13F-HR 1 0001.txt FORM 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2000 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Grantham, Mayo, Van Otterloo & Co. Address: 40 Rowes Wharf Boston, MA 02110 13F File Number : 028-03377 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 Reporting Manager: Name: Forrest Berkley Title: Partner Phone:(617) 346-7578 Signature, Place and Date of Signing: /s/ Forrest Berkley Boston, MA June 30, 2000 ------------------------------------------ Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: Strategic Investment Management International I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES AND EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Managers Included: 1 Form 13F Information Table Entry Total: 1696 Form 13F Information Table Value Total: 7200609 List of Other Included Managers: No. 13F File Number Name 01 28-2495 Strategic Investment Management International
FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ABBOTT LABS COMMON 002824100 2295 51500 SH SOLE 49000 0 2500 ABITIBI-CONSOLIDATED COMMON 003924107 1992 212500 SH OTHER 152500 0 60000 ACUSON CORP COMMON 005113105 8033 595000 SH OTHER 457500 0 137500 AETNA INC. COMMON 008117103 11489 178997 SH OTHER 154697 0 24300 AGENCY COM LTD COM COMMON 008447104 401 22500 SH SOLE 17500 0 5000 AIR PRODS & CHEMS INC COMMON 009158106 372 12000 SH SOLE 12000 0 0 ALBERTSONS INC COMMON 013104104 5985 180000 SH SOLE 137500 0 42500 ALCAN ALUMINIUM LTD COMMON 013716105 2344 75000 SH SOLE 67500 0 7500 ALCOA INC COM COMMON 013817101 615 21200 SH SOLE 15900 0 5300 ALEXANDRIA REAL EST E COMMON 015271109 858 25000 SH SOLE 25000 0 0 ALLSTATE COMMON 020002101 5839 262414 SH OTHER 208914 0 53500 AMB PPTY CORP COM COMMON 00163T109 1312 57500 SH SOLE 57500 0 0 AMCOL INTL CORP COMMON 02341W103 2351 142500 SH SOLE 119000 0 23500 AMERADA HESS CORP COMMON 023551104 6623 107250 SH SOLE 89650 0 17600 AMERICAN EXPRESS COMMON 025816109 1861 35700 SH OTHER 34000 0 1700 AMERICAN GREETINGS CO COMMON 026375105 8883 467500 SH OTHER 355000 0 112500 AMERICAN INTL GROUP COMMON 026874107 895 7616 SH SOLE 7616 0 0 AMR CORP COMMON 001765106 6720 254200 SH OTHER 220900 0 33300 ANHEUSER BUSCH COS IN COMMON 035229103 14930 199900 SH OTHER 168600 0 31300 APARTMENT INVT & MGMT COMMON 03748R101 3921 90000 SH SOLE 90000 0 0 ARDEN RLTY INC COM COMMON 039793104 1596 67900 SH SOLE 67900 0 0 AT & T CORP. COMMON 001957109 6443 202520 SH OTHER 168440 0 34080 AUTOMATIC DATA PROCES COMMON 053015103 268 5000 SH SOLE 5000 0 0 AVALONBAY CMNTYS INC COMMON 053484101 1564 37500 SH SOLE 32500 0 5000 AVNET COMMON 053807103 13924 235000 SH OTHER 186500 0 48500 BAKER HUGHES INC COMMON 057224107 2318 72500 SH SOLE 55000 0 17500 BANGKOK BANK-FOR REG FOREIGN XR6077019 100 80000 SH SOLE 30000 0 50000 BANK OF AMERICA COMMON 060505104 7069 162975 SH OTHER 137775 0 25200 BANK ONE CORP COMMON 06423A103 5692 214282 SH OTHER 184282 0 30000 BAXTER INTL INC COMMON 071813109 1318 18750 SH SOLE 17750 0 1000 BECTON DICKINSON & CO COMMON 075887109 9467 330000 SH OTHER 260000 0 70000 BEDFORD PPTY INVS INC COMMON 076446301 1596 86000 SH SOLE 86000 0 0 BELL ATLANTIC CORP COMMON 077853109 19614 385068 SH OTHER 316768 0 68300 BERGEN BRUNSWIG CORP COMMON 083739102 1623 295000 SH SOLE 245000 0 50000 BESTFOODS COMMON 08658U101 325 4700 SH SOLE 4700 0 0 BLACK & DECKER CORP COMMON 091797100 5102 129875 SH OTHER 108975 0 20900 BLOCK H & R INC COMMON 093671105 34803 1075000 SH OTHER 885800 0 189200 BMC SOFTWARE INC COMMON 055921100 10580 290000 SH OTHER 235000 0 55000 BOEING CO COMMON 097023105 4769 114058 SH OTHER 109058 0 5000 BOSTON PROPERTIES COMMON 101121101 3863 100000 SH OTHER 91500 0 8500 BOSTON SCIENTIFIC COR COMMON 101137107 658 30000 SH OTHER 25000 0 5000 BRANDYWINE RLTY TR SH COMMON 105368203 16055 839500 SH SOLE 722500 0 117000 BRE PPTYS INC CL A COMMON 05564E106 759 26300 SH SOLE 26300 0 0 BRISTOL MYERS SQUIBB COMMON 110122108 716 12300 SH SOLE 12300 0 0 BROOKFIELD PPTYS CORP COMMON 112900105 1331 100000 SH SOLE 100000 0 0 BRUNSWICK CORP COMMON 117043109 704 42500 SH SOLE 42500 0 0 BURLINGTON RESOURCES COMMON 122014103 8798 230000 SH OTHER 182200 0 47800 CABOT OIL & GAS CORP COMMON 127097103 1642 77500 SH SOLE 62500 0 15000 CALGON CARBON CORP COMMON 129603106 116 15000 SH SOLE 15000 0 0 CANADIAN PAC LTD NEW COMMON 135923100 8773 335000 SH OTHER 283800 0 51200 CARRAMERICA RLTY CORP COMMON 144418100 1193 45000 SH SOLE 45000 0 0 CATELLUS DEV CORP COM COMMON 149111106 1688 112500 SH SOLE 112500 0 0 CATERPILLAR INC COMMON 149123101 1230 36300 SH SOLE 36300 0 0 CBL & ASSOC PPTYS INC COMMON 124830100 745 29800 SH SOLE 29800 0 0 CHASE MANHATTAN CORPO COMMON 16161A108 22650 491730 SH OTHER 402780 0 88950 CHATEAU CMNTYS INC CO COMMON 161726104 1006 35600 SH SOLE 35600 0 0 CHELSEA GCA REALTY COMMON 163262108 691 20000 SH SOLE 20000 0 0 CHEVRON CORP COMMON 166751107 722 8500 SH SOLE 8300 0 200 CIGNA CORP COMMON 125509109 860 9200 SH SOLE 9200 0 0 CINERGY CORP COMMON 172474108 1018 40000 SH SOLE 40000 0 0 CITIGROUP INC. COMMON 172967101 39743 657586 SH OTHER 546511 0 111075 CLAYTON HOMES INC COM COMMON 184190106 200 25000 SH SOLE 25000 0 0 COCA COLA ENTERPRISES COMMON 191219104 693 42500 SH SOLE 42500 0 0 COLONIAL PPTYS TR COM COMMON 195872106 2738 100000 SH SOLE 100000 0 0 COMPAQ COMPUTER CORP COMMON 204493100 22305 872570 SH OTHER 726770 0 145800 COMPUTER SCIENCES COR COMMON 205363104 934 12500 SH SOLE 12500 0 0 CONAGRA INC COMMON 205887102 4718 247500 SH SOLE 206500 0 41000 CONOCO INC CL A COMMON 208251306 2552 116000 SH SOLE 113500 0 2500 CONOCO INC CL B COMMON 208251405 20018 815000 SH OTHER 665000 0 150000 COORS ADOLPH COMPANY COMMON 217016104 475 7850 SH SOLE 7850 0 0 CORNERSTONE RLTY INCO COMMON 21922V102 925 92500 SH SOLE 92500 0 0 CORNING INC COMMON 219350105 2611 9675 SH SOLE 9175 0 500 CRESCENT R E EQUITIES COMMON 225756105 9891 482500 SH SOLE 482500 0 0 CRESCENT R E EQUITIES CONVERT 225756204 703 45000 SH SOLE 45000 0 0 CROMPTON CORPORATION COMMON 227116100 551 45000 SH SOLE 45000 0 0 CUMMINS ENGINE INC COMMON 231021106 204 7500 SH SOLE 5500 0 2000 CVS CORPORATION COMMON 126650100 22720 568000 SH OTHER 473000 0 95000 DELPHI AUTOMOTIVE SYS COMMON 247126105 1129 77544 SH OTHER 74834 0 2710 DELTA AIRLINES INC COMMON 247361108 3994 79000 SH OTHER 66000 0 13000 DEVELOPERS DIVERSIFIE COMMON 251591103 1830 122500 SH SOLE 122500 0 0 DISNEY WALT PRODTNS COMMON 254687106 408 10500 SH SOLE 10500 0 0 DONNELLEY R R & SONS COMMON 257867101 21660 960000 SH OTHER 773500 0 186500 DOW CHEMICAL COMMON 260543103 312 10200 SH SOLE 10200 0 0 DPL INC COMMON 233293109 219 10000 SH SOLE 10000 0 0 DU PONT E I DE NEMOUR COMMON 263534109 2417 55000 SH OTHER 55000 0 0 DUKE PWR CO COMMON 264399106 3108 54766 SH OTHER 53744 0 1022 DUKE-WEEKS RLTY CORP COMMON 264411505 8682 388000 SH SOLE 385200 0 2800 EASTGROUP PPTYS INC C COMMON 277276101 1495 71000 SH SOLE 71000 0 0 EASTMAN KODAK COMMON 277461109 34436 577550 SH OTHER 480350 0 97200 EL PASO ENERGY CORP D COMMON 283905107 993 19500 SH SOLE 19500 0 0 ELECTRONIC DATA SYS C COMMON 285661104 3403 82500 SH OTHER 66600 0 15900 EMERSON ELEC CO COMMON 291011104 604 10000 SH SOLE 10000 0 0 ENGELHARD CORP COMMON 292845104 6185 362500 SH OTHER 264500 0 98000 EOG RESOURCES INC. COMMON 26875P101 2931 87500 SH SOLE 72500 0 15000 EQUITY OFFICE PROPERT COMMON 294741103 32152 1154065 SH OTHER 1013565 0 140500 EQUITY RESIDENTIAL PP COMMON 29476L107 29882 650049 SH OTHER 574149 0 75900 EXXON CORPORATION COMMON 30231G102 3198 40742 SH OTHER 40742 0 0 FEDERAL RLTY INVT TR COMMON 313747206 210 10500 SH SOLE 10500 0 0 FEDERATED DEPARTMENT COMMON 31410H101 16183 479500 SH OTHER 400600 0 78900 FEDEX CORP COMMON 31428X106 3990 105000 SH SOLE 96500 0 8500 FELCOR LODGING TR INC COMMON 31430F101 2300 115000 SH SOLE 115000 0 0 FIRST INDL RLTY TR IN COMMON 32054K103 3301 111900 SH SOLE 111900 0 0 FIRST SEC CORP DEL COMMON 336294103 339 25000 SH SOLE 5000 0 20000 FIRST UNION CORP COMMON 337358105 3784 152500 SH SOLE 117500 0 35000 FIRSTAR CORP NEW WIS COMMON 33763V109 1106 52500 SH SOLE 52500 0 0 FMC CORP NEW COMMON 302491303 5365 92500 SH SOLE 77500 0 15000 FORD MOTOR COMMON 345370100 2064 48000 SH OTHER 48000 0 0 FORT JAMES CORPORATIO COMMON 347471104 6187 267536 SH OTHER 229136 0 38400 FREEPORT MCMORAN COPP CONVERT 35671D600 1975 100000 SH OTHER 87500 0 12500 FRESH DEL MONTE PRODU COMMON G36738105 822 119500 SH SOLE 97000 0 22500 GABLES RESIDENTIAL TR COMMON 362418105 762 29600 SH SOLE 29600 0 0 GENERAL ELECTRIC COMMON 369604103 13733 262200 SH OTHER 241600 0 20600 GENERAL GROWTH PPTYS COMMON 370021107 2223 70000 SH SOLE 70000 0 0 GENERAL MTRS CORP COMMON 370442105 8288 142900 SH OTHER 113900 0 29000 GLAXO PLC SPONSORED A COMMON 37733W105 1619 28001 SH OTHER 28001 0 0 GLENBOROUGH RLTY TR I COMMON 37803P105 1657 95000 SH SOLE 95000 0 0 GMO JAPAN FD CL III MUTUAL 362007486 565 62500 SH SOLE 62500 0 0 GMO REIT FD CL III MUTUAL 362007627 2411 247500 SH SOLE 247500 0 0 GMO TR EM CTY DEBT II MUTUAL 362007270 1072 117204 SH SOLE 117204 0 0 GTE CORP COMMON 362320103 28246 453750 SH OTHER 373150 0 80600 GULF CDA RES LTD ORD COMMON 40218L305 9192 1910000 SH OTHER 1588500 0 321500 HALLIBURTON CO COMMON 406216101 1180 25000 SH OTHER 25000 0 0 HASBRO BRADLEY INC COMMON 418056107 200 12500 SH SOLE 12500 0 0 HCA-THE HEALTHCARE CO COMMON 404119109 847 27500 SH SOLE 27500 0 0 HERCULES INC COMMON 427056106 263 18700 SH SOLE 18700 0 0 HEWLETT PACKARD COMMON 428236103 375 3000 SH SOLE 3000 0 0 HIGHWOODS PROPERTIES COMMON 431284108 6748 279000 SH SOLE 278400 0 600 HILTON HOTEL CORP COMMON 432848109 1125 120000 SH SOLE 102500 0 17500 HONEYWELL INTERNATION COMMON 438516106 5137 152500 SH OTHER 137500 0 15000 HOSPITALITY PPTYS TR COMMON 44106M102 957 42400 SH SOLE 42400 0 0 HOST MARRIOTT CORP NE COMMON 44107P104 5391 575000 SH SOLE 575000 0 0 INCO LTD COMMON 453258402 1395 90000 SH SOLE 77500 0 12500 INFORMATION RES INC COMMON 456905108 2254 572500 SH OTHER 415000 0 157500 INFORMIX CORP COM COMMON 456779107 632 85000 SH SOLE 40000 0 45000 INGERSOLL RAND CO COMMON 456866102 4428 110000 SH OTHER 100000 0 10000 INTEL CORP COMMON 458140100 10361 77500 SH OTHER 72500 0 5000 INTERMET CORP COMMON 45881K104 1684 245000 SH OTHER 205000 0 40000 INTERNATIONAL BUSINES COMMON 459200101 28541 260500 SH OTHER 214200 0 46300 INTERNATIONAL PAPER C COMMON 460146103 11403 382500 SH OTHER 319000 0 63500 INTL RECTIFIER CORP COMMON 460254105 8120 145000 SH OTHER 127500 0 17500 ISTAR FINL INC COM COMMON 45031U101 628 30000 SH SOLE 30000 0 0 JDN RLTY CORP COM COMMON 465917102 622 60650 SH SOLE 60650 0 0 JOHNSON & JOHNSON COMMON 478160104 8659 85000 SH OTHER 84100 0 900 JONES APPAREL GROUP I COMMON 480074103 1175 50000 SH OTHER 0 0 50000 JP RLTY INC COM COMMON 46624A106 22310 1252500 SH OTHER 1014000 0 238500 KERR-MCGEE CORP COMMON 492386107 1473 25000 SH SOLE 20000 0 5000 KILROY RLTY CORP COM COMMON 49427F108 1704 65700 SH SOLE 65700 0 0 KIMBERLY CLARK COMMON 494368103 48195 840000 SH OTHER 692200 0 147800 KLM ROYAL DUTCH AIRLI COMMON 482516309 930 35000 SH SOLE 30000 0 5000 KOGER EQUITY INC COM COMMON 500228101 1272 75400 SH SOLE 75400 0 0 KROGER CO COMMON 501044101 19989 906000 SH OTHER 767500 0 138500 LASMO ADR FOREIGN 501730204 1217 189000 SH OTHER 158500 0 30500 LIBERTY PPTY TR SH BE COMMON 531172104 6191 238700 SH SOLE 238700 0 0 LILLY ELI & CO COMMON 532457108 8539 85500 SH OTHER 71500 0 14000 LOCKHEED MARTIN CORP COMMON 539830109 7630 307500 SH OTHER 234500 0 73000 MACERICH CO COM COMMON 554382101 1513 68600 SH SOLE 68600 0 0 MACK CALI RLTY CORP C COMMON 554489104 21179 824500 SH OTHER 730300 0 94200 MANPOWER INC COM COMMON 56418H100 4720 147500 SH OTHER 119000 0 28500 MATTEL INC COMMON 577081102 495 37500 SH SOLE 37500 0 0 MAYTAG CO COMMON 578592107 439 11900 SH SOLE 11900 0 0 MCDONALDS COMMON 580135101 1070 32500 SH SOLE 32500 0 0 MCKESSON HBOC INC COM COMMON 58155Q103 3978 190000 SH SOLE 162500 0 27500 MEDIAONE GROUP INC CO COMMON 58440J104 11701 176625 SH OTHER 149125 0 27500 MEDITRUST PAIRED CTF COMMON 58501T306 206 55000 SH SOLE 55000 0 0 MELLON FINL CORP COMMON 58551A108 222 6100 SH SOLE 6100 0 0 MERCK & CO COMMON 589331107 690 9000 SH SOLE 9000 0 0 MID-AMER APT CMNTYS I COMMON 59522J103 600 25000 SH SOLE 25000 0 0 MILLS CORP COM COMMON 601148109 1684 89500 SH SOLE 89500 0 0 MINNESOTA MNG & MFG C COMMON 604059105 455 5500 SH SOLE 5500 0 0 MITCHELL ENERGY & DEV COMMON 606592202 7148 222500 SH OTHER 181500 0 41000 MODIS PROFESSIONAL SE COMMON 607830106 6291 825000 SH OTHER 649500 0 175500 MOTOROLA INC COMMON 620076109 4995 166500 SH OTHER 123500 0 43000 MYLAN LABS INC COMMON 628530107 852 47000 SH OTHER 46000 0 1000 NABISCO GROUP HOLDING COMMON 62952P102 908 35000 SH SOLE 35000 0 0 NATIONWIDE FINANCIAL COMMON 638612101 1479 45000 SH SOLE 35000 0 10000 NESTLES ADR FOREIGN 641069406 20334 202550 SH OTHER 167550 0 35000 NEW PLAN EXCEL RLTY T COMMON 648053106 1241 95480 SH SOLE 95480 0 0 NEW YORK TIMES CO CLA COMMON 650111107 435 11000 SH SOLE 11000 0 0 NIAGARA MOHAWK HOLIDN COMMON 653520106 5401 387500 SH SOLE 332500 0 55000 NOBLE AFFILIATES COMMON 654894104 316 8475 SH SOLE 8475 0 0 NOBLE DRILLING CORP C COMMON 655042109 206 5000 SH SOLE 5000 0 0 OCCIDENTAL PETE CORP COMMON 674599105 15270 725000 SH OTHER 590000 0 135000 OWENS CORNING COMMON 69073F103 6313 682500 SH OTHER 551000 0 131500 OWENS & MINOR INC NEW COMMON 690732102 1074 62500 SH SOLE 62500 0 0 PACTIV CORP COM COMMON 695257105 778 98800 SH SOLE 83300 0 15500 PALL CORP COMMON 696429307 6157 332800 SH OTHER 263500 0 69300 PARAMETRIC TECHNOLOGY COMMON 699173100 2888 262500 SH SOLE 223500 0 39000 PARKWAY PPTYS INC SHS COMMON 70159Q104 2855 93600 SH SOLE 93600 0 0 PEPSI BOTTLING GROUP COMMON 713409100 27071 927500 SH OTHER 750600 0 176900 PEPSICO INC COMMON 713448108 1674 37660 SH SOLE 30160 0 7500 PHILLIPS PETE CO COMMON 718507106 1242 24500 SH SOLE 19500 0 5000 PITNEY BOWES INC COMMON 724479100 1300 32500 SH SOLE 32500 0 0 PLACER DOME INC COMMON 725906101 239 25000 SH SOLE 25000 0 0 PNC FINANCIAL CORP COMMON 693475105 773 16500 SH SOLE 16500 0 0 PPG INDS INC COMMON 693506107 1773 40000 SH SOLE 40000 0 0 PRENTISS PPTYS TR SH COMMON 740706106 4076 169400 SH SOLE 169400 0 0 PRIME GROUP RLTY TR S COMMON 74158J103 418 27500 SH SOLE 27500 0 0 PRIME RETAIL INC COM COMMON 741570105 22 17500 SH SOLE 17500 0 0 PROLOGIS TR SH BEN IN COMMON 743410102 3794 177500 SH SOLE 177500 0 0 PS BUSINESS PKS INC C COMMON 69360J107 240 10000 SH SOLE 10000 0 0 PUBLIC STORAGE INC CO COMMON 74460D109 239 10200 SH SOLE 10200 0 0 QUESTAR CORP COMMON 748356102 6084 314000 SH OTHER 232000 0 82000 RALSTON PURINA CO COM COMMON 751277302 299 15000 SH SOLE 15000 0 0 RAYTHEON CO CL B COMMON 755111408 1829 95000 SH SOLE 80000 0 15000 RECKSON ASSOCS RLTY C COMMON 75621K304 882 34662 SH SOLE 34662 0 0 RECKSON ASSOCS RLTY C COMMON 75621K106 7659 322500 SH OTHER 265700 0 56800 RECKSON PFD A COMMON 75621K205 1941 87500 SH SOLE 87500 0 0 RELIANT ENERGY INC COMMON 75952J108 1605 53492 SH OTHER 53492 0 0 REUTERS GROUP PLC-SPO COMMON 76132M102 440 4400 SH SOLE 4400 0 0 ROCHE 0% 4/20/10 CONVERT 771196AC6 686 1250000 SH SOLE 1250000 0 0 ROCKWELL INTL CORP NE COMMON 773903109 9948 315800 SH OTHER 261800 0 54000 ROUSE CO COMMON 779273101 3465 140000 SH SOLE 140000 0 0 ROYAL DUTCH PETRO-NY COMMON 780257804 831 13500 SH SOLE 13500 0 0 RYDER SYS INC COMMON 783549108 11080 585075 SH OTHER 459675 0 125400 SABRE GROUP HLDGS INC COMMON 785905100 1861 65315 SH OTHER 56702 0 8613 SAFECO CORP COMMON 786429100 348 17500 SH SOLE 12500 0 5000 SAKS INC COMMON 79377W108 5975 572500 SH OTHER 431700 0 140800 SARA LEE CORP COMMON 803111103 2907 151500 SH SOLE 144000 0 7500 SBC COMMUNICATIONS, I COMMON 78387G103 8406 194360 SH OTHER 153460 0 40900 SCHERING PLOUGH CORP COMMON 806605101 3327 65878 SH SOLE 60878 0 5000 SEARS ROEBUCK & CO COMMON 812387108 816 25000 SH SOLE 15000 0 10000 SEMPRA ENERGY COM COMMON 816851109 7866 461036 SH OTHER 362436 0 98600 SHURGARD STORAGE CTRS COMMON 82567D104 338 15000 SH SOLE 15000 0 0 SIMON PPTY GROUP INC COMMON 828806109 1198 54000 SH SOLE 54000 0 0 SL GREEN RLTY CORP CO COMMON 78440X101 1404 52500 SH SOLE 52500 0 0 SMITH CHARLES E RES R COMMON 832197107 1296 34100 SH SOLE 34100 0 0 SMITHKLINE BEECHAM PL COMMON 832378301 3259 50000 SH SOLE 40000 0 10000 SMURFIT-STONE CONTAIN COMMON 832727101 354 27500 SH SOLE 27500 0 0 SOUTHERN CO COMMON 842587107 1457 62500 SH SOLE 62500 0 0 SOUTHWEST AIRLS CO COMMON 844741108 760 40122 SH OTHER 40122 0 0 SPIEKER PPTYS INC COM COMMON 848497103 9113 198100 SH SOLE 182500 0 15600 ST JOE CO COM COMMON 790148100 10875 362500 SH OTHER 286100 0 76400 STANLEY WORKS COMMON 854616109 2019 85000 SH SOLE 65000 0 20000 STAPLES INC COMMON 855030102 15644 1017500 SH OTHER 850500 0 167000 STARWOOD HOTELS & RES COMMON 85590A203 7164 220000 SH SOLE 220000 0 0 STORAGE TECHNOLOGY CO COMMON 862111200 19824 1812502 SH OTHER 1510002 0 302500 STUDENT ADVANTAGE INC COMMON 86386Q105 110 15000 SH SOLE 15000 0 0 SUMMIT PPTYS INC COM COMMON 866239106 15593 742500 SH OTHER 629800 0 112700 SUNTRUST BANKS INC COMMON 867914103 219 4800 SH SOLE 4800 0 0 TENET HEALTH CARE COMMON 88033G100 4658 172500 SH OTHER 114600 0 57900 TEXACO INC COMMON 881694103 17726 332500 SH OTHER 280900 0 51600 THOMAS & BETTS CORP COMMON 884315102 10318 539500 SH OTHER 419100 0 120400 TJX COS INC NEW COMMON 872540109 1828 97500 SH SOLE 80000 0 17500 TOYS R US COMMON 892335100 20134 1365000 SH OTHER 1141100 0 223900 TRIZEC HAHN CORP SUB COMMON 896938107 6614 370000 SH SOLE 369500 0 500 TXU CORP COMMON 873168108 13483 457049 SH SOLE 380452 0 76597 TXU CORP INCOME PRIDE CONVERT 873168207 1069 27500 SH SOLE 22500 0 5000 U S WEST INC NEW COM COMMON 91273H101 806 9394 SH OTHER 8894 0 500 UAL CORP COM COMMON 902549500 582 10000 SH SOLE 7500 0 2500 UNICOM CORP COM COMMON 904911104 8504 219800 SH OTHER 190600 0 29200 UNION CARBIDE CORP COMMON 905581104 223 4500 SH SOLE 4500 0 0 UNION PAC CAP TR CV P CONVERT 907824403 5234 132500 SH SOLE 130000 0 2500 UNION PAC CORP COMMON 907818108 2625 70000 SH SOLE 70000 0 0 UNION PAC RES GROUP I COMMON 907834105 19360 880000 SH OTHER 714000 0 166000 UNISYS CORP COMMON 909214108 6590 452500 SH OTHER 350500 0 102000 UNITED DOMINION RLTY COMMON 910197102 6490 590000 SH SOLE 550500 0 39500 UNITED TECHNOLOGIES C COMMON 913017109 10168 172700 SH OTHER 152700 0 20000 UNOCAL CORP COMMON 915289102 32381 977550 SH OTHER 796450 0 181100 UNOCAL CORP 6.25% TRU CONVERT 91528T207 6274 135949 SH SOLE 111189 0 24760 UNUMPROVIDENT CORP COMMON 91529Y106 401 20000 SH SOLE 20000 0 0 URBAN SHOPPING CTRS I COMMON 917060105 2210 65600 SH SOLE 65600 0 0 US AIRWAYS GROUP INC COMMON 911905107 2731 70031 SH OTHER 60031 0 10000 USG CORP COMMON 903293405 1215 40000 SH OTHER 40000 0 0 USX MARATHON GROUP CO COMMON 902905827 18237 727675 SH OTHER 598175 0 129500 VERIZON COMMUNICATION COMMON 92343V104 254 5000 SH SOLE 3300 0 1700 VIACOM INC COM NON VT COMMON 925524308 668 9802 SH SOLE 9802 0 0 VORNADO RLTY TR COM COMMON 929042109 8601 247500 SH SOLE 247500 0 0 WAL MART STORES INC COMMON 931142103 12839 225000 SH OTHER 195000 0 30000 WASHINGTON MUT INC CO COMMON 939322103 21033 730000 SH OTHER 593000 0 137000 WASTE MANAGEMENT INC COMMON 94106L109 22325 1175000 SH OTHER 950000 0 225000 WELLS FARGO NEW COMMON 949746101 6761 172260 SH OTHER 164760 0 7500 WESTFIELD AMER INC CO COMMON 959910100 672 50000 SH SOLE 50000 0 0 WEYERHAEUSER CO COMMON 962166104 2707 62950 SH OTHER 55450 0 7500 WYNDHAM INTL INC CL A COMMON 983101106 1062 424871 SH SOLE 424871 0 0 XEROX CORP COMMON 984121103 3092 152200 SH OTHER 129700 0 22500 21ST CENTY INS GROUP COM 90130N103 504 32000 SH SOLE 32000 0 0 24 / 7 MEDIA INC COM 901314104 705 45100 SH SOLE 45100 0 0 3COM CORP COM 885535104 1641 28484 SH SOLE 28484 0 0 3DFX INTERACTIVE INC COM 88553X103 514 66100 SH SOLE 66100 0 0 99 CENTS ONLY STORES COM 65440K106 666 16700 SH SOLE 16700 0 0 A D C TELECOMMUNICATIONS COM 000886101 1292 15400 SH SOLE 15400 0 0 ABBOTT LABS COM 002824100 62583 1404406 SH SOLE 1404406 0 0 ABGENIX INC COM 00339B107 1103 9200 SH SOLE 9200 0 0 ABOUT COM INC COM 003736105 558 17700 SH SOLE 17700 0 0 ACNIELSEN CORP COM 004833109 350 15900 SH SOLE 15900 0 0 ACTEL CORP COM 004934105 999 21900 SH SOLE 21900 0 0 ACTUATE CORP COM 00508B102 614 11500 SH SOLE 11500 0 0 ACTV INC COM 00088E104 959 64200 SH SOLE 64200 0 0 ADAPTEC INC COM 00651F108 428 18800 SH SOLE 18800 0 0 ADAPTIVE BROADBAND CORP COM 00650M104 2383 64855 SH SOLE 64855 0 0 ADMINISTAFF INC COM 007094105 413 6500 SH SOLE 6500 0 0 ADOBE SYS INC COM 00724F101 9867 75900 SH SOLE 75900 0 0 ADTRAN INC COM 00738A106 383 6400 SH SOLE 6400 0 0 ADVANCE PARADIGM INC COM 007491103 752 36700 SH SOLE 36700 0 0 ADVANCED DIGITAL INFORMATION COM 007525108 1235 77500 SH SOLE 77500 0 0 ADVANCED ENERGY INDS COM 007973100 760 12900 SH SOLE 12900 0 0 ADVANCED MICRO DEVICES INC COM 007903107 3430 44400 SH SOLE 44400 0 0 ADVANTA CORP CL A 007942105 425 34900 SH SOLE 34900 0 0 ADVO INC COM 007585102 743 17700 SH SOLE 17700 0 0 AEGON N V ORD AMER REG 007924103 1622 45533 SH SOLE 45533 0 0 AEROFLEX INC COM 007768104 621 12500 SH SOLE 12500 0 0 AES CORP COM 00130H105 2703 59246 SH SOLE 59246 0 0 AETNA INC COM 008117103 16674 259779 SH SOLE 259779 0 0 AFFILIATED MANAGERS GROUP COM 008252108 719 15800 SH SOLE 15800 0 0 AFLAC INC COM 001055102 808 17600 SH SOLE 17600 0 0 AFTERMARKET TECHNOLOGY CORP COM 008318107 129 15200 SH SOLE 15200 0 0 AGCO CORP COM 001084102 1007 82200 SH SOLE 82200 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 693 9397 SH SOLE 9397 0 0 AGL RES INC COM 001204106 268 16800 SH SOLE 16800 0 0 AGRIBRANDS INTL INC COM 00849R105 621 14800 SH SOLE 14800 0 0 AIR PRODS & CHEMS INC COM 009158106 9348 303400 SH SOLE 303400 0 0 AIRBORNE FGHT CORP COM 009266107 591 31200 SH SOLE 31200 0 0 AIRTRAN HLDGS INC COM 00949P108 353 85000 SH SOLE 85000 0 0 AK STL HLDG CORP COM 001547108 310 38700 SH SOLE 38700 0 0 ALBANY MOLECULAR RESH INC COM 012423109 365 6700 SH SOLE 6700 0 0 ALBEMARLE CORP COM 012653101 672 34000 SH SOLE 34000 0 0 ALBERTSONS INC COM 013104104 32429 975321 SH SOLE 975321 0 0 ALCAN ALUMINIUM LTD NEW COM 013716105 13440 503457 SH SOLE 503457 0 0 ALGOS PHARMACEUTICAL CORP COM 015869100 308 20200 SH SOLE 20200 0 0 ALKERMES INC COM 01642T108 1093 23200 SH SOLE 23200 0 0 ALLAIRE CORP COM 016714107 786 21400 SH SOLE 21400 0 0 ALLEGHANY CORP DEL COM 017175100 453 2696 SH SOLE 2696 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 250 13900 SH SOLE 13900 0 0 ALLEN TELECOM INC COM 018091108 195 11000 SH SOLE 11000 0 0 ALLERGAN INC COM 018490102 531 7126 SH SOLE 7126 0 0 ALLIANCE FST PRODS INC COM 01859J108 5437 654300 SH SOLE 654300 0 0 ALLIANT CORP COM 018802108 1144 44000 SH SOLE 44000 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 209 3100 SH SOLE 3100 0 0 ALLMERICA FINL CORP COM 019754100 1657 31644 SH SOLE 31644 0 0 ALLSTATE CORP COM 020002101 24235 1089200 SH SOLE 1089200 0 0 ALPHARMA INC CL A 020813101 1276 20500 SH SOLE 20500 0 0 ALTERA CORP COM 021441100 489 4800 SH SOLE 4800 0 0 AMB PROPERTY CORP COM 00163T109 804 35235 SH SOLE 35235 0 0 AMBAC FINL GROUP INC COM 023139108 6577 120000 SH SOLE 120000 0 0 AMERADA HESS CORP COM 023551104 9794 158600 SH SOLE 158600 0 0 AMEREN CORP COM 023608102 6041 179000 SH SOLE 179000 0 0 AMERICA ONLINE INC DEL COM 02364J104 1856 35232 SH SOLE 35232 0 0 AMERICA WEST HLDG CORP CL B 023657208 452 26400 SH SOLE 26400 0 0 AMERICAN AXLE & MFG HLDGS INC COM 024061103 162 11400 SH SOLE 11400 0 0 AMERICAN ELEC PWR INC COM 025537101 4902 165460 SH SOLE 165460 0 0 AMERICAN EXPRESS CO COM 025816109 10748 206206 SH SOLE 206206 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 851 34300 SH SOLE 34300 0 0 AMERICAN FREIGHTWAYS CORP COM 02629V108 441 30400 SH SOLE 30400 0 0 AMERICAN GENERAL CORP COM 026351106 12298 201600 SH SOLE 201600 0 0 AMERICAN GREETINGS CORP CL A 026375105 663 34900 SH SOLE 34900 0 0 AMERICAN HOME PRODS CORP COM 026609107 1002 17058 SH SOLE 17058 0 0 AMERICAN INTL GROUP INC COM 026874107 597 5083 SH SOLE 5083 0 0 AMERICAN MGMT SYS INC COM 027352103 243 7400 SH SOLE 7400 0 0 AMERICAN NATL INS CO COM 028591105 918 18000 SH SOLE 18000 0 0 AMERICAN PWR CONVERSION CORP COM 029066107 7677 188100 SH SOLE 188100 0 0 AMERICAN SUPERCONDUCTOR CORP COM 030111108 613 12700 SH SOLE 12700 0 0 AMERICAN TOWER CORP CL A 029912201 521 12500 SH SOLE 12500 0 0 AMERICAN WTR WKS INC COM 030411102 348 13900 SH SOLE 13900 0 0 AMERICREDIT CORP COM 03060R101 774 45500 SH SOLE 45500 0 0 AMERIPATH INC COM 03071D109 107 12000 SH SOLE 12000 0 0 AMERISOURCE HEALTH CORP CL A 03071P102 725 23400 SH SOLE 23400 0 0 AMERUS LIFE HLDGS INC COM 030732101 631 30600 SH SOLE 30600 0 0 AMGEN INC COM 031162100 35515 505546 SH SOLE 505546 0 0 AMKOR TECHNOLOGY INC COM 031652100 201 5700 SH SOLE 5700 0 0 AMPHENOL CORP NEW CL A 032095101 490 7400 SH SOLE 7400 0 0 AMR CORP COM 001765106 13447 508626 SH SOLE 508626 0 0 AMSOUTH BANCORPORATION COM 032165102 4271 271150 SH SOLE 271150 0 0 ANADIGICS INC COM 032515108 1870 54900 SH SOLE 54900 0 0 ANALOG DEVICES INC COM 032654105 27337 359700 SH SOLE 359700 0 0 ANCHOR GAMING COM 033037102 724 15100 SH SOLE 15100 0 0 ANCOR COMMUNICATIONS INC COM 03332K108 1273 35600 SH SOLE 35600 0 0 ANDREW CORP COM 034425108 816 24300 SH SOLE 24300 0 0 ANHEUSER BUSCH COS INC COM 035229103 10810 144739 SH SOLE 144739 0 0 ANNTAYLOR STORES CORP COM 036115103 523 15800 SH SOLE 15800 0 0 AON CORP COM 037389103 308 9900 SH SOLE 9900 0 0 APAC CUSTOMER SERVICES INC COM 00185E106 258 23300 SH SOLE 23300 0 0 APACHE CORP COM 037411105 8357 142100 SH SOLE 142100 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 1531 35404 SH SOLE 35404 0 0 APPLE COMPUTER INC COM 037833100 6851 130800 SH SOLE 130800 0 0 APPLEBEES INTL INC COM 037899101 1655 54600 SH SOLE 54600 0 0 APPLICA INC COM 03815A106 318 28100 SH SOLE 28100 0 0 APPLIED MATLS INC COM 038222105 32424 357786 SH SOLE 357786 0 0 APPLIED MICRO CIRCUITS CORP COM 03822W109 22199 224800 SH SOLE 224800 0 0 APPLIED PWR INC CL A 038225108 456 13600 SH SOLE 13600 0 0 ARCH CAP GROUP LTD COM 03937L105 338 22600 SH SOLE 22600 0 0 ARCH COAL INC COM 039380100 354 46030 SH SOLE 46030 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 6104 622053 SH SOLE 622053 0 0 ARCHSTONE CMNTYS TR SH BEN INT 039581103 930 44143 SH SOLE 44143 0 0 ARCTIC CAT INC COM 039670104 479 40325 SH SOLE 40325 0 0 ARDEN RLTY GROUP INC COM 039793104 1051 44744 SH SOLE 44744 0 0 ARGONAUT GROUP INC COM 040157109 389 22700 SH SOLE 22700 0 0 ARGOSY GAMING CO COM 040228108 687 47800 SH SOLE 47800 0 0 ARMSTRONG HLDGS INC COM 042384107 280 18300 SH SOLE 18300 0 0 ARROW ELECTRS INC COM 042735100 2641 85200 SH SOLE 85200 0 0 ARROW INTL INC COM 042764100 928 27700 SH SOLE 27700 0 0 ARVIN INDS INC COM 043339100 398 22900 SH SOLE 22900 0 0 ASHLAND INC COM 044204105 1325 37800 SH SOLE 37800 0 0 ASPECT COMMUNICATIONS CORP COM 04523Q102 1179 30000 SH SOLE 30000 0 0 ASPEN TECHNOLOGY INC COM 045327103 2058 53450 SH SOLE 53450 0 0 ASSOCIATED BANC CORP COM 045487105 504 23100 SH SOLE 23100 0 0 ASTEC INDS INC COM 046224101 345 13600 SH SOLE 13600 0 0 ASTORIA FINL CORP COM 046265104 734 28500 SH SOLE 28500 0 0 ASYST TECHNOLOGY CORP COM 04648X107 1826 53300 SH SOLE 53300 0 0 AT&T CORP COM 001957109 76641 2423434 SH SOLE 2423434 0 0 AT&T CORP COM LIB GRP A 001957208 21078 869200 SH SOLE 869200 0 0 ATMEL CORP COM 049513104 11689 317000 SH SOLE 317000 0 0 ATMI INC COM 00207R101 1655 35600 SH SOLE 35600 0 0 ATMOS ENERGY CORP COM 049560105 229 13100 SH SOLE 13100 0 0 AUTOLIV INC COM 052800109 734 30500 SH SOLE 30500 0 0 AUTONATION INC COM 05329W102 4347 615500 SH SOLE 615500 0 0 AUTOZONE INC COM 053332102 7763 352843 SH SOLE 352843 0 0 AVALONBAY CMNTYS INC COM 053484101 1113 26670 SH SOLE 26670 0 0 AVANT CORP COM 053487104 262 14000 SH SOLE 14000 0 0 AVISTA CORP COM 05379B107 1029 59000 SH SOLE 59000 0 0 AVNET INC COM 053807103 1636 27612 SH SOLE 27612 0 0 AVX CORP NEW COM 002444107 8549 372700 SH SOLE 372700 0 0 AXA FINL INC COM 002451102 10917 321100 SH SOLE 321100 0 0 AXENT TECHNOLOGIES INC COM 05459C108 1648 66400 SH SOLE 66400 0 0 AXYS PHARMACEUTICALS INC COM 054635107 239 40300 SH SOLE 40300 0 0 AZTAR CORP COM 054802103 1203 77600 SH SOLE 77600 0 0 BALDWIN & LYONS INC CL B 057755209 430 25200 SH SOLE 25200 0 0 BALLY TOTAL FITNESS HLDG CORP COM 05873K108 809 31900 SH SOLE 31900 0 0 BANCO GANADERO S A SPON ADR B 059594408 143 24300 SH SOLE 24300 0 0 BANCO SANTANDER CHILE SPON ADR SER A 05965F108 1226 76600 SH SOLE 76600 0 0 BANCO SANTIAGO SP ADR REP COM 05965L105 1081 60500 SH SOLE 60500 0 0 BANCWEST CORP NEW COM 059790105 830 50500 SH SOLE 50500 0 0 BANDAG INC COM 059815100 449 18500 SH SOLE 18500 0 0 BANK MONTREAL QUE COM 063671101 504 17500 SH SOLE 17500 0 0 BANK OF AMERICA CORPORATION COM 060505104 35155 817555 SH SOLE 817555 0 0 BANK ONE CORP COM 06423A103 1014 38182 SH SOLE 38182 0 0 BANK UTD CORP CL A 065412108 306 8700 SH SOLE 8700 0 0 BANKNORTH GROUP INC NEW COM 06646R107 560 36600 SH SOLE 36600 0 0 BANTA CORP COM 066821109 588 31050 SH SOLE 31050 0 0 BARNES GROUP INC COM 067806109 300 18400 SH SOLE 18400 0 0 BARRA INC COM 068313105 684 13800 SH SOLE 13800 0 0 BARRETT RES CORP COM PAR $0.01 068480201 1251 41100 SH SOLE 41100 0 0 BASIN EXPL INC COM 070107107 434 24300 SH SOLE 24300 0 0 BATTLE MTN GOLD CO COM 071593107 334 152900 SH SOLE 152900 0 0 BAY VIEW CAP CORP DEL COM 07262L101 235 23993 SH SOLE 23993 0 0 BEA SYS INC COM 073325102 29489 596500 SH SOLE 596500 0 0 BEAR STEARNS COS INC COM 073902108 11178 268537 SH SOLE 268537 0 0 BEDFORD PPTY INVS INC COM PAR $0.02 076446301 410 22084 SH SOLE 22084 0 0 BELDEN INC COM 077459105 497 19400 SH SOLE 19400 0 0 BELL ATLANTIC CORP COM 077853109 27854 548184 SH SOLE 548184 0 0 BELLSOUTH CORP COM 079860102 16448 385873 SH SOLE 385873 0 0 BELO A H CORP DEL COM SER A 080555105 682 39400 SH SOLE 39400 0 0 BERINGER WINE ESTATES HOLDINGS CL B 084102102 561 15900 SH SOLE 15900 0 0 BERKLEY W R CORP COM 084423102 563 30000 SH SOLE 30000 0 0 BERLITZ INTL INC NEW COM 08520F100 118 13100 SH SOLE 13100 0 0 BEST BUY INC COM 086516101 285 4500 SH SOLE 4500 0 0 BESTFOODS COM 08658U101 5346 77200 SH SOLE 77200 0 0 BETHLEHEM STL CORP COM 087509105 398 111800 SH SOLE 111800 0 0 BEVERLY ENTERPRISES INC COM NEW 087851309 643 228500 SH SOLE 228500 0 0 BEYOND COM CORP COM 08860E101 120 89500 SH SOLE 89500 0 0 BHC COMMUNICATIONS INC CL A 055448104 1520 10000 SH SOLE 10000 0 0 BIOMATRIX INC COM 09060P102 412 18200 SH SOLE 18200 0 0 BJ SVCS CO COM 055482103 1475 23600 SH SOLE 23600 0 0 BLACK BOX CORP DEL COM 091826107 1156 14600 SH SOLE 14600 0 0 BLOCK DRUG INC CL A 093644102 704 16628 SH SOLE 16628 0 0 BLYTH INC COM 09643P108 212 7200 SH SOLE 7200 0 0 BMC INDS INC MINN COM 055607105 131 32300 SH SOLE 32300 0 0 BMC SOFTWARE INC COM 055921100 39315 1077600 SH SOLE 1077600 0 0 BOB EVANS FARMS INC COM 096761101 305 20400 SH SOLE 20400 0 0 BOEING CO COM 097023105 6634 158656 SH SOLE 158656 0 0 BOISE CASCADE CORP COM 097383103 316 12200 SH SOLE 12200 0 0 BOK FINL CORP COM NEW 05561Q201 448 25532 SH SOLE 25532 0 0 BORDERS GROUP INC COM 099709107 563 36200 SH SOLE 36200 0 0 BORG WARNER INC COM 099724106 724 20600 SH SOLE 20600 0 0 BOSTON PROPERTIES INC COM 101121101 1188 30769 SH SOLE 30769 0 0 BOSTON SCIENTIFIC CORP COM 101137107 13015 593300 SH SOLE 593300 0 0 BOWATER INC COM 102183100 335 7600 SH SOLE 7600 0 0 BOWNE & CO INC COM 103043105 484 48100 SH SOLE 48100 0 0 BP AMOCO P L C SPONSORED ADR 055622104 287 5075 SH SOLE 5075 0 0 BRADY CORP CL A 104674106 403 12400 SH SOLE 12400 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 1516 79269 SH SOLE 79269 0 0 BRAZIL FD INC COM 105759104 315 18400 SH SOLE 18400 0 0 BRE PROPERTIES INC CL A 05564E106 404 13988 SH SOLE 13988 0 0 BRIGHTPOINT INC COM 109473108 1510 174400 SH SOLE 174400 0 0 BRIO TECHNOLOGY INC COM 109704106 381 18000 SH SOLE 18000 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 52888 907953 SH SOLE 907953 0 0 BROADVISION INC COM 111412102 2983 58700 SH SOLE 58700 0 0 BROCADE COMMUNICATIONS SYS INC COM 111621108 25284 137800 SH SOLE 137800 0 0 BROOKFIELD PPTYS CORP COM 112900105 699 52500 SH SOLE 52500 0 0 BROOKS AUTOMATION INC COM 11434A100 627 9800 SH SOLE 9800 0 0 BROOKTROUT INC COM 114580103 478 21900 SH SOLE 21900 0 0 BROWN SHOE INC NEW COM 115736100 226 17400 SH SOLE 17400 0 0 BROWN TOM INC COM NEW 115660201 330 14300 SH SOLE 14300 0 0 BRUNSWICK CORP COM 117043109 1216 73426 SH SOLE 73426 0 0 BUFFETS INC COM 119882108 778 61300 SH SOLE 61300 0 0 BURLINGTON COAT FACTORY COM 121579106 508 46940 SH SOLE 46940 0 0 BURLINGTON INDS INC COM 121693105 26 15500 SH SOLE 15500 0 0 BURLINGTON NORTHN SANTA FE CP COM 12189T104 19028 829573 SH SOLE 829573 0 0 BURLINGTON RES INC COM 122014103 11808 308700 SH SOLE 308700 0 0 BURNHAM PAC PPTYS INC COM 12232C108 69 10105 SH SOLE 10105 0 0 C COR NET CORP COM 125010108 1326 49100 SH SOLE 49100 0 0 C H ROBINSON WORLDWIDE INC COM 12541W100 1025 20700 SH SOLE 20700 0 0 C&D TECHNOLOGIES INC COM 124661109 1441 25500 SH SOLE 25500 0 0 C-CUBE MICROSYSTEMS INC NEW COM 12501N108 977 49800 SH SOLE 49800 0 0 CABLE DESIGN TECHNOLOGIES CORP COM 126924109 1327 39600 SH SOLE 39600 0 0 CABLETRON SYS INC COM 126920107 2250 89100 SH SOLE 89100 0 0 CABOT INDUSTRIAL TRUST COM 127072106 251 12743 SH SOLE 12743 0 0 CABOT OIL & GAS CORP CL A 127097103 331 15600 SH SOLE 15600 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 1577 77400 SH SOLE 77400 0 0 CALLAWAY GOLF CO COM 131193104 2373 145500 SH SOLE 145500 0 0 CALPINE CORP COM 131347106 3537 53800 SH SOLE 53800 0 0 CAMBIOR INC COM 13201L103 314 929500 SH SOLE 929500 0 0 CAMBRIDGE TECH PARTNERS MASS COM 132524109 99 11300 SH SOLE 11300 0 0 CAMDEN PPTY TR SH BEN INT 133131102 374 12740 SH SOLE 12740 0 0 CANADIAN OCCIDENTAL PETE LTD COM 136420106 8734 476000 SH SOLE 476000 0 0 CAPITOL FED FINL COM 14057C106 219 19800 SH SOLE 19800 0 0 CARDINAL HEALTH INC COM 14149Y108 1724 23300 SH SOLE 23300 0 0 CAREER EDUCATION CORP COM 141665109 446 9200 SH SOLE 9200 0 0 CAREMARK RX INC COM 141705103 1303 191300 SH SOLE 191300 0 0 CARLISLE COS INC COM 142339100 819 18200 SH SOLE 18200 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 486 23000 SH SOLE 23000 0 0 CARRAMERICA RLTY CORP COM 144418100 600 22623 SH SOLE 22623 0 0 CARRIER ACCESS CORP COM 144460102 1200 22700 SH SOLE 22700 0 0 CASELLA WASTE SYS INC CL A 147448104 184 17100 SH SOLE 17100 0 0 CASH AMER INTL INC COM 14754D100 430 58300 SH SOLE 58300 0 0 CATALINA MARKETING CORP COM 148867104 643 6300 SH SOLE 6300 0 0 CATELLUS DEV CORP COM 149111106 300 20000 SH SOLE 20000 0 0 CATERPILLAR INC DEL COM 149123101 7395 218301 SH SOLE 218301 0 0 CATO CORP NEW CL A 149205106 515 44300 SH SOLE 44300 0 0 CBRL GROUP INC COM 12489V106 1078 73400 SH SOLE 73400 0 0 CDNOW INC NEW COM 125086108 170 55000 SH SOLE 55000 0 0 CEC ENTMT INC COM 125137109 901 35150 SH SOLE 35150 0 0 CELGENE CORP COM 151020104 1466 24900 SH SOLE 24900 0 0 CEMEX S A SPON ADR 5 ORD 151290889 3020 129200 SH SOLE 129200 0 0 CENDANT CORP COM 151313103 302 21545 SH SOLE 21545 0 0 CENTERPOINT PPTYS TR SH BEN INT 151895109 261 6414 SH SOLE 6414 0 0 CENTEX CORP COM 152312104 1384 58900 SH SOLE 58900 0 0 CENTRAL GARDEN & PET CO COM 153527106 138 15400 SH SOLE 15400 0 0 CEPHALON INC COM 156708109 1383 23100 SH SOLE 23100 0 0 CERIDIAN CORP COM 15677T106 7142 296800 SH SOLE 296800 0 0 CERNER CORP COM 156782104 616 22600 SH SOLE 22600 0 0 CFS BANCORP INC COM 12525D102 110 12000 SH SOLE 12000 0 0 CH ENERGY GROUP INC COM 12541M102 462 13600 SH SOLE 13600 0 0 CHAMPIONSHIP AUTO RACING TEAM COM 158711101 258 10100 SH SOLE 10100 0 0 CHARMING SHOPPES INC COM 161133103 305 59800 SH SOLE 59800 0 0 CHARTER ONE FINL INC COM 160903100 2762 120100 SH SOLE 120100 0 0 CHASE MANHATTAN CORP NEW COM 16161A108 49010 1063994 SH SOLE 1063994 0 0 CHATEAU CMNTYS INC COM 161726104 437 15475 SH SOLE 15475 0 0 CHEMED CORP COM 163596109 282 10000 SH SOLE 10000 0 0 CHESAPEAKE CORP COM 165159104 421 14200 SH SOLE 14200 0 0 CHESAPEAKE ENERGY CORP COM 165167107 1003 129400 SH SOLE 129400 0 0 CHEVRON CORPORATION COM 166751107 10771 126994 SH SOLE 126994 0 0 CHICOS FAS INC COM 168615102 688 34400 SH SOLE 34400 0 0 CHILDRENS PL RETAIL STORES INC COM 168905107 761 37100 SH SOLE 37100 0 0 CHILE FD INC COM 168834109 215 22000 SH SOLE 22000 0 0 CHIRON CORP COM 170040109 869 18300 SH SOLE 18300 0 0 CHOICE HOTELS INTL INC COM 169905106 156 15700 SH SOLE 15700 0 0 CHRIS CRAFT INDS INC COM 170520100 1535 23234 SH SOLE 23234 0 0 CHUBB CORP COM 171232101 15436 250994 SH SOLE 250994 0 0 CHURCH & DWIGHT INC COM 171340102 805 44700 SH SOLE 44700 0 0 CIENA CORP COM 171779101 23336 140000 SH SOLE 140000 0 0 CIGNA CORP COM 125509109 18548 198379 SH SOLE 198379 0 0 CINERGY CORP COM 172474108 2391 94000 SH SOLE 94000 0 0 CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 287 8654 SH SOLE 8654 0 0 CIRRUS LOGIC CORP COM 172755100 696 43500 SH SOLE 43500 0 0 CISCO SYS INC COM 17275R102 94279 1483256 SH SOLE 1483256 0 0 CITIGROUP INC COM 172967101 210824 3499146 SH SOLE 3499146 0 0 CITIZENS COMMUNICATIONS CO COM 17453B101 2074 120251 SH SOLE 120251 0 0 CKE RESTAURANTS INC COM 12561E105 68 22700 SH SOLE 22700 0 0 CLAIRES STORES INC COM 179584107 493 25600 SH SOLE 25600 0 0 CLAYTON HOMES INC COM 184190106 992 124012 SH SOLE 124012 0 0 CLECO CORP NEW COM 12561W105 379 11300 SH SOLE 11300 0 0 CLEVELAND CLIFFS INC COM 185896107 960 37200 SH SOLE 37200 0 0 CMP GROUP INC COM 125887109 1017 34700 SH SOLE 34700 0 0 CNA FINL CORP COM 126117100 4024 118352 SH SOLE 118352 0 0 CNF TRANSN INC COM 12612W104 234 10300 SH SOLE 10300 0 0 COASTAL CORP COM 190441105 16162 265500 SH SOLE 265500 0 0 COCA COLA CO COM 191216100 21734 378400 SH SOLE 378400 0 0 COGNEX CORP COM 192422103 243 4700 SH SOLE 4700 0 0 COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 538 16200 SH SOLE 16200 0 0 COHU INC COM 192576106 1184 43900 SH SOLE 43900 0 0 COLONIAL PPTYS TR COM SH BEN INT 195872106 476 17386 SH SOLE 17386 0 0 COLUMBIA ENERGY GROUP COM 197648108 14656 223322 SH SOLE 223322 0 0 COLUMBIA LABS INC COM 197779101 287 49900 SH SOLE 49900 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 720 26800 SH SOLE 26800 0 0 COM21 INC COM 205937105 355 14200 SH SOLE 14200 0 0 COMDISCO INC COM 200336105 997 44700 SH SOLE 44700 0 0 COMERICA INC COM 200340107 2405 53600 SH SOLE 53600 0 0 COMMERCE BANCSHARES INC COM 200525103 205 6900 SH SOLE 6900 0 0 COMMERCE GROUP INC MASS COM 200641108 841 28500 SH SOLE 28500 0 0 COMMERCIAL FEDERAL CORPORATION COM 201647104 520 33400 SH SOLE 33400 0 0 COMMERCIAL METALS CO COM 201723103 564 20500 SH SOLE 20500 0 0 COMMONWEALTH TEL ENTERPRISES COM 203349105 344 7300 SH SOLE 7300 0 0 COMMSCOPE INC COM 203372107 217 5300 SH SOLE 5300 0 0 COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 12532 460946 SH SOLE 460946 0 0 COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW 204449300 990 54600 SH SOLE 54600 0 0 COMPAQ COMPUTER CORP COM 204493100 210 8200 SH SOLE 8200 0 0 COMPUCREDIT CORP COM 20478N100 582 19400 SH SOLE 19400 0 0 COMPUTER ASSOC INTL INC COM 204912109 23698 462975 SH SOLE 462975 0 0 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 3813 41000 SH SOLE 41000 0 0 CONAGRA INC COM 205887102 10244 537400 SH SOLE 537400 0 0 CONCORD COMMUNICATIONS INC COM 206186108 857 21500 SH SOLE 21500 0 0 CONECTIV INC COM 206829103 880 56550 SH SOLE 56550 0 0 CONEXANT SYSTEMS INC COM 207142100 11719 241000 SH SOLE 241000 0 0 CONSECO INC COM 208464107 5944 609633 SH SOLE 609633 0 0 CONSOLIDATED EDISON INC COM 209115104 5617 189600 SH SOLE 189600 0 0 CONSOLIDATED PAPERS INC COM 209759109 556 15200 SH SOLE 15200 0 0 CONSOLIDATED STORES CORP COM 210149100 312 26000 SH SOLE 26000 0 0 CONSTELLATION ENERGY CORP COM 210371100 7237 222240 SH SOLE 222240 0 0 CONTINENTAL AIRLS INC CL B 210795308 2750 58500 SH SOLE 58500 0 0 COOPER CAMERON CORP COM 216640102 2112 32000 SH SOLE 32000 0 0 COOPER COS INC COM NEW 216648402 1022 28100 SH SOLE 28100 0 0 COOPER TIRE & RUBR CO COM 216831107 656 59000 SH SOLE 59000 0 0 COPART INC COM 217204106 672 42000 SH SOLE 42000 0 0 COR THERAPEUTICS INC COM 217753102 392 4600 SH SOLE 4600 0 0 CORINTHIAN COLLEGES INC COM 218868107 255 10900 SH SOLE 10900 0 0 CORIXA CORP COM 21887F100 1202 28000 SH SOLE 28000 0 0 CORN PRODS INTL INC COM 219023108 930 35100 SH SOLE 35100 0 0 CORNING INC COM 219350105 43585 161500 SH SOLE 161500 0 0 CORUS BANKSHARES INC COM 220873103 410 15500 SH SOLE 15500 0 0 COST PLUS INC CALIF COM 221485105 1169 40750 SH SOLE 40750 0 0 COSTCO WHSL CORP NEW COM 22160K105 1630 49400 SH SOLE 49400 0 0 COTELLIGENT INC COM 221630106 87 15300 SH SOLE 15300 0 0 COTT CORP QUE COM 22163N106 83 20460 SH SOLE 20460 0 0 COULTER PHARMACEUTICAL INC COM 222116105 230 11200 SH SOLE 11200 0 0 COUNTRYWIDE CR INDS INC DEL COM 222372104 8142 268600 SH SOLE 268600 0 0 COUSINS PPTYS INC COM 222795106 697 18115 SH SOLE 18115 0 0 COVAD COMMUNICATIONS GROUP INC COM 222814204 261 16200 SH SOLE 16200 0 0 COVENTRY HEALTH CARE INC COM 222862104 1057 79300 SH SOLE 79300 0 0 CPI CORP COM 125902106 311 14700 SH SOLE 14700 0 0 CRANE CO COM 224399105 1315 54100 SH SOLE 54100 0 0 CREDENCE SYS CORP COM 225302108 1650 29900 SH SOLE 29900 0 0 CRESCENT REAL ESTATE EQUITIES COM 225756105 2495 121708 SH SOLE 121708 0 0 CRESTLINE CAP CORP COM 226153104 362 21200 SH SOLE 21200 0 0 CRISTALERIAS DE CHILE S A SPONSORED ADR 226714103 594 36000 SH SOLE 36000 0 0 CROSS TIMBERS OIL CO COM 227573102 1153 52100 SH SOLE 52100 0 0 CROWN CORK & SEAL INC COM 228255105 216 14400 SH SOLE 14400 0 0 CSK AUTO CORP COM 125965103 98 12900 SH SOLE 12900 0 0 CSX CORP COM 126408103 7123 336200 SH SOLE 336200 0 0 CTC COMMUNICATIONS GROUP INC COM 126419100 832 23100 SH SOLE 23100 0 0 CTS CORP COM 126501105 1877 41700 SH SOLE 41700 0 0 CUMMINS ENGINE INC COM 231021106 978 35900 SH SOLE 35900 0 0 CUMULUS MEDIA INC CL A 231082108 314 34400 SH SOLE 34400 0 0 CURTISS WRIGHT CORP COM 231561101 487 13100 SH SOLE 13100 0 0 CVB FINL CORP COM 126600105 196 12400 SH SOLE 12400 0 0 CYBERCASH INC COM 232462101 215 45300 SH SOLE 45300 0 0 CYBERIAN OUTPOST INC COM 231914102 311 64600 SH SOLE 64600 0 0 CYBEX COMPUTER PRODS CORP COM 232522102 767 18100 SH SOLE 18100 0 0 CYGNUS INC COM 232560102 465 32600 SH SOLE 32600 0 0 CYMER INC COM 232572107 2048 42900 SH SOLE 42900 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 1555 36800 SH SOLE 36800 0 0 CYTEC INDS INC COM 232820100 1022 41400 SH SOLE 41400 0 0 CYTYC CORP COM 232946103 256 4800 SH SOLE 4800 0 0 D R HORTON INC COM 23331A109 438 32300 SH SOLE 32300 0 0 DAIN RAUSCHER CORP COM 233856103 766 11600 SH SOLE 11600 0 0 DAL-TILE INTL INC COM 23426R108 276 33400 SH SOLE 33400 0 0 DANA CORP COM 235811106 4566 215500 SH SOLE 215500 0 0 DARDEN RESTAURANTS INC COM 237194105 231 14200 SH SOLE 14200 0 0 DATA BROADCASTING CORP COM 237596101 438 69400 SH SOLE 69400 0 0 DE BEERS CONS MINES LTD ADR DEFD 240253302 4441 182650 SH SOLE 182650 0 0 DEAN FOODS CO COM 242361103 425 13400 SH SOLE 13400 0 0 DEERE & CO COM 244199105 13656 369082 SH SOLE 369082 0 0 DEL MONTE FOODS CO COM 24522P103 144 21200 SH SOLE 21200 0 0 DELPHI FINL GROUP INC CL A 247131105 665 19589 SH SOLE 19589 0 0 DELTA & PINE LD CO COM 247357106 1038 41400 SH SOLE 41400 0 0 DELTA AIR LINES INC DEL COM 247361108 14506 286900 SH SOLE 286900 0 0 DELUXE CORP COM 248019101 735 31200 SH SOLE 31200 0 0 DENDRITE INTL INC COM 248239105 1784 53550 SH SOLE 53550 0 0 DENTSPLY INTL INC NEW COM 249030107 1220 39600 SH SOLE 39600 0 0 DESC S A DE C V SPON ADR C 250309101 1830 142100 SH SOLE 142100 0 0 DETROIT DIESEL CORP COM 250837101 423 28700 SH SOLE 28700 0 0 DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 619 41423 SH SOLE 41423 0 0 DEVON ENERGY CORP NEW COM 25179M103 382 6800 SH SOLE 6800 0 0 DEXTER CORP COM 252165105 346 7200 SH SOLE 7200 0 0 DIAMOND OFFSHORE DRILLING INC COM 25271C102 14956 425800 SH SOLE 425800 0 0 DIAMOND TECHNOLOGY PARTNERS CL A 252762109 2086 23700 SH SOLE 23700 0 0 DIEBOLD INC COM 253651103 1048 37600 SH SOLE 37600 0 0 DIGITAL MICROWAVE CORP COM 253859102 1468 38500 SH SOLE 38500 0 0 DIGITAL RIV INC COM 25388B104 97 12600 SH SOLE 12600 0 0 DILLARDS INC CL A 254067101 748 61100 SH SOLE 61100 0 0 DIME BANCORP INC NEW COM 25429Q102 334 21200 SH SOLE 21200 0 0 DIRECT FOCUS INC COM 254931108 946 19300 SH SOLE 19300 0 0 DISNEY WALT CO COM DISNEY 254687106 11848 305278 SH SOLE 305278 0 0 DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR 254753106 226 13000 SH SOLE 13000 0 0 DOCUMENTUM INC COM 256159104 2172 24300 SH SOLE 24300 0 0 DOLLAR GEN CORP COM 256669102 743 38100 SH SOLE 38100 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 584 31700 SH SOLE 31700 0 0 DOMINION RES INC VA NEW COM 25746U109 5665 132127 SH SOLE 132127 0 0 DONALDSON INC COM 257651109 889 45000 SH SOLE 45000 0 0 DONALDSON LUFKIN & JENRETTE NW COM DLJ 257661108 4592 108200 SH SOLE 108200 0 0 DONNA KARAN INTL INC COM 257826107 68 10600 SH SOLE 10600 0 0 DOW CHEM CO COM 260543103 3599 119223 SH SOLE 119223 0 0 DOW JONES & CO INC COM 260561105 212 2900 SH SOLE 2900 0 0 DOWNEY FINL CORP COM 261018105 752 25916 SH SOLE 25916 0 0 DPL INC COM 233293109 230 10500 SH SOLE 10500 0 0 DRESS BARN INC COM 261570105 1155 52200 SH SOLE 52200 0 0 DREYERS GRAND ICE CREAM INC COM 261878102 462 22000 SH SOLE 22000 0 0 DTE ENERGY CO COM 233331107 12967 424275 SH SOLE 424275 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 5349 122265 SH SOLE 122265 0 0 DUKE ENERGY CORP COM 264399106 519 9214 SH SOLE 9214 0 0 DUKE WEEKS REALTY CORP COM NEW 264411505 2533 113194 SH SOLE 113194 0 0 DUN & BRADSTREET CORP DEL COM 26483B106 275 9600 SH SOLE 9600 0 0 DYCOM INDS INC COM 267475101 1664 36175 SH SOLE 36175 0 0 DYNEGY INC NEW CL A 26816Q101 1481 21683 SH SOLE 21683 0 0 E M C CORP MASS COM 268648102 16954 220356 SH SOLE 220356 0 0 E-TEK DYNAMICS INC COM 269240107 23057 87400 SH SOLE 87400 0 0 EARTHGRAINS CO COM 270319106 264 13584 SH SOLE 13584 0 0 EAST WEST BANCORP INC COM 27579R104 408 28400 SH SOLE 28400 0 0 EASTERN ENTERPRISES COM 27637F100 1751 27800 SH SOLE 27800 0 0 EASTGROUP PPTY INC COM 277276101 389 18488 SH SOLE 18488 0 0 EASTMAN CHEM CO COM 277432100 5396 113000 SH SOLE 113000 0 0 EASTMAN KODAK CO COM 277461109 21864 367470 SH SOLE 367470 0 0 EATON CORP COM 278058102 9243 137953 SH SOLE 137953 0 0 ECHO BAY MINES LTD COM 278751102 42 58000 SH SOLE 58000 0 0 ECI TELECOM LTD ORD 268258100 844 23600 SH SOLE 23600 0 0 EDISON INTL COM 281020107 6078 296500 SH SOLE 296500 0 0 EDUCATION MGMT CORP COM 28139T101 605 33500 SH SOLE 33500 0 0 EDWARDS AG INC COM 281760108 2445 62700 SH SOLE 62700 0 0 EGGHEAD COM INC NEW COM 282329101 205 69700 SH SOLE 69700 0 0 EL PASO ELEC CO COM NEW 283677854 651 58200 SH SOLE 58200 0 0 EL PASO ENERGY CORP DEL COM 283905107 7554 148298 SH SOLE 148298 0 0 ELCOR CORP COM 284443108 243 10575 SH SOLE 10575 0 0 ELECTRO RENT CORP COM 285218103 593 48400 SH SOLE 48400 0 0 ELECTRO SCIENTIFIC INDS COM 285229100 1937 44000 SH SOLE 44000 0 0 ELECTROGLAS INC COM 285324109 1232 57300 SH SOLE 57300 0 0 EMBRATEL PARTICIPACOES S A SPON ADR PFD 29081N100 3840 162540 SH SOLE 162540 0 0 EMERSON ELEC CO COM 291011104 23936 396457 SH SOLE 396457 0 0 EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED ADR 29244T101 157 14148 SH SOLE 14148 0 0 EMULEX CORP COM NEW 292475209 1478 22500 SH SOLE 22500 0 0 ENCOMPASS SVCS CORP COM 29255U104 104 18125 SH SOLE 18125 0 0 ENERGEN CORP COM 29265N108 423 19400 SH SOLE 19400 0 0 ENERGY EAST CORP COM 29266M109 623 32700 SH SOLE 32700 0 0 ENERSIS S A SPONSORED ADR 29274F104 689 34581 SH SOLE 34581 0 0 ENGELHARD CORP COM 292845104 1298 76100 SH SOLE 76100 0 0 ENHANCE FINL SVCS GROUP INC COM 293310108 160 11100 SH SOLE 11100 0 0 ENRON CORP COM 293561106 427 6624 SH SOLE 6624 0 0 ENSCO INTL INC COM 26874Q100 1397 39000 SH SOLE 39000 0 0 ENTERGY CORP NEW COM 29364G103 21997 809110 SH SOLE 809110 0 0 ENZO BIOCHEM INC COM 294100102 1449 21000 SH SOLE 21000 0 0 ENZON INC COM 293904108 612 14400 SH SOLE 14400 0 0 EOG RES INC COM 26875P101 245 7300 SH SOLE 7300 0 0 EQUIFAX INC COM 294429105 575 21900 SH SOLE 21900 0 0 EQUITABLE RES INC COM 294549100 309 6400 SH SOLE 6400 0 0 EQUITY INNS INC COM 294703103 72 11684 SH SOLE 11684 0 0 EQUITY OFFICE PROPERTIES TRUST COM 294741103 2096 76047 SH SOLE 76047 0 0 EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 2185 47500 SH SOLE 47500 0 0 ERIE INDTY CO CL A 29530P102 419 13300 SH SOLE 13300 0 0 ESS TECHNOLOGY INC COM 269151106 605 41700 SH SOLE 41700 0 0 ESSEX PPTY TR INC COM 297178105 255 6082 SH SOLE 6082 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 260 17500 SH SOLE 17500 0 0 EXAR CORP COM 300645108 3025 34700 SH SOLE 34700 0 0 EXCALIBUR TECHNOLOGIES CORP COM NEW 300651205 208 5200 SH SOLE 5200 0 0 EXCHANGE APPLICATIONS COM 300867108 415 15600 SH SOLE 15600 0 0 EXODUS COMMUNICATIONS INC COM 302088109 322 7000 SH SOLE 7000 0 0 EXPRESS SCRIPTS INC CL A 302182100 317 5100 SH SOLE 5100 0 0 EXXON MOBIL CORP COM 30231G102 44261 563839 SH SOLE 563839 0 0 F M C CORP COM NEW 302491303 1485 25600 SH SOLE 25600 0 0 FACTORY 2-U INC COM 303072102 734 19400 SH SOLE 19400 0 0 FACTSET RESH SYS INC COM 303075105 407 14400 SH SOLE 14400 0 0 FAIRFIELD CMNTYS INC COM PAR $0.01 304231301 335 42600 SH SOLE 42600 0 0 FARMER BROS CO COM 307675108 613 3500 SH SOLE 3500 0 0 FEDERAL HOME LN MTG CORP COM 313400301 29531 729152 SH SOLE 729152 0 0 FEDERAL NATL MTG ASSN COM 313586109 56042 1073873 SH SOLE 1073873 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 464 23215 SH SOLE 23215 0 0 FEDERATED DEPT STORES INC DEL COM 31410H101 25529 756403 SH SOLE 756403 0 0 FEDERATED INVS INC PA CL B 314211103 358 10200 SH SOLE 10200 0 0 FELCOR LODGING TR INC COM 31430F101 847 45764 SH SOLE 45764 0 0 FERRO CORP COM 315405100 270 12850 SH SOLE 12850 0 0 FIDELITY NATL FINL INC COM 316326107 637 34790 SH SOLE 34790 0 0 FILENET CORP COM 316869106 1288 70100 SH SOLE 70100 0 0 FINANCIAL FED CORP COM 317492106 195 11200 SH SOLE 11200 0 0 FINANCIAL SEC ASSURN HLDGS LTD COM 31769P100 926 12200 SH SOLE 12200 0 0 FINET COM INC COM PAR $0.01 317922300 128 187000 SH SOLE 187000 0 0 FIRST AMERN CORP CALIF COM 318522307 742 51850 SH SOLE 51850 0 0 FIRST BANCORP P R COM 318672102 262 14100 SH SOLE 14100 0 0 FIRST CTZNS BANCSHARES INC N C CL A 31946M103 595 10000 SH SOLE 10000 0 0 FIRST INDUSTRIAL REALTY TRUST COM 32054K103 999 33871 SH SOLE 33871 0 0 FIRST SEC CORP DEL COM 336294103 305 22500 SH SOLE 22500 0 0 FIRST UN CORP COM 337358105 650 26200 SH SOLE 26200 0 0 FIRSTAR CORP NEW WIS COM 33763V109 25225 1197636 SH SOLE 1197636 0 0 FIRSTENERGY CORP COM 337932107 9379 401257 SH SOLE 401257 0 0 FIRSTFED FINL CORP COM 337907109 287 20300 SH SOLE 20300 0 0 FLEETBOSTON FINL CORP COM 339030108 18684 549544 SH SOLE 549544 0 0 FLEETWOOD ENTERPRISES INC COM 339099103 466 32700 SH SOLE 32700 0 0 FLEMING COS INC COM 339130106 1100 84200 SH SOLE 84200 0 0 FLORIDA EAST COAST INDS COM 340632108 892 22300 SH SOLE 22300 0 0 FLORIDA ROCK INDS INC COM 341140101 346 9700 SH SOLE 9700 0 0 FLOWSERVE CORP COM 34354P105 369 24500 SH SOLE 24500 0 0 FLUOR CORP COM 343861100 1341 42400 SH SOLE 42400 0 0 FOMENTO ECONOMICO MEXICANO SA SPON ADR UNITS 344419106 965 22400 SH SOLE 22400 0 0 FOOTSTAR INC COM 344912100 781 23500 SH SOLE 23500 0 0 FORD MTR CO DEL COM 345370100 54698 1272058 SH SOLE 1272058 0 0 FOREST LABS INC COM 345838106 303 3000 SH SOLE 3000 0 0 FOREST OIL CORP COM NEW 346091606 457 28700 SH SOLE 28700 0 0 FORMULA SYS 1985 LTD GDR REG S 346414105 917 17300 SH SOLE 17300 0 0 FORRESTER RESH INC COM 346563109 408 5600 SH SOLE 5600 0 0 FORTUNE BRANDS INC COM 349631101 4728 205000 SH SOLE 205000 0 0 FORWARD AIR CORP COM 349853101 716 17900 SH SOLE 17900 0 0 FOSSIL INC COM 349882100 486 25000 SH SOLE 25000 0 0 FOSTER WHEELER CORP COM 350244109 235 27300 SH SOLE 27300 0 0 FOUNDATION HEALTH SYS INC COM 350404109 1294 99510 SH SOLE 99510 0 0 FOX ENTMT GROUP INC CL A 35138T107 3879 127700 SH SOLE 127700 0 0 FPL GROUP INC COM 302571104 6994 141300 SH SOLE 141300 0 0 FRANCHISE FIN CORP AMER COM 351807102 403 17527 SH SOLE 17527 0 0 FRANKLIN RES INC COM 354613101 9810 322949 SH SOLE 322949 0 0 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 9215 996200 SH SOLE 996200 0 0 FREMONT GEN CORP COM 357288109 198 50330 SH SOLE 50330 0 0 FRIEDE GOLDMAN HALTER INC COM 358430106 319 35640 SH SOLE 35640 0 0 FRITZ COS INC COM 358846103 491 47600 SH SOLE 47600 0 0 FSI INTL INC COM 302633102 440 20300 SH SOLE 20300 0 0 FULLER H B CO COM 359694106 319 7000 SH SOLE 7000 0 0 FURNITURE BRANDS INTL INC COM 360921100 970 64100 SH SOLE 64100 0 0 GALILEO TECHNOLOGY LTD ORD M47298100 387 18000 SH SOLE 18000 0 0 GALLAGHER ARTHUR J & CO COM 363576109 1033 24600 SH SOLE 24600 0 0 GALLAHER GROUP PLC SPONSORED ADR 363595109 622 29000 SH SOLE 29000 0 0 GAP INC DEL COM 364760108 991 31700 SH SOLE 31700 0 0 GATEWAY INC COM 367626108 12845 226342 SH SOLE 226342 0 0 GATX CORP COM 361448103 843 24800 SH SOLE 24800 0 0 GAYLORD CONTAINER CORP CL A 368145108 121 45100 SH SOLE 45100 0 0 GBC BANCORP CALIF COM 361475106 252 8600 SH SOLE 8600 0 0 GENER S A SPONSORED ADR 368731105 1896 129063 SH SOLE 129063 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 1011 124400 SH SOLE 124400 0 0 GENERAL DYNAMICS CORP COM 369550108 3739 71565 SH SOLE 71565 0 0 GENERAL ELEC CO COM 369604103 55660 1050186 SH SOLE 1050186 0 0 GENERAL GROWTH PPTYS INC COM 370021107 825 25995 SH SOLE 25995 0 0 GENERAL MLS INC COM 370334104 1362 35600 SH SOLE 35600 0 0 GENERAL MTRS CORP COM 370442105 65519 1128438 SH SOLE 1128438 0 0 GENERAL MTRS CORP CL H NEW 370442832 6600 75212 SH SOLE 75212 0 0 GENESCO INC COM 371532102 586 36500 SH SOLE 36500 0 0 GENUINE PARTS CO COM 372460105 3695 184767 SH SOLE 184767 0 0 GEON CO COM 37246W105 403 21800 SH SOLE 21800 0 0 GEORGIA GULF CORP COM PAR $0.01 373200203 949 45600 SH SOLE 45600 0 0 GEORGIA PAC CORP COM GA PAC GRP 373298108 9677 368662 SH SOLE 368662 0 0 GETTY IMAGES INC COM 374276103 259 7000 SH SOLE 7000 0 0 GILAT SATELLITE NETWORKS LTD ORD M51474100 735 10600 SH SOLE 10600 0 0 GILLETTE CO COM 375766102 2938 84105 SH SOLE 84105 0 0 GLENAYRE TECHNOLOGIES INC COM 377899109 2447 231700 SH SOLE 231700 0 0 GLENBOROUGH RLTY TR INC COM 37803P105 517 29673 SH SOLE 29673 0 0 GLIATECH INC COM 37929C103 391 19300 SH SOLE 19300 0 0 GLOBAL INDS LTD COM 379336100 387 20500 SH SOLE 20500 0 0 GLOBAL MARINE INC COM 379352404 660 23400 SH SOLE 23400 0 0 GO2NET INC COM 383486107 1389 27600 SH SOLE 27600 0 0 GOLDEN WEST FINL CORP DEL COM 381317106 16296 399300 SH SOLE 399300 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 256 2700 SH SOLE 2700 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 9478 473900 SH SOLE 473900 0 0 GOODYS FAMILY CLOTHING INC COM 382588101 411 74800 SH SOLE 74800 0 0 GPU INC COM 36225X100 9864 364503 SH SOLE 364503 0 0 GRACE W R & CO DEL NEW COM 38388F108 812 67000 SH SOLE 67000 0 0 GRACO INC COM 384109104 465 14300 SH SOLE 14300 0 0 GRAINGER W W INC COM 384802104 342 11100 SH SOLE 11100 0 0 GRANITE CONSTR INC COM 387328107 387 15800 SH SOLE 15800 0 0 GRAPHIC PACKAGING INTL CORP COM 388690109 56 26500 SH SOLE 26500 0 0 GREAT ATLANTIC & PAC TEA INC COM 390064103 387 23300 SH SOLE 23300 0 0 GREAT LAKES CHEM CORP COM 390568103 277 8800 SH SOLE 8800 0 0 GREAT PLAINS SOFTWARE COM 39119E105 410 20900 SH SOLE 20900 0 0 GREATER BAY BANCORP COM 391648102 706 15100 SH SOLE 15100 0 0 GREENPOINT FINL CORP COM 395384100 306 16300 SH SOLE 16300 0 0 GREIF BROS CORP CL A 397624107 437 14200 SH SOLE 14200 0 0 GREY ADVERTISING INC COM 397838103 312 600 SH SOLE 600 0 0 GREY WOLF INC COM 397888108 1184 236700 SH SOLE 236700 0 0 GRIFFON CORP COM 398433102 86 15500 SH SOLE 15500 0 0 GRUPO IUSACELL S A DE C V NEW SPON ADR V 40050B100 10125 648029 SH SOLE 648029 0 0 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 3585 52000 SH SOLE 52000 0 0 GRUPO TRIBASA S A DE C V SP ADR NEW 20S 40049F204 449 199750 SH SOLE 199750 0 0 GTE CORP COM 362320103 39046 627241 SH SOLE 627241 0 0 GTECH HLDGS CORP COM 400518106 733 32300 SH SOLE 32300 0 0 GUANGSHEN RY LTD SPONSORED ADR 40065W107 579 115700 SH SOLE 115700 0 0 GUESS INC COM 401617105 175 12500 SH SOLE 12500 0 0 GUILFORD MLS INC COM 401794102 144 33850 SH SOLE 33850 0 0 GULF INDONESIA RES LTD COM 402284103 1103 137920 SH SOLE 137920 0 0 GULF ISLAND FABRICATION INC COM 402307102 270 15900 SH SOLE 15900 0 0 HA-LO INDS INC COM 404429102 303 53900 SH SOLE 53900 0 0 HAIN CELESTIAL GROUP INC COM 405217100 796 21700 SH SOLE 21700 0 0 HANDLEMAN CO DEL COM 410252100 164 13100 SH SOLE 13100 0 0 HANNA M A CO COM 410522106 497 55200 SH SOLE 55200 0 0 HARLAND JOHN H CO COM 412693103 438 29300 SH SOLE 29300 0 0 HARLEYSVILLE GROUP INC COM 412824104 481 28700 SH SOLE 28700 0 0 HARMAN INTL INDS INC COM 413086109 921 15100 SH SOLE 15100 0 0 HARRAHS ENTMT INC COM 413619107 1353 64635 SH SOLE 64635 0 0 HARRIS CORP DEL COM 413875105 1028 31400 SH SOLE 31400 0 0 HARSCO CORP COM 415864107 638 25000 SH SOLE 25000 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 20380 364335 SH SOLE 364335 0 0 HAVERTY FURNITURE INC COM 419596101 160 18800 SH SOLE 18800 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 860 26200 SH SOLE 26200 0 0 HCA-HEALTHCARE CO COM 404119109 24835 817614 SH SOLE 817614 0 0 HCC INS HLDGS INC COM 404132102 1083 57400 SH SOLE 57400 0 0 HEALTH MGMT ASSOC INC NEW CL A 421933102 1967 150600 SH SOLE 150600 0 0 HEALTHSOUTH CORP COM 421924101 521 72500 SH SOLE 72500 0 0 HEARTLAND EXPRESS INC COM 422347104 751 45000 SH SOLE 45000 0 0 HEIDRICK & STRUGGLES INTL INC COM 422819102 1023 16200 SH SOLE 16200 0 0 HEILIG MEYERS CO COM 422893107 13 10600 SH SOLE 10600 0 0 HEINZ H J CO COM 423074103 1746 39900 SH SOLE 39900 0 0 HELIX TECHNOLOGY CORP COM 423319102 1669 42800 SH SOLE 42800 0 0 HELLER FINANCIAL INC CL A 423328103 736 35900 SH SOLE 35900 0 0 HELMERICH & PAYNE INC COM 423452101 1260 33700 SH SOLE 33700 0 0 HEWLETT PACKARD CO COM 428236103 9689 77593 SH SOLE 77593 0 0 HIBERNIA CORP CL A 428656102 680 62500 SH SOLE 62500 0 0 HIGHWOODS PPTYS INC COM 431284108 1905 79362 SH SOLE 79362 0 0 HILB ROGAL & HAMILTON CO COM 431294107 333 9600 SH SOLE 9600 0 0 HILLENBRAND INDS INC COM 431573104 1168 37300 SH SOLE 37300 0 0 HNC SOFTWARE INC COM 40425P107 2773 44900 SH SOLE 44900 0 0 HOLLINGER INTL INC CL A 435569108 950 69700 SH SOLE 69700 0 0 HOLLYWOOD ENTMT CORP COM 436141105 410 52100 SH SOLE 52100 0 0 HOME DEPOT INC COM 437076102 11001 220294 SH SOLE 220294 0 0 HOMEBASE INC COM 43738E108 43 27400 SH SOLE 27400 0 0 HON INDS INC COM 438092108 1015 43200 SH SOLE 43200 0 0 HONEYWELL INTL INC COM 438516106 43687 1296845 SH SOLE 1296845 0 0 HOOPER HOLMES INC COM 439104100 534 66800 SH SOLE 66800 0 0 HORACE MANN EDUCATORS CORP NEW COM 440327104 563 37500 SH SOLE 37500 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 582 25801 SH SOLE 25801 0 0 HOST MARRIOTT CORP NEW COM 44107P104 1610 171700 SH SOLE 171700 0 0 HOUSEHOLD INTL INC COM 441815107 13721 330129 SH SOLE 330129 0 0 HRPT PPTYS TR COM SH BEN INT 40426W101 165 26900 SH SOLE 26900 0 0 HS RES INC COM 404297103 405 13500 SH SOLE 13500 0 0 HUANENG PWR INTL INC SPON ADR N 443304100 536 40300 SH SOLE 40300 0 0 HUBBELL INC CL B 443510201 487 19100 SH SOLE 19100 0 0 HUGHES SUPPLY INC COM 444482103 373 18900 SH SOLE 18900 0 0 HUMAN GENOME SCIENCES INC COM 444903108 2467 18500 SH SOLE 18500 0 0 HUMANA INC COM 444859102 348 71400 SH SOLE 71400 0 0 I2 TECHNOLOGIES INC COM 465754109 11284 108225 SH SOLE 108225 0 0 IBP INC COM 449223106 2133 138200 SH SOLE 138200 0 0 ICICI LTD SPONSORED ADR 44926P202 6844 365000 SH SOLE 365000 0 0 ICN PHARMACEUTICALS INC NEW COM 448924100 745 26800 SH SOLE 26800 0 0 IDACORP INC COM 451107106 326 10100 SH SOLE 10100 0 0 IDX SYS CORP COM 449491109 393 27800 SH SOLE 27800 0 0 ILLINOIS TOOL WKS INC COM 452308109 244 4285 SH SOLE 4285 0 0 IMATION CORP COM 45245A107 543 18500 SH SOLE 18500 0 0 IMC GLOBAL INC COM 449669100 1028 79100 SH SOLE 79100 0 0 IMCLONE SYS INC COM 45245W109 268 3500 SH SOLE 3500 0 0 IMPERIAL CR INDS INC COM 452729106 150 35200 SH SOLE 35200 0 0 IMS HEALTH INC COM 449934108 315 17500 SH SOLE 17500 0 0 INCO LTD COM 453258402 7238 697500 SH SOLE 697500 0 0 INCYTE GENOMICS INC COM 45337C102 222 2700 SH SOLE 2700 0 0 INDEPENDENCE CMNTY BK CORP COM 453414104 242 18300 SH SOLE 18300 0 0 INDIA FD INC COM 454089103 7654 539500 SH SOLE 539500 0 0 INFOCUS CORP COM 45665B106 1316 40900 SH SOLE 40900 0 0 INFORMIX CORP COM 456779107 213 28600 SH SOLE 28600 0 0 INFOSPACE INC COM 45678T102 1006 18200 SH SOLE 18200 0 0 INGERSOLL-RAND CO COM 456866102 5451 135433 SH SOLE 135433 0 0 INGLES MKTS INC CL A 457030104 481 46100 SH SOLE 46100 0 0 INGRAM MICRO INC CL A 457153104 1071 61400 SH SOLE 61400 0 0 INNKEEPERS USA TR COM 4576J0104 99 10903 SH SOLE 10903 0 0 INPRISE CORP COM 45766C102 107 17400 SH SOLE 17400 0 0 INSIGHT ENTERPRISES INC COM 45765U103 2699 45500 SH SOLE 45500 0 0 INSITUFORM TECHNOLOGIES INC CL A 457667103 795 29300 SH SOLE 29300 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 2185 36500 SH SOLE 36500 0 0 INTEL CORP COM 458140100 106073 793442 SH SOLE 793442 0 0 INTER TEL INC COM 458372109 559 34800 SH SOLE 34800 0 0 INTERDIGITAL COMMUNICATIONS CP COM 45866A105 533 32200 SH SOLE 32200 0 0 INTERIM SVCS INC COM 45868P100 774 43600 SH SOLE 43600 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 12244 111752 SH SOLE 111752 0 0 INTERNATIONAL FIBERCOM INC COM 45950T101 388 15200 SH SOLE 15200 0 0 INTERNATIONAL GAME TECHNOLOGY COM 459902102 1410 53200 SH SOLE 53200 0 0 INTERNATIONAL MULTIFOODS CORP COM 460043102 348 20100 SH SOLE 20100 0 0 INTERNATIONAL RECTIFIER CORP COM 460254105 2296 41000 SH SOLE 41000 0 0 INTERPOOL INC COM 46062R108 355 36400 SH SOLE 36400 0 0 INTERSTATE BAKERIES CORP DEL COM 46072H108 501 35800 SH SOLE 35800 0 0 INTIMATE BRANDS INC CL A 461156101 1076 54500 SH SOLE 54500 0 0 INTL PAPER CO COM 460146103 15975 535863 SH SOLE 535863 0 0 INVACARE CORP COM 461203101 585 22300 SH SOLE 22300 0 0 INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 284 7200 SH SOLE 7200 0 0 INVESTORS FINL SERVICES CORP COM 461915100 909 22900 SH SOLE 22900 0 0 IOMEGA CORP COM 462030107 943 235700 SH SOLE 235700 0 0 IONICS INC COM 462218108 211 6900 SH SOLE 6900 0 0 IRT PPTY CO COM 450058102 89 10445 SH SOLE 10445 0 0 IVAX CORP COM 465823102 1697 40900 SH SOLE 40900 0 0 IVILLAGE INC COM 46588H105 424 50300 SH SOLE 50300 0 0 J D EDWARDS & CO COM 281667105 619 41100 SH SOLE 41100 0 0 JACK IN THE BOX INC COM 466367109 1450 58900 SH SOLE 58900 0 0 JAKKS PAC INC COM 47012E106 576 39050 SH SOLE 39050 0 0 JDA SOFTWARE GROUP INC COM 46612K108 779 40600 SH SOLE 40600 0 0 JDN RLTY CORP COM 465917102 222 21795 SH SOLE 21795 0 0 JDS UNIPHASE CORP COM 46612J101 42168 351768 SH SOLE 351768 0 0 JEFFERIES GROUP INC NEW COM 472319102 410 20300 SH SOLE 20300 0 0 JEFFERSON PILOT CORP COM 475070108 6469 114625 SH SOLE 114625 0 0 JLG INDS INC COM 466210101 328 27600 SH SOLE 27600 0 0 JOHNS MANVILLE CORP NEW COM 478129109 154 11700 SH SOLE 11700 0 0 JOHNSON & JOHNSON COM 478160104 36461 357899 SH SOLE 357899 0 0 JOHNSON CTLS INC COM 478366107 5164 100644 SH SOLE 100644 0 0 JONES APPAREL GROUP INC COM 480074103 11076 471300 SH SOLE 471300 0 0 JONES PHARMA INC COM 480236108 1997 50000 SH SOLE 50000 0 0 JP REALTY INC COM 46624A106 409 22935 SH SOLE 22935 0 0 JUSTIN INDS INC COM 482171105 928 42400 SH SOLE 42400 0 0 K MART CORP COM 482584109 10482 1538781 SH SOLE 1538781 0 0 KAISER ALUMINUM CORP COM 483007100 277 69300 SH SOLE 69300 0 0 KAMAN CORP CL A 483548103 414 38700 SH SOLE 38700 0 0 KANSAS CITY LIFE INS CO COM 484836101 726 27000 SH SOLE 27000 0 0 KANSAS CITY PWR & LT CO COM 485134100 313 13900 SH SOLE 13900 0 0 KAUFMAN & BROAD HOME CORP COM 486168107 830 41900 SH SOLE 41900 0 0 KAYDON CORP COM 486587108 315 15000 SH SOLE 15000 0 0 KEANE INC COM 486665102 240 11100 SH SOLE 11100 0 0 KELLWOOD CO COM 488044108 553 26200 SH SOLE 26200 0 0 KELLY SVCS INC CL A 488152208 934 40400 SH SOLE 40400 0 0 KEMET CORP COM 488360108 2208 88100 SH SOLE 88100 0 0 KENNAMETAL INC COM 489170100 832 38800 SH SOLE 38800 0 0 KENT ELECTRS CORP COM 490553104 1142 38300 SH SOLE 38300 0 0 KERR MCGEE CORP COM 492386107 3743 63500 SH SOLE 63500 0 0 KEY ENERGY SVCS INC COM 492914106 1198 124500 SH SOLE 124500 0 0 KEYCORP NEW COM 493267108 275 15600 SH SOLE 15600 0 0 KEYSPAN CORP COM 49337W100 4836 157264 SH SOLE 157264 0 0 KFORCE COM INC COM 493732101 264 38000 SH SOLE 38000 0 0 KILROY RLTY CORP COM 49427F108 485 18690 SH SOLE 18690 0 0 KIMBALL INTL INC CL B 494274103 476 32300 SH SOLE 32300 0 0 KIMBERLY CLARK CORP COM 494368103 4561 79497 SH SOLE 79497 0 0 KIMCO REALTY CORP COM 49446R109 779 19009 SH SOLE 19009 0 0 KINDER MORGAN INC KANS COM 49455P101 3321 96100 SH SOLE 96100 0 0 KING PHARMACEUTICALS INC COM 495582108 226 5150 SH SOLE 5150 0 0 KLA-TENCOR CORP COM 482480100 12985 221732 SH SOLE 221732 0 0 KNIGHT RIDDER INC COM 499040103 6771 127300 SH SOLE 127300 0 0 KOGER EQUITY INC COM 500228101 355 21025 SH SOLE 21025 0 0 KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW 500472204 12808 269644 SH SOLE 269644 0 0 KOREA FD COM 500634100 4219 300000 SH SOLE 300000 0 0 KOREA TELECOM SPONSORED ADR 50063P103 2189 45250 SH SOLE 45250 0 0 KOREAN INVT FD INC COM 500637103 1123 159000 SH SOLE 159000 0 0 KORN FERRY INTL COM NEW 500643200 627 19800 SH SOLE 19800 0 0 KROGER CO COM 501044101 589 26700 SH SOLE 26700 0 0 KRONOS INC COM 501052104 429 16500 SH SOLE 16500 0 0 KULICKE & SOFFA INDS INC COM 501242101 1075 18100 SH SOLE 18100 0 0 LA Z BOY INC COM 505336107 279 19900 SH SOLE 19900 0 0 LABORATORIO CHILE SA ADR 50540H104 353 18400 SH SOLE 18400 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1180 15300 SH SOLE 15300 0 0 LAFARGE CORP COM 505862102 788 37500 SH SOLE 37500 0 0 LAM RESEARCH CORP COM 512807108 1129 30100 SH SOLE 30100 0 0 LANCASTER COLONY CORP COM 513847103 542 27815 SH SOLE 27815 0 0 LANDRYS SEAFOOD RESTAURANTS COM 51508L103 624 73400 SH SOLE 73400 0 0 LANDSTAR SYS INC COM 515098101 852 14300 SH SOLE 14300 0 0 LASERSIGHT INC COM 517924106 143 37400 SH SOLE 37400 0 0 LEAP WIRELESS INTL INC COM 521863100 2294 48800 SH SOLE 48800 0 0 LEAR CORP COM 521865105 482 24100 SH SOLE 24100 0 0 LEARNING TREE INTL INC COM 522015106 913 14900 SH SOLE 14900 0 0 LEGGETT & PLATT INC COM 524660107 3439 208400 SH SOLE 208400 0 0 LEHMAN BROS HLDGS INC COM 524908100 21811 230653 SH SOLE 230653 0 0 LENNAR CORP COM 526057104 465 22978 SH SOLE 22978 0 0 LEUCADIA NATL CORP COM 527288104 853 37400 SH SOLE 37400 0 0 LIBERTY CORP S C COM 530370105 239 5700 SH SOLE 5700 0 0 LIBERTY DIGITAL INC CL A 530436104 348 11600 SH SOLE 11600 0 0 LIBERTY FINL COS INC COM 530512102 924 42100 SH SOLE 42100 0 0 LIBERTY PPTY TR SH BEN INT 531172104 1841 70971 SH SOLE 70971 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 748 33600 SH SOLE 33600 0 0 LIHIR GOLD LTD SPONSORED ADR 532349107 2844 350000 SH SOLE 350000 0 0 LINCOLN ELEC HLDGS INC COM 533900106 298 20900 SH SOLE 20900 0 0 LINCOLN NATL CORP IND COM 534187109 7637 211400 SH SOLE 211400 0 0 INEAR TECHNOLOGY CORP COM 535678106 978 15300 SH SOLE 15300 0 0 LITTELFUSE INC COM 537008104 1005 20500 SH SOLE 20500 0 0 LITTON INDS INC COM 538021106 1331 31700 SH SOLE 31700 0 0 LIZ CLAIBORNE INC COM 539320101 2835 80428 SH SOLE 80428 0 0 LOCKHEED MARTIN CORP COM 539830109 16599 668982 SH SOLE 668982 0 0 LODGIAN INC COM 54021P106 40 16400 SH SOLE 16400 0 0 LOEWS CORP COM 540424108 12336 205600 SH SOLE 205600 0 0 LONE STAR STEAKHOUSE SALOON COM 542307103 817 80700 SH SOLE 80700 0 0 LONE STAR TECHNOLOGIES INC COM 542312103 749 16200 SH SOLE 16200 0 0 ONGS DRUG STORES CORP COM 543162101 318 14600 SH SOLE 14600 0 0 LOUIS DREYFUS NAT GAS CORP COM 546011107 720 23000 SH SOLE 23000 0 0 LOUISIANA PAC CORP COM 546347105 465 42800 SH SOLE 42800 0 0 LSI LOGIC CORP COM 502161102 4082 75414 SH SOLE 75414 0 0 LTV CORP NEW COM 501921100 586 203800 SH SOLE 203800 0 0 LTX CORP COM 502392103 1796 51400 SH SOLE 51400 0 0 LUBRIZOL CORP COM 549271104 575 27400 SH SOLE 27400 0 0 LUBYS INC COM 549282101 218 27200 SH SOLE 27200 0 0 LUCENT TECHNOLOGIES INC COM 549463107 1891 31922 SH SOLE 31922 0 0 LYONDELL CHEMICAL CO COM 552078107 878 52400 SH SOLE 52400 0 0 M & T BK CORP COM 55261F104 1890 4200 SH SOLE 4200 0 0 MACERICH CO COM 554382101 234 10627 SH SOLE 10627 0 0 MACK CALI RLTY CORP COM 554489104 2428 94506 SH SOLE 94506 0 0 MADECO SA SPONSORED ADR 556304103 496 65000 SH SOLE 65000 0 0 MAGELLAN HEALTH SVCS INC COM 559079108 13 10500 SH SOLE 10500 0 0 MAIL-WELL INC COM 560321200 561 65100 SH SOLE 65100 0 0 MALLINCKRODT INC NEW COM 561232109 1438 33100 SH SOLE 33100 0 0 MANDALAY RESORT GROUP COM 562567107 1104 55200 SH SOLE 55200 0 0 MANOR CARE INC NEW COM 564055101 522 74500 SH SOLE 74500 0 0 MANPOWER INC COM 56418H100 918 28700 SH SOLE 28700 0 0 MANUGISTICS GROUP INC COM 565011103 2501 53500 SH SOLE 53500 0 0 MANULIFE FINL CORP COM 56501R106 7754 645000 SH SOLE 645000 0 0 MARCUS CORP COM 566330106 176 14550 SH SOLE 14550 0 0 MARIMBA INC COM 56781Q109 283 20300 SH SOLE 20300 0 0 MARINE DRILLING COS INC COM PAR $0.01 568240204 784 28000 SH SOLE 28000 0 0 MARK IV INDS INC COM 570387100 974 46675 SH SOLE 46675 0 0 MARRIOTT INTL INC NEW CL A 571903202 6250 173300 SH SOLE 173300 0 0 MASISA S A SPONSORED ADR 574799102 1312 111100 SH SOLE 111100 0 0 MASTEC INC COM 576323109 957 25050 SH SOLE 25050 0 0 MAVERICK TUBE CORP COM 577914104 460 15800 SH SOLE 15800 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 217 3200 SH SOLE 3200 0 0 MAXIMUS INC COM 577933104 248 11200 SH SOLE 11200 0 0 MAXTOR CORP COM NEW 577729205 1480 140100 SH SOLE 140100 0 0 MAY DEPT STORES CO COM 577778103 8290 345400 SH SOLE 345400 0 0 MBIA INC COM 55262C100 10982 227900 SH SOLE 227900 0 0 MBNA CORP COM 55262L100 25156 927414 SH SOLE 927414 0 0 MCDONALDS CORP COM 580135101 4813 146138 SH SOLE 146138 0 0 MCLEODUSA INC CL A 582266102 5714 276200 SH SOLE 276200 0 0 MCN ENERGY GROUP INC COM 55267J100 825 38600 SH SOLE 38600 0 0 MEAD CORP COM 582834107 5881 232900 SH SOLE 232900 0 0 MEDIMMUNE INC COM 584699102 607 8200 SH SOLE 8200 0 0 MEDQUIST INC COM 584949101 700 20600 SH SOLE 20600 0 0 MEDTRONIC INC COM 585055106 1116 22400 SH SOLE 22400 0 0 MEMBERWORKS INC COM 586002107 437 13000 SH SOLE 13000 0 0 MEMC ELECTR MATLS INC COM 552715104 445 24700 SH SOLE 24700 0 0 MENS WEARHOUSE INC COM 587118100 640 28700 SH SOLE 28700 0 0 MENTOR CORP MINN COM 587188103 560 20600 SH SOLE 20600 0 0 MENTOR GRAPHICS CORP COM 587200106 268 13500 SH SOLE 13500 0 0 MERCK & CO INC COM 589331107 22023 287408 SH SOLE 287408 0 0 MERCURY COMPUTER SYS COM 589378108 1131 35000 SH SOLE 35000 0 0 MERCURY GENL CORP NEW COM 589400100 959 40600 SH SOLE 40600 0 0 MERCURY INTERACTIVE CORP COM 589405109 1742 18000 SH SOLE 18000 0 0 MERIDIAN RESOURCE CORP COM 58977Q109 387 68000 SH SOLE 68000 0 0 MERISTAR HOSPITALITY CORP COM 58984Y103 662 31511 SH SOLE 31511 0 0 MERITOR AUTOMOTIVE INC COM 59000G100 604 54900 SH SOLE 54900 0 0 MERRILL LYNCH & CO INC COM 590188108 53501 465223 SH SOLE 465223 0 0 MESABA HLDGS INC COM 59066B102 165 17300 SH SOLE 17300 0 0 METALS USA INC COM 591324108 62 13300 SH SOLE 13300 0 0 METHANEX CORP COM 59151K108 131 57100 SH SOLE 57100 0 0 METHODE ELECTRS INC CL A 591520200 823 21300 SH SOLE 21300 0 0 METRICOM INC COM 591596101 1012 36300 SH SOLE 36300 0 0 METRIS COS INC COM 591598107 1497 59571 SH SOLE 59571 0 0 METRO GOLDWYN MAYER INC COM 591610100 1677 64200 SH SOLE 64200 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 948 23700 SH SOLE 23700 0 0 MGC COMMUNICATIONS INC COM 552763302 773 12900 SH SOLE 12900 0 0 MGI PPTYS INC COM 552885105 23 10100 SH SOLE 10100 0 0 MGIC INVT CORP WIS COM 552848103 12062 265100 SH SOLE 265100 0 0 MGM GRAND INC COM 552953101 341 10600 SH SOLE 10600 0 0 MICHAEL FOOD INC NEW COM 594079105 564 23000 SH SOLE 23000 0 0 MICHAELS STORES INC COM 594087108 2171 47400 SH SOLE 47400 0 0 MICRON TECHNOLOGY INC COM 595112103 861 9772 SH SOLE 9772 0 0 MICROSOFT CORP COM 594918104 26602 332522 SH SOLE 332522 0 0 MICROSTRATEGY INC CL A 594972101 3177 105900 SH SOLE 105900 0 0 MID ATLANTIC MED SVCS INC COM 59523C107 1044 77300 SH SOLE 77300 0 0 MIDWAY GAMES INC COM 598148104 497 61600 SH SOLE 61600 0 0 MILACRON INC COM 598709103 1053 72600 SH SOLE 72600 0 0 MILLENNIUM CHEMICALS INC COM 599903101 743 43700 SH SOLE 43700 0 0 MILLENNIUM PHARMACEUTICALS INC COM 599902103 4576 40900 SH SOLE 40900 0 0 MILLIPORE CORP COM 601073109 671 8900 SH SOLE 8900 0 0 MILLS CORP COM 601148109 424 22525 SH SOLE 22525 0 0 MINE SAFETY APPLIANCES CO COM 602720104 547 22800 SH SOLE 22800 0 0 MINNESOTA MNG & MFG CO COM 604059105 18600 225451 SH SOLE 225451 0 0 MINNESOTA PWR INC COM 604110106 462 26700 SH SOLE 26700 0 0 MISSISSIPPI CHEM CORP COM NEW 605288208 167 35200 SH SOLE 35200 0 0 MITCHELL ENERGY & DEV CORP CL A 606592202 896 27900 SH SOLE 27900 0 0 MKS INSTRUMENT INC COM 55306N104 626 16000 SH SOLE 16000 0 0 MODINE MFG CO COM 607828100 775 28700 SH SOLE 28700 0 0 MODIS PROFESSIONAL SVCS INC COM 607830106 709 93000 SH SOLE 93000 0 0 MOHAWK INDS INC COM 608190104 783 36000 SH SOLE 36000 0 0 MONACO COACH CORP COM 60886R103 332 24400 SH SOLE 24400 0 0 MONY GROUP INC COM 615337102 1096 32400 SH SOLE 32400 0 0 MORGAN J P & CO INC COM 616880100 22277 202287 SH SOLE 202287 0 0 MORGAN KEEGAN INC COM 617410105 338 22925 SH SOLE 22925 0 0 MORGAN STANLEY D WITTER EMG MK COM 61744G107 1296 86400 SH SOLE 86400 0 0 MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 1376 16530 SH SOLE 16530 0 0 MOTIENT CORP COM 619908106 888 56600 SH SOLE 56600 0 0 MOTOROLA INC COM 620076109 256 8802 SH SOLE 8802 0 0 MRV COMMUNICATIONS INC COM 553477100 2912 43300 SH SOLE 43300 0 0 MTI TECHNOLOGY CORP COM 553903105 659 82400 SH SOLE 82400 0 0 MUELLER INDS INC COM 624756102 291 10400 SH SOLE 10400 0 0 MULTEX COM INC COM 625367107 688 27300 SH SOLE 27300 0 0 MURPHY OIL CORP COM 626717102 410 6900 SH SOLE 6900 0 0 MUSICLAND STORES CORP COM 62758B109 314 42200 SH SOLE 42200 0 0 MYLAN LABS INC COM 628530107 402 22000 SH SOLE 22000 0 0 NABISCO GROUP HLDG CORP COM 62952P102 18034 695300 SH SOLE 695300 0 0 NABORS INDS INC COM 629568106 1168 28100 SH SOLE 28100 0 0 NACCO INDS INC CL A 629579103 854 24300 SH SOLE 24300 0 0 NATIONAL COMPUTER SYS INC COM 635519101 1349 27400 SH SOLE 27400 0 0 NATIONAL FUEL GAS CO N J COM 636180101 307 6300 SH SOLE 6300 0 0 NATIONAL R V HLDGS INC COM 637277104 124 11800 SH SOLE 11800 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 16781 295700 SH SOLE 295700 0 0 NATIONAL STL CORP CL B 637844309 355 84700 SH SOLE 84700 0 0 NATIONAL SVC INDS INC COM 637657107 426 21300 SH SOLE 21300 0 0 NATIONAL-OILWELL INC COM 637071101 1519 46202 SH SOLE 46202 0 0 NAUTICA ENTERPRISES INC COM 639089101 198 18500 SH SOLE 18500 0 0 NAVIGANT CONSULTING INC COM 63935N107 215 50600 SH SOLE 50600 0 0 NAVISTAR INTL CORP NEW COM 63934E108 239 7700 SH SOLE 7700 0 0 NBTY INC COM 628782104 834 130900 SH SOLE 130900 0 0 NCH CORP COM 628850109 445 12300 SH SOLE 12300 0 0 NCO GROUP INC COM 628858102 1392 60200 SH SOLE 60200 0 0 NEIMAN MARCUS GROUP INC CL A 640204202 1091 36900 SH SOLE 36900 0 0 NEOMAGIC CORP COM 640497103 85 28000 SH SOLE 28000 0 0 NET PERCEPTIONS INC COM 64107U101 452 28500 SH SOLE 28500 0 0 NETWORK APPLIANCE INC COM 64120L104 11029 137000 SH SOLE 137000 0 0 NETWORK EQUIP TECHNOLOGIES COM 641208103 293 29100 SH SOLE 29100 0 0 NETWORK PERIPHERALS INC COM 64121R100 732 43700 SH SOLE 43700 0 0 NETWORKS ASSOCS INC COM 640938106 1035 50800 SH SOLE 50800 0 0 NEW CENTURY ENERGIES INC COM 64352U103 4650 155000 SH SOLE 155000 0 0 NEW PLAN EXCEL RLTY TR INC COM 648053106 604 46489 SH SOLE 46489 0 0 NEWELL RUBBERMAID INC COM 651229106 706 27400 SH SOLE 27400 0 0 NEWFIELD EXPL CO COM 651290108 1209 30900 SH SOLE 30900 0 0 NEWPORT NEWS SHIPBUILDING INC COM 652228107 1110 30200 SH SOLE 30200 0 0 NEXTEL COMMUNICATIONS INC CL A 65332V103 24909 407100 SH SOLE 407100 0 0 NIAGARA MOHAWK HLDGS INC COM 653520106 4478 321300 SH SOLE 321300 0 0 NIKE INC CL B 654106103 7933 199257 SH SOLE 199257 0 0 NOBLE DRILLING CORP COM 655042109 745 18100 SH SOLE 18100 0 0 NORDSON CORP COM 655663102 370 7300 SH SOLE 7300 0 0 NORFOLK SOUTHERN CORP COM 655844108 5486 368800 SH SOLE 368800 0 0 NORTEL NETWORKS CORP NEW COM 656568102 96247 1417100 SH SOLE 1417100 0 0 NORTHEAST UTILS COM 664397106 1375 63200 SH SOLE 63200 0 0 NORTHN STS PWR CO MINN COM 665772109 1274 63100 SH SOLE 63100 0 0 NORTHROP GRUMMAN CORP COM 666807102 13687 206600 SH SOLE 206600 0 0 NOVOSTE CORP COM 67010C100 1208 19800 SH SOLE 19800 0 0 NPC INTERNATIONAL INC COM 629360306 267 29800 SH SOLE 29800 0 0 NSTAR COM 67019E107 537 13200 SH SOLE 13200 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 305 53000 SH SOLE 53000 0 0 NUCOR CORP COM 670346105 8828 266004 SH SOLE 266004 0 0 NUI CORP COM 629430109 513 19000 SH SOLE 19000 0 0 NVIDIA CORP COM 67066G104 820 12900 SH SOLE 12900 0 0 NVR INC COM 62944T105 747 13100 SH SOLE 13100 0 0 O REILLY AUTOMOTIVE INC COM 686091109 565 40700 SH SOLE 40700 0 0 OAKLEY INC COM 673662102 398 34600 SH SOLE 34600 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 8842 419800 SH SOLE 419800 0 0 OCEAN ENERGY INC TEX COM 67481E106 1302 91800 SH SOLE 91800 0 0 OCULAR SCIENCES INC COM 675744106 177 15100 SH SOLE 15100 0 0 OCWEN FINL CORP COM 675746101 116 20800 SH SOLE 20800 0 0 OFFICE DEPOT INC COM 676220106 6389 1022250 SH SOLE 1022250 0 0 OFFICEMAX INC COM 67622M108 775 154900 SH SOLE 154900 0 0 OFFSHORE LOGISTICS INC COM 676255102 1548 107700 SH SOLE 107700 0 0 OGDEN CORP COM 676346109 165 18300 SH SOLE 18300 0 0 OGE ENERGY CORP COM 670837103 346 18700 SH SOLE 18700 0 0 OHIO CAS CORP COM 677240103 1048 98600 SH SOLE 98600 0 0 OLD KENT FINL CORP COM 679833103 1372 51280 SH SOLE 51280 0 0 OLD REP INTL CORP COM 680223104 1473 89275 SH SOLE 89275 0 0 OLIN CORP COM PAR $1 680665205 889 53900 SH SOLE 53900 0 0 OMNICARE INC COM 681904108 565 62300 SH SOLE 62300 0 0 ON ASSIGNMENT INC COM 682159108 833 27300 SH SOLE 27300 0 0 ONEOK INC NEW COM 682680103 882 34000 SH SOLE 34000 0 0 ONYX SOFTWARE CORP COM 683402101 546 18400 SH SOLE 18400 0 0 OPEN MKT INC COM 68370M100 1043 75500 SH SOLE 75500 0 0 ORACLE CORP COM 68389X105 195816 2329426 SH SOLE 2329426 0 0 ORTHODONTIC CTRS AMER INC COM 68750P103 1305 57700 SH SOLE 57700 0 0 OSHKOSH B GOSH INC CL A 688222207 309 18900 SH SOLE 18900 0 0 OSHKOSH TRUCK CORP COM 688239201 343 9600 SH SOLE 9600 0 0 OUTBACK STEAKHOUSE INC COM 689899102 839 28700 SH SOLE 28700 0 0 OWENS ILL INC COM NEW 690768403 3317 283800 SH SOLE 283800 0 0 OXFORD HEALTH PLANS INC COM 691471106 305 12800 SH SOLE 12800 0 0 P C CONNECTION COM 69318J100 519 9100 SH SOLE 9100 0 0 P F CHANGS CHINA BISTRO INC COM 69333Y108 572 17900 SH SOLE 17900 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 1605 231440 SH SOLE 231440 0 0 P-COM INC COM 693262107 1182 207800 SH SOLE 207800 0 0 PACIFIC CENTY FINL CORP COM 694058108 918 62800 SH SOLE 62800 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 576 30700 SH SOLE 30700 0 0 PACIFICARE HEALTH SYS DEL COM 695112102 415 6900 SH SOLE 6900 0 0 PAINE WEBBER GROUP INC COM 695629105 11077 243450 SH SOLE 243450 0 0 PANAMSAT CORP NEW COM 697933109 3560 81500 SH SOLE 81500 0 0 PAPA JOHNS INTL INC COM 698813102 343 14000 SH SOLE 14000 0 0 PARK PL ENTMT CORP COM 700690100 1810 148500 SH SOLE 148500 0 0 PARKER DRILLING CO COM 701081101 1421 229700 SH SOLE 229700 0 0 PARKER HANNIFIN CORP COM 701094104 4445 129784 SH SOLE 129784 0 0 PARKWAY PPTYS INC COM 70159Q104 707 23192 SH SOLE 23192 0 0 PATHOGENESIS CORP COM 70321E104 385 14800 SH SOLE 14800 0 0 PATTERSON ENERGY INC COM 703414102 2405 84400 SH SOLE 84400 0 0 PAYCHEX INC COM 704326107 10550 251200 SH SOLE 251200 0 0 PAYLESS SHOESOURCE INC COM 704379106 1292 25200 SH SOLE 25200 0 0 PE CORP CELERA GEN GRP 69332S201 17434 189500 SH SOLE 189500 0 0 PEDIATRIX MED GROUP COM 705324101 287 24700 SH SOLE 24700 0 0 PEGASUS COMMUNICATIONS CORP CL A 705904100 1300 26500 SH SOLE 26500 0 0 PEGASUS SOLUTIONS INC COM 705906105 233 21400 SH SOLE 21400 0 0 PEGASYSTEMS INC COM 705573103 157 31300 SH SOLE 31300 0 0 PENNEY J C INC COM 708160106 5428 294400 SH SOLE 294400 0 0 PENTAIR INC COM 709631105 898 25300 SH SOLE 25300 0 0 PENTON MEDIA INC COM 709668107 557 15900 SH SOLE 15900 0 0 PEOPLES ENERGY CORP COM 711030106 317 9800 SH SOLE 9800 0 0 PEP BOYS MANNY MOE & JACK COM 713278109 134 22400 SH SOLE 22400 0 0 PEPSI BOTTLING GROUP INC COM 713409100 706 24200 SH SOLE 24200 0 0 PEPSI-GEMEX S A DE C V GDR REP ORD 713435105 1755 395500 SH SOLE 395500 0 0 PEPSICO INC COM 713448108 2319 52183 SH SOLE 52183 0 0 PEREGRINE SYSTEMS INC COM 71366Q101 238 6875 SH SOLE 6875 0 0 PERRIGO CO COM 714290103 139 22100 SH SOLE 22100 0 0 PERSONNEL GROUP AMER INC COM 715338109 76 26000 SH SOLE 26000 0 0 PERUSAHAAN PERS INDO SATELLITE SPONSORED ADR 715680104 2455 215800 SH SOLE 215800 0 0 PETCO ANIMAL SUPPLIES COM 716016100 1103 56200 SH SOLE 56200 0 0 PETRO-CDA COM/VARIBL VTG 71644E102 217 16900 SH SOLE 16900 0 0 PFF BANCORP INC COM 69331W104 243 13300 SH SOLE 13300 0 0 PFIZER INC COM 717081103 50695 1056140 SH SOLE 1056140 0 0 PG&E CORP COM 69331C108 9985 405496 SH SOLE 405496 0 0 PHARMACIA CORP COM 71713U102 7596 146959 SH SOLE 146959 0 0 PHARMACYCLICS INC COM 716933106 458 7500 SH SOLE 7500 0 0 PHELPS DODGE CORP COM 717265102 13410 360600 SH SOLE 360600 0 0 PHILIP MORRIS COS INC COM 718154107 55837 2102148 SH SOLE 2102148 0 0 PHILLIPS PETE CO COM 718507106 9351 184487 SH SOLE 184487 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 324 34100 SH SOLE 34100 0 0 PHOENIX TECHNOLOGY LTD COM 719153108 431 26400 SH SOLE 26400 0 0 PICTURETEL CORP COM NEW 720035302 33 12600 SH SOLE 12600 0 0 PIER 1 IMPORTS INC COM 720279108 1101 112900 SH SOLE 112900 0 0 PINNACLE ENTMT INC COM 723456109 389 20000 SH SOLE 20000 0 0 PINNACLE HLDGS INC COM 72346N101 346 6400 SH SOLE 6400 0 0 PINNACLE SYS INC COM 723481107 762 33900 SH SOLE 33900 0 0 PINNACLE WEST CAP CORP COM 723484101 3130 92400 SH SOLE 92400 0 0 PIONEER GROUP INC COM 723684106 576 13600 SH SOLE 13600 0 0 PIONEER NAT RES CO COM 723787107 613 48100 SH SOLE 48100 0 0 PIONEER STD ELECTRS INC COM 723877106 717 48600 SH SOLE 48600 0 0 PITTSTON CO COM BRINKS GRP 725701106 514 37542 SH SOLE 37542 0 0 PLAINS RES INC COM PAR $0.10 726540503 253 15800 SH SOLE 15800 0 0 PLEXUS CORP COM 729132100 633 5600 SH SOLE 5600 0 0 PLX TECHNOLOGY INC COM 693417107 842 20300 SH SOLE 20300 0 0 PMC-SIERRA INC COM 69344F106 25072 141100 SH SOLE 141100 0 0 PMI GROUP INC COM 69344M101 3021 63600 SH SOLE 63600 0 0 POGO PRODUCING CO COM 730448107 960 43400 SH SOLE 43400 0 0 POLICY MGMT SYS CORP COM 731108106 255 16600 SH SOLE 16600 0 0 POLO RALPH LAUREN CORP CL A 731572103 490 34400 SH SOLE 34400 0 0 POST PPTYS INC COM 737464107 533 12109 SH SOLE 12109 0 0 POTLATCH CORP COM 737628107 364 11000 SH SOLE 11000 0 0 POTOMAC ELEC PWR CO COM 737679100 1850 74000 SH SOLE 74000 0 0 POWER INTEGRATIONS INC COM 739276103 474 20100 SH SOLE 20100 0 0 POWERTEL INC COM 73936C109 965 13600 SH SOLE 13600 0 0 POWERWAVE TECHNOLOGIES INC COM 739363109 264 6000 SH SOLE 6000 0 0 PPG INDS INC COM 693506107 17268 389700 SH SOLE 389700 0 0 PRAXAIR INC COM 74005P104 11199 299153 SH SOLE 299153 0 0 PRECISION CASTPARTS CORP COM 740189105 977 21600 SH SOLE 21600 0 0 PRENTISS PPTYS TR SH BEN INT 740706106 1485 61856 SH SOLE 61856 0 0 PRESIDENTIAL LIFE CORP COM 740884101 407 29300 SH SOLE 29300 0 0 PRESSTEK INC COM 741113104 323 19800 SH SOLE 19800 0 0 PRI AUTOMATION INC COM 69357H106 1484 22700 SH SOLE 22700 0 0 PRICE COMMUNICATIONS CORP COM NEW 741437305 1532 65000 SH SOLE 65000 0 0 PRIDE INTL INC COM 741932107 2049 82800 SH SOLE 82800 0 0 PRIME HOSPITALITY CORP COM 741917108 661 70000 SH SOLE 70000 0 0 PRIME RETAIL INC COM 741570105 67 53439 SH SOLE 53439 0 0 PRIORITY HEALTHCARE CORP CL B 74264T102 825 11100 SH SOLE 11100 0 0 PRISON RLTY TR COM 74264N105 95 31077 SH SOLE 31077 0 0 PROCTER & GAMBLE CO COM 742718109 9483 165650 SH SOLE 165650 0 0 PROFIT RECOVERY GROUP INTL INC COM 743168106 810 48700 SH SOLE 48700 0 0 PROGRESS SOFTWARE CORP COM 743312100 603 33600 SH SOLE 33600 0 0 PROGRESSIVE CORP OHIO COM 743315103 348 4700 SH SOLE 4700 0 0 PROJECT SOFTWARE & DEV INC COM 74339P101 513 28500 SH SOLE 28500 0 0 PROLOGIS TR SH BEN INT 743410102 1664 78082 SH SOLE 78082 0 0 PROTECTIVE LIFE CORP COM 743674103 248 9300 SH SOLE 9300 0 0 PROTEIN DESIGN LABS INC COM 74369L103 1204 7300 SH SOLE 7300 0 0 PROVIDIAN FINL CORP COM 74406A102 3816 42399 SH SOLE 42399 0 0 PROVINCE HEALTHCARE CO COM 743977100 928 25700 SH SOLE 25700 0 0 PROXIM INC COM 744284100 1663 16800 SH SOLE 16800 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 297 12392 SH SOLE 12392 0 0 PSS WORLD MED INC COM 69366A100 228 33900 SH SOLE 33900 0 0 PUBLIC STORAGE INC COM 74460D109 1129 48189 SH SOLE 48189 0 0 PUBLIC SVC CO N MEX COM 744499104 1369 88700 SH SOLE 88700 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 6683 193018 SH SOLE 193018 0 0 PUGET SOUND ENERGY INC COM 745332106 601 28200 SH SOLE 28200 0 0 PULTE CORP COM 745867101 1620 74900 SH SOLE 74900 0 0 QUADRAMED CORP COM 74730W101 103 41200 SH SOLE 41200 0 0 QUALCOMM INC COM 747525103 22470 374500 SH SOLE 374500 0 0 QUANEX CORP COM 747620102 361 24300 SH SOLE 24300 0 0 QUANTA SVCS INC COM 74762E102 1007 18300 SH SOLE 18300 0 0 QUEENS CNTY BANCORP INC COM 748242104 298 16150 SH SOLE 16150 0 0 QUEST DIAGNOSTICS INC COM 74834L100 1338 17900 SH SOLE 17900 0 0 QUESTAR CORP COM 748356102 963 49700 SH SOLE 49700 0 0 QUIKSILVER INC COM 74838C106 433 27800 SH SOLE 27800 0 0 QUINENCO S A SPONSORED ADR 748718103 541 55490 SH SOLE 55490 0 0 QUORUM HEALTH GROUP INC COM 749084109 709 68800 SH SOLE 68800 0 0 R & B FALCON CORP COM 74912E101 1887 80100 SH SOLE 80100 0 0 R G S ENERGY GROUP INC COM 74956K104 881 39600 SH SOLE 39600 0 0 R O C TAIWAN FD SH BEN INT 749651105 439 50500 SH SOLE 50500 0 0 RADIAN GROUP INC COM 750236101 2189 42300 SH SOLE 42300 0 0 RADIANT SYSTEMS INC COM 75025N102 914 38100 SH SOLE 38100 0 0 RADIO ONE INC CL A 75040P108 775 26200 SH SOLE 26200 0 0 RADISYS CORP COM 750459109 800 14100 SH SOLE 14100 0 0 RALSTON PURINA CO COM RAL-PUR GP 751277302 251 12585 SH SOLE 12585 0 0 RARE HOSPITALITY INTL INC COM 753820109 384 13600 SH SOLE 13600 0 0 RARE MEDIUM GROUP INC COM 75382N109 1140 72100 SH SOLE 72100 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 1055 46875 SH SOLE 46875 0 0 RAYONIER INC COM 754907103 208 5800 SH SOLE 5800 0 0 RAYTHEON CO CL B 755111408 7486 388900 SH SOLE 388900 0 0 RAZORFISH INC CL A 755236106 379 23600 SH SOLE 23600 0 0 RECKSON ASSOCS RLTY CORP COM 75621K106 1243 52316 SH SOLE 52316 0 0 RECKSON ASSOCS RLTY CORP PFD CV SER A% 75621K205 222 10000 SH SOLE 10000 0 0 REDBACK NETWORKS INC COM 757209101 8258 46100 SH SOLE 46100 0 0 REEBOK INTL LTD COM 758110100 441 27700 SH SOLE 27700 0 0 REGENCY RLTY CORP COM 758939102 442 18629 SH SOLE 18629 0 0 RELIANCE GROUP HOLDINGS INC COM 759464100 218 291300 SH SOLE 291300 0 0 RELIANT ENERGY INC COM 75952J108 2732 92400 SH SOLE 92400 0 0 RELIASTAR FINL CORP COM 75952U103 1295 24700 SH SOLE 24700 0 0 REMEC INC COM 759543101 440 10500 SH SOLE 10500 0 0 REMEDY CORP COM 759548100 1544 27700 SH SOLE 27700 0 0 RENAISSANCE WORLDWIDE INC COM 75968A109 61 39100 SH SOLE 39100 0 0 RENT A CTR INC NEW COM 76009N100 736 32700 SH SOLE 32700 0 0 RENT WAY INC COM 76009U104 423 14500 SH SOLE 14500 0 0 REPUBLIC SVCS INC COM 760759100 186 11600 SH SOLE 11600 0 0 RES-CARE INC COM 760943100 114 21200 SH SOLE 21200 0 0 RESMED INC COM 761152107 1022 38200 SH SOLE 38200 0 0 RESOURCE AMERICA INC CL A 761195205 116 17800 SH SOLE 17800 0 0 REXALL SUNDOWN INC COM 761648104 538 22400 SH SOLE 22400 0 0 REYNOLDS & REYNOLDS CO CL A 761695105 1261 69100 SH SOLE 69100 0 0 REYNOLDS R J TOB HLDGS INC COM 76182K105 1499 53666 SH SOLE 53666 0 0 RICHMOND CNTY FINL CORP COM 764556106 272 14200 SH SOLE 14200 0 0 RIGGS NATL CORP WASH DC COM 766570105 447 35400 SH SOLE 35400 0 0 RLI CORP COM 749607107 467 13443 SH SOLE 13443 0 0 ROBBINS & MYERS INC COM 770196103 285 12500 SH SOLE 12500 0 0 ROBERT HALF INTL INC COM 770323103 5144 180500 SH SOLE 180500 0 0 ROCK-TENN CO CL A 772739207 327 38200 SH SOLE 38200 0 0 ROCKWELL INTL CORP NEW COM 773903109 6163 195660 SH SOLE 195660 0 0 ROLLINS TRUCK LEASING CORP COM 775741101 202 29100 SH SOLE 29100 0 0 ROSLYN BANCORP INC COM 778162107 458 27600 SH SOLE 27600 0 0 ROSS STORES INC COM 778296103 309 18100 SH SOLE 18100 0 0 ROUSE CO COM 779273101 1179 47625 SH SOLE 47625 0 0 ROWAN COS INC COM 779382100 1264 41600 SH SOLE 41600 0 0 ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 45082 732300 SH SOLE 732300 0 0 RSA SEC INC COM 749719100 332 4800 SH SOLE 4800 0 0 RUBY TUESDAY INC COM 781182100 1254 99800 SH SOLE 99800 0 0 RUDDICK CORP COM 781258108 364 30800 SH SOLE 30800 0 0 RUSSELL CORP COM 782352108 646 32300 SH SOLE 32300 0 0 RYANS FAMILY STEAK HOUSE INC COM 783519101 578 68500 SH SOLE 68500 0 0 RYDER SYS INC COM 783549108 1024 54100 SH SOLE 54100 0 0 RYERSON TULL INC NEW COM 78375P107 250 24100 SH SOLE 24100 0 0 RYLAND GROUP INC COM 783764103 206 9300 SH SOLE 9300 0 0 SAFECO CORP COM 786429100 221 11100 SH SOLE 11100 0 0 SAFEGUARD SCIENTIFICS INC COM 786449108 314 9800 SH SOLE 9800 0 0 SAFEWAY INC COM NEW 786514208 11265 250326 SH SOLE 250326 0 0 SAGA SYS INC COM 786610105 290 23300 SH SOLE 23300 0 0 SAKS INC COM 79377W108 258 24600 SH SOLE 24600 0 0 SALTON INC COM 795757103 1062 28800 SH SOLE 28800 0 0 SANCHEZ COMPUTER ASSOCS INC COM 799702105 572 24100 SH SOLE 24100 0 0 SANDISK CORP COM 80004C101 312 5100 SH SOLE 5100 0 0 SANGSTAT MED CORP COM 801003104 988 34200 SH SOLE 34200 0 0 SANTA CRUZ OPERATION INC COM 801833104 350 54900 SH SOLE 54900 0 0 SANTA FE SNYDER CORP COM 80218K105 220 19300 SH SOLE 19300 0 0 SARA LEE CORP COM 803111103 2901 150200 SH SOLE 150200 0 0 SBC COMMUNICATIONS INC COM 78387G103 71533 1653941 SH SOLE 1653941 0 0 SCANA CORP NEW COM 80589M102 984 40800 SH SOLE 40800 0 0 SCHEIN HENRY INC COM 806407102 216 12500 SH SOLE 12500 0 0 SCHERING PLOUGH CORP COM 806605101 41455 820900 SH SOLE 820900 0 0 SCHULMAN A INC COM 808194104 232 19200 SH SOLE 19200 0 0 SCHWAB CHARLES CORP NEW COM 808513105 1299 38623 SH SOLE 38623 0 0 SCIENTIFIC ATLANTA INC COM 808655104 11778 158100 SH SOLE 158100 0 0 SCM MICROSYSTEMS INC COM 784018103 375 6200 SH SOLE 6200 0 0 SCOTT TECHNOLOGIES INC COM 810022301 328 19100 SH SOLE 19100 0 0 SCP POOL CORP COM 784028102 651 27700 SH SOLE 27700 0 0 SDL INC COM 784076101 16683 58500 SH SOLE 58500 0 0 SEACOR SMIT INC COM 811904101 1101 28450 SH SOLE 28450 0 0 SEAGATE TECHNOLOGY COM 811804103 872 15846 SH SOLE 15846 0 0 SEAGRAM LTD COM 811850106 24108 415653 SH SOLE 415653 0 0 SEALED AIR CORP NEW COM 81211K100 545 10400 SH SOLE 10400 0 0 SEARS ROEBUCK & CO COM 812387108 26657 817082 SH SOLE 817082 0 0 SECURITY CAP GROUP INC CL B 81413P204 1083 63700 SH SOLE 63700 0 0 SELECTIVE INS GROUP INC COM 816300107 796 41900 SH SOLE 41900 0 0 SEMTECH CORP COM 816850101 390 5100 SH SOLE 5100 0 0 SENSORMATIC ELECTRS CORP COM 817265101 1031 65200 SH SOLE 65200 0 0 SEQUA CORPORATION CL A 817320104 283 7400 SH SOLE 7400 0 0 SERENA SOFTWARE INC COM 817492101 1839 40500 SH SOLE 40500 0 0 SERVICE CORP INTL COM 817565104 217 68000 SH SOLE 68000 0 0 SHAW INDS INC COM 820286102 428 34200 SH SOLE 34200 0 0 SHERWIN WILLIAMS CO COM 824348106 5142 242700 SH SOLE 242700 0 0 SHOP AT HOME INC COM NEW 825066301 225 48200 SH SOLE 48200 0 0 SHOPKO STORES INC COM 824911101 341 22200 SH SOLE 22200 0 0 SHURGARD STORAGE CTRS INC COM 82567D104 204 9085 SH SOLE 9085 0 0 SICOR INC COM 825846108 295 36900 SH SOLE 36900 0 0 SIEBEL SYS INC COM 826170102 34839 213000 SH SOLE 213000 0 0 SIGMA ALDRICH CORP COM 826552101 219 7500 SH SOLE 7500 0 0 SILICON GRAPHICS INC COM 827056102 85 22600 SH SOLE 22600 0 0 SILICON VY BANCSHARES COM 827064106 1829 42900 SH SOLE 42900 0 0 SILICON VY GROUP INC COM 827066101 1433 55400 SH SOLE 55400 0 0 SILICONIX INC COM NEW 827079203 1080 16000 SH SOLE 16000 0 0 SIMON PPTY GROUP INC NEW COM 828806109 222 10000 SH SOLE 10000 0 0 SITEL CORP COM 82980K107 211 42700 SH SOLE 42700 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 1365 37600 SH SOLE 37600 0 0 SKYLINE CORP COM 830830105 215 10000 SH SOLE 10000 0 0 SKYWEST INC COM 830879102 712 19200 SH SOLE 19200 0 0 SL GREEN RLTY CORP COM 78440X101 470 17553 SH SOLE 17553 0 0 SMITH A O COM 831865209 483 23050 SH SOLE 23050 0 0 SMITH CHARLES E RESDNTL RLTY COM 832197107 710 18674 SH SOLE 18674 0 0 SMITH INTL INC COM 832110100 306 4200 SH SOLE 4200 0 0 SMITHFIELD FOODS INC COM 832248108 693 24700 SH SOLE 24700 0 0 SNAP ON INC COM 833034101 1033 38800 SH SOLE 38800 0 0 SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B 833635105 312 14000 SH SOLE 14000 0 0 SONIC CORP COM 835451105 899 30600 SH SOLE 30600 0 0 SONOCO PRODS CO COM 835495102 644 31300 SH SOLE 31300 0 0 SOUTHERN CO COM 842587107 396 17000 SH SOLE 17000 0 0 SOUTHERN PERU COPPER CORP COM 843611104 174 14300 SH SOLE 14300 0 0 SOUTHWEST SECS GROUP INC COM 845224104 1013 27200 SH SOLE 27200 0 0 SOVEREIGN BANCORP INC COM 845905108 1512 214996 SH SOLE 214996 0 0 SPARTECH CORP COM NEW 847220209 205 7600 SH SOLE 7600 0 0 SPEEDFAM-IPEC INC COM 847705100 1157 63600 SH SOLE 63600 0 0 SPIEGEL INC CL A 848457107 581 68300 SH SOLE 68300 0 0 SPIEKER PPTYS INC COM 848497103 2077 45142 SH SOLE 45142 0 0 SPRINGS INDS INC CL A 851783100 595 18600 SH SOLE 18600 0 0 SPRINT CORP COM FON GROUP 852061100 1892 37100 SH SOLE 37100 0 0 SPRINT CORP PCS COM SER 1 852061506 31359 527036 SH SOLE 527036 0 0 SPS TECHNOLOGIES INC COM 784626103 201 4900 SH SOLE 4900 0 0 SPYGLASS INC COM 852192103 250 8000 SH SOLE 8000 0 0 ST JOE CO COM 790148100 1200 40000 SH SOLE 40000 0 0 ST MARY LD & EXPL CO COM 792228108 387 9200 SH SOLE 9200 0 0 ST PAUL COS INC COM 792860108 14993 439358 SH SOLE 439358 0 0 STAFFMARK INC COM 852389105 606 90600 SH SOLE 90600 0 0 STANDARD PAC CORP NEW COM 85375C101 475 47500 SH SOLE 47500 0 0 STANDEX INTL CORP COM 854231107 306 19300 SH SOLE 19300 0 0 STANLEY WKS COM 854616109 689 29000 SH SOLE 29000 0 0 STARTEK INC COM 85569C107 806 16000 SH SOLE 16000 0 0 STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 1058 32500 SH SOLE 32500 0 0 STATE AUTO FINL CORP COM 855707105 304 25600 SH SOLE 25600 0 0 STATE STR CORP COM 857477103 12515 118000 SH SOLE 118000 0 0 STATION CASINOS INC COM 857689103 968 38700 SH SOLE 38700 0 0 STEEL DYNAMICS INC COM 858119100 265 29200 SH SOLE 29200 0 0 STEELCASE INC CL A 858155203 502 29500 SH SOLE 29500 0 0 STEPAN CO COM 858586100 495 21300 SH SOLE 21300 0 0 STERICYCLE INC COM 858912108 521 21700 SH SOLE 21700 0 0 STILLWATER MNG CO COM 86074Q102 633 22700 SH SOLE 22700 0 0 STONE ENERGY CORP COM 861642106 1076 18000 SH SOLE 18000 0 0 STORAGE USA INC COM 861907103 258 8757 SH SOLE 8757 0 0 STRYKER CORP COM 863667101 2826 64600 SH SOLE 64600 0 0 STUDENT LN CORP COM 863902102 512 12200 SH SOLE 12200 0 0 SUIZA FOODS CORP COM 865077101 1095 22400 SH SOLE 22400 0 0 SUMMIT BANCORP COM 866005101 219 8900 SH SOLE 8900 0 0 SUMMIT PPTYS INC COM 866239106 452 21521 SH SOLE 21521 0 0 SUN LIFE FINL SVCS CDA INC COM 866796105 21094 1250000 SH SOLE 1250000 0 0 SUN MICROSYSTEMS INC COM 866810104 74175 815672 SH SOLE 815672 0 0 SUNBEAM CORP COM 867071102 252 73232 SH SOLE 73232 0 0 SUNOCO INC COM 86764P109 786 26700 SH SOLE 26700 0 0 SUPERGEN INC COM 868059106 453 12500 SH SOLE 12500 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 190 18300 SH SOLE 18300 0 0 SUPERIOR INDS INTL INC COM 868168105 556 21600 SH SOLE 21600 0 0 SUPERIOR TELECOM INC COM 868365107 278 28021 SH SOLE 28021 0 0 SUPERVALU INC COM 868536103 1667 87429 SH SOLE 87429 0 0 SYBASE INC COM 871130100 1431 62200 SH SOLE 62200 0 0 SYMANTEC CORP COM 871503108 378 7000 SH SOLE 7000 0 0 SYMBOL TECHNOLOGIES INC COM 871508107 788 14600 SH SOLE 14600 0 0 SYNCOR INTL CORP DEL COM 87157J106 871 12100 SH SOLE 12100 0 0 SYNOPSYS INC COM 871607107 671 19400 SH SOLE 19400 0 0 SYSCO CORP COM 871829107 2371 56281 SH SOLE 56281 0 0 TALBOTS INC COM 874161102 445 8100 SH SOLE 8100 0 0 TAUBMAN CTRS INC COM 876664103 184 16730 SH SOLE 16730 0 0 TCF FINL CORP COM 872275102 334 13000 SH SOLE 13000 0 0 TECH DATA CORP COM 878237106 1834 42100 SH SOLE 42100 0 0 TECHNE CORP COM 878377100 351 2700 SH SOLE 2700 0 0 TECHNITROL INC COM 878555101 736 7600 SH SOLE 7600 0 0 TECHNOLOGY SOLUTIONS CO COM 87872T108 614 99200 SH SOLE 99200 0 0 TECO ENERGY INC COM 872375100 1210 60300 SH SOLE 60300 0 0 TECUMSEH PRODS CO CL B 878895101 544 13200 SH SOLE 13200 0 0 TECUMSEH PRODS CO CL A 878895200 634 16600 SH SOLE 16600 0 0 TEKTRONIX INC COM 879131100 929 12550 SH SOLE 12550 0 0 TELE CELULAR SUL PART S A SPON ADR PFD 879238103 1430 31600 SH SOLE 31600 0 0 TELE CENTRO OESTE CELULAR S A SPON ADR PFD 87923P105 4228 352300 SH SOLE 352300 0 0 TELE CENTRO SUL PART S A SPON ADR PFD 879239101 2557 35000 SH SOLE 35000 0 0 TELE NORDESTE CELULAR PART S A SPON ADR PFD 87924W109 4314 62300 SH SOLE 62300 0 0 TELE NORTE CELULAR PART S A SPON ADR PFD 87924Y105 482 9500 SH SOLE 9500 0 0 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 31319 1325678 SH SOLE 1325678 0 0 TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 13466 138642 SH SOLE 138642 0 0 TELEFLEX INC COM 879369106 851 23800 SH SOLE 23800 0 0 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 18094 316750 SH SOLE 316750 0 0 TELELESTE CELULAR PART S A SPON ADR PFD 87943B102 2390 54000 SH SOLE 54000 0 0 TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 715 10000 SH SOLE 10000 0 0 TELEPHONE & DATA SYS INC COM 879433100 9343 93200 SH SOLE 93200 0 0 TELESP CELULAR PART S A SPON ADR PFD 87952L108 1460 32530 SH SOLE 32530 0 0 TELEX-CHILE S A SPON ADR NEW 87957Q102 83 25640 SH SOLE 25640 0 0 TEMPLE INLAND INC COM 879868107 546 13000 SH SOLE 13000 0 0 TENET HEALTHCARE CORP COM 88033G100 16559 613300 SH SOLE 613300 0 0 TERADYNE INC COM 880770102 8100 110200 SH SOLE 110200 0 0 TEREX CORP NEW COM 880779103 240 17000 SH SOLE 17000 0 0 TERRA INDS INC COM 880915103 25 23700 SH SOLE 23700 0 0 TESORO PETE CORP COM 881609101 869 85800 SH SOLE 85800 0 0 TEXACO INC COM 881694103 20098 377436 SH SOLE 377436 0 0 TEXAS INDS INC COM 882491103 1325 45900 SH SOLE 45900 0 0 TEXAS INSTRS INC COM 882508104 42575 619836 SH SOLE 619836 0 0 TEXTRON INC COM 883203101 3530 65000 SH SOLE 65000 0 0 THERMO ELECTRON CORP COM 883556102 1209 57420 SH SOLE 57420 0 0 THOMAS & BETTS CORP COM 884315102 719 37600 SH SOLE 37600 0 0 THQ INC COM NEW 872443403 349 28650 SH SOLE 28650 0 0 TIDEWATER INC COM 886423102 1948 54100 SH SOLE 54100 0 0 TIFFANY & CO NEW COM 886547108 11327 167800 SH SOLE 167800 0 0 TIMBERLAND CO CL A 887100105 970 13700 SH SOLE 13700 0 0 TIME WARNER INC COM 887315109 366 4811 SH SOLE 4811 0 0 TIMKEN CO COM 887389104 952 51100 SH SOLE 51100 0 0 TITAN CORP COM 888266103 1208 27000 SH SOLE 27000 0 0 TITANIUM METALS CORP COM 888339108 75 15900 SH SOLE 15900 0 0 TJX COS INC NEW COM 872540109 514 27400 SH SOLE 27400 0 0 TOLL BROTHERS INC COM 889478103 1162 56700 SH SOLE 56700 0 0 TOPPS INC COM 890786106 1157 100600 SH SOLE 100600 0 0 TORCHMARK CORP COM 891027104 5553 224952 SH SOLE 224952 0 0 TORO CO COM 891092108 379 11500 SH SOLE 11500 0 0 TOSCO CORP COM NEW 891490302 9244 326500 SH SOLE 326500 0 0 TOWER AUTOMOTIVE INC COM 891707101 258 20600 SH SOLE 20600 0 0 TOYS R US INC COM 892335100 12265 842284 SH SOLE 842284 0 0 TRANS WORLD ENTMT CORP COM 89336Q100 918 75700 SH SOLE 75700 0 0 TRANSATLANTIC HLDGS INC COM 893521104 3007 35900 SH SOLE 35900 0 0 TRANSCANADA PIPELINES LTD COM 893526103 686 133226 SH SOLE 133226 0 0 TRANSOCEAN SEDCO FOREX INC ORD G90078109 291 5454 SH SOLE 5454 0 0 TRENWICK GROUP INC COM 895290104 158 10850 SH SOLE 10850 0 0 TREX INC COM 89531P105 215 4300 SH SOLE 4300 0 0 TRIANGLE PHARMACEUTICALS INC COM 89589H104 382 42100 SH SOLE 42100 0 0 TRIGON HEALTHCARE INC COM 89618L100 1459 28300 SH SOLE 28300 0 0 TRIMBLE NAVIGATION LTD COM 896239100 1298 26600 SH SOLE 26600 0 0 TRINITY INDS INC COM 896522109 753 40700 SH SOLE 40700 0 0 TRIZEC HAHN CORP SUB VTG 896938107 9229 728902 SH SOLE 728902 0 0 TUBOS DE ACERO DE MEXICO S A ADR NEW 898592506 1572 113300 SH SOLE 113300 0 0 TUPPERWARE CORP COM 899896104 1043 47400 SH SOLE 47400 0 0 TUT SYSTEMS COM 901103101 407 7100 SH SOLE 7100 0 0 TVX GOLD INC COM 87308K101 1032 2446870 SH SOLE 2446870 0 0 TWEETER HOME ENTMT GROUP INC COM 901167106 1130 37200 SH SOLE 37200 0 0 TWINLAB CORP COM 901774109 187 29400 SH SOLE 29400 0 0 TXU CORP COM 873168108 11971 405808 SH SOLE 405808 0 0 U S CAN CORP COM 90328W105 175 10100 SH SOLE 10100 0 0 U S INDS INC NEW COM 912080108 742 61220 SH SOLE 61220 0 0 U S LIQUIDS INC COM 902974104 58 10600 SH SOLE 10600 0 0 U S OFFICE PRODS CO COM NEW 912325305 10 25500 SH SOLE 25500 0 0 U S WEST INC NEW COM 91273H101 7572 88300 SH SOLE 88300 0 0 UAL CORP COM PAR $0.01 902549500 17631 303000 SH SOLE 303000 0 0 UICI COM 902737105 245 37400 SH SOLE 37400 0 0 ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 1100 45017 SH SOLE 45017 0 0 ULTRAPAR PARTICIPACOES S A SP ADR REP PFD 90400P101 5465 550000 SH SOLE 550000 0 0 ULTRATECH STEPPER INC COM 904034105 567 38100 SH SOLE 38100 0 0 UMB FINL CORP COM 902788108 389 11861 SH SOLE 11861 0 0 UNICOM CORP COM 904911104 457 11800 SH SOLE 11800 0 0 UNIFI INC COM 904677101 616 49800 SH SOLE 49800 0 0 UNILEVER N V N Y SHS NEW 904784709 1307 30400 SH SOLE 30400 0 0 UNION CARBIDE CORP COM 905581104 9930 200609 SH SOLE 200609 0 0 UNION PAC CORP COM 907818108 13027 350320 SH SOLE 350320 0 0 UNION PAC RES GROUP INC COM 907834105 211 9600 SH SOLE 9600 0 0 UNIONBANCAL CORP COM 908906100 2253 121400 SH SOLE 121400 0 0 UNISOURCE ENERGY CORP COM 909205106 380 25340 SH SOLE 25340 0 0 UNITED ASSET MGMT CORP COM 909420101 241 10300 SH SOLE 10300 0 0 UNITED AUTO GROUP INC COM 909440109 113 12400 SH SOLE 12400 0 0 UNITED DOMINION REALTY TR INC COM 910197102 852 77412 SH SOLE 77412 0 0 UNITED ILLUM CO COM 910637107 438 10000 SH SOLE 10000 0 0 UNITED STATES CELLULAR CORP COM 911684108 3849 61100 SH SOLE 61100 0 0 UNITED STATIONERS INC COM 913004107 952 29400 SH SOLE 29400 0 0 UNITEDHEALTH GROUP INC COM 91324P102 22455 261869 SH SOLE 261869 0 0 UNITRIN INC COM 913275103 661 22500 SH SOLE 22500 0 0 UNIVERSAL CORP VA COM 913456109 471 22300 SH SOLE 22300 0 0 UNIVERSAL FOODS CORP COM 913538104 741 40050 SH SOLE 40050 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 675 10300 SH SOLE 10300 0 0 UNIVISION COMMUNICATIONS INC CL A 914906102 414 4000 SH SOLE 4000 0 0 UNOCAL CORP COM 915289102 2939 88735 SH SOLE 88735 0 0 UNUMPROVIDENT CORP COM 91529Y106 6855 341700 SH SOLE 341700 0 0 URBAN SHOPPING CTRS INC COM 917060105 528 15663 SH SOLE 15663 0 0 USFREIGHTWAYS CORP COM 916906100 351 14300 SH SOLE 14300 0 0 USX MARATHON GROUP COM NEW 902905827 11133 444200 SH SOLE 444200 0 0 USX-U S STL COM 90337T101 2142 115400 SH SOLE 115400 0 0 UTI ENERGY CORP COM 903387108 1095 27300 SH SOLE 27300 0 0 UTILICORP UTD INC COM 918005109 770 38750 SH SOLE 38750 0 0 V F CORP COM 918204108 4927 206900 SH SOLE 206900 0 0 VALENCE TECHNOLOGY INC COM 918914102 537 29100 SH SOLE 29100 0 0 VALERO ENERGY CORP NEW COM 91913Y100 1003 31600 SH SOLE 31600 0 0 VALMONT INDS INC COM 920253101 392 19700 SH SOLE 19700 0 0 VALSPAR CORP COM 920355104 675 20000 SH SOLE 20000 0 0 VALUE CITY DEPT STORES INC COM 920387107 296 31200 SH SOLE 31200 0 0 VALUE LINE INC COM 920437100 470 12200 SH SOLE 12200 0 0 VALUEVISION INTL INC CL A 92047K107 1358 56600 SH SOLE 56600 0 0 VARCO INTL INC DEL COM 922122106 1102 47393 SH SOLE 47393 0 0 VARIAN INC COM 922206107 3344 72500 SH SOLE 72500 0 0 VARIAN SEMICONDUCTOR EQUIPMNT COM 922207105 1652 26300 SH SOLE 26300 0 0 VASTAR RES INC COM 922380100 2817 34300 SH SOLE 34300 0 0 VENATOR GROUP INC COM 922944103 1177 114800 SH SOLE 114800 0 0 VERISIGN INC COM 92343E102 553 3135 SH SOLE 3135 0 0 VERITAS DGC INC COM 92343P107 970 37300 SH SOLE 37300 0 0 VERITAS SOFTWARE CO COM 923436109 37148 328700 SH SOLE 328700 0 0 VERITY INC COM 92343C106 969 25500 SH SOLE 25500 0 0 VETERINARY CTRS AMER INC COM 925514101 1002 72900 SH SOLE 72900 0 0 VIACOM INC CL B 925524308 33937 497706 SH SOLE 497706 0 0 VICAL INC COM 925602104 433 22500 SH SOLE 22500 0 0 VICOR CORP COM 925815102 630 18100 SH SOLE 18100 0 0 VIGNETTE CORP COM 926734104 18180 349500 SH SOLE 349500 0 0 VINA CONCHA Y TORO S A SPONSORED ADR 927191106 240 6600 SH SOLE 6600 0 0 VINTAGE PETE INC COM 927460105 2531 112200 SH SOLE 112200 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 2413 63617 SH SOLE 63617 0 0 VISTEON CORP COM 92839U107 2015 166201 SH SOLE 166201 0 0 VISUAL NETWORKS INC COM 928444108 524 18400 SH SOLE 18400 0 0 VITRO SOCIEDAD ANONIMA SPONSORED ADR 928502301 1669 523800 SH SOLE 523800 0 0 VOICESTREAM WIRELESS CORP COM 928615103 1686 14500 SH SOLE 14500 0 0 VORNADO RLTY TR SH BEN INT 929042109 2323 66843 SH SOLE 66843 0 0 WABASH NATL CORP COM 929566107 392 32800 SH SOLE 32800 0 0 WADDELL & REED FINL INC CL A 930059100 1125 34280 SH SOLE 34280 0 0 WADDELL & REED FINL INC CL B 930059209 598 20590 SH SOLE 20590 0 0 WAL MART STORES INC COM 931142103 16138 280052 SH SOLE 280052 0 0 WASHINGTON FED INC COM 938824109 768 42074 SH SOLE 42074 0 0 WASHINGTON GAS LT CO COM 938837101 296 12300 SH SOLE 12300 0 0 WASHINGTON MUT INC COM 939322103 6105 211426 SH SOLE 211426 0 0 WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 200 11216 SH SOLE 11216 0 0 WASTE CONNECTIONS INC COM 941053100 371 18800 SH SOLE 18800 0 0 WASTE MGMT INC DEL COM 94106L109 18137 954600 SH SOLE 954600 0 0 WATTS INDS INC CL A 942749102 237 18800 SH SOLE 18800 0 0 WAUSAU-MOSINEE PAPER CORP COM 943315101 319 37200 SH SOLE 37200 0 0 WEBB DEL CORP COM 947423109 375 24500 SH SOLE 24500 0 0 WEBLINK WIRELESS INC CL A 94769A101 615 46400 SH SOLE 46400 0 0 WEBSTER FINL CORP CONN COM 947890109 415 18700 SH SOLE 18700 0 0 WEBTRENDS CORP COM 94844D104 333 8600 SH SOLE 8600 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 336 8327 SH SOLE 8327 0 0 WEIS MKTS INC COM 948849104 547 16700 SH SOLE 16700 0 0 WELLMAN INC COM 949702104 872 53900 SH SOLE 53900 0 0 WELLPOINT HEALTH NETWORK NEW COM 94973H108 10460 144400 SH SOLE 144400 0 0 WELLS FARGO & CO NEW COM 949746101 593 15303 SH SOLE 15303 0 0 WERNER ENTERPRISES INC COM 950755108 555 48000 SH SOLE 48000 0 0 WESCO FINL CORP COM 950817106 349 1700 SH SOLE 1700 0 0 WESCO INTL INC COM 95082P105 145 15200 SH SOLE 15200 0 0 WEST TELESERVICES CORP COM 956188106 739 29200 SH SOLE 29200 0 0 WESTCOAST ENERGY INC COM 95751D102 233 22300 SH SOLE 22300 0 0 WESTELL TECHNOLOGIES INC CL A 957541105 900 60000 SH SOLE 60000 0 0 WESTERN DIGITAL CORP COM 958102105 956 191200 SH SOLE 191200 0 0 WESTERN GAS RES INC COM 958259103 905 43100 SH SOLE 43100 0 0 WESTERN RES INC COM 959425109 1023 66000 SH SOLE 66000 0 0 WESTFIELD AMER INC COM 959910100 308 22943 SH SOLE 22943 0 0 WESTVACO CORP COM 961548104 903 36400 SH SOLE 36400 0 0 WEYERHAEUSER CO COM 962166104 7701 179100 SH SOLE 179100 0 0 WHIRLPOOL CORP COM 963320106 4449 95423 SH SOLE 95423 0 0 WHITE MTNS INS GROUP LTD COM G9618E107 336 2100 SH SOLE 2100 0 0 WHITEHALL JEWELLERS INC COM 965063100 291 15600 SH SOLE 15600 0 0 WHITMAN CORP NEW COM 96647R107 332 26800 SH SOLE 26800 0 0 WHITNEY HLDG CORP COM 966612103 232 6800 SH SOLE 6800 0 0 WILLAMETTE INDS INC COM 969133107 330 12100 SH SOLE 12100 0 0 WINNEBAGO INDS INC COM 974637100 208 15900 SH SOLE 15900 0 0 WISCONSIN CENT TRANSN CORP COM 976592105 439 33800 SH SOLE 33800 0 0 WISCONSIN ENERGY CORP COM 976657106 715 36100 SH SOLE 36100 0 0 WMS INDS INC COM 929297109 536 34700 SH SOLE 34700 0 0 WOLVERINE WORLD WIDE INC COM 978097103 443 44900 SH SOLE 44900 0 0 WORLDCOM INC GA NEW COM 98157D106 39237 855292 SH SOLE 855292 0 0 WPS RESOURCES CORP COM 92931B106 277 9200 SH SOLE 9200 0 0 WRIGLEY WM JR CO COM 982526105 9236 115179 SH SOLE 115179 0 0 WYNDHAM INTL INC CL A 983101106 423 169300 SH SOLE 169300 0 0 XILINX INC COM 983919101 9932 120300 SH SOLE 120300 0 0 XIRCOM INC COM 983922105 760 16000 SH SOLE 16000 0 0 XTRA CORP COM 984138107 323 8200 SH SOLE 8200 0 0 YAHOO INC COM 984332106 1623 13100 SH SOLE 13100 0 0 YELLOW CORP COM 985509108 338 22900 SH SOLE 22900 0 0 YORK INTL CORP NEW COM 986670107 800 31700 SH SOLE 31700 0 0 ZALE CORP NEW COM 988858106 292 8000 SH SOLE 8000 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 1569 35400 SH SOLE 35400 0 0 ZIFF-DAVIS INC COM ZD 989511100 154 17100 SH SOLE 17100 0 0 ZIXIT CORP COM 98974P100 820 17800 SH SOLE 17800 0 0 ZOMAX INC MINN COM 989929104 854 65100 SH SOLE 65100 0 0