UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 1999
Check here if Amendment x ; Amendment Number: 1
This Amendment (Check only one.): is a restatement.
adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: TEACHER RETIREMENT SYSTEM OF TEXAS
Address: 1000 RED RIVER
AUSTIN, TX 78701
13F File Number: 28-592
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables, are considered integral parts
of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Scot Leith
Title: Supervisor, Investment Accounting And Reporting
Phone: 512-391-2630
Signature, Place, and Date of Signing:
Scot Leith Austin, Texas January 26, 2000
Report Type (Check only one.):
x 13F HOLDINGS REPORT.
13F NOTICE.
13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information table Entry Total: 2266
Form 13F Information Table Value Total: 55,199,228,782.20
<TABLE>
<CAPTION>
Name of Issuer Title of ClaIdentifierFair Market ValuShares Invest DiscretiVoting Authority
<C> <C> <C> <C> <C> <C> <C>
3COM CORP Domestic 885535104 58,848,581.26 1,324,300.00 SOLE 1,324,300.00
99 CENTS ONLY STORES Domestic 65440K106 3,574,375.00 95,000.00 SOLE 95,000.00
AAR CORP Domestic 000361105 1,509,375.00 70,000.00 SOLE 70,000.00
AARON RENTS INC Domestic 002535201 1,003,437.50 65,000.00 SOLE 65,000.00
ABB LTD Ordinary Int5661190 15,091,640.07 121,900.00 SOLE 121,900.00
ABB LTD 144A ADR ADR 000375105 35,837,960.00 289,474.75 SOLE 289,474.75
ABB LTD COMM STK Ordinary Int5702259 4,941,664.70 39,982.00 SOLE 39,982.00
ABBEY NATIONAL Ordinary Int0004455 6,957,593.92 485,800.00 SOLE 485,800.00
ABBOTT LABS Domestic 002824100 170,516,875.03 5,006,000.00 SOLE 5,006,000.00
ABERCROMBIE & FITCH CO Domestic 002896207 14,559,862.51 595,800.00 SOLE 595,800.00
ABM INDUSTRIES INC Domestic 000957100 1,700,000.00 85,000.00 SOLE 85,000.00
ABN AMRO HLDG NV ADR 2003739 32,907,296.00 1,430,752.00 SOLE 1,430,752.00
ABN AMRO HOLDINGS NV Ordinary Int5250769 14,122,605.12 622,360.00 SOLE 622,360.00
ACCOR 1.0% 3/29/02 144A CV Intl Conv 5638310 1,976,178.00 1,800.00 SOLE 1,800.00
ACCOR EUR3 Ordinary Int5852842 17,870,196.34 379,000.00 SOLE 379,000.00
ACE LIMITED Domestic G0070K103 841,303.13 45,630.00 SOLE 45,630.00
ACERINOX SA Ordinary Int5500118 5,262,874.05 126,500.00 SOLE 126,500.00
ACNEILSEN CORP Domestic 004833109 5,752,187.50 233,000.00 SOLE 233,000.00
ACTION PERFORMANCE COS INC Domestic 004933107 846,450.00 62,700.00 SOLE 62,700.00
ACUSON Domestic 005113105 816,562.50 65,000.00 SOLE 65,000.00
ACXIOM CORP Domestic 005125109 6,149,000.00 236,500.00 SOLE 236,500.00
ADAC LABS Domestic 005313200 1,178,750.00 115,000.00 SOLE 115,000.00
ADAPTEC INC Domestic 00651F108 21,022,000.01 368,000.00 SOLE 368,000.00
ADAPTIVE BROADBAND CORP Domestic 00650M104 6,057,187.50 65,000.00 SOLE 65,000.00
ADC TELECOMMUNICATIONS INC Domestic 000886101 34,971,250.00 505,000.00 SOLE 505,000.00
ADECCO SA CHF10(REGD) Ordinary Int5683097 10,367,664.96 13,803.00 SOLE 13,803.00
ADOBE SYS INC Domestic 00724F101 22,706,675.03 364,400.00 SOLE 364,400.00
ADTRAN INC Domestic 00738A106 4,823,750.00 85,000.00 SOLE 85,000.00
ADVANCE PARADIGM INC Domestic 007491103 651,875.00 35,000.00 SOLE 35,000.00
ADVANCED MICRO DEVICES INC Domestic 007903107 18,984,125.00 523,700.00 SOLE 523,700.00
ADVANCED TISSUE SCI Domestic 00755F103 275,625.00 90,000.00 SOLE 90,000.00
ADVANTEST CORP Ordinary Int6870490 4,102,418.86 20,000.00 SOLE 20,000.00
ADVO INC Domestic 007585102 2,440,625.00 110,000.00 SOLE 110,000.00
AEGON NV Ordinary Int5462304 5,040,525.13 58,000.00 SOLE 58,000.00
AEGON NV- AMERICAN REG SHR ADR 2008411 26,134,820.82 302,793.00 SOLE 302,793.00
AES CORP Domestic 00130H105 57,985,500.00 748,200.00 SOLE 748,200.00
AETNA INC. Domestic 008117103 15,872,500.01 280,000.00 SOLE 280,000.00
AFFILIATED COMPUTER SVCS - A Domestic 008190100 8,990,625.00 205,500.00 SOLE 205,500.00
AFLAC INC Domestic 001055102 42,224,612.52 1,034,600.00 SOLE 1,034,600.00
AGCO CP Domestic 001084102 188,437.50 15,000.00 SOLE 15,000.00
AGGREGATE IND Ordinary Int0323826 1,850,327.60 1,600,000.00 SOLE 1,600,000.00
AGILENT TECHNOLOGIES INC. Domestic 00846U101 999,375.00 15,000.00 SOLE 15,000.00
AGL RESOURCES INC. Domestic 001204106 3,768,931.25 217,700.00 SOLE 217,700.00
AGRIBRANDS INTERNATIONAL INC Domestic 00849R105 2,259,375.00 50,000.00 SOLE 50,000.00
AHOLD (KONINKLIJKE) NV Ordinary Int5252602 5,486,478.49 197,082.00 SOLE 197,082.00
AIR EXPRESS INTL CORP Domestic 009104100 5,509,062.51 170,000.00 SOLE 170,000.00
AIR LIQUIDE(L') Ordinary Int4011406 4,486,889.16 26,360.00 SOLE 26,360.00
AIR LIQUIDE(L')PRIME DE FIDELI Ordinary Int5007880 2,834,093.51 16,650.00 SOLE 16,650.00
AIR PRODUCTS & CHEMICALS INC Domestic 009158106 23,022,300.00 692,400.00 SOLE 692,400.00
AIRBORNE FGHT CORP Domestic 009266107 2,036,562.50 95,000.00 SOLE 95,000.00
AIRGAS INC Domestic 009363102 2,556,000.00 284,000.00 SOLE 284,000.00
AK STEEL HOLDING CORP Domestic 001547108 8,502,675.00 465,900.00 SOLE 465,900.00
AKZO NOBEL N.V. Ordinary Int5458314 5,509,260.70 118,000.00 SOLE 118,000.00
AKZO NOBEL NV-SPON ADR 2011936 19,679,400.00 417,600.00 SOLE 417,600.00
ALASKA AIR GROUP INC Domestic 011659109 3,615,937.50 105,000.00 SOLE 105,000.00
ALBANY INTL CORP Domestic 012348108 2,383,827.34 160,257.30 SOLE 160,257.30
ALBERMARLE CORP Domestic 012653101 4,121,712.50 221,300.00 SOLE 221,300.00
ALBERTO CULVER CO Domestic 013068101 4,125,887.54 154,600.00 SOLE 154,600.00
ALBERTSONS INC Domestic 013104104 29,931,536.96 910,465.00 SOLE 910,465.00
ALCAN ALUM LTD Domestic 013716105 46,285,500.00 1,046,000.00 SOLE 1,046,000.00
ALCAN ALUMINUM CO. Ordinary Int2013200 8,833,024.25 200,000.00 SOLE 200,000.00
ALCATEL ADR 2216593 11,936,204.44 276,381.00 SOLE 276,381.00
ALCATEL ALSTHOM Ordinary Int4216825 17,476,655.68 79,500.00 SOLE 79,500.00
ALCOA INC Domestic 013817101 97,671,875.06 1,175,000.00 SOLE 1,175,000.00
ALEXANDER & BALDWIN INC Domestic 014482103 2,765,609.38 131,500.00 SOLE 131,500.00
ALITALIA Ordinary Int5140343 1,129,978.33 500,000.00 SOLE 500,000.00
ALLEGHENY ENERGY INC Domestic 017361106 11,938,237.51 436,100.00 SOLE 436,100.00
ALLEGHENY TECHNOLOGIES INC Domestic 01741R102 5,931,250.01 260,000.00 SOLE 260,000.00
ALLEN TELECOM INC COM Domestic 018091108 1,566,000.00 116,000.00 SOLE 116,000.00
ALLERGAN INC Domestic 018490102 17,506,125.00 345,800.00 SOLE 345,800.00
ALLIANCE PHARMACEUTICAL Domestic 018773101 585,750.00 66,000.00 SOLE 66,000.00
ALLIANT ENERGY CORP Domestic 018802108 7,704,462.50 267,400.00 SOLE 267,400.00
ALLIANT TECHSYSTEMS INC Domestic 018804104 2,565,000.00 38,000.00 SOLE 38,000.00
ALLIANZ AG Ordinary Int5231485 54,838,934.96 157,941.00 SOLE 157,941.00
ALLIED IRISH BANKS ADR 2019703 24,909,000.00 1,083,000.00 SOLE 1,083,000.00
ALLIED IRISH BANKS PLC Ordinary Int4020684 1,145,027.59 100,000.00 SOLE 100,000.00
ALLIED WASTE INDS INC Domestic 019589308 3,448,500.00 459,800.00 SOLE 459,800.00
ALLIED ZURICH PLC Ordinary Int0287579 20,641,296.67 1,891,216.00 SOLE 1,891,216.00
ALLMERICA FINANCIAL CORP. Domestic 019754100 11,489,800.00 226,400.00 SOLE 226,400.00
ALLSTATE CORP Domestic 020002101 59,304,000.00 2,471,000.00 SOLE 2,471,000.00
ALLTEL CORP Domestic 020039103 86,640,625.03 1,109,000.00 SOLE 1,109,000.00
ALMANIJ(ALGEM MAA) NPV Ordinary Int5285880 26.45 515.00 SOLE 515.00
ALPHA INDUSTRIES INC Domestic 020753109 5,372,953.14 83,000.00 SOLE 83,000.00
ALPHARMA INC Domestic 020813101 4,163,906.25 126,900.00 SOLE 126,900.00
ALTERA CORP Domestic 021441100 45,647,656.25 834,700.00 SOLE 834,700.00
ALUSUISSE-LONZA HDCHF125 Ordinary Int4780524 16,392,788.77 20,550.00 SOLE 20,550.00
ALZA CORP Domestic 022615108 6,922,175.02 187,720.00 SOLE 187,720.00
AMADA Ordinary Int6022105 1,272,108.87 240,000.00 SOLE 240,000.00
AMBAC FINANCIAL GROUP INC Domestic 023139108 13,509,375.01 275,000.00 SOLE 275,000.00
AMCAST INDL CORP Domestic 023395106 312,500.00 20,000.00 SOLE 20,000.00
AMCOL INTL CORP Domestic 02341W103 1,890,000.00 120,000.00 SOLE 120,000.00
AMCOR LIMITED Ordinary Int6066608 4,226,535.16 910,000.00 SOLE 910,000.00
AMERADA HESS CORP Domestic 023551104 11,811,562.49 215,000.00 SOLE 215,000.00
AMEREN CORP Domestic 023608102 14,708,437.51 435,000.00 SOLE 435,000.00
AMERICA ONLINE INC DEL Domestic 02364J104 367,404,500.00 6,098,000.00 SOLE 6,098,000.00
AMERICAN EAGLE OUTFITTERS Domestic 02553E106 3,993,750.00 100,000.00 SOLE 100,000.00
AMERICAN ELEC PWR INC Domestic 025537101 13,279,000.02 392,000.00 SOLE 392,000.00
AMERICAN EXPRESS CO Domestic 025816109 229,522,312.53 1,479,000.00 SOLE 1,479,000.00
AMERICAN FINANCIAL GRP (NEW) Domestic 025932104 4,254,687.51 175,000.00 SOLE 175,000.00
AMERICAN FREIGHTWAYS CORP Domestic 02629V108 1,898,437.50 125,000.00 SOLE 125,000.00
AMERICAN GENERAL CORP Domestic 026351106 70,157,500.00 1,055,000.00 SOLE 1,055,000.00
AMERICAN GREETINGS CORP Domestic 026375105 2,827,500.01 120,000.00 SOLE 120,000.00
AMERICAN HOME PRODS CORP Domestic 026609107 189,063,281.31 4,481,500.00 SOLE 4,481,500.00
AMERICAN INTL GROUP INC Domestic 026874107 565,165,000.00 5,185,000.00 SOLE 5,185,000.00
AMERICAN ITALIAN PASTA CO-A Domestic 027070101 2,240,000.00 80,000.00 SOLE 80,000.00
AMERICAN MGMT SYS INC Domestic 027352103 5,440,000.00 170,000.00 SOLE 170,000.00
AMERICAN PWR CONVERSION CORP Domestic 029066107 18,227,825.00 779,800.00 SOLE 779,800.00
AMERICAN STATES WATER COMPANY Domestic 029899101 1,458,062.50 41,000.00 SOLE 41,000.00
AMERICAN STD COS INC DEL Domestic 029712106 12,260,937.51 295,000.00 SOLE 295,000.00
AMERICAN WATER WORKS INC Domestic 030411102 6,842,550.00 301,600.00 SOLE 301,600.00
AMERICAN XTAL TECHNOLOGY INC Domestic 030514103 489,375.00 30,000.00 SOLE 30,000.00
AMERICREDIT CORP Domestic 03060R101 5,134,375.01 310,000.00 SOLE 310,000.00
AMES DEPT. STORES INC. Domestic 030789507 3,754,687.51 150,000.00 SOLE 150,000.00
AMETEK INC Domestic 031100100 2,131,250.00 110,000.00 SOLE 110,000.00
AMFM INC. Domestic 001693100 7,775,000.00 100,000.00 SOLE 100,000.00
AMGEN INC Domestic 031162100 241,664,625.05 3,802,000.00 SOLE 3,802,000.00
AMR CORP DEL Domestic 001765106 40,845,687.50 629,000.00 SOLE 629,000.00
AMRESCO INC Domestic 031909104 275,468.75 215,000.00 SOLE 215,000.00
AMSOUTH BANCORPORATION Domestic 032165102 15,527,581.27 896,900.00 SOLE 896,900.00
ANADARKO PETE CORP Domestic 032511107 18,189,375.05 545,000.00 SOLE 545,000.00
ANALOG DEVICES INC Domestic 032654105 52,484,822.50 561,335.00 SOLE 561,335.00
ANALOGIC CORP Domestic 032657207 1,397,312.50 39,500.00 SOLE 39,500.00
ANALYSTS INTL CORP Domestic 032681108 482,500.00 40,000.00 SOLE 40,000.00
ANCHOR BANCORP WISCONSIN INC. Domestic 032839102 1,253,750.00 85,000.00 SOLE 85,000.00
ANCHOR GAMING Domestic 033037102 3,310,000.01 80,000.00 SOLE 80,000.00
ANDREW CORP Domestic 034425108 3,787,800.01 171,200.00 SOLE 171,200.00
ANGELICA CORP Domestic 034663104 157,606.25 15,100.00 SOLE 15,100.00
ANHEUSER-BUSCH COS INC Domestic 035229103 139,037,937.54 1,837,000.00 SOLE 1,837,000.00
ANIXTER INTL INC Domestic 035290105 3,179,250.00 162,000.00 SOLE 162,000.00
ANNTAYLOR STORES CORP Domestic 036115103 5,227,187.50 215,000.00 SOLE 215,000.00
AON CORP Domestic 037389103 25,565,556.26 917,150.00 SOLE 917,150.00
AOYAMA TRADING Ordinary Int6045878 2,019,274.43 104,000.00 SOLE 104,000.00
APACHE CORP Domestic 037411105 19,729,712.55 561,700.00 SOLE 561,700.00
APEX INC. Domestic 037548104 2,485,000.00 70,000.00 SOLE 70,000.00
APOGEE ENTERPRISES INC Domestic 037598109 472,500.00 105,000.00 SOLE 105,000.00
APOLLO GROUP INC. Domestic 037604105 6,077,750.00 322,000.00 SOLE 322,000.00
APPLE COMPUTER INC Domestic 037833100 53,707,500.02 616,000.00 SOLE 616,000.00
APPLEBEES INTL INC Domestic 037899101 3,270,000.00 120,000.00 SOLE 120,000.00
APPLIED INDUSTRIAL TECH INC Domestic 03820C105 1,575,000.00 105,000.00 SOLE 105,000.00
APPLIED MATLS INC Domestic 038222105 177,252,187.53 1,395,000.00 SOLE 1,395,000.00
APPLIED MICRO CIRCUITS CORP Domestic 03822W109 6,846,875.00 50,000.00 SOLE 50,000.00
APPLIED PWR INC Domestic 038225108 7,162,187.50 205,000.00 SOLE 205,000.00
APRIA HEALTHCARE GROUP INC Domestic 037933108 2,031,250.00 100,000.00 SOLE 100,000.00
APTARGROUP INC Domestic 038336103 4,388,125.00 170,000.00 SOLE 170,000.00
AQUARION CO Domestic 03838W101 739,375.00 20,000.00 SOLE 20,000.00
ARCHER DANIELS MIDLAND Domestic 039483102 21,693,682.48 1,798,440.00 SOLE 1,798,440.00
ARCTIC CAT INC Domestic 039670104 1,350,000.00 135,000.00 SOLE 135,000.00
ARKANSAS BEST CORP Domestic 040790107 923,125.00 70,000.00 SOLE 70,000.00
ARM HOLDINGS PLC Ordinary Int0571777 4,327,445.43 75,000.00 SOLE 75,000.00
ARMSTRONG WORLD INDS INC Domestic 042476101 3,196,212.52 115,700.00 SOLE 115,700.00
ARNOLD INDS INC Domestic 042595108 538,793.75 37,400.00 SOLE 37,400.00
ARROW ELECTRS INC Domestic 042735100 7,336,443.75 314,700.00 SOLE 314,700.00
ARTESYN TECHNOLOGIES INC Domestic 043127109 1,804,687.50 105,000.00 SOLE 105,000.00
ARVIN INDS INC Domestic 043339100 2,220,625.00 85,000.00 SOLE 85,000.00
ASAHI BANK LTD Ordinary Int6499367 6,803,571.62 1,143,000.00 SOLE 1,143,000.00
ASAHI CHEMICAL INDUS CO Ordinary Int6054603 2,476,946.40 464,000.00 SOLE 464,000.00
ASAHI GLASS CO LTD Ordinary Int6055208 3,477,418.83 433,000.00 SOLE 433,000.00
ASHLAND Domestic 044204105 8,790,562.54 259,500.00 SOLE 259,500.00
ASHWORTH INC Domestic 04516H101 101,562.50 25,000.00 SOLE 25,000.00
ASIA PULP & PAPER-SPONS ADR ADR 2054469 3,175,000.00 400,000.00 SOLE 400,000.00
ASIA SATELLITE TELECOM HLDGS Ordinary Int6052607 3,305,208.62 1,058,000.00 SOLE 1,058,000.00
ASM LITHOGRAPHY HOLDING NV Ordinary Int5460784 4,335,007.76 40,000.00 SOLE 40,000.00
ASPECT COMMUNICATIONS CORP Domestic 04523Q102 9,430,000.00 230,000.00 SOLE 230,000.00
ASPEN TECHNOLOGY INC Domestic 045327103 4,590,625.00 130,000.00 SOLE 130,000.00
ASSICURAZIONI GENERALI SPA Ordinary Int4056719 44,712,163.70 1,436,500.00 SOLE 1,436,500.00
ASSOCD BRIT FOODS Ordinary Int0673123 828,112.80 140,712.00 SOLE 140,712.00
ASSOCIATED BANC CORP Domestic 045487105 7,861,375.01 244,000.00 SOLE 244,000.00
ASSOCIATES FIRST CAPITAL CORP Domestic 046008108 60,904,013.17 2,466,998.00 SOLE 2,466,998.00
ASTEC INDUSTRIES INC Domestic 046224101 1,283,499.99 54,400.00 SOLE 54,400.00
ASTORIA FINL CORP Domestic 046265104 5,573,290.63 214,100.00 SOLE 214,100.00
ASTRAZENECA Ordinary Int5659902 17,265,271.68 421,088.00 SOLE 421,088.00
ASTRAZENECA PLC ADR 2989022 27,860,176.80 675,300.00 SOLE 675,300.00
ASTRAZENECA PLC Ordinary Int0989529 2,183,030.98 53,300.00 SOLE 53,300.00
AT&T CORP Domestic 001957109 576,493,240.56 10,553,652.00 SOLE 10,553,652.00
ATLANTIC COAST AIRLINES HLDG Domestic 048396105 1,336,562.50 65,000.00 SOLE 65,000.00
ATLANTIC RICHFIELD CO Domestic 048825103 85,624,000.00 1,112,000.00 SOLE 1,112,000.00
ATLAS COPCO AB ADR 2062019 10,671,068.00 360,200.00 SOLE 360,200.00
ATLAS COPCO AB-B SHS Ordinary Int4050982 3,808,969.38 128,571.00 SOLE 128,571.00
ATMEL CORP Domestic 049513104 21,375,000.00 720,000.00 SOLE 720,000.00
ATMOS ENERGY CORP Domestic 049560105 2,242,500.00 115,000.00 SOLE 115,000.00
ATWOOD OCEANICS INC Domestic 050095108 1,800,000.00 45,000.00 SOLE 45,000.00
AUSPEX SYS INC Domestic 052116100 736,250.00 95,000.00 SOLE 95,000.00
AUSTRALIAN GAS LIGHT COMPANY Ordinary Int6064969 3,321,454.07 561,433.00 SOLE 561,433.00
AUSTRIA TABAKWERKE AG Ordinary Int5355921 1,449,197.20 28,500.00 SOLE 28,500.00
AUTHENTIC FITNESS CORP Domestic 052661105 622,500.00 30,000.00 SOLE 30,000.00
AUTOBACS SEVEN CO Ordinary Int6068422 1,198,412.74 42,000.00 SOLE 42,000.00
AUTODESK INC Domestic 052769106 5,891,806.26 199,300.00 SOLE 199,300.00
AUTOMATIC DATA PROCESSING IN Domestic 053015103 114,378,125.03 2,153,000.00 SOLE 2,153,000.00
AUTOZONE INC Domestic 053332102 14,134,106.27 474,100.00 SOLE 474,100.00
AVENTIS FRACTIONS Ordinary Int050849$9W 148.65 2.38 SOLE 2.38
AVENTIS SA Ordinary Int5416839 11,543,301.41 186,044.00 SOLE 186,044.00
AVERY DENNISON CORP Domestic 053611109 33,617,437.55 437,300.00 SOLE 437,300.00
AVIATION SALES COMPANY Domestic 053672101 491,512.50 25,700.00 SOLE 25,700.00
AVID TECHNOLOGY INC Domestic 05367P100 1,944,375.00 170,000.00 SOLE 170,000.00
AVNET INC Domestic 053807103 6,745,750.00 121,000.00 SOLE 121,000.00
AVON PRODS INC Domestic 054303102 17,239,687.55 555,000.00 SOLE 555,000.00
AXA Ordinary Int4026927 62,309,644.42 469,115.00 SOLE 469,115.00
AZTAR CORP Domestic 054802103 1,957,156.25 194,500.00 SOLE 194,500.00
BAKER (J.) INC Domestic 057232100 128,125.00 25,000.00 SOLE 25,000.00
BAKER HUGHES INC Domestic 057224107 28,046,070.00 1,246,492.00 SOLE 1,246,492.00
BALDOR ELEC CO Domestic 057741100 3,215,625.00 175,000.00 SOLE 175,000.00
BALL CORP Domestic 058498106 4,590,731.26 117,900.00 SOLE 117,900.00
BANCA COMMERCIALE ITALIANA ORD Ordinary Int4072942 3,251,208.04 616,950.00 SOLE 616,950.00
BANCA INTESA SPA Ordinary Int4076836 19,208,562.58 4,973,127.50 SOLE 4,973,127.50
BANCO ESPIRITO SANTO E-REG Ordinary Int4058061 9,912,362.49 350,250.00 SOLE 350,250.00
BANCO POPULAR ESPANOL Ordinary Int5286140 6,699,744.22 108,700.00 SOLE 108,700.00
BANCO SANTANDER CNTL HISPANO ADR 2018186 32,886,000.01 3,024,000.00 SOLE 3,024,000.00
BANDAG INC Domestic 059815100 1,268,750.00 50,000.00 SOLE 50,000.00
BANGOR HYDRO ELEC CO Domestic 060077104 126,075.01 8,200.00 SOLE 8,200.00
BANK AUSTRIA Ordinary Int4999621 8,307,223.02 146,660.00 SOLE 146,660.00
BANK NEW YORK INC Domestic 064057102 91,946,387.52 2,523,400.00 SOLE 2,523,400.00
BANK OF AMERICA CORP Domestic 060505104 276,675,000.00 5,950,000.00 SOLE 5,950,000.00
BANK OF EAST ASIA Ordinary Int6075648 5,322,397.12 2,000,000.00 SOLE 2,000,000.00
BANK OF IRELAND Ordinary Int5728169 530,884.36 68,000.00 SOLE 68,000.00
BANK OF IRELAND (LN) Ordinary Int0764403 2,743,789.81 352,142.00 SOLE 352,142.00
BANK OF SCOTLAND Ordinary Int0076454 3,857,455.63 350,000.00 SOLE 350,000.00
BANK OF YOKOHAMA Ordinary Int6986449 3,598,214.38 837,000.00 SOLE 837,000.00
BANK ONE CORP (DE) Domestic 06423A103 113,055,750.04 3,722,000.00 SOLE 3,722,000.00
BANKNORTH GROUP INC Domestic 06646L100 2,376,000.00 99,000.00 SOLE 99,000.00
BANTA CORP Domestic 066821109 1,632,662.50 79,400.00 SOLE 79,400.00
BANYU PHARM Ordinary Int6077309 4,943,310.80 300,000.00 SOLE 300,000.00
BARCLAYS PLC ORD Ordinary Int0078201 53,057,843.62 2,059,458.00 SOLE 2,059,458.00
BARCO N.V. Ordinary Int4089049 394,465.16 3,000.00 SOLE 3,000.00
BARD C R INC Domestic 067383109 10,059,425.00 190,700.00 SOLE 190,700.00
BARNES & NOBLE INC Domestic 067774109 7,200,375.00 316,500.00 SOLE 316,500.00
BARNES GROUP INC. Domestic 067806109 1,296,250.00 85,000.00 SOLE 85,000.00
BARR LABS INC Domestic 068306109 3,306,250.00 100,000.00 SOLE 100,000.00
BARRA INC Domestic 068313105 1,826,250.00 60,000.00 SOLE 60,000.00
BARRATT DEVELOPMENTS PLC Ordinary Int0081180 4,293,923.06 1,001,300.00 SOLE 1,001,300.00
BARRETT RES CORP Domestic 068480201 3,778,125.00 150,000.00 SOLE 150,000.00
BARRICK GOLD CORP Domestic 067901108 22,698,418.76 1,311,100.00 SOLE 1,311,100.00
BASF AG Ordinary Int5086577 9,803,897.40 200,500.00 SOLE 200,500.00
BASS ORD GBPO.28 Ordinary Int0243195 10,779,339.87 917,732.00 SOLE 917,732.00
BASSETT FURNITURE INDS INC Domestic 070203104 525,000.00 35,000.00 SOLE 35,000.00
BAUSCH & LOMB INC Domestic 071707103 17,798,187.52 255,400.00 SOLE 255,400.00
BAXTER INTL INC Domestic 071813109 57,219,315.25 890,573.00 SOLE 890,573.00
BAY VEREINSBANK Ordinary Int4325419 11,137,307.79 155,550.00 SOLE 155,550.00
BAYER AG ADR 2085652 42,606,647.07 930,000.00 SOLE 930,000.00
BAYER AG Ordinary Int5069211 4,650,271.72 101,500.00 SOLE 101,500.00
BAYER MOTOREN WERK EUR1 Ordinary Int5756029 6,792,948.88 233,418.00 SOLE 233,418.00
BB&T CORPORATION Domestic 054937107 28,532,400.00 1,097,400.00 SOLE 1,097,400.00
BCA INTESA P/WTS15/11/2002 Ordinary Int5811597 1,251,683.41 616,950.00 SOLE 616,950.00
BCE INC. Ordinary Int2089933 21,349,858.88 253,121.00 SOLE 253,121.00
BCO BILBAO VIZCAYA ESP90 Ordinary Int5501906 20,882,105.27 1,560,100.00 SOLE 1,560,100.00
BCO COM PORTUGUES Ordinary Int5812493 2,699,195.66 449,160.00 SOLE 449,160.00
BCO SANT CENT HISP Ordinary Int5705946 8,234,805.40 746,400.00 SOLE 746,400.00
BE AEROSPACE INC Domestic 073302101 604,800.00 75,600.00 SOLE 75,600.00
BEAR STEARNS COS INC Domestic 073902108 15,914,368.31 404,817.00 SOLE 404,817.00
BECKMAN COULTER INC Domestic 075811109 7,016,687.50 131,000.00 SOLE 131,000.00
BECTON DICKINSON & CO Domestic 075887109 17,234,687.52 655,000.00 SOLE 655,000.00
BED BATH & BEYOND INC Domestic 075896100 16,882,800.00 511,600.00 SOLE 511,600.00
BEKAERT SA NEW Ordinary Int5827431 1,633,332.30 30,000.00 SOLE 30,000.00
BELDEN INC Domestic 077459105 1,962,500.00 100,000.00 SOLE 100,000.00
BELL ATLANTIC CORP Domestic 077853109 294,616,000.00 5,261,000.00 SOLE 5,261,000.00
BELLSOUTH CORP Domestic 079860102 283,684,875.00 6,366,000.00 SOLE 6,366,000.00
BELO (A H) CORP Domestic 080555105 7,645,000.00 440,000.00 SOLE 440,000.00
BEMIS INC Domestic 081437105 4,092,200.02 118,400.00 SOLE 118,400.00
BENCHMARK ELECTRONICS INC Domestic 08160H101 1,262,250.00 68,000.00 SOLE 68,000.00
BENETTON GROUP SPA ADR 2091671 9,587,500.00 200,000.00 SOLE 200,000.00
BENI STABILI Ordinary Int5808135 589,910.31 1,689,000.00 SOLE 1,689,000.00
BENTON OIL & GAS CO Domestic 083288100 105,000.00 60,000.00 SOLE 60,000.00
BERGEN BRUNSWIG CORP Domestic 083739102 4,515,000.00 451,500.00 SOLE 451,500.00
BEST BUY INC Domestic 086516101 52,760,825.03 969,200.00 SOLE 969,200.00
BESTFOODS INC Domestic 08658U101 48,415,500.00 954,000.00 SOLE 954,000.00
BETHLEHEM STEEL CORP Domestic 087509105 2,296,318.76 289,300.00 SOLE 289,300.00
BEVERLY ENTERPRISES INC Domestic 087851309 805,675.00 192,400.00 SOLE 192,400.00
BG GROUP PLC Ordinary Int0876289 13,011,223.71 2,266,322.00 SOLE 2,266,322.00
BG PLC (5.1) ADR 055434203 8,738,338.83 306,608.38 SOLE 306,608.38
BG TRANSCO 7% Ordinary Int0877378 507,362.03 324,000.00 SOLE 324,000.00
BG TRANSCO FRN 2009 Ordinary Int0877390 525,404.17 324,000.00 SOLE 324,000.00
BG TRANSCO HLDGS 4.1875% Ordinary Int0877419 520,887.20 324,000.00 SOLE 324,000.00
BILLING CONCEPTS CORP Domestic 090063108 650,000.00 130,000.00 SOLE 130,000.00
BINDLEY WESTERN INDS Domestic 090324104 2,015,625.00 125,000.00 SOLE 125,000.00
BIO-TECHNOLOGY GENERAL CORP Domestic 090578105 3,162,500.00 230,000.00 SOLE 230,000.00
BIOCHEM PHARMA INC ADR 2451844 10,800,000.00 400,000.00 SOLE 400,000.00
BIOGEN INC Domestic 090597105 45,959,550.00 621,600.00 SOLE 621,600.00
BIOMATRIX INC Domestic 09060P102 3,006,250.00 130,000.00 SOLE 130,000.00
BIOMET INC Domestic 090613100 17,444,000.00 436,100.00 SOLE 436,100.00
BIRMINGHAM STL CORP Domestic 091250100 753,750.00 160,800.00 SOLE 160,800.00
BISYS GROUP INC Domestic 055472104 7,245,000.00 115,000.00 SOLE 115,000.00
BJ SVCS CO Domestic 055482103 13,624,575.00 307,900.00 SOLE 307,900.00
BJ'S WHOLESALE CLUB INC Domestic 05548J106 12,504,312.51 339,100.00 SOLE 339,100.00
BLACK & DECKER CORP Domestic 091797100 19,350,037.54 406,300.00 SOLE 406,300.00
BLACK BOX CORP Domestic 091826107 4,565,625.00 75,000.00 SOLE 75,000.00
BLACK HILLS CORP Domestic 092113109 2,526,562.50 115,500.00 SOLE 115,500.00
BLANCH E W HLDGS INC Domestic 093210102 2,915,000.00 55,000.00 SOLE 55,000.00
BLOCK H & R INC Domestic 093671105 15,504,000.00 326,400.00 SOLE 326,400.00
BLUE CIRCLE INDUSTRIES ORD Ordinary Int0105853 7,547,761.50 1,226,746.00 SOLE 1,226,746.00
BLYTH INDUSTRIES INC. Domestic 09643P108 3,786,518.75 163,300.00 SOLE 163,300.00
BMC INDS INC MINN Domestic 055607105 504,687.50 95,000.00 SOLE 95,000.00
BMC SOFTWARE INC Domestic 055921100 36,004,062.55 755,000.00 SOLE 755,000.00
BOB EVANS FARMS INC Domestic 096761101 393,750.00 25,000.00 SOLE 25,000.00
BOC GROUP Ordinary Int0108120 20,006,120.78 915,819.00 SOLE 915,819.00
BOEHLER-UDDEHOLM AG Ordinary Int4121305 2,558,887.27 53,000.00 SOLE 53,000.00
BOEING CO Domestic 097023105 133,493,750.05 3,100,000.00 SOLE 3,100,000.00
BOISE CASCADE CORP Domestic 097383103 14,173,656.27 326,300.00 SOLE 326,300.00
BOLIDEN LTD Ordinary Int5675027 393,172.37 117,239.00 SOLE 117,239.00
BOMBARDIER INC 'B' Ordinary Int2109723 15,049,111.96 700,000.00 SOLE 700,000.00
BOMBAY CORP Domestic 097924104 510,000.00 120,000.00 SOLE 120,000.00
BOOKER PLC Ordinary Int0110523 763,424.75 350,000.00 SOLE 350,000.00
BOOTS COMPANY PLC ORD Ordinary Int0111441 4,178,021.03 439,858.00 SOLE 439,858.00
BORDERS GROUP INC Domestic 099709107 4,208,750.00 259,000.00 SOLE 259,000.00
BORG WARNER AUTOMOTIVE INC Domestic 099724106 3,878,921.25 99,940.00 SOLE 99,940.00
BOSTON SCIENTIFIC CORP Domestic 101137107 32,905,687.55 1,438,500.00 SOLE 1,438,500.00
BOUYGUES Ordinary Int4115159 26,407,593.47 41,800.00 SOLE 41,800.00
BOWATER INC Domestic 102183100 14,118,125.00 245,000.00 SOLE 245,000.00
BOWNE & CO INC Domestic 103043105 2,337,500.00 200,000.00 SOLE 200,000.00
BP AMOCO PLC Ordinary Int0798059 74,828,044.51 7,967,580.00 SOLE 7,967,580.00
BP AMOCO PLC ADR ADR 2138556 93,620,862.80 1,652,094.00 SOLE 1,652,094.00
BPI SGPS EUR Ordinary Int5721759 8,954,213.79 2,085,325.00 SOLE 2,085,325.00
BQE NATL PARIS Ordinary Int4133667 39,151,395.53 452,645.00 SOLE 452,645.00
BQE NATL PARIS WTS(15/7/2002) Ordinary Int5759943 326,957.59 52,871.00 SOLE 52,871.00
BRADY CORP Domestic 104674106 3,356,562.50 115,000.00 SOLE 115,000.00
BRAMBLES Ordinary Int6120009 11,636,065.39 450,000.00 SOLE 450,000.00
BRIDGESTONE CORP. Ordinary Int6132101 13,798,469.79 601,000.00 SOLE 601,000.00
BRIGGS & STRATTON CORP Domestic 109043109 3,973,124.99 78,000.00 SOLE 78,000.00
BRIGHTPOINT INC. Domestic 109473108 3,385,200.00 218,400.00 SOLE 218,400.00
BRINKER INTL INC Domestic 109641100 7,780,000.00 311,200.00 SOLE 311,200.00
BRISTOL MYERS SQUIBB CO Domestic 110122108 451,850,750.12 6,782,000.00 SOLE 6,782,000.00
BRITISH AEROSPACE GBP0.025 Ordinary Int0263494 17,908,097.57 3,038,674.00 SOLE 3,038,674.00
BRITISH AIRPORT AUTHORITY-BAA Ordinary Int0067340 7,055,173.59 993,218.00 SOLE 993,218.00
BRITISH AIRWAYS PLC ORD Ordinary Int0129057 10,369,470.43 1,561,100.00 SOLE 1,561,100.00
BRITISH AMERICAN TOBACCO PLC Ordinary Int0287580 7,017,100.14 1,367,316.00 SOLE 1,367,316.00
BRITISH LAND COMPANY PLC Ordinary Int0136701 1,825,522.67 272,800.00 SOLE 272,800.00
BRITISH SKY BROADCASTING PLC Ordinary Int0141192 7,239,982.88 400,000.00 SOLE 400,000.00
BRITISH TELECOM Ordinary Int0140843 97,457,284.44 4,949,950.00 SOLE 4,949,950.00
BRITISH TELECOMM PLC ADR 2138932 30,026,975.00 150,700.00 SOLE 150,700.00
BROADCOM CORP-CL A Domestic 111320107 2,845,000.00 10,000.00 SOLE 10,000.00
BROADVISION INC Domestic 111412102 3,387,500.00 25,000.00 SOLE 25,000.00
BROADWING INC Domestic 111620100 22,640,625.00 630,000.00 SOLE 630,000.00
BROKEN HILL PROPRIETARY LTD ADR 2144337 11,919,948.75 440,460.00 SOLE 440,460.00
BROKEN HILL PTY Ordinary Int6144690 7,800,854.02 577,976.00 SOLE 577,976.00
BROWN FORMAN CORP Domestic 115637209 10,269,825.02 183,800.00 SOLE 183,800.00
BROWN SHOE COMPANY INC Domestic 115736100 1,418,750.00 100,000.00 SOLE 100,000.00
BRUNSWICK CORP Domestic 117043109 5,722,087.52 267,700.00 SOLE 267,700.00
BRUSH WELLMAN INC Domestic 117421107 466,875.00 30,000.00 SOLE 30,000.00
BRYANT GROUP PLC Ordinary Int0149408 2,703,508.92 1,102,197.00 SOLE 1,102,197.00
BUCKEYE TECHNOLOGIES COM Domestic 118255108 2,193,750.00 135,000.00 SOLE 135,000.00
BUFFETS INC Domestic 119882108 1,013,906.25 105,000.00 SOLE 105,000.00
BUILDING MATERIAL HOLDING CP Domestic 120113105 168,625.00 19,000.00 SOLE 19,000.00
BURLINGTON INDUSTRIES INC Domestic 121693105 540,000.00 160,000.00 SOLE 160,000.00
BURLINGTON NORTH SANTA FE CORP Domestic 12189T104 42,563,125.11 1,661,000.00 SOLE 1,661,000.00
BURLINGTON RES INC Domestic 122014103 17,053,125.04 535,000.00 SOLE 535,000.00
BURR BROWN CORP Domestic 122574106 7,992,187.50 232,500.00 SOLE 232,500.00
BUTLER MFG CO DEL Domestic 123655102 276,000.00 12,000.00 SOLE 12,000.00
C CORNET CORP Domestic 125010108 4,760,000.00 140,000.00 SOLE 140,000.00
C&D TECHNOLOGIES INC. Domestic 124661109 2,547,187.50 65,000.00 SOLE 65,000.00
C-CUBE MICROSYSTEMS INC Domestic 125015107 10,434,375.01 175,000.00 SOLE 175,000.00
CABLE & WIRELESS OPTUS NPV Ordinary Int6133160 8,675,198.88 2,561,901.00 SOLE 2,561,901.00
CABLE & WIRELESS PLC ADR 2162403 27,750,000.00 500,000.00 SOLE 500,000.00
CABLE & WIRELESS PLC Ordinary Int0162557 17,111,855.17 997,100.00 SOLE 997,100.00
CABLE DESIGN TECHNOLOGIES Domestic 126924109 2,387,500.01 100,000.00 SOLE 100,000.00
CABLETRON SYS INC Domestic 126920107 7,976,925.00 322,300.00 SOLE 322,300.00
CABOT CORP Domestic 127055101 5,486,250.00 266,000.00 SOLE 266,000.00
CABOT OIL & GAS CORP Domestic 127097103 1,702,500.00 120,000.00 SOLE 120,000.00
CADBURY SCHWEPPES NEW Ordinary Int0610700 7,359,081.00 1,138,942.00 SOLE 1,138,942.00
CADBURY SCHWEPPES PLC ADR 2162652 6,519,546.26 251,356.00 SOLE 251,356.00
CADENCE DESIGN SYS INC Domestic 127387108 19,946,700.01 958,400.00 SOLE 958,400.00
CAL DIVE INTERNATIONAL INC. Domestic 127914109 1,852,500.00 57,000.00 SOLE 57,000.00
CALLAWAY GOLF CORP Domestic 131193104 4,355,937.50 265,000.00 SOLE 265,000.00
CALPINE CORP. Domestic 131347106 9,277,500.00 120,000.00 SOLE 120,000.00
CAMBREX CORP Domestic 132011107 3,275,000.00 100,000.00 SOLE 100,000.00
CAMBRIDGE TECHNOLOGY PARTNER Domestic 132524109 2,621,084.37 118,300.00 SOLE 118,300.00
CAMPBELL SOUP CO Domestic 134429109 41,999,100.00 1,174,800.00 SOLE 1,174,800.00
CANADIAN NATL RAILWAY CO Ordinary Int2180632 4,986,606.62 200,000.00 SOLE 200,000.00
CANADIAN NATURAL RESOURCES Ordinary Int2171573 9,396,248.92 400,000.00 SOLE 400,000.00
CANADIAN PACIFIC LIMITED ADR 2171777 9,300,000.00 400,000.00 SOLE 400,000.00
CANAL PLUS ORD Ordinary Int5718988 9,325,916.56 67,000.00 SOLE 67,000.00
CANANDAIGUA BRANDS INC- Domestic 137219200 5,341,875.01 105,000.00 SOLE 105,000.00
CANON INC ADR 2173706 14,650,000.00 400,000.00 SOLE 400,000.00
CAP GEMINI SA Ordinary Int4163437 17,591,708.03 68,500.00 SOLE 68,500.00
CAPITAL ONE FINANCIAL CORP Domestic 14040H105 31,015,329.40 703,894.00 SOLE 703,894.00
CARAUSTAR INDS INC Domestic 140909102 3,185,000.00 140,000.00 SOLE 140,000.00
CARDINAL HEALTH INC Domestic 14149Y108 62,137,125.10 1,083,000.00 SOLE 1,083,000.00
CARILLION PLC Ordinary Int0736554 343,726.34 180,000.00 SOLE 180,000.00
CARLISLE COS INC Domestic 142339100 3,239,450.00 96,700.00 SOLE 96,700.00
CARLTON COMMUNICATIONS PLC ADR 2176329 20,010,000.00 400,200.00 SOLE 400,200.00
CARLTON COMMUNICATIONS PLC ORD Ordinary Int0341925 12,309,534.36 1,240,058.00 SOLE 1,240,058.00
CARMIKE CINEMAS INC Domestic 143436103 157,500.00 20,000.00 SOLE 20,000.00
CARNIVAL CORP Domestic 143658102 94,302,937.52 1,957,000.00 SOLE 1,957,000.00
CAROLINA FIRST CORPL Domestic 143877108 1,670,625.00 110,000.00 SOLE 110,000.00
CAROLINA POWER & LIGHT CO Domestic 144141108 9,681,812.51 319,400.00 SOLE 319,400.00
CARPENTER TECHNOLOGY CORP Domestic 144285103 1,333,406.26 49,500.00 SOLE 49,500.00
CARREFOUR EUR2.5 Ordinary Int5641567 90,201,136.17 538,700.00 SOLE 538,700.00
CARTER HOLT HARVEY Ordinary Int6178406 983,584.94 800,800.00 SOLE 800,800.00
CARTER WALLACE INC Domestic 146285101 893,750.00 50,000.00 SOLE 50,000.00
CASCADE NATURAL GAS CORP Domestic 147339105 356,250.00 22,800.00 SOLE 22,800.00
CASEYS GEN STORES INC Domestic 147528103 2,557,187.51 245,000.00 SOLE 245,000.00
CASH AMERICA INTL INC Domestic 14754D100 230,050.00 21,400.00 SOLE 21,400.00
CASTLE A M & CO Domestic 148411101 296,875.00 25,000.00 SOLE 25,000.00
CATALINA MARKETING CORP Domestic 148867104 8,001,562.50 75,000.00 SOLE 75,000.00
CATERPILLAR INC Domestic 149123101 64,531,250.07 1,250,000.00 SOLE 1,250,000.00
CATHAY PACIFIC AIR Ordinary Int6179755 3,570,537.82 1,949,000.00 SOLE 1,949,000.00
CATO CORP Domestic 149205106 1,305,000.00 120,000.00 SOLE 120,000.00
CBS CORP Domestic 12490K107 168,648,162.48 2,819,614.00 SOLE 2,819,614.00
CCB FINL CORP Domestic 124875105 5,189,975.00 126,200.00 SOLE 126,200.00
CCT TELECOM HOLDINGS LTD Ordinary Int6122276 6,685,136.49 10,000,000.00 SOLE 10,000,000.00
CDI CORP Domestic 125071100 1,440,000.00 60,000.00 SOLE 60,000.00
CDW COMPUTER CTRS INC Domestic 125129106 6,140,625.00 100,000.00 SOLE 100,000.00
CEC ENTERTAINMENT INC Domestic 125137109 2,527,500.00 101,100.00 SOLE 101,100.00
CELANESE Ordinary Int5791558 545,161.74 24,799.00 SOLE 24,799.00
CEMEX S.A.-CPO Ordinary Int2183578 3,215,428.99 638,000.00 SOLE 638,000.00
CENDANT CORP Domestic 151313103 58,972,000.00 2,564,000.00 SOLE 2,564,000.00
CENTEX CORP Domestic 152312104 4,079,137.54 181,800.00 SOLE 181,800.00
CENTRAL & SOUTH WEST CORP Domestic 152357109 15,778,125.01 765,000.00 SOLE 765,000.00
CENTRAL PARKING CORP Domestic 154785109 2,950,000.00 160,000.00 SOLE 160,000.00
CENTRAL VT PUB SVC CORP Domestic 155771108 154,387.50 13,800.00 SOLE 13,800.00
CENTRICA GBP0.055555 Ordinary Int0573438 5,267,013.48 1,800,000.00 SOLE 1,800,000.00
CENTURA BKS INC Domestic 15640T100 5,062,500.00 125,000.00 SOLE 125,000.00
CENTURYTEL INC Domestic 156700106 28,092,203.13 635,750.00 SOLE 635,750.00
CEPHALON INC. Domestic 156708109 5,068,125.00 153,000.00 SOLE 153,000.00
CERIDIAN CORP Domestic 15677T106 5,293,968.76 268,900.00 SOLE 268,900.00
CERNER CORP Domestic 156782104 5,045,625.01 230,000.00 SOLE 230,000.00
CGU ORD GBP0.25 Ordinary Int0216238 30,215,026.53 2,081,000.00 SOLE 2,081,000.00
CH ENERGY GROUP INC Domestic 12541M102 2,131,437.50 67,000.00 SOLE 67,000.00
CHAMPION ENTERPRISES INC Domestic 158496109 1,015,625.00 125,000.00 SOLE 125,000.00
CHAMPION INTL CORP Domestic 158525105 21,537,500.00 344,600.00 SOLE 344,600.00
CHARGEURS INTERNATIONAL Ordinary Int5021318 2,407,881.09 40,000.00 SOLE 40,000.00
CHARTER ONE FINL INC Domestic 160903100 7,992,353.26 434,958.00 SOLE 434,958.00
CHASE MANHATTAN CORP Domestic 16161A108 198,667,000.00 2,828,000.00 SOLE 2,828,000.00
CHECKFREE HOLDINGS CORP. Domestic 162816102 8,885,937.50 110,000.00 SOLE 110,000.00
CHECKPOINT SYS INC Domestic 162825103 553,437.50 55,000.00 SOLE 55,000.00
CHEESECAKE FACTORY INC Domestic 163072101 2,909,375.00 95,000.00 SOLE 95,000.00
CHEMED CORP Domestic 163596109 1,071,125.00 38,000.00 SOLE 38,000.00
CHEMFIRST INC. Domestic 16361A106 656,250.01 30,000.00 SOLE 30,000.00
CHESAPEAKE CORP Domestic 165159104 2,108,750.00 70,000.00 SOLE 70,000.00
CHEUNG KONG HOLDINGS Ordinary Int6190273 9,696,019.12 838,000.00 SOLE 838,000.00
CHEUNG KONG INFRASTRUCTURE Ordinary Int6212553 5,343,673.87 2,818,000.00 SOLE 2,818,000.00
CHEVRON CORP Domestic 166751107 207,072,250.00 2,387,000.00 SOLE 2,387,000.00
CHINA LIGHT & POWER HLDGS LTD. Ordinary Int6097017 3,158,726.99 700,000.00 SOLE 700,000.00
CHINA MERCHANTS HLDGS INTL Ordinary Int6416139 6,942,257.12 8,000,000.00 SOLE 8,000,000.00
CHINA TELECOM (HONG KONG) Ordinary Int6073556 19,601,334.42 3,244,000.00 SOLE 3,244,000.00
CHIQUITA BRANDS INTL Domestic 170032106 511,875.00 105,000.00 SOLE 105,000.00
CHIRON CORP Domestic 170040109 27,223,437.50 655,000.00 SOLE 655,000.00
CHITTENDEN CORP Domestic 170228100 3,566,875.00 130,000.00 SOLE 130,000.00
CHOICEPOINT INC Domestic 170388102 4,842,500.00 130,000.00 SOLE 130,000.00
CHRIS CRAFT INDS INC Domestic 170520100 8,103,118.27 115,142.00 SOLE 115,142.00
CHRISTIANIA BANK OG KREDITK Ordinary Int4204110 5,903,273.04 1,165,000.00 SOLE 1,165,000.00
CHUBB CORP Domestic 171232101 35,030,000.01 620,000.00 SOLE 620,000.00
CHURCH & DWIGHT INC Domestic 171340102 4,859,250.00 186,000.00 SOLE 186,000.00
CIBA SPECIALTY CHEMICALS ADR 2242004 885,402.52 23,466.00 SOLE 23,466.00
CIBA SPECIALTY CHEMICALS Ordinary Int5196744 141,794.35 1,879.00 SOLE 1,879.00
CIBER INC Domestic 17163B102 6,834,375.00 270,000.00 SOLE 270,000.00
CIE DE ST GOBAIN Ordinary Int4768371 28,791,005.29 156,489.00 SOLE 156,489.00
CIENA CORP Domestic 171779101 888,750.00 15,000.00 SOLE 15,000.00
CIGNA CORP Domestic 125509109 61,038,456.31 739,300.00 SOLE 739,300.00
CIMPOR CIMENTOS DE PORTUGAL Ordinary Int4175896 1,289,408.00 80,000.00 SOLE 80,000.00
CINCINNATI FINL CORP Domestic 172062101 10,787,100.00 350,800.00 SOLE 350,800.00
CINERGY CORP Domestic 172474108 14,972,000.05 608,000.00 SOLE 608,000.00
CINTAS CORP Domestic 172908105 21,553,750.00 430,000.00 SOLE 430,000.00
CIRCUIT CITY STORES-GROUP Domestic 172737108 46,620,112.51 990,600.00 SOLE 990,600.00
CIRRUS LOGIC INC Domestic 172755100 1,524,656.25 125,100.00 SOLE 125,100.00
CISCO SYS INC Domestic 17275R102 1,144,532,812.53 11,025,000.00 SOLE 11,025,000.00
CITIGROUP INC Domestic 172967101 627,055,000.00 11,401,000.00 SOLE 11,401,000.00
CITRIX SYS INC Domestic 177376100 36,863,000.04 305,600.00 SOLE 305,600.00
CITY DEVELOPMENTS Ordinary Int6197928 2,771,950.85 500,000.00 SOLE 500,000.00
CITY NATL CORP Domestic 178566105 5,481,793.75 180,100.00 SOLE 180,100.00
CITY TELECOM (HK) LTD Ordinary Int6019356 2,476,907.34 3,410,000.00 SOLE 3,410,000.00
CK WITCO CORPORATION Domestic 12562C108 6,704,296.36 494,326.00 SOLE 494,326.00
CKE RESTAURANTS INC HLDS CO Domestic 12561E105 736,875.00 90,000.00 SOLE 90,000.00
CLAIRES STORES INC Domestic 179584107 4,633,125.00 210,000.00 SOLE 210,000.00
CLARCOR INC Domestic 179895107 2,169,375.00 130,000.00 SOLE 130,000.00
CLARIFY INC. Domestic 180492100 11,400,000.00 95,000.00 SOLE 95,000.00
CLAYTON HOMES INC Domestic 184190106 4,545,187.50 519,450.00 SOLE 519,450.00
CLEAR CHANNEL COMMUNICATIONS Domestic 184502102 87,520,915.66 993,850.00 SOLE 993,850.00
CLEAR CHANNEL COMMUNICATIONS Domestic Con184502AB8 36,781,250.00 25,000,000.00 SOLE 25,000,000.00
CLECO CORPORATION Domestic 12561W105 3,225,000.00 100,000.00 SOLE 100,000.00
CLEVELAND CLIFFS INC Domestic 185896107 1,632,812.50 55,000.00 SOLE 55,000.00
CLOROX CO Domestic 189054109 45,834,298.14 878,262.00 SOLE 878,262.00
CLP HOLDINGS LTD ADR 2128728 3,610,000.00 800,000.00 SOLE 800,000.00
CMP GROUP INC Domestic 125887109 3,319,593.75 122,100.00 SOLE 122,100.00
CMS ENERGY CORP Domestic 125896100 12,380,962.52 395,400.00 SOLE 395,400.00
CNF TRANSN INC COM Domestic 12612W104 5,856,000.00 183,000.00 SOLE 183,000.00
COACHMEN INDUSTRIES INC. Domestic 189873102 1,260,000.00 80,000.00 SOLE 80,000.00
COASTAL CORP Domestic 190441105 27,017,812.52 805,000.00 SOLE 805,000.00
COCA COLA AMATIL LTD ADR 2206817 2,020,120.00 400,000.00 SOLE 400,000.00
COCA COLA CO Domestic 191216100 511,495,500.00 8,317,000.00 SOLE 8,317,000.00
COCA-COLA BOTTLING CO CONSOL Domestic 191098102 2,010,000.00 40,200.00 SOLE 40,200.00
COCA-COLA ENTERPRISES INC Domestic 191219104 19,887,500.00 925,000.00 SOLE 925,000.00
COGNEX CORP Domestic 192422103 5,991,562.50 165,000.00 SOLE 165,000.00
COHERENT INC Domestic 192479103 4,083,600.00 99,600.00 SOLE 99,600.00
COLES MYER LTD ADR 2209151 2,609,375.00 62,500.00 SOLE 62,500.00
COLES MYER LTD Ordinary Int6209908 4,041,472.00 780,383.00 SOLE 780,383.00
COLGATE PALMOLIVE CO Domestic 194162103 146,839,375.06 2,281,000.00 SOLE 2,281,000.00
COLONIAL LIMITED Ordinary Int6094632 3,295,155.84 750,000.00 SOLE 750,000.00
COLOPLAST B Ordinary Int4209580 2,889,371.82 30,000.00 SOLE 30,000.00
COLUMBIA / HCA HEALTHCARE CORP Domestic 197677107 67,332,000.00 2,172,000.00 SOLE 2,172,000.00
COLUMBIA ENERGY GROUP Domestic 197648108 23,090,250.00 362,200.00 SOLE 362,200.00
COMCAST Domestic 200300200 133,728,000.00 2,786,000.00 SOLE 2,786,000.00
COMDISCO INC Domestic 200336105 17,398,875.00 498,000.00 SOLE 498,000.00
COMERICA INC Domestic 200340107 23,700,337.50 559,300.00 SOLE 559,300.00
COMMERCE BANCORP INC. Domestic 200519106 4,684,454.07 130,805.00 SOLE 130,805.00
COMMERCE ONE, INC. Domestic 200693109 3,914,062.50 25,000.00 SOLE 25,000.00
COMMERCIAL FEDERAL CORP Domestic 201647104 3,843,750.00 250,000.00 SOLE 250,000.00
COMMERCIAL METALS CO Domestic 201723103 2,735,937.50 85,000.00 SOLE 85,000.00
COMMERZBANK AG Ordinary Int4325538 5,263,644.48 140,000.00 SOLE 140,000.00
COMMONWEALTH BANK OF AUSTRAL Ordinary Int6215035 10,049,774.79 599,397.00 SOLE 599,397.00
COMMONWEALTH INDUSTRIES INC. Domestic 203004106 780,000.00 60,000.00 SOLE 60,000.00
COMMSCOPE INC Domestic 203372107 9,825,000.00 240,000.00 SOLE 240,000.00
COMMUNITY FIRST BANKSHARES Domestic 203902101 2,983,750.00 220,000.00 SOLE 220,000.00
COMPAQ COMPUTER CORP Domestic 204493100 175,736,925.00 6,008,100.00 SOLE 6,008,100.00
COMPASS BANCSHARES INC Domestic 20449H109 8,513,625.00 438,000.00 SOLE 438,000.00
COMPASS GROUP PLC Ordinary Int0288011 6,845,849.93 493,600.00 SOLE 493,600.00
COMPUSA INC Domestic 204932107 923,962.50 171,900.00 SOLE 171,900.00
COMPUTER ASSOC INTL INC Domestic 204912109 128,602,681.31 1,875,700.00 SOLE 1,875,700.00
COMPUTER SCIENCES CORP Domestic 205363104 47,393,531.28 525,500.00 SOLE 525,500.00
COMPUTER TASK GROUP INC Domestic 205477102 838,750.00 55,000.00 SOLE 55,000.00
COMPUWARE CORP Domestic 205638109 32,622,287.56 1,248,700.00 SOLE 1,248,700.00
COMSTAT CORP Domestic 20564D107 862,691.26 44,526.00 SOLE 44,526.00
COMVERSE TECHNOLOGY INC Domestic 205862402 34,091,037.51 250,900.00 SOLE 250,900.00
CONAGRA INC Domestic 205887102 39,647,812.52 1,665,000.00 SOLE 1,665,000.00
CONCORD COMMUNICATIONS INC. Domestic 206186108 3,176,875.00 65,000.00 SOLE 65,000.00
CONCORD EFS INC Domestic 206197105 20,715,750.01 837,000.00 SOLE 837,000.00
CONE MILLS CORP Domestic 206814105 104,687.50 25,000.00 SOLE 25,000.00
CONECTIV INC Domestic 206829103 5,929,687.50 345,000.00 SOLE 345,000.00
CONMED CORP Domestic 207410101 1,215,000.00 45,000.00 SOLE 45,000.00
CONNECTICUT ENERGY CORP Domestic 207567108 1,155,000.00 30,000.00 SOLE 30,000.00
CONOCO INC Domestic 208251306 1,809,375.03 75,000.00 SOLE 75,000.00
CONOCO INC Domestic 208251405 56,717,875.02 2,351,000.00 SOLE 2,351,000.00
CONSECO INC Domestic 208464107 18,903,437.51 1,205,000.00 SOLE 1,205,000.00
CONSOLIDATED EDISON INC Domestic 209115104 27,131,562.54 785,000.00 SOLE 785,000.00
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CONSOLIDATED NAT GAS CO Domestic 209615103 28,123,131.30 424,100.00 SOLE 424,100.00
CONSOLIDATED PAPERS INC Domestic 209759109 11,631,875.00 370,000.00 SOLE 370,000.00
CONSOLIDATED PRODS INC Domestic 209798107 1,478,125.00 137,500.00 SOLE 137,500.00
CONSOLIDATED STORES CORP Domestic 210149100 2,855,137.52 185,700.00 SOLE 185,700.00
CONSTELLATION ENERGY GROUP INC Domestic 210371100 22,752,800.00 764,800.00 SOLE 764,800.00
CONTINENTAL AG Ordinary Int4598589 6,580,865.38 343,500.00 SOLE 343,500.00
CONVERGYS CORP Domestic 212485106 17,449,312.50 603,000.00 SOLE 603,000.00
COOPER COMPANIES INC. Domestic 216648402 1,913,625.00 63,000.00 SOLE 63,000.00
COOPER INDS INC Domestic 216669101 14,611,931.28 342,300.00 SOLE 342,300.00
COOPER TIRE & RUBR CO Domestic 216831107 5,713,593.78 382,500.00 SOLE 382,500.00
COORS ADOLPH CO Domestic 217016104 13,102,718.75 258,500.00 SOLE 258,500.00
COPART INC Domestic 217204106 3,938,750.00 115,000.00 SOLE 115,000.00
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CORDANT TECHNOLOGIES INC Domestic 218412104 5,047,187.50 155,000.00 SOLE 155,000.00
CORN PRODUCTS INTL INC Domestic 219023108 5,298,750.01 180,000.00 SOLE 180,000.00
CORNING INC Domestic 219350105 86,838,750.00 837,000.00 SOLE 837,000.00
CORP BCESP125(REGD) Ordinary Int5401459 1,886,757.68 85,428.00 SOLE 85,428.00
CORP MAPFRE SA ESP250 Ordinary Int5387559 2,753,010.17 176,314.00 SOLE 176,314.00
CORUS GROUP PLC Ordinary Int0828053 1,279,173.94 480,400.00 SOLE 480,400.00
CORUS GROUP ADR ADR 2138620 3,881,250.00 150,000.00 SOLE 150,000.00
COST PLUS INC/CALIFORNIA Domestic 221485105 2,100,000.00 70,000.00 SOLE 70,000.00
COSTCO WHOLESALE CORP Domestic 22160K105 88,938,000.00 972,000.00 SOLE 972,000.00
COUNTRYWIDE CR INDS INC Domestic 222372104 9,462,862.53 366,600.00 SOLE 366,600.00
COVANCE INC Domestic 222816100 2,042,618.75 195,700.00 SOLE 195,700.00
COVENTRY HEALTH CARE INC Domestic 222862104 2,147,812.50 290,000.00 SOLE 290,000.00
COX COMMUNICATIONS INC NEW Domestic 224044107 4,981,250.01 100,000.00 SOLE 100,000.00
COX COMMUNICATIONS INC NEW Domestic Con224044503 27,600,000.00 300,000.00 SOLE 300,000.00
CPI CORP Domestic 125902106 693,225.00 31,600.00 SOLE 31,600.00
CRACKER BARREL GROUP INC Domestic 12489V106 2,426,406.26 265,000.00 SOLE 265,000.00
CRANE CO Domestic 224399105 5,053,115.65 261,650.00 SOLE 261,650.00
CREDIT SAISON CO. LTD. Ordinary Int6591809 3,448,601.76 200,000.00 SOLE 200,000.00
CREDIT SUISSE GROUP ADR 2159762 23,318,444.63 480,000.00 SOLE 480,000.00
CREDIT SUISSE GROUP Ordinary Int4245614 11,698,085.53 60,200.00 SOLE 60,200.00
CRH PLC Ordinary Int0182704 9,456,435.15 422,467.00 SOLE 422,467.00
CRH PLC (IRELAND) Ordinary Int4182249 1,388,435.18 62,000.00 SOLE 62,000.00
CROSS (A.T.) & CO Domestic 227478104 115,162.50 22,200.00 SOLE 22,200.00
CROSS TIMBERS OIL CO Domestic 227573102 1,812,500.00 200,000.00 SOLE 200,000.00
CROWN CORK & SEAL INC Domestic 228255105 10,399,537.51 444,900.00 SOLE 444,900.00
CSX CORP Domestic 126408103 18,147,412.54 564,900.00 SOLE 564,900.00
CTS CORP Domestic 126501105 8,846,175.01 126,600.00 SOLE 126,600.00
CULLEN FROST BANKERS INC Domestic 229899109 5,910,625.00 245,000.00 SOLE 245,000.00
CUMMINS ENGINE INC Domestic 231021106 3,684,800.00 78,400.00 SOLE 78,400.00
CURATIVE HEALTH SERVICES INC. Domestic 231264102 184,800.00 26,400.00 SOLE 26,400.00
CVS CORP Domestic 126650100 43,607,375.06 1,159,000.00 SOLE 1,159,000.00
CYBEX COMPUTER PRODUCTS CORP Domestic 232522102 1,747,500.00 40,000.00 SOLE 40,000.00
CYGNUS INC Domestic 232560102 1,706,250.00 100,000.00 SOLE 100,000.00
CYPRESS SEMICONDUCTOR CORP Domestic 232806109 13,835,250.00 387,000.00 SOLE 387,000.00
CYRK INTERNATIONAL INC Domestic 232817106 649,687.50 55,000.00 SOLE 55,000.00
CYTEC INDS INC Domestic 232820100 4,609,875.00 194,100.00 SOLE 194,100.00
Corus Group PLC - ADR ADR 22087M101 3,975,000.00 150,000.00 SOLE 150,000.00
D R HORTON INC Domestic 23331A109 3,360,000.00 280,000.00 SOLE 280,000.00
D/S 1912 B Ordinary Int4248754 6,830,176.97 600.00 SOLE 600.00
DAH SING FINANCIAL Ordinary Int6249799 4,087,802.84 1,085,214.00 SOLE 1,085,214.00
DAI NIPPON PRINTNG CO LTD Ordinary Int6250906 31,830,187.96 2,043,000.00 SOLE 2,043,000.00
DAI-ICHI KANGYO BANK LTD Ordinary Int6250241 2,922,335.68 300,000.00 SOLE 300,000.00
DAIEI INC. Ordinary Int6249982 2,646,598.72 558,000.00 SOLE 558,000.00
DAIKIN INDUSTRIES Ordinary Int6250724 1,760,393.10 136,000.00 SOLE 136,000.00
DAIMLER BENZ AG 5.75% Intl Conv 5239058 15,255,599.57 216,801.00 SOLE 216,801.00
DAIMLERCHRYSLER AG Ordinary Int2307389 6,155,810.50 80,206.00 SOLE 80,206.00
DAIMLERCHRYSLER ORD Ordinary Int5529027 41,019,725.33 538,160.00 SOLE 538,160.00
DAIN RAUSCHER CORP. Domestic 233856103 2,225,000.00 50,000.00 SOLE 50,000.00
DAINIPPON INK & CHEMICAL Ordinary Int6250821 7,237,339.60 2,000,000.00 SOLE 2,000,000.00
DAIWA BANK LIMITED Ordinary Int6251341 2,539,682.62 896,000.00 SOLE 896,000.00
DAIWA HOUSE Ordinary Int6251363 2,911,564.70 428,000.00 SOLE 428,000.00
DAIWA SECURITIES Ordinary Int6251448 33,135,630.18 2,145,000.00 SOLE 2,145,000.00
DALLAS SEMICONDUCTOR CORP Domestic 235204104 8,403,750.00 135,000.00 SOLE 135,000.00
DAMARK INTERNATIONAL INC -A Domestic 235691102 193,750.00 10,000.00 SOLE 10,000.00
DANA CORP Domestic 235811106 15,897,750.00 517,000.00 SOLE 517,000.00
DANAHER CORP Domestic 235851102 22,357,156.27 500,300.00 SOLE 500,300.00
DANISCO Ordinary Int4155586 2,439,546.04 65,000.00 SOLE 65,000.00
DANONE GROUPE ADR 2068932 14,756,250.00 300,000.00 SOLE 300,000.00
DARDEN RESTAURANTS INC Domestic 237194105 10,254,743.79 583,900.00 SOLE 583,900.00
DATACRAFT ASIA LIMITED ADR 6246831 7,160,304.30 800,034.00 SOLE 800,034.00
DATASCOPE CORP Domestic 238113104 3,115,000.00 80,000.00 SOLE 80,000.00
DAYTON HUDSON CORP Domestic 239753106 100,414,437.52 1,489,000.00 SOLE 1,489,000.00
DBS GROUP HOLDINGS LTD Ordinary Int6175203 16,352,393.20 1,100,160.00 SOLE 1,100,160.00
DBS LAND Ordinary Int6244772 1,250,224.76 700,000.00 SOLE 700,000.00
DBT ONLINE INC. Domestic 233044106 1,294,000.00 64,700.00 SOLE 64,700.00
DEAN FOODS CO Domestic 242361103 6,632,675.00 175,700.00 SOLE 175,700.00
DEERE & CO Domestic 244199105 35,458,912.54 769,800.00 SOLE 769,800.00
DEGUSSA-HUELS AG Ordinary Int5617427 12,491,396.76 320,000.00 SOLE 320,000.00
DELHAIZE-LE LION Ordinary Int4262118 13,871,896.43 192,500.00 SOLE 192,500.00
DELL COMPUTER CORP Domestic 247025109 364,981,312.60 8,729,000.00 SOLE 8,729,000.00
DELPHI AUTOMOTIVE SYSTEMS CORP Domestic 247126105 37,162,107.55 2,123,549.00 SOLE 2,123,549.00
DELPHI FINL GROUP INC Domestic 247131105 2,531,625.00 86,000.00 SOLE 86,000.00
DELTA & PINE LD CO Domestic 247357106 3,195,000.00 180,000.00 SOLE 180,000.00
DELTA AIR LINES INC Domestic 247361108 29,393,468.00 565,259.00 SOLE 565,259.00
DELTA WOODSIDE INDS Domestic 247909104 4,068.75 2,100.00 SOLE 2,100.00
DELUXE CORP Domestic 248019101 5,684,062.50 215,000.00 SOLE 215,000.00
DEN DANSKE BANK Ordinary Int4262925 6,875,711.47 66,000.00 SOLE 66,000.00
DEN NORSKE BANK Ordinary Int4263304 4,757,713.39 1,255,000.00 SOLE 1,255,000.00
DENDRITE INTERNATIONAL INC. Domestic 248239105 4,560,937.50 175,000.00 SOLE 175,000.00
DENTSPLY INTERNATIONAL INC Domestic 249030107 4,183,593.75 175,000.00 SOLE 175,000.00
DEPARTMENT 56 INC Domestic 249509100 1,342,500.00 60,000.00 SOLE 60,000.00
DEUTSCHE BANK NPV(REGD) Ordinary Int5750355 26,697,124.72 320,850.00 SOLE 320,850.00
DEUTSCHE TELEKOM AG ORD Ordinary Int5119387 84,229,386.41 1,225,632.00 SOLE 1,225,632.00
DEVON ENERGY CORP(NEW) Domestic 25179M103 9,885,750.00 294,000.00 SOLE 294,000.00
DEVRY INC DEL Domestic 251893103 4,591,212.50 268,100.00 SOLE 268,100.00
DEXTER CORP Domestic 252165105 4,354,350.00 113,100.00 SOLE 113,100.00
DIAGEO ADR 4 ORD GBP28 ADR 2144746 4,179,657.41 120,747.00 SOLE 120,747.00
DIAGEO B SHS OF 514 12/17P Ordinary Int0237400 26,382,666.66 3,004,014.00 SOLE 3,004,014.00
DIAGNOSTIC PRODS CORP Domestic 252450101 1,150,000.00 50,000.00 SOLE 50,000.00
DIAL CORP Domestic 25247D101 8,650,000.00 400,000.00 SOLE 400,000.00
DIEBOLD INC Domestic 253651103 6,533,625.00 266,000.00 SOLE 266,000.00
DIGI INTL INC Domestic 253798102 910,000.00 70,000.00 SOLE 70,000.00
DIGITAL MICROWAVE CORP. Domestic 253859102 8,308,187.50 307,000.00 SOLE 307,000.00
DILLARD'S INC Domestic 254067101 4,028,550.00 200,800.00 SOLE 200,800.00
DIME BANCORP INC. Domestic 25429Q102 6,237,031.26 447,500.00 SOLE 447,500.00
DIMON INC Domestic 254394109 115,000.00 36,800.00 SOLE 36,800.00
DIONEX CORP Domestic 254546104 3,835,625.01 95,000.00 SOLE 95,000.00
DISCOUNT AUTO PTS INC Domestic 254642101 1,004,062.50 52,500.00 SOLE 52,500.00
DISNEY (WALT) CO Domestic 254687106 247,229,193.79 7,338,900.00 SOLE 7,338,900.00
DIXIE GROUP INC Domestic 255519100 145,000.00 20,000.00 SOLE 20,000.00
DIXONS GROUP PLC Ordinary Int0272304 7,426,131.63 391,247.00 SOLE 391,247.00
DOLE FOOD CO Domestic 256605106 2,711,250.00 180,000.00 SOLE 180,000.00
DOLLAR GEN CORP Domestic 256669102 9,121,026.04 404,256.00 SOLE 404,256.00
DOLLAR GENERAL STRYPES 8.5% Domestic 256678103 4,063,125.00 110,000.00 SOLE 110,000.00
DOLLAR TREE STORES INC Domestic 256747106 11,942,862.50 236,200.00 SOLE 236,200.00
DOMINION RES INC VA Domestic 257470104 17,015,000.00 415,000.00 SOLE 415,000.00
DONALDSON INC Domestic 257651109 4,764,375.00 210,000.00 SOLE 210,000.00
DONNELLEY R R & SONS CO Domestic 257867101 6,638,125.00 279,500.00 SOLE 279,500.00
DOVER CORP Domestic 260003108 23,047,562.51 499,000.00 SOLE 499,000.00
DOW CHEMICAL CO Domestic 260543103 80,032,750.00 581,000.00 SOLE 581,000.00
DOW JONES & CO INC Domestic 260561105 24,327,500.00 370,000.00 SOLE 370,000.00
DOWA MINING Ordinary Int6278306 407,974.31 254,000.00 SOLE 254,000.00
DOWNEY FINL CORP Domestic 261018105 1,816,406.25 93,750.00 SOLE 93,750.00
DPL INC Domestic 233293109 11,682,000.00 649,000.00 SOLE 649,000.00
DQE INC Domestic 23329J104 4,761,250.00 130,000.00 SOLE 130,000.00
DRESDNER BANK A G ADR 2280350 30,598,872.83 549,600.00 SOLE 549,600.00
DRESDNER BANK AG(REGD) Ordinary Int5801628 16,536,102.80 297,000.00 SOLE 297,000.00
DRESS BARN INC Domestic 261570105 1,399,843.75 85,000.00 SOLE 85,000.00
DREYERS GRAND ICE CREAM INC Domestic 261878102 1,653,437.50 110,000.00 SOLE 110,000.00
DRIL-QUIP Domestic 262037104 1,785,000.00 60,000.00 SOLE 60,000.00
DST SYSTEMS INC. Domestic 233326107 15,450,750.00 218,000.00 SOLE 218,000.00
DTE ENERGY CO Domestic 233331107 15,999,031.28 506,900.00 SOLE 506,900.00
DU PONT (E I) DE NEMOURS & CO Domestic 263534109 253,950,685.72 3,677,114.00 SOLE 3,677,114.00
DUKE ENERGY CORP Domestic 264399106 80,973,750.08 1,510,000.00 SOLE 1,510,000.00
DUN & BRADSTREET(NEW) Domestic 26483B106 15,433,143.78 545,100.00 SOLE 545,100.00
DURA PHARMACEUTICALS INC. Domestic 26632S109 3,222,984.38 176,300.00 SOLE 176,300.00
DYCOM INDUSSTRIES INC. Domestic 267475101 4,429,687.50 105,000.00 SOLE 105,000.00
E M C CORP MASS Domestic 268648102 419,645,567.77 3,808,468.00 SOLE 3,808,468.00
E MAIL Ordinary Int6313003 2,312,390.07 1,500,000.00 SOLE 1,500,000.00
E TRADE GROUP INC Domestic 269246104 21,631,875.01 830,000.00 SOLE 830,000.00
EAGLE USA AIRFREIGHT Domestic 270018104 6,325,625.00 145,000.00 SOLE 145,000.00
EARTHGRAINS COMPANY Domestic 270319106 2,635,000.00 170,000.00 SOLE 170,000.00
EAST JAPAN RAILWAY CO Ordinary Int6298542 20,219,199.35 4,000.00 SOLE 4,000.00
EASTERN ENTERPRISES Domestic 27637F100 8,616,562.50 151,500.00 SOLE 151,500.00
EASTERN UTILS ASSOC Domestic 277173100 3,031,250.00 100,000.00 SOLE 100,000.00
EASTMAN CHEMICAL CO Domestic 277432100 13,665,750.06 274,000.00 SOLE 274,000.00
EASTMAN KODAK CO Domestic 277461109 50,555,312.51 847,000.00 SOLE 847,000.00
EATON CORP Domestic 278058102 13,468,675.02 189,200.00 SOLE 189,200.00
EATON VANCE CORP Domestic 278265103 5,860,937.50 155,000.00 SOLE 155,000.00
EBARA CORP. Ordinary Int6302700 1,621,286.90 141,000.00 SOLE 141,000.00
ECHOSTAR COMMUNICATIONS - A Domestic 278762109 8,468,750.00 100,000.00 SOLE 100,000.00
ECOLAB INC Domestic 278865100 18,661,825.01 473,200.00 SOLE 473,200.00
EDISON INTL Domestic 281020107 34,698,375.00 1,242,000.00 SOLE 1,242,000.00
EDWARDS A G INC Domestic 281760108 11,739,056.26 374,900.00 SOLE 374,900.00
EIRCOM PLC Ordinary Int0723147 1,711,403.54 400,000.00 SOLE 400,000.00
EIRCOM PLC Ordinary Int5728415 426,310.00 100,000.00 SOLE 100,000.00
EL PASO ELECTRIC COMPANY Domestic 283677854 478,125.00 50,000.00 SOLE 50,000.00
EL PASO ENERGY CORP Domestic 283905107 26,450,287.55 707,700.00 SOLE 707,700.00
ELCOR CORP Domestic 284443108 2,195,000.00 80,000.00 SOLE 80,000.00
ELECTRABEL Ordinary Int4294791 6,029,975.26 20,000.00 SOLE 20,000.00
ELECTRICIDADE DE PORTUGAL SA Ordinary Int5249187 7,973,376.70 470,700.00 SOLE 470,700.00
ELECTRO SCIENTIFIC INDS INC Domestic 285229100 5,323,375.00 74,000.00 SOLE 74,000.00
ELECTROGLAS INC Domestic 285324109 2,955,000.00 120,000.00 SOLE 120,000.00
ELECTROLUX AB-SER B Ordinary Int5466782 10,470,214.61 410,000.00 SOLE 410,000.00
ELECTRONIC ARTS INC Domestic 285512109 21,483,000.00 238,700.00 SOLE 238,700.00
ELECTRONIC DATA SYSTEMS Domestic 285661104 114,420,312.53 1,703,000.00 SOLE 1,703,000.00
EM.TV & MERCHANDISING AG Ordinary Int5352353 2,736,602.05 37,000.00 SOLE 37,000.00
EMERSON ELEC CO Domestic 291011104 93,530,312.55 1,567,000.00 SOLE 1,567,000.00
EMI GROUP PLC Ordinary Int0044473 555,180.59 50,000.00 SOLE 50,000.00
EMI GRP SPON ADR REP 2 ORD 14P ADR 2091949 5,044,365.25 227,150.00 SOLE 227,150.00
ENBRIDGE INC Ordinary Int2466149 2,946,630.95 150,000.00 SOLE 150,000.00
ENCAL ENERGY Ordinary Int2314828 2,318,153.71 500,000.00 SOLE 500,000.00
ENDESA S A ADR 2083333 22,751,312.51 1,127,000.00 SOLE 1,127,000.00
ENDESA S.A. Ordinary Int5271782 13,297,174.04 670,000.00 SOLE 670,000.00
ENEL SPA Ordinary Int5798021 24,626,336.72 6,100,000.00 SOLE 6,100,000.00
ENERGEN CORP Domestic 29265N108 2,660,000.00 160,000.00 SOLE 160,000.00
ENERGY EAST CORP Domestic 29266M109 9,789,325.01 463,400.00 SOLE 463,400.00
ENGELHARD CORP Domestic 292845104 9,704,125.03 535,400.00 SOLE 535,400.00
ENHANCED FINL SVCS GROUP INC Domestic 293310108 3,177,500.00 205,000.00 SOLE 205,000.00
ENI Ordinary Int4436399 13,028,598.73 2,415,800.00 SOLE 2,415,800.00
ENI SPA ADR 2297435 23,245,312.52 435,000.00 SOLE 435,000.00
ENRON CORP Domestic 293561106 125,763,000.00 2,442,000.00 SOLE 2,442,000.00
ENSCO INTL INC Domestic 26874Q100 20,250,000.00 900,000.00 SOLE 900,000.00
ENTERGY CORP NEW Domestic 29364G103 22,689,187.53 879,000.00 SOLE 879,000.00
ENZO BIOCHEM INC Domestic 294100102 5,476,562.50 125,000.00 SOLE 125,000.00
EPICOR SOFTWARE CORP Domestic 29426L108 445,312.50 75,000.00 SOLE 75,000.00
EQUIFAX INC Domestic 294429105 5,673,093.75 263,100.00 SOLE 263,100.00
ERICSSON L M TEL CO ADR 2319931 89,809,375.00 1,450,000.00 SOLE 1,450,000.00
ERICSSON LM-B SHS Ordinary Int4321558 13,375,875.44 215,000.00 SOLE 215,000.00
ERIDANIA BEGHIN Ordinary Int4089403 1,586,284.12 14,000.00 SOLE 14,000.00
ESTEE LAUDER COMPANIES - CL A Domestic 518439104 1,254,687.50 25,000.00 SOLE 25,000.00
ESTERLINE TECHNOLOGIES CORP Domestic 297425100 834,375.00 75,000.00 SOLE 75,000.00
ETEC SYSTEMS INC Domestic 26922C103 3,990,000.00 80,000.00 SOLE 80,000.00
ETHAN ALLEN INTERIORS INC Domestic 297602104 4,810,000.00 185,000.00 SOLE 185,000.00
ETHYL CORP Domestic 297659104 736,250.00 190,000.00 SOLE 190,000.00
EVEREST REINSURANCE HOLDINGS Domestic 299808105 4,574,062.51 178,500.00 SOLE 178,500.00
EVN-ENERGIE VERSORGUNG NIEDR Ordinary Int4295374 4,592,231.91 32,000.00 SOLE 32,000.00
EXABYTE CORP Domestic 300615101 322,500.00 40,000.00 SOLE 40,000.00
EXPEDITORS INTL WASH INC Domestic 302130109 9,830,625.00 245,000.00 SOLE 245,000.00
EXPRESS SCRIPTS INC Domestic 302182100 6,434,590.62 109,700.00 SOLE 109,700.00
EXXON MOBIL CORPORATION Domestic 30231G102 954,487,748.62 11,430,991.00 SOLE 11,430,991.00
F. Y. I. INC. Domestic 302712104 1,361,250.00 45,000.00 SOLE 45,000.00
FACTSET RESEARCH SYSTEMS INC. Domestic 303075105 4,657,500.01 72,000.00 SOLE 72,000.00
FAIR ISAAC & CO INC Domestic 303250104 4,366,875.00 85,000.00 SOLE 85,000.00
FAMILY DLR STORES INC Domestic 307000109 16,497,618.76 946,100.00 SOLE 946,100.00
FAMILYMART CO. Ordinary Int6331276 21,042,177.46 334,400.00 SOLE 334,400.00
FANUC Ordinary Int6356934 10,565,476.47 105,000.00 SOLE 105,000.00
FASTENAL CO Domestic 311900104 5,148,037.50 128,400.00 SOLE 128,400.00
FDX CORP Domestic 31304N107 47,919,750.00 1,059,000.00 SOLE 1,059,000.00
FEDDERS CORP Domestic 313135105 326,250.00 60,000.00 SOLE 60,000.00
FEDERAL HOME LN MTG CORP Domestic 313400301 114,257,000.00 2,444,000.00 SOLE 2,444,000.00
FEDERAL MOGUL CORP Domestic 313549107 4,395,000.00 240,000.00 SOLE 240,000.00
FEDERAL NATL MTG ASSN Domestic 313586109 211,873,500.00 3,546,000.00 SOLE 3,546,000.00
FEDERAL SIGNAL CORP Domestic 313855108 2,312,325.00 143,400.00 SOLE 143,400.00
FEDERATED DEPT STORES INC DE Domestic 31410H101 41,921,368.78 829,100.00 SOLE 829,100.00
FERRO CORP Domestic 315405100 3,088,750.00 140,000.00 SOLE 140,000.00
FIAT SPA EUR5 Ordinary Int5748521 6,966,242.58 222,707.00 SOLE 222,707.00
FIDELITY NATL FINL INC Domestic 316326107 1,290,075.00 100,200.00 SOLE 100,200.00
FIFTH THIRD BANCORP Domestic 316773100 66,139,468.76 1,038,500.00 SOLE 1,038,500.00
FILENET CORP Domestic 316869106 3,421,250.00 140,000.00 SOLE 140,000.00
FINOVA GROUP INC Domestic 317928109 8,180,937.50 235,000.00 SOLE 235,000.00
FIRST AMERN FINL CORP CALIF Domestic 318522307 3,385,937.50 275,000.00 SOLE 275,000.00
FIRST BANCORP/PUERTO RICO Domestic 318672102 2,227,500.00 110,000.00 SOLE 110,000.00
FIRST DATA CORP Domestic 319963104 58,773,375.02 1,174,000.00 SOLE 1,174,000.00
FIRST HEALTH GROUP CORP. Domestic 320960107 7,104,693.75 244,200.00 SOLE 244,200.00
FIRST MERIT CORP Domestic 337915102 7,398,187.51 358,700.00 SOLE 358,700.00
FIRST MIDWEST BANCORP INC Domestic 320867104 4,032,187.50 172,500.00 SOLE 172,500.00
FIRST SEC CORP DEL Domestic 336294103 15,870,975.00 729,700.00 SOLE 729,700.00
FIRST TENN NATL CORP Domestic 337162101 15,618,750.00 595,000.00 SOLE 595,000.00
FIRST UNION CORP Domestic 337358105 101,693,750.07 3,070,000.00 SOLE 3,070,000.00
FIRST VA BKS INC Domestic 337477103 6,115,406.25 159,100.00 SOLE 159,100.00
FIRSTAR CORP(NEW) Domestic 33763V109 77,639,194.41 3,559,390.00 SOLE 3,559,390.00
FIRSTENERGY CORP COM Domestic 337932107 15,093,750.01 644,000.00 SOLE 644,000.00
FISERV INC Domestic 337738108 17,787,562.50 499,300.00 SOLE 499,300.00
FLEET BOSTON FINANCIAL CORP Domestic 339030108 100,194,454.55 3,225,576.00 SOLE 3,225,576.00
FLEETWOOD ENTERPRISES INC Domestic 339099103 2,906,987.50 148,600.00 SOLE 148,600.00
FLEMING COS INC Domestic 339130106 1,553,125.00 175,000.00 SOLE 175,000.00
FLETCHER CHALL BUILDING DIV ADR 2363789 266,250.00 20,000.00 SOLE 20,000.00
FLETCHER CHALL PAPER ADR 2363808 270,750.00 38,000.00 SOLE 38,000.00
FLETCHER CHALLENGE BLDG. Ordinary Int6342955 134,745.05 100,000.00 SOLE 100,000.00
FLETCHER CHALLENGE ENERGY Ordinary Int6342944 201,899.12 86,573.00 SOLE 86,573.00
FLETCHR CHALL ENERGY DIV ADR 2363790 1,614,375.00 70,000.00 SOLE 70,000.00
FLORIDA PROGRESS CORP Domestic 341109106 20,834,675.00 492,400.00 SOLE 492,400.00
FLORIDA ROCK INDS INC Domestic 341140101 2,985,000.00 80,000.00 SOLE 80,000.00
FLOW INTL CORP Domestic 343468104 892,500.00 85,000.00 SOLE 85,000.00
FLOWERS INDS INC Domestic 343496105 5,499,075.00 387,600.00 SOLE 387,600.00
FLOWSERVE CORPORATION Domestic 34354P105 2,727,450.00 167,200.00 SOLE 167,200.00
FLS INDUSTRIES A/S "B" Ordinary Int5263574 1,255,648.70 50,000.00 SOLE 50,000.00
FLUOR CORP Domestic 343861100 17,203,125.05 367,000.00 SOLE 367,000.00
FMC CORP Domestic 302491303 8,979,800.00 152,200.00 SOLE 152,200.00
FOMENTO ECONOMICO MEX-SP ADR 2246039 4,418,750.00 100,000.00 SOLE 100,000.00
FOOTSTAR INC Domestic 344912100 2,283,075.00 83,400.00 SOLE 83,400.00
FORD MOTOR CO Domestic 345370100 228,816,125.08 4,262,000.00 SOLE 4,262,000.00
FOREST LABS INC Domestic 345838106 27,478,750.00 445,000.00 SOLE 445,000.00
FORT JAMES CORP Domestic 347471104 14,650,212.51 477,400.00 SOLE 477,400.00
FORTIS B Ordinary Int5596593 31,357,084.13 941,554.00 SOLE 941,554.00
FORTIS B VVPR STRIP Ordinary Int5596623 324.14 31,554.00 SOLE 31,554.00
FORTUNE BRANDS INC Domestic 349631101 13,420,800.00 419,400.00 SOLE 419,400.00
FOSSIL INC. Domestic 349882100 1,888,125.00 95,000.00 SOLE 95,000.00
FOSTER WHEELER CORP Domestic 350244109 749,062.50 85,000.00 SOLE 85,000.00
FOSTER'S BREWING GROUP LTD Ordinary Int6349268 14,361,852.82 5,000,000.00 SOLE 5,000,000.00
FOUNDATION HEALTH SYSTEM INC Domestic 350404109 5,216,737.50 479,700.00 SOLE 479,700.00
FPL GROUP INC Domestic 302571104 25,695,312.50 575,000.00 SOLE 575,000.00
FRANCE TELECOM S.A. Ordinary Int5176177 63,644,927.13 540,632.00 SOLE 540,632.00
FRANKLIN COVEY CO Domestic 353469109 200,000.00 25,000.00 SOLE 25,000.00
FRANKLIN RES INC Domestic 354613101 27,229,256.26 811,300.00 SOLE 811,300.00
FRASER & NEAVE Ordinary Int6350602 1,970,991.92 567,000.00 SOLE 567,000.00
FREEPORT-MCMORAN COPPER & GO Domestic 35671D857 12,128,750.03 620,000.00 SOLE 620,000.00
FREMONT GEN CORP Domestic 357288109 2,618,437.51 315,000.00 SOLE 315,000.00
FRIEDE GOLDMAN HALTER INC Domestic 358430106 1,086,875.00 185,000.00 SOLE 185,000.00
FRITZ COS INC Domestic 358846103 1,351,500.00 136,000.00 SOLE 136,000.00
FRONTIER INS GROUP INC NEW Domestic 359081106 482,343.75 171,500.00 SOLE 171,500.00
FROZEN FOOD EXPRESS INDS Domestic 359360104 43,312.50 11,000.00 SOLE 11,000.00
FRUIT OF THE LOOM INC Domestic G3682L105 245,593.75 135,500.00 SOLE 135,500.00
FUJI BANK LTD Ordinary Int6356280 4,965,041.71 500,000.00 SOLE 500,000.00
FUJI HEAVY INDUSTRIES LTD Ordinary Int6356406 2,006,708.29 317,000.00 SOLE 317,000.00
FUJI PHOTO FILM Ordinary Int6356525 1,833,333.39 49,000.00 SOLE 49,000.00
FUJI PHOTO FILM LTD ADR 2354501 19,588,843.75 521,500.00 SOLE 521,500.00
FUJISAWA PHARMACEUTICAL Ordinary Int6356804 3,262,093.82 122,000.00 SOLE 122,000.00
FUJITSU LIMITED Ordinary Int6356945 103,177,440.54 2,670,000.00 SOLE 2,670,000.00
FUJITSU LTD. 1.4% 9/2004 Intl Conv JJ3013579 22,108,844.161,000,000,000.0 SOLE 1,000,000,000.00
FULLER H B CO Domestic 359694106 3,846,218.75 67,000.00 SOLE 67,000.00
FURNITURE BRANDS INT'L Domestic 360921100 2,257,812.50 125,000.00 SOLE 125,000.00
FURUKAWA ELECTRIC Ordinary Int6357562 13,227,513.60 1,000,000.00 SOLE 1,000,000.00
G & K SVCS INC Domestic 361268105 3,146,875.00 100,000.00 SOLE 100,000.00
GALLAHER ARTHUR J & CO Domestic 363576109 5,405,625.00 90,000.00 SOLE 90,000.00
GANNETT INC Domestic 364730101 73,112,000.00 962,000.00 SOLE 962,000.00
GAP INC Domestic 364760108 156,903,625.00 3,142,000.00 SOLE 3,142,000.00
GARDNER DENVER INC Domestic 365558105 1,134,812.50 67,000.00 SOLE 67,000.00
GARTNER GROUP INC NEW Domestic 366651206 2,053,345.01 138,040.00 SOLE 138,040.00
GATEWAY INC Domestic 367626108 60,138,000.00 1,028,000.00 SOLE 1,028,000.00
GATX CORP Domestic 361448103 6,437,500.00 200,000.00 SOLE 200,000.00
GC COS INC Domestic 36155Q109 412,500.00 15,000.00 SOLE 15,000.00
GEHE AG Ordinary Int5105182 4,843,908.92 135,500.00 SOLE 135,500.00
GENCORP INC Domestic 368682100 1,603,125.00 190,000.00 SOLE 190,000.00
GENERAL COMMUNICATION Domestic 369385109 962,550.01 165,600.00 SOLE 165,600.00
GENERAL DYNAMICS CORP Domestic 369550108 37,630,000.00 710,000.00 SOLE 710,000.00
GENERAL ELECTRIC CO Domestic 369604103 1,636,629,600.00 10,767,300.00 SOLE 10,767,300.00
GENERAL MLS INC Domestic 370334104 44,338,937.54 1,331,000.00 SOLE 1,331,000.00
GENERAL MOTORS CORP Domestic 370442105 179,328,500.05 2,348,000.00 SOLE 2,348,000.00
GENERAL SEMICONDUCTOR INC Domestic 370787103 2,307,812.50 175,000.00 SOLE 175,000.00
GENESIS HEALTH VENTURES INC Domestic 371912106 228,437.50 85,000.00 SOLE 85,000.00
GENTEX CORP Domestic 371901109 7,624,500.00 299,000.00 SOLE 299,000.00
GENUINE PARTS CO Domestic 372460105 8,202,187.51 336,500.00 SOLE 336,500.00
GENZYME CP Domestic 372917104 13,266,562.51 265,000.00 SOLE 265,000.00
GEON COMPANY Domestic 37246W105 4,140,625.00 125,000.00 SOLE 125,000.00
GEORGIA GULF CORP Domestic 373200203 3,729,375.00 130,000.00 SOLE 130,000.00
GEORGIA-PACIFIC CORP Domestic 373298108 29,981,250.00 615,000.00 SOLE 615,000.00
GEORGIA-PACIFIC CORP Domestic 373298702 8,431,250.00 355,000.00 SOLE 355,000.00
GERBER SCIENTIFIC INC Domestic 373730100 1,310,687.50 67,000.00 SOLE 67,000.00
GILEAD SCIENCES INC. Domestic 375558103 9,888,250.00 148,000.00 SOLE 148,000.00
GILLETTE CO Domestic 375766102 159,075,750.09 3,754,000.00 SOLE 3,754,000.00
GLATFELTER P H CO Domestic 377316104 2,220,000.00 160,000.00 SOLE 160,000.00
GLAXO WELLCOME ADR 2374112 41,168,625.02 706,000.00 SOLE 706,000.00
GLAXO WELLCOME Ordinary Int0371784 48,343,495.88 1,640,600.00 SOLE 1,640,600.00
GLOBAL CROSSING 6.375% 144A Domestic 37932J202 7,110,000.00 60,000.00 SOLE 60,000.00
GLOBAL CROSSING LTD Domestic G3921A100 123,695,540.00 2,631,820.00 SOLE 2,631,820.00
GLOBAL MARINE INC Domestic 379352404 10,788,750.00 685,000.00 SOLE 685,000.00
GLOBAL TELESYSTEMS GROUP INC. Domestic 37936U104 2,562,500.00 100,000.00 SOLE 100,000.00
GOLDEN WEST FINL CORP Domestic 381317106 23,459,456.26 786,900.00 SOLE 786,900.00
GOODRICH B F CO Domestic 382388106 5,280,825.00 190,300.00 SOLE 190,300.00
GOODYEAR TIRE & RUBR CO Domestic 382550101 8,076,250.03 284,000.00 SOLE 284,000.00
GOODYS FAMILY CLOTHING INC Domestic 382588101 729,300.01 149,600.00 SOLE 149,600.00
GOTTSCHALKS INC. Domestic 383485109 45,093.75 6,500.00 SOLE 6,500.00
GPE BRUXELLES LAM Ordinary Int4391551 9,254,522.50 45,500.00 SOLE 45,500.00
GPU INC Domestic 36225X100 13,982,500.00 470,000.00 SOLE 470,000.00
GRACE (W .R.) & Co (NEW) Domestic 38388F108 3,583,125.04 245,000.00 SOLE 245,000.00
GRACO INC Domestic 384109104 3,609,375.00 110,000.00 SOLE 110,000.00
GRAINGER W W INC Domestic 384802104 8,546,312.53 170,500.00 SOLE 170,500.00
GRANADA GROUP PLC Ordinary Int0734945 24,330,218.29 2,383,812.00 SOLE 2,383,812.00
GRANITE CONSTR INC Domestic 387328107 1,951,875.00 90,000.00 SOLE 90,000.00
GREAT ATLANTIC & PAC TEA INC Domestic 390064103 2,016,000.00 72,000.00 SOLE 72,000.00
GREAT LAKES CHEM CORP Domestic 390568103 7,980,493.78 208,300.00 SOLE 208,300.00
GREAT PLAINS SOFTWARE INC Domestic 39119E105 4,647,500.00 65,000.00 SOLE 65,000.00
GREAT PORTLAND ESTATES PLC Ordinary Int0384607 1,849,711.92 604,100.00 SOLE 604,100.00
GREAT UNIVERSAL STORES PLC ORD Ordinary Int0384704 3,436,558.38 554,100.00 SOLE 554,100.00
GREEN MOUNTAIN POWER CORP Domestic 393154109 47,937.50 5,900.00 SOLE 5,900.00
GREENCORE GROUP Ordinary Int0386410 1,595,301.25 510,043.00 SOLE 510,043.00
GREENPOINT FINANCIAL CORP Domestic 395384100 9,431,437.50 437,400.00 SOLE 437,400.00
GRIFFON CORP Domestic 398433102 391,875.01 55,000.00 SOLE 55,000.00
GROUP 1 AUTOMOTIVE INC Domestic 398905109 873,437.50 65,000.00 SOLE 65,000.00
GROUPE DANONE Ordinary Int4070236 15,329,285.96 62,700.00 SOLE 62,700.00
GRUPO DRAGADOS SA Ordinary Int5687000 5,720,053.04 690,000.00 SOLE 690,000.00
GTE CORP Domestic 362320103 215,200,562.50 3,227,000.00 SOLE 3,227,000.00
GTECH HLDGS CORP Domestic 400518106 2,934,512.50 135,700.00 SOLE 135,700.00
GUIDANT CORP. Domestic 401698105 60,372,462.55 1,131,100.00 SOLE 1,131,100.00
GUILFORD MLS INC Domestic 401794102 542,500.00 70,000.00 SOLE 70,000.00
GUOCO GROUP Ordinary Int6390363 2,674,054.58 1,000,000.00 SOLE 1,000,000.00
GYMBOREE CORP Domestic 403777105 219,375.00 45,000.00 SOLE 45,000.00
HA-LO INDUSTRIES INC. Domestic 404429102 956,325.00 93,300.00 SOLE 93,300.00
HADCO CORP Domestic 404681108 2,799,000.00 72,000.00 SOLE 72,000.00
HAFSLUND ASA NOK1 Ordinary Int5067561 457,503.19 117,200.00 SOLE 117,200.00
HAGGAR CORP Domestic 405173105 150,812.50 12,700.00 SOLE 12,700.00
HALLIBURTON CO Domestic 406216101 58,135,000.00 1,540,000.00 SOLE 1,540,000.00
HANCOCK FABRICS INC Domestic 409900107 160,650.00 47,600.00 SOLE 47,600.00
HANG LUNG DEVELOPMENT Ordinary Int6408352 771,361.91 750,000.00 SOLE 750,000.00
HANG SENG BANK Ordinary Int6408374 7,945,027.58 800,000.00 SOLE 800,000.00
HANNA M A CO Domestic 410522106 2,013,750.00 180,000.00 SOLE 180,000.00
HANNAFORD BROS CO Domestic 410550107 10,766,718.75 154,500.00 SOLE 154,500.00
HANOVER COMPRESSOR(HOLDING CO) Domestic 410768105 2,052,187.50 55,000.00 SOLE 55,000.00
HANSON PLC ADR 2408970 2,132,230.10 53,900.00 SOLE 53,900.00
HANSON PLC Ordinary Int0408983 805,814.37 100,000.00 SOLE 100,000.00
HARBINGER CORP Domestic 41145C103 4,243,750.00 175,000.00 SOLE 175,000.00
HARCOURT GEN INC Domestic 41163G101 4,747,500.01 120,000.00 SOLE 120,000.00
HARLAND JOHN H CO Domestic 412693103 2,046,875.00 125,000.00 SOLE 125,000.00
HARLEY DAVIDSON INC Domestic 412822108 33,606,600.00 567,200.00 SOLE 567,200.00
HARMAN INTL INDS INC NEW Domestic 413086109 4,440,000.00 80,000.00 SOLE 80,000.00
HARRAH'S ENTERTAINMENT INC Domestic 413619107 5,885,356.25 262,300.00 SOLE 262,300.00
HARRIS CORP DEL Domestic 413875105 6,596,450.00 263,200.00 SOLE 263,200.00
HARSCO CORP Domestic 415864107 3,865,750.00 131,600.00 SOLE 131,600.00
HARTE-HANKS INC NEW Domestic 416196103 3,084,375.00 150,000.00 SOLE 150,000.00
HARTFORD FINL SVCS GROUP INC Domestic 416515104 34,623,475.01 794,800.00 SOLE 794,800.00
HARTMARX CORP Domestic 417119104 129,062.50 35,000.00 SOLE 35,000.00
HASBRO INC Domestic 418056107 7,719,950.04 450,800.00 SOLE 450,800.00
HASEKO CORP. Ordinary Int6414401 476,190.49 1,050,000.00 SOLE 1,050,000.00
HAWAIIAN ELEC INDS INC Domestic 419870100 3,265,625.00 110,000.00 SOLE 110,000.00
HAYS PLC Ordinary Int0416102 22,989,019.90 1,641,000.00 SOLE 1,641,000.00
HEALTH MGMT ASSOC INC Domestic 421933102 21,840,000.00 1,248,000.00 SOLE 1,248,000.00
HEALTHSOUTH CORP Domestic 421924101 5,118,456.27 795,100.00 SOLE 795,100.00
HEARTLAND EXPRESS INC Domestic 422347104 1,300,000.00 100,000.00 SOLE 100,000.00
HEILIG MEYERS CO Domestic 422893107 328,125.00 125,000.00 SOLE 125,000.00
HEINEKEN NV NLG5 Ordinary Int5455821 8,513,082.07 162,750.00 SOLE 162,750.00
HEINZ H J CO Domestic 423074103 41,444,625.05 1,073,000.00 SOLE 1,073,000.00
HELIX TECHNOLOGY CORP Domestic 423319102 5,250,000.00 105,000.00 SOLE 105,000.00
HELMERICH & PAYNE INC Domestic 423452101 4,444,000.00 202,000.00 SOLE 202,000.00
HENDERSON INVESTMENT Ordinary Int6972341 1,261,819.51 1,300,000.00 SOLE 1,300,000.00
HENKEL KGAA-VORZUG Ordinary Int5076705 4,449,649.20 68,000.00 SOLE 68,000.00
HENNES & MAURITZ Ordinary Int5687431 39,673,883.41 1,087,000.00 SOLE 1,087,000.00
HENRY JACK & ASSOCIATES Domestic 426281101 4,910,312.50 95,000.00 SOLE 95,000.00
HERCULES INC Domestic 427056106 6,397,218.79 271,500.00 SOLE 271,500.00
HERSHEY FOODS CORP Domestic 427866108 11,475,000.00 255,000.00 SOLE 255,000.00
HEWLETT PACKARD CO Domestic 428236103 353,419,375.07 3,145,000.00 SOLE 3,145,000.00
HEWLETT PACKARD CO Domestic Con428236AA1 27,200,000.00 40,000,000.00 SOLE 40,000,000.00
HIBERNIA CORP Domestic 428656102 5,472,993.75 543,900.00 SOLE 543,900.00
HILB ROGAL & HAMILTON CO Domestic 431294107 1,968,750.00 70,000.00 SOLE 70,000.00
HILLENBRAND INDS INC Domestic 431573104 7,642,875.01 229,000.00 SOLE 229,000.00
HILTON HOTELS CORP Domestic 432848109 8,870,407.76 958,963.00 SOLE 958,963.00
HISPANIC BROADCASTING CORP Domestic 43357B104 17,825,515.64 184,900.00 SOLE 184,900.00
HITACHI LTD ADR 2428901 18,581,875.00 130,000.00 SOLE 130,000.00
HITACHI LTD Ordinary Int6429104 37,038,691.51 2,489,000.00 SOLE 2,489,000.00
HITACHI ZOSEN CORP. Ordinary Int6429308 475,793.67 654,000.00 SOLE 654,000.00
HNC SOFTWARE Domestic 40425P107 10,113,125.00 110,000.00 SOLE 110,000.00
HOCHTIEF AG Ordinary Int5108664 2,144,133.87 60,500.00 SOLE 60,500.00
HOKKAIDO ELECTRIC POWER Ordinary Int6431325 3,017,479.28 218,000.00 SOLE 218,000.00
HOLDERBK FN GLARUS Ordinary Int4420499 38,408,066.38 27,608.00 SOLE 27,608.00
HOLLYWOOD PARK INC NEW Domestic 436255103 2,121,750.00 103,500.00 SOLE 103,500.00
HOLOGIC INC. Domestic 436440101 151,562.50 25,000.00 SOLE 25,000.00
HOME DEPOT INC Domestic 437076102 488,481,681.28 7,999,700.00 SOLE 7,999,700.00
HOMESTAKE MNG CO Domestic 437614100 4,237,500.01 600,000.00 SOLE 600,000.00
HON INDS INC Domestic 438092108 2,992,000.00 149,600.00 SOLE 149,600.00
HONDA MOTOR CO LTD Ordinary Int6435145 11,994,047.95 315,000.00 SOLE 315,000.00
HONDA MTR LTD ADR 2435279 36,718,750.00 500,000.00 SOLE 500,000.00
HONEYWELL INTERNATIONAL INC Domestic 438516106 178,386,796.96 3,001,250.00 SOLE 3,001,250.00
HONG KONG & CHINA GAS Ordinary Int6436557 7,856,876.36 5,991,600.00 SOLE 5,991,600.00
HONG KONG & SHANGAI HOTELS Ordinary Int6436386 1,250,329.24 2,058,333.00 SOLE 2,058,333.00
HONG KONG TELECOM Ordinary Int6436461 9,043,408.37 3,526,000.00 SOLE 3,526,000.00
HOOPER HOLMES INC Domestic 439104100 2,937,500.00 125,000.00 SOLE 125,000.00
HOPEWELL HOLDINGS Ordinary Int6140290 255,839.60 447,199.00 SOLE 447,199.00
HORACE MANN EDUCATORS CORP N Domestic 440327104 3,769,743.75 187,900.00 SOLE 187,900.00
HORMEL FOODS CORP Domestic 440452100 11,453,437.50 285,000.00 SOLE 285,000.00
HOTEL PROPERTIES Ordinary Int6440183 233,976.63 273,000.00 SOLE 273,000.00
HOUGHTON MIFFLIN CO Domestic 441560109 4,902,937.51 118,500.00 SOLE 118,500.00
HOUSE FOODS Ordinary Int6440503 2,339,852.67 150,000.00 SOLE 150,000.00
HOUSEHOLD INTL INC Domestic 441815107 62,585,250.00 1,703,000.00 SOLE 1,703,000.00
HOUSTON INDS INC Domestic 442161204 32,375,000.00 250,000.00 SOLE 250,000.00
HS RES INC Domestic 404297103 476,250.00 30,000.00 SOLE 30,000.00
HSB GROUP INC Domestic 40428N109 3,421,687.50 110,600.00 SOLE 110,600.00
HSBC HLDGS PLC ADR 2400341 19,012,500.00 300,000.00 SOLE 300,000.00
HSBC HLDGS PLC Ordinary Int0540528 34,648,133.22 2,758,500.00 SOLE 2,758,500.00
HUBBELL INC Domestic 443510201 7,215,000.00 260,000.00 SOLE 260,000.00
HUDSON UNITED BANCORP Domestic 444165104 4,858,493.75 207,850.00 SOLE 207,850.00
HUFFY CORP Domestic 444356109 118,750.00 20,000.00 SOLE 20,000.00
HUGHES SUPPLY INC Domestic 444482103 2,303,125.00 110,000.00 SOLE 110,000.00
HUHTAMAKI I Ordinary Int4447476 5,896,221.77 164,700.00 SOLE 164,700.00
HUMANA INC Domestic 444859102 4,131,000.03 489,600.00 SOLE 489,600.00
HUNT J B TRANS SVCS INC Domestic 445658107 2,134,687.50 165,000.00 SOLE 165,000.00
HUNTINGTON BANCSHARES INC Domestic 446150104 13,207,569.39 619,710.00 SOLE 619,710.00
HUTCHINSON TECH Domestic 448407106 1,771,875.00 90,000.00 SOLE 90,000.00
HUTCHISON WHAMPOA Ordinary Int6448068 29,300,760.37 2,181,000.00 SOLE 2,181,000.00
HUTTIG BUILDING PRODUCTS INC Domestic 448451104 135,744.57 31,477.00 SOLE 31,477.00
HYPERION SOLUTIONS CORP Domestic 44914M104 5,075,000.00 145,000.00 SOLE 145,000.00
I-CABLE COMMUNICATIONS INC Ordinary Int6193937 2,301.36 1,755.00 SOLE 1,755.00
IBERDROLA SA Ordinary Int4424640 17,159,234.49 1,280,000.00 SOLE 1,280,000.00
IBP INC Domestic 449223106 6,307,525.01 372,400.00 SOLE 372,400.00
ICN PHARMACEUTICALS INC NEW Domestic 448924100 3,810,075.00 137,300.00 SOLE 137,300.00
IDACORP INC Domestic 451107106 4,789,937.50 173,000.00 SOLE 173,000.00
IDEC PHARMACEUTICALS CORP Domestic 449370105 18,484,375.00 175,000.00 SOLE 175,000.00
IDEX CORP Domestic 45167R104 2,987,500.00 100,000.00 SOLE 100,000.00
IDEXX LABS INC Domestic 45168D104 2,187,500.00 125,000.00 SOLE 125,000.00
IHOP CORP Domestic 449623107 1,431,750.00 83,000.00 SOLE 83,000.00
IKON OFFICE SOLUTIONS INC Domestic 451713101 1,958,906.26 298,500.00 SOLE 298,500.00
ILLINOIS TOOL WKS INC Domestic 452308109 58,877,000.00 905,800.00 SOLE 905,800.00
ILLINOVA CORP Domestic 452317100 20,810,937.51 475,000.00 SOLE 475,000.00
IMATION CORPORATION Domestic 45245A107 4,287,500.00 140,000.00 SOLE 140,000.00
IMC GLOBAL INC Domestic 449669100 6,840,000.00 380,000.00 SOLE 380,000.00
IMCO RECYCLING INC Domestic 449681105 1,080,625.00 95,000.00 SOLE 95,000.00
IMERYS Ordinary Int4457765 6,864,618.33 45,000.00 SOLE 45,000.00
IMI PLC Ordinary Int0457963 5,933,832.67 1,355,100.00 SOLE 1,355,100.00
IMMUNE RESPONSE CORP/DEL Domestic 45252T106 348,750.00 60,000.00 SOLE 60,000.00
IMPERIAL CHEM INDS PLC ADR 2458715 3,168,750.00 75,000.00 SOLE 75,000.00
IMPERIAL TOBACCO GROUP ADR 2478382 1,760,400.00 97,800.00 SOLE 97,800.00
IMS HEALTH INC Domestic 449934108 15,800,181.26 618,100.00 SOLE 618,100.00
INA - ISTITUT NAZ ASSICUR Ordinary Int4534936 11,978,797.51 4,600,000.00 SOLE 4,600,000.00
INACOM CORP. Domestic 45323G109 691,249.99 140,000.00 SOLE 140,000.00
INCHCAPE GBP1.50 Ordinary Int0679972 160,635.48 33,475.00 SOLE 33,475.00
INCO LTD Domestic 453258402 14,068,031.28 630,500.00 SOLE 630,500.00
INCYTE PHARMACEUTICALS INC Domestic 45337C102 12,360,000.00 120,000.00 SOLE 120,000.00
INDIANA ENERGY INC Domestic 454707100 1,828,119.38 108,333.00 SOLE 108,333.00
INDUSTRIAL BANK OF JAPAN Ordinary Int6462842 3,858,654.68 400,000.00 SOLE 400,000.00
INFORMATION RES INC Domestic 456905108 1,356,093.75 165,000.00 SOLE 165,000.00
INFORMIX CORP Domestic 456779107 4,173,525.01 412,200.00 SOLE 412,200.00
ING GROEP NV ADR 2452643 28,145,701.00 483,188.00 SOLE 483,188.00
ING GROEP NV Ordinary Int5058877 42,747,370.92 739,266.00 SOLE 739,266.00
INGERSOLL RAND 6.75% Domestic 456867209 3,928,125.00 150,000.00 SOLE 150,000.00
INGERSOLL RAND CO Domestic 456866102 35,682,074.44 653,967.00 SOLE 653,967.00
INNOVEX INC Domestic 457647105 271,425.00 30,800.00 SOLE 30,800.00
INPUT/OUTPUT INC Domestic 457652105 1,027,537.51 174,900.00 SOLE 174,900.00
INSIGHT ENTERPRISES Domestic 45765U103 4,179,687.50 125,000.00 SOLE 125,000.00
INSITUFORM TECHNOLOGIES INC Domestic 457667103 4,303,125.01 170,000.00 SOLE 170,000.00
INSTEEL INDUSTRIES Domestic 45774W108 45,562.50 5,400.00 SOLE 5,400.00
INSURANCE AUTO AUCTIONS INC Domestic 457875102 1,223,437.50 75,000.00 SOLE 75,000.00
INTEGRATED DEVICE TECHNOLOGY Domestic 458118106 10,869,375.00 340,000.00 SOLE 340,000.00
INTEL CORP Domestic 458140100 1,012,418,750.00 11,095,000.00 SOLE 11,095,000.00
INTER TEL INC Domestic 458372109 2,173,125.00 95,000.00 SOLE 95,000.00
INTERFACE INC Domestic 458665106 681,968.75 139,000.00 SOLE 139,000.00
INTERIM SERVICES INC. Domestic 45868P100 7,167,500.00 305,000.00 SOLE 305,000.00
INTERMAGNETICS GEN CORP Domestic 458771102 211,200.00 25,600.00 SOLE 25,600.00
INTERMET CORP Domestic 45881K104 1,276,562.50 95,000.00 SOLE 95,000.00
INTERNATIONAL FLAVORS & Domestic 459506101 15,774,150.03 434,400.00 SOLE 434,400.00
INTERNATIONAL GAME TECHNOLOG Domestic 459902102 6,458,681.26 296,100.00 SOLE 296,100.00
INTERNATIONAL MULTIFOODS COR Domestic 460043102 553,625.00 43,000.00 SOLE 43,000.00
INTERNATIONAL RECTIFIER CORP Domestic 460254105 6,124,687.50 235,000.00 SOLE 235,000.00
INTERNATIONAL SPEEDWAY CORP Domestic 460335201 3,440,625.00 75,000.00 SOLE 75,000.00
INTERPUBLIC GROUP COS INC Domestic 460690100 49,665,125.04 957,400.00 SOLE 957,400.00
INTERSTATE BAKERIES CORP DEL Domestic 46072H108 4,306,425.00 257,100.00 SOLE 257,100.00
INTERVOICE-BRITE INC Domestic 461142101 3,353,906.26 135,000.00 SOLE 135,000.00
INTIMATE BRANDS INC Domestic 461156101 1,803,125.00 50,000.00 SOLE 50,000.00
INTL BUSINESS MACHINES CORP Domestic 459200101 713,682,750.08 5,966,000.00 SOLE 5,966,000.00
INTL PAPER 51/4% C Domestic 460137300 10,550,000.00 200,000.00 SOLE 200,000.00
INTL PAPER CO Domestic 460146103 66,717,025.07 1,215,800.00 SOLE 1,215,800.00
INTUIT INC Domestic 461202103 49,246,950.00 692,400.00 SOLE 692,400.00
INVACARE CORP Domestic 461203101 1,708,643.75 85,700.00 SOLE 85,700.00
INVESTMENT TECHNOLOGY GRP INC Domestic 46145F105 1,239,987.50 43,700.00 SOLE 43,700.00
INVESTOR AB SEK6.25 Ordinary Int5679579 11,738,774.93 780,000.00 SOLE 780,000.00
INVESTOR AB SEK6.25 B Ordinary Int5679591 3,982,722.46 263,600.00 SOLE 263,600.00
INVESTORS FINANCIAL SVCS CP Domestic 461915100 2,420,000.00 55,000.00 SOLE 55,000.00
IONICS INC Domestic 462218108 2,063,750.00 65,000.00 SOLE 65,000.00
IPALCO ENTERPRISES INC Domestic 462613100 5,610,937.50 315,000.00 SOLE 315,000.00
IRISH LIFE & PERM Ordinary Int4455253 455,562.44 44,127.00 SOLE 44,127.00
IRISH LIFE & PERM IEPO.25 Ordinary Int0467865 1,441,796.34 136,849.00 SOLE 136,849.00
ISETAN Ordinary Int6466844 1,771,541.98 250,000.00 SOLE 250,000.00
ISHIHARA SANGYO Ordinary Int6466866 325,963.73 250,000.00 SOLE 250,000.00
ISS INTERNATIONAL Ordinary Int4442620 7,455,103.67 111,400.00 SOLE 111,400.00
ITO YOKADO LTD ADR 2468792 21,400,000.00 200,000.00 SOLE 200,000.00
ITO-YOKADO CO. Ordinary Int6467944 21,145,125.32 200,000.00 SOLE 200,000.00
ITOCHU CORP. Ordinary Int6467803 3,613,945.69 750,000.00 SOLE 750,000.00
ITRON INC Domestic 465741106 210,468.75 30,000.00 SOLE 30,000.00
ITT INDS INC IND Domestic 450911102 9,339,012.51 276,200.00 SOLE 276,200.00
IVAX CORP Domestic 465823102 6,562,500.00 250,000.00 SOLE 250,000.00
J & J SNACK FOODS CORP Domestic 466032109 359,550.00 18,800.00 SOLE 18,800.00
JABIL CIRCUIT INC Domestic 466313103 19,828,375.01 301,000.00 SOLE 301,000.00
JACK IN THE BOX INC Domestic 466367109 3,547,500.00 165,000.00 SOLE 165,000.00
JACOBS ENGR GROUP INC Domestic 469814107 4,667,187.50 145,000.00 SOLE 145,000.00
JAKKS PACIFIC INC. Domestic 47012E106 578,125.00 25,000.00 SOLE 25,000.00
JAN BELL MARKETING INC. Domestic 470760109 194,775.00 58,800.00 SOLE 58,800.00
JAPAN AIRLINES Ordinary Int6471871 2,872,260.10 1,000,000.00 SOLE 1,000,000.00
JAPAN TOBACCO INC Ordinary Int6474535 9,172,335.86 1,200.00 SOLE 1,200.00
JEFFERIES GROUP INC (NEW) Domestic 472319102 1,852,500.00 95,000.00 SOLE 95,000.00
JEFFERSON PILOT CORP Domestic 475070108 28,192,950.00 437,100.00 SOLE 437,100.00
JLG INDS INC Domestic 466210101 2,565,000.00 190,000.00 SOLE 190,000.00
JO-ANN STORES INC Domestic 47758P109 339,375.01 30,000.00 SOLE 30,000.00
JOHNSON & JOHNSON Domestic 478160104 447,111,857.51 4,781,945.00 SOLE 4,781,945.00
JOHNSON CTLS INC Domestic 478366107 22,099,700.00 366,800.00 SOLE 366,800.00
JOHNSON ELECTRIC HOLDINGS Ordinary Int6126331 10,027,704.71 1,500,000.00 SOLE 1,500,000.00
JOHNSON MATTHEY PLC Ordinary Int0476407 5,623,744.78 449,500.00 SOLE 449,500.00
JONES APPAREL GROUP INC Domestic 480074103 11,368,125.00 470,000.00 SOLE 470,000.00
JONES PHARMA INC Domestic 480236108 11,910,000.01 240,000.00 SOLE 240,000.00
JOSTENS INC Domestic 481088102 1,378,687.50 57,000.00 SOLE 57,000.00
JSB FINL INC Domestic 46624M100 1,947,500.00 40,000.00 SOLE 40,000.00
JUSCO CO. LTD Ordinary Int6480048 2,684,854.56 161,000.00 SOLE 161,000.00
JUST FOR FEET INC Domestic 48213P106 91,425.00 75,000.00 SOLE 75,000.00
JUSTIN INDS INC Domestic 482171105 2,252,343.75 155,000.00 SOLE 155,000.00
JYSKE BANK A/S Ordinary Int5786792 2,782,655.51 145,000.00 SOLE 145,000.00
K MART CORP Domestic 482584109 9,865,625.02 1,025,000.00 SOLE 1,025,000.00
K-SWISS INC -CL A Domestic 482686102 930,150.00 70,200.00 SOLE 70,200.00
K2 INC. Domestic 482732104 226,875.00 30,000.00 SOLE 30,000.00
KAJIMA CORP. Ordinary Int6481320 1,061,980.39 400,000.00 SOLE 400,000.00
KAMAN CORP Domestic 483548103 950,625.00 90,000.00 SOLE 90,000.00
KANEKA CORPORATION Ordinary Int6483360 3,472,373.48 278,000.00 SOLE 278,000.00
KANSAI ELECTRIC POWER Ordinary Int6483489 5,425,170.21 330,000.00 SOLE 330,000.00
KANSAS CITY PWR & LT CO Domestic 485134100 4,872,000.00 203,000.00 SOLE 203,000.00
KANSAS CITY SOUTHN INDS INC Domestic 485170104 28,633,181.29 435,900.00 SOLE 435,900.00
KAO CORP ADR 2484130 8,503,403.31 30,000.00 SOLE 30,000.00
KAO CORP Ordinary Int6483809 11,337,868.80 400,000.00 SOLE 400,000.00
KARSTADT AG NPV Ordinary Int5786565 2,221,085.40 56,000.00 SOLE 56,000.00
KAUFMAN & BROAD HOME CORP Domestic 486168107 3,885,612.52 169,400.00 SOLE 169,400.00
KAWASAKI KISEN KAI Ordinary Int6484686 1,933,862.48 1,204,000.00 SOLE 1,204,000.00
KAWASAKI STEEL CORP Ordinary Int6484664 1,734,127.04 1,140,000.00 SOLE 1,140,000.00
KAYDON CORP Domestic 486587108 3,913,875.00 142,000.00 SOLE 142,000.00
KEANE INC Domestic 486665102 8,076,250.01 284,000.00 SOLE 284,000.00
KELLOGG CO Domestic 487836108 37,263,875.01 1,322,000.00 SOLE 1,322,000.00
KELLWOOD CO Domestic 488044108 2,098,750.00 115,000.00 SOLE 115,000.00
KELLY SVCS INC Domestic 488152208 2,411,375.00 101,000.00 SOLE 101,000.00
KEMET CORP Domestic 488360108 8,360,000.00 190,000.00 SOLE 190,000.00
KENNAMETAL INC Domestic 489170100 4,585,625.00 145,000.00 SOLE 145,000.00
KENT ELECTRS CORP Domestic 490553104 2,734,375.00 125,000.00 SOLE 125,000.00
KEPPEL CORP Ordinary Int6490263 1,937,668.56 762,500.00 SOLE 762,500.00
KEPPEL FEL ENERGY Ordinary Int6154547 405,454.01 550,000.00 SOLE 550,000.00
KERR MCGEE CORP Domestic 492386107 19,693,094.44 312,279.00 SOLE 312,279.00
KERRY GROUP PLC Ordinary Int0490656 728,443.03 60,000.00 SOLE 60,000.00
KESKO Ordinary Int4490005 3,207,648.91 257,000.00 SOLE 257,000.00
KEYCORP INC NEW Domestic 493267108 23,100,000.00 1,100,000.00 SOLE 1,100,000.00
KEYENCE Ordinary Int6490995 15,321,995.90 46,600.00 SOLE 46,600.00
KEYSPAN CORPORATION Domestic 49337W100 11,826,450.00 512,800.00 SOLE 512,800.00
KEYSTONE FINL INC Domestic 493482103 3,067,246.88 161,700.00 SOLE 161,700.00
KIMBERLY-CLARK CORP Domestic 494368103 122,323,031.80 1,871,098.00 SOLE 1,871,098.00
KINDER MORGAN INC Domestic 49455P101 7,893,375.00 339,500.00 SOLE 339,500.00
KINGFISHER PLC ADR 2981006 13,103,235.53 706,900.00 SOLE 706,900.00
KINGFISHER PLC Ordinary Int0262015 6,791,663.66 732,800.00 SOLE 732,800.00
KINKI NIPPON RAILWAY Ordinary Int6492968 3,099,017.48 800,000.00 SOLE 800,000.00
KIRBY CORP Domestic 497266106 1,448,437.50 75,000.00 SOLE 75,000.00
KIRIN BREWERY CO LTD Ordinary Int6493745 11,715,797.76 1,000,000.00 SOLE 1,000,000.00
KLA-TENCOR CORP Domestic 482480100 42,904,281.95 359,973.00 SOLE 359,973.00
KLM EUR2 Ordinary Int5786491 1,332,325.19 49,503.00 SOLE 49,503.00
KMART FING I Domestic 498778208 4,312,500.00 100,000.00 SOLE 100,000.00
KNIGHT RIDDER INC Domestic 499040103 19,608,125.00 342,500.00 SOLE 342,500.00
KOHLS CORP Domestic 500255104 45,481,625.46 622,503.00 SOLE 622,503.00
KOMAG INC Domestic 500453105 361,400.00 111,200.00 SOLE 111,200.00
KOMATSU Ordinary Int6496584 11,428,571.75 2,240,000.00 SOLE 2,240,000.00
KONINKLIJKE AHOLD NV NEW ADR 2037813 18,128,134.88 638,877.00 SOLE 638,877.00
KONINKLIJKE KPN NV Ordinary Int5490800 32,205,794.74 377,500.00 SOLE 377,500.00
KONINKLIJKE PHILIPS ELECTRS ADR 2425720 28,029,337.39 193,807.00 SOLE 193,807.00
KOYO SEIKO CO LTD Ordinary Int6497082 2,366,780.12 300,000.00 SOLE 300,000.00
KREDIETBANK Ordinary Int4497749 8,175,958.18 159,500.00 SOLE 159,500.00
KROGER CO Domestic 501044101 50,545,687.55 2,723,000.00 SOLE 2,723,000.00
KROLL-O'GARA COMPANY Domestic 501050108 643,500.00 39,000.00 SOLE 39,000.00
KRONOS INC Domestic 501052104 3,808,837.51 60,100.00 SOLE 60,100.00
KULICKE & SOFFA INDS INC Domestic 501242101 5,577,500.00 115,000.00 SOLE 115,000.00
KURITA WATER INDUSTRIES Ordinary Int6497963 3,143,991.03 188,000.00 SOLE 188,000.00
KYOCERA CORP ADR 2498120 13,098,000.00 74,000.00 SOLE 74,000.00
KYOWA HAKKO KOGYO CO LTD Ordinary Int6499550 2,121,504.23 218,000.00 SOLE 218,000.00
KYUSHU ELECTRIC POWER Ordinary Int6499806 5,931,972.97 436,000.00 SOLE 436,000.00
L'OREAL Ordinary Int4534787 21,945,221.75 29,795.00 SOLE 29,795.00
L-3 COMMUNICATIONS HLDGS INC Domestic 502424104 2,725,625.00 70,000.00 SOLE 70,000.00
LA Z BOY CHAIR CO Domestic 505336107 3,697,543.75 235,700.00 SOLE 235,700.00
LABOR READY INC. Domestic 505401208 1,725,000.00 200,000.00 SOLE 200,000.00
LADBROKE GROUP PLC ORD Ordinary Int0500254 4,838,059.37 1,595,076.00 SOLE 1,595,076.00
LAFARGE FR25 (BR) Ordinary Int4502706 7,549,175.01 71,907.00 SOLE 71,907.00
LAFARGE PRIME DE FIDELITE '99 Ordinary Int5614912 10,088,243.52 96,092.00 SOLE 96,092.00
LAIDLAW INC Domestic 50730K503 2,360,912.51 563,800.00 SOLE 563,800.00
LANCASTER COLONY CORP Domestic 513847103 3,216,218.75 101,000.00 SOLE 101,000.00
LAND SECURITIES PLC ORD Ordinary Int0504502 6,987,746.57 605,100.00 SOLE 605,100.00
LANDRYS SEAFOOD RESTAURANTS Domestic 51508L103 680,000.00 85,000.00 SOLE 85,000.00
LANDS END INC Domestic 515086106 3,129,750.00 107,000.00 SOLE 107,000.00
LANDSTAR SYS INC Domestic 515098101 2,861,250.00 60,000.00 SOLE 60,000.00
LASER VISION CENTERS INC Domestic 51807H100 1,513,750.00 140,000.00 SOLE 140,000.00
LASMO PLC Ordinary Int0531696 1,170,447.43 600,000.00 SOLE 600,000.00
LASON INC. Domestic 51808R107 505,050.00 51,800.00 SOLE 51,800.00
LATTICE SEMICONDUCTOR CORP Domestic 518415104 9,843,750.00 210,000.00 SOLE 210,000.00
LAWSON PRODS INC Domestic 520776105 481,250.00 20,000.00 SOLE 20,000.00
LEAR CORPORATION Domestic 521865105 8,953,875.00 265,300.00 SOLE 265,300.00
LEE ENTERPRISES INC Domestic 523768109 4,230,393.76 143,100.00 SOLE 143,100.00
LEGAL&GEN(NATWEST ORD) Ordinary Int0836313 6,397,298.59 2,451,800.00 SOLE 2,451,800.00
LEGATO SYSTEMS INC Domestic 524651106 17,886,125.00 323,000.00 SOLE 323,000.00
LEGEND HOLDINGS LIMITED Ordinary Int6508821 6,451,670.95 3,060,000.00 SOLE 3,060,000.00
LEGG MASON INC Domestic 524901105 7,600,218.75 221,500.00 SOLE 221,500.00
LEGGETT & PLATT INC Domestic 524660107 11,257,306.26 586,700.00 SOLE 586,700.00
LEHMAN BROTHERS HOLDINGS INC Domestic 524908100 29,351,437.57 406,600.00 SOLE 406,600.00
LEND LEASE CORP LIMITED Ordinary Int6512004 4,355,042.46 340,172.00 SOLE 340,172.00
LEXMARK INT'L GROUP INC Domestic 529771107 55,116,125.01 629,000.00 SOLE 629,000.00
LG&E ENERGY CORP Domestic 501917108 7,998,581.25 458,700.00 SOLE 458,700.00
LI & FUNG LTD-NEW Ordinary Int6181073 14,141,634.86 5,000,000.00 SOLE 5,000,000.00
LIBBEY INC Domestic 529898108 1,181,250.00 45,000.00 SOLE 45,000.00
LILLIAN VERNON CORP Domestic 532430105 250,000.00 20,000.00 SOLE 20,000.00
LILLY (ELI) & CO Domestic 532457108 251,775,000.00 3,730,000.00 SOLE 3,730,000.00
LILLY INDS INC Domestic 532491107 613,125.00 43,600.00 SOLE 43,600.00
LIMITED INC Domestic 532716107 28,924,425.02 788,400.00 SOLE 788,400.00
LINCARE HLDGS INC Domestic 532791100 9,330,750.00 255,200.00 SOLE 255,200.00
LINCOLN NATL CORP IND Domestic 534187109 23,467,500.00 630,000.00 SOLE 630,000.00
LINDSAY MFG CO Domestic 535555106 1,182,937.50 70,100.00 SOLE 70,100.00
LINEAR TECHNOLOGY CORP Domestic 535678106 48,010,190.00 573,256.00 SOLE 573,256.00
LINENS N THINGS INC Domestic 535679104 4,625,000.00 185,000.00 SOLE 185,000.00
LIPOSOME COMPANY INC Domestic 536310105 3,487,500.00 225,000.00 SOLE 225,000.00
LITTON INDS INC Domestic 538021106 7,817,812.50 155,000.00 SOLE 155,000.00
LIZ CLAIBORNE INC Domestic 539320101 5,055,325.01 136,400.00 SOLE 136,400.00
LLOYDS TSB GROUP Ordinary Int0870612 66,196,213.51 6,015,191.00 SOLE 6,015,191.00
LOCKHEED MARTIN CORP Domestic 539830109 29,874,375.04 1,410,000.00 SOLE 1,410,000.00
LOEWS CORP Domestic 540424108 21,330,000.00 360,000.00 SOLE 360,000.00
LONE STAR STEAKHOUSE SALOON Domestic 542307103 653,900.00 83,200.00 SOLE 83,200.00
LONG DRUG STORES INC. Domestic 543162101 3,188,737.52 126,600.00 SOLE 126,600.00
LONGVIEW FIBRE CO Domestic 543213102 1,663,575.00 108,200.00 SOLE 108,200.00
LOUISIANA PAC CORP Domestic 546347105 2,471,118.75 177,300.00 SOLE 177,300.00
LOWES COS INC Domestic 548661107 79,300,375.03 1,498,000.00 SOLE 1,498,000.00
LSI LOGIC CORP Domestic 502161102 33,316,400.05 476,800.00 SOLE 476,800.00
LUBRIZOL CORP Domestic 549271104 6,691,443.75 208,700.00 SOLE 208,700.00
LUBYS INC Domestic 549282101 1,050,000.00 100,000.00 SOLE 100,000.00
LUCENT TECHNOLOGIES INC Domestic 549463107 570,864,000.00 10,194,000.00 SOLE 10,194,000.00
LUFTHANSA AG Ordinary Int5287488 24,696,344.01 1,043,000.00 SOLE 1,043,000.00
LVMH MOET HENNESSY ADR 2499576 19,470,000.00 220,000.00 SOLE 220,000.00
LVMH MOET HENNESSY Ordinary Int4535649 16,357,853.87 37,380.00 SOLE 37,380.00
LYDALL INC Domestic 550819106 217,500.00 30,000.00 SOLE 30,000.00
LYONDELL CHEMICAL COMPANY Domestic 552078107 5,870,100.00 460,400.00 SOLE 460,400.00
M S CARRIERS INC Domestic 553533100 1,265,000.00 55,000.00 SOLE 55,000.00
MABUCHI MOTOR CO Ordinary Int6551030 4,450,113.52 30,000.00 SOLE 30,000.00
MACDERMID INC Domestic 554273102 4,992,187.50 125,000.00 SOLE 125,000.00
MACROMEDIA INC Domestic 556100105 15,567,187.50 205,000.00 SOLE 205,000.00
MAF BANCORP INC. Domestic 55261R108 1,950,000.00 100,000.00 SOLE 100,000.00
MAGELLAN HEALTH SERVICES INC. Domestic 559079108 385,000.00 55,000.00 SOLE 55,000.00
MAGNA INTL INC ADR 2554549 27,525,000.00 600,000.00 SOLE 600,000.00
MAGNETEK INC. Domestic 559424106 530,562.50 65,300.00 SOLE 65,300.00
MAKINO MILLING MACHINE Ordinary Int6555708 749,858.30 111,000.00 SOLE 111,000.00
MAKITA CORP Ordinary Int6555805 737,150.43 83,000.00 SOLE 83,000.00
MALLINCKRODT INC Domestic 561232109 7,299,375.04 229,000.00 SOLE 229,000.00
MAN AG NPV Ordinary Int5563520 25,740,392.63 642,500.00 SOLE 642,500.00
MANDALAY RESORT GROUP Domestic 562567107 6,270,000.00 380,000.00 SOLE 380,000.00
MANITOWOC INC Domestic 563571108 3,060,000.00 102,000.00 SOLE 102,000.00
MANNESMANN AG NEW Ordinary Int5767504 178,174,982.30 730,000.00 SOLE 730,000.00
MANOR CARE INC Domestic 564055101 3,267,706.27 208,300.00 SOLE 208,300.00
MANPOWER INC WIS Domestic 56418H100 11,040,250.00 316,000.00 SOLE 316,000.00
MANULIFE FINANCIAL CORP Ordinary Int2492519 3,056,528.61 250,000.00 SOLE 250,000.00
MARCO POLO DEVELOPMENTS LTD. Ordinary Int6564522 2,529,217.85 2,000,000.00 SOLE 2,000,000.00
MARCONI PLC Ordinary Int0877431 23,090,251.65 1,504,979.00 SOLE 1,504,979.00
MARCUS CORP Domestic 566330106 1,980,000.01 160,000.00 SOLE 160,000.00
MARK IV INDS INC Domestic 570387100 3,318,437.50 185,000.00 SOLE 185,000.00
MARKS & SPENCER LTD ADR 2566469 4,504,005.45 150,000.00 SOLE 150,000.00
MARRIOTT INTERNATIONAL Domestic 571903202 24,910,631.28 756,300.00 SOLE 756,300.00
MARSH & MCLENNAN COS INC Domestic 571748102 90,600,300.05 945,600.00 SOLE 945,600.00
MARSHALL & ILSLEY CORP Domestic 571834100 21,427,800.00 402,400.00 SOLE 402,400.00
MARTIN MARIETTA MATERIALS Domestic 573284106 6,925,875.00 146,000.00 SOLE 146,000.00
MARUBENI CORP. Ordinary Int6569464 11,217,517.32 2,787,000.00 SOLE 2,787,000.00
MARUI CO. Ordinary Int6569527 4,291,525.06 283,000.00 SOLE 283,000.00
MARZOTTO (GAETANO) & FIGLI SPA Ordinary Int4570004 1,223,766.53 165,000.00 SOLE 165,000.00
MASCO CORP Domestic 574599106 33,419,000.00 1,453,000.00 SOLE 1,453,000.00
MASCOTECH INC Domestic 574670105 2,285,937.50 175,000.00 SOLE 175,000.00
MATERIAL SCIENCES CORP Domestic 576674105 807,812.50 55,000.00 SOLE 55,000.00
MATSHUSHITA COMMUNICATION Ordinary Int6572666 47,659,865.30 226,000.00 SOLE 226,000.00
MATSUSHITA ELC IND Ordinary Int6572707 30,264,551.11 1,144,000.00 SOLE 1,144,000.00
MATSUSHITA ELEC 1.3% CONV Intl Conv 6566807 6,613,756.80 400,000,000.00 SOLE 400,000,000.00
MATSUSHITA-KOTOBUKI ELECTRON Ordinary Int6572848 10,045,918.65 537,000.00 SOLE 537,000.00
MATTEL INC Domestic 577081102 10,050,193.78 762,100.00 SOLE 762,100.00
MAXIM INTEGRATED PRODS INC Domestic 57772K101 49,940,800.00 1,019,200.00 SOLE 1,019,200.00
MAXIMUS INC Domestic 577933104 1,935,000.00 60,000.00 SOLE 60,000.00
MAXXAM INC. Domestic 577913106 536,250.00 13,200.00 SOLE 13,200.00
MAY DEPARTMENT STORES CO Domestic 577778103 33,990,000.00 1,030,000.00 SOLE 1,030,000.00
MAYNE NICKLESS LTD Ordinary Int6574606 1,793,914.02 700,000.00 SOLE 700,000.00
MAYTAG CORP Domestic 578592107 14,180,006.26 319,100.00 SOLE 319,100.00
MBIA INC Domestic 55262C100 19,480,012.55 386,700.00 SOLE 386,700.00
MBL INTL FIN BER 3% 11/30/02 Intl Conv 4742126 21,450,000.00 20,000,000.00 SOLE 20,000,000.00
MBNA CORP Domestic 55262L100 83,463,625.06 3,077,000.00 SOLE 3,077,000.00
MCCORMICK & CO INC Domestic 579780206 8,022,112.50 301,300.00 SOLE 301,300.00
MCDERMOTT INTL INC Domestic 580037109 1,515,749.99 172,000.00 SOLE 172,000.00
MCDONALDS CORP Domestic 580135101 194,555,250.00 4,551,000.00 SOLE 4,551,000.00
MCGRAW-HILL COS INC Domestic 580645109 42,997,500.00 735,000.00 SOLE 735,000.00
MCI WORLDCOM INC Domestic 55268B106 420,753,286.64 9,521,998.00 SOLE 9,521,998.00
MCKECHNIE Ordinary Int0552404 986,047.34 170,166.00 SOLE 170,166.00
MCKESSON HBOC INC Domestic 58155Q103 13,247,578.14 510,750.00 SOLE 510,750.00
MCLEODUSA INC-CL A Domestic 582266102 331,875.00 5,000.00 SOLE 5,000.00
MCN ENERGY GROUP INC Domestic 55267J100 11,212,500.00 460,000.00 SOLE 460,000.00
MCWHORTER TECHNOLOGIES Domestic 582803102 322,500.00 20,000.00 SOLE 20,000.00
MDC HOLDINGS INC Domestic 552676108 1,775,312.50 115,000.00 SOLE 115,000.00
MDU RES GROUP INC Domestic 552690109 396,250.00 20,000.00 SOLE 20,000.00
MEAD CORP Domestic 582834107 17,561,637.52 411,400.00 SOLE 411,400.00
MEDIA GEN INC Domestic 584404107 5,639,175.00 105,900.00 SOLE 105,900.00
MEDIAONE GROUP INC Domestic 58440J104 190,402,500.00 2,395,000.00 SOLE 2,395,000.00
MEDIASET SPA Ordinary Int5077946 14,659,714.21 893,600.00 SOLE 893,600.00
MEDICAL ASSURANCE INC Domestic 58449U100 571,875.00 25,000.00 SOLE 25,000.00
MEDICIS PHARMACEUTICAL-CL A Domestic 584690309 5,661,562.50 135,000.00 SOLE 135,000.00
MEDIMMUNE INC Domestic 584699102 27,938,756.26 194,780.00 SOLE 194,780.00
MEDIOBANCA Ordinary Int4574813 2,852,910.10 304,520.00 SOLE 304,520.00
MEDIOBANCA SPA C/WTS20/12/00 Ordinary Int5444380 144,139.42 102,420.00 SOLE 102,420.00
MEDQUIST INC Domestic 584949101 3,172,500.00 135,000.00 SOLE 135,000.00
MEDTRONIC INC Domestic 585055106 172,737,227.50 4,106,680.00 SOLE 4,106,680.00
MELLON FINANCIAL CORP Domestic 58551A108 52,339,175.01 1,737,400.00 SOLE 1,737,400.00
MENS WEARHOUSE INC Domestic 587118100 5,596,250.00 220,000.00 SOLE 220,000.00
MENTOR CORP MINN Domestic 587188103 2,664,375.00 105,000.00 SOLE 105,000.00
MENTOR GRAPHICS CORP Domestic 587200106 1,201,506.25 94,700.00 SOLE 94,700.00
MEPC Ordinary Int0290908 1,807,719.03 244,026.00 SOLE 244,026.00
MERCANTILE BANKSHARES CORP Domestic 587405101 8,154,987.50 279,400.00 SOLE 279,400.00
MERCK & CO INC Domestic 589331107 589,098,375.06 7,914,000.00 SOLE 7,914,000.00
MERCURY INTERACTIVE CORP Domestic 589405109 19,415,000.00 220,000.00 SOLE 220,000.00
MEREDITH CORP Domestic 589433101 6,996,906.26 176,300.00 SOLE 176,300.00
MERITA PLC Ordinary Int4827175 3,910,752.26 675,000.00 SOLE 675,000.00
MERITOR AUTOMOTIVE INC. Domestic 59000G100 5,009,025.00 272,600.00 SOLE 272,600.00
MERKANTILDATA ASA Ordinary Int5457162 3,074,093.53 270,000.00 SOLE 270,000.00
MERRILL LYNCH & CO INC Domestic 590188108 97,832,000.00 1,222,900.00 SOLE 1,222,900.00
MESA AIR GROUP Domestic 590479101 604,087.50 108,600.00 SOLE 108,600.00
METALLGESELLSCHAFT AG Ordinary Int4557104 8,515,706.70 382,900.00 SOLE 382,900.00
METHODE ELECTRS INC Domestic 591520200 5,422,500.00 180,000.00 SOLE 180,000.00
METRO AG Ordinary Int5041413 9,860,667.72 200,398.00 SOLE 200,398.00
MEYER INTERNATIONAL Ordinary Int0587213 10,293,280.20 1,609,461.00 SOLE 1,609,461.00
MGIC INVT CORP WIS Domestic 552848103 26,218,175.02 498,800.00 SOLE 498,800.00
MICHAEL FOODS INC NEW Domestic 594079105 2,661,056.25 104,100.00 SOLE 104,100.00
MICHAELS STORES INC Domestic 594087108 4,940,625.00 155,000.00 SOLE 155,000.00
MICHELIN (CGDE) Ordinary Int4588364 4,206,387.54 102,242.00 SOLE 102,242.00
MICREL INC Domestic 594793101 12,658,750.01 190,000.00 SOLE 190,000.00
MICRO WHSE INC Domestic 59501B105 1,585,781.25 85,000.00 SOLE 85,000.00
MICROAGE INC Domestic 594928103 142,721.88 41,900.00 SOLE 41,900.00
MICROCHIP TECHNOLOGY INC Domestic 595017104 12,809,568.75 190,300.00 SOLE 190,300.00
MICRON TECHNOLOGY INC Domestic 595112103 61,938,000.00 837,000.00 SOLE 837,000.00
MICROS SYS INC Domestic 594901100 4,690,000.00 80,000.00 SOLE 80,000.00
MICROSOFT CORP Domestic 594918104 1,793,217,135.07 16,947,120.00 SOLE 16,947,120.00
MIDAMERICAN ENERGY HLDGS NEW Domestic 59562V107 8,275,312.51 242,500.00 SOLE 242,500.00
MIDWAY GAMES INC Domestic 598148104 3,800,000.00 200,000.00 SOLE 200,000.00
MIDWEST EXPRESS HOLDINGS Domestic 597911106 1,415,625.00 50,000.00 SOLE 50,000.00
MIKUNI COCA-COL BOTTLING CO Ordinary Int6592147 4,341,458.93 250,000.00 SOLE 250,000.00
MILACRON INC Domestic 598709103 1,489,743.76 102,300.00 SOLE 102,300.00
MILLENNIUM PHARMACEUTICALS Domestic 599902103 11,422,500.00 80,000.00 SOLE 80,000.00
MILLER HERMAN INC Domestic 600544100 5,510,187.50 262,000.00 SOLE 262,000.00
MILLIPORE CORP Domestic 601073109 6,440,793.76 170,900.00 SOLE 170,900.00
MINEBEA CO LTD Ordinary Int6642406 22,817,460.96 1,500,000.00 SOLE 1,500,000.00
MINERALS TECHNOLOGIES INC Domestic 603158106 3,599,500.00 92,000.00 SOLE 92,000.00
MINIMED INC Domestic 60365K108 9,056,500.00 118,000.00 SOLE 118,000.00
MINNESOTA MINING & MFG CO Domestic 604059105 148,807,750.00 1,477,000.00 SOLE 1,477,000.00
MINNESOTA POWER INC Domestic 604110106 5,862,500.00 335,000.00 SOLE 335,000.00
MINOLTA CAMERA CO LTD. Ordinary Int6595867 5,698,223.91 1,630,000.00 SOLE 1,630,000.00
MIRAGE RESORTS INC Domestic 60462E104 9,897,250.00 649,000.00 SOLE 649,000.00
MISSISSISSI CHEMICAL Domestic 605288208 443,437.50 55,000.00 SOLE 55,000.00
MITSUBISHI CHEMICAL CORP Ordinary Int6597001 6,220,238.28 1,575,000.00 SOLE 1,575,000.00
MITSUBISHI ELECTRIC CORP Ordinary Int6597045 6,884,920.84 1,041,000.00 SOLE 1,041,000.00
MITSUBISHI ESTATE CO LTD Ordinary Int6596729 9,239,607.25 1,024,000.00 SOLE 1,024,000.00
MITSUBISHI ESTATE CO LTD Ordinary Int6596785 3,656,462.70 500,000.00 SOLE 500,000.00
MITSUBISHI HEAVY IND LTD Ordinary Int6597067 4,866,827.42 1,451,000.00 SOLE 1,451,000.00
MITSUBISHI TRUST AND BANKING Ordinary Int6596826 2,553,854.93 300,000.00 SOLE 300,000.00
MITSUI & CO Ordinary Int6597302 21,290,627.93 2,965,000.00 SOLE 2,965,000.00
MITSUI & CO Ordinary Int6597368 2,397,090.02 287,000.00 SOLE 287,000.00
MITSUI FUDOSAN CO LTD Ordinary Int6597603 2,111,678.06 300,000.00 SOLE 300,000.00
MITSUI MARINE AND FIRE Ordinary Int6870122 4,412,698.54 834,000.00 SOLE 834,000.00
MITSUKOSHI LTD Ordinary Int6597487 2,125,850.40 600,000.00 SOLE 600,000.00
MITSUMI ELECTRONIC CO LTD Ordinary Int6597409 18,140,590.08 600,000.00 SOLE 600,000.00
MODINE MFG CO Domestic 607828100 2,878,562.50 116,600.00 SOLE 116,600.00
MODIS PROFESSIONAL SERVICES Domestic 607830106 3,999,000.00 258,000.00 SOLE 258,000.00
MOHAWK INDS INC Domestic 608190104 5,461,400.00 232,400.00 SOLE 232,400.00
MOLEX INC Domestic 608554101 25,121,750.00 514,000.00 SOLE 514,000.00
MOLSON INC - A SHS Ordinary Int2598581 7,047,185.64 400,000.00 SOLE 400,000.00
MONACO COACH CORP Domestic 60886R103 1,210,000.00 55,000.00 SOLE 55,000.00
MONSANTO CO Domestic 611662107 65,941,839.60 1,822,227.00 SOLE 1,822,227.00
MONSANTO CO Domestic Con611662305 2,568,750.00 75,000.00 SOLE 75,000.00
MONTANA POWER CO Domestic 612085100 15,540,000.00 420,000.00 SOLE 420,000.00
MONTEDISON SPA EUR1 Ordinary Int5676127 1,697,080.45 1,083,316.00 SOLE 1,083,316.00
MORGAN CRUCIBLE Ordinary Int0602729 2,678,017.47 577,900.00 SOLE 577,900.00
MORGAN J P & CO INC Domestic 616880100 70,698,375.04 591,000.00 SOLE 591,000.00
MORGAN STAN DEAN WITTER & CO Domestic 617446448 251,140,500.06 1,908,000.00 SOLE 1,908,000.00
MORRISON KNUDSEN CORP NEW Domestic 61844A109 2,040,000.00 240,000.00 SOLE 240,000.00
MOTOROLA INC Domestic 620076109 343,516,090.35 2,567,145.00 SOLE 2,567,145.00
MUELLER INDS INC Domestic 624756102 4,590,000.00 135,000.00 SOLE 135,000.00
MUENCHENER RUECKVER AG-REG Ordinary Int5294121 18,495,690.70 65,000.00 SOLE 65,000.00
MURATA MANUFACTURING Ordinary Int6610403 16,567,838.72 86,000.00 SOLE 86,000.00
MURPHY OIL CORP Domestic 626717102 11,244,625.01 198,800.00 SOLE 198,800.00
MUTUAL RISK MGMT LTD Domestic 628351108 3,016,250.01 190,000.00 SOLE 190,000.00
MYERS INDS INC Domestic 628464109 1,739,375.00 110,000.00 SOLE 110,000.00
MYLAN LABS Domestic 628530107 11,341,250.02 430,000.00 SOLE 430,000.00
NABISCO GROUP HOLDINGS Domestic 62952P102 6,199,359.39 601,150.00 SOLE 601,150.00
NABORS INDS INC Domestic 629568106 13,462,890.94 423,195.00 SOLE 423,195.00
NACCO INDS INC Domestic 629579103 1,504,800.00 28,800.00 SOLE 28,800.00
NASH FINCH CO Domestic 631158102 185,625.00 30,000.00 SOLE 30,000.00
NASHUA CORP Domestic 631226107 96,862.50 12,300.00 SOLE 12,300.00
NATIONAL AUSTRALIA BANK ORD Ordinary Int6624608 1,424,985.67 100,000.00 SOLE 100,000.00
NATIONAL AUSTRALIA BK LTD ADR 2625412 10,071,250.00 140,000.00 SOLE 140,000.00
NATIONAL AUSTRALIA BK LTD Ordinary Int2632553 5,225,000.00 200,000.00 SOLE 200,000.00
NATIONAL CITY CORP Domestic 635405103 36,906,750.02 1,692,000.00 SOLE 1,692,000.00
NATIONAL COMM BANCORPORATION Domestic 635449101 3,532,812.50 175,000.00 SOLE 175,000.00
NATIONAL COMPUTER SYS INC Domestic 635519101 4,547,606.25 129,700.00 SOLE 129,700.00
NATIONAL DATA CORP Domestic 635621105 3,960,312.50 115,000.00 SOLE 115,000.00
NATIONAL FOODS LIMITED Ordinary Int6624909 2,759,579.98 1,617,295.00 SOLE 1,617,295.00
NATIONAL FUEL GAS CO N J Domestic 636180101 7,561,312.50 164,600.00 SOLE 164,600.00
NATIONAL GRID GR ORD 11 13/17P Ordinary Int0242824 7,791,169.80 1,037,900.00 SOLE 1,037,900.00
NATIONAL INSTRS CORP Domestic 636518102 8,057,500.01 220,000.00 SOLE 220,000.00
NATIONAL MUTUAL HOLDINGS Ordinary Int6617794 3,307,178.95 2,000,000.00 SOLE 2,000,000.00
NATIONAL POWER Ordinary Int0632016 3,514,957.36 549,600.00 SOLE 549,600.00
NATIONAL PRESTO INDS INC Domestic 637215104 1,397,500.00 40,000.00 SOLE 40,000.00
NATIONAL SEMICONDUCTOR CORP Domestic 637640103 28,355,643.75 583,900.00 SOLE 583,900.00
NATIONAL STEEL CORP - CL B Domestic 637844309 632,812.50 75,000.00 SOLE 75,000.00
NATIONAL SVC INDS INC Domestic 637657107 3,899,500.00 141,800.00 SOLE 141,800.00
NATIONAL WESTMINSTER BANK Ordinary Int0625395 15,048,413.80 756,105.00 SOLE 756,105.00
NATIONWIDE FINANCIAL SERV-A Domestic 638612101 687,500.00 25,000.00 SOLE 25,000.00
NATL WESTMINSTER BANK ADR 2627571 24,670,142.00 206,500.00 SOLE 206,500.00
NATSTEEL ELECTRONICS LTD Ordinary Int6073750 7,117,171.10 1,250,000.00 SOLE 1,250,000.00
NATSTEEL LTD Ordinary Int6623616 4,147,437.82 2,000,000.00 SOLE 2,000,000.00
NATURES SUNSHINE PRODS INC Domestic 639027101 189,393.75 22,200.00 SOLE 22,200.00
NAUTICA ENTERPRISES INC Domestic 639089101 1,721,875.00 145,000.00 SOLE 145,000.00
NAVIGANT CONSULTING CO. Domestic 63935N107 243,750.00 25,000.00 SOLE 25,000.00
NAVISTAR INTL CORP Domestic 63934E108 14,713,600.00 334,400.00 SOLE 334,400.00
NBTY INC Domestic 628782104 5,238,750.01 440,000.00 SOLE 440,000.00
NCO GROUP INC Domestic 628858102 1,345,312.50 50,000.00 SOLE 50,000.00
NCR CORP Domestic 62886E108 6,600,243.75 184,300.00 SOLE 184,300.00
NCS HEALTHCARE INC - CL A Domestic 628874109 105,806.25 41,800.00 SOLE 41,800.00
NEC CORP ADR 2640222 3,448,750.00 31,000.00 SOLE 31,000.00
NEC CORP Ordinary Int6640400 26,583,334.09 1,218,000.00 SOLE 1,218,000.00
NEC CORP. 9/30/11 1% Intl Conv 6637220 8,219,954.88 500,000,000.00 SOLE 500,000,000.00
NEIMAN MARCUS GROUP INC Domestic 640204202 3,460,937.50 125,000.00 SOLE 125,000.00
NELSON THOMAS INC Domestic 640376109 228,125.00 25,000.00 SOLE 25,000.00
NESTLE S A ADR 2630223 68,846,675.95 720,900.00 SOLE 720,900.00
NESTLE SA REGISTERED Ordinary Int4616696 15,662,156.97 8,200.00 SOLE 8,200.00
NETCOM AB-B SHS Ordinary Int5065060 938,533.19 15,000.00 SOLE 15,000.00
NETWORK APPLIANCE INC Domestic 64120L104 46,524,750.01 534,000.00 SOLE 534,000.00
NETWORK EQUIP TECHNOLOGIES Domestic 641208103 1,092,500.00 95,000.00 SOLE 95,000.00
NETWORKS ASSOCIATES INC Domestic 640938106 10,912,581.26 468,100.00 SOLE 468,100.00
NEW ASIA REALTY & TRUST CO-A Ordinary Int6435781 455,874.88 394,000.00 SOLE 394,000.00
NEW CENTURY ENERGIES INC Domestic 64352U103 13,496,362.51 439,800.00 SOLE 439,800.00
NEW ENGLAND BUSINESS SVC INC Domestic 643872104 1,234,062.50 55,000.00 SOLE 55,000.00
NEW ENGLAND ELEC SYS Domestic 644001109 12,879,625.00 246,500.00 SOLE 246,500.00
NEW JERSEY RES CORP Domestic 646025106 3,352,500.00 90,000.00 SOLE 90,000.00
NEW WORLD DEVEL CO Ordinary Int6633767 574,664.62 300,000.00 SOLE 300,000.00
NEW YORK TIMES CO Domestic 650111107 33,573,000.00 722,000.00 SOLE 722,000.00
NEWELL RUBBERMAID INC Domestic 651229106 14,489,848.77 512,915.00 SOLE 512,915.00
NEWFIELD EXPL CO Domestic 651290108 4,868,825.00 184,600.00 SOLE 184,600.00
NEWMONT MNG CORP Domestic 651639106 11,128,875.01 503,000.00 SOLE 503,000.00
NEWPORT NEWS SHIPBUILDING Domestic 652228107 2,706,250.00 100,000.00 SOLE 100,000.00
NEWS CORP LTD ADR 2617680 3,718,750.00 100,000.00 SOLE 100,000.00
NEWS CORP LTD ADR 2630063 23,375,000.00 550,000.00 SOLE 550,000.00
NEWS CORP LTD Ordinary Int6886925 1,085,176.33 100,000.00 SOLE 100,000.00
NEXTEL COMMUNICATION INC-A Domestic 65332V103 116,759,500.03 1,144,000.00 SOLE 1,144,000.00
NFO WORLDWIDE INC COM Domestic 62910N108 2,429,625.00 114,000.00 SOLE 114,000.00
NG FUNG HONG LIMITED Ordinary Int6619251 2,506,926.19 5,000,000.00 SOLE 5,000,000.00
NGK INSULATORS LTD Ordinary Int6619507 10,609,939.84 1,466,000.00 SOLE 1,466,000.00
NGK SPARK PLUG CO Ordinary Int6619604 2,328,042.37 280,000.00 SOLE 280,000.00
NIAGARA MOHAWK HOLDINGS INC Domestic 653520106 10,534,850.01 773,200.00 SOLE 773,200.00
NICOR INC Domestic 654086107 5,272,312.53 154,500.00 SOLE 154,500.00
NIKE INC Domestic 654106103 41,968,750.07 850,000.00 SOLE 850,000.00
NINTENDO CO. LTD. Ordinary Int6639550 22,066,138.17 133,000.00 SOLE 133,000.00
NIPPON EXPRESS CO LTD Ordinary Int6642127 7,771,258.73 1,406,000.00 SOLE 1,406,000.00
NIPPON HODO Ordinary Int6640789 699,867.73 154,000.00 SOLE 154,000.00
NIPPON MITSUBISHI OIL CORP Ordinary Int6641403 2,624,433.18 591,000.00 SOLE 591,000.00
NIPPON SHEET GLASS Ordinary Int6641447 1,152,683.34 200,000.00 SOLE 200,000.00
NIPPON STEEL CORP Ordinary Int6642569 15,880,952.82 7,308,000.00 SOLE 7,308,000.00
NIPPON TELEGRAPH & TEL CORP Ordinary Int6641373 148,896,924.06 9,325.00 SOLE 9,325.00
NISOURCE INC Domestic 65473P105 8,095,106.25 436,100.00 SOLE 436,100.00
NISSAN MOTOR CO LTD Ordinary Int6642860 4,861,111.24 1,029,000.00 SOLE 1,029,000.00
NISSIN FOOD PRODUCTS Ordinary Int6641760 1,337,868.51 59,000.00 SOLE 59,000.00
NITTO DENKO CORPORATION Ordinary Int6641801 8,616,780.29 200,000.00 SOLE 200,000.00
NKT HOLDING A/S Ordinary Int4642464 1,323,922.87 23,120.00 SOLE 23,120.00
NOBLE AFFILIATES INC Domestic 654894104 5,132,968.75 252,700.00 SOLE 252,700.00
NOBLE DRILLING CORP Domestic 655042109 14,618,437.52 465,000.00 SOLE 465,000.00
NOKIA (AB) OY Ordinary Int5655212 240,813,995.39 1,412,200.00 SOLE 1,412,200.00
NOMURA SECURITIES Ordinary Int6643108 33,974,868.69 1,868,000.00 SOLE 1,868,000.00
NORDSON CORP Domestic 655663102 4,601,562.50 95,000.00 SOLE 95,000.00
NORDSTROM INC Domestic 655664100 6,391,312.52 267,000.00 SOLE 267,000.00
NORFOLK SOUTHERN CORP Domestic 655844108 22,649,437.52 1,069,000.00 SOLE 1,069,000.00
NORSK HYDRO ASA ADR 2642819 3,879,662.50 87,800.00 SOLE 87,800.00
NORSKE SKOGINDUSTRIER ASA-A Ordinary Int4647436 8,738,082.72 180,000.00 SOLE 180,000.00
NORTEL NETWORKS CORP ADR 2647966 56,400,000.00 600,000.00 SOLE 600,000.00
NORTEL NETWORKS CORP ADR 656569100 436,912,000.00 4,648,000.00 SOLE 4,648,000.00
NORTH AMERICAN VACCINE INC Domestic 657201109 791,350.00 166,600.00 SOLE 166,600.00
NORTH FORK BANCORPORATION IN Domestic 659424105 8,827,000.00 543,200.00 SOLE 543,200.00
NORTH LIMITED Ordinary Int6644037 7,194,102.42 3,000,000.00 SOLE 3,000,000.00
NORTHEAST UTILS Domestic 664397106 9,582,300.01 453,600.00 SOLE 453,600.00
NORTHERN STATES POWER/MN Domestic 665772109 5,861,475.01 286,800.00 SOLE 286,800.00
NORTHERN TRUST CORP Domestic 665859104 35,625,412.51 713,400.00 SOLE 713,400.00
NORTHROP GRUMMAN CORP Domestic 666807102 16,815,050.00 314,300.00 SOLE 314,300.00
NORTHWEST NAT GAS CO Domestic 667655104 2,754,375.00 130,000.00 SOLE 130,000.00
NORTHWESTERN CORPORATION Domestic 668074107 2,231,250.00 100,000.00 SOLE 100,000.00
NOVA CORP/GEORGIA Domestic 669784100 5,360,000.00 160,000.00 SOLE 160,000.00
NOVARTIS ADR 2620105 37,264,947.16 510,662.00 SOLE 510,662.00
NOVARTIS AG REG SHARES Ordinary Int5047831 47,986,134.65 32,879.00 SOLE 32,879.00
NOVELL INC Domestic 670006105 35,302,312.53 1,034,500.00 SOLE 1,034,500.00
NOVELLUS SYS INC Domestic 670008101 19,812,012.50 140,200.00 SOLE 140,200.00
NOVEN PHARMACEUTICALS INC Domestic 670009109 2,908,125.00 165,000.00 SOLE 165,000.00
NOVO NORDISK A/S-B Ordinary Int5154656 291,144.92 2,000.00 SOLE 2,000.00
NOVO-NORDISK A S ADR 2651202 14,259,375.00 195,000.00 SOLE 195,000.00
NSK Ordinary Int6641544 4,550,264.69 700,000.00 SOLE 700,000.00
NSTAR - W/I Domestic 67019E107 4,461,875.00 110,000.00 SOLE 110,000.00
NTN CORP Ordinary Int6651189 944,812.95 369,000.00 SOLE 369,000.00
NTT DATA CORP Ordinary Int6125639 23,809,524.48 1,200.00 SOLE 1,200.00
NTT MOBILE COMMUNICATIONS NETW Ordinary Int6129277 99,206,351.99 3,000.00 SOLE 3,000.00
NUCOR CORP Domestic 670346105 26,040,600.02 489,600.00 SOLE 489,600.00
O REILLY AUTOMOTIVE INC Domestic 686091109 3,419,000.00 210,400.00 SOLE 210,400.00
O/SEAS UNION ENTPRSGD1 Ordinary Int6663827 1,132,753.97 350,000.00 SOLE 350,000.00
OAK INDUSTRIES INC NEW Domestic 671400505 6,890,000.00 80,000.00 SOLE 80,000.00
OAKWOOD HOMES CORP Domestic 674098108 228,437.50 85,000.00 SOLE 85,000.00
OBAYASHI CORP. Ordinary Int6656407 3,711,602.51 901,000.00 SOLE 901,000.00
OCCIDENTAL PETROLEUM CORP Domestic 674599105 25,016,531.28 1,153,500.00 SOLE 1,153,500.00
OCEAN ENERGY INC - NEW Domestic 67481E106 4,685,756.25 563,700.00 SOLE 563,700.00
OCEANEERING INTL INC Domestic 675232102 1,542,187.50 105,000.00 SOLE 105,000.00
OESTER BRAU BETEILIGUNGS Ordinary Int4621731 765,878.76 19,000.00 SOLE 19,000.00
OFFICE DEPOT INC Domestic 676220106 7,221,375.00 687,750.00 SOLE 687,750.00
OFFICEMAX INC Domestic 67622M108 2,315,625.00 325,000.00 SOLE 325,000.00
OFFSHORE LOGISTICS INC Domestic 676255102 1,017,500.00 110,000.00 SOLE 110,000.00
OGE ENERGY CORP Domestic 670837103 5,290,312.50 285,000.00 SOLE 285,000.00
OJI PAPER CO LTD Ordinary Int6657701 2,354,591.92 426,000.00 SOLE 426,000.00
OLD KENT FINL CORP Domestic 679833103 6,775,886.25 207,690.00 SOLE 207,690.00
OLD REP INTL CORP Domestic 680223104 5,751,200.00 442,400.00 SOLE 442,400.00
OLIN CORP Domestic 680665205 4,023,125.00 205,000.00 SOLE 205,000.00
OLIVETTI SPA Ordinary Int5294228 1,608,678.24 600,000.00 SOLE 600,000.00
OLSTEN CORP Domestic 681385100 1,770,000.00 160,000.00 SOLE 160,000.00
OLYMPUS OPTICAL CO. Ordinary Int6658801 1,196,693.15 83,000.00 SOLE 83,000.00
OLYMPUS OPTICAL LTD ADR 2658719 10,308,869.99 715,000.00 SOLE 715,000.00
OM GROUP INC Domestic 670872100 4,432,500.00 120,000.00 SOLE 120,000.00
OMNICARE INC Domestic 681904108 3,812,900.00 293,300.00 SOLE 293,300.00
OMNICOM GROUP INC Domestic 681919106 73,533,337.55 757,100.00 SOLE 757,100.00
OMNOVA SOLUTIONS INC Domestic 682129101 1,110,000.00 148,000.00 SOLE 148,000.00
OMRON CORP Ordinary Int6659428 2,907,313.00 117,000.00 SOLE 117,000.00
OMV AG Ordinary Int4651459 4,403,664.20 43,900.00 SOLE 43,900.00
ONEOK INC Domestic 682680103 1,691,125.01 65,200.00 SOLE 65,200.00
ONWARD KASHIYAMA CO LTD Ordinary Int6483821 12,386,621.64 1,000,000.00 SOLE 1,000,000.00
OPTICAL COATING LABORATORY Domestic 683829105 10,020,000.00 30,000.00 SOLE 30,000.00
ORACLE CORP Domestic 68389X105 538,793,125.04 5,101,000.00 SOLE 5,101,000.00
ORBITAL SCIENCES CORP Domestic 685564106 2,781,806.25 166,700.00 SOLE 166,700.00
OREGON STL MLS INC Domestic 686079104 442,500.00 60,000.00 SOLE 60,000.00
ORGANOGENESIS INC Domestic 685906109 568,062.50 61,000.00 SOLE 61,000.00
ORTHODONTIC CENTER OF AMERICA Domestic 68750P103 2,908,437.50 205,000.00 SOLE 205,000.00
OSHKOSH B GOSH INC Domestic 688222207 1,900,000.00 100,000.00 SOLE 100,000.00
OSTEOTECH INC Domestic 688582105 607,500.00 45,000.00 SOLE 45,000.00
OUTBACK STEAKHOUSE INC Domestic 689899102 7,663,162.50 315,600.00 SOLE 315,600.00
OUTOKUMPU OY Ordinary Int4665148 1,551,152.07 100,000.00 SOLE 100,000.00
OVERSEAS CHINESE BANK-FOREIGN Ordinary Int6663689 2,931,375.49 335,000.00 SOLE 335,000.00
OVERSEAS SHIPHOLDING GROUP I Domestic 690368105 1,137,000.00 75,800.00 SOLE 75,800.00
OVERSEAS UNION BANK Ordinary Int6663838 11,641,070.63 1,971,891.00 SOLE 1,971,891.00
OWENS & MINOR INC NEW Domestic 690732102 1,164,375.00 115,000.00 SOLE 115,000.00
OWENS CORNING INC Domestic 69073F103 4,198,268.79 211,900.00 SOLE 211,900.00
OWENS ILL INC Domestic 690768403 10,032,347.82 457,315.00 SOLE 457,315.00
OXFORD HEALTH PLANS INC Domestic 691471106 4,618,687.50 306,000.00 SOLE 306,000.00
P G & E CORP Domestic 69331C108 31,829,600.00 1,446,800.00 SOLE 1,446,800.00
P P & L RES INC Domestic 693499105 9,324,168.76 404,300.00 SOLE 404,300.00
P-COM INC Domestic 693262107 3,263,437.50 295,000.00 SOLE 295,000.00
PACCAR INC Domestic 693718108 6,150,250.01 146,000.00 SOLE 146,000.00
PACIFIC CENTURY FINANCIAL CP Domestic 694058108 4,289,250.00 266,000.00 SOLE 266,000.00
PACIFIC SUNWEAR CALIFORNIA Domestic 694873100 4,898,125.00 170,000.00 SOLE 170,000.00
PACIFICARE HEALTH SYS INC Domestic 695112102 7,259,062.50 145,000.00 SOLE 145,000.00
PACTIV CORPORATION Domestic 695257105 4,589,062.50 445,000.00 SOLE 445,000.00
PAINE WEBBER GROUP INC Domestic 695629105 18,415,000.00 508,000.00 SOLE 508,000.00
PALL CORP Domestic 696429307 10,106,468.77 491,500.00 SOLE 491,500.00
PANERA BREAD CO. - CL A Domestic 69840W108 113,793.75 15,300.00 SOLE 15,300.00
PAPA JOHNS INTL INC Domestic 698813102 3,444,215.63 135,900.00 SOLE 135,900.00
PARAMETRIC TECHNOLOGY CORP Domestic 699173100 19,779,375.00 1,027,500.00 SOLE 1,027,500.00
PAREXEL INTL CORP Domestic 699462107 1,165,625.00 100,000.00 SOLE 100,000.00
PARK ELECTROCHEMICAL CORP Domestic 700416209 1,490,937.50 65,000.00 SOLE 65,000.00
PARK PLACE ENTERTAINMENT CORP Domestic 700690100 7,070,312.50 625,000.00 SOLE 625,000.00
PARKER HANNIFIN CORP Domestic 701094104 23,092,162.51 453,900.00 SOLE 453,900.00
PARMALAT FINANZIARIA SPA Ordinary Int4714404 2,541,423.98 2,000,000.00 SOLE 2,000,000.00
PATTERSON DENTAL CO Domestic 703412106 7,120,000.00 160,000.00 SOLE 160,000.00
PAXAR CORP Domestic 704227107 2,174,375.00 245,000.00 SOLE 245,000.00
PAYCHEX INC Domestic 704326107 34,591,390.67 860,750.00 SOLE 860,750.00
PAYLESS SHOES SOURCE INC. Domestic 704379106 6,009,150.00 135,800.00 SOLE 135,800.00
PE CORP-PE BIOSYSTEMS GRP Domestic 69332S102 47,725,256.30 384,300.00 SOLE 384,300.00
PEARSON PLC ORD Ordinary Int0677608 56,085,614.55 1,598,769.00 SOLE 1,598,769.00
PECO ENERGY CO Domestic 693304107 26,051,250.00 694,700.00 SOLE 694,700.00
PEDIATRIX MEDICAL GROUP INC. Domestic 705324101 340,031.25 35,100.00 SOLE 35,100.00
PENFORD CORP Domestic 707051108 49,600.00 3,100.00 SOLE 3,100.00
PENINSULAR & ORIENT STEAM NAV Ordinary Int0680048 13,415,710.43 837,565.00 SOLE 837,565.00
PENNEY J C INC Domestic 708160106 17,414,484.91 778,301.00 SOLE 778,301.00
PENNZOIL-QUAKER STATE CO Domestic 709323109 3,078,229.38 291,430.00 SOLE 291,430.00
PENTAIR INC Domestic 709631105 6,994,800.00 194,300.00 SOLE 194,300.00
PEOPLES ENERGY CORP Domestic 711030106 2,321,287.51 71,700.00 SOLE 71,700.00
PEOPLESOFT INC Domestic 712713106 20,760,034.50 858,296.00 SOLE 858,296.00
PEP BOYS MANNY MOE & JACK Domestic 713278109 743,700.00 88,800.00 SOLE 88,800.00
PEPSICO INC Domestic 713448108 182,179,812.55 5,017,000.00 SOLE 5,017,000.00
PERFORMANCE FOOD GROUP CO. Domestic 713755106 1,196,250.00 55,000.00 SOLE 55,000.00
PERKINELMER INC Domestic 714046109 9,802,050.03 242,400.00 SOLE 242,400.00
PERRIGO CO Domestic 714290103 1,279,443.75 150,800.00 SOLE 150,800.00
PETRO-CANADA Ordinary Int2684316 7,469,606.41 500,000.00 SOLE 500,000.00
PEUGEOT CITROEN S A ADR 2683926 15,494,748.64 261,200.00 SOLE 261,200.00
PFIZER INC Domestic 717081103 462,490,875.10 13,167,000.00 SOLE 13,167,000.00
PHARMACEUTICAL PRODUCT DEVELOP Domestic 717124101 942,046.88 78,300.00 SOLE 78,300.00
PHARMACIA & UPJOHN INC Domestic 716941109 79,495,250.04 1,678,000.00 SOLE 1,678,000.00
PHELPS DODGE CORP Domestic 717265102 14,000,025.96 213,945.00 SOLE 213,945.00
PHILADELPHIA SUBURBAN CORP Domestic 718009608 4,175,000.01 200,000.00 SOLE 200,000.00
PHILIP MORRIS COS INC Domestic 718154107 196,182,500.00 8,090,000.00 SOLE 8,090,000.00
PHILIPS ELEC (KON) Ordinary Int5671434 20,868,121.28 146,200.00 SOLE 146,200.00
PHILLIPS PETROLEUM CO Domestic 718507106 33,399,375.02 758,000.00 SOLE 758,000.00
PHILLIPS VAN HEUSEN CORP Domestic 718592108 712,500.00 100,000.00 SOLE 100,000.00
PHOTRONICS INC Domestic 719405102 2,677,500.00 105,000.00 SOLE 105,000.00
PHYCOR INC Domestic 71940F100 344,334.38 143,100.00 SOLE 143,100.00
PICTURETEL CORP Domestic 720035302 363,125.00 70,000.00 SOLE 70,000.00
PIEDMONT NAT GAS INC NC Domestic 720186105 4,138,750.00 140,000.00 SOLE 140,000.00
PIER 1 IMPORTS INC Domestic 720279108 2,924,187.51 396,500.00 SOLE 396,500.00
PIN-PRINTEMPS-REDO FRF20 Ordinary Int5505072 31,359,980.30 127,200.00 SOLE 127,200.00
PINNACLE SYSTEMS INC. Domestic 723481107 3,389,375.00 85,000.00 SOLE 85,000.00
PINNACLE WEST CAP CORP Domestic 723484101 7,559,675.00 238,100.00 SOLE 238,100.00
PIONEER GROUP INC Domestic 723684106 592,100.00 38,200.00 SOLE 38,200.00
PIONEER NATURAL RESOURCES CO Domestic 723787107 2,073,075.00 253,200.00 SOLE 253,200.00
PIONEER STD ELECTRS INC Domestic 723877106 687,500.00 50,000.00 SOLE 50,000.00
PITNEY BOWES INC Domestic 724479100 44,614,625.01 914,000.00 SOLE 914,000.00
PITTSTON BAX GROUP Domestic 725701106 2,546,750.00 122,000.00 SOLE 122,000.00
PITTSTON BAX GROUP Domestic 725701882 540,000.00 54,000.00 SOLE 54,000.00
PLACER DOME INC Domestic 725906101 11,207,160.95 1,086,755.00 SOLE 1,086,755.00
PLAINS RESOURCES INC Domestic 726540503 633,750.00 60,000.00 SOLE 60,000.00
PLANTRONICS INC NEW Domestic 727493108 4,282,500.01 60,000.00 SOLE 60,000.00
PLAYERS INTL INC Domestic 727903106 1,060,218.75 129,000.00 SOLE 129,000.00
PLEXUS CORP Domestic 729132100 3,080,000.00 70,000.00 SOLE 70,000.00
PMC - SIERRA INC Domestic 69344F106 6,727,500.00 45,000.00 SOLE 45,000.00
PNC BK CORP Domestic 693475105 51,198,000.00 1,219,000.00 SOLE 1,219,000.00
POGO PRODUCING CO Domestic 730448107 3,822,212.50 183,100.00 SOLE 183,100.00
POHJOLA INSURANCE CO B Ordinary Int4691949 11,632,073.94 209,500.00 SOLE 209,500.00
POLARIS INDS INC Domestic 731068102 3,847,500.01 120,000.00 SOLE 120,000.00
POLAROID CORP Domestic 731095105 1,470,875.00 82,000.00 SOLE 82,000.00
POLICY MGMT SYS CORP Domestic 731108106 3,139,200.00 174,400.00 SOLE 174,400.00
POLYCOM INC. Domestic 73172K104 1,619,062.50 30,000.00 SOLE 30,000.00
POPE & TALBOT INC Domestic 732827100 496,875.00 30,000.00 SOLE 30,000.00
PORTUCEL INDUSTRIAL EMPRESSA Ordinary Int4719078 392,410.65 50,000.00 SOLE 50,000.00
PORTUGAL TELECOM SA-REGISTER Ordinary Int5817186 25,194,674.72 2,270,950.00 SOLE 2,270,950.00
POTLATCH CORP Domestic 737628107 4,380,875.00 101,000.00 SOLE 101,000.00
POTOMAC ELECTRIC POWER CO Domestic 737679100 9,768,000.02 422,400.00 SOLE 422,400.00
POWERGEN PLC ADR 2695642 13,902,500.00 415,000.00 SOLE 415,000.00
POWERGEN PLC Ordinary Int0443746 3,149,916.05 392,100.00 SOLE 392,100.00
POWERWAVE TECHNOLOGIES INC Domestic 739363109 5,175,000.00 90,000.00 SOLE 90,000.00
PPG INDS INC Domestic 693506107 41,117,062.53 654,600.00 SOLE 654,600.00
PRAXAIR INC Domestic 74005P104 39,341,656.30 734,500.00 SOLE 734,500.00
PRE PAID LEGAL SVCS INC Domestic 740065107 3,341,250.00 135,000.00 SOLE 135,000.00
PRECISION CASTPARTS CORP Domestic 740189105 2,048,437.50 75,000.00 SOLE 75,000.00
PREMIER BANCSHARES INC. Domestic 739909109 1,404,375.01 105,000.00 SOLE 105,000.00
PREMIER PARKS INC Domestic 740540208 2,556,250.00 100,000.00 SOLE 100,000.00
PREUSSAG AG Ordinary Int5666292 14,493,589.95 257,700.00 SOLE 257,700.00
PRICE T ROWE ASSOC INC Domestic 741477103 17,370,350.00 475,900.00 SOLE 475,900.00
PRIDE INTERNATIONAL INC Domestic 741932107 3,657,187.50 235,000.00 SOLE 235,000.00
PRIMARK CORP Domestic 741903108 3,011,250.00 110,000.00 SOLE 110,000.00
PRIME HOSPITALITY CORP Domestic 741917108 2,061,375.00 239,000.00 SOLE 239,000.00
PRIORITY HEALTHCARE CORP Domestic 74264T102 2,270,000.01 80,000.00 SOLE 80,000.00
PROCTER & GAMBLE CO Domestic 742718109 526,757,400.00 4,502,200.00 SOLE 4,502,200.00
PROFIT RECOVERY GROUP INTL. Domestic 743168106 5,244,284.38 186,050.00 SOLE 186,050.00
PROGRESS SOFTWARE CORP Domestic 743312100 4,655,000.00 95,000.00 SOLE 95,000.00
PROGRESSIVE CORP OHIO Domestic 743315103 18,025,975.00 259,600.00 SOLE 259,600.00
PROJECT SOFTWARE & DEVELOPMENT Domestic 74339P101 6,624,750.00 109,500.00 SOLE 109,500.00
PROMISE CO. LTD. Ordinary Int6703295 4,529,478.59 102,000.00 SOLE 102,000.00
PROTECTIVE LIFE CORP Domestic 743674103 7,181,562.50 245,000.00 SOLE 245,000.00
PROTEIN DESIGN LABS INC. Domestic 74369L103 6,840,000.00 90,000.00 SOLE 90,000.00
PROVIDENT BANKSHARES CORP Domestic 743859100 1,676,625.01 102,000.00 SOLE 102,000.00
PROVIDENT FINANCIAL GROUP Domestic 743866105 5,169,150.00 164,100.00 SOLE 164,100.00
PROVIDENT FINL ORD GBX10.36363 Ordinary Int0268596 2,285,621.01 200,061.00 SOLE 200,061.00
PROVIDIAN FINANCIAL CORP Domestic 74406A102 43,515,518.78 507,100.00 SOLE 507,100.00
PROXIM INC Domestic 744284100 3,735,000.00 45,000.00 SOLE 45,000.00
PRUDENTIAL CORP. PLC ORD Ordinary Int0709954 14,196,819.55 800,000.00 SOLE 800,000.00
PSA PEUGEOT CITROEN Ordinary Int4683827 5,078,122.59 21,400.00 SOLE 21,400.00
PSINET INC Domestic 74437C101 1,507,500.00 20,000.00 SOLE 20,000.00
PSS WORLD MEDICAL INC Domestic 69366A100 2,914,428.13 271,900.00 SOLE 271,900.00
PUB SERV CO OF NEW MEXICO Domestic 744499104 2,752,200.00 166,800.00 SOLE 166,800.00
PUBLIC SVC CO N C INC Domestic 744516105 3,237,500.00 100,000.00 SOLE 100,000.00
PUBLIC SVC ENTERPRISE GROUP Domestic 744573106 28,400,000.00 800,000.00 SOLE 800,000.00
PUBLISHING & BROADCASTING LTD Ordinary Int6637082 4,502,651.68 542,000.00 SOLE 542,000.00
PUGET SOUND ENERGY Domestic 745332106 5,852,250.00 289,000.00 SOLE 289,000.00
PULTE CORP Domestic 745867101 2,446,875.02 135,000.00 SOLE 135,000.00
QANTAS AIRWAYS LIMITED Ordinary Int6710347 5,072,764.52 2,000,000.00 SOLE 2,000,000.00
QBE INSURANCE GROUP Ordinary Int6715740 6,090,866.53 1,225,691.00 SOLE 1,225,691.00
QLOGIC CORP. Domestic 747277101 26,833,500.00 178,000.00 SOLE 178,000.00
QRS CORP Domestic 74726X105 4,700,000.00 50,000.00 SOLE 50,000.00
QUAKER OATS CO Domestic 747402105 34,615,556.26 518,100.00 SOLE 518,100.00
QUALCOMM INC Domestic 747525103 308,712,250.00 2,233,000.00 SOLE 2,233,000.00
QUANEX CORP Domestic 747620102 1,421,250.01 60,000.00 SOLE 60,000.00
QUANTUM CORP-HARD DISK DRIVE Domestic 747906204 5,099,062.51 555,000.00 SOLE 555,000.00
QUEBECOR PRINTING INC Ordinary Int2716231 3,942,578.48 200,000.00 SOLE 200,000.00
QUEENS COUNTY BANCORP Domestic 748242104 2,677,500.00 105,000.00 SOLE 105,000.00
QUESTAR CORP Domestic 748356102 4,689,375.00 305,000.00 SOLE 305,000.00
QUIKSILVER INC Domestic 74838C106 1,294,375.00 95,000.00 SOLE 95,000.00
QUINTILES TRANSNATIONAL CORP. Domestic 748767100 4,508,583.63 224,029.00 SOLE 224,029.00
QUORUM HEALTH Domestic 749084109 3,500,000.00 320,000.00 SOLE 320,000.00
RADIAN GROUP INC Domestic 750236101 7,384,375.00 170,000.00 SOLE 170,000.00
RAILTEX INC Domestic 750766107 275,625.00 15,000.00 SOLE 15,000.00
RAILTRACK GRP Ordinary Int0721293 8,586,599.95 514,400.00 SOLE 514,400.00
RALCORP HOLDINGS INC Domestic 751028101 2,998,800.01 156,800.00 SOLE 156,800.00
RALSTON PURINA GROUP Domestic 751277302 31,920,000.00 1,140,000.00 SOLE 1,140,000.00
RANK GROUP Ordinary Int0724076 1,787,745.49 577,651.00 SOLE 577,651.00
RAS SPA Ordinary Int4718246 2,815,883.38 303,900.00 SOLE 303,900.00
RATIN A/S DKK1 SER 'B' Ordinary Int5402388 2,649,280.76 20,000.00 SOLE 20,000.00
RATIONALE SOFTWARE CORP Domestic 75409P202 18,691,406.25 362,500.00 SOLE 362,500.00
RAYMOND JAMES FINL INC Domestic 754730109 3,237,500.00 185,000.00 SOLE 185,000.00
RAYONIER INC. Domestic 754907103 4,862,750.00 106,000.00 SOLE 106,000.00
RAYTHEON CO Domestic 755111408 16,138,500.00 609,000.00 SOLE 609,000.00
READ-RITE CORP Domestic 755246105 462,500.00 80,000.00 SOLE 80,000.00
READERS DIGEST ASSN INC Domestic 755267101 14,317,187.51 425,000.00 SOLE 425,000.00
RECKITT & COLMAN PLC Ordinary Int0727871 1,138,896.39 106,600.00 SOLE 106,600.00
REEBOK INTL LTD Domestic 758110100 943,312.50 117,000.00 SOLE 117,000.00
REED INTL PLC ADR 2727095 3,984,375.00 125,000.00 SOLE 125,000.00
REGAL BELOIT CORP Domestic 758750103 1,336,562.50 65,000.00 SOLE 65,000.00
REGENERON PHARMACEUTICAL Domestic 75886F107 1,977,500.01 140,000.00 SOLE 140,000.00
REGIONS FINANCIAL CORP Domestic 758940100 9,714,250.00 427,000.00 SOLE 427,000.00
REGIS CORP MINN Domestic 758932107 2,918,437.50 165,000.00 SOLE 165,000.00
RELIANCE STEEL & ALUMINUM Domestic 759509102 3,504,375.00 157,500.00 SOLE 157,500.00
RELIANT ENERGY INC Domestic 75952J108 25,067,418.76 1,052,700.00 SOLE 1,052,700.00
RELIASTAR FINANCIAL CORP Domestic 75952U103 11,116,875.00 330,000.00 SOLE 330,000.00
REMEDY CORP Domestic 759548100 4,507,500.00 120,000.00 SOLE 120,000.00
REMINGTON OIL & GAS CORP Domestic 759594302 127,500.00 40,000.00 SOLE 40,000.00
RENAL CARE GROUP INC Domestic 759930100 4,940,000.00 190,000.00 SOLE 190,000.00
RENTOKIL INITIAL Ordinary Int0732712 3,335,330.70 756,000.00 SOLE 756,000.00
REPSOL S A ADR 2731803 25,725,000.00 1,200,000.00 SOLE 1,200,000.00
REPSOL SA EUR1 Ordinary Int5669354 6,574,650.47 305,500.00 SOLE 305,500.00
REPUBLIC GROUP INC Domestic 760473108 160,650.00 10,200.00 SOLE 10,200.00
REPUBLIC SERVICES INC - CL A Domestic 760759100 3,023,437.51 225,000.00 SOLE 225,000.00
RESMED INC Domestic 761152107 1,839,375.00 45,000.00 SOLE 45,000.00
RESPIRONICS INC Domestic 761230101 640,575.00 65,700.00 SOLE 65,700.00
REUTERS GROUP PLC Ordinary Int0236913 4,766,980.55 330,000.00 SOLE 330,000.00
REUTERS GRP ADR EA RP 6 ADR 2152028 7,785,000.00 90,000.00 SOLE 90,000.00
REXAM Ordinary Int0425045 1,510,169.40 311,500.00 SOLE 311,500.00
REYNOLDS & REYNOLDS CO Domestic 761695105 5,546,250.00 261,000.00 SOLE 261,000.00
REYNOLDS METALS CO Domestic 761763101 17,999,843.79 235,100.00 SOLE 235,100.00
RF MICRO DEVICES INC. Domestic 749941100 2,620,625.01 35,000.00 SOLE 35,000.00
RHI AG ATS100 Ordinary Int4719915 907,624.28 29,550.00 SOLE 29,550.00
RHONE POULENC SA Ordinary Int4736817 44,324,882.12 707,940.00 SOLE 707,940.00
RHONE-POULENC-WT01 Ordinary Int5345944 1,873,620.14 306,540.00 SOLE 306,540.00
RICOH COMPANY LTD Ordinary Int6738220 9,185,185.45 496,000.00 SOLE 496,000.00
RIGGS NATL CORP WASH D C Domestic 766570105 1,106,875.00 110,000.00 SOLE 110,000.00
RINASCENTE Ordinary Int4740034 1,916,114.51 321,600.00 SOLE 321,600.00
RIO TINTO LIMITED Ordinary Int6220103 4,091,151.64 200,000.00 SOLE 200,000.00
RIO TINTO PLC - REG (GBP) Ordinary Int0718875 7,599,018.86 345,000.00 SOLE 345,000.00
RIO TINTO PLC -SPON ADR 2740434 12,189,900.00 136,200.00 SOLE 136,200.00
RITE AID CORP Domestic 767754104 3,768,964.50 486,318.00 SOLE 486,318.00
RJ REYNOLDS TOBACCO HOLDINGS Domestic 76182K105 7,022,604.97 358,983.00 SOLE 358,983.00
RMC GROUP PLC ORD Ordinary Int0726641 2,765,005.10 202,000.00 SOLE 202,000.00
ROBBINS & MYERS INC Domestic 770196103 460,000.00 20,000.00 SOLE 20,000.00
ROBERT HALF INTL INC Domestic 770323103 8,751,750.00 333,400.00 SOLE 333,400.00
ROCHE HLDG LTD ADR 2746142 72,367,557.00 600,000.00 SOLE 600,000.00
ROCHE HLDGS AG Ordinary Int4745772 38,596,043.40 3,200.00 SOLE 3,200.00
ROCKWELL INTL CORP Domestic 773903109 28,129,525.00 589,100.00 SOLE 589,100.00
ROGERS COMMUNICATIONS INC Ordinary Int2169051 4,105,707.81 150,000.00 SOLE 150,000.00
ROHM & HAAS CO Domestic 775371107 33,515,893.20 763,895.00 SOLE 763,895.00
ROHM CO Ordinary Int6747204 105,083,147.33 335,000.00 SOLE 335,000.00
ROLLINS INC Domestic 775711104 339,937.50 22,200.00 SOLE 22,200.00
ROLLINS TRUCK LEASING CORP Domestic 775741101 2,486,250.00 255,000.00 SOLE 255,000.00
ROLLS-ROYCE PLC ORD Ordinary Int0747761 3,132,737.31 810,655.00 SOLE 810,655.00
ROPER INDS INC NEW Domestic 776696106 4,939,062.50 145,000.00 SOLE 145,000.00
ROSLYN BANCORP INC Domestic 778162107 429,687.50 25,000.00 SOLE 25,000.00
ROSS STORES INC Domestic 778296103 5,481,000.00 403,200.00 SOLE 403,200.00
ROWAN COS INC Domestic 779382100 8,103,675.02 388,200.00 SOLE 388,200.00
ROYAL & SUN ALLIANCE Ordinary Int0661689 16,474,588.65 2,129,288.00 SOLE 2,129,288.00
ROYAL APPLIANCE MFG CO Domestic 780076105 88,125.00 18,800.00 SOLE 18,800.00
ROYAL BANK SCOT GRP ORD Ordinary Int0754783 11,367,662.27 652,068.00 SOLE 652,068.00
ROYAL DUTCH PETE CO ADR 2016748 103,540,000.00 1,670,000.00 SOLE 1,670,000.00
ROYAL DUTCH PETE CO ADR 780257804 455,948,000.00 7,354,000.00 SOLE 7,354,000.00
ROYAL DUTCH PETROLEUM (NLG) Ordinary Int5202704 31,257,049.54 498,000.00 SOLE 498,000.00
RPM INC OHIO Domestic 749685103 5,307,843.75 514,700.00 SOLE 514,700.00
RSA SECURITY INC Domestic 749719100 10,187,500.00 163,000.00 SOLE 163,000.00
RTI INTERNATIONAL METALS INC Domestic 74973W107 600,000.00 75,000.00 SOLE 75,000.00
RUBY TUESDAY INC Domestic 781182100 3,037,500.00 180,000.00 SOLE 180,000.00
RUDDICK CORP Domestic 781258108 1,925,625.00 130,000.00 SOLE 130,000.00
RURAL / METRO CORP Domestic 781748108 48,750.00 10,000.00 SOLE 10,000.00
RUSS BERRIE & CO INC Domestic 782233100 2,763,750.02 110,000.00 SOLE 110,000.00
RUSSELL CORP Domestic 782352108 1,060,875.00 69,000.00 SOLE 69,000.00
RWE AG Ordinary Int5007307 24,355,758.32 640,800.00 SOLE 640,800.00
RYANS FAMILY STEAK HOUSES IN Domestic 783519101 1,955,156.26 215,000.00 SOLE 215,000.00
RYDER SYS INC Domestic 783549108 5,350,031.25 223,500.00 SOLE 223,500.00
RYERSON TULL INC Domestic 78375P107 895,050.00 46,800.00 SOLE 46,800.00
RYLAND GROUP INC Domestic 783764103 1,401,562.50 65,000.00 SOLE 65,000.00
S.K.F. AB-B SHS Ordinary Int4767066 2,010,072.64 72,800.00 SOLE 72,800.00
S3 INC Domestic 784849101 2,870,000.00 205,000.00 SOLE 205,000.00
SAFECO CORP Domestic 786429100 6,073,481.27 251,100.00 SOLE 251,100.00
SAFESKIN CORP Domestic 786454108 3,062,500.00 245,000.00 SOLE 245,000.00
SAFEWAY Ordinary Int0049241 0.00 0.00 SOLE 0.00
SAFEWAY INC Domestic 786514208 63,328,387.56 1,663,800.00 SOLE 1,663,800.00
SAGE GROUP PLC (THE) Ordinary Int0802165 4,813,485.67 400,000.00 SOLE 400,000.00
SAI Ordinary Int4767884 11,476,690.60 1,137,700.00 SOLE 1,137,700.00
SAINSBURY (J) ORD Ordinary Int0767640 2,642,149.28 500,000.00 SOLE 500,000.00
SAIPEM Ordinary Int4768768 1,081,697.45 300,000.00 SOLE 300,000.00
SAIRGROUP CHF69(REGD) Ordinary Int5463471 2,284,939.37 10,500.00 SOLE 10,500.00
SAKS INC Domestic 79377W108 8,754,525.01 569,400.00 SOLE 569,400.00
SAKURA BANK LTD Ordinary Int6598714 6,911,375.86 1,100,000.00 SOLE 1,100,000.00
SAMPO INSURANCE CO A SHARE Ordinary Int5226038 3,081,759.06 80,000.00 SOLE 80,000.00
SAN PAOLO-IMI SPA Ordinary Int5556575 21,791,981.29 1,689,000.00 SOLE 1,689,000.00
SANDEN Ordinary Int6775186 498,157.61 95,000.00 SOLE 95,000.00
SANKYO CO Ordinary Int6775283 12,055,933.81 550,000.00 SOLE 550,000.00
SANMINA CORP Domestic 800907107 19,490,900.00 206,800.00 SOLE 206,800.00
SANOFI-SYNTHELABO Ordinary Int5671735 29,298,534.12 744,680.00 SOLE 744,680.00
SANTA FE SNYDER CORPORATION Domestic 80218K105 3,713,870.63 521,245.00 SOLE 521,245.00
SANWA BANK LIMITED Ordinary Int6776747 12,587,386.98 1,077,000.00 SOLE 1,077,000.00
SANWA FIN BERM 1.25% 8/1/05 Intl Conv 5421769 65,009,568.156,327,000,000.0 SOLE 6,327,000,000.00
SANWA SHUTTER Ordinary Int6776781 803,892.69 239,000.00 SOLE 239,000.00
SAP AG Ordinary Int4846288 55,547,269.06 95,200.00 SOLE 95,200.00
SARA LEE CORP Domestic 803111103 57,260,000.00 2,863,000.00 SOLE 2,863,000.00
SAS DANMARK Ordinary Int5065811 551,933.49 50,000.00 SOLE 50,000.00
SAWTEK INC Domestic 805468105 5,925,937.50 90,000.00 SOLE 90,000.00
SBC COMMUNICATIONS INC Domestic 78387G103 468,122,213.27 11,195,748.00 SOLE 11,195,748.00
SCANA CORP Domestic 805898103 9,159,750.01 354,000.00 SOLE 354,000.00
SCHERING AG Ordinary Int4845757 28,218,270.72 230,450.00 SOLE 230,450.00
SCHERING PLOUGH CORP Domestic 806605101 223,926,250.06 4,990,000.00 SOLE 4,990,000.00
SCHINDLER HOLDING AG-REGD Ordinary Int4778842 8,294,033.18 4,650.00 SOLE 4,650.00
SCHLUMBERGER LTD Domestic 806857108 100,441,187.54 1,697,000.00 SOLE 1,697,000.00
SCHNEIDER SA Ordinary Int4834108 19,150,482.29 248,400.00 SOLE 248,400.00
SCHOLASTIC CORP Domestic 807066105 5,480,593.75 83,000.00 SOLE 83,000.00
SCHRODERS ORD GBP1 Ordinary Int0779407 5,423,237.75 284,000.00 SOLE 284,000.00
SCHULMAN A INC Domestic 808194104 1,260,750.00 82,000.00 SOLE 82,000.00
SCHWAB CHARLES CORP NEW Domestic 808513105 105,778,925.06 2,811,400.00 SOLE 2,811,400.00
SCHWEITZER-MAUDUIT INTL INC Domestic 808541106 466,875.00 30,000.00 SOLE 30,000.00
SCHWEIZ-RUCKVERSICHER Ordinary Int4850029 32,947,670.67 17,000.00 SOLE 17,000.00
SCI SYSTEMS INC Domestic 783890106 18,574,500.00 243,600.00 SOLE 243,600.00
SCIENTIFIC ATLANTA INC Domestic 808655104 18,879,987.53 334,900.00 SOLE 334,900.00
SCOT POWER ORD Ordinary Int0690070 10,620,189.84 1,334,300.00 SOLE 1,334,300.00
SCOTT TECHNOLOGIES INC Domestic 810022301 2,092,500.00 120,000.00 SOLE 120,000.00
SCOTTISH & NEWCASTLE PLC Ordinary Int0783969 2,070,651.57 300,200.00 SOLE 300,200.00
SCOTTISH & SOUTHERN ENERGY Ordinary Int0790873 3,897,617.13 464,700.00 SOLE 464,700.00
SCOTTISH POWER PLC - ADR ADR 81013T705 196,686.00 6,244.00 SOLE 6,244.00
SCOTTS CO Domestic 810186106 4,193,750.01 110,000.00 SOLE 110,000.00
SEACOR SMIT INC Domestic 811904101 2,883,750.00 60,000.00 SOLE 60,000.00
SEAGATE TECHNOLOGY Domestic 811804103 29,315,000.00 715,000.00 SOLE 715,000.00
SEAGRAM LTD ADR 811850106 72,269,718.78 1,381,500.00 SOLE 1,381,500.00
SEAGRAM LTD Domestic 811850205 4,815,312.50 95,000.00 SOLE 95,000.00
SEALED AIR CORP NEW Domestic 81211K100 18,926,410.00 316,760.00 SOLE 316,760.00
SEARS CANADA INC. Ordinary Int2787259 11,450,374.33 406,600.00 SOLE 406,600.00
SEARS ROEBUCK & CO Domestic 812387108 35,872,231.25 1,089,100.00 SOLE 1,089,100.00
SEAT-PAGINE Ordinary Int5843642 20,980,615.73 6,900,000.00 SOLE 6,900,000.00
SECOM CO Ordinary Int6791591 20,010,204.66 212,000.00 SOLE 212,000.00
SEI INVESTMENTS CO Domestic 784117103 8,620,000.00 80,000.00 SOLE 80,000.00
SEITEL INC Domestic 816074306 1,317,500.00 170,000.00 SOLE 170,000.00
SEKISUI HOUSE Ordinary Int6793906 2,314,814.88 280,000.00 SOLE 280,000.00
SELECTIVE INS GROUP INC Domestic 816300107 1,666,875.00 105,000.00 SOLE 105,000.00
SEMA GROUP PLC Ordinary Int0172857 36,475,751.48 2,070,800.00 SOLE 2,070,800.00
SEMPRA ENERGY Domestic 816851109 10,153,586.28 576,090.00 SOLE 576,090.00
SENSORMATIC ELECTRS CORP Domestic 817265101 3,175,112.50 193,900.00 SOLE 193,900.00
SEPRACOR INC Domestic 817315104 15,049,475.00 128,800.00 SOLE 128,800.00
SEQUA CORP Domestic 817320104 1,104,031.25 24,500.00 SOLE 24,500.00
SERVICE CORP INTL Domestic 817565104 3,403,262.53 513,700.00 SOLE 513,700.00
SERVICE EXPERTS INC Domestic 817567100 226,875.00 36,300.00 SOLE 36,300.00
SHARED MED SYS CORP Domestic 819486101 2,428,125.00 50,000.00 SOLE 50,000.00
SHAW INDS INC Domestic 820286102 6,713,437.50 465,000.00 SOLE 465,000.00
SHERWIN WILLIAMS CO Domestic 824348106 7,883,362.53 408,200.00 SOLE 408,200.00
SHIMANO INC Ordinary Int6804820 1,766,817.88 100,000.00 SOLE 100,000.00
SHIMIZU CORP. Ordinary Int6804400 1,381,802.77 450,000.00 SOLE 450,000.00
SHISEIDO CO. LTD Ordinary Int6805265 5,150,226.91 345,000.00 SOLE 345,000.00
SHIZUOKA BANK Ordinary Int6805328 7,228,836.18 700,000.00 SOLE 700,000.00
SHOPKO STORES INC Domestic 824911101 2,948,750.00 140,000.00 SOLE 140,000.00
SHOREWOOD PACKAGING CORP Domestic 825229107 2,084,375.01 115,000.00 SOLE 115,000.00
SHOWA DENKO K.K. Ordinary Int6805469 1,246,863.23 1,031,000.00 SOLE 1,031,000.00
SIEBE PLC. Ordinary Int0807041 12,955,029.94 2,345,652.00 SOLE 2,345,652.00
SIEBEL SYSTEMS INC Domestic 826170102 79,202,200.00 1,028,600.00 SOLE 1,028,600.00
SIEMENS A G ADR 2807180 12,634,689.30 100,000.00 SOLE 100,000.00
SIEMENS AG NPV(REGD) Ordinary Int5727973 83,051,249.71 657,300.00 SOLE 657,300.00
SIERRA HEALTH SVCS INC Domestic 826322109 711,550.00 106,400.00 SOLE 106,400.00
SIERRA PACIFIC RESOURCES Domestic 826428104 5,203,662.50 294,200.00 SOLE 294,200.00
SIGCORP INC Domestic 826912107 329,062.50 15,000.00 SOLE 15,000.00
SIGMA ALDRICH CORP Domestic 826552101 6,756,543.77 209,100.00 SOLE 209,100.00
SILICON GRAPHICS INC Domestic 827056102 3,148,437.50 325,000.00 SOLE 325,000.00
SILICON VY BANCSHARES Domestic 827064106 4,160,000.00 80,000.00 SOLE 80,000.00
SILICON VY GROUP INC Domestic 827066101 1,715,937.51 85,000.00 SOLE 85,000.00
SIMPSON INDS INC Domestic 829060102 1,003,437.50 95,000.00 SOLE 95,000.00
SIMPSON MANUFACTURING CO INC. Domestic 829073105 1,500,112.50 36,700.00 SOLE 36,700.00
SINGAPORE AIRLINES Ordinary Int6811734 4,722,804.91 400,000.00 SOLE 400,000.00
SINGAPORE LAND Ordinary Int6811295 771,363.50 317,000.00 SOLE 317,000.00
SINGAPORE PRESS HOLDINGS Ordinary Int6133966 6,465,687.75 310,000.00 SOLE 310,000.00
SINGAPORE TECH ENGINEERING Ordinary Int6043214 2,202,577.17 1,500,000.00 SOLE 1,500,000.00
SINGAPORE TELECOMMUNICATIONS Ordinary Int6810753 4,684,806.73 2,299,000.00 SOLE 2,299,000.00
SIRTI SPA Ordinary Int4811899 1,787,420.26 500,000.00 SOLE 500,000.00
SK TELECOM CO LTD - ADR ADR 78440P108 6,862,500.00 200,000.00 SOLE 200,000.00
SKAND ENSKILDA BKN Ordinary Int4813345 5,664,575.12 565,700.00 SOLE 565,700.00
SKAND ENSKILDA BKN(FPD1/1/99) Ordinary Int5814273 1,126,211.38 113,140.00 SOLE 113,140.00
SKANDIA FORSAKRINGS AB ORD Ordinary Int5461572 9,207,579.37 300,000.00 SOLE 300,000.00
SKANSKA AB Ordinary Int4813431 1,980,044.33 53,900.00 SOLE 53,900.00
SKF AB ADR 2765921 3,482,100.00 127,200.00 SOLE 127,200.00
SKYLINE CORP Domestic 830830105 368,437.50 15,000.00 SOLE 15,000.00
SKYWEST INC Domestic 830879102 3,228,750.00 105,000.00 SOLE 105,000.00
SLI INC Domestic 78442T108 1,136,450.00 95,200.00 SOLE 95,200.00
SLM HOLDINGS CORP Domestic 78442A109 12,025,300.00 293,300.00 SOLE 293,300.00
SMC CORP. Ordinary Int6763965 17,416,667.15 98,000.00 SOLE 98,000.00
SMITH A O CORP Domestic 831865209 2,006,875.01 95,000.00 SOLE 95,000.00
SMITH INTL INC Domestic 832110100 8,324,362.50 159,700.00 SOLE 159,700.00
SMITHFIELD FOODS INC Domestic 832248108 2,934,375.00 150,000.00 SOLE 150,000.00
SMITHKLINE BEECHAM PLC ADR 2817059 42,817,500.02 660,000.00 SOLE 660,000.00
SMITHKLINE BEECHAM PLC Ordinary Int0135656 30,419,884.95 2,340,578.00 SOLE 2,340,578.00
SMITHS INDUSTRIES PLC Ordinary Int0818270 11,380,429.99 749,800.00 SOLE 749,800.00
SMUCKER J M CO Domestic 832696108 1,870,425.00 97,800.00 SOLE 97,800.00
SMURFIT (JEFFERSON) GROUP PLC Ordinary Int0819143 1,269,560.08 614,865.00 SOLE 614,865.00
SNAP ON INC Domestic 833034101 3,262,131.25 121,100.00 SOLE 121,100.00
SNIA BPD Ordinary Int4819406 1,757,676.76 1,684,100.00 SOLE 1,684,100.00
SNYDER COMMUNICATIONS INC Domestic 832914105 5,680,625.01 305,000.00 SOLE 305,000.00
SOCIETE GENERALE DE PARIS ORD Ordinary Int4817756 34,814,632.19 158,000.00 SOLE 158,000.00
SOFTBANK CORP Ordinary Int6770620 24,546,485.95 30,000.00 SOLE 30,000.00
SOLA INTERNATIONAL INC Domestic 834092108 1,190,800.00 91,600.00 SOLE 91,600.00
SOLECTRON CORP Domestic 834182107 80,147,595.06 955,560.00 SOLE 955,560.00
SOLECTRON CORP Domestic Con834182AG2 5,520,000.00 8,000,000.00 SOLE 8,000,000.00
SOLUTIA INC Domestic 834376105 6,718,731.25 424,900.00 SOLE 424,900.00
SOLVAY Ordinary Int4821100 2,541,218.53 31,000.00 SOLE 31,000.00
SONIC CORP Domestic 835451105 2,445,000.01 80,000.00 SOLE 80,000.00
SONOCO PRODS CO Domestic 835495102 9,812,000.00 446,000.00 SOLE 446,000.00
SONY 1.4% BDS 31/3/05 Intl Conv 6821625 55,937,076.411,860,000,000.0 SOLE 1,860,000,000.00
SONY CORP. Ordinary Int6821506 160,031,523.76 666,840.00 SOLE 666,840.00
SOPHUS BERENDSEN DKK20-B(NEW) Ordinary Int5402667 511,228.40 19,500.00 SOLE 19,500.00
SOTHEBYS HLDGS INC Domestic 835898107 6,999,300.00 242,400.00 SOLE 242,400.00
SOUTHDOWN INC Domestic 841297104 6,221,750.00 121,400.00 SOLE 121,400.00
SOUTHERN CO Domestic 842587107 59,523,750.00 2,405,000.00 SOLE 2,405,000.00
SOUTHERN ENERGY HOMES INC Domestic 842814105 52,275.00 24,600.00 SOLE 24,600.00
SOUTHERN UNION CO Domestic 844030106 3,449,062.50 195,000.00 SOLE 195,000.00
SOUTHTRUST CORP Domestic 844730101 20,941,650.02 645,600.00 SOLE 645,600.00
SOUTHWEST AIRLS CO Domestic 844741108 30,211,781.26 1,817,250.00 SOLE 1,817,250.00
SOUTHWEST GAS CORP Domestic 844895102 2,703,125.00 125,000.00 SOLE 125,000.00
SOUTHWESTERN ENERGY CO Domestic 845467109 271,437.50 43,000.00 SOLE 43,000.00
SOVEREIGN BANCORP INC Domestic 845905108 4,231,406.25 590,000.00 SOLE 590,000.00
SPACELABS MED INC Domestic 846247104 360,000.00 20,000.00 SOLE 20,000.00
SPARTAN MTRS INC Domestic 846819100 6,800.00 1,600.00 SOLE 1,600.00
SPECIALTY EQUIPMENT COS Domestic 847497203 1,222,500.00 60,000.00 SOLE 60,000.00
SPEEDFAM-IPEC INC Domestic 847705100 928,193.75 58,700.00 SOLE 58,700.00
SPORTS AUTH INC Domestic 849176102 182,812.50 65,000.00 SOLE 65,000.00
SPRINGS INDS INC Domestic 851783100 2,016,843.77 50,500.00 SOLE 50,500.00
SPRINT CORP (FON GROUP) Domestic 852061100 183,229,800.05 2,891,200.00 SOLE 2,891,200.00
SPRINT CORP (FON GROUP) Domestic 852061506 124,463,062.54 1,311,000.00 SOLE 1,311,000.00
SPS TECHNOLOGIES INC Domestic 784626103 1,643,750.00 50,000.00 SOLE 50,000.00
SPX CORP Domestic 784635104 12,478,421.88 152,875.00 SOLE 152,875.00
ST JUDE MED INC Domestic 790849103 4,568,025.01 158,200.00 SOLE 158,200.00
ST MARY LAND & EXPLORATION Domestic 792228108 1,592,500.00 70,000.00 SOLE 70,000.00
ST PAUL COS INC Domestic 792860108 27,083,062.53 813,000.00 SOLE 813,000.00
STAFFMARK INC. Domestic 852389105 377,343.75 50,000.00 SOLE 50,000.00
STAGECOACH HOLDINGS PLC Ordinary Int0414667 8,385,884.50 2,845,860.00 SOLE 2,845,860.00
STANDARD MICROSYSTEMS CORP Domestic 853626109 885,937.50 75,000.00 SOLE 75,000.00
STANDARD MTR PRODS INC Domestic 853666105 396,875.00 25,000.00 SOLE 25,000.00
STANDARD PACIFIC CP NEW Domestic 85375C101 1,537,500.00 150,000.00 SOLE 150,000.00
STANDARD REGISTER CO Domestic 853887107 1,141,562.50 65,000.00 SOLE 65,000.00
STANDEX INTL CORP Domestic 854231107 431,250.00 23,000.00 SOLE 23,000.00
STANLEY WKS Domestic 854616109 4,764,993.75 166,100.00 SOLE 166,100.00
STAPLES INC Domestic 855030102 46,618,000.00 1,793,000.00 SOLE 1,793,000.00
STARBUCKS CORP Domestic 855244109 17,923,781.25 708,100.00 SOLE 708,100.00
STATE STREET CORP Domestic 857477103 53,535,875.00 718,000.00 SOLE 718,000.00
STEEL DYNAMICS INC Domestic 858119100 440,625.00 25,000.00 SOLE 25,000.00
STEEL TECHNOLOGIES INC Domestic 858147101 791,250.00 60,000.00 SOLE 60,000.00
STEIN MART INC Domestic 858375108 1,007,998.44 194,900.00 SOLE 194,900.00
STERIS CORP Domestic 859152100 2,234,100.00 203,100.00 SOLE 203,100.00
STERLING COMMERCE INC Domestic 859205106 11,838,750.00 385,000.00 SOLE 385,000.00
STERLING SOFTWARE INC Domestic 859547101 7,227,500.00 245,000.00 SOLE 245,000.00
STEWART & STEVENSON SVCS INC Domestic 860342104 1,044,178.14 87,700.00 SOLE 87,700.00
STEWART ENTERPRISES INC Domestic 860370105 1,872,793.75 379,300.00 SOLE 379,300.00
STILLWATER MINING COMPANY Domestic 86074Q102 6,339,375.01 210,000.00 SOLE 210,000.00
STMICROELECTRONICS NV Ordinary Int5701386 43,144,626.96 300,000.00 SOLE 300,000.00
STONE & WEBSTER INC Domestic 861572105 887,500.00 50,000.00 SOLE 50,000.00
STONE ENERGY CORP Domestic 861642106 3,071,250.01 90,000.00 SOLE 90,000.00
STORAGE TECHNOLOGY CORP Domestic 862111200 4,776,406.26 277,900.00 SOLE 277,900.00
STOREBRAND ASA Ordinary Int4852832 5,672,903.70 802,500.00 SOLE 802,500.00
STRIDE RITE CORP Domestic 863314100 1,212,500.00 200,000.00 SOLE 200,000.00
STRUCTURAL DYNAMICS RESH COR Domestic 863555108 904,462.94 80,174.00 SOLE 80,174.00
STRYKER CORP Domestic 863667101 34,671,200.00 456,200.00 SOLE 456,200.00
STURM RUGER & CO INC Domestic 864159108 1,192,075.00 116,300.00 SOLE 116,300.00
SUEZ LYONN EAUX Ordinary Int5286764 13,564,609.12 87,160.00 SOLE 87,160.00
SUEZ LYONN EAUX CERT VALUE GTD Ordinary Int5493962 240,171.76 20,000.00 SOLE 20,000.00
SUEZ LYONN EAUX VVPR STRIP Ordinary Int5519299 1,100.79 107,160.00 SOLE 107,160.00
SUEZ LYONNAISE DES EAUX Ordinary Int4540438 34,012,837.48 217,403.00 SOLE 217,403.00
SUIZA FOODS CORP Domestic 865077101 5,258,250.00 123,000.00 SOLE 123,000.00
SULZER AG Ordinary Int4854719 8,691,767.72 12,000.00 SOLE 12,000.00
SUMITOMO BANK LTD Ordinary Int6858526 12,006,803.05 900,000.00 SOLE 900,000.00
SUMITOMO CHEMICAL CO LTD Ordinary Int6858560 3,130,952.47 630,000.00 SOLE 630,000.00
SUMITOMO CORP Ordinary Int6858946 15,902,778.22 1,374,000.00 SOLE 1,374,000.00
SUMITOMO ELEC INDS Ordinary Int6858708 22,116,402.71 1,900,000.00 SOLE 1,900,000.00
SUMITOMO HEAVY IND Ordinary Int6858731 1,073,318.23 400,000.00 SOLE 400,000.00
SUMITOMO MARINE/FIRE Ordinary Int6858786 3,227,796.76 538,000.00 SOLE 538,000.00
SUMITOMO METAL IND. Ordinary Int6858827 489,418.00 700,000.00 SOLE 700,000.00
SUMITOMO METAL MINING Ordinary Int6858849 1,857,407.47 826,000.00 SOLE 826,000.00
SUMMIT BANCORP Domestic 866005101 10,043,206.27 356,300.00 SOLE 356,300.00
SUMMIT TECHNOLOGY INC Domestic 86627E101 2,541,250.01 190,000.00 SOLE 190,000.00
SUN HUNG KAI PROPERTIES Ordinary Int6859927 3,779,673.31 400,000.00 SOLE 400,000.00
SUN LIFE & PROVINCIAL HLDGS Ordinary Int0861199 378,824.94 48,600.00 SOLE 48,600.00
SUN MICROSYSTEMS INC Domestic 866810104 398,751,150.04 5,361,360.00 SOLE 5,361,360.00
SUNGARD DATA SYS INC Domestic 867363103 12,063,925.00 457,400.00 SOLE 457,400.00
SUNOCO INC Domestic 86764P109 3,748,500.02 168,000.00 SOLE 168,000.00
SUNRISE MED INC Domestic 867910101 275,000.00 50,000.00 SOLE 50,000.00
SUNTRUST BKS INC Domestic 867914103 73,170,682.09 1,216,976.00 SOLE 1,216,976.00
SUPERIOR INDS INTL INC Domestic 868168105 2,351,250.00 90,000.00 SOLE 90,000.00
SUPERVALU INC Domestic 868536103 9,321,000.01 478,000.00 SOLE 478,000.00
SUSQUEHANNA BANCSHARES INC P Domestic 869099101 1,820,812.51 124,500.00 SOLE 124,500.00
SVENSKA CELLULOSA Ordinary Int4865379 21,118,068.40 700,232.00 SOLE 700,232.00
SVENSKA HANDELSBK SER A Ordinary Int5703661 12,742,555.13 964,400.00 SOLE 964,400.00
SVENSKA HANDELSBKN SER B Ordinary Int5703672 655,906.72 54,000.00 SOLE 54,000.00
SWIFT TRANSPORTATION INC Domestic 870756103 2,023,437.50 125,000.00 SOLE 125,000.00
SWIRE PACIFIC Ordinary Int6867748 5,939,486.65 1,050,000.00 SOLE 1,050,000.00
SWISS ARMY BRANDS INC Domestic 870827102 110,025.00 16,300.00 SOLE 16,300.00
SWISSCOM AG-REG Ordinary Int5533976 11,333,758.77 30,000.00 SOLE 30,000.00
SYBRON INTL CORP Domestic 87114F106 7,699,237.50 344,100.00 SOLE 344,100.00
SYKES ENTERPRISES INC Domestic 871237103 3,592,500.00 80,000.00 SOLE 80,000.00
SYLVAN LEARNING SYS INC Domestic 871399101 684,375.00 50,000.00 SOLE 50,000.00
SYMANTEC CORP Domestic 871503108 12,254,900.01 229,600.00 SOLE 229,600.00
SYMBOL TECHNOLOGIES INC Domestic 871508107 20,303,125.01 365,000.00 SOLE 365,000.00
SYMMETRICOM INC Domestic 871543104 328,050.00 32,400.00 SOLE 32,400.00
SYNCOR INTL CORP-DEL Domestic 87157J106 1,101,562.50 50,000.00 SOLE 50,000.00
SYNOPSYS INC Domestic 871607107 14,802,187.50 277,000.00 SOLE 277,000.00
SYNOVUS FINL CORP Domestic 87161C105 17,224,268.77 921,700.00 SOLE 921,700.00
SYSCO CORP Domestic 871829107 47,514,062.51 1,175,000.00 SOLE 1,175,000.00
TABACALERA SA ESP100 Ordinary Int5444012 5,298,221.81 402,000.00 SOLE 402,000.00
TACO CABANA INC. Domestic 873425102 148,750.00 20,000.00 SOLE 20,000.00
TAISEI CORP Ordinary Int6870100 1,251,228.29 697,000.00 SOLE 697,000.00
TAISHO PHARMACEUTICAL CO. Ordinary Int6870144 8,460,884.61 300,000.00 SOLE 300,000.00
TAKARA SHUZO CO LTD Ordinary Int6870382 17,096,561.32 770,000.00 SOLE 770,000.00
TAKEDA CHEM INDS Ordinary Int6870445 58,252,836.10 1,076,000.00 SOLE 1,076,000.00
TAKEFUJI CORPORATION Ordinary Int6876067 4,846,938.91 45,000.00 SOLE 45,000.00
TAKKT AG Ordinary Int5769470 904,753.10 135,500.00 SOLE 135,500.00
TALK.COM INC Domestic 874264104 4,709,250.00 252,000.00 SOLE 252,000.00
TALK.COM INC Domestic 874264997 13,750.00 13,750.00 SOLE 13,750.00
TANDY CORP Domestic 875382103 28,339,875.04 622,000.00 SOLE 622,000.00
TARMAC (ASS ANGLO CSH) Ordinary Int0920670 1,637,144.83 180,000.00 SOLE 180,000.00
TBC CORP Domestic 872180104 262,882.82 43,700.00 SOLE 43,700.00
TCF FINL CORP Domestic 872275102 7,844,331.25 338,300.00 SOLE 338,300.00
TDK CORP Ordinary Int6869302 18,675,170.59 158,000.00 SOLE 158,000.00
TECH DATA CORP Domestic 878237106 3,562,934.38 154,700.00 SOLE 154,700.00
TECHNE CORP Domestic 878377100 5,613,750.00 90,000.00 SOLE 90,000.00
TECHNITROL INC. Domestic 878555101 3,389,375.01 85,000.00 SOLE 85,000.00
TECHNOLOGY SOLUTIONS Domestic 87872T108 7,210,875.00 187,600.00 SOLE 187,600.00
TECNOST SPA Ordinary Int4879659 667,714.46 200,000.00 SOLE 200,000.00
TECO ENERGY INC Domestic 872375100 9,849,375.01 515,000.00 SOLE 515,000.00
TECUMSEH PRODS CO Domestic 878895200 4,163,531.25 89,000.00 SOLE 89,000.00
TEIJIN LIMITED Ordinary Int6880507 2,136,082.81 561,000.00 SOLE 561,000.00
TEIKOKU OIL Ordinary Int6880905 975,529.12 350,000.00 SOLE 350,000.00
TEKTRONIX INC Domestic 879131100 2,861,600.00 78,400.00 SOLE 78,400.00
TELE DANMARK AS Ordinary Int5698790 13,784,538.97 180,000.00 SOLE 180,000.00
TELECOM CORP NEW ZEALAND LTD ADR 2881366 9,483,750.00 270,000.00 SOLE 270,000.00
TELECOM CORP NEW ZEALAND LTD Ordinary Int6881436 4,757,841.39 1,078,800.00 SOLE 1,078,800.00
TELECOM ITALIA SPA Ordinary Int5297506 44,135,510.87 3,242,611.00 SOLE 3,242,611.00
TELECOM ITALIA SPA-SP ADR ADR 2083010 20,212,500.00 150,000.00 SOLE 150,000.00
TELEDYNE TECHNOLOGIES INC Domestic 879360105 1,151,784.37 122,857.00 SOLE 122,857.00
TELEFLEX INC Domestic 879369106 5,572,600.00 163,900.00 SOLE 163,900.00
TELEFONICA PUBLICIDAD E INFO Ordinary Int5706927 1,041,120.94 25,000.00 SOLE 25,000.00
TELEFONICA S. A. ADR 2881098 88,353,936.00 1,227,138.00 SOLE 1,227,138.00
TELEFONICA SA EUR1 Ordinary Int5732524 30,809,411.34 1,301,173.00 SOLE 1,301,173.00
TELEPHONE & DATA SYS INC Domestic 879433100 25,145,000.00 235,000.00 SOLE 235,000.00
TELEVISION BROADCASTS Ordinary Int6881674 10,606,226.16 1,500,000.00 SOLE 1,500,000.00
TELLABS INC Domestic 879664100 88,558,125.00 1,294,000.00 SOLE 1,294,000.00
TELSTRA CORP NPV Ordinary Int6087289 18,008,314.08 3,500,000.00 SOLE 3,500,000.00
TELSTRA CORP-INS RECP(2/11/00) Ordinary Int6181976 2,255,074.41 700,000.00 SOLE 700,000.00
TELXON CORP Domestic 879700102 2,368,000.00 148,000.00 SOLE 148,000.00
TEMPLE-INLAND INC Domestic 879868107 25,731,343.78 389,500.00 SOLE 389,500.00
TENET HEALTHCARE CORP Domestic 88033G100 35,071,931.28 1,332,900.00 SOLE 1,332,900.00
TENNECO AUTOMOTIVE INC Domestic 880349105 2,100,000.00 200,000.00 SOLE 200,000.00
TERADYNE INC Domestic 880770102 33,059,237.51 541,400.00 SOLE 541,400.00
TEREX CORP. Domestic 880779103 660,937.50 25,000.00 SOLE 25,000.00
TERUMO CORPORATION Ordinary Int6885074 8,811,744.38 341,000.00 SOLE 341,000.00
TESCO ORD Ordinary Int0884709 10,580,225.42 3,791,778.00 SOLE 3,791,778.00
TETRA TECH INC NEW Domestic 88162G103 2,170,000.00 155,000.00 SOLE 155,000.00
TETRA TECHNOLOGIES INC DEL Domestic 88162F105 182,812.50 25,000.00 SOLE 25,000.00
TEXACO INC Domestic 881694103 109,080,937.53 1,895,000.00 SOLE 1,895,000.00
TEXAS INDS INC Domestic 882491103 4,558,125.00 110,000.00 SOLE 110,000.00
TEXAS INSTRS INC Domestic 882508104 274,371,348.00 2,716,548.00 SOLE 2,716,548.00
TEXAS UTILS CO HLDG Domestic 882848104 36,050,625.02 986,000.00 SOLE 986,000.00
TEXTRON INC Domestic 883203101 44,589,625.06 622,000.00 SOLE 622,000.00
THE BANK OF TOKYO-MITSUBISHI Ordinary Int6070364 25,785,903.98 1,955,000.00 SOLE 1,955,000.00
THE PMI GROUP INC. Domestic 69344M101 8,825,725.01 196,400.00 SOLE 196,400.00
THERAGENICS CORP Domestic 883375107 503,125.00 50,000.00 SOLE 50,000.00
THERMO ELECTRON CORP Domestic 883556102 7,906,250.00 550,000.00 SOLE 550,000.00
THOMAS & BETTS CORP Domestic 884315102 3,501,093.76 106,700.00 SOLE 106,700.00
THOMAS INDS INC Domestic 884425109 1,019,700.00 52,800.00 SOLE 52,800.00
THOR INDUSTRIES INC Domestic 885160101 1,946,525.00 68,600.00 SOLE 68,600.00
THQ INC. Domestic 872443403 1,575,000.00 60,000.00 SOLE 60,000.00
THREE-FIVE SYSTEMS INC Domestic 88554L108 4,037,500.00 100,000.00 SOLE 100,000.00
THUS PLC - W/I Ordinary Int0877389 2,386,988.44 400,000.00 SOLE 400,000.00
THYSSEN KRUPP AG NPV Ordinary Int5636927 13,427,758.43 424,400.00 SOLE 424,400.00
TI GROUP ORD GBPO.25 Ordinary Int0868673 4,638,083.18 626,100.00 SOLE 626,100.00
TIDEWATER INC Domestic 886423102 3,561,250.00 110,000.00 SOLE 110,000.00
TIETO CORP-B SHS Ordinary Int5479702 3,004,715.09 50,000.00 SOLE 50,000.00
TIFFANY & CO NEW Domestic 886547108 21,866,250.00 255,000.00 SOLE 255,000.00
TIM SPA -TELECOM ITALIA MOBILE Ordinary Int4876746 35,804,175.79 3,440,700.00 SOLE 3,440,700.00
TIMBERLAND CO Domestic 887100105 4,269,062.50 95,000.00 SOLE 95,000.00
TIME WARNER INC Domestic 887315109 331,638,125.07 4,165,000.00 SOLE 4,165,000.00
TIMES MIRROR CO Domestic 887364107 15,610,568.77 236,300.00 SOLE 236,300.00
TIMKEN CO Domestic 887389104 3,698,993.76 186,700.00 SOLE 186,700.00
TITAN INTERNATIONAL INC Domestic 88830M102 625,000.00 100,000.00 SOLE 100,000.00
TJX COS INC NEW Domestic 872540109 18,072,600.00 926,800.00 SOLE 926,800.00
TNP ENTERPRISES INC Domestic 872594106 2,299,687.50 55,000.00 SOLE 55,000.00
TNT POST GROUP NV Ordinary Int5481558 12,990,712.60 465,100.00 SOLE 465,100.00
TOA CORP Ordinary Int6894508 539,965.99 450,000.00 SOLE 450,000.00
TODA Ordinary Int6893884 755,857.93 200,000.00 SOLE 200,000.00
TOEI Ordinary Int6895181 1,184,807.28 200,000.00 SOLE 200,000.00
TOHOKU ELECTRIC POWER Ordinary Int6895266 740,504.55 55,000.00 SOLE 55,000.00
TOKAI BANK Ordinary Int6895341 3,905,895.81 650,000.00 SOLE 650,000.00
TOKIO MARINE & FIRE INS. ORD Ordinary Int6894768 3,718,707.59 348,000.00 SOLE 348,000.00
TOKYO ELECTRIC POWER CO Ordinary Int6895404 24,589,947.77 910,000.00 SOLE 910,000.00
TOKYO ELECTRON LTD Ordinary Int6895675 24,954,649.23 213,000.00 SOLE 213,000.00
TOKYO GAS CO. LTD Ordinary Int6895448 1,150,566.93 516,000.00 SOLE 516,000.00
TOKYO STYLE Ordinary Int6896645 420,445.98 50,000.00 SOLE 50,000.00
TOKYU CORP Ordinary Int6896548 470,521.57 200,000.00 SOLE 200,000.00
TOLL BROS INC Domestic 889478103 2,985,937.50 175,000.00 SOLE 175,000.00
TOMKINS PLC ADR 2896177 1,576,575.00 100,100.00 SOLE 100,100.00
TOMKINS PLC Ordinary Int0896265 320,104.62 87,100.00 SOLE 87,100.00
TOMMY HILFIGER CP Domestic G8915Z102 479,687.50 25,000.00 SOLE 25,000.00
TORAY INDUSTRIES Ordinary Int6897143 4,353,174.73 1,097,000.00 SOLE 1,097,000.00
TORCHMARK CORP Domestic 891027104 13,168,175.00 475,600.00 SOLE 475,600.00
TORO CO Domestic 891092108 2,278,500.00 62,000.00 SOLE 62,000.00
TORONTO-DOMINION BANK Ordinary Int2897222 4,780,548.53 200,000.00 SOLE 200,000.00
TOSCO CORP Domestic 891490302 20,085,000.00 780,000.00 SOLE 780,000.00
TOSHIBA CORP Ordinary Int6897217 7,218,915.55 925,000.00 SOLE 925,000.00
TOSTEM CORP. Ordinary Int6900212 1,013,454.30 64,000.00 SOLE 64,000.00
TOTAL FINA SA ADR 2898032 46,149,665.27 747,363.00 SOLE 747,363.00
TOTAL RENAL CARE HOLDINGS Domestic 89151A107 1,504,537.50 227,100.00 SOLE 227,100.00
TOTAL SA-B Ordinary Int4905413 54,569,940.52 442,685.00 SOLE 442,685.00
TOWER AUTOMOTIVE INC Domestic 891707101 3,292,812.50 205,000.00 SOLE 205,000.00
TOYOTA MOTOR CORP Ordinary Int6900643 51,020,409.61 1,200,000.00 SOLE 1,200,000.00
TOYS R US INC Domestic 892335100 7,012,400.00 596,800.00 SOLE 596,800.00
TRANSACTION SYS ARCH Domestic 893416107 3,880,268.75 162,100.00 SOLE 162,100.00
TRANSOCEAN SEDCO FOREX INC Domestic G90078109 16,441,632.55 490,795.00 SOLE 490,795.00
TREDEGAR CORP Domestic 894650100 3,357,500.00 170,000.00 SOLE 170,000.00
TRELLEBORG AB-B SHS Ordinary Int4902384 1,973,052.72 225,000.00 SOLE 225,000.00
TRENWICK GROUP INC Domestic 895290104 1,431,625.00 88,100.00 SOLE 88,100.00
TRIARC COMPANIES Domestic 895927101 1,805,000.00 95,000.00 SOLE 95,000.00
TRIBUNE CO NEW Domestic 896047107 48,913,000.00 954,400.00 SOLE 954,400.00
TRIBUNE CO NEW Domestic Con896047305 63,656,250.00 500,000.00 SOLE 500,000.00
TRICON GLOBAL RESTAURANTS Domestic 895953107 10,191,568.75 279,700.00 SOLE 279,700.00
TRIGON HEALTHCARE INC Domestic 89618L100 5,553,281.25 179,500.00 SOLE 179,500.00
TRIMBLE NAV LTD Domestic 896239100 3,298,750.00 140,000.00 SOLE 140,000.00
TRINITY INDS INC Domestic 896522109 3,107,812.50 117,000.00 SOLE 117,000.00
TRUE NORTH COMMS INC Domestic 897844106 9,803,750.00 220,000.00 SOLE 220,000.00
TRUSTCO BK CORP N Y Domestic 898349105 2,126,250.00 180,000.00 SOLE 180,000.00
TRW INC Domestic 872649108 17,001,731.25 350,100.00 SOLE 350,100.00
TSUBAKIMOTO CHAIN Ordinary Int6906704 1,330,309.94 400,000.00 SOLE 400,000.00
TUBOSCOPE INC Domestic 898600101 1,921,875.00 150,000.00 SOLE 150,000.00
TUPPERWARE CORPORATION Domestic 899896104 2,210,625.00 135,000.00 SOLE 135,000.00
TYCO INTERNATIONAL LTD Domestic 902124106 188,665,021.03 5,760,764.00 SOLE 5,760,764.00
TYSON FOODS INC Domestic 902494103 14,634,625.00 883,600.00 SOLE 883,600.00
U S FOODSERVICE Domestic 90331R101 7,581,000.00 399,000.00 SOLE 399,000.00
U S HOME CORP Domestic 911920106 1,430,000.00 55,000.00 SOLE 55,000.00
U S TRUST CORP Domestic 91288L105 7,098,750.00 90,000.00 SOLE 90,000.00
U S WEST INC NEW Domestic 91273H101 123,120,309.16 1,868,999.00 SOLE 1,868,999.00
U.S. BANCORP Domestic 902973106 52,240,256.27 2,341,300.00 SOLE 2,341,300.00
UBE INDUSTRIES LTD Ordinary Int6910705 3,774,282.05 1,858,000.00 SOLE 1,858,000.00
UBS AG(UNITED BK) Ordinary Int5485958 46,208,694.30 170,776.00 SOLE 170,776.00
UCAR INTERNATIONAL INC. Domestic 90262K109 2,606,250.00 139,000.00 SOLE 139,000.00
UCB NEW SHS Ordinary Int5596991 7,982,783.25 190,000.00 SOLE 190,000.00
ULTRAMAR DIAMOND SHAMROCK Domestic 904000106 7,077,000.00 337,000.00 SOLE 337,000.00
ULTRATECH STEPPER INC. Domestic 904034105 1,265,625.00 90,000.00 SOLE 90,000.00
UNICOM CORP Domestic 904911104 34,682,300.00 950,200.00 SOLE 950,200.00
UNICREDITO ITALIANO SPA Ordinary Int4232445 19,221,383.32 4,252,600.00 SOLE 4,252,600.00
UNIDANMARK Ordinary Int4914185 4,456,862.95 68,000.00 SOLE 68,000.00
UNIFI INC Domestic 904677101 2,620,312.50 215,000.00 SOLE 215,000.00
UNILEVER N V ADR 2416542 33,589,245.00 589,285.00 SOLE 589,285.00
UNILEVER N V ADR 904784709 94,164,000.00 1,652,000.00 SOLE 1,652,000.00
UNILEVER NV CVA Ordinary Int5640898 7,429,607.49 131,500.00 SOLE 131,500.00
UNILEVER NV-CUM PREF Ordinary Int5682179 1,863,847.88 360,000.00 SOLE 360,000.00
UNILEVER ORD Ordinary Int0574873 16,243,486.55 2,063,203.00 SOLE 2,063,203.00
UNION CARBIDE CORP Domestic 905581104 35,917,125.03 539,600.00 SOLE 539,600.00
UNION ELECTRICA FENOSA SA Ordinary Int4913223 4,300,081.15 230,000.00 SOLE 230,000.00
UNION MINIERE SA Ordinary Int4005001 1,544,988.55 40,000.00 SOLE 40,000.00
UNION PACIFIC CAP 6.25% Domestic 907824205 0.00 0.00 SOLE 0.00
UNION PACIFIC CAP 6.25% Domestic 907824403 0.00 0.00 SOLE 0.00
UNION PACIFIC CORP Domestic 907818108 40,126,710.64 875,890.00 SOLE 875,890.00
UNION PACIFIC RES GROUP INC Domestic 907834105 13,567,500.02 1,080,000.00 SOLE 1,080,000.00
UNION PLANTERS CORP Domestic 908068109 10,000,406.25 288,300.00 SOLE 288,300.00
UNISYS CORP Domestic 909214108 15,373,050.00 508,200.00 SOLE 508,200.00
UNITED BANKSHARES INC W VA Domestic 909907107 4,632,187.50 202,500.00 SOLE 202,500.00
UNITED HEALTHCARE CORP Domestic 910581107 47,192,062.53 789,000.00 SOLE 789,000.00
UNITED ILLUMINATING CO Domestic 910637107 2,811,875.00 55,000.00 SOLE 55,000.00
UNITED INDUSTRIAL CORP. Ordinary Int6916532 255,079.41 448,000.00 SOLE 448,000.00
UNITED NATURAL FOODS INC. Domestic 911163103 361,875.00 30,000.00 SOLE 30,000.00
UNITED NEWS & MEDIA PLC Ordinary Int0916721 12,736,730.01 917,800.00 SOLE 917,800.00
UNITED OVERSEAS BANK Ordinary Int6916781 1,452,514.23 158,400.00 SOLE 158,400.00
UNITED STATIONERS INC Domestic 913004107 3,047,500.00 115,000.00 SOLE 115,000.00
UNITED TECHNOLOGIES CORP Domestic 913017109 106,250,506.30 1,645,700.00 SOLE 1,645,700.00
UNITED UTILITIES Ordinary Int0646233 9,090,004.65 798,527.00 SOLE 798,527.00
UNITED WTR RES INC Domestic 913190104 5,982,812.50 175,000.00 SOLE 175,000.00
UNITRIN INC Domestic 913275103 6,774,687.50 190,000.00 SOLE 190,000.00
UNIVERSAL CORP VA Domestic 913456109 2,571,250.00 110,000.00 SOLE 110,000.00
UNIVERSAL FOODS CORP Domestic 913538104 3,969,412.50 210,300.00 SOLE 210,300.00
UNIVERSAL FOREST PROD INC Domestic 913543104 1,357,768.75 98,300.00 SOLE 98,300.00
UNIVERSAL HEALTH SVCS INC Domestic 913903100 6,646,875.01 150,000.00 SOLE 150,000.00
UNIVISION COMMUNICATIONS - A Domestic 914906102 37,235,037.51 367,300.00 SOLE 367,300.00
UNOCAL CORP Domestic 915289102 18,775,737.53 590,200.00 SOLE 590,200.00
UNUMPROVIDENT CORP Domestic 91529Y106 21,950,522.26 753,666.00 SOLE 753,666.00
UPM KYMMENE OY Ordinary Int5051252 21,961,436.94 551,000.00 SOLE 551,000.00
URS CORP. Domestic 903236107 1,120,625.00 55,000.00 SOLE 55,000.00
US AIRWAYS GROUP INC. Domestic 911905107 3,797,500.01 140,000.00 SOLE 140,000.00
US ONCOLOGY INC. Domestic 90338W103 1,830,625.00 290,000.00 SOLE 290,000.00
USA DETERGENTS INC. Domestic 902938109 82,225.00 28,600.00 SOLE 28,600.00
USA NETWORKS INC Domestic 902984103 9,850,000.00 200,000.00 SOLE 200,000.00
USFREIGHTWAYS CORP Domestic 916906100 4,306,250.00 100,000.00 SOLE 100,000.00
USG CORP NEW Domestic 903293405 8,585,000.00 202,000.00 SOLE 202,000.00
USHIO INC Ordinary Int6918981 16,102,466.45 939,000.00 SOLE 939,000.00
USINOR Ordinary Int4894544 1,949,726.24 100,000.00 SOLE 100,000.00
UST CORP Domestic 902900109 0.00 0.00 SOLE 0.00
UST INC Domestic 902911106 16,290,750.00 620,600.00 SOLE 620,600.00
USX-MARATHON GROUP Domestic 902905827 30,606,250.03 1,180,000.00 SOLE 1,180,000.00
USX-U S STL GROUP Domestic 90337T101 9,666,037.52 320,200.00 SOLE 320,200.00
UTD BISCUITS(HLDGS) PLC Ordinary Int0270795 1,753,556.50 399,331.00 SOLE 399,331.00
UTILICORP UNITED INC Domestic 918005109 7,195,312.50 375,000.00 SOLE 375,000.00
V F CORP Domestic 918204108 6,733,825.01 225,400.00 SOLE 225,400.00
VA TECHNOLOGIE AG Ordinary Int4921635 1,017,183.91 14,850.00 SOLE 14,850.00
VALASSIS COMMUNICATIONS INC Domestic 918866104 10,416,250.00 260,000.00 SOLE 260,000.00
VALENCE TECHNOLOGY INC Domestic 918914102 2,340,000.00 120,000.00 SOLE 120,000.00
VALEO ADR 2939384 6,223,740.44 80,250.00 SOLE 80,250.00
VALEO Ordinary Int4937579 16,971,930.32 218,830.00 SOLE 218,830.00
VALEO WARRANTS Ordinary Int5516803 61,635.18 25,000.00 SOLE 25,000.00
VALERO ENERGY CORP Domestic 91913Y100 4,740,000.00 240,000.00 SOLE 240,000.00
VALLEHERMOSO SA ESP 165 Ordinary Int5504789 8,080,844.81 1,127,000.00 SOLE 1,127,000.00
VALMONT INDS INC Domestic 920253101 2,303,437.50 136,500.00 SOLE 136,500.00
VALORA HOLDING Ordinary Int4581619 3,067,645.18 10,450.00 SOLE 10,450.00
VARCO INTL INC Domestic 922126107 2,030,925.00 208,300.00 SOLE 208,300.00
VARIAN MEDICAL SYSTEMS INC Domestic 92220P105 4,200,000.00 140,000.00 SOLE 140,000.00
VARITRONIX INTERNATIONAL LTD Ordinary Int6926854 2,406,469.15 1,082,000.00 SOLE 1,082,000.00
VEBA AG Ordinary Int4942904 44,108,293.00 837,000.00 SOLE 837,000.00
VENTURE MFG (SINGAPORE) LTD Ordinary Int6927374 3,521,126.76 250,000.00 SOLE 250,000.00
VERITAS SOFTWARE CORP Domestic 923436109 144,270,000.00 1,145,000.00 SOLE 1,145,000.00
VERITY INC Domestic 92343C106 3,753,750.00 110,000.00 SOLE 110,000.00
VERTEX PHARMACEUTICALS INC Domestic 92532F100 4,499,375.00 115,000.00 SOLE 115,000.00
VIACOM INC Domestic 925524308 147,379,750.00 2,597,000.00 SOLE 2,597,000.00
VIAD CORP. Domestic 92552R109 9,490,000.00 365,000.00 SOLE 365,000.00
VIAG AG NPV Ordinary Int5761584 4,571,840.94 217,100.00 SOLE 217,100.00
VICOR CORP Domestic 925815102 8,600,000.00 215,000.00 SOLE 215,000.00
VIGNETTE CORPORATION Domestic 926734104 4,575,000.00 25,000.00 SOLE 25,000.00
VINTAGE PETE INC Domestic 927460105 2,918,906.25 239,500.00 SOLE 239,500.00
VISHAY INTERTECHNOLOGY INC Domestic 928298108 12,026,500.00 359,000.00 SOLE 359,000.00
VISX INC Domestic 92844S105 11,820,375.01 237,000.00 SOLE 237,000.00
VITAL SIGNS INC Domestic 928469105 2,149,375.00 95,000.00 SOLE 95,000.00
VITESSE SEMICONDUCTOR CORP. Domestic 928497106 27,395,625.00 570,000.00 SOLE 570,000.00
VIVENDI Ordinary Int5687237 102,024,814.48 1,150,847.00 SOLE 1,150,847.00
VLASIC FOODS INTERNATIONAL Domestic 928559103 847,637.50 163,400.00 SOLE 163,400.00
VNU N.V. Ordinary Int4970950 6,620,440.28 128,000.00 SOLE 128,000.00
VODAFONE AIRTOUCH PLC ADR ADR 2726445 50,437,500.00 1,000,000.00 SOLE 1,000,000.00
VODAFONE GROUP PLC Ordinary Int0719210 81,945,452.41 16,482,975.00 SOLE 16,482,975.00
VOICESTREAM WIRELESS CORP Domestic 928615103 4,005,000.00 40,000.00 SOLE 40,000.00
VOLKSWAGEN A G ADR 2930484 16,579,200.00 1,500,000.00 SOLE 1,500,000.00
VOLKSWAGEN AG Ordinary Int5497102 442,129.70 8,000.00 SOLE 8,000.00
VOLT INFORMATION SCIENCES IN Domestic 928703107 1,395,000.00 62,000.00 SOLE 62,000.00
VOLVO AB SWE ADR 2930592 7,801,875.00 285,000.00 SOLE 285,000.00
VULCAN MATLS CO Domestic 929160109 14,723,437.50 349,000.00 SOLE 349,000.00
WABASH NATL CORP Domestic 929566107 1,600,275.00 112,300.00 SOLE 112,300.00
WACHOVIA CORP NEW Domestic 929771103 38,447,500.00 591,500.00 SOLE 591,500.00
WACOAL CORP Ordinary Int6932204 2,906,009.14 361,000.00 SOLE 361,000.00
WADDELL & REED FINL CL B Domestic 930059100 401,250.00 15,000.00 SOLE 15,000.00
WAL-MART STORES INC Domestic 931142103 984,265,500.02 15,128,000.00 SOLE 15,128,000.00
WALGREEN CO Domestic 931422109 110,218,900.00 3,643,600.00 SOLE 3,643,600.00
WALLACE COMPUTER SVCS INC Domestic 932270101 1,490,625.00 90,000.00 SOLE 90,000.00
WARNACO GROUP INC Domestic 934390105 3,119,100.00 224,800.00 SOLE 224,800.00
WARNER LAMBERT CO Domestic 934488107 267,892,176.25 3,085,871.00 SOLE 3,085,871.00
WASHINGTON GAS LT CO Domestic 938837101 5,199,425.00 204,400.00 SOLE 204,400.00
WASHINGTON MUT INC Domestic 939322103 51,288,000.00 2,137,000.00 SOLE 2,137,000.00
WASHINGTON POST CO Domestic 939640108 21,783,500.00 38,000.00 SOLE 38,000.00
WASTE MANAGEMENT INC NEW Domestic 94106L109 35,642,491.64 2,119,999.50 SOLE 2,119,999.50
WATER PIK TECHNOLOGIES Domestic 94113U100 153,781.26 18,500.00 SOLE 18,500.00
WATERS INC Domestic 941848103 11,725,937.50 239,000.00 SOLE 239,000.00
WATKINS JOHNSON CO Domestic 942486101 486,000.00 12,000.00 SOLE 12,000.00
WATSCO INC. Domestic 942622200 670,312.50 55,000.00 SOLE 55,000.00
WATSON PHARMACEUTICALS INC Domestic 942683103 11,462,500.01 280,000.00 SOLE 280,000.00
WATTS INDS INC Domestic 942749102 607,500.00 45,000.00 SOLE 45,000.00
WAUSAU-MOSINEE PAPER CORP Domestic 943315101 2,618,437.50 245,000.00 SOLE 245,000.00
WBL CORPORATION LTD Ordinary Int6944908 1,534,755.77 637,000.00 SOLE 637,000.00
WD 40 CO Domestic 929236107 1,436,406.26 72,500.00 SOLE 72,500.00
WEATHERFORD INTL INC Domestic 947074100 12,856,250.01 340,000.00 SOLE 340,000.00
WEBS INDEX FD INC JAPAN WEBS ADR 2373799 45,753,000.00 3,050,200.00 SOLE 3,050,200.00
WEBSTER FINANCIAL CORP Domestic 947890109 552,343.75 25,000.00 SOLE 25,000.00
WELLMAN INC Domestic 949702104 2,915,625.00 150,000.00 SOLE 150,000.00
WELLPOINT HEALTH NETWOKS Domestic 94973H108 25,070,743.75 346,700.00 SOLE 346,700.00
WELLS FARGO & CO (NEW) Domestic 949746101 220,281,550.01 5,749,600.00 SOLE 5,749,600.00
WENDYS INTL INC Domestic 950590109 8,331,337.53 408,900.00 SOLE 408,900.00
WERNER ENTERPRISES INC Domestic 950755108 2,887,500.00 210,000.00 SOLE 210,000.00
WESLEY JESSEN VISIONCARE Domestic 951018100 2,429,375.00 65,000.00 SOLE 65,000.00
WEST JAPAN RAILWAY CO. Ordinary Int6957995 9,353,741.75 3,000.00 SOLE 3,000.00
WESTAMERICA BANCORPORATION Domestic 957090103 2,456,250.00 100,000.00 SOLE 100,000.00
WESTFIELD HOLDINGS AUD0.20 Ordinary Int6054142 5,002,668.14 840,000.00 SOLE 840,000.00
WESTPAC BANK CORP Ordinary Int6076146 6,787,101.80 1,008,044.00 SOLE 1,008,044.00
WESTPOINT STEVENS INC Domestic 961238102 3,487,500.00 200,000.00 SOLE 200,000.00
WESTVACO CORP Domestic 961548104 16,063,250.00 469,000.00 SOLE 469,000.00
WESTWOOD ONE INC Domestic 961815107 17,019,906.25 224,500.00 SOLE 224,500.00
WET SEAL INC - CL A Domestic 961840105 275,000.00 25,000.00 SOLE 25,000.00
WEYERHAEUSER CO Domestic 962166104 58,183,250.04 844,000.00 SOLE 844,000.00
WHARF HLDGS Ordinary Int6435576 1,502,865.61 702,100.00 SOLE 702,100.00
WHEELOCK & COMPANY LTD Ordinary Int6981488 1,876,980.63 2,000,000.00 SOLE 2,000,000.00
WHIRLPOOL CORP Domestic 963320106 16,851,575.00 272,900.00 SOLE 272,900.00
WHITBREAD PLC ORD Ordinary Int0960502 6,795,655.12 677,291.00 SOLE 677,291.00
WHITMAN CORPORATION NEW Domestic 96647R107 4,248,625.00 331,600.00 SOLE 331,600.00
WHITNEY HLDG CORP Domestic 966612103 3,152,812.51 90,000.00 SOLE 90,000.00
WHITTMAN-HART INC Domestic 966834103 10,854,062.50 235,000.00 SOLE 235,000.00
WHOLE FOODS MKT INC Domestic 966837106 5,117,500.00 115,000.00 SOLE 115,000.00
WHX CORP Domestic 929248102 214,062.50 25,000.00 SOLE 25,000.00
WICOR INC Domestic 929253102 4,350,000.00 150,000.00 SOLE 150,000.00
WIENERBERGER BAUST NPV Ordinary Int5699373 4,508,664.90 205,000.00 SOLE 205,000.00
WILLAMETTE INDS INC Domestic 969133107 24,244,550.00 518,600.00 SOLE 518,600.00
WILLIAMS Ordinary Int0290317 8,752,568.15 1,793,199.00 SOLE 1,793,199.00
WILLIAMS COS INC Domestic 969457100 47,085,775.06 1,457,200.00 SOLE 1,457,200.00
WILLIAMS SONOMA INC Domestic 969904101 7,198,875.00 213,300.00 SOLE 213,300.00
WILMINGTON TR CORP Domestic 971807102 6,894,925.00 142,900.00 SOLE 142,900.00
WILSON (CONNOLLY) HLDDNGS PLC Ordinary Int0970404 1,109,538.08 400,000.00 SOLE 400,000.00
WINN DIXIE STORES INC Domestic 974280109 6,376,950.01 266,400.00 SOLE 266,400.00
WINNEBAGO INDS INC Domestic 974637100 1,481,250.00 75,000.00 SOLE 75,000.00
WINSTAR COMMUNICATIONS INC. Domestic 975515107 377,500.00 5,000.00 SOLE 5,000.00
WISCONSIN CENT TRANSN CORP Domestic 976592105 2,416,562.50 190,000.00 SOLE 190,000.00
WISCONSIN ENERGY CORP Domestic 976657106 8,557,500.00 420,000.00 SOLE 420,000.00
WM-DATA AB-B SHS Ordinary Int4976903 11,242,252.95 179,000.00 SOLE 179,000.00
WMC LTD ADR 2954912 1,692,187.50 75,000.00 SOLE 75,000.00
WMC LTD Ordinary Int6954985 7,365,390.58 1,300,000.00 SOLE 1,300,000.00
WOLTERS KLUWER CVA EURO.12 Ordinary Int5671519 5,237,874.85 137,400.00 SOLE 137,400.00
WOLVERINE TUBE INC Domestic 978093102 348,437.50 25,000.00 SOLE 25,000.00
WOLVERINE WORLD WIDE INC Domestic 978097103 1,489,250.00 148,000.00 SOLE 148,000.00
WOODSIDE PETROLEUM Ordinary Int6979728 19,626,987.10 2,660,000.00 SOLE 2,660,000.00
WOOLWORTHS LIMITED Ordinary Int6981239 3,841,364.96 1,125,646.00 SOLE 1,125,646.00
WORTHINGTON INDS INC Domestic 981811102 6,246,400.00 390,400.00 SOLE 390,400.00
WPP GROUP PLC Ordinary Int0974042 17,689,131.80 1,124,000.00 SOLE 1,124,000.00
WRIGLEY WM JR CO Domestic 982526105 32,466,875.01 410,000.00 SOLE 410,000.00
WYNNS INTL INC Domestic 983195108 1,167,343.75 77,500.00 SOLE 77,500.00
X-RITE INC Domestic 983857103 277,500.00 40,000.00 SOLE 40,000.00
XEROX CORP Domestic 984121103 36,810,937.54 1,570,600.00 SOLE 1,570,600.00
XILINX INC Domestic 983919101 35,958,450.01 818,400.00 SOLE 818,400.00
XIRCOM Domestic 983922105 6,402,968.75 107,500.00 SOLE 107,500.00
YAHOO! INC. Domestic 984332106 321,806,250.00 900,000.00 SOLE 900,000.00
YAMANOCHI PHARMACEUTICAL Intl Conv 4985244 11,054,422.09 500,000,000.00 SOLE 500,000,000.00
YAMANOUCHI PHARM Ordinary Int6985383 15,433,673.90 330,000.00 SOLE 330,000.00
YAMATO KOGYO CO. LTD Ordinary Int6985446 1,298,185.98 300,000.00 SOLE 300,000.00
YELLOW CORP Domestic 985509108 1,672,475.01 100,600.00 SOLE 100,600.00
YOKOGOWA ELECTRIC Ordinary Int6986427 779,686.34 121,000.00 SOLE 121,000.00
YORK INTL Domestic 986670107 4,681,812.50 173,000.00 SOLE 173,000.00
YOSHITOMI PHARMACEUTICAL IND Ordinary Int6987505 4,353,741.61 320,000.00 SOLE 320,000.00
YOUNG & RUBICAM INC. Domestic 987425105 5,236,875.00 90,000.00 SOLE 90,000.00
YUE YUEN INDUSTRIAL HLDG Ordinary Int6988995 2,481,214.12 1,000,000.00 SOLE 1,000,000.00
ZALE CORP Domestic 988858106 7,090,000.00 160,000.00 SOLE 160,000.00
ZEBRA TECHNOLOGIES CORP Domestic 989207105 7,784,687.50 145,000.00 SOLE 145,000.00
ZENITH NATL INS CORP Domestic 989390109 635,625.00 30,000.00 SOLE 30,000.00
ZIONS BANCORPORATION Domestic 989701107 17,609,375.00 350,000.00 SOLE 350,000.00
ZIXIT CORPORATION Domestic 98974P100 937,500.00 25,000.00 SOLE 25,000.00
ZURICH ALLIED AG - NEW Ordinary Int5486779 16,671,346.53 31,100.00 SOLE 31,100.00
55,199,228,782.212,110,394,817.81 12,110,394,817.81
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