UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 9/30/00
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 10/16/2000
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: 1582
Form 13F Information Table Value Total: $626,685,423
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 1,554 452,200 SH SOLE 452,200 0 0
3COM CORP. COM 885535104 12,639 658,709 SH SOLE 658,709 0 0
4KIDS ENTERTAINMENT INCCOM 350865101 169 10,000 SH SOLE 10,000 0 0
99 CENTS ONLY STORES COM 65440K106 3,028 60,333 SH SOLE 60,333 0 0
AAR CORPORATION COM 000361105 562 49,150 SH SOLE 49,150 0 0
AARON RENTS INC COM 002535201 53 4,100 SH SOLE 4,100 0 0
ABBOTT LABORATORIES COM 002824100 141,737 2,980,006 SH SOLE 2,980,006 0 0
ABERCROMBIE & FITCH CO COM 002896207 4,100 215,100 SH SOLE 215,100 0 0
ABM INDUSTRIES INC. COM 000957100 1,112 40,900 SH SOLE 40,900 0 0
AC NIELSON CORP COM 004833109 2,798 117,501 SH SOLE 117,501 0 0
ACTEL CORPORATION COM 004934105 1,524 42,400 SH SOLE 42,400 0 0
ACTION PERFORMANCE CO COM 004933107 50 14,400 SH SOLE 14,400 0 0
ACUSON CORP COM 005113105 93 4,100 SH SOLE 4,100 0 0
ACXIOM CORP. COM 005125109 5,223 164,500 SH SOLE 164,500 0 0
ADAC LABORATORIES COM 005313200 826 39,700 SH SOLE 39,700 0 0
ADAPTEC INC COM 00651F108 3,532 176,600 SH SOLE 176,600 0 0
ADAPTIVE BROADBAND CORPCOM 00650M104 1,346 69,000 SH SOLE 69,000 0 0
ADC COMMUNICATIONS INC COM 000886101 33,986 1,263,868 SH SOLE 1,263,868 0 0
ADMINISTAFF INC COM 007094105 1,824 24,099 SH SOLE 24,099 0 0
ADOBE SYSTEMS INC. COM 00724F101 39,827 256,532 SH SOLE 256,532 0 0
ADTRAN INC. COM 00738A106 3,076 72,300 SH SOLE 72,300 0 0
ADVANCE PARADIGM COM 007491103 1,755 41,600 SH SOLE 41,600 0 0
ADVANCED MICRO DEVICES COM 007903107 14,356 607,674 SH SOLE 607,674 0 0
ADVANCED TISSUE SCIENCECOM 00755F103 783 105,300 SH SOLE 105,300 0 0
ADVO INC. COM 007585102 1,178 35,700 SH SOLE 35,700 0 0
AEROFLEX INC COM 007768104 2,529 52,000 SH SOLE 52,000 0 0
AES CORP COM 00130H105 37,853 552,599 SH SOLE 552,599 0 0
AETNA INC. COM 008117103 17,609 303,276 SH SOLE 303,276 0 0
AFFILIATED COMPUTER SERCOM 008190100 5,062 101,500 SH SOLE 101,500 0 0
AFLAC INC COM 001055102 29,571 461,600 SH SOLE 461,600 0 0
AGCO CORP. COM 001084102 3,668 308,900 SH SOLE 308,900 0 0
AGILENT TECHNOLOGIES INCOM 00846U101 42,424 866,898 SH SOLE 866,898 0 0
AGL RESOURCES INC COM 001204106 161 8,000 SH SOLE 8,000 0 0
AGNICO-EAGLE MINES LTD.COM 008474108 2,005 345,000 SH SOLE 345,000 0 0
AGRIBRANDS INT'L COM 00849R105 781 17,900 SH SOLE 17,900 0 0
AIR PROD. & CHEM. COM 009158106 20,595 572,082 SH SOLE 572,082 0 0
AIRBORNE FREIGHT CORP COM 009266107 1,321 129,700 SH SOLE 129,700 0 0
AIRGAS INC COM 009363102 70 10,300 SH SOLE 10,300 0 0
AK STEEL HOLDING CORP COM 001547108 2,031 216,600 SH SOLE 216,600 0 0
AKAMAI TECHNOLOGIES COM 00971T101 525 10,000 SH SOLE 10,000 0 0
ALASKA AIRGROUP INC COM 011659109 2,494 103,900 SH SOLE 103,900 0 0
ALBANY INTL CL-A COM 012348108 2,937 244,713 SH SOLE 244,713 0 0
ALBEMARLE CORP COM 012653101 135 6,700 SH SOLE 6,700 0 0
ALBERTO CULVER CL-B COM 013068101 1,291 44,812 SH SOLE 44,812 0 0
ALBERTSON'S, INC. COM 013104104 15,816 753,132 SH SOLE 753,132 0 0
ALCOA INC. COM 013817101 44,220 1,746,944 SH SOLE 1,746,944 0 0
ALEXANDER & BALDWIN INCCOM 014482103 161 6,200 SH SOLE 6,200 0 0
ALLEGHENY ENERGY INC. COM 017361106 9,218 241,400 SH SOLE 241,400 0 0
ALLEGHENY TECHNOLOGIES COM 01741R102 1,549 85,450 SH SOLE 85,450 0 0
ALLEN TELECOM INC. COM 018091108 889 52,500 SH SOLE 52,500 0 0
ALLERGAN PHARMACEUTICALCOM 018490102 14,023 166,074 SH SOLE 166,074 0 0
ALLETE COM 018522102 797 36,000 SH SOLE 36,000 0 0
ALLIANCE PHARMACEUTICALCOM 018773101 1,302 85,400 SH SOLE 85,400 0 0
ALLIANCE SEMICONDUCTOR COM 01877H100 1,487 74,799 SH SOLE 74,799 0 0
ALLIANT ENERGY CORPORATCOM 018802108 5,045 171,754 SH SOLE 171,754 0 0
ALLIANT TECHSYSTEMS INCCOM 018804104 1,380 16,800 SH SOLE 16,800 0 0
ALLIED WASTE INDUSTRIESCOM 019589308 1,451 157,900 SH SOLE 157,900 0 0
ALLMERICA FINANCIAL CORCOM 019754100 7,538 117,900 SH SOLE 117,900 0 0
ALLSTATE CORP COM 020002101 55,750 1,604,306 SH SOLE 1,604,306 0 0
ALLTEL CORP COM 020039103 24,069 461,211 SH SOLE 461,211 0 0
ALPHA INDUSTRIES INC COM 020753109 2,613 76,700 SH SOLE 76,700 0 0
ALPHARMA, INC.-CL A COM 020813101 4,340 71,000 SH SOLE 71,000 0 0
ALTERA CORP COM 021441100 36,959 774,000 SH SOLE 774,000 0 0
ALZA CORP. COM 022615108 9,457 109,331 SH SOLE 109,331 0 0
AMB PROPERTY CORP. REIT 00163T109 13,318 542,200 SH SOLE 542,200 0 0
AMBAC FINANCIAL GROUP ICOM 023139108 9,024 123,200 SH SOLE 123,200 0 0
AMCAST INDL. CORP. COM 023395106 97 10,300 SH SOLE 10,300 0 0
AMERADA HESS CORP. COM 023551104 10,529 157,290 SH SOLE 157,290 0 0
AMEREN CORP. COM 023608102 8,799 210,127 SH SOLE 210,127 0 0
AMERICA ONLINE INC COM 02364J104 230,043 4,279,874 SH SOLE 4,279,874 0 0
AMERICAN EAGLE OUTFITTECOM 02553E106 3,367 106,900 SH SOLE 106,900 0 0
AMERICAN ELECTRIC POWERCOM 025537101 23,998 613,366 SH SOLE 613,366 0 0
AMERICAN EXPRESS CO. COM 025816109 137,290 2,259,912 SH SOLE 2,259,912 0 0
AMERICAN FINANCIAL GROUCOM 025932104 668 28,800 SH SOLE 28,800 0 0
AMERICAN FREIGHTWAYS COCOM 02629V108 922 58,100 SH SOLE 58,100 0 0
AMERICAN GENERAL COM 026351106 37,863 485,426 SH SOLE 485,426 0 0
AMERICAN GREETING CL A COM 026375105 1,517 86,659 SH SOLE 86,659 0 0
AMERICAN HOME PRODUCTS COM 026609107 148,737 2,629,596 SH SOLE 2,629,596 0 0
AMERICAN INTL GROUP COM 026874107 410,094 4,285,762 SH SOLE 4,285,762 0 0
AMERICAN ITALIAN PASTA COM 027070101 622 32,400 SH SOLE 32,400 0 0
AMERICAN MANAGEMENT SYSCOM 027352103 1,272 74,000 SH SOLE 74,000 0 0
AMERICAN POWER CONVERSICOM 029066107 5,549 289,200 SH SOLE 289,200 0 0
AMERICAN STANDARD COMPACOM 029712106 5,795 130,400 SH SOLE 130,400 0 0
AMERICAN STATES WATER CCOM 029899101 487 16,100 SH SOLE 16,100 0 0
AMERICAN WATER WORKS COM 030411102 5,918 214,700 SH SOLE 214,700 0 0
AMERICREDIT CORP. COM 03060R101 3,870 134,300 SH SOLE 134,300 0 0
AMERISOURCE HEALTH CORPCOM 03071P102 2,350 50,000 SH SOLE 50,000 0 0
AMES DEPARTMENT STORES COM 030789507 294 50,800 SH SOLE 50,800 0 0
AMETEK INC. COM 031100100 1,250 59,000 SH SOLE 59,000 0 0
AMGEN INC COM 031162100 130,546 1,869,530 SH SOLE 1,869,530 0 0
AMR CORP. COM 001765106 15,210 465,314 SH SOLE 465,314 0 0
AMSOUTH BANCORPORATION COM 032165102 5,843 467,400 SH SOLE 467,400 0 0
ANADARKO PETROLEUM CORPCOM 032511107 32,548 489,733 SH SOLE 489,733 0 0
ANALOG DEVICES COM 032654105 52,888 640,582 SH SOLE 640,582 0 0
ANALOGIC CORP. COM 032657207 915 23,800 SH SOLE 23,800 0 0
ANALYSTS INTERNATIONAL COM 032681108 273 37,800 SH SOLE 37,800 0 0
ANCHOR BANCORP WISCONSICOM 032839102 665 42,400 SH SOLE 42,400 0 0
ANCHOR GAMING COM 033037102 1,631 20,500 SH SOLE 20,500 0 0
ANDREW CORP. COM 034425108 1,706 65,127 SH SOLE 65,127 0 0
ANHEUSER-BUSCH COM 035229103 72,609 1,716,006 SH SOLE 1,716,006 0 0
ANIXTER INTERNATIONAL ICOM 035290105 2,027 69,600 SH SOLE 69,600 0 0
ANNTAYLOR STORES CORP COM 036115103 2,006 52,200 SH SOLE 52,200 0 0
ANTEC CORP COM 03664P105 2,086 70,700 SH SOLE 70,700 0 0
AON CORP COM 037389103 23,810 606,625 SH SOLE 606,625 0 0
APACHE CORP. COM 037411105 5,797 98,046 SH SOLE 98,046 0 0
APARTMENT INVT & MGMT REIT 03748R101 17,145 372,213 SH SOLE 372,213 0 0
APOGEE ENTERPRISES INC.COM 037598109 196 34,500 SH SOLE 34,500 0 0
APOLLO GROUP INC COM 037604105 5,590 140,200 SH SOLE 140,200 0 0
APPLE COMPUTER INC. COM 037833100 15,213 590,814 SH SOLE 590,814 0 0
APPLEBEES INT'L. INC. COM 037899101 1,125 48,900 SH SOLE 48,900 0 0
APPLICA COM 03815A106 249 40,300 SH SOLE 40,300 0 0
APPLIED INDUSTRIAL TECHCOM 03820C106 611 35,300 SH SOLE 35,300 0 0
APPLIED MATERIALS INC. COM 038222105 97,507 1,643,950 SH SOLE 1,643,950 0 0
APRIA HEALTHCARE GP. INCOM 037933108 1,360 97,600 SH SOLE 97,600 0 0
APTAR GROUP INC. COM 038336103 1,544 64,500 SH SOLE 64,500 0 0
APW LIMITED COM G04397108 3,546 72,735 SH SOLE 72,735 0 0
ARCH CHEMICALS INC. COM 03937R102 725 39,700 SH SOLE 39,700 0 0
ARCHER DANIELS MIDLAND COM 039483102 11,228 1,301,806 SH SOLE 1,301,806 0 0
ARCHSTONE COMMUNITIES TREIT 039581103 22,664 922,727 SH SOLE 922,727 0 0
ARCTIC CAT INC. COM 039670104 563 44,600 SH SOLE 44,600 0 0
ARGENTINA FUND INC CTRY 2046938 10,106 980,000 SH SOLE 980,000 0 0
ARGENTINE INVS CO ICOM 0048141 366 23,781 SH SOLE 23,781 0 0
ARKANSAS BEST CORP COM 040790107 461 30,000 SH SOLE 30,000 0 0
ARMSTRONG HOLDINGS INC COM 042384107 984 82,467 SH SOLE 82,467 0 0
ARNOLD INDUSTRIES INC COM 042595108 61 3,600 SH SOLE 3,600 0 0
ARROW ELECTRONICS COM 042735100 9,006 264,400 SH SOLE 264,400 0 0
ARTESYN TECHNOLOGIES COM 043127109 1,975 67,800 SH SOLE 67,800 0 0
ARVINMERITOR INC. COM 043353101 1,718 116,950 SH SOLE 116,950 0 0
ASHANTI GOLDFIELDS ADR COM 043743202 692 270,000 SH SOLE 270,000 0 0
ASHLAND INC COM 044204105 1,893 56,187 SH SOLE 56,187 0 0
ASIA PULP & PAPER CO LTCOM 04516V100 175 100,000 SH SOLE 100,000 0 0
ASPECT COMMUNICATIONS CCOM 04523Q102 1,885 91,400 SH SOLE 91,400 0 0
ASPEN TECHNOLOGY INC COM 045327103 2,103 46,600 SH SOLE 46,600 0 0
ASSOCIATED BANC-CORP. COM 045487105 2,894 110,262 SH SOLE 110,262 0 0
ASSOCIATES FIRST CAPITACOM 046008108 54,263 1,427,982 SH SOLE 1,427,982 0 0
ASTEC INDUSTRIES INC COM 046224101 393 35,900 SH SOLE 35,900 0 0
ASTORIA FINANCIAL CORP.COM 046265104 1,456 37,700 SH SOLE 37,700 0 0
ASUR (GRUPO AEROPORTUARICOM 40051E202 3,038 200,000 SH SOLE 200,000 0 0
AT&T CORPORATION COM 001957109 208,493 7,097,646 SH SOLE 7,097,646 0 0
ATLANTIC COAST AIRLINESCOM 048396105 1,197 37,200 SH SOLE 37,200 0 0
ATLAS AIR INC. COM 049164106 3,000 71,000 SH SOLE 71,000 0 0
ATMEL CORP COM 049513104 13,055 859,600 SH SOLE 859,600 0 0
ATMOS ENERGY CORP. COM 049560105 1,188 57,600 SH SOLE 57,600 0 0
ATWOOD OCEANICS COM 050095108 1,059 25,400 SH SOLE 25,400 0 0
AUDIOVOX CORP COM 050757103 593 39,400 SH SOLE 39,400 0 0
AUSPEX SYSTEMS INC. COM 052116100 644 52,000 SH SOLE 52,000 0 0
AUTODESK INC. COM 052769106 1,528 60,221 SH SOLE 60,221 0 0
AUTOMATIC DATA PROC. COM 053015103 89,793 1,342,704 SH SOLE 1,342,704 0 0
AUTOZONE INC COM 053332102 4,332 190,944 SH SOLE 190,944 0 0
AVALONBAY COMMUNITIES IREIT 053484101 53,953 1,131,380 SH SOLE 1,131,380 0 0
AVANT] CORPORATION COM 053487104 1,248 68,400 SH SOLE 68,400 0 0
AVAYA INC COM 053499109 12,013 523,736 SH SOLE 523,736 0 0
AVERY DENNISON COM 053611109 6,859 147,912 SH SOLE 147,912 0 0
AVICI SYSTEMS COM 05367L109 285 3,000 SH SOLE 3,000 0 0
AVID TECHNOLOGY INC. COM 05367P100 622 44,400 SH SOLE 44,400 0 0
AVISTA CORP COM 05379B107 1,881 83,600 SH SOLE 83,600 0 0
AVNET INC. COM 053807103 7,480 263,600 SH SOLE 263,600 0 0
AVOCENT CORPORATION COM 053893103 4,410 79,999 SH SOLE 79,999 0 0
AVON PRODUCTS COM 054303102 18,071 442,106 SH SOLE 442,106 0 0
AVT CORPORATION COM 002420107 298 53,600 SH SOLE 53,600 0 0
AWARE INC. COM 05453N100 1,544 40,100 SH SOLE 40,100 0 0
AXT INC. COM 00246W103 1,560 37,300 SH SOLE 37,300 0 0
AZTAR CORP. COM 054802103 1,147 74,600 SH SOLE 74,600 0 0
BAKER HUGHES CORP COM 057224107 25,815 695,349 SH SOLE 695,349 0 0
BALDOR ELECTRIC COM 057741100 1,266 62,333 SH SOLE 62,333 0 0
BALL CORPORATION COM 058498106 740 23,340 SH SOLE 23,340 0 0
BANCO SANTIAGO ADR ICOM 2136646 43 2,200 SH SOLE 2,200 0 0
BANDAG INC COM 059815100 115 3,200 SH SOLE 3,200 0 0
BANK OF AMERICA CORP. COM 060505104 169,025 3,227,217 SH SOLE 3,227,217 0 0
BANK OF NEW YORK CO, INCOM 064057102 81,988 1,462,435 SH SOLE 1,462,435 0 0
BANK ONE CORPORATION COM 06423A103 81,581 2,112,127 SH SOLE 2,112,127 0 0
BANKNORTH GROUP INC. COM 06646R107 3,430 191,900 SH SOLE 191,900 0 0
BANTA CORP COM 066821109 819 33,600 SH SOLE 33,600 0 0
BARD C. R. INC. COM 067383109 1,723 40,778 SH SOLE 40,778 0 0
BARNES & NOBLE INC. COM 067774109 2,414 122,600 SH SOLE 122,600 0 0
BARNES GROUP INC. COM 067806109 368 20,000 SH SOLE 20,000 0 0
BARR LABORATORIES INC. COM 068306109 4,095 61,750 SH SOLE 61,750 0 0
BARRA INC COM 068313105 1,539 24,800 SH SOLE 24,800 0 0
BARRETT RESOURCES CORP.COM 068480201 3,380 89,400 SH SOLE 89,400 0 0
BASSETT FURNITURE INDS.COM 070203104 278 19,600 SH SOLE 19,600 0 0
BATTLE MOUNTAIN GOLD COCOM 071593107 2,231 1,275,000 SH SOLE 1,275,000 0 0
BAUSCH & LOMB INC COM 071707103 2,678 68,778 SH SOLE 68,778 0 0
BAXTER INTL COM 071813109 54,234 679,517 SH SOLE 679,517 0 0
BB&T CORPORATION COM 054937107 17,912 594,600 SH SOLE 594,600 0 0
BE AEROSPACE INC. COM 073302101 708 43,900 SH SOLE 43,900 0 0
BEAR STEARNS COMPANIES COM 073902108 12,184 193,400 SH SOLE 193,400 0 0
BECKMAN COULTER INC. COM 075811109 4,257 55,200 SH SOLE 55,200 0 0
BECTON DICKINSON & COMPCOM 075887109 13,030 492,848 SH SOLE 492,848 0 0
BED BATH & BEYOND INC COM 075896100 12,957 531,232 SH SOLE 531,232 0 0
BELDEN INC. COM 077459105 1,065 45,100 SH SOLE 45,100 0 0
BELLSOUTH COM 079860102 134,885 3,351,185 SH SOLE 3,351,185 0 0
BELO A H CORP COM 080555105 4,381 237,600 SH SOLE 237,600 0 0
BEMIS CO. COM 081437105 2,171 67,587 SH SOLE 67,587 0 0
BENCHMARK ELECTRONICS ICOM 08160H101 1,815 34,900 SH SOLE 34,900 0 0
BERGEN BRUNSWIG CORP CLCOM 083739102 3,823 327,100 SH SOLE 327,100 0 0
BEST BUY COMPANY INC COM 086516101 26,303 413,400 SH SOLE 413,400 0 0
BESTFOODS INC. COM 08658U101 34,826 478,706 SH SOLE 478,706 0 0
BETHLEHEM STEEL CORP. COM 087509105 548 182,586 SH SOLE 182,586 0 0
BILLING CONCEPTS CORP. COM 090063108 213 66,800 SH SOLE 66,800 0 0
BINDLEY WESTERN INDS. COM 090324104 1,957 61,166 SH SOLE 61,166 0 0
BIO-TECHNOLOGY GENERAL COM 090578105 1,103 96,400 SH SOLE 96,400 0 0
BIOGEN INC. COM 090597105 11,181 183,300 SH SOLE 183,300 0 0
BIOMATRIX INC. COM 09060P102 760 43,400 SH SOLE 43,400 0 0
BIOMET INC. COM 090613100 9,807 280,195 SH SOLE 280,195 0 0
BISYS GROUP INC. COM 055472104 3,873 50,100 SH SOLE 50,100 0 0
BJ SERVICES CO COM 055482103 9,462 154,800 SH SOLE 154,800 0 0
BJ'S WHOLESALE CLUB INCCOM 05548J106 4,658 136,500 SH SOLE 136,500 0 0
BLACK & DECKER COM 091797100 4,303 125,866 SH SOLE 125,866 0 0
BLACK BOX CORPORATION COM 091826107 1,557 33,400 SH SOLE 33,400 0 0
BLACK HILLS CORP COM 092113109 93 3,300 SH SOLE 3,300 0 0
BLYTH INC. COM 09643P108 2,095 89,400 SH SOLE 89,400 0 0
BMC INDUSTRIES INC-MINNCOM 055607105 310 45,100 SH SOLE 45,100 0 0
BMC SOFTWARE COM 055921100 9,563 500,023 SH SOLE 500,023 0 0
BOB EVANS FARMS COM 096761101 1,397 75,500 SH SOLE 75,500 0 0
BOEING CO COM 097023105 108,937 1,729,156 SH SOLE 1,729,156 0 0
BOISE CASCADE CORP COM 097383103 1,222 46,008 SH SOLE 46,008 0 0
BORDERS GROUP INC COM 099709107 3,473 249,200 SH SOLE 249,200 0 0
BORG WARNER INC. COM 099724106 3,988 120,400 SH SOLE 120,400 0 0
BOSTON PROPERTIES INC REIT 101121101 46,730 1,088,327 SH SOLE 1,088,327 0 0
BOSTON SCIENTIFIC CORP.COM 101137107 11,624 707,137 SH SOLE 707,137 0 0
BOWATER INC. COM 102183100 7,086 152,600 SH SOLE 152,600 0 0
BOWNE & CO INC. COM 103043105 595 61,000 SH SOLE 61,000 0 0
BP AMOCO PLC ICOM 0798059 13,491 1,531,470 SH SOLE 1,531,470 0 0
BRADY CORPORATION COM 104674106 1,228 40,600 SH SOLE 40,600 0 0
BRASIL TELE PART C COM 2297941 4,669 80,150 SH SOLE 80,150 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 20,157 629,908 SH SOLE 629,908 0 0
BRIGGS & STRATTON COM 109043109 655 17,311 SH SOLE 17,311 0 0
BRIGHTPOINT INC. COM 109473108 497 98,700 SH SOLE 98,700 0 0
BRINKER INTERNATIONAL ICOM 109641100 3,907 129,700 SH SOLE 129,700 0 0
BRISTOL-MYERS SQUIBB COM 110122108 210,451 3,684,041 SH SOLE 3,684,041 0 0
BROADCOM CORP CL A COM 111320107 81,705 335,199 SH SOLE 335,199 0 0
BROADWING INC. COM 111620100 11,038 431,800 SH SOLE 431,800 0 0
BROKEN HILL ADR COM 112169602 2,050 100,000 SH SOLE 100,000 0 0
BROOKTROUT INC COM 114580103 705 21,400 SH SOLE 21,400 0 0
BROWN SHOE COMPANY INC COM 115736100 291 31,700 SH SOLE 31,700 0 0
BROWN-FORMAN -CL B COM 115637209 8,705 158,995 SH SOLE 158,995 0 0
BRUNSWICK CORP COM 117043109 4,746 260,069 SH SOLE 260,069 0 0
BRUSH ENGINEERED MATERICOM 117421107 631 29,200 SH SOLE 29,200 0 0
BUCKEYE TECHNOLOGIES INCOM 118255108 1,313 63,300 SH SOLE 63,300 0 0
BUFFETS INC COM 119882108 85 6,200 SH SOLE 6,200 0 0
BURLINGTON COAT FACTORYCOM 121579106 916 64,000 SH SOLE 64,000 0 0
BURLINGTON NORTHERN SANCOM 12189T104 18,101 839,458 SH SOLE 839,458 0 0
BURLINGTON RESOURCES COM 122014103 14,098 382,970 SH SOLE 382,970 0 0
BURNHAM PACIFIC PROPERTREIT 12232C108 303 50,000 SH SOLE 50,000 0 0
BUTLER MANUFACTURING COCOM 123655102 255 11,100 SH SOLE 11,100 0 0
C&D TECHNOLOGIES INC. COM 124661109 2,679 47,200 SH SOLE 47,200 0 0
C-COR ELECTRONICS COM 125010108 919 60,000 SH SOLE 60,000 0 0
C-CUBE MICROSYSTEMS INCCOM 12501N108 1,759 85,800 SH SOLE 85,800 0 0
C.H.ROBINSON WORLDWIDE COM 12541W100 4,441 78,800 SH SOLE 78,800 0 0
C.I.T. GROUP INC COM 125577106 6,043 345,300 SH SOLE 345,300 0 0
CABLE DESIGN TECHNOLOGICOM 126924109 1,862 76,600 SH SOLE 76,600 0 0
CABLETRON SYSTEMS INC. COM 126920107 5,870 199,844 SH SOLE 199,844 0 0
CABOT CORP COM 127055101 2,406 132,000 SH SOLE 132,000 0 0
CABOT MICROELECTRONICS COM 12709P103 3,788 78,922 SH SOLE 78,922 0 0
CABOT OIL & GAS CORP. COM 127097103 1,033 50,700 SH SOLE 50,700 0 0
CACI INTERNATIONAL INC.COM 127190304 322 15,000 SH SOLE 15,000 0 0
CADENCE DESIGN SYS INC COM 127387108 11,791 459,000 SH SOLE 459,000 0 0
CAL DIVE INTERNATIONAL COM 127914109 1,613 28,200 SH SOLE 28,200 0 0
CALLAWAY GOLF COMPANY COM 131193104 2,483 161,500 SH SOLE 161,500 0 0
CALPINE CORPORATION COM 131347106 26,835 257,100 SH SOLE 257,100 0 0
CAMBREX CORP. COM 132011107 1,676 45,300 SH SOLE 45,300 0 0
CAMBRIDGE TECH PARTNERSCOM 132524109 491 112,300 SH SOLE 112,300 0 0
CAMDEN PROPERTY TRUST REIT 133131102 10,912 352,000 SH SOLE 352,000 0 0
CAMPBELL SOUP CO. COM 134429109 19,283 745,244 SH SOLE 745,244 0 0
CAPITAL ONE FINANCIAL CCOM 14040H105 20,982 299,469 SH SOLE 299,469 0 0
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DOMINION RESOURCES INC-COM 25746U109 30,685 528,487 SH SOLE 528,487 0 0
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DUKE-WEEKS REALTY CORPOREIT 264411505 12,397 513,851 SH SOLE 513,851 0 0
DUQUESNE LIGHT COMPANY COM 23329J104 6,773 168,800 SH SOLE 168,800 0 0
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EMERSON ELECTRIC CO COM 291011104 58,010 865,819 SH SOLE 865,819 0 0
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FIRSTAR CORPORATION COM 33763V109 54,708 2,445,037 SH SOLE 2,445,037 0 0
FIRSTMERIT CORPORATION COM 337915102 4,890 213,200 SH SOLE 213,200 0 0
FISERV INC. WISCONSIN COM 337738108 13,756 229,750 SH SOLE 229,750 0 0
FIVE ARROWS CHILE ICOM 0438968 148 72,000 SH SOLE 72,000 0 0
FLEETBOSTON FINANCIAL CCOM 339030108 74,198 1,902,511 SH SOLE 1,902,511 0 0
FLEETWOOD ENT. COM 339099103 783 57,709 SH SOLE 57,709 0 0
FLEMING COS COM 339130106 915 70,067 SH SOLE 70,067 0 0
FLEMING POLAND FUND LTDCTRY 0343051 4,740 580,837 SH SOLE 580,837 0 0
FLORIDA PROGRESS CORP. COM 341109106 5,193 98,100 SH SOLE 98,100 0 0
FLORIDA ROCK INDS COM 341140101 1,321 33,500 SH SOLE 33,500 0 0
FLOWERS INDUSTRIES INC.COM 343496105 4,140 212,300 SH SOLE 212,300 0 0
FLOWSERVE CORP. COM 34354P105 914 55,600 SH SOLE 55,600 0 0
FLUOR CORP. COM 343861100 8,272 275,727 SH SOLE 275,727 0 0
FMC CORP. COM 302491303 4,648 69,314 SH SOLE 69,314 0 0
FOOTSTAR INC COM 344912100 1,150 35,600 SH SOLE 35,600 0 0
FORD MOTOR COMPANY COM 345370860 90,733 3,584,531 SH SOLE 3,584,531 0 0
FOREIGN & COLONIAL MIDDCTRY 2347761 9,203 533,527 SH SOLE 533,527 0 0
FOREST LABORATORIES INCCOM 345838106 18,660 162,700 SH SOLE 162,700 0 0
FORT JAMES CORP. COM 347471104 10,828 354,288 SH SOLE 354,288 0 0
FORTUNE BRANDS INC. COM 349631101 8,480 319,995 SH SOLE 319,995 0 0
FORWARD AIR CORPORATIONCOM 349853101 1,298 36,900 SH SOLE 36,900 0 0
FOSSIL INC. COM 349882100 757 56,900 SH SOLE 56,900 0 0
FOSTER WHEELER CORP. COM 350244109 523 72,122 SH SOLE 72,122 0 0
FOUNDATION HEALTH SYSTECOM 350404109 4,459 268,200 SH SOLE 268,200 0 0
FPL GROUP INC. COM 302571104 32,063 487,649 SH SOLE 487,649 0 0
FRANKLIN COVEY CO. COM 353469109 260 35,600 SH SOLE 35,600 0 0
FRANKLIN RESOURCES INC COM 354613101 18,590 418,400 SH SOLE 418,400 0 0
FREDDIE MAC COM 313400301 82,921 1,533,790 SH SOLE 1,533,790 0 0
FREEPORT MCMORAN CLASS COM 35671D857 4,355 494,236 SH SOLE 494,236 0 0
FREMONT GENERAL CORP. COM 357288109 429 124,700 SH SOLE 124,700 0 0
FRIEDE GOLDMAN HALTER ICOM 358430106 604 85,484 SH SOLE 85,484 0 0
FRITZ COMPANIES INC. COM 358846103 793 66,100 SH SOLE 66,100 0 0
FULLER H B CO COM 359694106 60 2,100 SH SOLE 2,100 0 0
FURNITURE BRANDS INTERNCOM 360921100 1,786 107,400 SH SOLE 107,400 0 0
G & K SERV. CL-A COM 361268105 1,030 36,700 SH SOLE 36,700 0 0
GALILEO INTERNATIONAL ICOM 363547100 2,593 167,300 SH SOLE 167,300 0 0
GALLAGHER (ARTHUR) J & COM 363576109 3,967 67,100 SH SOLE 67,100 0 0
GANNETT INC COM 364730101 28,969 546,582 SH SOLE 546,582 0 0
GAP INC COM 364760108 34,427 1,710,654 SH SOLE 1,710,654 0 0
GARDNER DENVER MACHINERCOM 365558105 455 28,000 SH SOLE 28,000 0 0
GARTMORE LATIN AME ICOM 4882367 1,647 178,000 SH SOLE 178,000 0 0
GARTNER GROUP INC. COM 366651206 1,744 160,339 SH SOLE 160,339 0 0
GAS AUTHORITY OF INDIA ICOM 2498517 2,959 500,000 SH SOLE 500,000 0 0
GATEWAY INC. COM 367626108 25,029 535,369 SH SOLE 535,369 0 0
GATX CORP COM 361448103 1,977 47,200 SH SOLE 47,200 0 0
GBC BANCORP/CALIFORNIA COM 361475106 273 8,000 SH SOLE 8,000 0 0
GENCORP INC COM 368682100 602 74,100 SH SOLE 74,100 0 0
GENER S.A. ADR EAC ICOM 2185916 51 3,923 SH SOLE 3,923 0 0
GENERAL COMMUNICATION COM 369385109 644 90,000 SH SOLE 90,000 0 0
GENERAL DYNAMICS CORP. COM 369550108 24,700 393,234 SH SOLE 393,234 0 0
GENERAL ELECTRIC CO COM 369604103 1,073,531 18,609,421 SH SOLE 18,609,421 0 0
GENERAL GROWTH PROPERTIREIT 370021107 2,487 77,251 SH SOLE 77,251 0 0
GENERAL MILLS INC COM 370334104 18,999 535,181 SH SOLE 535,181 0 0
GENERAL MOTORS CORP COM 370442105 58,604 901,593 SH SOLE 901,593 0 0
GENERAL SEMICONDUCTOR ICOM 370787103 840 68,900 SH SOLE 68,900 0 0
GENESIS CHILE FUND CTRY 0367824 9,088 310,706 SH SOLE 310,706 0 0
GENESIS INDIAN INV COM 9905624 34,809 3,614,600 SH SOLE 3,614,600 0 0
GENESIS MALAYSIA FUND CTRY 0367891 1,207 34,983 SH SOLE 34,983 0 0
GENESIS SMALLER CO COM 9401602 9,412 701,375 SH SOLE 701,375 0 0
GENTEX CORP. COM 371901109 3,298 131,900 SH SOLE 131,900 0 0
GENUINE PARTS CO COM 372460105 5,652 296,507 SH SOLE 296,507 0 0
GENZYME CORP. GEN. DIV.COM 372917104 10,978 161,000 SH SOLE 161,000 0 0
GEORGIA GULF CORP COM 373200203 673 58,800 SH SOLE 58,800 0 0
GEORGIA PACIFIC COM 373298108 7,916 336,860 SH SOLE 336,860 0 0
GEORGIA-PAC TIMBER GROUCOM 373298702 4,008 149,130 SH SOLE 149,130 0 0
GERBER SCIENTIFIC COM 373730100 338 39,200 SH SOLE 39,200 0 0
GILEAD SCIENCES INC. COM 375558103 9,565 87,200 SH SOLE 87,200 0 0
GILLETTE CO COM 375766102 64,855 2,100,577 SH SOLE 2,100,577 0 0
GLATFELTER (P.H.) CO COM 377316104 76 6,300 SH SOLE 6,300 0 0
GLOBAL CROSSING CO COM 2285065 46,476 1,499,210 SH SOLE 1,499,210 0 0
GLOBAL MARINE COM 379352404 10,099 327,100 SH SOLE 327,100 0 0
GOLDEN WEST FINANCIAL CCOM 381317106 6,799 126,786 SH SOLE 126,786 0 0
GOLDMAN SACHS GROUP INCCOM 38141G104 3,361 29,500 SH SOLE 29,500 0 0
GOODRICH B F CO. COM 382388106 4,365 111,395 SH SOLE 111,395 0 0
GOODY'S FAMILY CLOTHINGCOM 382588101 169 42,800 SH SOLE 42,800 0 0
GOODYEAR T & R COM 382550101 4,779 265,499 SH SOLE 265,499 0 0
GPU INC COM 36225X100 5,522 170,235 SH SOLE 170,235 0 0
GRACE W.R. & COMPANY NECOM 38388F108 658 95,697 SH SOLE 95,697 0 0
GRACO INC. COM 384109104 1,164 36,100 SH SOLE 36,100 0 0
GRAINGER W W INC COM 384802104 2,847 108,187 SH SOLE 108,187 0 0
GRANITE CONSTRUCTION INCOM 387328107 97 4,000 SH SOLE 4,000 0 0
GRANT PRIDECO INC. COM 38821G101 4,438 202,315 SH SOLE 202,315 0 0
GRAPHIC PACKAGING INTL COM 388690109 904 425,300 SH SOLE 425,300 0 0
GREAT ATL & PAC TEA COM 390064103 738 66,684 SH SOLE 66,684 0 0
GREAT LAKES CHEMICAL COCOM 390568103 1,681 57,357 SH SOLE 57,357 0 0
GREAT PLAINS SOFTWARE ICOM 39119E105 993 35,300 SH SOLE 35,300 0 0
GREATER BAY BANCORP COM 391648102 2,882 41,500 SH SOLE 41,500 0 0
GREENPOINT FINANCIAL COM 395384100 3,419 115,400 SH SOLE 115,400 0 0
GRIFFON CORPORATION COM 398433102 392 51,800 SH SOLE 51,800 0 0
GROUP 1 AUTOMOTIVE COM 398905109 407 37,400 SH SOLE 37,400 0 0
GTECH HOLDINGS CORP COM 400518106 1,327 80,100 SH SOLE 80,100 0 0
GUIDANT CORP. COM 401698105 44,718 632,612 SH SOLE 632,612 0 0
GYMBOREE CORP COM 403777105 55 10,100 SH SOLE 10,100 0 0
H & R BLOCK INC. COM 093671105 5,511 148,689 SH SOLE 148,689 0 0
HA-LO INDUSTRIES INC. COM 404429102 447 111,799 SH SOLE 111,799 0 0
HAIN CELESTIAL GROUP COM 405217100 1,795 51,100 SH SOLE 51,100 0 0
HALLIBURTON COMPANY COM 406216101 41,761 853,348 SH SOLE 853,348 0 0
HANOVER COMPRESSOR COMPCOM 410768105 3,593 109,100 SH SOLE 109,100 0 0
HARCOURT GENERAL COM 41163G101 3,463 58,692 SH SOLE 58,692 0 0
HARLAND JOHN H CO COM 412693103 834 54,458 SH SOLE 54,458 0 0
HARLEY-DAVIDSON INC COM 412822108 22,099 461,600 SH SOLE 461,600 0 0
HARMAN INTERNATIONAL COM 413086109 2,432 62,200 SH SOLE 62,200 0 0
HARRAH'S ENTERTAINMENT COM 413619107 14,524 528,129 SH SOLE 528,129 0 0
HARRIS CORP. COM 413875105 3,990 140,300 SH SOLE 140,300 0 0
HARSCO CORP COM 415864107 3,135 142,100 SH SOLE 142,100 0 0
HARTE-HANKS INC. COM 416196103 1,368 50,200 SH SOLE 50,200 0 0
HARTFORD FINL SERVICES COM 416515104 33,682 461,794 SH SOLE 461,794 0 0
HASBRO BRADLEY COM 418056107 4,385 383,354 SH SOLE 383,354 0 0
HAVAS ADVERTISING - ADRCOM 419313101 2,373 162,238 SH SOLE 162,238 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 171 4,900 SH SOLE 4,900 0 0
HCA-HEALTHCARE COMPANY COM 404119109 47,056 1,267,510 SH SOLE 1,267,510 0 0
HEALTH MGMT ASSOCIATES COM 421933102 9,540 458,375 SH SOLE 458,375 0 0
HEALTHSOUTH CORP COM 421924101 2,512 309,214 SH SOLE 309,214 0 0
HEARTLAND EXPRESS INC. COM 422347104 796 45,800 SH SOLE 45,800 0 0
HECLA MINING CO. COM 422704106 630 840,000 SH SOLE 840,000 0 0
HEIDRICK & STRUGGLES INCOM 422819102 1,736 33,800 SH SOLE 33,800 0 0
HEINZ H. J. CO. COM 423074103 27,124 731,851 SH SOLE 731,851 0 0
HELIX TECHNOLOGY COM 423319102 1,210 40,500 SH SOLE 40,500 0 0
HELMERICH & PAYNE, INC COM 423452101 3,883 107,500 SH SOLE 107,500 0 0
HENRY (JACK) & ASSOCIATCOM 426281101 3,145 72,500 SH SOLE 72,500 0 0
HERCULES INCORPORATED COM 427056106 1,430 101,206 SH SOLE 101,206 0 0
HERSHEY FOODS CORP. COM 427866108 15,628 288,745 SH SOLE 288,745 0 0
HEWLETT-PACKARD CO COM 428236103 182,693 1,883,436 SH SOLE 1,883,436 0 0
HIBERNIA CORP CL-A COM 428656102 3,047 248,700 SH SOLE 248,700 0 0
HIGHWOODS PROPERTIES INREIT 431284108 16,202 685,800 SH SOLE 685,800 0 0
HILB ROGAL & HAMIL. COM 431294107 996 23,900 SH SOLE 23,900 0 0
HILLENBRAND IND. COM 431573104 5,562 124,300 SH SOLE 124,300 0 0
HILTON HOTELS CORP. COM 432848109 5,370 464,404 SH SOLE 464,404 0 0
HISPANIC BROADCASTING ACOM 43357B104 5,656 202,900 SH SOLE 202,900 0 0
HNC SOFTWARE COM 40425P107 918 57,600 SH SOLE 57,600 0 0
HOME DEPOT INC. COM 437076102 229,662 4,328,132 SH SOLE 4,328,132 0 0
HOMESTAKE MINING CO. COM 437614100 14,355 2,767,289 SH SOLE 2,767,289 0 0
HON INDUSTRIES COM 438092108 1,450 58,900 SH SOLE 58,900 0 0
HONEYWELL INTERNATIONALCOM 438516106 53,148 1,491,874 SH SOLE 1,491,874 0 0
HOOPER HOLMES INC COM 439104100 1,107 116,400 SH SOLE 116,400 0 0
HORACE MANN EDUCATORS COM 440327104 5,504 336,100 SH SOLE 336,100 0 0
HORMEL FOODS CORP COM 440452100 4,350 260,700 SH SOLE 260,700 0 0
HOUGHTON MIFFLIN CO COM 441560109 2,402 61,200 SH SOLE 61,200 0 0
HOUSEHOLD INTL. INC. COM 441815107 37,603 664,073 SH SOLE 664,073 0 0
HS RESOURCES INC. COM 404297103 1,133 33,700 SH SOLE 33,700 0 0
HSB GROUP INC. COM 40428N109 171 4,250 SH SOLE 4,250 0 0
HUANENG POWER INTE ICOM 2441737 315 19,683 SH SOLE 19,683 0 0
HUBBELL INC COM 443510201 3,298 131,600 SH SOLE 131,600 0 0
HUDSON UNITED BANCORP COM 444165104 2,414 87,371 SH SOLE 87,371 0 0
HUGHES SUPPLY INC. COM 444482103 828 42,200 SH SOLE 42,200 0 0
HUMANA INC. COM 444859102 1,432 133,250 SH SOLE 133,250 0 0
HUNT (JB) TRANSPRT SVCSCOM 445658107 66 5,200 SH SOLE 5,200 0 0
HUNTINGTON BANCSHARES COM 446150104 2,994 203,876 SH SOLE 203,876 0 0
HUTCHINSON TECH. COM 448407106 923 43,800 SH SOLE 43,800 0 0
HYPERION SOLUTIONS CORPCOM 44914M104 1,480 57,200 SH SOLE 57,200 0 0
IBP INC COM 449223106 2,302 125,700 SH SOLE 125,700 0 0
ICN PHARMACEUTICALS COM 448924100 4,928 148,200 SH SOLE 148,200 0 0
IDACORP, INC. COM 451107106 1,096 23,700 SH SOLE 23,700 0 0
IDEC PHARMACEUTICALS COM 449370105 14,660 83,600 SH SOLE 83,600 0 0
IDEX CORPORATION COM 45167R104 1,556 55,700 SH SOLE 55,700 0 0
IDEXX LABS INC. COM 45168D104 1,848 69,100 SH SOLE 69,100 0 0
IHOP CORP. COM 449623107 696 36,400 SH SOLE 36,400 0 0
IKON OFFICE SOLUTIONS ICOM 451713101 213 54,000 SH SOLE 54,000 0 0
ILLINOIS TOOL WORKS COM 452308109 31,054 555,773 SH SOLE 555,773 0 0
IMATION CORP COM 45245A107 695 37,300 SH SOLE 37,300 0 0
IMC GLOBAL INC. COM 449669100 5,059 348,900 SH SOLE 348,900 0 0
IMMUNE RESPONSE CORP/DECOM 45252T106 325 47,300 SH SOLE 47,300 0 0
IMPERIAL BANCORP COM 452556103 1,126 58,900 SH SOLE 58,900 0 0
IMS HEALTH INC. COM 449934108 11,825 569,874 SH SOLE 569,874 0 0
INCYTE GENOMICS, INC. COM 45337C102 5,083 123,600 SH SOLE 123,600 0 0
INDIA FUND INC. CTRY 2445115 12,125 1,000,000 SH SOLE 1,000,000 0 0
INDOCAM HIMALAYAN FUND CTRY 4427843 11,050 650,000 SH SOLE 650,000 0 0
INFOCUS CORPORATION COM 45665B106 3,726 70,300 SH SOLE 70,300 0 0
INFORMATION HOLDINGS INCOM 456727106 1,240 35,000 SH SOLE 35,000 0 0
INFORMATION RESOURCES ICOM 456905108 127 18,600 SH SOLE 18,600 0 0
INFORMIX CORP COM 456779107 2,182 529,000 SH SOLE 529,000 0 0
INGERSOLL-RAND COM 456866102 14,009 413,564 SH SOLE 413,564 0 0
INPUT/OUTPUT INC. COM 457652105 882 91,600 SH SOLE 91,600 0 0
INSIGHT ENTERPRISES INCCOM 45765U103 1,996 73,250 SH SOLE 73,250 0 0
INSITUFORM TECHNOLOGIESCOM 457667103 1,506 44,800 SH SOLE 44,800 0 0
INSURANCE AUTO AUCTIONSCOM 457875102 199 12,300 SH SOLE 12,300 0 0
INTEGRATED DEVICE TECH COM 458118106 19,096 211,000 SH SOLE 211,000 0 0
INTEL CORP. COM 458140100 522,473 12,570,772 SH SOLE 12,570,772 0 0
INTER-TEL INC. COM 458372109 526 46,200 SH SOLE 46,200 0 0
INTERFACE INC COM 458665106 739 92,700 SH SOLE 92,700 0 0
INTERMAGNETICS GENERAL COM 458771102 640 24,026 SH SOLE 24,026 0 0
INTERMET CORP. COM 45881K104 321 44,300 SH SOLE 44,300 0 0
INTERNATIONAL PAPER COM 460146103 29,191 1,017,543 SH SOLE 1,017,543 0 0
INTERNATIONAL RECTIFIERCOM 460254105 5,794 114,600 SH SOLE 114,600 0 0
INTERNATIONAL SPEEDWAY COM 460335201 3,424 87,800 SH SOLE 87,800 0 0
INTERNATIONAL THEA COM 2533827 32,500 SH SOLE 32,500 0 0
INTERNATL FLAVORS & FRACOM 459506101 2,833 155,233 SH SOLE 155,233 0 0
INTERPUBLIC GROUP COM 460690100 20,931 614,477 SH SOLE 614,477 0 0
INTERSIL HOLDINGS CORP COM 46069S109 374 7,500 SH SOLE 7,500 0 0
INTERSTATE BAKERIES COM 46072H108 728 49,800 SH SOLE 49,800 0 0
INTERVOICE-BRITE INC. COM 461142101 609 58,000 SH SOLE 58,000 0 0
INTL BUS MACH CORP COM 459200101 370,930 3,297,159 SH SOLE 3,297,159 0 0
INTL GAME TECHNOLOGY COM 459902102 4,536 134,900 SH SOLE 134,900 0 0
INTL MULTIFOODS CORP COM 460043102 49 2,800 SH SOLE 2,800 0 0
INTUIT INC. COM 461202103 21,614 379,200 SH SOLE 379,200 0 0
INVACARE CORP. COM 461203101 1,783 55,500 SH SOLE 55,500 0 0
INVESTMENT TECHNOLOGY GCOM 46145F105 2,316 58,000 SH SOLE 58,000 0 0
INVESTORS FINANCIAL SERCOM 461915100 3,339 52,900 SH SOLE 52,900 0 0
IONICS INC COM 462218108 627 29,400 SH SOLE 29,400 0 0
IPALCO ENTERPRISES COM 462613100 3,841 167,900 SH SOLE 167,900 0 0
ITRON INC. COM 465741106 48 7,800 SH SOLE 7,800 0 0
ITT INDUSTRIES INC COM 450911102 7,287 224,648 SH SOLE 224,648 0 0
IVAX CORP COM 465823102 13,605 295,750 SH SOLE 295,750 0 0
J C PENNEY INC COM 708160106 6,378 539,911 SH SOLE 539,911 0 0
JABIL CIRCUIT INC COM 466313103 20,101 354,200 SH SOLE 354,200 0 0
JACK IN THE BOX INC. COM 466367109 1,471 68,600 SH SOLE 68,600 0 0
JACOBS ENGINEERING GROUCOM 469814107 157 3,900 SH SOLE 3,900 0 0
JAKKS PACIFIC INC. COM 47012E106 317 33,700 SH SOLE 33,700 0 0
JARDINE FLEMING INDIA FCTRY 2474272 2,200 200,000 SH SOLE 200,000 0 0
JDS UNIPHASE CORP COM 46612J101 169,983 1,795,200 SH SOLE 1,795,200 0 0
JEFFERSON PILOT COM 475070108 6,158 90,720 SH SOLE 90,720 0 0
JEFFRIES GROUP INC COM 472319102 1,180 43,900 SH SOLE 43,900 0 0
JF PHILIPPINE FUND CTRY 0469786 3,884 863,000 SH SOLE 863,000 0 0
JLG INDUSTIRES, INC. COM 466210101 964 79,100 SH SOLE 79,100 0 0
JO-ANN STORES, INC. COM 47758P109 2,673 368,700 SH SOLE 368,700 0 0
JOHNSON & JOHNSON COM 478160104 235,553 2,507,545 SH SOLE 2,507,545 0 0
JOHNSON CONTROLS COM 478366107 3,663 68,873 SH SOLE 68,873 0 0
JONES APPAREL GROUP INCCOM 480074103 5,782 218,183 SH SOLE 218,183 0 0
JUNIPER NETWORKS INC COM 48203R104 657 3,000 SH SOLE 3,000 0 0
K MART CORP COM 482584109 6,992 1,165,352 SH SOLE 1,165,352 0 0
K2 INC. COM 482732104 279 31,200 SH SOLE 31,200 0 0
KAMAN CORP CL-A COM 483548103 525 41,600 SH SOLE 41,600 0 0
KANSAS CITY POWER & LIGCOM 485134100 2,647 99,200 SH SOLE 99,200 0 0
KAUFMAN & BROAD HOME COCOM 486168107 1,042 38,686 SH SOLE 38,686 0 0
KAYDON CORP COM 486587108 106 4,600 SH SOLE 4,600 0 0
KAZAKHSTAN INVESTM ICOM 5517420 241 75,000 SH SOLE 75,000 0 0
KEANE INC. COM 486665102 2,262 130,000 SH SOLE 130,000 0 0
KELLOGG CO. COM 487836108 14,515 600,108 SH SOLE 600,108 0 0
KELLWOOD CO. COM 488044108 788 43,200 SH SOLE 43,200 0 0
KELLY SERVICES INC CL-ACOM 488152208 125 5,300 SH SOLE 5,300 0 0
KEMET CORP. COM 488360108 4,489 162,500 SH SOLE 162,500 0 0
KENNAMETAL INC COM 489170100 118 4,600 SH SOLE 4,600 0 0
KENT ELECTRONICS CORP. COM 490553104 1,289 54,000 SH SOLE 54,000 0 0
KERR MCGEE CORP. COM 492386107 19,323 291,670 SH SOLE 291,670 0 0
KEYCORP COM 493267108 17,025 672,606 SH SOLE 672,606 0 0
KEYSPAN CORPORATION COM 49337W100 10,063 250,800 SH SOLE 250,800 0 0
KEYSTONE FIN. INC. COM 493482103 159 7,300 SH SOLE 7,300 0 0
KGHM POLSKA MIEDZ COM 5289053 690 54,420 SH SOLE 54,420 0 0
KILROY REALTY CORP REIT 49427F108 5,338 200,000 SH SOLE 200,000 0 0
KIMBERLY-CLARK CORP COM 494368103 59,852 1,072,381 SH SOLE 1,072,381 0 0
KIMCO REALTY CORP REIT 49446R109 14,001 331,386 SH SOLE 331,386 0 0
KINDER MORGAN INC. COM 49455P101 10,114 247,050 SH SOLE 247,050 0 0
KINROSS GOLD CORP. COM 496902107 619 1,100,000 SH SOLE 1,100,000 0 0
KIRBY CORP. COM 497266106 865 44,100 SH SOLE 44,100 0 0
KLA-TENCOR CORP. COM 482480100 15,165 368,199 SH SOLE 368,199 0 0
KNIGHT RIDDER COM 499040103 13,754 270,688 SH SOLE 270,688 0 0
KOHLS CORP COM 500255104 34,053 590,294 SH SOLE 590,294 0 0
KOREA ELEC. POWER CORP.COM 500631106 1,959 150,000 SH SOLE 150,000 0 0
KOREA EQUITY FUND CTRY 2496276 333 106,700 SH SOLE 106,700 0 0
KOREA EUROPE FUND CTRY 0496870 2,764,575 1,117,000 SH SOLE 1,117,000 0 0
KOREA FUND CTRY 2496414 15,600 1,300,000 SH SOLE 1,300,000 0 0
KROGER CO. COM 501044101 38,235 1,694,637 SH SOLE 1,694,637 0 0
KROLL-O'GARA CO COM 501050108 235 39,100 SH SOLE 39,100 0 0
KRONOS INC. COM 501052104 675 22,500 SH SOLE 22,500 0 0
KULICKE & SOFFA INDUSTRCOM 501242101 1,187 89,200 SH SOLE 89,200 0 0
L-3 COMMUNICATIONS HOLDCOM 502424104 1,972 34,900 SH SOLE 34,900 0 0
LA-Z-BOY INC. COM 505336107 1,587 109,000 SH SOLE 109,000 0 0
LABOR READY INC COM 505401208 307 73,200 SH SOLE 73,200 0 0
LACLEDE GAS COMPANY COM 505588103 575 26,600 SH SOLE 26,600 0 0
LAM RESEARCH CORP COM 512807108 3,873 185,000 SH SOLE 185,000 0 0
LANCASTER COLONY CORP COM 513847103 5,059 205,950 SH SOLE 205,950 0 0
LANCE INC COM 514606102 42 4,300 SH SOLE 4,300 0 0
LAND'S END INC COM 515086106 1,168 55,600 SH SOLE 55,600 0 0
LANDRY'S SEAFOOD RESTAUCOM 51508L103 266 39,000 SH SOLE 39,000 0 0
LANDSTAR SYSTEM INC. COM 515098101 745 16,700 SH SOLE 16,700 0 0
LASER VISION CENTERS INCOM 51807H100 96 22,100 SH SOLE 22,100 0 0
LATTICE SEMICON. CORP. COM 518415104 4,956 92,200 SH SOLE 92,200 0 0
LAWSON PRODUCTS COM 520776105 445 18,400 SH SOLE 18,400 0 0
LAZARD BIRLA INDIA INVECTRY 0506014 4,323 2,882,222 SH SOLE 2,882,222 0 0
LEAR CORP. COM 521865105 4,417 214,800 SH SOLE 214,800 0 0
LEE ENTERPRISES COM 523768109 3,067 106,200 SH SOLE 106,200 0 0
LEGATO SYSTEMS INC. COM 524651106 2,263 168,400 SH SOLE 168,400 0 0
LEGG MASON INC. COM 524901105 6,609 113,700 SH SOLE 113,700 0 0
LEGGETT & PLATT INC COM 524660107 3,444 217,800 SH SOLE 217,800 0 0
LEHMAN BROTHERS HOLDINGCOM 524908100 32,712 221,400 SH SOLE 221,400 0 0
LENNAR CORPORATION COM 526057104 273 9,200 SH SOLE 9,200 0 0
LENNOX INTERNATIONAL INCOM 526107107 951 101,388 SH SOLE 101,388 0 0
LEXMARK INTERNATIONAL ICOM 529771107 9,610 256,260 SH SOLE 256,260 0 0
LG&E ENERGY CORP COM 501917108 474 19,400 SH SOLE 19,400 0 0
LGSC INDIA FUND CTRY 6521970 3,060 200,000 SH SOLE 200,000 0 0
LIBBEY INC COM 529898108 837 26,900 SH SOLE 26,900 0 0
LIHIR GOLD LTD. COM 532349107 812 115,000 SH SOLE 115,000 0 0
LILLY INDUSTRIES INC. CCOM 532491107 1,233 41,800 SH SOLE 41,800 0 0
LIMITED INC. COM 532716107 19,533 885,334 SH SOLE 885,334 0 0
LINCARE HOLDINGS INC. COM 532791100 4,286 149,400 SH SOLE 149,400 0 0
LINCOLN NATIONAL CORP COM 534187109 12,034 250,064 SH SOLE 250,064 0 0
LINDSAY MANUFACTURING CCOM 535555106 403 21,650 SH SOLE 21,650 0 0
LINEAR TECHNOLOGY CORP COM 535678106 34,732 536,400 SH SOLE 536,400 0 0
LINES 'N THINGS INC. COM 535679104 1,826 71,600 SH SOLE 71,600 0 0
LITTON INDS. INC. COM 538021106 4,634 103,700 SH SOLE 103,700 0 0
LIZ CLAIBORNE COM 539320101 3,379 87,772 SH SOLE 87,772 0 0
LOCKHEED MARTIN CORPORACOM 539830109 24,808 752,670 SH SOLE 752,670 0 0
LOEWS CORP COM 540424108 18,190 218,176 SH SOLE 218,176 0 0
LONE STAR STEAKHOUSE & COM 542307103 29 3,900 SH SOLE 3,900 0 0
LONGS DRUG STORES INC COM 543162101 580 30,347 SH SOLE 30,347 0 0
LONGVIEW FIBRE CO COM 543213102 92 7,700 SH SOLE 7,700 0 0
LOUIS DREYFUS CORP COM 546011107 3,008 75,900 SH SOLE 75,900 0 0
LOUISIANNA PACIFIC COM 546347105 768 83,588 SH SOLE 83,588 0 0
LOWE'S COS COM 548661107 36,356 810,151 SH SOLE 810,151 0 0
LSI LOGIC CORP COM 502161102 23,801 813,710 SH SOLE 813,710 0 0
LTV CORP COM 501921100 1,208 920,000 SH SOLE 920,000 0 0
LUBRIZOL CORP COM 549271104 156 7,900 SH SOLE 7,900 0 0
LUBYS INC. COM 549282101 165 31,000 SH SOLE 31,000 0 0
LUCENT TECHNOLOGIES COM 549463107 180,067 6,284,844 SH SOLE 6,284,844 0 0
LYDALL INC. COM 550819106 318 27,800 SH SOLE 27,800 0 0
LYONDELL CHEMICAL COMPACOM 552078107 1,153 97,600 SH SOLE 97,600 0 0
MACDERMID INC. COM 554273102 1,205 57,400 SH SOLE 57,400 0 0
MACK-CALI REALTY CORP. REIT 554489104 9,161 325,000 SH SOLE 325,000 0 0
MACROMEDIA INC COM 556100105 7,879 97,499 SH SOLE 97,499 0 0
MAF BANCORP INC COM 55261R108 1,037 41,700 SH SOLE 41,700 0 0
MAGNETEK INC COM 559424106 37 3,500 SH SOLE 3,500 0 0
MAGYAR OLAJ-ES GAZ COM 4743549 8,089 493,266 SH SOLE 493,266 0 0
MALLINCKRODT INC. COM 561232109 2,461 53,939 SH SOLE 53,939 0 0
MANDALAY RESORT GROUP COM 562567107 3,119 121,700 SH SOLE 121,700 0 0
MANITOWOC COMPANY INC. COM 563571108 843 43,800 SH SOLE 43,800 0 0
MANOR CARE INC. COM 564055101 7,235 461,189 SH SOLE 461,189 0 0
MANPOWER INC COM 56418H100 4,516 141,400 SH SOLE 141,400 0 0
MARCHFIRST INC. COM 566244109 4,243 270,500 SH SOLE 270,500 0 0
MARCUS CORPORATION COM 566330106 548 52,150 SH SOLE 52,150 0 0
MARRIOTT INT'L INC CL-ACOM 571903202 12,161 333,762 SH SOLE 333,762 0 0
MARSH & MCLENNAN COS. COM 571748102 56,493 425,557 SH SOLE 425,557 0 0
MARSHALL & ILSLEY CORP COM 571834100 12,917 257,700 SH SOLE 257,700 0 0
MARTIN MARIETTA MATERIACOM 573284106 3,709 96,900 SH SOLE 96,900 0 0
MASCO CORP. COM 574599106 12,581 675,510 SH SOLE 675,510 0 0
MASCOTECH INC COM 574670105 1,335 80,600 SH SOLE 80,600 0 0
MATERIAL SCIENCES CORP.COM 576674105 304 26,700 SH SOLE 26,700 0 0
MATTEL INC. COM 577081102 7,067 631,709 SH SOLE 631,709 0 0
MAXIM INTGRTD PRDCTS INCOM 57772K101 38,626 480,200 SH SOLE 480,200 0 0
MAXIMUS INC COM 577933104 836 37,800 SH SOLE 37,800 0 0
MAXXAM INC COM 577913106 252 12,700 SH SOLE 12,700 0 0
MAY DEPT STORES COM 577778103 11,433 557,684 SH SOLE 557,684 0 0
MAYTAG COMPANY COM 578592107 5,070 163,229 SH SOLE 163,229 0 0
MBIA INC. COM 55262C100 17,628 247,840 SH SOLE 247,840 0 0
MBNA CORP COM 55262L100 66,095 1,716,743 SH SOLE 1,716,743 0 0
McCORMICK & CO COM 579780206 3,799 127,700 SH SOLE 127,700 0 0
MCDERMOTT INTERNATIONALCOM 580037109 532 48,382 SH SOLE 48,382 0 0
MCDONALDS CORPORATION COM 580135101 78,787 2,609,928 SH SOLE 2,609,928 0 0
MCGRAW HILL INC COM 580645109 18,959 298,279 SH SOLE 298,279 0 0
MCKESSON HBOC INC COM 58155Q103 13,720 448,926 SH SOLE 448,926 0 0
MCN ENERGY GROUP INC COM 55267J100 4,187 163,400 SH SOLE 163,400 0 0
MDC HOLDINGS INC COM 552676108 824 31,700 SH SOLE 31,700 0 0
MEAD CORPORATION COM 582834107 3,095 132,386 SH SOLE 132,386 0 0
MEADE INSTRUMENTS CORP COM 583062104 454 22,500 SH SOLE 22,500 0 0
MEDIA GENERAL INC - CL COM 584404107 3,380 78,600 SH SOLE 78,600 0 0
MEDICIS PHARMACEUTICAL COM 584690309 3,223 52,400 SH SOLE 52,400 0 0
MEDIMMUNE INC COM 584699102 29,262 378,800 SH SOLE 378,800 0 0
MEDTRONIC INC COM 585055106 114,022 2,200,666 SH SOLE 2,200,666 0 0
MELLON NATIONAL CORP. COM 58551A108 44,000 948,792 SH SOLE 948,792 0 0
MEMBERWORKS INC COM 586002107 960 29,200 SH SOLE 29,200 0 0
MENTOR CORP/MINN COM 587188103 647 41,100 SH SOLE 41,100 0 0
MENTOR GRAPHICS CORP. COM 587200106 2,816 119,500 SH SOLE 119,500 0 0
MERCANTILE BANC. COM 587405101 5,818 160,300 SH SOLE 160,300 0 0
MERCK & CO INC COM 589331107 317,360 4,263,441 SH SOLE 4,263,441 0 0
MERCURY COMPUTER SYSTEMCOM 589378108 1,060 38,100 SH SOLE 38,100 0 0
MERCURY INTERACTIVE CORCOM 589405109 27,071 172,699 SH SOLE 172,699 0 0
MEREDITH CORPORATION COM 589433101 3,707 125,666 SH SOLE 125,666 0 0
MERRILL LY CWRT TA COM 94E0582 2,908 512,000 SH SOLE 512,000 0 0
MERRILL LYNCH & CO. INCCOM 590188108 101,424 1,536,722 SH SOLE 1,536,722 0 0
METHODE ELECTRONICS CL-COM 591520200 2,827 63,800 SH SOLE 63,800 0 0
MEXICO FUND INC. CTRY 2587170 45,526 2,890,561 SH SOLE 2,890,561 0 0
MGIC INVESTMENT CORP COM 552848103 8,028 131,330 SH SOLE 131,330 0 0
MICHAEL FOODS INC COM 594079105 809 34,600 SH SOLE 34,600 0 0
MICHAELS STORES COM 594087108 2,360 59,000 SH SOLE 59,000 0 0
MICREL INCORPORATED COM 594793101 10,506 156,800 SH SOLE 156,800 0 0
MICROCHIP TECHNOLOGY INCOM 595017104 7,310 221,100 SH SOLE 221,100 0 0
MICRON TECHNOLOGY INC COM 595112103 49,143 1,068,318 SH SOLE 1,068,318 0 0
MICROS SYSTEMS INC. COM 594901100 470 31,200 SH SOLE 31,200 0 0
MICROSOFT CORP. COM 594918104 604,704 10,026,179 SH SOLE 10,026,179 0 0
MID ATLANTIC MEDICAL SECOM 59523C107 1,134 75,000 SH SOLE 75,000 0 0
MIDAS INC. COM 595626102 403 28,800 SH SOLE 28,800 0 0
MIDWAY GAMES INC. COM 598148104 477 68,173 SH SOLE 68,173 0 0
MIDWEST EXPRESS HOLDINGCOM 597911106 499 24,800 SH SOLE 24,800 0 0
MILACRON, INC. COM 598709103 808 60,673 SH SOLE 60,673 0 0
MILLENNIUM PHARMACEUTICCOM 599902103 25,561 175,000 SH SOLE 175,000 0 0
MILLER (HERMAN) INC COM 600544100 4,704 146,700 SH SOLE 146,700 0 0
MILLIPORE CORPORATION COM 601073109 2,284 47,150 SH SOLE 47,150 0 0
MINERALS TECHNOLOGIES ICOM 603158106 147 3,200 SH SOLE 3,200 0 0
MINIMED INC COM 60365K108 10,680 119,500 SH SOLE 119,500 0 0
MINN MINING & MFG CO COM 604059105 69,554 763,279 SH SOLE 763,279 0 0
MISSISSIPPI CHEMICAL COCOM 605288208 176 43,900 SH SOLE 43,900 0 0
MOBILE TELESYSTEMS COM 2603225 9,748 384,157 SH SOLE 384,157 0 0
MODINE MANUFACTURING COCOM 607828100 124 4,400 SH SOLE 4,400 0 0
MODIS PROFESSIONAL SERVCOM 607830106 1,631 314,400 SH SOLE 314,400 0 0
MOHAWK INDUSTRIES INC. COM 608190104 3,335 152,900 SH SOLE 152,900 0 0
MOLEX INC COM 608554101 19,486 357,950 SH SOLE 357,950 0 0
MONACO COACH CORPORATIOCOM 60886R103 556 33,700 SH SOLE 33,700 0 0
MONTANA POWER CO COM 612085100 7,242 217,000 SH SOLE 217,000 0 0
MOODY'S CORPORATION COM 615369105 4,137 120,142 SH SOLE 120,142 0 0
MORGAN J P & CO INC COM 616880100 33,588 205,588 SH SOLE 205,588 0 0
MORGAN KEEGAN INC COM 617410105 901 51,500 SH SOLE 51,500 0 0
MORGAN STANLEY AFRICA ICTRY 2559641 3,655 453,300 SH SOLE 453,300 0 0
MORGAN STANLEY DEAN WITCOM 617446448 196,959 2,154,026 SH SOLE 2,154,026 0 0
MORRISON MANAGEMENT SPECOM 618459101 89 3,000 SH SOLE 3,000 0 0
MOTOROLA INC COM 620076109 120,746 4,274,187 SH SOLE 4,274,187 0 0
MS CARRIERS COM 553533100 348 22,300 SH SOLE 22,300 0 0
MUELLER INDUSTRIES INC.COM 624756102 1,411 62,900 SH SOLE 62,900 0 0
MURPHY OIL CORP COM 626717102 5,814 89,700 SH SOLE 89,700 0 0
MUTUAL RISK MANAGEMENT COM 628351108 1,621 73,900 SH SOLE 73,900 0 0
MYERS INDUSTRIES INC. COM 628464109 502 39,558 SH SOLE 39,558 0 0
MYLAN LABS COM 628530107 7,505 278,600 SH SOLE 278,600 0 0
MYND CORPORATION COM 628551103 745 55,200 SH SOLE 55,200 0 0
NABISCO GROUP HOLDINGS COM 62952P102 19,719 691,899 SH SOLE 691,899 0 0
NABORS INDUSTRIES COM 629568106 14,269 272,300 SH SOLE 272,300 0 0
NASH FINCH CO. COM 631158102 210 20,100 SH SOLE 20,100 0 0
NATIONAL CITY CORP COM 635405103 18,277 826,066 SH SOLE 826,066 0 0
NATIONAL COMMERCE BANCOCOM 635449101 7,555 378,950 SH SOLE 378,950 0 0
NATIONAL DATA CORP. COM 635621105 1,913 58,300 SH SOLE 58,300 0 0
NATIONAL DISCOUNT BROKECOM 635646102 1,154 37,300 SH SOLE 37,300 0 0
NATIONAL FUEL & GAS COM 636180101 3,140 56,000 SH SOLE 56,000 0 0
NATIONAL INSTRUMENTS COCOM 636518102 4,044 91,650 SH SOLE 91,650 0 0
NATIONAL PRESTO INDS INCOM 637215104 398 13,300 SH SOLE 13,300 0 0
NATIONAL SEMICONDUCTOR COM 637640103 23,889 593,516 SH SOLE 593,516 0 0
NATIONAL SERVICE INDS ICOM 637657107 2,695 137,758 SH SOLE 137,758 0 0
NAUTICA ENTERPRISES INCCOM 639089101 737 57,000 SH SOLE 57,000 0 0
NAVISTAR INTL. CORP. COM 63934E108 1,423 47,524 SH SOLE 47,524 0 0
NBTY INC. COM 628782104 780 119,400 SH SOLE 119,400 0 0
NCH CORP COM 628850109 25 700 SH SOLE 700 0 0
NCO GROUP INC. COM 628858102 994 83,700 SH SOLE 83,700 0 0
NCR CORPORATION COM 62886E108 7,075 187,100 SH SOLE 187,100 0 0
NEIMAN MARCUS GROUP INCCOM 640204202 999 30,800 SH SOLE 30,800 0 0
NETWORK APPLIANCE INC. COM 64120L104 77,529 608,666 SH SOLE 608,666 0 0
NETWORK EQUIPMENT TECH.COM 641208103 405 37,900 SH SOLE 37,900 0 0
NETWORKS ASSOCIATES INCCOM 640938106 5,813 256,950 SH SOLE 256,950 0 0
NEW ENGLAND BUSINESS SECOM 643872104 433 23,900 SH SOLE 23,900 0 0
NEW PLAN EXCEL REALTY TREIT 648053106 2,957 216,000 SH SOLE 216,000 0 0
NEW YORK TIMES CO. CL ACOM 650111107 11,560 294,062 SH SOLE 294,062 0 0
NEWELL RUBBERMAID INC. COM 651229106 11,057 484,696 SH SOLE 484,696 0 0
NEWFIELD EXPLORATION COCOM 651290108 3,520 75,400 SH SOLE 75,400 0 0
NEWMONT MNG. CORP. COM 651639106 8,627 507,494 SH SOLE 507,494 0 0
NEWPORT NEWS SHIPBUILDICOM 652228107 2,472 57,000 SH SOLE 57,000 0 0
NEXTEL COMMUNICATIONS CCOM 65332V103 64,023 1,369,482 SH SOLE 1,369,482 0 0
NIAGARA MOHAWK HOLDINGSCOM 653520106 2,027 128,700 SH SOLE 128,700 0 0
NICOR INC. COM 654086107 1,332 36,814 SH SOLE 36,814 0 0
NIKE INC. -CL B COM 654106103 19,387 483,920 SH SOLE 483,920 0 0
NISOURCE INCORPORATED COM 65473P105 8,119 333,100 SH SOLE 333,100 0 0
NJ RESOURCES CORP. COMMCOM 646025106 1,272 31,300 SH SOLE 31,300 0 0
NOBLE AFFILIATES INC COM 654894104 4,949 133,300 SH SOLE 133,300 0 0
NOBLE DRILLING CORP. COM 655042109 12,502 248,800 SH SOLE 248,800 0 0
NORDSON CORP COM 655663102 1,706 60,000 SH SOLE 60,000 0 0
NORDSTROM INC COM 655664100 1,627 104,558 SH SOLE 104,558 0 0
NORFOLK SOUTHERN CORP. COM 655844108 6,557 448,320 SH SOLE 448,320 0 0
NORTH FORK BANK COM 659424105 7,373 340,950 SH SOLE 340,950 0 0
NORTHEAST UTILITIES COM 664397106 4,815 222,000 SH SOLE 222,000 0 0
NORTHERN TRUST CORP COM 665859104 24,627 277,100 SH SOLE 277,100 0 0
NORTHROP GRUMMAN CORP. COM 666807102 13,231 145,595 SH SOLE 145,595 0 0
NORTHWEST NATURAL GAS CCOM 667655104 1,058 46,500 SH SOLE 46,500 0 0
NORTHWESTERN CORPORATIOCOM 668074107 788 40,400 SH SOLE 40,400 0 0
NOVA CORP./GEORGIA COM 669784100 2,237 130,600 SH SOLE 130,600 0 0
NOVELL INC COM 670006105 4,359 438,604 SH SOLE 438,604 0 0
NOVELLUS SYSTEMS INC. COM 670008101 18,588 399,200 SH SOLE 399,200 0 0
NOVEN PHARMACEUTICALS ICOM 670009109 1,676 39,200 SH SOLE 39,200 0 0
NRG ENERGY INC. COM 629377102 913 25,000 SH SOLE 25,000 0 0
NSTAR CO. COM 67019E107 4,347 108,000 SH SOLE 108,000 0 0
NUCOR CORP COM 670346105 5,428 180,174 SH SOLE 180,174 0 0
NUEVO ENERGY COMPANY COM 670509108 570 31,000 SH SOLE 31,000 0 0
NUI CORP COM 629430109 694 23,000 SH SOLE 23,000 0 0
NVIDIA CORP COM 67066G104 9,841 120,200 SH SOLE 120,200 0 0
NVR INC COM 62944T105 1,296 16,000 SH SOLE 16,000 0 0
NYFIX INCORPORATED COM 670712108 1,929 43,100 SH SOLE 43,100 0 0
O'REILLY AUTOMOTIVE INCCOM 686091109 1,328 90,800 SH SOLE 90,800 0 0
OCCIDENTAL PETROLEUM COCOM 674599105 7,868 360,730 SH SOLE 360,730 0 0
OCEAN ENERGY INC COM 67481E106 5,402 349,900 SH SOLE 349,900 0 0
OCEANEERING INT'L. INC.COM 675232102 690 41,500 SH SOLE 41,500 0 0
OFFICE DEPOT INC COM 676220106 5,893 754,300 SH SOLE 754,300 0 0
OFFICE MAX COM 67622M108 1,128 316,700 SH SOLE 316,700 0 0
OFFSHORE LOGISTICS COM 676255102 711 39,800 SH SOLE 39,800 0 0
OGDEN CORP. COM 676346109 636 46,900 SH SOLE 46,900 0 0
OGE ENERGY CORP COM 670837103 3,271 153,500 SH SOLE 153,500 0 0
OHIO CASUALTY CORP. COM 677240103 56 8,900 SH SOLE 8,900 0 0
OLD KENT FINANCIAL CORPCOM 679833103 3,180 109,885 SH SOLE 109,885 0 0
OLD REPUBLIC INT'L CORPCOM 680223104 2,589 107,600 SH SOLE 107,600 0 0
OLIN CORP COM 680665205 110 6,800 SH SOLE 6,800 0 0
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OMNICOM GROUP COM 681919106 20,109 275,707 SH SOLE 275,707 0 0
OMNOVA SOLUTIONS INC COM 682129101 403 72,400 SH SOLE 72,400 0 0
ON ASSIGNMENT INC COM 682159108 1,261 40,200 SH SOLE 40,200 0 0
ONEOK INC. COM 682680103 931 23,432 SH SOLE 23,432 0 0
ONMICARE INC. COM 681904108 5,463 338,800 SH SOLE 338,800 0 0
ORACLE SYS. CORP. COM 68389X105 422,855 5,369,592 SH SOLE 5,369,592 0 0
ORBITAL SCIENCES CORP. COM 685564106 571 68,200 SH SOLE 68,200 0 0
OREGON STEEL MILLS INC COM 686079104 563 300,000 SH SOLE 300,000 0 0
ORGANOGENESIS INC. COM 685906109 886 60,300 SH SOLE 60,300 0 0
ORTHODONTIC CENTERS OF COM 68750P103 2,888 86,700 SH SOLE 86,700 0 0
OSHKOSH B'GOSH CL-A COM 688222207 317 20,800 SH SOLE 20,800 0 0
OSHKOSH TRUCK CORPORATICOM 688239201 1,139 29,400 SH SOLE 29,400 0 0
OSTEOTECH INC COM 688582105 230 24,100 SH SOLE 24,100 0 0
OTP BANK-GDR 144A ICOM 2662969 1,546 30,000 SH SOLE 30,000 0 0
OUTBACK STEAKHOUSE INC COM 689899102 4,412 162,650 SH SOLE 162,650 0 0
OVERSEAS SHIPHOLDING GRCOM 690368105 2,187 79,900 SH SOLE 79,900 0 0
OWENS & MINOR INC. COM 690732102 926 58,800 SH SOLE 58,800 0 0
OWENS-ILLINOIS INC COM 690768403 2,009 217,223 SH SOLE 217,223 0 0
OXFORD HEALTH PLANS COM 691471106 4,807 156,400 SH SOLE 156,400 0 0
OXFORD INDUSTRIES INC. COM 691497309 245 13,700 SH SOLE 13,700 0 0
P-COM INC. COM 693262107 908 137,100 SH SOLE 137,100 0 0
PACCAR INC COM 693718108 3,389 91,438 SH SOLE 91,438 0 0
PACIFIC CENTURY FINL COCOM 694058108 4,314 251,900 SH SOLE 251,900 0 0
PACIFIC GAS & ELEC. CO.COM 69331C108 10,864 449,156 SH SOLE 449,156 0 0
PACIFIC SUNWEAR OF CALICOM 694873100 1,079 57,550 SH SOLE 57,550 0 0
PACIFICARE HEALTH SYSTECOM 695112102 3,140 90,200 SH SOLE 90,200 0 0
PACTIV CORPORATION COM 695257105 4,542 405,974 SH SOLE 405,974 0 0
PAINE WEBBER GROUP INC COM 695629105 10,123 148,600 SH SOLE 148,600 0 0
PAKISTAN INV. FUND CTRY 2670111 575 236,100 SH SOLE 236,100 0 0
PALL CORPORATION COM 696429307 4,047 202,986 SH SOLE 202,986 0 0
PALM, INC COM 696642107 54,142 1,022,749 SH SOLE 1,022,749 0 0
PAN AMERICAN SILVER CORCOM 697900108 1,033 290,000 SH SOLE 290,000 0 0
PAPA JOHN'S INTERNATIONCOM 698813102 1,130 45,100 SH SOLE 45,100 0 0
PARAMETRIC TECHNOLOGY CCOM 699173100 6,368 582,184 SH SOLE 582,184 0 0
PAREXEL INT'L CORP. COM 699462107 375 44,100 SH SOLE 44,100 0 0
PARK ELECTROCHEMICAL COCOM 700416209 1,046 18,800 SH SOLE 18,800 0 0
PARK PLACE ENTERTAINMENCOM 700690100 9,382 620,300 SH SOLE 620,300 0 0
PARKER-HANNIFIN CORP. COM 701094104 5,662 167,773 SH SOLE 167,773 0 0
PATINA OIL & GAS CORP COM 703224105 504 25,200 SH SOLE 25,200 0 0
PATTERSON DENTAL COMPANCOM 703412106 2,714 120,600 SH SOLE 120,600 0 0
PAXAR CORP. COM 704227107 758 84,800 SH SOLE 84,800 0 0
PAYCHEX INC COM 704326107 24,112 459,269 SH SOLE 459,269 0 0
PAYLESS SHOESOURCE INC COM 704379106 2,335 41,700 SH SOLE 41,700 0 0
PC HOLDINGS ICOM 2539999 1,620 1,000,000 SH SOLE 1,000,000 0 0
PC-TEL INC COM 69325Q105 535 23,000 SH SOLE 23,000 0 0
PE CORPORATION-PE BIOSYCOM 69332S102 47,443 407,234 SH SOLE 407,234 0 0
PECO ENERGY CO. COM 693304107 12,362 204,117 SH SOLE 204,117 0 0
PEDIATRIX MEDICAL GROUPCOM 705324101 360 27,800 SH SOLE 27,800 0 0
PEGASUS SOLUTIONS COM 705906105 831 42,500 SH SOLE 42,500 0 0
PENNZOIL-QUAKER STATE CCOM 709323109 648 61,704 SH SOLE 61,704 0 0
PENTAIR INC. COM 709631105 6,332 236,700 SH SOLE 236,700 0 0
PENTON MEDIA INC COM 709668107 1,537 55,900 SH SOLE 55,900 0 0
PEOPLES ENERGY CORP COM 711030106 2,482 74,380 SH SOLE 74,380 0 0
PEOPLESOFT INC COM 712713106 7,667 274,422 SH SOLE 274,422 0 0
PEP BOYS MM & J COM 713278109 464 92,795 SH SOLE 92,795 0 0
PEPSICO INC. COM 713448108 127,207 2,765,364 SH SOLE 2,765,364 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
PERFORMANCE FOOD GROUP COM 713755106 933 24,800 SH SOLE 24,800 0 0
PERKIN ELMER INC COM 714046109 6,729 64,467 SH SOLE 64,467 0 0
PERRIGO CO. COM 714290103 793 115,900 SH SOLE 115,900 0 0
PETROLEO BRASILEIRO ICOM 71654V408 1,804 60,000 SH SOLE 60,000 0 0
PFIZER INC. COM 717081103 540,452 12,026,742 SH SOLE 12,026,742 0 0
PHARMACEUTICAL PRODUCT COM 717124101 1,185 44,600 SH SOLE 44,600 0 0
PHARMACIA CORPORATION COM 71713U102 147,121 2,444,381 SH SOLE 2,444,381 0 0
PHELPS DODGE CORP. COM 717265102 6,731 161,211 SH SOLE 161,211 0 0
PHILADELPHIA SUBURBAN CCOM 718009608 1,703 73,433 SH SOLE 73,433 0 0
PHILIP MORRIS COS COM 718154107 129,805 4,409,514 SH SOLE 4,409,514 0 0
PHILLIPS PETROLEUM COM 718507106 32,895 524,218 SH SOLE 524,218 0 0
PHILLIPS-VAN HEUSEN COM 718592108 506 49,100 SH SOLE 49,100 0 0
PHOENIX TECHNOLOGIES LTCOM 719153108 733 46,000 SH SOLE 46,000 0 0
PHOTRONICS INC. COM 719405102 1,126 51,600 SH SOLE 51,600 0 0
PIEDMONT NATURAL GAS COCOM 720186105 1,752 57,200 SH SOLE 57,200 0 0
PIER 1 IMPORTS INC/DEL COM 720279108 2,335 172,150 SH SOLE 172,150 0 0
PINNACLE ENTERTAINMENT,COM 723456109 1,018 46,800 SH SOLE 46,800 0 0
PINNACLE SYSTEMS COM 723481107 1,025 91,100 SH SOLE 91,100 0 0
PINNACLE WEST CAPITAL CCOM 723484101 3,460 67,999 SH SOLE 67,999 0 0
PIONEER GROUP INC. COM 723684106 2,132 48,500 SH SOLE 48,500 0 0
PIONEER NATURAL RESOURCCOM 723787107 3,757 264,798 SH SOLE 264,798 0 0
PIONEER STANDARD ELECTRCOM 723877106 654 48,200 SH SOLE 48,200 0 0
PITNEY-BOWES, INC. COM 724479100 19,308 489,580 SH SOLE 489,580 0 0
PITTSTON BRINK'S GROUP COM 725701106 523 33,726 SH SOLE 33,726 0 0
PLAINS RESOURCES INC. COM 726540503 629 33,300 SH SOLE 33,300 0 0
PLANTRONICS INC. COM 727493108 3,530 92,900 SH SOLE 92,900 0 0
PLEXUS CORP COM 729132100 4,653 66,000 SH SOLE 66,000 0 0
PLIVA D.D. GDR COM 5174706 9,944 894,100 SH SOLE 894,100 0 0
PMI GROUP INC. COM 69344M101 5,539 81,750 SH SOLE 81,750 0 0
PNC FINANCIAL SERVICES COM 693475105 36,461 560,943 SH SOLE 560,943 0 0
POGO PRODUCING CO COM 730448107 1,845 72,700 SH SOLE 72,700 0 0
POLARIS INDUSTRIES INC.COM 731068102 1,519 43,100 SH SOLE 43,100 0 0
POLAROID COM 731095105 486 36,144 SH SOLE 36,144 0 0
POLYCOM INC. COM 73172K104 8,847 132,100 SH SOLE 132,100 0 0
POLYMEDICA CORP COM 731738100 990 23,100 SH SOLE 23,100 0 0
POLYONE CORPORATION COM 73179P106 1,239 169,400 SH SOLE 169,400 0 0
POPE & TALBOT INC COM 732827100 384 26,800 SH SOLE 26,800 0 0
POST PROPERTIES,INC. REIT 737464107 18,538 425,557 SH SOLE 425,557 0 0
POTLATCH CORP. COM 737628107 721 22,793 SH SOLE 22,793 0 0
POTOMAC ELECTRIC POWER COM 737679100 7,226 286,900 SH SOLE 286,900 0 0
POWERWAVE TECHNOLOGIES COM 739363109 4,359 114,800 SH SOLE 114,800 0 0
PPG INDUSTRIES INC. COM 693506107 11,015 277,552 SH SOLE 277,552 0 0
PPL CORPORATION COM 69351T106 14,447 346,028 SH SOLE 346,028 0 0
PRAXAIR INC. COM 74005P104 8,257 220,931 SH SOLE 220,931 0 0
PRE-PAID LEGAL SVCS COM 740065107 1,289 39,900 SH SOLE 39,900 0 0
PRECISION CASTPARTS CORCOM 740189105 276 7,200 SH SOLE 7,200 0 0
PRICE (T. ROWE) ASSOC. COM 741477103 5,975 127,300 SH SOLE 127,300 0 0
PRIDE INTERNATIONAL INCCOM 741932107 3,063 115,600 SH SOLE 115,600 0 0
PRIME HOSPITALITY CORP COM 741917108 801 79,100 SH SOLE 79,100 0 0
PRIORITY HEALTHCARE CORCOM 74264T102 3,069 40,250 SH SOLE 40,250 0 0
PROCTER & GAMBLE CO COM 742718109 167,143 2,494,667 SH SOLE 2,494,667 0 0
PROFIT RECOVERY GROUP ICOM 743168106 862 87,250 SH SOLE 87,250 0 0
PROGRESS SOFTWARE COM 743312100 887 65,100 SH SOLE 65,100 0 0
PROGRESSIVE CORP COM 743315103 11,365 138,815 SH SOLE 138,815 0 0
PROJECT SOFTWARE & DEVECOM 74339P101 619 39,800 SH SOLE 39,800 0 0
PROLOGIS TRUST REIT 743410102 40,431 1,702,367 SH SOLE 1,702,367 0 0
PROTECTIVE LIFE CORP COM 743674103 5,766 193,000 SH SOLE 193,000 0 0
PROTEIN DESIGN LABS INCCOM 74369L103 9,315 77,300 SH SOLE 77,300 0 0
PROVIDENT BANKSHARES COCOM 743859100 853 50,933 SH SOLE 50,933 0 0
PROVIDENT FINANCIAL GROCOM 743866105 1,096 37,300 SH SOLE 37,300 0 0
PROVIDIAN FINANCIAL CORCOM 74406A102 26,411 207,957 SH SOLE 207,957 0 0
PROVINCE HEALTHCARE COMCOM 743977100 2,115 52,950 SH SOLE 52,950 0 0
PROXIM INC COM 744284100 2,056 46,200 SH SOLE 46,200 0 0
PSS WORLD MEDICAL INC. COM 69366A100 38 10,600 SH SOLE 10,600 0 0
PUBLIC SERVICE CO OF N COM 744499104 1,188 45,900 SH SOLE 45,900 0 0
PUBLIC SVC ENTERPRISES COM 744573106 13,301 297,635 SH SOLE 297,635 0 0
PUGET SOUND ENERGY INC.COM 745332106 5,907 232,800 SH SOLE 232,800 0 0
PULTE CORPORATION COM 745867101 1,633 49,476 SH SOLE 49,476 0 0
QLOGIC CORPORATION COM 747277101 14,722 167,300 SH SOLE 167,300 0 0
QRS CORPORATION COM 74726X105 401 26,600 SH SOLE 26,600 0 0
QUAKER OATS CO. COM 747402105 26,204 331,178 SH SOLE 331,178 0 0
QUALCOMM INC COM 747525103 99,066 1,390,396 SH SOLE 1,390,396 0 0
QUANEX CORP COM 747620102 477 25,000 SH SOLE 25,000 0 0
QUANTA SERVICES INC. COM 74762E102 3,297 119,900 SH SOLE 119,900 0 0
QUANTUM CORPORATION- DLCOM 747906204 4,430 294,100 SH SOLE 294,100 0 0
QUEENS COUNTY BANCORP COM 748242104 1,074 37,200 SH SOLE 37,200 0 0
QUEST DIAGNOSTICS INC COM 74834L100 9,777 85,199 SH SOLE 85,199 0 0
QUESTAR CORP COM 748356102 2,587 93,000 SH SOLE 93,000 0 0
QUICKSILVER INC COM 74838C106 782 40,600 SH SOLE 40,600 0 0
QUIMICA Y MINERA A ICOM 2771122 10 500 SH SOLE 500 0 0
QUINTILES TRANSNATIONALCOM 748767100 1,477 92,700 SH SOLE 92,700 0 0
QUORUM HEALTH GROUP INCCOM 749084109 2,738 210,600 SH SOLE 210,600 0 0
QWEST COMMUNICATIONS INCOM 749121109 150,475 3,130,811 SH SOLE 3,130,811 0 0
R.J. REYNOLDS TOBACCO HCOM 76182K105 5,411 167,770 SH SOLE 167,770 0 0
RADIAN GROUP INC. COM 750236101 4,543 67,300 SH SOLE 67,300 0 0
RADIOSHACK CORP COM 750438103 22,534 348,685 SH SOLE 348,685 0 0
RADISYS CORPORATION COM 750459109 1,512 29,900 SH SOLE 29,900 0 0
RALCORP HOLDINGS COM 751028101 757 53,600 SH SOLE 53,600 0 0
RALSTON PURINA CO. COM 751277302 17,787 750,885 SH SOLE 750,885 0 0
RATIONAL SOFTWARE CORPOCOM 75409P202 24,143 348,000 SH SOLE 348,000 0 0
RAYMOND JAMES FINANCIALCOM 754730109 2,744 83,300 SH SOLE 83,300 0 0
RAYONIER INC. COM 754907103 1,222 34,000 SH SOLE 34,000 0 0
RAYTHEON CO. CL-B COM 755111408 12,158 427,550 SH SOLE 427,550 0 0
READ-RITE CORP COM 755246105 1,248 110,900 SH SOLE 110,900 0 0
READERS DIGEST ASSOCIATCOM 755267101 6,932 196,300 SH SOLE 196,300 0 0
RECKSON ASSOCIATES REALREIT 75621K106 15,938 625,000 SH SOLE 625,000 0 0
REEBOK INTERNATIONAL LTCOM 758110100 859 45,642 SH SOLE 45,642 0 0
REGAL BELOIT COM 758750103 624 36,800 SH SOLE 36,800 0 0
REGENCY REALTY CORP REIT 758939102 12,011 523,627 SH SOLE 523,627 0 0
REGENERON PHARMACEUTICACOM 75886F107 2,108 64,600 SH SOLE 64,600 0 0
REGIONS FINANCIAL CORP.COM 758940100 3,984 175,600 SH SOLE 175,600 0 0
REGIS CORP COM 758932107 1,100 73,350 SH SOLE 73,350 0 0
RELIANCE STEEL & ALUMINCOM 759509102 1,047 49,700 SH SOLE 49,700 0 0
RELIANT ENERGY INC. COM 75952J108 31,521 677,861 SH SOLE 677,861 0 0
REMEDY CORPORATION COM 759548100 1,048 55,500 SH SOLE 55,500 0 0
RENAL CARE GROUP INC. COM 759930100 1,502 80,650 SH SOLE 80,650 0 0
REPUBLIC GROUP INC COM 760473108 48 2,600 SH SOLE 2,600 0 0
RESMED INC COM 761152107 1,697 54,300 SH SOLE 54,300 0 0
RESPIRONICS INC COM 761230101 914 54,800 SH SOLE 54,800 0 0
RETEK INC COM 76128Q109 4,685 88,400 SH SOLE 88,400 0 0
REYNOLDS & REYNOLDS CL-COM 761695105 3,806 191,500 SH SOLE 191,500 0 0
RGS ENERGY GROUP INC COM 74956K104 1,719 61,000 SH SOLE 61,000 0 0
RICHTER GEDEON VEG COM 4027663 6,534 125,301 SH SOLE 125,301 0 0
RIGGS NATL CORP WASH DCCOM 766570105 663 54,100 SH SOLE 54,100 0 0
RITE AID CORP. COM 767754104 520 130,000 SH SOLE 130,000 0 0
ROADWAY EXPRESS INC. COM 769742107 610 34,000 SH SOLE 34,000 0 0
ROBBINS & MYERS INC. COM 770196103 489 20,700 SH SOLE 20,700 0 0
ROBERT HALF INTL INC COM 770323103 11,554 333,100 SH SOLE 333,100 0 0
ROBOTIC VISION SYSTEMS COM 771074101 357 59,800 SH SOLE 59,800 0 0
ROC TAIWAN FUND CTRY 2719122 4,597 707,290 SH SOLE 707,290 0 0
ROCKWELL INT'L COM 773903109 8,374 276,832 SH SOLE 276,832 0 0
ROHM & HAAS CO COM 775371107 9,620 330,996 SH SOLE 330,996 0 0
ROLLINS INC COM 775711104 831 56,100 SH SOLE 56,100 0 0
ROLLINS TRUCK LEASING CCOM 775741101 648 102,600 SH SOLE 102,600 0 0
ROPER INDUSTRIES INC COM 776696106 1,792 54,000 SH SOLE 54,000 0 0
ROSLYN BANCORP INC COM 778162107 215 9,600 SH SOLE 9,600 0 0
ROSS STORES INC COM 778296103 2,224 154,700 SH SOLE 154,700 0 0
ROSTELEKOM ADR COM 2150259 1,371 155,600 SH SOLE 155,600 0 0
ROWAN COS. COM 779382100 3,935 135,674 SH SOLE 135,674 0 0
ROYAL DUTCH PETE COM 780257804 244,606 4,081,026 SH SOLE 4,081,026 0 0
RPM INC. OHIO COM 749685103 4,401 485,675 SH SOLE 485,675 0 0
RSA SECURITY INC. COM 749719100 3,036 70,400 SH SOLE 70,400 0 0
RUBY TUESDAY INC COM 781182100 1,254 111,500 SH SOLE 111,500 0 0
RUDDICK CORP. COM 781258108 8,419 606,800 SH SOLE 606,800 0 0
RUSS BERRIE & CO INC COM 782233100 770 39,000 SH SOLE 39,000 0 0
RUSSELL CORP COM 782352108 414 26,089 SH SOLE 26,089 0 0
RYANS FAMILY STEAK HOUSCOM 783519101 454 59,100 SH SOLE 59,100 0 0
RYDER SYS. INC. COM 783549108 1,197 64,918 SH SOLE 64,918 0 0
RYERSON TULL, INC. COM 78375P107 34 3,573 SH SOLE 3,573 0 0
RYLAND GROUP INC COM 783764103 450 14,500 SH SOLE 14,500 0 0
S3 INCORPORATED COM 784849101 1,764 171,100 SH SOLE 171,100 0 0
SABRE HOLDINGS CORP. COM 785905100 5,602 193,594 SH SOLE 193,594 0 0
SAFECO CORP. COM 786429100 6,744 247,468 SH SOLE 247,468 0 0
SAFEWAY INC COM 786514208 47,430 1,015,899 SH SOLE 1,015,899 0 0
SAGA SYSTEMS INC COM 786610105 540 51,400 SH SOLE 51,400 0 0
SAKS INCORPORATED COM 79377W108 3,553 359,844 SH SOLE 359,844 0 0
SALTON INC COM 795757103 662 20,500 SH SOLE 20,500 0 0
SANMINA CORP COM 800907107 28,606 305,540 SH SOLE 305,540 0 0
SAPIENT CORP COM 803062108 12,898 317,000 SH SOLE 317,000 0 0
SARA LEE CORP. COM 803111103 37,225 1,832,615 SH SOLE 1,832,615 0 0
SAVVIS COMMUNICATION COM 805423100 90 10,000 SH SOLE 10,000 0 0
SAWTEK INC COM 805468105 3,050 79,200 SH SOLE 79,200 0 0
SBC COMMUNICATIONS INC.COM 78387G103 327,785 6,555,709 SH SOLE 6,555,709 0 0
SCANA CORP COM 80589M102 7,497 242,830 SH SOLE 242,830 0 0
SCHERING-PLOUGH COM 806605101 139,521 3,000,459 SH SOLE 3,000,459 0 0
SCHLUMBERGER COM 806857108 89,144 1,082,991 SH SOLE 1,082,991 0 0
SCHOLASTIC CORP COM 807066105 191 2,400 SH SOLE 2,400 0 0
SCHOOL SPECIALTY INC. COM 807863105 384 18,000 SH SOLE 18,000 0 0
SCHULMAN (A.) INC. COM 808194104 1,481 134,600 SH SOLE 134,600 0 0
SCHWAB (CHARLES) CORP COM 808513105 84,566 2,382,131 SH SOLE 2,382,131 0 0
SCI SYSTEMS INC COM 783890106 11,074 270,100 SH SOLE 270,100 0 0
SCIENTIFIC ATLANTA INC.COM 808655104 15,207 239,014 SH SOLE 239,014 0 0
SCOTT TECHNOLOGIES COM 810022103 556 31,400 SH SOLE 31,400 0 0
SCOTTS COMPANY COM 810186106 1,692 50,500 SH SOLE 50,500 0 0
SCP POOL CORPORATION COM 784028102 907 30,600 SH SOLE 30,600 0 0
SCPIE HOLDINGS INC. COM 78402P104 370 18,400 SH SOLE 18,400 0 0
SDL INC COM 784076101 1,083 3,500 SH SOLE 3,500 0 0
SEACOR SMIT INC. COM 811904101 1,410 30,250 SH SOLE 30,250 0 0
SEAGATE TECHNOLOGY INC.COM 811804103 26,884 389,630 SH SOLE 389,630 0 0
SEALED AIR CORP. COM 81211K100 4,120 91,051 SH SOLE 91,051 0 0
SEARS ROEBUCK & CO. COM 812387108 19,005 586,227 SH SOLE 586,227 0 0
SEI INVESTMENTS CO COM 784117103 7,018 99,200 SH SOLE 99,200 0 0
SEITEL INC COM 816074306 431 30,000 SH SOLE 30,000 0 0
SELECTIVE INSURANCE GROCOM 816300107 888 49,700 SH SOLE 49,700 0 0
SEMPRA ENERGY COM 816851109 6,807 327,071 SH SOLE 327,071 0 0
SEMTECH CORPORATION COM 816850101 5,244 121,600 SH SOLE 121,600 0 0
SENSORMATIC ELECTRONICSCOM 817265101 2,799 186,600 SH SOLE 186,600 0 0
SEPRACOR INC. COM 817315104 16,735 136,400 SH SOLE 136,400 0 0
SEQUA CORP - CL A COM 817320104 64 1,500 SH SOLE 1,500 0 0
SHAW GROUP COM 820280105 2,256 32,000 SH SOLE 32,000 0 0
SHAW INDUSTRIES INC COM 820286102 5,200 281,100 SH SOLE 281,100 0 0
SHERWIN-WILLIAMS CO COM 824348106 5,653 264,490 SH SOLE 264,490 0 0
SHOPKO STORES INC COM 824911101 561 54,100 SH SOLE 54,100 0 0
SIEBEL SYSTEMS INC. COM 826170102 89,896 807,600 SH SOLE 807,600 0 0
SIERRA PACIFIC RESOURCECOM 826428104 4,351 241,727 SH SOLE 241,727 0 0
SIGMA-ALDRICH COM 826552101 4,446 134,730 SH SOLE 134,730 0 0
SILICON VALLEY BANCSHARCOM 827064106 5,253 90,200 SH SOLE 90,200 0 0
SILICON VALLEY GROUP INCOM 827066101 1,676 63,700 SH SOLE 63,700 0 0
SIMON DEBARTOLO GROUP PREIT 828806406 2,175 31,066 SH SOLE 31,066 0 0
SIMON PROPERTY GROUP INREIT 828806109 28,928 1,234,275 SH SOLE 1,234,275 0 0
SIMPSON MANUFACTURING CCOM 829073105 965 21,600 SH SOLE 21,600 0 0
SIX FLAGS INC. COM 83001P109 3,281 211,700 SH SOLE 211,700 0 0
SKYLINE CORP. COM 830830105 326 15,300 SH SOLE 15,300 0 0
SKYWEST INC COM 830879102 2,501 48,800 SH SOLE 48,800 0 0
SLI INC COM 78442T108 467 63,800 SH SOLE 63,800 0 0
SMITH (A.O.) CORP COM 831865209 544 43,300 SH SOLE 43,300 0 0
SMITH CHARLES E RESIDENREIT 832197107 5,124 112,921 SH SOLE 112,921 0 0
SMITH INTERNATIONAL INCCOM 832110100 7,675 94,100 SH SOLE 94,100 0 0
SMITHFIELD FOODS INC COM 832248108 2,662 101,400 SH SOLE 101,400 0 0
SMUCKER J M COM 832696306 1,182 48,600 SH SOLE 48,600 0 0
SMURFIT-STONE CONTAINERCOM 832727101 1,544 128,700 SH SOLE 128,700 0 0
SNAP-ON TOOLS CORP. COM 833034101 2,408 102,187 SH SOLE 102,187 0 0
SOLA INTERNATIONAL INC COM 834092108 195 30,300 SH SOLE 30,300 0 0
SOLECTRON CORP COM 834182107 51,463 1,115,734 SH SOLE 1,115,734 0 0
SOLUTIA INC. WI COM 834376105 2,264 198,991 SH SOLE 198,991 0 0
SONIC CORP COM 835451105 989 31,400 SH SOLE 31,400 0 0
SONOCO PRODUCTS CO COM 835495102 4,783 264,820 SH SOLE 264,820 0 0
SOTHEBY'S HOLDINGS CL-ACOM 835898107 1,463 58,800 SH SOLE 58,800 0 0
SOUTH FINANCIAL GROUP, COM 837841105 956 75,700 SH SOLE 75,700 0 0
SOUTHDOWN INC COM 841297104 5,365 75,300 SH SOLE 75,300 0 0
SOUTHERN AFRICA FUND INCTRY 2824082 11,317 862,214 SH SOLE 862,214 0 0
SOUTHERN CO COM 842587107 47,089 1,451,672 SH SOLE 1,451,672 0 0
SOUTHERN ENERGY COM 842816100 784 25,000 SH SOLE 25,000 0 0
SOUTHERN UNION COMPANY COM 844030106 1,755 88,576 SH SOLE 88,576 0 0
SOUTHTRUST CORP COM 844730101 22,163 705,000 SH SOLE 705,000 0 0
SOUTHWEST AIRLINES COM 844741108 17,551 723,737 SH SOLE 723,737 0 0
SOUTHWEST BANCORP OF TECOM 84476R109 981 30,000 SH SOLE 30,000 0 0
SOUTHWEST GAS CORP COM 844895102 1,162 55,500 SH SOLE 55,500 0 0
SOUTHWEST SECURITIES GRCOM 845224104 813 27,800 SH SOLE 27,800 0 0
SOUTHWESTERN ENERGY COMCOM 845467109 380 43,400 SH SOLE 43,400 0 0
SOVEREIGN BANCORP INC COM 845905108 4,019 434,500 SH SOLE 434,500 0 0
SPECIALTY EQUIPMENT COMCOM 847497203 857 34,700 SH SOLE 34,700 0 0
SPEEDFAM-IPEC INC. COM 847705100 603 52,700 SH SOLE 52,700 0 0
SPHERION CORPORATION COM 848420105 1,355 113,520 SH SOLE 113,520 0 0
SPIEKER PROPERTIES REIT 848497103 54,526 947,248 SH SOLE 947,248 0 0
SPRINGS INDUSTRIES -CL COM 851783100 545 19,339 SH SOLE 19,339 0 0
SPRINT CORP. COM 852061100 41,187 1,405,098 SH SOLE 1,405,098 0 0
SPRINT PCS GROUP COM 852061506 60,214 1,717,340 SH SOLE 1,717,340 0 0
SPS TECHNOLOGIES INC COM 784626103 1,174 24,200 SH SOLE 24,200 0 0
SPX CORP. COM 784635104 8,374 59,000 SH SOLE 59,000 0 0
ST JUDE MED. INC. COM 790849103 3,449 67,635 SH SOLE 67,635 0 0
ST MARY LAND & EXPLORATCOM 792228108 939 40,700 SH SOLE 40,700 0 0
ST. PAUL COMPANIES COM 792860108 24,525 497,347 SH SOLE 497,347 0 0
STANDARD MICROSYSTEMS CCOM 853626109 436 20,000 SH SOLE 20,000 0 0
STANDARD MOTOR PRODS COM 853666105 102 12,700 SH SOLE 12,700 0 0
STANDARD REGISTER CO COM 853887107 64 4,000 SH SOLE 4,000 0 0
STANDARD-PACIFIC CORP COM 85375C101 952 52,900 SH SOLE 52,900 0 0
STANLEY WORKS COM 854616109 1,595 69,152 SH SOLE 69,152 0 0
STAPLES INC COM 855030102 11,413 804,433 SH SOLE 804,433 0 0
STARBUCKS CORP. COM 855244109 11,903 297,100 SH SOLE 297,100 0 0
STARTEK INC COM 85569C107 719 24,800 SH SOLE 24,800 0 0
STATE STREET CORP COM 857477103 30,454 234,262 SH SOLE 234,262 0 0
STATEN ISLAND BANCORP COM 857550107 1,330 66,500 SH SOLE 66,500 0 0
STEEL DYNAMICS INC COM 858119100 778 84,700 SH SOLE 84,700 0 0
STEIN MART INC. COM 858375108 848 78,400 SH SOLE 78,400 0 0
STEPAN CO COM 858586100 654 32,600 SH SOLE 32,600 0 0
STERIS CORP COM 859152100 2,521 210,100 SH SOLE 210,100 0 0
STEWART & STEVENSON SERCOM 860342104 71 4,100 SH SOLE 4,100 0 0
STEWART ENTERPRISES INCCOM 860370105 738 381,000 SH SOLE 381,000 0 0
STILLWATER MINING COMPACOM 86074Q102 1,858 68,650 SH SOLE 68,650 0 0
STILLWELL FINANCIAL INCCOM 860831106 18,160 417,468 SH SOLE 417,468 0 0
STONE ENERGY CORP COM 861642106 1,810 32,900 SH SOLE 32,900 0 0
STORAGE TECHNOLOGY CORPCOM 862111200 3,646 268,800 SH SOLE 268,800 0 0
STRIDE RITE CORP COM 863314100 386 76,195 SH SOLE 76,195 0 0
STRUCTURAL DYNAMICS RESCOM 863555108 87 5,300 SH SOLE 5,300 0 0
STRYKER CORP. COM 863667101 15,638 364,200 SH SOLE 364,200 0 0
SUIZA FOOD CORP. COM 865077101 471 9,300 SH SOLE 9,300 0 0
SUMMIT BANCORP COM 866005101 5,910 171,299 SH SOLE 171,299 0 0
SUN MICROSYSTEMS INC. COM 866810104 354,044 3,032,501 SH SOLE 3,032,501 0 0
SUNGARD DATA SYSTEMS COM 867363103 12,523 292,500 SH SOLE 292,500 0 0
SUNOCO, INC. COM 86764P109 8,079 299,916 SH SOLE 299,916 0 0
SUNTRUST BANKS INC. COM 867914103 32,637 655,187 SH SOLE 655,187 0 0
SUPER VALU STORES INC. COM 868536103 4,716 313,118 SH SOLE 313,118 0 0
SUPERIOR INDUSTRIES INTCOM 868168105 1,467 48,900 SH SOLE 48,900 0 0
SUSQUEHANNA BANCSHARES COM 869099101 1,063 69,700 SH SOLE 69,700 0 0
SWIFT ENERGY COMPANY COM 870738101 1,413 34,000 SH SOLE 34,000 0 0
SWIFT TRANSPORTATION COCOM 870756103 121 9,300 SH SOLE 9,300 0 0
SYBASE INC. COM 871130100 3,988 173,400 SH SOLE 173,400 0 0
SYBRON INTL CORP COM 87114F106 4,704 196,000 SH SOLE 196,000 0 0
SYKES ENTERPRISES COM 871237103 415 77,300 SH SOLE 77,300 0 0
SYMANTEC CORP COM 871503108 4,998 113,600 SH SOLE 113,600 0 0
SYMBOL TECHNOLOGIES INCCOM 871508107 9,196 255,875 SH SOLE 255,875 0 0
SYMMETRICOM INC COM 871543104 688 44,000 SH SOLE 44,000 0 0
SYNAVANT INC. COM 87157A105 99 14,773 SH SOLE 14,773 0 0
SYNCOR INTL CORP-DEL COM 87157J106 1,542 41,900 SH SOLE 41,900 0 0
SYNOPSYS INC. COM 871607107 5,041 133,100 SH SOLE 133,100 0 0
SYNOVUS FINANCIAL CORP COM 87161C105 6,124 289,050 SH SOLE 289,050 0 0
SYSCO CORP. COM 871829107 27,721 598,563 SH SOLE 598,563 0 0
SYSTEMS & COMPUTER TECHCOM 871873105 1,001 57,000 SH SOLE 57,000 0 0
TAIPEI FUND CTRY 5061819 764,694 98,000 SH SOLE 98,000 0 0
TAIWAN OPPROTUNITIES FUCTRY 0875361 2,802 200,000 SH SOLE 200,000 0 0
TALK.COM INC. COM 874264104 580 131,700 SH SOLE 131,700 0 0
TARGET CORP COM 87612E106 42,751 1,668,347 SH SOLE 1,668,347 0 0
TAUBMAN CENTERS INC REIT 876664103 14,337 1,240,000 SH SOLE 1,240,000 0 0
TCF FINANCIAL CORP COM 872275102 7,036 187,000 SH SOLE 187,000 0 0
TECH DATA CORP COM 878237106 2,471 57,800 SH SOLE 57,800 0 0
TECHNE CORPORATION COM 878377100 4,245 37,900 SH SOLE 37,900 0 0
TECHNITROL INC. COM 878555101 2,969 29,400 SH SOLE 29,400 0 0
TECO ENERGY COM 872375100 8,729 303,600 SH SOLE 303,600 0 0
TECUMSEH PRODUCTS CO CLCOM 878895200 3,141 75,000 SH SOLE 75,000 0 0
TEKTRONIX, INC. COM 879131100 7,879 102,580 SH SOLE 102,580 0 0
TELCOM SEMICONDUCTOR INCOM 87921P107 470 31,600 SH SOLE 31,600 0 0
TELECOM ARGENTINA SA-SPICOM 879273209 2,379 110,000 SH SOLE 110,000 0 0
TELEDYNE TECHNOLOGIES ICOM 879360105 1,584 54,399 SH SOLE 54,399 0 0
TELEFLEX INC COM 879369106 4,022 117,000 SH SOLE 117,000 0 0
TELEPHONE & DATA COM 879433100 13,771 124,400 SH SOLE 124,400 0 0
TELLABS INC. COM 879664100 42,598 892,110 SH SOLE 892,110 0 0
TELXON CORP. COM 879700102 544 31,100 SH SOLE 31,100 0 0
TEMPLE-INLAND INC. COM 879868107 3,218 84,968 SH SOLE 84,968 0 0
TENET HEALTHCARE CORP COM 88033G100 19,111 525,383 SH SOLE 525,383 0 0
TENNECO AUTOMOTIVE INC COM 880349105 305 58,854 SH SOLE 58,854 0 0
TERADYNE INC COM 880770102 17,336 495,303 SH SOLE 495,303 0 0
TETRA TECH INC. COM 88162G103 1,992 69,725 SH SOLE 69,725 0 0
TETRA TECHNOLOGIES INC.COM 88162F105 372 24,500 SH SOLE 24,500 0 0
TEXACO INC. COM 881694103 53,416 1,017,455 SH SOLE 1,017,455 0 0
TEXAS INDUSTRIES INC COM 882491103 1,199 37,600 SH SOLE 37,600 0 0
TEXAS INSTRS INC COM 882508104 149,546 3,169,185 SH SOLE 3,169,185 0 0
TEXTRON INC. COM 883203101 13,108 284,186 SH SOLE 284,186 0 0
THE FORMOSA GROWTH FUNDCTRY 0347246 5,685 300,000 SH SOLE 300,000 0 0
THE MEN'S WEARHOUSE INCCOM 587118100 2,112 74,600 SH SOLE 74,600 0 0
THE MONY GROUP INC. COM 615337102 3,585 89,900 SH SOLE 89,900 0 0
THERAGENICS CORPORATIONCOM 883375107 330 50,800 SH SOLE 50,800 0 0
THERMO ELECTRON CORP. COM 883556102 9,468 364,142 SH SOLE 364,142 0 0
THOMAS & BETTS CORP. COM 884315102 1,335 76,558 SH SOLE 76,558 0 0
THOMAS INDUSTRIES INC COM 884425109 563 27,800 SH SOLE 27,800 0 0
THOR INDUSTRIES INC COM 885160101 503 21,750 SH SOLE 21,750 0 0
THQ INC COM 872443403 814 35,000 SH SOLE 35,000 0 0
THREE-FIVE SYSTEMS INC COM 88554L108 1,114 38,100 SH SOLE 38,100 0 0
TIDEWATER INC COM 886423102 5,383 118,300 SH SOLE 118,300 0 0
TIFFANY & CO COM 886547108 5,422 140,600 SH SOLE 140,600 0 0
TIMBERLAND CO CL-A COM 887100105 3,014 73,500 SH SOLE 73,500 0 0
TIME WARNER INC. COM 887315109 191,007 2,440,985 SH SOLE 2,440,985 0 0
TIMKEN CO. COM 887389104 1,883 137,599 SH SOLE 137,599 0 0
TITAN CORP COM 888266103 1,652 100,100 SH SOLE 100,100 0 0
TITAN INT'L INC. COM 88830M102 4,025 700,000 SH SOLE 700,000 0 0
TJX COS. INC. COM 872540109 11,245 499,797 SH SOLE 499,797 0 0
TOLL BROTHERS INC COM 889478103 2,258 65,700 SH SOLE 65,700 0 0
TORCHMARK CORP COM 891027104 8,769 315,300 SH SOLE 315,300 0 0
TORO CO COM 891092108 725 23,000 SH SOLE 23,000 0 0
TOSCO CORP COM 891490302 6,552 210,100 SH SOLE 210,100 0 0
TOWER AUTOMOTIVE INC COM 891707101 794 84,700 SH SOLE 84,700 0 0
TOYS R US INC. COM 892335100 4,689 288,572 SH SOLE 288,572 0 0
TRANSACTION SYSTEMS ARCCOM 893416107 1,217 74,900 SH SOLE 74,900 0 0
TRANSOCEAN SEDCO FOREX COM G90078109 19,000 324,093 SH SOLE 324,093 0 0
TRANSWITCH CORP COM 894065101 9,703 152,200 SH SOLE 152,200 0 0
TREDEGAR CORPORATION COM 894650100 1,156 66,800 SH SOLE 66,800 0 0
TRENWICK GROUP LTD COM G9032C109 1,077 56,700 SH SOLE 56,700 0 0
TRIARC COM COM 895927101 983 39,900 SH SOLE 39,900 0 0
TRIBUNE CO COM 896047107 30,859 707,374 SH SOLE 707,374 0 0
TRICON GLOBAL RESTAURANCOM 895953107 5,791 189,107 SH SOLE 189,107 0 0
TRIGON HEALTHCARE CORP.COM 89618L100 2,922 55,600 SH SOLE 55,600 0 0
TRIMBLE NAVIGATION LTD COM 896239100 935 41,800 SH SOLE 41,800 0 0
TRINITY INDUSTRIES COM 896522109 140 6,000 SH SOLE 6,000 0 0
TRIQUENT SEMICONDUCTOR COM 89674K103 5,302 145,500 SH SOLE 145,500 0 0
TRU NORTH COMMUNICATIONCOM 897844106 3,167 88,600 SH SOLE 88,600 0 0
TRUSTCO BANK CORP. NY COM 898349105 1,171 95,100 SH SOLE 95,100 0 0
TRW INC. COM 872649108 8,646 212,820 SH SOLE 212,820 0 0
TUCKER ANTHONY SUTRO COM 898647102 972 38,300 SH SOLE 38,300 0 0
TUPPERWARE CORPORATION COM 899896104 386 21,450 SH SOLE 21,450 0 0
TURKEY INVESTMENT FUND CTRY 2907411 5,405 485,800 SH SOLE 485,800 0 0
TXU CORPORATION COM 873168108 22,225 560,889 SH SOLE 560,889 0 0
TYCO INT'L. LTD NEW COM 902124106 168,758 3,253,162 SH SOLE 3,253,162 0 0
TYSON FOODS INC. CL-A COM 902494103 5,336 533,600 SH SOLE 533,600 0 0
U.S. BANCORP COM 902973106 36,367 1,598,560 SH SOLE 1,598,560 0 0
UCAR INTERNATIONAL INC COM 90262K109 1,068 84,200 SH SOLE 84,200 0 0
UGI CORP COM 902681105 1,159 47,800 SH SOLE 47,800 0 0
UIL HOLDINGS CORPORATIOCOM 902748102 1,337 26,000 SH SOLE 26,000 0 0
ULTRAMAR DIAMOND SHAMROCOM 904000106 9,209 362,900 SH SOLE 362,900 0 0
ULTRAPAR PARTICIPACOES ICOM 2496890 2,300 200,000 SH SOLE 200,000 0 0
ULTRATECH STEPPER INC COM 904034105 614 38,200 SH SOLE 38,200 0 0
UNICOM CORP COM 904911104 20,459 364,121 SH SOLE 364,121 0 0
UNIFI INC COM 904677101 88 8,600 SH SOLE 8,600 0 0
UNIFIRST CORP COM 904708104 2,724 272,400 SH SOLE 272,400 0 0
UNILEVER UN COM 904784709 48,445 1,004,049 SH SOLE 1,004,049 0 0
UNION CARBIDE CORP. COM 905581104 10,880 288,222 SH SOLE 288,222 0 0
UNION PACIFIC CORP. COM 907818108 17,530 450,938 SH SOLE 450,938 0 0
UNION PLANTERS CORP. COM 908068109 3,574 108,100 SH SOLE 108,100 0 0
UNISOURCE ENERGY CORP COM 909205106 942 57,500 SH SOLE 57,500 0 0
UNISYS CORP. COM 909214108 4,884 434,166 SH SOLE 434,166 0 0
UNITED BANKSHARES INC. COM 909907107 1,531 78,000 SH SOLE 78,000 0 0
UNITED NATURAL FOODS INCOM 911163103 239 19,300 SH SOLE 19,300 0 0
UNITED RENTALS INCORPORCOM 911363109 2,413 100,000 SH SOLE 100,000 0 0
UNITED STATIONERS INC COM 913004107 1,634 60,800 SH SOLE 60,800 0 0
UNITED TECHNOLOGIES COM 913017109 59,724 862,441 SH SOLE 862,441 0 0
UNITEDHEALTH GROUP INC COM 91324P102 30,806 311,961 SH SOLE 311,961 0 0
UNITRIN INC. COM 913275103 1,911 60,300 SH SOLE 60,300 0 0
UNIVERSAL CORP-VA COM 913456109 3,225 109,800 SH SOLE 109,800 0 0
UNIVERSAL FOODS COM 913538104 5,247 257,500 SH SOLE 257,500 0 0
UNIVERSAL FOREST PRODUCCOM 913543104 426 37,300 SH SOLE 37,300 0 0
UNIVERSAL HEALTH SERVICCOM 913903100 4,804 56,100 SH SOLE 56,100 0 0
UNIVISION COMMUNICATIONCOM 914906102 14,356 384,100 SH SOLE 384,100 0 0
UNOCAL COM 915289102 18,777 529,862 SH SOLE 529,862 0 0
UNUMPROVIDENT CORP. COM 91529Y106 19,297 708,140 SH SOLE 708,140 0 0
URS CORPORATION COM 903236107 379 28,600 SH SOLE 28,600 0 0
US FREIGHTWAYS CORP COM 916906100 1,105 48,700 SH SOLE 48,700 0 0
US INTERNETWORKING INC COM 917311805 1,244 186,422 SH SOLE 186,422 0 0
US ONCOLOGY INC. COM 90338W103 733 161,700 SH SOLE 161,700 0 0
USA EDUCATION INC COM 90390U102 7,069 146,700 SH SOLE 146,700 0 0
USAIR GROUP INC. COM 911905107 4,107 134,918 SH SOLE 134,918 0 0
USG CORPORATION COM 903293405 2,875 114,700 SH SOLE 114,700 0 0
UST INC. COM 902911106 7,074 309,266 SH SOLE 309,266 0 0
USX-MARATHON OIL COM 902905827 19,519 687,896 SH SOLE 687,896 0 0
USX-U.S. STEEL COM 90337T101 5,637 371,191 SH SOLE 371,191 0 0
UTILICORP UNITED INC COM 918005109 2,434 94,050 SH SOLE 94,050 0 0
V F CORP COM 918204108 5,110 206,972 SH SOLE 206,972 0 0
VALASSIS COMMUNICATIONSCOM 918866104 2,252 101,200 SH SOLE 101,200 0 0
VALENCE TECHNOLOGY INC COM 918914102 1,151 66,700 SH SOLE 66,700 0 0
VALERO ENERGY CORP. COM 91913Y100 6,833 194,200 SH SOLE 194,200 0 0
VALMONT INDUSTRIES COM 920253101 845 42,500 SH SOLE 42,500 0 0
VALSPAR CORP COM 920355104 1,828 79,500 SH SOLE 79,500 0 0
VALUECLICK, INC COM 92046N102 145 22,500 SH SOLE 22,500 0 0
VARCO INTERNATIONAL INCCOM 922122106 3,602 173,058 SH SOLE 173,058 0 0
VARIAN MEDICAL SYSTEMS COM 92220P105 2,558 56,600 SH SOLE 56,600 0 0
VECTREN CORPORATION COM 92240G101 3,741 184,166 SH SOLE 184,166 0 0
VELOCITY HSI INC REIT 92257K102 291 116,320 SH SOLE 116,320 0 0
VERITAS DGC INC. COM 92343P107 1,328 45,900 SH SOLE 45,900 0 0
VERITAS SOFTWARE CORPORCOM 923436109 113,586 799,900 SH SOLE 799,900 0 0
VERITY INC. COM 92343C106 1,991 55,800 SH SOLE 55,800 0 0
VERIZON COMMUNICATIONS COM 92343V104 251,653 5,195,422 SH SOLE 5,195,422 0 0
VERTEX PHARMAREUTICALS COM 92532F100 8,036 95,100 SH SOLE 95,100 0 0
VIA NET.WORKS INC COM 2542469 782 81,198 SH SOLE 81,198 0 0
VIACOM INC-CLASS B COM 925524308 165,724 2,832,897 SH SOLE 2,832,897 0 0
VIAD CORP COM 92552R109 4,585 172,600 SH SOLE 172,600 0 0
VIASAT INC. COM 92552V100 859 38,400 SH SOLE 38,400 0 0
VICOR CORP COM 925815102 4,047 74,600 SH SOLE 74,600 0 0
VINTAGE PETROLEUM INC. COM 927460105 2,575 113,200 SH SOLE 113,200 0 0
VIRAGE LOGIC CORPORATIOCOM 92763R104 49 3,000 SH SOLE 3,000 0 0
VISHAY INTERTECHNOLOGY COM 928298108 8,837 287,384 SH SOLE 287,384 0 0
VISIBLE GENETICS INC. COM 92829S104 606 15,000 SH SOLE 15,000 0 0
VISTEON CORP COM 92839U107 5,383 355,928 SH SOLE 355,928 0 0
VISUAL NETWORKS INC COM 928444108 288 43,900 SH SOLE 43,900 0 0
VISX INC COM 92844S105 3,041 112,900 SH SOLE 112,900 0 0
VITAL SIGNS INC COM 928469105 631 23,800 SH SOLE 23,800 0 0
VITESSE SEMICONDUCTOR CCOM 928497106 29,785 334,900 SH SOLE 334,900 0 0
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VORNADO REALTY TRUST REIT 929042109 15,058 405,599 SH SOLE 405,599 0 0
VULCAN MATERIALS CO COM 929160109 5,466 136,000 SH SOLE 136,000 0 0
WABASH NATIONAL CORP COM 929566107 364 39,900 SH SOLE 39,900 0 0
WACHOVIA CORP. COM 929771103 16,222 286,163 SH SOLE 286,163 0 0
WADDELL & REED FINANCIACOM 930059100 4,746 153,100 SH SOLE 153,100 0 0
WAL MART STORES INC COM 931142103 403,136 8,376,860 SH SOLE 8,376,860 0 0
WALGREEN CO. COM 931422109 67,326 1,774,643 SH SOLE 1,774,643 0 0
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WARNACO GROUP COM 934390105 382 95,600 SH SOLE 95,600 0 0
WASHINGTON FEDERAL INC.COM 938824109 2,095 92,100 SH SOLE 92,100 0 0
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WASHINGTON GROUP INTL ICOM 938862109 1,069 93,500 SH SOLE 93,500 0 0
WASHINGTON MUTUAL INC. COM 939322103 41,935 1,053,321 SH SOLE 1,053,321 0 0
WASHINGTON POST CL. B COM 939640108 9,728 18,429 SH SOLE 18,429 0 0
WASTE MANAGEMENT INC. COM 94106L109 21,430 1,228,948 SH SOLE 1,228,948 0 0
WATERS CORPORATION COM 941848103 21,218 238,400 SH SOLE 238,400 0 0
WATSCO INC. COM 942622200 496 48,200 SH SOLE 48,200 0 0
WATSON PHARMACEUTICALS COM 942683103 15,375 237,000 SH SOLE 237,000 0 0
WATTS INDUSTRIES INC. CCOM 942749102 466 46,600 SH SOLE 46,600 0 0
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WD-40 CO COM 929236107 576 27,100 SH SOLE 27,100 0 0
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WEBSTER FINANCIAL CORPOCOM 947890109 210 7,800 SH SOLE 7,800 0 0
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WELLMAN INC COM 949702104 69 4,800 SH SOLE 4,800 0 0
WELLPOINT HEALTH NETWORCOM 94973H108 16,358 170,400 SH SOLE 170,400 0 0
WELLS FARGO COMPANY COM 949746101 151,841 3,305,372 SH SOLE 3,305,372 0 0
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WESLEY JESSEN VISIONCARCOM 951018100 1,218 31,700 SH SOLE 31,700 0 0
WESTAMERICA BANCORPORATCOM 957090103 2,250 67,300 SH SOLE 67,300 0 0
WESTERN RESOURCES INC. COM 959425109 2,387 110,400 SH SOLE 110,400 0 0
WESTPOINT STEVENS COM 961238102 1,136 92,700 SH SOLE 92,700 0 0
WESTVACO CORP COM 961548104 3,756 140,752 SH SOLE 140,752 0 0
WESTWOOD ONE COM 961815107 4,476 208,800 SH SOLE 208,800 0 0
WEYERHAEUSER CO. COM 962166104 17,146 424,663 SH SOLE 424,663 0 0
WHIRLPOOL CORP COM 963320106 6,227 160,191 SH SOLE 160,191 0 0
WHITMAN CORP. COM 96647R107 2,903 251,079 SH SOLE 251,079 0 0
WHITNEY HOLDING CORP COM 966612103 1,442 39,700 SH SOLE 39,700 0 0
WHOLE FOODS MARKET INC COM 966837106 2,556 47,600 SH SOLE 47,600 0 0
WILLAMETTE INDUSTRIES COM 969133107 8,838 315,646 SH SOLE 315,646 0 0
WILLIAMS COMMUNICATIONSCOM 969455104 834 41,700 SH SOLE 41,700 0 0
WILLIAMS COS. INC. COM 969457100 34,235 810,300 SH SOLE 810,300 0 0
WILLIAMS-SONOMA INC COM 969904101 3,604 103,700 SH SOLE 103,700 0 0
WILMINGTON TRUST CO, DECOM 971807102 4,285 79,900 SH SOLE 79,900 0 0
WIND RIVER SYSTEMS COM 973149107 6,476 135,100 SH SOLE 135,100 0 0
WINN-DIXIE STORES INC. COM 974280109 1,625 113,070 SH SOLE 113,070 0 0
WINNEBAGO INDUSTRIES COM 974637100 491 39,300 SH SOLE 39,300 0 0
WISCONSIN CENTRAL TRANSCOM 976592105 79 7,500 SH SOLE 7,500 0 0
WISCONSIN ENERGY CORP. COM 976657106 7,136 357,900 SH SOLE 357,900 0 0
WMC LIMITED-SPONSORED ACOM 928947100 9,419 573,000 SH SOLE 573,000 0 0
WOLVERINE TUBE CO. COM 978093102 303 20,400 SH SOLE 20,400 0 0
WOLVERINE WORLD WIDE COM 978097103 687 73,750 SH SOLE 73,750 0 0
WORLDCOM, INC COM 98157D106 170,247 5,604,835 SH SOLE 5,604,835 0 0
WORTHINGTON INDS COM 981811102 1,535 163,756 SH SOLE 163,756 0 0
WRIGLEY WM JR CO COM 982526105 9,897 132,180 SH SOLE 132,180 0 0
X-RITE INC COM 983857103 411 47,000 SH SOLE 47,000 0 0
XCEL ENERGY INC COM 98389B100 20,956 762,027 SH SOLE 762,027 0 0
XEROX CORP COM 984121103 18,906 1,255,170 SH SOLE 1,255,170 0 0
XILINX INC COM 983919101 48,029 560,927 SH SOLE 560,927 0 0
XIRCOM INC COM 983922105 1,427 56,500 SH SOLE 56,500 0 0
YAHOO INC COM 984332106 89,579 984,382 SH SOLE 984,382 0 0
YELLOW CORP COM 985509108 669 44,200 SH SOLE 44,200 0 0
YORK INTERNATIONAL CORPCOM 986670107 1,386 55,700 SH SOLE 55,700 0 0
YOUNG & RUBICAM INC. COM 987425105 1,346 27,200 SH SOLE 27,200 0 0
ZALE CORP. COM 988858106 2,070 63,800 SH SOLE 63,800 0 0
ZEBRA TECHNOLOGIES CORPCOM 989207105 2,667 55,500 SH SOLE 55,500 0 0
ZENITH NATIONAL INSURANCOM 989390109 704 32,200 SH SOLE 32,200 0 0
ZIONS BANCORPORATION COM 989701107 8,080 158,000 SH SOLE 158,000 0 0
ZIXIT CORP COM 98974P100 903 29,600 SH SOLE 29,600 0 0
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