UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F, Amendment 1
FORM 13F, Amendment 1 COVER PAGE
Report for the Calendar Year or Quarter Ended: 06/30/1999
Check here if this is an Amendment [ X]; Amendment Number:
This Amendment (Check only one.): [ X] 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 09/30/1999
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: 1522
Form 13F Information Table Value Total: $23,594,358
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 PHILIPPINE FND COM 2341406 664 77,000 SH SOLE 77,000 0 0
1ST PHILLIPINE FUND CTRY 336100102 3,236 375,200 SH SOLE 375,200 0 0
3COM CORP. COM 885535104 16,928 634,309 SH SOLE 634,309 0 0
AAR CORPORATION COM 000361105 2,397 105,650 SH SOLE 105,650 0 0
ABBOTT LABORATORIES COM 002824100 103,166 2,267,374 SH SOLE 2,267,374 0 0
ABERCROMBIE & FITCH CO COM 002896207 15,907 331,400 SH SOLE 331,400 0 0
ABM INDUSTRIES INC. COM 000957100 2,440 79,500 SH SOLE 79,500 0 0
AC NIELSON CORP COM 004833109 5,009 165,601 SH SOLE 165,601 0 0
ACUSON CORP COM 005113105 426 24,800 SH SOLE 24,800 0 0
ACX TECHNOLOGIES COM 005123104 8,938 550,000 SH SOLE 550,000 0 0
ACXIOM CORP. COM 005125109 5,948 238,500 SH SOLE 238,500 0 0
ADAC LABORATORIES COM 005313200 521 71,900 SH SOLE 71,900 0 0
ADAPTIVE BROADBAND CORPCOM 00650M104 1,746 79,800 SH SOLE 79,800 0 0
ADC COMMUNICATIONS INC COM 000886101 16,995 373,000 SH SOLE 373,000 0 0
ADOBE SYSTEMS INC. COM 00724F101 4,668 56,816 SH SOLE 56,816 0 0
ADVANCED MICRO DEVICES COM 007903107 8,204 454,187 SH SOLE 454,187 0 0
ADVANCED TISSUE SCIENCECOM 00755F103 481 148,000 SH SOLE 148,000 0 0
ADVO INC. COM 007585102 1,971 95,000 SH SOLE 95,000 0 0
AES CORP COM 00130H105 4,080 70,200 SH SOLE 70,200 0 0
AETNA INC. COM 008117103 15,936 178,176 SH SOLE 178,176 0 0
AFFILIATED COMPUTER SERCOM 008190100 2,141 42,300 SH SOLE 42,300 0 0
AFLAC INC COM 001055102 13,999 292,400 SH SOLE 292,400 0 0
AGCO CORP. COM 001084102 5,823 514,700 SH SOLE 514,700 0 0
AGL RESOURCES INC COM 001204106 896 48,600 SH SOLE 48,600 0 0
AGNICO-EAGLE MINES LTD.COM 008474108 2,351 380,000 SH SOLE 380,000 0 0
AIR EXPRESS INTERNATIONCOM 009104100 3,055 120,400 SH SOLE 120,400 0 0
AIR PROD. & CHEM. COM 009158106 20,060 498,382 SH SOLE 498,382 0 0
AIRBORNE FREIGHT CORP COM 009266107 3,893 140,600 SH SOLE 140,600 0 0
AIRGAS INC COM 009363102 734 59,900 SH SOLE 59,900 0 0
AK STEEL HOLDING CORP COM 001547108 1,060 47,100 SH SOLE 47,100 0 0
ALASKA AIRGROUP INC COM 011659109 5,653 135,400 SH SOLE 135,400 0 0
ALBANY INTL CL-A COM 012348108 8,420 405,777 SH SOLE 405,777 0 0
ALBEMARLE CORP COM 012653101 990 42,800 SH SOLE 42,800 0 0
ALBERTO CULVER CL-A COM 013068200 23,953 1,050,000 SH SOLE 1,050,000 0 0
ALBERTO CULVER CL-B COM 013068101 4,886 183,512 SH SOLE 183,512 0 0
ALBERTSON'S, INC. COM 013104104 36,734 712,425 SH SOLE 712,425 0 0
ALCOA INC. COM 013817101 31,924 515,950 SH SOLE 515,950 0 0
ALEXANDER & BALDWIN INCCOM 014482103 874 39,300 SH SOLE 39,300 0 0
ALLEGHENY ENERGY INC. COM 017361106 17,307 539,800 SH SOLE 539,800 0 0
ALLEGHENY TELEDYNE INC COM 017415100 5,131 226,801 SH SOLE 226,801 0 0
ALLEN TELECOM INC. COM 018091108 1,064 99,000 SH SOLE 99,000 0 0
ALLERGAN PHARMACEUTICALCOM 018490102 2,988 26,923 SH SOLE 26,923 0 0
ALLIANCE PHARMACEUTICALCOM 018773101 365 139,100 SH SOLE 139,100 0 0
ALLIANT COMMUNICATIONS COM 016090102 1,446 31,300 SH SOLE 31,300 0 0
ALLIANT ENERGY CORPORATCOM 018802108 4,752 167,454 SH SOLE 167,454 0 0
ALLIANT TECHSYSTEMS INCCOM 018804104 3,581 41,400 SH SOLE 41,400 0 0
ALLIED WASTE INDUSTRIESCOM 019589308 14,477 733,000 SH SOLE 733,000 0 0
ALLIED-SIGNAL COM 019512102 52,372 831,298 SH SOLE 831,298 0 0
ALLMERICA FINANCIAL CORCOM 019754100 21,083 346,684 SH SOLE 346,684 0 0
ALLSTATE CORP COM 020002101 64,920 1,809,606 SH SOLE 1,809,606 0 0
ALLTEL CORP COM 020039103 22,962 321,140 SH SOLE 321,140 0 0
ALPHARMA, INC.-CL A COM 020813101 2,884 81,100 SH SOLE 81,100 0 0
ALTERA CORP COM 021441100 21,892 594,700 SH SOLE 594,700 0 0
ALZA CORP. COM 022615108 4,446 87,400 SH SOLE 87,400 0 0
AMB PROPERTY CORP. REIT 00163T109 7,873 335,000 SH SOLE 335,000 0 0
AMBAC FINANCIAL GROUP ICOM 023139108 3,433 60,100 SH SOLE 60,100 0 0
AMCAST INDL. CORP. COM 023395106 561 34,400 SH SOLE 34,400 0 0
AMCOL INTERNATIONAL CORCOM 02341W103 1,626 113,100 SH SOLE 113,100 0 0
AMERADA HESS CORP. COM 023551104 8,579 144,190 SH SOLE 144,190 0 0
AMEREN CORP. COM 023608102 35,406 922,627 SH SOLE 922,627 0 0
AMERICA ONLINE INC COM 02364J104 182,590 1,652,400 SH SOLE 1,652,400 0 0
AMERICAN BANKERS INSURACOM 024456105 7,235 132,900 SH SOLE 132,900 0 0
AMERICAN ELECTRIC POWERCOM 025537101 6,622 176,287 SH SOLE 176,287 0 0
AMERICAN EXPRESS CO. COM 025816109 76,514 588,004 SH SOLE 588,004 0 0
AMERICAN FINANCIAL GROUCOM 025932104 1,771 52,000 SH SOLE 52,000 0 0
AMERICAN FREIGHTWAYS COCOM 02629V108 2,160 110,400 SH SOLE 110,400 0 0
AMERICAN GENERAL COM 026351106 28,347 376,076 SH SOLE 376,076 0 0
AMERICAN GREETING CL A COM 026375105 863 28,659 SH SOLE 28,659 0 0
AMERICAN HOME PRODUCTS COM 026609107 120,707 2,099,248 SH SOLE 2,099,248 0 0
AMERICAN INTL GROUP COM 026874107 222,083 1,897,134 SH SOLE 1,897,134 0 0
AMERICAN MANAGEMENT SYSCOM 027352103 4,159 129,700 SH SOLE 129,700 0 0
AMERICAN POWER CONVERSICOM 029066107 7,342 364,800 SH SOLE 364,800 0 0
AMERICAN STANDARD COMPACOM 029712106 8,534 177,800 SH SOLE 177,800 0 0
AMERICAN STATES WATER CCOM 029899101 885 31,200 SH SOLE 31,200 0 0
AMERICAN WATER WORKS COM 030411102 15,553 505,800 SH SOLE 505,800 0 0
AMERICREDIT CORP. COM 03060R101 3,043 190,200 SH SOLE 190,200 0 0
AMERITECH CORP. COM 030954101 127,535 1,735,166 SH SOLE 1,735,166 0 0
AMETEK INC. COM 031100100 662 28,800 SH SOLE 28,800 0 0
AMGEN INC COM 031162100 51,532 846,518 SH SOLE 846,518 0 0
AMR CORP. COM 001765106 20,715 303,514 SH SOLE 303,514 0 0
AMRESCO INC. COM 031909104 911 141,500 SH SOLE 141,500 0 0
AMSOUTH BANCORPORATION COM 032165102 1,704 73,500 SH SOLE 73,500 0 0
ANADARKO PETROLEUM CORPCOM 032511107 4,899 133,092 SH SOLE 133,092 0 0
ANALOG DEVICES COM 032654105 34,062 678,700 SH SOLE 678,700 0 0
ANCHOR GAMING COM 033037102 1,788 37,200 SH SOLE 37,200 0 0
ANDREW CORP. COM 034425108 703 37,127 SH SOLE 37,127 0 0
ANHEUSER-BUSCH COM 035229103 55,233 778,615 SH SOLE 778,615 0 0
ANIXTER INTERNATIONAL ICOM 035290105 2,332 127,800 SH SOLE 127,800 0 0
ANNTAYLOR STORES CORP COM 036115103 3,564 79,200 SH SOLE 79,200 0 0
AON CORP COM 037389103 14,117 342,225 SH SOLE 342,225 0 0
APACHE CORP. COM 037411105 1,406 36,046 SH SOLE 36,046 0 0
APARTMENT INVT & MGMT REIT 03748R101 15,912 372,213 SH SOLE 372,213 0 0
APOGEE INTERPRISES INC.COM 037598109 1,458 108,500 SH SOLE 108,500 0 0
APOLLO GROUP INC COM 037604105 8,999 338,800 SH SOLE 338,800 0 0
APPLE COMPUTER INC. COM 037833100 2,432 52,507 SH SOLE 52,507 0 0
APPLEBEES INT'L. INC. COM 037899101 3,485 115,700 SH SOLE 115,700 0 0
APPLIED MAGNETICS CORP.COM 038213104 210 68,500 SH SOLE 68,500 0 0
APPLIED MATERIALS INC. COM 038222105 32,232 436,304 SH SOLE 436,304 0 0
APPLIED POWER INC. CL-ACOM 038225108 3,235 118,435 SH SOLE 118,435 0 0
APRIA HEALTHCARE GP. INCOM 037933108 2,525 148,500 SH SOLE 148,500 0 0
APTAR GROUP INC. COM 038336103 3,288 109,600 SH SOLE 109,600 0 0
ARCH COAL INC. COM 039380100 9,214 664,100 SH SOLE 664,100 0 0
ARCHER DANIELS MIDLAND COM 039483102 28,663 1,856,722 SH SOLE 1,856,722 0 0
ARCHSTONE COMMUNITIES TREIT 039581103 14,259 650,000 SH SOLE 650,000 0 0
ARCTIC CAT INC. COM 039670104 1,040 116,400 SH SOLE 116,400 0 0
ARGENTINA FUND INC CTRY 040112104 13,758 1,250,700 SH SOLE 1,250,700 0 0
ARMSTRONG WORLD INDUSTRCOM 042476101 5,727 99,067 SH SOLE 99,067 0 0
ARNOLD INDUSTRIES INC COM 042595108 349 22,600 SH SOLE 22,600 0 0
ARROW ELECTRONICS COM 042735100 13,148 692,000 SH SOLE 692,000 0 0
ARVIN INDUSTRIES INC. COM 043339100 814 21,500 SH SOLE 21,500 0 0
ASARCO INC. COM 043413103 1,067 56,701 SH SOLE 56,701 0 0
ASHANTI GOLDFIELDS ADR COM 043743202 1,220 175,914 SH SOLE 175,914 0 0
ASHLAND INC COM 044204105 3,571 88,988 SH SOLE 88,988 0 0
ASIA TIGERS FUND C COM 2887212 1,637 172,300 SH SOLE 172,300 0 0
ASPECT TELECOMMUNICATIOCOM 045237104 1,591 163,200 SH SOLE 163,200 0 0
ASSOCIATED BANC-CORP. COM 045487105 4,734 114,075 SH SOLE 114,075 0 0
ASSOCIATES FIRST CAPITACOM 046008108 42,787 965,582 SH SOLE 965,582 0 0
ASTEC INDUSTRIES INC COM 046224101 2,376 58,300 SH SOLE 58,300 0 0
ASTORIA FINANCIAL CORP.COM 046265104 2,021 46,000 SH SOLE 46,000 0 0
AT&T CORPORATION COM 001957109 300,149 5,377,804 SH SOLE 5,377,804 0 0
ATLANTIC RICHFIELD COM 048825103 71,825 859,540 SH SOLE 859,540 0 0
ATMEL CORP COM 049513104 8,157 311,500 SH SOLE 311,500 0 0
ATMOS ENERGY CORP. COM 049560105 2,568 102,700 SH SOLE 102,700 0 0
AUSPEX SYSTEMS INC. COM 052116100 1,218 112,000 SH SOLE 112,000 0 0
AUTHENTIC FITNESS CORP.COM 052661105 1,314 75,100 SH SOLE 75,100 0 0
AUTODESK INC. COM 052769106 567 19,171 SH SOLE 19,171 0 0
AUTOMATIC DATA PROC. COM 053015103 46,643 1,060,076 SH SOLE 1,060,076 0 0
AUTOZONE INC COM 053332102 9,111 302,444 SH SOLE 302,444 0 0
AVALONBAY COMMUNITIES IREIT 053484101 34,992 945,735 SH SOLE 945,735 0 0
AVERY DENNISON COM 053611109 6,238 103,329 SH SOLE 103,329 0 0
AVIATION SALES COMPANY COM 053672101 1,564 39,600 SH SOLE 39,600 0 0
AVID TECHNOLOGY INC. COM 05367P100 1,063 65,900 SH SOLE 65,900 0 0
AVNET INC. COM 053807103 13,071 281,100 SH SOLE 281,100 0 0
AVON PRODUCTS COM 054303102 20,240 364,680 SH SOLE 364,680 0 0
AZTAR CORP. COM 054802103 1,623 176,700 SH SOLE 176,700 0 0
BAKER HUGHES CORP COM 057224107 28,999 865,649 SH SOLE 865,649 0 0
BALDOR ELECTRIC COM 057741100 2,724 137,033 SH SOLE 137,033 0 0
BALL CORPORATION COM 058498106 504 11,940 SH SOLE 11,940 0 0
BALLARD MEDICAL PRODUCTCOM 058566100 2,585 110,900 SH SOLE 110,900 0 0
BANCTEC INC. COM 059784108 1,683 93,800 SH SOLE 93,800 0 0
BANDAG INC COM 059815100 683 19,700 SH SOLE 19,700 0 0
BANK OF AMERICA CORP. COM 060505104 228,942 3,122,820 SH SOLE 3,122,820 0 0
BANK OF NEW YORK CO, INCOM 064057102 37,676 1,026,936 SH SOLE 1,026,936 0 0
BANK ONE CORPORATION COM 06423A103 156,115 2,621,027 SH SOLE 2,621,027 0 0
BANKBOSTON CORP. COM 06605R106 24,424 477,734 SH SOLE 477,734 0 0
BANKNORTH GROUP INC. COM 06646L100 2,426 73,500 SH SOLE 73,500 0 0
BANTA CORP COM 066821109 536 25,500 SH SOLE 25,500 0 0
BARD C. R. INC. COM 067383109 1,036 21,678 SH SOLE 21,678 0 0
BARNES & NOBLE INC. COM 067774109 4,873 178,000 SH SOLE 178,000 0 0
BARR LABORATORIES INC. COM 068306109 2,524 63,300 SH SOLE 63,300 0 0
BARRETT RESOURCES CORP.COM 068480201 4,440 115,700 SH SOLE 115,700 0 0
BASSETT FURNITURE INDS.COM 070203104 1,075 47,000 SH SOLE 47,000 0 0
BATTLE MOUNTAIN GOLD COCOM 071593107 4,911 2,014,578 SH SOLE 2,014,578 0 0
BAUSCH & LOMB INC COM 071707103 1,857 24,278 SH SOLE 24,278 0 0
BAXTER INTL COM 071813109 30,226 498,578 SH SOLE 498,578 0 0
BB&T CORPORATION COM 054937107 7,682 209,400 SH SOLE 209,400 0 0
BCO LATINOAMERICAN COM 2069485 2,969 111,000 SH SOLE 111,000 0 0
BE AEROSPACE INC. COM 073302101 1,602 85,700 SH SOLE 85,700 0 0
BEAR STEARNS COMPANIES COM 073902108 4,937 105,605 SH SOLE 105,605 0 0
BECKMAN COULTER INC. COM 075811109 2,383 49,000 SH SOLE 49,000 0 0
BECTON DICKINSON & COMPCOM 075887109 13,525 450,848 SH SOLE 450,848 0 0
BED BATH & BEYOND INC COM 075896100 14,214 369,200 SH SOLE 369,200 0 0
BELDEN INC. COM 077459105 2,274 95,000 SH SOLE 95,000 0 0
BELL ATLANTIC COM 077853109 107,924 1,650,844 SH SOLE 1,650,844 0 0
BELLSOUTH COM 079860102 138,226 2,948,812 SH SOLE 2,948,812 0 0
BELO A H CORP COM 080555105 1,988 101,000 SH SOLE 101,000 0 0
BEMIS CO. COM 081437105 846 21,287 SH SOLE 21,287 0 0
BENTON OIL & GAS CO. COM 083288100 205 102,400 SH SOLE 102,400 0 0
BERGEN BRUNSWIG CORP CLCOM 083739102 7,612 441,300 SH SOLE 441,300 0 0
BERKSHIRE HATHAWAY INC.COM 084670108 48,230 700 SH SOLE 700 0 0
BEST BUY COMPANY INC COM 086516101 19,609 290,500 SH SOLE 290,500 0 0
BESTFOODS INC. COM 08658U101 30,150 609,090 SH SOLE 609,090 0 0
BETHLEHEM STEEL CORP. COM 087509105 10,653 1,385,786 SH SOLE 1,385,786 0 0
BEVERLY ENTERPRISES COM 087851309 692 85,839 SH SOLE 85,839 0 0
BILLING CONCEPTS CORP. COM 090063108 1,149 102,700 SH SOLE 102,700 0 0
BINDLEY WESTERN INDS. COM 090324104 2,119 91,866 SH SOLE 91,866 0 0
BIOGEN INC. COM 090597105 26,728 415,600 SH SOLE 415,600 0 0
BIOMATRIX INC. COM 09060P102 1,527 70,600 SH SOLE 70,600 0 0
BIOMET INC. COM 090613100 7,399 186,147 SH SOLE 186,147 0 0
BIRMINGHAM STEEL CORP. COM 091250100 486 117,700 SH SOLE 117,700 0 0
BISYS GROUP INC. COM 055472104 5,792 99,000 SH SOLE 99,000 0 0
BJ SERVICES CO COM 055482103 32,511 1,104,400 SH SOLE 1,104,400 0 0
BJ'S WHOLESALE CLUB INCCOM 05548J106 6,382 212,300 SH SOLE 212,300 0 0
BLACK & DECKER COM 091797100 8,756 138,707 SH SOLE 138,707 0 0
BLACK HILLS CORP COM 092113109 430 18,600 SH SOLE 18,600 0 0
BLOUNT INT'L CL A COM 095177101 3,186 117,200 SH SOLE 117,200 0 0
BLYTH INDUSTRIES COM 09643P108 3,908 113,700 SH SOLE 113,700 0 0
BMC INDUSTRIES INC-MINNCOM 055607105 1,115 108,100 SH SOLE 108,100 0 0
BMC SOFTWARE COM 055921100 21,676 401,400 SH SOLE 401,400 0 0
BOB EVANS FARMS COM 096761101 5,846 294,133 SH SOLE 294,133 0 0
BOEING CO COM 097023105 86,358 1,954,356 SH SOLE 1,954,356 0 0
BOISE CASCADE CORP COM 097383103 21,777 507,908 SH SOLE 507,908 0 0
BORDERS GROUP INC COM 099709107 7,362 465,600 SH SOLE 465,600 0 0
BORG-WARNER AUTOMOTIVE COM 099724106 15,340 278,900 SH SOLE 278,900 0 0
BOSTON PROPERTIES INC REIT 101121101 24,574 685,000 SH SOLE 685,000 0 0
BOSTON SCIENTIFIC CORP.COM 101137107 23,774 541,086 SH SOLE 541,086 0 0
BOWATER INC. COM 102183100 6,828 144,500 SH SOLE 144,500 0 0
BOWNE & CO INC. COM 103043105 1,856 142,800 SH SOLE 142,800 0 0
BRADLEY REAL ESTATE INCREIT 104580105 6,225 300,000 SH SOLE 300,000 0 0
BRADY CORPORATION COM 104674106 2,298 70,700 SH SOLE 70,700 0 0
BRAZIL FUND CTRY 105759104 17,489 1,185,700 SH SOLE 1,185,700 0 0
BRAZIL FUND INC US COM 2121954 2,179 147,700 SH SOLE 147,700 0 0
BRE PROPERTIES -CL A REIT 05564E106 10,857 418,600 SH SOLE 418,600 0 0
BREED TECHNOLOGIES INC.COM 106702103 282 125,500 SH SOLE 125,500 0 0
BRIGGS & STRATTON COM 109043109 803 13,911 SH SOLE 13,911 0 0
BRIGHTPOINT INC. COM 109473108 826 136,200 SH SOLE 136,200 0 0
BRINKER INTERNATIONAL ICOM 109641100 1,542 56,700 SH SOLE 56,700 0 0
BRISTOL-MYERS SQUIBB COM 110122108 224,337 3,184,910 SH SOLE 3,184,910 0 0
BROKEN HILL ADR COM 112169602 26,056 1,100,000 SH SOLE 1,100,000 0 0
BROWN SHOE COMPANY INC COM 115736100 2,049 94,200 SH SOLE 94,200 0 0
BROWN-FORMAN -CL B COM 115637209 5,691 87,295 SH SOLE 87,295 0 0
BROWNING FERRIS COM 115885105 12,056 280,372 SH SOLE 280,372 0 0
BRUNSWICK CORP COM 117043109 4,428 158,869 SH SOLE 158,869 0 0
BRUSH WELLMAN INC COM 117421107 1,030 56,800 SH SOLE 56,800 0 0
BUCKEYE TECHNOLOGIES INCOM 118255108 1,889 124,400 SH SOLE 124,400 0 0
BUFFETS INC COM 119882108 453 39,400 SH SOLE 39,400 0 0
BURLINGTON INDS INC COM 121693105 414 45,700 SH SOLE 45,700 0 0
BURLINGTON NORTHERN SANCOM 12189T104 24,765 798,858 SH SOLE 798,858 0 0
BURLINGTON RESOURCES COM 122014103 31,476 727,770 SH SOLE 727,770 0 0
BURNHAM PACIFIC PROPERTREIT 12232C108 616 50,000 SH SOLE 50,000 0 0
BURR-BROWN CROP. COM 122574106 4,179 114,100 SH SOLE 114,100 0 0
BUTLER MANUFACTURING COCOM 123655102 835 29,900 SH SOLE 29,900 0 0
C-CUBE MIRCOSYSTEMS INCCOM 125015107 3,657 115,400 SH SOLE 115,400 0 0
CABLE DESIGN TECHNOLOGICOM 126924109 1,203 77,900 SH SOLE 77,900 0 0
CABLETRON SYSTEMS INC. COM 126920107 22,541 1,733,944 SH SOLE 1,733,944 0 0
CABOT CORP COM 127055101 1,454 60,100 SH SOLE 60,100 0 0
CABOT OIL & GAS CORP. COM 127097103 1,546 83,000 SH SOLE 83,000 0 0
CADENCE DESIGN SYS INC COM 127387108 9,741 764,000 SH SOLE 764,000 0 0
CALLAWAY GOLF COMPANY COM 131193104 927 63,400 SH SOLE 63,400 0 0
CAMBREX CORP. COM 132011107 2,352 89,600 SH SOLE 89,600 0 0
CAMBRIDGE TECH PARTNERSCOM 132524109 861 49,000 SH SOLE 49,000 0 0
CAMDEN PROPERTY TRUST REIT 133131102 9,768 352,000 SH SOLE 352,000 0 0
CAMPBELL SOUP CO. COM 134429109 32,736 705,907 SH SOLE 705,907 0 0
CANANDAIGUA BRANDS COM 137219200 2,889 55,100 SH SOLE 55,100 0 0
CAPITAL ONE FINANCIAL CCOM 14040H105 7,935 142,500 SH SOLE 142,500 0 0
CAPITAL RE CORP. COM 140432105 2,014 125,400 SH SOLE 125,400 0 0
CARAUSTAR INDUSTRIES INCOM 140909102 2,118 85,800 SH SOLE 85,800 0 0
CARDINAL HEALTH INC. COM 14149Y108 30,568 476,688 SH SOLE 476,688 0 0
CARLISLE COS INC COM 142339100 4,375 90,900 SH SOLE 90,900 0 0
CARMIKE CINEMAS INC. CLCOM 143436103 706 44,300 SH SOLE 44,300 0 0
CARNIVAL CORP COM 143658102 34,935 720,300 SH SOLE 720,300 0 0
CAROLINA FIRST CORP. COM 143877108 1,687 69,200 SH SOLE 69,200 0 0
CAROLINA PWR. & LT. CO.COM 144141108 2,761 64,483 SH SOLE 64,483 0 0
CARPENTER TECHNOLOGY COM 144285103 500 17,500 SH SOLE 17,500 0 0
CARTER-WALLACE INC COM 146285101 728 40,000 SH SOLE 40,000 0 0
CASCADE NATURAL GAS CORCOM 147339105 720 37,900 SH SOLE 37,900 0 0
CASE EQUIPMENT CORP COM 14743R103 4,852 100,827 SH SOLE 100,827 0 0
CASEY'S GENERAL STORES COM 147528103 3,096 206,400 SH SOLE 206,400 0 0
CASH AMERICAN INT'L. INCOM 14754D100 1,105 85,800 SH SOLE 85,800 0 0
CASTLE (A.M.) & CO. COM 148411101 942 55,400 SH SOLE 55,400 0 0
CATALINA MARKETING CORPCOM 148867104 5,216 56,700 SH SOLE 56,700 0 0
CATERPILLAR INC. COM 149123101 27,455 457,576 SH SOLE 457,576 0 0
CBRL GROUP INC. COM 12489V106 914 52,800 SH SOLE 52,800 0 0
CBS CORP. COM 12490K107 29,493 678,966 SH SOLE 678,966 0 0
CCB FINANCIAL CORP. COM 124875105 1,798 34,000 SH SOLE 34,000 0 0
CDI CORP. COM 125071100 2,688 78,900 SH SOLE 78,900 0 0
CEC ENTERTAINMENT, INC.COM 125137109 2,814 66,600 SH SOLE 66,600 0 0
CENDANT CORP. COM 151313103 23,521 1,147,378 SH SOLE 1,147,378 0 0
CENTEX CORP COM 152312104 2,443 65,038 SH SOLE 65,038 0 0
CENTOCOR INC COM 152342101 7,698 165,100 SH SOLE 165,100 0 0
CENTRAL & SW CORP COM 152357109 38,988 1,667,934 SH SOLE 1,667,934 0 0
CENTRAL HUDSON GAS & ELCOM 153609102 2,948 70,200 SH SOLE 70,200 0 0
CENTRAL PARKING CORP. COM 154785109 3,146 91,850 SH SOLE 91,850 0 0
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CLOROX COMPANY COM 189054109 17,923 167,803 SH SOLE 167,803 0 0
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COGNEX CORP. COM 192422103 4,633 146,800 SH SOLE 146,800 0 0
COHERENT INC. COM 192479103 1,673 89,800 SH SOLE 89,800 0 0
COLGATE PALMOLIVE COM 194162103 41,841 423,703 SH SOLE 423,703 0 0
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COLUMBIA/HCA HEALTHCARECOM 197677107 31,041 1,360,711 SH SOLE 1,360,711 0 0
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COMERICA INC. COM 200340107 20,308 341,662 SH SOLE 341,662 0 0
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COMMERCIAL METALS CO. COM 201723103 1,721 60,400 SH SOLE 60,400 0 0
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COMMONWEALTH ENERGY SYSCOM 202800108 3,557 84,700 SH SOLE 84,700 0 0
COMMONWEALTH INDUSTRIESCOM 203004106 496 39,700 SH SOLE 39,700 0 0
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COMMUNITY FIRST BANKSHACOM 203902101 3,414 143,000 SH SOLE 143,000 0 0
COMPAQ COMPUTER CORP. COM 204493100 80,521 3,399,303 SH SOLE 3,399,303 0 0
COMPUSA INC. COM 204932107 583 78,400 SH SOLE 78,400 0 0
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COMPUTER SCIENCES COM 205363104 12,357 178,598 SH SOLE 178,598 0 0
COMPUWARE CORP COM 205638109 22,231 698,800 SH SOLE 698,800 0 0
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CONCORD EFS INC. COM 206197105 17,319 409,300 SH SOLE 409,300 0 0
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CONNECTICUT ENERGY CORPCOM 207567108 1,276 33,100 SH SOLE 33,100 0 0
CONSECO INC COM 208464107 19,011 624,580 SH SOLE 624,580 0 0
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CPI CORP COM 125902106 891 27,000 SH SOLE 27,000 0 0
CRANE CO COM 224399105 7,783 247,556 SH SOLE 247,556 0 0
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CROSS TIMBER OIL CO. COM 227573102 1,972 132,550 SH SOLE 132,550 0 0
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CSX CORP. COM 126408103 13,279 293,061 SH SOLE 293,061 0 0
CTS CORP. COM 126501105 2,975 42,500 SH SOLE 42,500 0 0
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CVS CORP. COM 126650100 32,636 643,066 SH SOLE 643,066 0 0
CYGNUS INC. COM 232560102 1,180 90,800 SH SOLE 90,800 0 0
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DANA CORP COM 235811106 11,964 259,744 SH SOLE 259,744 0 0
DANAHER CORP COM 235851102 10,759 185,100 SH SOLE 185,100 0 0
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DATASCOPE CORP COM 238113104 1,246 38,800 SH SOLE 38,800 0 0
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DEAN FOODS COM 242361103 1,459 35,100 SH SOLE 35,100 0 0
DEERE & CO. COM 244199105 14,223 358,938 SH SOLE 358,938 0 0
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DELPHI FINANCIAL GROUP COM 247131105 2,360 65,790 SH SOLE 65,790 0 0
DELTA & PINE LAND CO. COM 247357106 3,911 124,166 SH SOLE 124,166 0 0
DELTA AIR LINES, INC. COM 247361108 14,649 254,208 SH SOLE 254,208 0 0
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DENTSPLY INTERNATIONAL COM 249030107 2,954 102,300 SH SOLE 102,300 0 0
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DIME BANCORP INC. COM 25429Q102 10,635 528,453 SH SOLE 528,453 0 0
DIMON INC. COM 254394109 6,144 1,184,300 SH SOLE 1,184,300 0 0
DIONEX CORP. COM 254546104 3,398 83,900 SH SOLE 83,900 0 0
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DISNEY (WALT) CO. COM 254687106 121,223 3,934,208 SH SOLE 3,934,208 0 0
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DOVER CORP. COM 260003108 11,818 337,658 SH SOLE 337,658 0 0
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DOW JONES & CO INC COM 260561105 6,585 124,096 SH SOLE 124,096 0 0
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DPL INC COM 233293109 15,793 859,500 SH SOLE 859,500 0 0
DRESS BARN INC. COM 261570105 1,277 79,800 SH SOLE 79,800 0 0
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DUN & BRADSTREET CORP. COM 26483B106 7,070 199,518 SH SOLE 199,518 0 0
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DYCOM INDUSTRIES INC. COM 267475101 3,920 70,000 SH SOLE 70,000 0 0
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ECOLAB INC COM 278865100 5,652 129,564 SH SOLE 129,564 0 0
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ENERGY EAST CORP. COM 29266M109 11,084 426,300 SH SOLE 426,300 0 0
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ENTERGY CORP. COM 29364G103 8,269 264,602 SH SOLE 264,602 0 0
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ETHYL CORP COM 297659104 388 64,600 SH SOLE 64,600 0 0
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FLOWSERVE CORP. COM 34354P105 29,073 1,535,200 SH SOLE 1,535,200 0 0
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FMC CORP. COM 302491303 42,348 619,914 SH SOLE 619,914 0 0
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FOOTSTAR INC COM 344912100 2,484 66,800 SH SOLE 66,800 0 0
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FORT JAMES CORP. COM 347471104 32,239 851,188 SH SOLE 851,188 0 0
FORTUNE BRANDS INC. COM 349631101 5,714 138,095 SH SOLE 138,095 0 0
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FULLER H B CO COM 359694106 848 12,400 SH SOLE 12,400 0 0
FURNITURE BRANDS INTERNCOM 360921100 1,394 50,000 SH SOLE 50,000 0 0
G & K SERV. CL-A COM 361268105 4,227 80,700 SH SOLE 80,700 0 0
GALEY & LORD INC. COM 36352K103 169 38,600 SH SOLE 38,600 0 0
GALLAGHER (ARTHUR) J & COM 363576109 2,846 57,500 SH SOLE 57,500 0 0
GANNETT INC COM 364730101 30,397 425,882 SH SOLE 425,882 0 0
GAP INC COM 364760108 59,959 1,190,254 SH SOLE 1,190,254 0 0
GARDNER DENVER MACHINERCOM 365558105 737 45,700 SH SOLE 45,700 0 0
GATEWAY INC. COM 367626108 4,850 82,200 SH SOLE 82,200 0 0
GATX CORP COM 361448103 1,610 42,300 SH SOLE 42,300 0 0
GC COMPANIES INC. COM 36155Q109 1,083 30,300 SH SOLE 30,300 0 0
GENCORP INC COM 368682100 901 35,700 SH SOLE 35,700 0 0
GENERAL DYNAMICS CORP. COM 369550108 5,489 80,134 SH SOLE 80,134 0 0
GENERAL ELECTRIC CO COM 369604103 571,612 5,058,511 SH SOLE 5,058,511 0 0
GENERAL INSTRUMENT CORPCOM 370120107 5,970 140,477 SH SOLE 140,477 0 0
GENERAL MILLS INC COM 370334104 24,234 301,516 SH SOLE 301,516 0 0
GENERAL MOTORS CORP COM 370442105 62,426 945,842 SH SOLE 945,842 0 0
GENERAL NUTRITION COMPACOM 37047F103 4,520 193,900 SH SOLE 193,900 0 0
GENESIS CHILE FUND CTRY 0367824 7,923 310,706 SH SOLE 310,706 0 0
GENESIS HEALTH VENTURESCOM 371912106 414 137,900 SH SOLE 137,900 0 0
GENESIS INDIAN INV COM 9905624 22,968 2,175,000 SH SOLE 2,175,000 0 0
GENESIS MALAYSIA FUND CTRY 0367891 618 18,252 SH SOLE 18,252 0 0
GENESIS SMALLER CO COM 9401602 7,055 570,805 SH SOLE 570,805 0 0
GENTEX CORP. COM 371901109 6,213 221,900 SH SOLE 221,900 0 0
GENUINE PARTS CO COM 372460105 10,535 301,007 SH SOLE 301,007 0 0
GENZYME CORP. GEN. DIV.COM 372917104 14,681 302,700 SH SOLE 302,700 0 0
GENZYME SURGICAL PRODUCCOM 372917609 183 41,530 SH SOLE 41,530 0 0
GEON COMPANY COM 37246W105 2,377 73,700 SH SOLE 73,700 0 0
GEORGIA GULF CORP COM 373200203 7,224 428,100 SH SOLE 428,100 0 0
GEORGIA PACIFIC COM 373298108 7,261 153,260 SH SOLE 153,260 0 0
GEORGIA-PAC TIMBER GROUCOM 373298702 1,988 78,730 SH SOLE 78,730 0 0
GERBER SCIENTIFIC COM 373730100 2,347 106,400 SH SOLE 106,400 0 0
GIBSON GREETINGS COM 374827103 275 43,400 SH SOLE 43,400 0 0
GILEAD SCIENCES INC. COM 375558103 1,379 26,400 SH SOLE 26,400 0 0
GILLETTE CO COM 375766102 72,259 1,762,422 SH SOLE 1,762,422 0 0
GLATFELTER (P.H.) CO COM 377316104 535 36,600 SH SOLE 36,600 0 0
GLOBAL INDUSTRIAL TECH.COM 379335102 1,200 99,500 SH SOLE 99,500 0 0
GLOBAL MARINE COM 379352404 7,464 483,500 SH SOLE 483,500 0 0
GLOBAL TELESYSTEMS COM 2139634 15,135 187,000 SH SOLE 187,000 0 0
GOLDEN WEST FINANCIAL CCOM 381317106 8,738 89,162 SH SOLE 89,162 0 0
GOLDMAN SACHS GROUP INCCOM 38141G104 3,938 54,500 SH SOLE 54,500 0 0
GOODRICH B F CO. COM 382388106 3,527 82,995 SH SOLE 82,995 0 0
GOODY'S FAMILY CLOTHINGCOM 382588101 1,052 92,000 SH SOLE 92,000 0 0
GOODYEAR T & R COM 382550101 15,221 258,799 SH SOLE 258,799 0 0
GPU INC COM 36225X100 10,738 254,535 SH SOLE 254,535 0 0
GRACE W.R. & COMPANY NECOM 38388F108 1,325 72,104 SH SOLE 72,104 0 0
GRACO INC. COM 384109104 1,880 64,000 SH SOLE 64,000 0 0
GRAINGER W W INC COM 384802104 6,608 122,788 SH SOLE 122,788 0 0
GRANITE CONSTRUCTION INCOM 387328107 695 23,700 SH SOLE 23,700 0 0
GREAT ATL & PAC TEA COM 390064103 517 15,284 SH SOLE 15,284 0 0
GREAT LAKES CHEMICAL COCOM 390568103 4,245 92,158 SH SOLE 92,158 0 0
GREATER CHINA FUND COM 2383806 3,487 360,000 SH SOLE 360,000 0 0
GREATER CHINA FUND CTRY 39167B102 3,487 360,000 SH SOLE 360,000 0 0
GREENPOINT FINANCIAL COM 395384100 2,963 90,300 SH SOLE 90,300 0 0
GRIFFON CORPORATION COM 398433102 887 113,500 SH SOLE 113,500 0 0
GTE CORP COM 362320103 170,911 2,256,253 SH SOLE 2,256,253 0 0
GTECH HOLDINGS CORP COM 400518106 2,632 111,700 SH SOLE 111,700 0 0
GUIDANT CORP. COM 401698105 26,587 516,880 SH SOLE 516,880 0 0
GUILFORD MILLS INC. COM 401794102 720 69,400 SH SOLE 69,400 0 0
GULFSTREAM AEROSPACE COCOM 402734107 15,215 225,200 SH SOLE 225,200 0 0
GYMBOREE CORP COM 403777105 706 67,200 SH SOLE 67,200 0 0
H & R BLOCK INC. COM 093671105 7,349 146,989 SH SOLE 146,989 0 0
HA-LO INDUSTRIES INC. COM 404429102 1,204 121,900 SH SOLE 121,900 0 0
HADCO CORP. COM 404681108 1,670 42,000 SH SOLE 42,000 0 0
HALLIBURTON COMPANY COM 406216101 29,627 654,748 SH SOLE 654,748 0 0
HALTER MARINE GROUP INCCOM 40642Y105 670 101,200 SH SOLE 101,200 0 0
HAMBRECHT & QUIST COM 406545103 2,710 73,000 SH SOLE 73,000 0 0
HANCOCK FABRICS INC COM 409900107 244 55,700 SH SOLE 55,700 0 0
HANNA (M.A.) CO COM 410522106 13,157 800,425 SH SOLE 800,425 0 0
HANNAFORD BROTHERS COM 410550107 16,692 312,000 SH SOLE 312,000 0 0
HARBINGER CORP. COM 41145C103 1,494 119,500 SH SOLE 119,500 0 0
HARCOURT GENERAL COM 41163G101 1,485 28,793 SH SOLE 28,793 0 0
HARLAND JOHN H CO COM 412693103 1,895 95,058 SH SOLE 95,058 0 0
HARLEY-DAVIDSON INC COM 412822108 22,973 422,500 SH SOLE 422,500 0 0
HARMAN INTERNATIONAL COM 413086109 2,451 55,700 SH SOLE 55,700 0 0
HARNISCHFEGER INDS. INCCOM 413345109 40 20,000 SH SOLE 20,000 0 0
HARRAH'S ENTERTAINMENT COM 413619107 2,748 124,929 SH SOLE 124,929 0 0
HARRIS CORP. COM 413875105 1,236 31,550 SH SOLE 31,550 0 0
HARSCO CORP COM 415864107 17,130 535,300 SH SOLE 535,300 0 0
HARTE-HANKS INC. COM 416196103 1,655 61,000 SH SOLE 61,000 0 0
HARTFORD FINL SERVICES COM 416515104 25,710 440,894 SH SOLE 440,894 0 0
HARTMARX CORP. COM 417119104 464 110,900 SH SOLE 110,900 0 0
HASBRO BRADLEY COM 418056107 3,723 133,254 SH SOLE 133,254 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 969 27,300 SH SOLE 27,300 0 0
HCC INSURANCE HOLDINGS COM 404132102 11,387 501,900 SH SOLE 501,900 0 0
HCR MANOR CARE, INC. COM 404134108 3,754 155,189 SH SOLE 155,189 0 0
HEALTH MGMT ASSOCIATES COM 421933102 9,086 807,675 SH SOLE 807,675 0 0
HEALTHSOUTH CORP COM 421924101 45,569 3,050,615 SH SOLE 3,050,615 0 0
HEARTLAND EXPRESS INC. COM 422347104 1,759 107,400 SH SOLE 107,400 0 0
HECLA MINING CO. COM 422704106 1,532 742,700 SH SOLE 742,700 0 0
HEILIG-MEYERS CO COM 422893107 333 48,900 SH SOLE 48,900 0 0
HEINZ H. J. CO. COM 423074103 26,654 531,750 SH SOLE 531,750 0 0
HELMERICH & PAYNE, INC COM 423452101 1,931 81,092 SH SOLE 81,092 0 0
HENRY (JACK) & ASSOCIATCOM 426281101 3,207 81,700 SH SOLE 81,700 0 0
HERCULES INCORPORATED COM 427056106 4,446 113,106 SH SOLE 113,106 0 0
HERSHEY FOODS CORP. COM 427866108 18,353 309,101 SH SOLE 309,101 0 0
HEWLETT-PACKARD CO COM 428236103 189,175 1,882,336 SH SOLE 1,882,336 0 0
HIBERNIA CORP CL-A COM 428656102 2,119 135,100 SH SOLE 135,100 0 0
HIGHWOODS PROPERTIES INREIT 431284108 13,719 500,000 SH SOLE 500,000 0 0
HILB ROGAL & HAMIL. COM 431294107 1,072 47,900 SH SOLE 47,900 0 0
HILLENBRAND IND. COM 431573104 12,387 286,400 SH SOLE 286,400 0 0
HILTON HOTELS CORP. COM 432848109 5,761 406,080 SH SOLE 406,080 0 0
HISPANIC BROADCASTING ACOM 43357B104 10,714 141,200 SH SOLE 141,200 0 0
HNC SOFTWARE COM 40425P107 2,126 69,000 SH SOLE 69,000 0 0
HOLLYWOOD PARK INC. COM 436255103 1,239 72,900 SH SOLE 72,900 0 0
HOME DEPOT INC. COM 437076102 147,941 2,295,876 SH SOLE 2,295,876 0 0
HOMESTAKE MINING CO. COM 437614100 48,363 5,906,889 SH SOLE 5,906,889 0 0
HON INDUSTRIES COM 438092108 1,512 51,800 SH SOLE 51,800 0 0
HONEYWELL INC. COM 438506107 13,975 120,605 SH SOLE 120,605 0 0
HORACE MANN EDUCATORS COM 440327104 22,511 828,000 SH SOLE 828,000 0 0
HORMEL FOODS CORP COM 440452100 8,581 213,200 SH SOLE 213,200 0 0
HOUGHTON MIFFLIN CO COM 441560109 1,219 25,900 SH SOLE 25,900 0 0
HOUSEHOLD INTL. INC. COM 441815107 28,054 592,173 SH SOLE 592,173 0 0
HS RESOURCES INC. COM 404297103 945 64,100 SH SOLE 64,100 0 0
HSB GROUP INC. COM 40428N109 28,928 702,350 SH SOLE 702,350 0 0
HUBBELL INC COM 443510201 6,216 137,000 SH SOLE 137,000 0 0
HUDSON UNITED BANCORP COM 444165104 4,156 135,700 SH SOLE 135,700 0 0
HUGHES SUPPLY INC. COM 444482103 1,855 62,500 SH SOLE 62,500 0 0
HUMANA INC. COM 444859102 3,190 246,550 SH SOLE 246,550 0 0
HUNT (JB) TRANSPRT SVCSCOM 445658107 509 31,300 SH SOLE 31,300 0 0
HUNTINGTON BANCSHARES COM 446150104 4,793 136,952 SH SOLE 136,952 0 0
HUTCHINSON TECH. COM 448407106 2,167 78,100 SH SOLE 78,100 0 0
HYPERION SOLUTIONS CORPCOM 44914M104 1,384 77,700 SH SOLE 77,700 0 0
IBP INC COM 449223106 1,886 79,400 SH SOLE 79,400 0 0
ICN PHARMACEUTICALS COM 448924100 8,684 269,800 SH SOLE 269,800 0 0
IDACORP, INC. COM 451107106 1,021 32,400 SH SOLE 32,400 0 0
IDEC PHARMACEUTICALS COM 449370105 4,816 62,500 SH SOLE 62,500 0 0
IDEXX LABS INC. COM 45168D104 3,464 148,600 SH SOLE 148,600 0 0
IHOP CORP. COM 449623107 1,502 62,400 SH SOLE 62,400 0 0
IKON OFFICE SOLUTIONS ICOM 451713101 4,041 269,407 SH SOLE 269,407 0 0
ILLINOIS TOOL WORKS COM 452308109 30,397 370,698 SH SOLE 370,698 0 0
ILLINOVA CORP COM 452317100 14,557 534,200 SH SOLE 534,200 0 0
IMATION CORP COM 45245A107 898 36,200 SH SOLE 36,200 0 0
IMC GLOBAL INC. COM 449669100 7,036 399,200 SH SOLE 399,200 0 0
IMCO RECYCLING INC. COM 449681105 839 49,000 SH SOLE 49,000 0 0
IMMUNE RESPONSE CORP/DECOM 45252T106 355 66,100 SH SOLE 66,100 0 0
IMS HEALTH INC. COM 449934108 13,066 418,124 SH SOLE 418,124 0 0
INACOM CORPORATION COM 45323G109 1,820 144,195 SH SOLE 144,195 0 0
INCYTE PHARMACEUTICALS COM 45337C102 1,983 75,000 SH SOLE 75,000 0 0
INDIA FUND INC COM 2445115 994 100,000 SH SOLE 100,000 0 0
INDIA FUND INC. CTRY 454089103 13,416 1,350,000 SH SOLE 1,350,000 0 0
INDIAN OPPORTUNITIES FUCTRY 0457275 5,042 441,000 SH SOLE 441,000 0 0
INDIANA ENERGY INC COM 454707100 560 26,266 SH SOLE 26,266 0 0
INDOCAM HIMALAYAN FUND CTRY 4427843 5,200 650,000 SH SOLE 650,000 0 0
INDONESIA DEV. FUND INCCTRY 6462411 3,549 447,600 SH SOLE 447,600 0 0
INFORMATION RESOURCES ICOM 456905108 214 24,400 SH SOLE 24,400 0 0
INFORMIX CORP COM 456779107 3,872 453,900 SH SOLE 453,900 0 0
INGERSOLL-RAND COM 456866102 15,566 240,864 SH SOLE 240,864 0 0
INPUT/OUTPUT INC. COM 457652105 1,182 156,300 SH SOLE 156,300 0 0
INSIGHT ENTERPRISES INCCOM 45765U103 1,688 68,200 SH SOLE 68,200 0 0
INSITUFORM TECHNOLOGIESCOM 457667103 1,773 82,000 SH SOLE 82,000 0 0
INTEGRATED DEVICE TECH COM 458118106 753 69,200 SH SOLE 69,200 0 0
INTEGRATED HEALTH SERVICOM 45812C106 1,182 147,700 SH SOLE 147,700 0 0
INTEL CORP. COM 458140100 305,186 5,129,174 SH SOLE 5,129,174 0 0
INTER-TEL INC. COM 458372109 1,279 70,100 SH SOLE 70,100 0 0
INTERFACE INC COM 458665106 1,377 159,600 SH SOLE 159,600 0 0
INTERIM SERVICES INC. COM 45868P100 3,178 154,100 SH SOLE 154,100 0 0
INTERMET CORP. COM 45881K104 1,497 99,000 SH SOLE 99,000 0 0
INTERNATIONAL PAPER COM 460146103 55,661 1,102,198 SH SOLE 1,102,198 0 0
INTERNATIONAL RECTIFIERCOM 460254105 2,898 217,700 SH SOLE 217,700 0 0
INTERNATIONAL THEA COM 9412561 463 32,500 SH SOLE 32,500 0 0
INTERNATL FLAVORS & FRACOM 459506101 5,890 132,733 SH SOLE 132,733 0 0
INTERPUBLIC GROUP COM 460690100 20,305 234,403 SH SOLE 234,403 0 0
INTERSTATE BAKERIES COM 46072H108 1,427 63,600 SH SOLE 63,600 0 0
INTERSTATE HOTELS CORPOREIT 46088R108 66 16,099 SH SOLE 16,099 0 0
INTL BUS MACH CORP COM 459200101 371,427 2,873,712 SH SOLE 2,873,712 0 0
INTL GAME TECHNOLOGY COM 459902102 7,106 384,100 SH SOLE 384,100 0 0
INTL MULTIFOODS CORP COM 460043102 350 15,500 SH SOLE 15,500 0 0
INTUIT INC. COM 461202103 19,737 219,000 SH SOLE 219,000 0 0
INVACARE CORP. COM 461203101 3,119 116,600 SH SOLE 116,600 0 0
INVESTMENT TECHNOLOGY GCOM 46145F105 4,099 126,600 SH SOLE 126,600 0 0
IONICS INC COM 462218108 2,274 62,300 SH SOLE 62,300 0 0
IPALCO ENTERPRISES COM 462613100 12,715 600,100 SH SOLE 600,100 0 0
ITRON INC. COM 465741106 410 47,900 SH SOLE 47,900 0 0
ITT INDUSTRIES INC COM 450911102 1,672 43,848 SH SOLE 43,848 0 0
IVAX CORP COM 465823102 1,335 94,500 SH SOLE 94,500 0 0
J C PENNEY INC COM 708160106 45,776 942,611 SH SOLE 942,611 0 0
JABIL CIRCUIT INC COM 466313103 10,645 235,900 SH SOLE 235,900 0 0
JACOBS ENGINEERING GROUCOM 469814107 851 22,400 SH SOLE 22,400 0 0
JARDINE FLEMING INDIA FCTRY 471112102 2,800 400,000 SH SOLE 400,000 0 0
JEFFERSON PILOT COM 475070108 7,097 107,220 SH SOLE 107,220 0 0
JEFFRIES GROUP INC COM 472319102 2,148 71,600 SH SOLE 71,600 0 0
JF PHILIPPINE FUND CTRY 0469786 15,612 863,000 SH SOLE 863,000 0 0
JLG INDUSTIRES, INC. COM 466210101 2,604 127,800 SH SOLE 127,800 0 0
JO-ANN STORES, INC. COM 47758P109 6,345 423,000 SH SOLE 423,000 0 0
JOHNSON & JOHNSON COM 478160104 199,832 2,039,104 SH SOLE 2,039,104 0 0
JOHNSON CONTROLS COM 478366107 6,209 89,573 SH SOLE 89,573 0 0
JONES APPAREL GROUP INCCOM 480074103 12,434 362,383 SH SOLE 362,383 0 0
JONES PHARMA INC. COM 480236108 3,481 88,400 SH SOLE 88,400 0 0
JOSTENS INC. COM 481088102 801 38,029 SH SOLE 38,029 0 0
JSB FINANCIAL INC. COM 46624M100 1,511 29,700 SH SOLE 29,700 0 0
JUST FOR FEET INC. COM 48213P106 538 83,500 SH SOLE 83,500 0 0
JUSTIN INDUSTRIES COM 482171105 1,245 89,300 SH SOLE 89,300 0 0
K MART CORP COM 482584109 50,480 3,071,052 SH SOLE 3,071,052 0 0
K N ENERGY INC. COM 482620101 772 57,750 SH SOLE 57,750 0 0
K2 INC. COM 482732104 583 65,200 SH SOLE 65,200 0 0
KAMAN CORP CL-A COM 483548103 1,161 74,000 SH SOLE 74,000 0 0
KANSAS CITY POWER & LIGCOM 485134100 1,367 53,600 SH SOLE 53,600 0 0
KANSAS CITY SOUTHERN INCOM 485170104 10,401 163,000 SH SOLE 163,000 0 0
KAUFMAN & BROAD HOME COCOM 486168107 311 12,486 SH SOLE 12,486 0 0
KAYDON CORP COM 486587108 958 28,500 SH SOLE 28,500 0 0
KEANE INC. COM 486665102 5,953 263,100 SH SOLE 263,100 0 0
KELLOGG CO. COM 487836108 21,552 653,094 SH SOLE 653,094 0 0
KELLWOOD CO. COM 488044108 1,546 57,000 SH SOLE 57,000 0 0
KELLY SERVICES INC CL-ACOM 488152208 1,050 32,700 SH SOLE 32,700 0 0
KEMET CORP. COM 488360108 3,301 143,900 SH SOLE 143,900 0 0
KENNAMETAL INC COM 489170100 707 22,800 SH SOLE 22,800 0 0
KENT ELECTRONICS CORP. COM 490553104 2,005 101,200 SH SOLE 101,200 0 0
KERR MCGEE CORP. COM 492386107 5,404 107,670 SH SOLE 107,670 0 0
KEYCORP COM 493267108 13,791 429,306 SH SOLE 429,306 0 0
KEYSPAN CORPORATION COM 49337W100 11,990 454,600 SH SOLE 454,600 0 0
KEYSTONE FIN. INC. COM 493482103 1,236 41,800 SH SOLE 41,800 0 0
KILROY REALTY CORP REIT 49427F108 4,875 200,000 SH SOLE 200,000 0 0
KIMBERLY-CLARK CORP COM 494368103 50,166 880,100 SH SOLE 880,100 0 0
KIMCO REALTY CORP REIT 49446R109 9,781 250,000 SH SOLE 250,000 0 0
KING WORLD PRODTNS. COM 495667107 12,855 369,260 SH SOLE 369,260 0 0
KINROSS GOLD CORP. COM 496902107 1,299 770,000 SH SOLE 770,000 0 0
KIRBY CORP. COM 497266106 1,875 88,500 SH SOLE 88,500 0 0
KLA-TENCOR CORP. COM 482480100 9,011 138,900 SH SOLE 138,900 0 0
KNIGHT RIDDER COM 499040103 13,206 240,388 SH SOLE 240,388 0 0
KOHLS CORP COM 500255104 5,758 74,600 SH SOLE 74,600 0 0
KOMAG INC. COM 500453105 518 156,300 SH SOLE 156,300 0 0
KOREA EQUITY FUND CTRY 50063B104 560 106,700 SH SOLE 106,700 0 0
KOREA EUROPE FUND COM 0496870 2,754 900,430 SH SOLE 900,430 0 0
KOREA EUROPE FUND CTRY 0496870 2,754 900,430 SH SOLE 900,430 0 0
KOREA FUND CTRY 500634100 5,206 350,000 SH SOLE 350,000 0 0
KROGER CO. COM 501044101 36,545 1,308,108 SH SOLE 1,308,108 0 0
KROLL-O'GARA CO COM 501050108 1,403 63,600 SH SOLE 63,600 0 0
KRONOS INC. COM 501052104 2,493 54,800 SH SOLE 54,800 0 0
KULICKE & SOFFA INDUSTRCOM 501242101 2,215 82,600 SH SOLE 82,600 0 0
LA-Z-BOY INC. COM 505336107 4,359 189,500 SH SOLE 189,500 0 0
LANCASTER COLONY CORP COM 513847103 8,209 237,950 SH SOLE 237,950 0 0
LANCE INC COM 514606102 14,542 930,700 SH SOLE 930,700 0 0
LAND'S END INC COM 515086106 3,521 72,600 SH SOLE 72,600 0 0
LANDRY'S SEAFOOD RESTAUCOM 51508L103 719 89,900 SH SOLE 89,900 0 0
LANDSTAR SYSTEM INC. COM 515098101 1,646 45,600 SH SOLE 45,600 0 0
LASON INC. COM 51808R107 2,322 46,800 SH SOLE 46,800 0 0
LATIN AMER DISCVRY COM 2507963 822 87,700 SH SOLE 87,700 0 0
LATTICE SEMICON. CORP. COM 518415104 4,887 78,500 SH SOLE 78,500 0 0
LAWSON PRODUCTS COM 520776105 753 29,900 SH SOLE 29,900 0 0
LAZARD BIRLA INDIA INVECTRY 0506014 931 1,850,000 SH SOLE 1,850,000 0 0
LEAR CORP. COM 521865105 15,995 321,500 SH SOLE 321,500 0 0
LEE ENTERPRISES COM 523768109 2,641 86,600 SH SOLE 86,600 0 0
LEGATO SYSTEMS INC. COM 524651106 8,143 141,000 SH SOLE 141,000 0 0
LEGG MASON INC. COM 524901105 7,457 193,700 SH SOLE 193,700 0 0
LEGGETT & PLATT INC COM 524660107 19,469 700,000 SH SOLE 700,000 0 0
LEHMAN BROTHERS HOLDINGCOM 524908100 6,275 100,800 SH SOLE 100,800 0 0
LEXMARK INT'L GROUP A COM 529771107 26,775 405,300 SH SOLE 405,300 0 0
LG&E ENERGY CORP COM 501917108 9,642 459,157 SH SOLE 459,157 0 0
LGSC CHINA FUND CTRY 6521947 1,332 1,520,000 SH SOLE 1,520,000 0 0
LGSC INDIA FUND CTRY 6521970 5,025 423,728 SH SOLE 423,728 0 0
LIBBEY INC COM 529898108 1,427 49,200 SH SOLE 49,200 0 0
LIFEPOINT HOSPITALS INCCOM 53219L109 538 40,005 SH SOLE 40,005 0 0
LIHIR GOLD LTD. COM 532349107 1,059 75,000 SH SOLE 75,000 0 0
LILLY INDUSTRIES INC. CCOM 532491107 1,669 89,900 SH SOLE 89,900 0 0
LIMITED INC. COM 532716107 12,715 280,217 SH SOLE 280,217 0 0
LINCARE HOLDINGS INC. COM 532791100 4,970 198,800 SH SOLE 198,800 0 0
LINCOLN NATIONAL CORP COM 534187109 10,701 204,564 SH SOLE 204,564 0 0
LINDSAY MANUFACTURING CCOM 535555106 977 55,650 SH SOLE 55,650 0 0
LINEAR TECHNOLOGY CORP COM 535678106 27,714 412,100 SH SOLE 412,100 0 0
LINES 'N THINGS INC. COM 535679104 5,320 121,600 SH SOLE 121,600 0 0
LIPOSOME COMPANY INC. COM 536310105 3,265 170,700 SH SOLE 170,700 0 0
LITTON INDS. INC. COM 538021106 2,848 39,700 SH SOLE 39,700 0 0
LIZ CLAIBORNE COM 539320101 3,160 86,572 SH SOLE 86,572 0 0
LOCKHEED MARTIN CORPORACOM 539830109 22,073 592,570 SH SOLE 592,570 0 0
LOEWS CORP COM 540424108 61,514 777,426 SH SOLE 777,426 0 0
LONE STAR INDUSTRIES COM 542290408 3,167 84,300 SH SOLE 84,300 0 0
LONE STAR STEAKHOUSE & COM 542307103 6,341 652,500 SH SOLE 652,500 0 0
LONGS DRUG STORES INC COM 543162101 575 16,647 SH SOLE 16,647 0 0
LONGVIEW FIBRE CO COM 543213102 700 44,800 SH SOLE 44,800 0 0
LOUISIANNA PACIFIC COM 546347105 1,059 44,588 SH SOLE 44,588 0 0
LOWE'S COS COM 548661107 28,551 503,651 SH SOLE 503,651 0 0
LSI LOGIC CORP COM 502161102 2,393 51,885 SH SOLE 51,885 0 0
LTV CORP COM 501921100 27,419 4,100,000 SH SOLE 4,100,000 0 0
LUBRIZOL CORP COM 549271104 1,354 49,700 SH SOLE 49,700 0 0
LUBYS INC. COM 549282101 1,245 83,000 SH SOLE 83,000 0 0
LUCENT TECHNOLOGIES COM 549463107 320,808 4,757,119 SH SOLE 4,757,119 0 0
LYDALL INC. COM 550819106 767 66,700 SH SOLE 66,700 0 0
LYONDELL CHEMICAL COMPACOM 552078107 1,972 95,600 SH SOLE 95,600 0 0
MACDERMID INC. COM 554273102 3,450 74,200 SH SOLE 74,200 0 0
MACK-CALI REALTY CORP. REIT 554489104 10,055 325,000 SH SOLE 325,000 0 0
MACROMEDIA INC COM 556100105 4,501 127,700 SH SOLE 127,700 0 0
MAF BANCORP INC COM 55261R108 1,969 81,200 SH SOLE 81,200 0 0
MAGELLAN HEALTH SERVICECOM 559079108 1,125 112,500 SH SOLE 112,500 0 0
MAGNETEK INC COM 559424106 270 25,600 SH SOLE 25,600 0 0
MALLINCKRODT INC. COM 561232109 32,135 883,439 SH SOLE 883,439 0 0
MANDALAY RESORT GROUP COM 562567107 2,696 127,600 SH SOLE 127,600 0 0
MANITOWOC COMPANY INC. COM 563571108 4,217 101,300 SH SOLE 101,300 0 0
MANPOWER INC COM 56418H100 1,600 70,700 SH SOLE 70,700 0 0
MARCUS CORPORATION COM 566330106 1,425 115,750 SH SOLE 115,750 0 0
MARINER POST-ACUTE NETWCOM 568459101 76 187,189 SH SOLE 187,189 0 0
MARK IV INDUSTRIES INC COM 570387100 965 45,700 SH SOLE 45,700 0 0
MARRIOTT INT'L INC CL-ACOM 571903202 10,131 271,062 SH SOLE 271,062 0 0
MARSH & MCLENNAN COS. COM 571748102 16,614 220,057 SH SOLE 220,057 0 0
MARSHALL & ILSLEY CORP COM 571834100 22,364 347,400 SH SOLE 347,400 0 0
MARSHALL INDUSTRIES COM 572393106 2,735 76,100 SH SOLE 76,100 0 0
MARTIN MARIETTA MATERIACOM 573284106 7,499 127,100 SH SOLE 127,100 0 0
MASCO CORP. COM 574599106 16,699 578,310 SH SOLE 578,310 0 0
MASCOTECH INC COM 574670105 2,473 146,000 SH SOLE 146,000 0 0
MATERIAL SCIENCES CORP.COM 576674105 918 61,200 SH SOLE 61,200 0 0
MATTEL INC. COM 577081102 16,037 606,609 SH SOLE 606,609 0 0
MAXIM INTGRTD PRDCTS INCOM 57772K101 24,891 374,300 SH SOLE 374,300 0 0
MAXXAM INC COM 577913106 735 11,400 SH SOLE 11,400 0 0
MAY DEPT STORES COM 577778103 23,482 574,485 SH SOLE 574,485 0 0
MAYTAG COMPANY COM 578592107 8,593 123,312 SH SOLE 123,312 0 0
MBIA INC. COM 55262C100 8,647 133,540 SH SOLE 133,540 0 0
MBNA CORP COM 55262L100 40,209 1,312,960 SH SOLE 1,312,960 0 0
McCORMICK & CO COM 579780206 13,632 431,900 SH SOLE 431,900 0 0
MCDERMOTT INTERNATIONALCOM 580037109 601 21,282 SH SOLE 21,282 0 0
MCDONALDS CORPORATION COM 580135101 72,015 1,743,178 SH SOLE 1,743,178 0 0
MCGRAW HILL INC COM 580645109 11,295 209,404 SH SOLE 209,404 0 0
MCI WORLDCOM INC. COM 55268B106 242,265 2,814,990 SH SOLE 2,814,990 0 0
MCKESSON HBOC INC COM 58155Q103 13,865 431,590 SH SOLE 431,590 0 0
MCN ENERGY GROUP INC COM 55267J100 1,392 67,100 SH SOLE 67,100 0 0
MCWHORTER TECHNOLOGIES COM 582803102 605 41,900 SH SOLE 41,900 0 0
MEAD CORPORATION COM 582834107 4,053 97,086 SH SOLE 97,086 0 0
MEDIA GENERAL INC - CL COM 584404107 1,168 22,900 SH SOLE 22,900 0 0
MEDIAONE GROUP INC. COM 58440J104 60,373 811,734 SH SOLE 811,734 0 0
MEDIMMUNE INC COM 584699102 12,710 187,600 SH SOLE 187,600 0 0
MEDQUIST INC. COM 584949101 4,393 100,400 SH SOLE 100,400 0 0
MEDTRONIC INC COM 585055106 73,151 939,344 SH SOLE 939,344 0 0
MELLON NATIONAL CORP. COM 585509102 37,211 1,022,992 SH SOLE 1,022,992 0 0
MENTOR CORP/MINN COM 587188103 1,827 98,100 SH SOLE 98,100 0 0
MENTOR GRAPHICS CORP. COM 587200106 4,103 320,200 SH SOLE 320,200 0 0
MERCANTILE BANC. COM 587405101 18,978 536,474 SH SOLE 536,474 0 0
MERCANTILE BANCORPORATICOM 587342106 6,918 121,100 SH SOLE 121,100 0 0
MERCK & CO INC COM 589331107 273,624 3,697,624 SH SOLE 3,697,624 0 0
MERCURY INTERACTIVE CORCOM 589405109 3,492 98,700 SH SOLE 98,700 0 0
MEREDITH CORPORATION COM 589433101 3,759 108,566 SH SOLE 108,566 0 0
MERITOR AUTOMOTIVE INC.COM 59000G100 1,533 60,101 SH SOLE 60,101 0 0
MERRILL CORP. COM 590175105 906 62,500 SH SOLE 62,500 0 0
MERRILL L LOW EX P COM 9412243 4,304 4,000 SH SOLE 4,000 0 0
MERRILL LYNCH & CO. INCCOM 590188108 45,585 570,261 SH SOLE 570,261 0 0
METHODE ELECTRONICS CL-COM 591520200 2,869 125,400 SH SOLE 125,400 0 0
METRO NETWORKS INC. COM 591918107 2,466 46,200 SH SOLE 46,200 0 0
MEXICO FUND INC CO COM 2587170 6,364 367,586 SH SOLE 367,586 0 0
MEXICO FUND INC. CTRY 592835102 43,679 2,522,975 SH SOLE 2,522,975 0 0
MGIC INVESTMENT CORP COM 552848103 5,710 117,431 SH SOLE 117,431 0 0
MICHAELS STORES COM 594087108 2,456 80,200 SH SOLE 80,200 0 0
MICREL INCORPORATED COM 594793101 4,255 57,500 SH SOLE 57,500 0 0
MICRO WAREHOUSE INC COM 59501B105 534 29,900 SH SOLE 29,900 0 0
MICROAGE INC. COM 594928103 271 71,100 SH SOLE 71,100 0 0
MICROCHIP TECHNOLOGY INCOM 595017104 2,061 43,500 SH SOLE 43,500 0 0
MICRON TECHNOLOGY INC COM 595112103 15,414 382,359 SH SOLE 382,359 0 0
MICROS SYSTEMS INC. COM 594901100 1,493 43,900 SH SOLE 43,900 0 0
MICROSOFT CORP. COM 594918104 707,704 7,847,028 SH SOLE 7,847,028 0 0
MIDAMERICAN ENERGY HLDGCOM 59562V107 1,807 52,200 SH SOLE 52,200 0 0
MIDWAY GAMES INC. COM 598148104 1,528 118,073 SH SOLE 118,073 0 0
MILACRON, INC. COM 598709103 251 13,573 SH SOLE 13,573 0 0
MILLER (HERMAN) INC COM 600544100 6,428 306,100 SH SOLE 306,100 0 0
MILLIPORE CORPORATION COM 601073109 1,900 46,829 SH SOLE 46,829 0 0
MINERALS TECHNOLOGIES ICOM 603158106 1,100 19,700 SH SOLE 19,700 0 0
MINN MINING & MFG CO COM 604059105 34,112 392,379 SH SOLE 392,379 0 0
MINNESOTA POWER INC. COM 604110106 1,145 57,600 SH SOLE 57,600 0 0
MIRAGE RESORTS INC COM 60462E104 3,703 221,085 SH SOLE 221,085 0 0
MISSISSIPPI CHEMICAL COCOM 605288208 1,080 110,100 SH SOLE 110,100 0 0
MOBIL CORP. COM 607059102 111,473 1,125,986 SH SOLE 1,125,986 0 0
MODINE MANUFACTURING COCOM 607828100 830 25,500 SH SOLE 25,500 0 0
MODIS PROFESSIONAL SERVCOM 607830106 6,853 498,400 SH SOLE 498,400 0 0
MOHAWK INDUSTRIES INC. COM 608190104 5,909 194,550 SH SOLE 194,550 0 0
MOLEX INC COM 608554101 17,326 468,275 SH SOLE 468,275 0 0
MOMENTUM BUSINESS APPLICOM 60877P108 14 1,922 SH SOLE 1,922 0 0
MONSANTO CO. COM 611662107 32,900 834,241 SH SOLE 834,241 0 0
MONTANA POWER CO COM 612085100 14,608 207,200 SH SOLE 207,200 0 0
MORGAN J P & CO INC COM 616880100 56,283 400,588 SH SOLE 400,588 0 0
MORGAN STAN DEAN W COM 2602266 10,039 1,030,000 SH OTHER 00 1,030,000 0
MORGAN STANLEY AFRICA ICTRY 617444104 3,185 314,600 SH SOLE 314,600 0 0
MORGAN STANLEY DEA COM 2559641 1,404 138,700 SH SOLE 138,700 0 0
MORGAN STANLEY DEAN WITCOM 617446448 66,626 650,013 SH SOLE 650,013 0 0
MORGAN STANLEY EASTERN CTRY 616988101 4,069 269,000 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 98,955 1,044,380 SH SOLE 1,044,380 0 0
MS CARRIERS COM 553533100 1,293 43,600 SH SOLE 43,600 0 0
MSC SOFTWARE CORPORATIOCOM 553531104 3,357 577,600 SH SOLE 577,600 0 0
MUELLER INDUSTRIES INC.COM 624756102 4,599 135,500 SH SOLE 135,500 0 0
MURPHY OIL CORP COM 626717102 46,899 960,800 SH SOLE 960,800 0 0
MUTUAL RISK MANAGEMENT COM 628351108 4,412 132,200 SH SOLE 132,200 0 0
MYERS INDUSTRIES INC. COM 628464109 1,469 73,470 SH SOLE 73,470 0 0
MYLAN LABS COM 628530107 12,439 469,400 SH SOLE 469,400 0 0
NABISCO GROUP HOLDINGS COM 62952P102 5,388 275,400 SH SOLE 275,400 0 0
NABORS INDUSTRIES COM 629568106 47,054 1,925,500 SH SOLE 1,925,500 0 0
NACCO INDUSTRIES -CL A COM 629579103 333 4,536 SH SOLE 4,536 0 0
NALCO CHEMICAL CO. COM 629853102 28,430 548,052 SH SOLE 548,052 0 0
NASH FINCH CO. COM 631158102 454 45,000 SH SOLE 45,000 0 0
NATIONAL CITY CORP COM 635405103 35,264 538,383 SH SOLE 538,383 0 0
NATIONAL COMPUTER SYS ICOM 635519101 4,107 121,700 SH SOLE 121,700 0 0
NATIONAL DATA CORP. COM 635621105 4,425 103,500 SH SOLE 103,500 0 0
NATIONAL FUEL & GAS COM 636180101 1,591 32,800 SH SOLE 32,800 0 0
NATIONAL INSTRUMENTS COCOM 636518102 4,122 102,100 SH SOLE 102,100 0 0
NATIONAL PRESTO INDS INCOM 637215104 742 19,400 SH SOLE 19,400 0 0
NATIONAL SEMICONDUCTOR COM 637640103 30,889 1,220,316 SH SOLE 1,220,316 0 0
NATIONAL SERVICE INDS ICOM 637657107 729 20,258 SH SOLE 20,258 0 0
NATURES SUNSHINE PRODS COM 639027101 788 75,000 SH SOLE 75,000 0 0
NAUTICA ENTERPRISES INCCOM 639089101 2,282 135,200 SH SOLE 135,200 0 0
NAVISTAR INTL. CORP. COM 63934E108 3,181 63,624 SH SOLE 63,624 0 0
NBTY INC. COM 628782104 1,199 184,500 SH SOLE 184,500 0 0
NCH CORP COM 628850109 307 6,200 SH SOLE 6,200 0 0
NCR CORPORATION COM 62886E108 15,005 307,400 SH SOLE 307,400 0 0
NETWORK EQUIPMENT TECH.COM 641208103 930 94,200 SH SOLE 94,200 0 0
NETWORKS ASSOCIATES INCCOM 640938106 6,114 416,250 SH SOLE 416,250 0 0
NEVADA POWER CO COM 641423108 1,085 43,400 SH SOLE 43,400 0 0
NEW CENTURY ENERGIES INCOM 64352U103 8,931 230,100 SH SOLE 230,100 0 0
NEW ENGLAND BUSINESS SECOM 643872104 1,612 52,200 SH SOLE 52,200 0 0
NEW ENGLAND ELECTRIC COM 644001109 10,722 213,900 SH SOLE 213,900 0 0
NEW PLAN EXCEL REALTY TREIT 648053106 3,888 216,000 SH SOLE 216,000 0 0
NEW YORK TIMES CO. CL ACOM 650111107 10,126 275,062 SH SOLE 275,062 0 0
NEWELL RUBBERMAID INC. COM 651229106 18,642 400,896 SH SOLE 400,896 0 0
NEWFIELD EXPLORATION COCOM 651290108 3,629 127,600 SH SOLE 127,600 0 0
NEWMONT MNG. CORP. COM 651639106 13,298 669,094 SH SOLE 669,094 0 0
NEWPORT NEWS SHIPBUILDICOM 652228107 4,575 155,100 SH SOLE 155,100 0 0
NEXTEL COMMUNICATIONS CCOM 65332V103 22,047 439,300 SH SOLE 439,300 0 0
NFO WORLDWIDE INC. COM 62910N108 1,002 71,550 SH SOLE 71,550 0 0
NIAGARA MOHAWK HOLDINGSCOM 653520106 890 55,400 SH SOLE 55,400 0 0
NICOR INC. COM 654086107 861 22,614 SH SOLE 22,614 0 0
NIKE INC. -CL B COM 654106103 29,049 458,820 SH SOLE 458,820 0 0
NISOURCE INCORPORATED COM 65473P105 12,844 497,600 SH SOLE 497,600 0 0
NJ RESOURCES CORP. COMMCOM 646025106 2,403 64,200 SH SOLE 64,200 0 0
NOBLE AFFILIATES INC COM 654894104 14,965 530,900 SH SOLE 530,900 0 0
NOBLE DRILLING CORP. COM 655042109 7,922 402,400 SH SOLE 402,400 0 0
NORDSON CORP COM 655663102 1,776 29,000 SH SOLE 29,000 0 0
NORDSTROM INC COM 655664100 9,258 276,358 SH SOLE 276,358 0 0
NORFOLK SOUTHERN CORP. COM 655844108 11,388 378,021 SH SOLE 378,021 0 0
NORRELL CORP. COM 656301108 1,765 93,800 SH SOLE 93,800 0 0
NORTH FORK BANK COM 659424105 11,514 540,250 SH SOLE 540,250 0 0
NORTHEAST UTILITIES COM 664397106 1,979 111,900 SH SOLE 111,900 0 0
NORTHERN STATES POWER-MCOM 665772109 4,278 176,872 SH SOLE 176,872 0 0
NORTHERN TRUST CORP COM 665859104 14,434 148,800 SH SOLE 148,800 0 0
NORTHROP GRUMMAN CORP. COM 666807102 5,112 77,095 SH SOLE 77,095 0 0
NORTHWEST NATURAL GAS CCOM 667655104 1,937 80,300 SH SOLE 80,300 0 0
NOVA CORP./GEORGIA COM 669784100 1,458 58,300 SH SOLE 58,300 0 0
NOVELL INC COM 670006105 54,215 2,045,854 SH SOLE 2,045,854 0 0
NOVELLUS SYSTEMS INC. COM 670008101 8,163 119,600 SH SOLE 119,600 0 0
NUCOR CORP COM 670346105 4,145 87,374 SH SOLE 87,374 0 0
NYMAGIC INC COM 629484106 7,108 454,900 SH SOLE 454,900 0 0
O'REILLY AUTOMOTIVE INCCOM 686091109 3,506 69,600 SH SOLE 69,600 0 0
OAK INDUSTRIES INC. COM 671400505 2,910 66,600 SH SOLE 66,600 0 0
OAKWOOD HOMES COM 674098108 2,248 171,300 SH SOLE 171,300 0 0
OCCIDENTAL PETROLEUM COCOM 674599105 21,415 1,013,730 SH SOLE 1,013,730 0 0
OCEAN ENERGY INC COM 67481E106 1,348 140,000 SH SOLE 140,000 0 0
OCEANEERING INT'L. INC.COM 675232102 1,513 93,800 SH SOLE 93,800 0 0
OCTEL CORP COM 675727101 53 4,200 SH SOLE 4,200 0 0
OFFICE DEPOT INC COM 676220106 3,309 150,000 SH SOLE 150,000 0 0
OFFICE MAX COM 67622M108 1,289 107,400 SH SOLE 107,400 0 0
OFFSHORE LOGISTICS COM 676255102 923 83,000 SH SOLE 83,000 0 0
OGDEN CORP. COM 676346109 1,172 43,500 SH SOLE 43,500 0 0
OGE ENERGY CORP COM 670837103 7,246 305,100 SH SOLE 305,100 0 0
OLD KENT FINANCIAL CORPCOM 679833103 3,754 89,650 SH SOLE 89,650 0 0
OLD REPUBLIC INT'L CORPCOM 680223104 1,960 113,200 SH SOLE 113,200 0 0
OLIN CORP COM 680665205 571 43,300 SH SOLE 43,300 0 0
OLSTEN CORP COM 681385100 443 70,200 SH SOLE 70,200 0 0
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OMNICOM GROUP COM 681919106 18,824 235,300 SH SOLE 235,300 0 0
ONEOK INC. COM 682680103 341 10,732 SH SOLE 10,732 0 0
ONMICARE INC. COM 681904108 8,334 660,100 SH SOLE 660,100 0 0
ORACLE SYS. CORP. COM 68389X105 83,308 2,243,988 SH SOLE 2,243,988 0 0
ORANGE & ROCKLAND UTILICOM 684065105 3,179 54,400 SH SOLE 54,400 0 0
ORBITAL SCIENCES CORP. COM 685564106 2,937 124,300 SH SOLE 124,300 0 0
OREGON STEEL MILLS INC COM 686079104 3,292 247,300 SH SOLE 247,300 0 0
ORGANOGENESIS INC. COM 685906109 777 82,900 SH SOLE 82,900 0 0
ORION CAPITAL CORP. COM 686268103 3,595 100,200 SH SOLE 100,200 0 0
ORTHODONTIC CENTERS OF COM 68750P103 2,113 149,600 SH SOLE 149,600 0 0
OSHKOSH B'GOSH CL-A COM 688222207 1,396 66,100 SH SOLE 66,100 0 0
OUTBACK STEAKHOUSE INC COM 689899102 5,199 132,250 SH SOLE 132,250 0 0
OVERSEAS SHIPHOLDING GRCOM 690368105 406 31,500 SH SOLE 31,500 0 0
OWENS & MINOR INC. COM 690732102 4,934 448,500 SH SOLE 448,500 0 0
OWENS CORNING COM 69073F103 1,421 41,343 SH SOLE 41,343 0 0
OWENS-ILLINOIS INC COM 690768403 1,799 55,023 SH SOLE 55,023 0 0
OXFORD HEALTH PLANS COM 691471106 3,730 239,700 SH SOLE 239,700 0 0
OXFORD INDUSTRIES INC. COM 691497309 830 29,300 SH SOLE 29,300 0 0
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P-COM INC. COM 693262107 675 128,900 SH SOLE 128,900 0 0
PACCAR INC COM 693718108 5,009 93,838 SH SOLE 93,838 0 0
PACIFIC CENTURY FINL COCOM 694058108 8,940 414,600 SH SOLE 414,600 0 0
PACIFIC GAS & ELEC. CO.COM 69331C108 14,204 437,056 SH SOLE 437,056 0 0
PACIFIC SUNWEAR OF CALICOM 694873100 2,358 96,750 SH SOLE 96,750 0 0
PACIFICARE HEALTH SYSTECOM 695112102 10,942 152,100 SH SOLE 152,100 0 0
PACIFICORP COM 695114108 48,219 2,624,138 SH SOLE 2,624,138 0 0
PAINE WEBBER GROUP INC COM 695629105 2,805 60,000 SH SOLE 60,000 0 0
PAKISTAN INV. FUND CTRY 695844100 487 236,100 SH SOLE 236,100 0 0
PALL CORPORATION COM 696429307 44,295 1,996,386 SH SOLE 1,996,386 0 0
PAN AMERICAN SILVER CORCOM 697900108 1,740 290,000 SH SOLE 290,000 0 0
PANAMER BEVERAGES COM 2674469 8,582 360,400 SH SOLE 360,400 0 0
PAPA JOHN'S INTERNATIONCOM 698813102 4,692 105,000 SH SOLE 105,000 0 0
PARAMETRIC TECHNOLOGY CCOM 699173100 3,909 281,712 SH SOLE 281,712 0 0
PAREXEL INT'L CORP. COM 699462107 895 67,200 SH SOLE 67,200 0 0
PARK ELECTROCHEMICAL COCOM 700416209 1,208 42,000 SH SOLE 42,000 0 0
PARKER-HANNIFIN CORP. COM 701094104 6,742 147,373 SH SOLE 147,373 0 0
PATTERSON DENTAL COMPANCOM 703412106 4,434 127,600 SH SOLE 127,600 0 0
PAXAR CORP. COM 704227107 1,243 138,100 SH SOLE 138,100 0 0
PAYCHEX INC COM 704326107 10,606 332,750 SH SOLE 332,750 0 0
PAYLESS SHOESOURCE INC COM 704379106 18,837 352,100 SH SOLE 352,100 0 0
PE CORPORATION-CELERA GCOM 69332S201 387 23,898 SH SOLE 23,898 0 0
PE CORPORATION-PE BIOSYCOM 69332S102 10,832 94,397 SH SOLE 94,397 0 0
PEC ISRAEL ECONM C COM 2678007 3,663 116,300 SH SOLE 116,300 0 0
PECO ENERGY CO. COM 693304107 8,656 206,717 SH SOLE 206,717 0 0
PEDIATRIX MEDICAL GROUPCOM 705324101 931 43,800 SH SOLE 43,800 0 0
PENNSYLVANIA ENTERPRISECOM 708720107 1,056 34,400 SH SOLE 34,400 0 0
PENNZOIL-QUAKER STATE CCOM 709323109 1,005 67,004 SH SOLE 67,004 0 0
PENTAIR INC. COM 709631105 15,518 339,200 SH SOLE 339,200 0 0
PEOPLES ENERGY CORP COM 711030106 2,977 78,980 SH SOLE 78,980 0 0
PEOPLESOFT INC COM 712713106 3,845 222,900 SH SOLE 222,900 0 0
PEP BOYS MM & J COM 713278109 478 22,095 SH SOLE 22,095 0 0
PEPSICO INC. COM 713448108 93,907 2,427,312 SH SOLE 2,427,312 0 0
PEREGRINE LARSON COM 9915778 2,410 SH SOLE 2,410 0 0
PEREGRINE UNIT(HIN COM 1528750 52,400 SH SOLE 52,400 0 0
PERRIGO CO. COM 714290103 24,892 3,264,500 SH SOLE 3,264,500 0 0
PFIZER INC. COM 717081103 220,427 2,008,447 SH SOLE 2,008,447 0 0
PHARMACEUTICAL PRODUCT COM 717124101 1,804 65,900 SH SOLE 65,900 0 0
PHARMACIA & UPJOHN INC COM 716941109 46,406 816,829 SH SOLE 816,829 0 0
PHELPS DODGE CORP. COM 717265102 1,774 28,647 SH SOLE 28,647 0 0
PHILADELPHIA SUBURBAN CCOM 718009608 2,890 125,333 SH SOLE 125,333 0 0
PHILIP MORRIS COS COM 718154107 155,723 3,874,914 SH SOLE 3,874,914 0 0
PHILLIPS PETROLEUM COM 718507106 21,011 417,618 SH SOLE 417,618 0 0
PHILLIPS-VAN HEUSEN COM 718592108 897 90,800 SH SOLE 90,800 0 0
PHOTRONICS INC. COM 719405102 2,124 86,700 SH SOLE 86,700 0 0
PHYCOR INC. COM 71940F100 1,657 223,700 SH SOLE 223,700 0 0
PICTURETEL CORP. COM 720035302 970 121,200 SH SOLE 121,200 0 0
PIEDMONT NATURAL GAS COCOM 720186105 3,312 106,400 SH SOLE 106,400 0 0
PIER 1 IMPORTS INC/DEL COM 720279108 4,000 355,550 SH SOLE 355,550 0 0
PILLOWTEX CORP. COM 721501104 628 38,500 SH SOLE 38,500 0 0
PINNACLE WEST CAPITAL CCOM 723484101 15,714 390,400 SH SOLE 390,400 0 0
PIONEER GROUP INC. COM 723684106 1,701 98,600 SH SOLE 98,600 0 0
PIONEER HI-BRED INTERNACOM 723686101 3,028 77,778 SH SOLE 77,778 0 0
PIONEER NATURAL RESOURCCOM 723787107 935 84,998 SH SOLE 84,998 0 0
PITNEY-BOWES, INC. COM 724479100 27,870 433,780 SH SOLE 433,780 0 0
PITTSTON BAX GROUP COM 725701882 702 73,900 SH SOLE 73,900 0 0
PITTSTON BRINK'S GROUP COM 725701106 955 35,700 SH SOLE 35,700 0 0
PLAINS RESOURCES INC. COM 726540503 1,229 64,700 SH SOLE 64,700 0 0
PLANTRONICS INC. COM 727493108 3,536 54,300 SH SOLE 54,300 0 0
PLEXUS CORP COM 729132100 1,573 52,200 SH SOLE 52,200 0 0
PLIVA D.D. GDR EAC COM 5174706 11,638 768,175 SH SOLE 768,175 0 0
PMI GROUP INC. COM 69344M101 23,599 375,700 SH SOLE 375,700 0 0
PNC FINANCIAL CORP COM 693475105 28,273 490,643 SH SOLE 490,643 0 0
POGO PRODUCING CO COM 730448107 2,257 121,200 SH SOLE 121,200 0 0
POLARIS INDUSTRIES INC.COM 731068102 3,502 80,500 SH SOLE 80,500 0 0
POLAROID COM 731095105 529 19,144 SH SOLE 19,144 0 0
POLICY MANAGEMENT SYSTECOM 731108106 3,042 101,400 SH SOLE 101,400 0 0
POOL ENERGY SERVICES COCOM 732788104 1,519 74,800 SH SOLE 74,800 0 0
POPE & TALBOT INC COM 732827100 578 47,900 SH SOLE 47,900 0 0
PORTUGAL FUND COM COM 2696173 886 61,400 SH SOLE 61,400 0 0
POST PROPERTIES,INC. REIT 737464107 10,250 250,000 SH SOLE 250,000 0 0
POTLATCH CORP. COM 737628107 518 11,793 SH SOLE 11,793 0 0
POTOMAC ELECTRIC POWER COM 737679100 13,017 442,200 SH SOLE 442,200 0 0
POWERWAVE TECHNOLOGIES COM 739363109 1,871 58,000 SH SOLE 58,000 0 0
PPG INDUSTRIES INC. COM 693506107 16,995 287,753 SH SOLE 287,753 0 0
PRAXAIR INC. COM 74005P104 36,930 754,631 SH SOLE 754,631 0 0
PRE-PAID LEGAL SVCS COM 740065107 1,675 61,600 SH SOLE 61,600 0 0
PRECISION CASTPARTS CORCOM 740189105 893 21,000 SH SOLE 21,000 0 0
PREMARK INTERNATIONAL ICOM 740459102 2,018 53,800 SH SOLE 53,800 0 0
PREMIER BANCSHARES INC.COM 739909109 1,223 66,800 SH SOLE 66,800 0 0
PRICE (T. ROWE) ASSOC. COM 741477103 12,737 331,900 SH SOLE 331,900 0 0
PRIDE INTERNATIONAL INCCOM 741932107 1,649 156,100 SH SOLE 156,100 0 0
PRIMARK CORP COM 741903108 1,832 65,300 SH SOLE 65,300 0 0
PRIME HOSPITALITY CORP COM 741917108 1,716 143,000 SH SOLE 143,000 0 0
PRIORITY HEALTHCARE CORCOM 74264T102 2,065 59,850 SH SOLE 59,850 0 0
PROCTER & GAMBLE CO COM 742718109 187,674 2,102,788 SH SOLE 2,102,788 0 0
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PROGRESS SOFTWARE COM 743312100 1,499 53,050 SH SOLE 53,050 0 0
PROGRESSIVE CORP COM 743315103 17,243 118,915 SH SOLE 118,915 0 0
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PROMUS HOTEL CORP. NEW COM 74342P106 8,480 273,535 SH SOLE 273,535 0 0
PROTECTIVE LIFE CORP COM 743674103 8,184 248,000 SH SOLE 248,000 0 0
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PROVIDIAN FINANCIAL CORCOM 74406A102 16,360 174,972 SH SOLE 174,972 0 0
PSS WORLD MEDICAL INC. COM 69366A100 663 59,300 SH SOLE 59,300 0 0
PUBLIC SERVICE CO OF N COM 744499104 723 36,400 SH SOLE 36,400 0 0
PUBLIC SERVICE CO OF N.COM 744516105 2,053 70,200 SH SOLE 70,200 0 0
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PUGET SOUND ENERGY INC.COM 745332106 12,826 534,400 SH SOLE 534,400 0 0
PULTE CORPORATION COM 745867101 500 21,676 SH SOLE 21,676 0 0
QUAKER OATS CO. COM 747402105 9,139 137,691 SH SOLE 137,691 0 0
QUALCOMM INC COM 747525103 59,983 418,000 SH SOLE 418,000 0 0
QUANEX CORP COM 747620102 1,536 53,900 SH SOLE 53,900 0 0
QUANTUM CORPORATION- DLCOM 747906204 16,800 696,375 SH SOLE 696,375 0 0
QUEENS COUNTY BANCORP COM 748242104 2,198 67,900 SH SOLE 67,900 0 0
QUESTAR CORP COM 748356102 1,354 70,800 SH SOLE 70,800 0 0
QUICKSILVER INC COM 74838C106 1,720 66,000 SH SOLE 66,000 0 0
QUINTILES TRANSNATIONALCOM 748767100 14,942 355,757 SH SOLE 355,757 0 0
QUORUM HEALTH GROUP INCCOM 749084109 3,948 314,300 SH SOLE 314,300 0 0
R.J. REYNOLDS TOBACCO HCOM 76182K105 2,926 92,900 SH SOLE 92,900 0 0
RADIAN GROUP INC. COM 750236101 4,335 88,800 SH SOLE 88,800 0 0
RALCORP HOLDINGS COM 751028101 1,378 85,800 SH SOLE 85,800 0 0
RALSTON PURINA CO. COM 751277302 23,173 761,338 SH SOLE 761,338 0 0
RATIONAL SOFTWARE CORPOCOM 75409P202 9,552 290,000 SH SOLE 290,000 0 0
RAYCHEM CORP COM 754603108 5,367 145,060 SH SOLE 145,060 0 0
RAYMOND JAMES FINANCIALCOM 754730109 4,503 188,100 SH SOLE 188,100 0 0
RAYONIER INC. COM 754907103 1,230 24,700 SH SOLE 24,700 0 0
RAYTHEON CO. CL-A COM 755111309 5,854 85,000 SH SOLE 85,000 0 0
RAYTHEON CO. CL-B COM 755111408 23,023 327,150 SH SOLE 327,150 0 0
READ-RITE CORP COM 755246105 1,087 175,200 SH SOLE 175,200 0 0
READERS DIGEST ASSOCIATCOM 755267101 8,022 201,800 SH SOLE 201,800 0 0
RECKSON ASSOCIATES REALREIT 75621K106 14,688 625,000 SH SOLE 625,000 0 0
RED ROOF INNS COM 757005103 16,232 904,900 SH SOLE 904,900 0 0
REEBOK INTERNATIONAL LTCOM 758110100 1,118 60,042 SH SOLE 60,042 0 0
REGAL BELOIT COM 758750103 1,930 81,700 SH SOLE 81,700 0 0
REGENCY REALTY CORP REIT 758939102 11,487 523,627 SH SOLE 523,627 0 0
REGIONS FINANCIAL CORP.COM 758940100 3,325 86,500 SH SOLE 86,500 0 0
REGIS CORP COM 758932107 2,572 134,050 SH SOLE 134,050 0 0
RELIANCE STEEL & ALUMINCOM 759509102 2,083 53,400 SH SOLE 53,400 0 0
RELIANT ENERGY INC. COM 75952J108 19,353 700,561 SH SOLE 700,561 0 0
RELIASTAR FINANCIAL CORCOM 75952U103 14,022 320,500 SH SOLE 320,500 0 0
RENAL CARE GROUP INC. COM 759930100 3,590 138,750 SH SOLE 138,750 0 0
REPUBLIC GROUP INC COM 760473108 756 42,000 SH SOLE 42,000 0 0
REPUBLIC N Y CORP COM 760719104 9,645 141,444 SH SOLE 141,444 0 0
RESPIRONICS INC COM 761230101 1,351 89,300 SH SOLE 89,300 0 0
REYNOLDS & REYNOLDS CL-COM 761695105 1,611 69,100 SH SOLE 69,100 0 0
REYNOLDS METALS CO COM 761763101 10,818 183,348 SH SOLE 183,348 0 0
RICHFOOD HOLDINGS INC COM 763408101 3,019 171,300 SH SOLE 171,300 0 0
RIGGS NATL CORP WASH DCCOM 766570105 1,978 96,200 SH SOLE 96,200 0 0
RITE AID CORP. COM 767754104 12,140 493,014 SH SOLE 493,014 0 0
ROBBINS & MYERS INC. COM 770196103 756 33,900 SH SOLE 33,900 0 0
ROBERT HALF INTL INC COM 770323103 6,772 260,450 SH SOLE 260,450 0 0
ROBERTS PHARMACEUTICAL COM 770491108 2,340 96,500 SH SOLE 96,500 0 0
ROC TAIWAN FUNDS COM 2719122 4,816 597,290 SH SOLE 597,290 0 0
ROCKWELL INT'L COM 773903109 19,788 325,732 SH SOLE 325,732 0 0
ROHM & HAAS CO COM 775371107 10,491 244,696 SH SOLE 244,696 0 0
ROLLINS INC COM 775711104 469 29,400 SH SOLE 29,400 0 0
ROLLINS TRUCK LEASING CCOM 775741101 2,790 250,800 SH SOLE 250,800 0 0
ROPER INDUSTRIES INC COM 776696106 3,830 119,700 SH SOLE 119,700 0 0
ROSS STORES INC COM 778296103 10,135 201,200 SH SOLE 201,200 0 0
ROWAN COS. COM 779382100 632 34,274 SH SOLE 34,274 0 0
ROYAL DUTCH PETE COM 780257804 218,715 3,630,126 SH SOLE 3,630,126 0 0
RPM INC. OHIO COM 749685103 14,435 1,017,440 SH SOLE 1,017,440 0 0
RSA SECURITY INC. COM 749719100 2,635 124,000 SH SOLE 124,000 0 0
RUBY TUESDAY INC COM 781182100 2,436 128,200 SH SOLE 128,200 0 0
RUDDICK CORP. COM 781258108 15,708 785,400 SH SOLE 785,400 0 0
RUSS BERRIE & CO INC COM 782233100 2,121 85,700 SH SOLE 85,700 0 0
RUSSELL CORP COM 782352108 320 16,389 SH SOLE 16,389 0 0
RYANS FAMILY STEAK HOUSCOM 783519101 1,430 123,000 SH SOLE 123,000 0 0
RYDER SYS. INC. COM 783549108 1,943 74,718 SH SOLE 74,718 0 0
RYERSON TULL, INC. COM 78375P107 430 19,073 SH SOLE 19,073 0 0
S3 INCORPORATED COM 784849101 1,443 158,700 SH SOLE 158,700 0 0
SAFECO CORP. COM 786429100 11,321 256,568 SH SOLE 256,568 0 0
SAFESKIN CORP COM 786454108 2,179 181,600 SH SOLE 181,600 0 0
SAFEWAY INC COM 786514208 42,436 857,300 SH SOLE 857,300 0 0
SAKS INCORPORATED COM 79377W108 13,850 479,644 SH SOLE 479,644 0 0
SAMSUNG ELEC CO GD COM 2126915 5,329 99,514 SH SOLE 99,514 0 0
SANMINA CORP COM 800907107 13,384 176,400 SH SOLE 176,400 0 0
SANTE FE SNYDER CORP COM 80218K105 3,916 513,585 SH SOLE 513,585 0 0
SARA LEE CORP. COM 803111103 36,724 1,618,696 SH SOLE 1,618,696 0 0
SAUDI ARABIA FUND LIMITCTRY 0044796 5,125 500,000 SH SOLE 500,000 0 0
SAVIA SA DE DV SPO COM 2314141 3,022 132,100 SH SOLE 132,100 0 0
SBARRO INC COM 805844107 471 17,400 SH SOLE 17,400 0 0
SBC COMMUNICATIONS INC.COM 78387G103 197,546 3,405,958 SH SOLE 3,405,958 0 0
SCANA CORP COM 805898103 17,667 755,800 SH SOLE 755,800 0 0
SCHERING-PLOUGH COM 806605101 129,105 2,435,938 SH SOLE 2,435,938 0 0
SCHLUMBERGER COM 806857108 58,694 921,591 SH SOLE 921,591 0 0
SCHOLASTIC CORP COM 807066105 719 14,200 SH SOLE 14,200 0 0
SCHULMAN (A.) INC. COM 808194104 11,516 670,000 SH SOLE 670,000 0 0
SCHWAB (CHARLES) CORP COM 808513105 59,243 539,186 SH SOLE 539,186 0 0
SCI SYSTEMS INC COM 783890106 10,474 220,500 SH SOLE 220,500 0 0
SCIENTIFIC ATLANTA INC.COM 808655104 1,098 30,507 SH SOLE 30,507 0 0
SCOTTS COMPANY COM 810186106 3,191 67,000 SH SOLE 67,000 0 0
SEACOR SMIT INC. COM 811904101 2,145 40,100 SH SOLE 40,100 0 0
SEAGATE TECHNOLOGY INC.COM 811804103 8,075 315,130 SH SOLE 315,130 0 0
SEALED AIR CORP. COM 81211K100 5,215 80,378 SH SOLE 80,378 0 0
SEARS ROEBUCK & CO. COM 812387108 27,666 620,827 SH SOLE 620,827 0 0
SECURITY CAPITAL GROUP-REIT 81413P204 2,913 200,000 SH SOLE 200,000 0 0
SEI INVESTMENTS CO COM 784117103 4,792 54,300 SH SOLE 54,300 0 0
SELECTIVE INSURANCE GROCOM 816300107 2,213 116,100 SH SOLE 116,100 0 0
SEMPRA ENERGY COM 816851109 36,073 1,594,366 SH SOLE 1,594,366 0 0
SENSORMATIC ELECTRONICSCOM 817265101 892 64,000 SH SOLE 64,000 0 0
SEPRACOR INC. COM 817315104 4,558 56,100 SH SOLE 56,100 0 0
SEQUA CORP - CL A COM 817320104 595 8,500 SH SOLE 8,500 0 0
SEQUENT COMPUTER SYSTEMCOM 817338106 19,149 1,078,800 SH SOLE 1,078,800 0 0
SERVICE CORP INTERNATIOCOM 817565104 16,327 848,165 SH SOLE 848,165 0 0
SERVICE EXPERTS INC COM 817567100 1,018 46,400 SH SOLE 46,400 0 0
SHARED MEDICAL SYSTEMS COM 819486101 624 9,563 SH SOLE 9,563 0 0
SHAW INDUSTRIES INC COM 820286102 8,724 528,700 SH SOLE 528,700 0 0
SHELL TRANSPORT & TRADICOM 822703609 4,243 91,500 SH SOLE 91,500 0 0
SHERWIN-WILLIAMS CO COM 824348106 3,385 121,990 SH SOLE 121,990 0 0
SHOPKO STORES INC COM 824911101 2,991 82,500 SH SOLE 82,500 0 0
SHOREWOOD PACKAGING CORCOM 825229107 1,774 96,200 SH SOLE 96,200 0 0
SIEBEL SYSTEMS INC. COM 826170102 16,525 249,200 SH SOLE 249,200 0 0
SIERRA HEALTH SERVICES COM 826322109 1,536 106,400 SH SOLE 106,400 0 0
SIERRA PACIFIC RESOURCECOM 826425100 14,357 394,700 SH SOLE 394,700 0 0
SIGMA-ALDRICH COM 826552101 7,584 220,230 SH SOLE 220,230 0 0
SILICON GRAPHICS COMPUTCOM 827056102 1,103 67,351 SH SOLE 67,351 0 0
SILICON VALLEY GROUP INCOM 827066101 1,743 103,700 SH SOLE 103,700 0 0
SIMON DEBARTOLO GROUP PREIT 828806406 2,392 31,066 SH SOLE 31,066 0 0
SIMON PROPERTY GROUP INREIT 828806109 26,400 1,040,388 SH SOLE 1,040,388 0 0
SIMPSON MANUFACTURING CCOM 829073105 1,667 35,100 SH SOLE 35,100 0 0
SKYLINE CORP. COM 830830105 1,137 38,800 SH SOLE 38,800 0 0
SKYWEST INC COM 830879102 1,688 67,700 SH SOLE 67,700 0 0
SLI INC COM 78442T108 5,751 213,000 SH SOLE 213,000 0 0
SLM HOLDING CORP. COM 78442A109 7,390 161,300 SH SOLE 161,300 0 0
SMITH (A.O.) CORP COM 831865209 1,977 70,600 SH SOLE 70,600 0 0
SMITH INTERNATIONAL INCCOM 832110100 7,128 164,100 SH SOLE 164,100 0 0
SMITHFIELD FOODS INC COM 832248108 4,718 141,100 SH SOLE 141,100 0 0
SMUCKER J M COM 832696108 558 25,100 SH SOLE 25,100 0 0
SMURFIT-STONE CONTAINERCOM 832727101 8,815 428,700 SH SOLE 428,700 0 0
SNAP-ON TOOLS CORP. COM 833034101 4,024 111,187 SH SOLE 111,187 0 0
SNYDER COMMUNICATIONS ICOM 832914105 7,971 243,400 SH SOLE 243,400 0 0
SOLA INTERNATIONAL INC COM 834092108 1,837 94,500 SH SOLE 94,500 0 0
SOLECTRON CORP COM 834182107 20,433 306,400 SH SOLE 306,400 0 0
SOLUTIA INC. WI COM 834376105 9,454 443,591 SH SOLE 443,591 0 0
SONAT, INC. COM 835415100 1,119 33,787 SH SOLE 33,787 0 0
SONIC CORP COM 835451105 2,336 71,600 SH SOLE 71,600 0 0
SONOCO PRODUCTS CO COM 835495102 8,012 267,620 SH SOLE 267,620 0 0
SOTHEBY'S HOLDINGS CL-ACOM 835898107 5,845 153,300 SH SOLE 153,300 0 0
SOUTHDOWN INC COM 841297104 6,868 106,900 SH SOLE 106,900 0 0
SOUTHERN AFRICA FUND INCTRY 842157109 6,858 589,950 SH SOLE 589,950 0 0
SOUTHERN CO COM 842587107 31,569 1,191,272 SH SOLE 1,191,272 0 0
SOUTHTRUST CORP COM 844730101 4,260 111,000 SH SOLE 111,000 0 0
SOUTHWEST AIRLINES COM 844741108 10,488 336,958 SH SOLE 336,958 0 0
SOUTHWEST GAS CORP COM 844895102 2,519 88,000 SH SOLE 88,000 0 0
SOUTHWESTERN ENERGY COMCOM 845467109 935 88,500 SH SOLE 88,500 0 0
SOVEREIGN BANCORP INC COM 845905108 5,051 416,600 SH SOLE 416,600 0 0
SPACELABS MEDICAL INC COM 846247104 729 38,600 SH SOLE 38,600 0 0
SPEEDFAM-IPEC INC. COM 847705100 1,377 85,700 SH SOLE 85,700 0 0
SPIEKER PROPERTIES REIT 848497103 32,072 825,000 SH SOLE 825,000 0 0
SPORTS AUTHORITY COM 849176102 490 110,400 SH SOLE 110,400 0 0
SPRINGS INDUSTRIES -CL COM 851783100 547 12,539 SH SOLE 12,539 0 0
SPRINT CORP. COM 852061100 54,930 1,040,098 SH SOLE 1,040,098 0 0
SPRINT PCS GROUP COM 852061506 24,117 422,174 SH SOLE 422,174 0 0
SPS TECHNOLOGIES INC COM 784626103 1,793 47,800 SH SOLE 47,800 0 0
SPX CORP. COM 784635104 9,127 109,300 SH SOLE 109,300 0 0
ST JOHN KNITS INC COM 790289102 1,632 55,800 SH SOLE 55,800 0 0
ST JUDE MED. INC. COM 790849103 1,034 29,035 SH SOLE 29,035 0 0
ST MARY LAND & EXPLORATCOM 792228108 864 42,000 SH SOLE 42,000 0 0
ST PAUL BANCORP INC COM 792848103 3,388 132,850 SH SOLE 132,850 0 0
ST. PAUL COMPANIES COM 792860108 40,836 1,283,647 SH SOLE 1,283,647 0 0
STANDARD MOTOR PRODS COM 853666105 1,279 52,200 SH SOLE 52,200 0 0
STANDARD PRODUCTS COM 853836104 1,548 60,400 SH SOLE 60,400 0 0
STANDARD REGISTER CO COM 853887107 753 24,500 SH SOLE 24,500 0 0
STANDARD-PACIFIC CORP COM 85375C101 1,537 118,800 SH SOLE 118,800 0 0
STANLEY WORKS COM 854616109 1,173 36,452 SH SOLE 36,452 0 0
STAPLES INC COM 855030102 16,321 527,550 SH SOLE 527,550 0 0
STARBUCKS CORP. COM 855244109 18,721 498,400 SH SOLE 498,400 0 0
STATE STREET CORP COM 857477103 6,878 80,562 SH SOLE 80,562 0 0
STEEL DYNAMICS INC COM 858119100 6,188 400,000 SH SOLE 400,000 0 0
STEIN MART INC. COM 858375108 1,692 180,500 SH SOLE 180,500 0 0
STEPAN CO COM 858586100 9,675 381,300 SH SOLE 381,300 0 0
STERIS CORP COM 859152100 3,834 197,900 SH SOLE 197,900 0 0
STERLING COMMERCE INC COM 859205106 9,370 256,700 SH SOLE 256,700 0 0
STERLING SOFTWARE INC COM 859547101 16,757 627,900 SH SOLE 627,900 0 0
STEWART & STEVENSON SERCOM 860342104 429 28,100 SH SOLE 28,100 0 0
STEWART ENTERPRISES INCCOM 860370105 5,524 379,300 SH SOLE 379,300 0 0
STHN AFRICA FUND C COM 2824082 2,003 172,264 SH SOLE 172,264 0 0
STILLWATER MINING COMPACOM 86074Q102 3,918 119,850 SH SOLE 119,850 0 0
STONE & WEBSTER INC COM 861572105 1,371 51,500 SH SOLE 51,500 0 0
STONE ENERGY CORP COM 861642106 2,000 47,200 SH SOLE 47,200 0 0
STORAGE TECHNOLOGY CORPCOM 862111200 1,931 84,900 SH SOLE 84,900 0 0
STRIDE RITE CORP COM 863314100 1,610 156,095 SH SOLE 156,095 0 0
STRUCTURAL DYNAMICS RESCOM 863555108 538 29,000 SH SOLE 29,000 0 0
STRYKER CORP. COM 863667101 13,696 227,800 SH SOLE 227,800 0 0
SUIZA FOOD CORP. COM 865077101 1,256 30,000 SH SOLE 30,000 0 0
SUMMIT BANCORP COM 866005101 4,629 110,700 SH SOLE 110,700 0 0
SUMMIT TECHNOLOGY INC COM 86627E101 2,675 121,600 SH SOLE 121,600 0 0
SUN MICROSYSTEMS INC. COM 866810104 83,765 1,216,196 SH SOLE 1,216,196 0 0
SUNGARD DATA SYSTEMS COM 867363103 12,396 359,300 SH SOLE 359,300 0 0
SUNOCO, INC. COM 86764P109 12,966 429,516 SH SOLE 429,516 0 0
SUNRISE MEDICAL INC COM 867910101 541 75,900 SH SOLE 75,900 0 0
SUNSTONE HOTEL INVESTORREIT 867933103 2,550 300,000 SH SOLE 300,000 0 0
SUNTRUST BANKS INC. COM 867914103 36,100 519,887 SH SOLE 519,887 0 0
SUPER VALU STORES INC. COM 868536103 1,495 58,218 SH SOLE 58,218 0 0
SUPERIOR INDUSTRIES INTCOM 868168105 664 24,300 SH SOLE 24,300 0 0
SUPERIOR SERVICES INC. COM 868316100 2,687 100,700 SH SOLE 100,700 0 0
SUSQUEHANNA BANCSHARES COM 869099101 2,008 113,500 SH SOLE 113,500 0 0
SWIFT TRANSPORTATION COCOM 870756103 1,210 55,000 SH SOLE 55,000 0 0
SYBRON INTL CORP COM 87114F106 10,832 393,000 SH SOLE 393,000 0 0
SYLVAN LEARNING SYSTEMSCOM 871399101 3,790 139,400 SH SOLE 139,400 0 0
SYMANTEC CORP COM 871503108 1,229 48,200 SH SOLE 48,200 0 0
SYMBOL TECHNOLOGIES INCCOM 871508107 12,362 335,250 SH SOLE 335,250 0 0
SYMMETRICOM INC COM 871543104 466 57,400 SH SOLE 57,400 0 0
SYNOPSYS INC. COM 871607107 12,710 230,300 SH SOLE 230,300 0 0
SYNOVUS FINANCIAL CORP COM 87161C105 5,890 296,350 SH SOLE 296,350 0 0
SYSCO CORP. COM 871829107 16,232 544,482 SH SOLE 544,482 0 0
SYSTEM SOFTWARE ASSOCIACOM 871839106 320 193,500 SH SOLE 193,500 0 0
TAIPEI FUND CTRY 0870452 6,669 78,000 SH SOLE 78,000 0 0
TAIWAN FUND INC CO COM 2869878 1,110 53,500 SH SOLE 53,500 0 0
TALK.COM INC. COM 874264104 1,734 154,100 SH SOLE 154,100 0 0
TANDY CORP. COM 875382103 16,209 331,652 SH SOLE 331,652 0 0
TAUBMAN CENTERS INC REIT 876664103 15,825 1,200,000 SH SOLE 1,200,000 0 0
TBC CORP COM 872180104 658 93,100 SH SOLE 93,100 0 0
TCA CABLE TV INC. COM 872241104 7,404 133,400 SH SOLE 133,400 0 0
TCF FINANCIAL CORP COM 872275102 8,976 322,000 SH SOLE 322,000 0 0
TECH DATA CORP COM 878237106 1,599 41,800 SH SOLE 41,800 0 0
TECHNOLOGY SOLUTIONS COCOM 87872T108 1,242 114,850 SH SOLE 114,850 0 0
TECO ENERGY COM 872375100 12,908 567,400 SH SOLE 567,400 0 0
TECUMSEH PRODUCTS CO CLCOM 878895200 11,422 188,600 SH SOLE 188,600 0 0
TEKTRONIX, INC. COM 879131100 1,762 58,380 SH SOLE 58,380 0 0
TELEFLEX INC COM 879369106 11,385 262,100 SH SOLE 262,100 0 0
TELEPHONE & DATA COM 879433100 16,629 227,600 SH SOLE 227,600 0 0
TELLABS INC. COM 879664100 47,085 696,904 SH SOLE 696,904 0 0
TELXON CORP. COM 879700102 583 73,500 SH SOLE 73,500 0 0
TEMPLE-INLAND INC. COM 879868107 5,608 82,168 SH SOLE 82,168 0 0
TEMPLETON CHINA CO COM 2882648 376 42,700 SH SOLE 42,700 0 0
TEMPLETON DRAGON F COM 2883061 1,106 100,000 SH SOLE 100,000 0 0
TEMPLETON RUSSIA F COM 5529243 440 26,320 SH SOLE 26,320 0 0
TENET HEALTHCARE CORP COM 88033G100 7,698 414,683 SH SOLE 414,683 0 0
TENNECO INC. COM 88037E101 24,724 1,035,574 SH SOLE 1,035,574 0 0
TERADYNE INC COM 880770102 23,096 321,900 SH SOLE 321,900 0 0
TETRA TECH INC. COM 88162G103 1,916 116,125 SH SOLE 116,125 0 0
TETRA TECHNOLOGIES INC.COM 88162F105 473 51,500 SH SOLE 51,500 0 0
TEXACO INC. COM 881694103 69,547 1,112,755 SH SOLE 1,112,755 0 0
TEXAS INDUSTRIES INC COM 882491103 3,313 85,500 SH SOLE 85,500 0 0
TEXAS INSTRS INC COM 882508104 71,753 494,848 SH SOLE 494,848 0 0
TEXAS UTILITIES CO_(HOLCOM 882848104 50,766 1,230,689 SH SOLE 1,230,689 0 0
TEXTRON INC. COM 883203101 16,535 200,886 SH SOLE 200,886 0 0
THAI EURO FUND CTRY 0885780 3,301 185,000 SH SOLE 185,000 0 0
THAILAND INTL FUND CTRY 4886217 844 160,000 SH SOLE 160,000 0 0
THE FORMOSA GROWTH FUNDCTRY 0347246 3,632 200,000 SH SOLE 200,000 0 0
THE MEN'S WEARHOUSE INCCOM 587118100 2,726 106,900 SH SOLE 106,900 0 0
THERMO ELECTRON CORP. COM 883556102 54,477 2,715,342 SH SOLE 2,715,342 0 0
THOMAS & BETTS CORP. COM 884315102 4,317 91,358 SH SOLE 91,358 0 0
THOMAS INDUSTRIES INC COM 884425109 1,279 62,400 SH SOLE 62,400 0 0
THOR INDUSTRIES INC COM 885160101 1,400 49,350 SH SOLE 49,350 0 0
TIDEWATER INC COM 886423102 1,598 52,400 SH SOLE 52,400 0 0
TIFFANY & CO COM 886547108 9,689 100,400 SH SOLE 100,400 0 0
TIMBERLAND CO CL-A COM 887100105 2,512 36,900 SH SOLE 36,900 0 0
TIME WARNER INC. COM 887315109 113,709 1,547,058 SH SOLE 1,547,058 0 0
TIMES MIRROR CO-CL A COM 887364107 9,320 157,294 SH SOLE 157,294 0 0
TIMKEN CO. COM 887389104 486 24,899 SH SOLE 24,899 0 0
TITAN INT'L INC. COM 88830M102 11,731 987,900 SH SOLE 987,900 0 0
TJ INTERNATIONAL INC COM 872534102 2,099 67,700 SH SOLE 67,700 0 0
TJX COS. INC. COM 872540109 17,675 530,578 SH SOLE 530,578 0 0
TNP ENTERPRISES INC COM 872594106 1,871 51,600 SH SOLE 51,600 0 0
TOLL BROTHERS INC COM 889478103 2,896 135,100 SH SOLE 135,100 0 0
TOMMY HILFIGER COM COM 2896241 4,439 60,600 SH SOLE 60,600 0 0
TORCHMARK CORP COM 891027104 4,412 129,300 SH SOLE 129,300 0 0
TORO CO COM 891092108 1,650 41,900 SH SOLE 41,900 0 0
TOSCO CORP COM 891490302 3,517 135,600 SH SOLE 135,600 0 0
TOTAL RENAL CARE HOLDINCOM 89151A107 5,486 352,500 SH SOLE 352,500 0 0
TOWER AUTOMOTIVE INC COM 891707101 3,625 142,500 SH SOLE 142,500 0 0
TOYS R US INC. COM 892335100 9,238 446,572 SH SOLE 446,572 0 0
TRANSACTION SYSTEMS ARCCOM 893416107 3,530 90,500 SH SOLE 90,500 0 0
TRANSAMERICA CORP. COM 893485102 8,487 113,162 SH SOLE 113,162 0 0
TRANSOCEAN OFFSHORE INCCOM 893817106 10,434 397,500 SH SOLE 397,500 0 0
TREDEGAR CORPORATION COM 894650100 2,477 113,900 SH SOLE 113,900 0 0
TRENWICK GROUP INC COM 895290104 1,151 46,700 SH SOLE 46,700 0 0
TRIAD HOSPITALS INC COM 89579K109 540 40,005 SH SOLE 40,005 0 0
TRIARC COM COM 895927101 1,721 81,000 SH SOLE 81,000 0 0
TRIBUNE CO COM 896047107 7,732 88,750 SH SOLE 88,750 0 0
TRICON GLOBAL RESTAURANCOM 895953107 14,053 259,632 SH SOLE 259,632 0 0
TRIGON HEALTHCARE CORP.COM 89618L100 1,273 35,000 SH SOLE 35,000 0 0
TRIMBLE NAVIGATION LTD COM 896239100 1,069 83,000 SH SOLE 83,000 0 0
TRINET CORPORATE REALTYREIT 896287109 5,538 200,000 SH SOLE 200,000 0 0
TRINITY INDUSTRIES COM 896522109 1,246 37,200 SH SOLE 37,200 0 0
TRU NORTH COMMUNICATIONCOM 897844106 4,125 137,500 SH SOLE 137,500 0 0
TRUSTCO BANK CORP. NY COM 898349105 2,065 76,850 SH SOLE 76,850 0 0
TRW INC. COM 872649108 8,721 158,920 SH SOLE 158,920 0 0
TUBOSCOPE INC. COM 898600101 2,372 173,300 SH SOLE 173,300 0 0
TUPPERWARE CORPORATION COM 899896104 668 26,189 SH SOLE 26,189 0 0
TURKEY INVESTMENT FUND CTRY 900145103 6,713 942,200 SH SOLE 942,200 0 0
TURKISH INVESTMENT COM 2907411 428 60,000 SH SOLE 60,000 0 0
TYCO INT'L. LTD NEW COM 902124106 124,305 1,311,927 SH SOLE 1,311,927 0 0
TYSON FOODS INC. CL-A COM 902494103 14,940 664,000 SH SOLE 664,000 0 0
U S TR CORP COM 91288L105 5,310 57,400 SH SOLE 57,400 0 0
U.S. BANCORP COM 902973106 47,310 1,391,460 SH SOLE 1,391,460 0 0
U.S. BIOSCIENCE INC COM 911646206 1,097 112,500 SH SOLE 112,500 0 0
U.S. FOODSERVICE COM 90331R101 11,031 258,800 SH SOLE 258,800 0 0
U.S. HOME CORP COM 911920106 1,622 45,700 SH SOLE 45,700 0 0
U.S. WEST INC. COM 91273H101 81,844 1,393,097 SH SOLE 1,393,097 0 0
UCAR INTERNATIONAL INC COM 90262K109 10,597 419,700 SH SOLE 419,700 0 0
ULTRAMAR DIAMOND SHAMROCOM 904000106 12,897 591,250 SH SOLE 591,250 0 0
ULTRATECH STEPPER INC COM 904034105 1,113 73,900 SH SOLE 73,900 0 0
UNICOM CORP COM 904911104 13,810 358,121 SH SOLE 358,121 0 0
UNIFI INC COM 904677101 1,139 53,600 SH SOLE 53,600 0 0
UNIFIRST CORP COM 904708104 5,323 289,700 SH SOLE 289,700 0 0
UNILEVER UN COM 904784709 57,575 825,446 SH SOLE 825,446 0 0
UNION CARBIDE CORP. COM 905581104 6,690 137,222 SH SOLE 137,222 0 0
UNION PACIFIC CORP. COM 907818108 16,406 281,338 SH SOLE 281,338 0 0
UNION PACIFIC RESOURCESCOM 907834105 1,626 99,700 SH SOLE 99,700 0 0
UNION PLANTERS CORP. COM 908068109 2,284 51,100 SH SOLE 51,100 0 0
UNISYS CORP. COM 909214108 15,283 392,511 SH SOLE 392,511 0 0
UNITED BANKSHARES INC. COM 909907107 3,567 134,600 SH SOLE 134,600 0 0
UNITED HEALTHCARE CORP COM 910581107 8,057 128,661 SH SOLE 128,661 0 0
UNITED ILLUMINATING CO COM 910637107 2,368 55,800 SH SOLE 55,800 0 0
UNITED TECHNOLOGIES COM 913017109 38,936 543,140 SH SOLE 543,140 0 0
UNITED WATER RESOURCES COM 913190104 2,757 121,500 SH SOLE 121,500 0 0
UNITRIN INC. COM 913275103 26,650 650,000 SH SOLE 650,000 0 0
UNITRODE CORP. COM 913283107 2,350 81,900 SH SOLE 81,900 0 0
UNIVERSAL CORP-VA COM 913456109 15,430 542,600 SH SOLE 542,600 0 0
UNIVERSAL FOODS COM 913538104 11,551 546,800 SH SOLE 546,800 0 0
UNIVERSAL FOREST PRODUCCOM 913543104 1,312 61,000 SH SOLE 61,000 0 0
UNIVERSAL HEALTH SERVICCOM 913903100 4,794 100,400 SH SOLE 100,400 0 0
UNIVISION COMMUNICATIONCOM 914906102 15,886 240,700 SH SOLE 240,700 0 0
UNOCAL COM 915289102 46,304 1,168,562 SH SOLE 1,168,562 0 0
UNUMPROVIDENT CORP. COM 91529Y106 22,643 413,567 SH SOLE 413,567 0 0
US FREIGHTWAYS CORP COM 916906100 4,177 90,200 SH SOLE 90,200 0 0
USAIR GROUP INC. COM 911905107 1,608 36,905 SH SOLE 36,905 0 0
USEC INC. COM 90333E108 29,173 1,961,200 SH SOLE 1,961,200 0 0
USG CORPORATION COM 903293405 8,814 157,400 SH SOLE 157,400 0 0
UST CORP. COM 902900109 4,014 132,700 SH SOLE 132,700 0 0
UST INC. COM 902911106 5,267 180,069 SH SOLE 180,069 0 0
USX-MARATHON OIL COM 902905827 61,380 1,884,985 SH SOLE 1,884,985 0 0
USX-U.S. STEEL COM 90337T101 4,555 168,691 SH SOLE 168,691 0 0
UTILICORP UNITED INC COM 918005109 11,101 456,600 SH SOLE 456,600 0 0
V F CORP COM 918204108 4,603 107,672 SH SOLE 107,672 0 0
VALASSIS COMMUNICATIONSCOM 918866104 6,389 174,450 SH SOLE 174,450 0 0
VALERO ENERGY CORP. COM 91913Y100 13,564 632,700 SH SOLE 632,700 0 0
VALMONT INDUSTRIES COM 920253101 1,190 69,900 SH SOLE 69,900 0 0
VANTIVE CORP COM 922091103 984 86,000 SH SOLE 86,000 0 0
VARCO INTERNATIONAL INCCOM 922126107 597 54,600 SH SOLE 54,600 0 0
VARIAN MEDICAL SYSTEMS COM 92220P105 2,396 94,900 SH SOLE 94,900 0 0
VENATOR GROUP INC. COM 922944103 31,313 3,000,000 SH SOLE 3,000,000 0 0
VERITAS SOFTWARE CORPORCOM 923436109 17,184 181,000 SH SOLE 181,000 0 0
VERTEX PHARMAREUTICALS COM 92532F100 2,714 112,500 SH SOLE 112,500 0 0
VIACOM INC-CLASS B COM 925524308 41,777 949,486 SH SOLE 949,486 0 0
VIAD CORP COM 92552R109 8,106 262,000 SH SOLE 262,000 0 0
VICOR CORP COM 925815102 3,259 153,800 SH SOLE 153,800 0 0
VINTAGE PETROLEUM INC. COM 927460105 2,060 191,600 SH SOLE 191,600 0 0
VISHAY INTERTECHNOLOGY COM 928298108 15,104 719,231 SH SOLE 719,231 0 0
VISX INC COM 92844S105 4,284 54,100 SH SOLE 54,100 0 0
VITAL SIGNS INC COM 928469105 1,029 51,600 SH SOLE 51,600 0 0
VITESSE SEMICONDUCTOR CCOM 928497106 12,220 181,200 SH SOLE 181,200 0 0
VLASIC FOODS INTERNATIOCOM 928559103 285 38,990 SH SOLE 38,990 0 0
VODAPHONE AIRTOUCH PLC COM 92857T107 51,023 259,000 SH SOLE 259,000 0 0
VOLT INFO. SCIENCES INCCOM 928703107 890 38,900 SH SOLE 38,900 0 0
VORNADO OPERATING CO REIT 92904N103 120 15,000 SH SOLE 15,000 0 0
VORNADO REALTY TRUST REIT 929042109 10,594 300,000 SH SOLE 300,000 0 0
VULCAN MATERIALS CO COM 929160109 4,632 96,000 SH SOLE 96,000 0 0
WABASH NATIONAL CORP COM 929566107 1,449 74,800 SH SOLE 74,800 0 0
WACHOVIA CORP. COM 929771103 27,325 319,363 SH SOLE 319,363 0 0
WAL MART STORES INC COM 931142103 332,270 6,886,432 SH SOLE 6,886,432 0 0
WALGREEN CO. COM 931422109 43,823 1,491,842 SH SOLE 1,491,842 0 0
WALL DATA INC COM 932045107 375 39,200 SH SOLE 39,200 0 0
WALLACE COMPUTER SVCS ICOM 932270101 933 37,300 SH SOLE 37,300 0 0
WARNACO GROUP COM 934390105 20,705 774,000 SH SOLE 774,000 0 0
WARNER-LAMBERT CO COM 934488107 95,320 1,373,978 SH SOLE 1,373,978 0 0
WASHINGTON GAS LIGHT COCOM 938837101 988 38,000 SH SOLE 38,000 0 0
WASHINGTON MUTUAL INC. COM 939322103 44,219 1,250,021 SH SOLE 1,250,021 0 0
WASHINGTON POST CL. B COM 939640108 15,541 28,900 SH SOLE 28,900 0 0
WASTE MANAGEMENT INC. COM 94106L109 51,708 962,005 SH SOLE 962,005 0 0
WATKINS-JOHNSON COMPANYCOM 942486101 1,094 37,100 SH SOLE 37,100 0 0
WATSCO INC. COM 942622200 1,441 88,000 SH SOLE 88,000 0 0
WATSON PHARMACEUTICALS COM 942683103 5,703 162,658 SH SOLE 162,658 0 0
WATTS INDUSTRIES INC. CCOM 942749102 8,502 443,100 SH SOLE 443,100 0 0
WAUSAU-MOSINEE PAPER COCOM 943315101 895 49,700 SH SOLE 49,700 0 0
WD-40 CO COM 929236107 1,523 60,900 SH SOLE 60,900 0 0
WEATHERFORD INTERNATIONCOM 947074100 10,094 275,615 SH SOLE 275,615 0 0
WEEKS CORP. REIT 94856P102 4,575 150,000 SH SOLE 150,000 0 0
WELLMAN INC COM 949702104 432 27,100 SH SOLE 27,100 0 0
WELLPOINT HEALTH NETWORCOM 94973H108 2,300 27,100 SH SOLE 27,100 0 0
WELLS FARGO COMPANY COM 949746101 158,892 3,716,772 SH SOLE 3,716,772 0 0
WENDY'S INTL COM 950590109 8,779 310,077 SH SOLE 310,077 0 0
WERNER ENTERPRISES INC COM 950755108 3,521 169,700 SH SOLE 169,700 0 0
WESTAMERICA BANCORPORATCOM 957090103 1,226 33,600 SH SOLE 33,600 0 0
WESTPOINT STEVENS COM 961238102 7,271 243,900 SH SOLE 243,900 0 0
WESTVACO CORP COM 961548104 2,925 100,852 SH SOLE 100,852 0 0
WESTWOOD ONE COM 961815107 3,840 107,600 SH SOLE 107,600 0 0
WEYERHAEUSER CO. COM 962166104 22,231 323,363 SH SOLE 323,363 0 0
WHIRLPOOL CORP COM 963320106 8,924 120,591 SH SOLE 120,591 0 0
WHITMAN CORP. COM 96647R107 8,161 453,379 SH SOLE 453,379 0 0
WHITNEY HOLDING CORP COM 966612103 2,568 64,600 SH SOLE 64,600 0 0
WHITTMAN-HART INC. COM 966834103 4,597 144,800 SH SOLE 144,800 0 0
WHOLE FOODS MARKET INC COM 966837106 3,980 82,800 SH SOLE 82,800 0 0
WICOR INC COM 929253102 3,643 130,400 SH SOLE 130,400 0 0
WILLAMETTE INDUSTRIES COM 969133107 7,833 170,046 SH SOLE 170,046 0 0
WILLIAMS COS. INC. COM 969457100 24,729 581,000 SH SOLE 581,000 0 0
WILLIAMS-SONOMA INC COM 969904101 5,929 170,300 SH SOLE 170,300 0 0
WILMINGTON TRUST CO, DECOM 971807102 20,162 351,400 SH SOLE 351,400 0 0
WINN-DIXIE STORES INC. COM 974280109 2,278 61,670 SH SOLE 61,670 0 0
WISCONSIN CENTRAL TRANSCOM 976592105 831 44,000 SH SOLE 44,000 0 0
WISCONSIN ENERGY CORP. COM 976657106 13,980 557,800 SH SOLE 557,800 0 0
WITCO CHEM CORP. COM 977385103 998 49,900 SH SOLE 49,900 0 0
WMC LIMITED-SPONSORED ACOM 928947100 30,188 1,725,000 SH SOLE 1,725,000 0 0
WOLVERINE TUBE CO. COM 978093102 16,040 638,400 SH SOLE 638,400 0 0
WOLVERINE WORLD WIDE COM 978097103 4,460 318,550 SH SOLE 318,550 0 0
WORLD COLOR PRESS INC COM 981443104 7,420 269,800 SH SOLE 269,800 0 0
WORTHINGTON INDS COM 981811102 20,829 1,267,156 SH SOLE 1,267,156 0 0
WRIGLEY WM JR CO COM 982526105 10,331 114,786 SH SOLE 114,786 0 0
WYNDHAM INTERNATIONAL IREIT 983101106 2,173 482,998 SH SOLE 482,998 0 0
WYNN'S INTERNATIONAL INCOM 983195108 1,356 73,550 SH SOLE 73,550 0 0
X-RITE INC COM 983857103 492 76,500 SH SOLE 76,500 0 0
XEROX CORP COM 984121103 51,719 875,658 SH SOLE 875,658 0 0
XILINX INC COM 983919101 20,999 366,800 SH SOLE 366,800 0 0
XIRCOM INC COM 983922105 2,222 73,900 SH SOLE 73,900 0 0
XL CAPITAL LTD. COM G98255101 2,926 51,789 SH SOLE 51,789 0 0
YELLOW CORP COM 985509108 1,644 92,600 SH SOLE 92,600 0 0
YORK INTERNATIONAL CORPCOM 986670107 1,601 37,400 SH SOLE 37,400 0 0
ZALE CORP. COM 988858106 4,204 105,100 SH SOLE 105,100 0 0
ZEBRA TECHNOLOGIES CORPCOM 989207105 3,317 86,300 SH SOLE 86,300 0 0
ZENITH NATIONAL INSURANCOM 989390109 1,729 70,200 SH SOLE 70,200 0 0
ZIONS BANCORPORATION COM 989701107 15,088 237,600 SH SOLE 237,600 0 0
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