<TABLE>
<CAPTION>
Name of Issuer Title of ClaIdentifierFair market VShares Invest DiscreVoting Auth
<S> <C> <C> <C> <C> <C> <C>
3COM CORP Common Stock 885535104 31740038.4 1,189,300.00SOLE 1,189,300.00
AAR CORP Common Stock 361105 1134400 50,000.00SOLE 50,000.00
ABB AB ADR 00256Q103 24661250 1,810,000.00SOLE 1,810,000.00
ABB LTD COMM STK Ordinary 5702259 3738660.04 39,982.50SOLE 39,982.50
ABBEY NATIONAL Ordinary 4455 11494997.01 611,800.00SOLE 611,800.00
ABBOTT LABS Common Stock 2824100 234924525 5,177,400.00SOLE 5,177,400.00
ABERCROMBIE & FITCH CO Common Stock 2896207 29078400 605,800.00SOLE 605,800.00
ABM INDUSTRIES INC Common Stock 957100 2599273.6 84,700.00SOLE 84,700.00
ABN AMRO HLDG NV ADR 937102 31079190.63 1,420,763.00SOLE 1,420,763.00
ABN AMRO HOLDINGS NV Ordinary 5250769 8313808.4 383,900.00SOLE 383,900.00
ACCLAIM ENMNT INC Common Stock 4325155 42887.25 16,338.00SOLE 16,338.00
ACCOR Ordinary 4112321 17778488.19 70,800.00SOLE 70,800.00
ACERINOX SA Ordinary 5500118 1944183.77 66,500.00SOLE 66,500.00
ACNEILSEN CORP Common Stock 4833109 5838250 193,000.00SOLE 193,000.00
ACTION PERFORMANCE COS INC Common Stock 4933107 990000 30,000.00SOLE 30,000.00
ACUSON Common Stock 5113105 3093840 180,000.00SOLE 180,000.00
ACXIOM CORP Common Stock 5125109 8266947 331,500.00SOLE 331,500.00
ADAC LABS Common Stock 5313200 302325 41,700.00SOLE 41,700.00
ADAPTIVE BROADBAND CORP Common Stock00650M104 1651562.5 75,500.00SOLE 75,500.00
ADC TELECOMMUNICATIONS INC Common Stock 886101 23920575 525,000.00SOLE 525,000.00
ADECCO SA CHF10(REGD) Ordinary 5683097 7396049.8 13,803.00SOLE 13,803.00
ADOBE SYS INC Common Stock00724F101 36099346.4 439,400.00SOLE 439,400.00
ADTRAN INC Common Stock00738A106 1818750.01 50,000.00SOLE 50,000.00
ADVANCED MICRO DEVICES INC Common Stock 7903107 7201718.1 398,700.00SOLE 398,700.00
ADVANCED TISSUE SCI Common Stock00755F103 487500 150,000.00SOLE 150,000.00
ADVO INC Common Stock 7585102 1971250 95,000.00SOLE 95,000.00
AEGON NV Ordinary 5462304 3409765.9 47,000.00SOLE 47,000.00
AEGON NV- AMERICAN REG SHR ADR 7924103 22387908.83 302,793.00SOLE 302,793.00
AES CORP Common Stock00130H105 21111000.03 363,200.00SOLE 363,200.00
AES TRUST 5.375% Common Stock 1033208 10757500 130,000.00SOLE 130,000.00
AETNA INC. Common Stock 8117103 55335290.61 618,700.00SOLE 618,700.00
AFFILIATED COMPUTER SVCS - A Common Stock 8190100 8322750 164,400.00SOLE 164,400.00
AFLAC INC Common Stock 1055102 54989225 1,148,600.00SOLE 1,148,600.00
AGCO CP Common Stock 1084102 2375730 210,000.00SOLE 210,000.00
AGGREGATE IND Ordinary 323826 2194130.08 1,600,000.00SOLE 1,600,000.00
AGL RESOURCES INC. Common Stock 1204106 4013952.6 217,700.00SOLE 217,700.00
AHOLD (KONINKLIJKE) NV Ordinary 5252602 5927130.86 172,082.00SOLE 172,082.00
AIR EXPRESS INTL CORP Common Stock 9104100 3671762.5 144,700.00SOLE 144,700.00
AIR LIQUIDE(L') Ordinary 04011$406 6189955.64 39,360.00SOLE 39,360.00
AIR LIQUIDE(L') Ordinary 040114$06 314530.27 2,000.00SOLE 2,000.00
AIR LIQUIDE(L')PRIME DE FIDELI Ordinary 5007880 2618464.46 16,650.00SOLE 16,650.00
AIR PRODUCTS & CHEMICALS INC Common Stock 9158106 24528350 609,400.00SOLE 609,400.00
AIRBORNE FGHT CORP Common Stock 9266107 5033678.4 181,800.00SOLE 181,800.00
AIRGAS INC Common Stock 9363102 3234000 264,000.00SOLE 264,000.00
AK STEEL HOLDING CORP Common Stock 1547108 6207750 275,900.00SOLE 275,900.00
AKZO NOBEL N.V. Ordinary 5458314 3576363.83 85,000.00SOLE 85,000.00
AKZO NOBEL NV-SPON ADR 10199305 17695800 417,600.00SOLE 417,600.00
ALASKA AIR GROUP INC Common Stock 11659109 4383750 105,000.00SOLE 105,000.00
ALBANY INTL CORP Common Stock 12348108 3299415 157,115.00SOLE 157,115.00
ALBERMARLE CORP Common Stock 12653101 3961312.5 171,300.00SOLE 171,300.00
ALBERTO CULVER CO Common Stock 13068101 3983100.01 149,600.00SOLE 149,600.00
ALBERTSONS INC Common Stock 13104104 77028470.39 1,493,871.00SOLE 1,493,871.00
ALCAN ALUM LTD Common Stock 13716105 28067114.42 878,800.00SOLE 878,800.00
ALCATEL ADR 13904305 7842310.88 276,381.00SOLE 276,381.00
ALCATEL ALSTHOM Ordinary 4216825 4462256.37 31,700.00SOLE 31,700.00
ALCOA INC Common Stock 13817101 73637437.55 1,190,100.00SOLE 1,190,100.00
ALEXANDER & BALDWIN INC Common Stock 14482103 2925875 131,500.00SOLE 131,500.00
ALIANT COMMUNICATIONS INC Common Stock 16090102 7274610 157,500.00SOLE 157,500.00
ALITALIA Ordinary 5140343 1299370.94 500,000.00SOLE 500,000.00
ALLEGHENY ENERGY INC Common Stock 17361106 16355336.3 510,100.00SOLE 510,100.00
ALLEGHENY TELEDYNE INC. Common Stock 17415100 10287587.53 454,700.00SOLE 454,700.00
ALLEN TELECOM INC COM Common Stock 18091108 1870000 170,000.00SOLE 170,000.00
ALLERGAN INC Common Stock 18490102 41514000 374,000.00SOLE 374,000.00
ALLIANCE PHARMACEUTICAL Common Stock 18773101 173250 66,000.00SOLE 66,000.00
ALLIANT ENERGY CORP Common Stock 18802108 8268475 291,400.00SOLE 291,400.00
ALLIANT TECHSYSTEMS INC Common Stock 18804104 3684900 42,600.00SOLE 42,600.00
ALLIANZ AG Ordinary 5231485 28556387.53 102,941.00SOLE 102,941.00
ALLIED IRISH BANKS ADR 19228402 29511750 1,083,000.00SOLE 1,083,000.00
ALLIED IRISH BANKS PLC Ordinary 4020684 5095003.61 387,500.00SOLE 387,500.00
ALLIED WASTE INDS INC Common Stock 19589308 14551800 736,800.00SOLE 736,800.00
ALLIED ZURICH PLC Ordinary 287579 22990503.87 1,831,216.00SOLE 1,831,216.00
ALLIEDSIGNAL INC Common Stock 19512102 127392300 2,022,100.00SOLE 2,022,100.00
ALLMANIJ NV Ordinary 4021104 3187059.14 53,515.00SOLE 53,515.00
ALLMERICA FINANCIAL CORP. Common Stock 19754100 10605787.2 174,400.00SOLE 174,400.00
ALLSTATE CORP Common Stock 20002101 113060062.5 3,151,500.00SOLE 3,151,500.00
ALLTEL CORP Common Stock 20039103 68725800 961,200.00SOLE 961,200.00
ALMANIJ(ALGEM MAA) NPV Ordinary 5285880 37.18 515SOLE 515
ALPHA INDUSTRIES INC Common Stock 20753109 3810000 80,000.00SOLE 80,000.00
ALPHARMA INC Common Stock 20813101 2023534.71 56,900.00SOLE 56,900.00
ALTERA CORP Common Stock 21441100 27267389.1 740,700.00SOLE 740,700.00
ALUSUISSE-LONZA HDCHF125 Ordinary 4780524 16609417.24 14,250.00SOLE 14,250.00
ALZA CORP Common Stock 22615108 15909630.02 312,720.00SOLE 312,720.00
AMADA Ordinary 6022105 1695307.4 240,000.00SOLE 240,000.00
AMBAC FINANCIAL GROUP INC Common Stock 23139108 16766187.51 293,500.00SOLE 293,500.00
AMCAST INDL CORP Common Stock 23395106 326260 20,000.00SOLE 20,000.00
AMCOL INTL CORP Common Stock02341W103 1832812.5 127,500.00SOLE 127,500.00
AMCOR LIMITED Ordinary 6066608 5058366.44 910,000.00SOLE 910,000.00
AMERADA HESS CORP Common Stock 23551104 22377950 376,100.00SOLE 376,100.00
AMEREN CORP Common Stock 23608102 21777812.5 567,500.00SOLE 567,500.00
AMERICA ONLINE INC DEL Common Stock02364J104 331972520 3,017,932.00SOLE 3,017,932.00
AMERICAN BANKERS INS GROUP Common Stock 24456105 9200022 169,000.00SOLE 169,000.00
AMERICAN ELEC PWR INC Common Stock 25537101 14461755.01 385,000.00SOLE 385,000.00
AMERICAN EXPRESS CO Common Stock 25816109 193313700.1 1,485,600.00SOLE 1,485,600.00
AMERICAN FINANCIAL GRP (NEW) Common Stock 25932104 5961025 175,000.00SOLE 175,000.00
AMERICAN FREIGHTWAYS CORP Common Stock02629V108 2347560 120,000.00SOLE 120,000.00
AMERICAN GENERAL CORP Common Stock 26351106 79049455.92 1,048,749.00SOLE 1,048,749.00
AMERICAN GREETINGS CORP Common Stock 26375105 6648587.51 220,700.00SOLE 220,700.00
AMERICAN HOME PRODS CORP Common Stock 26609107 258313725.1 4,502,200.00SOLE 4,502,200.00
AMERICAN INTL GROUP INC Common Stock 26874107 505844288.3 4,314,237.00SOLE 4,314,237.00
AMERICAN MGMT SYS INC Common Stock 27352103 4694023.2 146,400.00SOLE 146,400.00
AMERICAN PWR CONVERSION CORP Common Stock 29066107 15089725 749,800.00SOLE 749,800.00
AMERICAN STATES WATER COMPANY Common Stock 29899101 1305250 46,000.00SOLE 46,000.00
AMERICAN STD COS INC DEL Common Stock 29712106 15398400 320,800.00SOLE 320,800.00
AMERICAN WATER WORKS INC Common Stock 30411102 9274200 301,600.00SOLE 301,600.00
AMERICREDIT CORP Common Stock03060R101 4243200 265,200.00SOLE 265,200.00
AMERITECH CORP NEW Common Stock 30954101 309846600 4,215,600.00SOLE 4,215,600.00
AMES DEPT. STORES INC. Common Stock 30789507 4425625 97,000.00SOLE 97,000.00
AMGEN INC Common Stock 31162100 94764112.54 1,556,700.00SOLE 1,556,700.00
AMP LIMITED Ordinary 6115715 9838760.94 900,000.00SOLE 900,000.00
AMR CORP DEL Common Stock 1765106 24973903.5 365,918.00SOLE 365,918.00
AMSOUTH BANCORPORATION Common Stock 32165102 11081545.2 477,900.00SOLE 477,900.00
ANADARKO PETE CORP Common Stock 32511107 15582942.9 423,300.00SOLE 423,300.00
ANALOG DEVICES INC Common Stock 32654105 41723040.98 831,335.00SOLE 831,335.00
ANALOGIC CORP Common Stock 32657207 1943375 62,500.00SOLE 62,500.00
ANALYSTS INTL CORP Common Stock 32681108 1748000 121,600.00SOLE 121,600.00
ANCHOR BANCORP WISCONSIN INC. Common Stock 32839102 1077686.5 60,500.00SOLE 60,500.00
ANCHOR GAMING Common Stock 33037102 1932132.6 40,200.00SOLE 40,200.00
ANDREW CORP Common Stock 34425108 3242185.61 171,200.00SOLE 171,200.00
ANGELICA CORP Common Stock 34663104 266137.5 15,100.00SOLE 15,100.00
ANHEUSER-BUSCH COS INC Common Stock 35229103 132888155.4 1,873,300.00SOLE 1,873,300.00
ANIXTER INTL INC Common Stock 35290105 3049575 167,100.00SOLE 167,100.00
ANNTAYLOR STORES CORP Common Stock 36115103 4432500 98,500.00SOLE 98,500.00
AON CORP Common Stock 37389103 37721062.57 914,450.00SOLE 914,450.00
AOYAMA TRADING Ordinary 6045878 3282220.88 104,000.00SOLE 104,000.00
APACHE CORP Common Stock 37411105 17616300 451,700.00SOLE 451,700.00
APOGEE ENTERPRISES INC Common Stock 37598109 1410990 105,000.00SOLE 105,000.00
APOLLO GROUP INC. Common Stock 37604105 7889211 297,000.00SOLE 297,000.00
APPLE COMPUTER INC Common Stock 37833100 32002282.97 691,000.00SOLE 691,000.00
APPLEBEES INTL INC Common Stock 37899101 3765625 125,000.00SOLE 125,000.00
APPLIED INDUSTRIAL TECH INC Common Stock03820C105 1615000 85,000.00SOLE 85,000.00
APPLIED MAGNETICS CORP Common Stock 38213104 273125 87,400.00SOLE 87,400.00
APPLIED MATLS INC Common Stock 38222105 108486693.4 1,468,517.00SOLE 1,468,517.00
APPLIED MICRO CIRCUITS CORP Common Stock03822W109 1645000 20,000.00SOLE 20,000.00
APPLIED PWR INC Common Stock 38225108 3561615.2 130,400.00SOLE 130,400.00
APRIA HEALTHCARE GROUP INC Common Stock 37933108 1700000 100,000.00SOLE 100,000.00
APTARGROUP INC Common Stock 38336103 4350000 145,000.00SOLE 145,000.00
AQUARION CO Common Stock03838W101 1399266.9 40,050.00SOLE 40,050.00
ARCHER DANIELS MIDLAND Common Stock 39483102 26442206.42 1,712,800.00SOLE 1,712,800.00
ARCTIC CAT INC Common Stock 39670104 1027870 115,000.00SOLE 115,000.00
ARMCO INC Common Stock 42170100 682375 103,000.00SOLE 103,000.00
ARMSTRONG WORLD INDS INC Common Stock 42476101 11603069.11 200,700.00SOLE 200,700.00
ARNOLD INDS INC Common Stock 42595108 926280 60,000.00SOLE 60,000.00
ARROW ELECTRS INC Common Stock 42735100 6929300 364,700.00SOLE 364,700.00
ARVIN INDS INC Common Stock 43339100 3219375 85,000.00SOLE 85,000.00
ASAHI BANK LTD Ordinary 6499367 4997852.16 1,043,000.00SOLE 1,043,000.00
ASAHI CHEMICAL INDUS CO Ordinary 6054603 2572240.69 464,000.00SOLE 464,000.00
ASAHI GLASS CO LTD Ordinary 6055208 2808204.02 433,000.00SOLE 433,000.00
ASARCO INC Common Stock 43413103 1128780 60,000.00SOLE 60,000.00
ASHLAND Common Stock 44204105 11576062.53 288,500.00SOLE 288,500.00
ASHWORTH INC Common Stock04516H101 300625 65,000.00SOLE 65,000.00
ASIA PULP & PAPER-SPONS ADR ADR 04516V100 3850000 400,000.00SOLE 400,000.00
ASPECT TELECOMMUNICATIONS CO Common Stock 45237104 1518075 155,700.00SOLE 155,700.00
ASSICURAZIONI GENERALI SPA Ordinary 4056719 48042074.85 1,386,500.00SOLE 1,386,500.00
ASSOCD BRIT FOODS Ordinary 673123 929326.44 140,712.00SOLE 140,712.00
ASSOCIATED BANC CORP Common Stock 45487105 10126000 244,000.00SOLE 244,000.00
ASSOCIATES FIRST CAPITAL CORP Common Stock 46008108 114428391.8 2,593,278.00SOLE 2,593,278.00
ASTEC INDUSTRIES INC Common Stock 46224101 4050550 99,400.00SOLE 99,400.00
ASTORIA FINL CORP Common Stock 46265104 9407125.8 214,100.00SOLE 214,100.00
ASTRAZENECA Ordinary 5659902 16393804.77 421,088.00SOLE 421,088.00
ASTRAZENECA PLC Ordinary 989529 1289127.07 33,300.00SOLE 33,300.00
ASTRAZENECA PLC ADR 98934D106 32613918 832,200.00SOLE 832,200.00
AT&T CORP Common Stock 1957109 535701657.6 9,598,152.00SOLE 9,598,152.00
ATLANTIC RICHFIELD CO Common Stock 48825103 109691729.6 1,312,683.00SOLE 1,312,683.00
ATLAS COPCO AB ADR 49255805 9659843.6 360,200.00SOLE 360,200.00
ATLAS COPCO AB-B SHS Ordinary 4050982 1139731.85 42,500.00SOLE 42,500.00
ATMEL CORP Common Stock 49513104 9558620.01 365,000.00SOLE 365,000.00
ATMOS ENERGY CORP Common Stock 49560105 3082500 123,300.00SOLE 123,300.00
AUSPEX SYS INC Common Stock 52116100 1087500 100,000.00SOLE 100,000.00
AUSTRALIAN GAS LIGHT COMPANY Ordinary 6064969 5848271.98 961,433.00SOLE 961,433.00
AUSTRIA TABAKWERKE AG Ordinary 5355921 1660565.13 28,500.00SOLE 28,500.00
AUTHENTIC FITNESS CORP Common Stock 52661105 1575000 90,000.00SOLE 90,000.00
AUTOBACS SEVEN CO Ordinary 6068422 2040317.31 42,000.00SOLE 42,000.00
AUTODESK INC Common Stock 52769106 2492160.89 84,300.00SOLE 84,300.00
AUTOMATIC DATA PROCESSING IN Common Stock 53015103 88347600 2,007,900.00SOLE 2,007,900.00
AUTOZONE INC Common Stock 53332102 9010387.56 299,100.00SOLE 299,100.00
AVERY DENNISON CORP Common Stock 53611109 41870062.52 693,500.00SOLE 693,500.00
AVIATION SALES COMPANY Common Stock 53672101 2595150 65,700.00SOLE 65,700.00
AVID TECHNOLOGY INC Common Stock05367P100 2499375 155,000.00SOLE 155,000.00
AVNET INC Common Stock 53807103 5394000 116,000.00SOLE 116,000.00
AVON PRODS INC Common Stock 54303102 64846200 1,168,400.00SOLE 1,168,400.00
AXA Ordinary 4026927 45482122.78 372,815.00SOLE 372,815.00
AXA CHINA REGION LIMITED Ordinary 6626723 4283108.95 5,360,000.00SOLE 5,360,000.00
AXA-UAP CVG WTS 31/7/01 Ordinary 5495582 27431.16 4,000.00SOLE 4,000.00
AZTAR CORP Common Stock 54802103 1327666 144,500.00SOLE 144,500.00
BAKER (J.) INC Common Stock 57232100 388125 45,000.00SOLE 45,000.00
BAKER HUGHES INC Common Stock 57224107 36497982 1,089,492.00SOLE 1,089,492.00
BALDOR ELEC CO Common Stock 57741100 4008787.5 201,700.00SOLE 201,700.00
BALL CORP Common Stock 58498106 11318775 267,900.00SOLE 267,900.00
BALLARD MED PRODS Common Stock 58566100 3340752.9 143,300.00SOLE 143,300.00
BANCA COMMERCIALE ITALIANA ORD Ordinary 4072942 20982996.83 2,873,900.00SOLE 2,873,900.00
BANCA INTESA SPA Ordinary 4076836 1922243.99 400,000.00SOLE 400,000.00
BANCO COMERCIAL PORTUGUES -R Ordinary 4070269 2328017.07 89,832.00SOLE 89,832.00
BANCO ESPIRITO SANTO E-REG Ordinary 4058061 8148540.77 350,250.00SOLE 350,250.00
BANCO POPULAR ESPANOL Ordinary 5286140 6329792.72 88,000.00SOLE 88,000.00
BANCO SANTANDER CNTL HISPANO ADR 05964H105 34055112.01 3,224,000.00SOLE 3,224,000.00
BANDAG INC Common Stock 59815100 1734400 50,000.00SOLE 50,000.00
BANGOR HYDRO ELEC CO Common Stock 60077104 245100 15,200.00SOLE 15,200.00
BANK AUSTRIA Ordinary 4999621 2085861.61 39,660.00SOLE 39,660.00
BANK NEW YORK INC Common Stock 64057102 88223633.59 2,404,700.00SOLE 2,404,700.00
BANK OF AMERICA CORP Common Stock 60505104 456600695.3 6,228,100.00SOLE 6,228,100.00
BANK OF EAST ASIA Ordinary 6075648 1519555.08 600,000.00SOLE 600,000.00
BANK OF IRELAND Ordinary 75600 2958476.82 176,071.00SOLE 176,071.00
BANK OF IRELAND (IRELAND) Ordinary 4076171 571516.96 34,000.00SOLE 34,000.00
BANK OF YOKOHAMA Ordinary 6986449 1636706.94 637,000.00SOLE 637,000.00
BANK ONE CORP (DE) Common Stock06423A103 254215717.9 4,268,014.00SOLE 4,268,014.00
BANKBOSTON CORP COM Common Stock06605R106 75782229.66 1,482,293.00SOLE 1,482,293.00
BANKNORTH GROUP INC Common Stock06646L100 2577300 78,100.00SOLE 78,100.00
BANTA CORP Common Stock 66821109 1667400 79,400.00SOLE 79,400.00
BARCLAYS PLC ORD Ordinary 78201 57659897.7 1,980,541.00SOLE 1,980,541.00
BARCO N.V. Ordinary 4089049 1851242.65 11,500.00SOLE 11,500.00
BARD C R INC Common Stock 67383109 5531964.1 115,700.00SOLE 115,700.00
BARNES & NOBLE INC Common Stock 67774109 7295437.5 266,500.00SOLE 266,500.00
BARNES GROUP INC. Common Stock 67806109 870000 40,000.00SOLE 40,000.00
BARR LABS INC Common Stock 68306109 4230737.5 106,100.00SOLE 106,100.00
BARRATT DEVELOPMENTS PLC Ordinary 81180 3654720.86 651,300.00SOLE 651,300.00
BARRETT RES CORP Common Stock 68480201 6600500.01 172,000.00SOLE 172,000.00
BARRICK GOLD CORP Common Stock 67901108 26661937.54 1,376,100.00SOLE 1,376,100.00
BASF AG Ordinary 5086577 8859879.34 200,500.00SOLE 200,500.00
BASS ORD GBPO.28 Ordinary 243195 11956730.6 822,732.00SOLE 822,732.00
BASSETT FURNITURE INDS INC Common Stock 70203104 1143750 50,000.00SOLE 50,000.00
BATTLE MTN GOLD CO Common Stock 71593107 975200 400,000.00SOLE 400,000.00
BAUSCH & LOMB INC Common Stock 71707103 21450600 280,400.00SOLE 280,400.00
BAXTER INTL INC Common Stock 71813109 65934113.14 1,087,573.00SOLE 1,087,573.00
BAY VEREINSBANK Ordinary 4325419 5882901.93 90,550.00SOLE 90,550.00
BAYER AG ADR 72730302 38699160 930,000.00SOLE 930,000.00
BAYER AG Ordinary 5069211 2978859.43 71,500.00SOLE 71,500.00
BAYER MOTOREN WERK Ordinary 4085229 5910622.87 8,593.00SOLE 8,593.00
BB&T CORPORATION Common Stock 54937107 46681811.2 1,272,400.00SOLE 1,272,400.00
BCE INC. Ordinary 2089933 12162742.38 250,900.00SOLE 250,900.00
BCO BILBAO VIZCAYA ESP90 Ordinary 5501906 14462215.1 1,001,000.00SOLE 1,001,000.00
BCO SANT CENT HISP Ordinary 5705946 4603691.87 442,000.00SOLE 442,000.00
BCT TELUS COMM NON VTG Ordinary 2381134 457540.16 19,432.00SOLE 19,432.00
BCT TELUS COMMUNICATIONS INC Ordinary 2381093 1394307 58,297.00SOLE 58,297.00
BE AEROSPACE INC Common Stock 73302101 945612.8 50,600.00SOLE 50,600.00
BEAR STEARNS COS INC Common Stock 73902108 24980862.51 534,350.00SOLE 534,350.00
BECKMAN COULTER INC Common Stock 75811109 8023125 165,000.00SOLE 165,000.00
BECTON DICKINSON & CO Common Stock 75887109 29040000 968,000.00SOLE 968,000.00
BED BATH & BEYOND INC Common Stock 75896100 29321600 761,600.00SOLE 761,600.00
BEKAERT NV Ordinary 4089481 1283902.22 3,000.00SOLE 3,000.00
BELDEN INC Common Stock 77459105 2640361.4 110,300.00SOLE 110,300.00
BELL ATLANTIC CORP Common Stock 77853109 380319062.6 5,817,500.00SOLE 5,817,500.00
BELL INDUSTRIES INC. Common Stock 78107109 86541 19,500.00SOLE 19,500.00
BELLSOUTH CORP Common Stock 79860102 337528912.6 7,317,700.00SOLE 7,317,700.00
BELO A H CORP Common Stock 80555105 8879288 451,000.00SOLE 451,000.00
BEMIS INC Common Stock 81437105 3911400 98,400.00SOLE 98,400.00
BENCHMARK ELECTRONICS INC Common Stock08160H101 122189.2 3,400.00SOLE 3,400.00
BENETTON GROUP SPA ADR 81795403 7912600 200,000.00SOLE 200,000.00
BENTON OIL & GAS CO Common Stock 83288100 220000 110,000.00SOLE 110,000.00
BERGEN BRUNSWIG CORP Common Stock 83739102 9254625 536,500.00SOLE 536,500.00
BERKSHIRE HATHAWAY INC DEL Common Stock 84670207 24640000 11,000.00SOLE 11,000.00
BEST BUY INC Common Stock 86516101 52596000 779,200.00SOLE 779,200.00
BESTFOODS INC Common Stock08658U101 41436450 837,100.00SOLE 837,100.00
BETHLEHEM STEEL CORP Common Stock 87509105 1878178.4 244,300.00SOLE 244,300.00
BEVERLY ENTERPRISES INC Common Stock 87851309 4171796.2 517,400.00SOLE 517,400.00
BG PLC Ordinary 154219 14610559.46 2,393,913.00SOLE 2,393,913.00
BG PLC (5.1) ADR 55434104 10252116.88 334,763.00SOLE 334,763.00
BILLING CONCEPTS CORP Common Stock 90063108 2685120 240,000.00SOLE 240,000.00
BINDLEY WESTERN INDS Common Stock 90324104 2201747.81 95,466.67SOLE 95,466.67
BIO-TECHNOLOGY GENERAL CORP Common Stock 90578105 650000 100,000.00SOLE 100,000.00
BIOCHEM PHARMA INC ADR 09058T108 7500000 400,000.00SOLE 400,000.00
BIOGEN INC Common Stock 90597105 33867225.8 526,600.00SOLE 526,600.00
BIOMATRIX INC Common Stock09060P102 1567630.1 72,700.00SOLE 72,700.00
BIOMET INC Common Stock 90613100 8391225 211,100.00SOLE 211,100.00
BIRMINGHAM STL CORP Common Stock 91250100 683400 160,800.00SOLE 160,800.00
BISYS GROUP INC Common Stock 55472104 5575050 95,300.00SOLE 95,300.00
BJ SVCS CO Common Stock 55482103 10683050.2 362,900.00SOLE 362,900.00
BJ'S WHOLESALE CLUB INC Common Stock05548J106 10194363.3 339,100.00SOLE 339,100.00
BLACK & DECKER CORP Common Stock 91797100 31960187.52 506,300.00SOLE 506,300.00
BLACK BOX CORP Common Stock 91826107 1754550 35,000.00SOLE 35,000.00
BLACK HILLS CORP Common Stock 92113109 2670937.5 115,500.00SOLE 115,500.00
BLANCH E W HLDGS INC Common Stock 93210102 1704700 25,000.00SOLE 25,000.00
BLOCK H & R INC Common Stock 93671105 23820000 476,400.00SOLE 476,400.00
BLOUNT INTL INC Common Stock 95177101 4306579.21 158,400.00SOLE 158,400.00
BLUE CIRCLE INDUSTRIES ORD Ordinary 105853 7998176.37 1,196,746.00SOLE 1,196,746.00
BLYTH INDUSTRIES INC. Common Stock09643P108 2550000 75,000.00SOLE 75,000.00
BMC INDS INC MINN Common Stock 55607105 1103491 107,000.00SOLE 107,000.00
BMC SOFTWARE INC Common Stock 55921100 56333448 1,043,212.00SOLE 1,043,212.00
BOB EVANS FARMS INC Common Stock 96761101 1490625 75,000.00SOLE 75,000.00
BOC GROUP Ordinary 108120 17986672.48 915,819.00SOLE 915,819.00
BOEHLER-UDDEHOLM AG Ordinary 4121305 494895.32 10,000.00SOLE 10,000.00
BOEING CO Common Stock 97023105 162843868 3,700,997.00SOLE 3,700,997.00
BOISE CASCADE CORP Common Stock 97383103 15705112.51 366,300.00SOLE 366,300.00
BOLIDEN LTD Ordinary 5675027 1544598.68 117,239.00SOLE 117,239.00
BOMBARDIER INC 'B' Ordinary 2109723 10641172.9 700,000.00SOLE 700,000.00
BOMBAY CORP Common Stock 97924104 1162500 155,000.00SOLE 155,000.00
BOOKER PLC Ordinary 110523 518583.9 350,000.00SOLE 350,000.00
BOOKS-A-MILLION INC Common Stock 98570104 263585 35,000.00SOLE 35,000.00
BOOTS COMPANY PLC ORD Ordinary 111441 5231122.32 439,858.00SOLE 439,858.00
BORDERS GROUP INC Common Stock 99709107 4490892 284,000.00SOLE 284,000.00
BORG WARNER AUTOMOTIVE INC Common Stock 99724106 5496700 99,940.00SOLE 99,940.00
BOSTON SCIENTIFIC CORP Common Stock 101137107 68697062.98 1,563,500.00SOLE 1,563,500.00
BOUYGUES Ordinary 4115159 9885139.73 37,400.00SOLE 37,400.00
BOUYGUES S/RTS 09/07/99 Ordinary 5715406 109920.6 37,400.00SOLE 37,400.00
BOWATER INC Common Stock 102183100 9839787.5 207,700.00SOLE 207,700.00
BOWNE & CO INC Common Stock 103043105 1872500 140,000.00SOLE 140,000.00
BP AMOCO PLC Ordinary 138495 46885234.08 2,613,790.00SOLE 2,613,790.00
BP AMOCO PLC ADR ADR 55622104 89626099.5 826,047.00SOLE 826,047.00
BPI SGPS BABY SHARES Ordinary 050422$8W 444334.9 31,065.00SOLE 31,065.00
BPI SGPS(B/R 19/6/99) Ordinary 5683354 1927400.21 267,000.00SOLE 267,000.00
BPI-SGPS S.A. -REG SHS Ordinary 4072566 5918015.88 282,000.00SOLE 282,000.00
BQE NATL PARIS Ordinary 4133667 30638673.39 367,702.00SOLE 367,702.00
BQE PARIBAS FRF100 Ordinary 5471731 9119052.28 81,350.00SOLE 81,350.00
BRADY CORP Common Stock 104674106 2733250 84,100.00SOLE 84,100.00
BRAMBLES Ordinary 6120009 11854646.57 450,000.00SOLE 450,000.00
BRIDGESTONE CORP. Ordinary 6132101 36104099.31 1,194,000.00SOLE 1,194,000.00
BRIGGS & STRATTON CORP Common Stock 109043109 11723250 203,000.00SOLE 203,000.00
BRIGHTPOINT INC. Common Stock 109473108 303150 50,000.00SOLE 50,000.00
BRINKER INTL INC Common Stock 109641100 8145500 296,200.00SOLE 296,200.00
BRISTOL MYERS SQUIBB CO Common Stock 110122108 510344441.4 7,245,300.00SOLE 7,245,300.00
BRITISH AEROSPACE GBP0.025 Ordinary 263494 15717229.3 2,421,988.00SOLE 2,421,988.00
BRITISH AIRPORT AUTHORITY-BAA Ordinary 67340 9061684.22 943,218.00SOLE 943,218.00
BRITISH AIRWAYS PLC ORD Ordinary 129057 12172414.95 1,761,100.00SOLE 1,761,100.00
BRITISH AMERICAN TOBACCO PLC Ordinary 287580 12866675.92 1,367,316.00SOLE 1,367,316.00
BRITISH LAND COMPANY PLC Ordinary 136701 2274695 272,800.00SOLE 272,800.00
BRITISH SKY BROADCASTING PLC Ordinary 141192 927618.93 100,000.00SOLE 100,000.00
BRITISH STEEL PLC Ordinary 141147 1113957.31 430,400.00SOLE 430,400.00
BRITISH STEEL PLC ADR 111015301 3909450 150,000.00SOLE 150,000.00
BRITISH TELECOM Ordinary 140843 84693843.21 5,049,950.00SOLE 5,049,950.00
BRITISH TELECOMM PLC ADR 111021408 25807375 150,700.00SOLE 150,700.00
BROKEN HILL PROPRIETARY LTD ADR 112169602 10460925 440,460.00SOLE 440,460.00
BROKEN HILL PTY Ordinary 6144690 1042494.04 90,000.00SOLE 90,000.00
BROWN FORMAN CORP Common Stock 115637209 8396214.39 128,800.00SOLE 128,800.00
BROWN SHOE COMPANY INC Common Stock 115736100 1522500 70,000.00SOLE 70,000.00
BROWNING FERRIS INDS INC Common Stock 115885105 33204600 772,200.00SOLE 772,200.00
BRUNSWICK CORP Common Stock 117043109 7880262.51 282,700.00SOLE 282,700.00
BRUSH WELLMAN INC Common Stock 117421107 621687.5 34,300.00SOLE 34,300.00
BRYANT GROUP PLC Ordinary 149408 1283834.97 552,197.00SOLE 552,197.00
BUCKEYE TECHNOLOGIES COM Common Stock 118255108 2304019.6 151,700.00SOLE 151,700.00
BUFFETS INC Common Stock 119882108 1782500 155,000.00SOLE 155,000.00
BUILDING MATERIAL HOLDING CP Common Stock 120113105 218500 19,000.00SOLE 19,000.00
BURLINGTON INDUSTRIES INC Common Stock 121693105 1942500 210,000.00SOLE 210,000.00
BURLINGTON NORTH SANTA FE CORP Common Stock12189T104 42057700 1,356,700.00SOLE 1,356,700.00
BURLINGTON RES INC Common Stock 122014103 25658322 593,256.00SOLE 593,256.00
BURR BROWN CORP Common Stock 122574106 6984387.5 190,700.00SOLE 190,700.00
BUTLER MFG CO DEL Common Stock 123655102 1899784 68,000.00SOLE 68,000.00
C CORNET CORP Common Stock 125010108 1505250 54,000.00SOLE 54,000.00
C&D TECHNOLOGIES INC. Common Stock 124661109 581970 19,000.00SOLE 19,000.00
C-CUBE MICROSYSTEMS INC Common Stock 125015107 6435832.8 203,100.00SOLE 203,100.00
CABLE & WIRELESS OPTUS NPV Ordinary 6133160 5833293.26 2,561,901.00SOLE 2,561,901.00
CABLE & WIRELESS PLC Ordinary 162557 13756217.49 1,078,100.00SOLE 1,078,100.00
CABLE & WIRELESS PLC ADR 126830207 19812500.01 500,000.00SOLE 500,000.00
CABLE DESIGN TECHNOLOGIES Common Stock 126924109 2139706.8 138,600.00SOLE 138,600.00
CABLETRON SYS INC Common Stock 126920107 4618900 355,300.00SOLE 355,300.00
CABOT CORP Common Stock 127055101 7038708 291,000.00SOLE 291,000.00
CABOT OIL & GAS CORP Common Stock 127097103 1562637.5 83,900.00SOLE 83,900.00
CADBURY SCHWEPPES NEW Ordinary 610700 6918355.2 1,092,642.00SOLE 1,092,642.00
CADBURY SCHWEPPES PLC ADR 127209302 9621103.5 361,356.00SOLE 361,356.00
CADENCE DESIGN SYS INC Common Stock 127387108 10837300 858,400.00SOLE 858,400.00
CALGON CARBON CORP Common Stock 129603106 534420 90,000.00SOLE 90,000.00
CALL-NET ENTERPRISES INC - B Ordinary 2185013 3141679.62 500,000.00SOLE 500,000.00
CALLAWAY GOLF CORP Common Stock 131193104 3875625 265,000.00SOLE 265,000.00
CALPINE CORP. Common Stock 131347106 540000 10,000.00SOLE 10,000.00
CAMBREX CORP Common Stock 132011107 2887500 110,000.00SOLE 110,000.00
CAMBRIDGE TECHNOLOGY PARTNER Common Stock 132524109 3869128.9 220,300.00SOLE 220,300.00
CAMPBELL SOUP CO Common Stock 134429109 53822825.05 1,160,600.00SOLE 1,160,600.00
CANADIAN NATL RAILWAY CO Ordinary 2180632 6681980.94 100,000.00SOLE 100,000.00
CANADIAN NATURAL RESOURCES Ordinary 2171573 5877981.21 300,000.00SOLE 300,000.00
CANADIAN PACIFIC LIMITED ADR 135923100 9525200 400,000.00SOLE 400,000.00
CANAL PLUS Ordinary 4171720 5612044.96 20,000.00SOLE 20,000.00
CANANDAIGUA BRANDS INC- Common Stock 137219200 4320891.2 82,400.00SOLE 82,400.00
CANON INC ADR 138006309 48056250.01 1,650,000.00SOLE 1,650,000.00
CANON INC Ordinary 6172323 11960344.18 416,000.00SOLE 416,000.00
CAP GEMINI SA Ordinary 4163437 10451273.61 66,500.00SOLE 66,500.00
CAPITAL ONE FINANCIAL CORP Common Stock14040H105 60415577.07 1,084,894.00SOLE 1,084,894.00
CAPITAL RE CORP Common Stock 140432105 2088190 130,000.00SOLE 130,000.00
CARAUSTAR INDS INC Common Stock 140909102 2392267.2 96,900.00SOLE 96,900.00
CARDINAL HEALTH INC Common Stock14149Y108 74831374.18 1,166,961.00SOLE 1,166,961.00
CARLISLE COS INC Common Stock 142339100 6338062.5 131,700.00SOLE 131,700.00
CARLTON COMMUNICATIONS PLC ADR 142872209 17158575 400,200.00SOLE 400,200.00
CARLTON COMMUNICATIONS PLC ORD Ordinary 341925 8797335.17 1,060,058.00SOLE 1,060,058.00
CARMIKE CINEMAS INC Common Stock 143436103 637520 40,000.00SOLE 40,000.00
CARNIVAL CORP Common Stock 143658102 95617750 1,971,500.00SOLE 1,971,500.00
CAROLINA FIRST CORPL Common Stock 143877108 1747687.5 71,700.00SOLE 71,700.00
CAROLINA POWER & LIGHT CO Common Stock 144141108 20738617.21 484,400.00SOLE 484,400.00
CARPENTER TECHNOLOGY CORP Common Stock 144285103 1985128.5 69,500.00SOLE 69,500.00
CARREFOUR EUR2.5 Ordinary 5641567 34342837.97 233,700.00SOLE 233,700.00
CARTER HOLT HARVEY Ordinary 6178406 959016.5 800,800.00SOLE 800,800.00
CARTER WALLACE INC Common Stock 146285101 909400 50,000.00SOLE 50,000.00
CASCADE NATURAL GAS CORP Common Stock 147339105 670700 35,300.00SOLE 35,300.00
CASE CORP Common Stock14743R103 10303562.53 214,100.00SOLE 214,100.00
CASEYS GEN STORES INC Common Stock 147528103 3675000 245,000.00SOLE 245,000.00
CASH AMERICA INTL INC Common Stock14754D100 790525 61,400.00SOLE 61,400.00
CATALINA MARKETING CORP Common Stock 148867104 5952400 64,700.00SOLE 64,700.00
CATERPILLAR INC Common Stock 149123101 64452000 1,074,200.00SOLE 1,074,200.00
CATHAY PACIFIC AIR Ordinary 6179755 2989244.55 1,949,000.00SOLE 1,949,000.00
CATO CORP Common Stock 149205106 1278750 110,000.00SOLE 110,000.00
CBS CORP Common Stock12490K107 98609206.82 2,263,600.00SOLE 2,263,600.00
CCB FINL CORP Common Stock 124875105 7201575 136,200.00SOLE 136,200.00
CDI CORP Common Stock 125071100 1491959.4 43,800.00SOLE 43,800.00
CDW COMPUTER CTRS INC Common Stock 125129106 1100000 25,000.00SOLE 25,000.00
CEC ENTERTAINMENT INC Common Stock 125137109 3692650 87,400.00SOLE 87,400.00
CENDANT CORP Common Stock 151313103 36255295.5 1,768,551.00SOLE 1,768,551.00
CENTEX CORP Common Stock 152312104 11712143.41 311,800.00SOLE 311,800.00
CENTOCOR INC Common Stock 152342101 13115612.51 281,300.00SOLE 281,300.00
CENTRAL & SOUTH WEST CORP Common Stock 152357109 35611812.5 1,523,500.00SOLE 1,523,500.00
CENTRAL HUDSON GAS & ELEC CO Common Stock 153609102 3360000 80,000.00SOLE 80,000.00
CENTRAL PARKING CORP Common Stock 154785109 3061950 89,400.00SOLE 89,400.00
CENTRAL VT PUB SVC CORP Common Stock 155771108 302386.8 23,600.00SOLE 23,600.00
CENTRICA GBP0.055555 Ordinary 573438 4233157.86 1,800,000.00SOLE 1,800,000.00
CENTURA BKS INC Common Stock15640T100 6466212.5 114,700.00SOLE 114,700.00
CENTURYTEL INC Common Stock 156700106 24499912.52 616,350.00SOLE 616,350.00
CEPHALON INC. Common Stock 156708109 3127500 180,000.00SOLE 180,000.00
CERIDIAN CORP Common Stock15677T106 17779003.2 543,900.00SOLE 543,900.00
CERNER CORP Common Stock 156782104 1954310.8 93,200.00SOLE 93,200.00
CGU ORD GBP0.25 Ordinary 216238 28633665.39 1,981,000.00SOLE 1,981,000.00
CHAMPION ENTERPRISES INC Common Stock 158496109 4656250 250,000.00SOLE 250,000.00
CHAMPION INTL CORP Common Stock 158525105 9795225.04 204,600.00SOLE 204,600.00
CHARGEURS INTERNATIONAL Ordinary 5021318 2227493.04 40,000.00SOLE 40,000.00
CHARTER ONE FINL INC Common Stock 160903100 18501207.6 665,200.00SOLE 665,200.00
CHASE MANHATTAN CORP Common Stock16161A108 259828700 3,003,800.00SOLE 3,003,800.00
CHECKPOINT SYS INC Common Stock 162825103 580970 65,000.00SOLE 65,000.00
CHEESECAKE FACTORY INC Common Stock 163072101 2287500 75,000.00SOLE 75,000.00
CHEMED CORP Common Stock 163596109 911050 27,400.00SOLE 27,400.00
CHEMFIRST INC. Common Stock16361A106 1427173.1 58,700.00SOLE 58,700.00
CHESAPEAKE CORP Common Stock 165159104 4118180 110,000.00SOLE 110,000.00
CHEUNG KONG HOLDINGS Ordinary 6190273 8341700.15 938,000.00SOLE 938,000.00
CHEUNG KONG INFRASTRUCTURE Ordinary 6212553 5829330.39 2,818,000.00SOLE 2,818,000.00
CHEVRON CORP Common Stock 166751107 230651356.9 2,426,300.00SOLE 2,426,300.00
CHINA LIGHT & POWER HLDGS LTD. Ordinary 6097017 2648137.29 545,000.00SOLE 545,000.00
CHINA RESOURCES ENTERPRISES Ordinary 6972459 1854011.88 1,050,000.00SOLE 1,050,000.00
CHINA TELECOM (HONG KONG) Ordinary 6073556 2899682.3 1,044,000.00SOLE 1,044,000.00
CHIQUITA BRANDS INTL Common Stock 170032106 912600 101,400.00SOLE 101,400.00
CHIRON CORP Common Stock 170040109 13425250 647,000.00SOLE 647,000.00
CHRIS CRAFT INDS INC Common Stock 170520100 4247941.78 90,142.00SOLE 90,142.00
CHRISTIANIA BANK OG KREDITK Ordinary 4204110 4008193.07 1,115,000.00SOLE 1,115,000.00
CHUBB CORP Common Stock 171232101 38662850 556,300.00SOLE 556,300.00
CHUBU ELECTRIC POWER CO INC Ordinary 6195609 3812252.3 229,000.00SOLE 229,000.00
CHURCH & DWIGHT INC Common Stock 171340102 5220000 120,000.00SOLE 120,000.00
CIBA SPECIALTY CHEMICALS ADR 17162W107 850971.02 23,466.00SOLE 23,466.00
CIBA SPECIALTY CHEMICALS Ordinary 5196744 136277.66 1,879.00SOLE 1,879.00
CIBER INC Common Stock17163B102 4612950.01 241,200.00SOLE 241,200.00
CIE DE ST GOBAIN Ordinary 4768371 19197226.46 120,489.00SOLE 120,489.00
CIGNA CORP Common Stock 125509109 54565900 613,100.00SOLE 613,100.00
CILCORP INC Common Stock 171794100 3025000 48,400.00SOLE 48,400.00
CIMPOR CIMENTOS DE PORTUGAL Ordinary 4175896 1289058.47 50,000.00SOLE 50,000.00
CINCINNATI BELL INC Common Stock 171870108 12967760 520,000.00SOLE 520,000.00
CINCINNATI FINL CORP Common Stock 172062101 11787269.41 313,800.00SOLE 313,800.00
CINERGY CORP Common Stock 172474108 17536000 548,000.00SOLE 548,000.00
CINTAS CORP Common Stock 172908105 27883020 415,000.00SOLE 415,000.00
CIRCUIT CITY STORES-GROUP Common Stock 172737108 45458400 488,800.00SOLE 488,800.00
CIRRUS LOGIC INC Common Stock 172755100 1110262.5 125,100.00SOLE 125,100.00
CISCO SYS INC Common Stock17275R102 747648338.8 11,602,600.00SOLE 11,602,600.00
CITIGROUP INC Common Stock 172967101 578977500 12,189,000.00SOLE 12,189,000.00
CITRIX SYS INC Common Stock 177376100 38453900 680,600.00SOLE 680,600.00
CITY NATL CORP Common Stock 178566105 8240103.8 220,100.00SOLE 220,100.00
CKE RESTAURANTS INC HLDS CO Common Stock 1.26E+109 1462500 90,000.00SOLE 90,000.00
CLAIRES STORES INC Common Stock 179584107 5407500 210,000.00SOLE 210,000.00
CLARCOR INC Common Stock 179895107 1755702 91,500.00SOLE 91,500.00
CLAYTON HOMES INC Common Stock 184190106 6513369.1 569,450.00SOLE 569,450.00
CLEAR CHANNEL COMMUNICATIONS Common Stock 184502102 41893622.59 607,700.00SOLE 607,700.00
CLECO CORP Common Stock12561M107 2885625 95,000.00SOLE 95,000.00
CLEVELAND CLIFFS INC Common Stock 185896107 2266250 70,000.00SOLE 70,000.00
CLOROX CO Common Stock 189054109 39534802.52 370,131.00SOLE 370,131.00
CLP HOLDINGS LTD ADR 18946Q101 3887200 800,000.00SOLE 800,000.00
CMP GROUP INC Common Stock 125887109 3197554.8 122,100.00SOLE 122,100.00
CMS ENERGY CORP Common Stock 125896100 12118625.01 289,400.00SOLE 289,400.00
CNF TRANSN INC COM Common Stock12612W104 7045500 183,000.00SOLE 183,000.00
COACHMEN INDUSTRIES INC. Common Stock 189873102 581250 25,000.00SOLE 25,000.00
COASTAL CORP Common Stock 190441105 40789350 1,013,400.00SOLE 1,013,400.00
COCA COLA AMATIL LTD ADR 191085208 3224400 400,000.00SOLE 400,000.00
COCA COLA CO Common Stock 191216100 546877200 8,820,600.00SOLE 8,820,600.00
COCA-COLA BEVERAGE ORD Ordinary 292227 3059972.27 1,454,163.00SOLE 1,454,163.00
COCA-COLA BOTTLING CO CONSOL Common Stock 191098102 1411200 25,200.00SOLE 25,200.00
COCA-COLA ENTERPRISES INC Common Stock 191219104 25222050 847,800.00SOLE 847,800.00
COGNEX CORP Common Stock 192422103 3882249 123,000.00SOLE 123,000.00
COHERENT INC Common Stock 192479103 1389425 74,600.00SOLE 74,600.00
COLES MYER LTD ADR 193870409 2937500 62,500.00SOLE 62,500.00
COLES MYER LTD Ordinary 6209908 4539184.4 780,182.00SOLE 780,182.00
COLGATE PALMOLIVE CO Common Stock 194162103 103631850 1,052,100.00SOLE 1,052,100.00
COLOPLAST B Ordinary 4209580 2572302.58 25,000.00SOLE 25,000.00
COLUMBIA / HCA HEALTHCARE CORP Common Stock 197677107 31098681.61 1,363,200.00SOLE 1,363,200.00
COLUMBIA ENERGY GROUP Common Stock 197648108 13929273.6 222,200.00SOLE 222,200.00
COMAIR HLDGS INC Common Stock 199789108 8585362.5 412,500.00SOLE 412,500.00
COMCAST Common Stock 200300200 64960219.99 1,690,000.00SOLE 1,690,000.00
COMDISCO INC Common Stock 200336105 15088000 588,800.00SOLE 588,800.00
COMERICA INC Common Stock 200340107 41148927.4 692,300.00SOLE 692,300.00
COMMERCE BANCORP INC. Common Stock 200519106 5177025 121,100.00SOLE 121,100.00
COMMERCIAL FEDERAL CORP Common Stock 201647104 5347152.8 230,600.00SOLE 230,600.00
COMMERCIAL METALS CO Common Stock 201723103 1653000 58,000.00SOLE 58,000.00
COMMONWEALTH BANK OF AUSTRAL Ordinary 6215035 9537397.78 599,131.00SOLE 599,131.00
COMMONWEALTH ENERGY SYS Common Stock 202800108 3339000 79,500.00SOLE 79,500.00
COMMSCOPE INC Common Stock 203372107 7453800 242,400.00SOLE 242,400.00
COMMUNITY FIRST BANKSHARES Common Stock 203902101 4266462.5 178,700.00SOLE 178,700.00
COMPAQ COMPUTER CORP Common Stock 204493100 133737710.4 5,645,800.00SOLE 5,645,800.00
COMPASS GROUP PLC Ordinary 288011 4694547.77 473,500.00SOLE 473,500.00
COMPUSA INC Common Stock 204932107 1650492.2 221,900.00SOLE 221,900.00
COMPUTER ASSOC INTL INC Common Stock 204912109 121840650 2,225,400.00SOLE 2,225,400.00
COMPUTER SCIENCES CORP Common Stock 205363104 39679318 573,500.00SOLE 573,500.00
COMPUTER TASK GROUP INC Common Stock 205477102 1065900 62,700.00SOLE 62,700.00
COMPUWARE CORP Common Stock 205638109 52990914.09 1,665,700.00SOLE 1,665,700.00
COMSTAT CORP Common Stock20564D107 4832750 148,700.00SOLE 148,700.00
COMVERSE TECHNOLOGY INC Common Stock 205862402 19697950 260,900.00SOLE 260,900.00
CONAGRA INC Common Stock 205887102 51112012.52 1,919,700.00SOLE 1,919,700.00
CONCENTRA MANAGED CARE INC. Common Stock20589T103 1555365 105,000.00SOLE 105,000.00
CONCORD EFS INC Common Stock 206197105 22815169.6 539,200.00SOLE 539,200.00
CONE MILLS CORP Common Stock 206814105 630000 105,000.00SOLE 105,000.00
CONECTIV INC Common Stock 206829103 9989032.5 408,750.00SOLE 408,750.00
CONEXANT SYSTEMS INC Common Stock 207142100 15967325 275,000.00SOLE 275,000.00
CONNECTICUT ENERGY CORP Common Stock 207567108 771260 20,000.00SOLE 20,000.00
CONSECO INC Common Stock 208464107 36677790 1,205,000.00SOLE 1,205,000.00
CONSOLIDATED EDISON INC Common Stock 209115104 48114325 1,063,300.00SOLE 1,063,300.00
CONSOLIDATED GRAPHICS INC. Common Stock 209341106 3215000 64,300.00SOLE 64,300.00
CONSOLIDATED NAT GAS CO Common Stock 209615103 23091075 380,100.00SOLE 380,100.00
CONSOLIDATED PAPERS INC Common Stock 209759109 9496250 355,000.00SOLE 355,000.00
CONSOLIDATED PRODS INC Common Stock 209798107 1991916 110,662.00SOLE 110,662.00
CONSOLIDATED STORES CORP Common Stock 210149100 9063900 335,700.00SOLE 335,700.00
CONSTELLATION ENERGY GROUP INC Common Stock 210371100 15310200.01 516,800.00SOLE 516,800.00
CONTINENTAL AG Ordinary 4598589 7317211.5 308,500.00SOLE 308,500.00
CONTINENTAL AIRLS INC Common Stock 210795308 5643750 150,000.00SOLE 150,000.00
CONVERGYS CORP Common Stock 212485106 11936937.51 616,100.00SOLE 616,100.00
COOPER COMPANIES INC. Common Stock 216648402 3259396.6 130,700.00SOLE 130,700.00
COOPER INDS INC Common Stock 216669101 17019600 327,300.00SOLE 327,300.00
COOPER TIRE & RUBR CO Common Stock 216831107 9036562.51 382,500.00SOLE 382,500.00
COORS ADOLPH CO Common Stock 217016104 9231750 186,500.00SOLE 186,500.00
COR THERAPEUTICS INC. Common Stock 217753102 1631350 110,600.00SOLE 110,600.00
CORDANT TECHNOLOGIES INC Common Stock 218412104 7230080 160,000.00SOLE 160,000.00
CORN PRODUCTS INTL INC Common Stock 219023108 4451557.5 146,250.00SOLE 146,250.00
CORNING INC Common Stock 219350105 79662000.03 1,136,000.00SOLE 1,136,000.00
CORP BCESP125(REGD) Ordinary 5401459 1946070.45 85,428.00SOLE 85,428.00
CORP MAPFRE SA ESP250 Ordinary 5387559 2654121.38 130,314.00SOLE 130,314.00
COSCO PACIFIC LIMITED Ordinary 6354251 4512343.98 5,428,000.00SOLE 5,428,000.00
COSTCO COMPANIES INC Common Stock22160Q102 61673089.34 770,307.00SOLE 770,307.00
COUNTRYWIDE CR INDS INC Common Stock 222372104 27214650 636,600.00SOLE 636,600.00
COVANCE INC Common Stock 222816100 5283116.6 220,700.00SOLE 220,700.00
COVENTRY HEALTH CARE INC Common Stock 222862104 2822004 258,000.00SOLE 258,000.00
CPI CORP Common Stock 125902106 712800 21,600.00SOLE 21,600.00
CRACKER BARREL GROUP INC Common Stock12489V106 3289470 190,000.00SOLE 190,000.00
CRANE CO Common Stock 224399105 11998312.7 381,650.00SOLE 381,650.00
CREDIT SUISSE GROUP ADR 225401108 20764320 480,000.00SOLE 480,000.00
CREDIT SUISSE GROUP Ordinary 4245614 3841373.98 22,200.00SOLE 22,200.00
CRH Ordinary 001827$04 7468187.37 422,467.00SOLE 422,467.00
CRH PLC (IRELAND) Ordinary 4182249 362512 42,000.00SOLE 42,000.00
CROMPTON & KNOWLES CORP Common Stock 227111101 6886825 348,700.00SOLE 348,700.00
CROSS (A.T.) & CO Common Stock 227478104 123498.6 22,200.00SOLE 22,200.00
CROSS TIMBERS OIL CO Common Stock 227573102 2900625 195,000.00SOLE 195,000.00
CROWN CORK & SEAL INC Common Stock 228255105 8689650 304,900.00SOLE 304,900.00
CSX CORP Common Stock 126408103 18962212.54 417,900.00SOLE 417,900.00
CTS CORP Common Stock 126501105 4431000 63,300.00SOLE 63,300.00
CULLEN FROST BANKERS INC Common Stock 229899109 6631657.8 240,600.00SOLE 240,600.00
CUMMINS ENGINE INC Common Stock 231021106 14932475.01 261,400.00SOLE 261,400.00
CURATIVE HEALTH SERVICES INC. Common Stock 231264102 145200 26,400.00SOLE 26,400.00
CUSTOMTRACKS CORP. Common Stock 232046102 2282270.4 40,800.00SOLE 40,800.00
CVS CORP Common Stock 126650100 71450925 1,407,900.00SOLE 1,407,900.00
CYGNUS INC Common Stock 232560102 2470000 190,000.00SOLE 190,000.00
CYPRESS SEMICONDUCTOR CORP Common Stock 232806109 5993750 350,000.00SOLE 350,000.00
CYPRUS AMAX MINERALS CO Common Stock 232809103 3624925 237,700.00SOLE 237,700.00
CYTEC INDS INC Common Stock 232820100 6114150 194,100.00SOLE 194,100.00
D R HORTON INC Common Stock23331A109 3912278.13 235,325.00SOLE 235,325.00
D/S 1912 B Ordinary 4248754 5322580.67 600SOLE 600
DAH SING FINANCIAL Ordinary 6249799 2609674.61 685,214.00SOLE 685,214.00
DAI NIPPON PRINTNG CO LTD Ordinary 6250906 21405858.48 1,339,000.00SOLE 1,339,000.00
DAI-ICHI KANGYO BANK LTD Ordinary 6250241 1288830.2 200,000.00SOLE 200,000.00
DAIDO STEEL Ordinary 6250627 458426.98 289,000.00SOLE 289,000.00
DAIEI INC. Ordinary 6249982 1908559.23 558,000.00SOLE 558,000.00
DAIKIN INDUSTRIES Ordinary 6250724 1578651.74 136,000.00SOLE 136,000.00
DAIMLERCHRYSLER AG Ordinary D1668R123 7138334 80,206.00SOLE 80,206.00
DAIMLERCHRYSLER ORD Ordinary 5529027 44365721.35 512,160.00SOLE 512,160.00
DAIN RAUSCHER CORP. Common Stock 233856103 3247500 60,000.00SOLE 60,000.00
DAINIPPON INK & CHEMICAL Ordinary 6250821 5827363.11 1,712,000.00SOLE 1,712,000.00
DAIWA BANK LIMITED Ordinary 6251341 834269.7 396,000.00SOLE 396,000.00
DAIWA HOUSE Ordinary 6251363 4501355.12 428,000.00SOLE 428,000.00
DAIWA SECURITIES Ordinary 6251448 7567746.5 1,145,000.00SOLE 1,145,000.00
DALLAS SEMICONDUCTOR CORP Common Stock 235204104 6851250 135,000.00SOLE 135,000.00
DAMARK INTERNATIONAL INC -A Common Stock 235691102 209375 25,000.00SOLE 25,000.00
DANA CORP Common Stock 235811106 27729926 602,000.00SOLE 602,000.00
DANAHER CORP Common Stock 235851102 32858004.39 565,299.00SOLE 565,299.00
DANISCO Ordinary 4155586 677836.5 15,000.00SOLE 15,000.00
DANONE GROUPE ADR 55715502 15693000 300,000.00SOLE 300,000.00
DARDEN RESTAURANTS INC Common Stock 237194105 16553885.71 758,900.00SOLE 758,900.00
DATA GEN CORP Common Stock 237688106 1507270.5 103,500.00SOLE 103,500.00
DATASCOPE CORP Common Stock 238113104 2521812.5 78,500.00SOLE 78,500.00
DAYTON HUDSON CORP Common Stock 239753106 118852500 1,828,500.00SOLE 1,828,500.00
DBS LAND Ordinary 6244772 1397944.2 700,000.00SOLE 700,000.00
DBT ONLINE INC. Common Stock 233044106 2773925 84,700.00SOLE 84,700.00
DEAN FOODS CO Common Stock 242361103 7302619.1 175,700.00SOLE 175,700.00
DEERE & CO Common Stock 244199105 24954918.39 636,800.00SOLE 636,800.00
DEGUSSA-HUELS AG Ordinary 5617427 14210580.6 344,500.00SOLE 344,500.00
DELHAIZE-LE LION Ordinary 4262118 18771037.42 220,500.00SOLE 220,500.00
DELL COMPUTER CORP Common Stock 247025109 342527500 9,257,500.00SOLE 9,257,500.00
DELPHI AUTOMOTIVE SYSTEMS CORP Common Stock 247126105 32049862.56 1,732,425.00SOLE 1,732,425.00
DELPHI FINL GROUP INC Common Stock 247131105 2610264.99 72,760.00SOLE 72,760.00
DELTA & PINE LD CO Common Stock 247357106 4862529 154,366.00SOLE 154,366.00
DELTA AIR LINES INC Common Stock 247361108 38393174.89 666,259.00SOLE 666,259.00
DELTA WOODSIDE INDS Common Stock 247909104 115150 19,600.00SOLE 19,600.00
DELUXE CORP Common Stock 248019101 18758322.9 483,300.00SOLE 483,300.00
DEN DANSKE BANK Ordinary 4262925 7841212.5 72,300.00SOLE 72,300.00
DEN NORSKE BANK Ordinary 4263304 3979676.09 1,205,000.00SOLE 1,205,000.00
DENDRITE INTERNATIONAL INC. Common Stock 248239105 3554700 98,400.00SOLE 98,400.00
DENTSPLY INTERNATIONAL INC Common Stock 249030107 5775000 200,000.00SOLE 200,000.00
DEPARTMENT 56 INC Common Stock 249509100 1609812.5 59,900.00SOLE 59,900.00
DEUTSCHE BANK AG Ordinary 4326672 18534317.3 303,850.00SOLE 303,850.00
DEUTSCHE TELEKOM AG ORD Ordinary 5119387 44306715.9 1,055,632.00SOLE 1,055,632.00
DEUTSCHE TELEKOM(RTS 23/6/99) Ordinary 5703843 0.51 2.6SOLE 2.6
DEV BK SINGAPORE Ordinary 6265513 7501439.06 614,000.00SOLE 614,000.00
DEVON ENERGY CORP Common Stock 251799102 3760365 105,000.00SOLE 105,000.00
DEVRY INC DEL Common Stock 251893103 6334362.5 283,100.00SOLE 283,100.00
DEXTER CORP Common Stock 252165105 4615950.3 113,100.00SOLE 113,100.00
DIAGEO ADR 4 ORD GBP28 ADR 25243Q205 5192121 120,747.00SOLE 120,747.00
DIAGEO B SHS OF 514 12/17P Ordinary 237400 25384387.05 2,429,014.00SOLE 2,429,014.00
DIAGNOSTIC PRODS CORP Common Stock 252450101 1312187.5 47,500.00SOLE 47,500.00
DIAL CORP Common Stock25247D101 16269750 437,500.00SOLE 437,500.00
DIALOGIC CORP Common Stock 252499108 2575462.5 58,700.00SOLE 58,700.00
DIEBOLD INC Common Stock 253651103 4916250 171,000.00SOLE 171,000.00
DIGI INTL INC Common Stock 253798102 574090 55,000.00SOLE 55,000.00
DIGITAL MICROWAVE CORP. Common Stock 253859102 3094425 242,700.00SOLE 242,700.00
DILLARD'S INC Common Stock 254067101 16712475 475,800.00SOLE 475,800.00
DIME BANCORP INC. Common Stock25429Q102 14540312.54 722,500.00SOLE 722,500.00
DIMON INC Common Stock 254394109 475220.8 91,600.00SOLE 91,600.00
DIONEX CORP Common Stock 254546104 3268350 80,700.00SOLE 80,700.00
DISCOUNT AUTO PTS INC Common Stock 254642101 1568125 65,000.00SOLE 65,000.00
DISNEY (WALT) CO Common Stock 254687106 218430275.7 7,088,900.00SOLE 7,088,900.00
DIXIE GROUP INC Common Stock 255519100 296940 35,000.00SOLE 35,000.00
DIXONS GROUP PLC Ordinary 272304 7326399.5 391,247.00SOLE 391,247.00
DOLE FOOD CO Common Stock 256605106 6168750.01 210,000.00SOLE 210,000.00
DOLLAR GEN CORP Common Stock 256669102 17387124 599,556.00SOLE 599,556.00
DOLLAR GENERAL STRYPES 8.5% Common Stock 256678103 4716250 110,000.00SOLE 110,000.00
DOLLAR TREE STORES INC Common Stock 256747106 11492800 261,200.00SOLE 261,200.00
DOMINION RES INC VA Common Stock 257470104 26732783.61 617,200.00SOLE 617,200.00
DONALDSON INC Common Stock 257651109 5390000 220,000.00SOLE 220,000.00
DONNELLEY R R & SONS CO Common Stock 257867101 16771007.51 452,500.00SOLE 452,500.00
DOVER CORP Common Stock 260003108 15025500 429,300.00SOLE 429,300.00
DOW CHEMICAL CO Common Stock 260543103 116219403.2 916,015.00SOLE 916,015.00
DOW JONES & CO INC Common Stock 260561105 16874034.01 318,000.00SOLE 318,000.00
DOWA MINING Ordinary 6278306 612756.14 254,000.00SOLE 254,000.00
DOWNEY FINL CORP Common Stock 261018105 2649013.5 120,750.00SOLE 120,750.00
DPL INC Common Stock 233293109 12620700 682,200.00SOLE 682,200.00
DQE INC Common Stock23329J104 401250 10,000.00SOLE 10,000.00
DRESDNER BANK A G ADR 261561302 21367898.4 549,600.00SOLE 549,600.00
DRESNER BANK AG Ordinary 4355870 10435495.52 267,000.00SOLE 267,000.00
DRESS BARN INC Common Stock 261570105 1600000 100,000.00SOLE 100,000.00
DREYERS GRAND ICE CREAM INC Common Stock 261878102 1663750 110,000.00SOLE 110,000.00
DSP COMMUNICATIONS INC. Common Stock23332K106 4244625 147,000.00SOLE 147,000.00
DTE ENERGY CO Common Stock 233331107 25953675 636,900.00SOLE 636,900.00
DU PONT (E I) DE NEMOURS & CO Common Stock 263534109 276059664.3 4,041,100.00SOLE 4,041,100.00
DUKE ENERGY CORP Common Stock 264399106 70927270.22 1,302,900.00SOLE 1,302,900.00
DUN & BRADSTREET(NEW) Common Stock26483B106 25589779.8 722,100.00SOLE 722,100.00
DURA PHARMACEUTICALS INC. Common Stock26632S109 1388389.4 116,300.00SOLE 116,300.00
DYCOM INDUSSTRIES INC. Common Stock 267475101 5958400 106,400.00SOLE 106,400.00
E M C CORP MASS Common Stock 268648102 201377000 3,661,400.00SOLE 3,661,400.00
E TRADE GROUP INC Common Stock 269246104 31319379.6 784,200.00SOLE 784,200.00
E'TOWN CORP. Common Stock 269242103 686250 15,000.00SOLE 15,000.00
EARTHGRAINS COMPANY Common Stock 270319106 4543088 176,000.00SOLE 176,000.00
EAST JAPAN RAILWAY CO Ordinary 6298542 16647389.99 3,100.00SOLE 3,100.00
EASTERN ENTERPRISES Common Stock27637F100 1848375 46,500.00SOLE 46,500.00
EASTERN UTILS ASSOC Common Stock 277173100 2257187.5 77,500.00SOLE 77,500.00
EASTMAN CHEMICAL CO Common Stock 277432100 7710750 149,000.00SOLE 149,000.00
EASTMAN KODAK CO Common Stock 277461109 61577975 908,900.00SOLE 908,900.00
EATON CORP Common Stock 278058102 16946400 184,200.00SOLE 184,200.00
EATON VANCE CORP Common Stock 278265103 4545816 132,000.00SOLE 132,000.00
EBARA CORP. Ordinary 6302700 1676297.16 141,000.00SOLE 141,000.00
ECOLAB INC Common Stock 278865100 11700225 268,200.00SOLE 268,200.00
EDISON INTL Common Stock 281020107 29770075 1,112,900.00SOLE 1,112,900.00
EDWARDS A G INC Common Stock 281760108 12767775 395,900.00SOLE 395,900.00
EG & G INC Common Stock 268457108 9348000.01 262,400.00SOLE 262,400.00
EL PASO ENERGY CORP Common Stock 283905107 16570029.2 470,900.00SOLE 470,900.00
ELCOR CORP Common Stock 284443108 1721307.2 39,400.00SOLE 39,400.00
ELECTRABEL Ordinary 4294791 11297308.42 35,000.00SOLE 35,000.00
ELECTRICIDADE DE PORTUGAL SA Ordinary 5249187 8331176.67 462,700.00SOLE 462,700.00
ELECTRO SCIENTIFIC INDS INC Common Stock 285229100 1069593.6 25,600.00SOLE 25,600.00
ELECTROGLAS INC Common Stock 285324109 1580000 79,000.00SOLE 79,000.00
ELECTROLUX AB-SER B Ordinary 5466782 1884262.53 90,000.00SOLE 90,000.00
ELECTRONIC ARTS INC Common Stock 285512109 14376250 265,000.00SOLE 265,000.00
ELECTRONIC DATA SYSTEMS Common Stock 285661104 69427912.55 1,226,100.00SOLE 1,226,100.00
ELF AQUITAINE ADR 286269105 26278689.8 357,227.00SOLE 357,227.00
ELF AQUITANE Ordinary 4824080 34999020.31 238,500.00SOLE 238,500.00
EMERSON ELEC CO Common Stock 291011104 89501108.76 1,422,052.00SOLE 1,422,052.00
EMI GROUP PLC Ordinary 44473 400523.31 50,000.00SOLE 50,000.00
EMI GRP SPON ADR REP 2 ORD 14P ADR 268694205 3648483.3 227,150.00SOLE 227,150.00
ENDESA S A ADR 29258N107 23948750 1,127,000.00SOLE 1,127,000.00
ENDESA S.A. Ordinary 5271782 13072950.38 613,000.00SOLE 613,000.00
ENERGEN CORP Common Stock29265N108 2238725 120,200.00SOLE 120,200.00
ENERGY EAST CORP Common Stock29266M109 12672400 487,400.00SOLE 487,400.00
ENGELHARD CORP Common Stock 292845104 9285300.03 410,400.00SOLE 410,400.00
ENGLISH CHINA CLAYS ADR 293217105 2388000 200,000.00SOLE 200,000.00
ENHANCED FINL SVCS GROUP INC Common Stock 293310108 2909175 147,300.00SOLE 147,300.00
ENI Ordinary 4436399 9629897.9 1,612,800.00SOLE 1,612,800.00
ENI SPA ADR 26874R108 26100000 435,000.00SOLE 435,000.00
ENRON CORP Common Stock 293561106 103544550 1,266,600.00SOLE 1,266,600.00
ENSCO INTL INC Common Stock26874Q100 12120310.2 607,900.00SOLE 607,900.00
ENTERGY CORP NEW Common Stock29364G103 26743750 855,800.00SOLE 855,800.00
ENZO BIOCHEM INC Common Stock 294100102 1108687.5 109,500.00SOLE 109,500.00
EPICOR SOFTWARE CORP Common Stock29426L108 780990 105,000.00SOLE 105,000.00
EQUIFAX INC Common Stock 294429105 9889144.81 277,100.00SOLE 277,100.00
ERICSSON L M TEL CO ADR 294821400 54347700 1,650,000.00SOLE 1,650,000.00
ERICSSON LM-B SHS Ordinary 4321558 6891025.66 215,000.00SOLE 215,000.00
ERIDANIA BEGHIN Ordinary 4089403 2006806.22 14,000.00SOLE 14,000.00
ETEC SYSTEMS INC Common Stock26922C103 1672475 50,300.00SOLE 50,300.00
ETHAN ALLEN INTERIORS INC Common Stock 297602104 6511875 172,500.00SOLE 172,500.00
ETHYL CORP Common Stock 297659104 1140000 190,000.00SOLE 190,000.00
EVEREST REINSURANCE HOLDINGS Common Stock 299808105 5823562.52 178,500.00SOLE 178,500.00
EVN-ENERGIE VERSORGUNG NIEDR Ordinary 4295374 7282293.49 49,800.00SOLE 49,800.00
EXECUTIVE RISK INC Common Stock 301586103 3113305.8 36,600.00SOLE 36,600.00
EXPEDITORS INTL WASH INC Common Stock 302130109 5357350 196,600.00SOLE 196,600.00
EXPRESS SCRIPTS INC Common Stock 302182100 7505443.6 124,700.00SOLE 124,700.00
EXXON CORP Common Stock 302290101 675584150.1 8,759,600.00SOLE 8,759,600.00
EZAKI GLICO Ordinary 6327703 598975.57 100,000.00SOLE 100,000.00
FACTSET RESEARCH SYSTEMS INC. Common Stock 303075105 2902031.26 51,250.00SOLE 51,250.00
FAIR ISAAC & CO INC Common Stock 303250104 1051890 30,000.00SOLE 30,000.00
FAMILY DLR STORES INC Common Stock 307000109 23306400 971,100.00SOLE 971,100.00
FAMILY GOLF CENETERS INC. Common Stock30701A106 807240 105,000.00SOLE 105,000.00
FAMILYMART CO. Ordinary 6331276 11343936.36 247,400.00SOLE 247,400.00
FANUC Ordinary 6356934 5638632.07 105,000.00SOLE 105,000.00
FASTENAL CO Common Stock 311900104 6733039.2 128,400.00SOLE 128,400.00
FDX CORP Common Stock31304N107 59468850 1,096,200.00SOLE 1,096,200.00
FEDDERS CORP Common Stock 313135105 165625 25,000.00SOLE 25,000.00
FEDERAL HOME LN MTG CORP Common Stock 313400301 152279000 2,625,500.00SOLE 2,625,500.00
FEDERAL MOGUL CORP Common Stock 313549107 12480000 240,000.00SOLE 240,000.00
FEDERAL NATL MTG ASSN Common Stock 313586109 264393675 3,873,900.00SOLE 3,873,900.00
FEDERAL SIGNAL CORP Common Stock 313855108 4097759.2 193,400.00SOLE 193,400.00
FEDERATED DEPT STORES INC DE Common Stock31410H101 40185235.8 759,100.00SOLE 759,100.00
FERRO CORP Common Stock 315405100 3987500 145,000.00SOLE 145,000.00
FIAT SPA Ordinary 4335601 7050770.88 2,227,079.00SOLE 2,227,079.00
FIDELITY NATL FINL INC Common Stock 316326107 2104000 105,200.00SOLE 105,200.00
FIFTH THIRD BANCORP Common Stock 316773100 47233104.82 709,600.00SOLE 709,600.00
FILENE'S BASEMENT CORP Common Stock 316866102 93470 65,000.00SOLE 65,000.00
FILENET CORP Common Stock 316869106 1143800 100,000.00SOLE 100,000.00
FINOVA GROUP INC Common Stock 317928109 13814062.5 262,500.00SOLE 262,500.00
FIRST AMERN FINL CORP CALIF Common Stock 318522307 3893175.01 217,800.00SOLE 217,800.00
FIRST BANCORP/PUERTO RICO Common Stock 318672102 2292400.8 101,600.00SOLE 101,600.00
FIRST DATA CORP Common Stock 319963104 71302666.01 1,457,000.00SOLE 1,457,000.00
FIRST HEALTH GROUP CORP. Common Stock 320960107 5804759.6 269,200.00SOLE 269,200.00
FIRST MERIT CORP Common Stock 337915102 10066198.1 358,700.00SOLE 358,700.00
FIRST MIDWEST BANCORP INC Common Stock 320867104 3975000 100,000.00SOLE 100,000.00
FIRST SEC CORP DEL Common Stock 336294103 19884325 729,700.00SOLE 729,700.00
FIRST TENN NATL CORP Common Stock 337162101 19436184.9 507,300.00SOLE 507,300.00
FIRST UNION CORP Common Stock 337358105 150193972.5 3,187,140.00SOLE 3,187,140.00
FIRST VA BKS INC Common Stock 337477103 7815787.51 159,100.00SOLE 159,100.00
FIRSTAR CORP(NEW) Common Stock33763V109 62213200 2,221,900.00SOLE 2,221,900.00
FIRSTENERGY CORP COM Common Stock 337932107 25953200 837,200.00SOLE 837,200.00
FISERV INC Common Stock 337738108 15321450.9 489,300.00SOLE 489,300.00
FLEET FINL GROUP INC Common Stock 338915101 88448250.02 1,993,200.00SOLE 1,993,200.00
FLEETWOOD ENTERPRISES INC Common Stock 339099103 5514966.8 208,600.00SOLE 208,600.00
FLEMING COS INC Common Stock 339130106 346425 29,800.00SOLE 29,800.00
FLETCHER CHALL BUILDING DIV ADR 339317109 293760 20,000.00SOLE 20,000.00
FLETCHER CHALL PAPER ADR 339325102 287394 38,000.00SOLE 38,000.00
FLETCHER CHALLENGE BLDG. Ordinary 6342955 145722.39 100,000.00SOLE 100,000.00
FLETCHER CHALLENGE ENERGY Ordinary 6342944 230612.3 85,000.00SOLE 85,000.00
FLETCHR CHALL ENERGY DIV ADR 339318107 1898750 70,000.00SOLE 70,000.00
FLORIDA PROGRESS CORP Common Stock 341109106 12699616.2 307,400.00SOLE 307,400.00
FLORIDA ROCK INDS INC Common Stock 341140101 3412500 75,000.00SOLE 75,000.00
FLOW INTL CORP Common Stock 343468104 648780 60,000.00SOLE 60,000.00
FLOWERS INDS INC Common Stock 343496105 9490668.81 437,600.00SOLE 437,600.00
FLOWSERVE CORPORATION Common Stock34354P105 2882363.6 152,200.00SOLE 152,200.00
FLUOR CORP Common Stock 343861100 5751000 142,000.00SOLE 142,000.00
FMC CORP Common Stock 302491303 11080368.6 162,200.00SOLE 162,200.00
FOODMAKER INC NEW Common Stock 344839204 2057187.5 72,500.00SOLE 72,500.00
FOOTSTAR INC Common Stock 344912100 3659299.2 98,400.00SOLE 98,400.00
FORD MOTOR CO Common Stock 345370100 245279548 4,346,000.00SOLE 4,346,000.00
FOREST LABS INC Common Stock 345838106 14337500 310,000.00SOLE 310,000.00
FORT JAMES CORPORATION Common Stock 347471104 15695400.02 414,400.00SOLE 414,400.00
FORTIS B Ordinary 5596593 27996101.15 891,554.00SOLE 891,554.00
FORTIS B VVPR STRIP Ordinary 5596623 8.07 31,554.00SOLE 31,554.00
FORTUNE BRANDS INC Common Stock 349631101 38122925.03 921,400.00SOLE 921,400.00
FOSSIL INC. Common Stock 349882100 1451250 30,000.00SOLE 30,000.00
FOSTER WHEELER CORP Common Stock 350244109 1617245 115,000.00SOLE 115,000.00
FOSTER'S BREWING GROUP LTD Ordinary 6349268 8455123.12 3,000,000.00SOLE 3,000,000.00
FOUNDATION HEALTH SYSTEM INC Common Stock 350404109 7645500 509,700.00SOLE 509,700.00
FPL GROUP INC Common Stock 302571104 41788125.02 765,000.00SOLE 765,000.00
FRANCE TELECOM S.A. Ordinary 5176177 28752494.57 380,632.00SOLE 380,632.00
FRANKLIN COVEY CO Common Stock 353469109 737500 100,000.00SOLE 100,000.00
FRANKLIN RES INC Common Stock 354613101 25386562.51 624,900.00SOLE 624,900.00
FRASER & NEAVE Ordinary 6350602 2514449.31 567,000.00SOLE 567,000.00
FREEPORT-MCMORAN COPPER & GO Common Stock35671D857 7033489.8 392,100.00SOLE 392,100.00
FREMONT GEN CORP Common Stock 357288109 5335962.51 282,700.00SOLE 282,700.00
FRITZ COS INC Common Stock 358846103 1462000 136,000.00SOLE 136,000.00
FRONTIER CORP Common Stock35906P105 44531550.06 759,600.00SOLE 759,600.00
FRONTIER INS GROUP INC NEW Common Stock 359081106 2098687.5 136,500.00SOLE 136,500.00
FROZEN FOOD EXPRESS INDS Common Stock 359360104 83875 11,000.00SOLE 11,000.00
FRUIT OF THE LOOM INC Common StockG3682L105 1321125 135,500.00SOLE 135,500.00
FUJI HEAVY INDUSTRIES LTD Ordinary 6356406 8835344.05 1,145,000.00SOLE 1,145,000.00
FUJI PHOTO FILM Ordinary 6356525 4313615.52 114,000.00SOLE 114,000.00
FUJI PHOTO FILM LTD ADR 359586302 22800000 600,000.00SOLE 600,000.00
FUJISAWA PHARMACEUTICAL Ordinary 6356804 1985624.66 122,000.00SOLE 122,000.00
FUJITSU LIMITED Ordinary 6356945 74916890.07 3,724,000.00SOLE 3,724,000.00
FULLER H B CO Common Stock 359694106 4923000 72,000.00SOLE 72,000.00
FURNITURE BRANDS INT'L Common Stock 360921100 3428625 123,000.00SOLE 123,000.00
G & K SVCS INC Common Stock 361268105 3215825 61,400.00SOLE 61,400.00
GALEY & LORD INC Common Stock36352K103 213500 48,800.00SOLE 48,800.00
GALLAHER ARTHUR J & CO Common Stock 363576109 2900700 58,600.00SOLE 58,600.00
GANNETT INC Common Stock 364730101 82388162.56 1,154,300.00SOLE 1,154,300.00
GAP INC Common Stock 364760108 165965475 3,294,600.00SOLE 3,294,600.00
GARDNER DENVER INC Common Stock 365558105 1693125 105,000.00SOLE 105,000.00
GATEWAY INC Common Stock 367626108 29159403.11 493,700.00SOLE 493,700.00
GATX CORP Common Stock 361448103 7993230 210,000.00SOLE 210,000.00
GC COS INC Common Stock36155Q109 454025 12,700.00SOLE 12,700.00
GEHE AG Ordinary 5105182 6002165.63 130,500.00SOLE 130,500.00
GENCORP INC Common Stock 368682100 3232000 128,000.00SOLE 128,000.00
GENERAL COMMUNICATION Common Stock 369385109 1363478.2 200,600.00SOLE 200,600.00
GENERAL DYNAMICS CORP Common Stock 369550108 47399775.01 688,200.00SOLE 688,200.00
GENERAL ELECTRIC CO Ordinary 365334 11945737.1 1,174,979.00SOLE 1,174,979.00
GENERAL ELECTRIC CO Common Stock 369604103 1344654800 11,899,600.00SOLE 11,899,600.00
GENERAL INSTRUMENT CORP Common Stock 370120107 37808000 889,600.00SOLE 889,600.00
GENERAL MLS INC Common Stock 370334104 55314075.02 688,200.00SOLE 688,200.00
GENERAL MOTORS CORP Common Stock 370442105 160083000 2,425,500.00SOLE 2,425,500.00
GENERAL NUTRITION COS INC Common Stock37047F103 6217577.1 266,700.00SOLE 266,700.00
GENERAL SEMICONDUCTOR INC Common Stock 370787103 1165262.5 127,700.00SOLE 127,700.00
GENESIS HEALTH VENTURES INC Common Stock 371912106 435000 145,000.00SOLE 145,000.00
GENTEX CORP Common Stock 371901109 8346800 298,100.00SOLE 298,100.00
GENUINE PARTS CO Common Stock 372460105 12652500 361,500.00SOLE 361,500.00
GENZYME CP Common Stock 372917104 14132900 291,400.00SOLE 291,400.00
GENZYME CP Common Stock 372917609 229848.07 52,163.51SOLE 52,163.51
GEON COMPANY Common Stock37246W105 3492675 108,300.00SOLE 108,300.00
GEORGIA GULF CORP Common Stock 373200203 1181250 70,000.00SOLE 70,000.00
GEORGIA-PACIFIC CORP Common Stock 373298108 50018525.05 1,055,800.00SOLE 1,055,800.00
GEORGIA-PACIFIC CORP Common Stock 373298702 9620250 381,000.00SOLE 381,000.00
GERBER SCIENTIFIC INC Common Stock 373730100 1434095 65,000.00SOLE 65,000.00
GIBSON GREETINGS INC Common Stock 374827103 95160 15,000.00SOLE 15,000.00
GILEAD SCIENCES INC. Common Stock 375558103 4598000 88,000.00SOLE 88,000.00
GILLETTE CO Common Stock 375766102 146874300 3,582,300.00SOLE 3,582,300.00
GLATFELTER P H CO Common Stock 377316104 2998125 205,000.00SOLE 205,000.00
GLAXO WELLCOME Ordinary 371784 42066698.73 1,515,500.00SOLE 1,515,500.00
GLAXO WELLCOME ADR 37733W105 42525375.04 751,000.00SOLE 751,000.00
GLOBAL INDL TECHNOLOGIES INC Common Stock 379335102 427030.2 35,400.00SOLE 35,400.00
GLOBAL MARINE INC Common Stock 379352404 11356850 732,700.00SOLE 732,700.00
GOLDEN WEST FINL CORP Common Stock 381317106 29625400 302,300.00SOLE 302,300.00
GOLDMAN SACHS GROUP INC. Common Stock38141G104 7225000 100,000.00SOLE 100,000.00
GOODRICH B F CO Common Stock 382388106 17140250 403,300.00SOLE 403,300.00
GOODYEAR TIRE & RUBR CO Common Stock 382550101 17232209.02 293,000.00SOLE 293,000.00
GOODYS FAMILY CLOTHING INC Common Stock 382588101 1711124.8 149,600.00SOLE 149,600.00
GOTTSCHALKS INC. Common Stock 383485109 59312.5 6,500.00SOLE 6,500.00
GPE BRUXELLES LAM Ordinary 4391551 7690471.29 45,500.00SOLE 45,500.00
GPU INC Common Stock36225X100 29109720 690,000.00SOLE 690,000.00
GRACE (W .R.) & Co (NEW) Common Stock38388F108 4324400 227,600.00SOLE 227,600.00
GRACO INC Common Stock 384109104 2285375 77,800.00SOLE 77,800.00
GRAINGER W W INC Common Stock 384802104 24511821.53 455,500.00SOLE 455,500.00
GRANADA GROUP PLC Ordinary 381125 21592748.88 1,161,906.00SOLE 1,161,906.00
GRANITE CONSTR INC Common Stock 387328107 3224430 110,000.00SOLE 110,000.00
GREAT ATLANTIC & PAC TEA INC Common Stock 390064103 3279861.01 97,000.00SOLE 97,000.00
GREAT LAKES CHEM CORP Common Stock 390568103 10746497.9 233,300.00SOLE 233,300.00
GREAT PORTLAND ESTATES PLC Ordinary 384607 2042486.84 604,100.00SOLE 604,100.00
GREAT UNIVERSAL STORES PLC ORD Ordinary 384704 5851005.64 534,100.00SOLE 534,100.00
GREEN MOUNTAIN POWER CORP Common Stock 393154109 123311.7 10,900.00SOLE 10,900.00
GREENCORE GROUP Ordinary 386410 1096668.72 510,043.00SOLE 510,043.00
GREENPOINT FINANCIAL CORP Common Stock 395384100 14352406.2 437,400.00SOLE 437,400.00
GRIFFON CORP Common Stock 398433102 735984.6 94,200.00SOLE 94,200.00
GROUPE DANONE Ordinary 4070236 16164793.23 62,700.00SOLE 62,700.00
GRUPO DRAGADOS SA Ordinary 5687000 7093791.89 605,000.00SOLE 605,000.00
GTE CORP Common Stock 362320103 335136950 4,438,900.00SOLE 4,438,900.00
GTECH HLDGS CORP Common Stock 400518106 3197499.1 135,700.00SOLE 135,700.00
GUIDANT CORP. Common Stock 401698105 44228237.54 865,100.00SOLE 865,100.00
GUILFORD MLS INC Common Stock 401794102 767750 74,000.00SOLE 74,000.00
GULFSTREAM AEROSPACE CORP Common Stock 402734107 19343286.91 286,300.00SOLE 286,300.00
GUOCO GROUP Ordinary 6390363 1608485.81 600,000.00SOLE 600,000.00
GYMBOREE CORP Common Stock 403777105 997500 95,000.00SOLE 95,000.00
HA-LO INDUSTRIES INC. Common Stock 404429102 2032275 205,800.00SOLE 205,800.00
HADCO CORP Common Stock 404681108 2098800 52,800.00SOLE 52,800.00
HAFSLUND ASA NOK1 Ordinary 5067561 485324.86 117,200.00SOLE 117,200.00
HAGGAR CORP Common Stock 405173105 166687.5 12,700.00SOLE 12,700.00
HALLIBURTON CO Common Stock 406216101 65671325 1,451,300.00SOLE 1,451,300.00
HALTER MARINE GROUP INC Common Stock40642Y105 396175 59,800.00SOLE 59,800.00
HAMBRECHT & QUIST GROUP Common Stock 406545103 3705937.5 100,500.00SOLE 100,500.00
HANCOCK FABRICS INC Common Stock 409900107 295750 67,600.00SOLE 67,600.00
HANG LUNG DEVELOPMENT Ordinary 6408352 927972.57 750,000.00SOLE 750,000.00
HANG SENG BANK Ordinary 6408374 10062702.62 900,000.00SOLE 900,000.00
HANGER ORTHOPEDIC GROUP INC Common Stock41043F208 354700 25,000.00SOLE 25,000.00
HANNA M A CO Common Stock 410522106 2630080 160,000.00SOLE 160,000.00
HANNAFORD BROS CO Common Stock 410550107 9603250 179,500.00SOLE 179,500.00
HANSON PLC Ordinary 408983 896094.07 100,000.00SOLE 100,000.00
HANSON PLC ADR 411352404 2391812.5 53,900.00SOLE 53,900.00
HARBINGER CORP Common Stock41145C103 2566250 205,300.00SOLE 205,300.00
HARCOURT GEN INC Common Stock41163G101 8363518.6 162,200.00SOLE 162,200.00
HARLAND JOHN H CO Common Stock 412693103 2492250 125,000.00SOLE 125,000.00
HARLEY DAVIDSON INC Common Stock 412822108 31151437.5 572,900.00SOLE 572,900.00
HARMAN INTL INDS INC NEW Common Stock 413086109 1980000 45,000.00SOLE 45,000.00
HARRAH'S ENTERTAINMENT INC Common Stock 413619107 11854449.89 537,300.00SOLE 537,300.00
HARRIS CORP DEL Common Stock 413875105 6787361.59 173,200.00SOLE 173,200.00
HARSCO CORP Common Stock 415864107 5811200 181,600.00SOLE 181,600.00
HARTE-HANKS INC NEW Common Stock 416196103 2034375 75,000.00SOLE 75,000.00
HARTFORD FINL SVCS GROUP INC Common Stock 416515104 67864669.41 1,163,800.00SOLE 1,163,800.00
HARTMARX CORP Common Stock 417119104 565380 135,000.00SOLE 135,000.00
HASBRO INC Common Stock 418056107 29860134.41 1,068,800.00SOLE 1,068,800.00
HASEKO CORP. Ordinary 6414401 893506.32 1,050,000.00SOLE 1,050,000.00
HAUSER INC Common Stock 419141403 29700 5,400.00SOLE 5,400.00
HAWAIIAN ELEC INDS INC Common Stock 419870100 3905000 110,000.00SOLE 110,000.00
HAYS PLC Ordinary 416102 16213510 1,541,000.00SOLE 1,541,000.00
HCR MANOR CARE INC Common Stock 404134108 5038360.41 208,300.00SOLE 208,300.00
HEALTH MGMT ASSOC INC Common Stock 421933102 13477500 1,198,000.00SOLE 1,198,000.00
HEALTHSOUTH CORP Common Stock 421924101 16289612.51 1,095,100.00SOLE 1,095,100.00
HEARTLAND EXPRESS INC Common Stock 422347104 1883125 115,000.00SOLE 115,000.00
HEILIG MEYERS CO Common Stock 422893107 851625 125,000.00SOLE 125,000.00
HEINEKEN NV NLG5 Ordinary 5455821 7309000.18 142,750.00SOLE 142,750.00
HEINZ H J CO Common Stock 423074103 64160000.02 1,280,000.00SOLE 1,280,000.00
HELIX TECHNOLOGY CORP Common Stock 423319102 1589483.2 66,400.00SOLE 66,400.00
HELMERICH & PAYNE INC Common Stock 423452101 4181625.02 177,000.00SOLE 177,000.00
HENDERSON INVESTMENT Ordinary 6972341 904773.26 1,300,000.00SOLE 1,300,000.00
HENNES & MAURITZ Ordinary 5687431 24749470.78 1,002,000.00SOLE 1,002,000.00
HENRY JACK & ASSOCIATES Common Stock 426281101 1621025 41,300.00SOLE 41,300.00
HERCULES INC Common Stock 427056106 10123097.51 257,500.00SOLE 257,500.00
HERSHEY FOODS CORP Common Stock 427866108 17818437.51 300,100.00SOLE 300,100.00
HEWLETT PACKARD CO Common Stock 428236103 356352900 3,545,800.00SOLE 3,545,800.00
HIBERNIA CORP Common Stock 428656102 8532703.2 543,900.00SOLE 543,900.00
HILB ROGAL & HAMILTON CO Common Stock 431294107 1230625 55,000.00SOLE 55,000.00
HILLENBRAND INDS INC Common Stock 431573104 8131000 188,000.00SOLE 188,000.00
HILTON HOTELS CORP Common Stock 432848109 7308238.79 515,100.00SOLE 515,100.00
HISPANIC BROADCASTING CORP Common Stock43357B104 13270537.5 174,900.00SOLE 174,900.00
HITACHI LTD ADR 433578507 12276940 130,000.00SOLE 130,000.00
HITACHI LTD Ordinary 6429104 23339516.82 2,489,000.00SOLE 2,489,000.00
HITACHI ZOSEN CORP. Ordinary 6429308 788863.21 654,000.00SOLE 654,000.00
HOCHTIEF AG Ordinary 5108664 2782613.18 60,500.00SOLE 60,500.00
HOECHST Ordinary 5070376 11227389.91 248,000.00SOLE 248,000.00
HOKKAIDO ELECTRIC POWER Ordinary 6431325 3205882.49 218,000.00SOLE 218,000.00
HOLDERBK FN GLARUS Ordinary 4420499 29400604.66 24,908.00SOLE 24,908.00
HOLLYWOOD PARK INC NEW Common Stock 436255103 1589500 93,500.00SOLE 93,500.00
HOLOGIC INC. Common Stock 436440101 281250 50,000.00SOLE 50,000.00
HOME DEPOT INC Common Stock 437076102 334800516.6 5,195,700.00SOLE 5,195,700.00
HOMESTAKE MNG CO Common Stock 437614100 5731600 700,000.00SOLE 700,000.00
HON INDS INC Common Stock 438092108 6993444.8 239,600.00SOLE 239,600.00
HONDA MOTOR CO LTD Ordinary 6435145 20937046.47 494,000.00SOLE 494,000.00
HONDA MTR LTD ADR 438128308 43375000 500,000.00SOLE 500,000.00
HONEYWELL INC Common Stock 438506107 59293237.56 511,700.00SOLE 511,700.00
HONG KONG & CHINA GAS Ordinary 6436557 8687563.27 5,991,600.00SOLE 5,991,600.00
HONG KONG & CHINA GAS WTS Ordinary 6107121 32154.25 198,000.00SOLE 198,000.00
HONG KONG & SHANGAI HOTELS Ordinary 6436386 1750903.54 2,058,333.00SOLE 2,058,333.00
HONG KONG TELECOM Ordinary 6436461 9157143.16 3,526,000.00SOLE 3,526,000.00
HONGKONG ELECTRIC HOLDINGS Ordinary 6435327 7318210.84 2,271,236.00SOLE 2,271,236.00
HOPEWELL HOLDINGS Ordinary 6140290 416102.14 547,199.00SOLE 547,199.00
HORACE MANN EDUCATORS CORP N Common Stock 440327104 3749225.2 137,900.00SOLE 137,900.00
HORMEL FOODS CORP Common Stock 440452100 12880000 320,000.00SOLE 320,000.00
HOSIDEN CORP. Ordinary 6439813 2156312.05 100,000.00SOLE 100,000.00
HOTEL PROPERTIES Ordinary 6440183 285427.31 273,000.00SOLE 273,000.00
HOUGHTON MIFFLIN CO Common Stock 441560109 5576965.5 118,500.00SOLE 118,500.00
HOUSE FOODS Ordinary 6440503 2210839.47 150,000.00SOLE 150,000.00
HOUSEHOLD INTL INC Common Stock 441815107 85627043.68 1,807,431.00SOLE 1,807,431.00
HOUSTON INDS INC Common Stock 442161204 29812500 250,000.00SOLE 250,000.00
HS RES INC Common Stock 404297103 958750 65,000.00SOLE 65,000.00
HSB GROUP INC Common Stock40428N109 4555392.8 110,600.00SOLE 110,600.00
HSBC HLDGS PLC ADR 404280307 18237800 50,000.00SOLE 50,000.00
HSBC HOLDINGS Ordinary 400547 20347742.82 574,500.00SOLE 574,500.00
HSBC HOLDINGS PLC Ordinary 400495 9369108.79 265,000.00SOLE 265,000.00
HUBBELL INC Common Stock 443510201 12959100 285,600.00SOLE 285,600.00
HUDSON UNITED BANCORP Common Stock 444165104 5603575 178,600.00SOLE 178,600.00
HUDSON'S BAY COMPANY Ordinary 2442655 3344368.62 300,000.00SOLE 300,000.00
HUFFY CORP Common Stock 444356109 700000 50,000.00SOLE 50,000.00
HUGHES SUPPLY INC Common Stock 444482103 3414120 115,000.00SOLE 115,000.00
HUHTAMAKI I Ordinary 4447476 5485933.79 150,700.00SOLE 150,700.00
HUMANA INC Common Stock 444859102 4393744.81 339,600.00SOLE 339,600.00
HUNT J B TRANS SVCS INC Common Stock 445658107 2681250 165,000.00SOLE 165,000.00
HUNTINGTON BANCSHARES INC Common Stock 446150104 24713500 706,100.00SOLE 706,100.00
HUTCHINSON TECH Common Stock 448407106 1981350 71,400.00SOLE 71,400.00
HUTCHISON WHAMPOA Ordinary 6448068 19747159.76 2,181,000.00SOLE 2,181,000.00
HYPERION SOLUTIONS CORP Common Stock44914M104 1116875.1 62,700.00SOLE 62,700.00
IBERDROLA SA Ordinary 4424640 22448206.63 1,473,800.00SOLE 1,473,800.00
IBP INC Common Stock 449223106 9295750 391,400.00SOLE 391,400.00
ICN PHARMACEUTICALS INC NEW Common Stock 448924100 4419412.4 137,300.00SOLE 137,300.00
IDACORP INC Common Stock 451107106 5449500 173,000.00SOLE 173,000.00
IDEC PHARMACEUTICALS CORP Common Stock 449370105 5209458.8 67,600.00SOLE 67,600.00
IDEXX LABS INC Common Stock45168D104 1748475 75,000.00SOLE 75,000.00
IHOP CORP Common Stock 449623107 1925040 80,000.00SOLE 80,000.00
IKON OFFICE SOLUTIONS INC Common Stock 451713101 8377500 558,500.00SOLE 558,500.00
ILLINOIS TOOL WKS INC Common Stock 452308109 56816250 695,000.00SOLE 695,000.00
ILLINOVA CORP Common Stock 452317100 8147750 299,000.00SOLE 299,000.00
IMATION CORPORATION Common Stock45245A107 4838535 195,000.00SOLE 195,000.00
IMC GLOBAL INC Common Stock 449669100 7645000 440,000.00SOLE 440,000.00
IMCO RECYCLING INC Common Stock 449681105 2055000.01 120,000.00SOLE 120,000.00
IMETAL Ordinary 4457765 2969990.72 20,000.00SOLE 20,000.00
IMI PLC Ordinary 457963 5266227.44 1,300,000.00SOLE 1,300,000.00
IMMUNE RESPONSE CORP/DEL Common Stock45252T106 322500 60,000.00SOLE 60,000.00
IMPERIAL CHEM INDS PLC ADR 452704505 3975000 100,000.00SOLE 100,000.00
IMPERIAL TOBACCO GROUP ADR 453142101 2139375 97,800.00SOLE 97,800.00
IMS HEALTH INC Common Stock 449934108 22637500 724,400.00SOLE 724,400.00
INA - ISTITUT NAZ ASSICUR Ordinary 4534936 10529777.25 4,538,100.00SOLE 4,538,100.00
INACOM CORP. Common Stock45323G109 2961825 234,600.00SOLE 234,600.00
INCHCAPE PLC. Ordinary 460251 215283.31 200,853.00SOLE 200,853.00
INCO LTD Common Stock 453258402 3951000 219,500.00SOLE 219,500.00
INCYTE PHARMACEUTICALS INC Common Stock45337C102 2852660.2 107,900.00SOLE 107,900.00
INDIANA ENERGY INC Common Stock 454707100 1562946.23 73,333.00SOLE 73,333.00
INDUSTRIAL BANK OF JAPAN Ordinary 6462842 1586252.56 200,000.00SOLE 200,000.00
INFORMATION RES INC Common Stock 456905108 568750 65,000.00SOLE 65,000.00
INFORMIX CORP Common Stock 456779107 3857718.19 452,200.00SOLE 452,200.00
ING GROEP NV ADR 456837103 26395710 479,922.00SOLE 479,922.00
ING GROEP NV Ordinary 5058877 34339450.31 634,266.00SOLE 634,266.00
INGERSOLL RAND 6.75% Common Stock 456867209 4500000 150,000.00SOLE 150,000.00
INGERSOLL RAND CO Common Stock 456866102 53362865.88 825,731.00SOLE 825,731.00
INNOVEX INC Common Stock 457647105 431200 30,800.00SOLE 30,800.00
INPUT/OUTPUT INC Common Stock 457652105 1322768.7 174,900.00SOLE 174,900.00
INSIGHT ENTERPRISES Common Stock45765U103 2591325 104,700.00SOLE 104,700.00
INSITUFORM TECHNOLOGIES INC Common Stock 457667103 3341062.52 154,500.00SOLE 154,500.00
INSTEEL INDUSTRIES Common Stock45774W108 100800 11,200.00SOLE 11,200.00
INSURANCE AUTO AUCTIONS INC Common Stock 457875102 725625 45,000.00SOLE 45,000.00
INTEGRATED DEVICE TECHNOLOGY Common Stock 458118106 4132500 380,000.00SOLE 380,000.00
INTEGRATED HEALTH SVCS INC Common Stock45812C106 879200 109,900.00SOLE 109,900.00
INTEL CORP Common Stock 458140100 739924150 12,435,700.00SOLE 12,435,700.00
INTER TEL INC Common Stock 458372109 456250 25,000.00SOLE 25,000.00
INTERFACE INC Common Stock 458665106 2061375 239,000.00SOLE 239,000.00
INTERIM SERVICES INC. Common Stock45868P100 4413750 214,000.00SOLE 214,000.00
INTERMAGNETICS GEN CORP Common Stock 458771102 585900 75,600.00SOLE 75,600.00
INTERMET CORP Common Stock45881K104 1588125 105,000.00SOLE 105,000.00
INTERNATIONAL FLAVORS & Common Stock 459506101 9873600 224,400.00SOLE 224,400.00
INTERNATIONAL GAME TECHNOLOG Common Stock 459902102 6976350 377,100.00SOLE 377,100.00
INTERNATIONAL MULTIFOODS COR Common Stock 460043102 970209 43,000.00SOLE 43,000.00
INTERNATIONAL RECTIFIER CORP Common Stock 460254105 2777091.8 208,600.00SOLE 208,600.00
INTERPUBLIC GROUP COS INC Common Stock 460690100 22626450.04 261,200.00SOLE 261,200.00
INTERSTATE BAKERIES CORP DEL Common Stock46072H108 7586287.8 338,100.00SOLE 338,100.00
INTERVOICE INC Common Stock 461142101 1404817.4 97,300.00SOLE 97,300.00
INTIMATE BRANDS INC Common Stock 461156101 11192343.75 236,250.00SOLE 236,250.00
INTL BUSINESS MACHINES CORP Common Stock 459200101 903121450 6,987,400.00SOLE 6,987,400.00
INTL PAPER 51/4% C Common Stock 460137300 10525000 200,000.00SOLE 200,000.00
INTL PAPER CO Common Stock 460146103 81757051.51 1,627,006.00SOLE 1,627,006.00
INTUIT INC Common Stock 461202103 16745225 185,800.00SOLE 185,800.00
INVACARE CORP Common Stock 461203101 3094975 115,700.00SOLE 115,700.00
INVESTMENT TECHNOLOGY GRP INC Common Stock46145F105 3010112.5 93,700.00SOLE 93,700.00
INVESTOR AB SEK6.25 Ordinary 5679579 8577981.67 780,000.00SOLE 780,000.00
INVESTOR AB SEK6.25 B Ordinary 5679591 2945424.62 263,600.00SOLE 263,600.00
IONICS INC Common Stock 462218108 2555000 70,000.00SOLE 70,000.00
IPALCO ENTERPRISES INC Common Stock 462613100 9110840 430,000.00SOLE 430,000.00
IRISH LIFE & PERM Ordinary 4455253 149326.35 14,127.00SOLE 14,127.00
IRISH LIFE & PERM IEPO.25 Ordinary 467865 1450631.33 136,849.00SOLE 136,849.00
ISETAN Ordinary 6466844 2154246.63 250,000.00SOLE 250,000.00
ISHIHARA SANGYO Ordinary 6466866 472984.16 250,000.00SOLE 250,000.00
ISS INTERNATIONAL Ordinary 4442620 5963431.6 111,400.00SOLE 111,400.00
ITO YOKADO LTD ADR 465714301 13575000 200,000.00SOLE 200,000.00
ITO-YOKADO CO. Ordinary 6467944 11911765.19 178,000.00SOLE 178,000.00
ITOCHU CORP. Ordinary 6467803 1865086 750,000.00SOLE 750,000.00
ITOHAM FOODS Ordinary 6467900 1316986.16 324,000.00SOLE 324,000.00
ITRON INC Common Stock 465741106 899115 105,000.00SOLE 105,000.00
ITT INDS INC IND Common Stock 450911102 6908250.02 181,200.00SOLE 181,200.00
IVAX CORP Common Stock 465823102 2825000 200,000.00SOLE 200,000.00
J & J SNACK FOODS CORP Common Stock 466032109 931200 38,800.00SOLE 38,800.00
JABIL CIRCUIT INC Common Stock 466313103 14403900 319,200.00SOLE 319,200.00
JACOBS ENGR GROUP INC Common Stock 469814107 5130000 135,000.00SOLE 135,000.00
JAN BELL MARKETING INC. Common Stock 470760109 205800 58,800.00SOLE 58,800.00
JAPAN AIRLINES Ordinary 6471871 3304692.8 1,000,000.00SOLE 1,000,000.00
JAPAN TOBACCO INC Ordinary 6474535 11070720.88 1,000.00SOLE 1,000.00
JEFFERIES GROUP INC (NEW) Common Stock 472319102 2717300 93,700.00SOLE 93,700.00
JEFFERSON PILOT CORP Common Stock 475070108 38667029.6 584,200.00SOLE 584,200.00
JLG INDS INC Common Stock 466210101 2954375 145,000.00SOLE 145,000.00
JO-ANN STORES INC Common Stock47758P109 964500 64,300.00SOLE 64,300.00
JOHNSON & JOHNSON Common Stock 478160104 477975400 4,877,300.00SOLE 4,877,300.00
JOHNSON CTLS INC Common Stock 478366107 33589079.79 484,600.00SOLE 484,600.00
JOHNSON ELECTRIC HOLDINGS Ordinary 6126331 8826050.29 2,140,000.00SOLE 2,140,000.00
JOHNSON MATTHEY PLC Ordinary 476407 4187222.19 429,500.00SOLE 429,500.00
JOHNSTON INDS DEL Common Stock 479368102 44200 22,100.00SOLE 22,100.00
JONES APPAREL GROUP INC Common Stock 480074103 17660111.9 514,677.00SOLE 514,677.00
JONES PHARMA INC Common Stock 480236108 5488875 139,400.00SOLE 139,400.00
JOSTENS INC Common Stock 481088102 1200591 57,000.00SOLE 57,000.00
JSB FINL INC Common Stock46624M100 1510987.5 29,700.00SOLE 29,700.00
JUNO LTG INC Common Stock 482047107 1688050 68,900.00SOLE 68,900.00
JUSCO CO. LTD Ordinary 6480048 2926305.46 161,000.00SOLE 161,000.00
JUST FOR FEET INC Common Stock48213P106 901320 140,000.00SOLE 140,000.00
JUSTIN INDS INC Common Stock 482171105 1059288.01 76,000.00SOLE 76,000.00
JYSKE BANK REG Ordinary 4479963 2762096.79 29,000.00SOLE 29,000.00
K MART CORP Common Stock 482584109 26583150 1,611,100.00SOLE 1,611,100.00
K N ENERGY INC Common Stock 482620101 3109687.5 232,500.00SOLE 232,500.00
K-SWISS INC -CL A Common Stock 482686102 939300 20,200.00SOLE 20,200.00
K2 INC. Common Stock 482732104 715040 80,000.00SOLE 80,000.00
KAJIMA CORP. Ordinary 6481320 1454064.84 400,000.00SOLE 400,000.00
KAMAN CORP Common Stock 483548103 705960 45,000.00SOLE 45,000.00
KANEKA CORPORATION Ordinary 6483360 2618308.11 278,000.00SOLE 278,000.00
KANSAI ELECTRIC POWER Ordinary 6483489 5700595.08 300,000.00SOLE 300,000.00
KANSAS CITY PWR & LT CO Common Stock 485134100 5737500 225,000.00SOLE 225,000.00
KANSAS CITY SOUTHN INDS INC Common Stock 485170104 32282996.71 505,900.00SOLE 505,900.00
KAO CORP ADR 485537203 8427240 30,000.00SOLE 30,000.00
KAO CORP Ordinary 6483809 1123595.55 40,000.00SOLE 40,000.00
KARSTADT AG Ordinary 4484105 2691141.59 5,600.00SOLE 5,600.00
KAUFMAN & BROAD HOME CORP Common Stock 486168107 6452575.01 259,400.00SOLE 259,400.00
KAWASAKI KISEN KAI Ordinary 6484686 2596199.73 1,204,000.00SOLE 1,204,000.00
KAWASAKI STEEL CORP Ordinary 6484664 2128552.63 1,140,000.00SOLE 1,140,000.00
KAYDON CORP Common Stock 486587108 4438500 132,000.00SOLE 132,000.00
KEANE INC Common Stock 486665102 5255787.51 232,300.00SOLE 232,300.00
KELLOGG CO Common Stock 487836108 32138700 973,900.00SOLE 973,900.00
KELLWOOD CO Common Stock 488044108 2170000 80,000.00SOLE 80,000.00
KELLY SVCS INC Common Stock 488152208 3244625 101,000.00SOLE 101,000.00
KEMET CORP Common Stock 488360108 4672470.6 203,700.00SOLE 203,700.00
KENNAMETAL INC Common Stock 489170100 3410000 110,000.00SOLE 110,000.00
KENT ELECTRS CORP Common Stock 490553104 2244812.9 113,300.00SOLE 113,300.00
KEPPEL CORP Ordinary 6490263 2597650.51 762,500.00SOLE 762,500.00
KEPPEL FEL ENERGY Ordinary 6154547 587958.9 550,000.00SOLE 550,000.00
KERR MCGEE CORP Common Stock 492386107 10653858.46 212,279.00SOLE 212,279.00
KERRY GROUP PLC Ordinary 490656 721131.11 60,000.00SOLE 60,000.00
KESKO Ordinary 4490005 3054913.89 227,000.00SOLE 227,000.00
KEYCORP INC NEW Common Stock 493267108 47561062.52 1,480,500.00SOLE 1,480,500.00
KEYENCE Ordinary 6490995 8154230.33 46,600.00SOLE 46,600.00
KEYSPAN CORPORATION Common Stock49337W100 9911725 375,800.00SOLE 375,800.00
KEYSTONE FINL INC Common Stock 493482103 4780337.1 161,700.00SOLE 161,700.00
KIMBERLY-CLARK CORP Common Stock 494368103 120754500 2,118,500.00SOLE 2,118,500.00
KING WORLD PRODTNS INC Common Stock 495667107 13904312.2 399,400.00SOLE 399,400.00
KINGFISHER PLC Ordinary 262015 7671570.88 665,800.00SOLE 665,800.00
KINGFISHER PLC ADR 495724205 24340407 1,056,900.00SOLE 1,056,900.00
KINKI NIPPON RAILWAY Ordinary 6492968 3932584.42 800,000.00SOLE 800,000.00
KIRBY CORP Common Stock 497266106 2012860 95,000.00SOLE 95,000.00
KLA-TENCOR CORP Common Stock 482480100 31138248.41 479,973.00SOLE 479,973.00
KLM Ordinary 4480255 1868423.02 66,004.00SOLE 66,004.00
KMART FING I Common Stock 498778208 5850000 100,000.00SOLE 100,000.00
KNIGHT RIDDER INC Common Stock 499040103 26017267.5 472,500.00SOLE 472,500.00
KOHLS CORP Common Stock 500255104 26714293.16 347,503.00SOLE 347,503.00
KOMAG INC Common Stock 500453105 368405.6 111,200.00SOLE 111,200.00
KOMATSU Ordinary 6496584 4725875.95 740,000.00SOLE 740,000.00
KONINKLIJKE AHOLD NV NEW ADR 500467303 22121127.21 638,877.32SOLE 638,877.32
KONINKLIJKE KPN NV Ordinary 5490800 16211457.14 345,500.00SOLE 345,500.00
KONINKLIJKE PHILIPS ELECTRS ADR 500472204 19550281.14 193,807.00SOLE 193,807.00
KREDIETBANK Ordinary 4497749 10169382.27 171,500.00SOLE 171,500.00
KROGER CO Common Stock 501044101 99891369.11 3,575,466.00SOLE 3,575,466.00
KROLL-O'GARA COMPANY Common Stock 501050108 2184237 99,000.00SOLE 99,000.00
KRONOS INC Common Stock 501052104 4138225 90,950.00SOLE 90,950.00
KULICKE & SOFFA INDS INC Common Stock 501242101 1297749.2 48,400.00SOLE 48,400.00
KURITA WATER INDUSTRIES Ordinary 6497963 3370456.18 188,000.00SOLE 188,000.00
KYOCERA CORP ADR 501556203 4435412 74,000.00SOLE 74,000.00
KYOWA HAKKO KOGYO CO LTD Ordinary 6499550 1248132.89 218,000.00SOLE 218,000.00
KYUSHU ELECTRIC POWER Ordinary 6499806 6699934.19 436,000.00SOLE 436,000.00
L'OREAL Ordinary 4534787 20140891.51 29,795.00SOLE 29,795.00
LA Z BOY CHAIR CO Common Stock 505336107 5076100 220,700.00SOLE 220,700.00
LABOR READY INC. Common Stock 505401208 3253250 100,100.00SOLE 100,100.00
LADBROKE GROUP PLC ORD Ordinary 500254 6070428.55 1,530,076.00SOLE 1,530,076.00
LAFARGE FR25 (BR) Ordinary 4502706 4982907.48 52,407.00SOLE 52,407.00
LAFARGE PRIME DE FIDELITE '99 Ordinary 5614912 9136518.93 96,092.00SOLE 96,092.00
LAIDLAW INC Common Stock50730K503 2277400.01 308,800.00SOLE 308,800.00
LANCASTER COLONY CORP Common Stock 513847103 3484500 101,000.00SOLE 101,000.00
LAND SECURITIES PLC ORD Ordinary 504502 10856578.44 805,100.00SOLE 805,100.00
LANDRYS SEAFOOD RESTAURANTS Common Stock51508L103 704800 88,100.00SOLE 88,100.00
LANDS END INC Common Stock 515086106 7218750 150,000.00SOLE 150,000.00
LANDSTAR SYS INC Common Stock 515098101 1624230 45,000.00SOLE 45,000.00
LASMO PLC Ordinary 531696 1373222.78 600,000.00SOLE 600,000.00
LASON INC. Common Stock51808R107 2322450 46,800.00SOLE 46,800.00
LATTICE SEMICONDUCTOR CORP Common Stock 518415104 4594050 73,800.00SOLE 73,800.00
LEAR CORPORATION Common Stock 521865105 13696175 275,300.00SOLE 275,300.00
LECHTERS INC Common Stock 523238103 88500 35,400.00SOLE 35,400.00
LEE ENTERPRISES INC Common Stock 523768109 5127050 168,100.00SOLE 168,100.00
LEGAL & GENERAL GBP0.025 Ordinary 560399 6241381.11 2,451,800.00SOLE 2,451,800.00
LEGATO SYSTEMS INC Common Stock 524651106 8893500 154,000.00SOLE 154,000.00
LEGG MASON INC Common Stock 524901105 8527750 221,500.00SOLE 221,500.00
LEGGETT & PLATT INC Common Stock 524660107 29445623.1 1,058,700.00SOLE 1,058,700.00
LEGRAND Ordinary 4558583 5190986.9 25,500.00SOLE 25,500.00
LEHMAN BROTHERS HOLDINGS INC Common Stock 524908100 24638775.04 396,600.00SOLE 396,600.00
LEND LEASE CORP LIMITED Ordinary 6512004 14281366.04 1,040,172.00SOLE 1,040,172.00
LEXMARK INT'L GROUP INC Common Stock 529771107 48847280 745,760.00SOLE 745,760.00
LG&E ENERGY CORP Common Stock 501917108 10052700 478,700.00SOLE 478,700.00
LI & FUNG LTD. Ordinary 6514635 5993156.22 2,500,000.00SOLE 2,500,000.00
LIBBEY INC Common Stock 529898108 1763200 60,800.00SOLE 60,800.00
LIFEPOINT HOSPITALS INC Common Stock53219L109 557959.87 41,521.05SOLE 41,521.05
LILLIAN VERNON CORP Common Stock 532430105 520000 40,000.00SOLE 40,000.00
LILLY (ELI) & CO Common Stock 532457108 259060462.6 3,616,900.00SOLE 3,616,900.00
LILLY INDS INC Common Stock 532491107 809346.8 43,600.00SOLE 43,600.00
LIMITED INC Common Stock 532716107 25326873.02 558,168.00SOLE 558,168.00
LINCARE HLDGS INC Common Stock 532791100 5505000 220,200.00SOLE 220,200.00
LINCOLN NATL CORP IND Common Stock 534187109 56487577.39 1,079,800.00SOLE 1,079,800.00
LINDSAY MFG CO Common Stock 535555106 1143351.3 65,100.00SOLE 65,100.00
LINEAR TECHNOLOGY CORP Common Stock 535678106 55289991 822,156.00SOLE 822,156.00
LINENS N THINGS INC Common Stock 535679104 7021875 160,500.00SOLE 160,500.00
LIPOSOME COMPANY INC Common Stock 536310105 3044700.01 159,200.00SOLE 159,200.00
LITTON INDS INC Common Stock 538021106 15426575.6 213,700.00SOLE 213,700.00
LIZ CLAIBORNE INC Common Stock 539320101 4431100 121,400.00SOLE 121,400.00
LLOYDS TSB GROUP Ordinary 870612 77372454.86 5,707,748.00SOLE 5,707,748.00
LOCKHEED MARTIN CORP Common Stock 539830109 41448075 1,112,700.00SOLE 1,112,700.00
LOEWS CORP Common Stock 540424108 28777762.51 363,700.00SOLE 363,700.00
LONE STAR INDUSTRIES Common Stock 542290408 3068897.1 81,700.00SOLE 81,700.00
LONE STAR STEAKHOUSE SALOON Common Stock 542307103 808620.8 83,200.00SOLE 83,200.00
LONG DRUG STORES INC. Common Stock 543162101 7728286.8 223,600.00SOLE 223,600.00
LONGVIEW FIBRE CO Common Stock 543213102 987500 63,200.00SOLE 63,200.00
LOUISIANA PAC CORP Common Stock 546347105 14976787.5 627,300.00SOLE 627,300.00
LOWES COS INC Common Stock 548661107 76410888.96 1,347,920.00SOLE 1,347,920.00
LSB INDUSTRIES INC Common Stock 502160104 37050 24,700.00SOLE 24,700.00
LSI LOGIC CORP Common Stock 502161102 30756150.02 666,800.00SOLE 666,800.00
LUBRIZOL CORP Common Stock 549271104 4869575 178,700.00SOLE 178,700.00
LUBYS INC Common Stock 549282101 1350000 90,000.00SOLE 90,000.00
LUCENT TECHNOLOGIES INC Common Stock 549463107 746288127.8 11,066,285.00SOLE 11,066,285.00
LUFTHANSA AG Ordinary 5287488 20649293.62 1,139,000.00SOLE 1,139,000.00
LVMH MOET HENNESSY Ordinary 4535649 1698071.57 5,800.00SOLE 5,800.00
LVMH MOET HENNESSY ADR 502441207 13145000.01 220,000.00SOLE 220,000.00
LVMH MOET HENNSSEY (21/9/99) Ordinary 5708848 173455.72 5,800.00SOLE 5,800.00
LYDALL INC Common Stock 550819106 747500 65,000.00SOLE 65,000.00
LYONDELL CHEMICAL COMPANY Common Stock 552078107 6402000.01 310,400.00SOLE 310,400.00
M S CARRIERS INC Common Stock 553533100 1482800 50,000.00SOLE 50,000.00
MABUCHI MOTOR CO Ordinary 6551030 8922670.55 96,000.00SOLE 96,000.00
MACDERMID INC Common Stock 554273102 4650000 100,000.00SOLE 100,000.00
MACKENZIE FINANCIAL CORP Ordinary 2552275 2182284.98 200,000.00SOLE 200,000.00
MACROMEDIA INC Common Stock 556100105 5037225 142,900.00SOLE 142,900.00
MAF BANCORP INC. Common Stock55261R108 2546250 105,000.00SOLE 105,000.00
MAGELLAN HEALTH SERVICES INC. Common Stock 559079108 1000000 100,000.00SOLE 100,000.00
MAGNA INTL INC ADR 559222401 25537500 450,000.00SOLE 450,000.00
MAGNETEK INC. Common Stock 559424106 1112283.9 105,300.00SOLE 105,300.00
MAKINO MILLING MACHINE Ordinary 6555708 760236.33 111,000.00SOLE 111,000.00
MAKITA CORP Ordinary 6555805 3200818.04 283,000.00SOLE 283,000.00
MALLINCKRODT INC Common Stock 561232109 12149250.01 334,000.00SOLE 334,000.00
MAN AG NPV Ordinary 5563520 20702433.74 606,500.00SOLE 606,500.00
MANDALAY RESORT GROUP Common Stock 562567107 8051440 380,000.00SOLE 380,000.00
MANITOWOC INC Common Stock 563571108 5382112.5 129,300.00SOLE 129,300.00
MANNESMANN AG ORD NPV Ordinary 5460955 116392698.8 780,000.00SOLE 780,000.00
MANPOWER INC WIS Common Stock56418H100 6583875 291,000.00SOLE 291,000.00
MARCO POLO DEVELOPMENTS LTD. Ordinary 6564522 3512481.64 2,000,000.00SOLE 2,000,000.00
MARCUS CORP Common Stock 566330106 1541587.6 125,200.00SOLE 125,200.00
MARINER POST-ACUTE NETWORKS Common Stock 568459101 155951 277,000.00SOLE 277,000.00
MARK IV INDS INC Common Stock 570387100 4436250 210,000.00SOLE 210,000.00
MARKS & SPENCER LTD ADR 570697607 12444983.4 356,600.00SOLE 356,600.00
MARKS & SPENCER PLC Ordinary 565402 923047.82 160,000.00SOLE 160,000.00
MARRIOTT INTERNATIONAL Common Stock 571903202 22660462.53 606,300.00SOLE 606,300.00
MARSH & MCLENNAN COS INC Common Stock 571748102 85799916.8 1,133,600.00SOLE 1,133,600.00
MARSHALL & ILSLEY CORP Common Stock 571834100 26677000 414,400.00SOLE 414,400.00
MARSHALL INDS Common Stock 572393106 1167985 32,500.00SOLE 32,500.00
MARTIN MARIETTA MATERIALS Common Stock 573284106 12154000 206,000.00SOLE 206,000.00
MARUBENI CORP. Ordinary 6569464 3735219.9 1,787,000.00SOLE 1,787,000.00
MARUI CO. Ordinary 6569527 4676140.31 283,000.00SOLE 283,000.00
MARZOTTO (GAETANO) & FIGLI SPA Ordinary 4570004 1282974.1 165,000.00SOLE 165,000.00
MASCO CORP Common Stock 574599106 47285700.01 1,637,600.00SOLE 1,637,600.00
MASCOTECH INC Common Stock 574670105 2533924.8 149,600.00SOLE 149,600.00
MATSHUSHITA COMMUNICATION Ordinary 6572666 20438698.78 286,000.00SOLE 286,000.00
MATSUSHITA ELC IND Ordinary 6572707 13202247.74 680,000.00SOLE 680,000.00
MATSUSHITA-KOTOBUKI ELECTRON Ordinary 6572848 15173001.28 537,000.00SOLE 537,000.00
MATTEL INC Common Stock 577081102 28295987.57 1,083,100.00SOLE 1,083,100.00
MAXIM INTEGRATED PRODS INC Common Stock57772K101 34952400 525,600.00SOLE 525,600.00
MAXXAM INC. Common Stock 577913106 851400 13,200.00SOLE 13,200.00
MAXXIM MEDICAL INC. Common Stock57777G105 687733.5 29,500.00SOLE 29,500.00
MAY DEPARTMENT STORES CO Common Stock 577778103 57576525.01 1,408,600.00SOLE 1,408,600.00
MAYNE NICKLESS LTD Ordinary 6574606 2395419.64 700,000.00SOLE 700,000.00
MAYTAG CORP Common Stock 578592107 43221228.3 619,100.00SOLE 619,100.00
MBIA INC Common Stock55262C100 16945075 261,700.00SOLE 261,700.00
MBNA CORP Common Stock55262L100 89333125.03 2,917,000.00SOLE 2,917,000.00
MCCORMICK & CO INC Common Stock 579780206 9509931.9 301,300.00SOLE 301,300.00
MCDERMOTT INTL INC Common Stock 580037109 3446500 122,000.00SOLE 122,000.00
MCDONALDS CORP Common Stock 580135101 188895350.1 4,593,200.00SOLE 4,593,200.00
MCGRAW-HILL COS INC Common Stock 580645109 55237905.8 1,024,100.00SOLE 1,024,100.00
MCI WORLDCOM INC Common Stock55268B106 564226188 6,555,967.00SOLE 6,555,967.00
MCKECHNIE Ordinary 552404 1302222.39 170,166.00SOLE 170,166.00
MCKESSON HBOC INC Common Stock58155Q103 16761901 520,750.00SOLE 520,750.00
MCN ENERGY GROUP INC Common Stock55267J100 7262500 350,000.00SOLE 350,000.00
MDC HOLDINGS INC Common Stock 552676108 1612500 75,000.00SOLE 75,000.00
MEAD CORP Common Stock 582834107 26778450 641,400.00SOLE 641,400.00
MEDIA GEN INC Common Stock 584404107 5400900 105,900.00SOLE 105,900.00
MEDIAONE GROUP INC Common Stock58440J104 175948937.6 2,365,700.00SOLE 2,365,700.00
MEDIAONE GROUP INC Common Stock58440J401 18100000 200,000.00SOLE 200,000.00
MEDIASET SPA Ordinary 5077946 6076757.76 683,600.00SOLE 683,600.00
MEDICAL ASSURANCE INC Common Stock58449U100 282500 10,000.00SOLE 10,000.00
MEDIMMUNE INC Common Stock 584699102 14295250 211,000.00SOLE 211,000.00
MEDIOBANCA Ordinary 4574813 7897677.63 754,520.00SOLE 754,520.00
MEDIOBANCA SPA C/WTS20/12/00 Ordinary 5444380 223915.03 102,420.00SOLE 102,420.00
MEDIOBANCA(1SH&I WT 20/12/00 Common Stock 59784108 1793800 100,000.00SOLE 100,000.00
MEDQUIST INC Common Stock 584949101 4694375 107,300.00SOLE 107,300.00
MEDTRONIC INC Common Stock 585055106 155594250.1 1,998,000.00SOLE 1,998,000.00
MELLON BK CORP Common Stock 585509102 89533425 2,461,400.00SOLE 2,461,400.00
MENS WEARHOUSE INC Common Stock 587118100 3791850 148,700.00SOLE 148,700.00
MENTOR CORP MINN Common Stock 587188103 774800 41,600.00SOLE 41,600.00
MENTOR GRAPHICS CORP Common Stock 587200106 2943146.1 229,700.00SOLE 229,700.00
MEPC Ordinary 290908 1990533.95 244,026.00SOLE 244,026.00
MERCANTILE BANCORPORATION IN Common Stock 587342106 30224837.52 529,100.00SOLE 529,100.00
MERCANTILE BANKSHARES CORP Common Stock 587405101 9530025 269,400.00SOLE 269,400.00
MERCK & CO INC Common Stock 589331107 630266812.6 8,560,500.00SOLE 8,560,500.00
MERCURY INTERACTIVE CORP Common Stock 589405109 4365275 123,400.00SOLE 123,400.00
MEREDITH CORP Common Stock 589433101 3680637.53 106,300.00SOLE 106,300.00
MERITA PLC Ordinary 4827175 3835464.57 675,000.00SOLE 675,000.00
MERITOR AUTOMOTIVE INC. Common Stock59000G100 6951300 272,600.00SOLE 272,600.00
MERRILL CORPORATION Common Stock 590175105 1145500 79,000.00SOLE 79,000.00
MERRILL LYNCH & CO INC Common Stock 590188108 86782200 1,091,600.00SOLE 1,091,600.00
MESA AIR GROUP Common Stock 590479101 816237.6 108,600.00SOLE 108,600.00
METHODE ELECTRS INC Common Stock 591520200 3545625 155,000.00SOLE 155,000.00
METRO AG Ordinary 5041413 6232813.85 100,398.00SOLE 100,398.00
METRO NETWORKS INC Common Stock 591918107 3736250 70,000.00SOLE 70,000.00
MEYER INTERNATIONAL Ordinary 587213 8838010.35 1,349,461.00SOLE 1,349,461.00
MGIC INVT CORP WIS Common Stock 552848103 34319525.02 705,800.00SOLE 705,800.00
MICHAEL FOODS INC NEW Common Stock 594079105 1741350 74,100.00SOLE 74,100.00
MICHAELS STORES INC Common Stock 594087108 4593750 150,000.00SOLE 150,000.00
MICHELIN (CGDE) Ordinary 4588364 6620884.97 161,842.00SOLE 161,842.00
MICREL INC Common Stock 594793101 6401000 86,500.00SOLE 86,500.00
MICRO WHSE INC Common Stock59501B105 1242312.51 69,500.00SOLE 69,500.00
MICROAGE INC Common Stock 594928103 159764.7 41,900.00SOLE 41,900.00
MICROCHIP TECHNOLOGY INC Common Stock 595017104 10910462.5 230,300.00SOLE 230,300.00
MICRON TECHNOLOGY INC Common Stock 595112103 37276200 920,400.00SOLE 920,400.00
MICROS SYS INC Common Stock 594901100 4080000 120,000.00SOLE 120,000.00
MICROSOFT CORP Common Stock 594918104 1666475826 18,477,800.00SOLE 18,477,800.00
MIDAMERICAN ENERGY HLDGS NEW Common Stock59562V107 5765062.51 166,500.00SOLE 166,500.00
MIDWAY GAMES INC Common Stock 598148104 2364264.24 182,738.00SOLE 182,738.00
MILACRON INC Common Stock 598709103 1522550 82,300.00SOLE 82,300.00
MILLER HERMAN INC Common Stock 600544100 6780900 322,900.00SOLE 322,900.00
MILLIPORE CORP Common Stock 601073109 9771626.7 240,900.00SOLE 240,900.00
MINEBEA CO LTD Ordinary 6642406 12670192.22 1,136,000.00SOLE 1,136,000.00
MINERALS TECHNOLOGIES INC Common Stock 603158106 6139430 110,000.00SOLE 110,000.00
MINNESOTA MINING & MFG CO Common Stock 604059105 126546952.8 1,455,600.00SOLE 1,455,600.00
MINNESOTA POWER INC Common Stock 604110106 4968750 250,000.00SOLE 250,000.00
MINOLTA CAMERA CO LTD. Ordinary 6595867 8349306.34 1,630,000.00SOLE 1,630,000.00
MIRAGE RESORTS INC Common Stock 6.05E+108 6683250 399,000.00SOLE 399,000.00
MISSISSISSI CHEMICAL Common Stock 605288208 539715 55,000.00SOLE 55,000.00
MITSUBISHI CHEMICAL CORP Ordinary 6597001 5452123.5 1,575,000.00SOLE 1,575,000.00
MITSUBISHI ELECTRIC CORP Ordinary 6597045 3999215.31 1,041,000.00SOLE 1,041,000.00
MITSUBISHI ESTATE CO LTD Ordinary 6596729 9991276.02 1,024,000.00SOLE 1,024,000.00
MITSUBISHI ESTATE CO LTD Ordinary 6596785 3387310.11 500,000.00SOLE 500,000.00
MITSUBISHI HEAVY IND LTD Ordinary 6597067 5885996.62 1,451,000.00SOLE 1,451,000.00
MITSUBISHI TRUST AND BANKING Ordinary 6596826 1943159.34 200,000.00SOLE 200,000.00
MITSUI & CO Ordinary 6597302 14608229.3 2,095,000.00SOLE 2,095,000.00
MITSUI & CO Ordinary 6597368 1849471.34 287,000.00SOLE 287,000.00
MITSUI FUDOSAN CO LTD Ordinary 6597603 2428949.2 300,000.00SOLE 300,000.00
MITSUI MARINE AND FIRE Ordinary 6870122 4099719.26 834,000.00SOLE 834,000.00
MITSUMI ELECTRONIC CO LTD Ordinary 6597409 12677792.97 454,000.00SOLE 454,000.00
MOBIL CORP Common Stock 607059102 275147125 2,786,300.00SOLE 2,786,300.00
MODINE MFG CO Common Stock 607828100 3796845.8 116,600.00SOLE 116,600.00
MODIS PROFESSIONAL SERVICES Common Stock 607830106 5884985.7 433,900.00SOLE 433,900.00
MOHAWK INDS INC Common Stock 608190104 7059150.01 232,400.00SOLE 232,400.00
MOLECULAR BIOSYSTEMS INC Common Stock 608513107 93375.4 38,300.00SOLE 38,300.00
MOLEX INC Common Stock 608554101 23583800 637,400.00SOLE 637,400.00
MONSANTO CO Common Stock 611662107 80213982.49 2,027,500.00SOLE 2,027,500.00
MONTANA POWER CO Common Stock 612085100 14805000 210,000.00SOLE 210,000.00
MONTEDISON SPA EUR1 Ordinary 5676127 3353773.41 2,058,325.36SOLE 2,058,325.36
MOORE LTD ADR 615785102 1743675 208,200.00SOLE 208,200.00
MORGAN CRUCIBLE Ordinary 602729 2298282.13 539,030.00SOLE 539,030.00
MORGAN J P & CO INC Common Stock 616880100 105871808 753,536.00SOLE 753,536.00
MORGAN STAN DEAN WITTER & CO Common Stock 617446448 200488200 1,953,600.00SOLE 1,953,600.00
MORRISON KNUDSEN CORP NEW Common Stock61844A109 2690661.7 260,900.00SOLE 260,900.00
MOTOROLA INC Common Stock 620076109 211103000 2,228,000.00SOLE 2,228,000.00
MUELLER INDS INC Common Stock 624756102 2375660 70,000.00SOLE 70,000.00
MUENCHENER RUECKVER AG-REG Ordinary 5294121 6016035.88 32,500.00SOLE 32,500.00
MUNCHENER RUCKVERS(RFD 1/1/99) Ordinary 5610813 5932247.09 32,500.00SOLE 32,500.00
MURATA MANUFACTURING Ordinary 6610403 7628552.85 116,000.00SOLE 116,000.00
MURPHY OIL CORP Common Stock 626717102 7702691.4 157,800.00SOLE 157,800.00
MUTUAL RISK MGMT LTD Common Stock 628351108 5927400.01 177,600.00SOLE 177,600.00
MYERS INDS INC Common Stock 628464109 1572600 78,630.00SOLE 78,630.00
MYLAN LABS Common Stock 628530107 22302400 841,600.00SOLE 841,600.00
NABISCO GROUP HOLDINGS Common Stock62952P102 8786721.45 449,150.00SOLE 449,150.00
NABORS INDS INC Common Stock 629568106 9221062.5 378,300.00SOLE 378,300.00
NACCO INDS INC Common Stock 629579103 1786050 24,300.00SOLE 24,300.00
NAGOYA RAILWAY CO LTD Ordinary 6619864 2219514.3 675,000.00SOLE 675,000.00
NALCO CHEM CO Common Stock 629853102 13648312.5 263,100.00SOLE 263,100.00
NANKAI ELECTRIC RAILWAY Ordinary 6621472 2674297.87 577,000.00SOLE 577,000.00
NASH FINCH CO Common Stock 631158102 403760 40,000.00SOLE 40,000.00
NASHUA CORP Common Stock 631226107 121462.5 12,300.00SOLE 12,300.00
NATIONAL AUSTRALIA BANK ORD Ordinary 6624608 3805930.64 230,000.00SOLE 230,000.00
NATIONAL AUSTRALIA BK LTD Ordinary 2632553 6076000 200,000.00SOLE 200,000.00
NATIONAL AUSTRALIA BK LTD ADR 632525408 11760000 140,000.00SOLE 140,000.00
NATIONAL BANK OF CANADA Ordinary 2077303 9127761.64 700,000.00SOLE 700,000.00
NATIONAL CITY CORP Common Stock 635405103 74558650 1,138,300.00SOLE 1,138,300.00
NATIONAL COMM BANCORPORATION Common Stock 635449101 546875.01 25,000.00SOLE 25,000.00
NATIONAL COMPUTER SYS INC Common Stock 635519101 3533625 104,700.00SOLE 104,700.00
NATIONAL DATA CORP Common Stock 635621105 5771250 135,000.00SOLE 135,000.00
NATIONAL FOODS LIMITED Ordinary 6624909 2791715.18 1,575,541.00SOLE 1,575,541.00
NATIONAL FUEL GAS CO N J Common Stock 636180101 6285600 129,600.00SOLE 129,600.00
NATIONAL GRID GR ORD 11 13/17P Ordinary 242824 5199792.58 747,700.00SOLE 747,700.00
NATIONAL INSTRS CORP Common Stock 636518102 5563675 137,800.00SOLE 137,800.00
NATIONAL POWER Ordinary 632016 3991058.29 549,600.00SOLE 549,600.00
NATIONAL PRESTO INDS INC Common Stock 637215104 573750 15,000.00SOLE 15,000.00
NATIONAL SEMICONDUCTOR CORP Common Stock 637640103 14906825.7 588,900.00SOLE 588,900.00
NATIONAL STEEL CORP - CL B Common Stock 637844309 628125 75,000.00SOLE 75,000.00
NATIONAL SVC INDS INC Common Stock 637657107 7984800 221,800.00SOLE 221,800.00
NATIONAL WESTMINSTER BANK Ordinary 625395 14827449.82 699,913.00SOLE 699,913.00
NATL WESTMINSTER BANK ADR 638539403 26832197 206,500.00SOLE 206,500.00
NATSTEEL ELECTRONICS LTD Ordinary 6073750 3500734.21 800,000.00SOLE 800,000.00
NATSTEEL LTD Ordinary 6623616 2100440.53 1,200,000.00SOLE 1,200,000.00
NATURES SUNSHINE PRODS INC Common Stock 639027101 840000 80,000.00SOLE 80,000.00
NAUTICA ENTERPRISES INC Common Stock 639089101 2878875 170,600.00SOLE 170,600.00
NAVISTAR INTL CORP Common Stock 6.39E+112 17470000 349,400.00SOLE 349,400.00
NBTY INC Common Stock 628782104 1808300 278,200.00SOLE 278,200.00
NCH CORP Common Stock 628850109 1237500 25,000.00SOLE 25,000.00
NCR CORP Common Stock 6.29E+112 18758835.9 384,300.00SOLE 384,300.00
NCS HEALTHCARE INC - CL A Common Stock 628874109 227308.4 41,800.00SOLE 41,800.00
NEC CORP ADR 629050204 1956875 31,000.00SOLE 31,000.00
NEC CORP Ordinary 6640400 19210385.81 1,545,000.00SOLE 1,545,000.00
NELSON THOMAS INC Common Stock 640376109 333750 30,000.00SOLE 30,000.00
NESTLE S A ADR 641069406 72151479.2 800,900.00SOLE 800,900.00
NESTLE SA REGISTERED Ordinary 4616696 14774347.11 8,200.00SOLE 8,200.00
NETWORK EQUIP TECHNOLOGIES Common Stock 641208103 740625 75,000.00SOLE 75,000.00
NETWORKS ASSOCIATES INC Common Stock 640938106 5646067.2 384,400.00SOLE 384,400.00
NEVADA PWR CO Common Stock 641423108 4520000 180,800.00SOLE 180,800.00
NEW ASIA REALTY & TRUST CO-A Ordinary 6435781 599212.52 394,000.00SOLE 394,000.00
NEW CENTURY ENERGIES INC Common Stock64352U103 17069957.4 439,800.00SOLE 439,800.00
NEW ENGLAND BUSINESS SVC INC Common Stock 643872104 1698125 55,000.00SOLE 55,000.00
NEW ENGLAND ELEC SYS Common Stock 644001109 12355812.51 246,500.00SOLE 246,500.00
NEW JERSEY RES CORP Common Stock 646025106 3257106 87,000.00SOLE 87,000.00
NEW WORLD DEVEL CO Ordinary 6633767 4482880.87 1,496,000.00SOLE 1,496,000.00
NEW WORLD INFRASTRUCTURE Ordinary 6631590 6138177.72 3,262,000.00SOLE 3,262,000.00
NEW YORK TIMES CO Common Stock 650111107 25135916.39 682,800.00SOLE 682,800.00
NEWELL RUBBERMAID INC Common Stock 651229106 31438308.15 677,915.00SOLE 677,915.00
NEWFIELD EXPL CO Common Stock 651290108 2548044.8 89,600.00SOLE 89,600.00
NEWMONT MNG CORP Common Stock 651639106 7973850.01 401,200.00SOLE 401,200.00
NEWPORT NEWS SHIPBUILDING Common Stock 652228107 3097500 105,000.00SOLE 105,000.00
NEWS CORP LTD ADR 652487703 19422150 550,000.00SOLE 550,000.00
NEWS CORP LTD ADR 652487802 6312600 200,000.00SOLE 200,000.00
NEWS CORP LTD Ordinary 6886925 1109147.47 130,000.00SOLE 130,000.00
NEWS CORP. LIMITED PFD Ordinary 6620758 723755.63 95,000.00SOLE 95,000.00
NEXTEL COMMUNICATION INC-A Common Stock65332V103 42820401.6 853,200.00SOLE 853,200.00
NFO WORLDWIDE INC COM Common Stock62910N108 616000 44,000.00SOLE 44,000.00
NG FUNG HONG LIMITED Ordinary 6619251 6234815.75 7,500,000.00SOLE 7,500,000.00
NGK INSULATORS LTD Ordinary 6619507 8709319.57 834,000.00SOLE 834,000.00
NGK SPARK PLUG CO Ordinary 6619604 2880039.77 280,000.00SOLE 280,000.00
NIAGARA MOHAWK HOLDINGS INC Common Stock 653520106 6219593.6 387,200.00SOLE 387,200.00
NICHIEI Ordinary 6638892 5429610.28 62,000.00SOLE 62,000.00
NICOR INC Common Stock 654086107 6584899 173,000.00SOLE 173,000.00
NIKE INC Common Stock 654106103 65345962.56 1,031,100.00SOLE 1,031,100.00
NINTENDO CO. LTD. Ordinary 6639550 15880122.92 113,000.00SOLE 113,000.00
NIPPON EXPRESS CO LTD Ordinary 6642127 2431840.82 406,000.00SOLE 406,000.00
NIPPON HODO Ordinary 6640789 865168.59 154,000.00SOLE 154,000.00
NIPPON MITSUBISHI OIL CORP Ordinary 6641403 2490168.63 591,000.00SOLE 591,000.00
NIPPON SHEET GLASS Ordinary 6641447 712161.31 200,000.00SOLE 200,000.00
NIPPON STEEL CORP Ordinary 6642569 5358129.77 2,308,000.00SOLE 2,308,000.00
NIPPON TELEGRAPH & TEL CORP Ordinary 6641373 122606168.3 10,525.00SOLE 10,525.00
NISOURCE INC Common Stock65473P105 18484689.31 716,100.00SOLE 716,100.00
NISSAN MOTOR CO LTD Ordinary 6642860 4913764.24 1,029,000.00SOLE 1,029,000.00
NISSIN FOOD PRODUCTS Ordinary 6641760 1437954.46 59,000.00SOLE 59,000.00
NKK CORPORATION Ordinary 6640466 981493.77 1,200,000.00SOLE 1,200,000.00
NKT HOLDING A/S Ordinary 4642464 1800222.49 23,120.00SOLE 23,120.00
NOBLE AFFILIATES INC Common Stock 654894104 8250627.6 292,700.00SOLE 292,700.00
NOBLE DRILLING CORP Common Stock 655042109 9763279.2 495,900.00SOLE 495,900.00
NOKIA (AB) OY Ordinary 5655212 121158090.1 1,382,200.00SOLE 1,382,200.00
NOMURA SECURITIES Ordinary 6643108 11917597.96 1,018,000.00SOLE 1,018,000.00
NORDSON CORP Common Stock 655663102 3981250 65,000.00SOLE 65,000.00
NORDSTROM INC Common Stock 655664100 8944500 267,000.00SOLE 267,000.00
NORFOLK SOUTHERN CORP Common Stock 655844108 27187812.54 902,500.00SOLE 902,500.00
NORMANDY MINING LTD. Ordinary 6645201 1719508.9 2,582,340.00SOLE 2,582,340.00
NORRELL CORP Common Stock 656301108 1975365 105,000.00SOLE 105,000.00
NORSK HYDRO ASA Ordinary 4645805 2546522.7 67,500.00SOLE 67,500.00
NORSK HYDRO ASA ADR 656531605 3358350 87,800.00SOLE 87,800.00
NORSKE SKOGINDUSTRIER ASA-A Ordinary 4647436 2578596.38 70,000.00SOLE 70,000.00
NORTEL NETWORKS CORP ADR 656569100 240237614.9 2,767,300.00SOLE 2,767,300.00
NORTH AMERICAN VACCINE INC Common Stock 657201109 324675 66,600.00SOLE 66,600.00
NORTH FORK BANCORPORATION IN Common Stock 659424105 11610900 543,200.00SOLE 543,200.00
NORTHEAST UTILS Common Stock 664397106 5158725.01 288,600.00SOLE 288,600.00
NORTHERN STATES POWER/MN Common Stock 665772109 12379418.39 511,800.00SOLE 511,800.00
NORTHERN TRUST CORP Common Stock 665859104 31961500 329,500.00SOLE 329,500.00
NORTHROP GRUMMAN CORP Common Stock 666807102 26810345.92 404,300.00SOLE 404,300.00
NORTHWEST NAT GAS CO Common Stock 667655104 2171250 90,000.00SOLE 90,000.00
NOVA CORP/GEORGIA Common Stock 669784100 1250000 50,000.00SOLE 50,000.00
NOVARTIS ADR 66987V109 37283432.62 510,662.00SOLE 510,662.00
NOVARTIS AG REG SHARES Ordinary 5047831 34867702.3 23,879.00SOLE 23,879.00
NOVELL INC Common Stock 670006105 37351750 1,409,500.00SOLE 1,409,500.00
NOVELLUS SYS INC Common Stock 670008101 8961225 131,300.00SOLE 131,300.00
NOVEN PHARMACEUTICALS INC Common Stock 670009109 393055 65,000.00SOLE 65,000.00
NOVO-NORDISK A S ADR 670100205 11770000 220,000.00SOLE 220,000.00
NSK Ordinary 6641544 1097158.01 200,000.00SOLE 200,000.00
NTN CORP Ordinary 6651189 1259063.16 369,000.00SOLE 369,000.00
NTT DATA CORP Ordinary 6125639 9537343.42 1,200.00SOLE 1,200.00
NTT MOBILE COMM NEW(13/9/99) Ordinary 6162904 40152017.52 3,000.00SOLE 3,000.00
NTT MOBILE COMMUNICATIONS NETW Ordinary 6129277 10161930.35 750SOLE 750
NUCOR CORP Common Stock 670346105 8282674.79 174,600.00SOLE 174,600.00
O REILLY AUTOMOTIVE INC Common Stock 686091109 5551325 110,200.00SOLE 110,200.00
O SULLIVAN CORP Common Stock 688605104 140162 11,500.00SOLE 11,500.00
O/SEAS UNION ENTPRSGD1 Ordinary 6663827 1110132.16 350,000.00SOLE 350,000.00
OAK INDUSTRIES INC NEW Common Stock 671400505 2193750.01 50,000.00SOLE 50,000.00
OAKWOOD HOMES CORP Common Stock 674098108 2559375 195,000.00SOLE 195,000.00
OBAYASHI CORP. Ordinary 6656407 2017589.31 401,000.00SOLE 401,000.00
OCCIDENTAL PETE CORP Common Stock 674599105 26057687.5 1,233,500.00SOLE 1,233,500.00
OCEAN ENERGY INC - NEW Common Stock 6.75E+110 4848112.51 503,700.00SOLE 503,700.00
OCEANEERING INTL INC Common Stock 675232102 1186800 73,600.00SOLE 73,600.00
ODAKYU ELECTRIC RAILWAY Ordinary 6656106 1003800.44 300,000.00SOLE 300,000.00
OESTER BRAU BETEILIGUNGS Ordinary 4621731 842528.62 19,000.00SOLE 19,000.00
OFFICE DEPOT INC Common Stock 676220106 15857781.26 718,750.00SOLE 718,750.00
OFFICEMAX INC Common Stock67622M108 5580000 465,000.00SOLE 465,000.00
OFFSHORE LOGISTICS INC Common Stock 676255102 937837.5 84,300.00SOLE 84,300.00
OGDEN CORP Common Stock 676346109 2693800 100,000.00SOLE 100,000.00
OGE ENERGY CORP Common Stock 670837103 8075000 340,000.00SOLE 340,000.00
OJI PAPER CO LTD Ordinary 6657701 2463648.47 426,000.00SOLE 426,000.00
OLD KENT FINL CORP Common Stock 679833103 18150300 433,440.00SOLE 433,440.00
OLD REP INTL CORP Common Stock 680223104 8109409.2 468,400.00SOLE 468,400.00
OLIN CORP Common Stock 680665205 1384740 105,000.00SOLE 105,000.00
OLIVETTI NEW (SUB RIGHTS) Ordinary 5708451 80437.24 600,000.00SOLE 600,000.00
OLIVETTI SPA Ordinary 5294228 1441683 600,000.00SOLE 600,000.00
OLSTEN CORP Common Stock 681385100 2272680.01 360,000.00SOLE 360,000.00
OLYMPUS OPTICAL CO. Ordinary 6658801 1226759.8 83,000.00SOLE 83,000.00
OLYMPUS OPTICAL LTD ADR 681627204 16480815 1,115,000.00SOLE 1,115,000.00
OM GROUP INC Common Stock 670872100 3622500 105,000.00SOLE 105,000.00
OMNICARE INC Common Stock 681904108 4776037.51 378,300.00SOLE 378,300.00
OMNICOM GROUP INC Common Stock 681919106 39368000 492,100.00SOLE 492,100.00
OMRON CORP Ordinary 6659428 2029907.56 117,000.00SOLE 117,000.00
OMV AG Ordinary 4651459 5966980.51 66,900.00SOLE 66,900.00
ONEOK INC Common Stock 682680103 2070100 65,200.00SOLE 65,200.00
ONO PHARMACEUTICAL CO LTD Ordinary 6660107 2810641.22 81,000.00SOLE 81,000.00
ONWARD KASHIYAMA CO LTD Ordinary 6483821 5032551.43 458,000.00SOLE 458,000.00
ORACLE CORP Common Stock68389X105 204584737.6 5,510,700.00SOLE 5,510,700.00
ORANGE & ROCKLAND UTILS INC Common Stock 684065105 1751250 30,000.00SOLE 30,000.00
ORBITAL SCIENCES CORP Common Stock 685564106 2402662.51 101,700.00SOLE 101,700.00
OREGON STL MLS INC Common Stock 686079104 798780 60,000.00SOLE 60,000.00
ORGANOGENESIS INC Common Stock 685906109 1509375 161,000.00SOLE 161,000.00
ORION CAP CORP Common Stock 686268103 3275387.5 91,300.00SOLE 91,300.00
ORTHODONTIC CENTER OF AMERICA Common Stock68750P103 2401250 170,000.00SOLE 170,000.00
OSHKOSH B GOSH INC Common Stock 688222207 1690000 80,000.00SOLE 80,000.00
OUTBACK STEAKHOUSE INC Common Stock 689899102 12918251.8 328,600.00SOLE 328,600.00
OUTOKUMPU OY Ordinary 4665148 1124058.99 100,000.00SOLE 100,000.00
OVERSEAS SHIPHOLDING GROUP I Common Stock 690368105 985400 75,800.00SOLE 75,800.00
OVERSEAS UNION BANK Ordinary 6664057 4877615.27 1,012,700.00SOLE 1,012,700.00
OWENS & MINOR INC NEW Common Stock 690732102 880000 80,000.00SOLE 80,000.00
OWENS CORNING INC Common Stock69073F103 10377812.51 301,900.00SOLE 301,900.00
OWENS ILL INC Common Stock 690768403 8901432.72 272,315.00SOLE 272,315.00
OWENS ILL INC Common Stock 690768502 4400000 100,000.00SOLE 100,000.00
OXFORD HEALTH PLANS INC Common Stock 691471106 5602680 360,000.00SOLE 360,000.00
OXFORD INDUSTRIES INC. Common Stock 691497309 283130 10,000.00SOLE 10,000.00
P G & E CORP Common Stock69331C108 52575510.39 1,620,800.00SOLE 1,620,800.00
P P & L RES INC Common Stock 693499105 24117225 784,300.00SOLE 784,300.00
P-COM INC Common Stock 693262107 473153.6 90,400.00SOLE 90,400.00
PACCAR INC Common Stock 693718108 27285300 511,200.00SOLE 511,200.00
PACIFIC CENTURY FINANCIAL CP Common Stock 694058108 5735758.01 266,000.00SOLE 266,000.00
PACIFIC SUNWEAR CALIFORNIA Common Stock 694873100 2701968.75 110,850.00SOLE 110,850.00
PACIFICARE HEALTH SYS INC Common Stock 695112102 27272454 379,100.00SOLE 379,100.00
PACIFICORP Common Stock 695114108 15780450.02 858,800.00SOLE 858,800.00
PAINE WEBBER GROUP INC Common Stock 695629105 19578900 418,800.00SOLE 418,800.00
PALL CORP Common Stock 696429307 5979666 269,500.00SOLE 269,500.00
PANERA BREAD CO. - CL A Common Stock69840W108 97537.5 15,300.00SOLE 15,300.00
PAPA JOHNS INTL INC Common Stock 698813102 6073099.2 135,900.00SOLE 135,900.00
PARAMETRIC TECHNOLOGY CORP Common Stock 699173100 6972187.52 502,500.00SOLE 502,500.00
PAREXEL INTL CORP Common Stock 699462107 1664125 125,000.00SOLE 125,000.00
PARK ELECTROCHEMICAL CORP Common Stock 700416209 347875 12,100.00SOLE 12,100.00
PARKER HANNIFIN CORP Common Stock 701094104 9328425 203,900.00SOLE 203,900.00
PARMALAT FINANZIARIA SPA Ordinary 4714404 2619366.82 2,000,000.00SOLE 2,000,000.00
PATTERSON DENTAL CO Common Stock 703412106 4295100 123,600.00SOLE 123,600.00
PAXAR CORP Common Stock 704227107 1526500 172,000.00SOLE 172,000.00
PAYCHEX INC Common Stock 704326107 40027031.26 1,255,750.00SOLE 1,255,750.00
PAYLESS SHOES SOURCE INC. Common Stock 704379106 8281800 154,800.00SOLE 154,800.00
PE CORP-PE BIOSYSTEMS GRP Common Stock69332S102 16478100 143,600.00SOLE 143,600.00
PE CORP-PE BIOSYSTEMS GRP Common Stock69332S201 662089.2 40,900.00SOLE 40,900.00
PEARSON PLC ORD Ordinary 677608 30858000.1 1,518,769.00SOLE 1,518,769.00
PECO ENERGY CO Common Stock 693304107 43805437.53 1,046,100.00SOLE 1,046,100.00
PEDIATRIX MEDICAL GROUP INC. Common Stock 705324101 745875 35,100.00SOLE 35,100.00
PENFORD CORP Common Stock 707051108 191750 11,800.00SOLE 11,800.00
PENINSULAR & ORIENT STEAM NAV Ordinary 680048 11615901.83 772,065.00SOLE 772,065.00
PENNEY J C INC Common Stock 708160106 44692577.47 920,301.00SOLE 920,301.00
PENNSYLVANIA ENTERPRISES INC Common Stock 708720107 773337.6 25,200.00SOLE 25,200.00
PENNZOIL-QUAKER STATE CO Common Stock 709323109 4980930 332,062.00SOLE 332,062.00
PENTAIR INC Common Stock 709631105 8889225 194,300.00SOLE 194,300.00
PEOPLES ENERGY CORP Common Stock 711030106 2702229.6 71,700.00SOLE 71,700.00
PEOPLES HERITAGE FINL GROUP Common Stock 711147108 282150 15,000.00SOLE 15,000.00
PEOPLESOFT INC Common Stock 712713106 11473941 665,156.00SOLE 665,156.00
PEP BOYS MANNY MOE & JACK Common Stock 713278109 4489800 213,800.00SOLE 213,800.00
PEPSICO INC Common Stock 713448108 193737897.6 5,007,700.00SOLE 5,007,700.00
PERRIGO CO Common Stock 714290103 1149850 150,800.00SOLE 150,800.00
PETRO-CANADA Ordinary 2684316 9506114.45 700,000.00SOLE 700,000.00
PEUGEOT CITROEN S A ADR 716825500 10303295.2 261,200.00SOLE 261,200.00
PFIZER INC Common Stock 717081103 496211600 4,552,400.00SOLE 4,552,400.00
PHARMACEUTICAL PRODUCT DEVELOP Common Stock 717124101 2143462.51 78,300.00SOLE 78,300.00
PHARMACIA & UPJOHN INC Common Stock 716941109 99701133.7 1,754,900.00SOLE 1,754,900.00
PHELPS DODGE CORP Common Stock 717265102 7401591.01 119,500.00SOLE 119,500.00
PHILADELPHIA SUBURBAN CORP Common Stock 718009608 3846585.52 166,786.00SOLE 166,786.00
PHILIP MORRIS COS INC Common Stock 718154107 355792401.6 8,853,200.00SOLE 8,853,200.00
PHILIPS ELEC (KON) Ordinary 5671434 11461823.25 116,200.00SOLE 116,200.00
PHILLIPS PETROLEUM CO Common Stock 718507106 46720651.8 928,600.00SOLE 928,600.00
PHILLIPS VAN HEUSEN CORP Common Stock 718592108 1050000 105,000.00SOLE 105,000.00
PHOTRONICS INC Common Stock 719405102 2266250 92,500.00SOLE 92,500.00
PHYCOR INC Common Stock71940F100 2355848.6 318,100.00SOLE 318,100.00
PICTURETEL CORP Common Stock 720035302 1872000 234,000.00SOLE 234,000.00
PIEDMONT NAT GAS INC NC Common Stock 720186105 4307700 138,400.00SOLE 138,400.00
PIER 1 IMPORTS INC Common Stock 720279108 5248125 466,500.00SOLE 466,500.00
PILLOWTEX CORP Common Stock 721501104 1208793.3 74,100.00SOLE 74,100.00
PIN-PRINTEMPS-REDO FRF20 Ordinary 5505072 20849334.83 121,500.00SOLE 121,500.00
PINNACLE WEST CAP CORP Common Stock 723484101 12401025 308,100.00SOLE 308,100.00
PIONEER GROUP INC Common Stock 723684106 1090200 63,200.00SOLE 63,200.00
PIONEER HI BRED INTL INC Common Stock 723686101 48676393.81 1,250,100.00SOLE 1,250,100.00
PIONEER NATURAL RESOURCES CO Common Stock 723787107 2785200 253,200.00SOLE 253,200.00
PIONEER STD ELECTRS INC Common Stock 723877106 657600 54,800.00SOLE 54,800.00
PITNEY BOWES INC Common Stock 724479100 52196314.5 812,394.00SOLE 812,394.00
PITTSTON BAX GROUP Common Stock 725701106 3263500 122,000.00SOLE 122,000.00
PITTSTON BAX GROUP Common Stock 725701882 845500 89,000.00SOLE 89,000.00
PLACER DOME INC Common Stock 725906101 7188121.25 611,755.00SOLE 611,755.00
PLAINS RESOURCES INC Common Stock 726540503 1041200 54,800.00SOLE 54,800.00
PLANTRONICS INC NEW Common Stock 727493108 5561675 85,400.00SOLE 85,400.00
PLAYERS INTL INC Common Stock 727903106 495972 69,000.00SOLE 69,000.00
PLEXUS CORP Common Stock 729132100 1521312.5 50,500.00SOLE 50,500.00
PNC BK CORP Common Stock 693475105 83008812.51 1,440,500.00SOLE 1,440,500.00
POGO PRODUCING CO Common Stock 730448107 3689612.5 198,100.00SOLE 198,100.00
POHJOLA INSURANCE CO B Ordinary 4691949 10235253.17 199,500.00SOLE 199,500.00
POLARIS INDS INC Common Stock 731068102 4924200 113,200.00SOLE 113,200.00
POLICY MGMT SYS CORP Common Stock 731108106 4932000 164,400.00SOLE 164,400.00
POOL ENERGY SERVICES CO Common Stock 732788104 1194404.4 58,800.00SOLE 58,800.00
POPE & TALBOT INC Common Stock 732827100 663465 55,000.00SOLE 55,000.00
PORTUCEL INDUSTRIAL EMPRESSA Ordinary 4719078 274827.27 50,000.00SOLE 50,000.00
PORTUGAL TEL NEW (SR 2/7/99) Ordinary 5704062 4258.02 412,900.00SOLE 412,900.00
PORTUGAL TELECOM SA-REGISTER Ordinary 4676203 16797880.77 412,900.00SOLE 412,900.00
POTLATCH CORP Common Stock 737628107 1757519.99 40,000.00SOLE 40,000.00
POTOMAC ELECTRIC POWER CO Common Stock 737679100 9579125.19 325,400.00SOLE 325,400.00
POWERGEN PLC Ordinary 443746 3032568.33 282,100.00SOLE 282,100.00
POWERGEN PLC ADR 738905405 17793125.01 415,000.00SOLE 415,000.00
POWERWAVE TECHNOLOGIES INC Common Stock 739363109 2309100 71,600.00SOLE 71,600.00
PPG INDS INC Common Stock 693506107 37256940.4 630,800.00SOLE 630,800.00
PRAXAIR INC Common Stock74005P104 14510117.01 296,500.00SOLE 296,500.00
PRE PAID LEGAL SVCS INC Common Stock 740065107 2953912.5 108,900.00SOLE 108,900.00
PRECISION CASTPARTS CORP Common Stock 740189105 4887500 115,000.00SOLE 115,000.00
PREMARK INTL INC Common Stock 740459102 9697500 258,600.00SOLE 258,600.00
PREMIER BANCSHARES INC. Common Stock 739909109 1582243.2 86,400.00SOLE 86,400.00
PREUSSAG AG Ordinary 5666292 12303702.16 229,000.00SOLE 229,000.00
PRICE T ROWE ASSOC INC Common Stock 741477103 17878912.53 465,900.00SOLE 465,900.00
PRIDE INTERNATIONAL INC Common Stock 741932107 2106262.2 199,400.00SOLE 199,400.00
PRIMARK CORP Common Stock 741903108 2354766.33 83,910.00SOLE 83,910.00
PRIME HOSPITALITY CORP Common Stock 741917108 2378400 198,200.00SOLE 198,200.00
PRIORITY HEALTHCARE CORP Common Stock74264T102 3923685 113,730.00SOLE 113,730.00
PROCTER & GAMBLE CO Common Stock 742718109 419073375 4,695,500.00SOLE 4,695,500.00
PROFIT RECOVERY GROUP INTL. Common Stock 743168106 4764419.1 100,700.00SOLE 100,700.00
PROGRESS SOFTWARE CORP Common Stock 743312100 1709125 60,500.00SOLE 60,500.00
PROGRESSIVE CORP OHIO Common Stock 743315103 44167000 304,600.00SOLE 304,600.00
PROMISE CO. LTD. Ordinary 6703295 3071711.96 52,000.00SOLE 52,000.00
PROMODES Ordinary 4706672 28946736.1 44,100.00SOLE 44,100.00
PROMUS HOTEL CORP Common Stock74342P106 11184800 360,800.00SOLE 360,800.00
PROTECTIVE LIFE CORP Common Stock 743674103 9945000 292,500.00SOLE 292,500.00
PROTEIN DESIGN LABS INC. Common Stock74369L103 1959200.4 88,300.00SOLE 88,300.00
PROVIDENT BANKSHARES CORP Common Stock 743859100 1843143.75 79,275.00SOLE 79,275.00
PROVIDENT FINANCIAL GROUP Common Stock 743866105 6523125 149,100.00SOLE 149,100.00
PROVIDENT FINL ORD GBX10.36363 Ordinary 268596 2756112.88 200,061.00SOLE 200,061.00
PROVIDIAN FINANCIAL CORP Common Stock74406A102 48126325 516,100.00SOLE 516,100.00
PRUDENTIAL CORP. PLC ORD Ordinary 709954 11771381.74 800,000.00SOLE 800,000.00
PSA PEUGEOT CITROEN Ordinary 4683827 788903.78 5,000.00SOLE 5,000.00
PSS WORLD MEDICAL INC Common Stock69366A100 3042017.2 271,900.00SOLE 271,900.00
PUBLIC SVC CO N C INC Common Stock 744516105 2925000 100,000.00SOLE 100,000.00
PUBLIC SVC CO N MEX Common Stock 744499104 3712650.01 186,800.00SOLE 186,800.00
PUBLIC SVC ENTERPRISE GROUP Common Stock 744573106 49016413 1,201,000.00SOLE 1,201,000.00
PUBLISHING & BROADCASTING LTD Ordinary 6637082 3576740.81 542,000.00SOLE 542,000.00
PUGET SOUND ENERGY Common Stock 745332106 7080000 295,000.00SOLE 295,000.00
PULTE CORP Common Stock 745867101 3690080 160,000.00SOLE 160,000.00
QANTAS AIRWAYS LIMITED Ordinary 6710347 3302885.9 1,000,000.00SOLE 1,000,000.00
QBE INSURANCE GROUP Ordinary 6715740 4664894.92 1,225,691.00SOLE 1,225,691.00
QUAKER CHEMICAL CORP Common Stock 747316107 120250 7,400.00SOLE 7,400.00
QUAKER OATS CO Common Stock 747402105 54500512.53 821,100.00SOLE 821,100.00
QUALCOMM INC Common Stock 747525103 79427250 553,500.00SOLE 553,500.00
QUANEX CORP Common Stock 747620102 840750 29,500.00SOLE 29,500.00
QUANTUM CORP-HARD DISK DRIVE Common Stock 747906105 16101025.01 667,400.00SOLE 667,400.00
QUEENS COUNTY BANCORP Common Stock 748242104 2913750 90,000.00SOLE 90,000.00
QUESTAR CORP Common Stock 748356102 5833125 305,000.00SOLE 305,000.00
QUIKSILVER INC Common Stock74838C106 1860898.2 71,400.00SOLE 71,400.00
QUINTILES TRANSNATIONAL CORP. Common Stock 748767100 18962973.54 451,499.37SOLE 451,499.37
QUORUM HEALTH Common Stock 749084109 5904610 470,000.00SOLE 470,000.00
RADIAN GROUP INC Common Stock 750236101 5979592.5 122,500.00SOLE 122,500.00
RAILTEX INC Common Stock 750766107 416250 30,000.00SOLE 30,000.00
RAILTRACK GRP Ordinary 721293 10516326.73 514,400.00SOLE 514,400.00
RALCORP HOLDINGS INC Common Stock 751028101 2689650 166,800.00SOLE 166,800.00
RALSTON PURINA GROUP Common Stock 751277302 37049133.6 1,217,200.00SOLE 1,217,200.00
RANGER OIL LTD Common Stock 752805101 1728300 350,000.00SOLE 350,000.00
RANK GROUP Ordinary 724076 4266982.93 1,077,651.00SOLE 1,077,651.00
RAS SPA Ordinary 4718246 2952189.34 303,900.00SOLE 303,900.00
RATIN A/S DKK1 SER 'B' Ordinary 5402388 2349833.16 20,000.00SOLE 20,000.00
RATIONALE SOFTWARE CORP Common Stock75409P202 11709459 355,500.00SOLE 355,500.00
RAYCHEM CORP Common Stock 754603108 11858500 320,500.00SOLE 320,500.00
RAYMOND JAMES FINL INC Common Stock 754730109 4574400 190,600.00SOLE 190,600.00
RAYONIER INC. Common Stock 754907103 6525503 131,000.00SOLE 131,000.00
RAYTHEON CO Common Stock 755111408 87906450 1,246,900.00SOLE 1,246,900.00
READ-RITE CORP Common Stock 755246105 1063194.2 171,400.00SOLE 171,400.00
READERS DIGEST ASSN INC Common Stock 755267101 9659250 243,000.00SOLE 243,000.00
RECKITT & COLMAN PLC Ordinary 727871 1111501.84 106,600.00SOLE 106,600.00
REEBOK INTL LTD Common Stock 758110100 2179125 117,000.00SOLE 117,000.00
REED INTL PLC ADR 758212872 5412600.01 200,000.00SOLE 200,000.00
REGAL BELOIT CORP Common Stock 758750103 1535625 65,000.00SOLE 65,000.00
REGENERON PHARMACEUTICAL Common Stock75886F107 499250.7 63,900.00SOLE 63,900.00
REGIONS FINANCIAL CORP Common Stock 758940100 21140900 550,000.00SOLE 550,000.00
REGIS CORP MINN Common Stock 758932107 1965810.6 102,450.00SOLE 102,450.00
RELIANCE STEEL & ALUMINUM Common Stock 759509102 4485000 115,000.00SOLE 115,000.00
RELIANT ENERGY INC Common Stock75952J108 40186087.53 1,454,700.00SOLE 1,454,700.00
RELIASTAR FINANCIAL CORP Common Stock75952U103 15093750 345,000.00SOLE 345,000.00
REMINGTON OIL & GAS CORP Common Stock 759594302 205237.5 42,100.00SOLE 42,100.00
RENAL CARE GROUP INC Common Stock 759930100 5045625 195,000.00SOLE 195,000.00
RENTOKIL INITIAL Ordinary 732712 2943349.85 756,000.00SOLE 756,000.00
REPSOL S A ADR 76026T205 24375600 1,200,000.00SOLE 1,200,000.00
REPSOL SA EUR1 Ordinary 5669354 2766731.99 135,500.00SOLE 135,500.00
REPUBLIC GROUP INC Common Stock 760473108 183600 10,200.00SOLE 10,200.00
REPUBLIC N Y CORP Common Stock 760719104 36248740.79 531,600.00SOLE 531,600.00
RESPIRONICS INC Common Stock 761230101 1447462.5 95,700.00SOLE 95,700.00
REUTERS GROUP PLC Ordinary 236913 3950852.74 300,000.00SOLE 300,000.00
REUTERS GRP ADR EA RP 6 ADR 76132M102 7295670.01 90,000.00SOLE 90,000.00
REXAM Ordinary 425045 1256959.1 311,500.00SOLE 311,500.00
REYNOLDS & REYNOLDS CO Common Stock 761695105 5734998 246,000.00SOLE 246,000.00
REYNOLDS METALS CO Common Stock 761763101 13782400 233,600.00SOLE 233,600.00
RHI AG ATS100 Ordinary 4719915 799925.21 29,550.00SOLE 29,550.00
RHONE POULENC SA Ordinary 4736817 26116260.06 571,540.00SOLE 571,540.00
RHONE-POULENC-WT01 Ordinary 5345944 929388.06 306,540.00SOLE 306,540.00
RICHFOOD HLDGS INC Common Stock 763408101 3836962.5 217,700.00SOLE 217,700.00
RICOH COMPANY LTD Ordinary 6738220 6826966.56 496,000.00SOLE 496,000.00
RIGGS NATL CORP WASH D C Common Stock 766570105 2261930 110,000.00SOLE 110,000.00
RINASCENTE Ordinary 4740034 2434303.39 321,600.00SOLE 321,600.00
RIO TINTO LIMITED Ordinary 6220103 7034146.15 429,000.00SOLE 429,000.00
RIO TINTO PLC - REG (GBP) Ordinary 718875 2285394.53 135,000.00SOLE 135,000.00
RIO TINTO PLC -SPON ADR 767204100 9159450 136,200.00SOLE 136,200.00
RITE AID CORP Common Stock 767754104 11975580.78 486,318.00SOLE 486,318.00
RJ REYNOLDS TOBACCO HOLDINGS Common Stock76182K105 8222710.26 258,983.00SOLE 258,983.00
RMC GROUP PLC ORD Ordinary 726641 3257242.83 202,000.00SOLE 202,000.00
ROBERT HALF INTL INC Common Stock 770323103 8606054.2 333,400.00SOLE 333,400.00
ROBERTS PHARMACEUTICAL CORP Common Stock 770491108 3002400 125,100.00SOLE 125,100.00
ROCHE HLDG LTD ADR 771195104 61675200 600,000.00SOLE 600,000.00
ROCHE HLDGS AG Ordinary 4745772 29809597.35 2,900.00SOLE 2,900.00
ROCKWELL INTL CORP Common Stock 773903109 45969525 756,700.00SOLE 756,700.00
ROHM & HAAS CO Common Stock 775371107 34855951.2 812,966.79SOLE 812,966.79
ROHM CO Ordinary 6747204 70921599.08 453,000.00SOLE 453,000.00
ROLLINS INC Common Stock 775711104 353823.6 22,200.00SOLE 22,200.00
ROLLINS TRUCK LEASING CORP Common Stock 775741101 2389650 214,800.00SOLE 214,800.00
ROLLS-ROYCE PLC ORD Ordinary 747761 3414252.64 810,655.00SOLE 810,655.00
ROPER INDS INC NEW Common Stock 776696106 4896000 153,000.00SOLE 153,000.00
ROSLYN BANCORP INC Common Stock 778162107 257820 15,000.00SOLE 15,000.00
ROSS STORES INC Common Stock 778296103 10659350 211,600.00SOLE 211,600.00
ROTHMANS INDUSTRIES Ordinary 6752253 4460088.11 531,000.00SOLE 531,000.00
ROWAN COS INC Common Stock 779382100 3160900 173,200.00SOLE 173,200.00
ROYAL & SUN ALLIANCE Ordinary 661689 20726583.39 2,315,028.00SOLE 2,315,028.00
ROYAL APPLIANCE MFG CO Common Stock 780076105 130434.4 18,800.00SOLE 18,800.00
ROYAL BANK SCOT GRP ORD Ordinary 754783 8391788.65 412,068.00SOLE 412,068.00
ROYAL DUTCH PETE CO ADR 780257804 570886825 9,475,300.00SOLE 9,475,300.00
ROYAL DUTCH PETROLEUM (NLG) Ordinary 5202704 17426008.05 297,500.00SOLE 297,500.00
RPM INC OHIO Common Stock 749685103 6876923.6 484,700.00SOLE 484,700.00
RTI INTERNATIONAL METALS INC Common Stock74973W107 587520 40,000.00SOLE 40,000.00
RUBY TUESDAY INC Common Stock 781182100 1425000 75,000.00SOLE 75,000.00
RUDDICK CORP Common Stock 781258108 2600000 130,000.00SOLE 130,000.00
RURAL / METRO CORP Common Stock 781748108 96250 10,000.00SOLE 10,000.00
RUSS BERRIE & CO INC Common Stock 782233100 2621025 105,900.00SOLE 105,900.00
RUSSELL CORP Common Stock 782352108 1345500 69,000.00SOLE 69,000.00
RWE AG Ordinary 5007307 25970186.64 561,000.00SOLE 561,000.00
RYANS FAMILY STEAK HOUSES IN Common Stock 783519101 1456612.5 125,300.00SOLE 125,300.00
RYDER SYS INC Common Stock 783549108 7557625 293,500.00SOLE 293,500.00
RYERSON TULL INC Common Stock78375P107 1732838.4 76,800.00SOLE 76,800.00
RYLAND GROUP INC Common Stock 783764103 1950501.6 65,700.00SOLE 65,700.00
S.K.F. AB-B SHS Ordinary 4767066 1344342.51 72,800.00SOLE 72,800.00
S3 INC Common Stock 784849101 1227690 135,000.00SOLE 135,000.00
SAFECO CORP Common Stock 786429100 20125412.52 456,100.00SOLE 456,100.00
SAFESKIN CORP Common Stock 786454108 1748400 145,700.00SOLE 145,700.00
SAFEWAY Ordinary 49241 2376563.01 594,300.00SOLE 594,300.00
SAFEWAY INC Common Stock 786514208 94733100 1,913,800.00SOLE 1,913,800.00
SAI Ordinary 4767884 11732494.61 1,137,700.00SOLE 1,137,700.00
SAINSBURY (J) ORD Ordinary 767640 7562153 1,197,300.00SOLE 1,197,300.00
SAIPEM Ordinary 4768768 1197277.5 300,000.00SOLE 300,000.00
SAIRGROUP CHF69(REGD) Ordinary 5463471 2198475.49 10,500.00SOLE 10,500.00
SAKS INC Common Stock79377W108 18607050.01 644,400.00SOLE 644,400.00
SAKURA BANK LTD Ordinary 6598714 3412921.49 900,000.00SOLE 900,000.00
SAMPO INSURANCE CO A SHARE Ordinary 5226038 2318242.76 80,000.00SOLE 80,000.00
SAN PAOLO-IMI SPA Ordinary 5556575 19724450.87 1,449,000.00SOLE 1,449,000.00
SANDEN Ordinary 6775186 2503387.41 314,000.00SOLE 314,000.00
SANKYO CO Ordinary 6775283 9550149.12 379,000.00SOLE 379,000.00
SANMINA CORP Common Stock 800907107 14992900 197,600.00SOLE 197,600.00
SANOFI-SYNTHELABO Ordinary 5671735 18827917.9 443,680.00SOLE 443,680.00
SANTA FE SNYDER CORPORATION Common Stock80218K105 4169960 521,245.00SOLE 521,245.00
SANWA BANK LIMITED Ordinary 6776747 2725603.21 277,000.00SOLE 277,000.00
SANWA SHUTTER Ordinary 6776781 1295307.39 239,000.00SOLE 239,000.00
SAP AG Ordinary 4846288 31524801.47 93,200.00SOLE 93,200.00
SARA LEE CORP Common Stock 803111103 68385942.7 3,014,190.00SOLE 3,014,190.00
SAS DANMARK Ordinary 5065811 1929226.92 185,000.00SOLE 185,000.00
SBARRO INC Common Stock 805844107 449245.8 16,600.00SOLE 16,600.00
SBC COMMUNICATIONS INC Common Stock78387G103 412759320 7,116,540.00SOLE 7,116,540.00
SCANA CORP Common Stock 805898103 8274750.01 354,000.00SOLE 354,000.00
SCHERING AG Ordinary 4845757 21886212.22 206,450.00SOLE 206,450.00
SCHERING PLOUGH CORP Common Stock 806605101 280203000 5,337,200.00SOLE 5,337,200.00
SCHINDLER HOLDING AG-REGD Ordinary 4778842 6406792.75 4,150.00SOLE 4,150.00
SCHLUMBERGER LTD Common Stock 806857108 117886488 1,851,000.00SOLE 1,851,000.00
SCHNEIDER SA Ordinary 4834108 11847942.67 211,000.00SOLE 211,000.00
SCHOLASTIC CORP Common Stock 807066105 2025000 40,000.00SOLE 40,000.00
SCHRODERS ORD GBP1 Ordinary 779407 5770246.86 284,000.00SOLE 284,000.00
SCHULMAN A INC Common Stock 808194104 1409416 82,000.00SOLE 82,000.00
SCHWAB CHARLES CORP NEW Common Stock 808513105 136631500 1,253,500.00SOLE 1,253,500.00
SCHWEIZ-RUCKVERSICHER Ordinary 4850029 40746172.67 21,400.00SOLE 21,400.00
SCI SYSTEMS INC Common Stock 783890106 12535425 264,600.00SOLE 264,600.00
SCIENTIFIC ATLANTA INC Common Stock 808655104 11080800 307,800.00SOLE 307,800.00
SCOTT TECHNOLOGIES INC Common Stock 810022301 1896125 98,500.00SOLE 98,500.00
SCOTTISH & NEWCASTLE PLC Ordinary 783969 3130139.34 300,200.00SOLE 300,200.00
SCOTTISH & SOUTHERN ENERGY Ordinary 790873 4563218.38 444,700.00SOLE 444,700.00
SCOTTISH POWER PLC Ordinary 790828 11535947.03 1,334,300.00SOLE 1,334,300.00
SCOTTS CO Common Stock 810186106 3990975 83,800.00SOLE 83,800.00
SEACOR SMIT INC Common Stock 811904101 1551500 29,000.00SOLE 29,000.00
SEAGATE TECHNOLOGY Common Stock 811804103 24556437.52 958,300.00SOLE 958,300.00
SEAGRAM LTD ADR 811850106 71784375.02 1,425,000.00SOLE 1,425,000.00
SEALED AIR CORP NEW Common Stock81211K100 15035430.03 231,760.00SOLE 231,760.00
SEARS CANADA INC. Ordinary 2787259 3182217.42 150,000.00SOLE 150,000.00
SEARS ROEBUCK & CO Common Stock 812387108 65110999.31 1,461,100.00SOLE 1,461,100.00
SEAT-PAGINE GIALLE Ordinary 5543050 9018253.08 6,600,000.00SOLE 6,600,000.00
SECOM CO Ordinary 6791591 8223728.02 79,000.00SOLE 79,000.00
SECURITY DYNAMICS TECH INC. Common Stock 814208104 2645625 124,500.00SOLE 124,500.00
SEI INVESTMENTS CO Common Stock 784117103 6618750 75,000.00SOLE 75,000.00
SEITEL INC Common Stock 816074306 1680314.4 103,800.00SOLE 103,800.00
SEKISUI HOUSE Ordinary 6793906 3021150.15 280,000.00SOLE 280,000.00
SELECTIVE INS GROUP INC Common Stock 816300107 571890 30,000.00SOLE 30,000.00
SEMA GROUP PLC Ordinary 172857 18818599.7 1,950,800.00SOLE 1,950,800.00
SEMPRA ENERGY Common Stock 816851109 12468411.28 551,090.00SOLE 551,090.00
SENSORMATIC ELECTRS CORP Common Stock 817265101 2702578.2 193,900.00SOLE 193,900.00
SEPRACOR INC Common Stock 817315104 7215000 88,800.00SOLE 88,800.00
SEQUA CORP Common Stock 817320104 1715000 24,500.00SOLE 24,500.00
SEQUENT COMPUTER SYS INC Common Stock 817338106 2573750 145,000.00SOLE 145,000.00
SERVICE CORP INTL Common Stock 817565104 9888725 513,700.00SOLE 513,700.00
SERVICE EXPERTS INC Common Stock 817567100 1778437.5 81,300.00SOLE 81,300.00
SHARED MED SYS CORP Common Stock 819486101 19575000 300,000.00SOLE 300,000.00
SHAW INDS INC Common Stock 820286102 9927750 567,300.00SOLE 567,300.00
SHERWIN WILLIAMS CO Common Stock 824348106 21456300 773,200.00SOLE 773,200.00
SHIMANO INC Ordinary 6804820 7787384.64 329,000.00SOLE 329,000.00
SHIMIZU CORP. Ordinary 6804400 1754791.88 450,000.00SOLE 450,000.00
SHISEIDO CO. LTD Ordinary 6805265 2173083.38 145,000.00SOLE 145,000.00
SHIZUOKA BANK Ordinary 6805328 1992729.77 200,000.00SOLE 200,000.00
SHOPKO STORES INC Common Stock 824911101 4350800 119,200.00SOLE 119,200.00
SHOREWOOD PACKAGING CORP Common Stock 825229107 1806924 98,000.00SOLE 98,000.00
SHOWA DENKO K.K. Ordinary 6805469 1320266.09 1,031,000.00SOLE 1,031,000.00
SIEBE PLC. Ordinary 807041 10875028.8 2,295,952.00SOLE 2,295,952.00
SIEBEL SYSTEMS INC Common Stock 826170102 31618038.41 476,800.00SOLE 476,800.00
SIEMENS A G ADR 826197402 7713900 100,000.00SOLE 100,000.00
SIEMENS AG Ordinary 5047734 33192162.52 430,300.00SOLE 430,300.00
SIERRA HEALTH SVCS INC Common Stock 826322109 1897153.2 131,400.00SOLE 131,400.00
SIERRA PACIFIC POWER CO Common Stock 826425100 4688737.51 128,900.00SOLE 128,900.00
SIGCORP INC Common Stock 826912107 283130 10,000.00SOLE 10,000.00
SIGMA ALDRICH CORP Common Stock 826552101 14260775.8 414,100.00SOLE 414,100.00
SILICON VY BANCSHARES Common Stock 827064106 618750 25,000.00SOLE 25,000.00
SILICON VY GROUP INC Common Stock 827066101 1037362.1 61,700.00SOLE 61,700.00
SIMPSON INDS INC Common Stock 829060102 768750 75,000.00SOLE 75,000.00
SIMPSON MANUFACTURING CO INC. Common Stock 829073105 1862000 39,200.00SOLE 39,200.00
SINGAPORE LAND Ordinary 6811295 930983.85 317,000.00SOLE 317,000.00
SINGAPORE TELECOMMUNICATIONS Ordinary 06810$753 4457609.4 2,599,000.00SOLE 2,599,000.00
SIRTI SPA Ordinary 4811899 2413117.45 500,000.00SOLE 500,000.00
SKAND ENSKILDA BKN Ordinary 4813345 6587191.28 565,700.00SOLE 565,700.00
SKANDIA FORSAKRINGS AB ORD Ordinary 5461572 5610444.62 300,000.00SOLE 300,000.00
SKANSKA AB Ordinary 4813431 2031868.98 53,900.00SOLE 53,900.00
SKF AB ADR 784375404 2353200 127,200.00SOLE 127,200.00
SKYLINE CORP Common Stock 830830105 448488.9 15,300.00SOLE 15,300.00
SKYWEST INC Common Stock 830879102 2496293.8 100,100.00SOLE 100,100.00
SLI INC Common Stock78442T108 1895400 70,200.00SOLE 70,200.00
SLM HOLDINGS CORP Common Stock78442A109 14802180.29 323,100.00SOLE 323,100.00
SMARTONE TELECOMMUNICATIONS Ordinary 6856995 8387944.12 2,358,000.00SOLE 2,358,000.00
SMC CORP. Ordinary 6763965 10970753.95 98,000.00SOLE 98,000.00
SMITH A O CORP Common Stock 831865209 1139600 40,700.00SOLE 40,700.00
SMITH INTL INC Common Stock 832110100 6937048.6 159,700.00SOLE 159,700.00
SMITHFIELD FOODS INC Common Stock 832248108 5182890 155,000.00SOLE 155,000.00
SMITHKLINE BEECHAM PLC Ordinary 135656 27169407.64 2,090,578.00SOLE 2,090,578.00
SMITHKLINE BEECHAM PLC ADR 832378301 43601580.01 660,000.00SOLE 660,000.00
SMITHS INDUSTRIES PLC Ordinary 818270 6621511.03 499,800.00SOLE 499,800.00
SMUCKER J M CO Common Stock 832696108 2732300 122,800.00SOLE 122,800.00
SMURFIT (JEFFERSON) GROUP PLC Ordinary 819143 938434.77 614,865.00SOLE 614,865.00
SNAP ON INC Common Stock 833034101 5829886.8 161,100.00SOLE 161,100.00
SNIA BPD Ordinary 4819406 2110118.08 1,684,100.00SOLE 1,684,100.00
SNYDER COMMUNICATIONS INC Common Stock 832914105 7814150 238,600.00SOLE 238,600.00
SOCIETE GENERALE DE PARIS ORD Ordinary 4817756 31282613.16 177,500.00SOLE 177,500.00
SOLA INTERNATIONAL INC Common Stock 834092108 1974900.8 101,600.00SOLE 101,600.00
SOLECTRON CORP Common Stock 834182107 53197684.49 797,710.00SOLE 797,710.00
SOLUTIA INC Common Stock 834376105 9055893.69 424,900.00SOLE 424,900.00
SOLVAY Ordinary 4821100 2057182.63 31,000.00SOLE 31,000.00
SONAT INC Common Stock 835415100 20100250.01 606,800.00SOLE 606,800.00
SONIC CORP Common Stock 835451105 3083062.5 94,500.00SOLE 94,500.00
SONOCO PRODS CO Common Stock 835495102 12304517.99 411,000.00SOLE 411,000.00
SONY CORP. Ordinary 6821506 67923829.65 630,000.00SOLE 630,000.00
SONY MUSIC ENTERTAINMENT Ordinary 6821261 13104759.32 154,000.00SOLE 154,000.00
SOPHUS BERENDSEN DKK20-B(NEW) Ordinary 5402667 526001.11 19,500.00SOLE 19,500.00
SOTHEBYS HLDGS INC Common Stock 835898107 8669625 227,400.00SOLE 227,400.00
SOUTH CHINA MORNING POST Ordinary 6824657 1837250.36 3,277,000.00SOLE 3,277,000.00
SOUTHCORP LIMITED Ordinary 6764689 2967550.16 734,859.00SOLE 734,859.00
SOUTHDOWN INC Common Stock 841297104 10883950 169,400.00SOLE 169,400.00
SOUTHERN CO Common Stock 842587107 72490750 2,735,500.00SOLE 2,735,500.00
SOUTHERN ENERGY HOMES INC Common Stock 842814105 130699.8 24,600.00SOLE 24,600.00
SOUTHTRUST CORP Common Stock 844730101 31106775 810,600.00SOLE 810,600.00
SOUTHWEST AIRLS CO Common Stock 844741108 46267312.5 1,486,500.00SOLE 1,486,500.00
SOUTHWEST GAS CORP Common Stock 844895102 3586712.5 125,300.00SOLE 125,300.00
SOUTHWESTERN ENERGY CO Common Stock 845467109 1003485 95,000.00SOLE 95,000.00
SOVEREIGN BANCORP INC Common Stock 845905108 7153750 590,000.00SOLE 590,000.00
SPACELABS MED INC Common Stock 846247104 755000 40,000.00SOLE 40,000.00
SPARTAN MTRS INC Common Stock 846819100 91425 15,900.00SOLE 15,900.00
SPEEDFAM-IPEC INC Common Stock 847705100 541323.1 33,700.00SOLE 33,700.00
SPORTS AUTH INC Common Stock 849176102 599130 135,000.00SOLE 135,000.00
SPRINGS INDS INC Common Stock 851783100 2421187.5 55,500.00SOLE 55,500.00
SPRINT CORP (FON GROUP) Common Stock 852061100 191043800 3,604,600.00SOLE 3,604,600.00
SPRINT CORP (FON GROUP) Common Stock 852061506 80227500 1,407,500.00SOLE 1,407,500.00
SPX CORP Common Stock 784635104 12431062.5 148,875.00SOLE 148,875.00
ST GEORGE BANK LIMITED Ordinary 6768421 3735983.34 538,221.00SOLE 538,221.00
ST JOHN KNITS INC Common Stock 790289102 1901250 65,000.00SOLE 65,000.00
ST JUDE MED INC Common Stock 790849103 10979625.01 308,200.00SOLE 308,200.00
ST MARY LAND & EXPLORATION Common Stock 792228108 972629.91 47,300.00SOLE 47,300.00
ST PAUL BANCORP INC Common Stock 792848103 4273800 167,600.00SOLE 167,600.00
ST PAUL COS INC Common Stock 792860108 15349740.69 482,499.00SOLE 482,499.00
STAGECOACH HOLDINGS PLC Ordinary 414667 9049075.24 2,545,860.00SOLE 2,545,860.00
STANDARD MTR PRODS INC Common Stock 853666105 1225000 50,000.00SOLE 50,000.00
STANDARD PACIFIC CP NEW Common Stock85375C101 1495000 115,000.00SOLE 115,000.00
STANDARD PRODS CO Common Stock 853836104 1793750 70,000.00SOLE 70,000.00
STANDARD REGISTER CO Common Stock 853887107 4458750 145,000.00SOLE 145,000.00
STANDEX INTL CORP Common Stock 854231107 1177125 43,000.00SOLE 43,000.00
STANLEY WKS Common Stock 854616109 10754010.81 334,100.00SOLE 334,100.00
STAPLES INC Common Stock 855030102 56421630.6 1,823,700.00SOLE 1,823,700.00
STARBUCKS CORP Common Stock 855244109 26260293.3 699,100.00SOLE 699,100.00
STATE STREET CORP Common Stock 857477103 29710500.02 348,000.00SOLE 348,000.00
STEEL DYNAMICS INC Common Stock 858119100 386725 25,000.00SOLE 25,000.00
STEEL TECHNOLOGIES INC Common Stock 858147101 471900 50,000.00SOLE 50,000.00
STEIN MART INC Common Stock 858375108 1827187.5 194,900.00SOLE 194,900.00
STERIS CORP Common Stock 859152100 3935062.53 203,100.00SOLE 203,100.00
STERLING COMMERCE INC Common Stock 859205106 15559950 423,400.00SOLE 423,400.00
STERLING SOFTWARE INC Common Stock 859547101 7799210 295,000.00SOLE 295,000.00
STEWART & STEVENSON SVCS INC Common Stock 860342104 1032425 67,700.00SOLE 67,700.00
STEWART ENTERPRISES INC Common Stock 860370105 5523745.9 379,300.00SOLE 379,300.00
STILLWATER MINING COMPANY Common Stock86074Q102 5234125 161,050.00SOLE 161,050.00
STONE & WEBSTER INC Common Stock 861572105 721537.5 27,100.00SOLE 27,100.00
STONE ENERGY CORP Common Stock 861642106 2589112.5 61,100.00SOLE 61,100.00
STORAGE TECHNOLOGY CORP Common Stock 862111200 8369725 367,900.00SOLE 367,900.00
STOREBRAND ASA Ordinary 4852832 5268021.59 782,500.00SOLE 782,500.00
STRIDE RITE CORP Common Stock 863314100 1959470 190,000.00SOLE 190,000.00
STRUCTURAL DYNAMICS RESH COR Common Stock 863555108 2227560 120,000.00SOLE 120,000.00
STRYKER CORP Common Stock 863667101 24422775 406,200.00SOLE 406,200.00
STURM RUGER & CO INC Common Stock 864159108 1243014.4 116,300.00SOLE 116,300.00
SUEZ LYONN EAUX CERT VALUE GTD Ordinary 5493962 128699.6 20,000.00SOLE 20,000.00
SUEZ LYONN EAUX VVPR STRIP Ordinary 5519299 206.24 20,000.00SOLE 20,000.00
SUEZ LYONNAISE DES EAUX Ordinary 4540438 37047524.68 205,403.00SOLE 205,403.00
SUIZA FOODS CORP Common Stock 865077101 5150625 123,000.00SOLE 123,000.00
SULZER AG Ordinary 4854719 7294480.91 12,000.00SOLE 12,000.00
SUMITOMO BANK LTD Ordinary 6858526 9920687.79 800,000.00SOLE 800,000.00
SUMITOMO CHEMICAL CO LTD Ordinary 6858560 2888714.59 630,000.00SOLE 630,000.00
SUMITOMO CORP Ordinary 6858946 8583856.95 1,174,000.00SOLE 1,174,000.00
SUMITOMO ELEC INDS Ordinary 6858708 23645737.93 2,080,000.00SOLE 2,080,000.00
SUMITOMO HEAVY IND Ordinary 6858731 892267.06 400,000.00SOLE 400,000.00
SUMITOMO MARINE/FIRE Ordinary 6858786 3244712.61 538,000.00SOLE 538,000.00
SUMITOMO METAL IND. Ordinary 6858827 873265.07 700,000.00SOLE 700,000.00
SUMITOMO METAL MINING Ordinary 6858849 3412095.32 826,000.00SOLE 826,000.00
SUMMIT BANCORP Common Stock 866005101 16779556.91 401,300.00SOLE 401,300.00
SUMMIT TECHNOLOGY INC Common Stock 8.66E+105 3476000 158,000.00SOLE 158,000.00
SUN HUNG KAI PROPERTIES Ordinary 6859927 4559309.71 500,000.00SOLE 500,000.00
SUN LIFE & PROVINCIAL HLDGS Ordinary 861199 347022.48 48,600.00SOLE 48,600.00
SUN MICROSYSTEMS INC Common Stock 866810104 171710885.1 2,493,080.00SOLE 2,493,080.00
SUNGARD DATA SYS INC Common Stock 867363103 14917800 432,400.00SOLE 432,400.00
SUNOCO INC Common Stock86764P109 5826284.02 193,000.00SOLE 193,000.00
SUNRISE MED INC Common Stock 867910101 356250 50,000.00SOLE 50,000.00
SUNTRUST BKS INC Common Stock 867914103 66825464.69 962,376.00SOLE 962,376.00
SUPERIOR INDS INTL INC Common Stock 868168105 2867865 105,000.00SOLE 105,000.00
SUPERIOR SERVICES INC Common Stock 868316100 3469440 130,000.00SOLE 130,000.00
SUPERVALU INC Common Stock 868536103 13602487.52 525,700.00SOLE 525,700.00
SUSQUEHANNA BANCSHARES INC P Common Stock 869099101 2202156 124,500.00SOLE 124,500.00
SVENSKA CELLULOSA Ordinary 4865379 15272171.28 590,200.00SOLE 590,200.00
SVENSKA HANDELSBK SER A Ordinary 5703661 10010444.65 834,400.00SOLE 834,400.00
SVENSKA HANDELSBKN SER B Ordinary 5703672 597035.99 54,000.00SOLE 54,000.00
SWIFT TRANSPORTATION INC Common Stock 870756103 2750000 125,000.00SOLE 125,000.00
SWIRE PACIFIC Ordinary 6867748 2227134.19 450,000.00SOLE 450,000.00
SWISS ARMY BRANDS INC Common Stock 870827102 144662.5 16,300.00SOLE 16,300.00
SWISSCOM AG-REG Ordinary 5533976 11289077.58 30,000.00SOLE 30,000.00
SYBRON INTL CORP Common Stock87114F106 9484428.3 344,100.00SOLE 344,100.00
SYLVAN LEARNING SYS INC Common Stock 871399101 1359400 50,000.00SOLE 50,000.00
SYMANTEC CORP Common Stock 871503108 5217300 204,600.00SOLE 204,600.00
SYMBOL TECHNOLOGIES INC Common Stock 871508107 13168062.5 357,100.00SOLE 357,100.00
SYMMETRICOM INC Common Stock 871543104 263250 32,400.00SOLE 32,400.00
SYNCOR INTL CORP-DEL Common Stock87157J106 2620800 72,800.00SOLE 72,800.00
SYNOPSYS INC Common Stock 871607107 24393095.99 442,000.00SOLE 442,000.00
SYNOVUS FINL CORP Common Stock87161C105 9985200.03 502,400.00SOLE 502,400.00
SYNTHELABO Ordinary 4872896 9998968.76 48,000.00SOLE 48,000.00
SYSCO CORP Common Stock 871829107 32069844.1 1,075,700.00SOLE 1,075,700.00
SYSTEM SOFTWARE ASSOC INC Common Stock 871839106 136620 82,500.00SOLE 82,500.00
TABACALERA SA ESP100 Ordinary 5444012 7923275.23 392,000.00SOLE 392,000.00
TAISEI CORP Ordinary 6870100 1531741.62 697,000.00SOLE 697,000.00
TAISHO PHARMACEUTICAL CO. Ordinary 6870144 7468605.72 226,000.00SOLE 226,000.00
TAKARA SHUZO CO LTD Ordinary 6870382 2201668.95 270,000.00SOLE 270,000.00
TAKEDA CHEM INDS Ordinary 6870445 44540732.14 961,000.00SOLE 961,000.00
TALISMAN ENERGY INC. Ordinary 2068299 2705898.25 100,000.00SOLE 100,000.00
TALK.COM INC Common Stock 874264104 2018250 179,400.00SOLE 179,400.00
TALK.COM INC Common Stock 874264997 0.02 13,750.00SOLE 13,750.00
TANDY CORP Common Stock 875382103 54837750 1,122,000.00SOLE 1,122,000.00
TARMAC PLC Ordinary 874120 1690998.99 900,003.00SOLE 900,003.00
TBC CORP Common Stock 872180104 308653.1 43,700.00SOLE 43,700.00
TCA CABLE TV INC Common Stock 872241104 11571750 208,500.00SOLE 208,500.00
TCF FINL CORP Common Stock 872275102 10126987.5 363,300.00SOLE 363,300.00
TCI PACIFIC 5% CVPFD Common Stock 872294202 49540990 145,000.00SOLE 145,000.00
TCSI CORP Common Stock87233R106 111746.8 43,600.00SOLE 43,600.00
TDK CORP Ordinary 6869302 14450264.99 158,000.00SOLE 158,000.00
TECH DATA CORP Common Stock 878237106 7829775 204,700.00SOLE 204,700.00
TECHNITROL INC. Common Stock 878555101 2854125 88,500.00SOLE 88,500.00
TECHNOLOGY SOLUTIONS Common Stock87872T108 2188551.2 202,400.00SOLE 202,400.00
TECO ENERGY INC Common Stock 872375100 12583025 553,100.00SOLE 553,100.00
TECUMSEH PRODS CO Common Stock 878895200 5874611 97,000.00SOLE 97,000.00
TEIJIN LIMITED Ordinary 6880507 2271067.5 561,000.00SOLE 561,000.00
TEIKOKU OIL Ordinary 6880905 1133509.63 350,000.00SOLE 350,000.00
TEKTRONIX INC Common Stock 879131100 3876139.2 128,400.00SOLE 128,400.00
TELE DANMARK AS Ordinary 5698790 10242964.44 208,100.00SOLE 208,100.00
TELECOM CORP NEW ZEALAND LTD Ordinary 6881436 1196661.64 278,800.00SOLE 278,800.00
TELECOM CORP NEW ZEALAND LTD ADR 879278208 9433260 270,000.00SOLE 270,000.00
TELECOM ITALIA SPA Ordinary 5297506 40983313.28 3,942,611.00SOLE 3,942,611.00
TELECOM ITALIA SPA-SP ADR ADR 87927W106 26297000 250,000.00SOLE 250,000.00
TELEFLEX INC Common Stock 879369106 3557572.2 81,900.00SOLE 81,900.00
TELEFONICA PUBLICIDAD E INFO Ordinary 5706927 498865.63 25,000.00SOLE 25,000.00
TELEFONICA S. A. ADR 879382208 59000988.51 401,026.26SOLE 401,026.26
TELEFONICA SA Ordinary 4880822 15665696.82 325,220.00SOLE 325,220.00
TELEGLOBE INC ADR 87941V100 3570000 120,000.00SOLE 120,000.00
TELEPHONE & DATA SYS INC Common Stock 879433100 18383625 251,400.00SOLE 251,400.00
TELEVISION BROADCASTS Ordinary 6881674 5043273.18 1,075,000.00SOLE 1,075,000.00
TELLABS INC Common Stock 879664100 95939459.99 1,420,000.00SOLE 1,420,000.00
TELSTRA CORP NPV Ordinary 6087289 17820538.8 3,110,000.00SOLE 3,110,000.00
TEMPLE-INLAND INC Common Stock 879868107 26043187.53 379,500.00SOLE 379,500.00
TENET HEALTHCARE CORP Common Stock88033G100 12212597.7 657,900.00SOLE 657,900.00
TENNECO INC Common Stock 8.80E+105 8382512.51 351,100.00SOLE 351,100.00
TERADYNE INC Common Stock 880770102 22830850 318,200.00SOLE 318,200.00
TERUMO CORPORATION Ordinary 6885074 7592490.39 341,000.00SOLE 341,000.00
TESCO ORD Ordinary 884709 8971340.98 3,491,778.00SOLE 3,491,778.00
TETRA TECH INC NEW Common Stock88162G103 2089312.5 126,625.00SOLE 126,625.00
TETRA TECHNOLOGIES INC DEL Common Stock88162F105 475000 50,000.00SOLE 50,000.00
TEXACO INC Common Stock 881694103 120988787.6 1,939,700.00SOLE 1,939,700.00
TEXAS INDS INC Common Stock 882491103 4068750 105,000.00SOLE 105,000.00
TEXAS INSTRS INC Common Stock 882508104 217147968 1,507,972.00SOLE 1,507,972.00
TEXAS UTILS CO HLDG Common Stock 882848104 39535498.52 954,088.00SOLE 954,088.00
TEXAS UTILS CO HLDG Common Stock 882848203 4400000 80,000.00SOLE 80,000.00
TEXTRON INC Common Stock 883203101 65669311.41 797,800.00SOLE 797,800.00
THE BANK OF TOKYO-MITSUBISHI Ordinary 6070364 24982362.24 1,755,000.00SOLE 1,755,000.00
THE PMI GROUP INC. Common Stock69344M101 8643068.8 137,600.00SOLE 137,600.00
THERMO ELECTRON CORP Common Stock 883556102 7170516.2 357,400.00SOLE 357,400.00
THOMAS & BETTS CORP Common Stock 884315102 10947825 231,700.00SOLE 231,700.00
THOMAS INDS INC Common Stock 884425109 1492400 72,800.00SOLE 72,800.00
THOR INDUSTRIES INC Common Stock 885160101 1095275 38,600.00SOLE 38,600.00
THREE-FIVE SYSTEMS INC Common Stock88554L108 211338.9 15,300.00SOLE 15,300.00
THYSSEN KRUPP AG NPV Ordinary 5636927 8257483.76 375,400.00SOLE 375,400.00
TI GROUP ORD GBPO.25 Ordinary 868673 4048466.31 600,100.00SOLE 600,100.00
TIDEWATER INC Common Stock 886423102 3355000 110,000.00SOLE 110,000.00
TIETO CORP-B SHS Ordinary 5479702 2083118.49 50,000.00SOLE 50,000.00
TIFFANY & CO NEW Common Stock 886547108 13510000 140,000.00SOLE 140,000.00
TIM SPA -TELECOM ITALIA MOBILE Ordinary 4876746 11886308.14 1,990,700.00SOLE 1,990,700.00
TIMBERLAND CO Common Stock 887100105 3062835 45,000.00SOLE 45,000.00
TIME WARNER INC Common Stock 887315109 286164287.6 3,940,300.00SOLE 3,940,300.00
TIMES MIRROR CO NEW Common Stock 887364107 23184525 391,300.00SOLE 391,300.00
TIMKEN CO Common Stock 887389104 2275650 116,700.00SOLE 116,700.00
TITAN INTERNATIONAL INC Common Stock88830M102 1187500 100,000.00SOLE 100,000.00
TJ INTL INC Common Stock 872534102 1519000 49,000.00SOLE 49,000.00
TJX COS INC NEW Common Stock 872540109 52727816.41 1,582,800.00SOLE 1,582,800.00
TNP ENTERPRISES INC Common Stock 872594106 2356250 65,000.00SOLE 65,000.00
TNT POST GROUP NV Ordinary 5481558 10626033.83 445,100.00SOLE 445,100.00
TOA CORP Ordinary 6894508 836500.37 450,000.00SOLE 450,000.00
TODA Ordinary 6893884 961665.6 200,000.00SOLE 200,000.00
TOEI Ordinary 6895181 817911.46 200,000.00SOLE 200,000.00
TOHOKU ELECTRIC POWER Ordinary 6895266 2815201.71 186,000.00SOLE 186,000.00
TOKAI BANK Ordinary 6895341 3135327.3 550,000.00SOLE 550,000.00
TOKIO MARINE & FIRE INS. ORD Ordinary 6894768 3780733.8 348,000.00SOLE 348,000.00
TOKYO ELECTRIC POWER CO Ordinary 6895404 31240913.4 1,480,000.00SOLE 1,480,000.00
TOKYO ELECTRON LTD Ordinary 6895675 14447538.62 213,000.00SOLE 213,000.00
TOKYO GAS CO. LTD Ordinary 6895448 1885889.04 766,000.00SOLE 766,000.00
TOKYO STYLE Ordinary 6896645 537012.58 50,000.00SOLE 50,000.00
TOKYU CORP Ordinary 6896548 503965.65 200,000.00SOLE 200,000.00
TOLL BROS INC Common Stock 889478103 2759070.6 128,700.00SOLE 128,700.00
TOMKINS PLC Ordinary 896265 378510.62 87,100.00SOLE 87,100.00
TOMKINS PLC ADR 890030208 3651825 200,100.00SOLE 200,100.00
TORAY INDUSTRIES Ordinary 6897143 5492250.73 1,097,000.00SOLE 1,097,000.00
TORCHMARK CORP Common Stock 891027104 20597850.02 603,600.00SOLE 603,600.00
TORO CO Common Stock 891092108 2165625 55,000.00SOLE 55,000.00
TORONTO-DOMINION BANK Ordinary 2897222 9019660.83 200,000.00SOLE 200,000.00
TOSCO CORP Common Stock 891490302 17793468 686,000.00SOLE 686,000.00
TOSHIBA CORP Ordinary 6897217 6595134.1 925,000.00SOLE 925,000.00
TOSTEM CORP. Ordinary 6900212 1229345.71 64,000.00SOLE 64,000.00
TOTAL FINA SA ADR 8.92E+113 14515497.2 225,263.00SOLE 225,263.00
TOTAL RENAL CARE HOLDINGS Common Stock89151A107 4779397.3 307,100.00SOLE 307,100.00
TOTAL SA-B Ordinary 4905413 3934773.65 30,500.00SOLE 30,500.00
TOWER AUTOMOTIVE INC Common Stock 891707101 2711690.8 106,600.00SOLE 106,600.00
TOYO COMMUNICATION EQUIPMENT Ordinary 6899826 549405.16 100,000.00SOLE 100,000.00
TOYOTA MOTOR CORP Ordinary 6900643 43476703.73 1,374,000.00SOLE 1,374,000.00
TOYS R US INC Common Stock 892335100 13898198.41 671,800.00SOLE 671,800.00
TRACTEBEL Ordinary 4900300 11803403.13 84,160.00SOLE 84,160.00
TRANSACTION SYS ARCH Common Stock 893416107 780000 20,000.00SOLE 20,000.00
TRANSALTA CORP. Ordinary 2901628 6011080.33 410,000.00SOLE 410,000.00
TRANSAMERICA CORP Common Stock 893485102 40732500 543,100.00SOLE 543,100.00
TRANSOCEAN OFFSHORE INC Common StockG90076103 10484250 399,400.00SOLE 399,400.00
TRAVELERS PROP CASUALTY Common Stock 893939108 6846875 175,000.00SOLE 175,000.00
TREDEGAR CORP Common Stock 894650100 3249000 144,400.00SOLE 144,400.00
TRELLEBORG AB-B SHS Ordinary 4902384 1984827.11 225,000.00SOLE 225,000.00
TRENWICK GROUP INC Common Stock 895290104 816113.6 33,100.00SOLE 33,100.00
TRIAD HOSPITALS INC Common Stock89579K109 969584.22 71,821.05SOLE 71,821.05
TRIARC COMPANIES Common Stock 895927101 2018750 95,000.00SOLE 95,000.00
TRIBUNE CO NEW Common Stock 896047107 49940050.07 573,200.00SOLE 573,200.00
TRICON GLOBAL RESTAURANTS Common Stock 895953107 24989512.56 461,700.00SOLE 461,700.00
TRIGON HEALTHCARE INC Common Stock89618L100 6529312.5 179,500.00SOLE 179,500.00
TRIMBLE NAV LTD Common Stock 896239100 2510625 195,000.00SOLE 195,000.00
TRINITY INDS INC Common Stock 896522109 5192500 155,000.00SOLE 155,000.00
TRUE NORTH COMMS INC Common Stock 897844106 5503750 185,000.00SOLE 185,000.00
TRUSTCO BK CORP N Y Common Stock 898349105 3090625 115,000.00SOLE 115,000.00
TRW INC Common Stock 872649108 15096112.52 275,100.00SOLE 275,100.00
TSUBAKIMOTO CHAIN Ordinary 6906704 1424322.59 400,000.00SOLE 400,000.00
TUBOSCOPE INC Common Stock 898600101 615960 45,000.00SOLE 45,000.00
TUPPERWARE CORPORATION Common Stock 899896104 7869300 308,600.00SOLE 308,600.00
TYCO INTERNATIONAL LTD Common Stock 902124106 299348317.8 3,159,349.00SOLE 3,159,349.00
TYSON FOODS INC Common Stock 902494103 19881000 883,600.00SOLE 883,600.00
U S BIOSCIENCE INC. Common Stock 911646206 1561950 160,200.00SOLE 160,200.00
U S FOODSERVICE Common Stock90331R101 9569312.5 224,500.00SOLE 224,500.00
U S HOME CORP Common Stock 911920106 1601050 45,100.00SOLE 45,100.00
U S TRUST CORP Common Stock91288L105 8167750 88,300.00SOLE 88,300.00
U S WEST INC NEW Common Stock91273H101 117248432.5 1,995,718.00SOLE 1,995,718.00
U.S. BANCORP Common Stock 902973106 92438737.54 2,769,700.00SOLE 2,769,700.00
UAL CORP Common Stock 902549500 11309375 175,000.00SOLE 175,000.00
UBE INDUSTRIES LTD Ordinary 6910705 4006427.8 1,858,000.00SOLE 1,858,000.00
UBS AG(UNITED BK) Ordinary 5485958 64850163.44 217,276.00SOLE 217,276.00
UCAR INTERNATIONAL INC. Common Stock90262K109 2373500 94,000.00SOLE 94,000.00
UCB NEW SHS Ordinary 5596991 7917397.12 185,000.00SOLE 185,000.00
ULTRAMAR DIAMOND SHAMROCK Common Stock 904000106 7983558.01 366,000.00SOLE 366,000.00
ULTRATECH STEPPER INC. Common Stock 904034105 655240.5 43,500.00SOLE 43,500.00
UNICOM CORP Common Stock 904911104 43699591.6 1,133,200.00SOLE 1,133,200.00
UNICREDITO ITALIANO SPA Ordinary 4232445 17276349.39 3,932,600.00SOLE 3,932,600.00
UNIDANMARK Ordinary 4914185 4952169.1 74,200.00SOLE 74,200.00
UNIFI INC Common Stock 904677101 4568750 215,000.00SOLE 215,000.00
UNILEVER N V ADR 904784709 172880257.5 2,478,570.00SOLE 2,478,570.00
UNILEVER NV CVA Ordinary 5640898 7109853.56 105,500.00SOLE 105,500.00
UNILEVER NV-CUM PREF Ordinary 5682179 13810539.35 2,575,400.00SOLE 2,575,400.00
UNILEVER ORD Ordinary 574873 18211810.5 2,063,203.00SOLE 2,063,203.00
UNION CARBIDE CORP Common Stock 905581104 31911750 654,600.00SOLE 654,600.00
UNION MINIERE SA Ordinary 4005001 1649994.84 40,000.00SOLE 40,000.00
UNION PAC RES GROUP INC Common Stock 907834105 19880653.12 1,218,700.00SOLE 1,218,700.00
UNION PACIFIC CAP 6.25% Common Stock 907824205 2115000 40,000.00SOLE 40,000.00
UNION PACIFIC CAP 6.25% Common Stock 907824403 10575000 200,000.00SOLE 200,000.00
UNION PACIFIC CORP Common Stock 907818108 47081916.21 807,400.00SOLE 807,400.00
UNION PLANTERS CORP Common Stock 908068109 11547379.2 258,400.00SOLE 258,400.00
UNIONE IMMOBILIARE Ordinary 5561784 1685057.23 3,800,000.00SOLE 3,800,000.00
UNISYS CORP Common Stock 909214108 49575861.59 1,273,200.00SOLE 1,273,200.00
UNITED BANKSHARES INC W VA Common Stock 909907107 3922000 148,000.00SOLE 148,000.00
UNITED HEALTHCARE CORP Common Stock 910581107 54051637.55 863,100.00SOLE 863,100.00
UNITED ILLUMINATING CO Common Stock 910637107 3182850 75,000.00SOLE 75,000.00
UNITED INDUSTRIAL CORP. Ordinary 6916532 302613.8 448,000.00SOLE 448,000.00
UNITED NEWS & MEDIA PLC Ordinary 916721 8564257.14 887,800.00SOLE 887,800.00
UNITED OVERSEAS BANK Ordinary 6916770 1048458.14 150,000.00SOLE 150,000.00
UNITED TECHNOLOGIES CORP Common Stock 913017109 132376896 1,838,568.00SOLE 1,838,568.00
UNITED UTILITIES Ordinary 646233 12182149 998,527.00SOLE 998,527.00
UNITED WTR RES INC Common Stock 913190104 2815580.79 124,100.00SOLE 124,100.00
UNITRODE CORP Common Stock 913283107 4722044.8 164,600.00SOLE 164,600.00
UNIVERSAL CORP VA Common Stock 913456109 4265700 150,000.00SOLE 150,000.00
UNIVERSAL FOODS CORP Common Stock 913538104 4442587.5 210,300.00SOLE 210,300.00
UNIVERSAL FOREST PROD INC Common Stock 913543104 2113450 98,300.00SOLE 98,300.00
UNIVERSAL HEALTH SVCS INC Common Stock 913903100 7067000 148,000.00SOLE 148,000.00
UNIVISION COMMUNICATIONS - A Common Stock 914906102 23874500 367,300.00SOLE 367,300.00
UNOCAL CORP Common Stock 915289102 23703675.04 598,200.00SOLE 598,200.00
UNUM CORP Common Stock 903192102 23821725 435,100.00SOLE 435,100.00
UNUMPROVIDENT CORP Common Stock 743862104 17168000 429,200.00SOLE 429,200.00
UPM KYMMENE OY Ordinary 5051252 17046509.23 551,000.00SOLE 551,000.00
URS CORP. Common Stock 903236107 732750 25,000.00SOLE 25,000.00
US AIRWAYS GROUP INC. Common Stock 911905107 7157400.91 164,300.00SOLE 164,300.00
US ONCOLOGY INC. Common Stock90338W103 1200000 100,000.00SOLE 100,000.00
USA DETERGENTS INC. Common Stock 902938109 173401.8 28,600.00SOLE 28,600.00
USFREIGHTWAYS CORP Common Stock 916906100 4844339.8 104,600.00SOLE 104,600.00
USG CORP NEW Common Stock 903293405 11872000 212,000.00SOLE 212,000.00
USHIO INC Ordinary 6918981 12024537.84 939,000.00SOLE 939,000.00
USINOR Ordinary 4894544 1490151.59 100,000.00SOLE 100,000.00
UST CORP Common Stock 902900109 5142500 170,000.00SOLE 170,000.00
UST INC Common Stock 902911106 16303890.59 556,200.00SOLE 556,200.00
USX-MARATHON GROUP Common Stock 902905827 36880853.82 1,132,600.00SOLE 1,132,600.00
USX-U S STL GROUP Common Stock90337T101 7889400 292,200.00SOLE 292,200.00
UTD BISCUITS(HLDGS) PLC Ordinary 270795 1152422.68 384,800.00SOLE 384,800.00
UTILICORP UNITED INC Common Stock 918005109 9117375 375,000.00SOLE 375,000.00
V F CORP Common Stock 918204108 21392100 500,400.00SOLE 500,400.00
VA TECHNOLOGIE AG Ordinary 4921635 1345336.18 14,850.00SOLE 14,850.00
VALASSIS COMMUNICATIONS INC Common Stock 918866104 9017075 246,200.00SOLE 246,200.00
VALENCE TECHNOLOGY INC Common Stock 918914102 389400 52,800.00SOLE 52,800.00
VALEO Ordinary 4937579 12360936.36 149,830.00SOLE 149,830.00
VALEO ADR 919134304 6620705.25 80,250.00SOLE 80,250.00
VALEO WARRANTS Ordinary 5516803 78632.57 25,000.00SOLE 25,000.00
VALERO ENERGY CORP Common Stock91913Y100 5145120 240,000.00SOLE 240,000.00
VALLEHERMOSO SA ESP 165 Ordinary 5504789 10429029.58 1,077,000.00SOLE 1,077,000.00
VALMONT INDS INC Common Stock 920253101 2265123 133,000.00SOLE 133,000.00
VALORA HOLDING Ordinary 4581619 2406471.12 10,450.00SOLE 10,450.00
VANTIVE CORP Common Stock 922091103 963079.6 84,200.00SOLE 84,200.00
VARCO INTL INC Common Stock 922126107 1982022.9 183,300.00SOLE 183,300.00
VARIAN INC - W/I Common Stock 922206107 945000 70,000.00SOLE 70,000.00
VARIAN MEDICAL SYSTEMS INC Common Stock92220P105 1515000 60,000.00SOLE 60,000.00
VEBA AG Ordinary 4942904 40253274.2 684,800.00SOLE 684,800.00
VERITAS SOFTWARE CORP Common Stock 923436109 23810450.4 250,800.00SOLE 250,800.00
VERTEX PHARMACEUTICALS INC Common Stock92532F100 2103700 87,200.00SOLE 87,200.00
VIACOM INC Common Stock 925524308 120758000 2,744,500.00SOLE 2,744,500.00
VIAD CORP. Common Stock92552R109 12421607 401,500.00SOLE 401,500.00
VIAG AG Ordinary 4929242 3943797.05 8,350.00SOLE 8,350.00
VICOR CORP Common Stock 925815102 4799082 226,500.00SOLE 226,500.00
VINTAGE PETE INC Common Stock 927460105 2203750 205,000.00SOLE 205,000.00
VISHAY INTERTECHNOLOGY INC Common Stock 928298108 7539000 359,000.00SOLE 359,000.00
VISIO CORP Common Stock 927914101 1712835 45,000.00SOLE 45,000.00
VISX INC Common Stock92844S105 19084308 241,000.00SOLE 241,000.00
VITAL SIGNS INC Common Stock 928469105 1834296 92,000.00SOLE 92,000.00
VITESSE SEMICONDUCTOR CORP. Common Stock 928497106 19718871.2 292,400.00SOLE 292,400.00
VIVENDI Ordinary 5687237 98691509.57 1,218,347.00SOLE 1,218,347.00
VLASIC FOODS INTERNATIONAL Common Stock 928559103 1194944.2 163,400.00SOLE 163,400.00
VODAFONE AIRTOUCH PLC ADR ADR 92857T107 121627800 617,400.00SOLE 617,400.00
VODAFONE GROUP PLC Ordinary 719210 61780878.58 3,140,627.00SOLE 3,140,627.00
VOLKSWAGEN A G ADR 928662303 19357500.01 1,500,000.00SOLE 1,500,000.00
VOLKSWAGEN AG Ordinary 5497102 512323.4 8,000.00SOLE 8,000.00
VOLT INFORMATION SCIENCES IN Common Stock 928703107 1418250 62,000.00SOLE 62,000.00
VOLVO AB SWE ADR 928856400 8371875 285,000.00SOLE 285,000.00
VULCAN MATLS CO Common Stock 929160109 19493000 404,000.00SOLE 404,000.00
WABASH NATL CORP Common Stock 929566107 1207062.5 62,300.00SOLE 62,300.00
WACHOVIA CORP NEW Common Stock 929771103 76022725.5 888,500.00SOLE 888,500.00
WACOAL CORP Ordinary 6932204 3674421.82 361,000.00SOLE 361,000.00
WADDELL & REED FINL CL B Common Stock 930059100 1770233.68 64,225.00SOLE 64,225.00
WAL-MART STORES INC Common Stock 931142103 775411275 16,070,700.00SOLE 16,070,700.00
WALGREEN CO Common Stock 931422109 103588000.1 3,526,400.00SOLE 3,526,400.00
WALLACE COMPUTER SVCS INC Common Stock 932270101 2250000 90,000.00SOLE 90,000.00
WARNACO GROUP INC Common Stock 934390105 6682150 249,800.00SOLE 249,800.00
WARNER LAMBERT CO Common Stock 934488107 218878022.2 3,166,409.00SOLE 3,166,409.00
WASHINGTON GAS LT CO Common Stock 938837101 5314400 204,400.00SOLE 204,400.00
WASHINGTON MUT INC Common Stock 939322103 73439195.34 2,065,045.00SOLE 2,065,045.00
WASHINGTON POST CO Common Stock 939640108 21821895 40,580.00SOLE 40,580.00
WASTE MANAGEMENT INC NEW Common Stock94106L109 131257473.1 2,441,999.50SOLE 2,441,999.50
WATSCO INC. Common Stock 942622200 1310000 80,000.00SOLE 80,000.00
WATSON PHARMACEUTICALS INC Common Stock 942683103 12664895.86 361,204.00SOLE 361,204.00
WATTS INDS INC Common Stock 942749102 1343160 70,000.00SOLE 70,000.00
WAUSAU-MOSINEE PAPER CORP Common Stock 943315101 4680000 260,000.00SOLE 260,000.00
WBL CORPORATION LTD Ordinary 6944908 875524.23 637,000.00SOLE 637,000.00
WD 40 CO Common Stock 929236107 1812500 72,500.00SOLE 72,500.00
WEATHERFORD INTL INC Common Stock 947074100 12456162.5 340,100.00SOLE 340,100.00
WEBS INDEX FD INC JAPAN WEBS ADR 92923H889 38127500 3,050,200.00SOLE 3,050,200.00
WELLMAN INC Common Stock 949702104 1195350 75,000.00SOLE 75,000.00
WELLPOINT HEALTH NETWOKS Common Stock94973H108 19665537.5 231,700.00SOLE 231,700.00
WELLS FARGO & CO (NEW) Common Stock 949746101 265689839.3 6,214,967.00SOLE 6,214,967.00
WENDYS INTL INC Common Stock 950590109 19491150 683,900.00SOLE 683,900.00
WERNER ENTERPRISES INC Common Stock 950755108 3720475 179,300.00SOLE 179,300.00
WESLEY JESSEN VISIONCARE Common Stock 951018100 1133125 35,000.00SOLE 35,000.00
WESTAMERICA BANCORPORATION Common Stock 957090103 2737500 75,000.00SOLE 75,000.00
WESTFIELD HOLDINGS AUD0.20 Ordinary 6054142 5148530.59 840,000.00SOLE 840,000.00
WESTPAC BANK CORP Ordinary 6076146 6461325.27 996,099.00SOLE 996,099.00
WESTPOINT STEVENS INC Common Stock 961238102 8347640 280,000.00SOLE 280,000.00
WESTVACO CORP Common Stock 961548104 8146100 280,900.00SOLE 280,900.00
WESTWOOD ONE INC Common Stock 961815107 4782192 134,000.00SOLE 134,000.00
WEYERHAEUSER CO Common Stock 962166104 49775000 724,000.00SOLE 724,000.00
WHARF HLDGS Ordinary 6435576 4061274.56 1,302,100.00SOLE 1,302,100.00
WHIRLPOOL CORP Common Stock 963320106 29074600 392,900.00SOLE 392,900.00
WHITBREAD PLC ORD Ordinary 960502 13053269.81 841,591.00SOLE 841,591.00
WHITMAN CORPORATION NEW Common Stock96647R107 6238800 346,600.00SOLE 346,600.00
WHITNEY HLDG CORP Common Stock 966612103 2587725 65,100.00SOLE 65,100.00
WHITTAKER CORP Common Stock 966680407 1218000 43,500.00SOLE 43,500.00
WHITTMAN-HART INC Common Stock 966834103 7143750 225,000.00SOLE 225,000.00
WHOLE FOODS MKT INC Common Stock 966837106 5286930 110,000.00SOLE 110,000.00
WHX CORP Common Stock 929248102 301898 46,000.00SOLE 46,000.00
WICOR INC Common Stock 929253102 4051010 145,000.00SOLE 145,000.00
WIENERBERGER BAUSTOFFINDUSTRIE Ordinary 4969602 4735557.38 197,000.00SOLE 197,000.00
WILLAMETTE INDS INC Common Stock 969133107 26882366.8 583,600.00SOLE 583,600.00
WILLIAMS Ordinary 290317 11083594.1 1,678,199.00SOLE 1,678,199.00
WILLIAMS COS INC Common Stock 969457100 56566227.03 1,329,000.00SOLE 1,329,000.00
WILLIAMS SONOMA INC Common Stock 969904101 8191498.9 235,300.00SOLE 235,300.00
WILMINGTON TR CORP Common Stock 971807102 8198887.5 142,900.00SOLE 142,900.00
WILSON (CONNOLLY) HLDDNGS PLC Ordinary 970404 1087607.58 400,000.00SOLE 400,000.00
WINN DIXIE STORES INC Common Stock 974280109 10704632.4 289,800.00SOLE 289,800.00
WINNEBAGO INDS INC Common Stock 974637100 787500 35,000.00SOLE 35,000.00
WISCONSIN CENT TRANSN CORP Common Stock 976592105 3586250 190,000.00SOLE 190,000.00
WISCONSIN ENERGY CORP Common Stock 976657106 11153035 445,000.00SOLE 445,000.00
WITCO CORP Common Stock 977385103 3351575 169,700.00SOLE 169,700.00
WM-DATA AB-B SHS Ordinary 4976903 6326040.95 166,000.00SOLE 166,000.00
WMC LTD Ordinary 6954985 1288721.21 300,000.00SOLE 300,000.00
WMC LTD ADR 958694309 1312500 75,000.00SOLE 75,000.00
WOLTERS KLUWER CVA EURO.12 Ordinary 5671519 13430586.75 337,400.00SOLE 337,400.00
WOLVERINE TUBE INC Common Stock 978093102 778875 31,000.00SOLE 31,000.00
WOLVERINE WORLD WIDE INC Common Stock 978097103 2562000 183,000.00SOLE 183,000.00
WOODSIDE PETROLEUM Ordinary 6979728 18011517.06 2,660,000.00SOLE 2,660,000.00
WOOLWORTHS LIMITED Ordinary 6981239 3743957.61 1,125,646.00SOLE 1,125,646.00
WORLD COLOR PRESS INC Common Stock 981443104 4807000 174,800.00SOLE 174,800.00
WORTHINGTON INDS INC Common Stock 981811102 4527025.2 275,400.00SOLE 275,400.00
WPP GROUP PLC Ordinary 974042 6683206.71 794,000.00SOLE 794,000.00
WRIGLEY WM JR CO Common Stock 982526105 19969193.21 223,900.00SOLE 223,900.00
WYNNS INTL INC Common Stock 983195108 1428945 77,500.00SOLE 77,500.00
X-RITE INC Common Stock 983857103 772560 120,000.00SOLE 120,000.00
XEROX CORP Common Stock 984121103 152542010.1 2,582,700.00SOLE 2,582,700.00
XILINX INC Common Stock 983919101 31584825 551,700.00SOLE 551,700.00
XIRCOM Common Stock 983922105 1635427.2 54,400.00SOLE 54,400.00
XL CAPITAL LTD(CAYMAN ISLANDS) Common StockG98255105 1959307 34,678.00SOLE 34,678.00
YAMANOUCHI PHARM Ordinary 6985383 19125909.58 500,000.00SOLE 500,000.00
YAMATO KOGYO CO. LTD Ordinary 6985446 2183575.77 300,000.00SOLE 300,000.00
YELLOW CORP Common Stock 985509108 2282650 128,600.00SOLE 128,600.00
YOKOGOWA ELECTRIC Ordinary 6986427 714763.74 121,000.00SOLE 121,000.00
YORK INTL Common Stock 986670107 5265999 123,000.00SOLE 123,000.00
YOSHITOMI PHARMACEUTICAL IND Ordinary 6987505 4005287.66 320,000.00SOLE 320,000.00
YOUNG & RUBICAM INC. Common Stock 987425105 2271900 50,000.00SOLE 50,000.00
ZALE CORP Common Stock 988858106 6376000 159,400.00SOLE 159,400.00
ZEBRA TECHNOLOGIES CORP Common Stock 989207105 5954046.2 154,900.00SOLE 154,900.00
ZENITH NATL INS CORP Common Stock 989390109 246250 10,000.00SOLE 10,000.00
ZIONS BANCORPORATION Common Stock 989701107 17462500 275,000.00SOLE 275,000.00
ZURICH ALLIED AG - NEW Ordinary 5486779 6027531.21 10,600.00SOLE 10,600.00
ACCOR 1.0% 3/29/02 144A CV Conv Bond In 5638310 1826173.04 1,800.00SOLE 1,800.00
CLEAR CHANNEL COMMUNICATIONS Conv Bond Do184502AB8 31657500 25,000,000.00SOLE 25,000,000.00
DAIMLER BENZ AG 5.75% Conv Bond In 5239058 17103512.94 216,801.00SOLE 216,801.00
HEWLETT PACKARD CO Conv Bond Do428236AA1 26152000 40,000,000.00SOLE 40,000,000.00
MATSUSHITA ELEC 1.3% CONV Conv Bond In 6566807 5039656.52400,000,000.00SOLE 400,000,000.00
MONSANTO CO Conv Bond Do 611662305 3009750 75,000.00SOLE 75,000.00
NATSTEEL LTD 3% 6/30/02 Conv Bond In63883P203 3631250 3,500,000.00SOLE 3,500,000.00
NICHIEI 3/4 % 03/14 CV Conv Bond In 5652354 3163334.57 300SOLE 300
SANWA FIN BERM 1.25% 8/1/05 Conv Bond InDUM054$17 19137269.462,175,000,000.SOLE 2,175,000,000.
SOLECTRON CORP Conv Bond Do834182AG2 4630400 8,000,000.00SOLE 8,000,000.00
SONY 1.4% BDS 31/3/05 Conv Bond In068216$25 25739426.051,860,000,000.SOLE 1,860,000,000.
TRIBUNE CO NEW Conv Bond Do 896047305 63750000 500,000.00SOLE 500,000.00
YAMANOCHI PHARMACEUTICAL Conv Bond In 4985244 9769498.09500,000,000.00SOLE 500,000,000.00
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