<TABLE>
<CAPTION>
Name of issuer Title of ClaIdentifierFair Market Valu Shares Invest DiscretiVoting Auth
<S> <C> <C> <C> <C> <C> <C>
3COM CORP Domestic 885535104 17,694,567 759,000SOLE 759,000
AAR CORP Domestic 000361105 1,457,103 81,800SOLE 81,800
ABB AB ADR 2052504 22,512,780 1,810,000SOLE 1,810,000
ABB AB-B SHS Ordinary Int5212747 735,842 60,000SOLE 60,000
ABBEY NATIONAL Ordinary Int0004455 12,607,003 611,800SOLE 611,800
ABBOTT LABS Domestic 002824100 262,419,634 5,605,700SOLE 5,605,700
ABERCROMBIE & FITCH CO Domestic 002896207 32,324,400 350,400SOLE 350,400
ABM INDUSTRIES INC Domestic 000957100 2,440,000 80,000SOLE 80,000
ABN AMRO HLDG NV ADR 2003739 29,392,745 1,420,763SOLE 1,420,763
ABN AMRO HOLDINGS NV Ordinary Int5250769 3,335,751 160,600SOLE 160,600
ACCOR Ordinary Int4112321 13,935,644 56,300SOLE 56,300
ACCOR 1.0% 3/29/02 144A CV Intl Conv 010953$54 1,937,150 1,800SOLE 1,800
ACERINOX SA Ordinary Int5500118 1,264,529 50,000SOLE 50,000
ACNEILSEN CORP Domestic 004833109 7,947,625 293,000SOLE 293,000
ACUSON Domestic 005113105 1,717,870 115,000SOLE 115,000
ACXIOM CORP Domestic 005125109 8,111,650 306,100SOLE 306,100
ADAC LABS Domestic 005313200 568,163 41,700SOLE 41,700
ADC TELECOMMUNICATIONS INC Domestic 000886101 28,135,920 590,000SOLE 590,000
ADECCO SA Ordinary Int4007029 5,212,931 10,303SOLE 10,303
ADOBE SYS INC Domestic 00724F101 19,896,550 350,600SOLE 350,600
ADTRAN INC Domestic 00738A106 1,232,850 75,000SOLE 75,000
ADVANCED MICRO DEVICES INC Domestic 007903107 4,629,850 298,700SOLE 298,700
ADVANCED TISSUE SCI Domestic 00755F103 323,400 150,000SOLE 150,000
ADVO INC Domestic 007585102 1,834,735 95,000SOLE 95,000
AEGON NV Ordinary Int5462304 3,730,682 41,000SOLE 41,000
AEGON NV- AMERICAN REG SHR ADR 2008411 27,213,521 302,793SOLE 302,793
AEROQUIP-VICKERS INC. Domestic 007869100 6,189,804 108,000SOLE 108,000
AES CORP Domestic 00130H105 13,529,200 363,200SOLE 363,200
AES TRUST 5.375% CVPFD Domestic 001033208 7,215,000 130,000SOLE 130,000
AETNA INC. Domestic 008117103 38,022,300 458,100SOLE 458,100
AFLAC INC Domestic 001055102 65,439,920 1,202,100SOLE 1,202,100
AGCO CP Domestic 001084102 2,559,570 390,000SOLE 390,000
AGGREGATE IND Ordinary Int0323826 1,889,916 1,600,000SOLE 1,600,000
AGL RESOURCES INC. Domestic 001204106 3,823,465 217,700SOLE 217,700
AGOURON PHARMACEUTICALS INC Domestic 008488108 7,636,005 135,000SOLE 135,000
AHOLD (KONINKLIJKE) NV Ordinary Int5252602 3,824,311 100,100SOLE 100,100
AIR EXPRESS INTL CORP Domestic 009104100 2,188,588 144,700SOLE 144,700
AIR LIQUIDE(L') Ordinary Int4011406 5,474,257 36,860SOLE 36,860
AIR LIQUIDE(L')PRIME DE FIDELI Ordinary Int5007880 2,472,772 16,650SOLE 16,650
AIR PRODUCTS & CHEMICALS INC Domestic 009158106 20,871,950 609,400SOLE 609,400
AIRBORNE FGHT CORP Domestic 009266107 6,875,800 221,800SOLE 221,800
AIRGAS INC Domestic 009363102 2,211,000 264,000SOLE 264,000
AIRTOUCH COMMUNICATIONS INC Domestic 00949T100 120,008,250 1,242,000SOLE 1,242,000
AK STEEL HOLDING CORP Domestic 001547108 5,462,502 242,100SOLE 242,100
AKZO NOBEL N.V. Ordinary Int5458314 1,218,145 33,000SOLE 33,000
AKZO NOBEL NV-SPON ADR 2011936 15,451,200 417,600SOLE 417,600
ALASKA AIR GROUP INC Domestic 011659109 5,937,500 125,000SOLE 125,000
ALBANY INTL CORP Domestic 012348108 2,945,906 157,115SOLE 157,115
ALBERMARLE CORP Domestic 012653101 4,424,199 211,300SOLE 211,300
ALBERTO CULVER CO Domestic 013068101 2,328,150 99,600SOLE 99,600
ALBERTSONS INC Domestic 013104104 44,813,362 823,200SOLE 823,200
ALCAN ALUM LTD Domestic 013716105 13,882,231 537,800SOLE 537,800
ALCATEL ADR 2216593 6,305,080 276,381SOLE 276,381
ALCATEL ALSTHOM Ordinary Int4216825 3,094,598 27,000SOLE 27,000
ALCOA INC Domestic 013817101 49,901,685 1,211,500SOLE 1,211,500
ALEXANDER & BALDWIN INC Domestic 014482103 2,060,625 105,000SOLE 105,000
ALIANT COMMUNICATIONS INC Domestic 016090102 6,816,177 166,500SOLE 166,500
ALITALIA Ordinary Int5140343 1,695,006 500,000SOLE 500,000
ALLEGHENY ENERGY INC Domestic 017361106 15,782,500 535,000SOLE 535,000
ALLEGHENY TELEDYNE INC. Domestic 017415100 7,664,209 404,700SOLE 404,700
ALLEN TELECOM INC COM Domestic 018091108 715,000 110,000SOLE 110,000
ALLERGAN INC Domestic 018490102 34,033,988 387,300SOLE 387,300
ALLIANCE PHARMACEUTICAL Domestic 018773101 181,500 66,000SOLE 66,000
ALLIANT TECHSYSTEMS INC Domestic 018804104 3,697,949 47,600SOLE 47,600
ALLIANZ AG Ordinary Int5231485 31,241,242 102,941SOLE 102,941
ALLIED IRISH BANKS ADR 2019703 37,363,500 361,000SOLE 361,000
ALLIED IRISH BANKS PLC Ordinary Int4020684 5,165,734 300,000SOLE 300,000
ALLIED WASTE INDS INC Domestic 019589308 10,493,538 726,800SOLE 726,800
ALLIED ZURICH PLC Ordinary Int0287579 22,206,603 1,647,116SOLE 1,647,116
ALLIEDSIGNAL INC Domestic 019512102 117,962,662 2,398,200SOLE 2,398,200
ALLMANIJ NV Ordinary Int4021104 3,697,442 53,515SOLE 53,515
ALLSTATE CORP Domestic 020002101 130,828,684 3,529,900SOLE 3,529,900
ALLTEL CORP Domestic 020039103 51,191,163 820,700SOLE 820,700
ALMANIJ(ALGEM MAA) NPV Ordinary Int5285880 33 515SOLE 515
ALPHARMA INC Domestic 020813101 6,476,250 165,000SOLE 165,000
ALTERA CORP Domestic 021441100 20,920,200 351,600SOLE 351,600
ALUSUISSE-LONZA HDCHF125 Ordinary Int4780524 11,352,018 10,350SOLE 10,350
ALZA CORP Domestic 022615108 8,082,990 211,320SOLE 211,320
AMADA Ordinary Int6022105 1,354,782 259,000SOLE 259,000
AMBAC FINANCIAL GROUP INC Domestic 023139108 15,849,000 293,500SOLE 293,500
AMCAST INDL CORP Domestic 023395106 322,500 20,000SOLE 20,000
AMCOL INTL CORP Domestic 02341W103 1,275,000 127,500SOLE 127,500
AMCOR LIMITED Ordinary Int6066608 4,513,605 910,000SOLE 910,000
AMERADA HESS CORP Domestic 023551104 9,457,663 185,900SOLE 185,900
AMEREN CORP Domestic 023608102 19,114,502 528,200SOLE 528,200
AMERICA ONLINE INC DEL Domestic 02364J104 575,612,604 3,915,732SOLE 3,915,732
AMERICAN BANKERS INS GROUP Domestic 024456105 8,580,000 165,000SOLE 165,000
AMERICAN ELEC PWR INC Domestic 025537101 14,287,680 360,000SOLE 360,000
AMERICAN EXPRESS CO Domestic 025816109 183,831,300 1,561,200SOLE 1,561,200
AMERICAN FINANCIAL GRP (NEW) Domestic 025932104 7,072,788 201,000SOLE 201,000
AMERICAN FREIGHTWAYS CORP Domestic 02629V108 1,545,000 120,000SOLE 120,000
AMERICAN GENERAL CORP Domestic 026351106 76,954,205 1,091,549SOLE 1,091,549
AMERICAN GREETINGS CORP Domestic 026375105 8,137,763 320,700SOLE 320,700
AMERICAN HOME PRODS CORP Domestic 026609107 349,009,200 5,348,800SOLE 5,348,800
AMERICAN INTL GROUP INC Domestic 026874107 558,896,276 4,633,337SOLE 4,633,337
AMERICAN MGMT SYS INC Domestic 027352103 5,685,225 166,600SOLE 166,600
AMERICAN PWR CONVERSION CORP Domestic 029066107 11,712,600 433,800SOLE 433,800
AMERICAN STATES WATER COMPANY Domestic 029899101 873,000 36,000SOLE 36,000
AMERICAN STD COS INC DEL Domestic 029712106 11,027,500 320,800SOLE 320,800
AMERICAN STORES CO Domestic 030096101 41,672,400 1,262,800SOLE 1,262,800
AMERICAN WATER WORKS INC Domestic 030411102 10,776,250 370,000SOLE 370,000
AMERICREDIT CORP Domestic 03060R101 3,475,500 264,800SOLE 264,800
AMERITECH CORP NEW Domestic 030954101 233,456,163 4,051,300SOLE 4,051,300
AMETEK INC Domestic 031100100 1,368,750 75,000SOLE 75,000
AMGEN INC Domestic 031162100 131,353,213 1,754,300SOLE 1,754,300
AMP INC Domestic 031897101 72,546,000 1,356,000SOLE 1,356,000
AMP LIMITED Ordinary Int6115715 9,216,507 850,000SOLE 850,000
AMR CORP DEL Domestic 001765106 39,583,786 675,918SOLE 675,918
AMRESCO INC Domestic 031909104 384,400 50,000SOLE 50,000
AMSOUTH BANCORPORATION Domestic 032165102 17,226,300 378,600SOLE 378,600
ANADARKO PETE CORP Domestic 032511107 17,489,575 463,300SOLE 463,300
ANALOG DEVICES INC Domestic 032654105 21,147,341 710,835SOLE 710,835
ANALOGIC CORP Domestic 032657207 2,058,625 62,500SOLE 62,500
ANALYSTS INTL CORP Domestic 032681108 535,900 46,600SOLE 46,600
ANCHOR BANCORP WISCONSIN INC. Domestic 032839102 930,188 60,500SOLE 60,500
ANCHOR GAMING Domestic 033037102 1,758,750 40,200SOLE 40,200
ANDREW CORP Domestic 034425108 1,550,207 125,900SOLE 125,900
ANGELICA CORP Domestic 034663104 295,400 21,100SOLE 21,100
ANHEUSER BUSCH COS INC Domestic 035229103 155,264,550 2,039,600SOLE 2,039,600
ANNTAYLOR STORES CORP Domestic 036115103 5,236,278 118,500SOLE 118,500
ANRITSU CORP Ordinary Int6044109 1,022,916 100,000SOLE 100,000
AON CORP Domestic 037389103 42,156,125 666,500SOLE 666,500
AOYAMA TRADING Ordinary Int6045878 2,656,924 100,000SOLE 100,000
APACHE CORP Domestic 037411105 13,075,807 501,700SOLE 501,700
APOGEE ENTERPRISES INC Domestic 037598109 1,246,875 105,000SOLE 105,000
APOLLO GROUP INC. Domestic 037604105 7,976,625 267,000SOLE 267,000
APPLE COMPUTER INC Domestic 037833100 17,721,028 493,100SOLE 493,100
APPLEBEES INTL INC Domestic 037899101 3,101,625 125,000SOLE 125,000
APPLIED INDUSTRIAL TECH INC Domestic 03820C105 945,625 85,000SOLE 85,000
APPLIED MAGNETICS CORP Domestic 038213104 366,031 87,400SOLE 87,400
APPLIED MATLS INC Domestic 038222105 88,985,989 1,442,517SOLE 1,442,517
APPLIED PWR INC Domestic 038225108 3,553,400 130,400SOLE 130,400
APRIA HEALTHCARE GROUP INC Domestic 037933108 1,268,250 106,800SOLE 106,800
APTARGROUP INC Domestic 038336103 3,380,000 130,000SOLE 130,000
AQUARION CO Domestic 03838W101 1,101,375 40,050SOLE 40,050
ARCHER DANIELS MIDLAND Domestic 039483102 26,438,400 1,800,000SOLE 1,800,000
ARCTIC CAT INC Domestic 039670104 1,142,870 115,000SOLE 115,000
ARKANSAS BEST CORP Domestic 040790107 442,845 65,000SOLE 65,000
ARMCO INC Domestic 042170100 457,114 103,000SOLE 103,000
ARMSTRONG WORLD INDS INC Domestic 042476101 4,640,808 102,700SOLE 102,700
ARNOLD INDS INC Domestic 042595108 892,500 60,000SOLE 60,000
ARROW ELECTRS INC Domestic 042735100 2,319,000 154,600SOLE 154,600
ARVIN INDS INC Domestic 043339100 2,863,480 85,000SOLE 85,000
ASAHI BANK LTD Ordinary Int6499367 5,412,446 1,043,000SOLE 1,043,000
ASAHI CHEMICAL INDUS CO Ordinary Int6054603 2,669,811 464,000SOLE 464,000
ASAHI GLASS CO LTD Ordinary Int6055208 3,091,830 433,000SOLE 433,000
ASARCO INC Domestic 043413103 1,864,755 135,000SOLE 135,000
ASCEND COMMUNICATIONS INC. Domestic 043491109 98,048,861 1,171,600SOLE 1,171,600
ASHLAND Domestic 044204105 13,448,133 328,500SOLE 328,500
ASHWORTH INC Domestic 04516H101 227,500 65,000SOLE 65,000
ASPECT TELECOMMUNICATIONS CO Domestic 045237104 699,600 105,600SOLE 105,600
ASSICURAZIONI GENERALI SPA Ordinary Int4056719 50,227,938 1,258,000SOLE 1,258,000
ASSOCIATED BANC CORP Domestic 045487105 5,777,584 180,900SOLE 180,900
ASSOCIATED BRITISH FOODS ORD Ordinary Int0369314 1,121,114 159,900SOLE 159,900
ASSOCIATES FIRST CAPITAL CORP Domestic 046008108 137,298,510 3,051,078SOLE 3,051,078
ASTEC INDUSTRIES INC Domestic 046224101 3,532,100 114,400SOLE 114,400
ASTORIA FINL CORP Domestic 046265104 11,205,000 224,100SOLE 224,100
ASTRA A BLKD ACCEPT SHS Ordinary Int050318$8W 18,917,223 834,666SOLE 834,666
ASTRAZENECA PLC ADR 2989022 39,165,829 832,200SOLE 832,200
AT&T CORP Domestic 001957109 527,048,498 6,603,542SOLE 6,603,542
ATLANTIC RICHFIELD CO Domestic 048825103 109,335,257 1,495,183SOLE 1,495,183
ATLAS COPCO AB ADR 2062019 10,874,812 410,200SOLE 410,200
ATLAS COPCO AB-B SHS Ordinary Int4050982 209,691 8,000SOLE 8,000
ATMEL CORP Domestic 049513104 6,682,720 440,000SOLE 440,000
ATMOS ENERGY CORP Domestic 049560105 3,325,507 138,200SOLE 138,200
AUSPEX SYS INC Domestic 052116100 1,068,800 100,000SOLE 100,000
AUSTRALIAN GAS LIGHT COMPANY Ordinary Int6064969 4,996,218 707,349SOLE 707,349
AUSTRIA TABAKWERKE AG Ordinary Int5355921 1,913,904 28,500SOLE 28,500
AUTHENTIC FITNESS CORP Domestic 052661105 1,389,420 90,000SOLE 90,000
AUTOBACS SEVEN CO Ordinary Int6068422 1,691,299 42,000SOLE 42,000
AUTODESK INC Domestic 052769106 2,236,221 55,300SOLE 55,300
AUTOMATIC DATA PROCESSING IN Domestic 053015103 91,397,375 2,209,000SOLE 2,209,000
AUTOZONE INC Domestic 053332102 14,856,413 489,100SOLE 489,100
AVERY DENNISON CORP Domestic 053611109 36,455,000 634,000SOLE 634,000
AVIATION SALES COMPANY Domestic 053672101 3,368,650 75,700SOLE 75,700
AVID TECHNOLOGY INC Domestic 05367P100 2,092,560 120,000SOLE 120,000
AVNET INC Domestic 053807103 5,652,150 153,800SOLE 153,800
AVON PRODS INC Domestic 054303102 49,557,339 1,053,000SOLE 1,053,000
AXA Ordinary Int4026927 36,649,034 277,315SOLE 277,315
AXA CHINA REGION LIMITED Ordinary Int6626723 2,109,882 3,000,000SOLE 3,000,000
AXA-UAP CVG WTS 31/7/01 Ordinary Int5495582 20,276 4,000SOLE 4,000
AZTAR CORP Domestic 054802103 695,479 144,500SOLE 144,500
BAKER (J.) INC Domestic 057232100 168,750 45,000SOLE 45,000
BAKER HUGHES INC Domestic 057224107 40,089,511 1,648,892SOLE 1,648,892
BALDOR ELEC CO Domestic 057741100 4,059,213 201,700SOLE 201,700
BALL CORP Domestic 058498106 7,697,832 164,000SOLE 164,000
BALLARD MED PRODS Domestic 058566100 3,492,938 143,300SOLE 143,300
BALTIMORE GAS & ELECTRIC CO Domestic 059165100 11,845,050 466,800SOLE 466,800
BANCA COMMERCIALE ITALIANA ORD Ordinary Int4072942 21,853,681 2,671,900SOLE 2,671,900
BANCO COMERCIAL PORTUGUES -R Ordinary Int4070269 2,706,948 89,832SOLE 89,832
BANCO DE SANTANDER ADR 2018186 32,341,556 1,612,000SOLE 1,612,000
BANCO ESPIRITO SANTO E-REG Ordinary Int4058061 8,676,125 323,250SOLE 323,250
BANCO POPULAR ESPANOL Ordinary Int5286140 5,003,013 78,000SOLE 78,000
BANCO SANTANDER SA Ordinary Int5454260 1,840,293 90,000SOLE 90,000
BANDAG INC Domestic 059815100 1,421,900 50,000SOLE 50,000
BANGOR HYDRO ELEC CO Domestic 060077104 106,596 8,400SOLE 8,400
BANK AUSTRIA Ordinary Int4999621 1,758,788 29,660SOLE 29,660
BANK NEW YORK INC Domestic 064057102 102,930,026 2,864,100SOLE 2,864,100
BANK OF EAST ASIA Ordinary Int6075648 1,018,163 600,000SOLE 600,000
BANK OF IRELAND Ordinary Int0075600 3,672,230 176,071SOLE 176,071
BANK OF IRELAND (IRELAND) Ordinary Int4076171 459,320 22,000SOLE 22,000
BANK OF YOKOHAMA Ordinary Int6986449 1,586,682 637,000SOLE 637,000
BANK ONE CORP (DE) Domestic 06423A103 259,446,614 4,711,814SOLE 4,711,814
BANKAMERICA CORP NEW Domestic 06605F102 467,763,500 6,623,200SOLE 6,623,200
BANKBOSTON CORP COM Domestic 06605R106 55,812,829 1,288,593SOLE 1,288,593
BANKERS TRUST CORP Domestic 066365107 26,836,825 304,100SOLE 304,100
BANKNORTH GROUP INC Domestic 06646L100 2,206,325 78,100SOLE 78,100
BANTA CORP Domestic 066821109 2,090,000 110,000SOLE 110,000
BARCLAYS PLC ORD Ordinary Int0078201 48,695,310 1,689,640SOLE 1,689,640
BARCO N.V. Ordinary Int4089049 1,936,881 11,500SOLE 11,500
BARD C R INC Domestic 067383109 7,182,371 142,400SOLE 142,400
BARNES & NOBLE INC Domestic 067774109 8,561,313 266,500SOLE 266,500
BARNES GROUP INC. Domestic 067806109 750,000 40,000SOLE 40,000
BARR LABS INC Domestic 068306109 1,406,050 46,100SOLE 46,100
BARRATT DEVELOPMENTS PLC Ordinary Int0081180 2,536,283 532,800SOLE 532,800
BARRETT RES CORP Domestic 068480201 4,406,075 175,800SOLE 175,800
BARRICK GOLD CORP Domestic 067901108 22,197,257 1,300,900SOLE 1,300,900
BASF AG Ordinary Int5086577 7,314,841 200,500SOLE 200,500
BASS ORD GBPO.28 Ordinary Int0243195 9,851,112 727,632SOLE 727,632
BASSETT FURNITURE INDS INC Domestic 070203104 1,106,250 50,000SOLE 50,000
BATTLE MTN GOLD CO Domestic 071593107 1,100,000 400,000SOLE 400,000
BAUSCH & LOMB INC Domestic 071707103 10,543,000 162,200SOLE 162,200
BAXTER INTL INC Domestic 071813109 81,620,418 1,236,673SOLE 1,236,673
BAY VEREINSBANK Ordinary Int4325419 5,398,698 90,550SOLE 90,550
BAYER AG ADR 2085652 34,839,660 930,000SOLE 930,000
BAYER MOTOREN WERK Ordinary Int4085229 3,364,238 5,150SOLE 5,150
BAYER MOTOREN WERKDEM50 Ordinary Int5467495 1,172,205 1,843SOLE 1,843
BB&T CORPORATION Domestic 054937107 47,746,447 1,319,400SOLE 1,319,400
BCE INC. Ordinary Int2089933 11,062,450 250,666SOLE 250,666
BCO BILBAO VIZCAYA ESP90 Ordinary Int5501906 8,613,861 580,000SOLE 580,000
BCT TELUS COMM NON VTG Ordinary Int2381134 459,302 19,432SOLE 19,432
BCT TELUS COMMUNICATIONS INC Ordinary Int2381093 1,426,108 58,297SOLE 58,297
BE AEROSPACE INC Domestic 073302101 746,350 50,600SOLE 50,600
BEAR STEARNS COS INC Domestic 073902108 28,423,802 636,050SOLE 636,050
BECKMAN COULTER INC Domestic 075811109 6,416,250 145,000SOLE 145,000
BECTON DICKINSON & CO Domestic 075887109 41,435,509 1,081,500SOLE 1,081,500
BED BATH & BEYOND INC Domestic 075896100 21,973,000 602,000SOLE 602,000
BEKAERT NV Ordinary Int4089481 1,323,719 3,000SOLE 3,000
BELDEN INC Domestic 077459105 1,711,419 100,300SOLE 100,300
BELL ATLANTIC CORP Domestic 077853109 295,489,958 5,716,800SOLE 5,716,800
BELL INDUSTRIES INC. Domestic 078107109 461,688 44,500SOLE 44,500
BELLSOUTH CORP Domestic 079860102 286,630,734 7,154,500SOLE 7,154,500
BELO A H CORP Domestic 080555105 8,778,250 481,000SOLE 481,000
BEMIS INC Domestic 081437105 5,373,899 173,000SOLE 173,000
BENCHMARK ELECTRONICS INC Domestic 08160H101 102,000 3,400SOLE 3,400
BENETTON GROUP SPA ADR 2091671 7,200,000 200,000SOLE 200,000
BENTON OIL & GAS CO Domestic 083288100 398,750 110,000SOLE 110,000
BERGEN BRUNSWIG CORP Domestic 083739102 9,100,000 455,000SOLE 455,000
BERKSHIRE HATHAWAY INC DEL Domestic 084670207 49,371,000 21,000SOLE 21,000
BEST BUY INC Domestic 086516101 40,924,000 787,000SOLE 787,000
BESTFOODS INC Domestic 08658U101 36,796,300 782,900SOLE 782,900
BETHLEHEM STEEL CORP Domestic 087509105 2,021,250 245,000SOLE 245,000
BEVERLY ENTERPRISES INC Domestic 087851309 2,870,000 560,000SOLE 560,000
BG PLC Ordinary Int0154219 12,225,257 2,084,213SOLE 2,084,213
BG PLC (5.1) ADR 2121868 9,812,908 334,763SOLE 334,763
BILLING CONCEPTS CORP Domestic 090063108 1,840,625 155,000SOLE 155,000
BINDLEY WESTERN INDS Domestic 090324104 2,570,670 90,000SOLE 90,000
BIO-TECHNOLOGY GENERAL CORP Domestic 090578105 596,900 100,000SOLE 100,000
BIOCHEM PHARMA INC ADR 2451844 8,525,200 400,000SOLE 400,000
BIOGEN INC Domestic 090597105 39,666,611 347,000SOLE 347,000
BIOMATRIX INC Domestic 09060P102 4,968,600 63,700SOLE 63,700
BIOMET INC Domestic 090613100 9,096,352 216,900SOLE 216,900
BIRMINGHAM STL CORP Domestic 091250100 633,230 160,800SOLE 160,800
BISYS GROUP INC Domestic 055472104 7,891,875 140,300SOLE 140,300
BJ SVCS CO Domestic 055482103 9,300,000 400,000SOLE 400,000
BJ'S WHOLESALE CLUB INC Domestic 05548J106 12,561,826 477,400SOLE 477,400
BLACK & DECKER CORP Domestic 091797100 19,752,559 356,300SOLE 356,300
BLACK HILLS CORP Domestic 092113109 2,461,652 115,500SOLE 115,500
BLANCH E W HLDGS INC Domestic 093210102 525,000 10,000SOLE 10,000
BLOCK H & R INC Domestic 093671105 15,463,200 326,400SOLE 326,400
BLOUNT INTL INC Domestic 095177101 5,295,675 183,400SOLE 183,400
BLUE CIRCLE INDUSTRIES ORD Ordinary Int0105853 6,396,262 1,118,146SOLE 1,118,146
BMC INDS INC MINN Domestic 055607105 474,866 107,000SOLE 107,000
BMC SOFTWARE INC Domestic 055921100 23,355,713 630,163SOLE 630,163
BOB EVANS FARMS INC Domestic 096761101 3,202,000 160,100SOLE 160,100
BOC GROUP Ordinary Int0108120 12,331,275 877,361SOLE 877,361
BOEING CO Domestic 097023105 125,051,898 3,677,997SOLE 3,677,997
BOISE CASCADE CORP Domestic 097383103 4,556,925 141,300SOLE 141,300
BOMBARDIER INC 'B' Ordinary Int2109723 7,874,380 600,000SOLE 600,000
BOMBAY CORP Domestic 097924104 620,000 155,000SOLE 155,000
BOOKER PLC Ordinary Int0110523 336,044 350,000SOLE 350,000
BOOKS-A-MILLION INC Domestic 098570104 727,423 71,400SOLE 71,400
BOOTS COMPANY PLC ORD Ordinary Int0111441 6,345,437 439,858SOLE 439,858
BORDERS GROUP INC Domestic 099709107 4,345,467 309,000SOLE 309,000
BORG WARNER AUTOMOTIVE INC Domestic 099724106 6,499,699 135,940SOLE 135,940
BOSTON SCIENTIFIC CORP Domestic 101137107 66,446,250 1,635,600SOLE 1,635,600
BOUYGUES Ordinary Int4115159 8,463,409 30,600SOLE 30,600
BOWATER INC Domestic 102183100 8,230,113 207,700SOLE 207,700
BOWNE & CO INC Domestic 103043105 1,636,320 140,000SOLE 140,000
BP AMOCO PLC Ordinary Int0138495 23,705,705 1,403,790SOLE 1,403,790
BP AMOCO PLC ADR ADR 2138556 83,430,747 826,047SOLE 826,047
BPI-SGPS S.A. -REG SHS Ordinary Int4072566 7,785,783 257,000SOLE 257,000
BQE NATL PARIS Ordinary Int4133667 31,027,530 357,702SOLE 357,702
BQE PARIBAS FRF100 Ordinary Int5471731 9,052,508 81,350SOLE 81,350
BRADY CORP Domestic 104674106 732,830 35,000SOLE 35,000
BRAMBLES Ordinary Int6120009 7,927,706 315,000SOLE 315,000
BREED TECHNOLOGIES INC Domestic 106702103 89,075 25,000SOLE 25,000
BRIDGESTONE CORP. Ordinary Int6132101 28,359,514 1,131,000SOLE 1,131,000
BRIGGS & STRATTON CORP Domestic 109043109 9,270,844 188,000SOLE 188,000
BRIGHTPOINT INC. Domestic 109473108 1,501,896 254,300SOLE 254,300
BRINKER INTL INC Domestic 109641100 7,682,836 296,200SOLE 296,200
BRISTOL MYERS SQUIBB CO Domestic 110122108 471,947,175 7,359,800SOLE 7,359,800
BRITISH AEROSPACE GBP0.025 Ordinary Int0263494 14,475,537 2,166,820SOLE 2,166,820
BRITISH AIRPORT AUTHORITY-BAA Ordinary Int0067340 8,373,019 750,918SOLE 750,918
BRITISH AIRWAYS PLC ORD Ordinary Int0129057 10,996,454 1,585,900SOLE 1,585,900
BRITISH AMERICAN TOBACCO PLC Ordinary Int0287580 10,739,578 1,287,316SOLE 1,287,316
BRITISH LAND COMPANY PLC Ordinary Int0136701 2,335,292 272,800SOLE 272,800
BRITISH STEEL PLC ADR 2138620 3,028,200 150,000SOLE 150,000
BRITISH STEEL PLC Ordinary Int0141147 409,998 198,500SOLE 198,500
BRITISH TELECOM Ordinary Int0140843 71,929,605 4,409,050SOLE 4,409,050
BRITISH TELECOMM PLC ADR 2138932 24,743,132 150,700SOLE 150,700
BROKEN HILL PROPRIETARY LTD ADR 2144337 7,597,935 440,460SOLE 440,460
BROKEN HILL PTY Ordinary Int6144690 591,120 70,000SOLE 70,000
BROWN FORMAN CORP Domestic 115637209 8,499,688 147,500SOLE 147,500
BROWN GROUP INC Domestic 115657108 923,160 70,000SOLE 70,000
BROWNING FERRIS INDS INC Domestic 115885105 27,414,437 710,900SOLE 710,900
BRUNSWICK CORP Domestic 117043109 4,035,637 211,700SOLE 211,700
BRUSH WELLMAN INC Domestic 117421107 497,350 34,300SOLE 34,300
BRYANT GROUP PLC Ordinary Int0149408 1,109,366 552,197SOLE 552,197
BUCKEYE TECHNOLOGIES COM Domestic 118255108 2,870,000 205,000SOLE 205,000
BUFFETS INC Domestic 119882108 1,530,625 155,000SOLE 155,000
BUILDING MATERIAL HOLDING CP Domestic 120113105 192,375 19,000SOLE 19,000
BURLINGTON INDUSTRIES INC Domestic 121693105 1,391,250 210,000SOLE 210,000
BURLINGTON NORTH SANTA FE CORP Domestic 12189T104 69,392,550 2,110,800SOLE 2,110,800
BURLINGTON RES INC Domestic 122014103 37,671,758 943,256SOLE 943,256
BURR BROWN CORP Domestic 122574106 3,642,500 155,000SOLE 155,000
BUTLER MFG CO DEL Domestic 123655102 1,593,784 68,000SOLE 68,000
C COR ELECTRS INC Domestic 125010108 931,500 54,000SOLE 54,000
C-CUBE MICROSYSTEMS INC Domestic 125015107 3,528,695 178,100SOLE 178,100
CABLE & WIRELESS OPTUS NPV Ordinary Int6133160 5,648,531 2,451,401SOLE 2,451,401
CABLE & WIRELESS PLC ADR 2162403 18,469,000 500,000SOLE 500,000
CABLE & WIRELESS PLC Ordinary Int0162557 9,418,155 753,100SOLE 753,100
CABLE DESIGN TECHNOLOGIES Domestic 126924109 699,600 63,600SOLE 63,600
CABLETRON SYS INC Domestic 126920107 2,909,196 355,300SOLE 355,300
CABOT CORP Domestic 127055101 5,865,000 276,000SOLE 276,000
CABOT OIL & GAS CORP Domestic 127097103 1,066,968 73,900SOLE 73,900
CADBURY SCHWEPPES Ordinary Int0161242 7,312,894 506,921SOLE 506,921
CADBURY SCHWEPPES PLC ADR 2162652 16,297,007 280,678SOLE 280,678
CADENCE DESIGN SYS INC Domestic 127387108 24,897,675 966,900SOLE 966,900
CALGON CARBON CORP Domestic 129603106 466,920 90,000SOLE 90,000
CALIFORNIA MICROWAVE INC Domestic 130442106 811,625 75,500SOLE 75,500
CALL-NET ENTERPRISES INC - B Ordinary Int2185013 2,648,132 308,100SOLE 308,100
CALLAWAY GOLF CORP Domestic 131193104 2,445,120 240,000SOLE 240,000
CALTEX AUSTRALIA LTD. Ordinary Int6161503 2,424,124 1,000,000SOLE 1,000,000
CAMBREX CORP Domestic 132011107 2,212,500 100,000SOLE 100,000
CAMBRIDGE TECHNOLOGY PARTNER Domestic 132524109 4,444,163 320,300SOLE 320,300
CAMPBELL SOUP CO Domestic 134429109 47,653,786 1,171,200SOLE 1,171,200
CANADIAN NATL RAILWAY CO Ordinary Int2180632 5,560,331 100,000SOLE 100,000
CANADIAN NATURAL RESOURCES Ordinary Int2171573 5,157,025 300,000SOLE 300,000
CANADIAN PACIFIC LIMITED ADR 2171777 7,825,200 400,000SOLE 400,000
CANAL PLUS Ordinary Int4171720 5,843,737 20,000SOLE 20,000
CANANDAIGUA BRANDS INC- Domestic 137219200 4,150,900 82,400SOLE 82,400
CANON INC ADR 2173706 39,393,750 1,650,000SOLE 1,650,000
CANON INC Ordinary Int6172323 8,417,303 346,000SOLE 346,000
CAP GEMINI SA Ordinary Int4163437 6,927,088 41,500SOLE 41,500
CAPITAL ONE FINANCIAL CORP Domestic 14040H105 61,048,998 404,298SOLE 404,298
CAPITAL RE CORP Domestic 140432105 2,242,500 130,000SOLE 130,000
CARAUSTAR INDS INC Domestic 140909102 2,228,700 96,900SOLE 96,900
CARDINAL HEALTH INC Domestic 14149Y108 60,928,626 923,161SOLE 923,161
CARLISLE COS INC Domestic 142339100 5,717,525 122,300SOLE 122,300
CARLTON COMMUNICATIONS PLC ADR 2176329 19,559,775 400,200SOLE 400,200
CARLTON COMMUNICATIONS PLC ORD Ordinary Int0341925 6,114,901 619,700SOLE 619,700
CARMIKE CINEMAS INC Domestic 143436103 722,520 40,000SOLE 40,000
CARNIVAL CORP Domestic 143658102 103,026,405 2,121,500SOLE 2,121,500
CAROLINA FIRST CORPL Domestic 143877108 1,577,400 71,700SOLE 71,700
CAROLINA POWER & LIGHT CO Domestic 144141108 20,286,674 536,500SOLE 536,500
CARPENTER TECHNOLOGY CORP Domestic 144285103 2,191,761 84,500SOLE 84,500
CARREFOUR Ordinary Int4177546 27,816,186 36,200SOLE 36,200
CARTER HOLT HARVEY Ordinary Int6178406 750,228 800,800SOLE 800,800
CARTER WALLACE INC Domestic 146285101 2,577,600 143,200SOLE 143,200
CASCADE NATURAL GAS CORP Domestic 147339105 676,691 45,300SOLE 45,300
CASE CORP Domestic 14743R103 6,602,575 260,200SOLE 260,200
CASEYS GEN STORES INC Domestic 147528103 3,613,750 245,000SOLE 245,000
CASH AMERICA INTL INC Domestic 14754D100 1,287,500 100,000SOLE 100,000
CATALINA MARKETING CORP Domestic 148867104 6,870,000 80,000SOLE 80,000
CATERPILLAR INC Domestic 149123101 61,194,010 1,332,100SOLE 1,332,100
CATHAY PACIFIC AIR Ordinary Int6179755 2,238,423 1,949,000SOLE 1,949,000
CATO CORP Domestic 149205106 1,024,430 110,000SOLE 110,000
CBS CORP Domestic 12490K107 114,141,717 2,796,700SOLE 2,796,700
CCB FINL CORP Domestic 124875105 10,542,285 195,000SOLE 195,000
CDI CORP Domestic 125071100 2,045,355 85,000SOLE 85,000
CEC ENTERTAINMENT INC Domestic 125137109 3,135,475 87,400SOLE 87,400
CENDANT CORP Domestic 151313103 31,408,236 1,970,651SOLE 1,970,651
CENTEX CORP Domestic 152312104 11,294,100 338,400SOLE 338,400
CENTOCOR INC Domestic 152342101 9,097,829 246,300SOLE 246,300
CENTRAL & SOUTH WEST CORP Domestic 152357109 35,707,793 1,523,500SOLE 1,523,500
CENTRAL HUDSON GAS & ELEC CO Domestic 153609102 2,506,910 70,000SOLE 70,000
CENTRAL PARKING CORP Domestic 154785109 4,536,750 131,500SOLE 131,500
CENTRAL VT PUB SVC CORP Domestic 155771108 237,416 23,600SOLE 23,600
CENTRICA PLC ORD Ordinary Int0183901 3,533,911 2,000,000SOLE 2,000,000
CENTURA BKS INC Domestic 15640T100 6,674,164 114,700SOLE 114,700
CENTURY TEL ENTERPRISES INC Domestic 156686107 33,263,375 473,500SOLE 473,500
CEPHALON INC. Domestic 156708109 1,225,000 140,000SOLE 140,000
CERIDIAN CORP Domestic 15677T106 27,246,748 745,200SOLE 745,200
CERNER CORP Domestic 156782104 2,300,222 143,200SOLE 143,200
CGU ORD GBP0.25 Ordinary Int0216238 27,509,141 1,766,600SOLE 1,766,600
CHAMPION ENTERPRISES INC Domestic 158496109 4,843,750 250,000SOLE 250,000
CHAMPION INTL CORP Domestic 158525105 17,336,799 422,200SOLE 422,200
CHARGEURS INTERNATIONAL Ordinary Int5021318 2,122,686 40,000SOLE 40,000
CHARTER ONE FINL INC Domestic 160903100 19,696,268 682,500SOLE 682,500
CHASE MANHATTAN CORP Domestic 16161A108 254,231,775 3,124,200SOLE 3,124,200
CHECKPOINT SYS INC Domestic 162825103 540,345 65,000SOLE 65,000
CHEESECAKE FACTORY INC Domestic 163072101 1,781,250 75,000SOLE 75,000
CHEMED CORP Domestic 163596109 386,250 15,000SOLE 15,000
CHEMFIRST INC. Domestic 16361A106 2,319,450 98,700SOLE 98,700
CHESAPEAKE CORP Domestic 165159104 2,983,750 110,000SOLE 110,000
CHEUNG KONG HOLDINGS Ordinary Int6190273 6,852,276 900,000SOLE 900,000
CHEUNG KONG INFRASTRUCTURE Ordinary Int6212553 4,965,642 2,600,000SOLE 2,600,000
CHEVRON CORP Domestic 166751107 249,254,375 2,808,500SOLE 2,808,500
CHINA LIGHT & POWER HLDGS LTD. Ordinary Int6097017 2,400,232 500,000SOLE 500,000
CHINA RESOURCES ENTERPRISES Ordinary Int6972459 1,458,206 1,000,000SOLE 1,000,000
CHIQUITA BRANDS INTL Domestic 170032106 2,597,940 255,000SOLE 255,000
CHIRON CORP Domestic 170040109 15,290,786 697,000SOLE 697,000
CHRIS CRAFT INDS INC Domestic 170520100 5,280,866 115,745SOLE 115,745
CHRISTIANIA BANK OG KREDITK Ordinary Int4204110 3,540,012 910,000SOLE 910,000
CHUBB CORP Domestic 171232101 32,771,855 559,600SOLE 559,600
CHUBU ELECTRIC POWER CO INC Ordinary Int6195609 3,661,574 210,000SOLE 210,000
CHURCH & DWIGHT INC Domestic 171340102 5,093,750 125,000SOLE 125,000
CIBA SPECIALTY CHEMICALS ADR 2242004 911,584 23,466SOLE 23,466
CIBA SPECIALTY CHEMICALS Ordinary Int5196744 145,580 1,879SOLE 1,879
CIBER INC Domestic 17163B102 4,092,000 211,200SOLE 211,200
CIE DE ST GOBAIN Ordinary Int4768371 17,131,385 108,289SOLE 108,289
CIGNA CORP Domestic 125509109 54,486,831 650,100SOLE 650,100
CILCORP INC Domestic 171794100 3,807,994 63,400SOLE 63,400
CIMPOR CIMENTOS DE PORTUGAL Ordinary Int4175896 1,393,672 50,000SOLE 50,000
CINCINNATI BELL INC Domestic 171870108 11,667,760 520,000SOLE 520,000
CINCINNATI FINL CORP Domestic 172062101 10,235,434 280,900SOLE 280,900
CINERGY CORP Domestic 172474108 9,102,500 331,000SOLE 331,000
CINTAS CORP Domestic 172908105 28,111,250 430,000SOLE 430,000
CIRCUIT CITY STORES-GROUP Domestic 172737108 40,802,813 532,500SOLE 532,500
CIRCUS CIRCUS ENTERPRISES IN Domestic 172909103 5,356,715 305,000SOLE 305,000
CIRRUS LOGIC INC Domestic 172755100 797,513 125,100SOLE 125,100
CISCO SYS INC Domestic 17275R102 662,889,019 6,050,300SOLE 6,050,300
CITIGROUP INC Domestic 172967101 556,332,088 8,709,700SOLE 8,709,700
CITRIX SYS INC Domestic 177376100 23,851,000 625,600SOLE 625,600
CITY NATL CORP Domestic 178566105 6,795,588 220,100SOLE 220,100
CKE RESTAURANTS INC HLDS CO Domestic 12561E105 4,377,588 221,650SOLE 221,650
CLAIRES STORES INC Domestic 179584107 4,820,000 160,000SOLE 160,000
CLARCOR INC Domestic 179895107 1,561,265 91,500SOLE 91,500
CLAYTON HOMES INC Domestic 184190106 7,406,125 669,450SOLE 669,450
CLEAR CHANNEL COMMUNICATIONS Domestic Con184502AB8 30,750,000 25,000,000SOLE 25,000,000
CLEAR CHANNEL COMMUNICATIONS Domestic 184502102 44,221,342 659,400SOLE 659,400
CLECO CORP Domestic 12561M107 3,982,500 135,000SOLE 135,000
CLEVELAND CLIFFS INC Domestic 185896107 2,384,410 70,000SOLE 70,000
CLOROX CO Domestic 189054109 53,617,143 457,531SOLE 457,531
CLP HOLDINGS LTD ADR 2128728 3,840,000 800,000SOLE 800,000
CMAC INVT CORP Domestic 125662106 3,997,500 102,500SOLE 102,500
CMP GROUP INC Domestic 125887109 2,241,750 122,000SOLE 122,000
CMS ENERGY CORP Domestic 125896100 12,248,075 304,300SOLE 304,300
CNF TRANSN INC COM Domestic 12612W104 8,621,364 228,000SOLE 228,000
COASTAL CORP Domestic 190441105 38,392,200 1,163,400SOLE 1,163,400
COCA COLA AMATIL LTD ADR 2206817 4,319,500 500,000SOLE 500,000
COCA COLA CO Domestic 191216100 572,008,863 9,319,900SOLE 9,319,900
COCA COLA ENTERPRISES INC Domestic 191219104 25,373,700 838,800SOLE 838,800
COCA-COLA BEVERAGE ORD Ordinary Int0292227 2,346,522 1,454,163SOLE 1,454,163
COCA-COLA BOTTLING CO CONSOL Domestic 191098102 1,392,300 25,200SOLE 25,200
COGNEX CORP Domestic 192422103 2,558,304 108,000SOLE 108,000
COHERENT INC Domestic 192479103 2,057,000 149,600SOLE 149,600
COLES MYER LTD ADR 2209151 2,718,750 62,500SOLE 62,500
COLES MYER LTD Ordinary Int6209908 2,417,626 450,000SOLE 450,000
COLGATE PALMOLIVE CO Domestic 194162103 73,793,200 802,100SOLE 802,100
COLOPLAST B Ordinary Int4209580 2,625,442 25,000SOLE 25,000
COLUMBIA / HCA HEALTHCARE CORP Domestic 197677107 29,156,945 1,539,600SOLE 1,539,600
COLUMBIA ENERGY GROUP Domestic 197648108 18,141,200 347,200SOLE 347,200
COMAIR HLDGS INC Domestic 199789108 9,568,125 405,000SOLE 405,000
COMCAST Domestic Con200300408 31,400,000 400,000SOLE 400,000
COMCAST Domestic 200300200 51,476,990 817,900SOLE 817,900
COMDISCO INC Domestic 200336105 10,077,925 563,800SOLE 563,800
COMERICA INC Domestic 200340107 50,824,532 814,000SOLE 814,000
COMMERCE BANCORP INC. Domestic 200519106 4,995,375 121,100SOLE 121,100
COMMERCIAL FEDERAL CORP Domestic 201647104 4,723,396 203,700SOLE 203,700
COMMERCIAL METALS CO Domestic 201723103 560,000 28,000SOLE 28,000
COMMONWEALTH BANK OF AUSTRAL Ordinary Int6215035 9,088,327 559,131SOLE 559,131
COMMONWEALTH ENERGY SYS Domestic 202800108 3,420,000 90,000SOLE 90,000
COMMONWEALTH INDUSTRIES INC. Domestic 203004106 585,000 65,000SOLE 65,000
COMMSCOPE INC Domestic 203372107 5,284,751 252,400SOLE 252,400
COMPAQ COMPUTER CORP Domestic 204493100 185,827,938 5,864,300SOLE 5,864,300
COMPASS GROUP PLC Ordinary Int0288011 4,939,139 426,300SOLE 426,300
COMPDENT CORPORATION Domestic 20449F103 97,500 7,800SOLE 7,800
COMPUSA INC Domestic 204932107 700,000 100,000SOLE 100,000
COMPUTER ASSOC INTL INC Domestic 204912109 66,894,003 1,881,000SOLE 1,881,000
COMPUTER SCIENCES CORP Domestic 205363104 27,864,421 504,900SOLE 504,900
COMPUTER TASK GROUP INC Domestic 205477102 1,340,213 62,700SOLE 62,700
COMPUWARE CORP Domestic 205638109 34,532,800 1,446,400SOLE 1,446,400
COMSTAT CORP Domestic 20564D107 3,544,905 122,500SOLE 122,500
COMVERSE TECHNOLOGY INC Domestic 205862402 17,000,000 200,000SOLE 200,000
CONAGRA INC Domestic 205887102 50,189,125 1,958,600SOLE 1,958,600
CONCENTRA MANAGED CARE INC. Domestic 20589T103 1,522,500 105,000SOLE 105,000
CONCORD EFS INC Domestic 206197105 10,710,982 388,600SOLE 388,600
CONE MILLS CORP Domestic 206814105 511,875 105,000SOLE 105,000
CONECTIV INC Domestic 206829103 7,919,531 408,750SOLE 408,750
CONEXANT SYSTEMS INC Domestic 207142100 4,845,750 175,000SOLE 175,000
CONNECTICUT ENERGY CORP Domestic 207567108 485,000 20,000SOLE 20,000
CONOCO INC Domestic 208251306 3,684,450 150,000SOLE 150,000
CONSECO INC Domestic 208464107 37,204,375 1,205,000SOLE 1,205,000
CONSOLIDATED EDISON INC Domestic 209115104 50,759,623 1,120,200SOLE 1,120,200
CONSOLIDATED GRAPHICS INC. Domestic 209341106 3,713,325 64,300SOLE 64,300
CONSOLIDATED NAT GAS CO Domestic 209615103 12,025,936 247,000SOLE 247,000
CONSOLIDATED PAPERS INC Domestic 209759109 8,225,000 350,000SOLE 350,000
CONSOLIDATED PRODS INC Domestic 209798107 1,936,585 110,662SOLE 110,662
CONSOLIDATED STORES CORP Domestic 210149100 15,480,849 510,700SOLE 510,700
CONTINENTAL AG Ordinary Int4598589 6,284,438 255,000SOLE 255,000
CONTINENTAL AIRLS INC Domestic 210795308 5,700,000 150,000SOLE 150,000
CONVERGYS CORP Domestic 212485106 11,410,293 666,100SOLE 666,100
COOPER COMPANIES INC. Domestic 216648402 2,009,513 130,700SOLE 130,700
COOPER INDS INC Domestic 216669101 9,138,800 214,400SOLE 214,400
COOPER TIRE & RUBR CO Domestic 216831107 5,815,688 316,500SOLE 316,500
COORS ADOLPH CO Domestic 217016104 8,721,000 161,500SOLE 161,500
COR THERAPEUTICS INC. Domestic 217753102 502,863 50,600SOLE 50,600
CORDANT TECHNOLOGIES INC Domestic 218412104 6,370,080 160,000SOLE 160,000
CORN PRODUCTS INTL INC Domestic 219023108 2,902,483 121,250SOLE 121,250
CORNING INC Domestic 219350105 74,532,000 1,242,200SOLE 1,242,200
CORP BCESP125(REGD) Ordinary Int5401459 2,046,521 85,428SOLE 85,428
CORP MAPFRE SA ESP250 Ordinary Int5387559 1,990,892 100,814SOLE 100,814
COSCO PACIFIC LIMITED Ordinary Int6354251 2,338,936 5,000,000SOLE 5,000,000
COSTCO COMPANIES INC Domestic 22160Q102 76,986,811 840,807SOLE 840,807
COUNTRYWIDE CR INDS INC Domestic 222372104 19,961,250 532,300SOLE 532,300
COVANCE INC Domestic 222816100 7,411,129 295,700SOLE 295,700
COVENTRY HEALTH CARE INC Domestic 222862104 1,260,000 168,000SOLE 168,000
CPI CORP Domestic 125902106 686,913 30,700SOLE 30,700
CRACKER BARREL GROUP INC Domestic 12489V106 1,650,600 91,700SOLE 91,700
CRANE CO Domestic 224399105 7,417,250 306,650SOLE 306,650
CREDIT SUISSE GROUP ADR 2159762 22,376,160 480,000SOLE 480,000
CRH Ordinary Int0182704 7,267,106 422,467SOLE 422,467
CROMPTON & KNOWLES CORP Domestic 227111101 5,492,025 348,700SOLE 348,700
CROSS TIMBERS OIL CO Domestic 227573102 1,236,025 175,000SOLE 175,000
CROWN CORK & SEAL INC Domestic 228255105 8,080,473 282,900SOLE 282,900
CSX CORP Domestic 126408103 24,877,488 638,900SOLE 638,900
CTS CORP Domestic 126501105 3,870,995 78,300SOLE 78,300
CULLEN FROST BANKERS INC Domestic 229899109 5,527,251 115,300SOLE 115,300
CUMMINS ENGINE INC Domestic 231021106 7,162,388 201,400SOLE 201,400
CUSTOMTRACKS CORP. Domestic 232046102 750,000 50,000SOLE 50,000
CVS CORP Domestic 126650100 47,186,500 993,400SOLE 993,400
CYCLE & CARRIAGE Ordinary Int6242260 547,447 130,000SOLE 130,000
CYGNUS INC Domestic 232560102 975,000 130,000SOLE 130,000
CYPRESS SEMICONDUCTOR CORP Domestic 232806109 4,995,000 555,000SOLE 555,000
CYPRUS AMAX MINERALS CO Domestic 232809103 5,610,238 462,700SOLE 462,700
CYTEC INDS INC Domestic 232820100 4,475,988 200,600SOLE 200,600
D R HORTON INC Domestic 23331A109 3,941,694 235,325SOLE 235,325
D/S 1912 B Ordinary Int4248754 4,475,926 600SOLE 600
DAH SING FINANCIAL Ordinary Int6249799 985,902 400,000SOLE 400,000
DAI NIPPON PRINTNG CO LTD Ordinary Int6250906 19,025,240 1,273,000SOLE 1,273,000
DAI-ICHI KANGYO BANK LTD Ordinary Int6250241 1,311,856 200,000SOLE 200,000
DAIDO STEEL Ordinary Int6250627 403,122 289,000SOLE 289,000
DAIEI INC. Ordinary Int6249982 1,579,857 558,000SOLE 558,000
DAIICHI PHARMACEUTICAL CO LTD Ordinary Int6250218 3,304,550 200,000SOLE 200,000
DAIKIN INDUSTRIES Ordinary Int6250724 1,421,936 146,000SOLE 146,000
DAIMLER BENZ AG 5.75% Intl Conv 5239058 17,615,665 216,801SOLE 216,801
DAIMLERCHRYSLER AG Ordinary Int2307389 6,882,477 80,206SOLE 80,206
DAIMLERCHRYSLER ORD Ordinary Int5529027 28,898,726 333,160SOLE 333,160
DAIN RAUSCHER CORP. Domestic 233856103 1,700,000 50,000SOLE 50,000
DAINIPPON INK & CHEMICAL Ordinary Int6250821 5,096,894 1,570,000SOLE 1,570,000
DAIRY FARM INT'L HLDGS LTD Ordinary Int6252087 2,320,000 2,000,000SOLE 2,000,000
DAIWA BANK LIMITED Ordinary Int6251341 703,620 396,000SOLE 396,000
DAIWA HOUSE Ordinary Int6251363 4,804,517 428,000SOLE 428,000
DAIWA SECURITIES Ordinary Int6251448 6,854,035 1,300,000SOLE 1,300,000
DALLAS SEMICONDUCTOR CORP Domestic 235204104 3,862,500 100,000SOLE 100,000
DAMARK INTERNATIONAL INC -A Domestic 235691102 215,625 25,000SOLE 25,000
DAMES & MOORE GROUP Domestic 235713104 167,820 15,000SOLE 15,000
DANA CORP Domestic 235811106 18,308,400 481,800SOLE 481,800
DANAHER CORP Domestic 235851102 21,699,373 415,299SOLE 415,299
DANIEL INDS INC Domestic 236235107 716,750 47,000SOLE 47,000
DANISCO Ordinary Int4155586 684,426 15,000SOLE 15,000
DANONE GROUPE ADR 2068932 14,964,000 300,000SOLE 300,000
DARDEN RESTAURANTS INC Domestic 237194105 17,801,438 863,100SOLE 863,100
DATA GEN CORP Domestic 237688106 1,047,938 103,500SOLE 103,500
DATASCOPE CORP Domestic 238113104 4,590,000 170,000SOLE 170,000
DAYTON HUDSON CORP Domestic 239753106 140,465,488 2,108,300SOLE 2,108,300
DBS LAND Ordinary Int6244772 1,029,709 700,000SOLE 700,000
DEAN FOODS CO Domestic 242361103 4,410,375 123,800SOLE 123,800
DEERE & CO Domestic 244199105 36,218,663 937,700SOLE 937,700
DEGUSSA-HUELS AG Ordinary Int5617427 11,300,043 300,000SOLE 300,000
DELHAIZE-LE LION Ordinary Int4262118 18,190,486 197,000SOLE 197,000
DELL COMPUTER CORP Domestic 247025109 374,177,925 9,154,200SOLE 9,154,200
DELPHI FINL GROUP INC Domestic 247131105 1,626,000 48,000SOLE 48,000
DELTA & PINE LD CO Domestic 247357106 4,734,455 153,966SOLE 153,966
DELTA AIR LINES INC Domestic 247361108 51,726,001 744,259SOLE 744,259
DELUXE CORP Domestic 248019101 9,998,613 343,300SOLE 343,300
DEN DANSKE BANK Ordinary Int4262925 5,562,747 53,100SOLE 53,100
DEN NORSKE BANK Ordinary Int4263304 3,645,380 1,000,000SOLE 1,000,000
DENDRITE INTERNATIONAL INC. Domestic 248239105 2,195,304 98,400SOLE 98,400
DENTSPLY INTERNATIONAL INC Domestic 249030107 4,650,000 200,000SOLE 200,000
DEUTSCHE BANK AG Ordinary Int4326672 14,145,773 275,850SOLE 275,850
DEUTSCHE TELEKOM AG ORD Ordinary Int5119387 41,642,004 1,025,000SOLE 1,025,000
DEV BK SINGAPORE Ordinary Int6265513 3,929,622 520,000SOLE 520,000
DEVON ENERGY CORP Domestic 251799102 4,594,752 166,700SOLE 166,700
DEVRY INC DEL Domestic 251893103 8,209,900 283,100SOLE 283,100
DEXTER CORP Domestic 252165105 2,047,500 65,000SOLE 65,000
DIAGEO ADR 4 ORD GBP28 ADR 2144746 10,099,175 220,747SOLE 220,747
DIAGEO B SHS OF 514 12/17P Ordinary Int0237400 23,076,335 2,053,214SOLE 2,053,214
DIAGNOSTIC PRODS CORP Domestic 252450101 1,151,875 47,500SOLE 47,500
DIAL CORP Domestic 25247D101 16,414,063 477,500SOLE 477,500
DIALOGIC CORP Domestic 252499108 3,315,350 108,700SOLE 108,700
DIEBOLD INC Domestic 253651103 5,304,000 221,000SOLE 221,000
DIGI INTL INC Domestic 253798102 371,250 55,000SOLE 55,000
DIGITAL MICROWAVE CORP. Domestic 253859102 1,842,500 220,000SOLE 220,000
DILLARD'S INC Domestic 254067101 5,836,250 230,000SOLE 230,000
DIME BANCORP INC. Domestic 25429Q102 17,333,030 747,500SOLE 747,500
DIMON INC Domestic 254394109 348,996 91,600SOLE 91,600
DIONEX CORP Domestic 254546104 3,801,425 100,700SOLE 100,700
DISCOUNT AUTO PTS INC Domestic 254642101 1,397,500 65,000SOLE 65,000
DISNEY (WALT) CO Domestic 254687106 241,856,813 7,770,500SOLE 7,770,500
DIXIE GROUP INC Domestic 255519100 249,375 35,000SOLE 35,000
DIXONS GROUP PLC Ordinary Int0272304 7,055,381 333,000SOLE 333,000
DOLE FOOD CO Domestic 256605106 6,900,000 230,000SOLE 230,000
DOLLAR GEN CORP Domestic 256669102 19,642,650 577,725SOLE 577,725
DOLLAR GENERAL STRYPES 8.5% Domestic 256678103 4,640,680 110,000SOLE 110,000
DOLLAR TREE STORES INC Domestic 256747106 8,817,330 285,000SOLE 285,000
DOMINION RES INC VA Domestic 257470104 20,134,904 545,100SOLE 545,100
DONALDSON INC Domestic 257651109 3,960,000 220,000SOLE 220,000
DONNELLEY R R & SONS CO Domestic 257867101 12,717,479 395,100SOLE 395,100
DOVER CORP Domestic 260003108 18,771,625 571,000SOLE 571,000
DOW CHEMICAL CO Domestic 260543103 72,091,635 773,615SOLE 773,615
DOW JONES & CO INC Domestic 260561105 11,117,493 235,600SOLE 235,600
DOWA MINING Ordinary Int6278306 523,016 254,000SOLE 254,000
DOWNEY FINL CORP Domestic 261018105 2,211,295 120,750SOLE 120,750
DPL INC Domestic 233293109 11,256,300 682,200SOLE 682,200
DQE INC Domestic 23329J104 959,375 25,000SOLE 25,000
DRAGADOS & CONSTRUCCIONES SA Ordinary Int4280143 5,201,894 159,000SOLE 159,000
DRESDNER BANK A G ADR 2280350 22,013,129 549,600SOLE 549,600
DRESNER BANK AG Ordinary Int4355870 6,627,852 166,000SOLE 166,000
DRESS BARN INC Domestic 261570105 1,387,500 100,000SOLE 100,000
DREYERS GRAND ICE CREAM INC Domestic 261878102 776,280 60,000SOLE 60,000
DTE ENERGY CO Domestic 233331107 21,598,312 561,900SOLE 561,900
DU PONT (E I) DE NEMOURS & CO Domestic 263534109 254,908,183 4,390,200SOLE 4,390,200
DUKE ENERGY CORP Domestic 264399106 64,783,485 1,181,900SOLE 1,181,900
DUN & BRADSTREET(NEW) Domestic 26483B106 21,399,938 600,700SOLE 600,700
DYCOM INDUSSTRIES INC. Domestic 267475101 4,628,400 106,400SOLE 106,400
E M C CORP MASS Domestic 268648102 266,742,000 2,088,000SOLE 2,088,000
E TRADE GROUP INC Domestic 269246104 22,339,710 383,100SOLE 383,100
EAGLE HARDWARE & GARDEN INC Domestic 26959B101 5,174,474 135,500SOLE 135,500
EARTHGRAINS COMPANY Domestic 270319106 3,905,088 176,000SOLE 176,000
EAST JAPAN RAILWAY CO Ordinary Int6298542 17,535,702 3,000SOLE 3,000
EASTERN ENTERPRISES Domestic 27637F100 1,691,438 46,500SOLE 46,500
EASTERN UTILS ASSOC Domestic 277173100 2,618,953 92,500SOLE 92,500
EASTMAN CHEMICAL CO Domestic 277432100 7,773,242 184,800SOLE 184,800
EASTMAN KODAK CO Domestic 277461109 44,227,050 692,400SOLE 692,400
EATON CORP Domestic 278058102 11,297,000 158,000SOLE 158,000
EATON VANCE CORP Domestic 278265103 3,018,750 150,000SOLE 150,000
EAUX WTS 2/5/01 Ordinary Int5236899 245,947 100,234SOLE 100,234
EBARA CORP. Ordinary Int6302700 1,531,285 141,000SOLE 141,000
ECOLAB INC Domestic 278865100 10,117,500 285,000SOLE 285,000
EDISON INTL Domestic 281020107 27,988,275 1,257,900SOLE 1,257,900
EDWARDS A G INC Domestic 281760108 12,137,054 371,300SOLE 371,300
EG & G INC Domestic 268457108 3,784,813 143,500SOLE 143,500
EL PASO ENERGY CORP Domestic 283905107 17,978,400 550,000SOLE 550,000
ELECTRABEL Ordinary Int4294791 16,078,347 45,000SOLE 45,000
ELECTRICIDADE DE PORTUGAL SA Ordinary Int5249187 8,768,183 445,700SOLE 445,700
ELECTRO SCIENTIFIC INDS INC Domestic 285229100 1,190,400 25,600SOLE 25,600
ELECTROGLAS INC Domestic 285324109 1,467,750 114,000SOLE 114,000
ELECTRONIC ARTS INC Domestic 285512109 9,975,000 210,000SOLE 210,000
ELECTRONIC DATA SYSTEMS Domestic 285661104 61,419,912 1,261,500SOLE 1,261,500
ELF AQUITAINE ADR 2819817 24,046,021 357,227SOLE 357,227
ELF AQUITANE Ordinary Int4824080 21,526,259 159,000SOLE 159,000
EMERSON ELEC CO Domestic 291011104 86,376,394 1,631,652SOLE 1,631,652
EMI GROUP PLC Ordinary Int0044473 357,183 50,000SOLE 50,000
EMI GRP SPON ADR REP 2 ORD 14P ADR 2091949 3,250,744 227,150SOLE 227,150
ENDESA S A ADR 2083333 28,606,250 1,150,000SOLE 1,150,000
ENDESA S.A. Ordinary Int5271782 10,643,285 423,000SOLE 423,000
ENERGEN CORP Domestic 29265N108 1,795,548 120,200SOLE 120,200
ENERGY EAST CORP Domestic 29266M109 11,716,293 222,900SOLE 222,900
ENG CHINA CLAY(ASSD IMETAL) Ordinary Int0490140 1,199,117 324,500SOLE 324,500
ENGELHARD CORP Domestic 292845104 11,856,600 700,000SOLE 700,000
ENGLISH CHINA CLAYS ADR 2315928 2,296,000 200,000SOLE 200,000
ENHANCED FINL SVCS GROUP INC Domestic 293310108 3,496,000 152,000SOLE 152,000
ENI Ordinary Int4436399 6,349,548 1,000,000SOLE 1,000,000
ENI SPA ADR 2297435 27,459,375 435,000SOLE 435,000
ENRON CORP Domestic 293561106 78,809,050 1,226,600SOLE 1,226,600
ENSCO INTL INC Domestic 26874Q100 8,092,973 607,900SOLE 607,900
ENTERGY CORP NEW Domestic 29364G103 21,653,500 787,400SOLE 787,400
ENZO BIOCHEM INC Domestic 294100102 1,026,563 109,500SOLE 109,500
EQUIFAX INC Domestic 294429105 10,401,875 302,600SOLE 302,600
ERICSSON L M TEL CO ADR 2319931 42,863,400 1,800,000SOLE 1,800,000
ERICSSON LM-B SHS Ordinary Int4321558 4,689,191 195,000SOLE 195,000
ERIDANIA BEGHIN Ordinary Int4089403 2,067,155 14,000SOLE 14,000
ETEC SYSTEMS INC Domestic 26922C103 2,784,835 94,600SOLE 94,600
ETHAN ALLEN INTERIORS INC Domestic 297602104 4,779,745 115,000SOLE 115,000
ETHYL CORP Domestic 297659104 807,500 190,000SOLE 190,000
EVEREST REINSURANCE HOLDINGS Domestic 299808105 5,869,582 188,200SOLE 188,200
EVN-ENERGIE VERSORGUNG NIEDR Ordinary Int4295374 5,962,871 46,000SOLE 46,000
EXCEL SWITCHING CORP Domestic 30067V108 2,100,000 100,000SOLE 100,000
EXECUTIVE RISK INC Domestic 301586103 3,400,900 47,900SOLE 47,900
EXPEDITORS INTL WASH INC Domestic 302130109 5,713,200 105,800SOLE 105,800
EXPRESS SCRIPTS INC Domestic 302182100 12,864,919 149,700SOLE 149,700
EXXON CORP Domestic 302290101 663,623,846 9,404,700SOLE 9,404,700
EZAKI GLICO Ordinary Int6327703 592,826 100,000SOLE 100,000
FACTSET RESEARCH SYSTEMS INC. Domestic 303075105 2,406,863 55,650SOLE 55,650
FAIR ISAAC & CO INC Domestic 303250104 1,111,890 30,000SOLE 30,000
FAMILY DLR STORES INC Domestic 307000109 19,428,100 844,700SOLE 844,700
FAMILY GOLF CENETERS INC. Domestic 30701A106 780,990 105,000SOLE 105,000
FAMILYMART CO. Ordinary Int6331276 4,860,295 97,400SOLE 97,400
FANUC Ordinary Int6356934 4,541,016 113,000SOLE 113,000
FASTENAL CO Domestic 311900104 5,294,513 151,000SOLE 151,000
FDX CORP Domestic 31304N107 45,086,400 484,800SOLE 484,800
FEDDERS CORP Domestic 313135105 126,575 25,000SOLE 25,000
FEDERAL HOME LN MTG CORP Domestic 313400301 146,801,518 2,561,400SOLE 2,561,400
FEDERAL MOGUL CORP Domestic 313549107 11,328,750 265,000SOLE 265,000
FEDERAL NATL MTG ASSN Domestic 313586109 274,638,575 3,965,900SOLE 3,965,900
FEDERAL SIGNAL CORP Domestic 313855108 5,080,975 243,400SOLE 243,400
FEDERATED DEPT STORES INC DE Domestic 31410H101 20,836,913 519,300SOLE 519,300
FERRO CORP Domestic 315405100 5,073,750 205,000SOLE 205,000
FIAT SPA Ordinary Int4335601 7,334,117 2,227,079SOLE 2,227,079
FIDELITY NATL FINL INC Domestic 316326107 1,968,000 131,200SOLE 131,200
FIFTH THIRD BANCORP Domestic 316773100 51,734,955 784,600SOLE 784,600
FILENE'S BASEMENT CORP Domestic 316866102 123,890 65,000SOLE 65,000
FILENET CORP Domestic 316869106 350,000 50,000SOLE 50,000
FINOVA GROUP INC Domestic 317928109 13,876,563 267,500SOLE 267,500
FIRST AMERN FINL CORP CALIF Domestic 318522307 2,501,617 158,200SOLE 158,200
FIRST BANCORP/PUERTO RICO Domestic 318672102 2,521,802 104,800SOLE 104,800
FIRST DATA CORP Domestic 319963104 71,704,575 1,677,300SOLE 1,677,300
FIRST HEALTH GROUP CORP. Domestic 320960107 4,658,270 290,000SOLE 290,000
FIRST MERIT CORP Domestic 337915102 8,592,775 333,700SOLE 333,700
FIRST MIDWEST BANCORP INC Domestic 320867104 4,560,000 120,000SOLE 120,000
FIRST SEC CORP DEL Domestic 336294103 12,615,252 653,200SOLE 653,200
FIRST TENN NATL CORP Domestic 337162101 20,777,363 567,300SOLE 567,300
FIRST UNION CORP Domestic 337358105 175,551,311 3,285,140SOLE 3,285,140
FIRST VA BKS INC Domestic 337477103 10,508,240 230,000SOLE 230,000
FIRSTAR CORP(NEW) Domestic 33763V109 69,810,000 780,000SOLE 780,000
FIRSTENERGY CORP COM Domestic 337932107 22,290,800 796,100SOLE 796,100
FISERV INC Domestic 337738108 23,895,300 445,600SOLE 445,600
FLEET FINL GROUP INC Domestic 338915101 80,532,550 2,140,400SOLE 2,140,400
FLEETWOOD ENTERPRISES INC Domestic 339099103 9,549,300 333,600SOLE 333,600
FLEMING COS INC Domestic 339130106 214,075 25,000SOLE 25,000
FLETCHER CHALL BUILDING DIV ADR 2363789 263,760 20,000SOLE 20,000
FLETCHER CHALL PAPER ADR 2363808 239,894 38,000SOLE 38,000
FLETCHER CHALLENGE BLDG. Ordinary Int6342955 134,672 100,000SOLE 100,000
FLETCHR CHALL ENERGY DIV ADR 2363790 1,334,410 70,000SOLE 70,000
FLORIDA PROGRESS CORP Domestic 341109106 17,063,000 452,000SOLE 452,000
FLORIDA ROCK INDS INC Domestic 341140101 3,924,375 115,000SOLE 115,000
FLOW INTL CORP Domestic 343468104 592,500 60,000SOLE 60,000
FLOWERS INDS INC Domestic 343496105 13,984,538 567,900SOLE 567,900
FLOWSERVE CORPORATION Domestic 34354P105 2,823,128 181,400SOLE 181,400
FLUOR CORP Domestic 343861100 5,319,000 197,000SOLE 197,000
FMC CORP Domestic 302491303 4,606,688 93,300SOLE 93,300
FOODMAKER INC NEW Domestic 344839204 4,368,150 171,300SOLE 171,300
FOOTSTAR INC Domestic 344912100 3,148,800 98,400SOLE 98,400
FORD MOTOR CO Domestic 345370100 249,234,461 4,396,600SOLE 4,396,600
FORE SYSTEMS INC. Domestic 345449102 10,957,918 579,600SOLE 579,600
FOREST LABS INC Domestic 345838106 23,677,500 420,000SOLE 420,000
FORT JAMES CORPORATION Domestic 347471104 11,173,189 352,600SOLE 352,600
FORTIS B Ordinary Int5596593 29,685,909 806,554SOLE 806,554
FORTIS B VVPR STRIP Ordinary Int5596623 8 31,554SOLE 31,554
FORTUNE BRANDS INC Domestic 349631101 28,875,000 750,000SOLE 750,000
FOSTER WHEELER CORP Domestic 350244109 1,394,375 115,000SOLE 115,000
FOSTER'S BREWING GROUP LTD Ordinary Int6349268 2,913,847 1,000,000SOLE 1,000,000
FOUNDATION HEALTH SYSTEM INC Domestic 350404109 4,326,740 355,000SOLE 355,000
FPL GROUP INC Domestic 302571104 40,326,225 757,300SOLE 757,300
FRANCE TELECOM S.A. Ordinary Int5176177 24,071,822 298,632SOLE 298,632
FRANKLIN COVEY CO Domestic 353469109 900,000 100,000SOLE 100,000
FRANKLIN RES INC Domestic 354613101 17,001,563 604,500SOLE 604,500
FRASER & NEAVE Ordinary Int6350602 2,011,566 567,000SOLE 567,000
FRED MEYER INC Domestic 592907109 40,782,713 692,700SOLE 692,700
FREEPORT-MCMORAN COPPER & GO Domestic 35671D857 3,711,638 341,300SOLE 341,300
FREMONT GEN CORP Domestic 357288109 5,389,110 282,700SOLE 282,700
FRITZ COS INC Domestic 358846103 935,000 136,000SOLE 136,000
FRONTIER CORP Domestic 35906P105 32,935,438 634,900SOLE 634,900
FRONTIER INS GROUP INC NEW Domestic 359081106 1,620,938 136,500SOLE 136,500
FUJI HEAVY INDUSTRIES LTD Ordinary Int6356406 6,390,319 1,050,000SOLE 1,050,000
FUJI PHOTO FILM Ordinary Int6356525 2,566,589 69,000SOLE 69,000
FUJI PHOTO FILM LTD ADR 2354501 22,425,000 600,000SOLE 600,000
FUJISAWA PHARMACEUTICAL Ordinary Int6356804 1,889,156 122,000SOLE 122,000
FUJITSU LIMITED Ordinary Int6356945 57,230,552 3,624,000SOLE 3,624,000
FULLER H B CO Domestic 359694106 4,832,916 82,000SOLE 82,000
FURNITURE BRANDS INT'L Domestic 360921100 5,088,750 230,000SOLE 230,000
G & K SVCS INC Domestic 361268105 2,835,943 61,400SOLE 61,400
GALEY & LORD INC Domestic 36352K103 216,672 48,800SOLE 48,800
GALLAHER ARTHUR J & CO Domestic 363576109 2,695,600 58,600SOLE 58,600
GANNETT INC Domestic 364730101 61,362,000 974,000SOLE 974,000
GAP INC Domestic 364760108 166,572,750 2,474,600SOLE 2,474,600
GARDNER DENVER INC Domestic 365558105 1,508,125 95,000SOLE 95,000
GATEWAY 2000 INC Domestic 367833100 42,968,432 626,700SOLE 626,700
GATX CORP Domestic 361448103 7,740,430 235,000SOLE 235,000
GC COS INC Domestic 36155Q109 399,263 12,700SOLE 12,700
GEHE AG Ordinary Int5105182 5,313,603 117,000SOLE 117,000
GENCORP INC Domestic 368682100 1,411,200 78,400SOLE 78,400
GENERAL COMMUNICATION Domestic 369385109 915,338 200,600SOLE 200,600
GENERAL DYNAMICS CORP Domestic 369550108 38,460,050 598,600SOLE 598,600
GENERAL ELECTRIC CO Domestic 369604103 1,417,250,063 12,811,300SOLE 12,811,300
GENERAL ELECTRIC CO Ordinary Int0365334 9,168,003 1,017,279SOLE 1,017,279
GENERAL INSTRUMENT CORP Domestic 370120107 30,370,595 1,001,900SOLE 1,001,900
GENERAL MLS INC Domestic 370334104 44,068,342 583,200SOLE 583,200
GENERAL MOTORS CORP Domestic 370442105 218,074,200 2,506,600SOLE 2,506,600
GENERAL NUTRITION COS INC Domestic 37047F103 3,733,800 266,700SOLE 266,700
GENERAL SEMICONDUCTOR INC Domestic 370787103 613,350 84,600SOLE 84,600
GENESIS HEALTH VENTURES INC Domestic 371912106 706,875 145,000SOLE 145,000
GENTEX CORP Domestic 371901109 6,751,375 313,100SOLE 313,100
GENUINE PARTS CO Domestic 372460105 9,695,575 336,500SOLE 336,500
GENZYME CP Domestic 372917104 18,480,483 366,400SOLE 366,400
GEON COMPANY Domestic 37246W105 2,559,375 112,500SOLE 112,500
GEORGIA GULF CORP Domestic 373200203 1,174,740 105,000SOLE 105,000
GEORGIA-PACIFIC CORP Domestic 373298108 33,286,275 448,300SOLE 448,300
GEORGIA-PACIFIC CORP Domestic 373298702 9,670,778 431,000SOLE 431,000
GERBER SCIENTIFIC INC Domestic 373730100 1,312,220 65,000SOLE 65,000
GETCHELL GOLD CORPORATION Domestic 374265106 151,890 5,800SOLE 5,800
GIBSON GREETINGS INC Domestic 374827103 109,695 15,000SOLE 15,000
GILLETTE CO Domestic 375766102 263,173,633 4,427,700SOLE 4,427,700
GLATFELTER P H CO Domestic 377316104 2,293,540 205,000SOLE 205,000
GLAXO WELLCOME ADR 2374112 56,964,238 851,000SOLE 851,000
GLAXO WELLCOME Ordinary Int0371784 47,316,742 1,411,100SOLE 1,411,100
GLOBAL INDL TECHNOLOGIES INC Domestic 379335102 830,000 80,000SOLE 80,000
GLOBAL MARINE INC Domestic 379352404 8,609,225 732,700SOLE 732,700
GOLDEN WEST FINL CORP Domestic 381317106 28,869,650 302,300SOLE 302,300
GOODMAN FIELDER LTD. Ordinary Int6336549 1,538,482 1,500,552SOLE 1,500,552
GOODRICH B F CO Domestic 382388106 18,127,558 528,300SOLE 528,300
GOODYEAR TIRE & RUBR CO Domestic 382550101 15,611,394 313,400SOLE 313,400
GOODYS FAMILY CLOTHING INC Domestic 382588101 2,085,125 149,600SOLE 149,600
GPE BRUXELLES LAM Ordinary Int4391551 7,638,829 42,000SOLE 42,000
GPU INC Domestic 36225X100 24,813,145 665,000SOLE 665,000
GRACE (W .R.) & Co (NEW) Domestic 38388F108 2,153,400 177,600SOLE 177,600
GRACO INC Domestic 384109104 2,206,300 100,000SOLE 100,000
GRAINGER W W INC Domestic 384802104 21,337,717 495,500SOLE 495,500
GRANADA GROUP PLC Ordinary Int0381125 20,200,993 998,306SOLE 998,306
GRANITE CONSTR INC Domestic 387328107 3,272,500 140,000SOLE 140,000
GREAT ATLANTIC & PAC TEA INC Domestic 390064103 2,385,000 79,500SOLE 79,500
GREAT LAKES CHEM CORP Domestic 390568103 8,573,775 233,300SOLE 233,300
GREAT PORTLAND ESTATES PLC Ordinary Int0384607 1,934,999 604,100SOLE 604,100
GREAT UNIVERSAL STORES PLC ORD Ordinary Int0384704 5,173,820 483,600SOLE 483,600
GREEN MOUNTAIN POWER CORP Domestic 393154109 105,621 10,900SOLE 10,900
GREENCORE GROUP Ordinary Int0386410 1,160,935 510,043SOLE 510,043
GREENPOINT FINANCIAL CORP Domestic 395384100 13,500,375 388,500SOLE 388,500
GRIFFON CORP Domestic 398433102 853,875 124,200SOLE 124,200
GROUPE DANONE Ordinary Int4070236 13,370,889 53,300SOLE 53,300
GTE CORP Domestic 362320103 254,717,100 4,210,200SOLE 4,210,200
GTECH HLDGS CORP Domestic 400518106 3,307,688 135,700SOLE 135,700
GUIDANT CORP. Domestic 401698105 72,908,550 1,205,100SOLE 1,205,100
GUILFORD MLS INC Domestic 401794102 647,500 74,000SOLE 74,000
GULFSTREAM AEROSPACE CORP Domestic 402734107 14,096,875 325,000SOLE 325,000
GUOCO GROUP Ordinary Int6390363 1,259,444 715,000SOLE 715,000
GYMBOREE CORP Domestic 403777105 849,110 95,000SOLE 95,000
HA-LO INDUSTRIES INC. Domestic 404429102 2,534,015 205,800SOLE 205,800
HADCO CORP Domestic 404681108 875,700 27,800SOLE 27,800
HAFSLUND ASA NOK1 Ordinary Int5067561 460,451 117,200SOLE 117,200
HAGGAR CORP Domestic 405173105 128,588 12,700SOLE 12,700
HALLIBURTON CO Domestic 406216101 71,675,450 1,861,700SOLE 1,861,700
HALTER MARINE GROUP INC Domestic 40642Y105 347,617 59,800SOLE 59,800
HANCOCK FABRICS INC Domestic 409900107 536,605 85,000SOLE 85,000
HANG LUNG DEVELOPMENT Ordinary Int6408352 909,765 750,000SOLE 750,000
HANG SENG BANK Ordinary Int6408374 9,194,438 1,000,000SOLE 1,000,000
HANNA M A CO Domestic 410522106 2,370,405 185,000SOLE 185,000
HANNAFORD BROS CO Domestic 410550107 7,742,635 170,400SOLE 170,400
HANSON PLC ADR 2408970 2,371,600 53,900SOLE 53,900
HANSON PLC Ordinary Int0408983 896,387 100,000SOLE 100,000
HARBINGER CORP Domestic 41145C103 405,000 60,000SOLE 60,000
HARCOURT GEN INC Domestic 41163G101 6,522,874 147,200SOLE 147,200
HARLAND JOHN H CO Domestic 412693103 1,617,250 125,000SOLE 125,000
HARLEY DAVIDSON INC Domestic 412822108 37,414,238 652,100SOLE 652,100
HARMAN INTL INDS INC NEW Domestic 413086109 2,021,250 55,000SOLE 55,000
HARMON INDUSTRIES INC Domestic 413136102 100,315 5,000SOLE 5,000
HARNISCHFEGER INDS INC Domestic 413345109 567,662 99,800SOLE 99,800
HARRAH'S ENTERTAINMENT INC Domestic 413619107 6,477,607 339,800SOLE 339,800
HARRIS CORP DEL Domestic 413875105 5,100,975 178,200SOLE 178,200
HARSCO CORP Domestic 415864107 4,574,141 181,600SOLE 181,600
HARTFORD FINL SVCS GROUP INC Domestic 416515104 68,499,434 1,205,700SOLE 1,205,700
HARTMARX CORP Domestic 417119104 658,125 135,000SOLE 135,000
HASBRO INC Domestic 418056107 26,634,535 920,400SOLE 920,400
HASEKO CORP. Ordinary Int6414401 723,597 1,050,000SOLE 1,050,000
HAUSER INC Domestic 419141304 56,808 21,600SOLE 21,600
HAWAIIAN ELEC INDS INC Domestic 419870100 3,856,930 110,000SOLE 110,000
HAYS PLC Ordinary Int0416102 13,711,065 1,331,800SOLE 1,331,800
HCR MANOR CARE INC Domestic 404134108 5,447,744 238,800SOLE 238,800
HEALTH MGMT ASSOC INC Domestic 421933102 12,955,844 1,063,000SOLE 1,063,000
HEALTHSOUTH CORP Domestic 421924101 10,503,650 1,012,400SOLE 1,012,400
HEARTLAND EXPRESS INC Domestic 422347104 1,746,620 115,000SOLE 115,000
HEILIG MEYERS CO Domestic 422893107 648,500 125,000SOLE 125,000
HEINEKEN NV NLG5 Ordinary Int5455821 5,616,364 111,750SOLE 111,750
HEINZ H J CO Domestic 423074103 63,184,038 1,333,700SOLE 1,333,700
HELIX TECHNOLOGY CORP Domestic 423319102 1,328,400 86,400SOLE 86,400
HELMERICH & PAYNE INC Domestic 423452101 7,986,176 352,000SOLE 352,000
HENDERSON INVESTMENT Ordinary Int6972341 809,433 1,300,000SOLE 1,300,000
HENNES & MAURIT AB-B SHS Ordinary Int5195224 13,418,300 180,000SOLE 180,000
HENRY JACK & ASSOCIATES Domestic 426281101 1,470,000 40,000SOLE 40,000
HERCULES INC Domestic 427056106 5,239,375 207,500SOLE 207,500
HERSHEY FOODS CORP Domestic 427866108 26,635,531 475,100SOLE 475,100
HEWLETT PACKARD CO Domestic Con428236AA1 22,100,000 40,000,000SOLE 40,000,000
HEWLETT PACKARD CO Domestic 428236103 222,989,488 3,288,300SOLE 3,288,300
HIBERNIA CORP Domestic 428656102 5,996,584 454,700SOLE 454,700
HILB ROGAL & HAMILTON CO Domestic 431294107 592,830 35,000SOLE 35,000
HILLENBRAND INDS INC Domestic 431573104 8,683,344 188,000SOLE 188,000
HILTON HOTELS CORP Domestic 432848109 7,931,532 564,000SOLE 564,000
HITACHI LTD ADR 2428901 9,457,500 130,000SOLE 130,000
HITACHI LTD Ordinary Int6429104 5,883,560 808,000SOLE 808,000
HITACHI ZOSEN CORP. Ordinary Int6429308 825,374 654,000SOLE 654,000
HNC SOFTWARE Domestic 40425P107 1,765,225 53,900SOLE 53,900
HOCHTIEF AG Ordinary Int5108664 1,998,870 60,500SOLE 60,500
HOECHST Ordinary Int5070376 9,289,981 215,000SOLE 215,000
HOKKAIDO ELECTRIC POWER Ordinary Int6431325 2,972,434 200,000SOLE 200,000
HOLDERBK FN GLARUS Ordinary Int4420499 24,585,832 22,050SOLE 22,050
HOLLYWOOD PARK INC NEW Domestic 436255103 964,266 93,500SOLE 93,500
HOLOGIC INC. Domestic 436440101 453,150 50,000SOLE 50,000
HOME DEPOT INC Domestic 437076102 350,461,275 5,629,900SOLE 5,629,900
HOMESTAKE MNG CO Domestic 437614100 4,312,500 500,000SOLE 500,000
HON INDS INC Domestic 438092108 5,256,345 239,600SOLE 239,600
HONDA MOTOR CO LTD Ordinary Int6435145 19,722,683 444,000SOLE 444,000
HONDA MTR LTD ADR 2435279 44,562,500 500,000SOLE 500,000
HONEYWELL INC Domestic 438506107 36,716,236 484,300SOLE 484,300
HONG KONG & CHINA GAS Ordinary Int6436557 7,568,242 5,356,000SOLE 5,356,000
HONG KONG & CHINA GAS WTS Ordinary Int6107121 7,665 198,000SOLE 198,000
HONG KONG & SHANGAI HOTELS Ordinary Int6436386 1,580,421 2,058,333SOLE 2,058,333
HONG KONG TELECOM Ordinary Int6436461 6,961,680 3,526,000SOLE 3,526,000
HONGKONG ELECTRIC HOLDINGS Ordinary Int6435327 6,354,809 2,100,000SOLE 2,100,000
HOPEWELL HOLDINGS Ordinary Int6140290 264,799 547,199SOLE 547,199
HORACE MANN EDUCATORS CORP N Domestic 440327104 3,770,369 162,600SOLE 162,600
HORMEL FOODS CORP Domestic 440452100 12,290,625 345,000SOLE 345,000
HOSIDEN CORP. Ordinary Int6439813 4,664,563 212,000SOLE 212,000
HOTEL PROPERTIES Ordinary Int6440183 127,563 273,000SOLE 273,000
HOUGHTON MIFFLIN CO Domestic 441560109 2,807,813 59,900SOLE 59,900
HOUSE FOODS Ordinary Int6440503 2,789,771 200,000SOLE 200,000
HOUSEHOLD INTL INC Domestic 441815107 92,236,914 2,021,631SOLE 2,021,631
HOUSTON INDS INC Domestic 442161204 30,125,000 250,000SOLE 250,000
HS RES INC Domestic 404297103 568,750 65,000SOLE 65,000
HSB GROUP INC Domestic 40428N109 4,106,025 110,600SOLE 110,600
HSBC HLDGS PLC ADR 2400341 15,678,350 50,000SOLE 50,000
HSBC HOLDINGS Ordinary Int0400547 17,741,363 550,000SOLE 550,000
HSBC HOLDINGS PLC Ordinary Int0400495 477,562 15,000SOLE 15,000
HUBBELL INC Domestic 443510201 11,424,000 285,600SOLE 285,600
HUDSON UNITED BANCORP Domestic 404382103 5,994,352 178,600SOLE 178,600
HUFFY CORP Domestic 444356109 600,000 50,000SOLE 50,000
HUGHES SUPPLY INC Domestic 444482103 2,161,250 95,000SOLE 95,000
HUHTAMAKI I Ordinary Int4447476 5,050,151 142,200SOLE 142,200
HUMANA INC Domestic 444859102 9,918,750 575,000SOLE 575,000
HUNT J B TRANS SVCS INC Domestic 445658107 3,465,000 165,000SOLE 165,000
HUNTINGTON BANCSHARES INC Domestic 446150104 18,995,932 614,000SOLE 614,000
HUTCHINSON TECH Domestic 448407106 2,522,325 101,400SOLE 101,400
HUTCHISON WHAMPOA Ordinary Int6448068 15,042,875 1,911,000SOLE 1,911,000
HYPERION SOLUTIONS CORP Domestic 44914M104 909,150 62,700SOLE 62,700
IBERDROLA SA Ordinary Int4424640 19,502,127 1,320,800SOLE 1,320,800
IBP INC Domestic 449223106 7,755,450 416,400SOLE 416,400
ICN PHARMACEUTICALS INC NEW Domestic 448924100 5,251,125 209,000SOLE 209,000
IDACORP INC Domestic 451107106 5,534,344 188,000SOLE 188,000
IDEC PHARMACEUTICALS CORP Domestic 449370105 1,284,500 25,000SOLE 25,000
IDEXX LABS INC Domestic 45168D104 3,590,700 150,000SOLE 150,000
IHOP CORP Domestic 449623107 1,570,000 40,000SOLE 40,000
IKON OFFICE SOLUTIONS INC Domestic 451713101 7,156,061 558,500SOLE 558,500
ILLINOIS TOOL WKS INC Domestic 452308109 62,450,438 1,009,300SOLE 1,009,300
ILLINOVA CORP Domestic 452317100 6,335,212 299,000SOLE 299,000
IMATION CORPORATION Domestic 45245A107 1,567,500 95,000SOLE 95,000
IMC GLOBAL INC Domestic 449669100 9,708,050 475,000SOLE 475,000
IMCO RECYCLING INC Domestic 449681105 1,673,750 130,000SOLE 130,000
IMETAL Ordinary Int4457765 2,303,056 20,000SOLE 20,000
IMI PLC Ordinary Int0457963 4,485,848 1,055,000SOLE 1,055,000
IMMUNE RESPONSE CORP/DEL Domestic 45252T106 528,780 60,000SOLE 60,000
IMPERIAL CHEM INDS PLC ADR 2458715 3,581,300 100,000SOLE 100,000
IMPERIAL TOBACCO GROUP ADR 2478382 1,980,450 97,800SOLE 97,800
IMS HEALTH INC Domestic 449934108 19,855,125 599,400SOLE 599,400
INA - ISTITUT NAZ ASSICUR Ordinary Int4534936 12,729,875 4,224,500SOLE 4,224,500
INACOM CORP. Domestic 45323G109 1,464,750 189,000SOLE 189,000
INCHCAPE PLC. Ordinary Int0460251 460,233 200,853SOLE 200,853
INCO LTD Domestic 453258402 6,040,108 453,700SOLE 453,700
INCYTE PHARMACEUTICALS INC Domestic 45337C102 1,161,648 57,900SOLE 57,900
INDIANA ENERGY INC Domestic 454707100 1,388,780 73,333SOLE 73,333
INDUSTRIAL BANK OF JAPAN Ordinary Int6462842 1,328,462 200,000SOLE 200,000
INFORMATION RES INC Domestic 456905108 418,470 65,000SOLE 65,000
INFORMIX CORP Domestic 456779107 4,072,475 552,200SOLE 552,200
ING GROEP NV ADR 2452643 26,365,955 479,922SOLE 479,922
ING GROEP NV Ordinary Int5058877 25,921,775 471,822SOLE 471,822
INGERSOLL RAND 6.75% Domestic 456867209 3,787,500 150,000SOLE 150,000
INGERSOLL RAND CO Domestic 456866102 42,560,782 857,648SOLE 857,648
INNOVEX INC Domestic 457647105 411,950 30,800SOLE 30,800
INPUT/OUTPUT INC Domestic 457652105 1,167,274 184,900SOLE 184,900
INSIGHT ENTERPRISES Domestic 45765U103 2,591,325 104,700SOLE 104,700
INSITUFORM TECHNOLOGIES INC Domestic 457667103 3,141,250 179,500SOLE 179,500
INSTEEL INDUSTRIES Domestic 45774W108 29,839 5,300SOLE 5,300
INSURANCE AUTO AUCTIONS INC Domestic 457875102 545,625 45,000SOLE 45,000
INTEGRATED CIRCUIT SYS INC Domestic 45811K109 460,607 25,500SOLE 25,500
INTEGRATED DEVICE TECHNOLOGY Domestic 458118106 1,783,980 330,000SOLE 330,000
INTEGRATED HEALTH SVCS INC Domestic 45812C106 604,450 109,900SOLE 109,900
INTEL CORP Domestic 458140100 718,646,925 6,045,400SOLE 6,045,400
INTER TEL INC Domestic 458372109 1,623,221 104,300SOLE 104,300
INTERFACE INC Domestic 458665106 2,300,375 239,000SOLE 239,000
INTERIM SERVICES INC. Domestic 45868P100 3,210,000 214,000SOLE 214,000
INTERMAGNETICS GEN CORP Domestic 458771102 623,700 75,600SOLE 75,600
INTERMET CORP Domestic 45881K104 1,404,375 105,000SOLE 105,000
INTERNATIONAL FLAVORS & Domestic 459506101 8,338,986 222,000SOLE 222,000
INTERNATIONAL GAME TECHNOLOG Domestic 459902102 7,109,213 486,100SOLE 486,100
INTERNATIONAL MULTIFOODS COR Domestic 460043102 1,002,459 43,000SOLE 43,000
INTERNATIONAL RECTIFIER CORP Domestic 460254105 1,460,200 208,600SOLE 208,600
INTERPUBLIC GROUP COS INC Domestic 460690100 39,069,888 501,700SOLE 501,700
INTERSTATE BAKERIES CORP DEL Domestic 46072H108 6,859,190 318,100SOLE 318,100
INTERSTATE ENERGY CORP Domestic 460845100 7,758,525 291,400SOLE 291,400
INTERVOICE INC Domestic 461142101 1,455,300 132,300SOLE 132,300
INTIMATE BRANDS INC Domestic 461156101 10,828,125 225,000SOLE 225,000
INTL BUSINESS MACHINES CORP Domestic 459200101 616,457,775 3,477,900SOLE 3,477,900
INTL PAPER 51/4% C Domestic 460137300 9,475,000 200,000SOLE 200,000
INTL PAPER CO Domestic 460146103 40,854,859 968,400SOLE 968,400
INTUIT INC Domestic 461202103 26,027,650 255,800SOLE 255,800
INVACARE CORP Domestic 461203101 972,520 40,000SOLE 40,000
INVESTOR AB-A SHS Ordinary Int4466288 8,299,868 195,000SOLE 195,000
INVESTOR AB-B SHS Ordinary Int4469630 2,852,471 65,900SOLE 65,900
IONICS INC Domestic 462218108 2,108,750 70,000SOLE 70,000
IPALCO ENTERPRISES INC Domestic 462613100 9,433,340 430,000SOLE 430,000
IRISH LIFE (ASS IRISH PE ORD) Ordinary Int0482158 2,177,431 224,896SOLE 224,896
IRISH LIFE ASSD IRISH PERM Ordinary Int000534W 145,286 15,000SOLE 15,000
ISETAN Ordinary Int6466844 2,814,679 300,000SOLE 300,000
ISHIHARA SANGYO Ordinary Int6466866 377,781 250,000SOLE 250,000
ISS INTERNATIONAL Ordinary Int4442620 7,220,119 111,400SOLE 111,400
ITO YOKADO LTD ADR 2468792 13,287,600 200,000SOLE 200,000
ITOCHU CORP. Ordinary Int6467803 1,634,009 800,000SOLE 800,000
ITOHAM FOODS Ordinary Int6467900 1,312,786 324,000SOLE 324,000
ITRON INC Domestic 465741106 1,218,750 130,000SOLE 130,000
ITT INDS INC IND Domestic 450911102 8,659,800 244,800SOLE 244,800
IVAX CORP Domestic 465823102 6,114,409 517,600SOLE 517,600
J & J SNACK FOODS CORP Domestic 466032109 780,850 38,800SOLE 38,800
J.D. EDWARDS & CO. Domestic 281667105 835,660 70,000SOLE 70,000
JACOBS ENGR GROUP INC Domestic 469814107 5,324,130 135,000SOLE 135,000
JAN BELL MARKETING INC. Domestic 470760109 271,950 58,800SOLE 58,800
JAPAN AIRLINES Ordinary Int6471871 3,213,218 1,000,000SOLE 1,000,000
JAPAN TOBACCO INC Ordinary Int6474535 9,548,322 1,000SOLE 1,000
JEFFERIES GROUP INC Domestic 472318104 4,444,941 93,700SOLE 93,700
JEFFERSON PILOT CORP Domestic 475070108 41,578,175 613,700SOLE 613,700
JLG INDS INC Domestic 466210101 2,043,750 150,000SOLE 150,000
JO-ANN STORES INC Domestic 47758P109 884,125 64,300SOLE 64,300
JOHNSON & JOHNSON Domestic 478160104 495,746,350 5,302,100SOLE 5,302,100
JOHNSON CTLS INC Domestic 478366107 28,081,225 450,200SOLE 450,200
JOHNSON ELECTRIC HOLDINGS Ordinary Int6126331 2,819,628 1,000,000SOLE 1,000,000
JOHNSON MATTHEY PLC Ordinary Int0476407 2,258,314 300,000SOLE 300,000
JOHNSTON INDS DEL Domestic 479368102 47,073 22,100SOLE 22,100
JONES APPAREL GROUP INC Domestic 480074103 13,114,097 469,400SOLE 469,400
JONES PHARMA INC Domestic 480236108 4,055,325 116,700SOLE 116,700
JSB FINL INC Domestic 46624M100 2,240,588 44,700SOLE 44,700
JUNO LTG INC Domestic 482047107 1,545,978 68,900SOLE 68,900
JUSCO CO. LTD Ordinary Int6480048 2,753,736 161,000SOLE 161,000
JUST FOR FEET INC Domestic 48213P106 1,750,000 140,000SOLE 140,000
JUSTIN INDS INC Domestic 482171105 1,257,300 114,300SOLE 114,300
JYSKE BANK REG Ordinary Int4479963 2,002,578 25,000SOLE 25,000
K MART CORP Domestic 482584109 29,824,581 1,773,900SOLE 1,773,900
K N ENERGY INC Domestic 482620101 5,532,795 277,500SOLE 277,500
K-SWISS INC -CL A Domestic 482686102 1,010,000 40,000SOLE 40,000
K2 INC. Domestic 482732104 511,875 65,000SOLE 65,000
KAJIMA CORP. Ordinary Int6481320 1,195,616 400,000SOLE 400,000
KAMAN CORP Domestic 483548103 384,390 30,000SOLE 30,000
KANEKA CORPORATION Ordinary Int6483360 2,341,415 300,000SOLE 300,000
KANSAI ELECTRIC POWER Ordinary Int6483489 7,576,345 381,000SOLE 381,000
KANSAS CITY PWR & LT CO Domestic 485134100 7,264,375 295,000SOLE 295,000
KANSAS CITY SOUTHN INDS INC Domestic 485170104 30,996,600 543,800SOLE 543,800
KAO CORP ADR 2484130 6,624,150 30,000SOLE 30,000
KAO CORP Ordinary Int6483809 260,545 12,000SOLE 12,000
KARSTADT AG Ordinary Int4484105 1,991,821 5,600SOLE 5,600
KAUFMAN & BROAD HOME CORP Domestic 486168107 4,160,617 184,400SOLE 184,400
KAWASAKI KISEN KAI Ordinary Int6484686 2,514,945 1,300,000SOLE 1,300,000
KAWASAKI STEEL CORP Ordinary Int6484664 1,893,059 1,140,000SOLE 1,140,000
KAYDON CORP Domestic 486587108 3,819,816 132,000SOLE 132,000
KCS ENERGY INC Domestic 482434206 113,250 60,400SOLE 60,400
KEANE INC Domestic 486665102 5,935,671 278,500SOLE 278,500
KELLOGG CO Domestic 487836108 33,775,806 998,900SOLE 998,900
KELLWOOD CO Domestic 488044108 3,227,817 146,300SOLE 146,300
KELLY SVCS INC Domestic 488152208 2,553,000 92,000SOLE 92,000
KEMET CORP Domestic 488360108 1,495,000 130,000SOLE 130,000
KENNAMETAL INC Domestic 489170100 2,643,750 150,000SOLE 150,000
KENT ELECTRS CORP Domestic 490553104 1,150,820 115,800SOLE 115,800
KEPPEL CORP Ordinary Int6490263 2,856,216 1,062,500SOLE 1,062,500
KEPPEL FELS Ordinary Int6331469 353,043 200,000SOLE 200,000
KERR MCGEE CORP Domestic 492386107 6,374,877 194,279SOLE 194,279
KERRY GROUP PLC Ordinary Int0490656 784,238 60,000SOLE 60,000
KESKO Ordinary Int4490005 3,213,894 215,000SOLE 215,000
KEYCORP INC NEW Domestic 493267108 63,514,829 2,095,300SOLE 2,095,300
KEYENCE Ordinary Int6490995 6,701,428 45,600SOLE 45,600
KEYSPAN ENERGY CORP Domestic 49337K106 17,085,000 680,000SOLE 680,000
KEYSTONE FINL INC Domestic 493482103 4,031,250 125,000SOLE 125,000
KIMBERLY-CLARK CORP Domestic 494368103 82,803,307 1,727,300SOLE 1,727,300
KING WORLD PRODTNS INC Domestic 495667107 6,619,946 216,600SOLE 216,600
KINGFISHER PLC ADR 2981006 27,537,760 1,090,000SOLE 1,090,000
KINGFISHER PLC Ordinary Int0262015 6,119,572 486,200SOLE 486,200
KINKI NIPPON RAILWAY Ordinary Int6492968 4,211,225 800,000SOLE 800,000
KIRBY CORP Domestic 497266106 1,799,110 95,000SOLE 95,000
KLA-TENCOR CORP Domestic 482480100 8,011,584 164,973SOLE 164,973
KLM Ordinary Int4480255 1,846,862 66,004SOLE 66,004
KMART FING I Domestic 498778208 6,050,000 100,000SOLE 100,000
KNIGHT RIDDER INC Domestic 499040103 15,715,000 314,300SOLE 314,300
KOHLS CORP Domestic 500255104 25,224,625 355,903SOLE 355,903
KOMAG INC Domestic 500453105 814,625 186,200SOLE 186,200
KOMATSU Ordinary Int6496584 4,045,168 800,000SOLE 800,000
KONINKLIJKE AHOLD NV NEW ADR 2037813 24,203,300 632,766SOLE 632,766
KONINKLIJKE KPN NV Ordinary Int5490800 12,968,091 327,000SOLE 327,000
KONINKLIJKE PHILIPS ELECTRS ADR 2685223 17,366,810 210,660SOLE 210,660
KREDIETBANK Ordinary Int4497749 11,297,353 170,000SOLE 170,000
KROGER CO Domestic 501044101 65,630,963 1,096,133SOLE 1,096,133
KROLL-O'GARA COMPANY Domestic 501050108 2,143,270 79,000SOLE 79,000
KRONOS INC Domestic 501052104 2,473,275 100,950SOLE 100,950
KULICKE & SOFFA INDS INC Domestic 501242101 1,641,250 65,000SOLE 65,000
KURITA WATER INDUSTRIES Ordinary Int6497963 3,025,108 188,000SOLE 188,000
KYOCERA CORP ADR 2498120 4,210,000 80,000SOLE 80,000
KYOCERA CORP Ordinary Int6499260 52,972 1,000SOLE 1,000
KYOWA HAKKO KOGYO CO LTD Ordinary Int6499550 1,125,839 218,000SOLE 218,000
KYUSHU ELECTRIC POWER Ordinary Int6499806 4,792,428 312,000SOLE 312,000
L'OREAL Ordinary Int4534787 18,790,217 29,795SOLE 29,795
LA Z BOY CHAIR CO Domestic 505336107 4,434,224 235,700SOLE 235,700
LADBROKE GROUP PLC ORD Ordinary Int0500254 5,764,621 1,251,276SOLE 1,251,276
LAFARGE FR25 (BR) Ordinary Int4502706 3,271,615 36,407SOLE 36,407
LAFARGE PRIME DE FIDELITE '99 Ordinary Int050262$8W 8,635,043 96,092SOLE 96,092
LAIDLAW INC Domestic 50730K503 4,009,807 689,800SOLE 689,800
LANCASTER COLONY CORP Domestic 513847103 3,354,750 126,000SOLE 126,000
LAND SECURITIES PLC ORD Ordinary Int0504502 9,049,475 686,000SOLE 686,000
LANDRYS SEAFOOD RESTAURANTS Domestic 51508L103 564,369 88,100SOLE 88,100
LANDS END INC Domestic 515086106 5,193,750 150,000SOLE 150,000
LANDSTAR SYS INC Domestic 515098101 1,490,625 45,000SOLE 45,000
LASMO PLC Ordinary Int0531696 1,018,218 500,000SOLE 500,000
LASON INC. Domestic 51808R107 4,601,250 81,800SOLE 81,800
LATTICE SEMICONDUCTOR CORP Domestic 518415104 3,590,364 78,800SOLE 78,800
LEAR CORPORATION Domestic 521865105 11,214,138 262,700SOLE 262,700
LECHTERS INC Domestic 523238103 76,464 35,400SOLE 35,400
LEE ENTERPRISES INC Domestic 523768109 5,599,900 193,100SOLE 193,100
LEGAL & GENERAL GP Ordinary Int0511115 7,250,042 612,950SOLE 612,950
LEGATO SYSTEMS INC Domestic 524651106 10,015,250 194,000SOLE 194,000
LEGG MASON INC Domestic 524901105 7,461,892 221,500SOLE 221,500
LEGGETT & PLATT INC Domestic 524660107 19,220,000 961,000SOLE 961,000
LEGRAND Ordinary Int4558583 4,186,397 20,000SOLE 20,000
LEHMAN BROTHERS HOLDINGS INC Domestic 524908100 14,345,975 240,100SOLE 240,100
LEND LEASE CORP LIMITED Ordinary Int6512004 6,788,562 538,172SOLE 538,172
LEXMARK INT'L GROUP INC Domestic 529771107 29,423,125 263,000SOLE 263,000
LG&E ENERGY CORP Domestic 501917108 11,239,020 540,000SOLE 540,000
LI & FUNG LTD. Ordinary Int6514635 3,174,501 1,500,000SOLE 1,500,000
LIBBEY INC Domestic 529898108 1,884,800 60,800SOLE 60,800
LILLIAN VERNON CORP Domestic 532430105 480,000 40,000SOLE 40,000
LILLY ELI & CO Domestic 532457108 336,164,413 3,960,700SOLE 3,960,700
LILLY INDS INC Domestic 532491107 1,379,500 89,000SOLE 89,000
LIMITED INC Domestic 532716107 23,362,900 589,600SOLE 589,600
LINCARE HLDGS INC Domestic 532791100 8,302,500 295,200SOLE 295,200
LINCOLN NATL CORP IND Domestic 534187109 56,675,150 573,200SOLE 573,200
LINDSAY MFG CO Domestic 535555106 1,540,313 77,500SOLE 77,500
LINEAR TECHNOLOGY CORP Domestic 535678106 48,208,620 940,656SOLE 940,656
LINENS N THINGS INC Domestic 535679104 7,727,363 170,300SOLE 170,300
LIPOSOME COMPANY INC Domestic 536310105 2,139,330 159,200SOLE 159,200
LITTON INDS INC Domestic 538021106 5,440,503 93,700SOLE 93,700
LIZ CLAIBORNE INC Domestic 539320101 8,547,750 262,000SOLE 262,000
LLOYDS TSB GROUP Ordinary Int0870612 78,514,322 5,195,527SOLE 5,195,527
LOCKHEED MARTIN CORP Domestic 539830109 54,756,375 1,450,500SOLE 1,450,500
LOEWS CORP Domestic 540424108 30,476,850 408,400SOLE 408,400
LONE STAR INDUSTRIES Domestic 542290408 2,219,600 71,600SOLE 71,600
LONE STAR STEAKHOUSE SALOON Domestic 542307103 994,250 97,000SOLE 97,000
LONG DRUG STORES INC. Domestic 543162101 4,979,657 163,600SOLE 163,600
LONGVIEW FIBRE CO Domestic 543213102 730,782 63,200SOLE 63,200
LOUISIANA PAC CORP Domestic 546347105 11,683,463 627,300SOLE 627,300
LOWES COS INC Domestic 548661107 92,365,350 1,526,700SOLE 1,526,700
LSB INDUSTRIES INC Domestic 502160104 74,100 24,700SOLE 24,700
LSI LOGIC CORP Domestic 502161102 17,677,358 566,800SOLE 566,800
LUBRIZOL CORP Domestic 549271104 4,245,750 188,700SOLE 188,700
LUBYS INC Domestic 549282101 1,518,750 90,000SOLE 90,000
LUCAS VARITY PLC ADR 2537885 4,625,000 100,000SOLE 100,000
LUCAS VARITY(ASSD TRW CASH) Ordinary Int0525280 463,120 100,000SOLE 100,000
LUCENT TECHNOLOGIES INC Domestic 549463107 498,463,200 4,615,400SOLE 4,615,400
LUFTHANSA AG Ordinary Int5287488 24,059,406 1,104,000SOLE 1,104,000
LVMH MOET HENNESSY ADR 2499576 9,825,000 200,000SOLE 200,000
LVMH MOET HENNESSY Ordinary Int4535649 568,069 2,300SOLE 2,300
LYDALL INC Domestic 550819106 540,345 65,000SOLE 65,000
LYONDELL CHEMICAL COMPANY Domestic 552078107 3,541,086 258,700SOLE 258,700
M S CARRIERS INC Domestic 553533100 1,321,900 50,000SOLE 50,000
MABUCHI MOTOR CO Ordinary Int6551030 6,810,528 93,000SOLE 93,000
MACDERMID INC Domestic 554273102 3,393,800 100,000SOLE 100,000
MACKENZIE FINANCIAL CORP Ordinary Int2552275 1,368,364 116,600SOLE 116,600
MACROMEDIA INC Domestic 556100105 6,475,228 142,900SOLE 142,900
MAF BANCORP INC. Domestic 55261R108 2,002,500 90,000SOLE 90,000
MAGNA INTL INC ADR 2554549 22,054,820 380,000SOLE 380,000
MAGNETEK INC. Domestic 559424106 1,133,138 135,300SOLE 135,300
MAKINO MILLING MACHINE Ordinary Int6555708 725,340 120,000SOLE 120,000
MAKITA CORP Ordinary Int6555805 3,169,786 289,000SOLE 289,000
MALLINCKRODT INC Domestic 561232109 9,941,775 373,400SOLE 373,400
MAN AG NPV Ordinary Int5563520 15,359,987 550,000SOLE 550,000
MANITOWOC INC Domestic 563571108 3,609,625 86,200SOLE 86,200
MANNESMANN AG ORD NPV Ordinary Int5460955 103,124,193 810,000SOLE 810,000
MANPOWER INC WIS Domestic 56418H100 6,568,375 281,000SOLE 281,000
MARCO POLO DEVELOPMENTS LTD. Ordinary Int6564522 2,515,143 2,000,000SOLE 2,000,000
MARCUS CORP Domestic 566330106 1,502,400 125,200SOLE 125,200
MARINER POST-ACUTE NETWORKS Domestic 568459101 606,076 277,000SOLE 277,000
MARK IV INDS INC Domestic 570387100 2,990,000 230,000SOLE 230,000
MARKS & SPENCER LTD ADR 2566469 13,971,231 356,600SOLE 356,600
MARKS & SPENCER PLC Ordinary Int0565402 1,050,814 160,000SOLE 160,000
MARRIOTT INTERNATIONAL Domestic 571903202 23,167,625 689,000SOLE 689,000
MARSH & MCLENNAN COS INC Domestic 571748102 86,976,450 1,171,400SOLE 1,171,400
MARSHALL & ILSLEY CORP Domestic 571834100 26,610,240 480,000SOLE 480,000
MARSHALL INDS Domestic 572393106 438,750 32,500SOLE 32,500
MARTIN MARIETTA MATERIALS Domestic 573284106 11,754,978 206,000SOLE 206,000
MARUBENI CORP. Ordinary Int6569464 3,338,384 1,787,000SOLE 1,787,000
MARUI CO. Ordinary Int6569527 4,349,884 260,000SOLE 260,000
MARZOTTO (GAETANO) & FIGLI SPA Ordinary Int4570004 1,393,941 165,000SOLE 165,000
MASCO CORP Domestic 574599106 44,832,750 1,587,000SOLE 1,587,000
MASCOTECH INC Domestic 574670105 1,853,800 119,600SOLE 119,600
MATSHUSHITA COMMUNICATION Ordinary Int6572666 17,823,646 268,000SOLE 268,000
MATSUSHITA ELC IND Ordinary Int6572707 12,562,686 655,000SOLE 655,000
MATSUSHITA ELEC 1.3% CONV Intl Conv 6566807 4,915,310 400,000,000SOLE 400,000,000
MATSUSHITA-KOTOBUKI ELECTRON Ordinary Int6572848 11,224,177 497,000SOLE 497,000
MATTEL INC Domestic 577081102 29,242,299 1,172,600SOLE 1,172,600
MAXIM INTEGRATED PRODS INC Domestic 57772K101 31,305,900 578,400SOLE 578,400
MAXXAM INC. Domestic 577913106 50,375 1,000SOLE 1,000
MAXXIM MEDICAL INC. Domestic 57777G105 556,960 29,500SOLE 29,500
MAY DEPARTMENT STORES CO Domestic 577778103 47,466,450 1,213,200SOLE 1,213,200
MAYNE NICKLESS LTD Ordinary Int6574606 2,285,370 700,000SOLE 700,000
MAYTAG CORP Domestic 578592107 41,459,513 686,700SOLE 686,700
MBIA INC Domestic 55262C100 19,116,800 329,600SOLE 329,600
MBNA CORP Domestic 55262L100 76,189,900 3,191,200SOLE 3,191,200
MCCORMICK & CO INC Domestic 579780206 9,135,000 315,000SOLE 315,000
MCDERMOTT INTL INC Domestic 580037109 8,150,786 322,000SOLE 322,000
MCDONALDS CORP Domestic 580135101 245,360,832 5,414,800SOLE 5,414,800
MCGRAW-HILL COS INC Domestic 580645109 72,163,450 1,324,100SOLE 1,324,100
MCI WORLDCOM INC Domestic 55268B106 618,919,603 6,988,467SOLE 6,988,467
MCKECHNIE Ordinary Int0552404 1,198,584 170,166SOLE 170,166
MCKESSON HBOC INC Domestic 58155Q103 48,163,500 729,750SOLE 729,750
MCN ENERGY GROUP INC Domestic 55267J100 5,622,050 350,000SOLE 350,000
MDC HOLDINGS INC Domestic 552676108 1,078,125 75,000SOLE 75,000
MEAD CORP Domestic 582834107 18,124,050 589,400SOLE 589,400
MEDIA GEN INC Domestic 584404107 5,621,850 120,900SOLE 120,900
MEDIAONE GROUP INC Domestic 58440J104 156,273,169 2,463,400SOLE 2,463,400
MEDIAONE GROUP INC Domestic 58440J401 16,550,000 200,000SOLE 200,000
MEDIASET SPA Ordinary Int5077946 5,228,625 557,800SOLE 557,800
MEDICAL ASSURANCE INC Domestic 58449U100 280,000 10,000SOLE 10,000
MEDIMMUNE INC Domestic 584699102 12,488,668 211,000SOLE 211,000
MEDIOBANCA Ordinary Int4574813 9,439,598 704,520SOLE 704,520
MEDIOBANCA SPA C/WTS20/12/00 Ordinary Int5444380 309,729 102,420SOLE 102,420
MEDIOBANCA(1SH&I WT 20/12/00 Domestic 059784108 1,231,300 100,000SOLE 100,000
MEDQUIST INC Domestic 584949101 3,219,000 107,300SOLE 107,300
MEDTRONIC INC Domestic 585055106 147,954,688 2,058,500SOLE 2,058,500
MELLON BK CORP Domestic 585509102 87,490,200 1,243,200SOLE 1,243,200
MENS WEARHOUSE INC Domestic 587118100 4,293,713 148,700SOLE 148,700
MENTOR CORP MINN Domestic 587188103 611,021 41,600SOLE 41,600
MENTOR GRAPHICS CORP Domestic 587200106 3,978,450 294,700SOLE 294,700
MEPC Ordinary Int0290908 1,703,075 244,026SOLE 244,026
MERCANTILE BANCORPORATION IN Domestic 587342106 28,694,750 604,100SOLE 604,100
MERCANTILE BANKSHARES CORP Domestic 587405101 11,817,800 319,400SOLE 319,400
MERCK & CO INC Domestic 589331107 728,736,875 9,095,000SOLE 9,095,000
MERCURY INTERACTIVE CORP Domestic 589405109 7,068,000 198,400SOLE 198,400
MEREDITH CORP Domestic 589433101 5,096,100 162,100SOLE 162,100
MERITOR AUTOMOTIVE INC. Domestic 59000G100 4,225,300 272,600SOLE 272,600
MERRILL CORPORATION Domestic 590175105 1,056,625 79,000SOLE 79,000
MERRILL LYNCH & CO INC Domestic 590188108 110,810,850 1,252,100SOLE 1,252,100
MESA AIR GROUP Domestic 590479101 366,250 58,600SOLE 58,600
METHODE ELECTRS INC Domestic 591520200 945,625 85,000SOLE 85,000
METRO AG Ordinary Int5041413 6,263,530 100,398SOLE 100,398
METRO NETWORKS INC Domestic 591918107 3,850,000 70,000SOLE 70,000
MEYER INTERNATIONAL Ordinary Int0587213 7,343,026 1,154,961SOLE 1,154,961
MGIC INVT CORP WIS Domestic 552848103 21,942,425 625,800SOLE 625,800
MICHAEL FOODS INC NEW Domestic 594079105 1,412,568 74,100SOLE 74,100
MICHAELS STORES INC Domestic 594087108 3,086,000 125,000SOLE 125,000
MICHELIN (CGDE) Ordinary Int4588364 6,807,636 152,242SOLE 152,242
MICREL INC Domestic 594793101 4,580,490 91,500SOLE 91,500
MICRO WHSE INC Domestic 59501B105 1,443,188 89,500SOLE 89,500
MICROAGE INC Domestic 594928103 493,963 91,900SOLE 91,900
MICROCHIP TECHNOLOGY INC Domestic 595017104 4,155,000 120,000SOLE 120,000
MICRON TECHNOLOGY INC Domestic 595112103 41,480,230 860,800SOLE 860,800
MICROS SYS INC Domestic 594901100 3,960,000 120,000SOLE 120,000
MICROSOFT CORP Domestic 594918104 1,734,871,125 19,357,000SOLE 19,357,000
MIDAMERICAN ENERGY HLDGS NEW Domestic 59562V107 7,638,400 272,800SOLE 272,800
MIDWAY GAMES INC Domestic 598148104 1,413,868 162,738SOLE 162,738
MILACRON INC Domestic 598709103 2,682,225 170,300SOLE 170,300
MILLER HERMAN INC Domestic 600544100 5,710,425 312,900SOLE 312,900
MILLIPORE CORP Domestic 601073109 2,412,500 100,000SOLE 100,000
MINEBEA CO LTD Ordinary Int6642406 10,579,408 1,041,000SOLE 1,041,000
MINERALS TECHNOLOGIES INC Domestic 603158106 6,000,000 125,000SOLE 125,000
MINNESOTA MINING & MFG CO Domestic 604059105 97,019,475 1,371,300SOLE 1,371,300
MINNESOTA POWER INC Domestic 604110106 4,937,500 250,000SOLE 250,000
MINOLTA CAMERA CO LTD. Ordinary Int6595867 8,014,912 1,562,000SOLE 1,562,000
MIRAGE RESORTS INC Domestic 60462E104 12,197,500 574,000SOLE 574,000
MISSISSISSI CHEMICAL Domestic 605288208 1,031,250 110,000SOLE 110,000
MITSUBISHI CHEMICAL CORP Ordinary Int6597001 4,742,610 1,700,000SOLE 1,700,000
MITSUBISHI ELECTRIC CORP Ordinary Int6597045 3,695,649 1,124,000SOLE 1,124,000
MITSUBISHI ESTATE CO LTD Ordinary Int6596729 10,014,986 1,001,000SOLE 1,001,000
MITSUBISHI ESTATE CO LTD Ordinary Int6596785 3,217,369 500,000SOLE 500,000
MITSUBISHI HEAVY IND LTD Ordinary Int6597067 6,445,408 1,451,000SOLE 1,451,000
MITSUBISHI OIL CO. Ordinary Int6597186 1,907,207 1,126,000SOLE 1,126,000
MITSUBISHI TRUST AND BANKING Ordinary Int6596826 2,039,190 200,000SOLE 200,000
MITSUI & CO Ordinary Int6597302 13,081,758 1,967,000SOLE 1,967,000
MITSUI & CO Ordinary Int6597368 1,467,120 310,000SOLE 310,000
MITSUI FUDOSAN CO LTD Ordinary Int6597603 2,657,755 300,000SOLE 300,000
MITSUI MARINE AND FIRE Ordinary Int6870122 4,154,766 834,000SOLE 834,000
MITSUMI ELECTRONIC CO LTD Ordinary Int6597409 8,205,662 417,000SOLE 417,000
MOBIL CORP Domestic 607059102 284,460,000 3,232,500SOLE 3,232,500
MODINE MFG CO Domestic 607828100 3,272,146 116,600SOLE 116,600
MODIS PROFESSIONAL SERVICES Domestic 607830106 3,932,436 433,900SOLE 433,900
MOHAWK INDS INC Domestic 608190104 6,216,000 207,200SOLE 207,200
MOLECULAR BIOSYSTEMS INC Domestic 608513107 100,729 38,300SOLE 38,300
MOLEX INC Domestic 608554101 17,989,250 612,400SOLE 612,400
MONSANTO CO Domestic Con611662305 3,487,500 75,000SOLE 75,000
MONSANTO CO Domestic 611662107 114,500,465 2,492,500SOLE 2,492,500
MONTANA POWER CO Domestic 612085100 16,183,860 220,000SOLE 220,000
MONTEDISON SPA Ordinary Int5046924 3,598,779 3,483,318SOLE 3,483,318
MOORE LTD ADR 615785102 1,809,100 183,200SOLE 183,200
MORGAN CRUCIBLE Ordinary Int0602729 1,493,554 426,530SOLE 426,530
MORGAN J P & CO INC Domestic 616880100 98,482,367 798,236SOLE 798,236
MORGAN ST DEAN WITTER & CO. Domestic 617446448 214,896,681 2,150,300SOLE 2,150,300
MORRISON KNUDSEN CORP NEW Domestic 61844A109 2,592,824 260,900SOLE 260,900
MORTON INTERNATIONAL INC Domestic 619335102 20,164,725 548,700SOLE 548,700
MOTOROLA INC Domestic 620076109 187,205,025 2,555,700SOLE 2,555,700
MUELLER INDS INC Domestic 624756102 3,132,500 140,000SOLE 140,000
MUENCHENER RUECKVER AG-REG Ordinary Int5294121 6,540,573 32,500SOLE 32,500
MUNCHENER RUCKVERS(RFD 1/1/99) Ordinary Int5610813 6,453,132 32,500SOLE 32,500
MURATA MANUFACTURING Ordinary Int6610403 6,538,525 125,000SOLE 125,000
MURPHY OIL CORP Domestic 626717102 8,416,200 202,800SOLE 202,800
MUTUAL RISK MGMT LTD Domestic 628351108 6,452,600 167,600SOLE 167,600
MYERS INDS INC Domestic 628464109 1,536,421 72,730SOLE 72,730
MYLAN LABS Domestic 628530107 19,862,368 723,900SOLE 723,900
NABORS INDS INC Domestic 629568106 6,966,004 383,000SOLE 383,000
NAC RE CORP Domestic 628907107 3,640,046 67,800SOLE 67,800
NACCO INDS INC Domestic 629579103 3,621,681 48,900SOLE 48,900
NAGOYA RAILWAY CO LTD Ordinary Int6619864 2,342,660 675,000SOLE 675,000
NALCO CHEM CO Domestic 629853102 3,984,450 150,000SOLE 150,000
NANKAI ELECTRIC RAILWAY Ordinary Int6621472 2,716,365 577,000SOLE 577,000
NASH FINCH CO Domestic 631158102 335,000 40,000SOLE 40,000
NASHUA CORP Domestic 631226107 80,500 7,000SOLE 7,000
NATIONAL AUSTRALIA BANK ORD Ordinary Int6624608 2,158,544 120,000SOLE 120,000
NATIONAL AUSTRALIA BK LTD ADR 2625412 12,635,000 140,000SOLE 140,000
NATIONAL AUSTRALIA BK LTD Ordinary Int2632553 6,262,000 200,000SOLE 200,000
NATIONAL BANK OF CANADA Ordinary Int2077303 6,961,240 477,500SOLE 477,500
NATIONAL CITY CORP Domestic 635405103 81,594,788 1,229,300SOLE 1,229,300
NATIONAL COMM BANCORPORATION Domestic 635449101 570,325 25,000SOLE 25,000
NATIONAL COMPUTER SYS INC Domestic 635519101 3,535,350 144,300SOLE 144,300
NATIONAL DATA CORP Domestic 635621105 7,140,000 170,000SOLE 170,000
NATIONAL FOODS LIMITED Ordinary Int6624909 3,106,175 1,525,541SOLE 1,525,541
NATIONAL FUEL GAS CO N J Domestic 636180101 5,086,800 129,600SOLE 129,600
NATIONAL GRID GR ORD 11 13/17P Ordinary Int0242824 4,480,685 615,000SOLE 615,000
NATIONAL INSTRS CORP Domestic 636518102 4,212,300 147,800SOLE 147,800
NATIONAL POWER Ordinary Int0632016 4,218,824 549,600SOLE 549,600
NATIONAL PRESTO INDS INC Domestic 637215104 531,570 15,000SOLE 15,000
NATIONAL SEMICONDUCTOR CORP Domestic 637640103 3,492,375 375,000SOLE 375,000
NATIONAL SVC INDS INC Domestic 637657107 7,166,855 210,400SOLE 210,400
NATIONAL WESTMINSTER BANK Ordinary Int0625395 8,691,911 380,400SOLE 380,400
NATL WESTMINSTER BANK ADR 2627571 28,303,510 206,500SOLE 206,500
NATSTEEL LTD 3% 6/30/02 Intl Conv 2016696 3,534,300 3,500,000SOLE 3,500,000
NATURES SUNSHINE PRODS INC Domestic 639027101 880,000 80,000SOLE 80,000
NAUTICA ENTERPRISES INC Domestic 639089101 1,131,300 100,000SOLE 100,000
NAVISTAR INTL CORP Domestic 63934E108 15,633,132 389,000SOLE 389,000
NBTY INC Domestic 628782104 731,250 150,000SOLE 150,000
NCH CORP Domestic 628850109 1,193,750 25,000SOLE 25,000
NCR CORP Domestic 62886E108 20,145,000 402,900SOLE 402,900
NEC CORP ADR 2640222 1,848,375 31,000SOLE 31,000
NEC CORP Ordinary Int6640400 17,002,033 1,437,000SOLE 1,437,000
NELSON THOMAS INC Domestic 640376109 300,000 30,000SOLE 30,000
NESTLE S A ADR 2630223 77,972,764 858,400SOLE 858,400
NESTLE SA REGISTERED Ordinary Int4616696 10,145,119 5,600SOLE 5,600
NETWORK APPLIANCE INC Domestic 64120L104 2,025,000 40,000SOLE 40,000
NETWORK EQUIP TECHNOLOGIES Domestic 641208103 670,350 75,000SOLE 75,000
NETWORKS ASSOCIATES INC Domestic 640938106 18,891,533 615,600SOLE 615,600
NEVADA PWR CO Domestic 641423108 4,474,800 180,800SOLE 180,800
NEW ASIA REALTY & TRUST CO-A Ordinary Int6435781 330,484 394,000SOLE 394,000
NEW CENTURY ENERGIES INC Domestic 64352U103 9,973,646 292,800SOLE 292,800
NEW ENGLAND BUSINESS SVC INC Domestic 643872104 1,577,840 55,000SOLE 55,000
NEW ENGLAND ELEC SYS Domestic 644001109 13,895,250 286,500SOLE 286,500
NEW JERSEY RES CORP Domestic 646025106 3,090,425 86,900SOLE 86,900
NEW WORLD DEVEL CO Ordinary Int6633767 2,951,899 1,500,000SOLE 1,500,000
NEW WORLD INFRASTRUCTURE Ordinary Int6631590 4,072,975 3,125,000SOLE 3,125,000
NEW YORK TIMES CO Domestic 650111107 18,262,800 640,800SOLE 640,800
NEWCOURT CREDIT GR NPV USD ADR 2097215 811,890 30,000SOLE 30,000
NEWELL RUBBERMAID INC Domestic 651229106 73,237,163 1,541,835SOLE 1,541,835
NEWFIELD EXPL CO Domestic 651290108 3,812,313 168,500SOLE 168,500
NEWMONT MNG CORP Domestic 651639106 6,146,000 351,200SOLE 351,200
NEWPORT NEWS SHIPBUILDING Domestic 652228107 6,337,600 200,000SOLE 200,000
NEWS CORP LTD ADR 2617680 5,500,000 200,000SOLE 200,000
NEWS CORP LTD ADR 2630063 16,225,000 550,000SOLE 550,000
NEWS CORP LTD Ordinary Int6886925 732,825 100,000SOLE 100,000
NEWS CORP. LIMITED PFD Ordinary Int6620758 442,382 65,000SOLE 65,000
NEXTEL COMMUNICATION INC-A Domestic 65332V103 40,404,700 1,103,200SOLE 1,103,200
NFO WORLDWIDE INC COM Domestic 62910N108 440,000 44,000SOLE 44,000
NG FUNG HONG LIMITED Ordinary Int6619251 5,710,230 7,500,000SOLE 7,500,000
NGK INSULATORS LTD Ordinary Int6619507 8,742,992 787,000SOLE 787,000
NGK SPARK PLUG CO Ordinary Int6619604 3,402,524 300,000SOLE 300,000
NIAGARA MOHAWK HOLDINGS INC Domestic 653520106 5,203,968 387,200SOLE 387,200
NICHIEI Ordinary Int6638892 5,197,525 59,000SOLE 59,000
NICHIEI 3/4 % 03/14 CV Intl Conv 503014U 2,490,867 300SOLE 300
NICOR INC Domestic 654086107 7,485,885 208,300SOLE 208,300
NIKE INC Domestic 654106103 67,010,381 1,161,600SOLE 1,161,600
NINE WEST GROUP INC Domestic 65440D102 4,206,835 170,400SOLE 170,400
NINTENDO CO. LTD. Ordinary Int6639550 8,909,830 105,000SOLE 105,000
NIPPON EXPRESS CO LTD Ordinary Int6642127 2,363,052 406,000SOLE 406,000
NIPPON HODO Ordinary Int6640789 779,973 154,000SOLE 154,000
NIPPON SHEET GLASS Ordinary Int6641447 680,837 200,000SOLE 200,000
NIPPON STEEL CORP Ordinary Int6642569 4,656,625 2,308,000SOLE 2,308,000
NIPPON TELEGRAPH & TEL CORP Ordinary Int6641373 100,406,837 10,425SOLE 10,425
NIPSCO INDS INC Domestic 629140104 19,283,400 714,200SOLE 714,200
NISSAN MOTOR CO LTD Ordinary Int6642860 4,243,274 1,111,000SOLE 1,111,000
NISSIN FOOD PRODUCTS Ordinary Int6641760 1,288,359 59,000SOLE 59,000
NKK CORPORATION Ordinary Int6640466 747,260 1,200,000SOLE 1,200,000
NKT HOLDING A/S Ordinary Int4642464 1,691,234 23,120SOLE 23,120
NOBLE AFFILIATES INC Domestic 654894104 8,485,400 292,600SOLE 292,600
NOBLE DRILLING CORP Domestic 655042109 8,609,313 495,500SOLE 495,500
NOKIA (AB) OY SER'A' FIM2.5 Ordinary Int5444498 25,272,546 157,500SOLE 157,500
NOKIA (AB) OY SER'K' FIM2.5 Ordinary Int5444584 101,599,656 633,600SOLE 633,600
NOMURA SECURITIES Ordinary Int6643108 10,295,582 1,000,000SOLE 1,000,000
NORDSON CORP Domestic 655663102 6,690,000 120,000SOLE 120,000
NORDSTROM INC Domestic 655664100 19,387,013 474,300SOLE 474,300
NORFOLK SOUTHERN CORP Domestic 655844108 26,440,938 1,002,500SOLE 1,002,500
NORMANDY MINING LTD. Ordinary Int6645201 2,042,862 2,582,340SOLE 2,582,340
NORRELL CORP Domestic 656301108 1,371,615 105,000SOLE 105,000
NORSK HYDRO ASA ADR 2642819 3,544,925 87,800SOLE 87,800
NORSKE SKOGINDUSTRIER ASA-A Ordinary Int4647436 2,272,244 70,000SOLE 70,000
NORTH AMERICAN VACCINE INC Domestic 657201109 406,088 66,300SOLE 66,300
NORTH FORK BANCORPORATION IN Domestic 659424105 13,203,125 625,000SOLE 625,000
NORTHEAST UTILS Domestic 664397106 7,242,750 522,000SOLE 522,000
NORTHERN STATES POWER/MN Domestic 665772109 13,340,056 575,300SOLE 575,300
NORTHERN TELECOM LTD ADR 2647966 21,743,750 350,000SOLE 350,000
NORTHERN TELECOM LTD ADR 665815106 171,440,150 2,759,600SOLE 2,759,600
NORTHERN TRUST CORP Domestic 665859104 38,145,184 429,500SOLE 429,500
NORTHROP GRUMMAN CORP Domestic 666807102 11,496,000 192,000SOLE 192,000
NORTHWEST NAT GAS CO Domestic 667655104 1,968,750 90,000SOLE 90,000
NOVA CORP/GEORGIA Domestic 669784100 5,932,500 226,000SOLE 226,000
NOVARTIS ADR 2620105 52,773,243 650,662SOLE 650,662
NOVARTIS AG REG SHARES Ordinary Int5047831 37,009,014 22,879SOLE 22,879
NOVELL INC Domestic 670006105 36,424,367 1,446,100SOLE 1,446,100
NOVELLUS SYS INC Domestic 670008101 6,686,663 121,300SOLE 121,300
NOVEN PHARMACEUTICALS INC Domestic 670009109 300,625 65,000SOLE 65,000
NOVO-NORDISK A S ADR 2651202 11,990,000 220,000SOLE 220,000
NSK Ordinary Int6641544 913,318 200,000SOLE 200,000
NTN CORP Ordinary Int6651189 1,253,080 369,000SOLE 369,000
NTT DATA CORP Ordinary Int6125639 7,605,446 1,000SOLE 1,000
NTT MOBILE COMMUNICATIONS NETW Ordinary Int6129277 34,000,330 700SOLE 700
NUCOR CORP Domestic 670346105 14,042,878 318,700SOLE 318,700
O REILLY AUTOMOTIVE INC Domestic 686091109 4,206,500 94,000SOLE 94,000
O/SEAS UNION ENTPRSGD1 Ordinary Int6663827 599,654 350,000SOLE 350,000
OAK INDUSTRIES INC NEW Domestic 671400505 3,689,350 116,200SOLE 116,200
OAKWOOD HOMES CORP Domestic 674098108 2,730,000 195,000SOLE 195,000
OBAYASHI CORP. Ordinary Int6656407 2,197,443 401,000SOLE 401,000
OCCIDENTAL PETE CORP Domestic 674599105 19,413,000 1,078,500SOLE 1,078,500
OCEAN ENERGY INC - NEW Domestic 67481E106 3,430,197 503,700SOLE 503,700
OCEANEERING INTL INC Domestic 675232102 1,355,200 89,600SOLE 89,600
ODAKYU ELECTRIC RAILWAY Ordinary Int6656106 1,103,454 300,000SOLE 300,000
OESTER BRAU BETEILIGUNGS Ordinary Int4621731 858,803 19,000SOLE 19,000
OFFICE DEPOT INC Domestic 676220106 45,124,021 1,205,300SOLE 1,205,300
OFFICEMAX INC Domestic 67622M108 4,571,250 530,000SOLE 530,000
OFFSHORE LOGISTICS INC Domestic 676255102 1,154,363 99,300SOLE 99,300
OGDEN CORP Domestic 676346109 4,860,726 202,000SOLE 202,000
OGE ENERGY CORP Domestic 670837103 8,799,570 390,000SOLE 390,000
OJI PAPER CO LTD Ordinary Int6657701 2,231,866 426,000SOLE 426,000
OLD KENT FINL CORP Domestic 679833103 19,908,267 470,500SOLE 470,500
OLD REP INTL CORP Domestic 680223104 9,460,800 518,400SOLE 518,400
OLIN CORP Domestic 680665205 1,559,765 155,000SOLE 155,000
OLSTEN CORP Domestic 681385100 2,382,380 385,000SOLE 385,000
OLYMPUS OPTICAL CO. Ordinary Int6658801 323,813 25,000SOLE 25,000
OLYMPUS OPTICAL LTD ADR 2658719 14,686,780 1,115,000SOLE 1,115,000
OM GROUP INC Domestic 670872100 4,290,000 130,000SOLE 130,000
OMNICARE INC Domestic 681904108 7,779,610 408,100SOLE 408,100
OMNICOM GROUP INC Domestic 681919106 63,294,908 791,800SOLE 791,800
OMRON CORP Ordinary Int6659428 1,548,323 126,000SOLE 126,000
OMV AG Ordinary Int4651459 5,191,466 58,900SOLE 58,900
ONEOK INC Domestic 682680103 1,606,275 64,900SOLE 64,900
ONO PHARMACEUTICAL CO LTD Ordinary Int6660107 2,976,586 75,000SOLE 75,000
ONWARD KASHIYAMA CO LTD Ordinary Int6483821 4,899,535 420,000SOLE 420,000
ORACLE CORP Domestic 68389X105 135,301,113 5,129,900SOLE 5,129,900
ORANGE & ROCKLAND UTILS INC Domestic 684065105 3,446,280 60,000SOLE 60,000
ORBITAL SCIENCES CORP Domestic 685564106 2,885,738 101,700SOLE 101,700
OREGON STL MLS INC Domestic 686079104 626,280 60,000SOLE 60,000
ORGANOGENESIS INC Domestic 685906109 2,148,405 185,800SOLE 185,800
ORION CAP CORP Domestic 686268103 3,321,875 106,300SOLE 106,300
ORTHODONTIC CENTER OF AMERICA Domestic 68750P103 1,968,750 125,000SOLE 125,000
OSHKOSH B GOSH INC Domestic 688222207 1,415,040 80,000SOLE 80,000
OUTBACK STEAKHOUSE INC Domestic 689899102 10,679,775 326,100SOLE 326,100
OVERSEAS SHIPHOLDING GROUP I Domestic 690368105 881,554 75,800SOLE 75,800
OVERSEAS UNION BANK Ordinary Int6664057 2,164,119 615,000SOLE 615,000
OWENS & MINOR INC NEW Domestic 690732102 1,265,625 125,000SOLE 125,000
OWENS CORNING INC Domestic 69073F103 5,945,850 186,900SOLE 186,900
OWENS ILL INC Domestic 690768403 8,057,875 322,315SOLE 322,315
OWENS ILL INC Domestic 690768502 3,643,800 100,000SOLE 100,000
OXFORD HEALTH PLANS INC Domestic 691471106 5,625,000 360,000SOLE 360,000
OXFORD INDUSTRIES INC. Domestic 691497309 243,750 10,000SOLE 10,000
P G & E CORP Domestic 69331C108 47,433,201 1,527,000SOLE 1,527,000
P P & L RES INC Domestic 693499105 17,589,825 710,700SOLE 710,700
P-COM INC Domestic 693262107 1,451,800 190,400SOLE 190,400
PACCAR INC Domestic 693718108 18,995,906 461,200SOLE 461,200
PACIFIC CENTURY FINANCIAL CP Domestic 694058108 6,074,625 291,000SOLE 291,000
PACIFIC SUNWEAR CALIFORNIA Domestic 694873100 3,089,275 88,900SOLE 88,900
PACIFICARE HEALTH SYS INC Domestic 695112201 21,778,575 319,100SOLE 319,100
PACIFICORP Domestic 695114108 10,900,275 631,900SOLE 631,900
PAINE WEBBER GROUP INC Domestic 695629105 23,897,088 599,300SOLE 599,300
PALL CORP Domestic 696429307 4,251,722 256,700SOLE 256,700
PAPA JOHNS INTL INC Domestic 698813102 5,996,588 135,900SOLE 135,900
PARAMETRIC TECHNOLOGY CORP Domestic 699173100 11,693,975 592,100SOLE 592,100
PAREXEL INTL CORP Domestic 699462107 2,586,000 125,000SOLE 125,000
PARK ELECTROCHEMICAL CORP Domestic 700416209 634,500 27,000SOLE 27,000
PARK PLACE ENTERTAINMENT CORP Domestic 700690100 768,096 101,600SOLE 101,600
PARKER HANNIFIN CORP Domestic 701094104 9,518,075 277,900SOLE 277,900
PARMALAT FINANZIARIA SPA Ordinary Int4714404 2,841,154 2,000,000SOLE 2,000,000
PATTERSON DENTAL CO Domestic 703412106 5,345,700 123,600SOLE 123,600
PAXAR CORP Domestic 704227107 1,279,336 172,000SOLE 172,000
PAYCHEX INC Domestic 704326107 30,189,543 636,400SOLE 636,400
PAYLESS SHOES SOURCE INC. Domestic 704379106 7,198,200 154,800SOLE 154,800
PEARSON PLC ORD Ordinary Int0677608 29,504,116 1,293,069SOLE 1,293,069
PECO ENERGY CO Domestic 693304107 44,330,625 958,500SOLE 958,500
PEDIATRIX MEDICAL GROUP INC. Domestic 705324101 987,188 35,100SOLE 35,100
PENINSULAR & ORIENT STEAM NAV Ordinary Int0680048 9,742,920 670,865SOLE 670,865
PENNEY J C INC Domestic 708160106 27,726,341 684,601SOLE 684,601
PENNSYLVANIA ENTERPRISES INC Domestic 708720107 840,000 35,000SOLE 35,000
PENNZENERGY COMPANY Domestic 70931Q109 997,500 95,000SOLE 95,000
PENNZOIL-QUAKER STATE CO Domestic 709323109 4,110,928 332,062SOLE 332,062
PENTAIR INC Domestic 709631105 6,895,125 204,300SOLE 204,300
PEOPLES ENERGY CORP Domestic 711030106 2,316,842 71,700SOLE 71,700
PEOPLESOFT INC Domestic 712713106 6,802,907 465,156SOLE 465,156
PEP BOYS MANNY MOE & JACK Domestic 713278109 2,726,700 178,800SOLE 178,800
PEPSI BOTTLING GROUP INC Domestic 713409100 3,253,125 150,000SOLE 150,000
PEPSICO INC Domestic 713448108 207,625,862 5,298,200SOLE 5,298,200
PERKIN ELMER CORP Domestic 714041100 12,792,903 131,800SOLE 131,800
PERRIGO CO Domestic 714290103 1,455,800 200,800SOLE 200,800
PETRO-CANADA Ordinary Int2684316 8,168,595 700,000SOLE 700,000
PEUGEOT CITROEN S A ADR 2683926 9,390,140 261,200SOLE 261,200
PFIZER INC Domestic 717081103 706,792,500 5,094,000SOLE 5,094,000
PHARMACEUTICAL PRODUCT DEVELOP Domestic 717124101 2,852,855 85,000SOLE 85,000
PHARMACIA & UPJOHN INC Domestic 716941109 114,401,988 1,834,100SOLE 1,834,100
PHELPS DODGE CORP Domestic 717265102 5,885,375 119,500SOLE 119,500
PHILADELPHIA SUBURBAN CORP Domestic 718009608 3,557,161 156,786SOLE 156,786
PHILIP MORRIS COS INC Domestic 718154107 324,229,270 9,214,200SOLE 9,214,200
PHILIPS ELECTRONICS Ordinary Int4685209 5,683,922 70,000SOLE 70,000
PHILLIPS PETROLEUM CO Domestic 718507106 44,679,600 945,600SOLE 945,600
PHILLIPS VAN HEUSEN CORP Domestic 718592108 708,750 105,000SOLE 105,000
PHOTRONICS INC Domestic 719405102 1,722,813 92,500SOLE 92,500
PHYCOR INC Domestic 71940F100 1,346,150 283,400SOLE 283,400
PICTURETEL CORP Domestic 720035302 1,463,000 209,000SOLE 209,000
PIEDMONT NAT GAS INC NC Domestic 720186105 4,669,000 133,400SOLE 133,400
PIER 1 IMPORTS INC Domestic 720279108 3,960,938 487,500SOLE 487,500
PILLOWTEX CORP Domestic 721501104 1,051,331 74,100SOLE 74,100
PIN-PRINTEMPS-REDO FRF20 Ordinary Int5505072 18,610,202 117,000SOLE 117,000
PINNACLE WEST CAP CORP Domestic 723484101 13,713,375 377,000SOLE 377,000
PIONEER GROUP INC Domestic 723684106 1,481,300 100,000SOLE 100,000
PIONEER HI BRED INTL INC Domestic 723686101 36,278,025 964,200SOLE 964,200
PIONEER NATURAL RESOURCES CO Domestic 723787107 1,602,700 206,800SOLE 206,800
PIONEER STD ELECTRS INC Domestic 723877106 359,652 54,800SOLE 54,800
PITNEY BOWES INC Domestic 724479100 64,520,993 1,012,094SOLE 1,012,094
PITTSTON BAX GROUP Domestic 725701106 3,454,500 147,000SOLE 147,000
PITTSTON BAX GROUP Domestic 725701882 374,652 54,000SOLE 54,000
PLACER DOME INC Domestic 725906101 8,298,140 741,700SOLE 741,700
PLACER DOME INC Ordinary Int2691714 2,760,331 250,000SOLE 250,000
PLAINS RESOURCES INC Domestic 726540503 1,009,500 67,300SOLE 67,300
PLANTRONICS INC NEW Domestic 727493108 2,214,730 35,400SOLE 35,400
PLATINUM SOFTWARE CORP Domestic 72764R105 774,375 105,000SOLE 105,000
PLATINUM TECHNOLOGY INTL INC Domestic 72764T101 8,797,500 345,000SOLE 345,000
PLAYERS INTL INC Domestic 727903106 431,250 69,000SOLE 69,000
PLEXUS CORP Domestic 729132100 2,522,688 90,500SOLE 90,500
PNC BK CORP Domestic 693475105 78,871,679 1,419,500SOLE 1,419,500
POGO PRODUCING CO Domestic 730448107 2,380,300 183,100SOLE 183,100
POHJOLA INSURANCE CO B Ordinary Int4691949 9,650,237 183,000SOLE 183,000
POLARIS INDS INC Domestic 731068102 2,800,350 88,200SOLE 88,200
POLAROID CORP Domestic 731095105 2,533,594 125,500SOLE 125,500
POLICY MGMT SYS CORP Domestic 731108106 5,034,750 164,400SOLE 164,400
POOL ENERGY SERVICES CO Domestic 732788104 900,404 58,800SOLE 58,800
POPE & TALBOT INC Domestic 732827100 350,625 55,000SOLE 55,000
PORTUCEL INDUSTRIAL EMPRESSA Ordinary Int4719078 272,277 50,000SOLE 50,000
PORTUGAL TELECOM SA-REGISTER Ordinary Int4676203 17,253,267 386,400SOLE 386,400
POTLATCH CORP Domestic 737628107 3,553,309 104,700SOLE 104,700
POTOMAC ELECTRIC POWER CO Domestic 737679100 10,348,804 446,300SOLE 446,300
POWERGEN PLC ADR 2695642 18,830,625 415,000SOLE 415,000
POWERGEN PLC Ordinary Int0443746 606,384 55,100SOLE 55,100
PPG INDS INC Domestic 693506107 29,084,375 567,500SOLE 567,500
PRAXAIR INC Domestic 74005P104 14,894,019 413,000SOLE 413,000
PRE PAID LEGAL SVCS INC Domestic 740065107 2,668,050 108,900SOLE 108,900
PRECISION CASTPARTS CORP Domestic 740189105 4,628,750 115,000SOLE 115,000
PREMARK INTL INC Domestic 740459102 9,262,166 281,200SOLE 281,200
PREMIER BANCSHARES INC. Domestic 739909109 1,706,400 86,400SOLE 86,400
PREUSSAG AG Ordinary Int5666292 9,627,637 18,000SOLE 18,000
PRICE T ROWE ASSOC INC Domestic 741477103 14,977,188 435,700SOLE 435,700
PRIDE INTERNATIONAL INC Domestic 741932107 1,191,300 144,400SOLE 144,400
PRIMARK CORP Domestic 741903108 1,783,088 83,910SOLE 83,910
PRIME HOSPITALITY CORP Domestic 741917108 993,800 100,000SOLE 100,000
PRIORITY HEALTHCARE CORP Domestic 74264T102 3,883,355 85,820SOLE 85,820
PROCTER & GAMBLE CO Domestic 742718109 510,717,289 5,214,700SOLE 5,214,700
PROGRESS SOFTWARE CORP Domestic 743312100 2,917,688 85,500SOLE 85,500
PROGRESSIVE CORP OHIO Domestic 743315103 44,427,600 309,600SOLE 309,600
PROMISE CO. LTD. Ordinary Int6703295 2,598,804 50,000SOLE 50,000
PROMODES Ordinary Int4706672 22,720,405 37,300SOLE 37,300
PROMUS HOTEL CORP Domestic 74342P106 18,398,475 505,800SOLE 505,800
PROTECTIVE LIFE CORP Domestic 743674103 11,457,188 302,500SOLE 302,500
PROVIDENT BANKSHARES CORP Domestic 743859100 1,972,438 75,500SOLE 75,500
PROVIDENT COS INC Domestic 743862104 18,249,264 528,000SOLE 528,000
PROVIDENT FINANCIAL GROUP Domestic 743866105 6,297,338 164,100SOLE 164,100
PROVIDENT FINL ORD GBX10.36363 Ordinary Int0268596 3,099,168 200,061SOLE 200,061
PROVIDIAN FINANCIAL CORP Domestic 74406A102 56,397,000 512,700SOLE 512,700
PRUDENTIAL CORP. PLC ORD Ordinary Int0709954 10,430,685 800,000SOLE 800,000
PSS WORLD MEDICAL INC Domestic 69366A100 2,396,255 271,900SOLE 271,900
PUBLIC SVC CO N C INC Domestic 744516105 2,128,125 75,000SOLE 75,000
PUBLIC SVC CO N MEX Domestic 744499104 3,175,600 186,800SOLE 186,800
PUBLIC SVC ENTERPRISE GROUP Domestic 744573106 45,863,788 1,201,000SOLE 1,201,000
PUBLISHING & BROADCASTING LTD Ordinary Int6637082 2,825,320 500,000SOLE 500,000
PUGET SOUND ENERGY Domestic 745332106 8,302,680 360,000SOLE 360,000
PULTE CORP Domestic 745867101 1,769,105 85,000SOLE 85,000
QBE INSURANCE GROUP Ordinary Int6715740 4,539,523 1,103,691SOLE 1,103,691
QUAKER OATS CO Domestic 747402105 41,614,125 668,500SOLE 668,500
QUALCOMM INC Domestic 747525103 42,971,563 345,500SOLE 345,500
QUANEX CORP Domestic 747620102 457,250 29,500SOLE 29,500
QUANTUM CORP Domestic 747906105 13,003,200 722,400SOLE 722,400
QUEENS COUNTY BANCORP Domestic 748242104 1,350,000 50,000SOLE 50,000
QUESTAR CORP Domestic 748356102 6,012,990 355,000SOLE 355,000
QUINTILES TRANSNATIONAL CORP. Domestic 748767100 17,044,101 451,499SOLE 451,499
QUORUM HEALTH Domestic 749084109 2,700,000 270,000SOLE 270,000
RAILTEX INC Domestic 750766107 341,250 30,000SOLE 30,000
RAILTRACK GRP Ordinary Int0721293 8,177,909 357,400SOLE 357,400
RALCORP HOLDINGS INC Domestic 751028101 3,169,200 166,800SOLE 166,800
RALSTON PURINA GROUP Domestic 751277302 20,627,155 772,900SOLE 772,900
RANGER OIL LTD Domestic 752805101 2,480,000 620,000SOLE 620,000
RANK GROUP Ordinary Int0724076 3,924,833 1,077,651SOLE 1,077,651
RAS SPA Ordinary Int4718246 3,169,168 303,900SOLE 303,900
RATIN A/S DKK1 SER 'B' Ordinary Int5402388 5,388,493 30,000SOLE 30,000
RATIONALE SOFTWARE CORP Domestic 75409P202 10,068,282 375,500SOLE 375,500
RAYCHEM CORP Domestic 754603108 3,948,525 175,000SOLE 175,000
RAYMOND JAMES FINL INC Domestic 754730109 3,961,850 200,600SOLE 200,600
RAYONIER INC. Domestic 754907103 5,849,198 146,000SOLE 146,000
RAYTHEON CO Domestic 755111408 66,826,638 1,139,900SOLE 1,139,900
READ-RITE CORP Domestic 755246105 1,229,122 186,400SOLE 186,400
RECKITT & COLMAN PLC Ordinary Int0727871 1,155,947 106,600SOLE 106,600
REEBOK INTL LTD Domestic 758110100 1,857,375 117,000SOLE 117,000
REED INTL PLC ADR 2727095 7,100,000 200,000SOLE 200,000
REGAL BELOIT CORP Domestic 758750103 722,520 40,000SOLE 40,000
REGENERON PHARMACEUTICAL Domestic 75886F107 423,338 63,900SOLE 63,900
REGIONS FINANCIAL CORP Domestic 758940100 20,775,000 600,000SOLE 600,000
REGIS CORP MINN Domestic 758932107 4,588,819 172,350SOLE 172,350
RELIANCE STEEL & ALUMINUM Domestic 759509102 3,745,690 130,000SOLE 130,000
RELIANT ENERGY INC Domestic 75952J108 46,915,818 1,800,300SOLE 1,800,300
RELIASTAR FINANCIAL CORP Domestic 75952U103 16,410,625 385,000SOLE 385,000
REMINGTON OIL & GAS CORP Domestic 759594302 121,248 42,100SOLE 42,100
RENAL CARE GROUP INC Domestic 759930100 3,022,250 154,000SOLE 154,000
RENTOKIL INITIAL Ordinary Int0732712 4,033,112 656,000SOLE 656,000
REPSOL S A ADR 2731803 20,500,000 400,000SOLE 400,000
REPSOL SA Ordinary Int4733227 975,355 19,000SOLE 19,000
REPUBLIC N Y CORP Domestic 760719104 18,975,825 411,400SOLE 411,400
RESOUND CORPORATION Domestic 761194109 159,750 42,600SOLE 42,600
RESPIRONICS INC Domestic 761230101 1,262,092 95,700SOLE 95,700
REUTERS GROUP PLC Ordinary Int0236913 7,342,144 500,000SOLE 500,000
REUTERS GRP ADR EA RP 6 ADR 2152028 11,293,750 130,000SOLE 130,000
REXAM Ordinary Int0425045 1,032,955 311,500SOLE 311,500
REYNOLDS & REYNOLDS CO Domestic 761695105 4,864,000 256,000SOLE 256,000
REYNOLDS METALS CO Domestic 761763101 11,256,929 233,000SOLE 233,000
RHI AG ATS100 Ordinary Int4719915 801,399 29,550SOLE 29,550
RHONE POULENC SA Ordinary Int4736817 25,095,809 556,540SOLE 556,540
RHONE-POULENC-WT01 Ordinary Int5345944 828,041 306,540SOLE 306,540
RICHFOOD HLDGS INC Domestic 763408101 4,694,265 217,700SOLE 217,700
RICOH COMPANY LTD Ordinary Int6738220 4,950,465 482,000SOLE 482,000
RIGGS NATL CORP WASH D C Domestic 766570105 2,025,000 120,000SOLE 120,000
RINASCENTE Ordinary Int4740034 2,502,333 321,600SOLE 321,600
RIO TINTO LIMITED Ordinary Int6220103 5,534,362 400,000SOLE 400,000
RIO TINTO PLC -SPON ADR 2740434 7,491,000 136,200SOLE 136,200
RITE AID CORP Domestic 767754104 13,847,950 553,918SOLE 553,918
RJR NABISCO HLDGS CORP NEW Domestic 74960K876 20,453,750 818,150SOLE 818,150
RMC GROUP PLC ORD Ordinary Int0726641 2,728,276 202,000SOLE 202,000
ROBERT HALF INTL INC Domestic 770323103 12,337,688 376,000SOLE 376,000
ROBERTS PHARMACEUTICAL CORP Domestic 770491108 3,425,825 165,100SOLE 165,100
ROCHE HLDG LTD ADR 2746142 73,168,200 600,000SOLE 600,000
ROCHE HLDGS AG Ordinary Int4745772 32,833,659 2,700SOLE 2,700
ROCKWELL INTL CORP Domestic 773903109 31,994,008 753,900SOLE 753,900
ROHM & HAAS CO Domestic 775371107 18,583,833 553,700SOLE 553,700
ROHM CO Ordinary Int6747204 51,458,815 438,000SOLE 438,000
ROLLINS INC Domestic 775711104 1,345,040 80,000SOLE 80,000
ROLLINS TRUCK LEASING CORP Domestic 775741101 990,990 105,000SOLE 105,000
ROLLS-ROYCE PLC ORD Ordinary Int0747761 3,440,355 810,655SOLE 810,655
ROPER INDS INC NEW Domestic 776696106 3,891,625 163,000SOLE 163,000
ROSS STORES INC Domestic 778296103 11,259,941 257,000SOLE 257,000
ROTHMANS INDUSTRIES Ordinary Int6752253 1,796,943 350,000SOLE 350,000
ROWAN COS INC Domestic 779382100 4,732,624 373,000SOLE 373,000
ROYAL AND SUN ALLIANCE Ordinary Int0859633 22,924,367 2,430,532SOLE 2,430,532
ROYAL BANK SCOT GRP ORD Ordinary Int0754783 8,956,699 412,068SOLE 412,068
ROYAL DUTCH PETE CO ADR 2016748 86,840,000 1,670,000SOLE 1,670,000
ROYAL DUTCH PETE CO ADR 780257804 434,517,200 8,356,100SOLE 8,356,100
ROYAL DUTCH PETROLEUM (NLG) Ordinary Int5202704 5,830,284 110,000SOLE 110,000
ROYAL GUARDIAN (AS S/LIFE) Ordinary Int0529572 1,181,198 200,000SOLE 200,000
RPM INC OHIO Domestic 749685103 6,386,246 479,700SOLE 479,700
RTI INTERNATIONAL METALS INC Domestic 74973W107 400,000 40,000SOLE 40,000
RUBY TUESDAY INC Domestic 781182100 2,470,725 142,200SOLE 142,200
RUDDICK CORP Domestic 781258108 2,535,000 130,000SOLE 130,000
RURAL / METRO CORP Domestic 781748108 79,380 10,000SOLE 10,000
RUSS BERRIE & CO INC Domestic 782233100 2,241,043 86,400SOLE 86,400
RUSSELL CORP Domestic 782352108 1,388,625 69,000SOLE 69,000
RWE AG Ordinary Int5007307 22,061,989 500,000SOLE 500,000
RYANS FAMILY STEAK HOUSES IN Domestic 783519101 2,412,600 200,000SOLE 200,000
RYDER SYS INC Domestic 783549108 10,179,813 368,500SOLE 368,500
RYLAND GROUP INC Domestic 783764103 1,663,064 65,700SOLE 65,700
S.K.F. AB-B SHS Ordinary Int4767066 1,024,119 72,800SOLE 72,800
S3 INC Domestic 784849101 1,012,500 135,000SOLE 135,000
SAFECO CORP Domestic 786429100 17,036,529 421,300SOLE 421,300
SAFESKIN CORP Domestic 786454108 1,376,030 185,000SOLE 185,000
SAFEWAY Ordinary Int0049241 2,325,568 594,300SOLE 594,300
SAFEWAY INC Domestic 786514208 97,145,772 1,893,200SOLE 1,893,200
SAI Ordinary Int4767884 13,539,760 1,061,700SOLE 1,061,700
SAINSBURY (J) ORD Ordinary Int0767640 6,983,750 1,130,000SOLE 1,130,000
SAIPEM Ordinary Int4768768 1,162,290 300,000SOLE 300,000
SAIRGROUP CHF69(REGD) Ordinary Int5463471 2,253,082 10,500SOLE 10,500
SAKS INC Domestic 79377W108 19,362,200 744,700SOLE 744,700
SAKURA BANK LTD Ordinary Int6598714 2,682,663 900,000SOLE 900,000
SAMPO INSURANCE CO A SHARE Ordinary Int5226038 2,496,771 80,000SOLE 80,000
SAN PAOLO-IMI SPA Ordinary Int5556575 20,869,485 1,288,500SOLE 1,288,500
SANDEN Ordinary Int6775186 2,480,903 300,000SOLE 300,000
SANKYO CO Ordinary Int6775283 7,592,162 360,000SOLE 360,000
SANMINA CORP Domestic 800907107 11,003,250 172,600SOLE 172,600
SANOFI Ordinary Int4887704 17,530,693 104,420SOLE 104,420
SANTA FE ENERGY RES INC Domestic 802012104 3,503,125 475,000SOLE 475,000
SANWA BANK LIMITED Ordinary Int6776747 1,066,921 100,000SOLE 100,000
SANWA FIN BERM 1.25% 8/1/05 Intl Conv 5421769 19,819,5152,175,000,00SOLE 2,175,000,00
SANWA SHUTTER Ordinary Int6776781 1,210,478 239,000SOLE 239,000
SAP AG Ordinary Int4846288 25,772,815 90,200SOLE 90,200
SARA LEE CORP Domestic 803111103 91,681,178 3,704,290SOLE 3,704,290
SAS DANMARK Ordinary Int5065811 1,694,768 180,000SOLE 180,000
SBARRO INC Domestic 805844107 441,975 16,600SOLE 16,600
SBC COMMUNICATIONS INC Domestic 78387G103 342,591,486 7,260,140SOLE 7,260,140
SCANA CORP Domestic 805898103 9,195,712 424,000SOLE 424,000
SCHERING AG Ordinary Int4845757 20,189,956 173,950SOLE 173,950
SCHERING PLOUGH CORP Domestic 806605101 304,129,150 5,504,600SOLE 5,504,600
SCHINDLER HOLDING AG-REGD Ordinary Int4778842 4,286,364 2,550SOLE 2,550
SCHLUMBERGER LTD Domestic 806857108 133,509,022 2,218,200SOLE 2,218,200
SCHNEIDER SA Ordinary Int4834108 9,652,120 175,000SOLE 175,000
SCHOLASTIC CORP Domestic 807066105 1,955,000 40,000SOLE 40,000
SCHRODERS ORD GBP1 Ordinary Int0779407 6,300,044 270,000SOLE 270,000
SCHULMAN A INC Domestic 808194104 1,117,250 82,000SOLE 82,000
SCHWAB CHARLES CORP NEW Domestic 808513105 129,605,338 1,348,300SOLE 1,348,300
SCHWEIZ-RUCKVERSICHER Ordinary Int4850029 44,569,831 20,200SOLE 20,200
SCI SYSTEMS INC Domestic 783890106 8,132,063 274,500SOLE 274,500
SCIENTIFIC ATLANTA INC Domestic 808655104 8,284,000 304,000SOLE 304,000
SCOTT TECHNOLOGIES INC Domestic 810022301 1,711,930 98,500SOLE 98,500
SCOTTISH & NEWCASTLE PLC Ordinary Int0783969 3,248,037 300,200SOLE 300,200
SCOTTISH & SOUTHERN ENERGY Ordinary Int0790873 3,064,212 339,700SOLE 339,700
SCOTTISH POWER PLC Ordinary Int0790828 10,255,297 1,178,000SOLE 1,178,000
SCOTTS CO Domestic 810186106 3,132,025 83,800SOLE 83,800
SEACOR SMIT INC Domestic 811904101 704,911 13,100SOLE 13,100
SEAGATE TECHNOLOGY Domestic 811804103 22,151,556 749,300SOLE 749,300
SEAGRAM LTD ADR 2787152 2,500,000 50,000SOLE 50,000
SEAGRAM LTD ADR 811850106 47,475,000 949,500SOLE 949,500
SEALED AIR CORP NEW Domestic 81211K100 8,522,313 173,260SOLE 173,260
SEARS CANADA INC. Ordinary Int2787259 2,563,636 150,000SOLE 150,000
SEARS ROEBUCK & CO Domestic 812387108 67,153,887 1,486,100SOLE 1,486,100
SEAT-PAGINE GIALLE Ordinary Int5543050 6,889,260 5,900,000SOLE 5,900,000
SECOM CO Ordinary Int6791591 7,359,515 79,000SOLE 79,000
SEI INVESTMENTS CO Domestic 784117103 6,937,500 75,000SOLE 75,000
SEITEL INC Domestic 816074306 1,725,524 123,800SOLE 123,800
SEKISUI HOUSE Ordinary Int6793906 2,929,259 280,000SOLE 280,000
SELECTIVE INS GROUP INC Domestic 816300107 1,552,763 88,100SOLE 88,100
SEMA GROUP PLC Ordinary Int0172857 21,722,002 1,925,800SOLE 1,925,800
SEMPRA ENERGY Domestic 816851109 9,501,706 495,190SOLE 495,190
SENSORMATIC ELECTRS CORP Domestic 817265101 3,040,000 320,000SOLE 320,000
SEPRACOR INC Domestic 817315104 16,208,900 144,400SOLE 144,400
SEQUA CORP Domestic 817320104 70,350 1,400SOLE 1,400
SEQUENT COMPUTER SYS INC Domestic 817338106 860,985 95,000SOLE 95,000
SERVICE CORP INTL Domestic 817565104 9,727,050 682,600SOLE 682,600
SERVICE EXPERTS INC Domestic 817567100 1,097,550 81,300SOLE 81,300
SHARED MED SYS CORP Domestic 819486101 8,353,200 150,000SOLE 150,000
SHAW INDS INC Domestic 820286102 11,420,050 617,300SOLE 617,300
SHERWIN WILLIAMS CO Domestic 824348106 11,382,188 404,700SOLE 404,700
SHIMANO INC Ordinary Int6804820 7,425,689 310,000SOLE 310,000
SHIMIZU CORP. Ordinary Int6804400 1,793,424 450,000SOLE 450,000
SHISEIDO CO. LTD Ordinary Int6805265 1,974,427 145,000SOLE 145,000
SHIZUOKA BANK Ordinary Int6805328 2,374,626 200,000SOLE 200,000
SHOPKO STORES INC Domestic 824911101 3,561,100 119,200SOLE 119,200
SHOREWOOD PACKAGING CORP Domestic 825229107 2,119,500 108,000SOLE 108,000
SHOWA DENKO K.K. Ordinary Int6805469 1,044,354 1,031,000SOLE 1,031,000
SIEBE PLC. Ordinary Int0807041 9,360,826 2,123,352SOLE 2,123,352
SIEBEL SYSTEMS INC Domestic 826170102 20,672,000 435,200SOLE 435,200
SIEMENS A G ADR 2807180 6,682,600 100,000SOLE 100,000
SIEMENS AG Ordinary Int5047734 20,937,548 314,300SOLE 314,300
SIERRA HEALTH SVCS INC Domestic 826322109 733,200 56,400SOLE 56,400
SIERRA PACIFIC POWER CO Domestic 826425100 4,711,673 133,900SOLE 133,900
SIGMA ALDRICH CORP Domestic 826552101 6,581,250 225,000SOLE 225,000
SILICON GRAPHICS INC Domestic 827056102 6,411,537 387,100SOLE 387,100
SILICON VY BANCSHARES Domestic 827064106 1,715,035 82,900SOLE 82,900
SIMPSON INDS INC Domestic 829060102 721,875 75,000SOLE 75,000
SINGAPORE LAND Ordinary Int6811295 687,580 317,000SOLE 317,000
SINGAPORE TELECOMMUNICATIONS Ordinary Int6810753 2,980,098 2,100,000SOLE 2,100,000
SIRTI SPA Ordinary Int4811899 2,959,535 500,000SOLE 500,000
SKAND ENSKILDA BKN Ordinary Int4813345 3,633,564 300,700SOLE 300,700
SKANDIA FORSAKRINGS AB ORD Ordinary Int5461572 5,518,817 300,000SOLE 300,000
SKANSKA AB Ordinary Int4813431 1,814,597 53,900SOLE 53,900
SKF AB ADR 2765921 1,796,700 127,200SOLE 127,200
SKYLINE CORP Domestic 830830105 424,575 15,300SOLE 15,300
SKYWEST INC Domestic 830879102 2,890,388 100,100SOLE 100,100
SLM HOLDINGS CORP Domestic 78442A109 14,245,100 341,200SOLE 341,200
SMC CORP. Ordinary Int6763965 8,096,977 92,000SOLE 92,000
SMITH A O CORP Domestic 831865209 1,618,800 85,200SOLE 85,200
SMITH INTL INC Domestic 832110100 9,608,000 240,200SOLE 240,200
SMITHFIELD FOODS INC Domestic 832248108 3,516,640 155,000SOLE 155,000
SMITHKLINE BEECHAM PLC ADR 2817059 57,915,000 810,000SOLE 810,000
SMITHKLINE BEECHAM PLC Ordinary Int0135656 24,550,024 1,701,778SOLE 1,701,778
SMITHS INDUSTRIES PLC Ordinary Int0818270 6,002,866 410,600SOLE 410,600
SMUCKER J M CO Domestic 832696108 2,740,036 122,800SOLE 122,800
SMURFIT (JEFFERSON) GROUP PLC Ordinary Int0819143 827,143 614,865SOLE 614,865
SNAP ON INC Domestic 833034101 3,511,900 121,100SOLE 121,100
SNIA BPD Ordinary Int4819406 2,265,524 1,684,100SOLE 1,684,100
SNYDER COMMUNICATIONS INC Domestic 832914105 8,044,725 288,600SOLE 288,600
SNYDER OIL CORP Domestic 833482102 1,020,409 68,900SOLE 68,900
SOCIETE GENERALE DE PARIS ORD Ordinary Int4817756 26,818,769 140,000SOLE 140,000
SOLA INTERNATIONAL INC Domestic 834092108 622,451 51,600SOLE 51,600
SOLECTRON CORP Domestic Con834182AG2 3,910,400 8,000,000SOLE 8,000,000
SOLECTRON CORP Domestic 834182107 27,433,724 564,910SOLE 564,910
SOLUTIA INC Domestic 834376105 8,951,600 515,200SOLE 515,200
SOLVAY Ordinary Int4821100 1,833,836 30,000SOLE 30,000
SONAT INC Domestic 835415100 15,753,000 525,100SOLE 525,100
SONIC CORP Domestic 835451105 2,545,641 94,500SOLE 94,500
SONOCO PRODS CO Domestic 835495102 11,240,100 488,700SOLE 488,700
SONY 1.4% BDS 31/3/05 Intl Conv 6821625 22,655,4291,860,000,00SOLE 1,860,000,00
SONY CORP. Ordinary Int6821506 49,367,733 543,000SOLE 543,000
SONY MUSIC ENTERTAINMENT Ordinary Int6821261 13,301,643 179,000SOLE 179,000
SOPHUS BERENDSEN DKK20-B(NEW) Ordinary Int5402667 553,624 19,500SOLE 19,500
SOTHEBYS HLDGS INC Domestic 835898107 7,362,075 227,400SOLE 227,400
SOUTH CHINA MORNING POST Ordinary Int6824657 1,664,677 3,000,000SOLE 3,000,000
SOUTHCORP LIMITED Ordinary Int6764689 2,817,597 700,000SOLE 700,000
SOUTHDOWN INC Domestic 841297104 9,631,627 179,400SOLE 179,400
SOUTHERN CO Domestic 842587107 66,120,331 2,836,200SOLE 2,836,200
SOUTHTRUST CORP Domestic 844730101 29,092,946 779,700SOLE 779,700
SOUTHWEST AIRLS CO Domestic 844741108 55,805,200 1,844,800SOLE 1,844,800
SOUTHWEST GAS CORP Domestic 844895102 3,445,750 125,300SOLE 125,300
SOUTHWESTERN ENERGY CO Domestic 845467109 670,985 95,000SOLE 95,000
SOVEREIGN BANCORP INC Domestic 845905108 7,533,750 615,000SOLE 615,000
SPACELABS MED INC Domestic 846247104 672,520 40,000SOLE 40,000
SPEEDFAM INTERNATIONAL INC Domestic 847706108 404,400 33,700SOLE 33,700
SPORTS AUTH INC Domestic 849176102 987,255 135,000SOLE 135,000
SPRINGS INDS INC Domestic 851783100 960,737 35,500SOLE 35,500
SPRINT CORP (FON GROUP) Domestic 852061100 201,185,688 2,050,300SOLE 2,050,300
SPRINT CORP (FON GROUP) Domestic 852061506 70,976,132 1,601,700SOLE 1,601,700
SPS TECHNOLOGIES INC Domestic 784626103 1,032,275 26,300SOLE 26,300
SPX CORP Domestic 784635104 9,526,477 188,875SOLE 188,875
ST GEORGE BANK LIMITED Ordinary Int6768421 3,315,053 513,221SOLE 513,221
ST JOHN KNITS INC Domestic 790289102 1,714,375 65,000SOLE 65,000
ST JUDE MED INC Domestic 790849103 4,870,125 199,800SOLE 199,800
ST MARY LAND & EXPLORATION Domestic 792228108 821,838 47,300SOLE 47,300
ST PAUL BANCORP INC Domestic 792848103 3,127,126 144,400SOLE 144,400
ST PAUL COS INC Domestic 792860108 13,900,661 447,499SOLE 447,499
STAGECOACH HOLDINGS PLC Ordinary Int0414667 7,643,323 2,095,860SOLE 2,095,860
STANDARD MTR PRODS INC Domestic 853666105 1,034,400 50,000SOLE 50,000
STANDARD PACIFIC CP NEW Domestic 85375C101 1,480,625 115,000SOLE 115,000
STANDARD PRODS CO Domestic 853836104 1,137,500 70,000SOLE 70,000
STANDARD REGISTER CO Domestic 853887107 4,304,760 145,000SOLE 145,000
STANDEX INTL CORP Domestic 854231107 940,625 43,000SOLE 43,000
STANLEY WKS Domestic 854616109 4,717,563 184,100SOLE 184,100
STAPLES INC Domestic 855030102 60,233,575 1,832,200SOLE 1,832,200
STARBUCKS CORP Domestic 855244109 19,618,843 699,100SOLE 699,100
STATE STREET CORP Domestic 857477103 51,036,125 620,500SOLE 620,500
STEEL DYNAMICS INC Domestic 858119100 414,000 25,000SOLE 25,000
STEEL TECHNOLOGIES INC Domestic 858147101 393,750 50,000SOLE 50,000
STEIN MART INC Domestic 858375108 1,949,000 194,900SOLE 194,900
STERIS CORP Domestic 859152100 12,718,763 477,700SOLE 477,700
STERLING COMMERCE INC Domestic 859205106 11,466,675 372,900SOLE 372,900
STERLING SOFTWARE INC Domestic 859547101 7,600,000 320,000SOLE 320,000
STEWART & STEVENSON SVCS INC Domestic 860342104 366,718 47,700SOLE 47,700
STEWART ENTERPRISES INC Domestic 860370105 7,136,791 444,300SOLE 444,300
STILLWATER MINING COMPANY Domestic 86074Q102 4,247,694 161,050SOLE 161,050
STONE & WEBSTER INC Domestic 861572105 619,913 27,100SOLE 27,100
STONE ENERGY CORP Domestic 861642106 1,955,200 61,100SOLE 61,100
STORAGE TECHNOLOGY CORP Domestic 862111200 11,648,963 417,900SOLE 417,900
STOREBRAND ASA Ordinary Int4852832 4,772,486 650,000SOLE 650,000
STRIDE RITE CORP Domestic 863314100 2,327,500 190,000SOLE 190,000
STRUCTURAL DYNAMICS RESH COR Domestic 863555108 2,287,560 120,000SOLE 120,000
STRYKER CORP Domestic 863667101 22,762,669 451,300SOLE 451,300
STURM RUGER & CO INC Domestic 864159108 1,163,000 116,300SOLE 116,300
SUEZ LYONN EAUX CERT VALUE GTD Ordinary Int5493962 147,869 20,000SOLE 20,000
SUEZ LYONN EAUX VVPR STRIP Ordinary Int5519299 215 20,000SOLE 20,000
SUEZ LYONNAISE DES EAUX Ordinary Int4540438 32,539,253 176,403SOLE 176,403
SUIZA FOODS CORP Domestic 865077101 4,985,824 148,000SOLE 148,000
SULZER AG Ordinary Int4854719 7,639,965 12,000SOLE 12,000
SUMITOMO BANK LTD Ordinary Int6858526 10,647,625 800,000SOLE 800,000
SUMITOMO CHEMICAL CO LTD Ordinary Int6858560 2,495,101 630,000SOLE 630,000
SUMITOMO CORP Ordinary Int6858946 7,160,993 1,110,000SOLE 1,110,000
SUMITOMO ELEC INDS Ordinary Int6858708 16,786,449 1,440,000SOLE 1,440,000
SUMITOMO HEAVY IND Ordinary Int6858731 846,895 400,000SOLE 400,000
SUMITOMO MARINE/FIRE Ordinary Int6858786 3,385,951 538,000SOLE 538,000
SUMITOMO METAL IND. Ordinary Int6858827 831,119 700,000SOLE 700,000
SUMITOMO METAL MINING Ordinary Int6858849 3,740,119 892,000SOLE 892,000
SUMMIT BANCORP Domestic 866005101 14,441,700 370,300SOLE 370,300
SUN HUNG KAI PROPERTIES Ordinary Int6859927 6,137,368 820,000SOLE 820,000
SUN MICROSYSTEMS INC Domestic 866810104 189,256,587 1,513,290SOLE 1,513,290
SUNDSTRAND CORP Domestic 867323107 33,471,200 481,600SOLE 481,600
SUNGARD DATA SYS INC Domestic 867363103 21,296,000 532,400SOLE 532,400
SUNOCO INC Domestic 86764P109 12,910,554 358,000SOLE 358,000
SUNRISE MED INC Domestic 867910101 312,500 50,000SOLE 50,000
SUNTRUST BKS INC Domestic 867914103 59,136,006 949,976SOLE 949,976
SUPERIOR INDS INTL INC Domestic 868168105 2,673,750 115,000SOLE 115,000
SUPERIOR SERVICES INC Domestic 868316100 2,575,690 130,000SOLE 130,000
SUPERVALU INC Domestic 868536103 5,762,625 279,400SOLE 279,400
SUSQUEHANNA BANCSHARES INC P Domestic 869099101 2,287,688 124,500SOLE 124,500
SVENKSKA HANDELSBANKEN Ordinary Int4868635 6,917,061 200,800SOLE 200,800
SVENSKA CELLULOSA Ordinary Int4865379 12,023,049 560,200SOLE 560,200
SVENSKA HENDELSBANKEN - B SHS Ordinary Int4862369 571,360 18,000SOLE 18,000
SWIRE PACIFIC Ordinary Int6867748 2,090,525 450,000SOLE 450,000
SWISS ARMY BRANDS INC Domestic 870827102 155,339 16,300SOLE 16,300
SYBRON INTL CORP Domestic 87114F106 10,750,000 430,000SOLE 430,000
SYMANTEC CORP Domestic 871503108 5,982,502 353,200SOLE 353,200
SYMBOL TECHNOLOGIES INC Domestic 871508107 8,860,500 196,900SOLE 196,900
SYMMETRICOM INC Domestic 871543104 204,444 32,400SOLE 32,400
SYNCOR INTL CORP-DEL Domestic 87157J106 2,308,050 82,800SOLE 82,800
SYNOPSYS INC Domestic 871607107 19,151,125 356,300SOLE 356,300
SYNOVUS FINL CORP Domestic 87161C105 11,381,600 555,200SOLE 555,200
SYNTHELABO Ordinary Int4872896 9,758,394 45,000SOLE 45,000
SYSCO CORP Domestic 871829107 27,747,059 1,054,500SOLE 1,054,500
SYSTEM SOFTWARE ASSOC INC Domestic 871839106 185,625 82,500SOLE 82,500
TABACALERA SA ESP100 Ordinary Int5444012 6,666,057 330,000SOLE 330,000
TAISEI CORP Ordinary Int6870100 1,608,818 697,000SOLE 697,000
TAISHO PHARMACEUTICAL CO. Ordinary Int6870144 6,389,903 208,000SOLE 208,000
TAKARA SHUZO CO LTD Ordinary Int6870382 1,681,335 270,000SOLE 270,000
TAKEDA CHEM INDS Ordinary Int6870445 35,099,550 921,000SOLE 921,000
TANDY CORP Domestic 875382103 34,050,617 533,600SOLE 533,600
TARMAC PLC Ordinary Int0874120 1,532,173 900,003SOLE 900,003
TBC CORP Domestic 872180104 336,053 43,700SOLE 43,700
TCA CABLE TV INC Domestic 872241104 10,483,500 241,000SOLE 241,000
TCF FINL CORP Domestic 872275102 9,122,050 350,000SOLE 350,000
TCI PACIFIC 5% CVPFD Domestic 872294202 46,545,000 145,000SOLE 145,000
TDK CORP Ordinary Int6869302 20,145,051 253,000SOLE 253,000
TECH DATA CORP Domestic 878237106 3,548,509 154,700SOLE 154,700
TECHNITROL INC. Domestic 878555101 2,041,076 88,500SOLE 88,500
TECHNOLOGY SOLUTIONS Domestic 87872T108 1,674,375 235,000SOLE 235,000
TECO ENERGY INC Domestic 872375100 10,992,863 553,100SOLE 553,100
TECUMSEH PRODS CO Domestic 878895200 4,940,986 97,000SOLE 97,000
TEIJIN LIMITED Ordinary Int6880507 2,226,486 561,000SOLE 561,000
TEIKOKU OIL Ordinary Int6880905 1,136,250 350,000SOLE 350,000
TEKTRONIX INC Domestic 879131100 1,979,600 78,400SOLE 78,400
TEL-SAVE.COM INC Domestic 879176105 913,325 87,500SOLE 87,500
TELE DANMARK A/S Ordinary Int4889874 10,550,669 106,800SOLE 106,800
TELECOM CORP NEW ZEALAND LTD ADR 2881366 10,530,000 270,000SOLE 270,000
TELECOM CORP NEW ZEALAND LTD Ordinary Int6881436 364,093 75,000SOLE 75,000
TELECOM ITALIA SPA Ordinary Int5297506 47,046,160 4,442,611SOLE 4,442,611
TELECOM ITALIA SPA-SP ADR ADR 2083010 50,100,000 480,000SOLE 480,000
TELEFLEX INC Domestic 879369106 4,356,658 127,900SOLE 127,900
TELEFONICA S. A. ADR 2881098 50,226,573 393,163SOLE 393,163
TELEFONICA SA Ordinary Int4880822 5,919,716 140,000SOLE 140,000
TELEFONICA SA RFD 01/01/1998 Ordinary Int040229$0S 42,284 1,000SOLE 1,000
TELEGLOBE INC ADR 87941V100 3,637,200 120,000SOLE 120,000
TELEPHONE & DATA SYS INC Domestic 879433100 15,271,988 270,900SOLE 270,900
TELEVISION BROADCASTS Ordinary Int6881674 3,827,790 1,050,000SOLE 1,050,000
TELLABS INC Domestic 879664100 88,952,500 910,000SOLE 910,000
TELSTRA CORP NPV Ordinary Int6087289 11,661,508 2,250,000SOLE 2,250,000
TELXON CORP Domestic 879700102 471,900 50,000SOLE 50,000
TEMPLE-INLAND INC Domestic 879868107 16,609,925 264,700SOLE 264,700
TENET HEALTHCARE CORP Domestic 88033G100 12,400,602 654,800SOLE 654,800
TENNECO INC Domestic 88037E101 9,809,032 351,100SOLE 351,100
TERADYNE INC Domestic 880770102 19,064,312 349,400SOLE 349,400
TERUMO CORPORATION Ordinary Int6885074 6,126,536 312,000SOLE 312,000
TESCO ORD Ordinary Int0884709 8,192,057 3,091,778SOLE 3,091,778
TETRA TECH INC NEW Domestic 88162G103 2,133,682 101,300SOLE 101,300
TETRA TECHNOLOGIES INC DEL Domestic 88162F105 337,500 50,000SOLE 50,000
TEXACO INC Domestic 881694103 129,077,875 2,274,500SOLE 2,274,500
TEXAS INDS INC Domestic 882491103 2,853,495 115,000SOLE 115,000
TEXAS INSTRS INC Domestic 882508104 143,800,546 1,448,872SOLE 1,448,872
TEXAS UTILS CO HLDG Domestic 882848104 41,751,696 994,088SOLE 994,088
TEXAS UTILS CO HLDG Domestic 882848203 4,265,040 80,000SOLE 80,000
TEXTRON INC Domestic 883203101 53,257,213 688,300SOLE 688,300
THE BANK OF TOKYO-MITSUBISHI Ordinary Int6070364 27,439,388 2,025,000SOLE 2,025,000
THE PMI GROUP INC. Domestic 69344M101 5,221,825 112,600SOLE 112,600
THERMO ELECTRON CORP Domestic 883556102 4,508,341 332,400SOLE 332,400
THOMAS & BETTS CORP Domestic 884315102 8,714,616 232,000SOLE 232,000
THOMAS INDS INC Domestic 884425109 615,000 32,800SOLE 32,800
THOR INDUSTRIES INC Domestic 885160101 873,325 38,600SOLE 38,600
THREE-FIVE SYSTEMS INC Domestic 88554L108 131,963 15,300SOLE 15,300
THYSSEN KRUPP AG NPV Ordinary Int5636927 6,499,139 330,000SOLE 330,000
TI GROUP ORD GBPO.25 Ordinary Int0868673 3,104,928 479,600SOLE 479,600
TIDEWATER INC Domestic 886423102 5,917,613 228,700SOLE 228,700
TIFFANY & CO NEW Domestic 886547108 13,081,250 175,000SOLE 175,000
TIM SPA -TELECOM ITALIA MOBILE Ordinary Int4876746 7,145,190 1,065,700SOLE 1,065,700
TIMBERLAND CO Domestic 887100105 2,837,835 45,000SOLE 45,000
TIME WARNER INC Domestic 887315109 304,871,209 4,305,300SOLE 4,305,300
TIMES MIRROR CO NEW Domestic 887364107 15,766,613 291,300SOLE 291,300
TIMKEN CO Domestic 887389104 2,920,125 179,700SOLE 179,700
TITAN INTERNATIONAL INC Domestic 88830M102 691,920 90,000SOLE 90,000
TJ INTL INC Domestic 872534102 1,182,125 49,000SOLE 49,000
TJX COS INC NEW Domestic 872540109 53,815,200 1,582,800SOLE 1,582,800
TNP ENTERPRISES INC Domestic 872594106 1,581,250 55,000SOLE 55,000
TNT POST GROUP NV Ordinary Int5481558 12,478,734 415,600SOLE 415,600
TOA CORP Ordinary Int6894508 773,414 450,000SOLE 450,000
TODA Ordinary Int6893884 1,062,770 200,000SOLE 200,000
TOEI Ordinary Int6895181 547,991 200,000SOLE 200,000
TOHOKU ELECTRIC POWER Ordinary Int6895266 3,379,492 226,000SOLE 226,000
TOKAI BANK Ordinary Int6895341 3,806,044 600,000SOLE 600,000
TOKIO MARINE & FIRE INS. ORD Ordinary Int6894768 3,903,587 348,000SOLE 348,000
TOKYO ELECTRIC POWER CO Ordinary Int6895404 29,027,315 1,371,000SOLE 1,371,000
TOKYO ELECTRON LTD Ordinary Int6895675 10,484,722 206,000SOLE 206,000
TOKYO GAS CO. LTD Ordinary Int6895448 1,838,044 766,000SOLE 766,000
TOKYO STYLE Ordinary Int6896645 498,173 50,000SOLE 50,000
TOKYU CORP Ordinary Int6896548 513,119 200,000SOLE 200,000
TOLL BROS INC Domestic 889478103 2,332,688 128,700SOLE 128,700
TOMKINS PLC ADR 2896177 4,463,988 300,100SOLE 300,100
TOMKINS PLC Ordinary Int0896265 321,156 87,100SOLE 87,100
TORAY INDUSTRIES Ordinary Int6897143 5,448,397 1,067,000SOLE 1,067,000
TORCHMARK CORP Domestic 891027104 17,358,963 548,900SOLE 548,900
TORO CO Domestic 891092108 1,725,625 55,000SOLE 55,000
TOSCO CORP Domestic 891490302 15,905,133 641,000SOLE 641,000
TOSHIBA CORP Ordinary Int6897217 7,469,345 1,112,000SOLE 1,112,000
TOSTEM CORP. Ordinary Int6900212 1,163,733 64,000SOLE 64,000
TOTAL RENAL CARE HOLDINGS Domestic 89151A107 1,100,000 100,000SOLE 100,000
TOTAL S A ADR 2898032 13,741,043 225,263SOLE 225,263
TOWER AUTOMOTIVE INC Domestic 891707101 838,350 45,000SOLE 45,000
TOYO COMMUNICATION EQUIPMENT Ordinary Int6899826 830,289 200,000SOLE 200,000
TOYOTA MOTOR CORP Ordinary Int6900643 39,130,021 1,374,000SOLE 1,374,000
TOYS R US INC Domestic 892335100 10,347,150 550,000SOLE 550,000
TRACTEBEL Ordinary Int4900300 12,045,157 76,660SOLE 76,660
TRANSALTA CORP. Ordinary Int2901628 5,950,083 410,000SOLE 410,000
TRANSAMERICA CORP Domestic 893485102 38,560,100 543,100SOLE 543,100
TRANSOCEAN OFFSHORE INC Domestic 893817106 16,117,992 559,400SOLE 559,400
TRAVELERS PROP CASUALTY Domestic 893939108 5,362,500 150,000SOLE 150,000
TREDEGAR CORP Domestic 894650100 6,169,037 199,400SOLE 199,400
TRELLEBORG AB-B SHS Ordinary Int4902384 2,867,621 300,000SOLE 300,000
TRENWICK GROUP INC Domestic 895290104 874,688 31,100SOLE 31,100
TRIARC COMPANIES Domestic 895927101 2,354,130 135,000SOLE 135,000
TRIBUNE CO NEW Domestic 896047107 33,955,778 518,900SOLE 518,900
TRICON GLOBAL RESTAURANTS Domestic 895953107 39,382,150 560,600SOLE 560,600
TRIGON HEALTHCARE INC Domestic 89618L100 3,770,925 110,100SOLE 110,100
TRIMBLE NAV LTD Domestic 896239100 1,803,750 185,000SOLE 185,000
TRINITY INDS INC Domestic 896522109 4,553,125 155,000SOLE 155,000
TRUE NORTH COMMS INC Domestic 897844106 5,180,000 185,000SOLE 185,000
TRUSTCO BK CORP N Y Domestic 898349105 2,875,000 115,000SOLE 115,000
TRW INC Domestic 872649108 21,280,350 467,700SOLE 467,700
TSUBAKIMOTO CHAIN Ordinary Int6906704 913,318 400,000SOLE 400,000
TUBOSCOPE INC Domestic 898600101 1,287,900 143,100SOLE 143,100
TUPPERWARE CORPORATION Domestic 899896104 4,384,800 243,600SOLE 243,600
TYCO INTERNATIONAL LTD Domestic 902124106 173,929,175 2,424,100SOLE 2,424,100
TYSON FOODS INC Domestic 902494103 21,412,080 1,035,000SOLE 1,035,000
U S BIOSCIENCE INC. Domestic 911646206 1,633,425 150,200SOLE 150,200
U S FOODSERVICE Domestic 90331R101 10,904,250 234,500SOLE 234,500
U S HOME CORP Domestic 911920106 2,061,900 63,200SOLE 63,200
U S TRUST CORP Domestic 91288L105 6,031,484 81,300SOLE 81,300
U S WEST INC NEW Domestic 91273H101 106,647,010 1,936,818SOLE 1,936,818
U.S. BANCORP Domestic 902973106 94,402,198 2,771,400SOLE 2,771,400
UBE INDUSTRIES LTD Ordinary Int6910705 3,801,262 2,008,000SOLE 2,008,000
UBS AG(UNITED BK) Ordinary Int5485958 61,019,228 194,776SOLE 194,776
UCAR INTERNATIONAL INC. Domestic 90262K109 2,387,125 169,000SOLE 169,000
UCB NEW SHS Ordinary Int5596991 7,951,765 178,000SOLE 178,000
ULTRAMAR DIAMOND SHAMROCK Domestic 904000106 7,910,425 365,800SOLE 365,800
ULTRATECH STEPPER INC. Domestic 904034105 614,438 43,500SOLE 43,500
UNICOM CORP Domestic 904911104 34,526,441 944,300SOLE 944,300
UNICREDITO ITALIANO SPA Ordinary Int4232445 20,354,068 3,782,600SOLE 3,782,600
UNIDANMARK Ordinary Int4914185 3,996,321 58,700SOLE 58,700
UNIFI INC Domestic 904677101 3,060,000 240,000SOLE 240,000
UNILEVER N V ADR 2912136 43,849,080 660,000SOLE 660,000
UNILEVER N V ADR 904784501 150,508,645 2,265,400SOLE 2,265,400
UNILEVER NV-CVA Ordinary Int5309746 3,462,656 50,000SOLE 50,000
UNILEVER PLC Ordinary Int0134277 20,106,925 2,176,500SOLE 2,176,500
UNION CAMP CORP Domestic 905530101 22,238,513 331,300SOLE 331,300
UNION CARBIDE CORP Domestic 905581104 24,383,445 539,600SOLE 539,600
UNION MINIERE SA Ordinary Int4005001 1,380,112 40,000SOLE 40,000
UNION PAC RES GROUP INC Domestic 907834105 14,166,875 1,193,000SOLE 1,193,000
UNION PACIFIC CAP 6.25% Domestic 907824205 1,995,000 40,000SOLE 40,000
UNION PACIFIC CAP 6.25% Domestic 907824403 9,975,000 200,000SOLE 200,000
UNION PACIFIC CORP Domestic 907818108 37,673,790 705,000SOLE 705,000
UNION PLANTERS CORP Domestic 908068109 12,785,958 291,000SOLE 291,000
UNIONE IMMOBILIARE Ordinary Int5561784 1,983,427 3,800,000SOLE 3,800,000
UNISYS CORP Domestic 909214108 35,271,743 1,273,900SOLE 1,273,900
UNITED BANKSHARES INC W VA Domestic 909907107 3,385,500 148,000SOLE 148,000
UNITED HEALTHCARE CORP Domestic 910581107 45,731,125 869,000SOLE 869,000
UNITED ILLUMINATING CO Domestic 910637107 2,306,590 55,000SOLE 55,000
UNITED INDUSTRIAL CORP. Ordinary Int6916532 232,593 448,000SOLE 448,000
UNITED NEWS & MEDIA PLC Ordinary Int0916721 7,457,714 788,000SOLE 788,000
UNITED OVERSEAS BANK Ordinary Int6916770 1,869,051 300,000SOLE 300,000
UNITED STATES FILTER CORP NE Domestic 911843209 23,618,000 771,200SOLE 771,200
UNITED TECHNOLOGIES CORP Domestic 913017109 135,559,894 1,000,900SOLE 1,000,900
UNITED UTILITIES Ordinary Int0646233 11,187,367 933,727SOLE 933,727
UNITED WTR RES INC Domestic 913190104 3,683,125 177,500SOLE 177,500
UNITRODE CORP Domestic 913283107 1,604,400 114,600SOLE 114,600
UNIVERSAL CORP VA Domestic 913456109 3,834,450 150,000SOLE 150,000
UNIVERSAL FOODS CORP Domestic 913538104 4,337,438 210,300SOLE 210,300
UNIVERSAL FOREST PROD INC Domestic 913543104 2,015,150 98,300SOLE 98,300
UNIVERSAL HEALTH SVCS INC Domestic 913903100 6,617,250 153,000SOLE 153,000
UNOCAL CORP Domestic 915289102 40,496,125 1,098,200SOLE 1,098,200
UNUM CORP Domestic 903192102 35,943,359 755,700SOLE 755,700
UPM KYMMENE OY Ordinary Int5051252 3,609,126 131,000SOLE 131,000
US AIRWAYS GROUP INC. Domestic 911905107 10,265,374 210,300SOLE 210,300
USA DETERGENTS INC. Domestic 902938109 178,750 28,600SOLE 28,600
USFREIGHTWAYS CORP Domestic 916906100 3,931,850 119,600SOLE 119,600
USG CORP NEW Domestic 903293405 7,809,760 152,000SOLE 152,000
USHIO INC Ordinary Int6918981 7,590,709 725,000SOLE 725,000
USINOR Ordinary Int4894544 1,312,957 100,000SOLE 100,000
UST CORP Domestic 902900109 3,822,700 175,000SOLE 175,000
UST INC Domestic 902911106 11,918,225 456,200SOLE 456,200
USX-MARATHON GROUP Domestic 902905827 32,265,750 1,173,300SOLE 1,173,300
USX-U S STL GROUP Domestic 90337T101 13,094,200 557,200SOLE 557,200
UTD BISCUITS(HLDGS) PLC Ordinary Int0270795 1,173,568 384,800SOLE 384,800
UTILICORP UNITED INC Domestic 918005109 8,531,250 375,000SOLE 375,000
V F CORP Domestic 918204108 28,039,250 590,300SOLE 590,300
VA TECHNOLOGIE AG Ordinary Int4921635 1,065,166 14,850SOLE 14,850
VALASSIS COMMUNICATIONS INC Domestic 918866104 9,356,400 180,800SOLE 180,800
VALENCE TECHNOLOGY INC Domestic 918914102 350,064 52,800SOLE 52,800
VALEO ADR 2939384 6,281,168 80,250SOLE 80,250
VALEO Ordinary Int4937579 9,817,773 125,830SOLE 125,830
VALEO WARRANTS Ordinary Int5516803 81,791 25,000SOLE 25,000
VALERO ENERGY CORP Domestic 91913Y100 6,716,250 270,000SOLE 270,000
VALLEHERMOSO SA ESP 165 Ordinary Int5504789 9,429,079 885,000SOLE 885,000
VALMONT INDS INC Domestic 920253101 1,318,125 95,000SOLE 95,000
VALORA HOLDING Ordinary Int4581619 2,450,044 10,450SOLE 10,450
VANGUARD CELLULAR SYS INC Domestic 922022108 1,911,910 70,000SOLE 70,000
VANTIVE CORP Domestic 922091103 1,858,908 154,100SOLE 154,100
VARCO INTL INC Domestic 922126107 2,039,213 183,300SOLE 183,300
VARIAN ASSOC INC Domestic 922204102 4,650,000 120,000SOLE 120,000
VARIAN INC - W/I Domestic 922206107 660,800 70,000SOLE 70,000
VARIAN SEMICONDUCTOR EQUIP Domestic 922207105 857,500 70,000SOLE 70,000
VEBA AG Ordinary Int4942904 30,660,245 585,000SOLE 585,000
VERTEX PHARMACEUTICALS INC Domestic 92532F100 2,328,050 92,200SOLE 92,200
VIACOM INC Domestic 925524308 127,191,251 1,515,300SOLE 1,515,300
VIAD CORP. Domestic 92552R109 11,445,050 411,500SOLE 411,500
VIAG AG Ordinary Int4929242 4,591,062 8,350SOLE 8,350
VICOR CORP Domestic 925815102 2,831,250 226,500SOLE 226,500
VILLAGE ROADSHOW CVPFD Ordinary Int2242877 2,310,000 55,000SOLE 55,000
VINTAGE PETE INC Domestic 927460105 2,025,000 225,000SOLE 225,000
VISHAY INTERTECHNOLOGY INC Domestic 928298108 3,323,400 229,200SOLE 229,200
VISX INC Domestic 92844S105 16,188,232 150,500SOLE 150,500
VITAL SIGNS INC Domestic 928469105 1,836,000 102,000SOLE 102,000
VITESSE SEMICONDUCTOR CORP. Domestic 928497106 15,562,125 307,400SOLE 307,400
VIVENDI (EX-GEN DES EAUS) Ordinary Int4175926 92,329,668 376,449SOLE 376,449
VLASIC FOODS INTERNATIONAL Domestic 928559103 2,098,544 162,200SOLE 162,200
VLSI TECHNOLOGY INC Domestic 918270109 3,640,563 187,900SOLE 187,900
VODAFONE GROUP PLC ADR 2726445 9,387,500 50,000SOLE 50,000
VODAFONE GROUP PLC Ordinary Int0719210 50,350,251 2,715,627SOLE 2,715,627
VOLKSWAGEN A G ADR 2930484 23,408,000 1,760,000SOLE 1,760,000
VOLT INFORMATION SCIENCES IN Domestic 928703107 1,019,156 62,000SOLE 62,000
VOLVO AB SWE ADR 2930592 7,356,705 285,000SOLE 285,000
VULCAN MATLS CO Domestic 929160109 18,219,033 441,000SOLE 441,000
WABASH NATL CORP Domestic 929566107 549,863 47,300SOLE 47,300
WACHOVIA CORP NEW Domestic 929771103 68,888,018 848,500SOLE 848,500
WACOAL CORP Ordinary Int6932204 4,001,063 352,000SOLE 352,000
WADDELL & REED FINL CL B Domestic 930059100 291,613 14,225SOLE 14,225
WAL-MART STORES INC Domestic 931142103 793,222,427 8,604,400SOLE 8,604,400
WALBRO CORP Domestic 931154108 216,000 24,000SOLE 24,000
WALGREEN CO Domestic 931422109 107,725,725 3,813,300SOLE 3,813,300
WALL DATA INC Domestic 932045107 431,250 30,000SOLE 30,000
WALLACE COMPUTER SVCS INC Domestic 932270101 1,783,170 90,000SOLE 90,000
WARNACO GROUP INC Domestic 934390105 6,167,062 249,800SOLE 249,800
WARNER LAMBERT CO Domestic 934488107 200,320,125 3,023,700SOLE 3,023,700
WASHINGTON GAS LT CO Domestic 938837101 4,624,550 204,400SOLE 204,400
WASHINGTON MUT INC Domestic 939322103 103,113,114 2,522,645SOLE 2,522,645
WASHINGTON POST CO Domestic 939640108 17,887,450 34,300SOLE 34,300
WASTE MANAGEMENT INC NEW Domestic 94106L109 103,624,478 2,335,200SOLE 2,335,200
WATSCO INC. Domestic 942622200 1,316,250 90,000SOLE 90,000
WATSON PHARMACEUTICALS INC Domestic 942683103 19,688,752 446,204SOLE 446,204
WATTS INDS INC Domestic 942749102 1,491,930 110,000SOLE 110,000
WAUSAU-MOSINEE PAPER CORP Domestic 943315101 3,640,000 260,000SOLE 260,000
WBL CORPORATION LTD Ordinary Int6944908 459,331 637,000SOLE 637,000
WD 40 CO Domestic 929236107 2,102,500 72,500SOLE 72,500
WEATHERFORD INTL INC Domestic 947074100 9,930,113 380,100SOLE 380,100
WEBS INDEX FD INC JAPAN WEBS ADR 2373799 35,077,300 3,050,200SOLE 3,050,200
WELLMAN INC Domestic 949702104 665,625 75,000SOLE 75,000
WELLS FARGO & CO (NEW) Domestic 949746101 219,223,238 6,252,267SOLE 6,252,267
WENDYS INTL INC Domestic 950590109 13,075,792 459,800SOLE 459,800
WERNER ENTERPRISES INC Domestic 950755108 3,150,000 200,000SOLE 200,000
WESTFIELD HOLDINGS AUD0.20 Ordinary Int6054142 5,157,778 775,000SOLE 775,000
WESTPAC BANK CORP Ordinary Int6076146 7,047,690 976,099SOLE 976,099
WESTPOINT STEVENS INC Domestic 961238102 8,167,960 295,000SOLE 295,000
WESTVACO CORP Domestic 961548104 8,313,900 395,900SOLE 395,900
WESTWOOD ONE INC Domestic 961815107 3,819,000 134,000SOLE 134,000
WEYERHAEUSER CO Domestic 962166104 52,836,000 952,000SOLE 952,000
WHARF HLDGS Ordinary Int6435576 1,600,129 1,042,000SOLE 1,042,000
WHARF HLDGS WTS 31/12/99 Ordinary Int6120281 2,723 52,100SOLE 52,100
WHIRLPOOL CORP Domestic 963320106 8,493,375 156,200SOLE 156,200
WHITBREAD PLC ORD Ordinary Int0960502 10,845,259 701,191SOLE 701,191
WHITMAN CORP Domestic 96647K102 7,304,900 425,000SOLE 425,000
WHITNEY HLDG CORP Domestic 966612103 1,668,151 45,200SOLE 45,200
WHITTAKER CORP Domestic 966680407 1,063,993 48,500SOLE 48,500
WHITTMAN-HART INC Domestic 966834103 4,837,500 225,000SOLE 225,000
WHOLE FOODS MKT INC Domestic 966837106 3,781,250 110,000SOLE 110,000
WHX CORP Domestic 929248102 362,250 46,000SOLE 46,000
WICOR INC Domestic 929253102 3,240,000 160,000SOLE 160,000
WILLAMETTE INDS INC Domestic 969133107 15,904,075 421,300SOLE 421,300
WILLIAMS Ordinary Int0290317 9,804,966 1,520,199SOLE 1,520,199
WILLIAMS COS INC Domestic 969457100 68,888,000 1,744,000SOLE 1,744,000
WILLIAMS SONOMA INC Domestic 969904101 6,647,225 235,300SOLE 235,300
WILMINGTON TR CORP Domestic 971807102 8,568,750 150,000SOLE 150,000
WILSON (CONNOLLY) HLDDNGS PLC Ordinary Int0970404 958,513 400,000SOLE 400,000
WINN DIXIE STORES INC Domestic 974280109 10,035,188 268,500SOLE 268,500
WINNEBAGO INDS INC Domestic 974637100 490,000 35,000SOLE 35,000
WISCONSIN CENT TRANSN CORP Domestic 976592105 2,782,500 210,000SOLE 210,000
WISCONSIN ENERGY CORP Domestic 976657106 12,119,295 465,000SOLE 465,000
WITCO CORP Domestic 977385103 2,142,463 169,700SOLE 169,700
WM-DATA AB-B SHS Ordinary Int4976903 6,136,708 159,000SOLE 159,000
WMC LTD ADR 2954912 966,000 75,000SOLE 75,000
WMC LTD Ordinary Int6954985 945,540 300,000SOLE 300,000
WOLTERS KLUWER Ordinary Int4977111 14,120,534 78,100SOLE 78,100
WOLVERINE TUBE INC Domestic 978093102 654,875 31,000SOLE 31,000
WOLVERINE WORLD WIDE INC Domestic 978097103 1,738,500 183,000SOLE 183,000
WOODSIDE PETROLEUM Ordinary Int6979728 15,395,086 2,570,000SOLE 2,570,000
WOOLWORTHS LIMITED Ordinary Int6981239 3,315,364 1,045,646SOLE 1,045,646
WORLD COLOR PRESS INC Domestic 981443104 3,149,250 148,200SOLE 148,200
WORTHINGTON INDS INC Domestic 981811102 2,225,450 189,400SOLE 189,400
WPP GROUP PLC Ordinary Int0974042 5,732,643 665,900SOLE 665,900
WRIGLEY WM JR CO Domestic 982526105 20,249,068 223,900SOLE 223,900
WYNNS INTL INC Domestic 983195108 1,351,445 77,500SOLE 77,500
X-RITE INC Domestic 983857103 780,000 120,000SOLE 120,000
XEROX CORP Domestic 984121103 116,045,888 2,226,300SOLE 2,226,300
XILINX INC Domestic 983919101 26,799,974 660,700SOLE 660,700
XIRCOM Domestic 983922105 2,808,975 111,800SOLE 111,800
XYLAN CORP Domestic 984151100 6,449,638 175,200SOLE 175,200
YAMANOCHI PHARMACEUTICAL Intl Conv 4985244 8,105,695 500,000,000SOLE 500,000,000
YAMANOUCHI PHARM Ordinary Int6985383 11,831,617 380,000SOLE 380,000
YAMATO KOGYO CO. LTD Ordinary Int6985446 1,691,299 300,000SOLE 300,000
YELLOW CORP Domestic 985509108 1,886,925 108,600SOLE 108,600
YOKOGOWA ELECTRIC Ordinary Int6986427 585,711 121,000SOLE 121,000
YORK INTL Domestic 986670107 4,696,629 133,000SOLE 133,000
YOSHITOMI PHARMACEUTICAL IND Ordinary Int6987505 2,739,953 300,000SOLE 300,000
ZALE CORP Domestic 988858106 5,449,567 159,400SOLE 159,400
ZEBRA TECHNOLOGIES CORP Domestic 989207105 3,916,375 164,900SOLE 164,900
ZENITH NATL INS CORP Domestic 989390109 243,130 10,000SOLE 10,000
ZIONS BANCORPORATION Domestic 989701107 20,615,000 310,000SOLE 310,000
ZURICH ALLIED AG - NEW Ordinary Int5486779 4,785,084 7,500SOLE 7,500
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