UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 9/30/99
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 11/03/1999
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: 0
Form 13F Information Table Entry Total: 1540
Form 13F Information Table Value Total: $26,544,510
List of Other Included Managers:
No. 13F File Number Name
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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
1ST PHILLIPINE FUND CTRY 2341406 2,883 452,200 SH SOLE 452,200 0 0
3COM CORP. COM 885535104 20,344 707,609 SH SOLE 707,609 0 0
AAR CORPORATION COM 000361105 1,902 105,650 SH SOLE 105,650 0 0
ABBOTT LABORATORIES COM 002824100 84,601 2,302,074 SH SOLE 2,302,074 0 0
ABERCROMBIE & FITCH CO COM 002896207 13,332 391,400 SH SOLE 391,400 0 0
ABM INDUSTRIES INC. COM 000957100 2,017 79,500 SH SOLE 79,500 0 0
AC NIELSON CORP COM 004833109 3,757 165,601 SH SOLE 165,601 0 0
ACTION PERFORMANCE CO COM 004933107 1,087 51,600 SH SOLE 51,600 0 0
ACUSON CORP COM 005113105 316 24,800 SH SOLE 24,800 0 0
ACX TECHNOLOGIES COM 005123104 5,225 550,000 SH SOLE 550,000 0 0
ACXIOM CORP. COM 005125109 4,688 238,500 SH SOLE 238,500 0 0
ADAC LABORATORIES COM 005313200 706 71,900 SH SOLE 71,900 0 0
ADAPTIVE BROADBAND CORPCOM 00650M104 2,673 79,800 SH SOLE 79,800 0 0
ADC COMMUNICATIONS INC COM 000886101 8,270 197,200 SH SOLE 197,200 0 0
ADOBE SYSTEMS INC. COM 00724F101 6,608 58,216 SH SOLE 58,216 0 0
ADTRAN INC. COM 00738A106 3,942 102,900 SH SOLE 102,900 0 0
ADVANCED MICRO DEVICES COM 007903107 8,980 522,487 SH SOLE 522,487 0 0
ADVANCED TISSUE SCIENCECOM 00755F103 456 148,000 SH SOLE 148,000 0 0
ADVO INC. COM 007585102 1,894 95,000 SH SOLE 95,000 0 0
AEGON N.V. COM 007924103 3,566 41,221 SH SOLE 41,221 0 0
AES CORP COM 00130H105 4,401 74,600 SH SOLE 74,600 0 0
AETNA INC. COM 008117103 8,933 181,376 SH SOLE 181,376 0 0
AFFILIATED COMPUTER SERCOM 008190100 5,781 142,300 SH SOLE 142,300 0 0
AFLAC INC COM 001055102 10,745 256,600 SH SOLE 256,600 0 0
AGCO CORP. COM 001084102 7,991 614,700 SH SOLE 614,700 0 0
AGL RESOURCES INC COM 001204106 790 48,600 SH SOLE 48,600 0 0
AGNICO-EAGLE MINES LTD.COM 008474108 2,945 380,000 SH SOLE 380,000 0 0
AIR EXPRESS INTERNATIONCOM 009104100 2,732 120,400 SH SOLE 120,400 0 0
AIR PROD. & CHEM. COM 009158106 15,432 530,982 SH SOLE 530,982 0 0
AIRBORNE FREIGHT CORP COM 009266107 3,593 170,600 SH SOLE 170,600 0 0
AIRGAS INC COM 009363102 696 59,900 SH SOLE 59,900 0 0
AK STEEL HOLDING CORP COM 001547108 860 47,100 SH SOLE 47,100 0 0
ALASKA AIRGROUP INC COM 011659109 5,509 135,400 SH SOLE 135,400 0 0
ALBANY INTL CL-A COM 012348108 5,971 394,777 SH SOLE 394,777 0 0
ALBEMARLE CORP COM 012653101 861 42,800 SH SOLE 42,800 0 0
ALBERTO CULVER CL-A COM 013068200 20,541 1,050,000 SH SOLE 1,050,000 0 0
ALBERTO CULVER CL-B COM 013068101 3,464 149,812 SH SOLE 149,812 0 0
ALBERTSON'S, INC. COM 013104104 28,565 722,025 SH SOLE 722,025 0 0
ALCOA INC. COM 013817101 31,301 504,350 SH SOLE 504,350 0 0
ALEXANDER & BALDWIN INCCOM 014482103 938 39,300 SH SOLE 39,300 0 0
ALLEGHENY ENERGY INC. COM 017361106 17,172 539,800 SH SOLE 539,800 0 0
ALLEGHENY TELEDYNE INC COM 017415100 3,902 231,201 SH SOLE 231,201 0 0
ALLEN TELECOM INC. COM 018091108 965 99,000 SH SOLE 99,000 0 0
ALLERGAN PHARMACEUTICALCOM 018490102 5,327 48,423 SH SOLE 48,423 0 0
ALLIANCE PHARMACEUTICALCOM 018773101 704 139,100 SH SOLE 139,100 0 0
ALLIANT ENERGY CORPORATCOM 018802108 7,405 267,454 SH SOLE 267,454 0 0
ALLIANT TECHSYSTEMS INCCOM 018804104 2,870 41,400 SH SOLE 41,400 0 0
ALLIED WASTE INDUSTRIESCOM 019589308 4,379 374,700 SH SOLE 374,700 0 0
ALLIED-SIGNAL COM 019512102 53,578 893,898 SH SOLE 893,898 0 0
ALLMERICA FINANCIAL CORCOM 019754100 17,368 364,684 SH SOLE 364,684 0 0
ALLSTATE CORP COM 020002101 55,878 2,240,706 SH SOLE 2,240,706 0 0
ALLTEL CORP COM 020039103 24,569 349,111 SH SOLE 349,111 0 0
ALPHARMA, INC.-CL A COM 020813101 2,864 81,100 SH SOLE 81,100 0 0
ALTERA CORP COM 021441100 25,144 579,700 SH SOLE 579,700 0 0
ALZA CORP. COM 022615108 1,443 33,700 SH SOLE 33,700 0 0
AMB PROPERTY CORP. REIT 00163T109 7,098 335,000 SH SOLE 335,000 0 0
AMBAC FINANCIAL GROUP ICOM 023139108 8,532 180,100 SH SOLE 180,100 0 0
AMCAST INDL. CORP. COM 023395106 458 34,400 SH SOLE 34,400 0 0
AMCOL INTERNATIONAL CORCOM 02341W103 1,668 113,100 SH SOLE 113,100 0 0
AMERADA HESS CORP. COM 023551104 6,510 106,290 SH SOLE 106,290 0 0
AMEREN CORP. COM 023608102 35,004 925,727 SH SOLE 925,727 0 0
AMERICA ONLINE INC COM 02364J104 176,509 1,697,200 SH SOLE 1,697,200 0 0
AMERICAN ELECTRIC POWERCOM 025537101 6,166 180,687 SH SOLE 180,687 0 0
AMERICAN EXPRESS CO. COM 025816109 80,547 598,304 SH SOLE 598,304 0 0
AMERICAN FINANCIAL GROUCOM 025932104 1,459 52,000 SH SOLE 52,000 0 0
AMERICAN FREIGHTWAYS COCOM 02629V108 2,008 110,400 SH SOLE 110,400 0 0
AMERICAN GENERAL COM 026351106 24,123 381,776 SH SOLE 381,776 0 0
AMERICAN GREETING CL A COM 026375105 777 30,159 SH SOLE 30,159 0 0
AMERICAN HOME PRODUCTS COM 026609107 92,302 2,224,148 SH SOLE 2,224,148 0 0
AMERICAN INTL GROUP COM 026874107 188,394 2,167,008 SH SOLE 2,167,008 0 0
AMERICAN MANAGEMENT SYSCOM 027352103 3,328 129,700 SH SOLE 129,700 0 0
AMERICAN POWER CONVERSICOM 029066107 6,931 364,800 SH SOLE 364,800 0 0
AMERICAN STANDARD COMPACOM 029712106 6,823 177,800 SH SOLE 177,800 0 0
AMERICAN STATES WATER CCOM 029899101 1,034 31,200 SH SOLE 31,200 0 0
AMERICAN WATER WORKS COM 030411102 14,637 505,800 SH SOLE 505,800 0 0
AMERICREDIT CORP. COM 03060R101 2,841 190,200 SH SOLE 190,200 0 0
AMERITECH CORP. COM 030954101 118,268 1,760,266 SH SOLE 1,760,266 0 0
AMES DEPARTMENT STORES COM 030789507 2,780 87,200 SH SOLE 87,200 0 0
AMETEK INC. COM 031100100 1,858 93,800 SH SOLE 93,800 0 0
AMGEN INC COM 031162100 63,425 778,218 SH SOLE 778,218 0 0
AMR CORP. COM 001765106 16,732 307,014 SH SOLE 307,014 0 0
AMRESCO INC. COM 031909104 425 141,500 SH SOLE 141,500 0 0
AMSOUTH BANCORPORATION COM 032165102 1,816 77,500 SH SOLE 77,500 0 0
ANADARKO PETROLEUM CORPCOM 032511107 2,625 85,892 SH SOLE 85,892 0 0
ANALOG DEVICES COM 032654105 27,608 538,700 SH SOLE 538,700 0 0
ANALYSTS INTERNATIONAL COM 032681108 715 68,900 SH SOLE 68,900 0 0
ANCHOR GAMING COM 033037102 2,213 37,200 SH SOLE 37,200 0 0
ANDREW CORP. COM 034425108 678 39,027 SH SOLE 39,027 0 0
ANHEUSER-BUSCH COM 035229103 55,315 789,515 SH SOLE 789,515 0 0
ANIXTER INTERNATIONAL ICOM 035290105 2,971 127,800 SH SOLE 127,800 0 0
ANNTAYLOR STORES CORP COM 036115103 3,237 79,200 SH SOLE 79,200 0 0
AO TATNEFT ADR EAC ICOM 2255110 83 26,653 SH SOLE 26,653 0 0
AON CORP COM 037389103 10,291 348,125 SH SOLE 348,125 0 0
APACHE CORP. COM 037411105 1,669 38,646 SH SOLE 38,646 0 0
APARTMENT INVT & MGMT REIT 03748R101 14,237 372,213 SH SOLE 372,213 0 0
APOGEE INTERPRISES INC.COM 037598109 763 108,500 SH SOLE 108,500 0 0
APOLLO GROUP INC COM 037604105 4,411 208,800 SH SOLE 208,800 0 0
APPLE COMPUTER INC. COM 037833100 5,452 86,107 SH SOLE 86,107 0 0
APPLEBEES INT'L. INC. COM 037899101 3,898 115,700 SH SOLE 115,700 0 0
APPLIED MAGNETICS CORP.COM 038213104 60 68,500 SH SOLE 68,500 0 0
APPLIED MATERIALS INC. COM 038222105 42,324 544,804 SH SOLE 544,804 0 0
APPLIED POWER INC. CL-ACOM 038225108 3,597 118,435 SH SOLE 118,435 0 0
APRIA HEALTHCARE GP. INCOM 037933108 2,487 148,500 SH SOLE 148,500 0 0
APTAR GROUP INC. COM 038336103 2,932 109,600 SH SOLE 109,600 0 0
ARCH COAL INC. COM 039380100 8,177 664,100 SH SOLE 664,100 0 0
ARCHER DANIELS MIDLAND COM 039483102 23,932 1,963,628 SH SOLE 1,963,628 0 0
ARCHSTONE COMMUNITIES TREIT 039581103 12,553 650,000 SH SOLE 650,000 0 0
ARCTIC CAT INC. COM 039670104 1,113 116,400 SH SOLE 116,400 0 0
ARGENTINA FUND INC CTRY 2046938 13,289 1,250,700 SH SOLE 1,250,700 0 0
ARGENTINE INVS CO ICOM 0048141 178 23,781 SH SOLE 23,781 0 0
ARMSTRONG WORLD INDUSTRCOM 042476101 4,492 99,967 SH SOLE 99,967 0 0
ARNOLD INDUSTRIES INC COM 042595108 285 22,600 SH SOLE 22,600 0 0
ARROW ELECTRONICS COM 042735100 12,197 692,000 SH SOLE 692,000 0 0
ARVIN INDUSTRIES INC. COM 043339100 1,562 50,500 SH SOLE 50,500 0 0
ASARCO INC. COM 043413103 485 18,101 SH SOLE 18,101 0 0
ASHANTI GOLDFIELDS ADR COM 043743202 1,385 175,914 SH SOLE 175,914 0 0
ASHLAND INC COM 044204105 3,049 90,688 SH SOLE 90,688 0 0
ASIA TIGERS FUND C ICOM 2887212 538 64,700 SH SOLE 64,700 0 0
ASPECT TELECOMMUNICATIOCOM 045237104 2,769 163,200 SH SOLE 163,200 0 0
ASPEN TECHNOLOGY INC COM 045327103 743 76,200 SH SOLE 76,200 0 0
ASSOCIATED BANC-CORP. COM 045487105 4,128 114,075 SH SOLE 114,075 0 0
ASSOCIATES FIRST CAPITACOM 046008108 35,359 982,182 SH SOLE 982,182 0 0
ASTEC INDUSTRIES INC COM 046224101 1,406 58,300 SH SOLE 58,300 0 0
ASTORIA FINANCIAL CORP.COM 046265104 1,415 46,000 SH SOLE 46,000 0 0
AT&T CORPORATION COM 001957109 237,097 5,450,504 SH SOLE 5,450,504 0 0
ATLANTIC RICHFIELD COM 048825103 69,512 784,340 SH SOLE 784,340 0 0
ATMEL CORP COM 049513104 11,358 335,900 SH SOLE 335,900 0 0
ATMOS ENERGY CORP. COM 049560105 2,478 102,700 SH SOLE 102,700 0 0
AUSPEX SYSTEMS INC. COM 052116100 994 112,000 SH SOLE 112,000 0 0
AUTHENTIC FITNESS CORP.COM 052661105 1,319 75,100 SH SOLE 75,100 0 0
AUTODESK INC. COM 052769106 448 20,471 SH SOLE 20,471 0 0
AUTOMATIC DATA PROC. COM 053015103 47,935 1,074,176 SH SOLE 1,074,176 0 0
AUTOZONE INC COM 053332102 8,583 305,844 SH SOLE 305,844 0 0
AVALONBAY COMMUNITIES IREIT 053484101 32,037 945,735 SH SOLE 945,735 0 0
AVERY DENNISON COM 053611109 5,588 105,929 SH SOLE 105,929 0 0
AVIATION SALES COMPANY COM 053672101 752 39,600 SH SOLE 39,600 0 0
AVID TECHNOLOGY INC. COM 05367P100 865 65,900 SH SOLE 65,900 0 0
AVNET INC. COM 053807103 11,806 281,100 SH SOLE 281,100 0 0
AVON PRODUCTS COM 054303102 12,423 500,680 SH SOLE 500,680 0 0
AZTAR CORP. COM 054802103 1,811 176,700 SH SOLE 176,700 0 0
BAKER HUGHES CORP COM 057224107 25,113 865,949 SH SOLE 865,949 0 0
BALDOR ELECTRIC COM 057741100 2,595 137,033 SH SOLE 137,033 0 0
BALL CORPORATION COM 058498106 557 12,640 SH SOLE 12,640 0 0
BALTIC REPUBLIC FD ICOM 0092096 130 1,000 SH SOLE 1,000 0 0
BANCO SANTIAGO ADR ICOM 2136646 44 2,200 SH SOLE 2,200 0 0
BANDAG INC COM 059815100 630 19,700 SH SOLE 19,700 0 0
BANK OF AMERICA CORP. COM 060505104 174,787 3,138,720 SH SOLE 3,138,720 0 0
BANK OF NEW YORK CO, INCOM 064057102 34,920 1,044,336 SH SOLE 1,044,336 0 0
BANK ONE CORPORATION COM 06423A103 99,495 2,858,027 SH SOLE 2,858,027 0 0
BANKBOSTON CORP. COM 06605R106 21,017 484,534 SH SOLE 484,534 0 0
BANKNORTH GROUP INC. COM 06646L100 2,196 73,500 SH SOLE 73,500 0 0
BANTA CORP COM 066821109 569 25,500 SH SOLE 25,500 0 0
BARD C. R. INC. COM 067383109 1,077 22,878 SH SOLE 22,878 0 0
BARNES & NOBLE INC. COM 067774109 4,628 178,000 SH SOLE 178,000 0 0
BARR LABORATORIES INC. COM 068306109 2,010 63,300 SH SOLE 63,300 0 0
BARRETT RESOURCES CORP.COM 068480201 4,274 115,700 SH SOLE 115,700 0 0
BASSETT FURNITURE INDS.COM 070203104 893 47,000 SH SOLE 47,000 0 0
BATTLE MOUNTAIN GOLD COCOM 071593107 6,872 2,114,578 SH SOLE 2,114,578 0 0
BAUSCH & LOMB INC COM 071707103 1,687 25,578 SH SOLE 25,578 0 0
BAXTER INTL COM 071813109 30,443 505,278 SH SOLE 505,278 0 0
BB&T CORPORATION COM 054937107 8,793 271,600 SH SOLE 271,600 0 0
BCO LATINOAMERICAN COM 2069485 2,539 111,000 SH SOLE 111,000 0 0
BE AEROSPACE INC. COM 073302101 1,023 85,700 SH SOLE 85,700 0 0
BEAR STEARNS COMPANIES COM 073902108 4,163 108,305 SH SOLE 108,305 0 0
BECKMAN COULTER INC. COM 075811109 2,211 49,000 SH SOLE 49,000 0 0
BECTON DICKINSON & COMPCOM 075887109 12,812 456,548 SH SOLE 456,548 0 0
BED BATH & BEYOND INC COM 075896100 6,981 199,800 SH SOLE 199,800 0 0
BELDEN INC. COM 077459105 1,948 95,000 SH SOLE 95,000 0 0
BELL ATLANTIC COM 077853109 113,512 1,686,344 SH SOLE 1,686,344 0 0
BELLSOUTH COM 079860102 143,420 3,187,112 SH SOLE 3,187,112 0 0
BELO A H CORP COM 080555105 1,932 101,000 SH SOLE 101,000 0 0
BEMIS CO. COM 081437105 762 22,487 SH SOLE 22,487 0 0
BENCHMARK ELECTRONICS ICOM 08160H101 1,639 46,400 SH SOLE 46,400 0 0
BENTON OIL & GAS CO. COM 083288100 275 102,400 SH SOLE 102,400 0 0
BERGEN BRUNSWIG CORP CLCOM 083739102 4,578 441,300 SH SOLE 441,300 0 0
BERKSHIRE HATHAWAY INC.COM 084670108 38,500 700 SH SOLE 700 0 0
BEST BUY COMPANY INC COM 086516101 18,321 295,200 SH SOLE 295,200 0 0
BESTFOODS INC. COM 08658U101 26,214 540,490 SH SOLE 540,490 0 0
BETHLEHEM STEEL CORP. COM 087509105 10,242 1,388,786 SH SOLE 1,388,786 0 0
BEVERLY ENTERPRISES COM 087851309 365 85,839 SH SOLE 85,839 0 0
BILLING CONCEPTS CORP. COM 090063108 514 102,700 SH SOLE 102,700 0 0
BINDLEY WESTERN INDS. COM 090324104 1,315 91,866 SH SOLE 91,866 0 0
BIOGEN INC. COM 090597105 34,725 440,600 SH SOLE 440,600 0 0
BIOMATRIX INC. COM 09060P102 1,584 70,600 SH SOLE 70,600 0 0
BIOMET INC. COM 090613100 6,545 248,747 SH SOLE 248,747 0 0
BIRMINGHAM STEEL CORP. COM 091250100 897 117,700 SH SOLE 117,700 0 0
BISYS GROUP INC. COM 055472104 4,644 99,000 SH SOLE 99,000 0 0
BJ SERVICES CO COM 055482103 27,499 864,400 SH SOLE 864,400 0 0
BJ'S WHOLESALE CLUB INCCOM 05548J106 6,276 212,300 SH SOLE 212,300 0 0
BLACK & DECKER COM 091797100 6,429 140,707 SH SOLE 140,707 0 0
BLACK BOX CORPORATION COM 091826107 2,835 54,000 SH SOLE 54,000 0 0
BLACK HILLS CORP COM 092113109 434 18,600 SH SOLE 18,600 0 0
BLOUNT INTERNATIONAL COM 095180105 62 4,597 SH SOLE 4,597 0 0
BLYTH INDUSTRIES COM 09643P108 3,976 141,700 SH SOLE 141,700 0 0
BMC INDUSTRIES INC-MINNCOM 055607105 1,331 108,100 SH SOLE 108,100 0 0
BMC SOFTWARE COM 055921100 29,827 416,800 SH SOLE 416,800 0 0
BOB EVANS FARMS COM 096761101 5,993 294,133 SH SOLE 294,133 0 0
BOEING CO COM 097023105 82,081 1,925,656 SH SOLE 1,925,656 0 0
BOISE CASCADE CORP COM 097383103 18,554 509,208 SH SOLE 509,208 0 0
BORDERS GROUP INC COM 099709107 6,839 465,600 SH SOLE 465,600 0 0
BORG-WARNER AUTOMOTIVE COM 099724106 12,896 299,900 SH SOLE 299,900 0 0
BOSTON PROPERTIES INC REIT 101121101 21,021 685,000 SH SOLE 685,000 0 0
BOSTON SCIENTIFIC CORP.COM 101137107 12,840 520,086 SH SOLE 520,086 0 0
BOWATER INC. COM 102183100 8,479 161,500 SH SOLE 161,500 0 0
BOWNE & CO INC. COM 103043105 1,723 142,800 SH SOLE 142,800 0 0
BRADLEY REAL ESTATE INCREIT 104580105 5,513 300,000 SH SOLE 300,000 0 0
BRADY CORPORATION COM 104674106 2,262 70,700 SH SOLE 70,700 0 0
BRAZIL FUND CTRY 2121954 17,668 1,333,400 SH SOLE 1,333,400 0 0
BRAZILIAN INVESTME ICOM 0120715 546 750,000 SH SOLE 750,000 0 0
BRE PROPERTIES -CL A REIT 05564E106 10,020 418,600 SH SOLE 418,600 0 0
BREED TECHNOLOGIES INC.COM 106702103 47 125,500 SH SOLE 125,500 0 0
BRIGGS & STRATTON COM 109043109 841 14,411 SH SOLE 14,411 0 0
BRIGHTPOINT INC. COM 109473108 992 136,200 SH SOLE 136,200 0 0
BRINKER INTERNATIONAL ICOM 109641100 1,538 56,700 SH SOLE 56,700 0 0
BRISTOL-MYERS SQUIBB COM 110122108 214,671 3,180,310 SH SOLE 3,180,310 0 0
BROKEN HILL ADR COM 112169602 23,948 1,030,000 SH SOLE 1,030,000 0 0
BROWN SHOE COMPANY INC COM 115736100 1,725 94,200 SH SOLE 94,200 0 0
BROWN-FORMAN -CL B COM 115637209 1,802 28,895 SH SOLE 28,895 0 0
BRUNSWICK CORP COM 117043109 4,004 160,969 SH SOLE 160,969 0 0
BRUSH WELLMAN INC COM 117421107 834 56,800 SH SOLE 56,800 0 0
BUCKEYE TECHNOLOGIES INCOM 118255108 1,952 124,400 SH SOLE 124,400 0 0
BUFFETS INC COM 119882108 458 39,400 SH SOLE 39,400 0 0
BURLINGTON INDS INC COM 121693105 203 45,700 SH SOLE 45,700 0 0
BURLINGTON NORTHERN SANCOM 12189T104 22,263 809,558 SH SOLE 809,558 0 0
BURLINGTON RESOURCES COM 122014103 26,896 731,870 SH SOLE 731,870 0 0
BURNHAM PACIFIC PROPERTREIT 12232C108 528 50,000 SH SOLE 50,000 0 0
BURR-BROWN CROP. COM 122574106 4,507 114,100 SH SOLE 114,100 0 0
BUTLER MANUFACTURING COCOM 123655102 785 29,900 SH SOLE 29,900 0 0
C-CUBE MIRCOSYSTEMS INCCOM 125015107 5,020 115,400 SH SOLE 115,400 0 0
CABLE DESIGN TECHNOLOGICOM 126924109 1,777 77,900 SH SOLE 77,900 0 0
CABLETRON SYSTEMS INC. COM 126920107 20,595 1,312,844 SH SOLE 1,312,844 0 0
CABOT CORP COM 127055101 1,427 60,100 SH SOLE 60,100 0 0
CABOT OIL & GAS CORP. COM 127097103 1,432 83,000 SH SOLE 83,000 0 0
CADENCE DESIGN SYS INC COM 127387108 11,316 854,000 SH SOLE 854,000 0 0
CALLAWAY GOLF COMPANY COM 131193104 773 63,400 SH SOLE 63,400 0 0
CALPINE CORPORATION COM 131347106 5,019 59,000 SH SOLE 59,000 0 0
CAMBREX CORP. COM 132011107 2,369 89,600 SH SOLE 89,600 0 0
CAMBRIDGE TECH PARTNERSCOM 132524109 711 49,000 SH SOLE 49,000 0 0
CAMDEN PROPERTY TRUST REIT 133131102 9,460 352,000 SH SOLE 352,000 0 0
CAMPBELL SOUP CO. COM 134429109 22,141 565,907 SH SOLE 565,907 0 0
CANANDAIGUA BRANDS COM 137219200 3,292 55,100 SH SOLE 55,100 0 0
CAPITAL ONE FINANCIAL CCOM 14040H105 9,633 247,000 SH SOLE 247,000 0 0
CAPITAL RE CORP. COM 140432105 1,254 125,400 SH SOLE 125,400 0 0
CARAUSTAR INDUSTRIES INCOM 140909102 2,188 85,800 SH SOLE 85,800 0 0
CARDINAL HEALTH INC. COM 14149Y108 21,783 399,688 SH SOLE 399,688 0 0
CARLISLE COS INC COM 142339100 3,591 90,900 SH SOLE 90,900 0 0
CARMIKE CINEMAS INC. CLCOM 143436103 581 44,300 SH SOLE 44,300 0 0
CARNIVAL CORP COM 143658102 31,942 734,300 SH SOLE 734,300 0 0
CAROLINA FIRST CORP. COM 143877108 1,371 69,200 SH SOLE 69,200 0 0
CAROLINA PWR. & LT. CO.COM 144141108 2,408 68,083 SH SOLE 68,083 0 0
CARPENTER TECHNOLOGY COM 144285103 429 17,500 SH SOLE 17,500 0 0
CARTER-WALLACE INC COM 146285101 715 40,000 SH SOLE 40,000 0 0
CASCADE NATURAL GAS CORCOM 147339105 677 37,900 SH SOLE 37,900 0 0
CASE EQUIPMENT CORP COM 14743R103 5,107 102,527 SH SOLE 102,527 0 0
CASEY'S GENERAL STORES COM 147528103 2,767 206,400 SH SOLE 206,400 0 0
CASH AMERICAN INT'L. INCOM 14754D100 810 85,800 SH SOLE 85,800 0 0
CASTLE (A.M.) & CO. COM 148411101 699 55,400 SH SOLE 55,400 0 0
CATALINA MARKETING CORPCOM 148867104 4,809 56,700 SH SOLE 56,700 0 0
CATERPILLAR INC. COM 149123101 25,525 465,676 SH SOLE 465,676 0 0
CBRL GROUP INC. COM 12489V106 818 52,800 SH SOLE 52,800 0 0
CBS CORP. COM 12490K107 35,856 775,266 SH SOLE 775,266 0 0
CCB FINANCIAL CORP. COM 124875105 1,415 34,000 SH SOLE 34,000 0 0
CDI CORP. COM 125071100 2,155 78,900 SH SOLE 78,900 0 0
CEC ENTERTAINMENT, INC.COM 125137109 3,584 99,900 SH SOLE 99,900 0 0
CENDANT CORP. COM 151313103 20,178 1,136,774 SH SOLE 1,136,774 0 0
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CHIRON CORP COM 170040109 17,845 644,500 SH SOLE 644,500 0 0
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COCA COLA CO. COM 191216100 188,624 3,924,550 SH SOLE 3,924,550 0 0
COCA-COLA BOTTLING COM 191098102 1,930 34,400 SH SOLE 34,400 0 0
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COMMERCIAL METALS CO. COM 201723103 1,737 60,400 SH SOLE 60,400 0 0
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COMMUNITY FIRST BANKSHACOM 203902101 2,413 143,000 SH SOLE 143,000 0 0
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COMPAQ COMPUTER CORP. COM 204493100 78,861 3,438,103 SH SOLE 3,438,103 0 0
COMPASS BANCSHARES INC COM 20449H109 2,435 97,400 SH SOLE 97,400 0 0
COMPUSA INC. COM 204932107 480 78,400 SH SOLE 78,400 0 0
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COMPUTER SCIENCES COM 205363104 12,811 182,198 SH SOLE 182,198 0 0
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COMVERSE TECH INC COM 2193362 2,009 21,300 SH SOLE 21,300 0 0
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COOPER TIRE & RUBBER COM 216831107 11,047 626,789 SH SOLE 626,789 0 0
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CORNING INC COM 219350105 29,865 435,584 SH SOLE 435,584 0 0
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COUNTRYWIDE CREDIT IND COM 222372104 26,708 828,169 SH SOLE 828,169 0 0
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CRANE CO COM 224399105 5,590 249,156 SH SOLE 249,156 0 0
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CYRPUS AMAX MINERALS COCOM 232809103 19,213 979,007 SH SOLE 979,007 0 0
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DANA CORP COM 235811106 9,784 263,544 SH SOLE 263,544 0 0
DANAHER CORP COM 235851102 9,916 188,200 SH SOLE 188,200 0 0
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DATA GEN. CORP. COM 237688106 107 5,095 SH SOLE 5,095 0 0
DATASCOPE CORP COM 238113104 1,363 38,800 SH SOLE 38,800 0 0
DAYTON-HUDSON CORP COM 239753106 42,382 705,624 SH SOLE 705,624 0 0
DBT ONLINE INC COM 233044106 1,411 56,600 SH SOLE 56,600 0 0
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DELL COMPUTER CORP. COM 247025109 166,260 3,976,328 SH SOLE 3,976,328 0 0
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DELTA AIR LINES, INC. COM 247361108 12,484 257,408 SH SOLE 257,408 0 0
DELUXE CORP. COM 248019101 3,039 89,369 SH SOLE 89,369 0 0
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DEPARTMENT 56 INC COM 249509100 1,314 54,900 SH SOLE 54,900 0 0
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DEVRY INC. COM 251893103 4,314 215,700 SH SOLE 215,700 0 0
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DIGITAL MICROWAVE CORP.COM 253859102 3,032 193,300 SH SOLE 193,300 0 0
DILLARDS INC. CL-A COM 254067101 3,084 151,830 SH SOLE 151,830 0 0
DIME BANCORP INC. COM 25429Q102 9,248 528,453 SH SOLE 528,453 0 0
DIMON INC. COM 254394109 5,720 1,476,000 SH SOLE 1,476,000 0 0
DIONEX CORP. COM 254546104 3,587 83,900 SH SOLE 83,900 0 0
DISCOUNT AUTO PARTS INCCOM 254642101 1,051 65,200 SH SOLE 65,200 0 0
DISNEY (WALT) CO. COM 254687106 104,116 4,023,808 SH SOLE 4,023,808 0 0
DOLE FOOD COMPANY INC COM 256605106 986 51,900 SH SOLE 51,900 0 0
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DOMINION RESOURCES INC-COM 257470104 56,953 1,262,123 SH SOLE 1,262,123 0 0
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DOVER CORP. COM 260003108 12,347 302,058 SH SOLE 302,058 0 0
DOW CHEMICAL CO COM 260543103 36,055 317,312 SH SOLE 317,312 0 0
DOW JONES & CO INC COM 260561105 11,539 216,196 SH SOLE 216,196 0 0
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DPL INC COM 233293109 15,149 859,500 SH SOLE 859,500 0 0
DRESS BARN INC. COM 261570105 1,464 79,800 SH SOLE 79,800 0 0
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DSP COMMUNICATIONS COM 23332K106 2,303 121,200 SH SOLE 121,200 0 0
DST SYSTEMS INC COM 233326107 3,083 54,200 SH SOLE 54,200 0 0
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DUKE ENERGY CORPORATIONCOM 264399106 42,321 767,728 SH SOLE 767,728 0 0
DUKE-WEEKS REALTY CORPOREIT 264411505 4,037 207,000 SH SOLE 207,000 0 0
DUN & BRADSTREET CORP. COM 26483B106 6,071 203,218 SH SOLE 203,218 0 0
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DYCOM INDUSTRIES INC. COM 267475101 2,953 70,000 SH SOLE 70,000 0 0
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EARTHGRAINS CO COM 270319106 3,268 147,700 SH SOLE 147,700 0 0
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ECOLAB INC COM 278865100 7,936 232,564 SH SOLE 232,564 0 0
EDISON INTERNATIONAL COM 281020107 16,755 689,134 SH SOLE 689,134 0 0
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EG & G COM 268457108 934 23,467 SH SOLE 23,467 0 0
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ELECTRONIC ARTS, INC COM 285512109 13,274 183,400 SH SOLE 183,400 0 0
ELECTRONIC DATA SYSTEMSCOM 285661104 53,409 1,008,900 SH SOLE 1,008,900 0 0
ELI LILLY & COMPANY COM 532457108 109,534 1,711,468 SH SOLE 1,711,468 0 0
EMC CORP COM 268648102 116,526 1,631,160 SH SOLE 1,631,160 0 0
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EMERSON ELECTRIC CO COM 291011104 59,808 946,519 SH SOLE 946,519 0 0
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ENERGEN CORP. COM 29265N108 1,867 92,200 SH SOLE 92,200 0 0
ENERGY EAST CORP. COM 29266M109 10,125 426,300 SH SOLE 426,300 0 0
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ENGELHARD CORP. COM 292845104 4,629 254,528 SH SOLE 254,528 0 0
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ENRON CORP. COM 293561106 30,804 746,770 SH SOLE 746,770 0 0
ENSCO INTL INC COM 26874Q100 2,216 122,700 SH SOLE 122,700 0 0
ENTERGY CORP. COM 29364G103 10,279 355,202 SH SOLE 355,202 0 0
ENZO BIOCHEM INC. COM 294100102 3,278 115,515 SH SOLE 115,515 0 0
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ETHYL CORP COM 297659104 250 64,600 SH SOLE 64,600 0 0
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FERRO CORP COM 315405100 2,303 108,050 SH SOLE 108,050 0 0
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FILENET CORP COM 316869106 879 82,200 SH SOLE 82,200 0 0
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FIRST HEALTH GROUP CORPCOM 320960107 3,215 143,300 SH SOLE 143,300 0 0
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FOREIGN & COLONIAL MIDDCTRY 2347761 6,661 533,527 SH SOLE 533,527 0 0
FOREST LABORATORIES INCCOM 345838106 11,340 269,200 SH SOLE 269,200 0 0
FORT JAMES CORP. COM 347471104 36,169 1,355,288 SH SOLE 1,355,288 0 0
FORTUNE BRANDS INC. COM 349631101 4,576 141,895 SH SOLE 141,895 0 0
FOSTER WHEELER CORP. COM 350244109 19,994 1,657,522 SH SOLE 1,657,522 0 0
FOUNDATION HEALTH SYSTECOM 350404109 7,073 749,500 SH SOLE 749,500 0 0
FPL GROUP INC. COM 302571104 19,138 379,919 SH SOLE 379,919 0 0
FRANKLIN COVEY CO. COM 353469109 458 59,600 SH SOLE 59,600 0 0
FRANKLIN RESOURCES INC COM 354613101 14,812 481,700 SH SOLE 481,700 0 0
FREDDIE MAC COM 313400301 59,441 1,143,090 SH SOLE 1,143,090 0 0
FREEPORT MCMORAN CLASS COM 35671D857 8,034 516,271 SH SOLE 516,271 0 0
FREMONT GENERAL CORP. COM 357288109 2,069 217,800 SH SOLE 217,800 0 0
FRITZ COMPANIES INC. COM 358846103 1,301 125,400 SH SOLE 125,400 0 0
FRONTIER INSURANCE GROUCOM 359081106 1,118 127,750 SH SOLE 127,750 0 0
FRUIT OF THE LOOM INC COM G3682L105 109 32,817 SH SOLE 32,817 0 0
FULLER H B CO COM 359694106 755 12,400 SH SOLE 12,400 0 0
FURNITURE BRANDS INTERNCOM 360921100 984 50,000 SH SOLE 50,000 0 0
G & K SERV. CL-A COM 361268105 3,268 80,700 SH SOLE 80,700 0 0
GALEY & LORD INC. COM 36352K103 101 38,600 SH SOLE 38,600 0 0
GALLAGHER (ARTHUR) J & COM 363576109 3,062 57,500 SH SOLE 57,500 0 0
GANNETT INC COM 364730101 29,909 432,282 SH SOLE 432,282 0 0
GAP INC COM 364760108 42,715 1,334,854 SH SOLE 1,334,854 0 0
GARDNER DENVER MACHINERCOM 365558105 691 45,700 SH SOLE 45,700 0 0
GARTMORE LATIN AME ICOM 4882367 1,647 178,000 SH SOLE 178,000 0 0
GARTNER GROUP INC. COM 366651206 3,348 200,639 SH SOLE 200,639 0 0
GATEWAY INC. COM 367626108 9,847 221,600 SH SOLE 221,600 0 0
GATX CORP COM 361448103 1,314 42,300 SH SOLE 42,300 0 0
GC COMPANIES INC. COM 36155Q109 909 30,300 SH SOLE 30,300 0 0
GENCORP INC COM 368682100 654 35,700 SH SOLE 35,700 0 0
GENER S.A. ADR EAC ICOM 2185916 60 3,923 SH SOLE 3,923 0 0
GENERAL DYNAMICS CORP. COM 369550108 11,509 184,334 SH SOLE 184,334 0 0
GENERAL ELECTRIC CO COM 369604103 600,900 5,068,211 SH SOLE 5,068,211 0 0
GENERAL INSTRUMENT CORPCOM 370120107 4,739 98,477 SH SOLE 98,477 0 0
GENERAL MILLS INC COM 370334104 24,744 305,016 SH SOLE 305,016 0 0
GENERAL MOTORS CORP COM 370442105 60,460 960,642 SH SOLE 960,642 0 0
GENERAL SEMICONDUCTOR ICOM 370787103 1,160 112,500 SH SOLE 112,500 0 0
GENESIS CHILE FUND CTRY 0367824 7,844 310,706 SH SOLE 310,706 0 0
GENESIS HEALTH VENTURESCOM 371912106 328 137,900 SH SOLE 137,900 0 0
GENESIS INDIAN INV COM 9905624 34,746 2,570,000 SH SOLE 2,570,000 0 0
GENESIS MALAYSIA FUND CTRY 0367891 595 34,983 SH SOLE 34,983 0 0
GENESIS SMALLER CO COM 9401602 6,707 570,805 SH SOLE 570,805 0 0
GENTEX CORP. COM 371901109 4,584 221,900 SH SOLE 221,900 0 0
GENUINE PARTS CO COM 372460105 8,104 305,107 SH SOLE 305,107 0 0
GENZYME CORP. GEN. DIV.COM 372917104 13,640 302,700 SH SOLE 302,700 0 0
GENZYME SURGICAL PRODUCCOM 372917609 234 41,530 SH SOLE 41,530 0 0
GEON COMPANY COM 37246W105 1,898 73,700 SH SOLE 73,700 0 0
GEORGIA GULF CORP COM 373200203 7,545 428,100 SH SOLE 428,100 0 0
GEORGIA PACIFIC COM 373298108 6,365 157,160 SH SOLE 157,160 0 0
GEORGIA-PAC TIMBER GROUCOM 373298702 1,625 71,030 SH SOLE 71,030 0 0
GERBER SCIENTIFIC COM 373730100 2,381 106,400 SH SOLE 106,400 0 0
GIBSON GREETINGS COM 374827103 231 43,400 SH SOLE 43,400 0 0
GILEAD SCIENCES INC. COM 375558103 7,767 121,000 SH SOLE 121,000 0 0
GILLETTE CO COM 375766102 60,671 1,787,722 SH SOLE 1,787,722 0 0
GLATFELTER (P.H.) CO COM 377316104 602 36,600 SH SOLE 36,600 0 0
GLOBAL CROSSING CO COM G3921A10 12,728 491,313 SH SOLE 491,313 0 0
GLOBAL MARINE COM 379352404 10,084 613,500 SH SOLE 613,500 0 0
GLOBAL TELESYSTEMS COM 2139634 6,086 314,100 SH SOLE 314,100 0 0
GOLDEN WEST FINANCIAL CCOM 381317106 6,923 70,462 SH SOLE 70,462 0 0
GOLDMAN SACHS GROUP INCCOM 38141G104 3,325 54,500 SH SOLE 54,500 0 0
GOODRICH B F CO. COM 382388106 3,204 110,495 SH SOLE 110,495 0 0
GOODY'S FAMILY CLOTHINGCOM 382588101 742 92,000 SH SOLE 92,000 0 0
GOODYEAR T & R COM 382550101 11,665 242,399 SH SOLE 242,399 0 0
GPU INC COM 36225X100 8,399 257,435 SH SOLE 257,435 0 0
GRACE W.R. & COMPANY NECOM 38388F108 1,184 73,704 SH SOLE 73,704 0 0
GRACO INC. COM 384109104 2,100 64,000 SH SOLE 64,000 0 0
GRAINGER W W INC COM 384802104 8,646 179,888 SH SOLE 179,888 0 0
GRANITE CONSTRUCTION INCOM 387328107 618 23,700 SH SOLE 23,700 0 0
GREAT ATL & PAC TEA COM 390064103 491 16,184 SH SOLE 16,184 0 0
GREAT LAKES CHEMICAL COCOM 390568103 3,557 93,458 SH SOLE 93,458 0 0
GREENPOINT FINANCIAL COM 395384100 2,399 90,300 SH SOLE 90,300 0 0
GRIFFON CORPORATION COM 398433102 908 113,500 SH SOLE 113,500 0 0
GTE CORP COM 362320103 175,156 2,278,453 SH SOLE 2,278,453 0 0
GTECH HOLDINGS CORP COM 400518106 2,395 111,700 SH SOLE 111,700 0 0
GUIDANT CORP. COM 401698105 30,769 573,780 SH SOLE 573,780 0 0
GUILFORD MILLS INC. COM 401794102 599 69,400 SH SOLE 69,400 0 0
GYMBOREE CORP COM 403777105 462 67,200 SH SOLE 67,200 0 0
H & R BLOCK INC. COM 093671105 8,652 199,189 SH SOLE 199,189 0 0
HA-LO INDUSTRIES INC. COM 404429102 762 121,900 SH SOLE 121,900 0 0
HADCO CORP. COM 404681108 1,817 42,000 SH SOLE 42,000 0 0
HALLIBURTON COMPANY COM 406216101 26,644 649,848 SH SOLE 649,848 0 0
HALTER MARINE GROUP INCCOM 40642Y105 550 101,200 SH SOLE 101,200 0 0
HAMBRECHT & QUIST COM 406545103 3,572 73,000 SH SOLE 73,000 0 0
HANCOCK FABRICS INC COM 409900107 240 55,700 SH SOLE 55,700 0 0
HANNA (M.A.) CO COM 410522106 9,105 800,425 SH SOLE 800,425 0 0
HANNAFORD BROTHERS COM 410550107 21,977 312,000 SH SOLE 312,000 0 0
HARBINGER CORP. COM 41145C103 2,017 119,500 SH SOLE 119,500 0 0
HARCOURT GENERAL COM 41163G101 1,265 30,393 SH SOLE 30,393 0 0
HARLAND JOHN H CO COM 412693103 1,848 95,058 SH SOLE 95,058 0 0
HARLEY-DAVIDSON INC COM 412822108 20,651 412,500 SH SOLE 412,500 0 0
HARMAN INTERNATIONAL COM 413086109 2,343 55,700 SH SOLE 55,700 0 0
HARRAH'S ENTERTAINMENT COM 413619107 3,547 127,829 SH SOLE 127,829 0 0
HARRIS CORP. COM 413875105 921 33,350 SH SOLE 33,350 0 0
HARSCO CORP COM 415864107 15,810 572,300 SH SOLE 572,300 0 0
HARTE-HANKS INC. COM 416196103 1,536 61,000 SH SOLE 61,000 0 0
HARTFORD FINL SERVICES COM 416515104 18,234 446,094 SH SOLE 446,094 0 0
HARTMARX CORP. COM 417119104 444 110,900 SH SOLE 110,900 0 0
HASBRO BRADLEY COM 418056107 2,953 137,754 SH SOLE 137,754 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 961 27,300 SH SOLE 27,300 0 0
HCC INSURANCE HOLDINGS COM 404132102 13,951 829,800 SH SOLE 829,800 0 0
HEALTH MGMT ASSOCIATES COM 421933102 5,957 807,675 SH SOLE 807,675 0 0
HEALTHSOUTH CORP COM 421924101 36,864 6,080,715 SH SOLE 6,080,715 0 0
HEARTLAND EXPRESS INC. COM 422347104 1,517 107,400 SH SOLE 107,400 0 0
HECLA MINING CO. COM 422704106 2,240 762,700 SH SOLE 762,700 0 0
HEILIG-MEYERS CO COM 422893107 232 48,900 SH SOLE 48,900 0 0
HEINZ H. J. CO. COM 423074103 26,013 604,950 SH SOLE 604,950 0 0
HELMERICH & PAYNE, INC COM 423452101 2,080 82,192 SH SOLE 82,192 0 0
HENRY (JACK) & ASSOCIATCOM 426281101 3,018 81,700 SH SOLE 81,700 0 0
HERCULES INCORPORATED COM 427056106 5,611 196,006 SH SOLE 196,006 0 0
HERSHEY FOODS CORP. COM 427866108 15,205 312,301 SH SOLE 312,301 0 0
HEWLETT-PACKARD CO COM 428236103 162,853 1,770,136 SH SOLE 1,770,136 0 0
HIBERNIA CORP CL-A COM 428656102 1,571 135,100 SH SOLE 135,100 0 0
HIGHWOODS PROPERTIES INREIT 431284108 12,938 500,000 SH SOLE 500,000 0 0
HILB ROGAL & HAMIL. COM 431294107 1,200 47,900 SH SOLE 47,900 0 0
HILLENBRAND IND. COM 431573104 6,763 256,400 SH SOLE 256,400 0 0
HILTON HOTELS CORP. COM 432848109 5,056 511,980 SH SOLE 511,980 0 0
HISPANIC BROADCASTING ACOM 43357B104 10,893 143,100 SH SOLE 143,100 0 0
HNC SOFTWARE COM 40425P107 2,738 69,000 SH SOLE 69,000 0 0
HOLLYWOOD PARK INC. COM 436255103 1,121 72,900 SH SOLE 72,900 0 0
HOME DEPOT INC. COM 437076102 157,568 2,296,076 SH SOLE 2,296,076 0 0
HOMESTAKE MINING CO. COM 437614100 55,702 6,062,789 SH SOLE 6,062,789 0 0
HON INDUSTRIES COM 438092108 997 51,800 SH SOLE 51,800 0 0
HONEYWELL INC. COM 438506107 13,748 123,505 SH SOLE 123,505 0 0
HORACE MANN EDUCATORS COM 440327104 22,199 860,000 SH SOLE 860,000 0 0
HORMEL FOODS CORP COM 440452100 8,655 209,500 SH SOLE 209,500 0 0
HOUGHTON MIFFLIN CO COM 441560109 3,490 85,900 SH SOLE 85,900 0 0
HOUSEHOLD INTL. INC. COM 441815107 24,198 603,073 SH SOLE 603,073 0 0
HS RESOURCES INC. COM 404297103 1,050 64,100 SH SOLE 64,100 0 0
HSB GROUP INC. COM 40428N109 24,714 702,350 SH SOLE 702,350 0 0
HUANENG POWER INTE ICOM 2441737 245 19,683 SH SOLE 19,683 0 0
HUBBELL INC COM 443510201 5,999 188,200 SH SOLE 188,200 0 0
HUDSON UNITED BANCORP COM 444165104 4,181 135,700 SH SOLE 135,700 0 0
HUGHES SUPPLY INC. COM 444482103 1,359 62,500 SH SOLE 62,500 0 0
HUMANA INC. COM 444859102 6,499 945,350 SH SOLE 945,350 0 0
HUNT (JB) TRANSPRT SVCSCOM 445658107 434 31,300 SH SOLE 31,300 0 0
HUNTINGTON BANCSHARES COM 446150104 2,608 98,197 SH SOLE 98,197 0 0
HUTCHINSON TECH. COM 448407106 2,109 78,100 SH SOLE 78,100 0 0
HYPERION SOLUTIONS CORPCOM 44914M104 1,709 77,700 SH SOLE 77,700 0 0
IBP INC COM 449223106 1,960 79,400 SH SOLE 79,400 0 0
ICN PHARMACEUTICALS COM 448924100 3,817 222,100 SH SOLE 222,100 0 0
IDACORP, INC. COM 451107106 976 32,400 SH SOLE 32,400 0 0
IDEC PHARMACEUTICALS COM 449370105 5,877 62,500 SH SOLE 62,500 0 0
IDEXX LABS INC. COM 45168D104 2,559 148,600 SH SOLE 148,600 0 0
IHOP CORP. COM 449623107 1,264 62,400 SH SOLE 62,400 0 0
IKON OFFICE SOLUTIONS ICOM 451713101 2,916 272,807 SH SOLE 272,807 0 0
ILLINOIS TOOL WORKS COM 452308109 28,065 376,398 SH SOLE 376,398 0 0
ILLINOVA CORP COM 452317100 14,991 534,200 SH SOLE 534,200 0 0
IMATION CORP COM 45245A107 973 31,400 SH SOLE 31,400 0 0
IMC GLOBAL INC. COM 449669100 6,541 449,200 SH SOLE 449,200 0 0
IMCO RECYCLING INC. COM 449681105 735 49,000 SH SOLE 49,000 0 0
IMMUNE RESPONSE CORP/DECOM 45252T106 322 66,100 SH SOLE 66,100 0 0
IMS HEALTH INC. COM 449934108 9,703 425,324 SH SOLE 425,324 0 0
INACOM CORPORATION COM 45323G109 1,325 144,195 SH SOLE 144,195 0 0
INCYTE PHARMACEUTICALS COM 45337C102 1,734 75,000 SH SOLE 75,000 0 0
INDIA FUND INC. CTRY 2445115 18,669 1,450,000 SH SOLE 1,450,000 0 0
INDIAN OPPORTUNITIES FUCTRY 0457275 5,042 441,000 SH SOLE 441,000 0 0
INDIANA ENERGY INC COM 454707100 527 26,266 SH SOLE 26,266 0 0
INDOCAM HIMALAYAN FUND CTRY 4427843 10,140 650,000 SH SOLE 650,000 0 0
INDONESIA DEV. FUND INCCTRY 6462411 2,775 447,600 SH SOLE 447,600 0 0
INFORMATION RESOURCES ICOM 456905108 270 24,400 SH SOLE 24,400 0 0
INFORMIX CORP COM 456779107 3,603 453,900 SH SOLE 453,900 0 0
INGERSOLL-RAND COM 456866102 13,441 244,664 SH SOLE 244,664 0 0
INPUT/OUTPUT INC. COM 457652105 1,035 156,300 SH SOLE 156,300 0 0
INSIGHT ENTERPRISES INCCOM 45765U103 2,217 68,200 SH SOLE 68,200 0 0
INSITUFORM TECHNOLOGIESCOM 457667103 2,050 82,000 SH SOLE 82,000 0 0
INTEGRATED DEVICE TECH COM 458118106 1,412 76,300 SH SOLE 76,300 0 0
INTEGRATED HEALTH SERVICOM 45812C106 231 147,700 SH SOLE 147,700 0 0
INTEL CORP. COM 458140100 388,281 5,224,974 SH SOLE 5,224,974 0 0
INTER-TEL INC. COM 458372109 1,244 70,100 SH SOLE 70,100 0 0
INTERFACE INC COM 458665106 818 159,600 SH SOLE 159,600 0 0
INTERIM SERVICES INC. COM 45868P100 3,906 238,520 SH SOLE 238,520 0 0
INTERMET CORP. COM 45881K104 838 99,000 SH SOLE 99,000 0 0
INTERNATIONAL PAPER COM 460146103 56,915 1,184,190 SH SOLE 1,184,190 0 0
INTERNATIONAL RECTIFIERCOM 460254105 3,320 217,700 SH SOLE 217,700 0 0
INTERNATIONAL THEA COM 9412561 312 32,500 SH SOLE 32,500 0 0
INTERNATL FLAVORS & FRACOM 459506101 4,662 135,133 SH SOLE 135,133 0 0
INTERPUBLIC GROUP COM 460690100 19,543 475,206 SH SOLE 475,206 0 0
INTERSTATE BAKERIES COM 46072H108 1,463 63,600 SH SOLE 63,600 0 0
INTERSTATE HOTELS CORPOREIT 46088R108 51 16,099 SH SOLE 16,099 0 0
INTERVOICE-BRITE INC. COM 461142101 974 88,000 SH SOLE 88,000 0 0
INTL BUS MACH CORP COM 459200101 350,302 2,886,112 SH SOLE 2,886,112 0 0
INTL GAME TECHNOLOGY COM 459902102 5,114 284,100 SH SOLE 284,100 0 0
INTL MULTIFOODS CORP COM 460043102 357 15,500 SH SOLE 15,500 0 0
INTUIT INC. COM 461202103 19,197 219,000 SH SOLE 219,000 0 0
INVACARE CORP. COM 461203101 2,281 116,600 SH SOLE 116,600 0 0
INVESTMENT TECHNOLOGY GCOM 46145F105 2,070 90,000 SH SOLE 90,000 0 0
IONICS INC COM 462218108 2,017 62,300 SH SOLE 62,300 0 0
IPALCO ENTERPRISES COM 462613100 11,664 600,100 SH SOLE 600,100 0 0
ITRON INC. COM 465741106 281 47,900 SH SOLE 47,900 0 0
ITT INDUSTRIES INC COM 450911102 1,459 45,848 SH SOLE 45,848 0 0
IVAX CORP COM 465823102 1,559 94,500 SH SOLE 94,500 0 0
J C PENNEY INC COM 708160106 33,764 982,211 SH SOLE 982,211 0 0
JABIL CIRCUIT INC COM 466313103 11,900 240,400 SH SOLE 240,400 0 0
JACK IN THE BOX INC. COM 466367109 3,661 146,800 SH SOLE 146,800 0 0
JACOBS ENGINEERING GROUCOM 469814107 728 22,400 SH SOLE 22,400 0 0
JARDINE FLEMING INDIA FCTRY 2474272 3,525 400,000 SH SOLE 400,000 0 0
JEFFERSON PILOT COM 475070108 6,927 109,620 SH SOLE 109,620 0 0
JEFFRIES GROUP INC COM 472319102 1,495 71,600 SH SOLE 71,600 0 0
JF PHILIPPINE FUND CTRY 0469786 6,688 863,000 SH SOLE 863,000 0 0
JLG INDUSTIRES, INC. COM 466210101 1,941 127,800 SH SOLE 127,800 0 0
JO-ANN STORES, INC. COM 47758P109 5,261 423,000 SH SOLE 423,000 0 0
JOHNSON & JOHNSON COM 478160104 190,163 2,069,804 SH SOLE 2,069,804 0 0
JOHNSON CONTROLS COM 478366107 6,066 91,473 SH SOLE 91,473 0 0
JONES APPAREL GROUP INCCOM 480074103 10,419 362,383 SH SOLE 362,383 0 0
JONES PHARMA INC. COM 480236108 4,372 132,600 SH SOLE 132,600 0 0
JOSTENS INC. COM 481088102 743 38,829 SH SOLE 38,829 0 0
JSB FINANCIAL INC. COM 46624M100 1,700 29,700 SH SOLE 29,700 0 0
JUST FOR FEET INC. COM 48213P106 172 83,500 SH SOLE 83,500 0 0
JUSTIN INDUSTRIES COM 482171105 1,267 89,300 SH SOLE 89,300 0 0
K MART CORP COM 482584109 35,441 3,032,352 SH SOLE 3,032,352 0 0
K2 INC. COM 482732104 575 65,200 SH SOLE 65,200 0 0
KAMAN CORP CL-A COM 483548103 944 74,000 SH SOLE 74,000 0 0
KANSAS CITY POWER & LIGCOM 485134100 1,296 53,600 SH SOLE 53,600 0 0
KANSAS CITY SOUTHERN INCOM 485170104 7,685 165,500 SH SOLE 165,500 0 0
KAUFMAN & BROAD HOME COCOM 486168107 280 13,586 SH SOLE 13,586 0 0
KAYDON CORP COM 486587108 2,201 88,500 SH SOLE 88,500 0 0
KAZAKHSTAN INVESTM ICOM 5517420 241 75,000 SH SOLE 75,000 0 0
KEANE INC. COM 486665102 6,002 263,100 SH SOLE 263,100 0 0
KELLOGG CO. COM 487836108 19,557 522,394 SH SOLE 522,394 0 0
KELLWOOD CO. COM 488044108 1,254 57,000 SH SOLE 57,000 0 0
KELLY SERVICES INC CL-ACOM 488152208 985 32,700 SH SOLE 32,700 0 0
KEMET CORP. COM 488360108 4,600 143,900 SH SOLE 143,900 0 0
KENNAMETAL INC COM 489170100 590 22,800 SH SOLE 22,800 0 0
KENT ELECTRONICS CORP. COM 490553104 1,872 101,200 SH SOLE 101,200 0 0
KERR MCGEE CORP. COM 492386107 9,342 169,670 SH SOLE 169,670 0 0
KEYCORP COM 493267108 11,345 439,506 SH SOLE 439,506 0 0
KEYSPAN CORPORATION COM 49337W100 17,593 614,600 SH SOLE 614,600 0 0
KEYSTONE FIN. INC. COM 493482103 993 41,800 SH SOLE 41,800 0 0
KILROY REALTY CORP REIT 49427F108 4,225 200,000 SH SOLE 200,000 0 0
KIMBERLY-CLARK CORP COM 494368103 49,430 941,528 SH SOLE 941,528 0 0
KIMCO REALTY CORP REIT 49446R109 8,938 250,000 SH SOLE 250,000 0 0
KINDER MORGAN INC. COM 49455P101 1,296 57,750 SH SOLE 57,750 0 0
KING WORLD PRODTNS. COM 495667107 13,907 370,860 SH SOLE 370,860 0 0
KINROSS GOLD CORP. COM 496902107 2,214 770,000 SH SOLE 770,000 0 0
KIRBY CORP. COM 497266106 1,737 88,500 SH SOLE 88,500 0 0
KLA-TENCOR CORP. COM 482480100 9,159 140,900 SH SOLE 140,900 0 0
KNIGHT RIDDER COM 499040103 13,290 242,188 SH SOLE 242,188 0 0
KOHLS CORP COM 500255104 5,178 78,300 SH SOLE 78,300 0 0
KOMAG INC. COM 500453105 469 156,300 SH SOLE 156,300 0 0
KOREA ASIA FUND LT ICOM 4492261 3,116 1,900 SH SOLE 1,900 0 0
KOREA EQUITY FUND CTRY 2496276 487 106,700 SH SOLE 106,700 0 0
KOREA EUROPE FUND CTRY 0496870 3,456,500 1,115,000 SH SOLE 1,115,000 0 0
KOREA FUND CTRY 2496414 9,422 750,000 SH SOLE 750,000 0 0
KROGER CO. COM 501044101 29,277 1,327,008 SH SOLE 1,327,008 0 0
KROLL-O'GARA CO COM 501050108 1,061 63,600 SH SOLE 63,600 0 0
KRONOS INC. COM 501052104 2,010 54,800 SH SOLE 54,800 0 0
KULICKE & SOFFA INDUSTRCOM 501242101 2,008 82,600 SH SOLE 82,600 0 0
LA-Z-BOY INC. COM 505336107 3,612 189,500 SH SOLE 189,500 0 0
LABOR READY INC COM 505401208 1,208 120,000 SH SOLE 120,000 0 0
LANCASTER COLONY CORP COM 513847103 7,614 237,950 SH SOLE 237,950 0 0
LANCE INC COM 514606102 12,157 930,700 SH SOLE 930,700 0 0
LAND'S END INC COM 515086106 4,858 73,600 SH SOLE 73,600 0 0
LANDRY'S SEAFOOD RESTAUCOM 51508L103 719 89,900 SH SOLE 89,900 0 0
LANDSTAR SYSTEM INC. COM 515098101 1,585 45,600 SH SOLE 45,600 0 0
LASON INC. COM 51808R107 2,084 46,800 SH SOLE 46,800 0 0
LATTICE SEMICON. CORP. COM 518415104 4,661 157,000 SH SOLE 157,000 0 0
LAWSON PRODUCTS COM 520776105 647 29,900 SH SOLE 29,900 0 0
LAZARD BIRLA INDIA INVECTRY 0506014 2,604 3,382,222 SH SOLE 3,382,222 0 0
LEAR CORP. COM 521865105 14,832 421,500 SH SOLE 421,500 0 0
LEE ENTERPRISES COM 523768109 3,525 128,750 SH SOLE 128,750 0 0
LEGATO SYSTEMS INC. COM 524651106 10,550 242,000 SH SOLE 242,000 0 0
LEGG MASON INC. COM 524901105 7,421 193,700 SH SOLE 193,700 0 0
LEGGETT & PLATT INC COM 524660107 11,084 563,000 SH SOLE 563,000 0 0
LEHMAN BROTHERS HOLDINGCOM 524908100 6,035 103,500 SH SOLE 103,500 0 0
LEXMARK INT'L GROUP A COM 529771107 20,262 251,700 SH SOLE 251,700 0 0
LG&E ENERGY CORP COM 501917108 9,757 459,157 SH SOLE 459,157 0 0
LGSC INDIA FUND CTRY 6521970 5,025 423,728 SH SOLE 423,728 0 0
LIBBEY INC COM 529898108 1,454 49,200 SH SOLE 49,200 0 0
LIFEPOINT HOSPITALS INCCOM 53219L109 85 9,768 SH SOLE 9,768 0 0
LIHIR GOLD LTD. COM 532349107 1,638 78,000 SH SOLE 78,000 0 0
LILLY INDUSTRIES INC. CCOM 532491107 1,225 89,900 SH SOLE 89,900 0 0
LIMITED INC. COM 532716107 13,315 348,117 SH SOLE 348,117 0 0
LINCARE HOLDINGS INC. COM 532791100 5,299 198,800 SH SOLE 198,800 0 0
LINCOLN NATIONAL CORP COM 534187109 7,857 209,164 SH SOLE 209,164 0 0
LINDSAY MANUFACTURING CCOM 535555106 1,092 55,650 SH SOLE 55,650 0 0
LINEAR TECHNOLOGY CORP COM 535678106 26,281 447,100 SH SOLE 447,100 0 0
LINES 'N THINGS INC. COM 535679104 4,104 121,600 SH SOLE 121,600 0 0
LIPOSOME COMPANY INC. COM 536310105 1,299 170,700 SH SOLE 170,700 0 0
LITTON INDS. INC. COM 538021106 2,174 39,700 SH SOLE 39,700 0 0
LIZ CLAIBORNE COM 539320101 2,727 87,972 SH SOLE 87,972 0 0
LOCKHEED MARTIN CORPORACOM 539830109 19,664 601,570 SH SOLE 601,570 0 0
LOEWS CORP COM 540424108 54,741 779,926 SH SOLE 779,926 0 0
LONE STAR INDUSTRIES COM 542290408 4,204 84,300 SH SOLE 84,300 0 0
LONE STAR STEAKHOUSE & COM 542307103 3,901 507,500 SH SOLE 507,500 0 0
LONGS DRUG STORES INC COM 543162101 524 17,547 SH SOLE 17,547 0 0
LONGVIEW FIBRE CO COM 543213102 557 44,800 SH SOLE 44,800 0 0
LOUISIANNA PACIFIC COM 546347105 736 47,088 SH SOLE 47,088 0 0
LOWE'S COS COM 548661107 24,967 512,151 SH SOLE 512,151 0 0
LSI LOGIC CORP COM 502161102 2,842 55,185 SH SOLE 55,185 0 0
LTV CORP COM 501921100 22,566 4,150,000 SH SOLE 4,150,000 0 0
LUBRIZOL CORP COM 549271104 1,277 49,700 SH SOLE 49,700 0 0
LUBYS INC. COM 549282101 955 83,000 SH SOLE 83,000 0 0
LUCENT TECHNOLOGIES COM 549463107 309,828 4,775,769 SH SOLE 4,775,769 0 0
LUKOIL HLDGS SPND ICOM 2537432 9,296 331,478 SH SOLE 331,478 0 0
LYDALL INC. COM 550819106 688 66,700 SH SOLE 66,700 0 0
LYONDELL CHEMICAL COMPACOM 552078107 1,279 95,600 SH SOLE 95,600 0 0
MACDERMID INC. COM 554273102 2,527 74,200 SH SOLE 74,200 0 0
MACK-CALI REALTY CORP. REIT 554489104 8,714 325,000 SH SOLE 325,000 0 0
MACROMEDIA INC COM 556100105 5,220 127,700 SH SOLE 127,700 0 0
MAF BANCORP INC COM 55261R108 1,614 81,200 SH SOLE 81,200 0 0
MAGELLAN HEALTH SERVICECOM 559079108 823 112,500 SH SOLE 112,500 0 0
MAGNETEK INC COM 559424106 229 25,600 SH SOLE 25,600 0 0
MALLINCKRODT INC. COM 561232109 26,717 885,039 SH SOLE 885,039 0 0
MANDALAY RESORT GROUP COM 562567107 2,520 127,600 SH SOLE 127,600 0 0
MANITOWOC COMPANY INC. COM 563571108 3,457 101,300 SH SOLE 101,300 0 0
MANOR CARE INC. COM 564055101 2,710 157,689 SH SOLE 157,689 0 0
MANPOWER INC COM 56418H100 2,059 70,700 SH SOLE 70,700 0 0
MARCUS CORPORATION COM 566330106 1,396 115,750 SH SOLE 115,750 0 0
MARK IV INDUSTRIES INC COM 570387100 903 45,700 SH SOLE 45,700 0 0
MARRIOTT INT'L INC CL-ACOM 571903202 9,047 276,762 SH SOLE 276,762 0 0
MARSH & MCLENNAN COS. COM 571748102 15,485 226,057 SH SOLE 226,057 0 0
MARSHALL & ILSLEY CORP COM 571834100 19,824 347,400 SH SOLE 347,400 0 0
MARSHALL INDUSTRIES COM 572393106 2,778 76,100 SH SOLE 76,100 0 0
MARTIN MARIETTA MATERIACOM 573284106 5,076 127,100 SH SOLE 127,100 0 0
MASCO CORP. COM 574599106 20,181 651,010 SH SOLE 651,010 0 0
MASCOTECH INC COM 574670105 2,363 146,000 SH SOLE 146,000 0 0
MATERIAL SCIENCES CORP.COM 576674105 815 61,200 SH SOLE 61,200 0 0
MATTEL INC. COM 577081102 11,706 616,109 SH SOLE 616,109 0 0
MAXIM INTGRTD PRDCTS INCOM 57772K101 25,193 399,300 SH SOLE 399,300 0 0
MAXXAM INC COM 577913106 1,089 21,200 SH SOLE 21,200 0 0
MAXXIM MEDICAL INC. COM 57777G105 1,044 43,600 SH SOLE 43,600 0 0
MAY DEPT STORES COM 577778103 21,210 582,085 SH SOLE 582,085 0 0
MAYTAG COMPANY COM 578592107 6,173 185,312 SH SOLE 185,312 0 0
MBIA INC. COM 55262C100 6,334 135,840 SH SOLE 135,840 0 0
MBNA CORP COM 55262L100 28,437 1,246,560 SH SOLE 1,246,560 0 0
McCORMICK & CO COM 579780206 11,965 361,900 SH SOLE 361,900 0 0
MCDERMOTT INTERNATIONALCOM 580037109 459 22,682 SH SOLE 22,682 0 0
MCDONALDS CORPORATION COM 580135101 76,290 1,774,178 SH SOLE 1,774,178 0 0
MCGRAW HILL INC COM 580645109 12,283 253,904 SH SOLE 253,904 0 0
MCI WORLDCOM INC. COM 55268B106 195,233 2,716,290 SH SOLE 2,716,290 0 0
MCKESSON HBOC INC COM 58155Q103 12,699 437,890 SH SOLE 437,890 0 0
MCN ENERGY GROUP INC COM 55267J100 1,153 67,100 SH SOLE 67,100 0 0
MCWHORTER TECHNOLOGIES COM 582803102 618 41,900 SH SOLE 41,900 0 0
MEAD CORPORATION COM 582834107 3,416 99,386 SH SOLE 99,386 0 0
MEDIA GENERAL INC - CL COM 584404107 4,761 92,900 SH SOLE 92,900 0 0
MEDIAONE GROUP INC. COM 58440J104 54,003 790,534 SH SOLE 790,534 0 0
MEDIMMUNE INC COM 584699102 18,696 187,600 SH SOLE 187,600 0 0
MEDQUIST INC. COM 584949101 3,357 100,400 SH SOLE 100,400 0 0
MEDTRONIC INC COM 585055106 65,153 1,835,288 SH SOLE 1,835,288 0 0
MELLON NATIONAL CORP. COM 585509102 30,709 909,892 SH SOLE 909,892 0 0
MENTOR CORP/MINN COM 587188103 2,796 98,100 SH SOLE 98,100 0 0
MENTOR GRAPHICS CORP. COM 587200106 2,742 320,200 SH SOLE 320,200 0 0
MERCANTILE BANC. COM 587405101 16,597 536,474 SH SOLE 536,474 0 0
MERCK & CO INC COM 589331107 243,146 3,751,524 SH SOLE 3,751,524 0 0
MERCURY INTERACTIVE CORCOM 589405109 6,372 98,700 SH SOLE 98,700 0 0
MEREDITH CORPORATION COM 589433101 3,986 109,766 SH SOLE 109,766 0 0
MERITOR AUTOMOTIVE INC.COM 59000G100 4,177 200,101 SH SOLE 200,101 0 0
MERRILL CORP. COM 590175105 1,246 62,500 SH SOLE 62,500 0 0
MERRILL L LOW EX P COM 9412243 2,575 2,617 SH SOLE 2,617 0 0
MERRILL LYNCH & CO. INCCOM 590188108 38,879 578,661 SH SOLE 578,661 0 0
MERRILL LYNCH INTL COM 5751897 4,250 37,500 SH SOLE 37,500 0 0
METHODE ELECTRONICS CL-COM 591520200 2,367 125,400 SH SOLE 125,400 0 0
MEXICO FUND INC. CTRY 2587170 40,287 2,890,561 SH SOLE 2,890,561 0 0
MGIC INVESTMENT CORP COM 552848103 5,727 119,931 SH SOLE 119,931 0 0
MICHAELS STORES COM 594087108 2,366 80,200 SH SOLE 80,200 0 0
MICREL INCORPORATED COM 594793101 4,988 115,000 SH SOLE 115,000 0 0
MICRO WAREHOUSE INC COM 59501B105 361 29,900 SH SOLE 29,900 0 0
MICROAGE INC. COM 594928103 153 71,100 SH SOLE 71,100 0 0
MICROCHIP TECHNOLOGY INCOM 595017104 7,372 143,500 SH SOLE 143,500 0 0
MICRON TECHNOLOGY INC COM 595112103 25,830 388,059 SH SOLE 388,059 0 0
MICROS SYSTEMS INC. COM 594901100 1,778 43,900 SH SOLE 43,900 0 0
MICROSOFT CORP. COM 594918104 725,100 8,006,628 SH SOLE 8,006,628 0 0
MIDAMERICAN ENERGY HLDGCOM 59562V107 1,540 52,200 SH SOLE 52,200 0 0
MIDWAY GAMES INC. COM 598148104 1,860 118,073 SH SOLE 118,073 0 0
MILACRON, INC. COM 598709103 255 14,373 SH SOLE 14,373 0 0
MILLENNIUM PHARMACEUTICCOM 599902103 5,239 80,600 SH SOLE 80,600 0 0
MILLER (HERMAN) INC COM 600544100 5,405 226,100 SH SOLE 226,100 0 0
MILLIPORE CORPORATION COM 601073109 1,797 47,829 SH SOLE 47,829 0 0
MINERALS TECHNOLOGIES ICOM 603158106 957 19,700 SH SOLE 19,700 0 0
MINIMED INC COM 60365K108 3,439 35,000 SH SOLE 35,000 0 0
MINN MINING & MFG CO COM 604059105 38,577 401,579 SH SOLE 401,579 0 0
MINNESOTA POWER INC. COM 604110106 1,012 57,600 SH SOLE 57,600 0 0
MIRAGE RESORTS INC COM 60462E104 4,860 345,585 SH SOLE 345,585 0 0
MISSISSIPPI CHEMICAL COCOM 605288208 771 110,100 SH SOLE 110,100 0 0
MOBIL CORP. COM 607059102 113,232 1,123,886 SH SOLE 1,123,886 0 0
MODINE MANUFACTURING COCOM 607828100 594 25,500 SH SOLE 25,500 0 0
MODIS PROFESSIONAL SERVCOM 607830106 11,484 866,700 SH SOLE 866,700 0 0
MOHAWK INDUSTRIES INC. COM 608190104 4,776 239,550 SH SOLE 239,550 0 0
MOLEX INC COM 608554101 16,222 445,975 SH SOLE 445,975 0 0
MONSANTO CO. COM 611662107 30,286 848,641 SH SOLE 848,641 0 0
MONTANA POWER CO COM 612085100 9,600 315,400 SH SOLE 315,400 0 0
MORGAN J P & CO INC COM 616880100 26,128 228,688 SH SOLE 228,688 0 0
MORGAN STAN DEAN W COM 2603612 13,250 1,000,000 SH SOLE 1,000,000 0 0
MORGAN STANLEY AFRICA ICTRY 2559641 4,250 453,300 SH SOLE 453,300 0 0
MORGAN STANLEY DEAN WITCOM 617446448 59,132 663,013 SH SOLE 663,013 0 0
MORGAN STANLEY EASTERN CTRY 2558262 2,959 269,000 SH SOLE 269,000 0 0
MORRISON KNUDSEN CORP. COM 61844A109 2,185 211,900 SH SOLE 211,900 0 0
MOTOROLA INC COM 620076109 91,483 1,039,580 SH SOLE 1,039,580 0 0
MS CARRIERS COM 553533100 1,046 43,600 SH SOLE 43,600 0 0
MSC SOFTWARE CORPORATIOCOM 553531104 3,863 577,600 SH SOLE 577,600 0 0
MUELLER INDUSTRIES INC.COM 624756102 4,023 135,500 SH SOLE 135,500 0 0
MURPHY OIL CORP COM 626717102 51,943 960,800 SH SOLE 960,800 0 0
MUTUAL RISK MANAGEMENT COM 628351108 1,619 132,200 SH SOLE 132,200 0 0
MYERS INDUSTRIES INC. COM 628464109 1,435 80,817 SH SOLE 80,817 0 0
MYLAN LABS COM 628530107 9,599 522,400 SH SOLE 522,400 0 0
NABISCO GROUP HOLDINGS COM 62952P102 8,367 557,800 SH SOLE 557,800 0 0
NABORS INDUSTRIES COM 629568106 46,000 1,840,000 SH SOLE 1,840,000 0 0
NACCO INDUSTRIES -CL A COM 629579103 331 4,736 SH SOLE 4,736 0 0
NALCO CHEMICAL CO. COM 629853102 1,417 28,052 SH SOLE 28,052 0 0
NASH FINCH CO. COM 631158102 315 45,000 SH SOLE 45,000 0 0
NATIONAL CITY CORP COM 635405103 29,120 1,091,166 SH SOLE 1,091,166 0 0
NATIONAL COMPUTER SYS ICOM 635519101 4,666 121,700 SH SOLE 121,700 0 0
NATIONAL DATA CORP. COM 635621105 2,691 103,500 SH SOLE 103,500 0 0
NATIONAL FUEL & GAS COM 636180101 1,548 32,800 SH SOLE 32,800 0 0
NATIONAL INSTRUMENTS COCOM 636518102 5,413 153,150 SH SOLE 153,150 0 0
NATIONAL PRESTO INDS INCOM 637215104 749 19,400 SH SOLE 19,400 0 0
NATIONAL SEMICONDUCTOR COM 637640103 24,678 809,116 SH SOLE 809,116 0 0
NATIONAL SERVICE INDS ICOM 637657107 666 21,158 SH SOLE 21,158 0 0
NATURES SUNSHINE PRODS COM 639027101 710 75,000 SH SOLE 75,000 0 0
NAUTICA ENTERPRISES INCCOM 639089101 2,180 135,200 SH SOLE 135,200 0 0
NAVIGANT CONSULTING COM 63935N107 5,695 122,800 SH SOLE 122,800 0 0
NAVISTAR INTL. CORP. COM 63934E108 3,028 65,124 SH SOLE 65,124 0 0
NBTY INC. COM 628782104 1,407 184,500 SH SOLE 184,500 0 0
NCH CORP COM 628850109 280 6,200 SH SOLE 6,200 0 0
NCR CORPORATION COM 62886E108 10,163 307,400 SH SOLE 307,400 0 0
NETWORK APPLIANCE INC. COM 64120L104 115 1,600 SH SOLE 1,600 0 0
NETWORK EQUIPMENT TECH.COM 641208103 865 94,200 SH SOLE 94,200 0 0
NETWORKS ASSOCIATES INCCOM 640938106 8,707 455,250 SH SOLE 455,250 0 0
NEW CENTURY ENERGIES INCOM 64352U103 10,456 312,700 SH SOLE 312,700 0 0
NEW ENGLAND BUSINESS SECOM 643872104 1,491 52,200 SH SOLE 52,200 0 0
NEW ENGLAND ELECTRIC COM 644001109 11,096 213,900 SH SOLE 213,900 0 0
NEW PLAN EXCEL REALTY TREIT 648053106 3,848 216,000 SH SOLE 216,000 0 0
NEW YORK TIMES CO. CL ACOM 650111107 10,465 279,062 SH SOLE 279,062 0 0
NEWELL RUBBERMAID INC. COM 651229106 27,914 977,296 SH SOLE 977,296 0 0
NEWFIELD EXPLORATION COCOM 651290108 4,203 127,600 SH SOLE 127,600 0 0
NEWMONT MNG. CORP. COM 651639106 14,306 552,894 SH SOLE 552,894 0 0
NEWPORT NEWS SHIPBUILDICOM 652228107 3,396 105,100 SH SOLE 105,100 0 0
NEXTEL COMMUNICATIONS CCOM 65332V103 27,200 401,100 SH SOLE 401,100 0 0
NFO WORLDWIDE INC. COM 62910N108 912 71,550 SH SOLE 71,550 0 0
NIAGARA MOHAWK HOLDINGSCOM 653520106 922 59,700 SH SOLE 59,700 0 0
NICOR INC. COM 654086107 882 23,714 SH SOLE 23,714 0 0
NIKE INC. -CL B COM 654106103 26,459 465,220 SH SOLE 465,220 0 0
NISOURCE INCORPORATED COM 65473P105 11,009 497,600 SH SOLE 497,600 0 0
NJ RESOURCES CORP. COMMCOM 646025106 2,568 64,200 SH SOLE 64,200 0 0
NOBLE AFFILIATES INC COM 654894104 15,396 530,900 SH SOLE 530,900 0 0
NOBLE DRILLING CORP. COM 655042109 8,803 402,400 SH SOLE 402,400 0 0
NORDSON CORP COM 655663102 2,352 48,000 SH SOLE 48,000 0 0
NORDSTROM INC COM 655664100 7,548 279,558 SH SOLE 279,558 0 0
NORFOLK SOUTHERN CORP. COM 655844108 9,475 386,721 SH SOLE 386,721 0 0
NORTH FORK BANK COM 659424105 8,000 410,250 SH SOLE 410,250 0 0
NORTHEAST UTILITIES COM 664397106 2,056 111,900 SH SOLE 111,900 0 0
NORTHERN STATES POWER-MCOM 665772109 3,889 180,372 SH SOLE 180,372 0 0
NORTHERN TRUST CORP COM 665859104 12,634 151,300 SH SOLE 151,300 0 0
NORTHROP GRUMMAN CORP. COM 666807102 5,002 78,695 SH SOLE 78,695 0 0
NORTHWEST NATURAL GAS CCOM 667655104 2,073 80,300 SH SOLE 80,300 0 0
NOVA CORP./GEORGIA COM 669784100 4,458 178,300 SH SOLE 178,300 0 0
NOVELL INC COM 670006105 37,828 1,828,554 SH SOLE 1,828,554 0 0
NOVELLUS SYSTEMS INC. COM 670008101 8,066 119,600 SH SOLE 119,600 0 0
NSTAR CO. COM 67019E107 2,223 57,372 SH SOLE 57,372 0 0
NUCOR CORP COM 670346105 4,256 89,374 SH SOLE 89,374 0 0
NYMAGIC INC COM 629484106 5,914 454,900 SH SOLE 454,900 0 0
O'REILLY AUTOMOTIVE INCCOM 686091109 3,317 69,600 SH SOLE 69,600 0 0
OAK INDUSTRIES INC. COM 671400505 2,264 66,600 SH SOLE 66,600 0 0
OAKWOOD HOMES COM 674098108 771 171,300 SH SOLE 171,300 0 0
OCCIDENTAL PETROLEUM COCOM 674599105 23,856 1,031,630 SH SOLE 1,031,630 0 0
OCEAN ENERGY INC COM 67481E106 1,426 140,000 SH SOLE 140,000 0 0
OCEANEERING INT'L. INC.COM 675232102 1,577 93,800 SH SOLE 93,800 0 0
OCTEL CORP COM 675727101 47 4,200 SH SOLE 4,200 0 0
OFFICE DEPOT INC COM 676220106 3,958 388,500 SH SOLE 388,500 0 0
OFFICE MAX COM 67622M108 624 107,400 SH SOLE 107,400 0 0
OFFSHORE LOGISTICS COM 676255102 856 83,000 SH SOLE 83,000 0 0
OGDEN CORP. COM 676346109 435 43,500 SH SOLE 43,500 0 0
OGE ENERGY CORP COM 670837103 6,788 305,100 SH SOLE 305,100 0 0
OHIO CASUALTY CORP. COM 677240103 881 52,200 SH SOLE 52,200 0 0
OLD KENT FINANCIAL CORPCOM 679833103 9,691 261,032 SH SOLE 261,032 0 0
OLD REPUBLIC INT'L CORPCOM 680223104 1,634 113,200 SH SOLE 113,200 0 0
OLIN CORP COM 680665205 590 43,300 SH SOLE 43,300 0 0
OLSTEN CORP COM 681385100 733 70,200 SH SOLE 70,200 0 0
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OMNICOM GROUP COM 681919106 18,957 239,400 SH SOLE 239,400 0 0
ONEOK INC. COM 682680103 347 11,432 SH SOLE 11,432 0 0
ONMICARE INC. COM 681904108 8,423 875,100 SH SOLE 875,100 0 0
ORACLE SYS. CORP. COM 68389X105 102,688 2,256,888 SH SOLE 2,256,888 0 0
ORBITAL SCIENCES CORP. COM 685564106 2,175 124,300 SH SOLE 124,300 0 0
OREGON STEEL MILLS INC COM 686079104 3,774 337,300 SH SOLE 337,300 0 0
ORGANOGENESIS INC. COM 685906109 617 82,900 SH SOLE 82,900 0 0
ORTHODONTIC CENTERS OF COM 68750P103 2,618 149,600 SH SOLE 149,600 0 0
OSHKOSH B'GOSH CL-A COM 688222207 1,056 66,100 SH SOLE 66,100 0 0
OUTBACK STEAKHOUSE INC COM 689899102 5,660 222,250 SH SOLE 222,250 0 0
OVERSEAS SHIPHOLDING GRCOM 690368105 486 31,500 SH SOLE 31,500 0 0
OWENS & MINOR INC. COM 690732102 4,317 448,500 SH SOLE 448,500 0 0
OWENS CORNING COM 69073F103 925 42,643 SH SOLE 42,643 0 0
OWENS-ILLINOIS INC COM 690768403 1,161 58,623 SH SOLE 58,623 0 0
OXFORD HEALTH PLANS COM 691471106 2,996 239,700 SH SOLE 239,700 0 0
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PACCAR INC COM 693718108 4,866 95,638 SH SOLE 95,638 0 0
PACIFIC CENTURY FINL COCOM 694058108 8,473 414,600 SH SOLE 414,600 0 0
PACIFIC GAS & ELEC. CO.COM 69331C108 11,537 445,856 SH SOLE 445,856 0 0
PACIFIC SUNWEAR OF CALICOM 694873100 2,712 96,750 SH SOLE 96,750 0 0
PACIFICARE HEALTH SYSTECOM 695112102 7,270 168,100 SH SOLE 168,100 0 0
PACIFICORP COM 695114108 50,533 2,510,938 SH SOLE 2,510,938 0 0
PAINE WEBBER GROUP INC COM 695629105 2,295 63,300 SH SOLE 63,300 0 0
PAKISTAN INV. FUND CTRY 2670111 487 236,100 SH SOLE 236,100 0 0
PALL CORPORATION COM 696429307 46,356 1,999,186 SH SOLE 1,999,186 0 0
PAN AMERICAN SILVER CORCOM 697900108 2,103 290,000 SH SOLE 290,000 0 0
PANAMER BEVERAGES COM 2674469 7,294 440,400 SH SOLE 440,400 0 0
PAPA JOHN'S INTERNATIONCOM 698813102 4,331 105,000 SH SOLE 105,000 0 0
PARAMETRIC TECHNOLOGY CCOM 699173100 8,882 657,912 SH SOLE 657,912 0 0
PAREXEL INT'L CORP. COM 699462107 613 67,200 SH SOLE 67,200 0 0
PARK ELECTROCHEMICAL COCOM 700416209 1,381 42,000 SH SOLE 42,000 0 0
PARKER-HANNIFIN CORP. COM 701094104 6,716 149,873 SH SOLE 149,873 0 0
PATTERSON DENTAL COMPANCOM 703412106 6,324 127,600 SH SOLE 127,600 0 0
PAXAR CORP. COM 704227107 1,329 138,100 SH SOLE 138,100 0 0
PAYCHEX INC COM 704326107 11,546 338,350 SH SOLE 338,350 0 0
PAYLESS SHOESOURCE INC COM 704379106 18,741 371,100 SH SOLE 371,100 0 0
PE CORPORATION-PE BIOSYCOM 69332S102 13,807 191,094 SH SOLE 191,094 0 0
PEC ISRAEL ECONM C COM 2678007 4,049 116,300 SH SOLE 116,300 0 0
PECO ENERGY CO. COM 693304107 7,917 211,117 SH SOLE 211,117 0 0
PEDIATRIX MEDICAL GROUPCOM 705324101 608 43,800 SH SOLE 43,800 0 0
PENNSYLVANIA ENTERPRISECOM 708720107 1,116 34,400 SH SOLE 34,400 0 0
PENNZOIL-QUAKER STATE CCOM 709323109 846 67,004 SH SOLE 67,004 0 0
PENTAIR INC. COM 709631105 11,251 280,400 SH SOLE 280,400 0 0
PEOPLES ENERGY CORP COM 711030106 520 14,780 SH SOLE 14,780 0 0
PEOPLESOFT INC COM 712713106 3,869 228,400 SH SOLE 228,400 0 0
PEP BOYS MM & J COM 713278109 347 23,295 SH SOLE 23,295 0 0
PEPSICO INC. COM 713448108 73,387 2,426,012 SH SOLE 2,426,012 0 0
PEREGRINE LARSON COM 9915778 2,410 SH SOLE 2,410 0 0
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PERRIGO CO. COM 714290103 25,708 3,264,500 SH SOLE 3,264,500 0 0
PFIZER INC. COM 717081103 218,466 6,079,041 SH SOLE 6,079,041 0 0
PHARMACEUTICAL PRODUCT COM 717124101 894 65,900 SH SOLE 65,900 0 0
PHARMACIA & UPJOHN INC COM 716941109 41,111 828,429 SH SOLE 828,429 0 0
PHELPS DODGE CORP. COM 717265102 1,649 29,947 SH SOLE 29,947 0 0
PHILADELPHIA SUBURBAN CCOM 718009608 2,953 125,333 SH SOLE 125,333 0 0
PHILIP MORRIS COS COM 718154107 130,939 3,830,014 SH SOLE 3,830,014 0 0
PHILLIPS PETROLEUM COM 718507106 20,642 423,418 SH SOLE 423,418 0 0
PHILLIPS-VAN HEUSEN COM 718592108 806 90,800 SH SOLE 90,800 0 0
PHOTRONICS INC. COM 719405102 1,945 86,700 SH SOLE 86,700 0 0
PHYCOR INC. COM 71940F100 979 223,700 SH SOLE 223,700 0 0
PICTURETEL CORP. COM 720035302 515 121,200 SH SOLE 121,200 0 0
PIEDMONT NATURAL GAS COCOM 720186105 3,225 106,400 SH SOLE 106,400 0 0
PIER 1 IMPORTS INC/DEL COM 720279108 2,400 355,550 SH SOLE 355,550 0 0
PILLOWTEX CORP. COM 721501104 289 38,500 SH SOLE 38,500 0 0
PINNACLE WEST CAPITAL CCOM 723484101 3,041 83,600 SH SOLE 83,600 0 0
PIONEER GROUP INC. COM 723684106 1,479 98,600 SH SOLE 98,600 0 0
PIONEER HI-BRED INTERNACOM 723686101 7,297 183,278 SH SOLE 183,278 0 0
PIONEER NATURAL RESOURCCOM 723787107 903 84,998 SH SOLE 84,998 0 0
PITNEY-BOWES, INC. COM 724479100 26,805 439,880 SH SOLE 439,880 0 0
PITTSTON BAX GROUP COM 725701882 596 73,900 SH SOLE 73,900 0 0
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PLAINS RESOURCES INC. COM 726540503 1,157 64,700 SH SOLE 64,700 0 0
PLANTRONICS INC. COM 727493108 2,701 54,300 SH SOLE 54,300 0 0
PLEXUS CORP COM 729132100 1,599 52,200 SH SOLE 52,200 0 0
PLIVA D.D. GDR EAC COM 5174706 8,503 833,675 SH SOLE 833,675 0 0
PMC-SIERRA INC COM COM 2807492 2,748 29,000 SH SOLE 29,000 0 0
PMI GROUP INC. COM 69344M101 24,016 587,550 SH SOLE 587,550 0 0
PNC FINANCIAL CORP COM 693475105 24,897 472,543 SH SOLE 472,543 0 0
POGO PRODUCING CO COM 730448107 2,515 121,200 SH SOLE 121,200 0 0
POLARIS INDUSTRIES INC.COM 731068102 2,787 80,500 SH SOLE 80,500 0 0
POLAROID COM 731095105 524 20,144 SH SOLE 20,144 0 0
POLICY MANAGEMENT SYSTECOM 731108106 3,207 101,400 SH SOLE 101,400 0 0
POOL ENERGY SERVICES COCOM 732788104 1,842 74,800 SH SOLE 74,800 0 0
POPE & TALBOT INC COM 732827100 593 47,900 SH SOLE 47,900 0 0
POST PROPERTIES,INC. REIT 737464107 9,828 250,000 SH SOLE 250,000 0 0
POTLATCH CORP. COM 737628107 515 12,493 SH SOLE 12,493 0 0
POTOMAC ELECTRIC POWER COM 737679100 11,248 442,200 SH SOLE 442,200 0 0
POWERWAVE TECHNOLOGIES COM 739363109 2,797 58,000 SH SOLE 58,000 0 0
PPG INDUSTRIES INC. COM 693506107 17,505 291,753 SH SOLE 291,753 0 0
PRAXAIR INC. COM 74005P104 33,292 723,731 SH SOLE 723,731 0 0
PRE-PAID LEGAL SVCS COM 740065107 2,426 61,600 SH SOLE 61,600 0 0
PRECISION CASTPARTS CORCOM 740189105 641 21,000 SH SOLE 21,000 0 0
PREMARK INTERNATIONAL ICOM 740459102 2,717 53,800 SH SOLE 53,800 0 0
PREMIER BANCSHARES INC.COM 739909109 1,169 66,800 SH SOLE 66,800 0 0
PREMIER PARKS INC COM 740540208 1,914 66,000 SH SOLE 66,000 0 0
PRICE (T. ROWE) ASSOC. COM 741477103 9,107 331,900 SH SOLE 331,900 0 0
PRIDE INTERNATIONAL INCCOM 741932107 2,215 156,100 SH SOLE 156,100 0 0
PRIMARK CORP COM 741903108 1,857 65,300 SH SOLE 65,300 0 0
PRIME HOSPITALITY CORP COM 741917108 1,144 143,000 SH SOLE 143,000 0 0
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PROCTER & GAMBLE CO COM 742718109 199,040 2,123,088 SH SOLE 2,123,088 0 0
PROFIT RECOVERY GROUP ICOM 743168106 5,576 124,950 SH SOLE 124,950 0 0
PROGRESS SOFTWARE COM 743312100 1,664 53,050 SH SOLE 53,050 0 0
PROGRESSIVE CORP COM 743315103 9,853 120,615 SH SOLE 120,615 0 0
PROLOGIS TRUST REIT 743410102 28,922 1,532,286 SH SOLE 1,532,286 0 0
PROMUS HOTEL CORP. NEW COM 74342P106 8,907 273,535 SH SOLE 273,535 0 0
PROTECTIVE LIFE CORP COM 743674103 7,192 248,000 SH SOLE 248,000 0 0
PROTEIN DESIGN LABS INCCOM 74369L103 2,908 80,500 SH SOLE 80,500 0 0
PROVIDENT BANKSHARES COCOM 743859100 1,687 79,275 SH SOLE 79,275 0 0
PROVIDENT FINANCIAL GROCOM 743866105 1,346 36,800 SH SOLE 36,800 0 0
PROVIDIAN FINANCIAL CORCOM 74406A102 14,109 178,172 SH SOLE 178,172 0 0
PSS WORLD MEDICAL INC. COM 69366A100 530 59,300 SH SOLE 59,300 0 0
PUBLIC SERVICE CO OF N COM 744499104 664 36,400 SH SOLE 36,400 0 0
PUBLIC SERVICE CO OF N.COM 744516105 2,176 70,200 SH SOLE 70,200 0 0
PUBLIC SVC ENTERPRISES COM 744573106 41,186 1,066,302 SH SOLE 1,066,302 0 0
PUGET SOUND ENERGY INC.COM 745332106 11,991 534,400 SH SOLE 534,400 0 0
PULTE CORPORATION COM 745867101 493 22,676 SH SOLE 22,676 0 0
QLOGIC CORPORATION COM 747277101 7,526 107,800 SH SOLE 107,800 0 0
QUAKER OATS CO. COM 747402105 13,971 225,791 SH SOLE 225,791 0 0
QUALCOMM INC COM 747525103 45,935 242,800 SH SOLE 242,800 0 0
QUANEX CORP COM 747620102 1,381 53,900 SH SOLE 53,900 0 0
QUANTUM CORPORATION- DLCOM 747906204 9,793 696,375 SH SOLE 696,375 0 0
QUEENS COUNTY BANCORP COM 748242104 1,876 67,900 SH SOLE 67,900 0 0
QUESTAR CORP COM 748356102 1,283 70,800 SH SOLE 70,800 0 0
QUICKSILVER INC COM 74838C106 1,205 66,000 SH SOLE 66,000 0 0
QUIMICA Y MINERA A ICOM 2771122 15 500 SH SOLE 500 0 0
QUINTILES TRANSNATIONALCOM 748767100 6,295 330,757 SH SOLE 330,757 0 0
QUORUM HEALTH GROUP INCCOM 749084109 2,210 314,300 SH SOLE 314,300 0 0
R.J. REYNOLDS TOBACCO HCOM 76182K105 2,508 92,900 SH SOLE 92,900 0 0
RADIAN GROUP INC. COM 750236101 3,813 88,800 SH SOLE 88,800 0 0
RALCORP HOLDINGS COM 751028101 1,518 85,800 SH SOLE 85,800 0 0
RALSTON PURINA CO. COM 751277302 21,381 768,738 SH SOLE 768,738 0 0
RATIONAL SOFTWARE CORPOCOM 75409P202 8,492 290,000 SH SOLE 290,000 0 0
RAYMOND JAMES FINANCIALCOM 754730109 3,750 188,100 SH SOLE 188,100 0 0
RAYONIER INC. COM 754907103 1,037 24,700 SH SOLE 24,700 0 0
RAYTHEON CO. CL-A COM 755111309 7,760 160,000 SH SOLE 160,000 0 0
RAYTHEON CO. CL-B COM 755111408 18,354 369,850 SH SOLE 369,850 0 0
READ-RITE CORP COM 755246105 772 175,200 SH SOLE 175,200 0 0
READERS DIGEST ASSOCIATCOM 755267101 9,237 315,800 SH SOLE 315,800 0 0
RECKSON ASSOCIATES REALREIT 75621K106 13,008 625,000 SH SOLE 625,000 0 0
REEBOK INTERNATIONAL LTCOM 758110100 656 61,342 SH SOLE 61,342 0 0
REGAL BELOIT COM 758750103 1,695 81,700 SH SOLE 81,700 0 0
REGENCY REALTY CORP REIT 758939102 10,996 523,627 SH SOLE 523,627 0 0
REGIONS FINANCIAL CORP.COM 758940100 2,748 91,600 SH SOLE 91,600 0 0
REGIS CORP COM 758932107 2,580 134,050 SH SOLE 134,050 0 0
RELIANCE STEEL & ALUMINCOM 759509102 1,682 80,100 SH SOLE 80,100 0 0
RELIANT ENERGY INC. COM 75952J108 17,113 632,361 SH SOLE 632,361 0 0
RELIASTAR FINANCIAL CORCOM 75952U103 10,657 320,500 SH SOLE 320,500 0 0
REMEDY CORPORATION COM 759548100 2,128 75,000 SH SOLE 75,000 0 0
RENAL CARE GROUP INC. COM 759930100 3,039 138,750 SH SOLE 138,750 0 0
REPUBLIC GROUP INC COM 760473108 585 42,000 SH SOLE 42,000 0 0
REPUBLIC N Y CORP COM 760719104 8,223 133,844 SH SOLE 133,844 0 0
RESPIRONICS INC COM 761230101 737 89,300 SH SOLE 89,300 0 0
REYNOLDS & REYNOLDS CL-COM 761695105 1,408 69,100 SH SOLE 69,100 0 0
REYNOLDS METALS CO COM 761763101 13,877 229,848 SH SOLE 229,848 0 0
RIGGS NATL CORP WASH DCCOM 766570105 1,623 96,200 SH SOLE 96,200 0 0
RITE AID CORP. COM 767754104 6,891 498,914 SH SOLE 498,914 0 0
ROBBINS & MYERS INC. COM 770196103 525 33,900 SH SOLE 33,900 0 0
ROBERT HALF INTL INC COM 770323103 6,251 260,450 SH SOLE 260,450 0 0
ROBERTS PHARMACEUTICAL COM 770491108 2,919 96,500 SH SOLE 96,500 0 0
ROC TAIWAN FUND CTRY 2719122 5,216 707,290 SH SOLE 707,290 0 0
ROCKWELL INT'L COM 773903109 17,327 330,032 SH SOLE 330,032 0 0
ROHM & HAAS CO COM 775371107 9,017 249,596 SH SOLE 249,596 0 0
ROLLINS INC COM 775711104 454 29,400 SH SOLE 29,400 0 0
ROLLINS TRUCK LEASING CCOM 775741101 2,539 250,800 SH SOLE 250,800 0 0
ROPER INDUSTRIES INC COM 776696106 4,579 119,700 SH SOLE 119,700 0 0
ROSS STORES INC COM 778296103 12,526 622,400 SH SOLE 622,400 0 0
ROSTELEKOM ADR EAC ICOM 2150259 135 29,091 SH SOLE 29,091 0 0
ROWAN COS. COM 779382100 2,863 176,174 SH SOLE 176,174 0 0
ROYAL DUTCH PETE COM 780257804 217,298 3,679,126 SH SOLE 3,679,126 0 0
RPM INC. OHIO COM 749685103 12,400 1,017,440 SH SOLE 1,017,440 0 0
RSA SECURITY INC. COM 749719100 3,294 124,000 SH SOLE 124,000 0 0
RUBY TUESDAY INC COM 781182100 2,500 128,200 SH SOLE 128,200 0 0
RUDDICK CORP. COM 781258108 12,468 785,400 SH SOLE 785,400 0 0
RUSS BERRIE & CO INC COM 782233100 1,794 85,700 SH SOLE 85,700 0 0
RUSSELL CORP COM 782352108 244 17,189 SH SOLE 17,189 0 0
RYANS FAMILY STEAK HOUSCOM 783519101 1,107 123,000 SH SOLE 123,000 0 0
RYDER SYS. INC. COM 783549108 1,555 76,318 SH SOLE 76,318 0 0
RYERSON TULL, INC. COM 78375P107 441 19,073 SH SOLE 19,073 0 0
S I S AS - CESKY ICOM 9415299 1,939 73,032,208 SH SOLE 73,032,208 0 0
S3 INCORPORATED COM 784849101 1,656 158,700 SH SOLE 158,700 0 0
SAFECO CORP. COM 786429100 7,271 259,668 SH SOLE 259,668 0 0
SAFESKIN CORP COM 786454108 1,493 181,600 SH SOLE 181,600 0 0
SAFEWAY INC COM 786514208 34,203 898,600 SH SOLE 898,600 0 0
SAKS INCORPORATED COM 79377W108 7,285 479,644 SH SOLE 479,644 0 0
SAMSUNG ELEC CO GD COM 2126915 19,441 244,314 SH SOLE 244,314 0 0
SANMINA CORP COM 800907107 13,649 176,400 SH SOLE 176,400 0 0
SANTE FE SNYDER CORP COM 80218K105 1,310 145,500 SH SOLE 145,500 0 0
SARA LEE CORP. COM 803111103 35,257 1,504,296 SH SOLE 1,504,296 0 0
SAUDI ARABIA FUND LIMITCTRY 0044796 5,125 500,000 SH SOLE 500,000 0 0
SBC COMMUNICATIONS INC.COM 78387G103 176,720 3,460,858 SH SOLE 3,460,858 0 0
SCANA CORP COM 805898103 27,221 1,125,400 SH SOLE 1,125,400 0 0
SCHERING-PLOUGH COM 806605101 109,042 2,499,538 SH SOLE 2,499,538 0 0
SCHLUMBERGER COM 806857108 58,206 934,091 SH SOLE 934,091 0 0
SCHOLASTIC CORP COM 807066105 710 14,200 SH SOLE 14,200 0 0
SCHULMAN (A.) INC. COM 808194104 11,599 670,000 SH SOLE 670,000 0 0
SCHWAB (CHARLES) CORP COM 808513105 39,312 1,166,972 SH SOLE 1,166,972 0 0
SCI SYSTEMS INC COM 783890106 9,798 220,500 SH SOLE 220,500 0 0
SCIENTIFIC ATLANTA INC.COM 808655104 1,596 32,207 SH SOLE 32,207 0 0
SCOTTS COMPANY COM 810186106 2,320 67,000 SH SOLE 67,000 0 0
SEACOR SMIT INC. COM 811904101 2,055 40,100 SH SOLE 40,100 0 0
SEAGATE TECHNOLOGY INC.COM 811804103 9,867 320,230 SH SOLE 320,230 0 0
SEALED AIR CORP. COM 81211K100 4,222 82,278 SH SOLE 82,278 0 0
SEARS ROEBUCK & CO. COM 812387108 19,751 629,527 SH SOLE 629,527 0 0
SECURITY CAPITAL GROUP-REIT 81413P204 2,938 200,000 SH SOLE 200,000 0 0
SEI INVESTMENTS CO COM 784117103 4,848 54,300 SH SOLE 54,300 0 0
SELECTIVE INSURANCE GROCOM 816300107 2,191 116,100 SH SOLE 116,100 0 0
SEMPRA ENERGY COM 816851109 33,297 1,599,866 SH SOLE 1,599,866 0 0
SENSORMATIC ELECTRONICSCOM 817265101 812 64,000 SH SOLE 64,000 0 0
SEPRACOR INC. COM 817315104 4,236 56,100 SH SOLE 56,100 0 0
SEQUA CORP - CL A COM 817320104 536 8,500 SH SOLE 8,500 0 0
SERVICE CORP INTERNATIOCOM 817565104 8,074 764,365 SH SOLE 764,365 0 0
SERVICE EXPERTS INC COM 817567100 481 46,400 SH SOLE 46,400 0 0
SHARED MEDICAL SYSTEMS COM 819486101 475 10,163 SH SOLE 10,163 0 0
SHAW INDUSTRIES INC COM 820286102 9,266 583,700 SH SOLE 583,700 0 0
SHELL TRANSPORT & TRADICOM 822703609 4,163 91,500 SH SOLE 91,500 0 0
SHERWIN-WILLIAMS CO COM 824348106 2,636 125,890 SH SOLE 125,890 0 0
SHOPKO STORES INC COM 824911101 2,393 82,500 SH SOLE 82,500 0 0
SHOREWOOD PACKAGING CORCOM 825229107 1,305 96,200 SH SOLE 96,200 0 0
SIEBEL SYSTEMS INC. COM 826170102 16,603 249,200 SH SOLE 249,200 0 0
SIERRA HEALTH SERVICES COM 826322109 1,077 106,400 SH SOLE 106,400 0 0
SIERRA PACIFIC RESOURCECOM 826428104 10,547 474,027 SH SOLE 474,027 0 0
SIGMA-ALDRICH COM 826552101 7,065 222,530 SH SOLE 222,530 0 0
SILICON GRAPHICS COMPUTCOM 827056102 784 71,651 SH SOLE 71,651 0 0
SILICON VALLEY GROUP INCOM 827066101 1,225 103,700 SH SOLE 103,700 0 0
SIMON DEBARTOLO GROUP PREIT 828806406 2,192 31,066 SH SOLE 31,066 0 0
SIMON PROPERTY GROUP INREIT 828806109 23,344 1,040,388 SH SOLE 1,040,388 0 0
SIMPSON MANUFACTURING CCOM 829073105 1,645 35,100 SH SOLE 35,100 0 0
SKYLINE CORP. COM 830830105 997 38,800 SH SOLE 38,800 0 0
SKYWEST INC COM 830879102 1,485 67,700 SH SOLE 67,700 0 0
SLI INC COM 78442T108 4,540 213,000 SH SOLE 213,000 0 0
SLM HOLDING CORP. COM 78442A109 7,095 165,000 SH SOLE 165,000 0 0
SMITH (A.O.) CORP COM 831865209 2,136 70,600 SH SOLE 70,600 0 0
SMITH INTERNATIONAL INCCOM 832110100 6,646 164,100 SH SOLE 164,100 0 0
SMITHFIELD FOODS INC COM 832248108 3,774 141,100 SH SOLE 141,100 0 0
SMUCKER J M COM 832696108 530 25,100 SH SOLE 25,100 0 0
SMURFIT-STONE CONTAINERCOM 832727101 9,271 428,700 SH SOLE 428,700 0 0
SNAP-ON TOOLS CORP. COM 833034101 3,662 112,687 SH SOLE 112,687 0 0
SNYDER COMMUNICATIONS ICOM 832914105 3,697 243,400 SH SOLE 243,400 0 0
SOLA INTERNATIONAL INC COM 834092108 1,465 94,500 SH SOLE 94,500 0 0
SOLECTRON CORP COM 834182107 22,441 312,500 SH SOLE 312,500 0 0
SOLUTIA INC. WI COM 834376105 5,516 308,591 SH SOLE 308,591 0 0
SONAT, INC. COM 835415100 1,440 36,287 SH SOLE 36,287 0 0
SONIC CORP COM 835451105 2,179 71,600 SH SOLE 71,600 0 0
SONOCO PRODUCTS CO COM 835495102 6,685 293,020 SH SOLE 293,020 0 0
SOTHEBY'S HOLDINGS CL-ACOM 835898107 4,215 163,300 SH SOLE 163,300 0 0
SOUTHDOWN INC COM 841297104 7,057 131,900 SH SOLE 131,900 0 0
SOUTHERN AFRICA FUND INCTRY 2824082 9,969 862,214 SH SOLE 862,214 0 0
SOUTHERN CO COM 842587107 31,085 1,207,172 SH SOLE 1,207,172 0 0
SOUTHTRUST CORP COM 844730101 6,092 169,800 SH SOLE 169,800 0 0
SOUTHWEST AIRLINES COM 844741108 7,851 516,937 SH SOLE 516,937 0 0
SOUTHWEST GAS CORP COM 844895102 2,371 88,000 SH SOLE 88,000 0 0
SOUTHWESTERN ENERGY COMCOM 845467109 802 88,500 SH SOLE 88,500 0 0
SOVEREIGN BANCORP INC COM 845905108 5,277 580,300 SH SOLE 580,300 0 0
SPACELABS MEDICAL INC COM 846247104 584 38,600 SH SOLE 38,600 0 0
SPECIALTY EQUIPMENT COMCOM 847497203 1,434 56,800 SH SOLE 56,800 0 0
SPEEDFAM-IPEC INC. COM 847705100 1,028 85,700 SH SOLE 85,700 0 0
SPIEKER PROPERTIES REIT 848497103 28,617 825,000 SH SOLE 825,000 0 0
SPORTS AUTHORITY COM 849176102 352 110,400 SH SOLE 110,400 0 0
SPRINGS INDUSTRIES -CL COM 851783100 439 12,939 SH SOLE 12,939 0 0
SPRINT CORP. COM 852061100 59,127 1,089,898 SH SOLE 1,089,898 0 0
SPRINT PCS GROUP COM 852061506 32,970 442,174 SH SOLE 442,174 0 0
SPS TECHNOLOGIES INC COM 784626103 1,813 47,800 SH SOLE 47,800 0 0
SPX CORP. COM 784635104 9,919 109,300 SH SOLE 109,300 0 0
ST JUDE MED. INC. COM 790849103 974 30,935 SH SOLE 30,935 0 0
ST MARY LAND & EXPLORATCOM 792228108 1,097 42,000 SH SOLE 42,000 0 0
ST PAUL BANCORP INC COM 792848103 3,039 132,850 SH SOLE 132,850 0 0
ST. PAUL COMPANIES COM 792860108 36,200 1,316,347 SH SOLE 1,316,347 0 0
STAFFMARK INC COM 852389105 710 89,500 SH SOLE 89,500 0 0
STANDARD MOTOR PRODS COM 853666105 1,015 52,200 SH SOLE 52,200 0 0
STANDARD PRODUCTS COM 853836104 2,137 60,400 SH SOLE 60,400 0 0
STANDARD REGISTER CO COM 853887107 576 24,500 SH SOLE 24,500 0 0
STANDARD-PACIFIC CORP COM 85375C101 1,218 118,800 SH SOLE 118,800 0 0
STANLEY WORKS COM 854616109 969 38,452 SH SOLE 38,452 0 0
STAPLES INC COM 855030102 15,337 703,150 SH SOLE 703,150 0 0
STARBUCKS CORP. COM 855244109 12,351 498,400 SH SOLE 498,400 0 0
STARMEDIA NETWORK COM 2423047 1,641 44,700 SH SOLE 44,700 0 0
STATE STREET CORP COM 857477103 7,384 114,262 SH SOLE 114,262 0 0
STEEL DYNAMICS INC COM 858119100 6,275 400,000 SH SOLE 400,000 0 0
STEIN MART INC. COM 858375108 1,286 180,500 SH SOLE 180,500 0 0
STEPAN CO COM 858586100 8,586 377,400 SH SOLE 377,400 0 0
STERIS CORP COM 859152100 3,340 242,900 SH SOLE 242,900 0 0
STERLING COMMERCE INC COM 859205106 4,765 256,700 SH SOLE 256,700 0 0
STERLING SOFTWARE INC COM 859547101 14,818 740,900 SH SOLE 740,900 0 0
STEWART & STEVENSON SERCOM 860342104 369 28,100 SH SOLE 28,100 0 0
STEWART ENTERPRISES INCCOM 860370105 2,300 379,300 SH SOLE 379,300 0 0
STILLWATER MINING COMPACOM 86074Q102 3,221 119,850 SH SOLE 119,850 0 0
STONE & WEBSTER INC COM 861572105 1,442 51,500 SH SOLE 51,500 0 0
STONE ENERGY CORP COM 861642106 2,401 47,200 SH SOLE 47,200 0 0
STORAGE TECHNOLOGY CORPCOM 862111200 6,832 354,900 SH SOLE 354,900 0 0
STRIDE RITE CORP COM 863314100 1,093 156,095 SH SOLE 156,095 0 0
STRUCTURAL DYNAMICS RESCOM 863555108 436 29,000 SH SOLE 29,000 0 0
STRYKER CORP. COM 863667101 13,691 267,800 SH SOLE 267,800 0 0
SUIZA FOOD CORP. COM 865077101 1,125 30,000 SH SOLE 30,000 0 0
SUMMIT BANCORP COM 866005101 3,082 95,000 SH SOLE 95,000 0 0
SUMMIT TECHNOLOGY INC COM 86627E101 2,227 121,600 SH SOLE 121,600 0 0
SUN MICROSYSTEMS INC. COM 866810104 116,147 1,248,896 SH SOLE 1,248,896 0 0
SUNGARD DATA SYSTEMS COM 867363103 9,622 365,700 SH SOLE 365,700 0 0
SUNOCO, INC. COM 86764P109 15,374 561,616 SH SOLE 561,616 0 0
SUNRISE MEDICAL INC COM 867910101 455 75,900 SH SOLE 75,900 0 0
SUNSTONE HOTEL INVESTORREIT 867933103 2,625 300,000 SH SOLE 300,000 0 0
SUNTRUST BANKS INC. COM 867914103 34,663 527,187 SH SOLE 527,187 0 0
SUPER VALU STORES INC. COM 868536103 3,108 142,470 SH SOLE 142,470 0 0
SUPERIOR INDUSTRIES INTCOM 868168105 680 24,300 SH SOLE 24,300 0 0
SURGUTNEFTEGAZ ADR ICOM 2810144 521 62,361 SH SOLE 62,361 0 0
SUSQUEHANNA BANCSHARES COM 869099101 1,958 113,500 SH SOLE 113,500 0 0
SWIFT TRANSPORTATION COCOM 870756103 3,544 180,000 SH SOLE 180,000 0 0
SYBRON INTL CORP COM 87114F106 8,143 303,000 SH SOLE 303,000 0 0
SYLVAN LEARNING SYSTEMSCOM 871399101 2,701 139,400 SH SOLE 139,400 0 0
SYMANTEC CORP COM 871503108 5,690 158,200 SH SOLE 158,200 0 0
SYMBOL TECHNOLOGIES INCCOM 871508107 8,583 255,250 SH SOLE 255,250 0 0
SYMMETRICOM INC COM 871543104 431 57,400 SH SOLE 57,400 0 0
SYNOPSYS INC. COM 871607107 12,933 230,300 SH SOLE 230,300 0 0
SYNOVUS FINANCIAL CORP COM 87161C105 5,654 302,550 SH SOLE 302,550 0 0
SYSCO CORP. COM 871829107 19,357 552,082 SH SOLE 552,082 0 0
SYSTEM SOFTWARE ASSOCIACOM 871839106 94 48,375 SH SOLE 48,375 0 0
TAIPEI FUND CTRY 5061819 9,731 98,000 SH SOLE 98,000 0 0
TAIWAN FUND INC CTRY 2869878 970 53,500 SH SOLE 53,500 0 0
TAIWAN OPPROTUNITIES FUCTRY 0875361 1,100 100,000 SH SOLE 100,000 0 0
TALK.COM INC. COM 874264104 1,989 154,100 SH SOLE 154,100 0 0
TANDY CORP. COM 875382103 16,078 311,052 SH SOLE 311,052 0 0
TAUBMAN CENTERS INC REIT 876664103 13,800 1,200,000 SH SOLE 1,200,000 0 0
TBC CORP COM 872180104 644 93,100 SH SOLE 93,100 0 0
TCF FINANCIAL CORP COM 872275102 9,197 322,000 SH SOLE 322,000 0 0
TECH DATA CORP COM 878237106 973 41,800 SH SOLE 41,800 0 0
TECHNOLOGY SOLUTIONS COCOM 87872T108 1,622 114,850 SH SOLE 114,850 0 0
TECO ENERGY COM 872375100 11,986 567,400 SH SOLE 567,400 0 0
TECUMSEH PRODUCTS CO CLCOM 878895200 9,454 188,600 SH SOLE 188,600 0 0
TEKTRONIX, INC. COM 879131100 1,993 59,480 SH SOLE 59,480 0 0
TELEFLEX INC COM 879369106 10,337 262,100 SH SOLE 262,100 0 0
TELEPHONE & DATA COM 879433100 21,368 240,600 SH SOLE 240,600 0 0
TELLABS INC. COM 879664100 42,464 745,804 SH SOLE 745,804 0 0
TELXON CORP. COM 879700102 616 73,500 SH SOLE 73,500 0 0
TEMPLE-INLAND INC. COM 879868107 5,050 83,468 SH SOLE 83,468 0 0
TEMPLETON RUSSIA F ICOM 5529243 255 26,320 SH SOLE 26,320 0 0
TENET HEALTHCARE CORP COM 88033G100 7,408 421,783 SH SOLE 421,783 0 0
TENNECO INC. COM 88037E101 17,671 1,039,474 SH SOLE 1,039,474 0 0
TERADYNE INC COM 880770102 17,124 485,800 SH SOLE 485,800 0 0
TETRA TECH INC. COM 88162G103 1,938 116,125 SH SOLE 116,125 0 0
TETRA TECHNOLOGIES INC.COM 88162F105 525 51,500 SH SOLE 51,500 0 0
TEXACO INC. COM 881694103 68,494 1,085,055 SH SOLE 1,085,055 0 0
TEXAS INDUSTRIES INC COM 882491103 3,164 85,500 SH SOLE 85,500 0 0
TEXAS INSTRS INC COM 882508104 99,325 1,207,596 SH SOLE 1,207,596 0 0
TEXAS UTILITIES CO_(HOLCOM 882848104 46,159 1,237,089 SH SOLE 1,237,089 0 0
TEXTRON INC. COM 883203101 15,807 204,286 SH SOLE 204,286 0 0
THE FORMOSA GROWTH FUNDCTRY 0347246 5,448 300,000 SH SOLE 300,000 0 0
THE MEN'S WEARHOUSE INCCOM 587118100 2,298 106,900 SH SOLE 106,900 0 0
THERMO ELECTRON CORP. COM 883556102 37,678 2,803,942 SH SOLE 2,803,942 0 0
THOMAS & BETTS CORP. COM 884315102 4,726 92,658 SH SOLE 92,658 0 0
THOMAS INDUSTRIES INC COM 884425109 1,166 62,400 SH SOLE 62,400 0 0
THOR INDUSTRIES INC COM 885160101 1,258 49,350 SH SOLE 49,350 0 0
TIDEWATER INC COM 886423102 1,214 47,600 SH SOLE 47,600 0 0
TIFFANY & CO COM 886547108 10,717 178,800 SH SOLE 178,800 0 0
TIMBERLAND CO CL-A COM 887100105 2,883 73,800 SH SOLE 73,800 0 0
TIME WARNER INC. COM 887315109 124,978 2,057,258 SH SOLE 2,057,258 0 0
TIMES MIRROR CO-CL A COM 887364107 10,457 158,894 SH SOLE 158,894 0 0
TIMKEN CO. COM 887389104 424 26,299 SH SOLE 26,299 0 0
TITAN INT'L INC. COM 88830M102 9,622 938,700 SH SOLE 938,700 0 0
TJ INTERNATIONAL INC COM 872534102 1,701 67,700 SH SOLE 67,700 0 0
TJX COS. INC. COM 872540109 15,094 537,878 SH SOLE 537,878 0 0
TNP ENTERPRISES INC COM 872594106 2,009 51,600 SH SOLE 51,600 0 0
TOLL BROTHERS INC COM 889478103 2,575 135,100 SH SOLE 135,100 0 0
TOO INC COM 890333107 585 32,629 SH SOLE 32,629 0 0
TORCHMARK CORP COM 891027104 6,399 247,300 SH SOLE 247,300 0 0
TORO CO COM 891092108 1,566 41,900 SH SOLE 41,900 0 0
TOSCO CORP COM 891490302 3,149 124,700 SH SOLE 124,700 0 0
TOTAL RENAL CARE HOLDINCOM 89151A107 2,622 352,500 SH SOLE 352,500 0 0
TOWER AUTOMOTIVE INC COM 891707101 2,823 142,500 SH SOLE 142,500 0 0
TOYS R US INC. COM 892335100 6,784 452,272 SH SOLE 452,272 0 0
TRANSACTION SYSTEMS ARCCOM 893416107 2,438 90,500 SH SOLE 90,500 0 0
TRANSOCEAN OFFSHORE INCCOM 893817106 12,173 397,500 SH SOLE 397,500 0 0
TREDEGAR CORPORATION COM 894650100 2,435 113,900 SH SOLE 113,900 0 0
TRENWICK GROUP INC COM 895290104 773 46,700 SH SOLE 46,700 0 0
TRIAD HOSPITALS INC COM 89579K109 99 9,768 SH SOLE 9,768 0 0
TRIARC COM COM 895927101 1,736 81,000 SH SOLE 81,000 0 0
TRIBUNE CO COM 896047107 7,607 152,900 SH SOLE 152,900 0 0
TRICON GLOBAL RESTAURANCOM 895953107 12,000 293,132 SH SOLE 293,132 0 0
TRIGON HEALTHCARE CORP.COM 89618L100 1,011 35,000 SH SOLE 35,000 0 0
TRIMBLE NAVIGATION LTD COM 896239100 887 83,000 SH SOLE 83,000 0 0
TRINET CORPORATE REALTYREIT 896287109 4,763 200,000 SH SOLE 200,000 0 0
TRINITY INDUSTRIES COM 896522109 1,149 37,200 SH SOLE 37,200 0 0
TRU NORTH COMMUNICATIONCOM 897844106 5,002 137,500 SH SOLE 137,500 0 0
TRUSTCO BANK CORP. NY COM 898349105 2,269 76,850 SH SOLE 76,850 0 0
TRW INC. COM 872649108 8,041 161,620 SH SOLE 161,620 0 0
TUBOSCOPE INC. COM 898600101 2,155 173,300 SH SOLE 173,300 0 0
TUPPERWARE CORPORATION COM 899896104 557 27,489 SH SOLE 27,489 0 0
TURKEY INVESTMENT FUND CTRY 2907411 7,642 1,002,200 SH SOLE 1,002,200 0 0
TYCO INT'L. LTD NEW COM 902124106 139,407 1,350,187 SH SOLE 1,350,187 0 0
TYSON FOODS INC. CL-A COM 902494103 10,915 664,000 SH SOLE 664,000 0 0
U S TR CORP COM 91288L105 4,614 57,400 SH SOLE 57,400 0 0
U.S. BANCORP COM 902973106 42,506 1,408,060 SH SOLE 1,408,060 0 0
U.S. BIOSCIENCE INC COM 911646206 1,603 112,500 SH SOLE 112,500 0 0
U.S. FOODSERVICE COM 90331R101 5,105 283,600 SH SOLE 283,600 0 0
U.S. HOME CORP COM 911920106 1,271 45,700 SH SOLE 45,700 0 0
U.S. WEST INC. COM 91273H101 78,723 1,379,597 SH SOLE 1,379,597 0 0
UCAR INTERNATIONAL INC COM 90262K109 13,110 574,700 SH SOLE 574,700 0 0
ULTRAMAR DIAMOND SHAMROCOM 904000106 15,077 591,250 SH SOLE 591,250 0 0
ULTRATECH STEPPER INC COM 904034105 942 73,900 SH SOLE 73,900 0 0
UNICOM CORP COM 904911104 15,075 408,121 SH SOLE 408,121 0 0
UNIFI INC COM 904677101 590 53,600 SH SOLE 53,600 0 0
UNIFIED ENERGY SYS ICOM 2036401 274 38,329 SH SOLE 38,329 0 0
UNIFIRST CORP COM 904708104 3,983 289,700 SH SOLE 289,700 0 0
UNILEVER UN COM 904784709 57,126 838,546 SH SOLE 838,546 0 0
UNION CARBIDE CORP. COM 905581104 12,511 220,222 SH SOLE 220,222 0 0
UNION PACIFIC CORP. COM 907818108 13,796 287,038 SH SOLE 287,038 0 0
UNION PACIFIC RESOURCESCOM 907834105 5,673 353,200 SH SOLE 353,200 0 0
UNION PLANTERS CORP. COM 908068109 2,217 54,400 SH SOLE 54,400 0 0
UNISYS CORP. COM 909214108 13,042 289,011 SH SOLE 289,011 0 0
UNITED BANKSHARES INC. COM 909907107 3,272 134,600 SH SOLE 134,600 0 0
UNITED HEALTHCARE CORP COM 910581107 9,137 187,661 SH SOLE 187,661 0 0
UNITED ILLUMINATING CO COM 910637107 2,699 55,800 SH SOLE 55,800 0 0
UNITED TECHNOLOGIES COM 913017109 32,867 554,141 SH SOLE 554,141 0 0
UNITED WATER RESOURCES COM 913190104 3,964 121,500 SH SOLE 121,500 0 0
UNITRIN INC. COM 913275103 22,588 650,000 SH SOLE 650,000 0 0
UNITRODE CORP. COM 913283107 3,440 81,900 SH SOLE 81,900 0 0
UNIVERSAL CORP-VA COM 913456109 12,869 492,600 SH SOLE 492,600 0 0
UNIVERSAL FOODS COM 913538104 13,597 592,800 SH SOLE 592,800 0 0
UNIVERSAL FOREST PRODUCCOM 913543104 797 61,000 SH SOLE 61,000 0 0
UNIVERSAL HEALTH SERVICCOM 913903100 2,598 100,400 SH SOLE 100,400 0 0
UNIVISION COMMUNICATIONCOM 914906102 22,126 271,900 SH SOLE 271,900 0 0
UNOCAL COM 915289102 43,514 1,174,062 SH SOLE 1,174,062 0 0
UNUMPROVIDENT CORP. COM 91529Y106 26,316 893,966 SH SOLE 893,966 0 0
URS CORPORATION COM 903236107 1,144 46,700 SH SOLE 46,700 0 0
US FREIGHTWAYS CORP COM 916906100 4,273 90,200 SH SOLE 90,200 0 0
US ONCOLOGY INC. COM 90338W103 2,337 257,900 SH SOLE 257,900 0 0
US TREASURY BILLS ICOM 2292485 783,281 7,850,000 SH SOLE 7,850,000 0 0
USAIR GROUP INC. COM 911905107 1,013 38,605 SH SOLE 38,605 0 0
USEC INC. COM 90333E108 20,102 1,961,200 SH SOLE 1,961,200 0 0
USG CORPORATION COM 903293405 7,477 157,400 SH SOLE 157,400 0 0
UST CORP. COM 902900109 4,081 132,700 SH SOLE 132,700 0 0
UST INC. COM 902911106 5,557 184,069 SH SOLE 184,069 0 0
USX-MARATHON OIL COM 902905827 53,586 1,831,985 SH SOLE 1,831,985 0 0
USX-U.S. STEEL COM 90337T101 20,103 780,691 SH SOLE 780,691 0 0
UTILICORP UNITED INC COM 918005109 9,617 456,600 SH SOLE 456,600 0 0
V F CORP COM 918204108 3,422 110,372 SH SOLE 110,372 0 0
VALASSIS COMMUNICATIONSCOM 918866104 7,665 174,450 SH SOLE 174,450 0 0
VALERO ENERGY CORP. COM 91913Y100 12,179 632,700 SH SOLE 632,700 0 0
VALMONT INDUSTRIES COM 920253101 1,180 69,900 SH SOLE 69,900 0 0
VANTIVE CORP COM 922091103 747 86,000 SH SOLE 86,000 0 0
VARCO INTERNATIONAL INCCOM 922126107 665 54,600 SH SOLE 54,600 0 0
VARIAN MEDICAL SYSTEMS COM 92220P105 2,076 94,900 SH SOLE 94,900 0 0
VENATOR GROUP INC. COM 922944103 27,614 3,225,000 SH SOLE 3,225,000 0 0
VERITAS SOFTWARE CORPORCOM 923436109 37,293 491,100 SH SOLE 491,100 0 0
VERTEX PHARMAREUTICALS COM 92532F100 3,495 112,500 SH SOLE 112,500 0 0
VIACOM INC-CLASS B COM 925524308 42,896 1,015,286 SH SOLE 1,015,286 0 0
VIAD CORP COM 92552R109 7,729 262,000 SH SOLE 262,000 0 0
VICOR CORP COM 925815102 3,489 153,800 SH SOLE 153,800 0 0
VIMPEL COMMUNICATI ICOM 2943675 55 4,280 SH SOLE 4,280 0 0
VINTAGE PETROLEUM INC. COM 927460105 2,587 191,600 SH SOLE 191,600 0 0
VISHAY INTERTECHNOLOGY COM 928298108 6,394 269,231 SH SOLE 269,231 0 0
VISIO CORPORATION COM 927914101 3,627 92,400 SH SOLE 92,400 0 0
VISX INC COM 92844S105 13,770 174,100 SH SOLE 174,100 0 0
VITAL SIGNS INC COM 928469105 1,051 51,600 SH SOLE 51,600 0 0
VITESSE SEMICONDUCTOR CCOM 928497106 15,675 183,600 SH SOLE 183,600 0 0
VLASIC FOODS INTERNATIOCOM 928559103 270 38,990 SH SOLE 38,990 0 0
VOLT INFO. SCIENCES INCCOM 928703107 943 38,900 SH SOLE 38,900 0 0
VORNADO OPERATING CO REIT 92904N103 90 15,000 SH SOLE 15,000 0 0
VORNADO REALTY TRUST REIT 929042109 9,750 300,000 SH SOLE 300,000 0 0
VULCAN MATERIALS CO COM 929160109 3,600 98,300 SH SOLE 98,300 0 0
WABASH NATIONAL CORP COM 929566107 1,519 74,800 SH SOLE 74,800 0 0
WACHOVIA CORP. COM 929771103 23,113 293,963 SH SOLE 293,963 0 0
WAL MART STORES INC COM 931142103 333,557 7,013,032 SH SOLE 7,013,032 0 0
WALGREEN CO. COM 931422109 38,437 1,514,742 SH SOLE 1,514,742 0 0
WALL DATA INC COM 932045107 211 39,200 SH SOLE 39,200 0 0
WALLACE COMPUTER SVCS ICOM 932270101 755 37,300 SH SOLE 37,300 0 0
WARNACO GROUP COM 934390105 15,002 822,000 SH SOLE 822,000 0 0
WARNER-LAMBERT CO COM 934488107 92,485 1,393,378 SH SOLE 1,393,378 0 0
WASHINGTON GAS LIGHT COCOM 938837101 1,031 38,000 SH SOLE 38,000 0 0
WASHINGTON MUTUAL INC. COM 939322103 43,156 1,475,421 SH SOLE 1,475,421 0 0
WASHINGTON POST CL. B COM 939640108 14,739 28,900 SH SOLE 28,900 0 0
WASTE MANAGEMENT INC. COM 94106L109 18,786 975,905 SH SOLE 975,905 0 0
WATERS CORPORATION COM 941848103 10,768 177,800 SH SOLE 177,800 0 0
WATKINS-JOHNSON COMPANYCOM 942486101 1,245 37,100 SH SOLE 37,100 0 0
WATSCO INC. COM 942622200 1,001 88,000 SH SOLE 88,000 0 0
WATSON PHARMACEUTICALS COM 942683103 9,801 320,700 SH SOLE 320,700 0 0
WATTS INDUSTRIES INC. CCOM 942749102 9,637 443,100 SH SOLE 443,100 0 0
WAUSAU-MOSINEE PAPER COCOM 943315101 603 49,700 SH SOLE 49,700 0 0
WD-40 CO COM 929236107 1,425 60,900 SH SOLE 60,900 0 0
WEATHERFORD INTERNATIONCOM 947074100 11,197 349,915 SH SOLE 349,915 0 0
WEBSTER FINANCIAL CORPOCOM 947890109 831 32,600 SH SOLE 32,600 0 0
WELLMAN INC COM 949702104 489 27,100 SH SOLE 27,100 0 0
WELLPOINT HEALTH NETWORCOM 94973H108 6,190 108,600 SH SOLE 108,600 0 0
WELLS FARGO COMPANY COM 949746101 134,510 3,394,572 SH SOLE 3,394,572 0 0
WENDY'S INTL COM 950590109 6,828 258,877 SH SOLE 258,877 0 0
WERNER ENTERPRISES INC COM 950755108 2,991 169,700 SH SOLE 169,700 0 0
WESLEY JESSEN VISIONCARCOM 951018100 1,628 52,200 SH SOLE 52,200 0 0
WESTAMERICA BANCORPORATCOM 957090103 2,831 93,600 SH SOLE 93,600 0 0
WESTPOINT STEVENS COM 961238102 3,872 163,900 SH SOLE 163,900 0 0
WESTVACO CORP COM 961548104 2,643 103,152 SH SOLE 103,152 0 0
WESTWOOD ONE COM 961815107 7,067 156,600 SH SOLE 156,600 0 0
WEYERHAEUSER CO. COM 962166104 18,899 327,963 SH SOLE 327,963 0 0
WHIRLPOOL CORP COM 963320106 7,987 122,291 SH SOLE 122,291 0 0
WHITMAN CORP. COM 96647R107 7,900 554,379 SH SOLE 554,379 0 0
WHITNEY HOLDING CORP COM 966612103 2,221 64,600 SH SOLE 64,600 0 0
WHITTMAN-HART INC. COM 966834103 5,616 144,800 SH SOLE 144,800 0 0
WHOLE FOODS MARKET INC COM 966837106 2,709 82,800 SH SOLE 82,800 0 0
WICOR INC COM 929253102 3,790 130,400 SH SOLE 130,400 0 0
WILLAMETTE INDUSTRIES COM 969133107 7,441 172,546 SH SOLE 172,546 0 0
WILLIAMS COS. INC. COM 969457100 22,122 590,900 SH SOLE 590,900 0 0
WILLIAMS-SONOMA INC COM 969904101 7,964 164,000 SH SOLE 164,000 0 0
WILMINGTON TRUST CO, DECOM 971807102 17,065 351,400 SH SOLE 351,400 0 0
WINN-DIXIE STORES INC. COM 974280109 1,932 65,070 SH SOLE 65,070 0 0
WISCONSIN CENTRAL TRANSCOM 976592105 602 44,000 SH SOLE 44,000 0 0
WISCONSIN ENERGY CORP. COM 976657106 13,073 557,800 SH SOLE 557,800 0 0
WMC LIMITED-SPONSORED ACOM 928947100 31,388 1,550,000 SH SOLE 1,550,000 0 0
WOLVERINE TUBE CO. COM 978093102 9,895 638,400 SH SOLE 638,400 0 0
WOLVERINE WORLD WIDE COM 978097103 3,624 318,550 SH SOLE 318,550 0 0
WORTHINGTON INDS COM 981811102 21,577 1,269,256 SH SOLE 1,269,256 0 0
WRIGLEY WM JR CO COM 982526105 8,085 117,486 SH SOLE 117,486 0 0
WYNDHAM INTERNATIONAL IREIT 983101106 1,268 482,998 SH SOLE 482,998 0 0
WYNN'S INTERNATIONAL INCOM 983195108 1,172 73,550 SH SOLE 73,550 0 0
X-RITE INC COM 983857103 497 76,500 SH SOLE 76,500 0 0
XEROX CORP COM 984121103 45,744 1,090,758 SH SOLE 1,090,758 0 0
XILINX INC COM 983919101 30,092 459,200 SH SOLE 459,200 0 0
XIRCOM INC COM 983922105 3,155 73,900 SH SOLE 73,900 0 0
YELLOW CORP COM 985509108 1,534 92,600 SH SOLE 92,600 0 0
YORK INTERNATIONAL CORPCOM 986670107 1,344 37,400 SH SOLE 37,400 0 0
ZALE CORP. COM 988858106 4,027 105,100 SH SOLE 105,100 0 0
ZEBRA TECHNOLOGIES CORPCOM 989207105 3,924 86,300 SH SOLE 86,300 0 0
ZENITH NATIONAL INSURANCOM 989390109 1,501 70,200 SH SOLE 70,200 0 0
ZIONS BANCORPORATION COM 989701107 12,546 227,600 SH SOLE 227,600 0 0
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