UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 03/31/1999
Check here if this is an Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this report:
Name: OTR - Nominee Name for The State Teachers Retirement Board of Ohio
Address: 275 East Broad Street
Columbus, Ohio 43215
13F File Number:
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
OTR, Nominee Name for the State Teachers Retirement Board of Ohio:
Name: Stephen A. Mitchell
Title: Deputy Executive Director, Investments
Telephone: 614-227-4003
Signature, Place, and Date of Signing:
/s/ STEPHEN A. MITCHELL Columbus, Ohio 04/16/1999
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT
[ ] 13F NOTICE
[ X] 13F COMBINATION REPORT
List of other managers reporting for this Manager:
None
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 4
Form 13F Information Table Entry Total: 1473
Form 13F Information Table Value Total: $21,747,640
List of Other Included Managers:
No. 13F File Number Name
01 FOREIGN COLONIAL
02 LAZARD
03 PANAGORA
04 STEWART IVORY
<TABLE>
<C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FORM 13F INFORMATION TABLE
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
3COM CORP. COM 885535104 11,913 511,009 SH SOLE 511,009 0 0
AAR CORPORATION COM 000361105 2,112 118,550 SH SOLE 118,550 0 0
ABBOTT LABORATORIES COM 002824100 124,141 2,651,874 SH SOLE 2,651,874 0 0
ABERCROMBIE & FITCH CO COM 002896207 16,974 184,500 SH SOLE 184,500 0 0
ABM INDUSTRIES INC. COM 000957100 2,721 89,200 SH SOLE 89,200 0 0
AC NIELSON CORP COM 004833109 1,351 49,801 SH SOLE 49,801 0 0
ACUSON CORP COM 005113105 370 24,800 SH SOLE 24,800 0 0
ACX TECHNOLOGIES COM 005123104 12,436 947,500 SH SOLE 947,500 0 0
ACXIOM CORP. COM 005125109 6,031 227,600 SH SOLE 227,600 0 0
ADAC LABORATORIES COM 005313200 1,100 80,700 SH SOLE 80,700 0 0
ADC COMMUNICATIONS INC COM 000886101 21,698 455,000 SH SOLE 455,000 0 0
ADOBE SYSTEMS INC. COM 00724F101 3,099 54,616 SH SOLE 54,616 0 0
ADVANCED MICRO DEVICES COM 007903107 5,800 374,187 SH SOLE 374,187 0 0
ADVANCED TISSUE SCIENCECOM 00755F103 358 166,100 SH SOLE 166,100 0 0
ADVO INC. COM 007585102 2,059 106,600 SH SOLE 106,600 0 0
AEROQUIP-VICKERS, INC. COM 007869100 335 5,848 SH SOLE 5,848 0 0
AES CORP COM 00130H105 2,615 70,200 SH SOLE 70,200 0 0
AETNA INC. COM 008117103 12,838 154,676 SH SOLE 154,676 0 0
AFLAC INC COM 001055102 43,245 794,400 SH SOLE 794,400 0 0
AGCO CORP. COM 001084102 3,378 514,700 SH SOLE 514,700 0 0
AGL RESOURCES INC COM 001204106 854 48,600 SH SOLE 48,600 0 0
AGNICO-EAGLE MINES LTD.COM 008474108 1,995 380,000 SH SOLE 380,000 0 0
AGOURON PHARMACEUTICALSCOM 008488108 1,527 27,000 SH SOLE 27,000 0 0
AIR EXPRESS INTERNATIONCOM 009104100 2,043 135,100 SH SOLE 135,100 0 0
AIR PROD. & CHEM. COM 009158106 15,384 449,182 SH SOLE 449,182 0 0
AIRBORNE FREIGHT CORP COM 009266107 1,264 40,600 SH SOLE 40,600 0 0
AIRGAS INC COM 009363102 502 59,900 SH SOLE 59,900 0 0
AIRTOUCH COMMUNICATIONSCOM 00949T100 83,578 864,970 SH SOLE 864,970 0 0
AK STEEL HOLDING CORP COM 001547108 1,063 47,100 SH SOLE 47,100 0 0
ALASKA AIRGROUP INC COM 011659109 1,492 31,400 SH SOLE 31,400 0 0
ALBANY INTL CL-A COM 012348108 7,608 405,777 SH SOLE 405,777 0 0
ALBEMARLE CORP COM 012653101 896 42,800 SH SOLE 42,800 0 0
ALBERTO CULVER CL-A COM 013068200 15,938 750,000 SH SOLE 750,000 0 0
ALBERTO CULVER CL-B COM 013068101 2,251 96,312 SH SOLE 96,312 0 0
ALBERTSON'S, INC. COM 013104104 21,042 387,425 SH SOLE 387,425 0 0
ALCAN ALUM LTD COM 013716105 5,168 200,217 SH SOLE 200,217 0 0
ALCOA INC. COM 013817101 18,961 460,350 SH SOLE 460,350 0 0
ALEXANDER & BALDWIN INCCOM 014482103 771 39,300 SH SOLE 39,300 0 0
ALLEGHENY ENERGY INC. COM 017361106 16,107 546,000 SH SOLE 546,000 0 0
ALLEGHENY TELEDYNE INC COM 017415100 2,985 157,601 SH SOLE 157,601 0 0
ALLEN TELECOM INC. COM 018091108 674 111,100 SH SOLE 111,100 0 0
ALLERGAN PHARMACEUTICALCOM 018490102 2,366 26,923 SH SOLE 26,923 0 0
ALLIANCE PHARMACEUTICALCOM 018773101 429 156,100 SH SOLE 156,100 0 0
ALLIANT COMMUNICATIONS COM 016090102 1,281 31,300 SH SOLE 31,300 0 0
ALLIANT TECHSYSTEMS INCCOM 018804104 3,612 46,500 SH SOLE 46,500 0 0
ALLIED WASTE INDUSTRIESCOM 019589308 10,583 733,000 SH SOLE 733,000 0 0
ALLIED-SIGNAL COM 019512102 39,399 800,998 SH SOLE 800,998 0 0
ALLMERICA FINANCIAL CORCOM 019754100 19,089 346,684 SH SOLE 346,684 0 0
ALLSTATE CORP COM 020002101 63,066 1,701,606 SH SOLE 1,701,606 0 0
ALLTEL CORP COM 020039103 13,295 213,140 SH SOLE 213,140 0 0
ALPHARMA, INC.-CL A COM 020813101 5,621 143,200 SH SOLE 143,200 0 0
ALTERA CORP COM 021441100 19,201 322,700 SH SOLE 322,700 0 0
ALZA CORP. COM 022615108 4,261 111,400 SH SOLE 111,400 0 0
AMB PROPERTY CORP. REIT 00163T109 6,433 310,000 SH SOLE 310,000 0 0
AMBAC FINANCIAL GROUP ICOM 023139108 3,245 60,100 SH SOLE 60,100 0 0
AMCAST INDL. CORP. COM 023395106 622 38,600 SH SOLE 38,600 0 0
AMCOL INTERNATIONAL CORCOM 02341W103 1,269 126,900 SH SOLE 126,900 0 0
AMERADA HESS CORP. COM 023551104 5,906 117,390 SH SOLE 117,390 0 0
AMEREN CORP. COM 023608102 39,377 1,088,127 SH SOLE 1,088,127 0 0
AMERICA ONLINE INC COM 02364J104 182,442 1,249,600 SH SOLE 1,249,600 0 0
AMERICAN BANKERS INSURACOM 024456105 8,798 169,200 SH SOLE 169,200 0 0
AMERICAN ELECTRIC POWERCOM 025537101 5,730 144,387 SH SOLE 144,387 0 0
AMERICAN EXPRESS CO. COM 025816109 72,615 618,004 SH SOLE 618,004 0 0
AMERICAN FINANCIAL GROUCOM 025932104 1,830 52,000 SH SOLE 52,000 0 0
AMERICAN FREIGHTWAYS COCOM 02629V108 1,595 123,900 SH SOLE 123,900 0 0
AMERICAN GENERAL COM 026351106 23,418 332,176 SH SOLE 332,176 0 0
AMERICAN GREETING CL A COM 026375105 727 28,659 SH SOLE 28,659 0 0
AMERICAN HOME PRODUCTS COM 026609107 131,599 2,016,848 SH SOLE 2,016,848 0 0
AMERICAN INTL GROUP COM 026874107 193,812 1,606,734 SH SOLE 1,606,734 0 0
AMERICAN MANAGEMENT SYSCOM 027352103 6,201 181,700 SH SOLE 181,700 0 0
AMERICAN POWER CONVERSICOM 029066107 2,225 82,400 SH SOLE 82,400 0 0
AMERICAN STANDARD COMPACOM 029712106 6,112 177,800 SH SOLE 177,800 0 0
AMERICAN STATES WATER CCOM 029899101 849 35,000 SH SOLE 35,000 0 0
AMERICAN STORES CO. NEWCOM 030096101 12,587 381,424 SH SOLE 381,424 0 0
AMERICAN WATER WORKS COM 030411102 14,700 505,800 SH SOLE 505,800 0 0
AMERICREDIT CORP. COM 03060R101 2,292 174,600 SH SOLE 174,600 0 0
AMERITECH CORP. COM 030954101 94,971 1,640,966 SH SOLE 1,640,966 0 0
AMETEK INC. COM 031100100 526 28,800 SH SOLE 28,800 0 0
AMGEN INC COM 031162100 57,520 768,218 SH SOLE 768,218 0 0
AMP INC. COM 031897101 12,583 234,370 SH SOLE 234,370 0 0
AMR CORP. COM 001765106 17,324 295,814 SH SOLE 295,814 0 0
AMRESCO INC. COM 031909104 1,221 158,800 SH SOLE 158,800 0 0
AMSOUTH BANCORPORATION COM 032165102 2,230 49,000 SH SOLE 49,000 0 0
ANADARKO PETROLEUM CORPCOM 032511107 5,024 133,092 SH SOLE 133,092 0 0
ANALOG DEVICES COM 032654105 20,191 678,700 SH SOLE 678,700 0 0
ANDREW CORP. COM 034425108 457 37,127 SH SOLE 37,127 0 0
ANHEUSER-BUSCH COM 035229103 49,317 647,315 SH SOLE 647,315 0 0
ANIXTER INTERNATIONAL ICOM 035290105 2,544 213,100 SH SOLE 213,100 0 0
ANNTAYLOR STORES CORP COM 036115103 3,363 76,100 SH SOLE 76,100 0 0
AON CORP COM 037389103 7,916 125,150 SH SOLE 125,150 0 0
AOO APR@130 CALL 02364J104 283 150 SH CALL SOLE 150 0 0
AOO APR@135 CALL 02364J104 233 150 SH CALL SOLE 150 0 0
AOO APR@140 CALL 02364J104 100 80 SH CALL SOLE 80 0 0
AOO APR@160 CALL 02364J104 29 70 SH CALL SOLE 70 0 0
AOO APR@170 CALL 02364J104 11 50 SH CALL SOLE 50 0 0
APACHE CORP. COM 037411105 939 36,046 SH SOLE 36,046 0 0
APARTMENT INVT & MGMT REIT 03748R101 13,493 372,213 SH SOLE 372,213 0 0
APOGEE INTERPRISES INC.COM 037598109 1,446 121,800 SH SOLE 121,800 0 0
APOLLO GROUP INC COM 037604105 9,644 322,800 SH SOLE 322,800 0 0
APPLE COMPUTER INC. COM 037833100 1,887 52,507 SH SOLE 52,507 0 0
APPLEBEES INT'L. INC. COM 037899101 3,221 129,800 SH SOLE 129,800 0 0
APPLIED MAGNETICS CORP.COM 038213104 322 76,900 SH SOLE 76,900 0 0
APPLIED MATERIALS INC. COM 038222105 26,452 428,804 SH SOLE 428,804 0 0
APPLIED POWER INC. CL-ACOM 038225108 3,622 132,935 SH SOLE 132,935 0 0
APRIA HEALTHCARE GP. INCOM 037933108 531 44,700 SH SOLE 44,700 0 0
APTAR GROUP INC. COM 038336103 4,165 160,200 SH SOLE 160,200 0 0
ARCH COAL INC. COM 039380100 8,799 664,100 SH SOLE 664,100 0 0
ARCHER DANIELS MIDLAND COM 039483102 36,542 2,487,932 SH SOLE 2,487,932 0 0
ARCHSTONE COMMUNITIES TREIT 039581103 13,081 650,000 SH SOLE 650,000 0 0
ARCTIC CAT INC. COM 039670104 1,298 130,600 SH SOLE 130,600 0 0
ARGENTINA FUND INC COM COM 040112104 11,569 1,250,700 SH SOLE 1,250,700 0 0
ARMSTRONG WORLD INDUSTRCOM 042476101 2,945 65,167 SH SOLE 65,167 0 0
ARNOLD INDUSTRIES INC COM 042595108 336 22,600 SH SOLE 22,600 0 0
ARROW ELECTRONICS COM 042735100 10,380 692,000 SH SOLE 692,000 0 0
ARVIN INDUSTRIES INC. COM 043339100 724 21,500 SH SOLE 21,500 0 0
ASARCO INC. COM 043413103 561 40,801 SH SOLE 40,801 0 0
ASCEND COMMUNICATIONS ICOM 043491109 31,324 374,300 SH SOLE 374,300 0 0
ASHANTI GOLDFIELDS ADR COM 043743202 1,523 174,000 SH SOLE 174,000 0 0
ASHLAND INC COM 044204105 34,563 844,288 SH SOLE 844,288 0 0
ASIA TIGERS FD INC COMMCOM 04516T105 1,206 172,300 SH OTHER 02 0 172,300 0
ASPECT TELECOMMUNICATIOCOM 045237104 1,213 183,100 SH SOLE 183,100 0 0
ASSOCIATED BANC-CORP. COM 045487105 1,727 54,075 SH SOLE 54,075 0 0
ASSOCIATES FIRST CAPITACOM 046008108 34,519 767,082 SH SOLE 767,082 0 0
ASTORIA FINANCIAL CORP.COM 046265104 2,300 46,000 SH SOLE 46,000 0 0
AT&T CORPORATION COM 001957109 279,466 3,501,536 SH SOLE 3,501,536 0 0
ATLANTIC RICHFIELD COM 048825103 91,107 1,248,040 SH SOLE 1,248,040 0 0
ATMEL CORP COM 049513104 1,305 85,900 SH SOLE 85,900 0 0
ATMOS ENERGY CORP. COM 049560105 2,774 115,300 SH SOLE 115,300 0 0
AUSPEX SYSTEMS INC. COM 052116100 1,343 125,700 SH SOLE 125,700 0 0
AUTHENTIC FITNESS CORP.COM 052661105 1,301 84,300 SH SOLE 84,300 0 0
AUTODESK INC. COM 052769106 775 19,171 SH SOLE 19,171 0 0
AUTOMATIC DATA PROC. COM 053015103 42,396 1,024,676 SH SOLE 1,024,676 0 0
AUTOZONE INC COM 053332102 6,374 209,844 SH SOLE 209,844 0 0
AVALONBAY COMMUNITIES IREIT 053484101 29,118 920,735 SH SOLE 920,735 0 0
AVERY DENNISON COM 053611109 2,635 45,829 SH SOLE 45,829 0 0
AVID TECHNOLOGY INC. COM 05367P100 1,289 73,900 SH SOLE 73,900 0 0
AVNET INC. COM 053807103 10,295 281,100 SH SOLE 281,100 0 0
AVON PRODUCTS COM 054303102 17,464 371,080 SH SOLE 371,080 0 0
AZTAR CORP. COM 054802103 954 198,300 SH SOLE 198,300 0 0
BAKER HUGHES CORP COM 057224107 26,033 1,070,749 SH SOLE 1,070,749 0 0
BALDOR ELECTRIC COM 057741100 3,096 153,833 SH SOLE 153,833 0 0
BALL CORPORATION COM 058498106 560 11,940 SH SOLE 11,940 0 0
BALLARD MEDICAL PRODUCTCOM 058566100 3,035 124,500 SH SOLE 124,500 0 0
BALTIMORE GAS & ELECTRICOM 059165100 14,181 558,852 SH SOLE 558,852 0 0
BANCTEC INC. COM 059784108 1,297 105,300 SH SOLE 105,300 0 0
BANDAG INC COM 059815100 554 19,700 SH SOLE 19,700 0 0
BANK OF NEW YORK CO, INCOM 064057102 29,028 807,736 SH SOLE 807,736 0 0
BANK ONE CORPORATION COM 06423A103 161,015 2,924,227 SH SOLE 2,924,227 0 0
BANKAMERICA CORP. COM 06605F102 217,894 3,085,220 SH SOLE 3,085,220 0 0
BANKBOSTON CORP. COM 06605R106 27,271 629,634 SH SOLE 629,634 0 0
BANKERS TRUST CORP. COM 066365107 3,441 38,987 SH SOLE 38,987 0 0
BANTA CORP COM 066821109 485 25,500 SH SOLE 25,500 0 0
BARD C. R. INC. COM 067383109 1,093 21,678 SH SOLE 21,678 0 0
BARNES & NOBLE INC. COM 067774109 5,718 178,000 SH SOLE 178,000 0 0
BARR LABORATORIES INC. COM 068306109 2,166 71,000 SH SOLE 71,000 0 0
BARRETT RESOURCES CORP.COM 068480201 3,253 129,800 SH SOLE 129,800 0 0
BARRICK GOLD CORP. COM 067901108 7,345 430,458 SH SOLE 430,458 0 0
BASSETT FURNITURE INDS.COM 070203104 1,168 52,800 SH SOLE 52,800 0 0
BATTLE MOUNTAIN GOLD COCOM 071593107 5,279 1,919,578 SH SOLE 1,919,578 0 0
BAUSCH & LOMB INC COM 071707103 1,578 24,278 SH SOLE 24,278 0 0
BAXTER INTL COM 071813109 32,649 494,678 SH SOLE 494,678 0 0
BB&T CORPORATION COM 054937107 6,119 169,100 SH SOLE 169,100 0 0
BE AEROSPACE INC. COM 073302101 1,419 96,200 SH SOLE 96,200 0 0
BEAR STEARNS COMPANIES COM 073902108 3,379 75,605 SH SOLE 75,605 0 0
BECKMAN COULTER INC. COM 075811109 1,078 24,500 SH SOLE 24,500 0 0
BECTON DICKINSON & COMPCOM 075887109 13,695 357,448 SH SOLE 357,448 0 0
BED BATH & BEYOND INC COM 075896100 13,476 369,200 SH SOLE 369,200 0 0
BELDEN INC. COM 077459105 1,819 106,600 SH SOLE 106,600 0 0
BELL ATLANTIC COM 077853109 82,966 1,605,144 SH SOLE 1,605,144 0 0
BELLSOUTH COM 079860102 92,801 2,316,412 SH SOLE 2,316,412 0 0
BELO A H CORP COM 080555105 1,964 107,600 SH SOLE 107,600 0 0
BEMIS CO. COM 081437105 661 21,287 SH SOLE 21,287 0 0
BENTON OIL & GAS CO. COM 083288100 417 114,900 SH SOLE 114,900 0 0
BERGEN BRUNSWIG CORP CLCOM 083739102 8,286 414,300 SH SOLE 414,300 0 0
BERKSHIRE HATHAWAY INC.COM 084670108 49,980 700 SH SOLE 700 0 0
BEST BUY COMPANY INC COM 086516101 31,127 598,600 SH SOLE 598,600 0 0
BESTFOODS INC. COM 08658U101 33,144 705,190 SH SOLE 705,190 0 0
BETHLEHEM STEEL CORP. COM 087509105 3,595 435,786 SH SOLE 435,786 0 0
BEVERLY ENTERPRISES COM 087851309 440 85,839 SH SOLE 85,839 0 0
BILLING CONCEPTS CORP. COM 090063108 1,368 115,200 SH SOLE 115,200 0 0
BIOGEN INC. COM 090597105 25,469 222,800 SH SOLE 222,800 0 0
BIOMATRIX INC. COM 09060P102 569 7,300 SH SOLE 7,300 0 0
BIOMET INC. COM 090613100 11,816 281,747 SH SOLE 281,747 0 0
BIRMINGHAM STEEL CORP. COM 091250100 520 132,100 SH SOLE 132,100 0 0
BISYS GROUP INC. COM 055472104 6,249 111,100 SH SOLE 111,100 0 0
BJ SERVICES CO COM 055482103 26,023 1,110,300 SH SOLE 1,110,300 0 0
BJ'S WHOLESALE CLUB INCCOM 05548J106 1,708 64,600 SH SOLE 64,600 0 0
BLACK & DECKER COM 091797100 9,940 179,307 SH SOLE 179,307 0 0
BLACK HILLS CORP COM 092113109 396 18,600 SH SOLE 18,600 0 0
BMC INDUSTRIES INC-MINNCOM 055607105 538 121,300 SH SOLE 121,300 0 0
BMC SOFTWARE COM 055921100 16,533 446,075 SH SOLE 446,075 0 0
BOB EVANS FARMS COM 096761101 5,883 294,133 SH SOLE 294,133 0 0
BOEING CO COM 097023105 85,154 2,495,356 SH SOLE 2,495,356 0 0
BOISE CASCADE CORP COM 097383103 35,972 1,115,408 SH SOLE 1,115,408 0 0
BORDERS GROUP INC COM 099709107 6,548 465,600 SH SOLE 465,600 0 0
BORG-WARNER AUTOMOTIVE COM 099724106 14,435 301,906 SH SOLE 301,906 0 0
BOSTON PROPERTIES INC REIT 101121101 20,873 660,000 SH SOLE 660,000 0 0
BOSTON SCIENTIFIC CORP.COM 101137107 21,116 520,586 SH SOLE 520,586 0 0
BOWATER INC. COM 102183100 5,726 144,500 SH SOLE 144,500 0 0
BOWNE & CO INC. COM 103043105 1,872 160,200 SH SOLE 160,200 0 0
BRADLEY REAL ESTATE INCREIT 104580105 5,438 300,000 SH SOLE 300,000 0 0
BRAZIL FUND INC COM USDCOM 105759104 17,001 1,333,400 SH OTHER 02 1,185,700 147,700 0
BRE PROPERTIES -CL A REIT 05564E106 9,471 418,600 SH SOLE 418,600 0 0
BREED TECHNOLOGIES INC.COM 106702103 502 140,800 SH SOLE 140,800 0 0
BRIGGS & STRATTON COM 109043109 686 13,911 SH SOLE 13,911 0 0
BRIGHTPOINT INC. COM 109473108 903 152,900 SH SOLE 152,900 0 0
BRINKER INTERNATIONAL ICOM 109641100 1,464 56,700 SH SOLE 56,700 0 0
BRISTOL-MYERS SQUIBB COM 110122108 228,503 3,553,010 SH SOLE 3,553,010 0 0
BROKEN HILL ADR COM 112169602 31,050 1,800,000 SH SOLE 1,800,000 0 0
BROWN GROUP INC. COM 115657108 1,394 105,700 SH SOLE 105,700 0 0
BROWN-FORMAN -CL B COM 115637209 5,030 87,295 SH SOLE 87,295 0 0
BROWNING FERRIS COM 115885105 43,204 1,120,372 SH SOLE 1,120,372 0 0
BRUNSWICK CORP COM 117043109 3,028 158,869 SH SOLE 158,869 0 0
BRUSH WELLMAN INC COM 117421107 924 63,700 SH SOLE 63,700 0 0
BUCKEYE TECHNOLOGIES INCOM 118255108 1,954 139,600 SH SOLE 139,600 0 0
BUFFETS INC COM 119882108 389 39,400 SH SOLE 39,400 0 0
BURLINGTON INDS INC COM 121693105 346 52,200 SH SOLE 52,200 0 0
BURLINGTON NORTHERN SANCOM 12189T104 23,392 711,558 SH SOLE 711,558 0 0
BURLINGTON RESOURCES COM 122014103 38,527 964,670 SH SOLE 964,670 0 0
BURNHAM PACIFIC PROPERTREIT 12232C108 525 50,000 SH SOLE 50,000 0 0
BURR-BROWN CROP. COM 122574106 2,543 108,200 SH SOLE 108,200 0 0
BUTLER MANUFACTURING COCOM 123655102 785 33,500 SH SOLE 33,500 0 0
C-CUBE MIRCOSYSTEMS INCCOM 125015107 2,136 107,800 SH SOLE 107,800 0 0
CABLE DESIGN TECHNOLOGICOM 126924109 961 87,400 SH SOLE 87,400 0 0
CABLETRON SYSTEMS INC. COM 126920107 16,858 2,058,944 SH SOLE 2,058,944 0 0
CABOT CORP COM 127055101 1,277 60,100 SH SOLE 60,100 0 0
CABOT OIL & GAS CORP. COM 127097103 9,145 633,400 SH SOLE 633,400 0 0
CADENCE DESIGN SYS INC COM 127387108 14,930 579,800 SH SOLE 579,800 0 0
CALGON CARBON CORP. COM 129603106 179 34,600 SH SOLE 34,600 0 0
CALIFORNIA MICROWAVE INCOM 130442106 963 89,600 SH SOLE 89,600 0 0
CALLAWAY GOLF COMPANY COM 131193104 646 63,400 SH SOLE 63,400 0 0
CAMBREX CORP. COM 132011107 2,226 100,600 SH SOLE 100,600 0 0
CAMBRIDGE TECH PARTNERSCOM 132524109 1,963 141,500 SH SOLE 141,500 0 0
CAMDEN PROPERTY TRUST REIT 133131102 8,712 352,000 SH SOLE 352,000 0 0
CAMPBELL SOUP CO. COM 134429109 27,656 679,707 SH SOLE 679,707 0 0
CAPITAL ONE FINANCIAL CCOM 14040H105 4,153 27,500 SH SOLE 27,500 0 0
CAPITAL RE CORP. COM 140432105 2,427 140,700 SH SOLE 140,700 0 0
CARAUSTAR INDUSTRIES INCOM 140909102 2,215 96,300 SH SOLE 96,300 0 0
CARDINAL HEALTH INC. COM 14149Y108 29,897 452,988 SH SOLE 452,988 0 0
CARLISLE COS INC COM 142339100 1,211 25,900 SH SOLE 25,900 0 0
CARMIKE CINEMAS INC. CLCOM 143436103 898 49,700 SH SOLE 49,700 0 0
CARNIVAL CORP COM 143658102 21,217 436,900 SH SOLE 436,900 0 0
CAROLINA FIRST CORP. COM 143877108 1,320 60,000 SH SOLE 60,000 0 0
CAROLINA PWR. & LT. CO.COM 144141108 2,438 64,483 SH SOLE 64,483 0 0
CARPENTER TECHNOLOGY COM 144285103 454 17,500 SH SOLE 17,500 0 0
CARTER-WALLACE INC COM 146285101 725 40,000 SH SOLE 40,000 0 0
CASCADE NATURAL GAS CORCOM 147339105 635 42,500 SH SOLE 42,500 0 0
CASE EQUIPMENT CORP COM 14743R103 2,513 99,027 SH SOLE 99,027 0 0
CASEY'S GENERAL STORES COM 147528103 3,416 231,600 SH SOLE 231,600 0 0
CASH AMERICAN INT'L. INCOM 14754D100 1,240 96,300 SH SOLE 96,300 0 0
CASTLE (A.M.) & CO. COM 148411101 750 62,200 SH SOLE 62,200 0 0
CATALINA MARKETING CORPCOM 148867104 7,454 86,800 SH SOLE 86,800 0 0
CATERPILLAR INC. COM 149123101 18,002 391,876 SH SOLE 391,876 0 0
CBRL GROUP INC. COM 12489V106 950 52,800 SH SOLE 52,800 0 0
CBS CORP. COM 12490K107 30,251 738,966 SH SOLE 738,966 0 0
CCB FINANCIAL CORP. COM 124875105 1,838 34,000 SH SOLE 34,000 0 0
CDI CORP. COM 125071100 2,132 88,600 SH SOLE 88,600 0 0
CEC ENTERTAINMENT, INC.COM 125137109 2,680 74,700 SH SOLE 74,700 0 0
CENDANT CORP. COM 151313103 18,073 1,147,478 SH SOLE 1,147,478 0 0
CENTEX CORP COM 152312104 2,171 65,038 SH SOLE 65,038 0 0
CENTOCOR INC COM 152342101 10,716 290,100 SH SOLE 290,100 0 0
CENTRAL & SW CORP COM 152357109 47,623 2,031,934 SH SOLE 2,031,934 0 0
CENTRAL HUDSON GAS & ELCOM 153609102 2,822 78,800 SH SOLE 78,800 0 0
CENTRAL PARKING CORP. COM 154785109 2,945 85,350 SH SOLE 85,350 0 0
CENTURA BANKS INC. COM 15640T100 6,465 111,100 SH SOLE 111,100 0 0
CENTURY TELEPHONE ENTERCOM 156686107 5,831 83,000 SH SOLE 83,000 0 0
CERIDIAN CORP COM 15677T106 9,371 256,290 SH SOLE 256,290 0 0
CERNER CORP. COM 156782104 2,101 130,800 SH SOLE 130,800 0 0
CHAMPION ENTERPRISES INCOM 158496109 3,834 197,900 SH SOLE 197,900 0 0
CHAMPION INTL CORP COM 158525105 8,517 207,407 SH SOLE 207,407 0 0
CHARTER ONE FNCL INC. COM 160903100 24,911 863,177 SH SOLE 863,177 0 0
CHASE MANHATTAN CORP. COM 16161A108 73,864 908,400 SH SOLE 908,400 0 0
CHECKPOINT SYSTEMS INC.COM 162825103 1,190 143,200 SH SOLE 143,200 0 0
CHEESECAKE FACTORY (THECOM 163072101 1,524 64,150 SH SOLE 64,150 0 0
CHEMED CORP. COM 163596109 1,102 42,800 SH SOLE 42,800 0 0
CHESAPEAKE CORP COM 165159104 534 19,700 SH SOLE 19,700 0 0
CHEVRON CORPORATION COM 166751107 70,480 796,952 SH SOLE 796,952 0 0
CHILE FUND COM STK USD0COM 168834109 432 41,410 SH OTHER 03 0 41,410 0
CHINA FUND USD0.01 COM 169373107 2,229 287,500 SH OTHER 02 250,000 37,500 0
CHIRON CORP COM 170040109 15,038 685,500 SH SOLE 685,500 0 0
CHRIS-CRAFT INDUSTRIES COM 170520100 1,320 28,941 SH SOLE 28,941 0 0
CHUBB CORP COM 171232101 28,503 486,715 SH SOLE 486,715 0 0
CHURCH & DWIGHT INC COM 171340102 12,612 309,500 SH SOLE 309,500 0 0
CIBER INC. COM 17163B102 3,200 166,800 SH SOLE 166,800 0 0
CIGNA CORP. COM 125509109 16,587 197,902 SH SOLE 197,902 0 0
CILCORP INC. COM 171794100 3,634 60,500 SH SOLE 60,500 0 0
CINCINNATI BELL INC. COM 171870108 11,659 519,600 SH SOLE 519,600 0 0
CINCINNATI FINANCIAL COCOM 172062101 4,012 110,100 SH SOLE 110,100 0 0
CINERGY CORP COM 172474108 10,839 394,162 SH SOLE 394,162 0 0
CINTAS CORP COM 172908105 21,548 329,600 SH SOLE 329,600 0 0
CIRCUIT CITY STORES COM 172737108 7,585 98,990 SH SOLE 98,990 0 0
CIRCUS CIRCUS ENTERPR ICOM 172909103 2,341 133,300 SH SOLE 133,300 0 0
CIRRUS LOGIC INC COM 172755100 368 57,800 SH SOLE 57,800 0 0
CISCO SYSTEMS COM 17275R102 257,698 2,352,060 SH SOLE 2,352,060 0 0
CITIGROUP INC. COM 172967101 233,874 3,661,435 SH SOLE 3,661,435 0 0
CITRIX SYSTEMS INC COM 177376100 11,094 291,000 SH SOLE 291,000 0 0
CITY NATIONAL CORP COM 178566105 1,232 39,900 SH SOLE 39,900 0 0
CKE RESTARUANTS INC. COM 12561E105 3,247 164,428 SH SOLE 164,428 0 0
CLAIRE'S STORES INC COM 179584107 1,262 41,900 SH SOLE 41,900 0 0
CLARCOR INC. COM 179895107 1,820 106,650 SH SOLE 106,650 0 0
CLAYTON HOMES INC. COM 184190106 1,415 127,875 SH SOLE 127,875 0 0
CLEAR CHANNEL COMMUNICACOM 184502102 15,391 229,500 SH SOLE 229,500 0 0
CLECO CORPORATION COM 12561M107 581 19,700 SH SOLE 19,700 0 0
CLEVELAND-CLIFFS INC COM 185896107 20,257 594,700 SH SOLE 594,700 0 0
CLOROX COMPANY COM 189054109 15,950 136,103 SH SOLE 136,103 0 0
CMAC INVESTMENT CORP. COM 125662106 3,884 99,600 SH SOLE 99,600 0 0
CMP GROUP, INC. COM 125887109 518 28,200 SH SOLE 28,200 0 0
CMS ENERGY CORP COM 125896100 19,498 486,700 SH SOLE 486,700 0 0
CNA FINANCIAL CORP COM 126117100 34,931 900,000 SH SOLE 900,000 0 0
CNF TRANSPORTATION COM 12612W104 1,513 40,000 SH SOLE 40,000 0 0
COASTAL CORP. COM 190441105 11,328 343,286 SH SOLE 343,286 0 0
COCA COLA CO. COM 191216100 223,052 3,634,250 SH SOLE 3,634,250 0 0
COCA-COLA BOTTLING COM 191098102 2,133 38,600 SH SOLE 38,600 0 0
COCA-COLA ENTERPRISE COM 191219104 14,705 486,100 SH SOLE 486,100 0 0
COEUR D'ALENE MINES CORCOM 192108108 397 96,300 SH SOLE 96,300 0 0
COGNEX CORP. COM 192422103 3,904 164,800 SH SOLE 164,800 0 0
COHERENT INC. COM 192479103 1,386 100,800 SH SOLE 100,800 0 0
COLGATE PALMOLIVE COM 194162103 34,923 379,603 SH SOLE 379,603 0 0
COLUMBIA ENERGY GROUP COM 197648108 10,030 191,956 SH SOLE 191,956 0 0
COLUMBIA/HCA HEALTHCARECOM 197677107 24,430 1,290,011 SH SOLE 1,290,011 0 0
COMAIR HOLDINGS INC. COM 199789108 6,467 273,750 SH SOLE 273,750 0 0
COMCAST CP CL A SPL COM 200300200 38,640 613,946 SH SOLE 613,946 0 0
COMDISCO INC COM 200336105 7,724 432,100 SH SOLE 432,100 0 0
COMERICA INC. COM 200340107 15,014 240,462 SH SOLE 240,462 0 0
COMMERCIAL FEDERAL CORPCOM 201647104 3,947 170,200 SH SOLE 170,200 0 0
COMMERCIAL METALS CO. COM 201723103 1,356 67,800 SH SOLE 67,800 0 0
COMMERCIAL NET LEASE REREIT 202218103 3,356 300,000 SH SOLE 300,000 0 0
COMMONWEALTH ENERGY SYSCOM 202800108 3,658 95,000 SH SOLE 95,000 0 0
COMMONWEALTH INDUSTRIESCOM 203004106 401 44,500 SH SOLE 44,500 0 0
COMMSCOPE INC. COM 203372107 3,289 157,100 SH SOLE 157,100 0 0
COMPAQ COMPUTER CORP. COM 204493100 109,195 3,446,003 SH SOLE 3,446,003 0 0
COMPUSA INC. COM 204932107 549 78,400 SH SOLE 78,400 0 0
COMPUTER ASSOCIATE INTLCOM 204912109 27,177 764,198 SH SOLE 764,198 0 0
COMPUTER SCIENCES COM 205363104 8,405 152,298 SH SOLE 152,298 0 0
COMPUWARE CORP COM 205638109 16,168 677,200 SH SOLE 677,200 0 0
COMSAT CORP SERIES I COM 20564D107 1,241 42,900 SH SOLE 42,900 0 0
COMVERSE TECHNOLOGY INCCOM 205862402 13,243 155,800 SH SOLE 155,800 0 0
CONAGRA INC COM 205887102 22,345 874,116 SH SOLE 874,116 0 0
CONCENTRA MANAGED CARE COM 20589T103 542 37,400 SH SOLE 37,400 0 0
CONCORD EFS INC. COM 206197105 3,013 109,300 SH SOLE 109,300 0 0
CONE MILLS CORP. COM 206814105 503 103,200 SH SOLE 103,200 0 0
CONECTIV INC. COM 206829103 6,531 337,075 SH SOLE 337,075 0 0
CONEXANT SYSTEMS INC. COM 207142100 962 34,750 SH SOLE 34,750 0 0
CONNECTICUT ENERGY CORPCOM 207567108 900 37,100 SH SOLE 37,100 0 0
CONSECO INC COM 208464107 17,824 577,280 SH SOLE 577,280 0 0
CONSOLIDATED EDISON INCCOM 209115104 4,296 94,808 SH SOLE 94,808 0 0
CONSOLIDATED GRAPHICS ICOM 209341106 2,316 40,100 SH SOLE 40,100 0 0
CONSOLIDATED NAT. GAS COM 209615103 9,128 187,473 SH SOLE 187,473 0 0
CONSOLIDATED PAPERS INCCOM 209759109 25,319 1,077,400 SH SOLE 1,077,400 0 0
CONSOLIDATED STORES COM 210149100 46,636 1,538,500 SH SOLE 1,538,500 0 0
CONVERGYS CORPORATION COM 212485106 9,138 533,600 SH SOLE 533,600 0 0
COOPER INDUSTRIES COM 216669101 6,712 157,476 SH SOLE 157,476 0 0
COOPER TIRE & RUBBER COM 216831107 12,956 705,089 SH SOLE 705,089 0 0
COORS (ADOLPH) CL-B COM 217016104 799 14,788 SH SOLE 14,788 0 0
COR THERAPEUTICS INC COM 217753102 760 76,500 SH SOLE 76,500 0 0
CORDANT TECHNOLOGIES INCOM 218412104 1,258 31,600 SH SOLE 31,600 0 0
CORN PRODUCTS INT'L INCCOM 219023108 2,534 105,866 SH SOLE 105,866 0 0
CORNERSTONE PROPERTIES REIT 21922H103 8,629 590,000 SH SOLE 590,000 0 0
CORNING INC COM 219350105 24,563 409,384 SH SOLE 409,384 0 0
COSTCO COMPANIES INC COM 22160Q102 16,835 183,859 SH SOLE 183,859 0 0
COUNTRYWIDE CREDIT IND COM 222372104 28,274 753,969 SH SOLE 753,969 0 0
COVANCE INC COM 222816100 1,251 49,900 SH SOLE 49,900 0 0
COVENTRY HEALTH CARE INCOM 222862104 1,352 180,300 SH SOLE 180,300 0 0
CPI CORP COM 125902106 678 30,300 SH SOLE 30,300 0 0
CRANE CO COM 224399105 667 27,556 SH SOLE 27,556 0 0
CRESCENT REAL ESTATE EQREIT 225756105 5,375 250,000 SH SOLE 250,000 0 0
CROMPTON & KNOWLES CORPCOM 227111101 5,301 336,600 SH SOLE 336,600 0 0
CROSS TIMBER OIL CO. COM 227573102 1,051 148,750 SH SOLE 148,750 0 0
CROWN CORK & SEAL INC. COM 228255105 5,465 191,331 SH SOLE 191,331 0 0
CSX CORP. COM 126408103 9,538 244,961 SH SOLE 244,961 0 0
CULLEN/FROST BANKERS INCOM 229899109 3,226 67,300 SH SOLE 67,300 0 0
CUMMINS ENGINE INC. COM 231021106 2,274 63,941 SH SOLE 63,941 0 0
CVS CORP. COM 126650100 29,444 619,866 SH SOLE 619,866 0 0
CYGNUS INC. COM 232560102 764 101,900 SH SOLE 101,900 0 0
CYM APR @12.5 CALL 232809103 44 1,000 SH CALL SOLE 1,000 0 0
CYPRESS SEMICONDUCTOR CCOM 232806109 5,193 577,000 SH SOLE 577,000 0 0
CYRPUS AMAX MINERALS COCOM 232809103 15,604 1,286,907 SH SOLE 1,286,907 0 0
CYTEC INDUSTRIES COM 232820100 870 39,000 SH SOLE 39,000 0 0
D.R. HORTON INC. COM 23331A109 2,876 171,680 SH SOLE 171,680 0 0
DAIN RAUSCHER CORP. COM 233856103 1,826 53,700 SH SOLE 53,700 0 0
DALLAS SEMICONDUCTOR COCOM 235204104 4,280 110,800 SH SOLE 110,800 0 0
DAMES & MOORE GROUP INCCOM 235713104 10,096 902,400 SH SOLE 902,400 0 0
DANA CORP COM 235811106 9,350 246,044 SH SOLE 246,044 0 0
DANAHER CORP COM 235851102 16,380 313,500 SH SOLE 313,500 0 0
DANIEL INDUSTRIES COM 236235107 1,141 74,800 SH SOLE 74,800 0 0
DARDEN RESTAURANTS INC COM 237194105 3,205 155,403 SH SOLE 155,403 0 0
DATA GEN. CORP. COM 237688106 39 3,895 SH SOLE 3,895 0 0
DATASCOPE CORP COM 238113104 1,175 43,500 SH SOLE 43,500 0 0
DAYTON-HUDSON CORP COM 239753106 45,760 686,824 SH SOLE 686,824 0 0
DEAN FOODS COM 242361103 1,250 35,100 SH SOLE 35,100 0 0
DEERE & CO. COM 244199105 12,118 313,738 SH SOLE 313,738 0 0
DELL COMPUTER CORP. COM 247025109 151,439 3,704,928 SH SOLE 3,704,928 0 0
DELTA & PINE LAND CO. COM 247357106 4,286 139,366 SH SOLE 139,366 0 0
DELTA AIR LINES, INC. COM 247361108 15,061 216,708 SH SOLE 216,708 0 0
DELUXE CORP. COM 248019101 978 33,569 SH SOLE 33,569 0 0
DENTSPLY INTERNATIONAL COM 249030107 1,727 74,300 SH SOLE 74,300 0 0
DEVON ENERGY CORPORATIOCOM 251799102 3,666 133,000 SH SOLE 133,000 0 0
DEVRY INC. COM 251893103 8,538 294,400 SH SOLE 294,400 0 0
DEXTER CORP COM 252165105 636 20,200 SH SOLE 20,200 0 0
DIAGNOSTIC PRODUCTS CORCOM 252450101 985 40,600 SH SOLE 40,600 0 0
DIAL CORP/AZ COM 25247D101 14,884 433,000 SH SOLE 433,000 0 0
DIALOGIC CORP. COM 252499108 2,324 76,200 SH SOLE 76,200 0 0
DIAMOND OFFSHORE DRILLICOM 25271C102 12,650 400,000 SH SOLE 400,000 0 0
DIEBOLD INC COM 253651103 1,435 59,800 SH SOLE 59,800 0 0
DIGITAL MICROWAVE CORP.COM 253859102 1,236 147,600 SH SOLE 147,600 0 0
DILLARDS INC. CL-A COM 254067101 3,792 149,430 SH SOLE 149,430 0 0
DIME BANCORP INC. COM 25429Q102 9,902 427,053 SH SOLE 427,053 0 0
DIMON INC. COM 254394109 5,029 1,319,000 SH SOLE 1,319,000 0 0
DIONEX CORP. COM 254546104 3,556 94,200 SH SOLE 94,200 0 0
DISCOUNT AUTO PARTS INCCOM 254642101 1,574 73,200 SH SOLE 73,200 0 0
DISNEY (WALT) CO. COM 254687106 110,270 3,542,808 SH SOLE 3,542,808 0 0
DOLE FOOD COMPANY INC COM 256605106 1,544 51,900 SH SOLE 51,900 0 0
DOLLAR GENERAL COM 256669102 5,461 160,624 SH SOLE 160,624 0 0
DOLLAR TREE STORES INC COM 256747106 6,590 213,000 SH SOLE 213,000 0 0
DOMINION RESOURCES INC-COM 257470104 65,979 1,786,223 SH SOLE 1,786,223 0 0
DONALDSON CO INC COM 257651109 779 43,300 SH SOLE 43,300 0 0
DONNELLEY (R.R.) & SONSCOM 257867101 9,405 292,179 SH SOLE 292,179 0 0
DOVER CORP. COM 260003108 10,657 324,158 SH SOLE 324,158 0 0
DOW CHEMICAL CO COM 260543103 21,127 226,712 SH SOLE 226,712 0 0
DOW JONES & CO INC COM 260561105 4,256 90,196 SH SOLE 90,196 0 0
DOWNEY FINANCIAL CORP. COM 261018105 1,813 99,005 SH SOLE 99,005 0 0
DPL INC COM 233293109 14,182 859,500 SH SOLE 859,500 0 0
DRESS BARN INC. COM 261570105 1,243 89,600 SH SOLE 89,600 0 0
DREYER'S GRAND ICE CREACOM 261878102 300 23,200 SH SOLE 23,200 0 0
DTE ENERGY COMPANY COM 233331107 2,295 59,707 SH SOLE 59,707 0 0
DUKE ENERGY CORPORATIONCOM 264399106 38,234 699,928 SH SOLE 699,928 0 0
DUN & BRADSTREET CORP. COM 26483B106 4,247 119,218 SH SOLE 119,218 0 0
E I DUPONT DE NEM. COM 263534109 75,735 1,304,375 SH SOLE 1,304,375 0 0
E*TRADE GROUP INC. COM 269246104 18,561 318,300 SH SOLE 318,300 0 0
EAGLE HARDWARE & GARDENCOM 26959B101 4,204 110,100 SH SOLE 110,100 0 0
EARTHGRAINS CO COM 270319106 3,679 165,800 SH SOLE 165,800 0 0
EASTERN ENTERPRISES COM 27637F100 344 9,449 SH SOLE 9,449 0 0
EASTMAN CHEMICAL CO. COM 277432100 5,574 132,518 SH SOLE 132,518 0 0
EASTMAN KODAK COM 277461109 23,753 371,867 SH SOLE 371,867 0 0
EATON CORP. COM 278058102 7,792 108,974 SH SOLE 108,974 0 0
EATON VANCE CORP. COM 278265103 2,592 128,800 SH SOLE 128,800 0 0
ECOLAB INC COM 278865100 7,198 202,764 SH SOLE 202,764 0 0
EDISON INTERNATIONAL COM 281020107 12,899 579,734 SH SOLE 579,734 0 0
EDWARDS (A.G.) INC COM 281760108 11,629 355,750 SH SOLE 355,750 0 0
EG & G COM 268457108 593 22,467 SH SOLE 22,467 0 0
EL PASO ENERGY CORPORATCOM 283905107 15,641 478,500 SH SOLE 478,500 0 0
ELECTRONIC ARTS, INC COM 285512109 5,301 111,600 SH SOLE 111,600 0 0
ELECTRONIC DATA SYSTEMSCOM 285661104 87,457 1,796,300 SH SOLE 1,796,300 0 0
ELI LILLY & COMPANY COM 532457108 139,744 1,646,468 SH SOLE 1,646,468 0 0
EMB APR@135 CALL 268648102 110 400 SH CALL SOLE 400 0 0
EMC CORP COM 268648102 93,855 734,680 SH SOLE 734,680 0 0
EMERGING MARKETS INFRASCOM 290921105 3,165 389,500 SH OTHER 02 0 389,500 0
EMERSON ELECTRIC CO COM 291011104 56,782 1,072,619 SH SOLE 1,072,619 0 0
ENERGEN CORP. COM 29265N108 1,546 103,500 SH SOLE 103,500 0 0
ENERGY EAST CORP. COM 29266M109 11,443 217,700 SH SOLE 217,700 0 0
ENESCO GROUP INC. COM 292973104 11,903 659,000 SH SOLE 659,000 0 0
ENGELHARD CORP. COM 292845104 22,495 1,328,128 SH SOLE 1,328,128 0 0
ENHANCE FINANCIAL SVCS COM 293310108 3,676 161,600 SH SOLE 161,600 0 0
ENRON CORP. COM 293561106 22,313 347,285 SH SOLE 347,285 0 0
ENSCO INTL INC COM 26874Q100 1,633 122,700 SH SOLE 122,700 0 0
ENTERGY CORP. COM 29364G103 10,577 384,602 SH SOLE 384,602 0 0
ENZO BIOCHEM INC. COM 294100102 1,215 129,615 SH SOLE 129,615 0 0
EQUIFAX INC COM 294429105 4,656 135,444 SH SOLE 135,444 0 0
EQUITY OFFICE PROPERTIEREIT 294741103 23,840 937,200 SH SOLE 937,200 0 0
EQUITY RESIDENTIAL PROPREIT 29476L107 24,338 590,000 SH SOLE 590,000 0 0
ETEC SYSTEMS INC. COM 26922C103 2,405 81,700 SH SOLE 81,700 0 0
ETHAN ALLEN INTERIORS ICOM 297602104 4,397 105,800 SH SOLE 105,800 0 0
ETHYL CORP COM 297659104 275 64,600 SH SOLE 64,600 0 0
EVEREST REINSURANCE HLDCOM 299808105 5,617 180,100 SH SOLE 180,100 0 0
EXABYTE CORP. COM 300615101 314 66,000 SH SOLE 66,000 0 0
EXCEL LEGACY CORP. REIT 300665106 619 180,000 SH SOLE 180,000 0 0
EXECUTIVE RISK INC. COM 301586103 2,357 33,200 SH SOLE 33,200 0 0
EXPEDITORS INT'L. WASH COM 302130109 5,195 96,200 SH SOLE 96,200 0 0
EXPRESS SCRIPTS INC. CLCOM 302182100 11,189 130,200 SH SOLE 130,200 0 0
EXXON CORP COM 302290101 297,927 4,222,167 SH SOLE 4,222,167 0 0
FAIR ISAAC & COMPANY INCOM 303250104 2,053 55,400 SH SOLE 55,400 0 0
FAMILY DOLLAR STORES COM 307000109 14,170 616,100 SH SOLE 616,100 0 0
FAMILY GOLF CENTERS INCCOM 30701A106 571 76,800 SH SOLE 76,800 0 0
FASTENAL CO COM 311900104 1,147 32,700 SH SOLE 32,700 0 0
FDX CORPORATION COM 31304N107 15,488 166,872 SH SOLE 166,872 0 0
FED. NATL. MTG. ASSN. COM 313586109 86,962 1,255,763 SH SOLE 1,255,763 0 0
FEDERAL MOGUL CORP COM 313549107 2,442 56,800 SH SOLE 56,800 0 0
FEDERAL REALTY INV.TRUSREIT 313747206 11,653 550,000 SH SOLE 550,000 0 0
FEDERAL SIGNAL CORP COM 313855108 5,415 259,400 SH SOLE 259,400 0 0
FEDERATED DEPARTMENT STCOM 31410H101 11,117 277,069 SH SOLE 277,069 0 0
FELCOR LODGING TRUST, IREIT 31430F101 4,058 175,000 SH SOLE 175,000 0 0
FERRO CORP COM 315405100 4,132 166,950 SH SOLE 166,950 0 0
FIDELITY ADVISOR EMERGICOM 315803106 1,149 114,901 SH OTHER 02 0 114,901 0
FIDELITY NATIONAL FINL COM 316326107 1,304 86,900 SH SOLE 86,900 0 0
FIFTH THIRD BANCORP COM 316773100 8,348 126,609 SH SOLE 126,609 0 0
FILENET CORP COM 316869106 646 92,300 SH SOLE 92,300 0 0
FINOVA GROUP INC. COM 317928109 2,449 47,200 SH SOLE 47,200 0 0
FIRST AMERICAN FIN'L COCOM 318522307 3,176 200,850 SH SOLE 200,850 0 0
FIRST DATA CORP COM 319963104 54,260 1,269,241 SH SOLE 1,269,241 0 0
FIRST ENERGY CORP. COM 337932107 12,501 447,454 SH SOLE 447,454 0 0
FIRST HEALTH GROUP CORPCOM 320960107 911 56,700 SH SOLE 56,700 0 0
FIRST ISRAEL FUND COM UCOM 32063L100 3,762 289,400 SH SOLE 289,400 0 0
FIRST PHILIPPINE FD COMCOM 336100102 2,712 429,600 SH OTHER 02 352,600 77,000 0
FIRST SECURITY CORP COM 336294103 3,069 158,900 SH SOLE 158,900 0 0
FIRST TENNESSEE NATL COCOM 337162101 16,507 450,700 SH SOLE 450,700 0 0
FIRST UNION CORP. COM 337358105 101,586 1,901,020 SH SOLE 1,901,020 0 0
FIRST VIRGINIA BANKS INCOM 337477103 6,654 145,650 SH SOLE 145,650 0 0
FIRSTAR CORPORATION COM 33763V109 24,024 268,420 SH SOLE 268,420 0 0
FIRSTMERIT CORPORATION COM 337915102 6,165 239,400 SH SOLE 239,400 0 0
FISERV INC. WISCONSIN COM 337738108 3,620 67,500 SH SOLE 67,500 0 0
FLEET FINANCIAL COM 338915101 79,360 2,109,238 SH SOLE 2,109,238 0 0
FLEETWOOD ENT. COM 339099103 390 13,609 SH SOLE 13,609 0 0
FLEMING COS COM 339130106 904 105,567 SH SOLE 105,567 0 0
FLORIDA PROGRESS CORP. COM 341109106 15,474 409,900 SH SOLE 409,900 0 0
FLORIDA ROCK INDS COM 341140101 683 20,000 SH SOLE 20,000 0 0
FLOWERS INDUSTRIES INC.COM 343496105 11,034 448,100 SH SOLE 448,100 0 0
FLOWSERVE CORP. COM 34354P105 26,184 1,682,500 SH SOLE 1,682,500 0 0
FLUOR CORP. COM 343861100 4,267 158,027 SH SOLE 158,027 0 0
FMC CORP. COM 302491303 48,591 984,114 SH SOLE 984,114 0 0
FOODMAKER INC. COM 344839204 4,200 164,700 SH SOLE 164,700 0 0
FOOTSTAR INC COM 344912100 2,400 75,000 SH SOLE 75,000 0 0
FORD MOTOR CO COM 345370100 87,105 1,534,883 SH SOLE 1,534,883 0 0
FORE SYSTEMS INC COM 345449102 7,808 413,000 SH SOLE 413,000 0 0
FOREIGN & COLONIAL EMERCOM 345451108 7,536 533,527 SH OTHER 01 02 185,000 348,527 0
FOREST LABORATORIES INCCOM 345838106 16,191 287,200 SH SOLE 287,200 0 0
FORT JAMES CORP. COM 347471104 27,609 871,288 SH SOLE 871,288 0 0
FORTUNE BRANDS INC. COM 349631101 4,313 111,495 SH SOLE 111,495 0 0
FOSTER WHEELER CORP. COM 350244109 18,365 1,514,622 SH SOLE 1,514,622 0 0
FOUNDATION HEALTH SYSTECOM 350404109 9,135 749,500 SH SOLE 749,500 0 0
FPL GROUP INC. COM 302571104 21,077 395,819 SH SOLE 395,819 0 0
FRANKLIN COVEY CO. COM 353469109 602 66,900 SH SOLE 66,900 0 0
FRANKLIN RESOURCES INC COM 354613101 12,853 457,000 SH SOLE 457,000 0 0
FRED MEYER INC. COM 592907109 8,937 151,800 SH SOLE 151,800 0 0
FREDDIE MAC COM 313400301 66,122 1,157,490 SH SOLE 1,157,490 0 0
FREEPORT MCMORAN CLASS COM 35671D857 7,880 724,571 SH SOLE 724,571 0 0
FREMONT GENERAL CORP. COM 357288109 4,659 244,400 SH SOLE 244,400 0 0
FRITZ COMPANIES INC. COM 358846103 967 140,700 SH SOLE 140,700 0 0
FRONTIER CORP COM 35906P105 10,747 207,165 SH SOLE 207,165 0 0
FRONTIER INSURANCE GROUCOM 359081106 1,702 143,350 SH SOLE 143,350 0 0
FRUIT OF THE LOOM INC COM G3682L105 324 31,217 SH SOLE 31,217 0 0
FULLER H B CO COM 359694106 731 12,400 SH SOLE 12,400 0 0
FURNITURE BRANDS INTERNCOM 360921100 1,106 50,000 SH SOLE 50,000 0 0
G & K SERV. CL-A COM 361268105 4,185 90,600 SH SOLE 90,600 0 0
GALEY & LORD INC. COM 36352K103 192 43,300 SH SOLE 43,300 0 0
GALLAGHER (ARTHUR) J & COM 363576109 2,967 64,500 SH SOLE 64,500 0 0
GANNETT INC COM 364730101 24,481 388,582 SH SOLE 388,582 0 0
GAP INC COM 364760108 42,488 631,203 SH SOLE 631,203 0 0
GARDNER DENVER MACHINERCOM 365558105 814 51,300 SH SOLE 51,300 0 0
GATEWAY 2000 INC. COM 367833100 4,258 62,100 SH SOLE 62,100 0 0
GATX CORP COM 361448103 1,393 42,300 SH SOLE 42,300 0 0
GC COMPANIES INC. COM 36155Q109 1,069 34,000 SH SOLE 34,000 0 0
GDT APR @75 CALL 401698105 4 200 SH CALL SOLE 200 0 0
GENCORP INC COM 368682100 643 35,700 SH SOLE 35,700 0 0
GENERAL DYNAMICS CORP. COM 369550108 3,221 50,134 SH SOLE 50,134 0 0
GENERAL ELECTRIC CO COM 369604103 533,004 4,818,111 SH SOLE 4,818,111 0 0
GENERAL INSTRUMENT CORPCOM 370120107 3,776 124,577 SH SOLE 124,577 0 0
GENERAL MILLS INC COM 370334104 22,247 294,416 SH SOLE 294,416 0 0
GENERAL MOTORS CORP COM 370442105 90,588 1,042,742 SH SOLE 1,042,742 0 0
GENERAL NUTRITION COMPACOM 37047F103 973 69,500 SH SOLE 69,500 0 0
GENESIS HEALTH VENTURESCOM 371912106 755 154,800 SH SOLE 154,800 0 0
GENTEX CORP. COM 371901109 6,609 306,500 SH SOLE 306,500 0 0
GENUINE PARTS CO COM 372460105 4,895 169,907 SH SOLE 169,907 0 0
GENZYME CORP. GEN. DIV.COM 372917104 15,056 298,500 SH SOLE 298,500 0 0
GEON COMPANY COM 37246W105 1,881 82,700 SH SOLE 82,700 0 0
GEORGIA GULF CORP COM 373200203 4,789 428,100 SH SOLE 428,100 0 0
GEORGIA PACIFIC COM 373298108 6,804 91,630 SH SOLE 91,630 0 0
GEORGIA-PAC TIMBER GROUCOM 373298702 1,767 78,730 SH SOLE 78,730 0 0
GERBER SCIENTIFIC COM 373730100 2,410 119,400 SH SOLE 119,400 0 0
GETCHELL GOLD CORP. COM 374265106 2,768 105,700 SH SOLE 105,700 0 0
GIBSON GREETINGS COM 374827103 356 48,700 SH SOLE 48,700 0 0
GILLETTE CO COM 375766102 101,740 1,711,722 SH SOLE 1,711,722 0 0
GLAMIS GOLD LTD COM 376775102 188 136,800 SH SOLE 136,800 0 0
GLATFELTER (P.H.) CO COM 377316104 409 36,600 SH SOLE 36,600 0 0
GLIMCHER REALTY TRUST REIT 379302102 316 22,000 SH SOLE 22,000 0 0
GLOBAL INDUSTRIAL TECH.COM 379335102 1,059 100,900 SH SOLE 100,900 0 0
GLOBAL MARINE COM 379352404 6,386 543,500 SH SOLE 543,500 0 0
GM MAY @95 CALL 370442105 584 2,750 SH CALL SOLE 2,750 0 0
GOLDEN WEST FINANCIAL CCOM 381317106 7,207 75,462 SH SOLE 75,462 0 0
GOODRICH B F CO. COM 382388106 2,848 82,995 SH SOLE 82,995 0 0
GOODY'S FAMILY CLOTHINGCOM 382588101 1,440 103,300 SH SOLE 103,300 0 0
GOODYEAR T & R COM 382550101 10,545 211,699 SH SOLE 211,699 0 0
GPU INC COM 36225X100 10,509 281,635 SH SOLE 281,635 0 0
GRACE W.R. & COMPANY NECOM 38388F108 450 37,104 SH SOLE 37,104 0 0
GRAINGER W W INC COM 384802104 3,888 90,288 SH SOLE 90,288 0 0
GRANITE CONSTRUCTION INCOM 387328107 554 23,700 SH SOLE 23,700 0 0
GREAT ATL & PAC TEA COM 390064103 459 15,284 SH SOLE 15,284 0 0
GREAT LAKES CHEMICAL COCOM 390568103 1,781 48,458 SH SOLE 48,458 0 0
GREATER CHINA FUND COMMCOM 39167B102 2,183 360,000 SH OTHER 02 300,000 60,000 0
GREENPOINT FINANCIAL COM 395384100 2,780 80,000 SH SOLE 80,000 0 0
GRIFFON CORPORATION COM 398433102 876 127,400 SH SOLE 127,400 0 0
GTE CORP COM 362320103 141,301 2,335,553 SH SOLE 2,335,553 0 0
GTECH HOLDINGS CORP COM 400518106 895 36,700 SH SOLE 36,700 0 0
GUIDANT CORP. COM 401698105 30,206 499,280 SH SOLE 499,280 0 0
GUILFORD MILLS INC. COM 401794102 682 77,900 SH SOLE 77,900 0 0
GULFSTREAM AEROSPACE COCOM 402734107 10,202 235,200 SH SOLE 235,200 0 0
GYMBOREE CORP COM 403777105 674 75,400 SH SOLE 75,400 0 0
H & R BLOCK INC. COM 093671105 6,637 140,089 SH SOLE 140,089 0 0
HA-LO INDUSTRIES INC. COM 404429102 1,684 136,800 SH SOLE 136,800 0 0
HADCO CORP. COM 404681108 1,484 47,100 SH SOLE 47,100 0 0
HALLIBURTON COMPANY COM 406216101 24,392 633,548 SH SOLE 633,548 0 0
HALTER MARINE GROUP INCCOM 40642Y105 660 113,600 SH SOLE 113,600 0 0
HANCOCK FABRICS INC COM 409900107 395 62,500 SH SOLE 62,500 0 0
HANNA (M.A.) CO COM 410522106 11,537 900,425 SH SOLE 900,425 0 0
HANNAFORD BROTHERS COM 410550107 14,177 312,000 SH SOLE 312,000 0 0
HARBINGER CORP. COM 41145C103 905 134,100 SH SOLE 134,100 0 0
HARCOURT GENERAL COM 41163G101 1,276 28,793 SH SOLE 28,793 0 0
HARLAND JOHN H CO COM 412693103 1,380 106,658 SH SOLE 106,658 0 0
HARLEY-DAVIDSON INC COM 412822108 26,881 467,500 SH SOLE 467,500 0 0
HARNISCHFEGER INDS. INCCOM 413345109 1,963 345,055 SH SOLE 345,055 0 0
HARRAH'S ENTERTAINMENT COM 413619107 1,735 91,029 SH SOLE 91,029 0 0
HARRIS CORP. COM 413875105 903 31,550 SH SOLE 31,550 0 0
HARSCO CORP COM 415864107 13,654 542,100 SH SOLE 542,100 0 0
HARTFORD FINL SERVICES COM 416515104 25,048 440,894 SH SOLE 440,894 0 0
HARTMARX CORP. COM 417119104 607 124,500 SH SOLE 124,500 0 0
HASBRO BRADLEY COM 418056107 3,856 133,254 SH SOLE 133,254 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 957 27,300 SH SOLE 27,300 0 0
HCC INSURANCE HOLDINGS COM 404132102 13,712 712,300 SH SOLE 712,300 0 0
HCR MANOR CARE, INC. COM 404134108 3,394 148,789 SH SOLE 148,789 0 0
HEALTH MGMT ASSOCIATES COM 421933102 9,844 807,675 SH SOLE 807,675 0 0
HEALTHSOUTH CORP COM 421924101 30,520 2,941,715 SH SOLE 2,941,715 0 0
HEARTLAND EXPRESS INC. COM 422347104 1,830 120,500 SH SOLE 120,500 0 0
HECLA MINING CO. COM 422704106 1,882 684,300 SH SOLE 684,300 0 0
HEILIG-MEYERS CO COM 422893107 254 48,900 SH SOLE 48,900 0 0
HEINZ H. J. CO. COM 423074103 24,168 510,150 SH SOLE 510,150 0 0
HELMERICH & PAYNE, INC COM 423452101 1,350 59,492 SH SOLE 59,492 0 0
HENRY (JACK) & ASSOCIATCOM 426281101 3,370 91,700 SH SOLE 91,700 0 0
HERCULES INCORPORATED COM 427056106 1,639 64,906 SH SOLE 64,906 0 0
HERSHEY FOODS CORP. COM 427866108 17,203 307,201 SH SOLE 307,201 0 0
HEWLETT-PACKARD CO COM 428236103 135,851 2,003,336 SH SOLE 2,003,336 0 0
HIBERNIA CORP CL-A COM 428656102 1,773 135,100 SH SOLE 135,100 0 0
HIGHWOODS PROPERTIES INREIT 431284108 11,781 500,000 SH SOLE 500,000 0 0
HILB ROGAL & HAMIL. COM 431294107 910 53,700 SH SOLE 53,700 0 0
HILLENBRAND IND. COM 431573104 15,076 326,400 SH SOLE 326,400 0 0
HILTON HOTELS CORP. COM 432848109 5,711 406,080 SH SOLE 406,080 0 0
HNC SOFTWARE COM 40425P107 2,535 77,400 SH SOLE 77,400 0 0
HOLLYWOOD PARK INC. COM 436255103 844 81,800 SH SOLE 81,800 0 0
HOME DEPOT INC. COM 437076102 137,552 2,209,676 SH SOLE 2,209,676 0 0
HOMESTAKE MINING CO. COM 437614100 50,300 5,831,889 SH SOLE 5,831,889 0 0
HON INDUSTRIES COM 438092108 1,136 51,800 SH SOLE 51,800 0 0
HONEYWELL INC. COM 438506107 7,013 92,505 SH SOLE 92,505 0 0
HORACE MANN EDUCATORS COM 440327104 19,199 828,000 SH SOLE 828,000 0 0
HORMEL FOODS CORP COM 440452100 2,358 66,200 SH SOLE 66,200 0 0
HOUGHTON MIFFLIN CO COM 441560109 1,214 25,900 SH SOLE 25,900 0 0
HOUSEHOLD INTL. INC. COM 441815107 24,066 527,473 SH SOLE 527,473 0 0
HS RESOURCES INC. COM 404297103 629 71,900 SH SOLE 71,900 0 0
HSB GROUP INC. COM 40428N109 31,584 850,750 SH SOLE 850,750 0 0
HUBBELL INC COM 443510201 2,328 58,200 SH SOLE 58,200 0 0
HUGHES SUPPLY INC. COM 444482103 1,595 70,100 SH SOLE 70,100 0 0
HUMANA INC. COM 444859102 1,081 62,650 SH SOLE 62,650 0 0
HUNT (JB) TRANSPRT SVCSCOM 445658107 657 31,300 SH SOLE 31,300 0 0
HUNTINGTON BANCSHARES COM 446150104 7,949 256,952 SH SOLE 256,952 0 0
HUTCHINSON TECH. COM 448407106 1,468 59,000 SH SOLE 59,000 0 0
HYPERION SOLUTIONS CORPCOM 44914M104 1,264 87,200 SH SOLE 87,200 0 0
IBP INC COM 449223106 1,479 79,400 SH SOLE 79,400 0 0
ICN PHARMACEUTICALS COM 448924100 4,776 189,600 SH SOLE 189,600 0 0
IDACORP, INC. COM 451107106 952 32,400 SH SOLE 32,400 0 0
IDEXX LABS INC. COM 45168D104 3,993 166,800 SH SOLE 166,800 0 0
IHOP CORP. COM 449623107 1,374 35,000 SH SOLE 35,000 0 0
IKON OFFICE SOLUTIONS ICOM 451713101 2,961 231,107 SH SOLE 231,107 0 0
ILLINOIS TOOL WORKS COM 452308109 19,769 319,498 SH SOLE 319,498 0 0
ILLINOVA CORP COM 452317100 11,318 534,200 SH SOLE 534,200 0 0
IMATION CORP COM 45245A107 597 36,200 SH SOLE 36,200 0 0
IMC GLOBAL INC. COM 449669100 8,159 399,200 SH SOLE 399,200 0 0
IMCO RECYCLING INC. COM 449681105 708 55,000 SH SOLE 55,000 0 0
IMMUNE RESPONSE CORP/DECOM 45252T106 654 74,200 SH SOLE 74,200 0 0
IMS HEALTH INC. COM 449934108 13,350 403,024 SH SOLE 403,024 0 0
INACOM CORPORATION COM 45323G109 776 100,096 SH SOLE 100,096 0 0
INCO LTD COM 453258402 21,746 1,633,522 SH SOLE 1,633,522 0 0
INCYTE PHARMACEUTICALS COM 45337C102 1,689 84,200 SH SOLE 84,200 0 0
INDIANA ENERGY INC COM 454707100 497 26,266 SH SOLE 26,266 0 0
INFORMATION RESOURCES ICOM 456905108 157 24,400 SH SOLE 24,400 0 0
INFORMIX CORP COM 456779107 982 133,100 SH SOLE 133,100 0 0
INGERSOLL-RAND COM 456866102 10,271 206,964 SH SOLE 206,964 0 0
INPUT/OUTPUT INC. COM 457652105 1,107 175,400 SH SOLE 175,400 0 0
INSIGHT ENTERPRISES INCCOM 45765U103 1,893 76,500 SH SOLE 76,500 0 0
INTEGRATED DEVICE TECH COM 458118106 374 69,200 SH SOLE 69,200 0 0
INTEGRATED HEALTH SERVICOM 45812C106 912 165,800 SH SOLE 165,800 0 0
INTEL CORP. COM 458140100 292,639 2,461,737 SH SOLE 2,461,737 0 0
INTER-TEL INC. COM 458372109 1,225 78,700 SH SOLE 78,700 0 0
INTERFACE INC COM 458665106 1,724 179,100 SH SOLE 179,100 0 0
INTERIM SERVICES INC. COM 45868P100 2,594 172,900 SH SOLE 172,900 0 0
INTERMET CORP. COM 45881K104 1,486 111,100 SH SOLE 111,100 0 0
INTERNATIONAL PAPER COM 460146103 45,015 1,067,029 SH SOLE 1,067,029 0 0
INTERNATIONAL RECTIFIERCOM 460254105 1,710 244,300 SH SOLE 244,300 0 0
INTERNATL FLAVORS & FRACOM 459506101 1,797 47,833 SH SOLE 47,833 0 0
INTERPUBLIC GROUP COM 460690100 18,106 232,503 SH SOLE 232,503 0 0
INTERSTATE BAKERIES COM 46072H108 1,371 63,600 SH SOLE 63,600 0 0
INTERSTATE ENERGY CORP.COM 460845100 4,438 167,454 SH SOLE 167,454 0 0
INTL BUS MACH CORP COM 459200101 245,351 1,384,206 SH SOLE 1,384,206 0 0
INTL GAME TECHNOLOGY COM 459902102 1,386 95,200 SH SOLE 95,200 0 0
INTL MULTIFOODS CORP COM 460043102 361 15,500 SH SOLE 15,500 0 0
INTUIT INC. COM 461202103 18,620 183,000 SH SOLE 183,000 0 0
INVACARE CORP. COM 461203101 3,180 130,800 SH SOLE 130,800 0 0
IONICS INC COM 462218108 2,106 69,900 SH SOLE 69,900 0 0
IPALCO ENTERPRISES COM 462613100 16,653 759,100 SH SOLE 759,100 0 0
IRVINE APARTMENT COMMUNREIT 463606103 9,863 300,000 SH SOLE 300,000 0 0
ITRON INC. COM 465741106 503 53,700 SH SOLE 53,700 0 0
ITT INDUSTRIES INC COM 450911102 1,551 43,848 SH SOLE 43,848 0 0
IVAX CORP COM 465823102 1,244 105,300 SH SOLE 105,300 0 0
J C PENNEY INC COM 708160106 44,283 1,093,411 SH SOLE 1,093,411 0 0
JACOBS ENGINEERING GROUCOM 469814107 883 22,400 SH SOLE 22,400 0 0
JARDINE FLEMING INDIA CCOM 471112102 2,800 400,000 SH SOLE 400,000 0 0
JEFFERSON PILOT COM 475070108 5,584 82,420 SH SOLE 82,420 0 0
JEFFRIES GROUP INC. COM 472318104 3,226 68,000 SH SOLE 68,000 0 0
JLG INDUSTIRES, INC. COM 466210101 1,954 143,400 SH SOLE 143,400 0 0
JO-ANN STORES, INC. COM 47758P109 5,922 430,700 SH SOLE 430,700 0 0
JOHNSON & JOHNSON COM 478160104 192,313 2,052,704 SH SOLE 2,052,704 0 0
JOHNSON CONTROLS COM 478366107 4,290 68,773 SH SOLE 68,773 0 0
JONES APPAREL GROUP INCCOM 480074103 10,111 361,900 SH SOLE 361,900 0 0
JONES PHARMA INC. COM 480236108 3,016 86,800 SH SOLE 86,800 0 0
JOSTENS INC. COM 481088102 774 36,429 SH SOLE 36,429 0 0
JSB FINANCIAL INC. COM 46624M100 1,669 33,300 SH SOLE 33,300 0 0
JUST FOR FEET INC. COM 48213P106 1,171 93,700 SH SOLE 93,700 0 0
JUSTIN INDUSTRIES COM 482171105 1,102 100,200 SH SOLE 100,200 0 0
K MART CORP COM 482584109 66,997 3,984,952 SH SOLE 3,984,952 0 0
K N ENERGY INC. COM 482620101 1,151 57,750 SH SOLE 57,750 0 0
K.C.S. ENERGY INC. COM 482434206 160 122,200 SH SOLE 122,200 0 0
K2 INC. COM 482732104 576 73,200 SH SOLE 73,200 0 0
KAMAN CORP CL-A COM 483548103 1,063 83,000 SH SOLE 83,000 0 0
KANSAS CITY POWER & LIGCOM 485134100 1,320 53,600 SH SOLE 53,600 0 0
KANSAS CITY SOUTHERN INCOM 485170104 17,465 306,400 SH SOLE 306,400 0 0
KAUFMAN & BROAD HOME COCOM 486168107 733 32,486 SH SOLE 32,486 0 0
KAYDON CORP COM 486587108 825 28,500 SH SOLE 28,500 0 0
KEANE INC. COM 486665102 6,147 288,400 SH SOLE 288,400 0 0
KELLOGG CO. COM 487836108 17,805 526,594 SH SOLE 526,594 0 0
KELLWOOD CO. COM 488044108 1,412 64,000 SH SOLE 64,000 0 0
KELLY SERVICES INC CL-ACOM 488152208 907 32,700 SH SOLE 32,700 0 0
KEMET CORP. COM 488360108 1,857 161,500 SH SOLE 161,500 0 0
KENNAMETAL INC COM 489170100 399 22,800 SH SOLE 22,800 0 0
KENT ELECTRONICS CORP. COM 490553104 1,129 113,600 SH SOLE 113,600 0 0
KERR MCGEE CORP. COM 492386107 1,771 53,970 SH SOLE 53,970 0 0
KEYCORP COM 493267108 12,186 402,006 SH SOLE 402,006 0 0
KEYSPAN ENERGY CORP. COM 49337K106 11,515 458,300 SH SOLE 458,300 0 0
KEYSTONE FIN. INC. COM 493482103 1,500 46,500 SH SOLE 46,500 0 0
KILROY REALTY CORP REIT 49427F108 4,100 200,000 SH SOLE 200,000 0 0
KIMBERLY-CLARK CORP COM 494368103 41,164 858,700 SH SOLE 858,700 0 0
KIMCO REALTY CORP REIT 49446R109 9,219 250,000 SH SOLE 250,000 0 0
KING WORLD PRODTNS. COM 495667107 47,450 1,552,560 SH SOLE 1,552,560 0 0
KINROSS GOLD CORP. COM 496902107 1,328 625,000 SH SOLE 625,000 0 0
KIRBY CORP. COM 497266106 1,880 99,300 SH SOLE 99,300 0 0
KLA-TENCOR CORP. COM 482480100 5,434 111,900 SH SOLE 111,900 0 0
KM APR @17.5 CALL 482584109 47 1,250 SH CALL SOLE 1,250 0 0
KNIGHT RIDDER COM 499040103 7,699 153,988 SH SOLE 153,988 0 0
KOHLS CORP COM 500255104 4,571 64,500 SH SOLE 64,500 0 0
KOMAG INC. COM 500453105 767 175,400 SH SOLE 175,400 0 0
KOREA EQUITY FUND COM SCOM 50063B104 387 106,700 SH SOLE 106,700 0 0
KOREA FUND INC (USD) COM 500634100 103 10,000 SH OTHER 02 0 10,000 0
KROGER CO. COM 501044101 26,564 443,654 SH SOLE 443,654 0 0
KRONOS INC. COM 501052104 1,507 61,500 SH SOLE 61,500 0 0
KULICKE & SOFFA INDUSTRCOM 501242101 2,341 92,700 SH SOLE 92,700 0 0
LA-Z-BOY INC. COM 505336107 4,041 212,700 SH SOLE 212,700 0 0
LAIDLAW INC. COM 50730K503 1,779 305,997 SH SOLE 305,997 0 0
LANCASTER COLONY CORP COM 513847103 6,335 237,950 SH SOLE 237,950 0 0
LANCE INC COM 514606102 15,124 930,700 SH SOLE 930,700 0 0
LAND'S END INC COM 515086106 973 28,100 SH SOLE 28,100 0 0
LANDRY'S SEAFOOD RESTAUCOM 51508L103 646 100,900 SH SOLE 100,900 0 0
LANDSTAR SYSTEM INC. COM 515098101 1,696 51,200 SH SOLE 51,200 0 0
LATIN AMER DISCVRY COM COM 51828C106 724 87,700 SH OTHER 02 0 87,700 0
LATTICE SEMICON. CORP. COM 518415104 4,014 88,100 SH SOLE 88,100 0 0
LAWSON PRODUCTS COM 520776105 2,054 100,200 SH SOLE 100,200 0 0
LAWTER INTERNATIONAL COM 520786104 266 38,000 SH SOLE 38,000 0 0
LEAR CORP. COM 521865105 13,724 321,500 SH SOLE 321,500 0 0
LEE ENTERPRISES COM 523768109 1,160 40,000 SH SOLE 40,000 0 0
LEGATO SYSTEMS INC. COM 524651106 7,279 141,000 SH SOLE 141,000 0 0
LEGG MASON INC. COM 524901105 7,324 217,400 SH SOLE 217,400 0 0
LEGGETT & PLATT INC COM 524660107 14,000 700,000 SH SOLE 700,000 0 0
LEHMAN BROTHERS HOLDINGCOM 524908100 4,553 76,200 SH SOLE 76,200 0 0
LEXMARK INT'L GROUP A COM 529771107 22,831 204,300 SH SOLE 204,300 0 0
LG&E ENERGY CORP COM 501917108 17,673 849,157 SH SOLE 849,157 0 0
LIBBEY INC COM 529898108 1,711 55,200 SH SOLE 55,200 0 0
LIHIR GOLD LTD. COM 532349107 1,190 70,000 SH SOLE 70,000 0 0
LILLY INDUSTRIES INC. CCOM 532491107 1,558 100,900 SH SOLE 100,900 0 0
LIMITED INC. COM 532716107 10,542 266,043 SH SOLE 266,043 0 0
LINCARE HOLDINGS INC. COM 532791100 1,373 48,800 SH SOLE 48,800 0 0
LINCOLN NATIONAL CORP COM 534187109 8,759 88,582 SH SOLE 88,582 0 0
LINDSAY MANUFACTURING CCOM 535555106 1,241 62,450 SH SOLE 62,450 0 0
LINEAR TECHNOLOGY CORP COM 535678106 24,195 472,100 SH SOLE 472,100 0 0
LINES 'N THINGS INC. COM 535679104 5,372 118,400 SH SOLE 118,400 0 0
LIPOSOME COMPANY INC. COM 536310105 2,575 191,600 SH SOLE 191,600 0 0
LITTON INDS. INC. COM 538021106 2,283 39,700 SH SOLE 39,700 0 0
LIZ CLAIBORNE COM 539320101 2,377 72,872 SH SOLE 72,872 0 0
LOCKHEED MARTIN CORPORACOM 539830109 17,207 456,570 SH SOLE 456,570 0 0
LOEWS CORP COM 540424108 65,105 872,426 SH SOLE 872,426 0 0
LONE STAR INDUSTRIES COM 542290408 2,933 94,600 SH SOLE 94,600 0 0
LONE STAR STEAKHOUSE & COM 542307103 6,688 652,500 SH SOLE 652,500 0 0
LONGS DRUG STORES INC COM 543162101 507 16,647 SH SOLE 16,647 0 0
LONGVIEW FIBRE CO COM 543213102 518 44,800 SH SOLE 44,800 0 0
LOUISIANNA PACIFIC COM 546347105 830 44,588 SH SOLE 44,588 0 0
LOWE'S COS COM 548661107 28,916 477,952 SH SOLE 477,952 0 0
LSI LOGIC CORP COM 502161102 1,618 51,885 SH SOLE 51,885 0 0
LTV CORP COM 501921100 22,844 4,250,000 SH SOLE 4,250,000 0 0
LUBRIZOL CORP COM 549271104 1,118 49,700 SH SOLE 49,700 0 0
LUBYS INC. COM 549282101 1,571 93,100 SH SOLE 93,100 0 0
LUCENT TECHNOLOGIES COM 549463107 216,299 2,007,412 SH SOLE 2,007,412 0 0
LYDALL INC. COM 550819106 622 74,800 SH SOLE 74,800 0 0
LYONDELL CHEMICAL COMPACOM 552078107 947 69,200 SH SOLE 69,200 0 0
MACDERMID INC. COM 554273102 2,827 83,300 SH SOLE 83,300 0 0
MACK-CALI REALTY CORP. REIT 554489104 9,547 325,000 SH SOLE 325,000 0 0
MACNEAL-SCHWENDLER COM 554806109 3,466 577,600 SH SOLE 577,600 0 0
MACROMEDIA INC COM 556100105 5,388 118,900 SH SOLE 118,900 0 0
MAF BANCORP INC COM 55261R108 1,602 72,000 SH SOLE 72,000 0 0
MAGELLAN HEALTH SERVICECOM 559079108 528 126,200 SH SOLE 126,200 0 0
MAGNETEK INC COM 559424106 214 25,600 SH SOLE 25,600 0 0
MALLINCKRODT INC. COM 561232109 40,729 1,529,739 SH SOLE 1,529,739 0 0
MANITOWOC COMPANY INC. COM 563571108 3,174 75,800 SH SOLE 75,800 0 0
MANPOWER INC COM 56418H100 1,653 70,700 SH SOLE 70,700 0 0
MARCUS CORPORATION COM 566330106 1,558 129,850 SH SOLE 129,850 0 0
MARINER POST-ACUTE NETWCOM 568459101 460 210,089 SH SOLE 210,089 0 0
MARK IV INDUSTRIES INC COM 570387100 718 55,200 SH SOLE 55,200 0 0
MARRIOTT INT'L INC CL-ACOM 571903202 7,638 227,162 SH SOLE 227,162 0 0
MARSH & MCLENNAN COS. COM 571748102 42,291 570,057 SH SOLE 570,057 0 0
MARSHALL & ILSLEY CORP COM 571834100 19,259 347,400 SH SOLE 347,400 0 0
MARSHALL INDUSTRIES COM 572393106 1,153 85,400 SH SOLE 85,400 0 0
MARTIN MARIETTA MATERIACOM 573284106 7,253 127,100 SH SOLE 127,100 0 0
MASCO CORP. COM 574599106 13,569 480,310 SH SOLE 480,310 0 0
MATERIAL SCIENCES CORP.COM 576674105 438 68,700 SH SOLE 68,700 0 0
MATTEL INC. COM 577081102 11,734 471,709 SH SOLE 471,709 0 0
MAXIM INTGRTD PRDCTS INCOM 57772K101 22,489 415,500 SH SOLE 415,500 0 0
MAXXAM INC COM 577913106 363 7,200 SH SOLE 7,200 0 0
MAY DEPT STORES COM 577778103 19,132 488,985 SH SOLE 488,985 0 0
MAYTAG COMPANY COM 578592107 7,445 123,312 SH SOLE 123,312 0 0
MBIA INC. COM 55262C100 8,981 154,840 SH SOLE 154,840 0 0
MBNA CORP COM 55262L100 30,435 1,274,760 SH SOLE 1,274,760 0 0
McCORMICK & CO COM 579780206 16,817 579,900 SH SOLE 579,900 0 0
MCDERMOTT INTERNATIONALCOM 580037109 539 21,282 SH SOLE 21,282 0 0
MCDONALDS CORPORATION COM 580135101 77,366 1,707,378 SH SOLE 1,707,378 0 0
MCGRAW HILL INC COM 580645109 10,584 194,204 SH SOLE 194,204 0 0
MCI WORLDCOM INC. COM 55268B106 234,229 2,644,790 SH SOLE 2,644,790 0 0
MCKESSON HBOC INC COM 58155Q103 27,449 415,890 SH SOLE 415,890 0 0
MCN ENERGY GROUP INC COM 55267J100 1,078 67,100 SH SOLE 67,100 0 0
MCWHORTER TECHNOLOGIES COM 582803102 640 47,000 SH SOLE 47,000 0 0
MEAD CORPORATION COM 582834107 2,985 97,086 SH SOLE 97,086 0 0
MEDIA GENERAL INC - CL COM 584404107 1,065 22,900 SH SOLE 22,900 0 0
MEDIAONE GROUP INC. COM 58440J104 53,133 836,734 SH SOLE 836,734 0 0
MEDIMMUNE INC COM 584699102 10,760 181,800 SH SOLE 181,800 0 0
MEDQUIST INC. COM 584949101 2,910 97,000 SH SOLE 97,000 0 0
MEDTRONIC INC COM 585055106 58,386 813,744 SH SOLE 813,744 0 0
MELLON NATIONAL CORP. COM 585509102 32,056 455,496 SH SOLE 455,496 0 0
MENTOR CORP/MINN COM 587188103 1,617 110,100 SH SOLE 110,100 0 0
MENTOR GRAPHICS CORP. COM 587200106 7,023 520,200 SH SOLE 520,200 0 0
MERCANTILE BANC. COM 587405101 23,550 636,474 SH SOLE 636,474 0 0
MERCANTILE BANCORPORATICOM 587342106 2,902 61,100 SH SOLE 61,100 0 0
MERCK & CO INC COM 589331107 283,328 3,533,324 SH SOLE 3,533,324 0 0
MERCURY INTERACTIVE CORCOM 589405109 3,947 110,800 SH SOLE 110,800 0 0
MEREDITH CORPORATION COM 589433101 1,998 63,566 SH SOLE 63,566 0 0
MERITOR AUTOMOTIVE INC.COM 59000G100 932 60,101 SH SOLE 60,101 0 0
MERRILL CORP. COM 590175105 938 70,100 SH SOLE 70,100 0 0
MERRILL LYNCH & CO. INCCOM 590188108 45,215 511,261 SH SOLE 511,261 0 0
METHODE ELECTRONICS CL-COM 591520200 1,565 140,700 SH SOLE 140,700 0 0
METRO NETWORKS INC. COM 591918107 2,849 51,800 SH SOLE 51,800 0 0
MEXICO FUND INC COMMON COM 592835102 43,901 2,890,561 SH OTHER 02 2,522,975 367,586 0
MGIC INVESTMENT CORP COM 552848103 7,448 212,431 SH SOLE 212,431 0 0
MICHAELS STORES COM 594087108 2,222 90,000 SH SOLE 90,000 0 0
MICREL INCORPORATED COM 594793101 3,229 64,500 SH SOLE 64,500 0 0
MICRO WAREHOUSE INC COM 59501B105 482 29,900 SH SOLE 29,900 0 0
MICROAGE INC. COM 594928103 429 79,800 SH SOLE 79,800 0 0
MICROCHIP TECHNOLOGY INCOM 595017104 1,506 43,500 SH SOLE 43,500 0 0
MICRON TECHNOLOGY INC COM 595112103 14,603 302,659 SH SOLE 302,659 0 0
MICROS SYSTEMS INC. COM 594901100 1,627 49,300 SH SOLE 49,300 0 0
MICROSOFT CORP. COM 594918104 588,140 6,562,228 SH SOLE 6,562,228 0 0
MIDAMERICAN ENERGY HLDGCOM 59562V107 1,462 52,200 SH SOLE 52,200 0 0
MIDWAY GAMES INC. COM 598148104 1,151 132,473 SH SOLE 132,473 0 0
MILACRON, INC. COM 598709103 214 13,573 SH SOLE 13,573 0 0
MILLER (HERMAN) INC COM 600544100 5,679 311,200 SH SOLE 311,200 0 0
MILLIPORE CORPORATION COM 601073109 1,069 44,329 SH SOLE 44,329 0 0
MINERALS TECHNOLOGIES ICOM 603158106 946 19,700 SH SOLE 19,700 0 0
MINN MINING & MFG CO COM 604059105 27,761 392,379 SH SOLE 392,379 0 0
MINNESOTA POWER INC. COM 604110106 1,138 57,600 SH SOLE 57,600 0 0
MIRAGE RESORTS INC COM 60462E104 6,292 296,085 SH SOLE 296,085 0 0
MISSISSIPPI CHEMICAL COCOM 605288208 1,159 123,600 SH SOLE 123,600 0 0
MOBIL CORP. COM 607059102 85,658 973,386 SH SOLE 973,386 0 0
MODINE MANUFACTURING COCOM 607828100 716 25,500 SH SOLE 25,500 0 0
MODIS PROFESSIONAL SERVCOM 607830106 3,611 398,400 SH SOLE 398,400 0 0
MOHAWK INDUSTRIES INC. COM 608190104 5,852 195,050 SH SOLE 195,050 0 0
MOLEX INC COM 608554101 3,988 135,775 SH SOLE 135,775 0 0
MOMENTUM BUSINESS APPLICOM 60877P108 17 1,922 SH SOLE 1,922 0 0
MONSANTO CO. COM 611662107 32,686 711,541 SH SOLE 711,541 0 0
MONTANA POWER CO COM 612085100 15,242 207,200 SH SOLE 207,200 0 0
MOORE CORP LTD COM 615785102 403 40,819 SH SOLE 40,819 0 0
MORGAN J P & CO INC COM 616880100 57,898 469,288 SH SOLE 469,288 0 0
MORGAN STANLEY AFR INVECOM 617444104 4,249 453,300 SH OTHER 02 314,600 138,700 0
MORGAN STANLEY DEAN WITCOM 617446448 62,672 627,113 SH SOLE 627,113 0 0
MORGAN STANLEY EMG MKTSCOM 61744G107 287 30,000 SH OTHER 02 0 30,000 0
MORGAN STANLEY INDIA INCOM 61745C105 9,063 1,000,000 SH OTHER 04 0 1,000,000 0
MORRISON KNUDSEN CORP. COM 61844A109 2,363 237,800 SH SOLE 237,800 0 0
MORTON INTERNATIONAL COM 619335102 10,830 294,698 SH SOLE 294,698 0 0
MOTOROLA INC COM 620076109 84,287 1,150,680 SH SOLE 1,150,680 0 0
MS CARRIERS COM 553533100 1,293 48,900 SH SOLE 48,900 0 0
MSQ APR@100 CALL 594918104 10 400 SH CALL SOLE 400 0 0
MUELLER INDUSTRIES INC.COM 624756102 3,403 152,100 SH SOLE 152,100 0 0
MURPHY OIL CORP COM 626717102 50,369 1,213,700 SH SOLE 1,213,700 0 0
MUTUAL RISK MANAGEMENT COM 628351108 5,676 148,400 SH SOLE 148,400 0 0
MYERS INDUSTRIES INC. COM 628464109 1,742 82,470 SH SOLE 82,470 0 0
MYLAN LABS COM 628530107 12,879 469,400 SH SOLE 469,400 0 0
NABORS INDUSTRIES COM 629568106 48,388 2,660,500 SH SOLE 2,660,500 0 0
NAC RE CORP COM 628907107 2,985 55,600 SH SOLE 55,600 0 0
NACCO INDUSTRIES -CL A COM 629579103 336 4,536 SH SOLE 4,536 0 0
NALCO CHEMICAL CO. COM 629853102 37,784 1,422,452 SH SOLE 1,422,452 0 0
NASH FINCH CO. COM 631158102 423 50,500 SH SOLE 50,500 0 0
NATIONAL CITY CORP COM 635405103 31,261 470,983 SH SOLE 470,983 0 0
NATIONAL COMPUTER SYS ICOM 635519101 3,347 136,600 SH SOLE 136,600 0 0
NATIONAL DATA CORP. COM 635621105 4,880 116,200 SH SOLE 116,200 0 0
NATIONAL FUEL & GAS COM 636180101 1,287 32,800 SH SOLE 32,800 0 0
NATIONAL INSTRUMENTS COCOM 636518102 2,847 99,900 SH SOLE 99,900 0 0
NATIONAL PRESTO INDS INCOM 637215104 773 21,800 SH SOLE 21,800 0 0
NATIONAL SEMICONDUCTOR COM 637640103 10,796 1,159,316 SH SOLE 1,159,316 0 0
NATIONAL SERVICE INDS ICOM 637657107 690 20,258 SH SOLE 20,258 0 0
NATIONWIDE FINANCIAL SECOM 638612101 4,200 100,000 SH SOLE 100,000 0 0
NATURES SUNSHINE PRODS COM 639027101 926 84,200 SH SOLE 84,200 0 0
NAUTICA ENTERPRISES INCCOM 639089101 1,716 151,700 SH SOLE 151,700 0 0
NAVISTAR INTL. CORP. COM 63934E108 2,006 49,924 SH SOLE 49,924 0 0
NBTY INC. COM 628782104 1,009 207,000 SH SOLE 207,000 0 0
NCH CORP COM 628850109 296 6,200 SH SOLE 6,200 0 0
NCR CORPORATION COM 62886E108 4,180 83,600 SH SOLE 83,600 0 0
NETWORK EQUIPMENT TECH.COM 641208103 945 105,700 SH SOLE 105,700 0 0
NETWORKS ASSOCIATES INCCOM 640938106 12,774 416,250 SH SOLE 416,250 0 0
NEVADA POWER CO COM 641423108 1,074 43,400 SH SOLE 43,400 0 0
NEW CENTURY ENERGIES INCOM 64352U103 4,942 145,100 SH SOLE 145,100 0 0
NEW ENGLAND BUSINESS SECOM 643872104 1,681 58,600 SH SOLE 58,600 0 0
NEW ENGLAND ELECTRIC COM 644001109 10,374 213,900 SH SOLE 213,900 0 0
NEW PLAN EXCEL REALTY TREIT 648053106 4,145 216,000 SH SOLE 216,000 0 0
NEW YORK TIMES CO. CL ACOM 650111107 10,111 354,762 SH SOLE 354,762 0 0
NEWELL RUBBERMAID INC. COM 651192106 15,798 332,596 SH SOLE 332,596 0 0
NEWFIELD EXPLORATION COCOM 651290108 3,240 143,200 SH SOLE 143,200 0 0
NEWMONT MNG. CORP. COM 651639106 11,622 664,094 SH SOLE 664,094 0 0
NEWPORT NEWS SHIPBUILDICOM 652228107 954 30,100 SH SOLE 30,100 0 0
NEXTEL COMMUNICATIONS CCOM 65332V103 12,214 333,500 SH SOLE 333,500 0 0
NFO WORLDWIDE INC. COM 62910N108 803 80,250 SH SOLE 80,250 0 0
NIAGARA MOHAWK HOLDINGSCOM 653520106 744 55,400 SH SOLE 55,400 0 0
NICOR INC. COM 654086107 813 22,614 SH SOLE 22,614 0 0
NIKE INC. -CL B COM 654106103 24,795 429,820 SH SOLE 429,820 0 0
NINE WEST GROUP INC COM 65440D102 763 30,900 SH SOLE 30,900 0 0
NIPSCO INDUSTRIES COM 629140104 13,435 497,600 SH SOLE 497,600 0 0
NJ RESOURCES CORP. COMMCOM 646025106 2,564 72,100 SH SOLE 72,100 0 0
NKQ APR@25 CALL 670006105 688 5,000 SH CALL SOLE 5,000 0 0
NKQ MAY@20 CALL 670006105 8,063 15,000 SH CALL SOLE 15,000 0 0
NOBLE AFFILIATES INC COM 654894104 15,927 549,200 SH SOLE 549,200 0 0
NOBLE DRILLING CORP. COM 655042109 1,977 114,200 SH SOLE 114,200 0 0
NORDSON CORP COM 655663102 836 15,000 SH SOLE 15,000 0 0
NORDSTROM INC COM 655664100 9,404 230,058 SH SOLE 230,058 0 0
NORFOLK SOUTHERN CORP. COM 655844108 9,970 378,021 SH SOLE 378,021 0 0
NORRELL CORP. COM 656301108 1,375 105,300 SH SOLE 105,300 0 0
NORTH AMERICAN VACCINE COM 657201109 980 163,400 SH SOLE 163,400 0 0
NORTH FORK BANK COM 659424105 11,413 540,250 SH SOLE 540,250 0 0
NORTHEAST UTILITIES COM 664397106 1,553 111,900 SH SOLE 111,900 0 0
NORTHERN STATES POWER-MCOM 665772109 2,944 126,972 SH SOLE 126,972 0 0
NORTHERN TELECOM COM 665815106 40,607 653,640 SH SOLE 653,640 0 0
NORTHERN TRUST CORP COM 665859104 8,428 94,900 SH SOLE 94,900 0 0
NORTHROP GRUMMAN CORP. COM 666807102 3,796 63,395 SH SOLE 63,395 0 0
NORTHWEST NATURAL GAS CCOM 667655104 1,971 90,100 SH SOLE 90,100 0 0
NOVA CORP./GEORGIA COM 669784100 1,530 58,300 SH SOLE 58,300 0 0
NOVELL INC COM 670006105 77,347 3,070,854 SH SOLE 3,070,854 0 0
NOVELLUS SYSTEMS INC. COM 670008101 6,940 125,900 SH SOLE 125,900 0 0
NUCOR CORP COM 670346105 1,647 37,374 SH SOLE 37,374 0 0
NYMAGIC INC COM 629484106 5,914 454,900 SH SOLE 454,900 0 0
O'REILLY AUTOMOTIVE INCCOM 686091109 3,495 78,100 SH SOLE 78,100 0 0
OAK INDUSTRIES INC. COM 671400505 2,372 74,700 SH SOLE 74,700 0 0
OAKWOOD HOMES COM 674098108 2,703 192,200 SH SOLE 192,200 0 0
OCCIDENTAL PETROLEUM COCOM 674599105 29,677 1,648,730 SH SOLE 1,648,730 0 0
OCEAN ENERGY INC COM 67481E106 954 140,000 SH SOLE 140,000 0 0
OCEANEERING INT'L. INC.COM 675232102 1,593 105,300 SH SOLE 105,300 0 0
OCTEL CORP COM 675727101 51 4,200 SH SOLE 4,200 0 0
OEA INC COM 670826106 145 17,600 SH SOLE 17,600 0 0
OFFICE DEPOT INC COM 676220106 27,992 760,400 SH SOLE 760,400 0 0
OFFICE MAX COM 67622M108 926 107,400 SH SOLE 107,400 0 0
OFFSHORE LOGISTICS COM 676255102 1,082 93,100 SH SOLE 93,100 0 0
OGDEN CORP. COM 676346109 1,047 43,500 SH SOLE 43,500 0 0
OGE ENERGY CORP COM 670837103 6,884 305,100 SH SOLE 305,100 0 0
OLD KENT FINANCIAL CORPCOM 679833103 3,788 89,650 SH SOLE 89,650 0 0
OLD REPUBLIC INT'L CORPCOM 680223104 2,066 113,200 SH SOLE 113,200 0 0
OLIN CORP COM 680665205 436 43,300 SH SOLE 43,300 0 0
OLSTEN CORP COM 681385100 434 70,200 SH SOLE 70,200 0 0
OM GROUP, INC. COM 670872100 3,148 95,400 SH SOLE 95,400 0 0
OMNICOM GROUP COM 681919106 19,201 240,200 SH SOLE 240,200 0 0
ONEOK INC. COM 682680103 266 10,732 SH SOLE 10,732 0 0
ONMICARE INC. COM 681904108 6,864 360,100 SH SOLE 360,100 0 0
ORACLE SYS. CORP. COM 68389X105 58,331 2,211,588 SH SOLE 2,211,588 0 0
ORANGE & ROCKLAND UTILICOM 684065105 3,509 61,100 SH SOLE 61,100 0 0
ORBITAL SCIENCES CORP. COM 685564106 3,950 139,500 SH SOLE 139,500 0 0
OREGON STEEL MILLS INC COM 686079104 2,581 247,300 SH SOLE 247,300 0 0
ORGANOGENESIS INC. COM 685906109 1,075 93,000 SH SOLE 93,000 0 0
ORION CAPITAL CORP. COM 686268103 3,513 112,400 SH SOLE 112,400 0 0
ORTHODONTIC CENTERS OF COM 68750P103 2,246 142,600 SH SOLE 142,600 0 0
OSHKOSH B'GOSH CL-A COM 688222207 1,312 74,200 SH SOLE 74,200 0 0
OUTBACK STEAKHOUSE INC COM 689899102 2,039 62,250 SH SOLE 62,250 0 0
OVERSEAS SHIPHOLDING GRCOM 690368105 358 31,500 SH SOLE 31,500 0 0
OWENS & MINOR INC. COM 690732102 4,697 463,900 SH SOLE 463,900 0 0
OWENS CORNING COM 69073F103 1,201 37,743 SH SOLE 37,743 0 0
OWENS-ILLINOIS INC COM 690768403 1,376 55,023 SH SOLE 55,023 0 0
OXFORD HEALTH PLANS COM 691471106 3,745 239,700 SH SOLE 239,700 0 0
OXFORD INDUSTRIES INC. COM 691497309 802 32,900 SH SOLE 32,900 0 0
P P & L RESOURCES INC. COM 693499105 51,746 2,090,755 SH SOLE 2,090,755 0 0
P-COM INC. COM 693262107 1,103 144,700 SH SOLE 144,700 0 0
PACCAR INC COM 693718108 3,350 81,338 SH SOLE 81,338 0 0
PACIFIC CENTURY FINL COCOM 694058108 8,655 414,600 SH SOLE 414,600 0 0
PACIFIC GAS & ELEC. CO.COM 69331C108 10,016 322,456 SH SOLE 322,456 0 0
PACIFICARE HEALTH SYSTECOM 695112201 10,381 152,100 SH SOLE 152,100 0 0
PACIFICORP COM 695114108 51,014 2,957,338 SH SOLE 2,957,338 0 0
PAINE WEBBER GROUP INC COM 695629105 12,892 323,300 SH SOLE 323,300 0 0
PAKISTAN INV COM USD0.0COM 695844100 472 236,100 SH SOLE 236,100 0 0
PALL CORPORATION COM 696429307 50,068 3,022,986 SH SOLE 3,022,986 0 0
PAN AMERICAN SILVER CORCOM 697900108 1,486 290,000 SH SOLE 290,000 0 0
PAPA JOHN'S INTERNATIONCOM 698813102 4,633 105,000 SH SOLE 105,000 0 0
PARAMETRIC TECHNOLOGY CCOM 699173100 5,493 278,112 SH SOLE 278,112 0 0
PAREXEL INT'L CORP. COM 699462107 1,560 75,400 SH SOLE 75,400 0 0
PARK ELECTROCHEMICAL COCOM 700416209 1,107 47,100 SH SOLE 47,100 0 0
PARKER DRILLING CO COM 701081101 236 66,200 SH SOLE 66,200 0 0
PARKER-HANNIFIN CORP. COM 701094104 6,270 183,073 SH SOLE 183,073 0 0
PATRIOT AMERICAN HOSPITREIT 703352203 2,475 482,998 SH SOLE 482,998 0 0
PATTERSON DENTAL COMPANCOM 703412106 6,193 143,200 SH SOLE 143,200 0 0
PAXAR CORP. COM 704227107 1,153 155,000 SH SOLE 155,000 0 0
PAYCHEX INC COM 704326107 10,052 211,900 SH SOLE 211,900 0 0
PAYLESS SHOESOURCE INC COM 704379106 16,373 352,100 SH SOLE 352,100 0 0
PECO ENERGY CO. COM 693304107 11,318 244,717 SH SOLE 244,717 0 0
PEDIATRIX MEDICAL GROUPCOM 705324101 1,384 49,200 SH SOLE 49,200 0 0
PENNSYLVANIA ENTERPRISECOM 708720107 926 38,600 SH SOLE 38,600 0 0
PENNZENERGY COMPANY COM 70931Q109 6,300 600,000 SH SOLE 600,000 0 0
PENNZOIL-QUAKER STATE CCOM 709323109 829 67,004 SH SOLE 67,004 0 0
PENTAIR INC. COM 709631105 14,401 426,700 SH SOLE 426,700 0 0
PEOPLES ENERGY CORP COM 711030106 452 13,980 SH SOLE 13,980 0 0
PEOPLESOFT INC COM 712713106 3,052 208,700 SH SOLE 208,700 0 0
PEP BOYS MM & J COM 713278109 337 22,095 SH SOLE 22,095 0 0
PEPSICO INC. COM 713448108 94,340 2,407,412 SH SOLE 2,407,412 0 0
PERKIN ELMER CORP. COM 714041100 16,442 169,397 SH SOLE 169,397 0 0
PERRIGO CO. COM 714290103 27,666 3,816,000 SH SOLE 3,816,000 0 0
PFIZER INC. COM 717081103 266,032 1,917,347 SH SOLE 1,917,347 0 0
PHARMACEUTICAL PRODUCT COM 717124101 2,484 74,000 SH SOLE 74,000 0 0
PHARMACIA & UPJOHN INC COM 716941109 46,084 738,829 SH SOLE 738,829 0 0
PHELPS DODGE CORP. COM 717265102 1,411 28,647 SH SOLE 28,647 0 0
PHILADELPHIA SUBURBAN CCOM 718009608 2,265 99,833 SH SOLE 99,833 0 0
PHILIP MORRIS COS COM 718154107 142,049 4,036,914 SH SOLE 4,036,914 0 0
PHILLIPS PETROLEUM COM 718507106 17,507 370,518 SH SOLE 370,518 0 0
PHILLIPS-VAN HEUSEN COM 718592108 707 101,900 SH SOLE 101,900 0 0
PHOTRONICS INC. COM 719405102 1,812 97,300 SH SOLE 97,300 0 0
PHYCOR INC. COM 71940F100 1,193 251,100 SH SOLE 251,100 0 0
PICTURETEL CORP. COM 720035302 952 136,000 SH SOLE 136,000 0 0
PIEDMONT NATURAL GAS COCOM 720186105 4,179 119,400 SH SOLE 119,400 0 0
PIER 1 IMPORTS INC/DEL COM 720279108 3,242 399,050 SH SOLE 399,050 0 0
PILLOWTEX CORP. COM 721501104 613 43,200 SH SOLE 43,200 0 0
PINNACLE WEST CAPITAL CCOM 723484101 14,201 390,400 SH SOLE 390,400 0 0
PIONEER GROUP INC. COM 723684106 1,640 110,700 SH SOLE 110,700 0 0
PIONEER HI-BRED INTERNACOM 723686101 2,926 77,778 SH SOLE 77,778 0 0
PIONEER NATURAL RESOURCCOM 723787107 659 84,998 SH SOLE 84,998 0 0
PITNEY-BOWES, INC. COM 724479100 27,418 430,080 SH SOLE 430,080 0 0
PITTSTON BAX GROUP COM 725701882 575 82,900 SH SOLE 82,900 0 0
PITTSTON BRINK'S GROUP COM 725701106 839 35,700 SH SOLE 35,700 0 0
PLACER DOME INC. COM 725906101 53,773 4,806,544 SH SOLE 4,806,544 0 0
PLAINS RESOURCES INC. COM 726540503 1,089 72,600 SH SOLE 72,600 0 0
PLATINUM SOFTWARE CORP COM 72764R105 590 80,000 SH SOLE 80,000 0 0
PLATINUM TECHNOLOGY INTCOM 72764T101 1,731 67,900 SH SOLE 67,900 0 0
PLEXUS CORP COM 729132100 1,633 58,600 SH SOLE 58,600 0 0
PMI GROUP INC. COM 69344M101 17,585 379,200 SH SOLE 379,200 0 0
PNC FINANCIAL CORP COM 693475105 34,568 622,143 SH SOLE 622,143 0 0
POGO PRODUCING CO COM 730448107 1,768 136,000 SH SOLE 136,000 0 0
POLAROID COM 731095105 384 19,144 SH SOLE 19,144 0 0
POLICY MANAGEMENT SYSTECOM 731108106 3,105 101,400 SH SOLE 101,400 0 0
POOL ENERGY SERVICES COCOM 732788104 1,285 83,900 SH SOLE 83,900 0 0
POPE & TALBOT INC COM 732827100 342 53,700 SH SOLE 53,700 0 0
PORTUGAL FUND COM USD0.COM 737265108 837 61,400 SH OTHER 02 0 61,400 0
POST PROPERTIES,INC. REIT 737464107 9,000 250,000 SH SOLE 250,000 0 0
POTLATCH CORP. COM 737628107 400 11,793 SH SOLE 11,793 0 0
POTOMAC ELECTRIC POWER COM 737679100 10,254 442,200 SH SOLE 442,200 0 0
PPG INDUSTRIES INC. COM 693506107 12,667 247,153 SH SOLE 247,153 0 0
PRAXAIR INC. COM 74005P104 47,063 1,305,031 SH SOLE 1,305,031 0 0
PRE-PAID LEGAL SVCS COM 740065107 1,693 69,100 SH SOLE 69,100 0 0
PRECISION CASTPARTS CORCOM 740189105 845 21,000 SH SOLE 21,000 0 0
PREMARK INTERNATIONAL ICOM 740459102 1,772 53,800 SH SOLE 53,800 0 0
PREMIER BANCSHARES INC.COM 739909109 1,481 75,000 SH SOLE 75,000 0 0
PRICE (T. ROWE) ASSOC. COM 741477103 13,815 401,900 SH SOLE 401,900 0 0
PRIDE INTERNATIONAL INCCOM 741932107 1,445 175,200 SH SOLE 175,200 0 0
PRIMARK CORP COM 741903108 2,561 120,500 SH SOLE 120,500 0 0
PRIME HOSPITALITY CORP COM 741917108 1,595 160,500 SH SOLE 160,500 0 0
PROCTER & GAMBLE CO COM 742718109 195,492 1,996,088 SH SOLE 1,996,088 0 0
PROGRESS SOFTWARE COM 743312100 3,291 96,450 SH SOLE 96,450 0 0
PROGRESSIVE CORP COM 743315103 14,180 98,815 SH SOLE 98,815 0 0
PROLOGIS TRUST REIT 743410102 37,562 1,832,286 SH SOLE 1,832,286 0 0
PROMUS HOTEL CORP. NEW COM 74342P106 2,675 73,535 SH SOLE 73,535 0 0
PROTECTIVE LIFE CORP COM 743674103 9,393 248,000 SH SOLE 248,000 0 0
PROTEIN DESIGN LABS INCCOM 74369L103 1,360 90,300 SH SOLE 90,300 0 0
PROVIDENT COMPANIES INCCOM 743862104 3,757 108,700 SH SOLE 108,700 0 0
PROVIDENT FINANCIAL GROCOM 743866105 1,412 36,800 SH SOLE 36,800 0 0
PROVIDIAN FINANCIAL CORCOM 74406A102 9,996 90,872 SH SOLE 90,872 0 0
PSS WORLD MEDICAL INC. COM 69366A100 523 59,300 SH SOLE 59,300 0 0
PUBLIC SERVICE CO OF N COM 744499104 619 36,400 SH SOLE 36,400 0 0
PUBLIC SERVICE CO OF N.COM 744516105 2,236 78,800 SH SOLE 78,800 0 0
PUBLIC SVC ENTERPRISES COM 744573106 68,867 1,803,402 SH SOLE 1,803,402 0 0
PUGET SOUND ENERGY INC.COM 745332106 12,325 534,400 SH SOLE 534,400 0 0
PULTE CORPORATION COM 745867101 867 41,676 SH SOLE 41,676 0 0
QUAKER CHEM CORP COM 747316107 4,756 336,700 SH SOLE 336,700 0 0
QUAKER OATS CO. COM 747402105 9,753 155,891 SH SOLE 155,891 0 0
QUALCOMM INC COM 747525103 23,208 186,600 SH SOLE 186,600 0 0
QUANEX CORP COM 747620102 938 60,500 SH SOLE 60,500 0 0
QUANTUM CORP COM 747906105 12,535 696,375 SH SOLE 696,375 0 0
QUESTAR CORP COM 748356102 1,199 70,800 SH SOLE 70,800 0 0
QUINTILES TRANSNATIONALCOM 748767100 13,430 355,758 SH SOLE 355,758 0 0
QUORUM HEALTH GROUP INCCOM 749084109 4,643 464,300 SH SOLE 464,300 0 0
R O C TAIWAN FUND COM 749651105 7,360 1,143,290 SH OTHER 02 03 610,000 533,290 0
RALCORP HOLDINGS COM 751028101 1,830 96,300 SH SOLE 96,300 0 0
RALSTON PURINA CO. COM 751277302 20,201 756,938 SH SOLE 756,938 0 0
RANGER OIL LTD COM 752805101 435 108,700 SH SOLE 108,700 0 0
RATIONAL SOFTWARE CORPOCOM 75409P202 9,250 345,000 SH SOLE 345,000 0 0
RAYCHEM CORP COM 754603108 2,357 104,460 SH SOLE 104,460 0 0
RAYMOND JAMES FINANCIALCOM 754730109 4,169 211,100 SH SOLE 211,100 0 0
RAYONIER INC. COM 754907103 990 24,700 SH SOLE 24,700 0 0
RAYTHEON CO. CL-A COM 755111309 4,909 85,000 SH SOLE 85,000 0 0
RAYTHEON CO. CL-B COM 755111408 15,603 266,150 SH SOLE 266,150 0 0
READ-RITE CORP COM 755246105 1,296 196,600 SH SOLE 196,600 0 0
RECKSON ASSOCIATES REALREIT 75621K106 12,852 625,000 SH SOLE 625,000 0 0
RED ROOF INNS COM 757005103 14,252 904,900 SH SOLE 904,900 0 0
REEBOK INTERNATIONAL LTCOM 758110100 953 60,042 SH SOLE 60,042 0 0
REGAL BELOIT COM 758750103 1,656 91,700 SH SOLE 91,700 0 0
REGENCY REALTY CORP REIT 758939102 9,818 523,627 SH SOLE 523,627 0 0
REGIONS FINANCIAL CORP.COM 758940100 11,651 336,500 SH SOLE 336,500 0 0
REGIS CORP COM 758932107 4,006 150,450 SH SOLE 150,450 0 0
RELIANCE STEEL & ALUMINCOM 759509102 1,726 59,900 SH SOLE 59,900 0 0
RELIANT ENERGY INC. COM 75952J108 16,139 619,261 SH SOLE 619,261 0 0
RELIASTAR FINANCIAL CORCOM 75952U103 11,104 260,500 SH SOLE 260,500 0 0
RENAL CARE GROUP INC. COM 759930100 2,383 121,450 SH SOLE 121,450 0 0
REPUBLIC GROUP INC COM 760473108 709 47,100 SH SOLE 47,100 0 0
REPUBLIC N Y CORP COM 760719104 7,244 157,044 SH SOLE 157,044 0 0
RESPIRONICS INC COM 761230101 1,321 100,200 SH SOLE 100,200 0 0
REYNOLDS & REYNOLDS CL-COM 761695105 1,313 69,100 SH SOLE 69,100 0 0
REYNOLDS METALS CO COM 761763101 8,670 179,448 SH SOLE 179,448 0 0
RICHFOOD HOLDINGS INC COM 763408101 4,144 192,200 SH SOLE 192,200 0 0
RITE AID CORP. COM 767754104 10,718 428,714 SH SOLE 428,714 0 0
RJR NABISCO HOLDINGS COM 74960K876 6,885 275,400 SH SOLE 275,400 0 0
ROBBINS & MYERS INC. COM 770196103 657 38,100 SH SOLE 38,100 0 0
ROBERT HALF INTL INC COM 770323103 10,187 310,450 SH SOLE 310,450 0 0
ROBERTS PHARMACEUTICAL COM 770491108 3,523 169,800 SH SOLE 169,800 0 0
ROCKWELL INT'L COM 773903109 12,376 291,632 SH SOLE 291,632 0 0
ROHM & HAAS CO COM 775371107 4,108 122,411 SH SOLE 122,411 0 0
ROLLINS INC COM 775711104 494 29,400 SH SOLE 29,400 0 0
ROLLINS TRUCK LEASING CCOM 775741101 2,657 281,500 SH SOLE 281,500 0 0
ROPER INDUSTRIES INC COM 776696106 3,206 134,300 SH SOLE 134,300 0 0
ROSS STORES INC COM 778296103 9,691 221,200 SH SOLE 221,200 0 0
ROWAN COS. COM 779382100 435 34,274 SH SOLE 34,274 0 0
ROYAL DUTCH PETE COM 780257804 171,471 3,297,526 SH SOLE 3,297,526 0 0
RPM INC. OHIO COM 749685103 13,545 1,017,440 SH SOLE 1,017,440 0 0
RUBY TUESDAY INC COM 781182100 2,500 143,900 SH SOLE 143,900 0 0
RUDDICK CORP. COM 781258108 15,315 785,400 SH SOLE 785,400 0 0
RUSS BERRIE & CO INC COM 782233100 2,513 96,200 SH SOLE 96,200 0 0
RUSSELL CORP COM 782352108 330 16,389 SH SOLE 16,389 0 0
RYANS FAMILY STEAK HOUSCOM 783519101 2,595 215,100 SH SOLE 215,100 0 0
RYDER SYS. INC. COM 783549108 873 31,618 SH SOLE 31,618 0 0
RYERSON TULL, INC. COM 78375P107 280 19,073 SH SOLE 19,073 0 0
SAFECO CORP. COM 786429100 4,038 99,868 SH SOLE 99,868 0 0
SAFESKIN CORP COM 786454108 1,516 203,800 SH SOLE 203,800 0 0
SAFEWAY INC COM 786514208 43,652 850,700 SH SOLE 850,700 0 0
SAKS INCORPORATED COM 79377W108 9,871 379,644 SH SOLE 379,644 0 0
SANMINA CORP COM 800907107 9,174 143,900 SH SOLE 143,900 0 0
SANTA FE ENERGY RESOURCCOM 802012104 2,268 310,200 SH SOLE 310,200 0 0
SARA LEE CORP. COM 803111103 39,758 1,606,396 SH SOLE 1,606,396 0 0
SBARRO INC COM 805844107 461 17,400 SH SOLE 17,400 0 0
SBC COMMUNICATIONS INC.COM 78387G103 159,808 3,391,158 SH SOLE 3,391,158 0 0
SCANA CORP COM 805898103 16,391 755,800 SH SOLE 755,800 0 0
SCH APR @105 CALL 808513105 23 200 SH CALL SOLE 200 0 0
SCHERING-PLOUGH COM 806605101 133,637 2,416,038 SH SOLE 2,416,038 0 0
SCHLUMBERGER COM 806857108 55,817 927,391 SH SOLE 927,391 0 0
SCHOLASTIC CORP COM 807066105 694 14,200 SH SOLE 14,200 0 0
SCHULMAN (A.) INC. COM 808194104 9,129 670,000 SH SOLE 670,000 0 0
SCHWAB (CHARLES) CORP COM 808513105 39,698 412,986 SH SOLE 412,986 0 0
SCI SYSTEMS INC COM 783890106 5,235 176,700 SH SOLE 176,700 0 0
SCIENTIFIC ATLANTA INC.COM 808655104 831 30,507 SH SOLE 30,507 0 0
SCOTTS COMPANY COM 810186106 2,811 75,200 SH SOLE 75,200 0 0
SEAGATE TECHNOLOGY INC.COM 811804103 8,128 274,930 SH SOLE 274,930 0 0
SEAGRAM CO COM 811850106 10,066 201,327 SH SOLE 201,327 0 0
SEALED AIR CORP. COM 81211K100 4,500 91,478 SH SOLE 91,478 0 0
SEARS ROEBUCK & CO. COM 812387108 24,086 533,027 SH SOLE 533,027 0 0
SECURITY CAPITAL GROUP-REIT 81413P204 2,675 200,000 SH SOLE 200,000 0 0
SEI INVESTMENTS CO COM 784117103 7,585 82,000 SH SOLE 82,000 0 0
SELECTIVE INSURANCE GROCOM 816300107 2,297 130,300 SH SOLE 130,300 0 0
SEMPRA ENERGY COM 816851109 30,592 1,594,366 SH SOLE 1,594,366 0 0
SENSORMATIC ELECTRONICSCOM 817265101 608 64,000 SH SOLE 64,000 0 0
SEPRACOR INC. COM 817315104 10,944 97,500 SH SOLE 97,500 0 0
SEQUA CORP - CL A COM 817320104 427 8,500 SH SOLE 8,500 0 0
SEQUENT COMPUTER SYSTEMCOM 817338106 12,518 1,381,300 SH SOLE 1,381,300 0 0
SERVICE CORP INTERNATIOCOM 817565104 15,649 1,098,165 SH SOLE 1,098,165 0 0
SERVICE EXPERTS INC COM 817567100 703 52,100 SH SOLE 52,100 0 0
SHARED MEDICAL SYSTEMS COM 819486101 533 9,563 SH SOLE 9,563 0 0
SHAW INDUSTRIES INC COM 820286102 9,781 528,700 SH SOLE 528,700 0 0
SHERWIN-WILLIAMS CO COM 824348106 3,431 121,990 SH SOLE 121,990 0 0
SHOPKO STORES INC COM 824911101 3,794 127,000 SH SOLE 127,000 0 0
SHOREWOOD PACKAGING CORCOM 825229107 2,120 108,000 SH SOLE 108,000 0 0
SIEBEL SYSTEMS INC. COM 826170102 13,547 285,200 SH SOLE 285,200 0 0
SIERRA HEALTH SERVICES COM 826322109 1,552 119,400 SH SOLE 119,400 0 0
SIERRA PACIFIC RESOURCECOM 826425100 15,342 436,000 SH SOLE 436,000 0 0
SIGMA-ALDRICH COM 826552101 6,442 220,230 SH SOLE 220,230 0 0
SILICON GRAPHICS COMPUTCOM 827056102 1,124 67,351 SH SOLE 67,351 0 0
SIMON DEBARTOLO GROUP PREIT 828806406 2,390 31,066 SH SOLE 31,066 0 0
SIMON PROPERTY GROUP INREIT 828806109 28,546 1,040,388 SH SOLE 1,040,388 0 0
SINGAPORE FD COM SINGAPCOM 82929L109 68 10,000 SH OTHER 02 0 10,000 0
SKYLINE CORP. COM 830830105 1,207 43,500 SH SOLE 43,500 0 0
SKYWEST INC COM 830879102 2,195 76,000 SH SOLE 76,000 0 0
SLM HOLDING CORP. COM 78442A109 6,350 152,100 SH SOLE 152,100 0 0
SMITH (A.O.) CORP COM 831865209 2,628 138,300 SH SOLE 138,300 0 0
SMITH INTERNATIONAL INCCOM 832110100 1,624 40,600 SH SOLE 40,600 0 0
SMITHFIELD FOODS INC COM 832248108 3,594 158,400 SH SOLE 158,400 0 0
SMUCKER J M COM 832696108 560 25,100 SH SOLE 25,100 0 0
SMURFIT-STONE CONTAINERCOM 832727101 2,486 128,700 SH SOLE 128,700 0 0
SNAP-ON TOOLS CORP. COM 833034101 3,224 111,187 SH SOLE 111,187 0 0
SNYDER COMMUNICATIONS ICOM 832914105 6,626 237,700 SH SOLE 237,700 0 0
SNYDER OIL CORP COM 833482102 1,923 129,800 SH SOLE 129,800 0 0
SOLA INTERNATIONAL INC COM 834092108 1,280 106,100 SH SOLE 106,100 0 0
SOLECTRON CORP COM 834182107 19,940 410,600 SH SOLE 410,600 0 0
SOLUTIA INC. WI COM 834376105 7,841 451,291 SH SOLE 451,291 0 0
SONAT, INC. COM 835415100 5,514 183,787 SH SOLE 183,787 0 0
SONIC CORP COM 835451105 2,163 80,300 SH SOLE 80,300 0 0
SONOCO PRODUCTS CO COM 835495102 2,050 89,120 SH SOLE 89,120 0 0
SOTHEBY'S HOLDINGS CL-ACOM 835898107 1,564 48,300 SH SOLE 48,300 0 0
SOUTHDOWN INC COM 841297104 1,713 31,900 SH SOLE 31,900 0 0
SOUTHERN AFRICA FD COM COM 842157109 7,320 673,100 SH OTHER 02 420,900 252,200 0
SOUTHERN CO COM 842587107 23,834 1,022,372 SH SOLE 1,022,372 0 0
SOUTHTRUST CORP COM 844730101 5,720 153,300 SH SOLE 153,300 0 0
SOUTHWEST AIRLINES COM 844741108 7,486 247,458 SH SOLE 247,458 0 0
SOUTHWEST GAS CORP COM 844895102 2,717 98,800 SH SOLE 98,800 0 0
SOUTHWESTERN ENERGY COMCOM 845467109 701 99,300 SH SOLE 99,300 0 0
SOVEREIGN BANCORP INC COM 845905108 1,673 136,600 SH SOLE 136,600 0 0
SPACELABS MEDICAL INC COM 846247104 728 43,300 SH SOLE 43,300 0 0
SPEEDFAM-IPEC INC. COM 847705100 614 51,200 SH SOLE 51,200 0 0
SPIEKER PROPERTIES REIT 848497103 29,081 825,000 SH SOLE 825,000 0 0
SPORTS AUTHORITY COM 849176102 906 123,900 SH SOLE 123,900 0 0
SPRINGS INDUSTRIES -CL COM 851783100 1,963 72,539 SH SOLE 72,539 0 0
SPRINT CORP. COM 852061100 43,876 447,149 SH SOLE 447,149 0 0
SPRINT PCS GROUP COM 852061506 15,969 360,374 SH SOLE 360,374 0 0
SPS TECHNOLOGIES INC COM 784626103 2,104 53,600 SH SOLE 53,600 0 0
SPX CORP. COM 784635104 1,327 26,300 SH SOLE 26,300 0 0
ST JOHN KNITS INC COM 790289102 1,651 62,600 SH SOLE 62,600 0 0
ST JUDE MED. INC. COM 790849103 708 29,035 SH SOLE 29,035 0 0
ST MARY LAND & EXPLORATCOM 792228108 818 47,100 SH SOLE 47,100 0 0
ST PAUL BANCORP INC COM 792848103 2,695 124,450 SH SOLE 124,450 0 0
ST. PAUL COMPANIES COM 792860108 48,739 1,569,047 SH SOLE 1,569,047 0 0
STANDARD MOTOR PRODS COM 853666105 1,212 58,600 SH SOLE 58,600 0 0
STANDARD PRODUCTS COM 853836104 1,102 67,800 SH SOLE 67,800 0 0
STANDARD REGISTER CO COM 853887107 727 24,500 SH SOLE 24,500 0 0
STANDARD-PACIFIC CORP COM 85375C101 1,716 133,300 SH SOLE 133,300 0 0
STANLEY WORKS COM 854616109 934 36,452 SH SOLE 36,452 0 0
STAPLES INC COM 855030102 12,248 372,550 SH SOLE 372,550 0 0
STARBUCKS CORP. COM 855244109 4,164 148,400 SH SOLE 148,400 0 0
STATE STREET CORP COM 857477103 6,621 80,562 SH SOLE 80,562 0 0
STEIN MART INC. COM 858375108 2,026 202,600 SH SOLE 202,600 0 0
STEPAN CO COM 858586100 9,252 415,800 SH SOLE 415,800 0 0
STERIS CORP COM 859152100 8,730 327,900 SH SOLE 327,900 0 0
STERLING COMMERCE INC COM 859205106 7,894 256,700 SH SOLE 256,700 0 0
STERLING SOFTWARE INC COM 859547101 14,913 627,900 SH SOLE 627,900 0 0
STEWART & STEVENSON SERCOM 860342104 216 28,100 SH SOLE 28,100 0 0
STEWART ENTERPRISES INCCOM 860370105 18,541 1,154,300 SH SOLE 1,154,300 0 0
STILLWATER MINING COMPACOM 86074Q102 3,549 134,550 SH SOLE 134,550 0 0
STONE & WEBSTER INC COM 861572105 1,322 57,800 SH SOLE 57,800 0 0
STORAGE TECHNOLOGY CORPCOM 862111200 7,707 276,500 SH SOLE 276,500 0 0
STRIDE RITE CORP COM 863314100 2,146 175,195 SH SOLE 175,195 0 0
STRUCTURAL DYNAMICS RESCOM 863555108 553 29,000 SH SOLE 29,000 0 0
STRYKER CORP. COM 863667101 15,979 316,800 SH SOLE 316,800 0 0
SUIZA FOOD CORP. COM 865077101 1,011 30,000 SH SOLE 30,000 0 0
SUMMIT BANCORP COM 866005101 7,047 180,700 SH SOLE 180,700 0 0
SUMMIT TECHNOLOGY INC COM 86627E101 1,502 136,500 SH SOLE 136,500 0 0
SUN MICROSYSTEMS INC. COM 866810104 65,076 520,348 SH SOLE 520,348 0 0
SUNGARD DATA SYSTEMS COM 867363103 14,104 352,600 SH SOLE 352,600 0 0
SUNOCO, INC. COM 86764P109 22,702 629,516 SH SOLE 629,516 0 0
SUNRISE MEDICAL INC COM 867910101 533 85,200 SH SOLE 85,200 0 0
SUNSTONE HOTEL INVESTORREIT 867933103 2,156 300,000 SH SOLE 300,000 0 0
SUNSTRAND CORP COM 867323107 18,258 262,700 SH SOLE 262,700 0 0
SUNTRUST BANKS INC. COM 867914103 23,243 373,387 SH SOLE 373,387 0 0
SUPER VALU STORES INC. COM 868536103 1,201 58,218 SH SOLE 58,218 0 0
SUPERIOR INDUSTRIES INTCOM 868168105 565 24,300 SH SOLE 24,300 0 0
SUQ APR@125 CALL 866810104 490 800 SH CALL SOLE 800 0 0
SYBRON INTL CORP COM 87114F106 9,825 393,000 SH SOLE 393,000 0 0
SYMANTEC CORP COM 871503108 816 48,200 SH SOLE 48,200 0 0
SYMBOL TECHNOLOGIES INCCOM 871508107 10,058 223,500 SH SOLE 223,500 0 0
SYMMETRICOM INC COM 871543104 407 64,400 SH SOLE 64,400 0 0
SYNOPSYS INC. COM 871607107 12,045 224,100 SH SOLE 224,100 0 0
SYNOVUS FINANCIAL CORP COM 87161C105 4,926 241,050 SH SOLE 241,050 0 0
SYSCO CORP. COM 871829107 25,917 984,982 SH SOLE 984,982 0 0
SYSTEM SOFTWARE ASSOCIACOM 871839106 489 217,200 SH SOLE 217,200 0 0
TAIWAN FUND INC COMMON COM 874036106 5,249 383,500 SH OTHER 02 330,000 53,500 0
TANDY CORP. COM 875382103 11,654 182,626 SH SOLE 182,626 0 0
TANGER FACTORY OUTLET CREIT 875465106 4,781 250,000 SH SOLE 250,000 0 0
TAUBMAN CENTERS INC REIT 876664103 14,700 1,200,000 SH SOLE 1,200,000 0 0
TBC CORP COM 872180104 634 104,500 SH SOLE 104,500 0 0
TCA CABLE TV INC. COM 872241104 1,888 43,400 SH SOLE 43,400 0 0
TCF FINANCIAL CORP COM 872275102 8,551 328,900 SH SOLE 328,900 0 0
TECH DATA CORP COM 878237106 959 41,800 SH SOLE 41,800 0 0
TECHNOLOGY SOLUTIONS COCOM 87872T108 918 128,850 SH SOLE 128,850 0 0
TECO ENERGY COM 872375100 11,277 567,400 SH SOLE 567,400 0 0
TECUMSEH PRODUCTS CO CLCOM 878895200 13,682 268,600 SH SOLE 268,600 0 0
TEKTRONIX, INC. COM 879131100 472 18,680 SH SOLE 18,680 0 0
TEL-SAVE.COM INC. COM 879176105 2,754 263,900 SH SOLE 263,900 0 0
TELEFLEX INC COM 879369106 8,928 262,100 SH SOLE 262,100 0 0
TELEPHONE & DATA COM 879433100 4,425 78,500 SH SOLE 78,500 0 0
TELLABS INC. COM 879664100 36,094 369,252 SH SOLE 369,252 0 0
TELXON CORP. COM 879700102 779 82,500 SH SOLE 82,500 0 0
TEMPLE-INLAND INC. COM 879868107 4,296 68,468 SH SOLE 68,468 0 0
TEMPLETON CHINA USD0.01COM 88018X102 256 42,700 SH OTHER 02 0 42,700 0
TEMPLETON RUSSIA COM 88022F105 849 74,600 SH OTHER 03 0 74,600 0
TENET HEALTHCARE CORP COM 88033G100 6,698 353,683 SH SOLE 353,683 0 0
TENNECO INC. COM 88037E101 28,719 1,027,974 SH SOLE 1,027,974 0 0
TEQ APR@105 CALL 879664100 40 200 SH CALL SOLE 200 0 0
TERADYNE INC COM 880770102 17,564 321,900 SH SOLE 321,900 0 0
TETRA TECHNOLOGIES INC.COM 88162F105 390 57,800 SH SOLE 57,800 0 0
TEXACO INC. COM 881694103 67,263 1,185,255 SH SOLE 1,185,255 0 0
TEXAS INDUSTRIES INC COM 882491103 2,382 96,000 SH SOLE 96,000 0 0
TEXAS INSTRS INC COM 882508104 48,320 486,848 SH SOLE 486,848 0 0
TEXAS UTILITIES CO_(HOLCOM 882848104 58,129 1,394,389 SH SOLE 1,394,389 0 0
TEXTRON INC. COM 883203101 12,990 167,886 SH SOLE 167,886 0 0
THE MEN'S WEARHOUSE INCCOM 587118100 2,945 102,000 SH SOLE 102,000 0 0
THE TURKISH INVESTMENT COM 900145103 6,765 1,002,200 SH OTHER 02 942,200 60,000 0
THERMO CARDIOSYSTEMS COM 88355K200 730 91,300 SH SOLE 91,300 0 0
THERMO ELECTRON CORP. COM 883556102 46,775 3,448,842 SH SOLE 3,448,842 0 0
THOMAS & BETTS CORP. COM 884315102 614 16,358 SH SOLE 16,358 0 0
THOMAS INDUSTRIES INC COM 884425109 1,313 70,000 SH SOLE 70,000 0 0
THOR INDUSTRIES INC COM 885160101 1,252 55,350 SH SOLE 55,350 0 0
THQ [email protected] CALL 885535104 19 750 SH CALL SOLE 750 0 0
TIDEWATER INC COM 886423102 3,296 127,400 SH SOLE 127,400 0 0
TIFFANY & CO COM 886547108 2,250 30,100 SH SOLE 30,100 0 0
TIMBERLAND CO CL-A COM 887100105 2,611 41,400 SH SOLE 41,400 0 0
TIME WARNER INC. COM 887315109 110,918 1,560,858 SH SOLE 1,560,858 0 0
TIMES MIRROR CO-CL A COM 887364107 5,125 94,794 SH SOLE 94,794 0 0
TIMKEN CO. COM 887389104 405 24,899 SH SOLE 24,899 0 0
TITAN INT'L INC. COM 88830M102 8,073 1,050,100 SH SOLE 1,050,100 0 0
TJ INTERNATIONAL INC COM 872534102 1,834 76,000 SH SOLE 76,000 0 0
TJX COS. INC. COM 872540109 9,332 274,478 SH SOLE 274,478 0 0
TNP ENTERPRISES INC COM 872594106 1,665 57,900 SH SOLE 57,900 0 0
TOLL BROTHERS INC COM 889478103 2,748 151,600 SH SOLE 151,600 0 0
TORCHMARK CORP COM 891027104 4,089 129,300 SH SOLE 129,300 0 0
TORO CO COM 891092108 1,475 47,000 SH SOLE 47,000 0 0
TOSCO CORP COM 891490302 3,365 135,600 SH SOLE 135,600 0 0
TOTAL RENAL CARE HOLDINCOM 89151A107 3,878 352,500 SH SOLE 352,500 0 0
TOYS R US INC. COM 892335100 7,438 395,372 SH SOLE 395,372 0 0
TRANSAMERICA CORP. COM 893485102 8,035 113,162 SH SOLE 113,162 0 0
TRANSOCEAN OFFSHORE INCCOM 893817106 11,453 397,500 SH SOLE 397,500 0 0
TREDEGAR INDUSTRIES INCCOM 894650100 4,993 161,400 SH SOLE 161,400 0 0
TRENWICK GROUP INC COM 895290104 1,474 52,400 SH SOLE 52,400 0 0
TRIARC COM COM 895927101 1,976 113,300 SH SOLE 113,300 0 0
TRIBUNE CO COM 896047107 7,116 108,750 SH SOLE 108,750 0 0
TRICON GLOBAL RESTAURANCOM 895953107 7,702 109,632 SH SOLE 109,632 0 0
TRIGON HEALTHCARE CORP.COM 89618L100 1,199 35,000 SH SOLE 35,000 0 0
TRIMBLE NAVIGATION LTD COM 896239100 908 93,100 SH SOLE 93,100 0 0
TRINET CORPORATE REALTYREIT 896287109 5,075 200,000 SH SOLE 200,000 0 0
TRINITY INDUSTRIES COM 896522109 1,093 37,200 SH SOLE 37,200 0 0
TRU NORTH COMMUNICATIONCOM 897844106 3,803 135,200 SH SOLE 135,200 0 0
TRUSTCO BANK CORP. NY COM 898349105 2,156 86,250 SH SOLE 86,250 0 0
TRW INC. COM 872649108 6,084 133,720 SH SOLE 133,720 0 0
TUBOSCOPE INC. COM 898600101 1,751 194,500 SH SOLE 194,500 0 0
TUPPERWARE CORPORATION COM 899896104 471 26,189 SH SOLE 26,189 0 0
TYCO INT'L. LTD NEW COM 902124106 70,852 987,486 SH SOLE 987,486 0 0
TYSON FOODS INC. CL-A COM 902494103 13,737 664,000 SH SOLE 664,000 0 0
U S TR CORP COM 91288L105 5,846 78,800 SH SOLE 78,800 0 0
U.S. BANCORP COM 902973106 44,675 1,311,560 SH SOLE 1,311,560 0 0
U.S. BIOSCIENCE INC COM 911646206 1,372 126,200 SH SOLE 126,200 0 0
U.S. FILTER CORP COM 911843209 13,590 443,750 SH SOLE 443,750 0 0
U.S. FOODSERVICE COM 90331R101 11,867 255,200 SH SOLE 255,200 0 0
U.S. HOME CORP COM 911920106 1,674 51,300 SH SOLE 51,300 0 0
U.S. WEST INC. COM 91273H101 73,533 1,335,455 SH SOLE 1,335,455 0 0
UCAR INTERNATIONAL INC COM 90262K109 4,304 304,700 SH SOLE 304,700 0 0
ULTRAMAR DIAMOND SHAMROCOM 904000106 12,786 591,250 SH SOLE 591,250 0 0
ULTRATECH STEPPER INC COM 904034105 1,171 82,900 SH SOLE 82,900 0 0
UNICOM CORP COM 904911104 10,275 281,021 SH SOLE 281,021 0 0
UNIFI INC COM 904677101 683 53,600 SH SOLE 53,600 0 0
UNIFIRST CORP COM 904708104 6,120 289,700 SH SOLE 289,700 0 0
UNILEVER UN COM 904784501 59,422 894,408 SH SOLE 894,408 0 0
UNION CAMP CORP. COM 905530101 6,576 97,972 SH SOLE 97,972 0 0
UNION CARBIDE CORP. COM 905581104 8,058 178,322 SH SOLE 178,322 0 0
UNION PACIFIC CORP. COM 907818108 12,164 227,638 SH SOLE 227,638 0 0
UNION PACIFIC RESOURCESCOM 907834105 1,184 99,700 SH SOLE 99,700 0 0
UNION PLANTERS CORP. COM 908068109 2,245 51,100 SH SOLE 51,100 0 0
UNISOURCE WORLDWIDE INCCOM 909208100 416 58,400 SH SOLE 58,400 0 0
UNISYS CORP. COM 909214108 10,868 392,511 SH SOLE 392,511 0 0
UNITED HEALTHCARE CORP COM 910581107 7,823 148,661 SH SOLE 148,661 0 0
UNITED ILLUMINATING CO COM 910637107 2,625 62,600 SH SOLE 62,600 0 0
UNITED TECHNOLOGIES COM 913017109 33,856 249,975 SH SOLE 249,975 0 0
UNITED WATER RESOURCES COM 913190104 2,828 136,300 SH SOLE 136,300 0 0
UNITRIN INC. COM 913275103 31,813 1,018,000 SH SOLE 1,018,000 0 0
UNITRODE CORP. COM 913283107 1,304 91,900 SH SOLE 91,900 0 0
UNIVERSAL CORP-VA COM 913456109 13,870 542,600 SH SOLE 542,600 0 0
UNIVERSAL FOODS COM 913538104 11,278 546,800 SH SOLE 546,800 0 0
UNIVERSAL FOREST PRODUCCOM 913543104 1,404 68,500 SH SOLE 68,500 0 0
UNIVERSAL HEALTH SERVICCOM 913903100 12,620 291,800 SH SOLE 291,800 0 0
UNOCAL COM 915289102 64,185 1,743,562 SH SOLE 1,743,562 0 0
UNUM CORP COM 903192102 12,297 258,539 SH SOLE 258,539 0 0
US FREIGHTWAYS CORP COM 916906100 3,327 101,200 SH SOLE 101,200 0 0
USAIR GROUP INC. COM 911905107 1,801 36,905 SH SOLE 36,905 0 0
USEC INC. COM 90333E108 27,250 2,000,000 SH SOLE 2,000,000 0 0
UST INC. COM 902911106 4,469 171,069 SH SOLE 171,069 0 0
USX-MARATHON OIL COM 902905827 69,712 2,534,985 SH SOLE 2,534,985 0 0
USX-U.S. STEEL COM 90337T101 4,904 208,691 SH SOLE 208,691 0 0
UTILICORP UNITED INC COM 918005109 10,388 456,600 SH SOLE 456,600 0 0
UTX APR @140 CALL 913017109 40 200 SH CALL SOLE 200 0 0
V F CORP COM 918204108 2,485 52,672 SH SOLE 52,672 0 0
VALASSIS COMMUNICATIONSCOM 918866104 9,667 186,800 SH SOLE 186,800 0 0
VALERO ENERGY CORP. COM 91913Y100 15,738 632,700 SH SOLE 632,700 0 0
VALMONT INDUSTRIES COM 920253101 1,088 78,400 SH SOLE 78,400 0 0
VALUE CITY DEPT STORES COM 920387107 1,838 188,500 SH SOLE 188,500 0 0
VANGUARD CELLULAR SYS CCOM 922022108 942 34,500 SH SOLE 34,500 0 0
VANTIVE CORP COM 922091103 1,164 96,500 SH SOLE 96,500 0 0
VARCO INTERNATIONAL INCCOM 922126107 607 54,600 SH SOLE 54,600 0 0
VARIAN MEDICAL SYSTEMS COM 92220P105 1,004 25,900 SH SOLE 25,900 0 0
VENATOR GROUP INC. COM 922944103 21,187 3,000,000 SH SOLE 3,000,000 0 0
VERTEX PHARMAREUTICALS COM 92532F100 3,187 126,200 SH SOLE 126,200 0 0
VIACOM INC-CLASS B COM 925524308 36,277 432,193 SH SOLE 432,193 0 0
VIAD CORP COM 92552R109 7,287 262,000 SH SOLE 262,000 0 0
VICOR CORP COM 925815102 2,158 172,600 SH SOLE 172,600 0 0
VINTAGE PETROLEUM INC. COM 927460105 1,935 215,000 SH SOLE 215,000 0 0
VISHAY INTERTECHNOLOGY COM 928298108 11,292 775,385 SH SOLE 775,385 0 0
VISX INC COM 92844S105 12,262 114,000 SH SOLE 114,000 0 0
VITAL SIGNS INC COM 928469105 1,042 57,900 SH SOLE 57,900 0 0
VITESSE SEMICONDUCTOR CCOM 928497106 11,198 221,200 SH SOLE 221,200 0 0
VLASIC FOODS INTERNATIOCOM 928559103 2,199 169,990 SH SOLE 169,990 0 0
VLSI TECHNOLOGY INC COM 918270109 3,443 177,700 SH SOLE 177,700 0 0
VOLT INFO. SCIENCES INCCOM 928703107 718 43,700 SH SOLE 43,700 0 0
VORNADO OPERATING CO REIT 92904N103 90 15,000 SH SOLE 15,000 0 0
VORNADO REALTY TRUST REIT 929042109 10,350 300,000 SH SOLE 300,000 0 0
VULCAN MATERIALS CO COM 929160109 10,849 262,600 SH SOLE 262,600 0 0
WABASH NATIONAL CORP COM 929566107 975 83,900 SH SOLE 83,900 0 0
WACHOVIA CORP. COM 929771103 22,364 275,463 SH SOLE 275,463 0 0
WAL MART STORES INC COM 931142103 301,911 3,274,966 SH SOLE 3,274,966 0 0
WALGREEN CO. COM 931422109 41,763 1,478,342 SH SOLE 1,478,342 0 0
WALL DATA INC COM 932045107 633 44,000 SH SOLE 44,000 0 0
WALLACE COMPUTER SVCS ICOM 932270101 739 37,300 SH SOLE 37,300 0 0
WARNACO GROUP COM 934390105 19,108 774,000 SH SOLE 774,000 0 0
WARNER-LAMBERT CO COM 934488107 87,558 1,322,878 SH SOLE 1,322,878 0 0
WASHINGTON GAS LIGHT COCOM 938837101 860 38,000 SH SOLE 38,000 0 0
WASHINGTON MUTUAL INC. COM 939322103 53,138 1,300,021 SH SOLE 1,300,021 0 0
WASHINGTON POST CL. B COM 939640108 17,157 32,900 SH SOLE 32,900 0 0
WASTE MANAGEMENT INC. COM 94106L109 41,154 927,405 SH SOLE 927,405 0 0
WATKINS-JOHNSON COMPANYCOM 942486101 941 41,600 SH SOLE 41,600 0 0
WATSON PHARMACEUTICALS COM 942683103 16,360 370,758 SH SOLE 370,758 0 0
WATTS INDUSTRIES INC. CCOM 942749102 8,828 650,900 SH SOLE 650,900 0 0
WAUSAU-MOSINEE PAPER COCOM 943315101 696 49,700 SH SOLE 49,700 0 0
WD-40 CO COM 929236107 1,984 68,400 SH SOLE 68,400 0 0
WEATHERFORD INTERNATIONCOM 947074100 7,984 305,615 SH SOLE 305,615 0 0
WEEKS CORP. REIT 94856P102 4,284 150,000 SH SOLE 150,000 0 0
WELLMAN INC COM 949702104 241 27,100 SH SOLE 27,100 0 0
WELLS FARGO COMPANY COM 949746101 138,359 3,946,072 SH SOLE 3,946,072 0 0
WENDY'S INTL COM 950590109 9,003 316,577 SH SOLE 316,577 0 0
WERNER ENTERPRISES INC COM 950755108 2,999 190,400 SH SOLE 190,400 0 0
WESTPOINT STEVENS COM 961238102 7,168 258,900 SH SOLE 258,900 0 0
WESTVACO CORP COM 961548104 858 40,852 SH SOLE 40,852 0 0
WESTWOOD ONE COM 961815107 3,443 120,800 SH SOLE 120,800 0 0
WEYERHAEUSER CO. COM 962166104 17,325 312,163 SH SOLE 312,163 0 0
WHIRLPOOL CORP COM 963320106 4,263 78,391 SH SOLE 78,391 0 0
WHITMAN CORP. COM 96647K102 6,933 403,379 SH SOLE 403,379 0 0
WHITNEY HOLDING CORP COM 966612103 2,676 72,500 SH SOLE 72,500 0 0
WHITTMAN-HART INC. COM 966834103 3,494 162,500 SH SOLE 162,500 0 0
WHOLE FOODS MARKET INC COM 966837106 2,729 79,400 SH SOLE 79,400 0 0
WICOR INC COM 929253102 2,963 146,300 SH SOLE 146,300 0 0
WILLAMETTE INDUSTRIES COM 969133107 7,363 195,046 SH SOLE 195,046 0 0
WILLIAMS COS. INC. COM 969457100 33,970 860,000 SH SOLE 860,000 0 0
WILLIAMS-SONOMA INC COM 969904101 5,399 191,100 SH SOLE 191,100 0 0
WILMINGTON TRUST CO, DECOM 971807102 24,529 429,400 SH SOLE 429,400 0 0
WINN-DIXIE STORES INC. COM 974280109 2,305 61,670 SH SOLE 61,670 0 0
WISCONSIN CENTRAL TRANSCOM 976592105 583 44,000 SH SOLE 44,000 0 0
WISCONSIN ENERGY CORP. COM 976657106 14,573 557,800 SH SOLE 557,800 0 0
WITCO CHEM CORP. COM 977385103 633 49,900 SH SOLE 49,900 0 0
WMC LIMITED-SPONSORED ACOM 928947100 25,428 1,975,000 SH SOLE 1,975,000 0 0
WOLVERINE TUBE CO. COM 978093102 13,628 645,100 SH SOLE 645,100 0 0
WOLVERINE WORLD WIDE COM 978097103 6,964 733,050 SH SOLE 733,050 0 0
WORLD COLOR PRESS INC COM 981443104 8,908 419,200 SH SOLE 419,200 0 0
WORTHINGTON INDS COM 981811102 14,412 1,226,556 SH SOLE 1,226,556 0 0
WRIGLEY WM JR CO COM 982526105 10,236 113,186 SH SOLE 113,186 0 0
WYNN'S INTERNATIONAL INCOM 983195108 1,439 82,550 SH SOLE 82,550 0 0
X-RITE INC COM 983857103 558 85,800 SH SOLE 85,800 0 0
XEROX CORP COM 984121103 46,076 863,258 SH SOLE 863,258 0 0
XILINX INC COM 983919101 16,501 406,800 SH SOLE 406,800 0 0
XIRCOM INC COM 983922105 2,083 82,900 SH SOLE 82,900 0 0
XYLAN CORP. COM 984151100 4,874 132,400 SH SOLE 132,400 0 0
YELLOW CORP COM 985509108 1,805 103,900 SH SOLE 103,900 0 0
YORK INTERNATIONAL CORPCOM 986670107 1,321 37,400 SH SOLE 37,400 0 0
ZALE CORP. COM 988858106 4,034 118,000 SH SOLE 118,000 0 0
ZEBRA TECHNOLOGIES CORPCOM 989207105 2,299 96,800 SH SOLE 96,800 0 0
ZENITH NATIONAL INSURANCOM 989390109 1,916 78,800 SH SOLE 78,800 0 0
ZIONS BANCORPORATION COM 989701107 15,800 237,600 SH SOLE 237,600 0 0
</TABLE>
