UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 03/31/2000
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 04/25/2000
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT
[ ] 13F NOTICE
[ X] 13F COMBINATION REPORT
List of other managers reporting for this Manager:
None
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1562
Form 13F Information Table Value Total: $587,359,798
List of Other Included Managers:
No. 13F File Number Name
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FORM 13F INFORMATION TABLE
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
1ST PHILLIPINE FUND CTRY 2341406 2,204 452,200 SH SOLE 452,200 0 0
3COM CORP. COM 885535104 38,882 699,008 SH SOLE 699,008 0 0
99 CENTS ONLY STORES COM 65440K106 2,227 56,733 SH SOLE 56,733 0 0
AAR CORPORATION COM 000361105 900 53,950 SH SOLE 53,950 0 0
ABBOTT LABORATORIES COM 002824100 94,894 2,696,806 SH SOLE 2,696,806 0 0
ABERCROMBIE & FITCH CO COM 002896207 3,832 239,500 SH SOLE 239,500 0 0
ABM INDUSTRIES INC. COM 000957100 1,053 44,800 SH SOLE 44,800 0 0
AC NIELSON CORP COM 004833109 2,752 122,301 SH SOLE 122,301 0 0
ACTEL CORPORATION COM 004934105 1,563 43,800 SH SOLE 43,800 0 0
ACTION PERFORMANCE CO COM 004933107 462 34,700 SH SOLE 34,700 0 0
ACUSON CORP COM 005113105 92 6,200 SH SOLE 6,200 0 0
ACX TECHNOLOGIES COM 005123104 2,060 499,400 SH SOLE 499,400 0 0
ACXIOM CORP. COM 005125109 5,689 171,100 SH SOLE 171,100 0 0
ADAC LABORATORIES COM 005313200 598 43,500 SH SOLE 43,500 0 0
ADAPTEC INC COM 00651F108 7,231 187,200 SH SOLE 187,200 0 0
ADAPTIVE BROADBAND CORPCOM 00650M104 3,831 71,600 SH SOLE 71,600 0 0
ADC COMMUNICATIONS INC COM 000886101 28,119 521,933 SH SOLE 521,933 0 0
ADOBE SYSTEMS INC. COM 00724F101 22,611 203,131 SH SOLE 203,131 0 0
ADTRAN INC. COM 00738A106 4,595 77,299 SH SOLE 77,299 0 0
ADVANCE PARADIGM COM 007491103 494 41,600 SH SOLE 41,600 0 0
ADVANCED MICRO DEVICES COM 007903107 21,766 381,437 SH SOLE 381,437 0 0
ADVANCED TISSUE SCIENCECOM 00755F103 752 111,400 SH SOLE 111,400 0 0
ADVO INC. COM 007585102 978 39,100 SH SOLE 39,100 0 0
AES CORP COM 00130H105 21,436 272,200 SH SOLE 272,200 0 0
AETNA INC. COM 008117103 15,469 277,776 SH SOLE 277,776 0 0
AFFILIATED COMPUTER SERCOM 008190100 4,009 105,500 SH SOLE 105,500 0 0
AFLAC INC COM 001055102 21,806 478,600 SH SOLE 478,600 0 0
AGCO CORP. COM 001084102 5,087 447,199 SH SOLE 447,199 0 0
AGL RESOURCES INC COM 001204106 243 13,200 SH SOLE 13,200 0 0
AGNICO-EAGLE MINES LTD.COM 008474108 2,030 365,000 SH SOLE 365,000 0 0
AGRIBRANDS INT'L COM 00849R105 43 1,100 SH SOLE 1,100 0 0
AIR PROD. & CHEM. COM 009158106 16,692 586,981 SH SOLE 586,981 0 0
AIRBORNE FREIGHT CORP COM 009266107 3,206 133,600 SH SOLE 133,600 0 0
AIRGAS INC COM 009363102 134 16,100 SH SOLE 16,100 0 0
AK STEEL HOLDING CORP COM 001547108 268 25,800 SH SOLE 25,800 0 0
ALASKA AIRGROUP INC COM 011659109 3,406 113,300 SH SOLE 113,300 0 0
ALBANY INTL CL-A COM 012348108 4,240 286,213 SH SOLE 286,213 0 0
ALBEMARLE CORP COM 012653101 224 10,800 SH SOLE 10,800 0 0
ALBERTO CULVER CL-A COM 013068200 9,139 417,800 SH SOLE 417,800 0 0
ALBERTO CULVER CL-B COM 013068101 1,634 68,612 SH SOLE 68,612 0 0
ALBERTSON'S, INC. COM 013104104 24,851 801,632 SH SOLE 801,632 0 0
ALCOA INC. COM 013817101 41,521 591,050 SH SOLE 591,050 0 0
ALEXANDER & BALDWIN INCCOM 014482103 206 10,000 SH SOLE 10,000 0 0
ALLEGHENY ENERGY INC. COM 017361106 12,111 439,400 SH SOLE 439,400 0 0
ALLEGHENY TECHNOLOGIES COM 01741R102 2,055 102,450 SH SOLE 102,450 0 0
ALLEN TELECOM INC. COM 018091108 918 57,600 SH SOLE 57,600 0 0
ALLERGAN PHARMACEUTICALCOM 018490102 8,629 172,574 SH SOLE 172,574 0 0
ALLIANCE PHARMACEUTICALCOM 018773101 1,398 93,600 SH SOLE 93,600 0 0
ALLIANT ENERGY CORPORATCOM 018802108 6,281 206,354 SH SOLE 206,354 0 0
ALLIANT TECHSYSTEMS INCCOM 018804104 1,384 23,500 SH SOLE 23,500 0 0
ALLIED WASTE INDUSTRIESCOM 019589308 1,398 213,099 SH SOLE 213,099 0 0
ALLMERICA FINANCIAL CORCOM 019754100 8,623 169,084 SH SOLE 169,084 0 0
ALLSTATE CORP COM 020002101 39,450 1,656,705 SH SOLE 1,656,705 0 0
ALLTEL CORP COM 020039103 32,825 520,510 SH SOLE 520,510 0 0
ALPHA INDUSTRIES INC COM 020753109 3,990 42,000 SH SOLE 42,000 0 0
ALPHARMA, INC.-CL A COM 020813101 2,150 58,500 SH SOLE 58,500 0 0
ALTERA CORP COM 021441100 39,734 445,199 SH SOLE 445,199 0 0
ALZA CORP. COM 022615108 3,294 87,700 SH SOLE 87,700 0 0
AMB PROPERTY CORP. REIT 00163T109 7,203 335,000 SH SOLE 335,000 0 0
AMBAC FINANCIAL GROUP ICOM 023139108 6,498 129,000 SH SOLE 129,000 0 0
AMCAST INDL. CORP. COM 023395106 158 17,200 SH SOLE 17,200 0 0
AMCOL INTERNATIONAL CORCOM 02341W103 1,021 66,400 SH SOLE 66,400 0 0
AMDOCS ORD USD0.01 COM 2256908 3,656 49,400 SH SOLE 49,400 0 0
AMERADA HESS CORP. COM 023551104 15,826 244,890 SH SOLE 244,890 0 0
AMEREN CORP. COM 023608102 6,742 217,927 SH SOLE 217,927 0 0
AMERICA ONLINE INC COM 02364J104 295,037 4,387,174 SH SOLE 4,387,174 0 0
AMERICAN EAGLE OUTFITTECOM 02553E106 3,460 91,200 SH SOLE 91,200 0 0
AMERICAN ELECTRIC POWERCOM 025537101 7,354 246,687 SH SOLE 246,687 0 0
AMERICAN EXPRESS CO. COM 025816109 117,006 785,604 SH SOLE 785,604 0 0
AMERICAN FINANCIAL GROUCOM 025932104 389 13,600 SH SOLE 13,600 0 0
AMERICAN FREIGHTWAYS COCOM 02629V108 996 66,700 SH SOLE 66,700 0 0
AMERICAN GENERAL COM 026351106 27,907 497,226 SH SOLE 497,226 0 0
AMERICAN GREETING CL A COM 026375105 1,010 55,359 SH SOLE 55,359 0 0
AMERICAN HOME PRODUCTS COM 026609107 138,479 2,582,361 SH SOLE 2,582,361 0 0
AMERICAN INTL GROUP COM 026874107 324,198 2,960,707 SH SOLE 2,960,707 0 0
AMERICAN ITALIAN PASTA COM 027070101 751 30,500 SH SOLE 30,500 0 0
AMERICAN MANAGEMENT SYSCOM 027352103 3,553 81,100 SH SOLE 81,100 0 0
AMERICAN POWER CONVERSICOM 029066107 16,151 376,699 SH SOLE 376,699 0 0
AMERICAN STANDARD COMPACOM 029712106 5,117 138,300 SH SOLE 138,300 0 0
AMERICAN STATES WATER CCOM 029899101 622 20,900 SH SOLE 20,900 0 0
AMERICAN WATER WORKS COM 030411102 9,985 420,400 SH SOLE 420,400 0 0
AMERICAN XTAL TECHNOLOGCOM 030514103 1,208 37,300 SH SOLE 37,300 0 0
AMERICREDIT CORP. COM 03060R101 2,429 148,900 SH SOLE 148,900 0 0
AMES DEPARTMENT STORES COM 030789507 1,442 58,700 SH SOLE 58,700 0 0
AMETEK INC. COM 031100100 1,213 63,000 SH SOLE 63,000 0 0
AMGEN INC COM 031162100 117,860 1,920,330 SH SOLE 1,920,330 0 0
AMR CORP. COM 001765106 11,546 362,213 SH SOLE 362,213 0 0
AMSOUTH BANCORPORATION COM 032165102 7,630 510,800 SH SOLE 510,800 0 0
ANADARKO PETROLEUM CORPCOM 032511107 5,590 144,492 SH SOLE 144,492 0 0
ANALOG DEVICES COM 032654105 48,555 602,700 SH SOLE 602,700 0 0
ANALOGIC CORP. COM 032657207 959 26,000 SH SOLE 26,000 0 0
ANALYSTS INTERNATIONAL COM 032681108 458 46,400 SH SOLE 46,400 0 0
ANCHOR GAMING COM 033037102 948 25,000 SH SOLE 25,000 0 0
ANDREW CORP. COM 034425108 1,584 69,227 SH SOLE 69,227 0 0
ANHEUSER-BUSCH COM 035229103 58,659 942,315 SH SOLE 942,315 0 0
ANIXTER INTERNATIONAL ICOM 035290105 2,127 76,300 SH SOLE 76,300 0 0
ANNTAYLOR STORES CORP COM 036115103 1,417 61,600 SH SOLE 61,600 0 0
AON CORP COM 037389103 20,073 622,425 SH SOLE 622,425 0 0
APACHE CORP. COM 037411105 4,873 97,946 SH SOLE 97,946 0 0
APARTMENT INVT & MGMT REIT 03748R101 14,214 372,213 SH SOLE 372,213 0 0
APEX INC. COM 037548104 1,500 40,400 SH SOLE 40,400 0 0
APOGEE INTERPRISES INC.COM 037598109 289 72,900 SH SOLE 72,900 0 0
APOLLO GROUP INC COM 037604105 4,180 148,300 SH SOLE 148,300 0 0
APPLE COMPUTER INC. COM 037833100 41,940 308,807 SH SOLE 308,807 0 0
APPLEBEES INT'L. INC. COM 037899101 1,564 55,600 SH SOLE 55,600 0 0
APPLIED INDUSTRIAL TECHCOM 03820C105 320 20,000 SH SOLE 20,000 0 0
APPLIED MATERIALS INC. COM 038222105 141,763 1,504,112 SH SOLE 1,504,112 0 0
APPLIED POWER INC. CL-ACOM 038225108 2,272 79,735 SH SOLE 79,735 0 0
APRIA HEALTHCARE GP. INCOM 037933108 1,470 101,800 SH SOLE 101,800 0 0
APTAR GROUP INC. COM 038336103 1,967 73,700 SH SOLE 73,700 0 0
ARCHER DANIELS MIDLAND COM 039483102 6,706 646,368 SH SOLE 646,368 0 0
ARCHSTONE COMMUNITIES TREIT 039581103 12,959 650,000 SH SOLE 650,000 0 0
ARCTIC CAT INC. COM 039670104 604 58,900 SH SOLE 58,900 0 0
ARGENTINA FUND INC CTRY 2046938 11,392 980,000 SH SOLE 980,000 0 0
ARGENTINE INVS CO ICOM 0048141 178 23,781 SH SOLE 23,781 0 0
ARMSTRONG WORLD INDUSTRCOM 042476101 882 49,366 SH SOLE 49,366 0 0
ARNOLD INDUSTRIES INC COM 042595108 73 5,700 SH SOLE 5,700 0 0
ARROW ELECTRONICS COM 042735100 11,361 322,300 SH SOLE 322,300 0 0
ARTESYN TECHNOLOGIES COM 043127109 1,445 76,300 SH SOLE 76,300 0 0
ARVIN INDUSTRIES INC. COM 043339100 753 33,300 SH SOLE 33,300 0 0
ASHANTI GOLDFIELDS ADR COM 043743202 489 230,000 SH SOLE 230,000 0 0
ASHLAND INC COM 044204105 2,039 60,987 SH SOLE 60,987 0 0
ASIA PULP & PAPER CO LTCOM 04516V100 738 100,000 SH SOLE 100,000 0 0
ASIA TIGERS FUND C ICOM 2887212 671 64,700 SH SOLE 64,700 0 0
ASPECT COMMUNICATIONS CCOM 04523Q102 3,640 98,199 SH SOLE 98,199 0 0
ASPEN TECHNOLOGY INC COM 045327103 2,063 51,100 SH SOLE 51,100 0 0
ASSOCIATED BANC-CORP. COM 045487105 2,135 71,475 SH SOLE 71,475 0 0
ASSOCIATES FIRST CAPITACOM 046008108 30,308 1,413,781 SH SOLE 1,413,781 0 0
ASTEC INDUSTRIES INC COM 046224101 1,044 39,300 SH SOLE 39,300 0 0
ASTORIA FINANCIAL CORP.COM 046265104 358 12,600 SH SOLE 12,600 0 0
AT&T CORPORATION COM 001957109 338,333 6,014,804 SH SOLE 6,014,804 0 0
ATLANTIC COAST AIRLINESCOM 048396105 854 33,000 SH SOLE 33,000 0 0
ATLANTIC RICHFIELD COM 048825103 57,557 677,140 SH SOLE 677,140 0 0
ATMEL CORP COM 049513104 22,225 430,500 SH SOLE 430,500 0 0
ATMOS ENERGY CORP. COM 049560105 1,133 69,200 SH SOLE 69,200 0 0
ATWOOD OCEANICS COM 050095108 1,910 28,800 SH SOLE 28,800 0 0
AUDIOVOX CORP COM 050757103 1,885 43,200 SH SOLE 43,200 0 0
AUSPEX SYSTEMS INC. COM 052116100 616 56,000 SH SOLE 56,000 0 0
AUTODESK INC. COM 052769106 2,408 52,921 SH SOLE 52,921 0 0
AUTOMATIC DATA PROC. COM 053015103 69,133 1,432,803 SH SOLE 1,432,803 0 0
AUTOZONE INC COM 053332102 8,582 309,243 SH SOLE 309,243 0 0
AVALONBAY COMMUNITIES IREIT 053484101 35,736 975,735 SH SOLE 975,735 0 0
AVERY DENNISON COM 053611109 9,392 153,812 SH SOLE 153,812 0 0
AVIATION SALES COMPANY COM 053672101 168 26,600 SH SOLE 26,600 0 0
AVID TECHNOLOGY INC. COM 05367P100 842 47,100 SH SOLE 47,100 0 0
AVNET INC. COM 053807103 8,833 140,200 SH SOLE 140,200 0 0
AVON PRODUCTS COM 054303102 16,316 561,406 SH SOLE 561,406 0 0
AZTAR CORP. COM 054802103 996 104,800 SH SOLE 104,800 0 0
BAKER HUGHES CORP COM 057224107 25,947 857,749 SH SOLE 857,749 0 0
BALDOR ELECTRIC COM 057741100 1,370 75,833 SH SOLE 75,833 0 0
BALL CORPORATION COM 058498106 897 25,940 SH SOLE 25,940 0 0
BALTIC REPUBLIC FD ICOM 0092096 130 1,000 SH SOLE 1,000 0 0
BANCO SANTIAGO ADR ICOM 2136646 43 2,200 SH SOLE 2,200 0 0
BANDAG INC COM 059815100 117 5,100 SH SOLE 5,100 0 0
BANK OF AMERICA CORP. COM 060505104 176,343 3,362,917 SH SOLE 3,362,917 0 0
BANK OF NEW YORK CO, INCOM 064057102 62,653 1,507,436 SH SOLE 1,507,436 0 0
BANK ONE CORPORATION COM 06423A103 74,852 2,177,527 SH SOLE 2,177,527 0 0
BANKNORTH GROUP INC. COM 06646L100 1,325 49,400 SH SOLE 49,400 0 0
BANTA CORP COM 066821109 114 6,200 SH SOLE 6,200 0 0
BARD C. R. INC. COM 067383109 1,701 43,978 SH SOLE 43,978 0 0
BARNES & NOBLE INC. COM 067774109 2,965 128,900 SH SOLE 128,900 0 0
BARR LABORATORIES INC. COM 068306109 1,894 45,100 SH SOLE 45,100 0 0
BARRA INC COM 068313105 921 27,200 SH SOLE 27,200 0 0
BARRETT RESOURCES CORP.COM 068480201 1,974 66,200 SH SOLE 66,200 0 0
BASSETT FURNITURE INDS.COM 070203104 441 31,500 SH SOLE 31,500 0 0
BATTLE MOUNTAIN GOLD COCOM 071593107 2,451 1,265,000 SH SOLE 1,265,000 0 0
BAUSCH & LOMB INC COM 071707103 3,944 75,578 SH SOLE 75,578 0 0
BAXTER INTL COM 071813109 41,362 659,817 SH SOLE 659,817 0 0
BB&T CORPORATION COM 054937107 15,446 550,400 SH SOLE 550,400 0 0
BE AEROSPACE INC. COM 073302101 312 53,100 SH SOLE 53,100 0 0
BEAR STEARNS COMPANIES COM 073902108 8,276 181,400 SH SOLE 181,400 0 0
BECKMAN COULTER INC. COM 075811109 3,646 56,800 SH SOLE 56,800 0 0
BECTON DICKINSON & COMPCOM 075887109 8,684 330,048 SH SOLE 330,048 0 0
BED BATH & BEYOND INC COM 075896100 9,714 246,700 SH SOLE 246,700 0 0
BELDEN INC. COM 077459105 1,359 49,400 SH SOLE 49,400 0 0
BELL ATLANTIC COM 077853109 110,054 1,800,480 SH SOLE 1,800,480 0 0
BELLSOUTH COM 079860102 166,826 3,549,485 SH SOLE 3,549,485 0 0
BELO A H CORP COM 080555105 3,352 187,500 SH SOLE 187,500 0 0
BEMIS CO. COM 081437105 4,605 124,887 SH SOLE 124,887 0 0
BENCHMARK ELECTRONICS ICOM 08160H101 1,158 31,300 SH SOLE 31,300 0 0
BERGEN BRUNSWIG CORP CLCOM 083739102 2,283 338,200 SH SOLE 338,200 0 0
BERINGER WINE ESTATES HCOM 084102102 1,065 29,700 SH SOLE 29,700 0 0
BEST BUY COMPANY INC COM 086516101 34,280 398,600 SH SOLE 398,600 0 0
BESTFOODS INC. COM 08658U101 26,721 570,806 SH SOLE 570,806 0 0
BETHLEHEM STEEL CORP. COM 087509105 3,676 612,686 SH SOLE 612,686 0 0
BEVERLY ENTERPRISES COM 087851309 88 23,739 SH SOLE 23,739 0 0
BILLING CONCEPTS CORP. COM 090063108 515 73,300 SH SOLE 73,300 0 0
BINDLEY WESTERN INDS. COM 090324104 888 65,466 SH SOLE 65,466 0 0
BIO-TECHNOLOGY GENERAL COM 090578105 1,621 104,600 SH SOLE 104,600 0 0
BIOGEN INC. COM 090597105 16,176 231,500 SH SOLE 231,500 0 0
BIOMATRIX INC. COM 09060P102 1,211 47,500 SH SOLE 47,500 0 0
BIOMET INC. COM 090613100 8,528 234,447 SH SOLE 234,447 0 0
BIRMINGHAM STEEL CORP. COM 091250100 314 61,200 SH SOLE 61,200 0 0
BISYS GROUP INC. COM 055472104 3,651 54,900 SH SOLE 54,900 0 0
BJ SERVICES CO COM 055482103 14,974 202,700 SH SOLE 202,700 0 0
BJ'S WHOLESALE CLUB INCCOM 05548J106 5,554 143,800 SH SOLE 143,800 0 0
BLACK & DECKER COM 091797100 5,522 147,007 SH SOLE 147,007 0 0
BLACK BOX CORPORATION COM 091826107 2,672 38,599 SH SOLE 38,599 0 0
BLACK HILLS CORP COM 092113109 110 5,000 SH SOLE 5,000 0 0
BLYTH INDUSTRIES COM 09643P108 2,873 105,200 SH SOLE 105,200 0 0
BMC INDUSTRIES INC-MINNCOM 055607105 282 49,500 SH SOLE 49,500 0 0
BMC SOFTWARE COM 055921100 32,668 661,623 SH SOLE 661,623 0 0
BOB EVANS FARMS COM 096761101 3,150 252,033 SH SOLE 252,033 0 0
BOEING CO COM 097023105 67,379 1,776,055 SH SOLE 1,776,055 0 0
BOISE CASCADE CORP COM 097383103 1,707 49,107 SH SOLE 49,107 0 0
BORDERS GROUP INC COM 099709107 4,393 255,600 SH SOLE 255,600 0 0
BORG-WARNER AUTOMOTIVE COM 099724106 4,835 122,800 SH SOLE 122,800 0 0
BOSTON PROPERTIES INC REIT 101121101 24,973 785,000 SH SOLE 785,000 0 0
BOSTON SCIENTIFIC CORP.COM 101137107 15,795 741,136 SH SOLE 741,136 0 0
BOWATER INC. COM 102183100 9,714 182,000 SH SOLE 182,000 0 0
BOWNE & CO INC. COM 103043105 989 76,800 SH SOLE 76,800 0 0
BP AMOCO PLC ICOM 0798059 8,783 1,531,470 SH SOLE 1,531,470 0 0
BRADLEY REAL ESTATE INCREIT 104580105 5,119 300,000 SH SOLE 300,000 0 0
BRADY CORPORATION COM 104674106 1,481 47,500 SH SOLE 47,500 0 0
BRAZIL FUND CTRY 2121954 23,084 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 11,063 428,600 SH SOLE 428,600 0 0
BRIGGS & STRATTON COM 109043109 815 19,811 SH SOLE 19,811 0 0
BRIGHTPOINT INC. COM 109473108 1,301 106,200 SH SOLE 106,200 0 0
BRINKER INTERNATIONAL ICOM 109641100 448 15,100 SH SOLE 15,100 0 0
BRISTOL-MYERS SQUIBB COM 110122108 222,733 3,856,841 SH SOLE 3,856,841 0 0
BROADWING INC. COM 111620100 15,730 423,000 SH SOLE 423,000 0 0
BROKEN HILL ADR COM 112169602 2,175 100,000 SH SOLE 100,000 0 0
BROWN SHOE COMPANY INC COM 115736100 624 52,000 SH SOLE 52,000 0 0
BROWN-FORMAN -CL B COM 115637209 3,201 58,795 SH SOLE 58,795 0 0
BRUNSWICK CORP COM 117043109 3,766 198,868 SH SOLE 198,868 0 0
BRUSH WELLMAN INC COM 117421107 672 38,100 SH SOLE 38,100 0 0
BUCKEYE TECHNOLOGIES INCOM 118255108 1,258 71,400 SH SOLE 71,400 0 0
BUFFETS INC COM 119882108 89 9,800 SH SOLE 9,800 0 0
BURLINGTON INDS INC COM 121693105 53 12,100 SH SOLE 12,100 0 0
BURLINGTON NORTHERN SANCOM 12189T104 22,179 1,002,458 SH SOLE 1,002,458 0 0
BURLINGTON RESOURCES COM 122014103 13,940 376,770 SH SOLE 376,770 0 0
BURNHAM PACIFIC PROPERTREIT 12232C108 353 50,000 SH SOLE 50,000 0 0
BURR-BROWN CROP. COM 122574106 6,267 115,250 SH SOLE 115,250 0 0
BUTLER MANUFACTURING COCOM 123655102 349 14,300 SH SOLE 14,300 0 0
C&D TECHNOLOGIES INC. COM 124661109 1,528 25,900 SH SOLE 25,900 0 0
C-COR ELECTRONICS COM 125010108 3,126 63,800 SH SOLE 63,800 0 0
C-CUBE MIRCOSYSTEMS INCCOM 125015107 6,160 84,600 SH SOLE 84,600 0 0
C.H.ROBINSON WORLDWIDE COM 12541W100 3,002 80,600 SH SOLE 80,600 0 0
CABLE DESIGN TECHNOLOGICOM 126924109 1,901 56,000 SH SOLE 56,000 0 0
CABLETRON SYSTEMS INC. COM 126920107 4,586 156,444 SH SOLE 156,444 0 0
CABOT CORP COM 127055101 476 15,600 SH SOLE 15,600 0 0
CABOT OIL & GAS CORP. COM 127097103 1,010 55,900 SH SOLE 55,900 0 0
CADENCE DESIGN SYS INC COM 127387108 9,883 476,300 SH SOLE 476,300 0 0
CAL DIVE INTERNATIONAL COM 127914109 1,720 33,900 SH SOLE 33,900 0 0
CALLAWAY GOLF COMPANY COM 131193104 274 17,700 SH SOLE 17,700 0 0
CALPINE CORPORATION COM 131347106 11,590 123,300 SH SOLE 123,300 0 0
CAMBREX CORP. COM 132011107 2,162 49,700 SH SOLE 49,700 0 0
CAMBRIDGE TECH PARTNERSCOM 132524109 190 14,000 SH SOLE 14,000 0 0
CAMDEN PROPERTY TRUST REIT 133131102 9,526 352,000 SH SOLE 352,000 0 0
CAMPBELL SOUP CO. COM 134429109 18,150 590,244 SH SOLE 590,244 0 0
CANANDAIGUA BRANDS COM 137219200 1,892 37,100 SH SOLE 37,100 0 0
CAPITAL ONE FINANCIAL CCOM 14040H105 15,022 313,369 SH SOLE 313,369 0 0
CARAUSTAR INDUSTRIES INCOM 140909102 815 57,700 SH SOLE 57,700 0 0
CARDINAL HEALTH INC. COM 14149Y108 29,823 650,088 SH SOLE 650,088 0 0
CARLISLE COS INC COM 142339100 2,724 68,100 SH SOLE 68,100 0 0
CARMIKE CINEMAS INC. CLCOM 143436103 153 28,100 SH SOLE 28,100 0 0
CARNIVAL CORP COM 143658102 34,236 1,379,800 SH SOLE 1,379,800 0 0
CAROLINA FIRST CORP. COM 143877108 609 46,400 SH SOLE 46,400 0 0
CAROLINA PWR. & LT. CO.COM 144141108 8,015 247,083 SH SOLE 247,083 0 0
CARPENTER TECHNOLOGY COM 144285103 106 5,100 SH SOLE 5,100 0 0
CARTER-WALLACE INC COM 146285101 195 10,400 SH SOLE 10,400 0 0
CASCADE NATURAL GAS CORCOM 147339105 348 21,600 SH SOLE 21,600 0 0
CASEY'S GENERAL STORES COM 147528103 1,196 110,000 SH SOLE 110,000 0 0
CASH AMERICAN INT'L. INCOM 14754D100 672 54,000 SH SOLE 54,000 0 0
CASTLE (A.M.) & CO. COM 148411101 343 27,400 SH SOLE 27,400 0 0
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FLEMING COS COM 339130106 1,119 74,267 SH SOLE 74,267 0 0
FLEMING POLAND FUND LTDCTRY 0343051 6,075 630,837 SH SOLE 630,837 0 0
FLORIDA PROGRESS CORP. COM 341109106 4,776 104,100 SH SOLE 104,100 0 0
FLORIDA ROCK INDS COM 341140101 1,084 38,700 SH SOLE 38,700 0 0
FLOWERS INDUSTRIES INC.COM 343496105 3,353 220,800 SH SOLE 220,800 0 0
FLOWSERVE CORP. COM 34354P105 5,268 409,200 SH SOLE 409,200 0 0
FLUOR CORP. COM 343861100 6,365 205,327 SH SOLE 205,327 0 0
FMC CORP. COM 302491303 4,024 71,214 SH SOLE 71,214 0 0
FOOTSTAR INC COM 344912100 1,187 42,000 SH SOLE 42,000 0 0
FORD MOTOR CO COM 345370100 104,613 2,277,282 SH SOLE 2,277,282 0 0
FOREIGN & COLONIAL MIDDCTRY 2347761 9,870 533,527 SH SOLE 533,527 0 0
FOREST LABORATORIES INCCOM 345838106 13,968 165,300 SH SOLE 165,300 0 0
FORT JAMES CORP. COM 347471104 7,277 330,788 SH SOLE 330,788 0 0
FORTUNE BRANDS INC. COM 349631101 7,897 315,895 SH SOLE 315,895 0 0
FOSSIL INC. COM 349882100 1,463 62,400 SH SOLE 62,400 0 0
FOSTER WHEELER CORP. COM 350244109 534 79,121 SH SOLE 79,121 0 0
FOUNDATION HEALTH SYSTECOM 350404109 5,065 633,100 SH SOLE 633,100 0 0
FPL GROUP INC. COM 302571104 21,831 473,948 SH SOLE 473,948 0 0
FRANKLIN COVEY CO. COM 353469109 290 40,000 SH SOLE 40,000 0 0
FRANKLIN RESOURCES INC COM 354613101 15,334 458,600 SH SOLE 458,600 0 0
FREDDIE MAC COM 313400301 68,799 1,556,989 SH SOLE 1,556,989 0 0
FREEPORT MCMORAN CLASS COM 35671D857 4,589 380,435 SH SOLE 380,435 0 0
FREMONT GENERAL CORP. COM 357288109 871 146,700 SH SOLE 146,700 0 0
FRIEDE GOLDMAN HALTER ICOM 358430106 314 45,684 SH SOLE 45,684 0 0
FRITZ COMPANIES INC. COM 358846103 824 81,400 SH SOLE 81,400 0 0
FULLER H B CO COM 359694106 132 3,300 SH SOLE 3,300 0 0
FURNITURE BRANDS INTERNCOM 360921100 216 11,500 SH SOLE 11,500 0 0
G & K SERV. CL-A COM 361268105 964 49,300 SH SOLE 49,300 0 0
GALLAGHER (ARTHUR) J & COM 363576109 2,418 74,400 SH SOLE 74,400 0 0
GANNETT INC COM 364730101 39,050 554,882 SH SOLE 554,882 0 0
GAP INC COM 364760108 83,279 1,671,854 SH SOLE 1,671,854 0 0
GARDNER DENVER MACHINERCOM 365558105 578 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 3,269 245,538 SH SOLE 245,538 0 0
GAS AUTHORITY OF INDIA ICOM 2498517 4,835 500,000 SH SOLE 500,000 0 0
GATEWAY INC. COM 367626108 26,906 507,668 SH SOLE 507,668 0 0
GATX CORP COM 361448103 433 11,400 SH SOLE 11,400 0 0
GC COMPANIES INC. COM 36155Q109 542 15,600 SH SOLE 15,600 0 0
GENCORP INC COM 368682100 219 28,300 SH SOLE 28,300 0 0
GENER S.A. ADR EAC ICOM 2185916 53 3,923 SH SOLE 3,923 0 0
GENERAL COMMUNICATION COM 369385109 484 90,000 SH SOLE 90,000 0 0
GENERAL DYNAMICS CORP. COM 369550108 19,733 396,634 SH SOLE 396,634 0 0
GENERAL ELECTRIC CO COM 369604103 977,263 6,297,307 SH SOLE 6,297,307 0 0
GENERAL MILLS INC COM 370334104 20,152 556,881 SH SOLE 556,881 0 0
GENERAL MOTORS CORP COM 370442105 89,010 1,074,842 SH SOLE 1,074,842 0 0
GENERAL SEMICONDUCTOR ICOM 370787103 1,302 75,500 SH SOLE 75,500 0 0
GENESIS CHILE FUND CTRY 0367824 11,843 310,706 SH SOLE 310,706 0 0
GENESIS INDIAN INV COM 9905624 40,304 3,453,600 SH SOLE 3,453,600 0 0
GENESIS MALAYSIA FUND CTRY 0367891 595 34,983 SH SOLE 34,983 0 0
GENESIS SMALLER CO COM 9401602 11,706 701,375 SH SOLE 701,375 0 0
GENTEX CORP. COM 371901109 5,359 144,600 SH SOLE 144,600 0 0
GENTIVA HEALTH SERVICESCOM 37247A102 34 4,725 SH SOLE 4,725 0 0
GENUINE PARTS CO COM 372460105 7,421 310,807 SH SOLE 310,807 0 0
GENZYME CORP. GEN. DIV.COM 372917104 11,950 238,400 SH SOLE 238,400 0 0
GEON COMPANY COM 37246W105 1,064 49,500 SH SOLE 49,500 0 0
GEORGIA GULF CORP COM 373200203 1,576 60,600 SH SOLE 60,600 0 0
GEORGIA PACIFIC COM 373298108 13,723 346,860 SH SOLE 346,860 0 0
GEORGIA-PAC TIMBER GROUCOM 373298702 4,152 162,030 SH SOLE 162,030 0 0
GERBER SCIENTIFIC COM 373730100 966 50,000 SH SOLE 50,000 0 0
GILEAD SCIENCES INC. COM 375558103 5,444 85,900 SH SOLE 85,900 0 0
GILLETTE CO COM 375766102 82,297 2,183,677 SH SOLE 2,183,677 0 0
GLATFELTER (P.H.) CO COM 377316104 104 9,800 SH SOLE 9,800 0 0
GLOBAL CROSSING CO COM 2285065 58,963 1,440,310 SH SOLE 1,440,310 0 0
GLOBAL MARINE COM 379352404 10,858 427,900 SH SOLE 427,900 0 0
GOLDEN WEST FINANCIAL CCOM 381317106 4,328 138,786 SH SOLE 138,786 0 0
GOLDMAN SACHS GROUP INCCOM 38141G104 5,729 54,500 SH SOLE 54,500 0 0
GOODRICH B F CO. COM 382388106 3,574 124,595 SH SOLE 124,595 0 0
GOODY'S FAMILY CLOTHINGCOM 382588101 376 62,100 SH SOLE 62,100 0 0
GOODYEAR T & R COM 382550101 11,756 504,299 SH SOLE 504,299 0 0
GPU INC COM 36225X100 10,100 368,935 SH SOLE 368,935 0 0
GRACE W.R. & COMPANY NECOM 38388F108 1,641 129,303 SH SOLE 129,303 0 0
GRACO INC. COM 384109104 1,253 43,200 SH SOLE 43,200 0 0
GRAINGER W W INC COM 384802104 9,168 168,988 SH SOLE 168,988 0 0
GRANITE CONSTRUCTION INCOM 387328107 170 6,300 SH SOLE 6,300 0 0
GREAT ATL & PAC TEA COM 390064103 624 31,984 SH SOLE 31,984 0 0
GREAT LAKES CHEMICAL COCOM 390568103 3,089 90,857 SH SOLE 90,857 0 0
GREAT PLAINS SOFTWARE ICOM 39119E105 1,665 31,200 SH SOLE 31,200 0 0
GREENPOINT FINANCIAL COM 395384100 2,212 112,734 SH SOLE 112,734 0 0
GRIFFON CORPORATION COM 398433102 444 56,800 SH SOLE 56,800 0 0
GROUP 1 AUTOMOTIVE COM 398905109 349 30,000 SH SOLE 30,000 0 0
GTE CORP COM 362320103 208,783 2,940,605 SH SOLE 2,940,605 0 0
GTECH HOLDINGS CORP COM 400518106 150 8,100 SH SOLE 8,100 0 0
GUIDANT CORP. COM 401698105 43,740 743,713 SH SOLE 743,713 0 0
GUILFORD MILLS INC. COM 401794102 284 37,000 SH SOLE 37,000 0 0
GYMBOREE CORP COM 403777105 186 45,100 SH SOLE 45,100 0 0
H & R BLOCK INC. COM 093671105 9,236 206,389 SH SOLE 206,389 0 0
HA-LO INDUSTRIES INC. COM 404429102 750 95,200 SH SOLE 95,200 0 0
HADCO CORP. COM 404681108 1,816 28,100 SH SOLE 28,100 0 0
HAIN FOOD GROUP INC. COM 405219106 943 33,300 SH SOLE 33,300 0 0
HALLIBURTON COMPANY COM 406216101 36,053 879,348 SH SOLE 879,348 0 0
HANNA (M.A.) CO COM 410522106 2,280 201,525 SH SOLE 201,525 0 0
HANNAFORD BROTHERS COM 410550107 6,092 82,600 SH SOLE 82,600 0 0
HANOVER COMPRESSOR COMPCOM 410768105 1,803 31,700 SH SOLE 31,700 0 0
HARBINGER CORP. COM 41145C103 2,219 76,200 SH SOLE 76,200 0 0
HARCOURT GENERAL COM 41163G101 2,276 61,093 SH SOLE 61,093 0 0
HARLAND JOHN H CO COM 412693103 861 63,758 SH SOLE 63,758 0 0
HARLEY-DAVIDSON INC COM 412822108 14,335 180,600 SH SOLE 180,600 0 0
HARMAN INTERNATIONAL COM 413086109 2,046 34,100 SH SOLE 34,100 0 0
HARRAH'S ENTERTAINMENT COM 413619107 10,310 555,429 SH SOLE 555,429 0 0
HARRIS CORP. COM 413875105 553 16,000 SH SOLE 16,000 0 0
HARSCO CORP COM 415864107 4,208 145,400 SH SOLE 145,400 0 0
HARTE-HANKS INC. COM 416196103 361 15,900 SH SOLE 15,900 0 0
HARTFORD FINL SERVICES COM 416515104 25,019 474,293 SH SOLE 474,293 0 0
HASBRO BRADLEY COM 418056107 7,358 445,954 SH SOLE 445,954 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 239 7,500 SH SOLE 7,500 0 0
HCC INSURANCE HOLDINGS COM 404132102 1,325 100,000 SH SOLE 100,000 0 0
HEALTH MGMT ASSOCIATES COM 421933102 6,720 471,575 SH SOLE 471,575 0 0
HEALTHSOUTH CORP COM 421924101 1,845 331,715 SH SOLE 331,715 0 0
HEARTLAND EXPRESS INC. COM 422347104 1,014 72,200 SH SOLE 72,200 0 0
HECLA MINING CO. COM 422704106 1,066 775,000 SH SOLE 775,000 0 0
HEILIG-MEYERS CO COM 422893107 56 14,100 SH SOLE 14,100 0 0
HEINZ H. J. CO. COM 423074103 26,779 767,851 SH SOLE 767,851 0 0
HELIX TECHNOLOGY COM 423319102 2,775 46,200 SH SOLE 46,200 0 0
HELMERICH & PAYNE, INC COM 423452101 1,628 52,500 SH SOLE 52,500 0 0
HENRY (JACK) & ASSOCIATCOM 426281101 2,932 79,500 SH SOLE 79,500 0 0
HERCULES INCORPORATED COM 427056106 3,327 206,306 SH SOLE 206,306 0 0
HERSHEY FOODS CORP. COM 427866108 17,455 358,045 SH SOLE 358,045 0 0
HEWLETT-PACKARD CO COM 428236103 265,527 2,003,035 SH SOLE 2,003,035 0 0
HIBERNIA CORP CL-A COM 428656102 391 37,200 SH SOLE 37,200 0 0
HIGHWOODS PROPERTIES INREIT 431284108 10,625 500,000 SH SOLE 500,000 0 0
HILB ROGAL & HAMIL. COM 431294107 882 32,300 SH SOLE 32,300 0 0
HILLENBRAND IND. COM 431573104 4,811 141,500 SH SOLE 141,500 0 0
HILTON HOTELS CORP. COM 432848109 2,740 353,554 SH SOLE 353,554 0 0
HISPANIC BROADCASTING ACOM 43357B104 12,038 106,300 SH SOLE 106,300 0 0
HNC SOFTWARE COM 40425P107 3,538 49,100 SH SOLE 49,100 0 0
HOME DEPOT INC. COM 437076102 276,204 4,282,232 SH SOLE 4,282,232 0 0
HOMESTAKE MINING CO. COM 437614100 24,925 4,154,089 SH SOLE 4,154,089 0 0
HON INDUSTRIES COM 438092108 361 14,000 SH SOLE 14,000 0 0
HONEYWELL INTERNATIONALCOM 438516106 80,869 1,534,874 SH SOLE 1,534,874 0 0
HOOPER HOLMES INC COM 439104100 2,007 58,500 SH SOLE 58,500 0 0
HORACE MANN EDUCATORS COM 440327104 14,462 784,400 SH SOLE 784,400 0 0
HORMEL FOODS CORP COM 440452100 4,588 279,100 SH SOLE 279,100 0 0
HOUGHTON MIFFLIN CO COM 441560109 2,699 63,600 SH SOLE 63,600 0 0
HOUSEHOLD INTL. INC. COM 441815107 27,935 748,673 SH SOLE 748,673 0 0
HS RESOURCES INC. COM 404297103 786 37,200 SH SOLE 37,200 0 0
HSB GROUP INC. COM 40428N109 195 6,750 SH SOLE 6,750 0 0
HUANENG POWER INTE ICOM 2441737 157 19,683 SH SOLE 19,683 0 0
HUBBELL INC COM 443510201 3,759 137,300 SH SOLE 137,300 0 0
HUDSON UNITED BANCORP COM 444165104 2,149 99,071 SH SOLE 99,071 0 0
HUGHES SUPPLY INC. COM 444482103 687 44,300 SH SOLE 44,300 0 0
HUMANA INC. COM 444859102 1,052 143,850 SH SOLE 143,850 0 0
HUNT (JB) TRANSPRT SVCSCOM 445658107 114 8,300 SH SOLE 8,300 0 0
HUNTINGTON BANCSHARES COM 446150104 4,533 202,597 SH SOLE 202,597 0 0
HUTCHINSON TECH. COM 448407106 925 52,500 SH SOLE 52,500 0 0
HUTTIG BUILDING PRODUCTCOM 448451104 80 17,777 SH SOLE 17,777 0 0
HYPERION SOLUTIONS CORPCOM 44914M104 2,038 62,700 SH SOLE 62,700 0 0
IBP INC COM 449223106 389 24,700 SH SOLE 24,700 0 0
ICN PHARMACEUTICALS COM 448924100 4,597 168,700 SH SOLE 168,700 0 0
IDACORP, INC. COM 451107106 302 8,700 SH SOLE 8,700 0 0
IDEC PHARMACEUTICALS COM 449370105 8,263 84,100 SH SOLE 84,100 0 0
IDEX CORPORATION COM 45167R104 1,662 61,000 SH SOLE 61,000 0 0
IDEXX LABS INC. COM 45168D104 1,767 75,800 SH SOLE 75,800 0 0
IHOP CORP. COM 449623107 560 40,000 SH SOLE 40,000 0 0
IKON OFFICE SOLUTIONS ICOM 451713101 1,718 277,707 SH SOLE 277,707 0 0
ILLINOIS TOOL WORKS COM 452308109 31,690 573,573 SH SOLE 573,573 0 0
IMATION CORP COM 45245A107 227 8,500 SH SOLE 8,500 0 0
IMC GLOBAL INC. COM 449669100 5,265 358,500 SH SOLE 358,500 0 0
IMCO RECYCLING INC. COM 449681105 365 33,000 SH SOLE 33,000 0 0
IMMUNE RESPONSE CORP/DECOM 45252T106 585 50,900 SH SOLE 50,900 0 0
IMPSAT FIBER NETWO COM 2541927 431 15,400 SH SOLE 15,400 0 0
IMS HEALTH INC. COM 449934108 8,555 505,073 SH SOLE 505,073 0 0
INACOM CORPORATION COM 45323G109 268 97,295 SH SOLE 97,295 0 0
INCYTE PHARMACEUTICALS COM 45337C102 4,966 56,800 SH SOLE 56,800 0 0
INDIA FUND INC. CTRY 2445115 17,000 1,000,000 SH SOLE 1,000,000 0 0
INDOCAM HIMALAYAN FUND CTRY 4427843 17,908 650,000 SH SOLE 650,000 0 0
INFORMATION HOLDINGS INCOM 456727106 1,096 35,000 SH SOLE 35,000 0 0
INFORMATION RESOURCES ICOM 456905108 162 20,300 SH SOLE 20,300 0 0
INFORMIX CORP COM 456779107 8,919 526,600 SH SOLE 526,600 0 0
INGERSOLL-RAND COM 456866102 17,468 394,763 SH SOLE 394,763 0 0
INPUT/OUTPUT INC. COM 457652105 615 100,400 SH SOLE 100,400 0 0
INSIGHT ENTERPRISES INCCOM 45765U103 1,949 53,500 SH SOLE 53,500 0 0
INSITUFORM TECHNOLOGIESCOM 457667103 1,687 55,100 SH SOLE 55,100 0 0
INTEGRATED DEVICE TECH COM 458118106 7,247 182,900 SH SOLE 182,900 0 0
INTEL CORP. COM 458140100 857,513 6,499,385 SH SOLE 6,499,385 0 0
INTER-TEL INC. COM 458372109 1,385 50,600 SH SOLE 50,600 0 0
INTERFACE INC COM 458665106 436 102,600 SH SOLE 102,600 0 0
INTERIM SERVICES INC. COM 45868P100 2,365 127,420 SH SOLE 127,420 0 0
INTERMAGNETICS GENERAL COM 458771102 411 24,200 SH SOLE 24,200 0 0
INTERMET CORP. COM 45881K104 535 58,600 SH SOLE 58,600 0 0
INTERNATIONAL PAPER COM 460146103 38,076 890,667 SH SOLE 890,667 0 0
INTERNATIONAL RECTIFIERCOM 460254105 4,640 121,700 SH SOLE 121,700 0 0
INTERNATIONAL SPEEDWAY COM 460335201 4,669 103,900 SH SOLE 103,900 0 0
INTERNATIONAL THEA COM 9412561 32,500 SH SOLE 32,500 0 0
INTERNATL FLAVORS & FRACOM 459506101 5,793 165,233 SH SOLE 165,233 0 0
INTERPUBLIC GROUP COM 460690100 29,308 620,277 SH SOLE 620,277 0 0
INTERSIL HOLDINGS CORP COM 46069S109 388 7,500 SH SOLE 7,500 0 0
INTERSTATE BAKERIES COM 46072H108 227 15,900 SH SOLE 15,900 0 0
INTERVOICE-BRITE INC. COM 461142101 1,836 63,600 SH SOLE 63,600 0 0
INTL BUS MACH CORP COM 459200101 412,570 3,496,359 SH SOLE 3,496,359 0 0
INTL GAME TECHNOLOGY COM 459902102 3,182 146,700 SH SOLE 146,700 0 0
INTL MULTIFOODS CORP COM 460043102 58 4,300 SH SOLE 4,300 0 0
INTUIT INC. COM 461202103 20,771 382,000 SH SOLE 382,000 0 0
INVACARE CORP. COM 461203101 1,668 60,800 SH SOLE 60,800 0 0
INVESTMENT TECHNOLOGY GCOM 46145F105 2,140 60,700 SH SOLE 60,700 0 0
INVESTORS FINANCIAL SERCOM 461915100 1,707 29,000 SH SOLE 29,000 0 0
IONICS INC COM 462218108 928 36,300 SH SOLE 36,300 0 0
IPALCO ENTERPRISES COM 462613100 10,046 515,200 SH SOLE 515,200 0 0
ITRON INC. COM 465741106 203 29,300 SH SOLE 29,300 0 0
ITT INDUSTRIES INC COM 450911102 2,347 75,548 SH SOLE 75,548 0 0
IVAX CORP COM 465823102 8,438 309,650 SH SOLE 309,650 0 0
J C PENNEY INC COM 708160106 8,607 578,611 SH SOLE 578,611 0 0
JABIL CIRCUIT INC COM 466313103 14,705 340,000 SH SOLE 340,000 0 0
JACK IN THE BOX INC. COM 466367109 1,603 75,200 SH SOLE 75,200 0 0
JACOBS ENGINEERING GROUCOM 469814107 194 6,000 SH SOLE 6,000 0 0
JAKKS PACIFIC INC. COM 47012E106 763 35,400 SH SOLE 35,400 0 0
JARDINE FLEMING INDIA FCTRY 2474272 2,738 200,000 SH SOLE 200,000 0 0
JEFFERSON PILOT COM 475070108 5,985 89,919 SH SOLE 89,919 0 0
JEFFRIES GROUP INC COM 472319102 1,100 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 791 86,700 SH SOLE 86,700 0 0
JO-ANN STORES, INC. COM 47758P109 3,300 394,000 SH SOLE 394,000 0 0
JOHNSON & JOHNSON COM 478160104 183,308 2,616,345 SH SOLE 2,616,345 0 0
JOHNSON CONTROLS COM 478366107 4,978 92,073 SH SOLE 92,073 0 0
JONES APPAREL GROUP INCCOM 480074103 7,637 239,583 SH SOLE 239,583 0 0
JONES PHARMA INC. COM 480236108 4,129 135,950 SH SOLE 135,950 0 0
JOSTENS INC. COM 481088102 341 13,980 SH SOLE 13,980 0 0
JUSTIN INDUSTRIES COM 482171105 934 51,900 SH SOLE 51,900 0 0
K MART CORP COM 482584109 7,722 797,152 SH SOLE 797,152 0 0
K2 INC. COM 482732104 283 35,700 SH SOLE 35,700 0 0
KAMAN CORP CL-A COM 483548103 446 45,700 SH SOLE 45,700 0 0
KANSAS CITY POWER & LIGCOM 485134100 418 14,400 SH SOLE 14,400 0 0
KANSAS CITY SOUTHERN INCOM 485170104 18,510 215,384 SH SOLE 215,384 0 0
KAUFMAN & BROAD HOME COCOM 486168107 879 40,985 SH SOLE 40,985 0 0
KAYDON CORP COM 486587108 194 7,100 SH SOLE 7,100 0 0
KAZAKHSTAN INVESTM ICOM 5517420 241 75,000 SH SOLE 75,000 0 0
KEANE INC. COM 486665102 3,540 140,200 SH SOLE 140,200 0 0
KELLOGG CO. COM 487836108 14,699 573,608 SH SOLE 573,608 0 0
KELLWOOD CO. COM 488044108 954 54,300 SH SOLE 54,300 0 0
KELLY SERVICES INC CL-ACOM 488152208 199 8,300 SH SOLE 8,300 0 0
KEMET CORP. COM 488360108 5,604 88,600 SH SOLE 88,600 0 0
KENNAMETAL INC COM 489170100 210 7,000 SH SOLE 7,000 0 0
KENT ELECTRONICS CORP. COM 490553104 1,731 59,300 SH SOLE 59,300 0 0
KERR MCGEE CORP. COM 492386107 16,347 283,070 SH SOLE 283,070 0 0
KEYCORP COM 493267108 12,428 654,106 SH SOLE 654,106 0 0
KEYSPAN CORPORATION COM 49337W100 8,194 296,600 SH SOLE 296,600 0 0
KEYSTONE FIN. INC. COM 493482103 208 11,300 SH SOLE 11,300 0 0
KGHM POLSKA MIEDZ COM 5289053 2,301 143,120 SH SOLE 143,120 0 0
KILROY REALTY CORP REIT 49427F108 4,213 200,000 SH SOLE 200,000 0 0
KIMBERLY-CLARK CORP COM 494368103 62,601 1,117,881 SH SOLE 1,117,881 0 0
KIMCO REALTY CORP REIT 49446R109 9,375 250,000 SH SOLE 250,000 0 0
KINDER MORGAN INC. COM 49455P101 8,837 256,150 SH SOLE 256,150 0 0
KINROSS GOLD CORP. COM 496902107 1,281 820,000 SH SOLE 820,000 0 0
KIRBY CORP. COM 497266106 1,173 59,400 SH SOLE 59,400 0 0
KLA-TENCOR CORP. COM 482480100 22,217 263,699 SH SOLE 263,699 0 0
KNIGHT RIDDER COM 499040103 17,934 352,087 SH SOLE 352,087 0 0
KOHLS CORP COM 500255104 30,801 300,497 SH SOLE 300,497 0 0
KOMAG INC. COM 500453105 104 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 433 106,700 SH SOLE 106,700 0 0
KOREA EUROPE FUND CTRY 0496870 6,556,500 2,115,000 SH SOLE 2,115,000 0 0
KOREA FUND CTRY 2496414 19,419 1,300,000 SH SOLE 1,300,000 0 0
KROGER CO. COM 501044101 31,339 1,784,437 SH SOLE 1,784,437 0 0
KROLL-O'GARA CO COM 501050108 469 42,900 SH SOLE 42,900 0 0
KRONOS INC. COM 501052104 806 27,200 SH SOLE 27,200 0 0
KULICKE & SOFFA INDUSTRCOM 501242101 3,133 48,900 SH SOLE 48,900 0 0
L-3 COMMUNICATIONS HOLDCOM 502424104 395 7,600 SH SOLE 7,600 0 0
LA-Z-BOY INC. COM 505336107 1,854 120,600 SH SOLE 120,600 0 0
LABOR READY INC COM 505401208 815 82,500 SH SOLE 82,500 0 0
LACLEDE GAS COMPANY COM 505588103 212 10,600 SH SOLE 10,600 0 0
LANCASTER COLONY CORP COM 513847103 6,126 200,450 SH SOLE 200,450 0 0
LANCE INC COM 514606102 74 7,000 SH SOLE 7,000 0 0
LAND'S END INC COM 515086106 3,628 59,000 SH SOLE 59,000 0 0
LANDRY'S SEAFOOD RESTAUCOM 51508L103 404 63,300 SH SOLE 63,300 0 0
LANDSTAR SYSTEM INC. COM 515098101 1,166 21,300 SH SOLE 21,300 0 0
LASER VISION CENTERS INCOM 51807H100 168 24,200 SH SOLE 24,200 0 0
LASON INC. COM 51808R107 208 31,500 SH SOLE 31,500 0 0
LATTICE SEMICON. CORP. COM 518415104 6,471 95,600 SH SOLE 95,600 0 0
LAWSON PRODUCTS COM 520776105 479 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 8,373 297,700 SH SOLE 297,700 0 0
LEE ENTERPRISES COM 523768109 2,260 86,500 SH SOLE 86,500 0 0
LEGATO SYSTEMS INC. COM 524651106 7,417 166,199 SH SOLE 166,199 0 0
LEGG MASON INC. COM 524901105 4,874 112,700 SH SOLE 112,700 0 0
LEGGETT & PLATT INC COM 524660107 3,623 168,500 SH SOLE 168,500 0 0
LEHMAN BROTHERS HOLDINGCOM 524908100 14,385 148,300 SH SOLE 148,300 0 0
LENNOX INTERNATIONAL INCOM 526107107 911 104,088 SH SOLE 104,088 0 0
LEXMARK INT'L GROUP A COM 529771107 32,112 303,660 SH SOLE 303,660 0 0
LG&E ENERGY CORP COM 501917108 689 30,100 SH SOLE 30,100 0 0
LGSC INDIA FUND CTRY 6521970 2,372 200,000 SH SOLE 200,000 0 0
LHS GROUP INC COM COM 2522632 346 7,697 SH SOLE 7,697 0 0
LIBBEY INC COM 529898108 903 33,000 SH SOLE 33,000 0 0
LIHIR GOLD LTD. COM 532349107 925 100,000 SH SOLE 100,000 0 0
LILLY INDUSTRIES INC. CCOM 532491107 692 55,900 SH SOLE 55,900 0 0
LIMITED INC. COM 532716107 19,184 455,416 SH SOLE 455,416 0 0
LINCARE HOLDINGS INC. COM 532791100 4,373 154,100 SH SOLE 154,100 0 0
LINCOLN NATIONAL CORP COM 534187109 8,973 267,864 SH SOLE 267,864 0 0
LINDSAY MANUFACTURING CCOM 535555106 561 32,750 SH SOLE 32,750 0 0
LINEAR TECHNOLOGY CORP COM 535678106 26,554 482,800 SH SOLE 482,800 0 0
LINES 'N THINGS INC. COM 535679104 2,689 78,500 SH SOLE 78,500 0 0
LIPOSOME COMPANY INC. COM 536310105 1,425 81,600 SH SOLE 81,600 0 0
LITTON INDS. INC. COM 538021106 468 10,600 SH SOLE 10,600 0 0
LIZ CLAIBORNE COM 539320101 4,946 107,972 SH SOLE 107,972 0 0
LOCKHEED MARTIN CORPORACOM 539830109 15,630 764,770 SH SOLE 764,770 0 0
LOEWS CORP COM 540424108 11,554 231,075 SH SOLE 231,075 0 0
LONE STAR STEAKHOUSE & COM 542307103 78 7,700 SH SOLE 7,700 0 0
LONGS DRUG STORES INC COM 543162101 768 33,746 SH SOLE 33,746 0 0
LONGVIEW FIBRE CO COM 543213102 177 12,000 SH SOLE 12,000 0 0
LOUISIANNA PACIFIC COM 546347105 1,269 91,488 SH SOLE 91,488 0 0
LOWE'S COS COM 548661107 47,771 818,351 SH SOLE 818,351 0 0
LSI LOGIC CORP COM 502161102 34,887 480,370 SH SOLE 480,370 0 0
LTV CORP COM 501921100 6,221 1,746,200 SH SOLE 1,746,200 0 0
LUBRIZOL CORP COM 549271104 366 12,700 SH SOLE 12,700 0 0
LUBYS INC. COM 549282101 526 55,700 SH SOLE 55,700 0 0
LUCENT TECHNOLOGIES COM 549463107 361,216 5,945,944 SH SOLE 5,945,944 0 0
LYDALL INC. COM 550819106 270 30,900 SH SOLE 30,900 0 0
LYONDELL CHEMICAL COMPACOM 552078107 403 27,300 SH SOLE 27,300 0 0
MACDERMID INC. COM 554273102 1,667 62,900 SH SOLE 62,900 0 0
MACK-CALI REALTY CORP. REIT 554489104 8,288 325,000 SH SOLE 325,000 0 0
MACROMEDIA INC COM 556100105 8,715 96,499 SH SOLE 96,499 0 0
MAF BANCORP INC COM 55261R108 887 54,800 SH SOLE 54,800 0 0
MAGELLAN HEALTH SERVICECOM 559079108 363 75,500 SH SOLE 75,500 0 0
MAGNETEK INC COM 559424106 49 5,400 SH SOLE 5,400 0 0
MAGYAR OLAJ-ES GAZ COM 4743549 9,447 488,566 SH SOLE 488,566 0 0
MALAYSIA MSCI INDEX CTRY 9901747 11,091 4,278,940 SH SOLE 4,278,940 0 0
MALLINCKRODT INC. COM 561232109 1,692 58,838 SH SOLE 58,838 0 0
MANDALAY RESORT GROUP COM 562567107 356 21,100 SH SOLE 21,100 0 0
MANITOWOC COMPANY INC. COM 563571108 1,516 56,000 SH SOLE 56,000 0 0
MANOR CARE INC. COM 564055101 3,612 267,589 SH SOLE 267,589 0 0
MANPOWER INC COM 56418H100 5,268 148,400 SH SOLE 148,400 0 0
MARCHFIRST INC. COM 566244109 10,103 283,100 SH SOLE 283,100 0 0
MARCUS CORPORATION COM 566330106 1,011 78,150 SH SOLE 78,150 0 0
MARK IV INDUSTRIES INC COM 570387100 227 10,300 SH SOLE 10,300 0 0
MARRIOTT INT'L INC CL-ACOM 571903202 11,298 358,662 SH SOLE 358,662 0 0
MARSH & MCLENNAN COS. COM 571748102 42,918 389,057 SH SOLE 389,057 0 0
MARSHALL & ILSLEY CORP COM 571834100 15,413 266,900 SH SOLE 266,900 0 0
MARTIN MARIETTA MATERIACOM 573284106 4,536 95,500 SH SOLE 95,500 0 0
MASCO CORP. COM 574599106 14,328 698,909 SH SOLE 698,909 0 0
MASCOTECH INC COM 574670105 1,097 93,400 SH SOLE 93,400 0 0
MATERIAL SCIENCES CORP.COM 576674105 424 31,400 SH SOLE 31,400 0 0
MATTEL INC. COM 577081102 4,010 384,208 SH SOLE 384,208 0 0
MAXIM INTGRTD PRDCTS INCOM 57772K101 38,587 543,000 SH SOLE 543,000 0 0
MAXIMUS INC COM 577933104 1,263 41,400 SH SOLE 41,400 0 0
MAXXAM INC COM 577913106 390 13,700 SH SOLE 13,700 0 0
MAY DEPT STORES COM 577778103 16,746 587,584 SH SOLE 587,584 0 0
MAYTAG COMPANY COM 578592107 8,269 249,628 SH SOLE 249,628 0 0
MBIA INC. COM 55262C100 13,304 255,540 SH SOLE 255,540 0 0
MBNA CORP COM 55262L100 45,345 1,778,243 SH SOLE 1,778,243 0 0
McCORMICK & CO COM 579780206 4,463 138,400 SH SOLE 138,400 0 0
MCDERMOTT INTERNATIONALCOM 580037109 470 51,181 SH SOLE 51,181 0 0
MCDONALDS CORPORATION COM 580135101 96,454 2,567,828 SH SOLE 2,567,828 0 0
MCGRAW HILL INC COM 580645109 12,621 277,379 SH SOLE 277,379 0 0
MCI WORLDCOM INC. COM 55268B106 257,490 5,682,535 SH SOLE 5,682,535 0 0
MCKESSON HBOC INC COM 58155Q103 8,186 389,825 SH SOLE 389,825 0 0
MCN ENERGY GROUP INC COM 55267J100 498 19,900 SH SOLE 19,900 0 0
MCWHORTER TECHNOLOGIES COM 582803102 281 23,400 SH SOLE 23,400 0 0
MEAD CORPORATION COM 582834107 4,824 138,085 SH SOLE 138,085 0 0
MEDIA GENERAL INC - CL COM 584404107 3,771 72,000 SH SOLE 72,000 0 0
MEDIAONE GROUP INC. COM 58440J104 73,105 902,534 SH SOLE 902,534 0 0
MEDICIS PHARMACEUTICAL COM 584690309 2,300 57,500 SH SOLE 57,500 0 0
MEDIMMUNE INC COM 584699102 22,954 131,825 SH SOLE 131,825 0 0
MEDQUIST INC. COM 584949101 1,919 70,600 SH SOLE 70,600 0 0
MEDTRONIC INC COM 585055106 116,360 2,262,166 SH SOLE 2,262,166 0 0
MELLON NATIONAL CORP. COM 58551A108 31,621 1,071,892 SH SOLE 1,071,892 0 0
MENTOR CORP/MINN COM 587188103 1,431 53,000 SH SOLE 53,000 0 0
MENTOR GRAPHICS CORP. COM 587200106 3,991 263,900 SH SOLE 263,900 0 0
MERCANTILE BANC. COM 587405101 4,996 163,474 SH SOLE 163,474 0 0
MERCK & CO INC COM 589331107 274,235 4,414,241 SH SOLE 4,414,241 0 0
MERCURY COMPUTER SYSTEMCOM 589378108 2,038 41,700 SH SOLE 41,700 0 0
MERCURY INTERACTIVE CORCOM 589405109 12,387 156,300 SH SOLE 156,300 0 0
MEREDITH CORPORATION COM 589433101 3,576 129,166 SH SOLE 129,166 0 0
MERITOR AUTOMOTIVE INC.COM 59000G100 1,928 121,901 SH SOLE 121,901 0 0
MERRILL LY CWRT TA COM 94E0582 3,441 512,000 SH SOLE 512,000 0 0
MERRILL LYNCH & CO. INCCOM 590188108 77,528 738,361 SH SOLE 738,361 0 0
METHODE ELECTRONICS CL-COM 591520200 3,591 71,100 SH SOLE 71,100 0 0
MEXICO FUND INC. CTRY 2587170 50,765 2,890,561 SH SOLE 2,890,561 0 0
MGIC INVESTMENT CORP COM 552848103 6,013 137,831 SH SOLE 137,831 0 0
MICHAEL FOODS INC COM 594079105 515 24,500 SH SOLE 24,500 0 0
MICHAELS STORES COM 594087108 2,347 57,600 SH SOLE 57,600 0 0
MICREL INCORPORATED COM 594793101 7,901 82,300 SH SOLE 82,300 0 0
MICROCHIP TECHNOLOGY INCOM 595017104 9,849 149,800 SH SOLE 149,800 0 0
MICRON TECHNOLOGY INC COM 595112103 72,092 572,159 SH SOLE 572,159 0 0
MICROS SYSTEMS INC. COM 594901100 2,027 32,200 SH SOLE 32,200 0 0
MICROSOFT CORP. COM 594918104 1,076,627 10,132,959 SH SOLE 10,132,959 0 0
MIDAS INC. COM 595626102 240 10,000 SH SOLE 10,000 0 0
MIDWAY GAMES INC. COM 598148104 991 74,773 SH SOLE 74,773 0 0
MIDWEST EXPRESS HOLDINGCOM 597911106 390 15,200 SH SOLE 15,200 0 0
MIH LTD -CLASS A- COM 2400039 1,845 30,500 SH SOLE 30,500 0 0
MILACRON, INC. COM 598709103 460 31,873 SH SOLE 31,873 0 0
MILLENNIUM PHARMACEUTICCOM 599902103 11,351 87,400 SH SOLE 87,400 0 0
MILLER (HERMAN) INC COM 600544100 4,329 154,600 SH SOLE 154,600 0 0
MILLIPORE CORPORATION COM 601073109 1,075 19,049 SH SOLE 19,049 0 0
MINERALS TECHNOLOGIES ICOM 603158106 218 4,900 SH SOLE 4,900 0 0
MINIMED INC COM 60365K108 7,874 60,799 SH SOLE 60,799 0 0
MINN MINING & MFG CO COM 604059105 68,873 777,679 SH SOLE 777,679 0 0
MINNESOTA POWER INC. COM 604110106 283 17,000 SH SOLE 17,000 0 0
MIRAGE RESORTS INC COM 60462E104 3,216 165,985 SH SOLE 165,985 0 0
MISSISSIPPI CHEMICAL COCOM 605288208 417 61,200 SH SOLE 61,200 0 0
MODINE MANUFACTURING COCOM 607828100 171 6,800 SH SOLE 6,800 0 0
MODIS PROFESSIONAL SERVCOM 607830106 3,589 290,000 SH SOLE 290,000 0 0
MOHAWK INDUSTRIES INC. COM 608190104 4,273 190,950 SH SOLE 190,950 0 0
MOLEX INC COM 608554101 21,787 370,850 SH SOLE 370,850 0 0
MONACO COACH CORPORATIOCOM 60886R103 475 25,000 SH SOLE 25,000 0 0
MONTANA POWER CO COM 612085100 8,678 135,600 SH SOLE 135,600 0 0
MORGAN J P & CO INC COM 616880100 29,603 224,688 SH SOLE 224,688 0 0
MORGAN STAN DEAN W COM 2603612 6,198 470,000 SH SOLE 470,000 0 0
MORGAN STANLEY AFRICA ICTRY 2559641 4,108 453,300 SH SOLE 453,300 0 0
MORGAN STANLEY DEAN WITCOM 617446448 177,286 2,173,625 SH SOLE 2,173,625 0 0
MORGAN STANLEY EASTERN CTRY 2558262 5,145 269,000 SH SOLE 269,000 0 0
MORRISON KNUDSEN CORP. COM 61844A109 808 109,500 SH SOLE 109,500 0 0
MOTOROLA INC COM 620076109 199,425 1,400,704 SH SOLE 1,400,704 0 0
MS CARRIERS COM 553533100 576 24,500 SH SOLE 24,500 0 0
MUELLER INDUSTRIES INC.COM 624756102 2,096 69,000 SH SOLE 69,000 0 0
MURPHY OIL CORP COM 626717102 8,108 140,700 SH SOLE 140,700 0 0
MUTUAL RISK MANAGEMENT COM 628351108 1,780 89,000 SH SOLE 89,000 0 0
MYERS INDUSTRIES INC. COM 628464109 653 54,417 SH SOLE 54,417 0 0
MYLAN LABS COM 628530107 11,602 421,900 SH SOLE 421,900 0 0
NABISCO GROUP HOLDINGS COM 62952P102 13,381 1,115,100 SH SOLE 1,115,100 0 0
NABORS INDUSTRIES COM 629568106 14,803 381,400 SH SOLE 381,400 0 0
NACCO INDUSTRIES -CL A COM 629579103 337 7,036 SH SOLE 7,036 0 0
NASH FINCH CO. COM 631158102 179 22,000 SH SOLE 22,000 0 0
NATIONAL CITY CORP COM 635405103 21,216 1,028,666 SH SOLE 1,028,666 0 0
NATIONAL COMMERCE BANCOCOM 635449101 3,916 211,700 SH SOLE 211,700 0 0
NATIONAL COMPUTER SYS ICOM 635519101 3,223 63,500 SH SOLE 63,500 0 0
NATIONAL DATA CORP. COM 635621105 1,713 65,900 SH SOLE 65,900 0 0
NATIONAL DISCOUNT BROKECOM 635646102 1,674 33,900 SH SOLE 33,900 0 0
NATIONAL FUEL & GAS COM 636180101 406 9,100 SH SOLE 9,100 0 0
NATIONAL INSTRUMENTS COCOM 636518102 4,663 99,350 SH SOLE 99,350 0 0
NATIONAL PRESTO INDS INCOM 637215104 473 14,500 SH SOLE 14,500 0 0
NATIONAL SEMICONDUCTOR COM 637640103 29,847 492,316 SH SOLE 492,316 0 0
NATIONAL SERVICE INDS ICOM 637657107 736 34,958 SH SOLE 34,958 0 0
NATURES SUNSHINE PRODS COM 639027101 269 33,600 SH SOLE 33,600 0 0
NAUTICA ENTERPRISES INCCOM 639089101 875 74,500 SH SOLE 74,500 0 0
NAVIGANT CONSULTING COM 63935N107 107 9,700 SH SOLE 9,700 0 0
NAVISTAR INTL. CORP. COM 63934E108 2,176 54,224 SH SOLE 54,224 0 0
NBTY INC. COM 628782104 1,790 130,800 SH SOLE 130,800 0 0
NCH CORP COM 628850109 59 1,300 SH SOLE 1,300 0 0
NCO GROUP INC. COM 628858102 1,584 49,600 SH SOLE 49,600 0 0
NCR CORPORATION COM 62886E108 5,874 146,400 SH SOLE 146,400 0 0
NEIMAN MARCUS GROUP INCCOM 640204202 317 11,400 SH SOLE 11,400 0 0
NETPLIANCE INC COM 64115K103 145 10,000 SH SOLE 10,000 0 0
NETWORK APPLIANCE INC. COM 64120L104 51,923 627,466 SH SOLE 627,466 0 0
NETWORK EQUIPMENT TECH.COM 641208103 465 46,500 SH SOLE 46,500 0 0
NETWORKS ASSOCIATES INCCOM 640938106 8,783 272,350 SH SOLE 272,350 0 0
NEW CENTURY ENERGIES INCOM 64352U103 10,949 364,200 SH SOLE 364,200 0 0
NEW ENGLAND BUSINESS SECOM 643872104 607 35,200 SH SOLE 35,200 0 0
NEW PLAN EXCEL REALTY TREIT 648053106 2,970 216,000 SH SOLE 216,000 0 0
NEW YORK TIMES CO. CL ACOM 650111107 13,202 307,462 SH SOLE 307,462 0 0
NEWELL RUBBERMAID INC. COM 651229106 12,778 514,996 SH SOLE 514,996 0 0
NEWFIELD EXPLORATION COCOM 651290108 2,905 82,400 SH SOLE 82,400 0 0
NEWMONT MNG. CORP. COM 651639106 11,990 534,394 SH SOLE 534,394 0 0
NEWPORT NEWS SHIPBUILDICOM 652228107 1,951 64,500 SH SOLE 64,500 0 0
NEXTEL COMMUNICATIONS CCOM 65332V103 97,873 660,191 SH SOLE 660,191 0 0
NFO WORLDWIDE INC. COM 62910N108 1,057 48,050 SH SOLE 48,050 0 0
NIAGARA MOHAWK HOLDINGSCOM 653520106 2,171 160,800 SH SOLE 160,800 0 0
NICOR INC. COM 654086107 1,328 40,314 SH SOLE 40,314 0 0
NIKE INC. -CL B COM 654106103 20,705 522,520 SH SOLE 522,520 0 0
NISOURCE INCORPORATED COM 65473P105 6,752 400,100 SH SOLE 400,100 0 0
NJ RESOURCES CORP. COMMCOM 646025106 1,851 43,300 SH SOLE 43,300 0 0
NOBLE AFFILIATES INC COM 654894104 4,535 138,200 SH SOLE 138,200 0 0
NOBLE DRILLING CORP. COM 655042109 12,493 301,500 SH SOLE 301,500 0 0
NORDSON CORP COM 655663102 1,483 32,200 SH SOLE 32,200 0 0
NORDSTROM INC COM 655664100 7,698 260,958 SH SOLE 260,958 0 0
NORFOLK SOUTHERN CORP. COM 655844108 7,462 519,120 SH SOLE 519,120 0 0
NORTH FORK BANK COM 659424105 5,540 309,950 SH SOLE 309,950 0 0
NORTHEAST UTILITIES COM 664397106 3,079 143,200 SH SOLE 143,200 0 0
NORTHERN STATES POWER-MCOM 665772109 4,233 212,972 SH SOLE 212,972 0 0
NORTHERN TRUST CORP COM 665859104 19,742 292,200 SH SOLE 292,200 0 0
NORTHROP GRUMMAN CORP. COM 666807102 6,442 121,695 SH SOLE 121,695 0 0
NORTHWEST NATURAL GAS CCOM 667655104 1,053 54,000 SH SOLE 54,000 0 0
NORTHWESTERN CORPORATIOCOM 668074107 293 14,200 SH SOLE 14,200 0 0
NOVA CORP./GEORGIA COM 669784100 4,194 144,000 SH SOLE 144,000 0 0
NOVELL INC COM 670006105 11,181 390,604 SH SOLE 390,604 0 0
NOVELLUS SYSTEMS INC. COM 670008101 12,875 229,400 SH SOLE 229,400 0 0
NOVEN PHARMACEUTICALS ICOM 670009109 458 41,900 SH SOLE 41,900 0 0
NSTAR CO. COM 67019E107 588 14,000 SH SOLE 14,000 0 0
NUCOR CORP COM 670346105 9,494 189,874 SH SOLE 189,874 0 0
NVIDIA CORP COM 67066G104 5,078 60,100 SH SOLE 60,100 0 0
O'REILLY AUTOMOTIVE INCCOM 686091109 1,412 99,500 SH SOLE 99,500 0 0
OCCIDENTAL PETROLEUM COCOM 674599105 14,331 690,629 SH SOLE 690,629 0 0
OCEAN ENERGY INC COM 67481E106 556 38,700 SH SOLE 38,700 0 0
OCEANEERING INT'L. INC.COM 675232102 1,003 53,500 SH SOLE 53,500 0 0
OFFICE DEPOT INC COM 676220106 5,928 512,700 SH SOLE 512,700 0 0
OFFICE MAX COM 67622M108 2,122 326,500 SH SOLE 326,500 0 0
OFFSHORE LOGISTICS COM 676255102 773 55,700 SH SOLE 55,700 0 0
OGDEN CORP. COM 676346109 137 11,500 SH SOLE 11,500 0 0
OGE ENERGY CORP COM 670837103 4,588 239,100 SH SOLE 239,100 0 0
OHIO CASUALTY CORP. COM 677240103 248 13,900 SH SOLE 13,900 0 0
OLD KENT FINANCIAL CORPCOM 679833103 3,386 104,800 SH SOLE 104,800 0 0
OLD REPUBLIC INT'L CORPCOM 680223104 403 29,300 SH SOLE 29,300 0 0
OLIN CORP COM 680665205 186 10,500 SH SOLE 10,500 0 0
OM GROUP, INC. COM 670872100 2,179 47,900 SH SOLE 47,900 0 0
OMNICOM GROUP COM 681919106 24,827 265,706 SH SOLE 265,706 0 0
OMNOVA SOLUTIONS INC COM 682129101 159 28,300 SH SOLE 28,300 0 0
ONEOK INC. COM 682680103 663 26,532 SH SOLE 26,532 0 0
ONMICARE INC. COM 681904108 7,630 632,500 SH SOLE 632,500 0 0
ORACLE SYS. CORP. COM 68389X105 431,412 5,526,492 SH SOLE 5,526,492 0 0
ORBITAL SCIENCES CORP. COM 685564106 1,122 74,800 SH SOLE 74,800 0 0
OREGON STEEL MILLS INC COM 686079104 1,171 302,200 SH SOLE 302,200 0 0
ORGANOGENESIS INC. COM 685906109 737 61,100 SH SOLE 61,100 0 0
ORTHODONTIC CENTERS OF COM 68750P103 1,890 100,800 SH SOLE 100,800 0 0
OSHKOSH B'GOSH CL-A COM 688222207 554 30,800 SH SOLE 30,800 0 0
OSTEOTECH INC COM 688582105 375 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 5,401 168,450 SH SOLE 168,450 0 0
OVERSEAS SHIPHOLDING GRCOM 690368105 179 7,800 SH SOLE 7,800 0 0
OWENS & MINOR INC. COM 690732102 3,939 370,700 SH SOLE 370,700 0 0
OWENS CORNING COM 69073F103 447 23,078 SH SOLE 23,078 0 0
OWENS-ILLINOIS INC COM 690768403 2,513 148,923 SH SOLE 148,923 0 0
OXFORD HEALTH PLANS COM 691471106 2,431 159,400 SH SOLE 159,400 0 0
OXFORD INDUSTRIES INC. COM 691497309 353 19,500 SH SOLE 19,500 0 0
P-COM INC. COM 693262107 2,781 150,300 SH SOLE 150,300 0 0
PACCAR INC COM 693718108 3,362 67,237 SH SOLE 67,237 0 0
PACIFIC CENTURY FINL COCOM 694058108 6,961 342,700 SH SOLE 342,700 0 0
PACIFIC GAS & ELEC. CO.COM 69331C108 9,940 473,356 SH SOLE 473,356 0 0
PACIFIC SUNWEAR OF CALICOM 694873100 2,431 63,150 SH SOLE 63,150 0 0
PACIFICARE HEALTH SYSTECOM 695112102 6,623 132,800 SH SOLE 132,800 0 0
PACTIV CORPORATION COM 695257105 2,557 292,174 SH SOLE 292,174 0 0
PAINE WEBBER GROUP INC COM 695629105 10,670 242,500 SH SOLE 242,500 0 0
PAKISTAN INV. FUND CTRY 2670111 753 236,100 SH SOLE 236,100 0 0
PALL CORPORATION COM 696429307 8,335 371,485 SH SOLE 371,485 0 0
PAN AMERICAN SILVER CORCOM 697900108 1,106 290,000 SH SOLE 290,000 0 0
PANAMER BEVERAGES COM 2674469 7,762 440,400 SH SOLE 440,400 0 0
PAPA JOHN'S INTERNATIONCOM 698813102 2,723 82,500 SH SOLE 82,500 0 0
PARAMETRIC TECHNOLOGY CCOM 699173100 14,644 695,284 SH SOLE 695,284 0 0
PAREXEL INT'L CORP. COM 699462107 457 48,400 SH SOLE 48,400 0 0
PARK ELECTROCHEMICAL COCOM 700416209 505 20,600 SH SOLE 20,600 0 0
PARK PLACE ENTERTAINMENCOM 700690100 2,670 230,900 SH SOLE 230,900 0 0
PARKER-HANNIFIN CORP. COM 701094104 7,282 176,273 SH SOLE 176,273 0 0
PATTERSON DENTAL COMPANCOM 703412106 2,528 66,100 SH SOLE 66,100 0 0
PAXAR CORP. COM 704227107 895 93,000 SH SOLE 93,000 0 0
PAYCHEX INC COM 704326107 16,315 311,513 SH SOLE 311,513 0 0
PAYLESS SHOESOURCE INC COM 704379106 2,737 52,700 SH SOLE 52,700 0 0
PC HOLDINGS ICOM 2539999 1,720 1,000,000 SH SOLE 1,000,000 0 0
PE CORPORATION-PE BIOSYCOM 69332S102 39,240 406,634 SH SOLE 406,634 0 0
PECO ENERGY CO. COM 693304107 8,467 229,617 SH SOLE 229,617 0 0
PEDIATRIX MEDICAL GROUPCOM 705324101 213 29,400 SH SOLE 29,400 0 0
PENNZOIL-QUAKER STATE CCOM 709323109 189 18,104 SH SOLE 18,104 0 0
PENTAIR INC. COM 709631105 8,921 240,700 SH SOLE 240,700 0 0
PEOPLES ENERGY CORP COM 711030106 1,797 65,480 SH SOLE 65,480 0 0
PEOPLESOFT INC COM 712713106 3,496 174,822 SH SOLE 174,822 0 0
PEP BOYS MM & J COM 713278109 271 45,695 SH SOLE 45,695 0 0
PEPSICO INC. COM 713448108 101,205 2,928,163 SH SOLE 2,928,163 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 3,722 55,967 SH SOLE 55,967 0 0
PERRIGO CO. COM 714290103 129 17,000 SH SOLE 17,000 0 0
PFIZER INC. COM 717081103 275,436 7,533,303 SH SOLE 7,533,303 0 0
PHARMACEUTICAL PRODUCT COM 717124101 806 47,600 SH SOLE 47,600 0 0
PHARMACIA CORPORATION COM 71713U102 121,361 2,356,532 SH SOLE 2,356,532 0 0
PHELPS DODGE CORP. COM 717265102 8,004 168,511 SH SOLE 168,511 0 0
PHILADELPHIA SUBURBAN CCOM 718009608 1,530 84,433 SH SOLE 84,433 0 0
PHILIP MORRIS COS COM 718154107 96,161 4,552,014 SH SOLE 4,552,014 0 0
PHILLIPS PETROLEUM COM 718507106 19,264 416,518 SH SOLE 416,518 0 0
PHILLIPS-VAN HEUSEN COM 718592108 468 60,900 SH SOLE 60,900 0 0
PHOTRONICS INC. COM 719405102 1,822 51,600 SH SOLE 51,600 0 0
PICTURETEL CORP. COM 720035302 714 81,600 SH SOLE 81,600 0 0
PIEDMONT NATURAL GAS COCOM 720186105 1,634 62,700 SH SOLE 62,700 0 0
PIER 1 IMPORTS INC/DEL COM 720279108 1,924 187,750 SH SOLE 187,750 0 0
PINNACLE ENTERTAINMENT,COM 723456109 1,022 50,300 SH SOLE 50,300 0 0
PINNACLE SYSTEMS COM 723481107 3,318 99,800 SH SOLE 99,800 0 0
PINNACLE WEST CAPITAL CCOM 723484101 2,052 72,800 SH SOLE 72,800 0 0
PIONEER GROUP INC. COM 723684106 1,328 57,100 SH SOLE 57,100 0 0
PIONEER NATURAL RESOURCCOM 723787107 726 68,298 SH SOLE 68,298 0 0
PIONEER STANDARD ELECTRCOM 723877106 832 52,799 SH SOLE 52,799 0 0
PITNEY-BOWES, INC. COM 724479100 22,754 509,180 SH SOLE 509,180 0 0
PITTSTON BRINK'S GROUP COM 725701106 638 37,526 SH SOLE 37,526 0 0
PLAINS RESOURCES INC. COM 726540503 544 43,500 SH SOLE 43,500 0 0
PLANTRONICS INC. COM 727493108 3,411 36,600 SH SOLE 36,600 0 0
PLEXUS CORP COM 729132100 2,339 35,100 SH SOLE 35,100 0 0
PLIVA D.D. GDR EAC COM 5174706 11,534 743,900 SH SOLE 743,900 0 0
PMC-SIERRA INC COM COM 2807492 32,631 160,200 SH SOLE 160,200 0 0
PMI GROUP INC. COM 69344M101 7,014 147,850 SH SOLE 147,850 0 0
PNC FINANCIAL CORP COM 693475105 26,291 583,443 SH SOLE 583,443 0 0
POGO PRODUCING CO COM 730448107 2,276 79,700 SH SOLE 79,700 0 0
POLARIS INDUSTRIES INC.COM 731068102 1,512 50,200 SH SOLE 50,200 0 0
POLAROID COM 731095105 908 38,244 SH SOLE 38,244 0 0
POLICY MANAGEMENT SYSTECOM 731108106 100 8,300 SH SOLE 8,300 0 0
POLYCOM INC. COM 73172K104 5,084 64,200 SH SOLE 64,200 0 0
POPE & TALBOT INC COM 732827100 594 32,300 SH SOLE 32,300 0 0
POST PROPERTIES,INC. REIT 737464107 10,078 250,000 SH SOLE 250,000 0 0
POTLATCH CORP. COM 737628107 1,070 24,893 SH SOLE 24,893 0 0
POTOMAC ELECTRIC POWER COM 737679100 7,855 347,200 SH SOLE 347,200 0 0
POWERWAVE TECHNOLOGIES COM 739363109 5,063 40,500 SH SOLE 40,500 0 0
PPG INDUSTRIES INC. COM 693506107 16,183 309,353 SH SOLE 309,353 0 0
PPL CORPORATION COM 69351T106 2,584 123,428 SH SOLE 123,428 0 0
PRAXAIR INC. COM 74005P104 9,637 231,531 SH SOLE 231,531 0 0
PRE-PAID LEGAL SVCS COM 740065107 1,300 43,800 SH SOLE 43,800 0 0
PRECISION CASTPARTS CORCOM 740189105 208 5,700 SH SOLE 5,700 0 0
PREMIER PARKS INC COM 740540208 382 18,200 SH SOLE 18,200 0 0
PRICE (T. ROWE) ASSOC. COM 741477103 4,057 102,700 SH SOLE 102,700 0 0
PRIDE INTERNATIONAL INCCOM 741932107 2,753 120,700 SH SOLE 120,700 0 0
PRIMARK CORP COM 741903108 1,008 41,800 SH SOLE 41,800 0 0
PRIME HOSPITALITY CORP COM 741917108 695 95,800 SH SOLE 95,800 0 0
PRIORITY HEALTHCARE CORCOM 74264T102 2,219 44,150 SH SOLE 44,150 0 0
PROCTER & GAMBLE CO COM 742718109 147,429 2,620,966 SH SOLE 2,620,966 0 0
PROFIT RECOVERY GROUP ICOM 743168106 1,770 95,650 SH SOLE 95,650 0 0
PROGRESS SOFTWARE COM 743312100 1,673 71,400 SH SOLE 71,400 0 0
PROGRESSIVE CORP COM 743315103 9,577 125,914 SH SOLE 125,914 0 0
PROJECT SOFTWARE & DEVECOM 74339P101 2,463 43,600 SH SOLE 43,600 0 0
PROLOGIS TRUST REIT 743410102 29,497 1,532,286 SH SOLE 1,532,286 0 0
PROTECTIVE LIFE CORP COM 743674103 6,299 198,400 SH SOLE 198,400 0 0
PROTEIN DESIGN LABS INCCOM 74369L103 3,061 38,500 SH SOLE 38,500 0 0
PROVIDENT BANKSHARES COCOM 743859100 838 53,175 SH SOLE 53,175 0 0
PROVIDENT FINANCIAL GROCOM 743866105 385 11,300 SH SOLE 11,300 0 0
PROVIDIAN FINANCIAL CORCOM 74406A102 17,772 205,157 SH SOLE 205,157 0 0
PROXIM INC COM 744284100 2,789 23,300 SH SOLE 23,300 0 0
PSS WORLD MEDICAL INC. COM 69366A100 112 16,500 SH SOLE 16,500 0 0
PUBLIC SERVICE CO OF N COM 744499104 150 9,500 SH SOLE 9,500 0 0
PUBLIC SVC ENTERPRISES COM 744573106 8,894 300,235 SH SOLE 300,235 0 0
PUGET SOUND ENERGY INC.COM 745332106 10,053 453,100 SH SOLE 453,100 0 0
PULTE CORPORATION COM 745867101 2,592 124,175 SH SOLE 124,175 0 0
QLOGIC CORPORATION COM 747277101 19,458 143,599 SH SOLE 143,599 0 0
QRS CORPORATION COM 74726X105 2,047 27,200 SH SOLE 27,200 0 0
QUAKER OATS CO. COM 747402105 20,563 339,178 SH SOLE 339,178 0 0
QUALCOMM INC COM 747525103 216,279 1,448,496 SH SOLE 1,448,496 0 0
QUANEX CORP COM 747620102 563 31,300 SH SOLE 31,300 0 0
QUANTUM CORPORATION- DLCOM 747906204 3,751 314,200 SH SOLE 314,200 0 0
QUEENS COUNTY BANCORP COM 748242104 827 45,800 SH SOLE 45,800 0 0
QUESTAR CORP COM 748356102 355 19,100 SH SOLE 19,100 0 0
QUICKSILVER INC COM 74838C106 782 44,500 SH SOLE 44,500 0 0
QUIMICA Y MINERA A ICOM 2771122 14 500 SH SOLE 500 0 0
QUINTILES TRANSNATIONALCOM 748767100 1,686 98,800 SH SOLE 98,800 0 0
QUORUM HEALTH GROUP INCCOM 749084109 2,538 252,200 SH SOLE 252,200 0 0
R.J. REYNOLDS TOBACCO HCOM 76182K105 432 25,400 SH SOLE 25,400 0 0
RADIAN GROUP INC. COM 750236101 3,505 73,600 SH SOLE 73,600 0 0
RADISYS CORPORATION COM 750459109 1,052 17,500 SH SOLE 17,500 0 0
RALCORP HOLDINGS COM 751028101 851 58,700 SH SOLE 58,700 0 0
RALSTON PURINA CO. COM 751277302 21,864 798,685 SH SOLE 798,685 0 0
RATIONAL SOFTWARE CORPOCOM 75409P202 13,280 173,600 SH SOLE 173,600 0 0
RAYMOND JAMES FINANCIALCOM 754730109 1,894 91,300 SH SOLE 91,300 0 0
RAYONIER INC. COM 754907103 312 6,400 SH SOLE 6,400 0 0
RAYTHEON CO. CL-B COM 755111408 9,950 560,550 SH SOLE 560,550 0 0
READ-RITE CORP COM 755246105 492 104,900 SH SOLE 104,900 0 0
READERS DIGEST ASSOCIATCOM 755267101 7,376 208,500 SH SOLE 208,500 0 0
RECKSON ASSOCIATES REALREIT 75621K106 11,719 625,000 SH SOLE 625,000 0 0
REEBOK INTERNATIONAL LTCOM 758110100 771 83,341 SH SOLE 83,341 0 0
REGAL BELOIT COM 758750103 963 55,000 SH SOLE 55,000 0 0
REGENCY REALTY CORP REIT 758939102 10,342 523,627 SH SOLE 523,627 0 0
REGENERON PHARMACEUTICACOM 75886F107 1,827 61,800 SH SOLE 61,800 0 0
REGIONS FINANCIAL CORP.COM 758940100 4,284 187,800 SH SOLE 187,800 0 0
REGIS CORP COM 758932107 1,338 90,350 SH SOLE 90,350 0 0
RELIANCE STEEL & ALUMINCOM 759509102 1,219 54,500 SH SOLE 54,500 0 0
RELIANT ENERGY INC. COM 75952J108 15,393 656,760 SH SOLE 656,760 0 0
RELIASTAR FINANCIAL CORCOM 75952U103 8,482 250,400 SH SOLE 250,400 0 0
REMEDY CORPORATION COM 759548100 2,435 57,800 SH SOLE 57,800 0 0
RENAL CARE GROUP INC. COM 759930100 1,918 88,450 SH SOLE 88,450 0 0
REPUBLIC GROUP INC COM 760473108 301 28,000 SH SOLE 28,000 0 0
RESMED INC COM 761152107 2,127 29,800 SH SOLE 29,800 0 0
RESPIRONICS INC COM 761230101 864 60,100 SH SOLE 60,100 0 0
REYNOLDS & REYNOLDS CL-COM 761695105 4,028 149,200 SH SOLE 149,200 0 0
REYNOLDS METALS CO COM 761763101 14,629 218,747 SH SOLE 218,747 0 0
RICHTER GEDEON VEG COM 2739829 8,087 123,000 SH OTHER 00 123,000 0
RIGGS NATL CORP WASH DCCOM 766570105 785 64,400 SH SOLE 64,400 0 0
RITE AID CORP. COM 767754104 1,773 322,414 SH SOLE 322,414 0 0
ROBBINS & MYERS INC. COM 770196103 536 22,700 SH SOLE 22,700 0 0
ROBERT HALF INTL INC COM 770323103 8,323 175,450 SH SOLE 175,450 0 0
ROC TAIWAN FUND CTRY 2719122 6,984 707,290 SH SOLE 707,290 0 0
ROCKWELL INT'L COM 773903109 16,191 387,232 SH SOLE 387,232 0 0
ROHM & HAAS CO COM 775371107 15,846 355,096 SH SOLE 355,096 0 0
ROLLINS INC COM 775711104 875 58,800 SH SOLE 58,800 0 0
ROLLINS TRUCK LEASING CCOM 775741101 1,110 131,500 SH SOLE 131,500 0 0
ROPER INDUSTRIES INC COM 776696106 2,009 59,200 SH SOLE 59,200 0 0
ROSS STORES INC COM 778296103 4,165 173,100 SH SOLE 173,100 0 0
ROWAN COS. COM 779382100 4,100 139,274 SH SOLE 139,274 0 0
ROYAL DUTCH PETE COM 780257804 250,588 4,353,326 SH SOLE 4,353,326 0 0
RPM INC. OHIO COM 749685103 6,984 634,940 SH SOLE 634,940 0 0
RSA SECURITY INC. COM 749719100 3,974 76,700 SH SOLE 76,700 0 0
RUBY TUESDAY INC COM 781182100 1,139 65,100 SH SOLE 65,100 0 0
RUDDICK CORP. COM 781258108 7,564 691,600 SH SOLE 691,600 0 0
RUSS BERRIE & CO INC COM 782233100 977 52,800 SH SOLE 52,800 0 0
RUSSELL CORP COM 782352108 406 28,389 SH SOLE 28,389 0 0
RYANS FAMILY STEAK HOUSCOM 783519101 715 74,800 SH SOLE 74,800 0 0
RYDER SYS. INC. COM 783549108 1,661 73,218 SH SOLE 73,218 0 0
RYERSON TULL, INC. COM 78375P107 89 5,773 SH SOLE 5,773 0 0
S3 INCORPORATED COM 784849101 3,310 157,600 SH SOLE 157,600 0 0
SABRE HOLDINGS CORP. COM 785905100 10,218 276,617 SH SOLE 276,617 0 0
SAFECO CORP. COM 786429100 6,815 256,567 SH SOLE 256,567 0 0
SAFEWAY INC COM 786514208 49,408 1,091,900 SH SOLE 1,091,900 0 0
SAGA SYSTEMS INC COM 786610105 2,013 56,300 SH SOLE 56,300 0 0
SAKS INCORPORATED COM 79377W108 5,392 371,844 SH SOLE 371,844 0 0
SALTON INC COM 795757103 976 22,500 SH SOLE 22,500 0 0
SANMINA CORP COM 800907107 16,823 249,000 SH SOLE 249,000 0 0
SANTE FE SNYDER CORP COM 80218K105 2,337 242,800 SH SOLE 242,800 0 0
SARA LEE CORP. COM 803111103 30,737 1,707,596 SH SOLE 1,707,596 0 0
SAVVIS COMMUNICATION COM 805423100 353 20,000 SH SOLE 20,000 0 0
SAWTEK INC COM 805468105 4,342 82,600 SH SOLE 82,600 0 0
SBC COMMUNICATIONS INC.COM 78387G103 282,190 6,718,809 SH SOLE 6,718,809 0 0
SCANA CORP COM 80589M102 6,171 251,230 SH SOLE 251,230 0 0
SCHERING-PLOUGH COM 806605101 116,022 3,157,059 SH SOLE 3,157,059 0 0
SCHLUMBERGER COM 806857108 77,088 1,007,691 SH SOLE 1,007,691 0 0
SCHOLASTIC CORP COM 807066105 210 3,900 SH SOLE 3,900 0 0
SCHULMAN (A.) INC. COM 808194104 6,638 501,000 SH SOLE 501,000 0 0
SCHWAB (CHARLES) CORP COM 808513105 87,322 1,537,022 SH SOLE 1,537,022 0 0
SCI SYSTEMS INC COM 783890106 15,234 283,100 SH SOLE 283,100 0 0
SCIENTIFIC ATLANTA INC.COM 808655104 14,959 235,814 SH SOLE 235,814 0 0
SCOTT TECHNOLOGIES COM 810022103 245 13,000 SH SOLE 13,000 0 0
SCOTTS COMPANY COM 810186106 2,373 56,500 SH SOLE 56,500 0 0
SCPIE HOLDINGS INC. COM 78402P104 343 11,200 SH SOLE 11,200 0 0
SEACOR SMIT INC. COM 811904101 1,334 22,100 SH SOLE 22,100 0 0
SEAGATE TECHNOLOGY INC.COM 811804103 19,607 325,430 SH SOLE 325,430 0 0
SEALED AIR CORP. COM 81211K100 4,076 75,051 SH SOLE 75,051 0 0
SEARS ROEBUCK & CO. COM 812387108 21,910 709,626 SH SOLE 709,626 0 0
SEI INVESTMENTS CO COM 784117103 4,016 35,400 SH SOLE 35,400 0 0
SELECTIVE INSURANCE GROCOM 816300107 1,070 62,700 SH SOLE 62,700 0 0
SEMPRA ENERGY COM 816851109 5,674 338,770 SH SOLE 338,770 0 0
SENSORMATIC ELECTRONICSCOM 817265101 399 17,800 SH SOLE 17,800 0 0
SEPRACOR INC. COM 817315104 9,437 129,600 SH SOLE 129,600 0 0
SEQUA CORP - CL A COM 817320104 95 2,400 SH SOLE 2,400 0 0
SHARED MEDICAL SYSTEMS COM 819486101 1,196 23,063 SH SOLE 23,063 0 0
SHAW INDUSTRIES INC COM 820286102 7,112 468,300 SH SOLE 468,300 0 0
SHERWIN-WILLIAMS CO COM 824348106 7,184 327,490 SH SOLE 327,490 0 0
SHOPKO STORES INC COM 824911101 1,054 59,400 SH SOLE 59,400 0 0
SIEBEL SYSTEMS INC. COM 826170102 45,028 376,999 SH SOLE 376,999 0 0
SIERRA HEALTH SERVICES COM 826322109 304 61,600 SH SOLE 61,600 0 0
SIERRA PACIFIC RESOURCECOM 826428104 5,012 400,927 SH SOLE 400,927 0 0
SIGMA-ALDRICH COM 826552101 5,556 206,730 SH SOLE 206,730 0 0
SILICON GRAPHICS COMPUTCOM 827056102 1,670 158,151 SH SOLE 158,151 0 0
SILICON VALLEY BANCSHARCOM 827064106 3,220 44,800 SH SOLE 44,800 0 0
SILICON VALLEY GROUP INCOM 827066101 1,920 69,800 SH SOLE 69,800 0 0
SIMON DEBARTOLO GROUP PREIT 828806406 2,151 31,066 SH SOLE 31,066 0 0
SIMON PROPERTY GROUP INREIT 828806109 24,969 1,040,388 SH SOLE 1,040,388 0 0
SIMPSON MANUFACTURING CCOM 829073105 936 23,700 SH SOLE 23,700 0 0
SKYLINE CORP. COM 830830105 377 17,400 SH SOLE 17,400 0 0
SKYWEST INC COM 830879102 1,894 48,400 SH SOLE 48,400 0 0
SLI INC COM 78442T108 1,188 69,900 SH SOLE 69,900 0 0
SLM HOLDING CORP. COM 78442A109 5,197 156,000 SH SOLE 156,000 0 0
SMITH (A.O.) CORP COM 831865209 853 47,400 SH SOLE 47,400 0 0
SMITH INTERNATIONAL INCCOM 832110100 8,634 111,400 SH SOLE 111,400 0 0
SMITHFIELD FOODS INC COM 832248108 2,222 111,100 SH SOLE 111,100 0 0
SMUCKER J M COM 832696108 123 6,700 SH SOLE 6,700 0 0
SMURFIT-STONE CONTAINERCOM 832727101 2,180 128,700 SH SOLE 128,700 0 0
SNAP-ON TOOLS CORP. COM 833034101 4,198 160,287 SH SOLE 160,287 0 0
SNYDER COMMUNICATIONS ICOM 832914105 3,206 142,500 SH SOLE 142,500 0 0
SOLA INTERNATIONAL INC COM 834092108 390 63,700 SH SOLE 63,700 0 0
SOLECTRON CORP COM 834182107 40,295 1,005,800 SH SOLE 1,005,800 0 0
SOLUTIA INC. WI COM 834376105 2,882 215,491 SH SOLE 215,491 0 0
SONIC CORP COM 835451105 1,311 48,100 SH SOLE 48,100 0 0
SONOCO PRODUCTS CO COM 835495102 5,060 215,320 SH SOLE 215,320 0 0
SOTHEBY'S HOLDINGS CL-ACOM 835898107 2,118 114,900 SH SOLE 114,900 0 0
SOUTHDOWN INC COM 841297104 6,036 102,300 SH SOLE 102,300 0 0
SOUTHERN AFRICA FUND INCTRY 2824082 13,364 862,214 SH SOLE 862,214 0 0
SOUTHERN CO COM 842587107 32,909 1,513,072 SH SOLE 1,513,072 0 0
SOUTHERN UNION COMPANY COM 844030106 639 35,398 SH SOLE 35,398 0 0
SOUTHTRUST CORP COM 844730101 16,181 636,100 SH SOLE 636,100 0 0
SOUTHWEST AIRLINES COM 844741108 12,971 623,237 SH SOLE 623,237 0 0
SOUTHWEST BANCORP OF TECOM 84476R109 389 20,000 SH SOLE 20,000 0 0
SOUTHWEST GAS CORP COM 844895102 1,130 59,300 SH SOLE 59,300 0 0
SOUTHWESTERN ENERGY COMCOM 845467109 329 49,600 SH SOLE 49,600 0 0
SOVEREIGN BANCORP INC COM 845905108 3,417 451,800 SH SOLE 451,800 0 0
SPACELABS MEDICAL INC COM 846247104 414 26,000 SH SOLE 26,000 0 0
SPECIALTY EQUIPMENT COMCOM 847497203 791 38,100 SH SOLE 38,100 0 0
SPEEDFAM-IPEC INC. COM 847705100 1,149 57,800 SH SOLE 57,800 0 0
SPIEKER PROPERTIES REIT 848497103 41,163 924,999 SH SOLE 924,999 0 0
SPRINGS INDUSTRIES -CL COM 851783100 773 20,338 SH SOLE 20,338 0 0
SPRINT CORP. COM 852061100 102,904 1,633,398 SH SOLE 1,633,398 0 0
SPRINT PCS GROUP COM 852061506 104,176 1,595,039 SH SOLE 1,595,039 0 0
SPS TECHNOLOGIES INC COM 784626103 936 30,700 SH SOLE 30,700 0 0
SPX CORP. COM 784635104 6,950 61,000 SH SOLE 61,000 0 0
ST JUDE MED. INC. COM 790849103 1,865 72,235 SH SOLE 72,235 0 0
ST MARY LAND & EXPLORATCOM 792228108 666 22,300 SH SOLE 22,300 0 0
ST. PAUL COMPANIES COM 792860108 17,579 515,147 SH SOLE 515,147 0 0
STAFFMARK INC COM 852389105 479 60,300 SH SOLE 60,300 0 0
STANDARD MICROSYSTEMS CCOM 853626109 291 20,000 SH SOLE 20,000 0 0
STANDARD MOTOR PRODS COM 853666105 524 35,200 SH SOLE 35,200 0 0
STANDARD REGISTER CO COM 853887107 84 6,500 SH SOLE 6,500 0 0
STANDARD-PACIFIC CORP COM 85375C101 800 80,000 SH SOLE 80,000 0 0
STANLEY WORKS COM 854616109 2,024 76,752 SH SOLE 76,752 0 0
STAPLES INC COM 855030102 15,849 792,433 SH SOLE 792,433 0 0
STARBUCKS CORP. COM 855244109 16,088 359,000 SH SOLE 359,000 0 0
STATE STREET CORP COM 857477103 20,573 212,362 SH SOLE 212,362 0 0
STATEN ISLAND BANCORP COM 857550107 1,175 68,600 SH SOLE 68,600 0 0
STEEL DYNAMICS INC COM 858119100 1,074 92,899 SH SOLE 92,899 0 0
STEIN MART INC. COM 858375108 714 86,500 SH SOLE 86,500 0 0
STEPAN CO COM 858586100 4,606 212,400 SH SOLE 212,400 0 0
STERIS CORP COM 859152100 1,944 189,700 SH SOLE 189,700 0 0
STEWART & STEVENSON SERCOM 860342104 73 6,500 SH SOLE 6,500 0 0
STEWART ENTERPRISES INCCOM 860370105 1,449 293,400 SH SOLE 293,400 0 0
STILLWATER MINING COMPACOM 86074Q102 3,010 75,250 SH SOLE 75,250 0 0
STONE & WEBSTER INC COM 861572105 502 34,600 SH SOLE 34,600 0 0
STONE ENERGY CORP COM 861642106 1,729 35,100 SH SOLE 35,100 0 0
STORAGE TECHNOLOGY CORPCOM 862111200 4,416 277,100 SH SOLE 277,100 0 0
STRIDE RITE CORP COM 863314100 713 88,495 SH SOLE 88,495 0 0
STRUCTURAL DYNAMICS RESCOM 863555108 112 8,300 SH SOLE 8,300 0 0
STRYKER CORP. COM 863667101 13,232 189,699 SH SOLE 189,699 0 0
SUIZA FOOD CORP. COM 865077101 290 7,200 SH SOLE 7,200 0 0
SUMMIT BANCORP COM 866005101 4,851 184,799 SH SOLE 184,799 0 0
SUMMIT TECHNOLOGY INC COM 86627E101 843 92,400 SH SOLE 92,400 0 0
SUN MICROSYSTEMS INC. COM 866810104 291,726 3,113,301 SH SOLE 3,113,301 0 0
SUNGARD DATA SYSTEMS COM 867363103 13,314 352,700 SH SOLE 352,700 0 0
SUNOCO, INC. COM 86764P109 8,416 307,416 SH SOLE 307,416 0 0
SUNRISE MEDICAL INC COM 867910101 276 44,200 SH SOLE 44,200 0 0
SUNTRUST BANKS INC. COM 867914103 35,388 612,786 SH SOLE 612,786 0 0
SUPER VALU STORES INC. COM 868536103 6,210 327,918 SH SOLE 327,918 0 0
SUPERIOR INDUSTRIES INTCOM 868168105 830 26,200 SH SOLE 26,200 0 0
SUSQUEHANNA BANCSHARES COM 869099101 1,055 76,400 SH SOLE 76,400 0 0
SWIFT TRANSPORTATION COCOM 870756103 305 14,900 SH SOLE 14,900 0 0
SYBASE INC. COM 871130100 3,240 159,500 SH SOLE 159,500 0 0
SYBRON INTL CORP COM 87114F106 5,907 203,700 SH SOLE 203,700 0 0
SYKES ENTERPRISES COM 871237103 1,578 82,800 SH SOLE 82,800 0 0
SYLVAN LEARNING SYSTEMSCOM 871399101 188 11,800 SH SOLE 11,800 0 0
SYMANTEC CORP COM 871503108 8,730 116,199 SH SOLE 116,199 0 0
SYMBOL TECHNOLOGIES INCCOM 871508107 14,277 173,449 SH SOLE 173,449 0 0
SYMMETRICOM INC COM 871543104 340 32,200 SH SOLE 32,200 0 0
SYNCOR INTL CORP-DEL COM 87157J106 330 10,000 SH SOLE 10,000 0 0
SYNOPSYS INC. COM 871607107 6,625 135,900 SH SOLE 135,900 0 0
SYNOVUS FINANCIAL CORP COM 87161C105 5,762 305,250 SH SOLE 305,250 0 0
SYSCO CORP. COM 871829107 23,074 646,563 SH SOLE 646,563 0 0
TAIPEI FUND CTRY 5061819 9,800 98,000 SH SOLE 98,000 0 0
TAIWAN OPPROTUNITIES FUCTRY 0875361 2,200 200,000 SH SOLE 200,000 0 0
TALK.COM INC. COM 874264104 2,027 126,700 SH SOLE 126,700 0 0
TANDY CORP. COM 875382103 20,247 398,952 SH SOLE 398,952 0 0
TARGET CORP COM 87612E106 63,487 849,323 SH SOLE 849,323 0 0
TAUBMAN CENTERS INC REIT 876664103 13,350 1,200,000 SH SOLE 1,200,000 0 0
TBC CORP COM 872180104 242 47,800 SH SOLE 47,800 0 0
TCF FINANCIAL CORP COM 872275102 6,056 254,300 SH SOLE 254,300 0 0
TD WATERHOUSE GRP COM 2430241 8,148 325,900 SH SOLE 325,900 0 0
TECH DATA CORP COM 878237106 398 12,100 SH SOLE 12,100 0 0
TECHNE CORPORATION COM 878377100 2,795 40,500 SH SOLE 40,500 0 0
TECHNITROL INC. COM 878555101 1,881 32,300 SH SOLE 32,300 0 0
TECO ENERGY COM 872375100 8,900 457,900 SH SOLE 457,900 0 0
TECUMSEH PRODUCTS CO CLCOM 878895200 5,135 116,700 SH SOLE 116,700 0 0
TEKTRONIX, INC. COM 879131100 5,352 95,580 SH SOLE 95,580 0 0
TELEDYNE TECHNOLOGIES ICOM 879360105 869 50,000 SH SOLE 50,000 0 0
TELEFLEX INC COM 879369106 4,264 120,100 SH SOLE 120,100 0 0
TELEPHONE & DATA COM 879433100 14,397 129,700 SH SOLE 129,700 0 0
TELLABS INC. COM 879664100 59,962 952,010 SH SOLE 952,010 0 0
TELOCITY INC. COM 87971D103 433 35,000 SH SOLE 35,000 0 0
TELXON CORP. COM 879700102 567 32,300 SH SOLE 32,300 0 0
TEMPLE-INLAND INC. COM 879868107 3,884 77,968 SH SOLE 77,968 0 0
TENET HEALTHCARE CORP COM 88033G100 12,502 543,582 SH SOLE 543,582 0 0
TENNECO AUTOMOTIVE INC COM 880349105 512 64,454 SH SOLE 64,454 0 0
TERADYNE INC COM 880770102 27,299 331,900 SH SOLE 331,900 0 0
TETRA TECH INC. COM 88162G103 1,815 76,425 SH SOLE 76,425 0 0
TETRA TECHNOLOGIES INC.COM 88162F105 360 26,900 SH SOLE 26,900 0 0
TEXACO INC. COM 881694103 49,064 914,955 SH SOLE 914,955 0 0
TEXAS INDUSTRIES INC COM 882491103 1,485 47,700 SH SOLE 47,700 0 0
TEXAS INSTRS INC COM 882508104 243,983 1,524,893 SH SOLE 1,524,893 0 0
TEXAS UTILITIES CO_(HOLCOM 882848104 18,180 612,389 SH SOLE 612,389 0 0
TEXTRON INC. COM 883203101 14,774 242,686 SH SOLE 242,686 0 0
THE FORMOSA GROWTH FUNDCTRY 0347246 5,448 300,000 SH SOLE 300,000 0 0
THE MEN'S WEARHOUSE INCCOM 587118100 2,486 83,900 SH SOLE 83,900 0 0
THERAGENICS CORPORATIONCOM 883375107 778 58,200 SH SOLE 58,200 0 0
THERMO ELECTRON CORP. COM 883556102 7,354 360,942 SH SOLE 360,942 0 0
THOMAS & BETTS CORP. COM 884315102 3,522 124,658 SH SOLE 124,658 0 0
THOMAS INDUSTRIES INC COM 884425109 788 42,000 SH SOLE 42,000 0 0
THOR INDUSTRIES INC COM 885160101 799 32,850 SH SOLE 32,850 0 0
THQ INC COM 872443403 686 38,400 SH SOLE 38,400 0 0
THREE-FIVE SYSTEMS INC COM 88554L108 1,428 23,800 SH SOLE 23,800 0 0
TIDEWATER INC COM 886423102 1,206 37,900 SH SOLE 37,900 0 0
TIFFANY & CO COM 886547108 11,833 141,500 SH SOLE 141,500 0 0
TIMBERLAND CO CL-A COM 887100105 2,132 41,800 SH SOLE 41,800 0 0
TIME WARNER INC. COM 887315109 246,158 2,461,585 SH SOLE 2,461,585 0 0
TIMES MIRROR CO-CL A COM 887364107 4,792 51,559 SH SOLE 51,559 0 0
TIMKEN CO. COM 887389104 864 53,199 SH SOLE 53,199 0 0
TITAN INT'L INC. COM 88830M102 5,343 743,400 SH SOLE 743,400 0 0
TJX COS. INC. COM 872540109 12,853 579,296 SH SOLE 579,296 0 0
TNP ENTERPRISES INC COM 872594106 1,196 27,300 SH SOLE 27,300 0 0
TOLL BROTHERS INC COM 889478103 1,440 72,000 SH SOLE 72,000 0 0
TORCHMARK CORP COM 891027104 7,580 327,800 SH SOLE 327,800 0 0
TORO CO COM 891092108 844 28,200 SH SOLE 28,200 0 0
TOSCO CORP COM 891490302 6,654 218,599 SH SOLE 218,599 0 0
TOTAL RENAL CARE HOLDINCOM 89151A107 898 287,500 SH SOLE 287,500 0 0
TOWER AUTOMOTIVE INC COM 891707101 1,570 95,900 SH SOLE 95,900 0 0
TOYS R US INC. COM 892335100 7,351 496,272 SH SOLE 496,272 0 0
TRANSACTION SYSTEMS ARCCOM 893416107 1,845 63,900 SH SOLE 63,900 0 0
TRANSOCEAN SEDCO FOREX COM 893817106 13,572 264,493 SH SOLE 264,493 0 0
TRANSWITCH CORP COM 894065101 7,344 76,400 SH SOLE 76,400 0 0
TREDEGAR CORPORATION COM 894650100 1,975 73,300 SH SOLE 73,300 0 0
TRENWICK GROUP INC COM 895290104 487 34,500 SH SOLE 34,500 0 0
TRIARC COM COM 895927101 936 46,800 SH SOLE 46,800 0 0
TRIBUNE CO COM 896047107 20,073 549,000 SH SOLE 549,000 0 0
TRICON GLOBAL RESTAURANCOM 895953107 3,942 126,909 SH SOLE 126,909 0 0
TRIGON HEALTHCARE CORP.COM 89618L100 325 9,100 SH SOLE 9,100 0 0
TRIMBLE NAVIGATION LTD COM 896239100 1,182 45,900 SH SOLE 45,900 0 0
TRINITY INDUSTRIES COM 896522109 216 9,100 SH SOLE 9,100 0 0
TRIQUENT SEMICONDUCTOR COM 89674K103 5,439 74,000 SH SOLE 74,000 0 0
TRU NORTH COMMUNICATIONCOM 897844106 3,739 95,100 SH SOLE 95,100 0 0
TRUSTCO BANK CORP. NY COM 898349105 1,219 104,300 SH SOLE 104,300 0 0
TRW INC. COM 872649108 11,034 188,620 SH SOLE 188,620 0 0
TUBOSCOPE INC. COM 898600101 1,469 86,400 SH SOLE 86,400 0 0
TUPPERWARE CORPORATION COM 899896104 399 25,250 SH SOLE 25,250 0 0
TURKEY INVESTMENT FUND CTRY 2907411 8,501 485,800 SH SOLE 485,800 0 0
TYCO INT'L. LTD NEW COM 902124106 172,740 3,463,462 SH SOLE 3,463,462 0 0
TYSON FOODS INC. CL-A COM 902494103 5,673 509,900 SH SOLE 509,900 0 0
U S TR CORP COM 91288L105 7,088 37,500 SH SOLE 37,500 0 0
U.S. BANCORP COM 902973106 35,154 1,607,060 SH SOLE 1,607,060 0 0
U.S. FOODSERVICE COM 90331R101 608 23,600 SH SOLE 23,600 0 0
U.S. HOME CORP COM 911920106 1,056 27,800 SH SOLE 27,800 0 0
U.S. WEST INC. COM 91273H101 71,621 986,179 SH SOLE 986,179 0 0
UCAR INTERNATIONAL INC COM 90262K109 1,163 88,199 SH SOLE 88,199 0 0
ULTRAMAR DIAMOND SHAMROCOM 904000106 9,881 389,400 SH SOLE 389,400 0 0
ULTRAPAR PARTICIPACOES ICOM 2496890 2,200 200,000 SH SOLE 200,000 0 0
ULTRATECH STEPPER INC COM 904034105 597 41,900 SH SOLE 41,900 0 0
UNICOM CORP COM 904911104 16,305 446,721 SH SOLE 446,721 0 0
UNIFI INC COM 904677101 122 13,700 SH SOLE 13,700 0 0
UNIFIRST CORP COM 904708104 3,065 272,400 SH SOLE 272,400 0 0
UNILEVER UN COM 904784709 52,791 1,096,948 SH SOLE 1,096,948 0 0
UNION CARBIDE CORP. COM 905581104 13,267 227,522 SH SOLE 227,522 0 0
UNION PACIFIC CORP. COM 907818108 14,223 363,537 SH SOLE 363,537 0 0
UNION PACIFIC RESOURCESCOM 907834105 13,550 934,500 SH SOLE 934,500 0 0
UNION PLANTERS CORP. COM 908068109 3,731 121,100 SH SOLE 121,100 0 0
UNISYS CORP. COM 909214108 15,623 612,666 SH SOLE 612,666 0 0
UNITED BANKSHARES INC. COM 909907107 1,881 85,500 SH SOLE 85,500 0 0
UNITED HEALTHCARE CORP COM 910581107 20,914 350,761 SH SOLE 350,761 0 0
UNITED ILLUMINATING CO COM 910637107 1,354 34,500 SH SOLE 34,500 0 0
UNITED PARCEL SERVICES COM 911312106 1,071 17,000 SH SOLE 17,000 0 0
UNITED STATIONERS INC COM 913004107 2,377 66,600 SH SOLE 66,600 0 0
UNITED TECHNOLOGIES COM 913017109 53,301 843,541 SH SOLE 843,541 0 0
UNITED WATER RESOURCES COM 913190104 2,669 76,800 SH SOLE 76,800 0 0
UNITRIN INC. COM 913275103 656 16,500 SH SOLE 16,500 0 0
UNIVERSAL CORP-VA COM 913456109 4,077 270,700 SH SOLE 270,700 0 0
UNIVERSAL FOODS COM 913538104 6,019 281,600 SH SOLE 281,600 0 0
UNIVERSAL FOREST PRODUCCOM 913543104 506 40,900 SH SOLE 40,900 0 0
UNIVERSAL HEALTH SERVICCOM 913903100 3,014 61,500 SH SOLE 61,500 0 0
UNIVISION COMMUNICATIONCOM 914906102 22,532 199,400 SH SOLE 199,400 0 0
UNOCAL COM 915289102 19,839 666,862 SH SOLE 666,862 0 0
UNUMPROVIDENT CORP. COM 91529Y106 16,501 970,640 SH SOLE 970,640 0 0
URS CORPORATION COM 903236107 411 31,300 SH SOLE 31,300 0 0
US FREIGHTWAYS CORP COM 916906100 1,999 53,400 SH SOLE 53,400 0 0
US ONCOLOGY INC. COM 90338W103 782 173,700 SH SOLE 173,700 0 0
USAIR GROUP INC. COM 911905107 1,252 45,017 SH SOLE 45,017 0 0
USG CORPORATION COM 903293405 5,016 119,600 SH SOLE 119,600 0 0
UST INC. COM 902911106 2,295 146,866 SH SOLE 146,866 0 0
USX-MARATHON OIL COM 902905827 20,608 790,696 SH SOLE 790,696 0 0
USX-U.S. STEEL COM 90337T101 10,522 420,891 SH SOLE 420,891 0 0
UTILICORP UNITED INC COM 918005109 389 21,550 SH SOLE 21,550 0 0
V F CORP COM 918204108 3,765 156,472 SH SOLE 156,472 0 0
VALASSIS COMMUNICATIONSCOM 918866104 3,668 110,100 SH SOLE 110,100 0 0
VALENCE TECHNOLOGY INC COM 918914102 1,609 68,300 SH SOLE 68,300 0 0
VALERO ENERGY CORP. COM 91913Y100 8,257 269,600 SH SOLE 269,600 0 0
VALMONT INDUSTRIES COM 920253101 811 47,000 SH SOLE 47,000 0 0
VALUECLICK, INC COM 92046N102 1,047 50,000 SH SOLE 50,000 0 0
VARCO INTERNATIONAL INCCOM 922126107 1,453 115,100 SH SOLE 115,100 0 0
VARIAN MEDICAL SYSTEMS COM 92220P105 2,833 62,100 SH SOLE 62,100 0 0
VECTREN CORPORATION COM 92240G101 278 14,266 SH SOLE 14,266 0 0
VERITAS DGC INC. COM 92343P107 262 9,300 SH SOLE 9,300 0 0
VERITAS SOFTWARE CORPORCOM 923436109 98,433 751,400 SH SOLE 751,400 0 0
VERITY INC. COM 92343C106 2,494 61,200 SH SOLE 61,200 0 0
VERTEX PHARMAREUTICALS COM 92532F100 2,434 52,000 SH SOLE 52,000 0 0
VIACOM INC-CLASS B COM 925524308 58,573 1,110,386 SH SOLE 1,110,386 0 0
VIAD CORP COM 92552R109 4,248 185,700 SH SOLE 185,700 0 0
VICOR CORP COM 925815102 1,463 81,300 SH SOLE 81,300 0 0
VINTAGE PETROLEUM INC. COM 927460105 2,498 124,100 SH SOLE 124,100 0 0
VISHAY INTERTECHNOLOGY COM 928298108 11,394 204,831 SH SOLE 204,831 0 0
VISIBLE GENETICS INC. COM 92829S104 333 9,000 SH SOLE 9,000 0 0
VISX INC COM 92844S105 2,296 125,800 SH SOLE 125,800 0 0
VITAL SIGNS INC COM 928469105 681 29,700 SH SOLE 29,700 0 0
VITESSE SEMICONDUCTOR CCOM 928497106 29,635 307,900 SH SOLE 307,900 0 0
VOLT INFO. SCIENCES INCCOM 928703107 970 27,000 SH SOLE 27,000 0 0
VORNADO OPERATING CO REIT 92904N103 192 15,000 SH SOLE 15,000 0 0
VORNADO REALTY TRUST REIT 929042109 10,050 300,000 SH SOLE 300,000 0 0
VULCAN MATERIALS CO COM 929160109 6,455 140,900 SH SOLE 140,900 0 0
WABASH NATIONAL CORP COM 929566107 636 45,600 SH SOLE 45,600 0 0
WACHOVIA CORP. COM 929771103 24,266 359,162 SH SOLE 359,162 0 0
WAL MART STORES INC COM 931142103 473,324 8,528,360 SH SOLE 8,528,360 0 0
WALGREEN CO. COM 931422109 46,938 1,822,843 SH SOLE 1,822,843 0 0
WALLACE COMPUTER SVCS ICOM 932270101 115 9,700 SH SOLE 9,700 0 0
WARNACO GROUP COM 934390105 599 50,700 SH SOLE 50,700 0 0
WARNER-LAMBERT CO COM 934488107 167,687 1,719,869 SH SOLE 1,719,869 0 0
WASHINGTON GAS LIGHT COCOM 938837101 294 10,800 SH SOLE 10,800 0 0
WASHINGTON MUTUAL INC. COM 939322103 29,720 1,121,521 SH SOLE 1,121,521 0 0
WASHINGTON POST CL. B COM 939640108 10,375 19,177 SH SOLE 19,177 0 0
WASTE MANAGEMENT INC. COM 94106L109 18,172 1,327,648 SH SOLE 1,327,648 0 0
WATER PIK TECHNOLOGIES COM 94113U100 11 1,580 SH SOLE 1,580 0 0
WATERS CORPORATION COM 941848103 11,582 121,600 SH SOLE 121,600 0 0
WATSCO INC. COM 942622200 619 59,300 SH SOLE 59,300 0 0
WATSON PHARMACEUTICALS COM 942683103 15,772 397,400 SH SOLE 397,400 0 0
WATTS INDUSTRIES INC. CCOM 942749102 978 79,000 SH SOLE 79,000 0 0
WAUSAU-MOSINEE PAPER COCOM 943315101 154 11,900 SH SOLE 11,900 0 0
WD-40 CO COM 929236107 756 36,000 SH SOLE 36,000 0 0
WEATHERFORD INTERNATIONCOM 947074100 15,837 268,715 SH SOLE 268,715 0 0
WEBSTER FINANCIAL CORPOCOM 947890109 241 10,499 SH SOLE 10,499 0 0
WELLMAN INC COM 949702104 157 7,900 SH SOLE 7,900 0 0
WELLPOINT HEALTH NETWORCOM 94973H108 12,200 174,600 SH SOLE 174,600 0 0
WELLS FARGO COMPANY COM 949746101 138,892 3,392,771 SH SOLE 3,392,771 0 0
WENDY'S INTL COM 950590109 7,221 357,677 SH SOLE 357,677 0 0
WERNER ENTERPRISES INC COM 950755108 1,692 99,500 SH SOLE 99,500 0 0
WESLEY JESSEN VISIONCARCOM 951018100 1,251 34,800 SH SOLE 34,800 0 0
WESTAMERICA BANCORPORATCOM 957090103 2,040 73,500 SH SOLE 73,500 0 0
WESTPOINT STEVENS COM 961238102 1,984 104,400 SH SOLE 104,400 0 0
WESTVACO CORP COM 961548104 4,874 146,052 SH SOLE 146,052 0 0
WESTWOOD ONE COM 961815107 7,866 217,000 SH SOLE 217,000 0 0
WEYERHAEUSER CO. COM 962166104 24,058 422,063 SH SOLE 422,063 0 0
WHIRLPOOL CORP COM 963320106 6,683 113,990 SH SOLE 113,990 0 0
WHITMAN CORP. COM 96647R107 3,848 276,079 SH SOLE 276,079 0 0
WHITNEY HOLDING CORP COM 966612103 1,419 43,500 SH SOLE 43,500 0 0
WHOLE FOODS MARKET INC COM 966837106 2,163 52,200 SH SOLE 52,200 0 0
WICOR INC COM 929253102 2,313 74,600 SH SOLE 74,600 0 0
WILLAMETTE INDUSTRIES COM 969133107 12,593 313,846 SH SOLE 313,846 0 0
WILLIAMS COMMUNICATIONSCOM 969455104 2,161 41,700 SH SOLE 41,700 0 0
WILLIAMS COS. INC. COM 969457100 29,148 663,400 SH SOLE 663,400 0 0
WILLIAMS-SONOMA INC COM 969904101 3,422 110,400 SH SOLE 110,400 0 0
WILMINGTON TRUST CO, DECOM 971807102 9,214 189,500 SH SOLE 189,500 0 0
WINDMERE-DURABLE HOLDINCOM 973411101 357 24,200 SH SOLE 24,200 0 0
WINN-DIXIE STORES INC. COM 974280109 2,441 125,570 SH SOLE 125,570 0 0
WINNEBAGO INDUSTRIES COM 974637100 778 43,100 SH SOLE 43,100 0 0
WISCONSIN CENTRAL TRANSCOM 976592105 146 11,900 SH SOLE 11,900 0 0
WISCONSIN ENERGY CORP. COM 976657106 9,171 460,000 SH SOLE 460,000 0 0
WMC LIMITED-SPONSORED ACOM 928947100 9,269 598,000 SH SOLE 598,000 0 0
WOLVERINE TUBE CO. COM 978093102 2,712 211,700 SH SOLE 211,700 0 0
WOLVERINE WORLD WIDE COM 978097103 889 80,850 SH SOLE 80,850 0 0
WORTHINGTON INDS COM 981811102 2,743 221,655 SH SOLE 221,655 0 0
WRIGLEY WM JR CO COM 982526105 13,564 176,580 SH SOLE 176,580 0 0
WYNN'S INTERNATIONAL INCOM 983195108 546 39,550 SH SOLE 39,550 0 0
X-RITE INC COM 983857103 522 51,600 SH SOLE 51,600 0 0
XEROX CORP COM 984121103 31,472 1,210,470 SH SOLE 1,210,470 0 0
XILINX INC COM 983919101 38,576 465,827 SH SOLE 465,827 0 0
XIRCOM INC COM 983922105 2,294 61,999 SH SOLE 61,999 0 0
YAHOO INC COM 984332106 173,925 1,014,882 SH SOLE 1,014,882 0 0
YELLOW CORP COM 985509108 894 48,500 SH SOLE 48,500 0 0
YORK INTERNATIONAL CORPCOM 986670107 210 9,000 SH SOLE 9,000 0 0
YOUNG & RUBICAM INC. COM 987425105 4,216 89,700 SH SOLE 89,700 0 0
ZALE CORP. COM 988858106 3,298 69,900 SH SOLE 69,900 0 0
ZEBRA TECHNOLOGIES CORPCOM 989207105 3,140 62,800 SH SOLE 62,800 0 0
ZENITH NATIONAL INSURANCOM 989390109 939 42,300 SH SOLE 42,300 0 0
ZIONS BANCORPORATION COM 989701107 6,960 167,200 SH SOLE 167,200 0 0
ZIXIT CORP COM 98974P100 2,294 31,500 SH SOLE 31,500 0 0
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