 105,700.00SOLE 105,700.00
SAFEWAY Ordinary Int0049241 1,817,298.51 500,000.00SOLE 500,000.00
SAFEWAY INC Domestic 786514208 71,893,394.46 1,888,800.00SOLE 1,888,800.00
SAI Ordinary Int4767884 13,024,648.25 1,137,700.00SOLE 1,137,700.00
SAINSBURY (J) ORD Ordinary Int0767640 3,126,543.92 500,000.00SOLE 500,000.00
SAIPEM Ordinary Int4768768 1,293,915.95 300,000.00SOLE 300,000.00
SAIRGROUP CHF69(REGD) Ordinary Int5463471 2,270,591.76 10,500.00SOLE 10,500.00
SAKS INC Domestic 79377W108 8,648,047.20 569,400.00SOLE 569,400.00
SAKURA BANK LTD Ordinary Int6598714 8,265,238.95 1,100,000.00SOLE 1,100,000.00
SAMPO INSURANCE CO A SHARE Ordinary Int5226038 2,658,118.66 80,000.00SOLE 80,000.00
SAN PAOLO-IMI SPA Ordinary Int5556575 21,294,554.89 1,639,000.00SOLE 1,639,000.00
SANDEN Ordinary Int6775186 2,713,252.54 314,000.00SOLE 314,000.00
SANKYO CO Ordinary Int6775283 16,530,477.90 550,000.00SOLE 550,000.00
SANMINA CORP Domestic 800907107 17,858,150.00 230,800.00SOLE 230,800.00
SANOFI-SYNTHELABO Ordinary Int5671735 30,899,777.42 725,380.00SOLE 725,380.00
SANTA FE SNYDER CORPORATION Domestic 80218K105 4,691,205.00 521,245.00SOLE 521,245.00
SANWA BANK LIMITED Ordinary Int6776747 14,414,623.71 1,077,000.00SOLE 1,077,000.00
SANWA FIN BERM 1.25% 8/1/05 Intl Conv 5421769 72,053,042.466,327,000,000.SOLE 6,327,000,000.00
SANWA SHUTTER Ordinary Int6776781 1,268,291.53 239,000.00SOLE 239,000.00
SAP AG Ordinary Int4846288 36,700,780.58 95,200.00SOLE 95,200.00
SARA LEE CORP Domestic 803111103 69,447,125.03 2,971,000.00SOLE 2,971,000.00
SAS DANMARK Ordinary Int5065811 1,290,220.91 118,500.00SOLE 118,500.00
SBC COMMUNICATIONS INC Domestic 78387G103 355,827,409.22 6,968,400.00SOLE 6,968,400.00
SCANA CORP Domestic 805898103 8,562,552.00 354,000.00SOLE 354,000.00
SCHERING AG Ordinary Int4845757 24,282,089.66 222,450.00SOLE 222,450.00
SCHERING PLOUGH CORP Domestic 806605101 222,487,500.06 5,100,000.00SOLE 5,100,000.00
SCHINDLER HOLDING AG-REGD Ordinary Int4778842 7,591,963.23 4,650.00SOLE 4,650.00
SCHLUMBERGER LTD Domestic 806857108 113,721,224.98 1,825,000.00SOLE 1,825,000.00
SCHNEIDER SA Ordinary Int4834108 17,558,918.42 240,000.00SOLE 240,000.00
SCHOLASTIC CORP Domestic 807066105 4,500,000.00 90,000.00SOLE 90,000.00
SCHRODERS ORD GBP1 Ordinary Int0779407 5,953,888.24 284,000.00SOLE 284,000.00
SCHULMAN A INC Domestic 808194104 1,419,666.00 82,000.00SOLE 82,000.00
SCHWAB CHARLES CORP NEW Domestic 808513105 91,800,685.18 2,745,400.00SOLE 2,745,400.00
SCHWEIZ-RUCKVERSICHER Ordinary Int4850029 33,331,000.93 16,700.00SOLE 16,700.00
SCI SYSTEMS INC Domestic 783890106 12,602,616.80 283,600.00SOLE 283,600.00
SCIENTIFIC ATLANTA INC Domestic 808655104 22,050,578.71 444,900.00SOLE 444,900.00
SCOT POWER ORD Ordinary Int0690070 12,129,600.47 1,334,300.00SOLE 1,334,300.00
SCOTT TECHNOLOGIES INC Domestic 810022301 1,945,375.00 98,500.00SOLE 98,500.00
SCOTTISH & NEWCASTLE PLC Ordinary Int0783969 2,951,473.94 300,200.00SOLE 300,200.00
SCOTTISH & SOUTHERN ENERGY Ordinary Int0790873 4,377,464.50 464,700.00SOLE 464,700.00
SCOTTISH POWER PLC Ordinary Int0790828 0.00 0.00SOLE 0.00
SCOTTS CO Domestic 810186106 2,209,075.00 63,800.00SOLE 63,800.00
SEACOR SMIT INC Domestic 811904101 1,486,250.00 29,000.00SOLE 29,000.00
SEAGATE TECHNOLOGY Domestic 811804103 21,131,250.03 690,000.00SOLE 690,000.00
SEAGRAM LTD ADR 2787152 2,275,000.00 50,000.00SOLE 50,000.00
SEAGRAM LTD ADR 811850106 57,853,250.00 1,271,500.00SOLE 1,271,500.00
SEALED AIR CORP NEW Domestic 81211K100 9,326,650.88 181,760.00SOLE 181,760.00
SEARS CANADA INC. Ordinary Int2787259 3,587,955.09 150,000.00SOLE 150,000.00
SEARS ROEBUCK & CO Domestic 812387108 34,860,762.54 1,111,100.00SOLE 1,111,100.00
SEAT-PAGINE GIALLE Ordinary Int5543050 9,643,347.78 6,600,000.00SOLE 6,600,000.00
SECOM CO Ordinary Int6791591 18,916,126.46 212,000.00SOLE 212,000.00
SECOM NEW SHS Ordinary Int060141$4W 9,657,180.33 106,000.00SOLE 106,000.00
SEI INVESTMENTS CO Domestic 784117103 6,696,075.00 75,000.00SOLE 75,000.00
SEITEL INC Domestic 816074306 1,499,550.00 153,800.00SOLE 153,800.00
SEKISUI HOUSE Ordinary Int6793906 3,161,078.23 280,000.00SOLE 280,000.00
SELECTIVE INS GROUP INC Domestic 816300107 849,375.00 45,000.00SOLE 45,000.00
SEMA GROUP PLC Ordinary Int0172857 25,355,551.53 2,070,800.00SOLE 2,070,800.00
SEMPRA ENERGY Domestic 816851109 11,469,836.17 551,090.00SOLE 551,090.00
SENSORMATIC ELECTRS CORP Domestic 817265101 1,825,803.19 143,900.00SOLE 143,900.00
SEPRACOR INC Domestic 817315104 9,724,400.00 128,800.00SOLE 128,800.00
SEQUA CORP Domestic 817320104 1,543,500.00 24,500.00SOLE 24,500.00
SERVICE CORP INTL Domestic 817565104 5,426,213.09 513,700.00SOLE 513,700.00
SERVICE EXPERTS INC Domestic 817567100 843,487.50 81,300.00SOLE 81,300.00
SHARED MED SYS CORP Domestic 819486101 2,337,500.00 50,000.00SOLE 50,000.00
SHAW INDS INC Domestic 820286102 7,381,875.01 465,000.00SOLE 465,000.00
SHERWIN WILLIAMS CO Domestic 824348106 12,211,041.61 583,200.00SOLE 583,200.00
SHIMANO INC Ordinary Int6804820 7,895,134.70 329,000.00SOLE 329,000.00
SHIMIZU CORP. Ordinary Int6804400 1,990,701.60 450,000.00SOLE 450,000.00
SHISEIDO CO. LTD Ordinary Int6805265 5,152,155.49 345,000.00SOLE 345,000.00
SHIZUOKA BANK Ordinary Int6805328 8,408,941.41 700,000.00SOLE 700,000.00
SHOPKO STORES INC Domestic 824911101 2,586,800.00 89,200.00SOLE 89,200.00
SHOREWOOD PACKAGING CORP Domestic 825229107 1,329,174.00 98,000.00SOLE 98,000.00
SHOWA DENKO K.K. Ordinary Int6805469 1,626,824.44 1,031,000.00SOLE 1,031,000.00
SIEBE PLC. Ordinary Int0807041 11,434,290.63 2,345,652.00SOLE 2,345,652.00
SIEBEL SYSTEMS INC Domestic 826170102 31,766,800.04 476,800.00SOLE 476,800.00
SIEMENS A G ADR 2807180 8,147,100.00 100,000.00SOLE 100,000.00
SIEMENS AG NPV(REGD) Ordinary Int5727973 44,208,810.35 535,300.00SOLE 535,300.00
SIERRA HEALTH SVCS INC Domestic 826322109 1,077,300.01 106,400.00SOLE 106,400.00
SIERRA PACIFIC RESOURCES Domestic 826428104 6,545,950.00 294,200.00SOLE 294,200.00
SIGCORP INC Domestic 826912107 637,500.00 25,000.00SOLE 25,000.00
SIGMA ALDRICH CORP Domestic 826552101 11,401,425.00 359,100.00SOLE 359,100.00
SILICON VY BANCSHARES Domestic 827064106 965,000.00 40,000.00SOLE 40,000.00
SILICON VY GROUP INC Domestic 827066101 757,213.30 64,100.00SOLE 64,100.00
SIMPSON INDS INC Domestic 829060102 1,050,985.00 95,000.00SOLE 95,000.00
SIMPSON MANUFACTURING CO INC. Domestic 829073105 2,892,187.50 61,700.00SOLE 61,700.00
SINGAPORE LAND Ordinary Int6811295 697,194.94 317,000.00SOLE 317,000.00
SINGAPORE PRESS HOLDINGS Ordinary Int6133966 3,152,014.12 200,000.00SOLE 200,000.00
SINGAPORE TELECOMMUNICATIONS Ordinary Int6810753 4,737,959.44 2,599,000.00SOLE 2,599,000.00
SIRTI SPA Ordinary Int4811899 2,603,806.13 500,000.00SOLE 500,000.00
SKAND ENSKILDA BKN Ordinary Int4813345 5,761,887.06 565,700.00SOLE 565,700.00
SKANDIA FORSAKRINGS AB ORD Ordinary Int5461572 6,257,623.81 300,000.00SOLE 300,000.00
SKANSKA AB Ordinary Int4813431 2,005,306.18 53,900.00SOLE 53,900.00
SKF AB ADR 2765921 2,877,900.00 127,200.00SOLE 127,200.00
SKYWEST INC Domestic 830879102 2,195,993.80 100,100.00SOLE 100,100.00
SLI INC Domestic 78442T108 2,028,997.60 95,200.00SOLE 95,200.00
SLM HOLDINGS CORP Domestic 78442A109 12,611,900.00 293,300.00SOLE 293,300.00
SMART MODULAR TECHNOLOGIES Domestic 831690102 1,192,205.00 35,000.00SOLE 35,000.00
SMC CORP. Ordinary Int6763965 13,806,706.02 98,000.00SOLE 98,000.00
SMITH A O CORP Domestic 831865209 1,382,425.00 45,700.00SOLE 45,700.00
SMITH INTL INC Domestic 832110100 6,467,850.00 159,700.00SOLE 159,700.00
SMITHFIELD FOODS INC Domestic 832248108 3,745,000.00 140,000.00SOLE 140,000.00
SMITHKLINE BEECHAM PLC ADR 2817059 38,032,500.02 660,000.00SOLE 660,000.00
SMITHKLINE BEECHAM PLC Ordinary Int0135656 26,808,603.15 2,340,578.00SOLE 2,340,578.00
SMITHS INDUSTRIES PLC Ordinary Int0818270 10,606,999.12 749,800.00SOLE 749,800.00
SMUCKER J M CO Domestic 832696108 2,066,025.00 97,800.00SOLE 97,800.00
SMURFIT (JEFFERSON) GROUP PLC Ordinary Int0819143 1,172,094.39 614,865.00SOLE 614,865.00
SNAP ON INC Domestic 833034101 5,235,750.00 161,100.00SOLE 161,100.00
SNIA BPD Ordinary Int4819406 1,969,246.12 1,684,100.00SOLE 1,684,100.00
SNYDER COMMUNICATIONS INC Domestic 832914105 3,623,856.79 238,600.00SOLE 238,600.00
SOCIETE GENERALE DE PARIS ORD Ordinary Int4817756 31,734,486.33 154,000.00SOLE 154,000.00
SOFTBANK CORP Ordinary Int6770620 11,411,665.16 30,000.00SOLE 30,000.00
SOLA INTERNATIONAL INC Domestic 834092108 1,419,800.00 91,600.00SOLE 91,600.00
SOLECTRON CORP Domestic 834182107 62,671,923.25 872,710.00SOLE 872,710.00
SOLECTRON CORP Domestic Con834182AG2 4,890,400.00 8,000,000.00SOLE 8,000,000.00
SOLUTIA INC Domestic 834376105 7,595,087.51 424,900.00SOLE 424,900.00
SOLVAY Ordinary Int4821100 2,208,602.68 31,000.00SOLE 31,000.00
SONAT INC Domestic 835415100 24,082,678.41 606,800.00SOLE 606,800.00
SONIC CORP Domestic 835451105 2,724,201.00 89,500.00SOLE 89,500.00
SONOCO PRODS CO Domestic 835495102 9,376,143.00 411,000.00SOLE 411,000.00
SONY 1.4% BDS 31/3/05 Intl Conv 6821625 35,079,176.921,860,000,000.SOLE 1,860,000,000.00
SONY CORP. Ordinary Int6821506 88,164,740.45 590,000.00SOLE 590,000.00
SONY MUSIC ENTERTAINMENT Ordinary Int6821261 19,165,022.83 154,000.00SOLE 154,000.00
SOPHUS BERENDSEN DKK20-B(NEW) Ordinary Int5402667 491,676.46 19,500.00SOLE 19,500.00
SOTHEBYS HLDGS INC Domestic 835898107 5,869,876.20 227,400.00SOLE 227,400.00
SOUTH CHINA MORNING POST Ordinary Int6824657 2,193,722.80 3,277,000.00SOLE 3,277,000.00
SOUTHCORP LIMITED Ordinary Int6764689 2,680,794.48 734,859.00SOLE 734,859.00
SOUTHDOWN INC Domestic 841297104 9,062,900.00 169,400.00SOLE 169,400.00
SOUTHERN CO Domestic 842587107 60,641,250.00 2,355,000.00SOLE 2,355,000.00
SOUTHERN ENERGY HOMES INC Domestic 842814105 64,575.00 24,600.00SOLE 24,600.00
SOUTHTRUST CORP Domestic 844730101 25,492,775.00 710,600.00SOLE 710,600.00
SOUTHWEST AIRLS CO Domestic 844741108 29,878,593.01 1,967,250.00SOLE 1,967,250.00
SOUTHWEST GAS CORP Domestic 844895102 3,510,021.40 130,300.00SOLE 130,300.00
SOUTHWESTERN ENERGY CO Domestic 845467109 742,259.70 81,900.00SOLE 81,900.00
SOVEREIGN BANCORP INC Domestic 845905108 5,365,460.00 590,000.00SOLE 590,000.00
SPACELABS MED INC Domestic 846247104 605,000.00 40,000.00SOLE 40,000.00
SPARTAN MTRS INC Domestic 846819100 8,100.80 1,600.00SOLE 1,600.00
SPECIALTY EQUIPMENT COS Domestic 847497203 757,500.00 30,000.00SOLE 30,000.00
SPEEDFAM-IPEC INC Domestic 847705100 704,400.00 58,700.00SOLE 58,700.00
SPORTS AUTH INC Domestic 849176102 430,380.00 135,000.00SOLE 135,000.00
SPRINGS INDS INC Domestic 851783100 1,883,559.00 55,500.00SOLE 55,500.00
SPRINT CORP (FON GROUP) Domestic 852061100 169,325,100.00 3,121,200.00SOLE 3,121,200.00
SPRINT CORP (FON GROUP) Domestic 852061506 120,419,245.01 1,615,000.00SOLE 1,615,000.00
SPS TECHNOLOGIES INC Domestic 784626103 1,138,140.00 30,000.00SOLE 30,000.00
SPX CORP Domestic 784635104 12,602,906.25 138,875.00SOLE 138,875.00
ST GEORGE BANK LIMITED Ordinary Int6768421 3,701,404.33 538,221.00SOLE 538,221.00
ST JUDE MED INC Domestic 790849103 8,920,800.00 283,200.00SOLE 283,200.00
ST MARY LAND & EXPLORATION Domestic 792228108 1,627,587.51 62,300.00SOLE 62,300.00
ST PAUL BANCORP INC Domestic 792848103 4,176,975.00 182,600.00SOLE 182,600.00
ST PAUL COS INC Domestic 792860108 24,200,000.00 880,000.00SOLE 880,000.00
STAFFMARK INC. Domestic 852389105 198,449.99 25,000.00SOLE 25,000.00
STAGECOACH HOLDINGS PLC Ordinary Int0414667 8,857,869.34 2,845,860.00SOLE 2,845,860.00
STANDARD MTR PRODS INC Domestic 853666105 777,520.00 40,000.00SOLE 40,000.00
STANDARD PACIFIC CP NEW Domestic 85375C101 1,178,750.00 115,000.00SOLE 115,000.00
STANDARD PRODS CO Domestic 853836104 2,478,700.00 70,000.00SOLE 70,000.00
STANDARD REGISTER CO Domestic 853887107 1,527,500.00 65,000.00SOLE 65,000.00
STANDEX INTL CORP Domestic 854231107 1,161,000.00 43,000.00SOLE 43,000.00
STANLEY WKS Domestic 854616109 5,644,630.78 224,100.00SOLE 224,100.00
STAPLES INC Domestic 855030102 33,781,793.11 1,548,700.00SOLE 1,548,700.00
STARBUCKS CORP Domestic 855244109 17,943,922.10 724,100.00SOLE 724,100.00
STATE STREET CORP Domestic 857477103 31,343,125.00 485,000.00SOLE 485,000.00
STEEL TECHNOLOGIES INC Domestic 858147101 395,250.00 34,000.00SOLE 34,000.00
STEIN MART INC Domestic 858375108 1,388,662.50 194,900.00SOLE 194,900.00
STERIS CORP Domestic 859152100 2,792,625.00 203,100.00SOLE 203,100.00
STERLING COMMERCE INC Domestic 859205106 7,146,755.00 385,000.00SOLE 385,000.00
STERLING SOFTWARE INC Domestic 859547101 5,100,000.00 255,000.00SOLE 255,000.00
STEWART & STEVENSON SVCS INC Domestic 860342104 1,151,062.50 87,700.00SOLE 87,700.00
STEWART ENTERPRISES INC Domestic 860370105 2,299,695.90 379,300.00SOLE 379,300.00
STILLWATER MINING COMPANY Domestic 86074Q102 4,462,593.75 166,050.00SOLE 166,050.00
STONE & WEBSTER INC Domestic 861572105 1,458,800.00 52,100.00SOLE 52,100.00
STONE ENERGY CORP Domestic 861642106 3,116,100.00 61,100.00SOLE 61,100.00
STORAGE TECHNOLOGY CORP Domestic 862111200 7,298,382.71 377,900.00SOLE 377,900.00
STOREBRAND ASA Ordinary Int4852832 6,003,869.73 802,500.00SOLE 802,500.00
STRIDE RITE CORP Domestic 863314100 1,155,000.00 165,000.00SOLE 165,000.00
STRUCTURAL DYNAMICS RESH COR Domestic 863555108 1,505,715.39 100,174.00SOLE 100,174.00
STRYKER CORP Domestic 863667101 19,488,850.00 381,200.00SOLE 381,200.00
STURM RUGER & CO INC Domestic 864159108 1,046,700.00 116,300.00SOLE 116,300.00
SUEZ LYONN EAUX CERT VALUE GTD Ordinary Int5493962 212,990.28 20,000.00SOLE 20,000.00
SUEZ LYONN EAUX VVPR STRIP Ordinary Int5519299 213.00 20,000.00SOLE 20,000.00
SUEZ LYONNAISE DES EAUX Ordinary Int4540438 35,191,591.16 217,403.00SOLE 217,403.00
SUIZA FOODS CORP Domestic 865077101 4,612,500.00 123,000.00SOLE 123,000.00
SULZER AG Ordinary Int4854719 7,580,967.62 12,000.00SOLE 12,000.00
SUMITOMO BANK LTD Ordinary Int6858526 13,524,936.47 900,000.00SOLE 900,000.00
SUMITOMO CHEMICAL CO LTD Ordinary Int6858560 3,207,100.57 630,000.00SOLE 630,000.00
SUMITOMO CORP Ordinary Int6858946 8,633,812.27 1,174,000.00SOLE 1,174,000.00
SUMITOMO ELEC INDS Ordinary Int6858708 32,910,678.79 2,400,000.00SOLE 2,400,000.00
SUMITOMO HEAVY IND Ordinary Int6858731 1,104,536.47 400,000.00SOLE 400,000.00
SUMITOMO MARINE/FIRE Ordinary Int6858786 3,436,085.25 538,000.00SOLE 538,000.00
SUMITOMO METAL IND. Ordinary Int6858827 788,954.63 700,000.00SOLE 700,000.00
SUMITOMO METAL MINING Ordinary Int6858849 4,088,494.36 826,000.00SOLE 826,000.00
SUMMIT BANCORP Domestic 866005101 13,017,369.41 401,300.00SOLE 401,300.00
SUMMIT TECHNOLOGY INC Domestic 86627E101 2,527,194.00 138,000.00SOLE 138,000.00
SUN HUNG KAI PROPERTIES Ordinary Int6859927 3,051,056.92 400,000.00SOLE 400,000.00
SUN LIFE & PROVINCIAL HLDGS Ordinary Int0861199 381,535.85 48,600.00SOLE 48,600.00
SUN MICROSYSTEMS INC Domestic 866810104 263,671,740.00 2,835,180.00SOLE 2,835,180.00
SUNGARD DATA SYS INC Domestic 867363103 12,956,521.21 492,400.00SOLE 492,400.00
SUNOCO INC Domestic 86764P109 8,294,625.01 303,000.00SOLE 303,000.00
SUNRISE MED INC Domestic 867910101 300,000.00 50,000.00SOLE 50,000.00
SUNTRUST BKS INC Domestic 867914103 84,881,672.00 1,290,976.00SOLE 1,290,976.00
SUPERIOR INDS INTL INC Domestic 868168105 2,520,000.00 90,000.00SOLE 90,000.00
SUPERVALU INC Domestic 868536103 12,862,728.99 583,000.00SOLE 583,000.00
SUSQUEHANNA BANCSHARES INC P Domestic 869099101 2,147,625.00 124,500.00SOLE 124,500.00
SVENSKA CELLULOSA Ordinary Int4865379 15,997,035.82 600,200.00SOLE 600,200.00
SVENSKA CELLULOSA(SR 22/10/99) Ordinary Int5780341 957,869.78 600,200.00SOLE 600,200.00
SVENSKA HANDELSBK SER A Ordinary Int5703661 12,771,261.31 914,400.00SOLE 914,400.00
SVENSKA HANDELSBKN SER B Ordinary Int5703672 698,219.08 54,000.00SOLE 54,000.00
SWIFT TRANSPORTATION INC Domestic 870756103 2,461,000.00 125,000.00SOLE 125,000.00
SWIRE PACIFIC Ordinary Int6867748 4,974,381.41 1,050,000.00SOLE 1,050,000.00
SWISS ARMY BRANDS INC Domestic 870827102 150,775.00 16,300.00SOLE 16,300.00
SWISSCOM AG-REG Ordinary Int5533976 9,356,257.50 30,000.00SOLE 30,000.00
SYBRON INTL CORP Domestic 87114F106 9,247,687.50 344,100.00SOLE 344,100.00
SYLVAN LEARNING SYS INC Domestic 871399101 968,750.00 50,000.00SOLE 50,000.00
SYMANTEC CORP Domestic 871503108 8,258,482.40 229,600.00SOLE 229,600.00
SYMBOL TECHNOLOGIES INC Domestic 871508107 12,273,125.01 365,000.00SOLE 365,000.00
SYMMETRICOM INC Domestic 871543104 243,000.00 32,400.00SOLE 32,400.00
SYNCOR INTL CORP-DEL Domestic 87157J106 1,980,000.00 52,800.00SOLE 52,800.00
SYNOPSYS INC Domestic 871607107 23,697,832.00 422,000.00SOLE 422,000.00
SYNOVUS FINL CORP Domestic 87161C105 9,188,889.60 491,700.00SOLE 491,700.00
SYSCO CORP Domestic 871829107 42,952,175.00 1,225,000.00SOLE 1,225,000.00
SYSTEM SOFTWARE ASSOC INC Domestic 871839205 39,971.25 20,625.00SOLE 20,625.00
TABACALERA SA ESP100 Ordinary Int5444012 7,611,803.94 402,000.00SOLE 402,000.00
TABCORP HOLDINGS LIMITED Ordinary Int6873262 5,090,287.34 750,000.00SOLE 750,000.00
TAISEI CORP Ordinary Int6870100 1,551,507.45 697,000.00SOLE 697,000.00
TAISHO PHARMACEUTICAL CO. Ordinary Int6870144 12,623,274.04 300,000.00SOLE 300,000.00
TAKARA SHUZO CO LTD Ordinary Int6870382 11,462,853.28 770,000.00SOLE 770,000.00
TAKEDA CHEM INDS Ordinary Int6870445 51,899,595.70 961,000.00SOLE 961,000.00
TAKEFUJI CORPORATION Ordinary Int6876067 7,493,660.12 45,000.00SOLE 45,000.00
TAKKT AG Ordinary Int5769470 836,945.30 135,500.00SOLE 135,500.00
TALISMAN ENERGY INC. Ordinary Int2068299 2,977,203.13 100,000.00SOLE 100,000.00
TALK.COM INC Domestic 874264104 2,315,336.40 179,400.00SOLE 179,400.00
TALK.COM INC Domestic 874264997 13,750.00 13,750.00SOLE 13,750.00
TANDY CORP Domestic 875382103 42,901,040.01 830,000.00SOLE 830,000.00
TARMAC PLC Ordinary Int0736565 1,292,447.55 180,000.00SOLE 180,000.00
TBC CORP Domestic 872180104 302,491.40 43,700.00SOLE 43,700.00
TCF FINL CORP Domestic 872275102 9,662,862.91 338,300.00SOLE 338,300.00
TCSI CORP Domestic 87233R106 68,146.80 43,600.00SOLE 43,600.00
TDK CORP Ordinary Int6869302 18,297,548.44 158,000.00SOLE 158,000.00
TECH DATA CORP Domestic 878237106 3,601,570.70 154,700.00SOLE 154,700.00
TECHNITROL INC. Domestic 878555101 3,295,875.00 93,500.00SOLE 93,500.00
TECHNOLOGY SOLUTIONS Domestic 87872T108 2,858,900.00 202,400.00SOLE 202,400.00
TECNOST SPA Ordinary Int4879659 419,590.85 200,000.00SOLE 200,000.00
TECO ENERGY INC Domestic 872375100 10,879,375.01 515,000.00SOLE 515,000.00
TECUMSEH PRODS CO Domestic 878895200 4,862,125.00 97,000.00SOLE 97,000.00
TEIJIN LIMITED Ordinary Int6880507 2,703,043.09 561,000.00SOLE 561,000.00
TEIKOKU OIL Ordinary Int6880905 1,209,730.43 350,000.00SOLE 350,000.00
TEKTRONIX INC Domestic 879131100 5,641,400.00 168,400.00SOLE 168,400.00
TELE DANMARK AS Ordinary Int5698790 10,727,486.32 180,000.00SOLE 180,000.00
TELECOM CORP NEW ZEALAND LTD ADR 2881366 8,640,000.00 270,000.00SOLE 270,000.00
TELECOM CORP NEW ZEALAND LTD Ordinary Int6881436 4,250,621.74 1,078,800.00SOLE 1,078,800.00
TELECOM ITALIA SPA Ordinary Int5297506 28,178,300.26 3,242,611.00SOLE 3,242,611.00
TELECOM ITALIA SPA-SP ADR ADR 2083010 12,928,200.00 150,000.00SOLE 150,000.00
TELEFLEX INC Domestic 879369106 3,624,352.20 91,900.00SOLE 91,900.00
TELEFONICA PUBLICIDAD E INFO Ordinary Int5706927 577,736.13 25,000.00SOLE 25,000.00
TELEFONICA S. A. ADR 2881098 57,747,744.00 1,203,078.00SOLE 1,203,078.00
TELEFONICA SA EUR1 Ordinary Int5732524 19,618,182.78 1,225,660.00SOLE 1,225,660.00
TELEPHONE & DATA SYS INC Domestic 879433100 20,871,055.00 235,000.00SOLE 235,000.00
TELEVISION BROADCASTS Ordinary Int6881674 6,411,081.64 1,500,000.00SOLE 1,500,000.00
TELLABS INC Domestic 879664100 73,165,329.99 1,285,000.00SOLE 1,285,000.00
TELSTRA CORP NPV Ordinary Int6087289 18,140,348.36 3,500,000.00SOLE 3,500,000.00
TEMPLE-INLAND INC Domestic 879868107 16,134,500.00 264,500.00SOLE 264,500.00
TENET HEALTHCARE CORP Domestic 88033G100 10,237,472.70 582,900.00SOLE 582,900.00
TENNECO INC Domestic 88037E101 5,015,000.00 295,000.00SOLE 295,000.00
TERADYNE INC Domestic 880770102 25,781,850.00 731,400.00SOLE 731,400.00
TERUMO CORPORATION Ordinary Int6885074 10,537,146.51 341,000.00SOLE 341,000.00
TESCO ORD Ordinary Int0884709 11,895,749.61 3,791,778.00SOLE 3,791,778.00
TETRA TECH INC NEW Domestic 88162G103 2,113,118.00 126,625.00SOLE 126,625.00
TETRA TECHNOLOGIES INC DEL Domestic 88162F105 509,400.00 50,000.00SOLE 50,000.00
TEXACO INC Domestic 881694103 113,940,625.07 1,805,000.00SOLE 1,805,000.00
TEXAS INDS INC Domestic 882491103 3,885,000.00 105,000.00SOLE 105,000.00
TEXAS INSTRS INC Domestic 882508104 237,546,225.00 2,888,100.00SOLE 2,888,100.00
TEXAS UTILS CO HLDG Domestic 882848104 33,334,986.47 893,388.00SOLE 893,388.00
TEXAS UTILS CO HLDG Domestic 882848203 3,945,040.00 80,000.00SOLE 80,000.00
TEXTRON INC Domestic 883203101 50,835,375.10 657,000.00SOLE 657,000.00
THE BANK OF TOKYO-MITSUBISHI Ordinary Int6070364 30,021,836.87 1,955,000.00SOLE 1,955,000.00
THE PMI GROUP INC. Domestic 69344M101 8,436,600.00 206,400.00SOLE 206,400.00
THERMO ELECTRON CORP Domestic 883556102 4,568,920.00 340,000.00SOLE 340,000.00
THOMAS & BETTS CORP Domestic 884315102 13,346,700.00 261,700.00SOLE 261,700.00
THOMAS INDS INC Domestic 884425109 1,360,486.40 72,800.00SOLE 72,800.00
THOR INDUSTRIES INC Domestic 885160101 1,239,300.00 48,600.00SOLE 48,600.00
THREE-FIVE SYSTEMS INC Domestic 88554L108 1,334,137.50 60,300.00SOLE 60,300.00
THYSSEN KRUPP AG NPV Ordinary Int5636927 8,238,506.51 410,400.00SOLE 410,400.00
TI GROUP ORD GBPO.25 Ordinary Int0868673 4,645,071.80 626,100.00SOLE 626,100.00
TIDEWATER INC Domestic 886423102 2,805,000.00 110,000.00SOLE 110,000.00
TIETO CORP-B SHS Ordinary Int5479702 1,581,452.81 50,000.00SOLE 50,000.00
TIFFANY & CO NEW Domestic 886547108 16,782,640.00 280,000.00SOLE 280,000.00
TIM SPA -TELECOM ITALIA MOBILE Ordinary Int4876746 21,398,800.87 3,440,700.00SOLE 3,440,700.00
TIMBERLAND CO Domestic 887100105 3,125,040.00 80,000.00SOLE 80,000.00
TIME WARNER INC Domestic 887315109 230,181,750.00 3,789,000.00SOLE 3,789,000.00
TIMES MIRROR CO NEW Domestic 887364107 25,094,496.93 381,300.00SOLE 381,300.00
TIMKEN CO Domestic 887389104 1,881,787.51 116,700.00SOLE 116,700.00
TITAN INTERNATIONAL INC Domestic 88830M102 1,025,000.00 100,000.00SOLE 100,000.00
TJ INTL INC Domestic 872534102 1,231,125.00 49,000.00SOLE 49,000.00
TJX COS INC NEW Domestic 872540109 43,716,541.41 1,557,800.00SOLE 1,557,800.00
TNP ENTERPRISES INC Domestic 872594106 2,725,660.00 70,000.00SOLE 70,000.00
TNT POST GROUP NV Ordinary Int5481558 11,837,882.45 465,100.00SOLE 465,100.00
TOA CORP Ordinary Int6894508 786,136.93 450,000.00SOLE 450,000.00
TODA Ordinary Int6893884 1,108,293.40 200,000.00SOLE 200,000.00
TOEI Ordinary Int6895181 670,611.44 200,000.00SOLE 200,000.00
TOHOKU ELECTRIC POWER Ordinary Int6895266 2,899,971.79 186,000.00SOLE 186,000.00
TOKAI BANK Ordinary Int6895341 4,694,749.65 650,000.00SOLE 650,000.00
TOKIO MARINE & FIRE INS. ORD Ordinary Int6894768 4,118,343.15 348,000.00SOLE 348,000.00
TOKYO ELECTRIC POWER CO Ordinary Int6895404 21,025,640.85 910,000.00SOLE 910,000.00
TOKYO ELECTRON LTD Ordinary Int6895675 18,505,212.58 213,000.00SOLE 213,000.00
TOKYO GAS CO. LTD Ordinary Int6895448 1,235,841.07 516,000.00SOLE 516,000.00
TOKYO STYLE Ordinary Int6896645 549,450.55 50,000.00SOLE 50,000.00
TOKYU CORP Ordinary Int6896548 563,539.02 200,000.00SOLE 200,000.00
TOLL BROS INC Domestic 889478103 2,453,408.10 128,700.00SOLE 128,700.00
TOMKINS PLC ADR 2896177 1,701,700.00 100,100.00SOLE 100,100.00
TOMKINS PLC Ordinary Int0896265 367,207.93 87,100.00SOLE 87,100.00
TOMMY HILFIGER CP Domestic G8915Z102 704,750.00 25,000.00SOLE 25,000.00
TOO INC Domestic 890333107 1,063,472.26 59,286.00SOLE 59,286.00
TORAY INDUSTRIES Ordinary Int6897143 5,666,854.47 1,097,000.00SOLE 1,097,000.00
TORCHMARK CORP Domestic 891027104 13,289,400.04 513,600.00SOLE 513,600.00
TORO CO Domestic 891092108 2,055,625.00 55,000.00SOLE 55,000.00
TORONTO-DOMINION BANK Ordinary Int2897222 7,744,130.66 400,000.00SOLE 400,000.00
TOSCO CORP Domestic 891490302 8,206,250.00 325,000.00SOLE 325,000.00
TOSHIBA CORP Ordinary Int6897217 6,889,499.34 925,000.00SOLE 925,000.00
TOSTEM CORP. Ordinary Int6900212 1,496,759.64 64,000.00SOLE 64,000.00
TOTAL FINA SA ADR 2898032 14,290,234.20 225,263.00SOLE 225,263.00
TOTAL RENAL CARE HOLDINGS Domestic 89151A107 1,875,119.81 252,100.00SOLE 252,100.00
TOTAL SA-B Ordinary Int4905413 9,990,308.93 79,500.00SOLE 79,500.00
TOWER AUTOMOTIVE INC Domestic 891707101 2,112,065.80 106,600.00SOLE 106,600.00
TOYO COMMUNICATION EQUIPMENT Ordinary Int6899826 1,042,547.19 100,000.00SOLE 100,000.00
TOYOTA MOTOR CORP Ordinary Int6900643 38,207,945.54 1,200,000.00SOLE 1,200,000.00
TOYS R US INC Domestic 892335100 9,327,000.00 621,800.00SOLE 621,800.00
TRACTEBEL Ordinary Int4900300 15,445,441.47 87,160.00SOLE 87,160.00
TRANSACTION SYS ARCH Domestic 893416107 2,211,609.80 82,100.00SOLE 82,100.00
TRANSALTA CORP. Ordinary Int2901628 0.00 0.00SOLE 0.00
TRANSOCEAN OFFSHORE INC Domestic G90076103 11,026,800.00 360,000.00SOLE 360,000.00
TREDEGAR CORP Domestic 894650100 3,086,550.01 144,400.00SOLE 144,400.00
TRELLEBORG AB-B SHS Ordinary Int4902384 2,140,766.04 225,000.00SOLE 225,000.00
TRENWICK GROUP INC Domestic 895290104 382,605.30 23,100.00SOLE 23,100.00
TRIARC COMPANIES Domestic 895927101 2,036,610.00 95,000.00SOLE 95,000.00
TRIBUNE CO NEW Domestic 896047107 57,033,400.00 1,146,400.00SOLE 1,146,400.00
TRIBUNE CO NEW Domestic Con896047305 59,690,000.00 500,000.00SOLE 500,000.00
TRICON GLOBAL RESTAURANTS Domestic 895953107 11,736,924.60 286,700.00SOLE 286,700.00
TRIGON HEALTHCARE INC Domestic 89618L100 5,250,375.00 179,500.00SOLE 179,500.00
TRIMBLE NAV LTD Domestic 896239100 1,710,080.01 160,000.00SOLE 160,000.00
TRINITY INDS INC Domestic 896522109 4,168,125.01 135,000.00SOLE 135,000.00
TRUE NORTH COMMS INC Domestic 897844106 7,547,812.50 207,500.00SOLE 207,500.00
TRUSTCO BK CORP N Y Domestic 898349105 2,731,617.50 92,500.00SOLE 92,500.00
TRW INC Domestic 872649108 21,148,725.00 425,100.00SOLE 425,100.00
TSUBAKIMOTO CHAIN Ordinary Int6906704 1,931,060.38 400,000.00SOLE 400,000.00
TUBOSCOPE INC Domestic 898600101 559,710.00 45,000.00SOLE 45,000.00
TUPPERWARE CORPORATION Domestic 899896104 3,341,250.00 165,000.00SOLE 165,000.00
TYCO INTERNATIONAL LTD Domestic 902124106 318,720,566.52 3,086,882.00SOLE 3,086,882.00
TYSON FOODS INC Domestic 902494103 14,524,616.80 883,600.00SOLE 883,600.00
U S BIOSCIENCE INC. Domestic 911646206 2,282,850.00 160,200.00SOLE 160,200.00
U S FOODSERVICE Domestic 90331R101 7,182,000.00 399,000.00SOLE 399,000.00
U S HOME CORP Domestic 911920106 280,911.31 10,100.00SOLE 10,100.00
U S TRUST CORP Domestic 91288L105 7,097,112.50 88,300.00SOLE 88,300.00
U S WEST INC NEW Domestic 91273H101 113,783,564.95 1,993,999.00SOLE 1,993,999.00
U.S. BANCORP Domestic 902973106 80,490,264.42 2,666,300.00SOLE 2,666,300.00
UBE INDUSTRIES LTD Ordinary Int6910705 4,537,240.51 1,858,000.00SOLE 1,858,000.00
UBS AG(UNITED BK) Ordinary Int5485958 47,293,914.46 167,776.00SOLE 167,776.00
UCAR INTERNATIONAL INC. Domestic 90262K109 3,171,007.00 139,000.00SOLE 139,000.00
UCB NEW SHS Ordinary Int5596991 7,678,831.97 190,000.00SOLE 190,000.00
ULTRAMAR DIAMOND SHAMROCK Domestic 904000106 9,078,000.00 356,000.00SOLE 356,000.00
ULTRATECH STEPPER INC. Domestic 904034105 554,625.00 43,500.00SOLE 43,500.00
UNICOM CORP Domestic 904911104 43,335,661.57 1,173,200.00SOLE 1,173,200.00
UNICREDITO ITALIANO SPA Ordinary Int4232445 20,054,029.23 4,102,600.00SOLE 4,102,600.00
UNIDANMARK Ordinary Int4914185 4,607,890.90 68,000.00SOLE 68,000.00
UNIFI INC Domestic 904677101 2,365,000.00 215,000.00SOLE 215,000.00
UNILEVER N V ADR 2416542 40,145,040.63 589,285.00SOLE 589,285.00
UNILEVER N V ADR 904784709 129,301,250.03 1,898,000.00SOLE 1,898,000.00
UNILEVER NV CVA Ordinary Int5640898 8,948,626.76 131,500.00SOLE 131,500.00
UNILEVER NV-CUM PREF Ordinary Int5682179 1,928,413.97 360,000.00SOLE 360,000.00
UNILEVER ORD Ordinary Int0574873 19,435,330.12 2,063,203.00SOLE 2,063,203.00
UNION CARBIDE CORP Domestic 905581104 31,224,424.79 549,600.00SOLE 549,600.00
UNION ELECTRICA FENOSA SA Ordinary Int4913223 3,001,033.00 200,000.00SOLE 200,000.00
UNION MINIERE SA Ordinary Int4005001 1,652,804.55 40,000.00SOLE 40,000.00
UNION PAC RES GROUP INC Domestic 907834105 19,175,000.00 1,180,000.00SOLE 1,180,000.00
UNION PACIFIC CAP 6.25% Domestic 907824205 1,815,000.00 40,000.00SOLE 40,000.00
UNION PACIFIC CAP 6.25% Domestic 907824403 9,075,000.00 200,000.00SOLE 200,000.00
UNION PACIFIC CORP Domestic 907818108 33,783,002.06 702,890.00SOLE 702,890.00
UNION PLANTERS CORP Domestic 908068109 14,600,725.00 358,300.00SOLE 358,300.00
UNISYS CORP Domestic 909214108 57,453,150.02 1,273,200.00SOLE 1,273,200.00
UNITED BANKSHARES INC W VA Domestic 909907107 3,598,324.00 148,000.00SOLE 148,000.00
UNITED HEALTHCARE CORP Domestic 910581107 38,706,959.98 795,000.00SOLE 795,000.00
UNITED ILLUMINATING CO Domestic 910637107 2,902,500.01 60,000.00SOLE 60,000.00
UNITED INDUSTRIAL CORP. Ordinary Int6916532 243,693.03 448,000.00SOLE 448,000.00
UNITED NEWS & MEDIA PLC Ordinary Int0916721 8,925,280.82 917,800.00SOLE 917,800.00
UNITED OVERSEAS BANK Ordinary Int6916770 1,137,900.61 150,000.00SOLE 150,000.00
UNITED TECHNOLOGIES CORP Domestic 913017109 91,146,287.09 1,536,700.00SOLE 1,536,700.00
UNITED UTILITIES Ordinary Int0646233 8,745,108.13 798,527.00SOLE 798,527.00
UNITED WTR RES INC Domestic 913190104 2,743,762.51 84,100.00SOLE 84,100.00
UNITRIN INC Domestic 913275103 4,343,750.00 125,000.00SOLE 125,000.00
UNITRODE CORP Domestic 913283107 6,073,200.00 144,600.00SOLE 144,600.00
UNIVERSAL CORP VA Domestic 913456109 3,918,750.00 150,000.00SOLE 150,000.00
UNIVERSAL FOODS CORP Domestic 913538104 4,823,861.40 210,300.00SOLE 210,300.00
UNIVERSAL FOREST PROD INC Domestic 913543104 1,284,092.90 98,300.00SOLE 98,300.00
UNIVERSAL HEALTH SVCS INC Domestic 913903100 2,923,875.01 113,000.00SOLE 113,000.00
UNIVISION COMMUNICATIONS - A Domestic 914906102 29,889,037.50 367,300.00SOLE 367,300.00
UNOCAL CORP Domestic 915289102 22,171,086.59 598,200.00SOLE 598,200.00
UNUMPROVIDENT CORP Domestic 91529Y106 22,539,675.71 765,666.00SOLE 765,666.00
UPM KYMMENE OY Ordinary Int5051252 18,777,222.82 551,000.00SOLE 551,000.00
URS CORP. Domestic 903236107 612,500.00 25,000.00SOLE 25,000.00
US AIRWAYS GROUP INC. Domestic 911905107 3,675,000.00 140,000.00SOLE 140,000.00
US ONCOLOGY INC. Domestic 90338W103 1,268,820.00 140,000.00SOLE 140,000.00
USA DETERGENTS INC. Domestic 902938109 141,226.80 28,600.00SOLE 28,600.00
USFREIGHTWAYS CORP Domestic 916906100 4,955,425.00 104,600.00SOLE 104,600.00
USG CORP NEW Domestic 903293405 10,096,500.00 212,000.00SOLE 212,000.00
USHIO INC Ordinary Int6918981 13,405,466.23 939,000.00SOLE 939,000.00
USINOR Ordinary Int4894544 1,411,060.59 100,000.00SOLE 100,000.00
UST CORP Domestic 902900109 6,150,000.00 200,000.00SOLE 200,000.00
UST INC Domestic 902911106 15,051,736.81 498,600.00SOLE 498,600.00
USX-MARATHON GROUP Domestic 902905827 32,028,750.00 1,095,000.00SOLE 1,095,000.00
USX-U S STL GROUP Domestic 90337T101 9,584,150.00 372,200.00SOLE 372,200.00
UTD BISCUITS(HLDGS) PLC Ordinary Int0270795 1,206,765.89 399,331.00SOLE 399,331.00
UTILICORP UNITED INC Domestic 918005109 7,898,625.00 375,000.00SOLE 375,000.00
V F CORP Domestic 918204108 7,762,400.00 250,400.00SOLE 250,400.00
VA TECHNOLOGIE AG Ordinary Int4921635 1,193,048.01 14,850.00SOLE 14,850.00
VALASSIS COMMUNICATIONS INC Domestic 918866104 10,817,535.62 246,200.00SOLE 246,200.00
VALENCE TECHNOLOGY INC Domestic 918914102 247,526.40 52,800.00SOLE 52,800.00
VALEO ADR 2939384 5,807,371.50 80,250.00SOLE 80,250.00
VALEO Ordinary Int4937579 15,256,385.46 210,830.00SOLE 210,830.00
VALEO WARRANTS Ordinary Int5516803 62,033.42 25,000.00SOLE 25,000.00
VALERO ENERGY CORP Domestic 91913Y100 4,620,000.00 240,000.00SOLE 240,000.00
VALLEHERMOSO SA ESP 165 Ordinary Int5504789 10,849,809.91 1,127,000.00SOLE 1,127,000.00
VALMONT INDS INC Domestic 920253101 2,244,375.00 133,000.00SOLE 133,000.00
VALORA HOLDING Ordinary Int4581619 2,653,238.71 10,450.00SOLE 10,450.00
VANTIVE CORP Domestic 922091103 731,529.60 84,200.00SOLE 84,200.00
VARCO INTL INC Domestic 922126107 2,538,760.40 208,300.00SOLE 208,300.00
VARIAN MEDICAL SYSTEMS INC Domestic 92220P105 1,312,500.00 60,000.00SOLE 60,000.00
VARITRONIX INTERNATIONAL LTD Ordinary Int6926854 2,182,085.01 1,000,000.00SOLE 1,000,000.00
VEBA AG Ordinary Int4942904 44,655,275.26 815,000.00SOLE 815,000.00
VENTIV HEALTH INC Domestic 922793104 456,459.26 46,200.33SOLE 46,200.33
VERITAS SOFTWARE CORP Domestic 923436109 58,092,570.00 765,000.00SOLE 765,000.00
VERTEX PHARMACEUTICALS INC Domestic 92532F100 3,795,898.60 122,200.00SOLE 122,200.00
VIACOM INC Domestic 925524308 108,371,250.00 2,565,000.00SOLE 2,565,000.00
VIAD CORP. Domestic 92552R109 10,767,500.00 365,000.00SOLE 365,000.00
VIAG AG NPV Ordinary Int5761584 4,115,376.83 217,100.00SOLE 217,100.00
VICOR CORP Domestic 925815102 4,004,432.00 176,500.00SOLE 176,500.00
VINTAGE PETE INC Domestic 927460105 2,767,500.00 205,000.00SOLE 205,000.00
VISHAY INTERTECHNOLOGY INC Domestic 928298108 9,001,250.00 379,000.00SOLE 379,000.00
VISIO CORP Domestic 927914101 3,673,800.00 93,600.00SOLE 93,600.00
VISX INC Domestic 92844S105 18,666,184.00 236,000.00SOLE 236,000.00
VITAL SIGNS INC Domestic 928469105 1,874,500.01 92,000.00SOLE 92,000.00
VITESSE SEMICONDUCTOR CORP. Domestic 928497106 23,051,250.00 270,000.00SOLE 270,000.00
VIVENDI Ordinary Int5687237 80,828,063.27 1,150,847.00SOLE 1,150,847.00
VLASIC FOODS INTERNATIONAL Domestic 928559103 1,133,669.20 163,400.00SOLE 163,400.00
VODAFONE AIRTOUCH PLC ADR ADR 2726445 47,550,000.00 200,000.00SOLE 200,000.00
VODAFONE GROUP PLC Ordinary Int0719210 77,960,383.76 3,296,595.00SOLE 3,296,595.00
VOLKSWAGEN A G ADR 2930484 16,677,000.00 1,500,000.00SOLE 1,500,000.00
VOLKSWAGEN AG Ordinary Int5497102 446,427.62 8,000.00SOLE 8,000.00
VOLT INFORMATION SCIENCES IN Domestic 928703107 1,503,500.00 62,000.00SOLE 62,000.00
VOLVO AB SWE ADR 2930592 8,176,080.00 285,000.00SOLE 285,000.00
VULCAN MATLS CO Domestic 929160109 11,866,500.00 324,000.00SOLE 324,000.00
WABASH NATL CORP Domestic 929566107 2,281,149.90 112,300.00SOLE 112,300.00
WACHOVIA CORP NEW Domestic 929771103 59,637,062.55 758,500.00SOLE 758,500.00
WACOAL CORP Ordinary Int6932204 3,916,173.56 361,000.00SOLE 361,000.00
WADDELL & REED FINL CL B Domestic 930059100 665,640.00 30,000.00SOLE 30,000.00
WAL-MART STORES INC Domestic 931142103 770,520,599.99 16,200,000.00SOLE 16,200,000.00
WALGREEN CO Domestic 931422109 85,478,225.04 3,368,600.00SOLE 3,368,600.00
WALLACE COMPUTER SVCS INC Domestic 932270101 1,822,500.00 90,000.00SOLE 90,000.00
WARNACO GROUP INC Domestic 934390105 4,558,850.00 249,800.00SOLE 249,800.00
WARNER LAMBERT CO Domestic 934488107 221,617,562.68 3,338,871.00SOLE 3,338,871.00
WASHINGTON GAS LT CO Domestic 938837101 5,544,350.00 204,400.00SOLE 204,400.00
WASHINGTON MUT INC Domestic 939322103 65,227,500.00 2,230,000.00SOLE 2,230,000.00
WASHINGTON POST CO Domestic 939640108 19,380,000.00 38,000.00SOLE 38,000.00
WASTE MANAGEMENT INC NEW Domestic 94106L109 38,307,490.38 1,989,999.50SOLE 1,989,999.50
WATERS INC Domestic 941848103 5,753,485.00 95,000.00SOLE 95,000.00
WATSCO INC. Domestic 942622200 910,000.00 80,000.00SOLE 80,000.00
WATSON PHARMACEUTICALS INC Domestic 942683103 8,557,640.01 280,000.00SOLE 280,000.00
WATTS INDS INC Domestic 942749102 2,536,050.00 116,600.00SOLE 116,600.00
WAUSAU-MOSINEE PAPER CORP Domestic 943315101 3,152,500.00 260,000.00SOLE 260,000.00
WBL CORPORATION LTD Ordinary Int6944908 696,748.02 637,000.00SOLE 637,000.00
WD 40 CO Domestic 929236107 1,696,935.00 72,500.00SOLE 72,500.00
WEATHERFORD INTL INC Domestic 947074100 10,240,000.00 320,000.00SOLE 320,000.00
WEBS INDEX FD INC JAPAN WEBS ADR 2373799 42,513,687.57 3,050,200.00SOLE 3,050,200.00
WELLMAN INC Domestic 949702104 2,709,450.00 150,000.00SOLE 150,000.00
WELLPOINT HEALTH NETWOKS Domestic 94973H108 11,781,900.00 206,700.00SOLE 206,700.00
WELLS FARGO & CO (NEW) Domestic 949746101 242,092,900.03 6,109,600.00SOLE 6,109,600.00
WENDYS INTL INC Domestic 950590109 18,123,350.00 683,900.00SOLE 683,900.00
WERNER ENTERPRISES INC Domestic 950755108 3,160,162.50 179,300.00SOLE 179,300.00
WESLEY JESSEN VISIONCARE Domestic 951018100 1,091,580.00 35,000.00SOLE 35,000.00
WEST JAPAN RAILWAY CO. Ordinary Int6957995 4,602,235.33 1,000.00SOLE 1,000.00
WESTAMERICA BANCORPORATION Domestic 957090103 3,025,000.00 100,000.00SOLE 100,000.00
WESTFIELD HOLDINGS AUD0.20 Ordinary Int6054142 4,796,616.93 840,000.00SOLE 840,000.00
WESTPAC BANK CORP Ordinary Int6076146 6,144,971.29 996,099.00SOLE 996,099.00
WESTPOINT STEVENS INC Domestic 961238102 4,725,000.01 200,000.00SOLE 200,000.00
WESTVACO CORP Domestic 961548104 12,018,125.03 469,000.00SOLE 469,000.00
WESTWOOD ONE INC Domestic 961815107 10,108,000.00 224,000.00SOLE 224,000.00
WEYERHAEUSER CO Domestic 962166104 38,608,750.04 670,000.00SOLE 670,000.00
WHARF HLDGS Ordinary Int6435576 3,804,531.94 1,316,385.00SOLE 1,316,385.00
WHIRLPOOL CORP Domestic 963320106 24,028,652.71 367,900.00SOLE 367,900.00
WHITBREAD PLC ORD Ordinary Int0960502 11,038,014.62 877,291.00SOLE 877,291.00
WHITMAN CORPORATION NEW Domestic 96647R107 4,725,300.00 331,600.00SOLE 331,600.00
WHITNEY HLDG CORP Domestic 966612103 2,237,812.50 65,100.00SOLE 65,100.00
WHITTMAN-HART INC Domestic 966834103 8,337,915.00 215,000.00SOLE 215,000.00
WHOLE FOODS MKT INC Domestic 966837106 3,353,697.50 102,500.00SOLE 102,500.00
WHX CORP Domestic 929248102 460,000.00 46,000.00SOLE 46,000.00
WICOR INC Domestic 929253102 2,470,355.00 85,000.00SOLE 85,000.00
WIENERBERGER BAUST NPV Ordinary Int5699373 4,562,784.21 205,000.00SOLE 205,000.00
WILLAMETTE INDS INC Domestic 969133107 17,189,625.03 398,600.00SOLE 398,600.00
WILLIAMS Ordinary Int0290317 9,523,841.12 1,793,199.00SOLE 1,793,199.00
WILLIAMS COS INC Domestic 969457100 56,520,275.03 1,502,200.00SOLE 1,502,200.00
WILLIAMS SONOMA INC Domestic 969904101 11,426,873.90 235,300.00SOLE 235,300.00
WILMINGTON TR CORP Domestic 971807102 6,939,652.70 142,900.00SOLE 142,900.00
WILSON (CONNOLLY) HLDDNGS PLC Ordinary Int0970404 978,228.65 400,000.00SOLE 400,000.00
WINN DIXIE STORES INC Domestic 974280109 7,908,883.19 266,400.00SOLE 266,400.00
WINNEBAGO INDS INC Domestic 974637100 837,830.00 35,000.00SOLE 35,000.00
WISCONSIN CENT TRANSN CORP Domestic 976592105 2,600,720.00 190,000.00SOLE 190,000.00
WISCONSIN ENERGY CORP Domestic 976657106 9,843,960.00 420,000.00SOLE 420,000.00
WM-DATA AB-B SHS Ordinary Int4976903 7,491,461.33 173,000.00SOLE 173,000.00
WMC LTD ADR 2954912 1,528,500.00 75,000.00SOLE 75,000.00
WMC LTD Ordinary Int6954985 6,617,373.54 1,300,000.00SOLE 1,300,000.00
WOLTERS KLUWER CVA EURO.12 Ordinary Int5671519 4,711,643.13 137,400.00SOLE 137,400.00
WOLVERINE TUBE INC Domestic 978093102 480,500.00 31,000.00SOLE 31,000.00
WOLVERINE WORLD WIDE INC Domestic 978097103 2,081,625.00 183,000.00SOLE 183,000.00
WOODSIDE PETROLEUM Ordinary Int6979728 18,464,965.12 2,660,000.00SOLE 2,660,000.00
WOOLWORTHS LIMITED Ordinary Int6981239 3,930,097.36 1,125,646.00SOLE 1,125,646.00
WORTHINGTON INDS INC Domestic 981811102 4,664,800.00 274,400.00SOLE 274,400.00
WPP GROUP PLC Ordinary Int0974042 8,117,914.43 874,000.00SOLE 874,000.00
WRIGLEY WM JR CO Domestic 982526105 14,450,729.99 210,000.00SOLE 210,000.00
WYNNS INTL INC Domestic 983195108 1,235,195.00 77,500.00SOLE 77,500.00
X-RITE INC Domestic 983857103 975,000.00 150,000.00SOLE 150,000.00
XEROX CORP Domestic 984121103 86,501,318.79 2,062,600.00SOLE 2,062,600.00
XILINX INC Domestic 983919101 36,153,452.69 551,700.00SOLE 551,700.00
XIRCOM Domestic 983922105 2,322,227.20 54,400.00SOLE 54,400.00
XOMED SURGICAL PRODUCTS INC. Domestic 98412V107 1,425,000.00 25,000.00SOLE 25,000.00
YAMANOCHI PHARMACEUTICAL Intl Conv 4985244 11,129,895.65500,000,000.00SOLE 500,000,000.00
YAMANOUCHI PHARM Ordinary Int6985383 23,433,830.92 500,000.00SOLE 500,000.00
YAMATO KOGYO CO. LTD Ordinary Int6985446 1,699,070.15 300,000.00SOLE 300,000.00
YELLOW CORP Domestic 985509108 2,130,001.80 128,600.00SOLE 128,600.00
YOKOGOWA ELECTRIC Ordinary Int6986427 863,717.47 121,000.00SOLE 121,000.00
YORK INTL Domestic 986670107 6,217,274.00 173,000.00SOLE 173,000.00
YOSHITOMI PHARMACEUTICAL IND Ordinary Int6987505 4,144,641.64 320,000.00SOLE 320,000.00
YOUNG & RUBICAM INC. Domestic 987425105 1,760,000.00 40,000.00SOLE 40,000.00
ZALE CORP Domestic 988858106 5,340,832.20 139,400.00SOLE 139,400.00
ZEBRA TECHNOLOGIES CORP Domestic 989207105 5,906,423.10 129,900.00SOLE 129,900.00
ZIONS BANCORPORATION Domestic 989701107 19,845,000.00 360,000.00SOLE 360,000.00
ZURICH ALLIED AG - NEW Ordinary Int5486779 15,952,419.04 28,600.00SOLE 28,600.00
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