<TABLE>
<CAPTION>
Name of Issuer Title of Class Identifier Fair Market ValuShares Invest DiscretioVoting Authority
<C> <C> <C> <C> <C> <C> <C>
3COM CORP Domestic 885535104 59892100 1274300 SOLE 1274300
99 CENTS ONLY STORES Domestic 65440K106 1530000 40000 SOLE 40000
AAR CORP Domestic 000361105 986562.5 55000 SOLE 55000
AARON RENTS INC Domestic 002535201 1153750 65000 SOLE 65000
ABB LTD Ordinary Intl 5661190 14831027.05 121900 SOLE 121900
ABB LTD 144A ADR ADR 000375105 35218422.38 289474.75 SOLE 289474.75
ABB LTD COMM STK Ordinary Intl 5702259 4853252.26 39982 SOLE 39982
ABBEY NATIONAL Ordinary Intl 0004455 7727888.98 485800 SOLE 485800
ABBOTT LABS Domestic 002824100 181780375 5006000 SOLE 5006000
ABERCROMBIE & FITCH CO Domestic 002896207 15900412.51 595800 SOLE 595800
ABM INDUSTRIES INC Domestic 000957100 1731875.01 85000 SOLE 85000
ABN AMRO HLDG NV ADR 2003739 36215910.02 1430752 SOLE 1430752
ABN AMRO HOLDINGS NV Ordinary Intl 5250769 15470729.5 622360 SOLE 622360
ACCOR 1.0% 3/29/02 144A CV Intl Conv 5638310 1918158.49 1800 SOLE 1800
ACCOR EUR3 Ordinary Intl 5852842 18223272.48 379000 SOLE 379000
ACE LIMITED Domestic G0070K103 761450.63 45630 SOLE 45630
ACERINOX SA Ordinary Intl 5500118 5021149.5 126500 SOLE 126500
ACNEILSEN CORP Domestic 004833109 5737625 233000 SOLE 233000
ACTION PERFORMANCE COS INC Domestic 004933107 721050 62700 SOLE 62700
ACUSON Domestic 005113105 816562.5 65000 SOLE 65000
ACXIOM CORP Domestic 005125109 5676000 236500 SOLE 236500
ADAC LABS Domestic 005313200 1236250 115000 SOLE 115000
ADAPTEC INC Domestic 00651F108 18354000.01 368000 SOLE 368000
ADAPTIVE BROADBAND CORP Domestic 00650M104 4797812.5 65000 SOLE 65000
ADC TELECOMMUNICATIONS INC Domestic 000886101 36644062.5 505000 SOLE 505000
ADECCO SA CHF10(REGD) Ordinary Intl 5683097 10692646.97 13803 SOLE 13803
ADOBE SYS INC Domestic 00724F101 26187150 389400 SOLE 389400
ADTRAN INC Domestic 00738A106 4372187.5 85000 SOLE 85000
ADVANCE PARADIGM INC Domestic 007491103 754687.5 35000 SOLE 35000
ADVANCED MICRO DEVICES INC Domestic 007903107 15154568.75 523700 SOLE 523700
ADVANCED TISSUE SCI Domestic 00755F103 225000 90000 SOLE 90000
ADVANTEST CORP Ordinary Intl 6870490 5275755.72 20000 SOLE 20000
ADVO INC Domestic 007585102 2612500 110000 SOLE 110000
AEGON NV Ordinary Intl 5462304 5575246.06 58000 SOLE 58000
AEGON NV- AMERICAN REG SHR ADR 2008411 28916731.5 302793 SOLE 302793
AES CORP Domestic 00130H105 57796700 773200 SOLE 773200
AETNA INC. Domestic 008117103 15627500.01 280000 SOLE 280000
AFFILIATED COMPUTER SVCS - A Domestic 008190100 9453000 205500 SOLE 205500
AFLAC INC Domestic 001055102 53067062.51 1124600 SOLE 1124600
AGGREGATE IND Ordinary Intl 0323826 1714856.72 1600000 SOLE 1600000
AGILENT TECHNOLOGIES INC. Domestic 00846U101 1159687.5 15000 SOLE 15000
AGL RESOURCES INC. Domestic 001204106 3700900 217700 SOLE 217700
AGRIBRANDS INTERNATIONAL INC Domestic 00849R105 2300000 50000 SOLE 50000
AHOLD (KONINKLIJKE) NV Ordinary Intl 5252602 5805825.61 197082 SOLE 197082
AIR EXPRESS INTL CORP Domestic 009104100 5493125 170000 SOLE 170000
AIR LIQUIDE(L') Ordinary Intl 4011406 4391307.65 26360 SOLE 26360
AIR LIQUIDE(L')PRIME DE FIDELI Ordinary Intl 5007880 2773720.5 16650 SOLE 16650
AIR PRODUCTS & CHEMICALS INC Domestic 009158106 23238675.07 692400 SOLE 692400
AIRBORNE FGHT CORP Domestic 009266107 2090000 95000 SOLE 95000
AIRGAS INC Domestic 009363102 2698000 284000 SOLE 284000
AK STEEL HOLDING CORP Domestic 001547108 8510737.5 450900 SOLE 450900
AKZO NOBEL N.V. Ordinary Intl 5458314 5890183.02 118000 SOLE 118000
AKZO NOBEL NV-SPON ADR 2011936 20775600 417600 SOLE 417600
ALASKA AIR GROUP INC Domestic 011659109 3688125 105000 SOLE 105000
ALBANY INTL CORP Domestic 012348108 2483988.15 160257.3 SOLE 160257.3
ALBERMARLE CORP Domestic 012653101 4246193.76 221300 SOLE 221300
ALBERTO CULVER CO Domestic 013068101 3603425 139600 SOLE 139600
ALBERTSONS INC Domestic 013104104 29362496.27 910465 SOLE 910465
ALCAN ALUM LTD Domestic 013716105 42864500.04 1036000 SOLE 1036000
ALCAN ALUMINUM CO. Ordinary Intl 2013200 8185764.5 200000 SOLE 200000
ALCATEL ADR 2216593 12437145 276381 SOLE 276381
ALCATEL ALSTHOM Ordinary Intl 4216825 18168514.3 79500 SOLE 79500
ALCOA INC Domestic 013817101 97525000 1175000 SOLE 1175000
ALEXANDER & BALDWIN INC Domestic 014482103 2999843.75 131500 SOLE 131500
ALITALIA Ordinary Intl 5140343 1185273.54 500000 SOLE 500000
ALLEGHENY ENERGY INC Domestic 017361106 11747443.76 436100 SOLE 436100
ALLEGHENY TECHNOLOGIES INC Domestic 01741R102 5269446.88 234850 SOLE 234850
ALLEN TELECOM INC COM Domestic 018091108 1341250 116000 SOLE 116000
ALLERGAN INC Domestic 018490102 15959800 320800 SOLE 320800
ALLIANCE PHARMACEUTICAL Domestic 018773101 486750 66000 SOLE 66000
ALLIANT ENERGY CORP Domestic 018802108 7353500 267400 SOLE 267400
ALLIANT TECHSYSTEMS INC Domestic 018804104 2367875 38000 SOLE 38000
ALLIANZ AG Ordinary Intl 5231485 52796868.14 157941 SOLE 157941
ALLIED IRISH BANKS ADR 2019703 22878375.03 1083000 SOLE 1083000
ALLIED IRISH BANKS PLC Ordinary Intl 4020684 4396788.48 387500 SOLE 387500
ALLIED WASTE INDS INC Domestic 019589308 4051987.51 459800 SOLE 459800
ALLIED ZURICH PLC Ordinary Intl 0287579 22372957.87 1891216 SOLE 1891216
ALLMERICA FINANCIAL CORP. Domestic 019754100 12593500.01 226400 SOLE 226400
ALLSTATE CORP Domestic 020002101 59458437.51 2471000 SOLE 2471000
ALLTEL CORP Domestic 020039103 95834812.52 1159000 SOLE 1159000
ALMANIJ(ALGEM MAA) NPV Ordinary Intl 5285880 25.81 515 SOLE 515
ALPHA INDUSTRIES INC Domestic 020753109 4756937.5 83000 SOLE 83000
ALPHARMA INC Domestic 020813101 3902175 126900 SOLE 126900
ALTERA CORP Domestic 021441100 42608881.26 859700 SOLE 859700
ALUSUISSE-LONZA HDCHF125 Ordinary Intl 4780524 15071968.49 20550 SOLE 20550
ALZA CORP Domestic 022615108 6499805.02 187720 SOLE 187720
AMADA Ordinary Intl 6022105 1310732.19 240000 SOLE 240000
AMBAC FINANCIAL GROUP INC Domestic 023139108 14351562.51 275000 SOLE 275000
AMCAST INDL CORP Domestic 023395106 327500 20000 SOLE 20000
AMCOL INTL CORP Domestic 02341W103 1935000.01 120000 SOLE 120000
AMCOR LIMITED Ordinary Intl 6066608 4248012.4 910000 SOLE 910000
AMERADA HESS CORP Domestic 023551104 12201250 215000 SOLE 215000
AMEREN CORP Domestic 023608102 12608750 385000 SOLE 385000
AMERICA ONLINE INC DEL Domestic 02364J104 478619500.1 6308000 SOLE 6308000
AMERICAN EAGLE OUTFITTERS Domestic 02553E106 4500000 100000 SOLE 100000
AMERICAN ELEC PWR INC Domestic 025537101 11308000.02 352000 SOLE 352000
AMERICAN EXPRESS CO Domestic 025816109 245883750 1479000 SOLE 1479000
AMERICAN FINANCIAL GRP (NEW) Domestic 025932104 4615625.01 175000 SOLE 175000
AMERICAN FREIGHTWAYS CORP Domestic 02629V108 1780625 110000 SOLE 110000
AMERICAN GENERAL CORP Domestic 026351106 80048125.05 1055000 SOLE 1055000
AMERICAN GREETINGS CORP Domestic 026375105 3189375.02 135000 SOLE 135000
AMERICAN HOME PRODS CORP Domestic 026609107 174917625 4456500 SOLE 4456500
AMERICAN INTL GROUP INC Domestic 026874107 559546875 5175000 SOLE 5175000
AMERICAN MGMT SYS INC Domestic 027352103 5333750.01 170000 SOLE 170000
AMERICAN PWR CONVERSION CORP Domestic 029066107 20567225 779800 SOLE 779800
AMERICAN STATES WATER COMPANY Domestic 029899101 1476000 41000 SOLE 41000
AMERICAN STD COS INC DEL Domestic 029712106 13533125.01 295000 SOLE 295000
AMERICAN WATER WORKS INC Domestic 030411102 6409000 301600 SOLE 301600
AMERICAN XTAL TECHNOLOGY INC Domestic 030514103 523125 30000 SOLE 30000
AMERICREDIT CORP Domestic 03060R101 5735000 310000 SOLE 310000
AMES DEPT. STORES INC. Domestic 030789507 3313437.5 115000 SOLE 115000
AMETEK INC Domestic 031100100 2096875 110000 SOLE 110000
AMFM INC. Domestic 001693100 7825000 100000 SOLE 100000
AMGEN INC Domestic 031162100 228357625.1 3802000 SOLE 3802000
AMR CORP DEL Domestic 001765106 40133000 599000 SOLE 599000
AMRESCO INC Domestic 031909104 302343.75 215000 SOLE 215000
AMSOUTH BANCORPORATION Domestic 032165102 17321381.27 896900 SOLE 896900
ANADARKO PETE CORP Domestic 032511107 18598125.05 545000 SOLE 545000
ANALOG DEVICES INC Domestic 032654105 52204155 561335 SOLE 561335
ANALOGIC CORP Domestic 032657207 1237500 37500 SOLE 37500
ANALYSTS INTL CORP Domestic 032681108 500000 40000 SOLE 40000
ANCHOR BANCORP WISCONSIN INC. Domestic 032839102 1285625.01 85000 SOLE 85000
ANCHOR GAMING Domestic 033037102 3475000 80000 SOLE 80000
ANDREW CORP Domestic 034425108 3242100.02 171200 SOLE 171200
ANGELICA CORP Domestic 034663104 147225 15100 SOLE 15100
ANHEUSER-BUSCH COS INC Domestic 035229103 119566125.1 1687000 SOLE 1687000
ANIXTER INTL INC Domestic 035290105 3341250 162000 SOLE 162000
ANNTAYLOR STORES CORP Domestic 036115103 7404062.5 215000 SOLE 215000
AON CORP Domestic 037389103 36686000 917150 SOLE 917150
AOYAMA TRADING Ordinary Intl 6045878 2225196.52 104000 SOLE 104000
APACHE CORP Domestic 037411105 19454981.27 526700 SOLE 526700
APEX INC. Domestic 037548104 2257500 70000 SOLE 70000
APOGEE ENTERPRISES INC Domestic 037598109 531562.5 105000 SOLE 105000
APOLLO GROUP INC. Domestic 037604105 6460125 322000 SOLE 322000
APPLE COMPUTER INC Domestic 037833100 63332500.01 616000 SOLE 616000
APPLEBEES INTL INC Domestic 037899101 3687500 125000 SOLE 125000
APPLIED INDUSTRIAL TECH INC Domestic 03820C105 1745625 105000 SOLE 105000
APPLIED MATLS INC Domestic 038222105 176729062.5 1395000 SOLE 1395000
APPLIED MICRO CIRCUITS CORP Domestic 03822W109 6362500 50000 SOLE 50000
APPLIED PWR INC Domestic 038225108 7533750 205000 SOLE 205000
APRIA HEALTHCARE GROUP INC Domestic 037933108 1793750 100000 SOLE 100000
APTARGROUP INC Domestic 038336103 4271250.02 170000 SOLE 170000
AQUARION CO Domestic 03838W101 1480000 40000 SOLE 40000
ARCHER DANIELS MIDLAND Domestic 039483102 21199835.04 1748440 SOLE 1748440
ARCTIC CAT INC Domestic 039670104 1350000 135000 SOLE 135000
ARKANSAS BEST CORP Domestic 040790107 840000 70000 SOLE 70000
ARM HOLDINGS PLC Ordinary Intl 0571777 3336234.41 50000 SOLE 50000
ARMSTRONG WORLD INDS INC Domestic 042476101 3861487.52 115700 SOLE 115700
ARNOLD INDS INC Domestic 042595108 525937.5 37400 SOLE 37400
ARROW ELECTRS INC Domestic 042735100 7985512.53 314700 SOLE 314700
ARTESYN TECHNOLOGIES INC Domestic 043127109 2205000 105000 SOLE 105000
ARVIN INDS INC Domestic 043339100 2411875 85000 SOLE 85000
ASAHI BANK LTD Ordinary Intl 6499367 7035220.27 1143000 SOLE 1143000
ASAHI CHEMICAL INDUS CO Ordinary Intl 6054603 2379952.03 464000 SOLE 464000
ASAHI GLASS CO LTD Ordinary Intl 6055208 3346226.24 433000 SOLE 433000
ASHLAND Domestic 044204105 8217906.27 249500 SOLE 249500
ASHWORTH INC Domestic 04516H101 103125 25000 SOLE 25000
ASIA PULP & PAPER-SPONS ADR ADR 2054469 3150000 400000 SOLE 400000
ASIA SATELLITE TELECOM HLDGS Ordinary Intl 6052607 3341339.17 1058000 SOLE 1058000
ASM LITHOGRAPHY HOLDING NV Ordinary Intl 5460784 4422348.29 40000 SOLE 40000
ASPECT COMMUNICATIONS CORP Domestic 04523Q102 8803125 225000 SOLE 225000
ASPEN TECHNOLOGY INC Domestic 045327103 3436875 130000 SOLE 130000
ASSICURAZIONI GENERALI SPA Ordinary Intl 4056719 47227712.82 1436500 SOLE 1436500
ASSOCD BRIT FOODS Ordinary Intl 0673123 772775.26 140712 SOLE 140712
ASSOCIATED BANC CORP Domestic 045487105 8357000 244000 SOLE 244000
ASSOCIATES FIRST CAPITAL CORP Domestic 046008108 68099820.18 2481998 SOLE 2481998
ASTEC INDUSTRIES INC Domestic 046224101 1023400 54400 SOLE 54400
ASTORIA FINL CORP Domestic 046265104 6516668.75 214100 SOLE 214100
ASTRAZENECA Ordinary Intl 5659902 17744548.8 421088 SOLE 421088
ASTRAZENECA PLC ADR 2989022 26638559.11 675300 SOLE 675300
ASTRAZENECA PLC Ordinary Intl 0989529 2206014.89 53300 SOLE 53300
AT&T CORP Domestic 001957109 536257442.3 10553652 SOLE 10553652
ATLANTIC COAST AIRLINES HLDG Domestic 048396105 1543750 65000 SOLE 65000
ATLANTIC RICHFIELD CO Domestic 048825103 95323000 1102000 SOLE 1102000
ATLAS COPCO AB ADR 2062019 10203455.28 360200 SOLE 360200
ATLAS COPCO AB-B SHS Ordinary Intl 4050982 3642067.45 128571 SOLE 128571
ATMEL CORP Domestic 049513104 21285000.02 720000 SOLE 720000
ATMOS ENERGY CORP Domestic 049560105 2350312.52 115000 SOLE 115000
ATWOOD OCEANICS INC Domestic 050095108 772500 20000 SOLE 20000
AUSPEX SYS INC Domestic 052116100 973750 95000 SOLE 95000
AUSTRALIAN GAS LIGHT COMPANY Ordinary Intl 6064969 3284329.61 561433 SOLE 561433
AUSTRIA TABAKWERKE AG Ordinary Intl 5355921 1371208.63 28500 SOLE 28500
AUTHENTIC FITNESS CORP Domestic 052661105 622500 30000 SOLE 30000
AUTOBACS SEVEN CO Ordinary Intl 6068422 1374627.47 42000 SOLE 42000
AUTODESK INC Domestic 052769106 6726375 199300 SOLE 199300
AUTOMATIC DATA PROCESSING IN Domestic 053015103 114646000 2128000 SOLE 2128000
AUTOZONE INC Domestic 053332102 10472481.27 324100 SOLE 324100
AVENTIS FRACTIONS Ordinary Intl 050849$9W 145.24 2.52 SOLE 2.52
AVENTIS SA Ordinary Intl 5416839 10741268.96 186044 SOLE 186044
AVERY DENNISON CORP Domestic 053611109 31868237.55 437300 SOLE 437300
AVIATION SALES COMPANY Domestic 053672101 424050 25700 SOLE 25700
AVID TECHNOLOGY INC Domestic 05367P100 2220625 170000 SOLE 170000
AVNET INC Domestic 053807103 7320500 121000 SOLE 121000
AVON PRODS INC Domestic 054303102 19140000 580000 SOLE 580000
AXA Ordinary Intl 4026927 65077798.02 469115 SOLE 469115
AXA-UAP CVG WTS 31/7/01 Ordinary Intl 5495582 13.28 53 SOLE 53
AZTAR CORP Domestic 054802103 2115187.52 194500 SOLE 194500
BAKER (J.) INC Domestic 057232100 150000 25000 SOLE 25000
BAKER HUGHES INC Domestic 057224107 24674550.25 1171492 SOLE 1171492
BALDOR ELEC CO Domestic 057741100 3171875 175000 SOLE 175000
BALL CORP Domestic 058498106 4366687.54 110900 SOLE 110900
BANCA COMMERCIALE ITALIANA ORD Ordinary Intl 4072942 3339344.07 616950 SOLE 616950
BANCA INTESA SPA Ordinary Intl 4076836 20088711.39 4973127.5 SOLE 4973127.5
BANCO ESPIRITO SANTO E-REG Ordinary Intl 4058061 9794895.05 350250 SOLE 350250
BANCO POPULAR ESPANOL Ordinary Intl 5286140 7054833.29 108700 SOLE 108700
BANCO SANTANDER CNTL HISPANO ADR 2018186 35343000.01 3024000 SOLE 3024000
BANDAG INC Domestic 059815100 1250000 50000 SOLE 50000
BANGOR HYDRO ELEC CO Domestic 060077104 134787.5 8200 SOLE 8200
BANK AUSTRIA Ordinary Intl 4999621 8232223.39 146660 SOLE 146660
BANK NEW YORK INC Domestic 064057102 100936000 2523400 SOLE 2523400
BANK OF AMERICA CORP Domestic 060505104 298615625 5950000 SOLE 5950000
BANK OF EAST ASIA Ordinary Intl 6075648 4168006.69 1500000 SOLE 1500000
BANK OF IRELAND Ordinary Intl 5728169 538459.99 68000 SOLE 68000
BANK OF IRELAND (LN) Ordinary Intl 0764403 2788446.76 352142 SOLE 352142
BANK OF SCOTLAND Ordinary Intl 0076454 4036118.37 350000 SOLE 350000
BANK OF YOKOHAMA Ordinary Intl 6986449 3851565.46 837000 SOLE 837000
BANK ONE CORP (DE) Domestic 06423A103 120704000 3772000 SOLE 3772000
BANKNORTH GROUP INC Domestic 06646L100 2089175 78100 SOLE 78100
BANTA CORP Domestic 066821109 1791462.5 79400 SOLE 79400
BANYU PHARM Ordinary Intl 6077309 4645596 300000 SOLE 300000
BARCLAYS PLC ORD Ordinary Intl 0078201 59281694.06 2059458 SOLE 2059458
BARCO N.V. Ordinary Intl 4089049 417978.07 3000 SOLE 3000
BARD C R INC Domestic 067383109 10107100 190700 SOLE 190700
BARNES & NOBLE INC Domestic 067774109 6527812.5 316500 SOLE 316500
BARNES GROUP INC. Domestic 067806109 1386562.5 85000 SOLE 85000
BARR LABS INC Domestic 068306109 3137500.01 100000 SOLE 100000
BARRA INC Domestic 068313105 1905000 60000 SOLE 60000
BARRATT DEVELOPMENTS PLC Ordinary Intl 0081180 4550923.51 1001300 SOLE 1001300
BARRETT RES CORP Domestic 068480201 4415625 150000 SOLE 150000
BARRICK GOLD CORP Domestic 067901108 23190081.25 1311100 SOLE 1311100
BASF AG Ordinary Intl 5086577 10430357.03 200500 SOLE 200500
BASS ORD GBPO.28 Ordinary Intl 0243195 11367002.56 917732 SOLE 917732
BASSETT FURNITURE INDS INC Domestic 070203104 560000 35000 SOLE 35000
BAUSCH & LOMB INC Domestic 071707103 14057062.52 205400 SOLE 205400
BAXTER INTL INC Domestic 071813109 55939116.59 890573 SOLE 890573
BAY VEREINSBANK Ordinary Intl 4325419 10571026.19 155550 SOLE 155550
BAYER AG ADR 2085652 43810725.51 930000 SOLE 930000
BAYER AG Ordinary Intl 5069211 4802036.76 101500 SOLE 101500
BAYER MOTOREN WERK EUR1 Ordinary Intl 5756029 7124248.84 233418 SOLE 233418
BB&T CORPORATION Domestic 054937107 30041325.01 1097400 SOLE 1097400
BCA INTESA P/WTS15/11/2002 Ordinary Intl 5811597 1076010.86 616950 SOLE 616950
BCE INC. Ordinary Intl 2089933 22873849.4 253121 SOLE 253121
BCO BILBAO VIZCAYA ESP90 Ordinary Intl 5501906 22111555.03 1560100 SOLE 1560100
BCO COM PORTUGUES Ordinary Intl 5812493 2480676.38 449160 SOLE 449160
BCO SANT CENT HISP Ordinary Intl 5705946 8409213.55 746400 SOLE 746400
BE AEROSPACE INC Domestic 073302101 637875 75600 SOLE 75600
BEAR STEARNS COS INC Domestic 073902108 18470864.26 432067 SOLE 432067
BECKMAN COULTER INC Domestic 075811109 6664625 131000 SOLE 131000
BECTON DICKINSON & CO Domestic 075887109 17644062.51 655000 SOLE 655000
BED BATH & BEYOND INC Domestic 075896100 17778100 511600 SOLE 511600
BEKAERT SA NEW Ordinary Intl 5827431 1656877.1 30000 SOLE 30000
BELDEN INC Domestic 077459105 1896300 90300 SOLE 90300
BELL ATLANTIC CORP Domestic 077853109 325111562.5 5281000 SOLE 5281000
BELLSOUTH CORP Domestic 079860102 299178687.5 6391000 SOLE 6391000
BELO (A H) CORP Domestic 080555105 8387500.01 440000 SOLE 440000
BEMIS INC Domestic 081437105 3431700.03 98400 SOLE 98400
BENCHMARK ELECTRONICS INC Domestic 08160H101 1559750 68000 SOLE 68000
BENETTON GROUP SPA ADR 2091671 9087500 200000 SOLE 200000
BENI STABILI Ordinary Intl 5808135 592536.53 1689000 SOLE 1689000
BENTON OIL & GAS CO Domestic 083288100 116250 60000 SOLE 60000
BERGEN BRUNSWIG CORP Domestic 083739102 3753093.75 451500 SOLE 451500
BEST BUY INC Domestic 086516101 44179800 879200 SOLE 879200
BESTFOODS INC Domestic 08658U101 55400875.04 1054000 SOLE 1054000
BETHLEHEM STEEL CORP Domestic 087509105 2422887.5 289300 SOLE 289300
BEVERLY ENTERPRISES INC Domestic 087851309 841750.01 192400 SOLE 192400
BG GROUP PLC Ordinary Intl 0876289 14491881.11 2266322 SOLE 2266322
BG PLC (5.1) ADR 055434203 9466533.74 306608.38 SOLE 306608.38
BG TRANSCO 7% Ordinary Intl D08773$78 507362.92 324000 SOLE 324000
BG TRANSCO FRN 2009 Ordinary Intl D08773$90 525404.70 324000 SOLE 324000
BG TRANSCO HLDGS 4.1875% Ordinary Intl D08774$19 520887.72 324000 SOLE 324000
BILLING CONCEPTS CORP Domestic 090063108 845000 130000 SOLE 130000
BINDLEY WESTERN INDS Domestic 090324104 1581562.5 105000 SOLE 105000
BIO-TECHNOLOGY GENERAL CORP Domestic 090578105 3507500 230000 SOLE 230000
BIOCHEM PHARMA INC ADR 2451844 8700000 400000 SOLE 400000
BIOGEN INC Domestic 090597105 52525200 621600 SOLE 621600
BIOMATRIX INC Domestic 09060P102 2983750 155000 SOLE 155000
BIOMET INC Domestic 090613100 11444000 286100 SOLE 286100
BIRMINGHAM STL CORP Domestic 091250100 854250 160800 SOLE 160800
BISYS GROUP INC Domestic 055472104 7503750 115000 SOLE 115000
BJ SVCS CO Domestic 055482103 12874068.75 307900 SOLE 307900
BJ'S WHOLESALE CLUB INC Domestic 05548J106 12377150 339100 SOLE 339100
BLACK & DECKER CORP Domestic 091797100 21229175 406300 SOLE 406300
BLACK BOX CORP Domestic 091826107 4690000 70000 SOLE 70000
BLACK HILLS CORP Domestic 092113109 2562656.25 115500 SOLE 115500
BLANCH E W HLDGS INC Domestic 093210102 3368750 55000 SOLE 55000
BLOCK H & R INC Domestic 093671105 14280000 326400 SOLE 326400
BLUE CIRCLE INDUSTRIES ORD Ordinary Intl 0105853 7004073.93 1226746 SOLE 1226746
BLYTH INDUSTRIES INC. Domestic 09643P108 4011056.25 163300 SOLE 163300
BMC INDS INC MINN Domestic 055607105 463125 95000 SOLE 95000
BMC SOFTWARE INC Domestic 055921100 71544062.55 895000 SOLE 895000
BOB EVANS FARMS INC Domestic 096761101 385937.51 25000 SOLE 25000
BOC GROUP Ordinary Intl 0108120 19631229.54 915819 SOLE 915819
BOEHLER-UDDEHOLM AG Ordinary Intl 4121305 2433093.42 53000 SOLE 53000
BOEING CO Domestic 097023105 133635937.6 3225000 SOLE 3225000
BOISE CASCADE CORP Domestic 097383103 11797650 291300 SOLE 291300
BOLIDEN LTD Ordinary Intl 5675027 358180.72 117239 SOLE 117239
BOMBARDIER INC 'B' Ordinary Intl 2109723 14300968.66 700000 SOLE 700000
BOMBAY CORP Domestic 097924104 540000 120000 SOLE 120000
BOOKER PLC Ordinary Intl 0110523 665635.17 350000 SOLE 350000
BOOTS COMPANY PLC ORD Ordinary Intl 0111441 4281891.38 439858 SOLE 439858
BORDERS GROUP INC Domestic 099709107 4208750 259000 SOLE 259000
BORG WARNER AUTOMOTIVE INC Domestic 099724106 4047570 99940 SOLE 99940
BOSTON SCIENTIFIC CORP Domestic 101137107 18342187.55 838500 SOLE 838500
BOUYGUES Ordinary Intl 4115159 26437664.11 41800 SOLE 41800
BOWATER INC Domestic 102183100 10590937.5 195000 SOLE 195000
BOWNE & CO INC Domestic 103043105 2362500 175000 SOLE 175000
BP AMOCO PLC Ordinary Intl 0798059 80066178.77 7967580 SOLE 7967580
BP AMOCO PLC ADR ADR 2138556 96725147.4 1652094 SOLE 1652094
BPI SGPS EUR Ordinary Intl 5721759 8841614.13 2085325 SOLE 2085325
BQE NATL PARIS Ordinary Intl 4133667 41559531.23 452645 SOLE 452645
BQE NATL PARIS WTS(15/7/2002) Ordinary Intl 5759943 242717.14 52871 SOLE 52871
BRADY CORP Domestic 104674106 3902812.5 115000 SOLE 115000
BRAMBLES Ordinary Intl 6120009 12403466.76 450000 SOLE 450000
BRIDGESTONE CORP. Ordinary Intl 6132101 13211371.6 601000 SOLE 601000
BRIGGS & STRATTON CORP Domestic 109043109 7132125.01 133000 SOLE 133000
BRIGHTPOINT INC. Domestic 109473108 2866500 218400 SOLE 218400
BRINKER INTL INC Domestic 109641100 7507700 311200 SOLE 311200
BRISTOL MYERS SQUIBB CO Domestic 110122108 436924312.5 6807000 SOLE 6807000
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IHOP CORP Domestic 449623107 1385062.5 83000 SOLE 83000
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INFORMATION RES INC Domestic 456905108 1341250 145000 SOLE 145000
INFORMIX CORP Domestic 456779107 4714537.51 412200 SOLE 412200
ING GROEP NV ADR 2452643 29474468 483188 SOLE 483188
ING GROEP NV Ordinary Intl 5058877 44415536.37 739266 SOLE 739266
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INSURANCE AUTO AUCTIONS INC Domestic 457875102 1181250 75000 SOLE 75000
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INTER TEL INC Domestic 458372109 2375000 95000 SOLE 95000
INTERFACE INC Domestic 458665106 799250 139000 SOLE 139000
INTERIM SERVICES INC. Domestic 45868P100 7672500 310000 SOLE 310000
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INTERMET CORP Domestic 45881K104 813750 70000 SOLE 70000
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INTERPUBLIC GROUP COS INC Domestic 460690100 58114387.51 1007400 SOLE 1007400
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INTUIT INC Domestic 461202103 41500725.01 692400 SOLE 692400
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IONICS INC Domestic 462218108 1828125 65000 SOLE 65000
IPALCO ENTERPRISES INC Domestic 462613100 5374687.5 315000 SOLE 315000
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ISETAN Ordinary Intl 6466844 1831859.64 250000 SOLE 250000
ISHIHARA SANGYO Ordinary Intl 6466866 329734.73 250000 SOLE 250000
ISS INTERNATIONAL Ordinary Intl 4442620 7457326.23 111400 SOLE 111400
ITO YOKADO LTD ADR 2468792 20925000 200000 SOLE 200000
ITO-YOKADO CO. Ordinary Intl 6467944 23858139.76 220000 SOLE 220000
ITOCHU CORP. Ordinary Intl 6467803 3729666.2 750000 SOLE 750000
ITRON INC Domestic 465741106 183750 30000 SOLE 30000
ITT INDS INC IND Domestic 450911102 9235437.51 276200 SOLE 276200
IVAX CORP Domestic 465823102 6437500 250000 SOLE 250000
J & J SNACK FOODS CORP Domestic 466032109 385400 18800 SOLE 18800
JABIL CIRCUIT INC Domestic 466313103 25623000 351000 SOLE 351000
JACK IN THE BOX INC Domestic 466367109 2585937.5 125000 SOLE 125000
JACOBS ENGR GROUP INC Domestic 469814107 4712500 145000 SOLE 145000
JAN BELL MARKETING INC. Domestic 470760109 169050 58800 SOLE 58800
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JAPAN TOBACCO INC Ordinary Intl 6474535 9168091.06 1200 SOLE 1200
JEFFERIES GROUP INC (NEW) Domestic 472319102 2090000 95000 SOLE 95000
JEFFERSON PILOT CORP Domestic 475070108 28467075 417100 SOLE 417100
JLG INDS INC Domestic 466210101 3028125 190000 SOLE 190000
JO-ANN STORES INC Domestic 47758P109 337500 30000 SOLE 30000
JOHNSON & JOHNSON Domestic 478160104 424935121.3 4556945 SOLE 4556945
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JOHNSON MATTHEY PLC Ordinary Intl 0476407 4998791.22 449500 SOLE 449500
JONES APPAREL GROUP INC Domestic 480074103 12748750.02 470000 SOLE 470000
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JOSTENS INC Domestic 481088102 1385812.5 57000 SOLE 57000
JSB FINL INC Domestic 46624M100 2075000.02 40000 SOLE 40000
JUSCO CO. LTD Ordinary Intl 6480048 2801436.06 161000 SOLE 161000
JUST FOR FEET INC Domestic 48213P106 91410 75000 SOLE 75000
JUSTIN INDS INC Domestic 482171105 2305625 155000 SOLE 155000
JYSKE BANK A/S Ordinary Intl 5786792 2910019.05 145000 SOLE 145000
K MART CORP Domestic 482584109 10314062.52 1025000 SOLE 1025000
K-SWISS INC -CL A Domestic 482686102 375278.13 20200 SOLE 20200
K2 INC. Domestic 482732104 228750 30000 SOLE 30000
KAJIMA CORP. Ordinary Intl 6481320 1191930.01 400000 SOLE 400000
KAMAN CORP Domestic 483548103 1085362.5 84300 SOLE 84300
KANEKA CORPORATION Ordinary Intl 6483360 3549860.63 278000 SOLE 278000
KANSAI ELECTRIC POWER Ordinary Intl 6483489 5742073.91 330000 SOLE 330000
KANSAS CITY PWR & LT CO Domestic 485134100 4478687.5 203000 SOLE 203000
KANSAS CITY SOUTHN INDS INC Domestic 485170104 37752787.57 505900 SOLE 505900
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KAYDON CORP Domestic 486587108 3807375 142000 SOLE 142000
KEANE INC Domestic 486665102 9123500.03 284000 SOLE 284000
KELLOGG CO Domestic 487836108 43045062.53 1397000 SOLE 1397000
KELLWOOD CO Domestic 488044108 2235312.5 115000 SOLE 115000
KELLY SVCS INC Domestic 488152208 2537625 101000 SOLE 101000
KEMET CORP Domestic 488360108 7602043.75 168700 SOLE 168700
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KENT ELECTRS CORP Domestic 490553104 2577575 113300 SOLE 113300
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KERRY GROUP PLC Ordinary Intl 0490656 713180.54 60000 SOLE 60000
KESKO Ordinary Intl 4490005 3245795.15 257000 SOLE 257000
KEYCORP INC NEW Domestic 493267108 24337500.02 1100000 SOLE 1100000
KEYENCE Ordinary Intl 6490995 18894044.43 46600 SOLE 46600
KEYSPAN CORPORATION Domestic 49337W100 11890550 512800 SOLE 512800
KEYSTONE FINL INC Domestic 493482103 3405806.25 161700 SOLE 161700
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KINGFISHER PLC ADR 2981006 15551660.04 706900 SOLE 706900
KINGFISHER PLC Ordinary Intl 0262015 8060729.13 732800 SOLE 732800
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KONINKLIJKE PHILIPS ELECTRS ADR 2425720 26163945 193807 SOLE 193807
KOYO SEIKO CO LTD Ordinary Intl 6497082 2582189.32 300000 SOLE 300000
KREDIETBANK Ordinary Intl 4497749 8553264.65 159500 SOLE 159500
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KROLL-O'GARA COMPANY Domestic 501050108 643500 39000 SOLE 39000
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KURITA WATER INDUSTRIES Ordinary Intl 6497963 2982873.21 188000 SOLE 188000
KYOCERA CORP ADR 2498120 19388000 74000 SOLE 74000
KYOWA HAKKO KOGYO CO LTD Ordinary Intl 6499550 1305593.23 218000 SOLE 218000
KYUSHU ELECTRIC POWER Ordinary Intl 6499806 6432123.22 436000 SOLE 436000
L'OREAL Ordinary Intl 4534787 23787379.97 29795 SOLE 29795
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LA Z BOY CHAIR CO Domestic 505336107 3962706.27 235700 SOLE 235700
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LONGVIEW FIBRE CO Domestic 543213102 1541850 108200 SOLE 108200
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MACROMEDIA INC Domestic 556100105 13893750.01 190000 SOLE 190000
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MAGNA INTL INC ADR 2554549 25425000 600000 SOLE 600000
MAGNETEK INC. Domestic 559424106 501993.75 65300 SOLE 65300
MAKINO MILLING MACHINE Ordinary Intl 6555708 722250.97 111000 SOLE 111000
MAKITA CORP Ordinary Intl 6555805 746030.94 83000 SOLE 83000
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MAN AG NPV Ordinary Intl 5563520 23989259.83 642500 SOLE 642500
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MARCO POLO DEVELOPMENTS LTD. Ordinary Intl 6564522 2869147.66 2000000 SOLE 2000000
MARCONI PLC Ordinary Intl 0877431 21246285.43 1204979 SOLE 1204979
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MARK IV INDS INC Domestic 570387100 3272187.5 185000 SOLE 185000
MARKS & SPENCER LTD ADR 2566469 4279080.9 150000 SOLE 150000
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MARUI CO. Ordinary Intl 6569527 4219217.25 283000 SOLE 283000
MARZOTTO (GAETANO) & FIGLI SPA Ordinary Intl 4570004 1174247.74 165000 SOLE 165000
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MEAD CORP Domestic 582834107 17870187.52 411400 SOLE 411400
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MERITA PLC Ordinary Intl 4827175 3958011.74 675000 SOLE 675000
MERITOR AUTOMOTIVE INC. Domestic 59000G100 5281625 272600 SOLE 272600
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MICROSOFT CORP Domestic 594918104 1976811000 16932000 SOLE 16932000
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SCOTTISH & SOUTHERN ENERGY Ordinary Intl 0790873 3696119.8 464700 SOLE 464700
SCOTTISH POWER PLC - ADR ADR 81013T705 174832 6244 SOLE 6244
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SHIMANO INC Ordinary Intl 6804820 5785745.43 329000 SOLE 329000
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SIEBE PLC. Ordinary Intl 0807041 12664691.1 2345652 SOLE 2345652
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SVENSKA HANDELSBK SER A Ordinary Intl 5703661 12078988.67 964400 SOLE 964400
SVENSKA HANDELSBKN SER B Ordinary Intl 5703672 635256.94 54000 SOLE 54000
SWIFT TRANSPORTATION INC Domestic 870756103 2203125 125000 SOLE 125000
SWIRE PACIFIC Ordinary Intl 6867748 6199909.95 1050000 SOLE 1050000
SWISS ARMY BRANDS INC Domestic 870827102 116137.5 16300 SOLE 16300
SWISSCOM AG-REG Ordinary Intl 5533976 12069719.49 30000 SOLE 30000
SYBRON INTL CORP Domestic 87114F106 8494968.75 344100 SOLE 344100
SYKES ENTERPRISES INC Domestic 871237103 3510000 80000 SOLE 80000
SYLVAN LEARNING SYS INC Domestic 871399101 650000 50000 SOLE 50000
SYMANTEC CORP Domestic 871503108 13460300.01 229600 SOLE 229600
SYMBOL TECHNOLOGIES INC Domestic 871508107 23200312.5 365000 SOLE 365000
SYMMETRICOM INC Domestic 871543104 321975 32400 SOLE 32400
SYNCOR INTL CORP-DEL Domestic 87157J106 2330000 80000 SOLE 80000
SYNOPSYS INC Domestic 871607107 18489750 277000 SOLE 277000
SYNOVUS FINL CORP Domestic 87161C105 18120037.52 911700 SOLE 911700
SYSCO CORP Domestic 871829107 46485937.5 1175000 SOLE 1175000
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TABCORP HOLDINGS LIMITED Ordinary Intl 6873262 5061738.09 750000 SOLE 750000
TACO CABANA INC. Domestic 873425102 162500 20000 SOLE 20000
TAISEI CORP Ordinary Intl 6870100 1321068.78 697000 SOLE 697000
TAISHO PHARMACEUTICAL CO. Ordinary Intl 6870144 8792926.21 300000 SOLE 300000
TAKARA SHUZO CO LTD Ordinary Intl 6870382 12119290.19 770000 SOLE 770000
TAKEDA CHEM INDS Ordinary Intl 6870445 47413900.56 961000 SOLE 961000
TAKEFUJI CORPORATION Ordinary Intl 6876067 5623076.3 45000 SOLE 45000
TAKKT AG Ordinary Intl 5769470 882815.79 135500 SOLE 135500
TALK.COM INC Domestic 874264104 3694218.75 208125 SOLE 208125
TALK.COM INC Domestic 874264997 13750 13750 SOLE 13750
TANDY CORP Domestic 875382103 30594625.05 622000 SOLE 622000
TARMAC (ASS ANGLO CSH) Ordinary Intl 0920670 1588337.69 180000 SOLE 180000
TARMAC PLC Ordinary Intl 0736565 0 0 SOLE 0
TBC CORP Domestic 872180104 273125 43700 SOLE 43700
TCF FINL CORP Domestic 872275102 8415212.51 338300 SOLE 338300
TDK CORP Ordinary Intl 6869302 21780859.79 158000 SOLE 158000
TECH DATA CORP Domestic 878237106 4196237.5 154700 SOLE 154700
TECHNE CORP Domestic 878377100 3303750 60000 SOLE 60000
TECHNITROL INC. Domestic 878555101 3782500 85000 SOLE 85000
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TECO ENERGY INC Domestic 872375100 9559687.5 515000 SOLE 515000
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TEIJIN LIMITED Ordinary Intl 6880507 2066308.35 561000 SOLE 561000
TEIKOKU OIL Ordinary Intl 6880905 1060036.11 350000 SOLE 350000
TEKTRONIX INC Domestic 879131100 3047800 78400 SOLE 78400
TELE DANMARK AS Ordinary Intl 5698790 13310256.13 180000 SOLE 180000
TELECOM CORP NEW ZEALAND LTD ADR 2881366 10395000 270000 SOLE 270000
TELECOM CORP NEW ZEALAND LTD Ordinary Intl 6881436 5063336.03 1078800 SOLE 1078800
TELECOM ITALIA SPA Ordinary Intl 5297506 45503031.07 3242611 SOLE 3242611
TELECOM ITALIA SPA-SP ADR ADR 2083010 21000000 150000 SOLE 150000
TELEDYNE TECHNOLOGIES INC Domestic 879360105 498837.93 52857 SOLE 52857
TELEFLEX INC Domestic 879369106 5132118.75 163900 SOLE 163900
TELEFONICA PUBLICIDAD E INFO Ordinary Intl 5706927 1209079.24 25000 SOLE 25000
TELEFONICA S. A. ADR 2881098 96713813.62 1227138 SOLE 1227138
TELEFONICA SA EUR1 Ordinary Intl 5732524 32344777.12 1301173 SOLE 1301173
TELEPHONE & DATA SYS INC Domestic 879433100 29610000 235000 SOLE 235000
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TELLABS INC Domestic 879664100 81774875 1274000 SOLE 1274000
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TELSTRA CORP-INS RECP(2/11/00) Ordinary Intl 6181976 2459708.28 700000 SOLE 700000
TELXON CORP Domestic 879700102 1600000 100000 SOLE 100000
TEMPLE-INLAND INC Domestic 879868107 24693593.77 374500 SOLE 374500
TENET HEALTHCARE CORP Domestic 88033G100 27210650 1157900 SOLE 1157900
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TERADYNE INC Domestic 880770102 35732400 541400 SOLE 541400
TERUMO CORPORATION Ordinary Intl 6885074 9095109.75 341000 SOLE 341000
TESCO ORD Ordinary Intl 0884709 11534959.52 3791778 SOLE 3791778
TETRA TECH INC NEW Domestic 88162G103 2383125.01 155000 SOLE 155000
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TEXACO INC Domestic 881694103 100206562.5 1845000 SOLE 1845000
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TEXTRON INC Domestic 883203101 49233375.05 642000 SOLE 642000
THE BANK OF TOKYO-MITSUBISHI Ordinary Intl 6070364 27198670.09 1955000 SOLE 1955000
THE PMI GROUP INC. Domestic 69344M101 9586775.02 196400 SOLE 196400
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THERMO ELECTRON CORP Domestic 883556102 8250000 550000 SOLE 550000
THOMAS & BETTS CORP Domestic 884315102 3401062.52 106700 SOLE 106700
THOMAS INDS INC Domestic 884425109 1079100.01 52800 SOLE 52800
THOR INDUSTRIES INC Domestic 885160101 2088012.5 68600 SOLE 68600
THQ INC. Domestic 872443403 1391250 60000 SOLE 60000
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TI GROUP ORD GBPO.25 Ordinary Intl 0868673 4641814.15 626100 SOLE 626100
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TIMBERLAND CO Domestic 887100105 5023125 95000 SOLE 95000
TIME WARNER INC Domestic 887315109 298650625 4130000 SOLE 4130000
TIMES MIRROR CO Domestic 887364107 17172100 256300 SOLE 256300
TIMKEN CO Domestic 887389104 2691618.75 131700 SOLE 131700
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TOA CORP Ordinary Intl 6894508 611108.37 450000 SOLE 450000
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TOEI Ordinary Intl 6895181 1105954.73 200000 SOLE 200000
TOHOKU ELECTRIC POWER Ordinary Intl 6895266 2762151.21 186000 SOLE 186000
TOKAI BANK Ordinary Intl 6895341 4089687.68 650000 SOLE 650000
TOKIO MARINE & FIRE INS. ORD Ordinary Intl 6894768 4062918.1 348000 SOLE 348000
TOKYO ELECTRIC POWER CO Ordinary Intl 6895404 24360313.53 910000 SOLE 910000
TOKYO ELECTRON LTD Ordinary Intl 6895675 29133895.47 213000 SOLE 213000
TOKYO GAS CO. LTD Ordinary Intl 6895448 1255278.14 516000 SOLE 516000
TOKYO STYLE Ordinary Intl 6896645 410336.56 50000 SOLE 50000
TOKYU CORP Ordinary Intl 6896548 486541.9 200000 SOLE 200000
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TOMKINS PLC Ordinary Intl 0896265 282163.24 87100 SOLE 87100
TOMMY HILFIGER CP Domestic G8915Z102 584375 25000 SOLE 25000
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TORCHMARK CORP Domestic 891027104 13822125.03 475600 SOLE 475600
TORO CO Domestic 891092108 1567125 42000 SOLE 42000
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TOSHIBA CORP Ordinary Intl 6897217 7048995.84 925000 SOLE 925000
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URS CORP. Domestic 903236107 1192812.5 55000 SOLE 55000
US AIRWAYS GROUP INC. Domestic 911905107 4488750.01 140000 SOLE 140000
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WM-DATA AB-B SHS Ordinary Intl 4976903 11021186.97 179000 SOLE 179000
WMC LTD ADR 2954912 1640625 75000 SOLE 75000
WMC LTD Ordinary Intl 6954985 7145521.27 1300000 SOLE 1300000
WOLTERS KLUWER CVA EURO.12 Ordinary Intl 5671519 4627468.28 137400 SOLE 137400
WOLVERINE TUBE INC Domestic 978093102 353125 25000 SOLE 25000
WOLVERINE WORLD WIDE INC Domestic 978097103 1618750 148000 SOLE 148000
WOODSIDE PETROLEUM Ordinary Intl 6979728 19581476.61 2660000 SOLE 2660000
WOOLWORTHS LIMITED Ordinary Intl 6981239 3859618.66 1125646 SOLE 1125646
WORTHINGTON INDS INC Domestic 981811102 6051937.53 365400 SOLE 365400
WPP GROUP PLC Ordinary Intl 0974042 17662701.87 1124000 SOLE 1124000
WRIGLEY WM JR CO Domestic 982526105 31930937.51 385000 SOLE 385000
WYNNS INTL INC Domestic 983195108 1094687.5 77500 SOLE 77500
X-RITE INC Domestic 983857103 250000 40000 SOLE 40000
XEROX CORP Domestic 984121103 35632987.54 1570600 SOLE 1570600
XILINX INC Domestic 983919101 38348343.75 843400 SOLE 843400
XIRCOM Domestic 983922105 7500000 100000 SOLE 100000
YAHOO! INC. Domestic 984332106 389418750 900000 SOLE 900000
YAMANOCHI PHARMACEUTICAL Intl Conv 4985244 8841775.8 500000000 SOLE 500000000
YAMANOUCHI PHARM Ordinary Intl 6985383 11509940.39 330000 SOLE 330000
YAMATO KOGYO CO. LTD Ordinary Intl 6985446 1351179.63 300000 SOLE 300000
YELLOW CORP Domestic 985509108 1691337.51 100600 SOLE 100600
YOKOGOWA ELECTRIC Ordinary Intl 6986427 852337.42 121000 SOLE 121000
YORK INTL Domestic 986670107 4746687.5 173000 SOLE 173000
YOSHITOMI PHARMACEUTICAL IND Ordinary Intl 6987505 4064285.89 320000 SOLE 320000
YOUNG & RUBICAM INC. Domestic 987425105 2830000 40000 SOLE 40000
YUE YUEN INDUSTRIAL HLDG Ordinary Intl 6988995 2392744.6 1000000 SOLE 1000000
ZALE CORP Domestic 988858106 9191250.01 190000 SOLE 190000
ZEBRA TECHNOLOGIES CORP Domestic 989207105 7306650 124900 SOLE 124900
ZENITH NATL INS CORP Domestic 989390109 618750 30000 SOLE 30000
ZIONS BANCORPORATION Domestic 989701107 25450625.01 430000 SOLE 430000
ZIXIT CORPORATION Domestic 98974P100 990625 25000 SOLE 25000
ZURICH ALLIED AG - NEW Ordinary Intl 5486779 17641531.83 31100 SOLE 31100
</TABLE>
