UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 12/31/1999
Check here if this is an Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this report:
Name: OTR - Nominee Name for The State Teachers Retirement Board of Ohio
Address: 275 East Broad Street
Columbus, Ohio 43215
13F File Number:
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables, are considered integral parts of
this form.
Person Signing this Report on Behalf of
OTR - Nominee Name for The State Teachers Retirement Board of Ohio:
Name: Stephen A. Mitchell
Title: Deputy Executive Director, Investments
Telephone: 614-227-4003
Signature, Place, and Date of Signing:
/s/ STEPHEN A. MITCHELL Columbus, Ohio 01/25/2000
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: 1526
Form 13F Information Table Value Total: $29,422,429
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 26,831 570,868 SH SOLE 570,868 0 0
AAR CORPORATION COM 000361105 1,895 105,650 SH SOLE 105,650 0 0
ABBOTT LABORATORIES COM 002824100 88,071 2,425,374 SH SOLE 2,425,374 0 0
ABERCROMBIE & FITCH CO COM 002896207 9,431 353,400 SH SOLE 353,400 0 0
ABM INDUSTRIES INC. COM 000957100 1,620 79,500 SH SOLE 79,500 0 0
AC NIELSON CORP COM 004833109 4,078 165,601 SH SOLE 165,601 0 0
ACE LIMITED COM 2008853 1,360 81,510 SH SOLE 81,510 0 0
ACTION PERFORMANCE CO COM 004933107 593 51,600 SH SOLE 51,600 0 0
ACUSON CORP COM 005113105 312 24,800 SH SOLE 24,800 0 0
ACX TECHNOLOGIES COM 005123104 5,878 550,000 SH SOLE 550,000 0 0
ACXIOM CORP. COM 005125109 5,590 232,900 SH SOLE 232,900 0 0
ADAC LABORATORIES COM 005313200 773 71,900 SH SOLE 71,900 0 0
ADAPTEC INC COM 00651F108 5,756 115,400 SH SOLE 115,400 0 0
ADAPTIVE BROADBAND CORPCOM 00650M104 6,628 89,800 SH SOLE 89,800 0 0
ADC COMMUNICATIONS INC COM 000886101 19,425 267,700 SH SOLE 267,700 0 0
ADOBE SYSTEMS INC. COM 00724F101 9,081 135,032 SH SOLE 135,032 0 0
ADTRAN INC. COM 00738A106 5,293 102,900 SH SOLE 102,900 0 0
ADVANCE PARADIGM COM 007491103 1,289 59,800 SH SOLE 59,800 0 0
ADVANCED MICRO DEVICES COM 007903107 7,043 243,387 SH SOLE 243,387 0 0
ADVO INC. COM 007585102 2,256 95,000 SH SOLE 95,000 0 0
AES CORP COM 00130H105 9,703 129,800 SH SOLE 129,800 0 0
AETNA INC. COM 008117103 10,452 187,276 SH SOLE 187,276 0 0
AFFILIATED COMPUTER SERCOM 008190100 6,546 142,300 SH SOLE 142,300 0 0
AFLAC INC COM 001055102 12,382 262,400 SH SOLE 262,400 0 0
AGCO CORP. COM 001084102 9,604 714,700 SH SOLE 714,700 0 0
AGL RESOURCES INC COM 001204106 826 48,600 SH SOLE 48,600 0 0
AGNICO-EAGLE MINES LTD.COM 008474108 2,803 380,000 SH SOLE 380,000 0 0
AIR EXPRESS INTERNATIONCOM 009104100 4,052 125,400 SH SOLE 125,400 0 0
AIR PROD. & CHEM. COM 009158106 18,137 540,382 SH SOLE 540,382 0 0
AIRBORNE FREIGHT CORP COM 009266107 3,753 170,600 SH SOLE 170,600 0 0
AIRGAS INC COM 009363102 569 59,900 SH SOLE 59,900 0 0
AK STEEL HOLDING CORP COM 001547108 1,638 86,800 SH SOLE 86,800 0 0
AKAMAI TECHNOLOGIES COM 00971T101 655 2,000 SH SOLE 2,000 0 0
ALASKA AIRGROUP INC COM 011659109 4,756 135,400 SH SOLE 135,400 0 0
ALBANY INTL CL-A COM 012348108 6,241 402,672 SH SOLE 402,672 0 0
ALBEMARLE CORP COM 012653101 821 42,800 SH SOLE 42,800 0 0
ALBERTO CULVER CL-A COM 013068200 23,925 1,100,000 SH SOLE 1,100,000 0 0
ALBERTO CULVER CL-B COM 013068101 1,596 61,812 SH SOLE 61,812 0 0
ALBERTSON'S, INC. COM 013104104 23,846 739,425 SH SOLE 739,425 0 0
ALCOA INC. COM 013817101 49,331 594,350 SH SOLE 594,350 0 0
ALEXANDER & BALDWIN INCCOM 014482103 897 39,300 SH SOLE 39,300 0 0
ALLEGHENY ENERGY INC. COM 017361106 14,409 534,900 SH SOLE 534,900 0 0
ALLEGHENY TECHNOLOGIES COM 01741R102 3,891 173,401 SH SOLE 173,401 0 0
ALLEN TELECOM INC. COM 018091108 1,145 99,000 SH SOLE 99,000 0 0
ALLERGAN PHARMACEUTICALCOM 018490102 6,340 127,446 SH SOLE 127,446 0 0
ALLIANT ENERGY CORPORATCOM 018802108 7,355 267,454 SH SOLE 267,454 0 0
ALLIANT TECHSYSTEMS INCCOM 018804104 2,580 41,400 SH SOLE 41,400 0 0
ALLIED WASTE INDUSTRIESCOM 019589308 2,489 282,400 SH SOLE 282,400 0 0
ALLMERICA FINANCIAL CORCOM 019754100 11,942 214,684 SH SOLE 214,684 0 0
ALLSTATE CORP COM 020002101 54,951 2,289,606 SH SOLE 2,289,606 0 0
ALLTEL CORP COM 020039103 30,182 365,011 SH SOLE 365,011 0 0
ALPHA INDUSTRIES INC COM 020753109 3,399 59,300 SH SOLE 59,300 0 0
ALPHARMA, INC.-CL A COM 020813101 2,494 81,100 SH SOLE 81,100 0 0
ALTERA CORP COM 021441100 32,354 652,800 SH SOLE 652,800 0 0
ALZA CORP. COM 022615108 1,908 55,100 SH SOLE 55,100 0 0
AMB PROPERTY CORP. REIT 00163T109 6,679 335,000 SH SOLE 335,000 0 0
AMBAC FINANCIAL GROUP ICOM 023139108 9,399 180,100 SH SOLE 180,100 0 0
AMCAST INDL. CORP. COM 023395106 563 34,400 SH SOLE 34,400 0 0
AMCOL INTERNATIONAL CORCOM 02341W103 1,824 113,100 SH SOLE 113,100 0 0
AMERADA HESS CORP. COM 023551104 6,242 109,990 SH SOLE 109,990 0 0
AMEREN CORP. COM 023608102 28,045 856,327 SH SOLE 856,327 0 0
AMERICA ONLINE INC COM 02364J104 280,733 3,721,400 SH SOLE 3,721,400 0 0
AMERICAN EAGLE OUTFITTECOM 02553E106 6,390 142,000 SH SOLE 142,000 0 0
AMERICAN ELECTRIC POWERCOM 025537101 6,062 188,687 SH SOLE 188,687 0 0
AMERICAN EXPRESS CO. COM 025816109 100,865 606,704 SH SOLE 606,704 0 0
AMERICAN FINANCIAL GROUCOM 025932104 1,372 52,000 SH SOLE 52,000 0 0
AMERICAN FREIGHTWAYS COCOM 02629V108 1,787 110,400 SH SOLE 110,400 0 0
AMERICAN GENERAL COM 026351106 29,749 392,076 SH SOLE 392,076 0 0
AMERICAN GREETING CL A COM 026375105 1,034 43,759 SH SOLE 43,759 0 0
AMERICAN HOME PRODUCTS COM 026609107 90,819 2,302,848 SH SOLE 2,302,848 0 0
AMERICAN INTL GROUP COM 026874107 247,996 2,293,608 SH SOLE 2,293,608 0 0
AMERICAN MANAGEMENT SYSCOM 027352103 4,069 129,700 SH SOLE 129,700 0 0
AMERICAN POWER CONVERSICOM 029066107 16,611 629,800 SH SOLE 629,800 0 0
AMERICAN STANDARD COMPACOM 029712106 9,533 207,800 SH SOLE 207,800 0 0
AMERICAN STATES WATER CCOM 029899101 1,123 31,200 SH SOLE 31,200 0 0
AMERICAN WATER WORKS COM 030411102 10,748 505,800 SH SOLE 505,800 0 0
AMERICREDIT CORP. COM 03060R101 3,519 190,200 SH SOLE 190,200 0 0
AMES DEPARTMENT STORES COM 030789507 2,512 87,200 SH SOLE 87,200 0 0
AMETEK INC. COM 031100100 1,502 78,800 SH SOLE 78,800 0 0
AMGEN INC COM 031162100 99,316 1,653,536 SH SOLE 1,653,536 0 0
AMR CORP. COM 001765106 20,979 313,114 SH SOLE 313,114 0 0
AMSOUTH BANCORPORATION COM 032165102 4,722 244,500 SH SOLE 244,500 0 0
ANADARKO PETROLEUM CORPCOM 032511107 3,842 112,592 SH SOLE 112,592 0 0
ANALOG DEVICES COM 032654105 17,614 189,400 SH SOLE 189,400 0 0
ANALYSTS INTERNATIONAL COM 032681108 861 68,900 SH SOLE 68,900 0 0
ANCHOR GAMING COM 033037102 1,616 37,200 SH SOLE 37,200 0 0
ANDREW CORP. COM 034425108 1,063 56,127 SH SOLE 56,127 0 0
ANHEUSER-BUSCH COM 035229103 59,026 832,815 SH SOLE 832,815 0 0
ANIXTER INTERNATIONAL ICOM 035290105 2,636 127,800 SH SOLE 127,800 0 0
ANNTAYLOR STORES CORP COM 036115103 2,727 79,200 SH SOLE 79,200 0 0
AO TATNEFT ADR EAC ICOM 2255110 253 26,653 SH SOLE 26,653 0 0
AON CORP COM 037389103 24,605 615,125 SH SOLE 615,125 0 0
APACHE CORP. COM 037411105 2,310 62,546 SH SOLE 62,546 0 0
APARTMENT INVT & MGMT REIT 03748R101 14,819 372,213 SH SOLE 372,213 0 0
APEX INC. COM 037548104 1,874 58,100 SH SOLE 58,100 0 0
APOGEE INTERPRISES INC.COM 037598109 549 108,500 SH SOLE 108,500 0 0
APOLLO GROUP INC COM 037604105 4,189 208,800 SH SOLE 208,800 0 0
APPLE COMPUTER INC. COM 037833100 10,261 99,807 SH SOLE 99,807 0 0
APPLEBEES INT'L. INC. COM 037899101 2,440 82,700 SH SOLE 82,700 0 0
APPLIED MATERIALS INC. COM 038222105 75,620 596,904 SH SOLE 596,904 0 0
APPLIED POWER INC. CL-ACOM 038225108 4,352 118,435 SH SOLE 118,435 0 0
APRIA HEALTHCARE GP. INCOM 037933108 2,664 148,500 SH SOLE 148,500 0 0
APTAR GROUP INC. COM 038336103 2,754 109,600 SH SOLE 109,600 0 0
ARCH COAL INC. COM 039380100 7,513 664,100 SH SOLE 664,100 0 0
ARCHER DANIELS MIDLAND COM 039483102 14,090 1,156,084 SH SOLE 1,156,084 0 0
ARCHSTONE COMMUNITIES TREIT 039581103 13,325 650,000 SH SOLE 650,000 0 0
ARCTIC CAT INC. COM 039670104 1,164 116,400 SH SOLE 116,400 0 0
ARGENTINA FUND INC CTRY 2046938 14,852 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 1,601 47,967 SH SOLE 47,967 0 0
ARNOLD INDUSTRIES INC COM 042595108 318 22,600 SH SOLE 22,600 0 0
ARROW ELECTRONICS COM 042735100 17,560 692,000 SH SOLE 692,000 0 0
ARTESYN TECHNOLOGIES COM 043127109 2,409 114,700 SH SOLE 114,700 0 0
ARVIN INDUSTRIES INC. COM 043339100 1,433 50,500 SH SOLE 50,500 0 0
ASHANTI GOLDFIELDS ADR COM 043743202 578 220,000 SH SOLE 220,000 0 0
ASHLAND INC COM 044204105 2,740 83,188 SH SOLE 83,188 0 0
ASIA TIGERS FUND C ICOM 2887212 659 64,700 SH SOLE 64,700 0 0
ASPECT COMMUNICATIONS CCOM 04523Q102 6,776 173,200 SH SOLE 173,200 0 0
ASPEN TECHNOLOGY INC COM 045327103 2,015 76,200 SH SOLE 76,200 0 0
ASSOCIATED BANC-CORP. COM 045487105 3,907 114,075 SH SOLE 114,075 0 0
ASSOCIATES FIRST CAPITACOM 046008108 27,769 1,012,082 SH SOLE 1,012,082 0 0
ASTEC INDUSTRIES INC COM 046224101 1,097 58,300 SH SOLE 58,300 0 0
ASTORIA FINANCIAL CORP.COM 046265104 1,400 46,000 SH SOLE 46,000 0 0
AT&T CORPORATION COM 001957109 278,704 5,491,704 SH SOLE 5,491,704 0 0
ATLANTIC RICHFIELD COM 048825103 63,564 734,840 SH SOLE 734,840 0 0
ATMEL CORP COM 049513104 19,860 671,800 SH SOLE 671,800 0 0
ATMOS ENERGY CORP. COM 049560105 2,099 102,700 SH SOLE 102,700 0 0
AUSPEX SYSTEMS INC. COM 052116100 1,148 112,000 SH SOLE 112,000 0 0
AUTODESK INC. COM 052769106 1,120 33,171 SH SOLE 33,171 0 0
AUTOMATIC DATA PROC. COM 053015103 59,902 1,111,876 SH SOLE 1,111,876 0 0
AUTOZONE INC COM 053332102 10,080 311,944 SH SOLE 311,944 0 0
AVALONBAY COMMUNITIES IREIT 053484101 33,480 975,735 SH SOLE 975,735 0 0
AVERY DENNISON COM 053611109 8,456 116,029 SH SOLE 116,029 0 0
AVIATION SALES COMPANY COM 053672101 653 39,600 SH SOLE 39,600 0 0
AVID TECHNOLOGY INC. COM 05367P100 861 65,900 SH SOLE 65,900 0 0
AVNET INC. COM 053807103 17,261 285,300 SH SOLE 285,300 0 0
AVON PRODUCTS COM 054303102 17,730 537,280 SH SOLE 537,280 0 0
AZTAR CORP. COM 054802103 1,922 176,700 SH SOLE 176,700 0 0
BAKER HUGHES CORP COM 057224107 22,754 1,080,289 SH SOLE 1,080,289 0 0
BALDOR ELECTRIC COM 057741100 2,484 137,033 SH SOLE 137,033 0 0
BALL CORPORATION COM 058498106 746 18,940 SH SOLE 18,940 0 0
BALTIC REPUBLIC FD ICOM 0092096 130 1,000 SH SOLE 1,000 0 0
BANCO SANTIAGO ADR ICOM 2136646 47 2,200 SH SOLE 2,200 0 0
BANDAG INC COM 059815100 493 19,700 SH SOLE 19,700 0 0
BANK OF AMERICA CORP. COM 060505104 159,085 3,169,817 SH SOLE 3,169,817 0 0
BANK OF NEW YORK CO, INCOM 064057102 46,389 1,159,736 SH SOLE 1,159,736 0 0
BANK ONE CORPORATION COM 06423A103 85,560 2,668,527 SH SOLE 2,668,527 0 0
BANKNORTH GROUP INC. COM 06646L100 1,966 73,500 SH SOLE 73,500 0 0
BANTA CORP COM 066821109 575 25,500 SH SOLE 25,500 0 0
BARD C. R. INC. COM 067383109 1,780 33,578 SH SOLE 33,578 0 0
BARNES & NOBLE INC. COM 067774109 3,671 178,000 SH SOLE 178,000 0 0
BARR LABORATORIES INC. COM 068306109 1,986 63,300 SH SOLE 63,300 0 0
BARRETT RESOURCES CORP.COM 068480201 3,406 115,700 SH SOLE 115,700 0 0
BASSETT FURNITURE INDS.COM 070203104 752 47,000 SH SOLE 47,000 0 0
BATTLE MOUNTAIN GOLD COCOM 071593107 4,361 2,114,578 SH SOLE 2,114,578 0 0
BAUSCH & LOMB INC COM 071707103 2,579 37,678 SH SOLE 37,678 0 0
BAXTER INTL COM 071813109 32,485 517,178 SH SOLE 517,178 0 0
BB&T CORPORATION COM 054937107 10,556 385,600 SH SOLE 385,600 0 0
BE AEROSPACE INC. COM 073302101 723 85,700 SH SOLE 85,700 0 0
BEA SYSTEMS INC COM 073325102 3,147 45,000 SH SOLE 45,000 0 0
BEAR STEARNS COMPANIES COM 073902108 5,934 138,800 SH SOLE 138,800 0 0
BECKMAN COULTER INC. COM 075811109 2,493 49,000 SH SOLE 49,000 0 0
BECTON DICKINSON & COMPCOM 075887109 10,123 378,448 SH SOLE 378,448 0 0
BED BATH & BEYOND INC COM 075896100 7,416 213,400 SH SOLE 213,400 0 0
BELDEN INC. COM 077459105 1,995 95,000 SH SOLE 95,000 0 0
BELL ATLANTIC COM 077853109 113,899 1,850,144 SH SOLE 1,850,144 0 0
BELLSOUTH COM 079860102 152,825 3,264,612 SH SOLE 3,264,612 0 0
BELO A H CORP COM 080555105 1,925 101,000 SH SOLE 101,000 0 0
BEMIS CO. COM 081437105 1,164 33,387 SH SOLE 33,387 0 0
BENCHMARK ELECTRONICS ICOM 08160H101 1,064 46,400 SH SOLE 46,400 0 0
BENTON OIL & GAS CO. COM 083288100 116 60,000 SH SOLE 60,000 0 0
BERGEN BRUNSWIG CORP CLCOM 083739102 3,668 441,300 SH SOLE 441,300 0 0
BERKSHIRE HATHAWAY INC.COM 084670108 39,270 700 SH SOLE 700 0 0
BEST BUY COMPANY INC COM 086516101 18,459 367,800 SH SOLE 367,800 0 0
BESTFOODS INC. COM 08658U101 27,511 523,390 SH SOLE 523,390 0 0
BETHLEHEM STEEL CORP. COM 087509105 11,861 1,416,286 SH SOLE 1,416,286 0 0
BEVERLY ENTERPRISES COM 087851309 376 85,839 SH SOLE 85,839 0 0
BILLING CONCEPTS CORP. COM 090063108 668 102,700 SH SOLE 102,700 0 0
BINDLEY WESTERN INDS. COM 090324104 1,384 91,866 SH SOLE 91,866 0 0
BIOGEN INC. COM 090597105 39,639 469,100 SH SOLE 469,100 0 0
BIOMATRIX INC. COM 09060P102 1,359 70,600 SH SOLE 70,600 0 0
BIOMET INC. COM 090613100 8,134 203,347 SH SOLE 203,347 0 0
BIRMINGHAM STEEL CORP. COM 091250100 625 117,700 SH SOLE 117,700 0 0
BISYS GROUP INC. COM 055472104 7,112 109,000 SH SOLE 109,000 0 0
BJ SERVICES CO COM 055482103 23,469 561,300 SH SOLE 561,300 0 0
BJ'S WHOLESALE CLUB INCCOM 05548J106 7,749 212,300 SH SOLE 212,300 0 0
BLACK & DECKER COM 091797100 7,540 144,307 SH SOLE 144,307 0 0
BLACK BOX CORPORATION COM 091826107 3,618 54,000 SH SOLE 54,000 0 0
BLACK HILLS CORP COM 092113109 413 18,600 SH SOLE 18,600 0 0
BLYTH INDUSTRIES COM 09643P108 3,481 141,700 SH SOLE 141,700 0 0
BMC INDUSTRIES INC-MINNCOM 055607105 527 108,100 SH SOLE 108,100 0 0
BMC SOFTWARE COM 055921100 38,410 480,500 SH SOLE 480,500 0 0
BOB EVANS FARMS COM 096761101 4,541 294,133 SH SOLE 294,133 0 0
BOEING CO COM 097023105 73,601 1,770,856 SH SOLE 1,770,856 0 0
BOISE CASCADE CORP COM 097383103 12,507 308,808 SH SOLE 308,808 0 0
BORDERS GROUP INC COM 099709107 7,479 465,600 SH SOLE 465,600 0 0
BORG-WARNER AUTOMOTIVE COM 099724106 12,146 299,900 SH SOLE 299,900 0 0
BOSTON PROPERTIES INC REIT 101121101 24,433 785,000 SH SOLE 785,000 0 0
BOSTON SCIENTIFIC CORP.COM 101137107 12,952 592,086 SH SOLE 592,086 0 0
BOWATER INC. COM 102183100 8,771 161,500 SH SOLE 161,500 0 0
BOWNE & CO INC. COM 103043105 1,928 142,800 SH SOLE 142,800 0 0
BP AMOCO PLC ICOM 0798059 9,533 1,531,470 SH SOLE 1,531,470 0 0
BRADLEY REAL ESTATE INCREIT 104580105 5,231 300,000 SH SOLE 300,000 0 0
BRADY CORPORATION COM 104674106 2,399 70,700 SH SOLE 70,700 0 0
BRAZIL FUND CTRY 2121954 24,751 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 9,724 428,600 SH SOLE 428,600 0 0
BRIGGS & STRATTON COM 109043109 1,030 19,211 SH SOLE 19,211 0 0
BRIGHTPOINT INC. COM 109473108 1,788 136,200 SH SOLE 136,200 0 0
BRINKER INTERNATIONAL ICOM 109641100 1,361 56,700 SH SOLE 56,700 0 0
BRISTOL-MYERS SQUIBB COM 110122108 214,169 3,336,610 SH SOLE 3,336,610 0 0
BROADWING INC. COM 111620100 28,173 764,000 SH SOLE 764,000 0 0
BROKEN HILL ADR COM 112169602 25,102 945,000 SH SOLE 945,000 0 0
BROWN SHOE COMPANY INC COM 115736100 1,331 94,200 SH SOLE 94,200 0 0
BROWN-FORMAN -CL B COM 115637209 2,473 43,195 SH SOLE 43,195 0 0
BRUNSWICK CORP COM 117043109 4,009 180,169 SH SOLE 180,169 0 0
BRUSH WELLMAN INC COM 117421107 955 56,800 SH SOLE 56,800 0 0
BUCKEYE TECHNOLOGIES INCOM 118255108 1,850 124,400 SH SOLE 124,400 0 0
BUFFETS INC COM 119882108 394 39,400 SH SOLE 39,400 0 0
BURLINGTON INDS INC COM 121693105 183 45,700 SH SOLE 45,700 0 0
BURLINGTON NORTHERN SANCOM 12189T104 20,701 853,658 SH SOLE 853,658 0 0
BURLINGTON RESOURCES COM 122014103 13,278 401,588 SH SOLE 401,588 0 0
BURNHAM PACIFIC PROPERTREIT 12232C108 469 50,000 SH SOLE 50,000 0 0
BURR-BROWN CROP. COM 122574106 6,183 171,150 SH SOLE 171,150 0 0
BUTLER MANUFACTURING COCOM 123655102 667 29,900 SH SOLE 29,900 0 0
C-COR ELECTRONICS COM 125010108 345 4,500 SH SOLE 4,500 0 0
C-CUBE MIRCOSYSTEMS INCCOM 125015107 7,184 115,400 SH SOLE 115,400 0 0
CABLE DESIGN TECHNOLOGICOM 126924109 1,792 77,900 SH SOLE 77,900 0 0
CABLETRON SYSTEMS INC. COM 126920107 18,329 704,944 SH SOLE 704,944 0 0
CABOT CORP COM 127055101 1,225 60,100 SH SOLE 60,100 0 0
CABOT OIL & GAS CORP. COM 127097103 1,333 83,000 SH SOLE 83,000 0 0
CADENCE DESIGN SYS INC COM 127387108 20,496 854,000 SH SOLE 854,000 0 0
CALLAWAY GOLF COMPANY COM 131193104 1,121 63,400 SH SOLE 63,400 0 0
CALPINE CORPORATION COM 131347106 10,714 167,400 SH SOLE 167,400 0 0
CAMBREX CORP. COM 132011107 3,086 89,600 SH SOLE 89,600 0 0
CAMBRIDGE TECH PARTNERSCOM 132524109 1,286 49,000 SH SOLE 49,000 0 0
CAMDEN PROPERTY TRUST REIT 133131102 9,636 352,000 SH SOLE 352,000 0 0
CAMPBELL SOUP CO. COM 134429109 23,004 594,607 SH SOLE 594,607 0 0
CANANDAIGUA BRANDS COM 137219200 2,810 55,100 SH SOLE 55,100 0 0
CAPITAL ONE FINANCIAL CCOM 14040H105 12,297 255,200 SH SOLE 255,200 0 0
CARAUSTAR INDUSTRIES INCOM 140909102 2,059 85,800 SH SOLE 85,800 0 0
CARDINAL HEALTH INC. COM 14149Y108 22,309 465,988 SH SOLE 465,988 0 0
CARLISLE COS INC COM 142339100 3,272 90,900 SH SOLE 90,900 0 0
CARMIKE CINEMAS INC. CLCOM 143436103 346 44,300 SH SOLE 44,300 0 0
CARNIVAL CORP COM 143658102 38,623 807,800 SH SOLE 807,800 0 0
CAROLINA FIRST CORP. COM 143877108 1,263 69,200 SH SOLE 69,200 0 0
CAROLINA PWR. & LT. CO.COM 144141108 3,089 101,483 SH SOLE 101,483 0 0
CARPENTER TECHNOLOGY COM 144285103 480 17,500 SH SOLE 17,500 0 0
CARTER-WALLACE INC COM 146285101 718 40,000 SH SOLE 40,000 0 0
CASCADE NATURAL GAS CORCOM 147339105 611 37,900 SH SOLE 37,900 0 0
CASEY'S GENERAL STORES COM 147528103 2,154 206,400 SH SOLE 206,400 0 0
CASH AMERICAN INT'L. INCOM 14754D100 837 85,800 SH SOLE 85,800 0 0
CASTLE (A.M.) & CO. COM 148411101 651 55,400 SH SOLE 55,400 0 0
CATALINA MARKETING CORPCOM 148867104 6,563 56,700 SH SOLE 56,700 0 0
CATERPILLAR INC. COM 149123101 22,998 488,676 SH SOLE 488,676 0 0
CBRL GROUP INC. COM 12489V106 512 52,800 SH SOLE 52,800 0 0
CBS CORP. COM 12490K107 71,082 1,111,744 SH SOLE 1,111,744 0 0
CCB FINANCIAL CORP. COM 124875105 1,481 34,000 SH SOLE 34,000 0 0
CDI CORP. COM 125071100 1,903 78,900 SH SOLE 78,900 0 0
CDW COMPUTER CENTERS COM 125129106 10,866 138,200 SH SOLE 138,200 0 0
CEC ENTERTAINMENT, INC.COM 125137109 2,835 99,900 SH SOLE 99,900 0 0
CENDANT CORP. COM 151313103 31,890 1,200,574 SH SOLE 1,200,574 0 0
CENTEX CORP COM 152312104 1,946 78,838 SH SOLE 78,838 0 0
CENTRAL & SW CORP COM 152357109 16,879 843,934 SH SOLE 843,934 0 0
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CENTRAL PARKING CORP. COM 154785109 1,757 91,850 SH SOLE 91,850 0 0
CENTURA BANKS INC. COM 15640T100 4,620 104,700 SH SOLE 104,700 0 0
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CERIDIAN CORP COM 15677T106 5,908 273,990 SH SOLE 273,990 0 0
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CHARTER ONE FNCL INC. COM 160903100 17,972 939,695 SH SOLE 939,695 0 0
CHASE MANHATTAN CORP. COM 16161A108 89,931 1,157,600 SH SOLE 1,157,600 0 0
CHECKFREE HOLDINGS CORPCOM 162816102 16,208 155,100 SH SOLE 155,100 0 0
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CHILE FUND INC USD ICOM 2193566 466 41,410 SH SOLE 41,410 0 0
CHIQUITA BRANDS COM 170032106 953 200,700 SH SOLE 200,700 0 0
CHIRON CORP COM 170040109 27,311 644,500 SH SOLE 644,500 0 0
CHITTENDEN CORPORATION COM 170228100 2,557 86,300 SH SOLE 86,300 0 0
CHOICEPOINT INC. COM 170388102 1,448 35,000 SH SOLE 35,000 0 0
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CHUBB CORP COM 171232101 29,452 523,015 SH SOLE 523,015 0 0
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CIBER INC. COM 17163B102 4,087 148,600 SH SOLE 148,600 0 0
CIGNA CORP. COM 125509109 21,470 266,502 SH SOLE 266,502 0 0
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CINTAS CORP COM 172908105 18,732 352,600 SH SOLE 352,600 0 0
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CIRCUIT CITY STORES COM 172737108 11,039 244,980 SH SOLE 244,980 0 0
CIRRUS LOGIC INC COM 172755100 769 57,800 SH SOLE 57,800 0 0
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CITC SEOUL EXEL TR ICOM 4220763 3,494 300 SH SOLE 300 0 0
CITIGROUP INC. COM 172967101 320,001 5,759,302 SH SOLE 5,759,302 0 0
CITRIX SYSTEMS INC COM 177376100 17,626 143,300 SH SOLE 143,300 0 0
CITY NATIONAL CORP COM 178566105 1,314 39,900 SH SOLE 39,900 0 0
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CKE RESTARUANTS INC. COM 12561E105 861 146,527 SH SOLE 146,527 0 0
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CLECO CORP. HOLDING CO.COM 12561W105 632 19,700 SH SOLE 19,700 0 0
CLEVELAND-CLIFFS INC COM 185896107 14,479 465,200 SH SOLE 465,200 0 0
CLOROX COMPANY COM 189054109 19,178 380,706 SH SOLE 380,706 0 0
CMP GROUP, INC. COM 125887109 777 28,200 SH SOLE 28,200 0 0
CMS ENERGY CORP COM 125896100 8,757 280,800 SH SOLE 280,800 0 0
CNA FINANCIAL CORP COM 126117100 31,150 800,000 SH SOLE 800,000 0 0
CNF TRANSPORTATION COM 12612W104 1,380 40,000 SH SOLE 40,000 0 0
COACHMEN INDUSTRIES INCCOM 189873102 770 50,900 SH SOLE 50,900 0 0
COASTAL CORP. COM 190441105 14,791 417,386 SH SOLE 417,386 0 0
COCA COLA CO. COM 191216100 236,230 4,055,450 SH SOLE 4,055,450 0 0
COCA-COLA BOTTLING COM 191098102 1,630 34,400 SH SOLE 34,400 0 0
COCA-COLA ENTERPRISE COM 191219104 14,601 725,500 SH SOLE 725,500 0 0
COEUR D'ALENE MINES CORCOM 192108108 80 23,400 SH SOLE 23,400 0 0
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COHERENT INC. COM 192479103 2,402 89,800 SH SOLE 89,800 0 0
COLGATE PALMOLIVE COM 194162103 65,650 1,010,006 SH SOLE 1,010,006 0 0
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COLUMBIA/HCA HEALTHCARECOM 197677107 37,720 1,286,811 SH SOLE 1,286,811 0 0
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COMERICA INC. COM 200340107 16,418 351,662 SH SOLE 351,662 0 0
COMMERCE BANCORP INC COM 200519106 3,441 85,100 SH SOLE 85,100 0 0
COMMERCIAL FEDERAL CORPCOM 201647104 3,351 188,100 SH SOLE 188,100 0 0
COMMERCIAL METALS CO. COM 201723103 2,050 60,400 SH SOLE 60,400 0 0
COMMERCIAL NET LEASE REREIT 202218103 2,981 300,000 SH SOLE 300,000 0 0
COMMONWEALTH INDUSTRIESCOM 203004106 516 39,700 SH SOLE 39,700 0 0
COMMSCOPE INC. COM 203372107 5,644 140,000 SH SOLE 140,000 0 0
COMMUNITY FIRST BANKSHACOM 203902101 2,252 143,000 SH SOLE 143,000 0 0
COMPANIA CERVECERI ICOM 2217596 32 1,000 SH SOLE 1,000 0 0
COMPAQ COMPUTER CORP. COM 204493100 90,107 3,329,603 SH SOLE 3,329,603 0 0
COMPASS BANCSHARES INC COM 20449H109 2,173 97,400 SH SOLE 97,400 0 0
COMPUSA INC. COM 204932107 402 78,400 SH SOLE 78,400 0 0
COMPUTER ASSOCIATE INTLCOM 204912109 63,391 906,398 SH SOLE 906,398 0 0
COMPUTER SCIENCES COM 205363104 19,142 202,298 SH SOLE 202,298 0 0
COMPUTER TASK GROUP INCCOM 205477102 945 63,800 SH SOLE 63,800 0 0
COMPUWARE CORP COM 205638109 20,458 549,200 SH SOLE 549,200 0 0
COMSAT CORP SERIES I COM 20564D107 3,781 190,254 SH SOLE 190,254 0 0
COMVERSE TECH INC COM 2193362 4,328 29,900 SH SOLE 29,900 0 0
COMVERSE TECHNOLOGY INCCOM 205862402 16,805 116,100 SH SOLE 116,100 0 0
CONAGRA INC COM 205887102 25,733 1,140,516 SH SOLE 1,140,516 0 0
CONCORD COMMUNICATIONS COM 206186108 754 17,000 SH SOLE 17,000 0 0
CONCORD EFS INC. COM 206197105 16,713 649,050 SH SOLE 649,050 0 0
CONE MILLS CORP. COM 206814105 243 54,000 SH SOLE 54,000 0 0
CONECTIV INC. COM 206829103 5,529 328,875 SH SOLE 328,875 0 0
CONEXANT SYSTEMS INC. COM 207142100 3,319 50,000 SH SOLE 50,000 0 0
CONNECTICUT ENERGY CORPCOM 207567108 1,287 33,100 SH SOLE 33,100 0 0
CONOCO INC COM 208251405 21,881 879,651 SH SOLE 879,651 0 0
CONSECO INC COM 208464107 9,969 557,680 SH SOLE 557,680 0 0
CONSOL ENERGY INC. COM 20854P109 2,025 200,000 SH SOLE 200,000 0 0
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CONSOLIDATED GRAPHICS ICOM 209341106 669 44,800 SH SOLE 44,800 0 0
CONSOLIDATED NAT. GAS COM 209615103 12,135 186,873 SH SOLE 186,873 0 0
CONSOLIDATED PAPERS INCCOM 209759109 34,571 1,086,700 SH SOLE 1,086,700 0 0
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CONSOLIDATED STORES COM 210149100 32,394 1,993,500 SH SOLE 1,993,500 0 0
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CONVERGYS CORPORATION COM 212485106 14,871 483,600 SH SOLE 483,600 0 0
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COOPER TIRE & RUBBER COM 216831107 10,002 642,689 SH SOLE 642,689 0 0
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CORNERSTONE PROPERTIES REIT 21922H103 8,629 590,000 SH SOLE 590,000 0 0
CORNING INC COM 219350105 56,137 435,384 SH SOLE 435,384 0 0
COST PLUS INC COM 221485105 2,227 62,500 SH SOLE 62,500 0 0
COSTCO WHOLESALE CORP. COM 22160K105 24,187 265,059 SH SOLE 265,059 0 0
COUNTRYWIDE CREDIT IND COM 222372104 20,634 817,169 SH SOLE 817,169 0 0
COVANCE INC COM 222816100 540 49,900 SH SOLE 49,900 0 0
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CRANE CO COM 224399105 2,446 123,056 SH SOLE 123,056 0 0
CRESCENT REAL ESTATE EQREIT 225756105 4,594 250,000 SH SOLE 250,000 0 0
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CSX CORP. COM 126408103 8,062 256,961 SH SOLE 256,961 0 0
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CULLEN/FROST BANKERS INCOM 229899109 4,208 163,400 SH SOLE 163,400 0 0
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CVS CORP. COM 126650100 24,161 604,966 SH SOLE 604,966 0 0
CYGNUS INC. COM 232560102 1,657 90,800 SH SOLE 90,800 0 0
CYPRESS SEMICONDUCTOR CCOM 232806109 13,080 404,000 SH SOLE 404,000 0 0
CYTEC INDUSTRIES COM 232820100 902 39,000 SH SOLE 39,000 0 0
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DALLAS SEMICONDUCTOR COCOM 235204104 7,004 108,700 SH SOLE 108,700 0 0
DANA CORP COM 235811106 8,471 282,944 SH SOLE 282,944 0 0
DANAHER CORP COM 235851102 9,361 194,000 SH SOLE 194,000 0 0
DARDEN RESTAURANTS INC COM 237194105 4,941 272,603 SH SOLE 272,603 0 0
DATASCOPE CORP COM 238113104 1,552 38,800 SH SOLE 38,800 0 0
DAYTON-HUDSON CORP COM 239753106 51,687 703,824 SH SOLE 703,824 0 0
DBT ONLINE INC COM 233044106 1,380 56,600 SH SOLE 56,600 0 0
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DEERE & CO. COM 244199105 16,215 373,838 SH SOLE 373,838 0 0
DELL COMPUTER CORP. COM 247025109 217,063 4,256,128 SH SOLE 4,256,128 0 0
DELPHI AUTOMOTIVE SYSTECOM 247126105 13,368 848,772 SH SOLE 848,772 0 0
DELPHI FINANCIAL GROUP COM 247131105 2,013 67,105 SH SOLE 67,105 0 0
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DELTA AIR LINES, INC. COM 247361108 16,598 333,208 SH SOLE 333,208 0 0
DELUXE CORP. COM 248019101 5,281 192,469 SH SOLE 192,469 0 0
DENDRITE INTERNATIONAL COM 248239105 3,628 107,100 SH SOLE 107,100 0 0
DENTSPLY INTERNATIONAL COM 249030107 3,598 152,300 SH SOLE 152,300 0 0
DEPARTMENT 56 INC COM 249509100 1,242 54,900 SH SOLE 54,900 0 0
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DEVRY INC. COM 251893103 3,718 199,600 SH SOLE 199,600 0 0
DEXTER CORP COM 252165105 803 20,200 SH SOLE 20,200 0 0
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DIAL CORP/AZ COM 25247D101 6,880 283,000 SH SOLE 283,000 0 0
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DIEBOLD INC COM 253651103 1,405 59,800 SH SOLE 59,800 0 0
DIGITAL MICROWAVE CORP.COM 253859102 4,530 193,300 SH SOLE 193,300 0 0
DILLARDS INC. CL-A COM 254067101 3,519 174,330 SH SOLE 174,330 0 0
DIME BANCORP INC. COM 25429Q102 7,993 528,453 SH SOLE 528,453 0 0
DIMON INC. COM 254394109 4,797 1,476,000 SH SOLE 1,476,000 0 0
DIONEX CORP. COM 254546104 3,868 93,900 SH SOLE 93,900 0 0
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DISNEY (WALT) CO. COM 254687106 114,596 3,917,808 SH SOLE 3,917,808 0 0
DOLE FOOD COMPANY INC COM 256605106 843 51,900 SH SOLE 51,900 0 0
DOLLAR GENERAL COM 256669102 7,984 350,955 SH SOLE 350,955 0 0
DOLLAR TREE STORES INC COM 256747106 8,380 173,000 SH SOLE 173,000 0 0
DOMINION RESOURCES INC-COM 257470104 43,097 1,098,023 SH SOLE 1,098,023 0 0
DONALDSON CO INC COM 257651109 2,967 123,300 SH SOLE 123,300 0 0
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DOVER CORP. COM 260003108 14,092 310,558 SH SOLE 310,558 0 0
DOW CHEMICAL CO COM 260543103 43,617 326,412 SH SOLE 326,412 0 0
DOW JONES & CO INC COM 260561105 15,007 220,696 SH SOLE 220,696 0 0
DOWNEY FINANCIAL CORP. COM 261018105 1,781 88,205 SH SOLE 88,205 0 0
DPL INC COM 233293109 14,880 859,500 SH SOLE 859,500 0 0
DRESS BARN INC. COM 261570105 1,327 79,800 SH SOLE 79,800 0 0
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DSP GROUP INC USD COM 2275680 2,464 26,500 SH SOLE 26,500 0 0
DST SYSTEMS INC COM 233326107 5,258 68,900 SH SOLE 68,900 0 0
DTE ENERGY COMPANY COM 233331107 2,931 93,407 SH SOLE 93,407 0 0
DUKE ENERGY CORPORATIONCOM 264399106 39,234 782,728 SH SOLE 782,728 0 0
DUKE-WEEKS REALTY CORPOREIT 264411505 4,037 207,000 SH SOLE 207,000 0 0
DUN & BRADSTREET CORP. COM 26483B106 6,243 211,618 SH SOLE 211,618 0 0
DUQUESNE LIGHT COMPANY COM 23329J104 12,281 354,700 SH SOLE 354,700 0 0
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DYCOM INDUSTRIES INC. COM 267475101 3,084 70,000 SH SOLE 70,000 0 0
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E*TRADE GROUP INC. COM 269246104 20,950 801,900 SH SOLE 801,900 0 0
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EAGLE USA AIRFREIGHT COM 270018104 3,773 87,500 SH SOLE 87,500 0 0
EARTHGRAINS CO COM 270319106 2,382 147,700 SH SOLE 147,700 0 0
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EASTERN UTILITIES COM 277173100 1,904 62,800 SH SOLE 62,800 0 0
EASTMAN CHEMICAL CO. COM 277432100 7,521 157,718 SH SOLE 157,718 0 0
EASTMAN KODAK COM 277461109 30,022 453,167 SH SOLE 453,167 0 0
EATON CORP. COM 278058102 9,330 128,474 SH SOLE 128,474 0 0
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ECI TELECOM ORD IL ICOM 2310150 591 18,700 SH SOLE 18,700 0 0
ECOLAB INC COM 278865100 9,306 237,864 SH SOLE 237,864 0 0
EDISON INTERNATIONAL COM 281020107 18,421 703,434 SH SOLE 703,434 0 0
EDWARDS (A.G.) INC COM 281760108 11,406 355,750 SH SOLE 355,750 0 0
EGYPT TRUST CTRY 5119019 11,625 1,000,000 SH SOLE 1,000,000 0 0
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ELECTRONIC ARTS, INC COM 285512109 17,548 208,900 SH SOLE 208,900 0 0
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ELI LILLY & COMPANY COM 532457108 123,049 1,850,368 SH SOLE 1,850,368 0 0
ELSITOINC COM 2528180 2,286 62,200 SH SOLE 62,200 0 0
EMC CORP COM 268648102 190,079 1,739,852 SH SOLE 1,739,852 0 0
EMERSON ELECTRIC CO COM 291011104 55,265 963,219 SH SOLE 963,219 0 0
EMPRESAS NAC DE EL ICOM 2311131 323 22,800 SH SOLE 22,800 0 0
ENERGEN CORP. COM 29265N108 1,665 92,200 SH SOLE 92,200 0 0
ENERGY EAST CORP. COM 29266M109 8,872 426,300 SH SOLE 426,300 0 0
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ENESCO GROUP INC. COM 292973104 5,078 459,000 SH SOLE 459,000 0 0
ENGELHARD CORP. COM 292845104 3,030 160,528 SH SOLE 160,528 0 0
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ENRON CORP. COM 293561106 42,004 946,570 SH SOLE 946,570 0 0
ENSCO INTL INC COM 26874Q100 2,807 122,700 SH SOLE 122,700 0 0
ENTERGY CORP. COM 29364G103 10,475 406,802 SH SOLE 406,802 0 0
ENZO BIOCHEM INC. COM 294100102 3,313 73,515 SH SOLE 73,515 0 0
EPICOR SOFTWARE CORPORACOM 29426L108 361 71,300 SH SOLE 71,300 0 0
EQUIFAX INC COM 294429105 3,703 157,144 SH SOLE 157,144 0 0
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ETEC SYSTEMS INC. COM 26922C103 3,267 72,800 SH SOLE 72,800 0 0
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ETHYL CORP COM 297659104 254 64,600 SH SOLE 64,600 0 0
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EXABYTE CORP. COM 300615101 441 58,800 SH SOLE 58,800 0 0
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EXPRESS SCRIPTS INC. CLCOM 302182100 7,686 120,100 SH SOLE 120,100 0 0
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FACTSET RESEARCH SYSTEMCOM 303075105 3,838 48,200 SH SOLE 48,200 0 0
FAIR ISAAC & COMPANY INCOM 303250104 2,618 49,400 SH SOLE 49,400 0 0
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FASTENAL CO COM 311900104 4,840 107,700 SH SOLE 107,700 0 0
FDX CORPORATION COM 31304N107 17,490 427,244 SH SOLE 427,244 0 0
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FERRO CORP COM 315405100 727 33,050 SH SOLE 33,050 0 0
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FILENET CORP COM 316869106 2,096 82,200 SH SOLE 82,200 0 0
FINOVA GROUP INC. COM 317928109 1,878 52,900 SH SOLE 52,900 0 0
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FIRST BANCORP PR COM 318672102 1,926 92,800 SH SOLE 92,800 0 0
FIRST DATA CORP COM 319963104 38,211 774,878 SH SOLE 774,878 0 0
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FIRST HEALTH GROUP CORPCOM 320960107 3,851 143,300 SH SOLE 143,300 0 0
FIRST ISRAEL FUND INC. CTRY 2349789 6,314 371,400 SH SOLE 371,400 0 0
FIRST MIDWEST BANCORP ICOM 320867104 3,605 136,050 SH SOLE 136,050 0 0
FIRST SECURITY CORP COM 336294103 16,736 655,500 SH SOLE 655,500 0 0
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FIRST UNION CORP. COM 337358105 70,010 2,133,634 SH SOLE 2,133,634 0 0
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FIRSTAR CORPORATION COM 33763V109 44,487 2,105,907 SH SOLE 2,105,907 0 0
FIRSTMERIT CORPORATION COM 337915102 1,787 77,700 SH SOLE 77,700 0 0
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FLORIDA ROCK INDS COM 341140101 2,059 59,800 SH SOLE 59,800 0 0
FLOWERS INDUSTRIES INC.COM 343496105 4,727 296,600 SH SOLE 296,600 0 0
FLOWSERVE CORP. COM 34354P105 25,078 1,475,200 SH SOLE 1,475,200 0 0
FLUOR CORP. COM 343861100 6,887 150,127 SH SOLE 150,127 0 0
FMC CORP. COM 302491303 23,645 412,564 SH SOLE 412,564 0 0
FOOTSTAR INC COM 344912100 2,037 66,800 SH SOLE 66,800 0 0
FORD MOTOR CO COM 345370100 94,829 1,774,583 SH SOLE 1,774,583 0 0
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FORT JAMES CORP. COM 347471104 18,845 688,388 SH SOLE 688,388 0 0
FORTUNE BRANDS INC. COM 349631101 4,916 148,695 SH SOLE 148,695 0 0
FOSSIL INC. COM 349882100 2,151 93,000 SH SOLE 93,000 0 0
FOSTER WHEELER CORP. COM 350244109 11,546 1,301,000 SH SOLE 1,301,000 0 0
FOUNDATION HEALTH SYSTECOM 350404109 7,448 749,500 SH SOLE 749,500 0 0
FPL GROUP INC. COM 302571104 16,578 387,219 SH SOLE 387,219 0 0
FRANKLIN COVEY CO. COM 353469109 447 59,600 SH SOLE 59,600 0 0
FRANKLIN RESOURCES INC COM 354613101 15,778 492,100 SH SOLE 492,100 0 0
FREDDIE MAC COM 313400301 56,084 1,191,690 SH SOLE 1,191,690 0 0
FREEPORT MCMORAN CLASS COM 35671D857 10,837 512,971 SH SOLE 512,971 0 0
FREMONT GENERAL CORP. COM 357288109 1,606 217,800 SH SOLE 217,800 0 0
FRIEDE GOLDMAN HALTER ICOM 358430106 400 57,684 SH SOLE 57,684 0 0
FRITZ COMPANIES INC. COM 358846103 1,317 125,400 SH SOLE 125,400 0 0
FULLER H B CO COM 359694106 694 12,400 SH SOLE 12,400 0 0
FURNITURE BRANDS INTERNCOM 360921100 935 42,500 SH SOLE 42,500 0 0
G & K SERV. CL-A COM 361268105 2,613 80,700 SH SOLE 80,700 0 0
GALLAGHER (ARTHUR) J & COM 363576109 3,723 57,500 SH SOLE 57,500 0 0
GANNETT INC COM 364730101 36,196 443,782 SH SOLE 443,782 0 0
GAP INC COM 364760108 65,428 1,422,354 SH SOLE 1,422,354 0 0
GARDNER DENVER MACHINERCOM 365558105 763 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 1,045 75,639 SH SOLE 75,639 0 0
GAS AUTHORITY OF INDIA ICOM 2498517 4,835 500,000 SH SOLE 500,000 0 0
GATEWAY INC. COM 367626108 35,829 497,200 SH SOLE 497,200 0 0
GATX CORP COM 361448103 1,428 42,300 SH SOLE 42,300 0 0
GC COMPANIES INC. COM 36155Q109 784 30,300 SH SOLE 30,300 0 0
GENCORP INC COM 368682100 353 35,700 SH SOLE 35,700 0 0
GENER S.A. ADR EAC ICOM 2185916 61 3,923 SH SOLE 3,923 0 0
GENERAL DYNAMICS CORP. COM 369550108 13,258 251,334 SH SOLE 251,334 0 0
GENERAL ELECTRIC CO COM 369604103 836,596 5,406,111 SH SOLE 5,406,111 0 0
GENERAL INSTRUMENT CORPCOM 370120107 13,131 154,477 SH SOLE 154,477 0 0
GENERAL MILLS INC COM 370334104 22,599 632,132 SH SOLE 632,132 0 0
GENERAL MOTORS CORP COM 370442105 71,753 987,142 SH SOLE 987,142 0 0
GENERAL SEMICONDUCTOR ICOM 370787103 1,596 112,500 SH SOLE 112,500 0 0
GENESIS CHILE FUND CTRY 0367824 7,611 310,706 SH SOLE 310,706 0 0
GENESIS INDIAN INV COM 9905624 39,444 2,850,000 SH SOLE 2,850,000 0 0
GENESIS MALAYSIA FUND CTRY 0367891 595 34,983 SH SOLE 34,983 0 0
GENESIS SMALLER CO COM 9401602 10,780 701,375 SH SOLE 701,375 0 0
GENTEX CORP. COM 371901109 6,158 221,900 SH SOLE 221,900 0 0
GENUINE PARTS CO COM 372460105 7,752 312,407 SH SOLE 312,407 0 0
GENZYME CORP. GEN. DIV.COM 372917104 13,622 302,700 SH SOLE 302,700 0 0
GEON COMPANY COM 37246W105 2,395 73,700 SH SOLE 73,700 0 0
GEORGIA GULF CORP COM 373200203 3,899 128,100 SH SOLE 128,100 0 0
GEORGIA PACIFIC COM 373298108 9,793 192,960 SH SOLE 192,960 0 0
GEORGIA-PAC TIMBER GROUCOM 373298702 1,749 71,030 SH SOLE 71,030 0 0
GERBER SCIENTIFIC COM 373730100 2,554 116,400 SH SOLE 116,400 0 0
GIBSON GREETINGS COM 374827103 389 43,400 SH SOLE 43,400 0 0
GILEAD SCIENCES INC. COM 375558103 6,549 121,000 SH SOLE 121,000 0 0
GILLETTE CO COM 375766102 77,293 1,876,622 SH SOLE 1,876,622 0 0
GLATFELTER (P.H.) CO COM 377316104 533 36,600 SH SOLE 36,600 0 0
GLOBAL CROSSING CO COM 2285065 62,891 1,257,813 SH SOLE 1,257,813 0 0
GLOBAL MARINE COM 379352404 10,199 613,500 SH SOLE 613,500 0 0
GOLDEN WEST FINANCIAL CCOM 381317106 7,313 218,286 SH SOLE 218,286 0 0
GOLDMAN SACHS GROUP INCCOM 38141G104 5,133 54,500 SH SOLE 54,500 0 0
GOODRICH B F CO. COM 382388106 4,359 158,495 SH SOLE 158,495 0 0
GOODY'S FAMILY CLOTHINGCOM 382588101 495 92,000 SH SOLE 92,000 0 0
GOODYEAR T & R COM 382550101 7,013 248,799 SH SOLE 248,799 0 0
GPU INC COM 36225X100 8,485 283,435 SH SOLE 283,435 0 0
GRACE W.R. & COMPANY NECOM 38388F108 1,272 91,704 SH SOLE 91,704 0 0
GRACO INC. COM 384109104 2,296 64,000 SH SOLE 64,000 0 0
GRAINGER W W INC COM 384802104 8,281 173,188 SH SOLE 173,188 0 0
GRANITE CONSTRUCTION INCOM 387328107 437 23,700 SH SOLE 23,700 0 0
GREAT ATL & PAC TEA COM 390064103 677 24,284 SH SOLE 24,284 0 0
GREAT LAKES CHEMICAL COCOM 390568103 3,661 95,858 SH SOLE 95,858 0 0
GREAT PLAINS SOFTWARE ICOM 39119E105 1,794 24,000 SH SOLE 24,000 0 0
GREENPOINT FINANCIAL COM 395384100 4,373 183,634 SH SOLE 183,634 0 0
GRIFFON CORPORATION COM 398433102 887 113,500 SH SOLE 113,500 0 0
GTE CORP COM 362320103 184,786 2,618,753 SH SOLE 2,618,753 0 0
GTECH HOLDINGS CORP COM 400518106 660 30,000 SH SOLE 30,000 0 0
GUIDANT CORP. COM 401698105 31,212 664,080 SH SOLE 664,080 0 0
GUILFORD MILLS INC. COM 401794102 503 69,400 SH SOLE 69,400 0 0
GYMBOREE CORP COM 403777105 378 67,200 SH SOLE 67,200 0 0
H & R BLOCK INC. COM 093671105 8,951 204,589 SH SOLE 204,589 0 0
HA-LO INDUSTRIES INC. COM 404429102 914 121,900 SH SOLE 121,900 0 0
HADCO CORP. COM 404681108 2,142 42,000 SH SOLE 42,000 0 0
HALLIBURTON COMPANY COM 406216101 37,716 937,048 SH SOLE 937,048 0 0
HANNA (M.A.) CO COM 410522106 7,661 700,425 SH SOLE 700,425 0 0
HANNAFORD BROTHERS COM 410550107 14,694 212,000 SH SOLE 212,000 0 0
HANOVER COMPRESSOR COMPCOM 410768105 929 24,600 SH SOLE 24,600 0 0
HARBINGER CORP. COM 41145C103 3,802 119,500 SH SOLE 119,500 0 0
HARCOURT GENERAL COM 41163G101 1,823 45,293 SH SOLE 45,293 0 0
HARLAND JOHN H CO COM 412693103 1,741 95,058 SH SOLE 95,058 0 0
HARLEY-DAVIDSON INC COM 412822108 30,782 480,500 SH SOLE 480,500 0 0
HARMAN INTERNATIONAL COM 413086109 3,126 55,700 SH SOLE 55,700 0 0
HARRAH'S ENTERTAINMENT COM 413619107 3,517 133,029 SH SOLE 133,029 0 0
HARRIS CORP. COM 413875105 1,825 68,400 SH SOLE 68,400 0 0
HARSCO CORP COM 415864107 18,171 572,300 SH SOLE 572,300 0 0
HARTE-HANKS INC. COM 416196103 1,327 61,000 SH SOLE 61,000 0 0
HARTFORD FINL SERVICES COM 416515104 21,574 455,394 SH SOLE 455,394 0 0
HASBRO BRADLEY COM 418056107 3,400 178,354 SH SOLE 178,354 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 788 27,300 SH SOLE 27,300 0 0
HCC INSURANCE HOLDINGS COM 404132102 11,234 851,900 SH SOLE 851,900 0 0
HEALTH MGMT ASSOCIATES COM 421933102 11,913 890,675 SH SOLE 890,675 0 0
HEALTHSOUTH CORP COM 421924101 18,872 3,511,015 SH SOLE 3,511,015 0 0
HEARTLAND EXPRESS INC. COM 422347104 1,692 107,400 SH SOLE 107,400 0 0
HECLA MINING CO. COM 422704106 1,192 762,700 SH SOLE 762,700 0 0
HEILIG-MEYERS CO COM 422893107 134 48,900 SH SOLE 48,900 0 0
HEINZ H. J. CO. COM 423074103 25,108 630,650 SH SOLE 630,650 0 0
HELIX TECHNOLOGY COM 423319102 3,065 68,400 SH SOLE 68,400 0 0
HELMERICH & PAYNE, INC COM 423452101 1,306 59,892 SH SOLE 59,892 0 0
HENRY (JACK) & ASSOCIATCOM 426281101 4,923 91,700 SH SOLE 91,700 0 0
HERCULES INCORPORATED COM 427056106 5,664 203,206 SH SOLE 203,206 0 0
HERSHEY FOODS CORP. COM 427866108 15,818 333,001 SH SOLE 333,001 0 0
HEWLETT-PACKARD CO COM 428236103 202,437 1,776,736 SH SOLE 1,776,736 0 0
HIBERNIA CORP CL-A COM 428656102 1,435 135,100 SH SOLE 135,100 0 0
HIGHWOODS PROPERTIES INREIT 431284108 11,625 500,000 SH SOLE 500,000 0 0
HILB ROGAL & HAMIL. COM 431294107 1,353 47,900 SH SOLE 47,900 0 0
HILLENBRAND IND. COM 431573104 6,065 191,400 SH SOLE 191,400 0 0
HILTON HOTELS CORP. COM 432848109 6,931 720,094 SH SOLE 720,094 0 0
HISPANIC BROADCASTING ACOM 43357B104 17,494 189,700 SH SOLE 189,700 0 0
HNC SOFTWARE COM 40425P107 7,297 69,000 SH SOLE 69,000 0 0
HOLLYWOOD PARK INC. COM 436255103 1,636 72,900 SH SOLE 72,900 0 0
HOME DEPOT INC. COM 437076102 255,081 3,720,414 SH SOLE 3,720,414 0 0
HOMESTAKE MINING CO. COM 437614100 53,246 6,815,489 SH SOLE 6,815,489 0 0
HON INDUSTRIES COM 438092108 1,136 51,800 SH SOLE 51,800 0 0
HONEYWELL INTERNATIONALCOM 438516106 75,016 1,300,382 SH SOLE 1,300,382 0 0
HORACE MANN EDUCATORS COM 440327104 16,878 860,000 SH SOLE 860,000 0 0
HORMEL FOODS CORP COM 440452100 8,503 209,300 SH SOLE 209,300 0 0
HOUGHTON MIFFLIN CO COM 441560109 3,624 85,900 SH SOLE 85,900 0 0
HOUSEHOLD INTL. INC. COM 441815107 23,195 622,673 SH SOLE 622,673 0 0
HS RESOURCES INC. COM 404297103 1,106 64,100 SH SOLE 64,100 0 0
HSB GROUP INC. COM 40428N109 23,748 702,350 SH SOLE 702,350 0 0
HUANENG POWER INTE ICOM 2441737 208 19,683 SH SOLE 19,683 0 0
HUBBELL INC COM 443510201 5,128 188,200 SH SOLE 188,200 0 0
HUDSON UNITED BANCORP COM 444165104 3,573 139,771 SH SOLE 139,771 0 0
HUGHES SUPPLY INC. COM 444482103 1,348 62,500 SH SOLE 62,500 0 0
HUMANA INC. COM 444859102 3,280 400,550 SH SOLE 400,550 0 0
HUNT (JB) TRANSPRT SVCSCOM 445658107 433 31,300 SH SOLE 31,300 0 0
HUNTINGTON BANCSHARES COM 446150104 3,970 166,297 SH SOLE 166,297 0 0
HUTCHINSON TECH. COM 448407106 1,660 78,100 SH SOLE 78,100 0 0
HUTTIG BUILDING PRODUCTCOM 448451104 88 17,777 SH SOLE 17,777 0 0
HYPERION SOLUTIONS CORPCOM 44914M104 3,380 77,700 SH SOLE 77,700 0 0
HYUNDAI MOTOR CO. COM 9C10137 1 SH SOLE 1 0 0
IBP INC COM 449223106 1,429 79,400 SH SOLE 79,400 0 0
ICG COMMUNICATIONS COM 449246107 1,875 100,000 SH SOLE 100,000 0 0
ICN PHARMACEUTICALS COM 448924100 5,622 222,100 SH SOLE 222,100 0 0
IDACORP, INC. COM 451107106 869 32,400 SH SOLE 32,400 0 0
IDEC PHARMACEUTICALS COM 449370105 12,281 125,000 SH SOLE 125,000 0 0
IDEX CORPORATION COM 45167R104 2,749 90,500 SH SOLE 90,500 0 0
IDEXX LABS INC. COM 45168D104 2,396 148,600 SH SOLE 148,600 0 0
IHOP CORP. COM 449623107 1,041 62,400 SH SOLE 62,400 0 0
IKON OFFICE SOLUTIONS ICOM 451713101 1,826 268,007 SH SOLE 268,007 0 0
ILLINOIS TOOL WORKS COM 452308109 29,097 430,673 SH SOLE 430,673 0 0
ILLINOVA CORP COM 452317100 14,946 430,100 SH SOLE 430,100 0 0
IMATION CORP COM 45245A107 1,054 31,400 SH SOLE 31,400 0 0
IMC GLOBAL INC. COM 449669100 7,356 449,200 SH SOLE 449,200 0 0
IMCO RECYCLING INC. COM 449681105 619 49,000 SH SOLE 49,000 0 0
IMS HEALTH INC. COM 449934108 12,259 450,924 SH SOLE 450,924 0 0
INACOM CORPORATION COM 45323G109 1,054 144,195 SH SOLE 144,195 0 0
INCYTE PHARMACEUTICALS COM 45337C102 4,500 75,000 SH SOLE 75,000 0 0
INDIA FUND INC. CTRY 2445115 18,070 1,078,800 SH SOLE 1,078,800 0 0
INDIAN OPPORTUNITIES FUCTRY 0457275 5,042 441,000 SH SOLE 441,000 0 0
INDIANA ENERGY INC COM 454707100 466 26,266 SH SOLE 26,266 0 0
INDOCAM HIMALAYAN FUND CTRY 4427843 14,268 650,000 SH SOLE 650,000 0 0
INDONESIA DEV. FUND INCCTRY 6462411 2,775 447,600 SH SOLE 447,600 0 0
INFONET SERV CORP COM 2528867 13,196 502,700 SH SOLE 502,700 0 0
INFORMATION RESOURCES ICOM 456905108 226 24,400 SH SOLE 24,400 0 0
INFORMIX CORP COM 456779107 5,651 494,100 SH SOLE 494,100 0 0
INGERSOLL-RAND COM 456866102 18,781 341,079 SH SOLE 341,079 0 0
INPUT/OUTPUT INC. COM 457652105 791 156,300 SH SOLE 156,300 0 0
INSIGHT ENTERPRISES INCCOM 45765U103 2,771 68,200 SH SOLE 68,200 0 0
INSITUFORM TECHNOLOGIESCOM 457667103 2,317 82,000 SH SOLE 82,000 0 0
INTEGRATED DEVICE TECH COM 458118106 10,333 356,300 SH SOLE 356,300 0 0
INTEL CORP. COM 458140100 461,302 5,604,274 SH SOLE 5,604,274 0 0
INTER-TEL INC. COM 458372109 1,753 70,100 SH SOLE 70,100 0 0
INTERFACE INC COM 458665106 918 159,600 SH SOLE 159,600 0 0
INTERIM SERVICES INC. COM 45868P100 6,027 243,520 SH SOLE 243,520 0 0
INTERMET CORP. COM 45881K104 1,151 99,000 SH SOLE 99,000 0 0
INTERNATIONAL PAPER COM 460146103 56,102 994,063 SH SOLE 994,063 0 0
INTERNATIONAL RECTIFIERCOM 460254105 3,866 148,700 SH SOLE 148,700 0 0
INTERNATIONAL SPEEDWAY COM 460335201 2,302 45,700 SH SOLE 45,700 0 0
INTERNATIONAL THEA COM 9412561 266 32,500 SH SOLE 32,500 0 0
INTERNATL FLAVORS & FRACOM 459506101 5,030 133,233 SH SOLE 133,233 0 0
INTERPUBLIC GROUP COM 460690100 29,346 508,706 SH SOLE 508,706 0 0
INTERSTATE BAKERIES COM 46072H108 1,153 63,600 SH SOLE 63,600 0 0
INTERVOICE-BRITE INC. COM 461142101 2,046 88,000 SH SOLE 88,000 0 0
INTL BUS MACH CORP COM 459200101 328,030 3,037,312 SH SOLE 3,037,312 0 0
INTL GAME TECHNOLOGY COM 459902102 5,637 277,500 SH SOLE 277,500 0 0
INTL MULTIFOODS CORP COM 460043102 205 15,500 SH SOLE 15,500 0 0
INTUIT INC. COM 461202103 40,038 668,000 SH SOLE 668,000 0 0
INVACARE CORP. COM 461203101 2,339 116,600 SH SOLE 116,600 0 0
INVESTMENT TECHNOLOGY GCOM 46145F105 2,588 90,000 SH SOLE 90,000 0 0
IONICS INC COM 462218108 1,752 62,300 SH SOLE 62,300 0 0
IPALCO ENTERPRISES COM 462613100 10,239 600,100 SH SOLE 600,100 0 0
ITRON INC. COM 465741106 293 47,900 SH SOLE 47,900 0 0
ITT INDUSTRIES INC COM 450911102 2,148 64,248 SH SOLE 64,248 0 0
IVAX CORP COM 465823102 2,433 94,500 SH SOLE 94,500 0 0
J C PENNEY INC COM 708160106 9,738 488,407 SH SOLE 488,407 0 0
JABIL CIRCUIT INC COM 466313103 21,382 292,900 SH SOLE 292,900 0 0
JACK IN THE BOX INC. COM 466367109 3,037 146,800 SH SOLE 146,800 0 0
JACOBS ENGINEERING GROUCOM 469814107 728 22,400 SH SOLE 22,400 0 0
JARDINE FLEMING INDIA FCTRY 2474272 4,750 400,000 SH SOLE 400,000 0 0
JEFFERSON PILOT COM 475070108 7,775 113,920 SH SOLE 113,920 0 0
JEFFRIES GROUP INC COM 472319102 1,575 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 2,037 127,800 SH SOLE 127,800 0 0
JO-ANN STORES, INC. COM 47758P109 4,759 423,000 SH SOLE 423,000 0 0
JOHNSON & JOHNSON COM 478160104 207,995 2,233,504 SH SOLE 2,233,504 0 0
JOHNSON CONTROLS COM 478366107 5,402 94,973 SH SOLE 94,973 0 0
JONES APPAREL GROUP INCCOM 480074103 9,830 362,383 SH SOLE 362,383 0 0
JONES PHARMA INC. COM 480236108 5,760 132,600 SH SOLE 132,600 0 0
JOSTENS INC. COM 481088102 502 20,629 SH SOLE 20,629 0 0
JSB FINANCIAL INC. COM 46624M100 1,541 29,700 SH SOLE 29,700 0 0
JUST FOR FEET INC. COM 48213P106 104 83,500 SH SOLE 83,500 0 0
JUSTIN INDUSTRIES COM 482171105 1,328 89,300 SH SOLE 89,300 0 0
K MART CORP COM 482584109 27,352 2,718,252 SH SOLE 2,718,252 0 0
K2 INC. COM 482732104 497 65,200 SH SOLE 65,200 0 0
KAMAN CORP CL-A COM 483548103 953 74,000 SH SOLE 74,000 0 0
KANSAS CITY POWER & LIGCOM 485134100 1,183 53,600 SH SOLE 53,600 0 0
KANSAS CITY SOUTHERN INCOM 485170104 12,686 170,000 SH SOLE 170,000 0 0
KAUFMAN & BROAD HOME COCOM 486168107 568 23,486 SH SOLE 23,486 0 0
KAYDON CORP COM 486587108 764 28,500 SH SOLE 28,500 0 0
KAZAKHSTAN INVESTM ICOM 5517420 241 75,000 SH SOLE 75,000 0 0
KEANE INC. COM 486665102 8,484 267,200 SH SOLE 267,200 0 0
KELLOGG CO. COM 487836108 17,033 552,794 SH SOLE 552,794 0 0
KELLWOOD CO. COM 488044108 1,108 57,000 SH SOLE 57,000 0 0
KELLY SERVICES INC CL-ACOM 488152208 822 32,700 SH SOLE 32,700 0 0
KEMET CORP. COM 488360108 5,133 113,900 SH SOLE 113,900 0 0
KENNAMETAL INC COM 489170100 767 22,800 SH SOLE 22,800 0 0
KENT ELECTRONICS CORP. COM 490553104 2,302 101,200 SH SOLE 101,200 0 0
KERR MCGEE CORP. COM 492386107 10,743 173,270 SH SOLE 173,270 0 0
KEYCORP COM 493267108 10,629 480,406 SH SOLE 480,406 0 0
KEYSPAN CORPORATION COM 49337W100 20,808 897,400 SH SOLE 897,400 0 0
KEYSTONE FIN. INC. COM 493482103 880 41,800 SH SOLE 41,800 0 0
KILROY REALTY CORP REIT 49427F108 4,400 200,000 SH SOLE 200,000 0 0
KIMBERLY-CLARK CORP COM 494368103 61,544 943,200 SH SOLE 943,200 0 0
KIMCO REALTY CORP REIT 49446R109 8,469 250,000 SH SOLE 250,000 0 0
KINDER MORGAN INC. COM 49455P101 1,947 96,450 SH SOLE 96,450 0 0
KINROSS GOLD CORP. COM 496902107 2,381 1,270,000 SH SOLE 1,270,000 0 0
KIRBY CORP. COM 497266106 1,814 88,500 SH SOLE 88,500 0 0
KLA-TENCOR CORP. COM 482480100 12,752 114,500 SH SOLE 114,500 0 0
KNIGHT RIDDER COM 499040103 14,607 245,488 SH SOLE 245,488 0 0
KOHLS CORP COM 500255104 16,394 227,100 SH SOLE 227,100 0 0
KOREA ASIA FUND LT ICOM 4492261 3,116 1,900 SH SOLE 1,900 0 0
KOREA EQUITY FUND CTRY 2496276 520 106,700 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 12,750 750,000 SH SOLE 750,000 0 0
KOREA THRUNET CO K COM 2520841 1,358 20,000 SH SOLE 20,000 0 0
KROGER CO. COM 501044101 26,978 1,429,308 SH SOLE 1,429,308 0 0
KROLL-O'GARA CO COM 501050108 1,049 63,600 SH SOLE 63,600 0 0
KRONOS INC. COM 501052104 3,300 55,000 SH SOLE 55,000 0 0
KULICKE & SOFFA INDUSTRCOM 501242101 3,516 82,600 SH SOLE 82,600 0 0
LA-Z-BOY INC. COM 505336107 3,186 189,500 SH SOLE 189,500 0 0
LABOR READY INC COM 505401208 1,455 120,000 SH SOLE 120,000 0 0
LANCASTER COLONY CORP COM 513847103 7,763 234,350 SH SOLE 234,350 0 0
LANCE INC COM 514606102 9,307 930,700 SH SOLE 930,700 0 0
LAND'S END INC COM 515086106 2,558 73,600 SH SOLE 73,600 0 0
LANDRY'S SEAFOOD RESTAUCOM 51508L103 781 89,900 SH SOLE 89,900 0 0
LANDSTAR SYSTEM INC. COM 515098101 1,952 45,600 SH SOLE 45,600 0 0
LASON INC. COM 51808R107 515 46,800 SH SOLE 46,800 0 0
LATTICE SEMICON. CORP. COM 518415104 7,870 167,000 SH SOLE 167,000 0 0
LAWSON PRODUCTS COM 520776105 691 29,900 SH SOLE 29,900 0 0
LAZARD BIRLA INDIA INVECTRY 0506014 2,753 2,882,222 SH SOLE 2,882,222 0 0
LEAR CORP. COM 521865105 13,488 421,500 SH SOLE 421,500 0 0
LEE ENTERPRISES COM 523768109 4,112 128,750 SH SOLE 128,750 0 0
LEGATO SYSTEMS INC. COM 524651106 18,579 270,000 SH SOLE 270,000 0 0
LEGG MASON INC. COM 524901105 4,307 118,800 SH SOLE 118,800 0 0
LEGGETT & PLATT INC COM 524660107 2,663 124,200 SH SOLE 124,200 0 0
LEHMAN BROTHERS HOLDINGCOM 524908100 9,180 108,400 SH SOLE 108,400 0 0
LEXMARK INT'L GROUP A COM 529771107 25,892 286,100 SH SOLE 286,100 0 0
LG&E ENERGY CORP COM 501917108 8,007 459,157 SH SOLE 459,157 0 0
LGSC INDIA FUND CTRY 6521970 5,025 423,728 SH SOLE 423,728 0 0
LHS GROUP INC COM COM 2522632 1,115 45,395 SH SOLE 45,395 0 0
LIBBEY INC COM 529898108 1,415 49,200 SH SOLE 49,200 0 0
LIHIR GOLD LTD. COM 532349107 1,169 82,000 SH SOLE 82,000 0 0
LILLY INDUSTRIES INC. CCOM 532491107 1,208 89,900 SH SOLE 89,900 0 0
LIMITED INC. COM 532716107 16,758 386,917 SH SOLE 386,917 0 0
LINCARE HOLDINGS INC. COM 532791100 6,896 198,800 SH SOLE 198,800 0 0
LINCOLN NATIONAL CORP COM 534187109 8,807 220,164 SH SOLE 220,164 0 0
LINDSAY MANUFACTURING CCOM 535555106 1,016 55,650 SH SOLE 55,650 0 0
LINEAR TECHNOLOGY CORP COM 535678106 36,490 509,900 SH SOLE 509,900 0 0
LINES 'N THINGS INC. COM 535679104 3,602 121,600 SH SOLE 121,600 0 0
LIPOSOME COMPANY INC. COM 536310105 2,083 170,700 SH SOLE 170,700 0 0
LITTON INDS. INC. COM 538021106 1,980 39,700 SH SOLE 39,700 0 0
LIZ CLAIBORNE COM 539320101 5,473 145,472 SH SOLE 145,472 0 0
LOCKHEED MARTIN CORPORACOM 539830109 14,826 677,770 SH SOLE 677,770 0 0
LOEWS CORP COM 540424108 43,357 714,426 SH SOLE 714,426 0 0
LONE STAR STEAKHOUSE & COM 542307103 2,743 307,500 SH SOLE 307,500 0 0
LONGS DRUG STORES INC COM 543162101 665 25,747 SH SOLE 25,747 0 0
LONGVIEW FIBRE CO COM 543213102 638 44,800 SH SOLE 44,800 0 0
LOUISIANNA PACIFIC COM 546347105 989 69,388 SH SOLE 69,388 0 0
LOWE'S COS COM 548661107 35,883 600,551 SH SOLE 600,551 0 0
LSI LOGIC CORP COM 502161102 7,849 116,285 SH SOLE 116,285 0 0
LTV CORP COM 501921100 11,245 2,726,000 SH SOLE 2,726,000 0 0
LUBRIZOL CORP COM 549271104 1,534 49,700 SH SOLE 49,700 0 0
LUBYS INC. COM 549282101 944 83,000 SH SOLE 83,000 0 0
LUCENT TECHNOLOGIES COM 549463107 384,130 5,134,569 SH SOLE 5,134,569 0 0
LUKOIL HLDGS SPND ICOM 2537432 870 21,702 SH SOLE 21,702 0 0
LYDALL INC. COM 550819106 442 66,700 SH SOLE 66,700 0 0
LYONDELL CHEMICAL COMPACOM 552078107 1,219 95,600 SH SOLE 95,600 0 0
MACDERMID INC. COM 554273102 3,047 74,200 SH SOLE 74,200 0 0
MACK-CALI REALTY CORP. REIT 554489104 8,470 325,000 SH SOLE 325,000 0 0
MACROMEDIA INC COM 556100105 9,338 127,700 SH SOLE 127,700 0 0
MAF BANCORP INC COM 55261R108 1,700 81,200 SH SOLE 81,200 0 0
MAGELLAN HEALTH SERVICECOM 559079108 710 112,500 SH SOLE 112,500 0 0
MAGNETEK INC COM 559424106 197 25,600 SH SOLE 25,600 0 0
MALAYSIA MSCI INDEX CTRY 9901747 11,091 4,278,940 SH SOLE 4,278,940 0 0
MALLINCKRODT INC. COM 561232109 21,856 687,026 SH SOLE 687,026 0 0
MANDALAY RESORT GROUP COM 562567107 1,562 77,600 SH SOLE 77,600 0 0
MANITOWOC COMPANY INC. COM 563571108 3,669 107,900 SH SOLE 107,900 0 0
MANOR CARE INC. COM 564055101 2,593 162,089 SH SOLE 162,089 0 0
MANPOWER INC COM 56418H100 2,453 65,200 SH SOLE 65,200 0 0
MARCUS CORPORATION COM 566330106 1,555 115,750 SH SOLE 115,750 0 0
MARK IV INDUSTRIES INC COM 570387100 808 45,700 SH SOLE 45,700 0 0
MARRIOTT INT'L INC CL-ACOM 571903202 9,057 286,962 SH SOLE 286,962 0 0
MARSH & MCLENNAN COS. COM 571748102 26,970 281,857 SH SOLE 281,857 0 0
MARSHALL & ILSLEY CORP COM 571834100 21,821 347,400 SH SOLE 347,400 0 0
MARTIN MARIETTA MATERIACOM 573284106 5,211 127,100 SH SOLE 127,100 0 0
MASCO CORP. COM 574599106 18,405 725,310 SH SOLE 725,310 0 0
MASCOTECH INC COM 574670105 1,852 146,000 SH SOLE 146,000 0 0
MATERIAL SCIENCES CORP.COM 576674105 623 61,200 SH SOLE 61,200 0 0
MATTEL INC. COM 577081102 8,315 633,509 SH SOLE 633,509 0 0
MAXIM INTGRTD PRDCTS INCOM 57772K101 42,544 901,600 SH SOLE 901,600 0 0
MAXXAM INC COM 577913106 909 21,200 SH SOLE 21,200 0 0
MAY DEPT STORES COM 577778103 19,214 595,785 SH SOLE 595,785 0 0
MAYTAG COMPANY COM 578592107 9,485 197,612 SH SOLE 197,612 0 0
MBIA INC. COM 55262C100 10,908 206,540 SH SOLE 206,540 0 0
MBNA CORP COM 55262L100 39,435 1,447,160 SH SOLE 1,447,160 0 0
McCORMICK & CO COM 579780206 6,126 205,900 SH SOLE 205,900 0 0
MCDERMOTT INTERNATIONALCOM 580037109 318 35,082 SH SOLE 35,082 0 0
MCDONALDS CORPORATION COM 580135101 81,430 2,019,978 SH SOLE 2,019,978 0 0
MCGRAW HILL INC COM 580645109 16,140 261,904 SH SOLE 261,904 0 0
MCI WORLDCOM INC. COM 55268B106 257,474 4,852,285 SH SOLE 4,852,285 0 0
MCKESSON HBOC INC COM 58155Q103 10,139 449,390 SH SOLE 449,390 0 0
MCN ENERGY GROUP INC COM 55267J100 1,750 73,700 SH SOLE 73,700 0 0
MCWHORTER TECHNOLOGIES COM 582803102 670 41,900 SH SOLE 41,900 0 0
MEAD CORPORATION COM 582834107 5,251 120,886 SH SOLE 120,886 0 0
MEDIA GENERAL INC - CL COM 584404107 4,831 92,900 SH SOLE 92,900 0 0
MEDIAONE GROUP INC. COM 58440J104 64,195 835,734 SH SOLE 835,734 0 0
MEDICIS PHARMACEUTICAL COM 584690309 3,435 80,700 SH SOLE 80,700 0 0
MEDIMMUNE INC COM 584699102 36,580 220,525 SH SOLE 220,525 0 0
MEDQUIST INC. COM 584949101 2,592 100,400 SH SOLE 100,400 0 0
MEDTRONIC INC COM 585055106 72,102 1,978,788 SH SOLE 1,978,788 0 0
MELLON NATIONAL CORP. COM 58551A108 31,712 930,992 SH SOLE 930,992 0 0
MENTOR CORP/MINN COM 587188103 2,532 98,100 SH SOLE 98,100 0 0
MENTOR GRAPHICS CORP. COM 587200106 4,223 320,200 SH SOLE 320,200 0 0
MERCANTILE BANC. COM 587405101 17,134 536,474 SH SOLE 536,474 0 0
MERCK & CO INC COM 589331107 258,346 3,852,324 SH SOLE 3,852,324 0 0
MERCURY INTERACTIVE CORCOM 589405109 10,653 98,700 SH SOLE 98,700 0 0
MEREDITH CORPORATION COM 589433101 5,026 120,566 SH SOLE 120,566 0 0
MERITOR AUTOMOTIVE INC.COM 59000G100 3,877 200,101 SH SOLE 200,101 0 0
MERRILL LYNCH & CO. INCCOM 590188108 49,587 593,861 SH SOLE 593,861 0 0
MERRILL LYNCH INTL COM 5751897 3,998 37,500 SH SOLE 37,500 0 0
METHODE ELECTRONICS CL-COM 591520200 3,290 102,400 SH SOLE 102,400 0 0
MEXICO FUND INC. CTRY 2587170 50,223 2,890,561 SH SOLE 2,890,561 0 0
MGIC INVESTMENT CORP COM 552848103 4,648 77,231 SH SOLE 77,231 0 0
MICHAELS STORES COM 594087108 2,286 80,200 SH SOLE 80,200 0 0
MICREL INCORPORATED COM 594793101 6,548 115,000 SH SOLE 115,000 0 0
MICRO WAREHOUSE INC COM 59501B105 553 29,900 SH SOLE 29,900 0 0
MICROCHIP TECHNOLOGY INCOM 595017104 12,832 187,500 SH SOLE 187,500 0 0
MICRON TECHNOLOGY INC COM 595112103 32,512 418,159 SH SOLE 418,159 0 0
MICROS SYSTEMS INC. COM 594901100 3,249 43,900 SH SOLE 43,900 0 0
MICROSOFT CORP. COM 594918104 1,004,765 8,606,128 SH SOLE 8,606,128 0 0
MIDAMERICAN ENERGY HLDGCOM 59562V107 1,758 52,200 SH SOLE 52,200 0 0
MIDWAY GAMES INC. COM 598148104 2,826 118,073 SH SOLE 118,073 0 0
MILACRON, INC. COM 598709103 339 22,073 SH SOLE 22,073 0 0
MILLENNIUM PHARMACEUTICCOM 599902103 17,592 144,200 SH SOLE 144,200 0 0
MILLER (HERMAN) INC COM 600544100 5,200 226,100 SH SOLE 226,100 0 0
MILLIPORE CORPORATION COM 601073109 1,952 50,529 SH SOLE 50,529 0 0
MINERALS TECHNOLOGIES ICOM 603158106 789 19,700 SH SOLE 19,700 0 0
MINIMED INC COM 60365K108 5,757 78,600 SH SOLE 78,600 0 0
MINN MINING & MFG CO COM 604059105 47,526 485,579 SH SOLE 485,579 0 0
MINNESOTA POWER INC. COM 604110106 976 57,600 SH SOLE 57,600 0 0
MIRAGE RESORTS INC COM 60462E104 5,915 386,285 SH SOLE 386,285 0 0
MISSISSIPPI CHEMICAL COCOM 605288208 681 110,100 SH SOLE 110,100 0 0
MODINE MANUFACTURING COCOM 607828100 638 25,500 SH SOLE 25,500 0 0
MODIS PROFESSIONAL SERVCOM 607830106 12,350 866,700 SH SOLE 866,700 0 0
MOHAWK INDUSTRIES INC. COM 608190104 6,318 239,550 SH SOLE 239,550 0 0
MOLEX INC COM 608554101 10,771 190,000 SH SOLE 190,000 0 0
MONSANTO CO. COM 611662107 40,838 1,146,341 SH SOLE 1,146,341 0 0
MONTANA POWER CO COM 612085100 7,407 205,400 SH SOLE 205,400 0 0
MORGAN J P & CO INC COM 616880100 25,577 201,988 SH SOLE 201,988 0 0
MORGAN STAN DEAN W COM 2603612 16,500 1,000,000 SH SOLE 1,000,000 0 0
MORGAN STANLEY AFRICA ICTRY 2559641 4,703 453,300 SH SOLE 453,300 0 0
MORGAN STANLEY DEAN WITCOM 617446448 112,517 788,213 SH SOLE 788,213 0 0
MORGAN STANLEY EASTERN CTRY 2558262 4,539 269,000 SH SOLE 269,000 0 0
MORRISON KNUDSEN CORP. COM 61844A109 1,655 211,900 SH SOLE 211,900 0 0
MOTOROLA INC COM 620076109 146,157 992,580 SH SOLE 992,580 0 0
MS CARRIERS COM 553533100 1,041 43,600 SH SOLE 43,600 0 0
MSC SOFTWARE CORPORATIOCOM 553531104 5,848 577,600 SH SOLE 577,600 0 0
MUELLER INDUSTRIES INC.COM 624756102 3,716 102,500 SH SOLE 102,500 0 0
MURPHY OIL CORP COM 626717102 49,388 860,800 SH SOLE 860,800 0 0
MUTUAL RISK MANAGEMENT COM 628351108 2,223 132,200 SH SOLE 132,200 0 0
MYERS INDUSTRIES INC. COM 628464109 1,273 80,817 SH SOLE 80,817 0 0
MYLAN LABS COM 628530107 13,158 522,400 SH SOLE 522,400 0 0
NABISCO GROUP HOLDINGS COM 62952P102 6,652 626,100 SH SOLE 626,100 0 0
NABORS INDUSTRIES COM 629568106 62,713 2,027,100 SH SOLE 2,027,100 0 0
NACCO INDUSTRIES -CL A COM 629579103 358 6,436 SH SOLE 6,436 0 0
NASH FINCH CO. COM 631158102 287 45,000 SH SOLE 45,000 0 0
NATIONAL CITY CORP COM 635405103 26,449 1,116,566 SH SOLE 1,116,566 0 0
NATIONAL COMMERCE BANCOCOM 635449101 7,042 310,400 SH SOLE 310,400 0 0
NATIONAL COMPUTER SYS ICOM 635519101 4,955 131,700 SH SOLE 131,700 0 0
NATIONAL DATA CORP. COM 635621105 3,513 103,500 SH SOLE 103,500 0 0
NATIONAL FUEL & GAS COM 636180101 1,525 32,800 SH SOLE 32,800 0 0
NATIONAL INSTRUMENTS COCOM 636518102 5,858 153,150 SH SOLE 153,150 0 0
NATIONAL PRESTO INDS INCOM 637215104 689 19,400 SH SOLE 19,400 0 0
NATIONAL SEMICONDUCTOR COM 637640103 20,688 483,216 SH SOLE 483,216 0 0
NATIONAL SERVICE INDS ICOM 637657107 872 29,558 SH SOLE 29,558 0 0
NATURES SUNSHINE PRODS COM 639027101 600 75,000 SH SOLE 75,000 0 0
NAUTICA ENTERPRISES INCCOM 639089101 1,529 135,200 SH SOLE 135,200 0 0
NAVIGANT CONSULTING COM 63935N107 395 36,300 SH SOLE 36,300 0 0
NAVISTAR INTL. CORP. COM 63934E108 3,218 67,924 SH SOLE 67,924 0 0
NBCI INTERNET INC COM 62873D105 7,725 100,000 SH SOLE 100,000 0 0
NBTY INC. COM 628782104 2,133 184,500 SH SOLE 184,500 0 0
NCH CORP COM 628850109 276 6,200 SH SOLE 6,200 0 0
NCO GROUP INC. COM 628858102 642 21,300 SH SOLE 21,300 0 0
NCR CORPORATION COM 62886E108 11,643 307,400 SH SOLE 307,400 0 0
NEIMAN MARCUS GROUP INCCOM 640204202 1,176 42,100 SH SOLE 42,100 0 0
NETWORK APPLIANCE INC. COM 64120L104 18,498 222,700 SH SOLE 222,700 0 0
NETWORK EQUIPMENT TECH.COM 641208103 1,113 94,200 SH SOLE 94,200 0 0
NETWORKS ASSOCIATES INCCOM 640938106 12,149 455,250 SH SOLE 455,250 0 0
NEW CENTURY ENERGIES INCOM 64352U103 11,163 367,500 SH SOLE 367,500 0 0
NEW ENGLAND BUSINESS SECOM 643872104 1,276 52,200 SH SOLE 52,200 0 0
NEW ENGLAND ELECTRIC COM 644001109 11,069 213,900 SH SOLE 213,900 0 0
NEW PLAN EXCEL REALTY TREIT 648053106 3,416 216,000 SH SOLE 216,000 0 0
NEW YORK TIMES CO. CL ACOM 650111107 14,058 286,162 SH SOLE 286,162 0 0
NEWELL RUBBERMAID INC. COM 651229106 29,948 1,032,696 SH SOLE 1,032,696 0 0
NEWFIELD EXPLORATION COCOM 651290108 3,413 127,600 SH SOLE 127,600 0 0
NEWMONT MNG. CORP. COM 651639106 14,406 587,994 SH SOLE 587,994 0 0
NEWPORT NEWS SHIPBUILDICOM 652228107 2,890 105,100 SH SOLE 105,100 0 0
NEXTEL COMMUNICATIONS CCOM 65332V103 58,255 564,900 SH SOLE 564,900 0 0
NFO WORLDWIDE INC. COM 62910N108 1,601 71,550 SH SOLE 71,550 0 0
NIAGARA MOHAWK HOLDINGSCOM 653520106 1,378 98,900 SH SOLE 98,900 0 0
NICOR INC. COM 654086107 1,089 33,514 SH SOLE 33,514 0 0
NIKE INC. -CL B COM 654106103 23,627 476,720 SH SOLE 476,720 0 0
NISOURCE INCORPORATED COM 65473P105 8,895 497,600 SH SOLE 497,600 0 0
NJ RESOURCES CORP. COMMCOM 646025106 2,508 64,200 SH SOLE 64,200 0 0
NOBLE AFFILIATES INC COM 654894104 13,381 624,200 SH SOLE 624,200 0 0
NOBLE DRILLING CORP. COM 655042109 13,179 402,400 SH SOLE 402,400 0 0
NORDSON CORP COM 655663102 2,316 48,000 SH SOLE 48,000 0 0
NORDSTROM INC COM 655664100 8,502 324,658 SH SOLE 324,658 0 0
NORFOLK SOUTHERN CORP. COM 655844108 8,969 437,521 SH SOLE 437,521 0 0
NORTH FORK BANK COM 659424105 7,053 403,050 SH SOLE 403,050 0 0
NORTHEAST UTILITIES COM 664397106 2,301 111,900 SH SOLE 111,900 0 0
NORTHERN STATES POWER-MCOM 665772109 3,496 179,272 SH SOLE 179,272 0 0
NORTHERN TRUST CORP COM 665859104 15,699 296,200 SH SOLE 296,200 0 0
NORTHROP GRUMMAN CORP. COM 666807102 4,406 81,495 SH SOLE 81,495 0 0
NORTHWEST NATURAL GAS CCOM 667655104 1,762 80,300 SH SOLE 80,300 0 0
NOVA CORP./GEORGIA COM 669784100 5,785 183,300 SH SOLE 183,300 0 0
NOVELL INC COM 670006105 14,725 368,691 SH SOLE 368,691 0 0
NOVELLUS SYSTEMS INC. COM 670008101 16,738 136,600 SH SOLE 136,600 0 0
NSTAR CO. COM 67019E107 2,195 54,200 SH SOLE 54,200 0 0
NUCOR CORP COM 670346105 5,902 107,674 SH SOLE 107,674 0 0
NYMAGIC INC COM 629484106 5,999 454,900 SH SOLE 454,900 0 0
O'REILLY AUTOMOTIVE INCCOM 686091109 2,993 139,200 SH SOLE 139,200 0 0
OAK INDUSTRIES INC. COM 671400505 5,582 52,600 SH SOLE 52,600 0 0
OCCIDENTAL PETROLEUM COCOM 674599105 20,456 945,930 SH SOLE 945,930 0 0
OCEAN ENERGY INC COM 67481E106 1,085 140,000 SH SOLE 140,000 0 0
OCEANEERING INT'L. INC.COM 675232102 1,401 93,800 SH SOLE 93,800 0 0
OFFICE DEPOT INC COM 676220106 5,024 459,300 SH SOLE 459,300 0 0
OFFICE MAX COM 67622M108 591 107,400 SH SOLE 107,400 0 0
OFFSHORE LOGISTICS COM 676255102 778 83,000 SH SOLE 83,000 0 0
OGDEN CORP. COM 676346109 519 43,500 SH SOLE 43,500 0 0
OGE ENERGY CORP COM 670837103 5,797 305,100 SH SOLE 305,100 0 0
OHIO CASUALTY CORP. COM 677240103 838 52,200 SH SOLE 52,200 0 0
OLD KENT FINANCIAL CORPCOM 679833103 2,646 74,800 SH SOLE 74,800 0 0
OLD REPUBLIC INT'L CORPCOM 680223104 1,542 113,200 SH SOLE 113,200 0 0
OLIN CORP COM 680665205 858 43,300 SH SOLE 43,300 0 0
OLSTEN CORP COM 681385100 794 70,200 SH SOLE 70,200 0 0
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OMNICOM GROUP COM 681919106 25,390 253,900 SH SOLE 253,900 0 0
OMNOVA SOLUTIONS INC COM 682129101 277 35,700 SH SOLE 35,700 0 0
ONEOK INC. COM 682680103 453 18,032 SH SOLE 18,032 0 0
ONMICARE INC. COM 681904108 10,501 875,100 SH SOLE 875,100 0 0
ORACLE SYS. CORP. COM 68389X105 270,999 2,418,288 SH SOLE 2,418,288 0 0
ORBITAL SCIENCES CORP. COM 685564106 2,307 124,300 SH SOLE 124,300 0 0
OREGON STEEL MILLS INC COM 686079104 2,677 337,300 SH SOLE 337,300 0 0
ORGANOGENESIS INC. COM 685906109 720 82,900 SH SOLE 82,900 0 0
ORTHODONTIC CENTERS OF COM 68750P103 1,786 149,600 SH SOLE 149,600 0 0
OSHKOSH B'GOSH CL-A COM 688222207 971 46,100 SH SOLE 46,100 0 0
OSTEOTECH INC COM 688582105 536 40,100 SH SOLE 40,100 0 0
OTP BANK-GDR 144A ICOM 2662969 1,229 30,000 SH SOLE 30,000 0 0
OUTBACK STEAKHOUSE INC COM 689899102 5,765 222,250 SH SOLE 222,250 0 0
OVERSEAS SHIPHOLDING GRCOM 690368105 467 31,500 SH SOLE 31,500 0 0
OWENS & MINOR INC. COM 690732102 4,008 448,500 SH SOLE 448,500 0 0
OWENS CORNING COM 69073F103 412 21,343 SH SOLE 21,343 0 0
OWENS-ILLINOIS INC COM 690768403 2,264 90,323 SH SOLE 90,323 0 0
OXFORD HEALTH PLANS COM 691471106 3,676 289,700 SH SOLE 289,700 0 0
OXFORD INDUSTRIES INC. COM 691497309 581 29,300 SH SOLE 29,300 0 0
P P & L RESOURCES INC. COM 693499105 12,680 554,328 SH SOLE 554,328 0 0
P-COM INC. COM 693262107 1,140 128,900 SH SOLE 128,900 0 0
PACCAR INC COM 693718108 4,225 95,338 SH SOLE 95,338 0 0
PACIFIC CENTURY FINL COCOM 694058108 7,748 414,600 SH SOLE 414,600 0 0
PACIFIC GAS & ELEC. CO.COM 69331C108 9,464 461,656 SH SOLE 461,656 0 0
PACIFIC SUNWEAR OF CALICOM 694873100 3,084 96,750 SH SOLE 96,750 0 0
PACIFICARE HEALTH SYSTECOM 695112102 9,969 188,100 SH SOLE 188,100 0 0
PACTIV CORPORATION COM 695257105 3,742 352,199 SH SOLE 352,199 0 0
PAINE WEBBER GROUP INC COM 695629105 3,621 93,300 SH SOLE 93,300 0 0
PAKISTAN INV. FUND CTRY 2670111 561 236,100 SH SOLE 236,100 0 0
PALL CORPORATION COM 696429307 32,212 1,493,886 SH SOLE 1,493,886 0 0
PAN AMERICAN SILVER CORCOM 697900108 1,541 290,000 SH SOLE 290,000 0 0
PANAMER BEVERAGES COM 2674469 9,858 479,400 SH SOLE 479,400 0 0
PAPA JOHN'S INTERNATIONCOM 698813102 2,737 105,000 SH SOLE 105,000 0 0
PARAMETRIC TECHNOLOGY CCOM 699173100 16,806 621,012 SH SOLE 621,012 0 0
PAREXEL INT'L CORP. COM 699462107 794 67,200 SH SOLE 67,200 0 0
PARK ELECTROCHEMICAL COCOM 700416209 1,116 42,000 SH SOLE 42,000 0 0
PARK PLACE ENTERTAINMENCOM 700690100 3,244 259,500 SH SOLE 259,500 0 0
PARKER-HANNIFIN CORP. COM 701094104 7,921 154,373 SH SOLE 154,373 0 0
PATTERSON DENTAL COMPANCOM 703412106 5,695 133,600 SH SOLE 133,600 0 0
PAXAR CORP. COM 704227107 1,165 138,100 SH SOLE 138,100 0 0
PAYCHEX INC COM 704326107 16,474 411,850 SH SOLE 411,850 0 0
PAYLESS SHOESOURCE INC COM 704379106 17,442 371,100 SH SOLE 371,100 0 0
PE CORPORATION-PE BIOSYCOM 69332S102 20,079 166,894 SH SOLE 166,894 0 0
PECO ENERGY CO. COM 693304107 4,174 120,117 SH SOLE 120,117 0 0
PEDIATRIX MEDICAL GROUPCOM 705324101 307 43,800 SH SOLE 43,800 0 0
PENNZOIL-QUAKER STATE CCOM 709323109 683 67,004 SH SOLE 67,004 0 0
PENTAIR INC. COM 709631105 10,988 285,400 SH SOLE 285,400 0 0
PEOPLES ENERGY CORP COM 711030106 746 22,280 SH SOLE 22,280 0 0
PEOPLESOFT INC COM 712713106 5,355 251,250 SH SOLE 251,250 0 0
PEP BOYS MM & J COM 713278109 313 34,295 SH SOLE 34,295 0 0
PEPSICO INC. COM 713448108 89,014 2,525,212 SH SOLE 2,525,212 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
PERKIN ELMER INC COM 714046109 1,383 33,167 SH SOLE 33,167 0 0
PERRIGO CO. COM 714290103 19,588 2,448,500 SH SOLE 2,448,500 0 0
PFIZER INC. COM 717081103 207,559 6,398,741 SH SOLE 6,398,741 0 0
PHARMACEUTICAL PRODUCT COM 717124101 783 65,900 SH SOLE 65,900 0 0
PHARMACIA & UPJOHN INC COM 716941109 37,765 839,229 SH SOLE 839,229 0 0
PHELPS DODGE CORP. COM 717265102 7,103 105,811 SH SOLE 105,811 0 0
PHILADELPHIA SUBURBAN CCOM 718009608 2,593 125,333 SH SOLE 125,333 0 0
PHILIP MORRIS COS COM 718154107 95,895 4,135,618 SH SOLE 4,135,618 0 0
PHILLIPS PETROLEUM COM 718507106 20,389 433,818 SH SOLE 433,818 0 0
PHILLIPS-VAN HEUSEN COM 718592108 755 90,800 SH SOLE 90,800 0 0
PHOTRONICS INC. COM 719405102 2,482 86,700 SH SOLE 86,700 0 0
PICTURETEL CORP. COM 720035302 523 121,200 SH SOLE 121,200 0 0
PIEDMONT NATURAL GAS COCOM 720186105 3,219 106,400 SH SOLE 106,400 0 0
PIER 1 IMPORTS INC/DEL COM 720279108 2,267 355,550 SH SOLE 355,550 0 0
PINNACLE WEST CAPITAL CCOM 723484101 1,608 52,600 SH SOLE 52,600 0 0
PIONEER GROUP INC. COM 723684106 1,553 98,600 SH SOLE 98,600 0 0
PIONEER NATURAL RESOURCCOM 723787107 760 84,998 SH SOLE 84,998 0 0
PITNEY-BOWES, INC. COM 724479100 21,976 454,880 SH SOLE 454,880 0 0
PITTSTON BAX GROUP COM 725701882 785 73,900 SH SOLE 73,900 0 0
PITTSTON BRINK'S GROUP COM 725701106 785 35,700 SH SOLE 35,700 0 0
PLAINS RESOURCES INC. COM 726540503 809 64,700 SH SOLE 64,700 0 0
PLANTRONICS INC. COM 727493108 3,886 54,300 SH SOLE 54,300 0 0
PLEXUS CORP COM 729132100 2,297 52,200 SH SOLE 52,200 0 0
PLIVA D.D. GDR EAC COM 5174706 11,862 910,675 SH SOLE 910,675 0 0
PMC-SIERRA INC COM COM 2807492 12,841 80,100 SH SOLE 80,100 0 0
PMI GROUP INC. COM 69344M101 16,525 338,550 SH SOLE 338,550 0 0
PNC FINANCIAL CORP COM 693475105 21,584 485,043 SH SOLE 485,043 0 0
POGO PRODUCING CO COM 730448107 2,485 121,200 SH SOLE 121,200 0 0
POHANG IRON & STEEL COMICOM 2692795 952 27,200 SH SOLE 27,200 0 0
POLARIS INDUSTRIES INC.COM 731068102 2,918 80,500 SH SOLE 80,500 0 0
POLAROID COM 731095105 554 29,444 SH SOLE 29,444 0 0
POLICY MANAGEMENT SYSTECOM 731108106 803 31,400 SH SOLE 31,400 0 0
POLYCOM INC. COM 73172K104 6,452 101,300 SH SOLE 101,300 0 0
POPE & TALBOT INC COM 732827100 766 47,900 SH SOLE 47,900 0 0
POST PROPERTIES,INC. REIT 737464107 9,563 250,000 SH SOLE 250,000 0 0
POTLATCH CORP. COM 737628107 830 18,593 SH SOLE 18,593 0 0
POTOMAC ELECTRIC POWER COM 737679100 10,143 442,200 SH SOLE 442,200 0 0
POWERWAVE TECHNOLOGIES COM 739363109 3,386 58,000 SH SOLE 58,000 0 0
PPG INDUSTRIES INC. COM 693506107 18,697 298,853 SH SOLE 298,853 0 0
PRAXAIR INC. COM 74005P104 18,517 368,031 SH SOLE 368,031 0 0
PRE-PAID LEGAL SVCS COM 740065107 1,478 61,600 SH SOLE 61,600 0 0
PRECISION CASTPARTS CORCOM 740189105 551 21,000 SH SOLE 21,000 0 0
PREMIER BANCSHARES INC.COM 739909109 910 66,800 SH SOLE 66,800 0 0
PREMIER PARKS INC COM 740540208 1,906 66,000 SH SOLE 66,000 0 0
PRICE (T. ROWE) ASSOC. COM 741477103 2,822 76,400 SH SOLE 76,400 0 0
PRIDE INTERNATIONAL INCCOM 741932107 2,283 156,100 SH SOLE 156,100 0 0
PRIMARK CORP COM 741903108 1,816 65,300 SH SOLE 65,300 0 0
PRIME HOSPITALITY CORP COM 741917108 1,260 143,000 SH SOLE 143,000 0 0
PRIORITY HEALTHCARE CORCOM 74264T102 1,732 59,850 SH SOLE 59,850 0 0
PROCTER & GAMBLE CO COM 742718109 245,583 2,241,488 SH SOLE 2,241,488 0 0
PROFIT RECOVERY GROUP ICOM 743168106 3,319 124,950 SH SOLE 124,950 0 0
PROGRESS SOFTWARE COM 743312100 3,011 53,050 SH SOLE 53,050 0 0
PROGRESSIVE CORP COM 743315103 7,942 108,615 SH SOLE 108,615 0 0
PROJECT SOFTWARE & DEVECOM 74339P101 3,596 64,800 SH SOLE 64,800 0 0
PROLOGIS TRUST REIT 743410102 29,497 1,532,286 SH SOLE 1,532,286 0 0
PROTECTIVE LIFE CORP COM 743674103 7,890 248,000 SH SOLE 248,000 0 0
PROTEIN DESIGN LABS INCCOM 74369L103 6,055 86,500 SH SOLE 86,500 0 0
PROVIDENT BANKSHARES COCOM 743859100 1,372 79,275 SH SOLE 79,275 0 0
PROVIDENT FINANCIAL GROCOM 743866105 1,320 36,800 SH SOLE 36,800 0 0
PROVIDIAN FINANCIAL CORCOM 74406A102 18,902 207,572 SH SOLE 207,572 0 0
PSS WORLD MEDICAL INC. COM 69366A100 560 59,300 SH SOLE 59,300 0 0
PUBLIC SERVICE CO OF N COM 744499104 592 36,400 SH SOLE 36,400 0 0
PUBLIC SERVICE CO OF N.COM 744516105 2,268 70,200 SH SOLE 70,200 0 0
PUBLIC SVC ENTERPRISES COM 744573106 19,621 563,622 SH SOLE 563,622 0 0
PUGET SOUND ENERGY INC.COM 745332106 10,354 534,400 SH SOLE 534,400 0 0
PULTE CORPORATION COM 745867101 2,290 101,776 SH SOLE 101,776 0 0
QLOGIC CORPORATION COM 747277101 19,073 119,300 SH SOLE 119,300 0 0
QUAKER OATS CO. COM 747402105 17,948 273,491 SH SOLE 273,491 0 0
QUALCOMM INC COM 747525103 193,103 1,096,400 SH SOLE 1,096,400 0 0
QUANEX CORP COM 747620102 1,374 53,900 SH SOLE 53,900 0 0
QUANTUM CORPORATION- DLCOM 747906204 10,533 696,375 SH SOLE 696,375 0 0
QUEENS COUNTY BANCORP COM 748242104 1,842 67,900 SH SOLE 67,900 0 0
QUESTAR CORP COM 748356102 1,062 70,800 SH SOLE 70,800 0 0
QUICKSILVER INC COM 74838C106 1,023 66,000 SH SOLE 66,000 0 0
QUIMICA Y MINERA A ICOM 2771122 16 500 SH SOLE 500 0 0
QUINTILES TRANSNATIONALCOM 748767100 1,357 72,600 SH SOLE 72,600 0 0
QUORUM HEALTH GROUP INCCOM 749084109 2,927 314,300 SH SOLE 314,300 0 0
R.J. REYNOLDS TOBACCO HCOM 76182K105 1,637 92,900 SH SOLE 92,900 0 0
RADIAN GROUP INC. COM 750236101 4,240 88,800 SH SOLE 88,800 0 0
RALCORP HOLDINGS COM 751028101 1,711 85,800 SH SOLE 85,800 0 0
RALSTON PURINA CO. COM 751277302 21,802 782,138 SH SOLE 782,138 0 0
RATIONAL SOFTWARE CORPOCOM 75409P202 15,037 306,100 SH SOLE 306,100 0 0
RAYMOND JAMES FINANCIALCOM 754730109 3,702 198,100 SH SOLE 198,100 0 0
RAYONIER INC. COM 754907103 1,193 24,700 SH SOLE 24,700 0 0
RAYTHEON CO. CL-A COM 755111309 5,459 220,000 SH SOLE 220,000 0 0
RAYTHEON CO. CL-B COM 755111408 8,597 323,650 SH SOLE 323,650 0 0
READ-RITE CORP COM 755246105 832 175,200 SH SOLE 175,200 0 0
READERS DIGEST ASSOCIATCOM 755267101 9,237 315,800 SH SOLE 315,800 0 0
RECKSON ASSOCIATES REALREIT 75621K106 12,813 625,000 SH SOLE 625,000 0 0
REEBOK INTERNATIONAL LTCOM 758110100 600 73,242 SH SOLE 73,242 0 0
REGAL BELOIT COM 758750103 1,685 81,700 SH SOLE 81,700 0 0
REGENCY REALTY CORP REIT 758939102 10,473 523,627 SH SOLE 523,627 0 0
REGIONS FINANCIAL CORP.COM 758940100 3,457 137,600 SH SOLE 137,600 0 0
REGIS CORP COM 758932107 2,530 134,050 SH SOLE 134,050 0 0
RELIANCE STEEL & ALUMINCOM 759509102 1,877 80,100 SH SOLE 80,100 0 0
RELIANT ENERGY INC. COM 75952J108 14,744 644,561 SH SOLE 644,561 0 0
RELIASTAR FINANCIAL CORCOM 75952U103 12,560 320,500 SH SOLE 320,500 0 0
REMEDY CORPORATION COM 759548100 3,553 75,000 SH SOLE 75,000 0 0
RENAL CARE GROUP INC. COM 759930100 3,243 138,750 SH SOLE 138,750 0 0
REPUBLIC GROUP INC COM 760473108 635 42,000 SH SOLE 42,000 0 0
RESPIRONICS INC COM 761230101 712 89,300 SH SOLE 89,300 0 0
REYNOLDS & REYNOLDS CL-COM 761695105 1,555 69,100 SH SOLE 69,100 0 0
REYNOLDS METALS CO COM 761763101 15,030 196,148 SH SOLE 196,148 0 0
RIGGS NATL CORP WASH DCCOM 766570105 1,269 96,200 SH SOLE 96,200 0 0
RITE AID CORP. COM 767754104 4,302 384,514 SH SOLE 384,514 0 0
ROBBINS & MYERS INC. COM 770196103 767 33,900 SH SOLE 33,900 0 0
ROBERT HALF INTL INC COM 770323103 7,439 260,450 SH SOLE 260,450 0 0
ROC TAIWAN FUND CTRY 2719122 5,968 707,290 SH SOLE 707,290 0 0
ROCKWELL INT'L COM 773903109 16,174 337,832 SH SOLE 337,832 0 0
ROHM & HAAS CO COM 775371107 11,230 275,996 SH SOLE 275,996 0 0
ROLLINS INC COM 775711104 441 29,400 SH SOLE 29,400 0 0
ROLLINS TRUCK LEASING CCOM 775741101 3,113 260,800 SH SOLE 260,800 0 0
ROPER INDUSTRIES INC COM 776696106 3,316 87,700 SH SOLE 87,700 0 0
ROSS STORES INC COM 778296103 8,406 468,600 SH SOLE 468,600 0 0
ROSTELEKOM ADR EAC ICOM 2150259 491 29,091 SH SOLE 29,091 0 0
ROWAN COS. COM 779382100 2,463 113,574 SH SOLE 113,574 0 0
ROYAL DUTCH PETE COM 780257804 231,767 3,834,826 SH SOLE 3,834,826 0 0
RPM INC. OHIO COM 749685103 10,365 1,017,440 SH SOLE 1,017,440 0 0
RSA SECURITY INC. COM 749719100 9,616 124,077 SH SOLE 124,077 0 0
RUBY TUESDAY INC COM 781182100 2,332 128,200 SH SOLE 128,200 0 0
RUDDICK CORP. COM 781258108 12,174 785,400 SH SOLE 785,400 0 0
RUSS BERRIE & CO INC COM 782233100 2,250 85,700 SH SOLE 85,700 0 0
RUSSELL CORP COM 782352108 403 24,089 SH SOLE 24,089 0 0
RYANS FAMILY STEAK HOUSCOM 783519101 1,046 123,000 SH SOLE 123,000 0 0
RYDER SYS. INC. COM 783549108 1,931 79,018 SH SOLE 79,018 0 0
RYERSON TULL, INC. COM 78375P107 371 19,073 SH SOLE 19,073 0 0
S3 INCORPORATED COM 784849101 1,835 158,700 SH SOLE 158,700 0 0
SAFECO CORP. COM 786429100 11,554 464,468 SH SOLE 464,468 0 0
SAFESKIN CORP COM 786454108 2,202 181,600 SH SOLE 181,600 0 0
SAFEWAY INC COM 786514208 32,703 919,600 SH SOLE 919,600 0 0
SAKS INCORPORATED COM 79377W108 7,464 479,644 SH SOLE 479,644 0 0
SANMINA CORP COM 800907107 19,566 195,900 SH SOLE 195,900 0 0
SANTE FE SNYDER CORP COM 80218K105 1,164 145,500 SH SOLE 145,500 0 0
SARA LEE CORP. COM 803111103 34,526 1,564,896 SH SOLE 1,564,896 0 0
SAWTEK INC COM 805468105 2,663 40,000 SH SOLE 40,000 0 0
SBC COMMUNICATIONS INC.COM 78387G103 288,793 5,923,968 SH SOLE 5,923,968 0 0
SCANA CORP COM 805898103 30,936 1,151,100 SH SOLE 1,151,100 0 0
SCHERING-PLOUGH COM 806605101 110,508 2,619,438 SH SOLE 2,619,438 0 0
SCHLUMBERGER COM 806857108 53,617 953,191 SH SOLE 953,191 0 0
SCHOLASTIC CORP COM 807066105 883 14,200 SH SOLE 14,200 0 0
SCHULMAN (A.) INC. COM 808194104 9,298 570,000 SH SOLE 570,000 0 0
SCHWAB (CHARLES) CORP COM 808513105 49,107 1,279,672 SH SOLE 1,279,672 0 0
SCI SYSTEMS INC COM 783890106 20,259 246,500 SH SOLE 246,500 0 0
SCIENTIFIC ATLANTA INC.COM 808655104 2,698 48,507 SH SOLE 48,507 0 0
SCOTTISHPOWER PLC ADR COM 81013T705 35,989 1,285,338 SH SOLE 1,285,338 0 0
SCOTTS COMPANY COM 810186106 2,697 67,000 SH SOLE 67,000 0 0
SEACOR SMIT INC. COM 811904101 2,075 40,100 SH SOLE 40,100 0 0
SEAGATE TECHNOLOGY INC.COM 811804103 9,975 214,230 SH SOLE 214,230 0 0
SEALED AIR CORP. COM 81211K100 2,527 48,778 SH SOLE 48,778 0 0
SEARS ROEBUCK & CO. COM 812387108 19,636 645,127 SH SOLE 645,127 0 0
SEI INVESTMENTS CO COM 784117103 6,463 54,300 SH SOLE 54,300 0 0
SELECTIVE INSURANCE GROCOM 816300107 1,995 116,100 SH SOLE 116,100 0 0
SEMPRA ENERGY COM 816851109 19,228 1,106,666 SH SOLE 1,106,666 0 0
SENSORMATIC ELECTRONICSCOM 817265101 1,116 64,000 SH SOLE 64,000 0 0
SEPRACOR INC. COM 817315104 5,564 56,100 SH SOLE 56,100 0 0
SEQUA CORP - CL A COM 817320104 458 8,500 SH SOLE 8,500 0 0
SERVICE CORP INTERNATIOCOM 817565104 3,247 468,065 SH SOLE 468,065 0 0
SERVICE EXPERTS INC COM 817567100 270 46,400 SH SOLE 46,400 0 0
SHARED MEDICAL SYSTEMS COM 819486101 808 15,863 SH SOLE 15,863 0 0
SHAW INDUSTRIES INC COM 820286102 9,011 583,700 SH SOLE 583,700 0 0
SHELL TRANSPORT & TRADICOM 822703609 4,506 91,500 SH SOLE 91,500 0 0
SHERWIN-WILLIAMS CO COM 824348106 3,377 160,790 SH SOLE 160,790 0 0
SHIRE PHARMACEUTICALS GCOM 82481R106 2,930 100,617 SH SOLE 100,617 0 0
SHOPKO STORES INC COM 824911101 1,898 82,500 SH SOLE 82,500 0 0
SHOREWOOD PACKAGING CORCOM 825229107 1,822 96,200 SH SOLE 96,200 0 0
SIEBEL SYSTEMS INC. COM 826170102 53,088 632,000 SH SOLE 632,000 0 0
SIERRA HEALTH SERVICES COM 826322109 712 106,400 SH SOLE 106,400 0 0
SIERRA PACIFIC RESOURCECOM 826428104 8,207 474,027 SH SOLE 474,027 0 0
SIGMA-ALDRICH COM 826552101 7,327 243,730 SH SOLE 243,730 0 0
SILICON GRAPHICS COMPUTCOM 827056102 1,083 110,351 SH SOLE 110,351 0 0
SILICON VALLEY BANCSHARCOM 827064106 188 3,800 SH SOLE 3,800 0 0
SILICON VALLEY GROUP INCOM 827066101 1,841 103,700 SH SOLE 103,700 0 0
SIMON DEBARTOLO GROUP PREIT 828806406 1,879 31,066 SH SOLE 31,066 0 0
SIMON PROPERTY GROUP INREIT 828806109 23,864 1,040,388 SH SOLE 1,040,388 0 0
SIMPSON MANUFACTURING CCOM 829073105 1,536 35,100 SH SOLE 35,100 0 0
SKYLINE CORP. COM 830830105 912 38,800 SH SOLE 38,800 0 0
SKYWEST INC COM 830879102 1,896 67,700 SH SOLE 67,700 0 0
SLI INC COM 78442T108 1,194 88,000 SH SOLE 88,000 0 0
SLM HOLDING CORP. COM 78442A109 5,721 135,400 SH SOLE 135,400 0 0
SMITH (A.O.) CORP COM 831865209 1,544 70,600 SH SOLE 70,600 0 0
SMITH INTERNATIONAL INCCOM 832110100 8,154 164,100 SH SOLE 164,100 0 0
SMITHFIELD FOODS INC COM 832248108 3,386 141,100 SH SOLE 141,100 0 0
SMUCKER J M COM 832696108 489 25,100 SH SOLE 25,100 0 0
SMURFIT-STONE CONTAINERCOM 832727101 10,503 428,700 SH SOLE 428,700 0 0
SNAP-ON TOOLS CORP. COM 833034101 3,328 125,287 SH SOLE 125,287 0 0
SNYDER COMMUNICATIONS ICOM 832914105 4,081 212,000 SH SOLE 212,000 0 0
SOLA INTERNATIONAL INC COM 834092108 1,311 94,500 SH SOLE 94,500 0 0
SOLECTRON CORP COM 834182107 39,372 413,900 SH SOLE 413,900 0 0
SOLUTIA INC. WI COM 834376105 4,764 308,591 SH SOLE 308,591 0 0
SONIC CORP COM 835451105 2,041 71,600 SH SOLE 71,600 0 0
SONICWALL INC COM 835470105 403 10,000 SH SOLE 10,000 0 0
SONOCO PRODUCTS CO COM 835495102 6,666 293,020 SH SOLE 293,020 0 0
SOTHEBY'S HOLDINGS CL-ACOM 835898107 4,899 163,300 SH SOLE 163,300 0 0
SOUTHDOWN INC COM 841297104 6,809 131,900 SH SOLE 131,900 0 0
SOUTHERN AFRICA FUND INCTRY 2824082 12,718 862,214 SH SOLE 862,214 0 0
SOUTHERN CO COM 842587107 30,321 1,290,272 SH SOLE 1,290,272 0 0
SOUTHERN UNION COMPANY COM 844030106 855 44,698 SH SOLE 44,698 0 0
SOUTHTRUST CORP COM 844730101 13,802 365,000 SH SOLE 365,000 0 0
SOUTHWEST AIRLINES COM 844741108 7,784 480,837 SH SOLE 480,837 0 0
SOUTHWEST GAS CORP COM 844895102 2,024 88,000 SH SOLE 88,000 0 0
SOUTHWESTERN ENERGY COMCOM 845467109 581 88,500 SH SOLE 88,500 0 0
SOVEREIGN BANCORP INC COM 845905108 4,569 613,000 SH SOLE 613,000 0 0
SPACELABS MEDICAL INC COM 846247104 717 38,600 SH SOLE 38,600 0 0
SPECIALTY EQUIPMENT COMCOM 847497203 1,360 56,800 SH SOLE 56,800 0 0
SPEEDFAM-IPEC INC. COM 847705100 1,109 85,700 SH SOLE 85,700 0 0
SPIEKER PROPERTIES REIT 848497103 33,705 925,000 SH SOLE 925,000 0 0
SPRINGS INDUSTRIES -CL COM 851783100 665 16,639 SH SOLE 16,639 0 0
SPRINT CORP. COM 852061100 90,259 1,340,898 SH SOLE 1,340,898 0 0
SPRINT PCS GROUP COM 852061506 63,055 615,174 SH SOLE 615,174 0 0
SPS TECHNOLOGIES INC COM 784626103 1,527 47,800 SH SOLE 47,800 0 0
SPX CORP. COM 784635104 8,833 109,300 SH SOLE 109,300 0 0
ST JUDE MED. INC. COM 790849103 1,492 48,635 SH SOLE 48,635 0 0
ST MARY LAND & EXPLORATCOM 792228108 1,040 42,000 SH SOLE 42,000 0 0
ST. PAUL COMPANIES COM 792860108 43,047 1,277,847 SH SOLE 1,277,847 0 0
STAFFMARK INC COM 852389105 677 89,500 SH SOLE 89,500 0 0
STANDARD MOTOR PRODS COM 853666105 842 52,200 SH SOLE 52,200 0 0
STANDARD REGISTER CO COM 853887107 475 24,500 SH SOLE 24,500 0 0
STANDARD-PACIFIC CORP COM 85375C101 1,307 118,800 SH SOLE 118,800 0 0
STANLEY WORKS COM 854616109 1,725 57,252 SH SOLE 57,252 0 0
STAPLES INC COM 855030102 14,987 722,250 SH SOLE 722,250 0 0
STARBUCKS CORP. COM 855244109 13,614 561,400 SH SOLE 561,400 0 0
STATE STREET CORP COM 857477103 10,803 147,862 SH SOLE 147,862 0 0
STEEL DYNAMICS INC COM 858119100 2,709 170,000 SH SOLE 170,000 0 0
STEIN MART INC. COM 858375108 1,027 180,500 SH SOLE 180,500 0 0
STEPAN CO COM 858586100 8,822 377,400 SH SOLE 377,400 0 0
STERIS CORP COM 859152100 2,505 242,900 SH SOLE 242,900 0 0
STERLING COMMERCE INC COM 859205106 8,744 256,700 SH SOLE 256,700 0 0
STERLING SOFTWARE INC COM 859547101 24,283 770,900 SH SOLE 770,900 0 0
STEWART & STEVENSON SERCOM 860342104 333 28,100 SH SOLE 28,100 0 0
STEWART ENTERPRISES INCCOM 860370105 1,802 379,300 SH SOLE 379,300 0 0
STILLWATER MINING COMPACOM 86074Q102 3,820 119,850 SH SOLE 119,850 0 0
STONE & WEBSTER INC COM 861572105 866 51,500 SH SOLE 51,500 0 0
STONE ENERGY CORP COM 861642106 1,682 47,200 SH SOLE 47,200 0 0
STORAGE TECHNOLOGY CORPCOM 862111200 6,543 354,900 SH SOLE 354,900 0 0
STRIDE RITE CORP COM 863314100 1,015 156,095 SH SOLE 156,095 0 0
STRUCTURAL DYNAMICS RESCOM 863555108 370 29,000 SH SOLE 29,000 0 0
STRYKER CORP. COM 863667101 21,674 311,300 SH SOLE 311,300 0 0
SUIZA FOOD CORP. COM 865077101 1,062 26,800 SH SOLE 26,800 0 0
SUMMIT BANCORP COM 866005101 4,033 131,700 SH SOLE 131,700 0 0
SUMMIT TECHNOLOGY INC COM 86627E101 1,421 121,600 SH SOLE 121,600 0 0
SUN MICROSYSTEMS INC. COM 866810104 204,287 2,638,092 SH SOLE 2,638,092 0 0
SUNGARD DATA SYSTEMS COM 867363103 8,864 373,200 SH SOLE 373,200 0 0
SUNOCO, INC. COM 86764P109 11,800 502,111 SH SOLE 502,111 0 0
SUNRISE MEDICAL INC COM 867910101 470 75,900 SH SOLE 75,900 0 0
SUNTRUST BANKS INC. COM 867914103 33,745 490,387 SH SOLE 490,387 0 0
SUPER VALU STORES INC. COM 868536103 4,602 230,118 SH SOLE 230,118 0 0
SUPERIOR INDUSTRIES INTCOM 868168105 652 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 1,802 113,500 SH SOLE 113,500 0 0
SWIFT TRANSPORTATION COCOM 870756103 969 55,000 SH SOLE 55,000 0 0
SYBRON INTL CORP COM 87114F106 7,480 303,000 SH SOLE 303,000 0 0
SYCAMORE NETWORKS INC COM 871206108 924 3,000 SH SOLE 3,000 0 0
SYKES ENTERPRISES COM 871237103 5,541 126,300 SH SOLE 126,300 0 0
SYLVAN LEARNING SYSTEMSCOM 871399101 577 44,400 SH SOLE 44,400 0 0
SYMANTEC CORP COM 871503108 9,743 166,200 SH SOLE 166,200 0 0
SYMBOL TECHNOLOGIES INCCOM 871508107 18,354 288,750 SH SOLE 288,750 0 0
SYMMETRICOM INC COM 871543104 570 57,400 SH SOLE 57,400 0 0
SYNOPSYS INC. COM 871607107 15,039 225,300 SH SOLE 225,300 0 0
SYNOVUS FINANCIAL CORP COM 87161C105 5,439 273,650 SH SOLE 273,650 0 0
SYSCO CORP. COM 871829107 22,506 568,882 SH SOLE 568,882 0 0
SYSTEM SOFTWARE ASSOCIACOM 871839205 17 8,675 SH SOLE 8,675 0 0
TAIPEI FUND CTRY 5061819 9,731 98,000 SH SOLE 98,000 0 0
TAIWAN FUND INC CTRY 2869878 1,090 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 2,735 154,100 SH SOLE 154,100 0 0
TANDY CORP. COM 875382103 17,302 351,752 SH SOLE 351,752 0 0
TAUBMAN CENTERS INC REIT 876664103 12,900 1,200,000 SH SOLE 1,200,000 0 0
TBC CORP COM 872180104 582 93,100 SH SOLE 93,100 0 0
TCF FINANCIAL CORP COM 872275102 8,010 322,000 SH SOLE 322,000 0 0
TECH DATA CORP COM 878237106 1,134 41,800 SH SOLE 41,800 0 0
TECHNOLOGY SOLUTIONS COCOM 87872T108 3,761 114,850 SH SOLE 114,850 0 0
TECO ENERGY COM 872375100 10,532 567,400 SH SOLE 567,400 0 0
TECUMSEH PRODUCTS CO CLCOM 878895200 8,900 188,600 SH SOLE 188,600 0 0
TEKTRONIX, INC. COM 879131100 2,219 57,080 SH SOLE 57,080 0 0
TELEFLEX INC COM 879369106 8,207 262,100 SH SOLE 262,100 0 0
TELEPHONE & DATA COM 879433100 21,559 171,100 SH SOLE 171,100 0 0
TELLABS INC. COM 879664100 51,004 794,604 SH SOLE 794,604 0 0
TELXON CORP. COM 879700102 1,176 73,500 SH SOLE 73,500 0 0
TEMPLE-INLAND INC. COM 879868107 5,662 85,868 SH SOLE 85,868 0 0
TEMPLETON RUSSIA F ICOM 2897017 525 26,320 SH SOLE 26,320 0 0
TENET HEALTHCARE CORP COM 88033G100 10,210 434,483 SH SOLE 434,483 0 0
TENNECO AUTOMOTIVE INC COM 880349105 885 95,054 SH SOLE 95,054 0 0
TERADYNE INC COM 880770102 13,867 210,100 SH SOLE 210,100 0 0
TETRA TECH INC. COM 88162G103 1,785 116,125 SH SOLE 116,125 0 0
TETRA TECHNOLOGIES INC.COM 88162F105 373 51,500 SH SOLE 51,500 0 0
TEXACO INC. COM 881694103 56,407 1,038,555 SH SOLE 1,038,555 0 0
TEXAS INDUSTRIES INC COM 882491103 3,946 92,700 SH SOLE 92,700 0 0
TEXAS INSTRS INC COM 882508104 125,349 1,293,924 SH SOLE 1,293,924 0 0
TEXAS UTILITIES CO_(HOLCOM 882848104 33,371 938,389 SH SOLE 938,389 0 0
TEXTRON INC. COM 883203101 16,134 210,386 SH SOLE 210,386 0 0
THE FORMOSA GROWTH FUNDCTRY 0347246 5,448 300,000 SH SOLE 300,000 0 0
THE MEN'S WEARHOUSE INCCOM 587118100 3,140 106,900 SH SOLE 106,900 0 0
THERAGENICS CORPORATIONCOM 883375107 756 83,400 SH SOLE 83,400 0 0
THERMO ELECTRON CORP. COM 883556102 22,775 1,518,342 SH SOLE 1,518,342 0 0
THOMAS & BETTS CORP. COM 884315102 3,339 104,758 SH SOLE 104,758 0 0
THOMAS INDUSTRIES INC COM 884425109 1,275 62,400 SH SOLE 62,400 0 0
THOR INDUSTRIES INC COM 885160101 1,502 49,350 SH SOLE 49,350 0 0
TIDEWATER INC COM 886423102 1,714 47,600 SH SOLE 47,600 0 0
TIFFANY & CO COM 886547108 20,331 227,800 SH SOLE 227,800 0 0
TIMBERLAND CO CL-A COM 887100105 3,902 73,800 SH SOLE 73,800 0 0
TIME WARNER INC. COM 887315109 158,157 2,183,358 SH SOLE 2,183,358 0 0
TIMES MIRROR CO-CL A COM 887364107 10,807 161,294 SH SOLE 161,294 0 0
TIMKEN CO. COM 887389104 801 39,199 SH SOLE 39,199 0 0
TITAN INT'L INC. COM 88830M102 6,102 938,700 SH SOLE 938,700 0 0
TJ INTERNATIONAL INC COM 872534102 3,263 77,700 SH SOLE 77,700 0 0
TJX COS. INC. COM 872540109 11,261 550,978 SH SOLE 550,978 0 0
TNP ENTERPRISES INC COM 872594106 2,129 51,600 SH SOLE 51,600 0 0
TOLL BROTHERS INC COM 889478103 2,516 135,100 SH SOLE 135,100 0 0
TORCHMARK CORP COM 891027104 7,986 274,800 SH SOLE 274,800 0 0
TORO CO COM 891092108 1,563 41,900 SH SOLE 41,900 0 0
TOSCO CORP COM 891490302 3,562 131,000 SH SOLE 131,000 0 0
TOTAL RENAL CARE HOLDINCOM 89151A107 2,357 352,500 SH SOLE 352,500 0 0
TOWER AUTOMOTIVE INC COM 891707101 2,200 142,500 SH SOLE 142,500 0 0
TOYS R US INC. COM 892335100 6,947 485,372 SH SOLE 485,372 0 0
TRANSACTION SYSTEMS ARCCOM 893416107 2,534 90,500 SH SOLE 90,500 0 0
TRANSOCEAN SEDCO FOREX COM 893817106 19,620 582,419 SH SOLE 582,419 0 0
TREDEGAR CORPORATION COM 894650100 2,356 113,900 SH SOLE 113,900 0 0
TRENWICK GROUP INC COM 895290104 791 46,700 SH SOLE 46,700 0 0
TRIARC COM COM 895927101 1,488 81,000 SH SOLE 81,000 0 0
TRIBUNE CO COM 896047107 11,156 202,600 SH SOLE 202,600 0 0
TRICON GLOBAL RESTAURANCOM 895953107 9,893 256,132 SH SOLE 256,132 0 0
TRIGON HEALTHCARE CORP.COM 89618L100 1,033 35,000 SH SOLE 35,000 0 0
TRIMBLE NAVIGATION LTD COM 896239100 1,795 83,000 SH SOLE 83,000 0 0
TRINITY INDUSTRIES COM 896522109 1,058 37,200 SH SOLE 37,200 0 0
TRU NORTH COMMUNICATIONCOM 897844106 6,145 137,500 SH SOLE 137,500 0 0
TRUSTCO BANK CORP. NY COM 898349105 2,037 153,700 SH SOLE 153,700 0 0
TRW INC. COM 872649108 8,649 166,520 SH SOLE 166,520 0 0
TUBOSCOPE INC. COM 898600101 2,037 128,300 SH SOLE 128,300 0 0
TUPPERWARE CORPORATION COM 899896104 713 42,089 SH SOLE 42,089 0 0
TURKEY INVESTMENT FUND CTRY 2907411 15,192 855,900 SH SOLE 855,900 0 0
TYCO INT'L. LTD NEW COM 902124106 113,774 2,926,674 SH SOLE 2,926,674 0 0
TYSON FOODS INC. CL-A COM 902494103 10,790 664,000 SH SOLE 664,000 0 0
U S TR CORP COM 91288L105 4,603 57,400 SH SOLE 57,400 0 0
U.S. BANCORP COM 902973106 33,053 1,388,060 SH SOLE 1,388,060 0 0
U.S. FOODSERVICE COM 90331R101 4,750 283,600 SH SOLE 283,600 0 0
U.S. HOME CORP COM 911920106 1,168 45,700 SH SOLE 45,700 0 0
U.S. WEST INC. COM 91273H101 95,580 1,327,497 SH SOLE 1,327,497 0 0
UCAR INTERNATIONAL INC COM 90262K109 10,237 574,700 SH SOLE 574,700 0 0
ULTRAMAR DIAMOND SHAMROCOM 904000106 13,414 591,250 SH SOLE 591,250 0 0
ULTRAPAR PARTICIPACOES ICOM 2496890 2,300 200,000 SH SOLE 200,000 0 0
ULTRATECH STEPPER INC COM 904034105 1,192 73,900 SH SOLE 73,900 0 0
UNICOM CORP COM 904911104 13,970 417,021 SH SOLE 417,021 0 0
UNIFI INC COM 904677101 660 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 3,657 289,700 SH SOLE 289,700 0 0
UNILEVER UN COM 904784709 48,534 891,546 SH SOLE 891,546 0 0
UNION CARBIDE CORP. COM 905581104 15,060 225,622 SH SOLE 225,622 0 0
UNION PACIFIC CORP. COM 907818108 15,580 357,138 SH SOLE 357,138 0 0
UNION PACIFIC RESOURCESCOM 907834105 11,868 930,800 SH SOLE 930,800 0 0
UNION PLANTERS CORP. COM 908068109 3,313 84,000 SH SOLE 84,000 0 0
UNISYS CORP. COM 909214108 16,563 518,611 SH SOLE 518,611 0 0
UNITED BANKSHARES INC. COM 909907107 3,214 134,600 SH SOLE 134,600 0 0
UNITED HEALTHCARE CORP COM 910581107 17,253 324,761 SH SOLE 324,761 0 0
UNITED ILLUMINATING CO COM 910637107 2,867 55,800 SH SOLE 55,800 0 0
UNITED PARCEL SERVICES COM 911312106 1,173 17,000 SH SOLE 17,000 0 0
UNITED TECHNOLOGIES COM 913017109 40,238 619,041 SH SOLE 619,041 0 0
UNITED WATER RESOURCES COM 913190104 4,154 121,500 SH SOLE 121,500 0 0
UNITRIN INC. COM 913275103 20,694 550,000 SH SOLE 550,000 0 0
UNIVERSAL CORP-VA COM 913456109 11,237 492,600 SH SOLE 492,600 0 0
UNIVERSAL FOODS COM 913538104 12,078 592,800 SH SOLE 592,800 0 0
UNIVERSAL FOREST PRODUCCOM 913543104 900 61,000 SH SOLE 61,000 0 0
UNIVERSAL HEALTH SERVICCOM 913903100 3,614 100,400 SH SOLE 100,400 0 0
UNIVISION COMMUNICATIONCOM 914906102 34,529 337,900 SH SOLE 337,900 0 0
UNOCAL COM 915289102 23,855 710,762 SH SOLE 710,762 0 0
UNUMPROVIDENT CORP. COM 91529Y106 27,883 869,640 SH SOLE 869,640 0 0
URS CORPORATION COM 903236107 1,013 46,700 SH SOLE 46,700 0 0
US FREIGHTWAYS CORP COM 916906100 4,318 90,200 SH SOLE 90,200 0 0
US ONCOLOGY INC. COM 90338W103 1,273 257,900 SH SOLE 257,900 0 0
USAIR GROUP INC. COM 911905107 2,171 67,705 SH SOLE 67,705 0 0
USEC INC. COM 90333E108 12,328 1,761,200 SH SOLE 1,761,200 0 0
USG CORPORATION COM 903293405 7,417 157,400 SH SOLE 157,400 0 0
UST CORP. COM 902900109 4,213 132,700 SH SOLE 132,700 0 0
UST INC. COM 902911106 4,896 194,369 SH SOLE 194,369 0 0
USX-MARATHON OIL COM 902905827 19,046 771,496 SH SOLE 771,496 0 0
USX-U.S. STEEL COM 90337T101 15,171 459,733 SH SOLE 459,733 0 0
UTILICORP UNITED INC COM 918005109 12,690 652,850 SH SOLE 652,850 0 0
V F CORP COM 918204108 4,055 135,172 SH SOLE 135,172 0 0
VA LINUX SYSTEMS INC COM 91819B105 207 1,000 SH SOLE 1,000 0 0
VALASSIS COMMUNICATIONSCOM 918866104 7,371 174,450 SH SOLE 174,450 0 0
VALERO ENERGY CORP. COM 91913Y100 12,575 632,700 SH SOLE 632,700 0 0
VALMONT INDUSTRIES COM 920253101 1,123 69,900 SH SOLE 69,900 0 0
VARCO INTERNATIONAL INCCOM 922126107 556 54,600 SH SOLE 54,600 0 0
VARIAN MEDICAL SYSTEMS COM 92220P105 2,829 94,900 SH SOLE 94,900 0 0
VENATOR GROUP INC. COM 922944103 22,225 3,175,000 SH SOLE 3,175,000 0 0
VERITAS SOFTWARE CORPORCOM 923436109 119,230 833,050 SH SOLE 833,050 0 0
VERITY INC. COM 92343C106 3,626 85,200 SH SOLE 85,200 0 0
VERTEX PHARMAREUTICALS COM 92532F100 4,288 122,500 SH SOLE 122,500 0 0
VIACOM INC-CLASS B COM 925524308 63,090 1,043,886 SH SOLE 1,043,886 0 0
VIAD CORP COM 92552R109 7,303 262,000 SH SOLE 262,000 0 0
VICOR CORP COM 925815102 4,892 120,800 SH SOLE 120,800 0 0
VIMPEL COMMUNICATI ICOM 2943675 191 4,280 SH SOLE 4,280 0 0
VINTAGE PETROLEUM INC. COM 927460105 2,311 191,600 SH SOLE 191,600 0 0
VISHAY INTERTECHNOLOGY COM 928298108 8,514 269,231 SH SOLE 269,231 0 0
VISIO CORPORATION COM 927914101 4,389 92,400 SH SOLE 92,400 0 0
VISX INC COM 92844S105 10,045 194,100 SH SOLE 194,100 0 0
VITAL SIGNS INC COM 928469105 1,180 51,600 SH SOLE 51,600 0 0
VITESSE SEMICONDUCTOR CCOM 928497106 25,521 486,700 SH SOLE 486,700 0 0
VLASIC FOODS INTERNATIOCOM 928559103 222 38,990 SH SOLE 38,990 0 0
VOLT INFO. SCIENCES INCCOM 928703107 929 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 4,761 119,200 SH SOLE 119,200 0 0
WABASH NATIONAL CORP COM 929566107 1,122 74,800 SH SOLE 74,800 0 0
WACHOVIA CORP. COM 929771103 20,547 302,163 SH SOLE 302,163 0 0
WAL MART STORES INC COM 931142103 508,009 7,349,132 SH SOLE 7,349,132 0 0
WALGREEN CO. COM 931422109 47,050 1,608,542 SH SOLE 1,608,542 0 0
WALLACE COMPUTER SVCS ICOM 932270101 620 37,300 SH SOLE 37,300 0 0
WARNACO GROUP COM 934390105 10,121 822,000 SH SOLE 822,000 0 0
WARNER-LAMBERT CO COM 934488107 120,340 1,468,678 SH SOLE 1,468,678 0 0
WASHINGTON GAS LIGHT COCOM 938837101 1,045 38,000 SH SOLE 38,000 0 0
WASHINGTON MUTUAL INC. COM 939322103 31,757 1,221,407 SH SOLE 1,221,407 0 0
WASHINGTON POST CL. B COM 939640108 5,824 10,478 SH SOLE 10,478 0 0
WASTE MANAGEMENT INC. COM 94106L109 18,069 1,051,305 SH SOLE 1,051,305 0 0
WATER PIK TECHNOLOGIES COM 94113U100 15 1,580 SH SOLE 1,580 0 0
WATERS CORPORATION COM 941848103 9,423 177,800 SH SOLE 177,800 0 0
WATKINS-JOHNSON COMPANYCOM 942486101 1,484 37,100 SH SOLE 37,100 0 0
WATSCO INC. COM 942622200 1,018 88,000 SH SOLE 88,000 0 0
WATSON PHARMACEUTICALS COM 942683103 11,986 334,700 SH SOLE 334,700 0 0
WATTS INDUSTRIES INC. CCOM 942749102 5,565 377,300 SH SOLE 377,300 0 0
WAUSAU-MOSINEE PAPER COCOM 943315101 581 49,700 SH SOLE 49,700 0 0
WD-40 CO COM 929236107 1,347 60,900 SH SOLE 60,900 0 0
WEATHERFORD INTERNATIONCOM 947074100 13,975 349,915 SH SOLE 349,915 0 0
WEBSTER FINANCIAL CORPOCOM 947890109 921 39,100 SH SOLE 39,100 0 0
WELLMAN INC COM 949702104 505 27,100 SH SOLE 27,100 0 0
WELLPOINT HEALTH NETWORCOM 94973H108 12,478 189,244 SH SOLE 189,244 0 0
WELLS FARGO COMPANY COM 949746101 127,652 3,156,772 SH SOLE 3,156,772 0 0
WENDY'S INTL COM 950590109 5,440 263,777 SH SOLE 263,777 0 0
WERNER ENTERPRISES INC COM 950755108 2,386 169,700 SH SOLE 169,700 0 0
WESLEY JESSEN VISIONCARCOM 951018100 1,977 52,200 SH SOLE 52,200 0 0
WESTAMERICA BANCORPORATCOM 957090103 2,615 93,600 SH SOLE 93,600 0 0
WESTPOINT STEVENS COM 961238102 2,868 163,900 SH SOLE 163,900 0 0
WESTVACO CORP COM 961548104 4,050 124,152 SH SOLE 124,152 0 0
WESTWOOD ONE COM 961815107 11,902 156,600 SH SOLE 156,600 0 0
WEYERHAEUSER CO. COM 962166104 25,110 349,663 SH SOLE 349,663 0 0
WHIRLPOOL CORP COM 963320106 7,098 109,091 SH SOLE 109,091 0 0
WHITMAN CORP. COM 96647R107 4,292 319,379 SH SOLE 319,379 0 0
WHITNEY HOLDING CORP COM 966612103 2,394 64,600 SH SOLE 64,600 0 0
WHITTMAN-HART INC. COM 966834103 7,765 144,800 SH SOLE 144,800 0 0
WHOLE FOODS MARKET INC COM 966837106 3,840 82,800 SH SOLE 82,800 0 0
WICOR INC COM 929253102 3,806 130,400 SH SOLE 130,400 0 0
WILLAMETTE INDUSTRIES COM 969133107 9,099 195,946 SH SOLE 195,946 0 0
WILLIAMS COMMUNICATIONSCOM 969455104 2,894 100,000 SH SOLE 100,000 0 0
WILLIAMS COS. INC. COM 969457100 18,603 608,700 SH SOLE 608,700 0 0
WILLIAMS-SONOMA INC COM 969904101 7,544 164,000 SH SOLE 164,000 0 0
WILMINGTON TRUST CO, DECOM 971807102 14,205 294,400 SH SOLE 294,400 0 0
WINN-DIXIE STORES INC. COM 974280109 2,302 96,170 SH SOLE 96,170 0 0
WISCONSIN CENTRAL TRANSCOM 976592105 591 44,000 SH SOLE 44,000 0 0
WISCONSIN ENERGY CORP. COM 976657106 10,738 557,800 SH SOLE 557,800 0 0
WMC LIMITED-SPONSORED ACOM 928947100 33,099 1,513,100 SH SOLE 1,513,100 0 0
WOLVERINE TUBE CO. COM 978093102 9,017 638,400 SH SOLE 638,400 0 0
WOLVERINE WORLD WIDE COM 978097103 1,297 118,550 SH SOLE 118,550 0 0
WORTHINGTON INDS COM 981811102 7,330 442,556 SH SOLE 442,556 0 0
WRIGLEY WM JR CO COM 982526105 8,724 105,186 SH SOLE 105,186 0 0
WYNN'S INTERNATIONAL INCOM 983195108 1,039 73,550 SH SOLE 73,550 0 0
X-RITE INC COM 983857103 478 76,500 SH SOLE 76,500 0 0
XEROX CORP COM 984121103 24,002 1,057,958 SH SOLE 1,057,958 0 0
XILINX INC COM 983919101 19,442 427,600 SH SOLE 427,600 0 0
XIRCOM INC COM 983922105 5,543 73,900 SH SOLE 73,900 0 0
YAHOO INC COM 984332106 189,820 438,700 SH SOLE 438,700 0 0
YELLOW CORP COM 985509108 1,557 92,600 SH SOLE 92,600 0 0
YORK INTERNATIONAL CORPCOM 986670107 1,026 37,400 SH SOLE 37,400 0 0
ZALE CORP. COM 988858106 5,084 105,100 SH SOLE 105,100 0 0
ZEBRA TECHNOLOGIES CORPCOM 989207105 5,049 86,300 SH SOLE 86,300 0 0
ZENITH NATIONAL INSURANCOM 989390109 1,448 70,200 SH SOLE 70,200 0 0
ZIONS BANCORPORATION COM 989701107 15,868 268,100 SH SOLE 268,100 0 0
ZIXIT CORP COM 98974P100 1,854 46,800 SH SOLE 46,800 0 0
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