UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 06/30/2000
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 08/03/2000
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: 1564
Form 13F Information Table Value Total: $617,117,678
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 1,865 452,200 SH SOLE 452,200 0 0
3COM CORP. COM 885535104 35,843 622,009 SH SOLE 622,009 0 0
99 CENTS ONLY STORES COM 65440K106 2,581 64,733 SH SOLE 64,733 0 0
AAR CORPORATION COM 000361105 647 53,950 SH SOLE 53,950 0 0
AARON RENTS INC COM 002535201 44 3,500 SH SOLE 3,500 0 0
ABBOTT LABORATORIES COM 002824100 121,023 2,715,806 SH SOLE 2,715,806 0 0
ABERCROMBIE & FITCH CO COM 002896207 2,880 236,300 SH SOLE 236,300 0 0
ABM INDUSTRIES INC. COM 000957100 1,030 44,800 SH SOLE 44,800 0 0
AC NIELSON CORP COM 004833109 2,691 122,301 SH SOLE 122,301 0 0
ACTEL CORPORATION COM 004934105 1,998 43,800 SH SOLE 43,800 0 0
ACTION PERFORMANCE CO COM 004933107 227 31,300 SH SOLE 31,300 0 0
ACUSON CORP COM 005113105 86 6,400 SH SOLE 6,400 0 0
ACXIOM CORP. COM 005125109 4,597 168,700 SH SOLE 168,700 0 0
ADAC LABORATORIES COM 005313200 1,044 43,500 SH SOLE 43,500 0 0
ADAPTEC INC COM 00651F108 4,263 187,400 SH SOLE 187,400 0 0
ADAPTIVE BROADBAND CORPCOM 00650M104 2,778 75,600 SH SOLE 75,600 0 0
ADC COMMUNICATIONS INC COM 000886101 49,070 585,034 SH SOLE 585,034 0 0
ADOBE SYSTEMS INC. COM 00724F101 32,465 249,732 SH SOLE 249,732 0 0
ADTRAN INC. COM 00738A106 4,515 75,400 SH SOLE 75,400 0 0
ADVANCE PARADIGM COM 007491103 853 41,600 SH SOLE 41,600 0 0
ADVANCED MICRO DEVICES COM 007903107 23,726 307,137 SH SOLE 307,137 0 0
ADVANCED TISSUE SCIENCECOM 00755F103 927 115,400 SH SOLE 115,400 0 0
ADVO INC. COM 007585102 1,642 39,100 SH SOLE 39,100 0 0
AES CORP COM 00130H105 25,390 556,499 SH SOLE 556,499 0 0
AETNA INC. COM 008117103 17,810 277,476 SH SOLE 277,476 0 0
AFFILIATED COMPUTER SERCOM 008190100 3,488 105,500 SH SOLE 105,500 0 0
AFLAC INC COM 001055102 22,041 479,800 SH SOLE 479,800 0 0
AGCO CORP. COM 001084102 5,069 413,800 SH SOLE 413,800 0 0
AGILENT TECHNOLOGIES INCOM 00846U101 63,513 861,198 SH SOLE 861,198 0 0
AGL RESOURCES INC COM 001204106 201 12,600 SH SOLE 12,600 0 0
AGNICO-EAGLE MINES LTD.COM 008474108 2,311 359,000 SH SOLE 359,000 0 0
AGRIBRANDS INT'L COM 00849R105 822 19,600 SH SOLE 19,600 0 0
AIR PROD. & CHEM. COM 009158106 18,099 587,382 SH SOLE 587,382 0 0
AIRBORNE FREIGHT CORP COM 009266107 2,532 133,700 SH SOLE 133,700 0 0
AIRGAS INC COM 009363102 92 16,100 SH SOLE 16,100 0 0
AK STEEL HOLDING CORP COM 001547108 846 105,800 SH SOLE 105,800 0 0
ALASKA AIRGROUP INC COM 011659109 2,878 106,100 SH SOLE 106,100 0 0
ALBANY INTL CL-A COM 012348108 3,728 257,113 SH SOLE 257,113 0 0
ALBEMARLE CORP COM 012653101 209 10,600 SH SOLE 10,600 0 0
ALBERTO CULVER CL-B COM 013068101 1,480 48,412 SH SOLE 48,412 0 0
ALBERTSON'S, INC. COM 013104104 26,003 782,033 SH SOLE 782,033 0 0
ALCOA INC. COM 013817101 50,832 1,752,844 SH SOLE 1,752,844 0 0
ALEXANDER & BALDWIN INCCOM 014482103 212 9,600 SH SOLE 9,600 0 0
ALLEGHENY ENERGY INC. COM 017361106 8,640 315,600 SH SOLE 315,600 0 0
ALLEGHENY TECHNOLOGIES COM 01741R102 1,664 92,450 SH SOLE 92,450 0 0
ALLEN TELECOM INC. COM 018091108 1,019 57,600 SH SOLE 57,600 0 0
ALLERGAN PHARMACEUTICALCOM 018490102 12,887 172,974 SH SOLE 172,974 0 0
ALLIANCE PHARMACEUTICALCOM 018773101 1,053 93,600 SH SOLE 93,600 0 0
ALLIANCE SEMICONDUCTOR COM 01877H100 1,965 80,000 SH SOLE 80,000 0 0
ALLIANT ENERGY CORPORATCOM 018802108 5,365 206,354 SH SOLE 206,354 0 0
ALLIANT TECHSYSTEMS INCCOM 018804104 1,248 18,500 SH SOLE 18,500 0 0
ALLIED WASTE INDUSTRIESCOM 019589308 2,132 213,200 SH SOLE 213,200 0 0
ALLMERICA FINANCIAL CORCOM 019754100 8,845 168,884 SH SOLE 168,884 0 0
ALLSTATE CORP COM 020002101 35,734 1,606,006 SH SOLE 1,606,006 0 0
ALLTEL CORP COM 020039103 32,338 522,111 SH SOLE 522,111 0 0
ALPHA INDUSTRIES INC COM 020753109 3,657 83,000 SH SOLE 83,000 0 0
ALPHARMA, INC.-CL A COM 020813101 4,264 68,500 SH SOLE 68,500 0 0
ALTERA CORP COM 021441100 35,535 348,600 SH SOLE 348,600 0 0
ALZA CORP. COM 022615108 5,274 89,200 SH SOLE 89,200 0 0
AMB PROPERTY CORP. REIT 00163T109 10,368 454,500 SH SOLE 454,500 0 0
AMBAC FINANCIAL GROUP ICOM 023139108 7,071 129,000 SH SOLE 129,000 0 0
AMCAST INDL. CORP. COM 023395106 151 17,200 SH SOLE 17,200 0 0
AMCOL INTERNATIONAL CORCOM 02341W103 881 53,400 SH SOLE 53,400 0 0
AMERADA HESS CORP. COM 023551104 13,195 213,690 SH SOLE 213,690 0 0
AMEREN CORP. COM 023608102 7,402 219,327 SH SOLE 219,327 0 0
AMERICA ONLINE INC COM 02364J104 232,616 4,409,774 SH SOLE 4,409,774 0 0
AMERICAN EAGLE OUTFITTECOM 02553E106 1,257 89,800 SH SOLE 89,800 0 0
AMERICAN ELECTRIC POWERCOM 025537101 18,805 634,766 SH SOLE 634,766 0 0
AMERICAN EXPRESS CO. COM 025816109 122,604 2,352,112 SH SOLE 2,352,112 0 0
AMERICAN FINANCIAL GROUCOM 025932104 834 33,600 SH SOLE 33,600 0 0
AMERICAN FREIGHTWAYS COCOM 02629V108 924 63,700 SH SOLE 63,700 0 0
AMERICAN GENERAL COM 026351106 30,434 498,926 SH SOLE 498,926 0 0
AMERICAN GREETING CL A COM 026375105 1,065 56,059 SH SOLE 56,059 0 0
AMERICAN HOME PRODUCTS COM 026609107 156,778 2,668,561 SH SOLE 2,668,561 0 0
AMERICAN INTL GROUP COM 026874107 347,683 2,959,008 SH SOLE 2,959,008 0 0
AMERICAN ITALIAN PASTA COM 027070101 734 35,500 SH SOLE 35,500 0 0
AMERICAN MANAGEMENT SYSCOM 027352103 2,662 81,100 SH SOLE 81,100 0 0
AMERICAN POWER CONVERSICOM 029066107 11,036 270,400 SH SOLE 270,400 0 0
AMERICAN STANDARD COMPACOM 029712106 5,609 136,800 SH SOLE 136,800 0 0
AMERICAN STATES WATER CCOM 029899101 622 20,900 SH SOLE 20,900 0 0
AMERICAN WATER WORKS COM 030411102 5,568 222,700 SH SOLE 222,700 0 0
AMERICAN XTAL TECHNOLOGCOM 030514103 1,613 37,300 SH SOLE 37,300 0 0
AMERICREDIT CORP. COM 03060R101 2,497 146,900 SH SOLE 146,900 0 0
AMES DEPARTMENT STORES COM 030789507 455 58,700 SH SOLE 58,700 0 0
AMETEK INC. COM 031100100 1,078 61,600 SH SOLE 61,600 0 0
AMGEN INC COM 031162100 135,535 1,929,330 SH SOLE 1,929,330 0 0
AMR CORP. COM 001765106 11,379 430,414 SH SOLE 430,414 0 0
AMSOUTH BANCORPORATION COM 032165102 8,088 513,500 SH SOLE 513,500 0 0
ANADARKO PETROLEUM CORPCOM 032511107 11,904 241,392 SH SOLE 241,392 0 0
ANALOG DEVICES COM 032654105 49,870 656,182 SH SOLE 656,182 0 0
ANALOGIC CORP. COM 032657207 1,040 26,000 SH SOLE 26,000 0 0
ANALYSTS INTERNATIONAL COM 032681108 386 41,400 SH SOLE 41,400 0 0
ANCHOR BANCORP WISCONSICOM 032839102 727 47,500 SH SOLE 47,500 0 0
ANCHOR GAMING COM 033037102 1,198 25,000 SH SOLE 25,000 0 0
ANDREW CORP. COM 034425108 2,350 70,027 SH SOLE 70,027 0 0
ANHEUSER-BUSCH COM 035229103 66,035 884,153 SH SOLE 884,153 0 0
ANIXTER INTERNATIONAL ICOM 035290105 2,022 76,300 SH SOLE 76,300 0 0
ANNTAYLOR STORES CORP COM 036115103 2,041 61,600 SH SOLE 61,600 0 0
ANTEC CORP COM 03664P105 3,047 73,300 SH SOLE 73,300 0 0
AON CORP COM 037389103 19,396 624,425 SH SOLE 624,425 0 0
APACHE CORP. COM 037411105 5,813 98,846 SH SOLE 98,846 0 0
APARTMENT INVT & MGMT REIT 03748R101 16,098 372,213 SH SOLE 372,213 0 0
APOGEE INTERPRISES INC.COM 037598109 134 37,900 SH SOLE 37,900 0 0
APOLLO GROUP INC COM 037604105 4,102 146,500 SH SOLE 146,500 0 0
APPLE COMPUTER INC. COM 037833100 32,107 613,014 SH SOLE 613,014 0 0
APPLEBEES INT'L. INC. COM 037899101 1,625 53,600 SH SOLE 53,600 0 0
APPLICA COM 03815A106 500 44,200 SH SOLE 44,200 0 0
APPLIED INDUSTRIAL TECHCOM 03820C106 544 33,200 SH SOLE 33,200 0 0
APPLIED MATERIALS INC. COM 038222105 147,651 1,629,250 SH SOLE 1,629,250 0 0
APPLIED POWER INC. CL-ACOM 038225108 2,671 79,735 SH SOLE 79,735 0 0
APRIA HEALTHCARE GP. INCOM 037933108 1,248 101,900 SH SOLE 101,900 0 0
APTAR GROUP INC. COM 038336103 1,990 73,700 SH SOLE 73,700 0 0
ARCH CHEMICALS INC. COM 03937R102 952 43,500 SH SOLE 43,500 0 0
ARCHER DANIELS MIDLAND COM 039483102 11,132 1,134,468 SH SOLE 1,134,468 0 0
ARCHSTONE COMMUNITIES TREIT 039581103 16,149 766,700 SH SOLE 766,700 0 0
ARCTIC CAT INC. COM 039670104 581 48,900 SH SOLE 48,900 0 0
ARGENTINA FUND INC CTRY 2046938 10,045 980,000 SH SOLE 980,000 0 0
ARGENTINE INVS CO ICOM 0048141 178 23,781 SH SOLE 23,781 0 0
ARMSTRONG HOLDINGS INC COM 042384107 767 50,067 SH SOLE 50,067 0 0
ARNOLD INDUSTRIES INC COM 042595108 69 5,700 SH SOLE 5,700 0 0
ARROW ELECTRONICS COM 042735100 8,444 272,400 SH SOLE 272,400 0 0
ARTESYN TECHNOLOGIES COM 043127109 2,066 74,300 SH SOLE 74,300 0 0
ARVIN INDUSTRIES INC. COM 043339100 577 33,200 SH SOLE 33,200 0 0
ASHANTI GOLDFIELDS ADR COM 043743202 455 260,000 SH SOLE 260,000 0 0
ASHLAND INC COM 044204105 2,152 61,387 SH SOLE 61,387 0 0
ASIA PULP & PAPER CO LTCOM 04516V100 506 100,000 SH SOLE 100,000 0 0
ASIA TIGERS FUND C ICOM 2887212 582 64,700 SH SOLE 64,700 0 0
ASPECT COMMUNICATIONS CCOM 04523Q102 3,939 100,200 SH SOLE 100,200 0 0
ASPEN TECHNOLOGY INC COM 045327103 1,967 51,100 SH SOLE 51,100 0 0
ASSOCIATED BANC-CORP. COM 045487105 2,529 115,962 SH SOLE 115,962 0 0
ASSOCIATES FIRST CAPITACOM 046008108 32,944 1,476,482 SH SOLE 1,476,482 0 0
ASTEC INDUSTRIES INC COM 046224101 997 39,300 SH SOLE 39,300 0 0
ASTORIA FINANCIAL CORP.COM 046265104 564 21,900 SH SOLE 21,900 0 0
AT&T CORPORATION COM 001957109 192,656 6,091,904 SH SOLE 6,091,904 0 0
AT&T WIRELESS GROUP COM 001957406 697 25,000 SH SOLE 25,000 0 0
ATLANTIC COAST AIRLINESCOM 048396105 1,175 37,000 SH SOLE 37,000 0 0
ATMEL CORP COM 049513104 15,923 431,800 SH SOLE 431,800 0 0
ATMOS ENERGY CORP. COM 049560105 1,211 69,200 SH SOLE 69,200 0 0
ATWOOD OCEANICS COM 050095108 1,278 28,800 SH SOLE 28,800 0 0
AUDIOVOX CORP COM 050757103 953 43,200 SH SOLE 43,200 0 0
AUSPEX SYSTEMS INC. COM 052116100 277 56,000 SH SOLE 56,000 0 0
AUTODESK INC. COM 052769106 2,245 64,721 SH SOLE 64,721 0 0
AUTOMATIC DATA PROC. COM 053015103 74,484 1,390,604 SH SOLE 1,390,604 0 0
AUTOZONE INC COM 053332102 4,509 204,944 SH SOLE 204,944 0 0
AVALONBAY COMMUNITIES IREIT 053484101 45,993 1,101,635 SH SOLE 1,101,635 0 0
AVERY DENNISON COM 053611109 10,378 154,612 SH SOLE 154,612 0 0
AVID TECHNOLOGY INC. COM 05367P100 565 47,100 SH SOLE 47,100 0 0
AVNET INC. COM 053807103 8,011 135,200 SH SOLE 135,200 0 0
AVOCENT CORPORATION COM 053893103 3,541 83,555 SH SOLE 83,555 0 0
AVON PRODUCTS COM 054303102 20,292 456,006 SH SOLE 456,006 0 0
AVT CORPORATION COM 002420107 449 60,900 SH SOLE 60,900 0 0
AZTAR CORP. COM 054802103 1,361 87,800 SH SOLE 87,800 0 0
BAKER HUGHES CORP COM 057224107 26,910 840,949 SH SOLE 840,949 0 0
BALDOR ELECTRIC COM 057741100 1,319 70,833 SH SOLE 70,833 0 0
BALL CORPORATION COM 058498106 832 25,840 SH SOLE 25,840 0 0
BALTIC REPUBLIC FD ICOM 0092096 130 1,000 SH SOLE 1,000 0 0
BANCO SANTIAGO ADR ICOM 2136646 39 2,200 SH SOLE 2,200 0 0
BANDAG INC COM 059815100 116 4,800 SH SOLE 4,800 0 0
BANK OF AMERICA CORP. COM 060505104 142,963 3,324,717 SH SOLE 3,324,717 0 0
BANK OF NEW YORK CO, INCOM 064057102 70,268 1,511,136 SH SOLE 1,511,136 0 0
BANK ONE CORPORATION COM 06423A103 57,920 2,180,527 SH SOLE 2,180,527 0 0
BANKNORTH GROUP INC. COM 06646R107 995 65,000 SH SOLE 65,000 0 0
BANTA CORP COM 066821109 110 5,800 SH SOLE 5,800 0 0
BARD C. R. INC. COM 067383109 2,107 43,778 SH SOLE 43,778 0 0
BARNES & NOBLE INC. COM 067774109 2,848 128,000 SH SOLE 128,000 0 0
BARNES GROUP INC. COM 067806109 326 20,000 SH SOLE 20,000 0 0
BARR LABORATORIES INC. COM 068306109 3,032 67,650 SH SOLE 67,650 0 0
BARRA INC COM 068313105 1,348 27,200 SH SOLE 27,200 0 0
BARRETT RESOURCES CORP.COM 068480201 1,985 65,200 SH SOLE 65,200 0 0
BASSETT FURNITURE INDS.COM 070203104 271 21,500 SH SOLE 21,500 0 0
BATTLE MOUNTAIN GOLD COCOM 071593107 2,789 1,275,000 SH SOLE 1,275,000 0 0
BAUSCH & LOMB INC COM 071707103 5,577 72,078 SH SOLE 72,078 0 0
BAXTER INTL COM 071813109 50,373 716,417 SH SOLE 716,417 0 0
BB&T CORPORATION COM 054937107 13,776 577,000 SH SOLE 577,000 0 0
BE AEROSPACE INC. COM 073302101 331 48,100 SH SOLE 48,100 0 0
BEAR STEARNS COMPANIES COM 073902108 7,413 178,100 SH SOLE 178,100 0 0
BECKMAN COULTER INC. COM 075811109 3,339 57,200 SH SOLE 57,200 0 0
BECTON DICKINSON & COMPCOM 075887109 9,451 329,448 SH SOLE 329,448 0 0
BED BATH & BEYOND INC COM 075896100 8,994 248,100 SH SOLE 248,100 0 0
BELDEN INC. COM 077459105 1,266 49,400 SH SOLE 49,400 0 0
BELLSOUTH COM 079860102 150,785 3,537,485 SH SOLE 3,537,485 0 0
BELO A H CORP COM 080555105 4,285 247,500 SH SOLE 247,500 0 0
BEMIS CO. COM 081437105 2,390 71,087 SH SOLE 71,087 0 0
BENCHMARK ELECTRONICS ICOM 08160H101 1,144 31,300 SH SOLE 31,300 0 0
BERGEN BRUNSWIG CORP CLCOM 083739102 1,860 338,200 SH SOLE 338,200 0 0
BERINGER WINE ESTATES HCOM 084102102 1,367 38,700 SH SOLE 38,700 0 0
BEST BUY COMPANY INC COM 086516101 26,850 424,500 SH SOLE 424,500 0 0
BESTFOODS INC. COM 08658U101 35,588 513,906 SH SOLE 513,906 0 0
BETHLEHEM STEEL CORP. COM 087509105 680 190,986 SH SOLE 190,986 0 0
BEVERLY ENTERPRISES COM 087851309 66 23,539 SH SOLE 23,539 0 0
BILLING CONCEPTS CORP. COM 090063108 325 73,300 SH SOLE 73,300 0 0
BINDLEY WESTERN INDS. COM 090324104 1,731 65,466 SH SOLE 65,466 0 0
BIO-TECHNOLOGY GENERAL COM 090578105 1,379 104,600 SH SOLE 104,600 0 0
BIOGEN INC. COM 090597105 14,977 232,200 SH SOLE 232,200 0 0
BIOMATRIX INC. COM 09060P102 1,075 47,500 SH SOLE 47,500 0 0
BIOMET INC. COM 090613100 9,200 239,347 SH SOLE 239,347 0 0
BIRMINGHAM STEEL CORP. COM 091250100 237 61,200 SH SOLE 61,200 0 0
BISYS GROUP INC. COM 055472104 3,376 54,900 SH SOLE 54,900 0 0
BJ SERVICES CO COM 055482103 11,344 181,500 SH SOLE 181,500 0 0
BJ'S WHOLESALE CLUB INCCOM 05548J106 4,722 143,100 SH SOLE 143,100 0 0
BLACK & DECKER COM 091797100 6,407 162,966 SH SOLE 162,966 0 0
BLACK BOX CORPORATION COM 091826107 3,056 38,600 SH SOLE 38,600 0 0
BLACK HILLS CORP COM 092113109 113 5,000 SH SOLE 5,000 0 0
BLYTH INC. COM 09643P108 2,761 93,600 SH SOLE 93,600 0 0
BMC INDUSTRIES INC-MINNCOM 055607105 201 49,500 SH SOLE 49,500 0 0
BMC SOFTWARE COM 055921100 19,480 533,923 SH SOLE 533,923 0 0
BOB EVANS FARMS COM 096761101 2,668 178,600 SH SOLE 178,600 0 0
BOEING CO COM 097023105 77,418 1,851,556 SH SOLE 1,851,556 0 0
BOISE CASCADE CORP COM 097383103 1,286 49,708 SH SOLE 49,708 0 0
BORDERS GROUP INC COM 099709107 3,979 255,700 SH SOLE 255,700 0 0
BORG WARNER INC. COM 099724106 4,306 122,600 SH SOLE 122,600 0 0
BOSTON PROPERTIES INC REIT 101121101 39,328 1,018,200 SH SOLE 1,018,200 0 0
BOSTON SCIENTIFIC CORP.COM 101137107 16,131 735,337 SH SOLE 735,337 0 0
BOWATER INC. COM 102183100 8,688 196,900 SH SOLE 196,900 0 0
BOWNE & CO INC. COM 103043105 773 76,800 SH SOLE 76,800 0 0
BP AMOCO PLC ICOM 0798059 9,710 1,531,470 SH SOLE 1,531,470 0 0
BRADLEY REAL ESTATE INCREIT 104580105 6,394 300,000 SH SOLE 300,000 0 0
BRADY CORPORATION COM 104674106 1,544 47,500 SH SOLE 47,500 0 0
BRASIL TELE PART C COM 99G0050 5,783 79,150 SH SOLE 79,150 0 0
BRAZIL FUND CTRY 2121954 22,834 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 16,794 581,600 SH SOLE 581,600 0 0
BRIGGS & STRATTON COM 109043109 661 19,311 SH SOLE 19,311 0 0
BRIGHTPOINT INC. COM 109473108 937 108,200 SH SOLE 108,200 0 0
BRINKER INTERNATIONAL ICOM 109641100 3,952 135,100 SH SOLE 135,100 0 0
BRISTOL-MYERS SQUIBB COM 110122108 225,185 3,865,841 SH SOLE 3,865,841 0 0
BROADCOM CORP CL A COM 111320107 44,882 205,000 SH SOLE 205,000 0 0
BROADWING INC. COM 111620100 10,660 411,000 SH SOLE 411,000 0 0
BROKEN HILL ADR COM 112169602 2,375 100,000 SH SOLE 100,000 0 0
BROWN SHOE COMPANY INC COM 115736100 462 35,500 SH SOLE 35,500 0 0
BROWN-FORMAN -CL B COM 115637209 5,498 102,295 SH SOLE 102,295 0 0
BRUNSWICK CORP COM 117043109 4,412 266,369 SH SOLE 266,369 0 0
BRUSH ENGINEERED MATERICOM 117421107 502 32,100 SH SOLE 32,100 0 0
BUCKEYE TECHNOLOGIES INCOM 118255108 1,566 71,400 SH SOLE 71,400 0 0
BUFFETS INC COM 119882108 122 9,600 SH SOLE 9,600 0 0
BURLINGTON INDS INC COM 121693105 20 12,100 SH SOLE 12,100 0 0
BURLINGTON NORTHERN SANCOM 12189T104 20,507 894,058 SH SOLE 894,058 0 0
BURLINGTON RESOURCES COM 122014103 14,346 375,070 SH SOLE 375,070 0 0
BURNHAM PACIFIC PROPERTREIT 12232C108 344 50,000 SH SOLE 50,000 0 0
BURR-BROWN CORP. COM 122574106 9,458 109,100 SH SOLE 109,100 0 0
BUTLER MANUFACTURING COCOM 123655102 243 14,300 SH SOLE 14,300 0 0
C&D TECHNOLOGIES INC. COM 124661109 2,927 51,800 SH SOLE 51,800 0 0
C-COR ELECTRONICS COM 125010108 1,777 65,800 SH SOLE 65,800 0 0
C-CUBE MICROSYSTEMS INCCOM 12501N108 1,680 85,600 SH SOLE 85,600 0 0
C.H.ROBINSON WORLDWIDE COM 12541W100 4,074 82,300 SH SOLE 82,300 0 0
CABLE DESIGN TECHNOLOGICOM 126924109 1,876 56,000 SH SOLE 56,000 0 0
CABLETRON SYSTEMS INC. COM 126920107 4,554 180,344 SH SOLE 180,344 0 0
CABOT CORP COM 127055101 3,147 115,500 SH SOLE 115,500 0 0
CABOT OIL & GAS CORP. COM 127097103 1,163 54,900 SH SOLE 54,900 0 0
CADENCE DESIGN SYS INC COM 127387108 9,743 478,200 SH SOLE 478,200 0 0
CAL DIVE INTERNATIONAL COM 127914109 1,674 30,900 SH SOLE 30,900 0 0
CALLAWAY GOLF COMPANY COM 131193104 453 27,800 SH SOLE 27,800 0 0
CALPINE CORPORATION COM 131347106 16,332 248,400 SH SOLE 248,400 0 0
CAMBREX CORP. COM 132011107 2,237 49,700 SH SOLE 49,700 0 0
CAMBRIDGE TECH PARTNERSCOM 132524109 126 14,500 SH SOLE 14,500 0 0
CAMDEN PROPERTY TRUST REIT 133131102 10,340 352,000 SH SOLE 352,000 0 0
CAMPBELL SOUP CO. COM 134429109 20,112 690,544 SH SOLE 690,544 0 0
CANANDAIGUA BRANDS COM 137219200 1,821 36,100 SH SOLE 36,100 0 0
CAPITAL ONE FINANCIAL CCOM 14040H105 13,935 312,269 SH SOLE 312,269 0 0
CARAUSTAR INDUSTRIES INCOM 140909102 812 53,700 SH SOLE 53,700 0 0
CARDINAL HEALTH INC. COM 14149Y108 42,386 572,788 SH SOLE 572,788 0 0
CARLISLE COS INC COM 142339100 3,065 68,100 SH SOLE 68,100 0 0
CARNIVAL CORP COM 143658102 26,779 1,373,300 SH SOLE 1,373,300 0 0
CARPENTER TECHNOLOGY COM 144285103 108 5,100 SH SOLE 5,100 0 0
CARTER-WALLACE INC COM 146285101 209 10,400 SH SOLE 10,400 0 0
CASCADE NATURAL GAS CORCOM 147339105 360 21,600 SH SOLE 21,600 0 0
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FLOWERS INDUSTRIES INC.COM 343496105 4,400 220,700 SH SOLE 220,700 0 0
FLOWSERVE CORP. COM 34354P105 884 58,700 SH SOLE 58,700 0 0
FLUOR CORP. COM 343861100 6,497 205,427 SH SOLE 205,427 0 0
FMC CORP. COM 302491303 4,142 71,414 SH SOLE 71,414 0 0
FOOTSTAR INC COM 344912100 1,397 42,000 SH SOLE 42,000 0 0
FORD MOTOR CO COM 345370100 99,407 2,311,783 SH SOLE 2,311,783 0 0
FOREIGN & COLONIAL MIDDCTRY 2347761 9,203 533,527 SH SOLE 533,527 0 0
FOREST LABORATORIES INCCOM 345838106 16,625 164,600 SH SOLE 164,600 0 0
FORT JAMES CORP. COM 347471104 7,441 321,788 SH SOLE 321,788 0 0
FORTUNE BRANDS INC. COM 349631101 7,647 331,595 SH SOLE 331,595 0 0
FOSSIL INC. COM 349882100 1,213 62,400 SH SOLE 62,400 0 0
FOSTER WHEELER CORP. COM 350244109 682 79,122 SH SOLE 79,122 0 0
FOUNDATION HEALTH SYSTECOM 350404109 4,528 348,300 SH SOLE 348,300 0 0
FPL GROUP INC. COM 302571104 24,743 499,849 SH SOLE 499,849 0 0
FRANKLIN COVEY CO. COM 353469109 271 39,000 SH SOLE 39,000 0 0
FRANKLIN RESOURCES INC COM 354613101 11,227 369,600 SH SOLE 369,600 0 0
FREDDIE MAC COM 313400301 63,192 1,560,290 SH SOLE 1,560,290 0 0
FREEPORT MCMORAN CLASS COM 35671D857 4,684 506,336 SH SOLE 506,336 0 0
FREMONT GENERAL CORP. COM 357288109 546 138,700 SH SOLE 138,700 0 0
FRIEDE GOLDMAN HALTER ICOM 358430106 587 65,684 SH SOLE 65,684 0 0
FRITZ COMPANIES INC. COM 358846103 747 72,400 SH SOLE 72,400 0 0
FULLER H B CO COM 359694106 150 3,300 SH SOLE 3,300 0 0
FURNITURE BRANDS INTERNCOM 360921100 1,458 96,400 SH SOLE 96,400 0 0
G & K SERV. CL-A COM 361268105 1,010 40,300 SH SOLE 40,300 0 0
GALILEO INTERNATIONAL ICOM 363547100 3,716 178,000 SH SOLE 178,000 0 0
GALLAGHER (ARTHUR) J & COM 363576109 3,041 72,400 SH SOLE 72,400 0 0
GANNETT INC COM 364730101 32,399 541,682 SH SOLE 541,682 0 0
GAP INC COM 364760108 55,033 1,761,053 SH SOLE 1,761,053 0 0
GARDNER DENVER MACHINERCOM 365558105 549 30,700 SH SOLE 30,700 0 0
GARTMORE LATIN AME ICOM 4882367 1,647 178,000 SH SOLE 178,000 0 0
GARTNER GROUP INC. COM 366651206 1,678 169,939 SH SOLE 169,939 0 0
GAS AUTHORITY OF INDIA ICOM 2498517 4,835 500,000 SH SOLE 500,000 0 0
GATEWAY INC. COM 367626108 29,117 513,069 SH SOLE 513,069 0 0
GATX CORP COM 361448103 1,737 51,100 SH SOLE 51,100 0 0
GC COMPANIES INC. COM 36155Q109 349 15,600 SH SOLE 15,600 0 0
GENCORP INC COM 368682100 648 81,000 SH SOLE 81,000 0 0
GENER S.A. ADR EAC ICOM 2185916 58 3,923 SH SOLE 3,923 0 0
GENERAL COMMUNICATION COM 369385109 461 90,000 SH SOLE 90,000 0 0
GENERAL DYNAMICS CORP. COM 369550108 21,341 408,434 SH SOLE 408,434 0 0
GENERAL ELECTRIC CO COM 369604103 1,018,380 19,214,721 SH SOLE 19,214,721 0 0
GENERAL GROWTH PROPERTIREIT 370021107 1,019 32,100 SH SOLE 32,100 0 0
GENERAL MILLS INC COM 370334104 21,213 554,581 SH SOLE 554,581 0 0
GENERAL MOTORS CORP COM 370442105 56,402 971,402 SH SOLE 971,402 0 0
GENERAL SEMICONDUCTOR ICOM 370787103 1,114 75,500 SH SOLE 75,500 0 0
GENESIS CHILE FUND CTRY 0367824 8,933 310,706 SH SOLE 310,706 0 0
GENESIS INDIAN INV COM 9905624 43,917 3,614,600 SH SOLE 3,614,600 0 0
GENESIS MALAYSIA FUND CTRY 0367891 595 34,983 SH SOLE 34,983 0 0
GENESIS SMALLER CO COM 9401602 10,380 701,375 SH SOLE 701,375 0 0
GENTEX CORP. COM 371901109 3,633 144,600 SH SOLE 144,600 0 0
GENUINE PARTS CO COM 372460105 6,196 309,807 SH SOLE 309,807 0 0
GENZYME CORP. GEN. DIV.COM 372917104 9,825 165,300 SH SOLE 165,300 0 0
GEON COMPANY COM 37246W105 916 49,500 SH SOLE 49,500 0 0
GEORGIA GULF CORP COM 373200203 1,272 61,100 SH SOLE 61,100 0 0
GEORGIA PACIFIC COM 373298108 9,142 348,260 SH SOLE 348,260 0 0
GEORGIA-PAC TIMBER GROUCOM 373298702 3,396 157,030 SH SOLE 157,030 0 0
GERBER SCIENTIFIC COM 373730100 575 50,000 SH SOLE 50,000 0 0
GILEAD SCIENCES INC. COM 375558103 6,167 86,700 SH SOLE 86,700 0 0
GILLETTE CO COM 375766102 75,419 2,158,677 SH SOLE 2,158,677 0 0
GLATFELTER (P.H.) CO COM 377316104 100 9,800 SH SOLE 9,800 0 0
GLOBAL CROSSING CO COM 2285065 40,735 1,548,110 SH SOLE 1,548,110 0 0
GLOBAL MARINE COM 379352404 9,615 341,100 SH SOLE 341,100 0 0
GOLDEN WEST FINANCIAL CCOM 381317106 5,607 137,386 SH SOLE 137,386 0 0
GOLDMAN SACHS GROUP INCCOM 38141G104 5,171 54,500 SH SOLE 54,500 0 0
GOODRICH B F CO. COM 382388106 4,200 123,295 SH SOLE 123,295 0 0
GOODY'S FAMILY CLOTHINGCOM 382588101 342 62,100 SH SOLE 62,100 0 0
GOODYEAR T & R COM 382550101 6,218 310,899 SH SOLE 310,899 0 0
GPU INC COM 36225X100 4,826 178,335 SH SOLE 178,335 0 0
GRACE W.R. & COMPANY NECOM 38388F108 1,140 93,997 SH SOLE 93,997 0 0
GRACO INC. COM 384109104 1,339 41,200 SH SOLE 41,200 0 0
GRAINGER W W INC COM 384802104 5,232 169,788 SH SOLE 169,788 0 0
GRANITE CONSTRUCTION INCOM 387328107 154 6,300 SH SOLE 6,300 0 0
GRANT PRIDECO INC. COM 38821G101 5,278 211,115 SH SOLE 211,115 0 0
GRAPHIC PACKAGING INTL COM 388690109 1,061 499,400 SH SOLE 499,400 0 0
GREAT ATL & PAC TEA COM 390064103 555 33,384 SH SOLE 33,384 0 0
GREAT LAKES CHEMICAL COCOM 390568103 2,764 87,758 SH SOLE 87,758 0 0
GREAT PLAINS SOFTWARE ICOM 39119E105 759 38,700 SH SOLE 38,700 0 0
GREENPOINT FINANCIAL COM 395384100 2,323 123,900 SH SOLE 123,900 0 0
GRIFFON CORPORATION COM 398433102 316 56,800 SH SOLE 56,800 0 0
GROUP 1 AUTOMOTIVE COM 398905109 492 41,000 SH SOLE 41,000 0 0
GTECH HOLDINGS CORP COM 400518106 184 8,100 SH SOLE 8,100 0 0
GUIDANT CORP. COM 401698105 32,210 650,713 SH SOLE 650,713 0 0
GUILFORD MILLS INC. COM 401794102 157 37,000 SH SOLE 37,000 0 0
GYMBOREE CORP COM 403777105 120 40,100 SH SOLE 40,100 0 0
H & R BLOCK INC. COM 093671105 6,653 205,489 SH SOLE 205,489 0 0
HA-LO INDUSTRIES INC. COM 404429102 536 95,200 SH SOLE 95,200 0 0
HAIN CELESTIAL GROUP COM 405217100 1,662 45,300 SH SOLE 45,300 0 0
HALLIBURTON COMPANY COM 406216101 41,612 881,848 SH SOLE 881,848 0 0
HANNA (M.A.) CO COM 410522106 1,815 201,625 SH SOLE 201,625 0 0
HANNAFORD BROTHERS COM 410550107 6,045 84,100 SH SOLE 84,100 0 0
HANOVER COMPRESSOR COMPCOM 410768105 4,275 112,500 SH SOLE 112,500 0 0
HARCOURT GENERAL COM 41163G101 3,398 62,493 SH SOLE 62,493 0 0
HARLAND JOHN H CO COM 412693103 952 63,758 SH SOLE 63,758 0 0
HARLEY-DAVIDSON INC COM 412822108 17,533 455,400 SH SOLE 455,400 0 0
HARMAN INTERNATIONAL COM 413086109 2,080 34,100 SH SOLE 34,100 0 0
HARMONIC INC. COM 413160102 1,136 45,912 SH SOLE 45,912 0 0
HARRAH'S ENTERTAINMENT COM 413619107 11,541 551,229 SH SOLE 551,229 0 0
HARRIS CORP. COM 413875105 4,782 146,000 SH SOLE 146,000 0 0
HARSCO CORP COM 415864107 3,708 145,400 SH SOLE 145,400 0 0
HARTE-HANKS INC. COM 416196103 1,020 40,800 SH SOLE 40,800 0 0
HARTFORD FINL SERVICES COM 416515104 26,218 468,694 SH SOLE 468,694 0 0
HASBRO BRADLEY COM 418056107 6,693 444,354 SH SOLE 444,354 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 246 7,500 SH SOLE 7,500 0 0
HCA-HEALTHCARE COMPANY COM 404119109 40,147 1,321,711 SH SOLE 1,321,711 0 0
HEALTH MGMT ASSOCIATES COM 421933102 6,270 479,975 SH SOLE 479,975 0 0
HEALTHSOUTH CORP COM 421924101 2,409 335,115 SH SOLE 335,115 0 0
HEARTLAND EXPRESS INC. COM 422347104 988 59,200 SH SOLE 59,200 0 0
HECLA MINING CO. COM 422704106 911 810,000 SH SOLE 810,000 0 0
HEINZ H. J. CO. COM 423074103 33,007 754,451 SH SOLE 754,451 0 0
HELIX TECHNOLOGY COM 423319102 1,802 46,200 SH SOLE 46,200 0 0
HELMERICH & PAYNE, INC COM 423452101 3,794 101,500 SH SOLE 101,500 0 0
HENRY (JACK) & ASSOCIATCOM 426281101 3,985 79,500 SH SOLE 79,500 0 0
HERCULES INCORPORATED COM 427056106 2,929 208,306 SH SOLE 208,306 0 0
HERSHEY FOODS CORP. COM 427866108 15,920 328,245 SH SOLE 328,245 0 0
HEWLETT-PACKARD CO COM 428236103 243,798 1,952,336 SH SOLE 1,952,336 0 0
HIBERNIA CORP CL-A COM 428656102 2,849 262,000 SH SOLE 262,000 0 0
HIGHWOODS PROPERTIES INREIT 431284108 15,871 661,300 SH SOLE 661,300 0 0
HILB ROGAL & HAMIL. COM 431294107 947 27,300 SH SOLE 27,300 0 0
HILLENBRAND IND. COM 431573104 4,428 141,400 SH SOLE 141,400 0 0
HILTON HOTELS CORP. COM 432848109 4,587 489,304 SH SOLE 489,304 0 0
HISPANIC BROADCASTING ACOM 43357B104 7,016 211,800 SH SOLE 211,800 0 0
HNC SOFTWARE COM 40425P107 3,279 53,100 SH SOLE 53,100 0 0
HOME DEPOT INC. COM 437076102 219,397 4,393,432 SH SOLE 4,393,432 0 0
HOMESTAKE MINING CO. COM 437614100 19,632 2,855,589 SH SOLE 2,855,589 0 0
HON INDUSTRIES COM 438092108 679 28,900 SH SOLE 28,900 0 0
HONEYWELL INTERNATIONALCOM 438516106 51,976 1,542,874 SH SOLE 1,542,874 0 0
HOOPER HOLMES INC COM 439104100 1,016 127,000 SH SOLE 127,000 0 0
HORACE MANN EDUCATORS COM 440327104 8,633 575,500 SH SOLE 575,500 0 0
HORMEL FOODS CORP COM 440452100 4,580 272,400 SH SOLE 272,400 0 0
HOUGHTON MIFFLIN CO COM 441560109 2,974 63,700 SH SOLE 63,700 0 0
HOUSEHOLD INTL. INC. COM 441815107 28,943 696,373 SH SOLE 696,373 0 0
HS RESOURCES INC. COM 404297103 1,116 37,200 SH SOLE 37,200 0 0
HSB GROUP INC. COM 40428N109 207 6,650 SH SOLE 6,650 0 0
HUANENG POWER INTE ICOM 2441737 262 19,683 SH SOLE 19,683 0 0
HUBBELL INC COM 443510201 3,488 136,800 SH SOLE 136,800 0 0
HUDSON UNITED BANCORP COM 444165104 2,223 99,071 SH SOLE 99,071 0 0
HUGHES SUPPLY INC. COM 444482103 914 46,300 SH SOLE 46,300 0 0
HUMANA INC. COM 444859102 711 145,850 SH SOLE 145,850 0 0
HUNT (JB) TRANSPRT SVCSCOM 445658107 127 8,200 SH SOLE 8,200 0 0
HUNTINGTON BANCSHARES COM 446150104 3,082 194,897 SH SOLE 194,897 0 0
HUTCHINSON TECH. COM 448407106 748 52,500 SH SOLE 52,500 0 0
HUTTIG BUILDING PRODUCTCOM 448451104 73 17,777 SH SOLE 17,777 0 0
HYPERION SOLUTIONS CORPCOM 44914M104 2,034 62,700 SH SOLE 62,700 0 0
IBP INC COM 449223106 1,382 89,500 SH SOLE 89,500 0 0
ICN PHARMACEUTICALS COM 448924100 4,305 154,800 SH SOLE 154,800 0 0
IDACORP, INC. COM 451107106 281 8,700 SH SOLE 8,700 0 0
IDEC PHARMACEUTICALS COM 449370105 10,148 86,500 SH SOLE 86,500 0 0
IDEX CORPORATION COM 45167R104 1,925 61,000 SH SOLE 61,000 0 0
IDEXX LABS INC. COM 45168D104 1,734 75,800 SH SOLE 75,800 0 0
IHOP CORP. COM 449623107 670 40,000 SH SOLE 40,000 0 0
IKON OFFICE SOLUTIONS ICOM 451713101 577 149,000 SH SOLE 149,000 0 0
ILLINOIS TOOL WORKS COM 452308109 32,813 575,673 SH SOLE 575,673 0 0
IMATION CORP COM 45245A107 244 8,300 SH SOLE 8,300 0 0
IMC GLOBAL INC. COM 449669100 4,659 358,400 SH SOLE 358,400 0 0
IMCO RECYCLING INC. COM 449681105 179 33,000 SH SOLE 33,000 0 0
IMMUNE RESPONSE CORP/DECOM 45252T106 554 50,900 SH SOLE 50,900 0 0
IMS HEALTH INC. COM 449934108 10,573 587,374 SH SOLE 587,374 0 0
INCYTE GENOMICS, INC. COM 45337C102 5,030 61,200 SH SOLE 61,200 0 0
INDIA FUND INC. CTRY 2445115 14,188 1,000,000 SH SOLE 1,000,000 0 0
INDOCAM HIMALAYAN FUND CTRY 4427843 13,358 650,000 SH SOLE 650,000 0 0
INFORMATION HOLDINGS INCOM 456727106 1,295 35,000 SH SOLE 35,000 0 0
INFORMATION RESOURCES ICOM 456905108 80 20,300 SH SOLE 20,300 0 0
INFORMIX CORP COM 456779107 4,060 545,900 SH SOLE 545,900 0 0
INGERSOLL-RAND COM 456866102 17,109 425,064 SH SOLE 425,064 0 0
INPUT/OUTPUT INC. COM 457652105 847 100,400 SH SOLE 100,400 0 0
INSIGHT ENTERPRISES INCCOM 45765U103 3,173 53,500 SH SOLE 53,500 0 0
INSITUFORM TECHNOLOGIESCOM 457667103 1,386 51,100 SH SOLE 51,100 0 0
INTEGRATED DEVICE TECH COM 458118106 10,909 182,200 SH SOLE 182,200 0 0
INTEL CORP. COM 458140100 870,905 6,514,486 SH SOLE 6,514,486 0 0
INTER-TEL INC. COM 458372109 813 50,600 SH SOLE 50,600 0 0
INTERFACE INC COM 458665106 387 101,600 SH SOLE 101,600 0 0
INTERMAGNETICS GENERAL COM 458771102 458 24,200 SH SOLE 24,200 0 0
INTERMET CORP. COM 45881K104 334 48,600 SH SOLE 48,600 0 0
INTERNATIONAL PAPER COM 460146103 31,301 1,049,943 SH SOLE 1,049,943 0 0
INTERNATIONAL RECTIFIERCOM 460254105 6,815 121,700 SH SOLE 121,700 0 0
INTERNATIONAL SPEEDWAY COM 460335201 3,405 82,300 SH SOLE 82,300 0 0
INTERNATIONAL THEA COM 9412561 32,500 SH SOLE 32,500 0 0
INTERNATL FLAVORS & FRACOM 459506101 4,964 164,433 SH SOLE 164,433 0 0
INTERPUBLIC GROUP COM 460690100 27,089 629,977 SH SOLE 629,977 0 0
INTERSIL HOLDINGS CORP COM 46069S109 405 7,500 SH SOLE 7,500 0 0
INTERSTATE BAKERIES COM 46072H108 214 15,300 SH SOLE 15,300 0 0
INTERVOICE-BRITE INC. COM 461142101 417 63,600 SH SOLE 63,600 0 0
INTL BUS MACH CORP COM 459200101 377,657 3,446,959 SH SOLE 3,446,959 0 0
INTL GAME TECHNOLOGY COM 459902102 3,723 140,500 SH SOLE 140,500 0 0
INTL MULTIFOODS CORP COM 460043102 74 4,300 SH SOLE 4,300 0 0
INTUIT INC. COM 461202103 16,248 392,700 SH SOLE 392,700 0 0
INVACARE CORP. COM 461203101 1,596 60,800 SH SOLE 60,800 0 0
INVESTMENT TECHNOLOGY GCOM 46145F105 2,382 60,300 SH SOLE 60,300 0 0
INVESTORS FINANCIAL SERCOM 461915100 2,302 58,000 SH SOLE 58,000 0 0
IONICS INC COM 462218108 1,112 36,300 SH SOLE 36,300 0 0
IPALCO ENTERPRISES COM 462613100 5,432 269,900 SH SOLE 269,900 0 0
ITRON INC. COM 465741106 77 9,300 SH SOLE 9,300 0 0
ITT INDUSTRIES INC COM 450911102 6,997 230,348 SH SOLE 230,348 0 0
IVAX CORP COM 465823102 12,597 303,550 SH SOLE 303,550 0 0
J C PENNEY INC COM 708160106 10,268 556,911 SH SOLE 556,911 0 0
JABIL CIRCUIT INC COM 466313103 18,331 369,400 SH SOLE 369,400 0 0
JACK IN THE BOX INC. COM 466367109 1,852 75,200 SH SOLE 75,200 0 0
JACOBS ENGINEERING GROUCOM 469814107 199 6,100 SH SOLE 6,100 0 0
JAKKS PACIFIC INC. COM 47012E106 544 36,900 SH SOLE 36,900 0 0
JARDINE FLEMING INDIA FCTRY 2474272 2,250 200,000 SH SOLE 200,000 0 0
JDS UNIPHASE CORP COM 2907789 19,827 165,400 SH OTHER 00 165,400 0
JEFFERSON PILOT COM 475070108 5,515 97,720 SH SOLE 97,720 0 0
JEFFRIES GROUP INC COM 472319102 971 48,100 SH SOLE 48,100 0 0
JF PHILIPPINE FUND CTRY 0469786 6,688 863,000 SH SOLE 863,000 0 0
JLG INDUSTIRES, INC. COM 466210101 1,030 86,700 SH SOLE 86,700 0 0
JO-ANN STORES, INC. COM 47758P109 2,663 380,400 SH SOLE 380,400 0 0
JOHNSON & JOHNSON COM 478160104 267,477 2,625,545 SH SOLE 2,625,545 0 0
JOHNSON CONTROLS COM 478366107 3,821 74,473 SH SOLE 74,473 0 0
JONES APPAREL GROUP INCCOM 480074103 5,358 227,983 SH SOLE 227,983 0 0
JONES PHARMA INC. COM 480236108 5,430 135,950 SH SOLE 135,950 0 0
JUSTIN INDUSTRIES COM 482171105 1,135 51,900 SH SOLE 51,900 0 0
K MART CORP COM 482584109 7,598 1,115,252 SH SOLE 1,115,252 0 0
K2 INC. COM 482732104 297 35,700 SH SOLE 35,700 0 0
KAMAN CORP CL-A COM 483548103 488 45,700 SH SOLE 45,700 0 0
KANSAS CITY POWER & LIGCOM 485134100 659 29,300 SH SOLE 29,300 0 0
KANSAS CITY SOUTHERN INCOM 485170302 19,226 216,784 SH SOLE 216,784 0 0
KAUFMAN & BROAD HOME COCOM 486168107 826 41,686 SH SOLE 41,686 0 0
KAYDON CORP COM 486587108 147 7,000 SH SOLE 7,000 0 0
KAZAKHSTAN INVESTM ICOM 5517420 241 75,000 SH SOLE 75,000 0 0
KEANE INC. COM 486665102 2,956 136,700 SH SOLE 136,700 0 0
KELLOGG CO. COM 487836108 17,184 577,608 SH SOLE 577,608 0 0
KELLWOOD CO. COM 488044108 1,147 54,300 SH SOLE 54,300 0 0
KELLY SERVICES INC CL-ACOM 488152208 192 8,300 SH SOLE 8,300 0 0
KEMET CORP. COM 488360108 4,491 179,200 SH SOLE 179,200 0 0
KENNAMETAL INC COM 489170100 150 7,000 SH SOLE 7,000 0 0
KENT ELECTRONICS CORP. COM 490553104 1,768 59,300 SH SOLE 59,300 0 0
KERR MCGEE CORP. COM 492386107 17,556 297,870 SH SOLE 297,870 0 0
KEYCORP COM 493267108 12,435 705,506 SH SOLE 705,506 0 0
KEYSPAN CORPORATION COM 49337W100 9,117 296,500 SH SOLE 296,500 0 0
KEYSTONE FIN. INC. COM 493482103 240 11,300 SH SOLE 11,300 0 0
KGHM POLSKA MIEDZ COM 5289053 1,912 128,520 SH SOLE 128,520 0 0
KILROY REALTY CORP REIT 49427F108 5,188 200,000 SH SOLE 200,000 0 0
KIMBERLY-CLARK CORP COM 494368103 64,443 1,123,181 SH SOLE 1,123,181 0 0
KIMCO REALTY CORP REIT 49446R109 12,735 310,600 SH SOLE 310,600 0 0
KINDER MORGAN INC. COM 49455P101 8,867 256,550 SH SOLE 256,550 0 0
KINROSS GOLD CORP. COM 496902107 984 1,050,000 SH SOLE 1,050,000 0 0
KIRBY CORP. COM 497266106 1,029 48,400 SH SOLE 48,400 0 0
KLA-TENCOR CORP. COM 482480100 19,952 340,699 SH SOLE 340,699 0 0
KNIGHT RIDDER COM 499040103 16,892 317,588 SH SOLE 317,588 0 0
KOHLS CORP COM 500255104 36,339 653,294 SH SOLE 653,294 0 0
KOMAG INC. COM 500453105 48 27,500 SH SOLE 27,500 0 0
KOREA ASIA FUND LT ICOM 4492261 3,116 1,900 SH SOLE 1,900 0 0
KOREA EQUITY FUND CTRY 2496276 400 106,700 SH SOLE 106,700 0 0
KOREA EUROPE FUND CTRY 0496870 2,457,400 1,117,000 SH SOLE 1,117,000 0 0
KOREA FUND CTRY 2496414 18,281 1,300,000 SH SOLE 1,300,000 0 0
KROGER CO. COM 501044101 39,550 1,792,637 SH SOLE 1,792,637 0 0
KROLL-O'GARA CO COM 501050108 287 42,900 SH SOLE 42,900 0 0
KRONOS INC. COM 501052104 707 27,200 SH SOLE 27,200 0 0
KULICKE & SOFFA INDUSTRCOM 501242101 2,903 48,900 SH SOLE 48,900 0 0
L-3 COMMUNICATIONS HOLDCOM 502424104 2,146 37,600 SH SOLE 37,600 0 0
LA-Z-BOY INC. COM 505336107 1,688 120,600 SH SOLE 120,600 0 0
LABOR READY INC COM 505401208 547 82,500 SH SOLE 82,500 0 0
LACLEDE GAS COMPANY COM 505588103 512 26,600 SH SOLE 26,600 0 0
LANCASTER COLONY CORP COM 513847103 4,076 209,050 SH SOLE 209,050 0 0
LANCE INC COM 514606102 60 6,700 SH SOLE 6,700 0 0
LAND'S END INC COM 515086106 1,936 58,000 SH SOLE 58,000 0 0
LANDRY'S SEAFOOD RESTAUCOM 51508L103 411 48,300 SH SOLE 48,300 0 0
LANDSTAR SYSTEM INC. COM 515098101 1,269 21,300 SH SOLE 21,300 0 0
LASER VISION CENTERS INCOM 51807H100 150 24,200 SH SOLE 24,200 0 0
LASON INC. COM 51808R107 29 11,500 SH SOLE 11,500 0 0
LATTICE SEMICON. CORP. COM 518415104 6,747 97,600 SH SOLE 97,600 0 0
LAWSON PRODUCTS COM 520776105 495 20,100 SH SOLE 20,100 0 0
LAZARD BIRLA INDIA INVECTRY 0506014 4,323 2,882,222 SH SOLE 2,882,222 0 0
LEAR CORP. COM 521865105 4,294 214,700 SH SOLE 214,700 0 0
LEE ENTERPRISES COM 523768109 1,979 84,900 SH SOLE 84,900 0 0
LEGATO SYSTEMS INC. COM 524651106 2,526 167,000 SH SOLE 167,000 0 0
LEGG MASON INC. COM 524901105 6,115 122,300 SH SOLE 122,300 0 0
LEGGETT & PLATT INC COM 524660107 2,818 170,800 SH SOLE 170,800 0 0
LEHMAN BROTHERS HOLDINGCOM 524908100 21,655 229,000 SH SOLE 229,000 0 0
LENNOX INTERNATIONAL INCOM 526107107 1,379 104,088 SH SOLE 104,088 0 0
LEXMARK INTERNATIONAL ICOM 529771107 21,490 319,560 SH SOLE 319,560 0 0
LG&E ENERGY CORP COM 501917108 719 30,100 SH SOLE 30,100 0 0
LGSC INDIA FUND CTRY 6521970 2,372 200,000 SH SOLE 200,000 0 0
LIBBEY INC COM 529898108 1,060 33,000 SH SOLE 33,000 0 0
LIHIR GOLD LTD. COM 532349107 934 115,000 SH SOLE 115,000 0 0
LILLY INDUSTRIES INC. CCOM 532491107 1,380 45,900 SH SOLE 45,900 0 0
LIMITED INC. COM 532716107 19,729 912,334 SH SOLE 912,334 0 0
LINCARE HOLDINGS INC. COM 532791100 3,790 153,900 SH SOLE 153,900 0 0
LINCOLN NATIONAL CORP COM 534187109 9,525 263,664 SH SOLE 263,664 0 0
LINDSAY MANUFACTURING CCOM 535555106 466 23,750 SH SOLE 23,750 0 0
LINEAR TECHNOLOGY CORP COM 535678106 35,466 554,700 SH SOLE 554,700 0 0
LINES 'N THINGS INC. COM 535679104 2,129 78,500 SH SOLE 78,500 0 0
LITTON INDS. INC. COM 538021106 2,125 50,600 SH SOLE 50,600 0 0
LIZ CLAIBORNE COM 539320101 3,260 92,472 SH SOLE 92,472 0 0
LOCKHEED MARTIN CORPORACOM 539830109 17,931 722,670 SH SOLE 722,670 0 0
LOEWS CORP COM 540424108 13,487 224,776 SH SOLE 224,776 0 0
LONE STAR STEAKHOUSE & COM 542307103 62 6,100 SH SOLE 6,100 0 0
LONGS DRUG STORES INC COM 543162101 745 34,247 SH SOLE 34,247 0 0
LONGVIEW FIBRE CO COM 543213102 133 12,000 SH SOLE 12,000 0 0
LOUIS DREYFUS CORP COM 546011107 2,449 78,200 SH SOLE 78,200 0 0
LOUISIANNA PACIFIC COM 546347105 985 90,588 SH SOLE 90,588 0 0
LOWE'S COS COM 548661107 34,302 835,351 SH SOLE 835,351 0 0
LSI LOGIC CORP COM 502161102 43,012 794,670 SH SOLE 794,670 0 0
LTV CORP COM 501921100 2,355 819,200 SH SOLE 819,200 0 0
LUBRIZOL CORP COM 549271104 260 12,400 SH SOLE 12,400 0 0
LUBYS INC. COM 549282101 398 49,700 SH SOLE 49,700 0 0
LUCENT TECHNOLOGIES COM 549463107 368,946 6,226,944 SH SOLE 6,226,944 0 0
LYDALL INC. COM 550819106 328 30,900 SH SOLE 30,900 0 0
LYONDELL CHEMICAL COMPACOM 552078107 1,796 107,200 SH SOLE 107,200 0 0
MACDERMID INC. COM 554273102 1,478 62,900 SH SOLE 62,900 0 0
MACK-CALI REALTY CORP. REIT 554489104 8,348 325,000 SH SOLE 325,000 0 0
MACROMEDIA INC COM 556100105 9,282 96,000 SH SOLE 96,000 0 0
MAF BANCORP INC COM 55261R108 924 50,800 SH SOLE 50,800 0 0
MAGNETEK INC COM 559424106 43 5,400 SH SOLE 5,400 0 0
MAGYAR OLAJ-ES GAZ COM 4743549 6,980 504,266 SH SOLE 504,266 0 0
MALLINCKRODT INC. COM 561232109 2,538 58,439 SH SOLE 58,439 0 0
MANDALAY RESORT GROUP COM 562567107 1,822 91,100 SH SOLE 91,100 0 0
MANITOWOC COMPANY INC. COM 563571108 1,391 52,000 SH SOLE 52,000 0 0
MANOR CARE INC. COM 564055101 3,276 467,989 SH SOLE 467,989 0 0
MANPOWER INC COM 56418H100 4,733 147,900 SH SOLE 147,900 0 0
MARCHFIRST INC. COM 566244109 5,157 282,600 SH SOLE 282,600 0 0
MARCUS CORPORATION COM 566330106 741 61,150 SH SOLE 61,150 0 0
MARK IV INDUSTRIES INC COM 570387100 215 10,300 SH SOLE 10,300 0 0
MARRIOTT INT'L INC CL-ACOM 571903202 12,592 349,162 SH SOLE 349,162 0 0
MARSH & MCLENNAN COS. COM 571748102 46,199 442,357 SH SOLE 442,357 0 0
MARSHALL & ILSLEY CORP COM 571834100 11,051 266,300 SH SOLE 266,300 0 0
MARTIN MARIETTA MATERIACOM 573284106 3,862 95,500 SH SOLE 95,500 0 0
MASCO CORP. COM 574599106 12,626 699,010 SH SOLE 699,010 0 0
MASCOTECH INC COM 574670105 956 88,400 SH SOLE 88,400 0 0
MATERIAL SCIENCES CORP.COM 576674105 314 31,400 SH SOLE 31,400 0 0
MATTEL INC. COM 577081102 5,076 384,909 SH SOLE 384,909 0 0
MAXIM INTGRTD PRDCTS INCOM 57772K101 33,751 496,800 SH SOLE 496,800 0 0
MAXIMUS INC COM 577933104 916 41,400 SH SOLE 41,400 0 0
MAXXAM INC COM 577913106 236 13,300 SH SOLE 13,300 0 0
MAY DEPT STORES COM 577778103 12,144 505,985 SH SOLE 505,985 0 0
MAYTAG COMPANY COM 578592107 6,218 168,629 SH SOLE 168,629 0 0
MBIA INC. COM 55262C100 12,266 254,540 SH SOLE 254,540 0 0
MBNA CORP COM 55262L100 46,917 1,729,643 SH SOLE 1,729,643 0 0
McCORMICK & CO COM 579780206 4,345 133,700 SH SOLE 133,700 0 0
MCDERMOTT INTERNATIONALCOM 580037109 460 52,182 SH SOLE 52,182 0 0
MCDONALDS CORPORATION COM 580135101 87,657 2,661,328 SH SOLE 2,661,328 0 0
MCGRAW HILL INC COM 580645109 16,804 311,179 SH SOLE 311,179 0 0
MCKESSON HBOC INC COM 58155Q103 9,753 465,826 SH SOLE 465,826 0 0
MCN ENERGY GROUP INC COM 55267J100 3,311 154,900 SH SOLE 154,900 0 0
MDC HOLDINGS INC COM 552676108 466 25,000 SH SOLE 25,000 0 0
MEAD CORPORATION COM 582834107 3,522 139,486 SH SOLE 139,486 0 0
MEDIA GENERAL INC - CL COM 584404107 3,472 71,500 SH SOLE 71,500 0 0
MEDIAONE GROUP INC. COM 58440J104 64,453 971,934 SH SOLE 971,934 0 0
MEDICIS PHARMACEUTICAL COM 584690309 3,278 57,500 SH SOLE 57,500 0 0
MEDIMMUNE INC COM 584699102 28,742 388,400 SH SOLE 388,400 0 0
MEDQUIST INC. COM 584949101 846 24,893 SH SOLE 24,893 0 0
MEDTRONIC INC COM 585055106 113,108 2,270,666 SH SOLE 2,270,666 0 0
MELLON NATIONAL CORP. COM 58551A108 35,865 984,292 SH SOLE 984,292 0 0
MEMBERWORKS INC COM 586002107 1,076 32,000 SH SOLE 32,000 0 0
MENTOR CORP/MINN COM 587188103 1,359 50,000 SH SOLE 50,000 0 0
MENTOR GRAPHICS CORP. COM 587200106 2,449 123,200 SH SOLE 123,200 0 0
MERCANTILE BANC. COM 587405101 4,943 165,800 SH SOLE 165,800 0 0
MERCK & CO INC COM 589331107 336,333 4,389,341 SH SOLE 4,389,341 0 0
MERCURY COMPUTER SYSTEMCOM 589378108 1,347 41,700 SH SOLE 41,700 0 0
MERCURY INTERACTIVE CORCOM 589405109 15,025 155,300 SH SOLE 155,300 0 0
MEREDITH CORPORATION COM 589433101 4,353 128,966 SH SOLE 128,966 0 0
MERITOR AUTOMOTIVE INC.COM 59000G100 1,319 119,901 SH SOLE 119,901 0 0
MERRILL LYNCH & CO. INCCOM 590188108 88,465 769,261 SH SOLE 769,261 0 0
METHODE ELECTRONICS CL-COM 591520200 2,746 71,100 SH SOLE 71,100 0 0
MEXICO FUND INC. CTRY 2587170 42,997 2,890,561 SH SOLE 2,890,561 0 0
MGIC INVESTMENT CORP COM 552848103 6,280 138,031 SH SOLE 138,031 0 0
MICHAEL FOODS INC COM 594079105 772 31,500 SH SOLE 31,500 0 0
MICHAELS STORES COM 594087108 2,639 57,600 SH SOLE 57,600 0 0
MICREL INCORPORATED COM 594793101 7,102 163,500 SH SOLE 163,500 0 0
MICROCHIP TECHNOLOGY INCOM 595017104 8,868 152,200 SH SOLE 152,200 0 0
MICRON TECHNOLOGY INC COM 595112103 93,110 1,057,318 SH SOLE 1,057,318 0 0
MICROS SYSTEMS INC. COM 594901100 635 34,200 SH SOLE 34,200 0 0
MICROSOFT CORP. COM 594918104 823,606 10,295,079 SH SOLE 10,295,079 0 0
MIDAS INC. COM 595626102 630 31,500 SH SOLE 31,500 0 0
MIDWAY GAMES INC. COM 598148104 603 74,773 SH SOLE 74,773 0 0
MIDWEST EXPRESS HOLDINGCOM 597911106 585 27,200 SH SOLE 27,200 0 0
MILACRON, INC. COM 598709103 451 31,073 SH SOLE 31,073 0 0
MILLENNIUM PHARMACEUTICCOM 599902103 19,925 178,100 SH SOLE 178,100 0 0
MILLER (HERMAN) INC COM 600544100 3,961 153,100 SH SOLE 153,100 0 0
MILLIPORE CORPORATION COM 601073109 1,496 19,850 SH SOLE 19,850 0 0
MINERALS TECHNOLOGIES ICOM 603158106 221 4,800 SH SOLE 4,800 0 0
MINIMED INC COM 60365K108 7,304 61,900 SH SOLE 61,900 0 0
MINN MINING & MFG CO COM 604059105 65,668 795,979 SH SOLE 795,979 0 0
MINNESOTA POWER INC. COM 604110106 400 23,100 SH SOLE 23,100 0 0
MISSISSIPPI CHEMICAL COCOM 605288208 243 51,200 SH SOLE 51,200 0 0
MOBILE TELE SYSTEM COM 99G0057 7,620 340,577 SH SOLE 340,577 0 0
MODINE MANUFACTURING COCOM 607828100 184 6,800 SH SOLE 6,800 0 0
MODIS PROFESSIONAL SERVCOM 607830106 2,458 322,400 SH SOLE 322,400 0 0
MOHAWK INDUSTRIES INC. COM 608190104 4,118 189,350 SH SOLE 189,350 0 0
MOLEX INC COM 608554101 17,857 371,050 SH SOLE 371,050 0 0
MONACO COACH CORPORATIOCOM 60886R103 477 35,000 SH SOLE 35,000 0 0
MONTANA POWER CO COM 612085100 7,967 225,600 SH SOLE 225,600 0 0
MORGAN J P & CO INC COM 616880100 23,687 215,088 SH SOLE 215,088 0 0
MORGAN KEEGAN INC COM 617410105 833 56,500 SH SOLE 56,500 0 0
MORGAN STAN DEAN W COM 2603612 5,640 470,000 SH SOLE 470,000 0 0
MORGAN STANLEY AFRICA ICTRY 2559641 3,598 453,300 SH SOLE 453,300 0 0
MORGAN STANLEY DEAN WITCOM 617446448 186,049 2,234,826 SH SOLE 2,234,826 0 0
MORGAN STANLEY EASTERN CTRY 2558262 710 41,900 SH SOLE 41,900 0 0
MORRISON KNUDSEN CORP. COM 61844A109 743 102,500 SH SOLE 102,500 0 0
MOTOROLA INC COM 620076109 125,448 4,316,487 SH SOLE 4,316,487 0 0
MS CARRIERS COM 553533100 432 24,500 SH SOLE 24,500 0 0
MUELLER INDUSTRIES INC.COM 624756102 1,932 69,000 SH SOLE 69,000 0 0
MURPHY OIL CORP COM 626717102 5,551 93,400 SH SOLE 93,400 0 0
MUTUAL RISK MANAGEMENT COM 628351108 1,489 86,000 SH SOLE 86,000 0 0
MYERS INDUSTRIES INC. COM 628464109 424 39,417 SH SOLE 39,417 0 0
MYLAN LABS COM 628530107 6,570 360,000 SH SOLE 360,000 0 0
NABISCO GROUP HOLDINGS COM 62952P102 18,877 727,800 SH SOLE 727,800 0 0
NABORS INDUSTRIES COM 629568106 12,618 303,600 SH SOLE 303,600 0 0
NASH FINCH CO. COM 631158102 182 22,000 SH SOLE 22,000 0 0
NATIONAL CITY CORP COM 635405103 14,383 842,966 SH SOLE 842,966 0 0
NATIONAL COMMERCE BANCOCOM 635449101 3,380 210,400 SH SOLE 210,400 0 0
NATIONAL COMPUTER SYS ICOM 635519101 3,127 63,500 SH SOLE 63,500 0 0
NATIONAL DATA CORP. COM 635621105 1,516 65,900 SH SOLE 65,900 0 0
NATIONAL DISCOUNT BROKECOM 635646102 1,081 33,900 SH SOLE 33,900 0 0
NATIONAL FUEL & GAS COM 636180101 1,662 34,100 SH SOLE 34,100 0 0
NATIONAL INSTRUMENTS COCOM 636518102 4,334 99,350 SH SOLE 99,350 0 0
NATIONAL PRESTO INDS INCOM 637215104 446 14,500 SH SOLE 14,500 0 0
NATIONAL SEMICONDUCTOR COM 637640103 27,434 483,416 SH SOLE 483,416 0 0
NATIONAL SERVICE INDS ICOM 637657107 2,739 140,458 SH SOLE 140,458 0 0
NATURES SUNSHINE PRODS COM 639027101 232 33,100 SH SOLE 33,100 0 0
NAUTICA ENTERPRISES INCCOM 639089101 743 69,500 SH SOLE 69,500 0 0
NAVIGANT CONSULTING COM 63935N107 41 9,600 SH SOLE 9,600 0 0
NAVISTAR INTL. CORP. COM 63934E108 1,672 53,824 SH SOLE 53,824 0 0
NBTY INC. COM 628782104 827 129,800 SH SOLE 129,800 0 0
NCH CORP COM 628850109 47 1,300 SH SOLE 1,300 0 0
NCO GROUP INC. COM 628858102 1,140 49,300 SH SOLE 49,300 0 0
NCR CORPORATION COM 62886E108 6,491 166,700 SH SOLE 166,700 0 0
NEIMAN MARCUS GROUP INCCOM 640204202 334 11,300 SH SOLE 11,300 0 0
NETPLIANCE INC COM 64115K103 91 10,000 SH SOLE 10,000 0 0
NETWORK APPLIANCE INC. COM 64120L104 50,656 629,266 SH SOLE 629,266 0 0
NETWORK EQUIPMENT TECH.COM 641208103 418 41,500 SH SOLE 41,500 0 0
NETWORKS ASSOCIATES INCCOM 640938106 5,500 269,950 SH SOLE 269,950 0 0
NEW CENTURY ENERGIES INCOM 64352U103 10,986 366,200 SH SOLE 366,200 0 0
NEW ENGLAND BUSINESS SECOM 643872104 424 26,100 SH SOLE 26,100 0 0
NEW PLAN EXCEL REALTY TREIT 648053106 2,808 216,000 SH SOLE 216,000 0 0
NEW YORK TIMES CO. CL ACOM 650111107 12,153 307,662 SH SOLE 307,662 0 0
NEWELL RUBBERMAID INC. COM 651229106 12,937 502,396 SH SOLE 502,396 0 0
NEWFIELD EXPLORATION COCOM 651290108 3,224 82,400 SH SOLE 82,400 0 0
NEWMONT MNG. CORP. COM 651639106 10,131 468,494 SH SOLE 468,494 0 0
NEWPORT NEWS SHIPBUILDICOM 652228107 2,220 60,400 SH SOLE 60,400 0 0
NEXTEL COMMUNICATIONS CCOM 65332V103 83,098 1,358,082 SH SOLE 1,358,082 0 0
NIAGARA MOHAWK HOLDINGSCOM 653520106 2,088 149,800 SH SOLE 149,800 0 0
NICOR INC. COM 654086107 1,315 40,314 SH SOLE 40,314 0 0
NIKE INC. -CL B COM 654106103 20,106 505,020 SH SOLE 505,020 0 0
NISOURCE INCORPORATED COM 65473P105 7,435 399,200 SH SOLE 399,200 0 0
NJ RESOURCES CORP. COMMCOM 646025106 1,344 35,300 SH SOLE 35,300 0 0
NOBLE AFFILIATES INC COM 654894104 5,137 137,900 SH SOLE 137,900 0 0
NOBLE DRILLING CORP. COM 655042109 10,721 260,300 SH SOLE 260,300 0 0
NORDSON CORP COM 655663102 1,610 31,800 SH SOLE 31,800 0 0
NORDSTROM INC COM 655664100 5,729 237,457 SH SOLE 237,457 0 0
NORFOLK SOUTHERN CORP. COM 655844108 7,722 519,121 SH SOLE 519,121 0 0
NORTH FORK BANK COM 659424105 4,677 309,250 SH SOLE 309,250 0 0
NORTHEAST UTILITIES COM 664397106 4,098 188,400 SH SOLE 188,400 0 0
NORTHERN STATES POWER-MCOM 665772109 4,352 215,572 SH SOLE 215,572 0 0
NORTHERN TRUST CORP COM 665859104 19,011 292,200 SH SOLE 292,200 0 0
NORTHROP GRUMMAN CORP. COM 666807102 9,189 138,695 SH SOLE 138,695 0 0
NORTHWEST NATURAL GAS CCOM 667655104 1,208 54,000 SH SOLE 54,000 0 0
NORTHWESTERN CORPORATIOCOM 668074107 620 26,800 SH SOLE 26,800 0 0
NOVA CORP./GEORGIA COM 669784100 3,783 135,400 SH SOLE 135,400 0 0
NOVELL INC COM 670006105 4,295 464,304 SH SOLE 464,304 0 0
NOVELLUS SYSTEMS INC. COM 670008101 13,179 233,000 SH SOLE 233,000 0 0
NOVEN PHARMACEUTICALS ICOM 670009109 1,260 41,900 SH SOLE 41,900 0 0
NRG ENERGY INC. COM 629377102 456 25,000 SH SOLE 25,000 0 0
NSTAR CO. COM 67019E107 2,563 63,000 SH SOLE 63,000 0 0
NTL INCORPORATED U COM 2457518 102 1,697 SH SOLE 1,697 0 0
NUCOR CORP COM 670346105 6,268 188,874 SH SOLE 188,874 0 0
NUEVO ENERGY COMPANY COM 670509108 642 34,000 SH SOLE 34,000 0 0
NVIDIA CORP COM 67066G104 7,704 121,200 SH SOLE 121,200 0 0
NVR INC COM 62944T105 1,055 18,500 SH SOLE 18,500 0 0
O'REILLY AUTOMOTIVE INCCOM 686091109 1,381 99,500 SH SOLE 99,500 0 0
OCCIDENTAL PETROLEUM COCOM 674599105 8,097 384,430 SH SOLE 384,430 0 0
OCEAN ENERGY INC COM 67481E106 4,807 338,800 SH SOLE 338,800 0 0
OCEANEERING INT'L. INC.COM 675232102 922 48,500 SH SOLE 48,500 0 0
OFFICE DEPOT INC COM 676220106 4,399 703,800 SH SOLE 703,800 0 0
OFFICE MAX COM 67622M108 1,631 326,100 SH SOLE 326,100 0 0
OFFSHORE LOGISTICS COM 676255102 628 43,700 SH SOLE 43,700 0 0
OGDEN CORP. COM 676346109 458 50,900 SH SOLE 50,900 0 0
OGE ENERGY CORP COM 670837103 4,422 239,000 SH SOLE 239,000 0 0
OHIO CASUALTY CORP. COM 677240103 148 13,900 SH SOLE 13,900 0 0
OLD KENT FINANCIAL CORPCOM 679833103 3,194 119,385 SH SOLE 119,385 0 0
OLD REPUBLIC INT'L CORPCOM 680223104 1,939 117,500 SH SOLE 117,500 0 0
OLIN CORP COM 680665205 173 10,500 SH SOLE 10,500 0 0
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OMNICOM GROUP COM 681919106 23,816 267,407 SH SOLE 267,407 0 0
OMNOVA SOLUTIONS INC COM 682129101 503 80,500 SH SOLE 80,500 0 0
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ONEOK INC. COM 682680103 657 25,332 SH SOLE 25,332 0 0
ONMICARE INC. COM 681904108 3,139 346,400 SH SOLE 346,400 0 0
ORACLE SYS. CORP. COM 68389X105 465,109 5,532,892 SH SOLE 5,532,892 0 0
ORBITAL SCIENCES CORP. COM 685564106 912 74,800 SH SOLE 74,800 0 0
OREGON STEEL MILLS INC COM 686079104 574 296,200 SH SOLE 296,200 0 0
ORGANOGENESIS INC. COM 685906109 756 66,100 SH SOLE 66,100 0 0
ORTHODONTIC CENTERS OF COM 68750P103 2,213 97,800 SH SOLE 97,800 0 0
OSHKOSH B'GOSH CL-A COM 688222207 406 24,800 SH SOLE 24,800 0 0
OSHKOSH TRUCK CORPORATICOM 688239201 1,090 30,500 SH SOLE 30,500 0 0
OSTEOTECH INC COM 688582105 294 28,000 SH SOLE 28,000 0 0
OTP BANK-GDR 144A ICOM 2662969 1,229 30,000 SH SOLE 30,000 0 0
OUTBACK STEAKHOUSE INC COM 689899102 4,948 169,150 SH SOLE 169,150 0 0
OVERSEAS SHIPHOLDING GRCOM 690368105 1,037 42,100 SH SOLE 42,100 0 0
OWENS & MINOR INC. COM 690732102 1,107 64,400 SH SOLE 64,400 0 0
OWENS CORNING COM 69073F103 682 73,778 SH SOLE 73,778 0 0
OWENS-ILLINOIS INC COM 690768403 3,463 296,323 SH SOLE 296,323 0 0
OXFORD HEALTH PLANS COM 691471106 3,808 159,900 SH SOLE 159,900 0 0
OXFORD INDUSTRIES INC. COM 691497309 351 19,500 SH SOLE 19,500 0 0
P-COM INC. COM 693262107 855 150,300 SH SOLE 150,300 0 0
PACCAR INC COM 693718108 3,831 96,538 SH SOLE 96,538 0 0
PACIFIC CENTURY FINL COCOM 694058108 3,779 258,400 SH SOLE 258,400 0 0
PACIFIC GAS & ELEC. CO.COM 69331C108 11,686 474,556 SH SOLE 474,556 0 0
PACIFIC SUNWEAR OF CALICOM 694873100 1,184 63,150 SH SOLE 63,150 0 0
PACIFICARE HEALTH SYSTECOM 695112102 5,609 93,200 SH SOLE 93,200 0 0
PACTIV CORPORATION COM 695257105 2,283 289,874 SH SOLE 289,874 0 0
PAINE WEBBER GROUP INC COM 695629105 11,216 246,500 SH SOLE 246,500 0 0
PAKISTAN INV. FUND CTRY 2670111 590 236,100 SH SOLE 236,100 0 0
PALL CORPORATION COM 696429307 3,912 211,486 SH SOLE 211,486 0 0
PAN AMERICAN SILVER CORCOM 697900108 1,051 290,000 SH SOLE 290,000 0 0
PANAMER BEVERAGES COM 2674469 6,578 440,400 SH SOLE 440,400 0 0
PAPA JOHN'S INTERNATIONCOM 698813102 1,203 49,100 SH SOLE 49,100 0 0
PARAMETRIC TECHNOLOGY CCOM 699173100 7,681 698,284 SH SOLE 698,284 0 0
PAREXEL INT'L CORP. COM 699462107 463 48,400 SH SOLE 48,400 0 0
PARK ELECTROCHEMICAL COCOM 700416209 743 20,600 SH SOLE 20,600 0 0
PARK PLACE ENTERTAINMENCOM 700690100 6,952 570,400 SH SOLE 570,400 0 0
PARKER-HANNIFIN CORP. COM 701094104 6,000 175,173 SH SOLE 175,173 0 0
PATTERSON DENTAL COMPANCOM 703412106 3,371 66,100 SH SOLE 66,100 0 0
PAXAR CORP. COM 704227107 1,110 93,000 SH SOLE 93,000 0 0
PAYCHEX INC COM 704326107 20,205 481,069 SH SOLE 481,069 0 0
PAYLESS SHOESOURCE INC COM 704379106 2,007 39,163 SH SOLE 39,163 0 0
PC HOLDINGS ICOM 2539999 1,830 1,000,000 SH SOLE 1,000,000 0 0
PE CORPORATION-PE BIOSYCOM 69332S102 28,025 425,434 SH SOLE 425,434 0 0
PECO ENERGY CO. COM 693304107 8,684 215,417 SH SOLE 215,417 0 0
PEDIATRIX MEDICAL GROUPCOM 705324101 342 29,400 SH SOLE 29,400 0 0
PEGASUS SOLUTIONS COM 705906105 500 46,000 SH SOLE 46,000 0 0
PENNZOIL-QUAKER STATE CCOM 709323109 220 18,204 SH SOLE 18,204 0 0
PENTAIR INC. COM 709631105 8,545 240,700 SH SOLE 240,700 0 0
PENTON MEDIA INC COM 709668107 483 13,800 SH SOLE 13,800 0 0
PEOPLES ENERGY CORP COM 711030106 2,483 76,680 SH SOLE 76,680 0 0
PEOPLESOFT INC COM 712713106 3,662 218,622 SH SOLE 218,622 0 0
PEP BOYS MM & J COM 713278109 274 45,695 SH SOLE 45,695 0 0
PEPSICO INC. COM 713448108 126,619 2,849,364 SH SOLE 2,849,364 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 4,474 67,667 SH SOLE 67,667 0 0
PERRIGO CO. COM 714290103 770 122,000 SH SOLE 122,000 0 0
PFIZER INC. COM 717081103 599,733 12,494,442 SH SOLE 12,494,442 0 0
PHARMACEUTICAL PRODUCT COM 717124101 1,000 47,600 SH SOLE 47,600 0 0
PHARMACIA CORPORATION COM 71713U102 123,444 2,388,282 SH SOLE 2,388,282 0 0
PHELPS DODGE CORP. COM 717265102 6,185 166,311 SH SOLE 166,311 0 0
PHILADELPHIA SUBURBAN CCOM 718009608 1,649 80,433 SH SOLE 80,433 0 0
PHILIP MORRIS COS COM 718154107 121,909 4,589,514 SH SOLE 4,589,514 0 0
PHILLIPS PETROLEUM COM 718507106 28,067 553,718 SH SOLE 553,718 0 0
PHILLIPS-VAN HEUSEN COM 718592108 512 53,900 SH SOLE 53,900 0 0
PHOENIX TECHNOLOGIES LTCOM 719153108 816 50,000 SH SOLE 50,000 0 0
PHOTRONICS INC. COM 719405102 1,606 56,600 SH SOLE 56,600 0 0
PIEDMONT NATURAL GAS COCOM 720186105 1,665 62,700 SH SOLE 62,700 0 0
PIER 1 IMPORTS INC/DEL COM 720279108 1,879 192,750 SH SOLE 192,750 0 0
PINNACLE ENTERTAINMENT,COM 723456109 997 51,300 SH SOLE 51,300 0 0
PINNACLE SYSTEMS COM 723481107 2,244 99,800 SH SOLE 99,800 0 0
PINNACLE WEST CAPITAL CCOM 723484101 2,493 73,600 SH SOLE 73,600 0 0
PIONEER GROUP INC. COM 723684106 2,250 53,100 SH SOLE 53,100 0 0
PIONEER NATURAL RESOURCCOM 723787107 3,291 258,098 SH SOLE 258,098 0 0
PIONEER STANDARD ELECTRCOM 723877106 779 52,800 SH SOLE 52,800 0 0
PITNEY-BOWES, INC. COM 724479100 20,339 508,480 SH SOLE 508,480 0 0
PITTSTON BRINK'S GROUP COM 725701106 520 38,026 SH SOLE 38,026 0 0
PLAINS RESOURCES INC. COM 726540503 584 36,500 SH SOLE 36,500 0 0
PLANTRONICS INC. COM 727493108 4,112 35,600 SH SOLE 35,600 0 0
PLEXUS CORP COM 729132100 3,966 35,100 SH SOLE 35,100 0 0
PLIVA D.D. GDR EAC COM 5174706 9,686 894,100 SH SOLE 894,100 0 0
PMC-SIERRA INC COM COM 2807492 16,472 92,700 SH SOLE 92,700 0 0
PMI GROUP INC. COM 69344M101 4,059 85,450 SH SOLE 85,450 0 0
PNC FINANCIAL SERVICES COM 693475105 27,260 581,543 SH SOLE 581,543 0 0
POGO PRODUCING CO COM 730448107 1,763 79,700 SH SOLE 79,700 0 0
POLARIS INDUSTRIES INC.COM 731068102 1,606 50,200 SH SOLE 50,200 0 0
POLAROID COM 731095105 707 39,144 SH SOLE 39,144 0 0
POLICY MANAGEMENT SYSTECOM 731108106 126 8,200 SH SOLE 8,200 0 0
POLYCOM INC. COM 73172K104 6,483 68,900 SH SOLE 68,900 0 0
POPE & TALBOT INC COM 732827100 485 30,300 SH SOLE 30,300 0 0
POST PROPERTIES,INC. REIT 737464107 15,167 344,700 SH SOLE 344,700 0 0
POTLATCH CORP. COM 737628107 825 24,893 SH SOLE 24,893 0 0
POTOMAC ELECTRIC POWER COM 737679100 8,680 347,200 SH SOLE 347,200 0 0
POWERWAVE TECHNOLOGIES COM 739363109 5,254 119,400 SH SOLE 119,400 0 0
PPG INDUSTRIES INC. COM 693506107 13,708 309,353 SH SOLE 309,353 0 0
PPL CORPORATION COM 69351T106 7,795 355,328 SH SOLE 355,328 0 0
PRAXAIR INC. COM 74005P104 8,649 231,031 SH SOLE 231,031 0 0
PRE-PAID LEGAL SVCS COM 740065107 1,309 43,800 SH SOLE 43,800 0 0
PRECISION CASTPARTS CORCOM 740189105 258 5,700 SH SOLE 5,700 0 0
PRICE (T. ROWE) ASSOC. COM 741477103 4,458 104,900 SH SOLE 104,900 0 0
PRIDE INTERNATIONAL INCCOM 741932107 3,136 126,700 SH SOLE 126,700 0 0
PRIMARK CORP COM 741903108 1,557 41,800 SH SOLE 41,800 0 0
PRIME HOSPITALITY CORP COM 741917108 904 95,800 SH SOLE 95,800 0 0
PRIORITY HEALTHCARE CORCOM 74264T102 3,281 44,150 SH SOLE 44,150 0 0
PROCTER & GAMBLE CO COM 742718109 149,426 2,610,067 SH SOLE 2,610,067 0 0
PROFIT RECOVERY GROUP ICOM 743168106 1,590 95,650 SH SOLE 95,650 0 0
PROGRESS SOFTWARE COM 743312100 1,281 71,400 SH SOLE 71,400 0 0
PROGRESSIVE CORP COM 743315103 10,620 143,515 SH SOLE 143,515 0 0
PROJECT SOFTWARE & DEVECOM 74339P101 785 43,600 SH SOLE 43,600 0 0
PROLOGIS TRUST REIT 743410102 34,643 1,625,486 SH SOLE 1,625,486 0 0
PROTECTIVE LIFE CORP COM 743674103 5,282 198,400 SH SOLE 198,400 0 0
PROTEIN DESIGN LABS INCCOM 74369L103 6,516 39,500 SH SOLE 39,500 0 0
PROVIDENT BANKSHARES COCOM 743859100 754 55,833 SH SOLE 55,833 0 0
PROVIDENT FINANCIAL GROCOM 743866105 269 11,300 SH SOLE 11,300 0 0
PROVIDIAN FINANCIAL CORCOM 74406A102 19,454 216,157 SH SOLE 216,157 0 0
PROXIM INC COM 744284100 2,504 25,300 SH SOLE 25,300 0 0
PSS WORLD MEDICAL INC. COM 69366A100 111 16,500 SH SOLE 16,500 0 0
PUBLIC SERVICE CO OF N COM 744499104 142 9,200 SH SOLE 9,200 0 0
PUBLIC SVC ENTERPRISES COM 744573106 10,856 313,535 SH SOLE 313,535 0 0
PUGET SOUND ENERGY INC.COM 745332106 5,750 269,800 SH SOLE 269,800 0 0
PULTE CORPORATION COM 745867101 2,655 122,776 SH SOLE 122,776 0 0
QLOGIC CORPORATION COM 747277101 9,447 143,000 SH SOLE 143,000 0 0
QRS CORPORATION COM 74726X105 717 29,200 SH SOLE 29,200 0 0
QUAKER OATS CO. COM 747402105 25,413 338,278 SH SOLE 338,278 0 0
QUALCOMM INC COM 747525103 86,550 1,442,496 SH SOLE 1,442,496 0 0
QUANEX CORP COM 747620102 466 31,300 SH SOLE 31,300 0 0
QUANTA SERVICES INC. COM 74762E102 6,182 112,400 SH SOLE 112,400 0 0
QUANTUM CORPORATION- DLCOM 747906204 2,994 309,100 SH SOLE 309,100 0 0
QUEENS COUNTY BANCORP COM 748242104 844 45,800 SH SOLE 45,800 0 0
QUEST DIAGNOSTICS INC COM 74834L100 5,696 76,200 SH SOLE 76,200 0 0
QUESTAR CORP COM 748356102 1,443 74,500 SH SOLE 74,500 0 0
QUICKSILVER INC COM 74838C106 693 44,500 SH SOLE 44,500 0 0
QUIMICA Y MINERA A ICOM 2771122 11 500 SH SOLE 500 0 0
QUINTILES TRANSNATIONALCOM 748767100 1,413 100,000 SH SOLE 100,000 0 0
QUORUM HEALTH GROUP INCCOM 749084109 2,602 252,300 SH SOLE 252,300 0 0
R.J. REYNOLDS TOBACCO HCOM 76182K105 2,626 94,000 SH SOLE 94,000 0 0
RADIAN GROUP INC. COM 750236101 3,809 73,600 SH SOLE 73,600 0 0
RADIOSHACK CORP COM 750438103 17,064 360,185 SH SOLE 360,185 0 0
RADISYS CORPORATION COM 750459109 1,844 32,500 SH SOLE 32,500 0 0
RALCORP HOLDINGS COM 751028101 719 58,700 SH SOLE 58,700 0 0
RALSTON PURINA CO. COM 751277302 15,358 770,285 SH SOLE 770,285 0 0
RATIONAL SOFTWARE CORPOCOM 75409P202 16,069 172,900 SH SOLE 172,900 0 0
RAYMOND JAMES FINANCIALCOM 754730109 2,054 91,300 SH SOLE 91,300 0 0
RAYONIER INC. COM 754907103 1,302 36,300 SH SOLE 36,300 0 0
RAYTHEON CO. CL-B COM 755111408 8,094 420,450 SH SOLE 420,450 0 0
READ-RITE CORP COM 755246105 211 94,900 SH SOLE 94,900 0 0
READERS DIGEST ASSOCIATCOM 755267101 8,145 204,900 SH SOLE 204,900 0 0
RECKSON ASSOCIATES REALREIT 75621K106 14,844 625,000 SH SOLE 625,000 0 0
REEBOK INTERNATIONAL LTCOM 758110100 1,343 84,242 SH SOLE 84,242 0 0
REGAL BELOIT COM 758750103 803 50,000 SH SOLE 50,000 0 0
REGENCY REALTY CORP REIT 758939102 12,436 523,627 SH SOLE 523,627 0 0
REGENERON PHARMACEUTICACOM 75886F107 2,021 67,800 SH SOLE 67,800 0 0
REGIONS FINANCIAL CORP.COM 758940100 3,812 191,800 SH SOLE 191,800 0 0
REGIS CORP COM 758932107 1,054 84,350 SH SOLE 84,350 0 0
RELIANCE STEEL & ALUMINCOM 759509102 1,042 54,500 SH SOLE 54,500 0 0
RELIANT ENERGY INC. COM 75952J108 20,669 699,161 SH SOLE 699,161 0 0
RELIASTAR FINANCIAL CORCOM 75952U103 10,000 190,700 SH SOLE 190,700 0 0
REMEDY CORPORATION COM 759548100 3,390 60,800 SH SOLE 60,800 0 0
RENAL CARE GROUP INC. COM 759930100 2,163 88,450 SH SOLE 88,450 0 0
REPUBLIC GROUP INC COM 760473108 203 22,600 SH SOLE 22,600 0 0
RESMED INC COM 761152107 1,594 59,600 SH SOLE 59,600 0 0
RESPIRONICS INC COM 761230101 1,082 60,100 SH SOLE 60,100 0 0
REYNOLDS & REYNOLDS CL-COM 761695105 2,692 147,500 SH SOLE 147,500 0 0
RICHTER GEDEON VEG COM 4027663 6,672 125,301 SH SOLE 125,301 0 0
RIGGS NATL CORP WASH DCCOM 766570105 750 59,400 SH SOLE 59,400 0 0
RITE AID CORP. COM 767754104 2,108 321,214 SH SOLE 321,214 0 0
ROADWAY EXPRESS INC. COM 769742107 851 36,300 SH SOLE 36,300 0 0
ROBBINS & MYERS INC. COM 770196103 518 22,700 SH SOLE 22,700 0 0
ROBERT HALF INTL INC COM 770323103 9,855 345,800 SH SOLE 345,800 0 0
ROC TAIWAN FUND CTRY 2719122 6,145 707,290 SH SOLE 707,290 0 0
ROCKWELL INT'L COM 773903109 10,450 331,732 SH SOLE 331,732 0 0
ROHM & HAAS CO COM 775371107 13,600 394,196 SH SOLE 394,196 0 0
ROLLINS INC COM 775711104 870 58,500 SH SOLE 58,500 0 0
ROLLINS TRUCK LEASING CCOM 775741101 843 121,500 SH SOLE 121,500 0 0
ROPER INDUSTRIES INC COM 776696106 1,517 59,200 SH SOLE 59,200 0 0
ROSS STORES INC COM 778296103 2,950 172,900 SH SOLE 172,900 0 0
ROWAN COS. COM 779382100 4,300 141,574 SH SOLE 141,574 0 0
ROYAL DUTCH PETE COM 780257804 268,457 4,360,726 SH SOLE 4,360,726 0 0
RPM INC. OHIO COM 749685103 5,512 544,375 SH SOLE 544,375 0 0
RSA SECURITY INC. COM 749719100 5,311 76,700 SH SOLE 76,700 0 0
RUBY TUESDAY INC COM 781182100 1,535 122,200 SH SOLE 122,200 0 0
RUDDICK CORP. COM 781258108 7,384 625,100 SH SOLE 625,100 0 0
RUSS BERRIE & CO INC COM 782233100 824 42,800 SH SOLE 42,800 0 0
RUSSELL CORP COM 782352108 564 28,189 SH SOLE 28,189 0 0
RYANS FAMILY STEAK HOUSCOM 783519101 631 74,800 SH SOLE 74,800 0 0
RYDER SYS. INC. COM 783549108 1,303 68,818 SH SOLE 68,818 0 0
RYERSON TULL, INC. COM 78375P107 59 5,673 SH SOLE 5,673 0 0
RYLAND GROUP INC COM 783764103 321 14,500 SH SOLE 14,500 0 0
S3 INCORPORATED COM 784849101 2,767 187,600 SH SOLE 187,600 0 0
SABRE HOLDINGS CORP. COM 785905100 7,282 255,517 SH SOLE 255,517 0 0
SAFECO CORP. COM 786429100 5,087 255,968 SH SOLE 255,968 0 0
SAFEWAY INC COM 786514208 48,938 1,084,500 SH SOLE 1,084,500 0 0
SAGA SYSTEMS INC COM 786610105 700 56,300 SH SOLE 56,300 0 0
SAKS INCORPORATED COM 79377W108 3,903 371,744 SH SOLE 371,744 0 0
SALTON INC COM 795757103 830 22,500 SH SOLE 22,500 0 0
SANMINA CORP COM 800907107 19,899 232,740 SH SOLE 232,740 0 0
SANTE FE SNYDER CORP COM 80218K105 2,756 242,300 SH SOLE 242,300 0 0
SAPIENT CORP COM 803062108 12,223 114,300 SH SOLE 114,300 0 0
SARA LEE CORP. COM 803111103 36,377 1,883,615 SH SOLE 1,883,615 0 0
SAVVIS COMMUNICATION COM 805423100 131 10,000 SH SOLE 10,000 0 0
SAWTEK INC COM 805468105 4,766 82,800 SH SOLE 82,800 0 0
SBC COMMUNICATIONS INC.COM 78387G103 291,825 6,747,409 SH SOLE 6,747,409 0 0
SCANA CORP COM 80589M102 6,068 251,530 SH SOLE 251,530 0 0
SCHERING-PLOUGH COM 806605101 158,230 3,133,259 SH SOLE 3,133,259 0 0
SCHLUMBERGER COM 806857108 82,087 1,099,991 SH SOLE 1,099,991 0 0
SCHOLASTIC CORP COM 807066105 238 3,900 SH SOLE 3,900 0 0
SCHULMAN (A.) INC. COM 808194104 5,211 432,000 SH SOLE 432,000 0 0
SCHWAB (CHARLES) CORP COM 808513105 80,513 2,394,431 SH SOLE 2,394,431 0 0
SCI SYSTEMS INC COM 783890106 11,051 282,000 SH SOLE 282,000 0 0
SCIENTIFIC ATLANTA INC.COM 808655104 17,762 238,414 SH SOLE 238,414 0 0
SCOTT TECHNOLOGIES COM 810022103 593 34,500 SH SOLE 34,500 0 0
SCOTTS COMPANY COM 810186106 2,062 56,500 SH SOLE 56,500 0 0
SCP POOL CORPORATION COM 784028102 787 33,500 SH SOLE 33,500 0 0
SCPIE HOLDINGS INC. COM 78402P104 439 21,400 SH SOLE 21,400 0 0
SEACOR SMIT INC. COM 811904101 1,282 33,150 SH SOLE 33,150 0 0
SEAGATE TECHNOLOGY INC.COM 811804103 18,405 334,630 SH SOLE 334,630 0 0
SEALED AIR CORP. COM 81211K100 3,973 75,851 SH SOLE 75,851 0 0
SEARS ROEBUCK & CO. COM 812387108 21,775 667,427 SH SOLE 667,427 0 0
SEI INVESTMENTS CO COM 784117103 4,228 106,200 SH SOLE 106,200 0 0
SELECTIVE INSURANCE GROCOM 816300107 1,039 54,700 SH SOLE 54,700 0 0
SEMPRA ENERGY COM 816851109 5,791 340,671 SH SOLE 340,671 0 0
SEMTECH CORPORATION COM 816850101 4,849 63,400 SH SOLE 63,400 0 0
SENSORMATIC ELECTRONICSCOM 817265101 1,074 67,900 SH SOLE 67,900 0 0
SEPRACOR INC. COM 817315104 17,129 142,000 SH SOLE 142,000 0 0
SEQUA CORP - CL A COM 817320104 92 2,400 SH SOLE 2,400 0 0
SHAW GROUP COM 820280105 1,414 30,000 SH SOLE 30,000 0 0
SHAW INDUSTRIES INC COM 820286102 5,214 417,100 SH SOLE 417,100 0 0
SHERWIN-WILLIAMS CO COM 824348106 5,856 276,390 SH SOLE 276,390 0 0
SHOPKO STORES INC COM 824911101 913 59,400 SH SOLE 59,400 0 0
SIEBEL SYSTEMS INC. COM 826170102 61,974 378,900 SH SOLE 378,900 0 0
SIERRA HEALTH SERVICES COM 826322109 136 42,600 SH SOLE 42,600 0 0
SIERRA PACIFIC RESOURCECOM 826428104 5,037 400,927 SH SOLE 400,927 0 0
SIGMA-ALDRICH COM 826552101 5,675 194,030 SH SOLE 194,030 0 0
SILICON VALLEY BANCSHARCOM 827064106 3,819 89,600 SH SOLE 89,600 0 0
SILICON VALLEY GROUP INCOM 827066101 1,806 69,800 SH SOLE 69,800 0 0
SIMON DEBARTOLO GROUP PREIT 828806406 2,081 31,066 SH SOLE 31,066 0 0
SIMON PROPERTY GROUP INREIT 828806109 26,583 1,198,087 SH SOLE 1,198,087 0 0
SIMPSON MANUFACTURING CCOM 829073105 1,133 23,700 SH SOLE 23,700 0 0
SIX FLAGS INC. COM 83001P109 4,282 188,200 SH SOLE 188,200 0 0
SKYLINE CORP. COM 830830105 374 17,400 SH SOLE 17,400 0 0
SKYWEST INC COM 830879102 1,794 48,400 SH SOLE 48,400 0 0
SLI INC COM 78442T108 848 69,900 SH SOLE 69,900 0 0
SLM HOLDING CORP. COM 78442A109 5,859 156,500 SH SOLE 156,500 0 0
SMITH (A.O.) CORP COM 831865209 992 47,400 SH SOLE 47,400 0 0
SMITH CHARLES E RESIDENREIT 832197107 1,562 41,100 SH SOLE 41,100 0 0
SMITH INTERNATIONAL INCCOM 832110100 7,150 98,200 SH SOLE 98,200 0 0
SMITHFIELD FOODS INC COM 832248108 3,118 111,100 SH SOLE 111,100 0 0
SMUCKER J M COM 832696108 993 51,600 SH SOLE 51,600 0 0
SMURFIT-STONE CONTAINERCOM 832727101 1,657 128,700 SH SOLE 128,700 0 0
SNAP-ON TOOLS CORP. COM 833034101 2,819 105,887 SH SOLE 105,887 0 0
SNYDER COMMUNICATIONS ICOM 832914105 3,384 142,500 SH SOLE 142,500 0 0
SOLA INTERNATIONAL INC COM 834092108 311 63,700 SH SOLE 63,700 0 0
SOLECTRON CORP COM 834182107 51,349 1,226,244 SH SOLE 1,226,244 0 0
SOLUTIA INC. WI COM 834376105 2,919 212,291 SH SOLE 212,291 0 0
SONIC CORP COM 835451105 1,072 36,500 SH SOLE 36,500 0 0
SONOCO PRODUCTS CO COM 835495102 5,443 264,720 SH SOLE 264,720 0 0
SOTHEBY'S HOLDINGS CL-ACOM 835898107 1,113 63,600 SH SOLE 63,600 0 0
SOUTH FINANCIAL GROUP, COM 837841105 1,021 70,400 SH SOLE 70,400 0 0
SOUTHDOWN INC COM 841297104 5,908 102,300 SH SOLE 102,300 0 0
SOUTHERN AFRICA FUND INCTRY 2824082 11,317 862,214 SH SOLE 862,214 0 0
SOUTHERN CO COM 842587107 34,847 1,494,772 SH SOLE 1,494,772 0 0
SOUTHERN UNION COMPANY COM 844030106 1,570 99,277 SH SOLE 99,277 0 0
SOUTHTRUST CORP COM 844730101 16,204 716,200 SH SOLE 716,200 0 0
SOUTHWEST AIRLINES COM 844741108 14,304 755,337 SH SOLE 755,337 0 0
SOUTHWEST BANCORP OF TECOM 84476R109 623 30,000 SH SOLE 30,000 0 0
SOUTHWEST GAS CORP COM 844895102 1,047 59,800 SH SOLE 59,800 0 0
SOUTHWESTERN ENERGY COMCOM 845467109 310 49,600 SH SOLE 49,600 0 0
SOVEREIGN BANCORP INC COM 845905108 3,187 453,200 SH SOLE 453,200 0 0
SPECIALTY EQUIPMENT COMCOM 847497203 1,033 38,100 SH SOLE 38,100 0 0
SPEEDFAM-IPEC INC. COM 847705100 1,051 57,800 SH SOLE 57,800 0 0
SPHERION CORPORATION COM 848420105 2,262 127,420 SH SOLE 127,420 0 0
SPIEKER PROPERTIES REIT 848497103 46,699 1,015,200 SH SOLE 1,015,200 0 0
SPRINGS INDUSTRIES -CL COM 851783100 657 20,539 SH SOLE 20,539 0 0
SPRINT CORP. COM 852061100 89,301 1,750,998 SH SOLE 1,750,998 0 0
SPRINT PCS GROUP COM 852061506 105,115 1,766,639 SH SOLE 1,766,639 0 0
SPS TECHNOLOGIES INC COM 784626103 1,092 26,600 SH SOLE 26,600 0 0
SPX CORP. COM 784635104 7,413 61,300 SH SOLE 61,300 0 0
ST JUDE MED. INC. COM 790849103 3,341 72,835 SH SOLE 72,835 0 0
ST MARY LAND & EXPLORATCOM 792228108 938 22,300 SH SOLE 22,300 0 0
ST. PAUL COMPANIES COM 792860108 17,139 502,247 SH SOLE 502,247 0 0
STANDARD MICROSYSTEMS CCOM 853626109 308 20,000 SH SOLE 20,000 0 0
STANDARD MOTOR PRODS COM 853666105 257 30,200 SH SOLE 30,200 0 0
STANDARD REGISTER CO COM 853887107 90 6,300 SH SOLE 6,300 0 0
STANDARD-PACIFIC CORP COM 85375C101 580 58,000 SH SOLE 58,000 0 0
STANLEY WORKS COM 854616109 1,809 76,152 SH SOLE 76,152 0 0
STAPLES INC COM 855030102 12,347 803,033 SH SOLE 803,033 0 0
STARBUCKS CORP. COM 855244109 11,682 305,900 SH SOLE 305,900 0 0
STARTEK INC COM 85569C107 1,421 28,200 SH SOLE 28,200 0 0
STATE STREET CORP COM 857477103 25,228 237,862 SH SOLE 237,862 0 0
STATEN ISLAND BANCORP COM 857550107 1,355 76,900 SH SOLE 76,900 0 0
STEEL DYNAMICS INC COM 858119100 842 92,900 SH SOLE 92,900 0 0
STEIN MART INC. COM 858375108 887 86,500 SH SOLE 86,500 0 0
STEPAN CO COM 858586100 758 32,600 SH SOLE 32,600 0 0
STERIS CORP COM 859152100 1,913 215,600 SH SOLE 215,600 0 0
STEWART & STEVENSON SERCOM 860342104 98 6,500 SH SOLE 6,500 0 0
STEWART ENTERPRISES INCCOM 860370105 1,036 293,500 SH SOLE 293,500 0 0
STILLWATER MINING COMPACOM 86074Q102 2,098 75,250 SH SOLE 75,250 0 0
STONE ENERGY CORP COM 861642106 2,097 35,100 SH SOLE 35,100 0 0
STORAGE TECHNOLOGY CORPCOM 862111200 3,032 277,200 SH SOLE 277,200 0 0
STRIDE RITE CORP COM 863314100 542 88,495 SH SOLE 88,495 0 0
STRUCTURAL DYNAMICS RESCOM 863555108 125 8,300 SH SOLE 8,300 0 0
STRYKER CORP. COM 863667101 16,599 379,400 SH SOLE 379,400 0 0
SUIZA FOOD CORP. COM 865077101 572 11,700 SH SOLE 11,700 0 0
SUMMIT BANCORP COM 866005101 4,546 184,600 SH SOLE 184,600 0 0
SUN MICROSYSTEMS INC. COM 866810104 285,080 3,134,901 SH SOLE 3,134,901 0 0
SUNGARD DATA SYSTEMS COM 867363103 10,955 353,400 SH SOLE 353,400 0 0
SUNOCO, INC. COM 86764P109 9,032 306,816 SH SOLE 306,816 0 0
SUNRISE MEDICAL INC COM 867910101 215 44,200 SH SOLE 44,200 0 0
SUNTRUST BANKS INC. COM 867914103 28,732 628,887 SH SOLE 628,887 0 0
SUPER VALU STORES INC. COM 868536103 6,125 321,318 SH SOLE 321,318 0 0
SUPERIOR INDUSTRIES INTCOM 868168105 1,316 51,100 SH SOLE 51,100 0 0
SUSQUEHANNA BANCSHARES COM 869099101 1,089 76,400 SH SOLE 76,400 0 0
SWIFT TRANSPORTATION COCOM 870756103 204 14,600 SH SOLE 14,600 0 0
SYBASE INC. COM 871130100 3,972 172,700 SH SOLE 172,700 0 0
SYBRON INTL CORP COM 87114F106 4,032 203,500 SH SOLE 203,500 0 0
SYKES ENTERPRISES COM 871237103 1,071 83,200 SH SOLE 83,200 0 0
SYLVAN LEARNING SYSTEMSCOM 871399101 133 9,700 SH SOLE 9,700 0 0
SYMANTEC CORP COM 871503108 6,241 115,700 SH SOLE 115,700 0 0
SYMBOL TECHNOLOGIES INCCOM 871508107 14,368 266,075 SH SOLE 266,075 0 0
SYMMETRICOM INC COM 871543104 813 32,200 SH SOLE 32,200 0 0
SYNCOR INTL CORP-DEL COM 87157J106 1,512 21,000 SH SOLE 21,000 0 0
SYNOPSYS INC. COM 871607107 4,718 136,500 SH SOLE 136,500 0 0
SYNOVUS FINANCIAL CORP COM 87161C105 5,401 306,450 SH SOLE 306,450 0 0
SYSCO CORP. COM 871829107 26,040 618,163 SH SOLE 618,163 0 0
SYSTEMS & COMPUTER TECHCOM 871873105 1,246 62,300 SH SOLE 62,300 0 0
TAIPEI FUND CTRY 5061819 9,800 98,000 SH SOLE 98,000 0 0
TAIWAN OPPROTUNITIES FUCTRY 0875361 3,548 200,000 SH SOLE 200,000 0 0
TALK.COM INC. COM 874264104 736 126,700 SH SOLE 126,700 0 0
TARGET CORP COM 87612E106 50,235 866,124 SH SOLE 866,124 0 0
TAUBMAN CENTERS INC REIT 876664103 13,640 1,240,000 SH SOLE 1,240,000 0 0
TBC CORP COM 872180104 189 40,800 SH SOLE 40,800 0 0
TCF FINANCIAL CORP COM 872275102 6,519 253,800 SH SOLE 253,800 0 0
TECH DATA CORP COM 878237106 1,921 44,100 SH SOLE 44,100 0 0
TECHNE CORPORATION COM 878377100 5,265 40,500 SH SOLE 40,500 0 0
TECHNITROL INC. COM 878555101 3,129 32,300 SH SOLE 32,300 0 0
TECO ENERGY COM 872375100 9,167 456,900 SH SOLE 456,900 0 0
TECUMSEH PRODUCTS CO CLCOM 878895200 2,925 76,600 SH SOLE 76,600 0 0
TEKTRONIX, INC. COM 879131100 7,828 105,780 SH SOLE 105,780 0 0
TELECOM ARGENTINA SA-SPICOM 879273209 3,025 110,000 SH SOLE 110,000 0 0
TELEDYNE TECHNOLOGIES ICOM 879360105 879 52,500 SH SOLE 52,500 0 0
TELEFLEX INC COM 879369106 4,294 120,100 SH SOLE 120,100 0 0
TELEPHONE & DATA COM 879433100 12,972 129,400 SH SOLE 129,400 0 0
TELLABS INC. COM 879664100 63,716 931,010 SH SOLE 931,010 0 0
TELXON CORP. COM 879700102 577 32,300 SH SOLE 32,300 0 0
TEMPLE-INLAND INC. COM 879868107 3,758 89,468 SH SOLE 89,468 0 0
TENET HEALTHCARE CORP COM 88033G100 14,704 544,583 SH SOLE 544,583 0 0
TENNECO AUTOMOTIVE INC COM 880349105 338 64,454 SH SOLE 64,454 0 0
TERADYNE INC COM 880770102 33,112 450,500 SH SOLE 450,500 0 0
TETRA TECH INC. COM 88162G103 1,748 76,425 SH SOLE 76,425 0 0
TETRA TECHNOLOGIES INC.COM 88162F105 382 26,900 SH SOLE 26,900 0 0
TEXACO INC. COM 881694103 48,657 913,755 SH SOLE 913,755 0 0
TEXAS INDUSTRIES INC COM 882491103 1,377 47,700 SH SOLE 47,700 0 0
TEXAS INSTRS INC COM 882508104 213,342 3,105,986 SH SOLE 3,105,986 0 0
TEXTRON INC. COM 883203101 15,978 294,186 SH SOLE 294,186 0 0
THE FORMOSA GROWTH FUNDCTRY 0347246 5,448 300,000 SH SOLE 300,000 0 0
THE MEN'S WEARHOUSE INCCOM 587118100 1,872 83,900 SH SOLE 83,900 0 0
THERAGENICS CORPORATIONCOM 883375107 498 58,200 SH SOLE 58,200 0 0
THERMO ELECTRON CORP. COM 883556102 7,594 360,542 SH SOLE 360,542 0 0
THOMAS & BETTS CORP. COM 884315102 1,537 80,358 SH SOLE 80,358 0 0
THOMAS INDUSTRIES INC COM 884425109 566 32,000 SH SOLE 32,000 0 0
THOR INDUSTRIES INC COM 885160101 501 23,850 SH SOLE 23,850 0 0
THQ INC COM 872443403 468 38,400 SH SOLE 38,400 0 0
THREE-FIVE SYSTEMS INC COM 88554L108 2,460 41,700 SH SOLE 41,700 0 0
TIDEWATER INC COM 886423102 5,004 139,000 SH SOLE 139,000 0 0
TIFFANY & CO COM 886547108 5,069 75,100 SH SOLE 75,100 0 0
TIMBERLAND CO CL-A COM 887100105 2,960 41,800 SH SOLE 41,800 0 0
TIME WARNER INC. COM 887315109 188,752 2,483,585 SH SOLE 2,483,585 0 0
TIMKEN CO. COM 887389104 1,434 76,999 SH SOLE 76,999 0 0
TITAN CORP COM 888266103 4,421 98,800 SH SOLE 98,800 0 0
TITAN INT'L INC. COM 88830M102 3,939 741,400 SH SOLE 741,400 0 0
TJX COS. INC. COM 872540109 9,857 525,697 SH SOLE 525,697 0 0
TOLL BROTHERS INC COM 889478103 1,476 72,000 SH SOLE 72,000 0 0
TORCHMARK CORP COM 891027104 8,006 324,300 SH SOLE 324,300 0 0
TORO CO COM 891092108 830 25,200 SH SOLE 25,200 0 0
TOSCO CORP COM 891490302 6,215 219,500 SH SOLE 219,500 0 0
TOWER AUTOMOTIVE INC COM 891707101 1,161 92,900 SH SOLE 92,900 0 0
TOYS R US INC. COM 892335100 4,411 302,872 SH SOLE 302,872 0 0
TRANSACTION SYSTEMS ARCCOM 893416107 1,087 63,500 SH SOLE 63,500 0 0
TRANSOCEAN SEDCO FOREX COM G90078109 14,155 264,893 SH SOLE 264,893 0 0
TRANSWITCH CORP COM 894065101 6,044 78,300 SH SOLE 78,300 0 0
TREDEGAR CORPORATION COM 894650100 1,393 73,300 SH SOLE 73,300 0 0
TRENWICK GROUP INC COM 895290104 502 34,500 SH SOLE 34,500 0 0
TRIARC COM COM 895927101 959 46,800 SH SOLE 46,800 0 0
TRIBUNE CO COM 896047107 22,840 652,575 SH SOLE 652,575 0 0
TRICON GLOBAL RESTAURANCOM 895953107 5,602 198,307 SH SOLE 198,307 0 0
TRIGON HEALTHCARE CORP.COM 89618L100 2,186 42,400 SH SOLE 42,400 0 0
TRIMBLE NAVIGATION LTD COM 896239100 2,240 45,900 SH SOLE 45,900 0 0
TRINITY INDUSTRIES COM 896522109 168 9,100 SH SOLE 9,100 0 0
TRIQUENT SEMICONDUCTOR COM 89674K103 7,157 74,800 SH SOLE 74,800 0 0
TRU NORTH COMMUNICATIONCOM 897844106 4,184 95,100 SH SOLE 95,100 0 0
TRUSTCO BANK CORP. NY COM 898349105 1,304 104,300 SH SOLE 104,300 0 0
TRW INC. COM 872649108 9,556 220,320 SH SOLE 220,320 0 0
TUPPERWARE CORPORATION COM 899896104 567 25,750 SH SOLE 25,750 0 0
TURKEY INVESTMENT FUND CTRY 2907411 7,408 485,800 SH SOLE 485,800 0 0
TXU CORPORATION COM 873168108 17,057 578,189 SH SOLE 578,189 0 0
TYCO INT'L. LTD NEW COM 902124106 159,571 3,368,262 SH SOLE 3,368,262 0 0
TYSON FOODS INC. CL-A COM 902494103 4,833 552,300 SH SOLE 552,300 0 0
U.S. BANCORP COM 902973106 30,926 1,606,560 SH SOLE 1,606,560 0 0
U.S. WEST INC. COM 91273H101 85,242 994,079 SH SOLE 994,079 0 0
UCAR INTERNATIONAL INC COM 90262K109 1,148 87,900 SH SOLE 87,900 0 0
UGI CORP COM 902681105 1,064 51,900 SH SOLE 51,900 0 0
ULTRAMAR DIAMOND SHAMROCOM 904000106 9,662 389,400 SH SOLE 389,400 0 0
ULTRAPAR PARTICIPACOES ICOM 2496890 1,988 200,000 SH SOLE 200,000 0 0
ULTRATECH STEPPER INC COM 904034105 623 41,900 SH SOLE 41,900 0 0
UNICOM CORP COM 904911104 14,292 369,421 SH SOLE 369,421 0 0
UNIFI INC COM 904677101 163 13,200 SH SOLE 13,200 0 0
UNIFIRST CORP COM 904708104 2,145 272,400 SH SOLE 272,400 0 0
UNILEVER UN COM 904784709 44,808 1,042,049 SH SOLE 1,042,049 0 0
UNION CARBIDE CORP. COM 905581104 11,272 227,722 SH SOLE 227,722 0 0
UNION PACIFIC CORP. COM 907818108 15,334 412,338 SH SOLE 412,338 0 0
UNION PACIFIC RESOURCESCOM 907834105 15,490 704,100 SH SOLE 704,100 0 0
UNION PLANTERS CORP. COM 908068109 3,288 117,700 SH SOLE 117,700 0 0
UNISOURCE ENERGY CORP COM 909205106 947 63,100 SH SOLE 63,100 0 0
UNISYS CORP. COM 909214108 8,941 613,966 SH SOLE 613,966 0 0
UNITED BANKSHARES INC. COM 909907107 1,555 85,500 SH SOLE 85,500 0 0
UNITED ILLUMINATING CO COM 902748102 1,422 32,500 SH SOLE 32,500 0 0
UNITED NATURAL FOODS INCOM 911163103 206 15,000 SH SOLE 15,000 0 0
UNITED PARCEL SERVICES COM 911312106 1,003 17,000 SH SOLE 17,000 0 0
UNITED STATIONERS INC COM 913004107 2,156 66,600 SH SOLE 66,600 0 0
UNITED TECHNOLOGIES COM 913017109 52,737 895,741 SH SOLE 895,741 0 0
UNITED WATER RESOURCES COM 913190104 2,678 76,800 SH SOLE 76,800 0 0
UNITEDHEALTH GROUP INC COM 91324P102 29,512 344,161 SH SOLE 344,161 0 0
UNITRIN INC. COM 913275103 1,939 66,000 SH SOLE 66,000 0 0
UNIVERSAL CORP-VA COM 913456109 2,370 112,200 SH SOLE 112,200 0 0
UNIVERSAL FOODS COM 913538104 5,210 281,600 SH SOLE 281,600 0 0
UNIVERSAL FOREST PRODUCCOM 913543104 562 40,900 SH SOLE 40,900 0 0
UNIVERSAL HEALTH SERVICCOM 913903100 4,028 61,500 SH SOLE 61,500 0 0
UNIVISION COMMUNICATIONCOM 914906102 20,700 200,000 SH SOLE 200,000 0 0
UNOCAL COM 915289102 20,573 621,062 SH SOLE 621,062 0 0
UNUMPROVIDENT CORP. COM 91529Y106 15,527 773,940 SH SOLE 773,940 0 0
URS CORPORATION COM 903236107 477 31,300 SH SOLE 31,300 0 0
US FREIGHTWAYS CORP COM 916906100 1,312 53,400 SH SOLE 53,400 0 0
US ONCOLOGY INC. COM 90338W103 874 174,700 SH SOLE 174,700 0 0
USAIR GROUP INC. COM 911905107 1,701 43,618 SH SOLE 43,618 0 0
USG CORPORATION COM 903293405 3,615 119,000 SH SOLE 119,000 0 0
UST INC. COM 902911106 4,682 318,766 SH SOLE 318,766 0 0
USX-MARATHON OIL COM 902905827 19,268 768,796 SH SOLE 768,796 0 0
USX-U.S. STEEL COM 90337T101 5,695 306,791 SH SOLE 306,791 0 0
UTILICORP UNITED INC COM 918005109 1,327 66,750 SH SOLE 66,750 0 0
V F CORP COM 918204108 3,671 154,172 SH SOLE 154,172 0 0
VALASSIS COMMUNICATIONSCOM 918866104 4,068 106,700 SH SOLE 106,700 0 0
VALENCE TECHNOLOGY INC COM 918914102 1,259 68,300 SH SOLE 68,300 0 0
VALERO ENERGY CORP. COM 91913Y100 6,763 213,000 SH SOLE 213,000 0 0
VALMONT INDUSTRIES COM 920253101 934 47,000 SH SOLE 47,000 0 0
VALSPAR CORP COM 920355104 2,805 83,100 SH SOLE 83,100 0 0
VALUECLICK, INC COM 92046N102 513 50,000 SH SOLE 50,000 0 0
VARCO INTERNATIONAL INCCOM 922122106 4,144 178,258 SH SOLE 178,258 0 0
VARIAN MEDICAL SYSTEMS COM 92220P105 2,430 62,100 SH SOLE 62,100 0 0
VECTREN CORPORATION COM 92240G101 244 14,166 SH SOLE 14,166 0 0
VERITAS DGC INC. COM 92343P107 1,308 50,300 SH SOLE 50,300 0 0
VERITAS SOFTWARE CORPORCOM 923436109 85,338 755,100 SH SOLE 755,100 0 0
VERITY INC. COM 92343C106 2,326 61,200 SH SOLE 61,200 0 0
VERIZON COMMUNICATIONS COM 92343V104 273,738 5,387,222 SH SOLE 5,387,222 0 0
VERTEX PHARMAREUTICALS COM 92532F100 5,480 52,000 SH SOLE 52,000 0 0
VIACOM INC-CLASS B COM 925524308 198,814 2,915,697 SH SOLE 2,915,697 0 0
VIAD CORP COM 92552R109 4,913 180,300 SH SOLE 180,300 0 0
VICOR CORP COM 925815102 2,830 81,300 SH SOLE 81,300 0 0
VINTAGE PETROLEUM INC. COM 927460105 2,800 124,100 SH SOLE 124,100 0 0
VISHAY INTERTECHNOLOGY COM 928298108 11,297 297,784 SH SOLE 297,784 0 0
VISIBLE GENETICS INC. COM 92829S104 406 9,000 SH SOLE 9,000 0 0
VISTEON CORP COM 92839U107 3,528 290,928 SH SOLE 290,928 0 0
VISUAL NETWORKS INC COM 928444108 1,371 48,100 SH SOLE 48,100 0 0
VISX INC COM 92844S105 3,317 118,200 SH SOLE 118,200 0 0
VITAL SIGNS INC COM 928469105 538 29,700 SH SOLE 29,700 0 0
VITESSE SEMICONDUCTOR CCOM 928497106 26,711 363,100 SH SOLE 363,100 0 0
VOLT INFO. SCIENCES INCCOM 928703107 889 27,000 SH SOLE 27,000 0 0
VORNADO OPERATING CO REIT 92904N103 116 15,000 SH SOLE 15,000 0 0
VORNADO REALTY TRUST REIT 929042109 12,395 356,700 SH SOLE 356,700 0 0
VULCAN MATERIALS CO COM 929160109 6,087 142,600 SH SOLE 142,600 0 0
WABASH NATIONAL CORP COM 929566107 544 45,600 SH SOLE 45,600 0 0
WACHOVIA CORP. COM 929771103 18,123 334,063 SH SOLE 334,063 0 0
WADDELL & REED FINANCIACOM 930059100 4,620 140,800 SH SOLE 140,800 0 0
WAL MART STORES INC COM 931142103 493,832 8,569,760 SH SOLE 8,569,760 0 0
WALGREEN CO. COM 931422109 59,008 1,833,242 SH SOLE 1,833,242 0 0
WALLACE COMPUTER SVCS ICOM 932270101 93 9,400 SH SOLE 9,400 0 0
WARNACO GROUP COM 934390105 388 50,100 SH SOLE 50,100 0 0
WASHINGTON FEDERAL INC.COM 938824109 1,843 101,000 SH SOLE 101,000 0 0
WASHINGTON GAS LIGHT COCOM 938837101 3,027 125,800 SH SOLE 125,800 0 0
WASHINGTON MUTUAL INC. COM 939322103 31,674 1,096,921 SH SOLE 1,096,921 0 0
WASHINGTON POST CL. B COM 939640108 9,406 19,678 SH SOLE 19,678 0 0
WASTE MANAGEMENT INC. COM 94106L109 24,838 1,307,249 SH SOLE 1,307,249 0 0
WATER PIK TECHNOLOGIES COM 94113U100 10 1,580 SH SOLE 1,580 0 0
WATERS CORPORATION COM 941848103 15,389 123,300 SH SOLE 123,300 0 0
WATSCO INC. COM 942622200 741 59,300 SH SOLE 59,300 0 0
WATSON PHARMACEUTICALS COM 942683103 18,753 348,900 SH SOLE 348,900 0 0
WATTS INDUSTRIES INC. CCOM 942749102 645 51,100 SH SOLE 51,100 0 0
WAUSAU-MOSINEE PAPER COCOM 943315101 102 11,900 SH SOLE 11,900 0 0
WD-40 CO COM 929236107 747 36,000 SH SOLE 36,000 0 0
WEATHERFORD INTERNATIONCOM 947074100 10,698 268,715 SH SOLE 268,715 0 0
WEBSTER FINANCIAL CORPOCOM 947890109 273 12,300 SH SOLE 12,300 0 0
WEINGARTEN REALTY INVSTREIT 948741103 1,926 47,700 SH SOLE 47,700 0 0
WELLMAN INC COM 949702104 118 7,300 SH SOLE 7,300 0 0
WELLPOINT HEALTH NETWORCOM 94973H108 12,604 174,000 SH SOLE 174,000 0 0
WELLS FARGO COMPANY COM 949746101 129,749 3,348,372 SH SOLE 3,348,372 0 0
WENDY'S INTL COM 950590109 6,300 353,677 SH SOLE 353,677 0 0
WERNER ENTERPRISES INC COM 950755108 1,081 93,500 SH SOLE 93,500 0 0
WESLEY JESSEN VISIONCARCOM 951018100 1,307 34,800 SH SOLE 34,800 0 0
WESTAMERICA BANCORPORATCOM 957090103 1,844 70,600 SH SOLE 70,600 0 0
WESTPOINT STEVENS COM 961238102 1,071 96,300 SH SOLE 96,300 0 0
WESTVACO CORP COM 961548104 3,659 147,452 SH SOLE 147,452 0 0
WESTWOOD ONE COM 961815107 7,460 218,600 SH SOLE 218,600 0 0
WEYERHAEUSER CO. COM 962166104 19,374 450,563 SH SOLE 450,563 0 0
WHIRLPOOL CORP COM 963320106 5,245 112,491 SH SOLE 112,491 0 0
WHITMAN CORP. COM 96647R107 3,247 262,379 SH SOLE 262,379 0 0
WHITNEY HOLDING CORP COM 966612103 1,487 43,500 SH SOLE 43,500 0 0
WHOLE FOODS MARKET INC COM 966837106 2,157 52,200 SH SOLE 52,200 0 0
WILLAMETTE INDUSTRIES COM 969133107 8,833 324,146 SH SOLE 324,146 0 0
WILLIAMS COMMUNICATIONSCOM 969455104 1,384 41,700 SH SOLE 41,700 0 0
WILLIAMS COS. INC. COM 969457100 29,765 714,000 SH SOLE 714,000 0 0
WILLIAMS-SONOMA INC COM 969904101 3,562 109,800 SH SOLE 109,800 0 0
WILMINGTON TRUST CO, DECOM 971807102 5,451 127,500 SH SOLE 127,500 0 0
WINN-DIXIE STORES INC. COM 974280109 1,797 125,570 SH SOLE 125,570 0 0
WINNEBAGO INDUSTRIES COM 974637100 563 43,100 SH SOLE 43,100 0 0
WISCONSIN CENTRAL TRANSCOM 976592105 150 11,500 SH SOLE 11,500 0 0
WISCONSIN ENERGY CORP. COM 976657106 7,289 367,900 SH SOLE 367,900 0 0
WMC LIMITED-SPONSORED ACOM 928947100 10,314 573,000 SH SOLE 573,000 0 0
WOLVERINE TUBE CO. COM 978093102 381 22,400 SH SOLE 22,400 0 0
WOLVERINE WORLD WIDE COM 978097103 798 80,850 SH SOLE 80,850 0 0
WORLDCOM, INC COM 98157D106 260,471 5,677,835 SH SOLE 5,677,835 0 0
WORTHINGTON INDS COM 981811102 2,298 218,856 SH SOLE 218,856 0 0
WRIGLEY WM JR CO COM 982526105 11,144 138,980 SH SOLE 138,980 0 0
WYNN'S INTERNATIONAL INCOM 983195108 829 36,550 SH SOLE 36,550 0 0
X-RITE INC COM 983857103 471 51,600 SH SOLE 51,600 0 0
XEROX CORP COM 984121103 26,418 1,273,170 SH SOLE 1,273,170 0 0
XILINX INC COM 983919101 44,759 542,127 SH SOLE 542,127 0 0
XIRCOM INC COM 983922105 2,945 62,000 SH SOLE 62,000 0 0
YAHOO INC COM 984332106 128,233 1,035,182 SH SOLE 1,035,182 0 0
YELLOW CORP COM 985509108 715 48,500 SH SOLE 48,500 0 0
YORK INTERNATIONAL CORPCOM 986670107 222 8,800 SH SOLE 8,800 0 0
YOUNG & RUBICAM INC. COM 987425105 5,238 91,600 SH SOLE 91,600 0 0
ZALE CORP. COM 988858106 2,551 69,900 SH SOLE 69,900 0 0
ZEBRA TECHNOLOGIES CORPCOM 989207105 2,783 62,800 SH SOLE 62,800 0 0
ZENITH NATIONAL INSURANCOM 989390109 750 35,300 SH SOLE 35,300 0 0
ZIONS BANCORPORATION COM 989701107 7,572 165,000 SH SOLE 165,000 0 0
ZIXIT CORP COM 98974P100 1,451 31,500 SH SOLE 31,500 0 0
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