FORM 13F COVER PAGE
Report for the Calendar Year or quater Ended: June 30, 1999
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: President and Fellows of Harvard College
Address: 600 Atlantic Avenue
Boston, MA 02210
13F File Number:
The institutional investment manager filing this report and the
person 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: Steve McSweeney
Title: Chief Operations Officer
Phone: (617) 523-4400
Signature, Place, and Date of signing:
Judy Murphy, Boston, MA October 29, 1999
Report Type (Check only one.):
[ X] 13F Holdings Report.
[ ] 13F Notice.
[ ] 13F Combination Report.
list of other Managers Reporting for this Manager:
I am signing this report as required by the Securities Exchange
Act of 1934.
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FORM 13F INFORMATION TABLE
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARE NONE
- ---------------------------- ------------ --------- ------- ------- --- ---- ------- -------- ------- ------- -------
2COPE INDUSTRIES INC COM 809163108 18 300 SOLE 300 0 0
3COM CORP COM 885535104 4,071 141,600 SOLE 141,600 0 0
4FRONT TECHNOLOGIES INC COM 351042106 13 900 SOLE 900 0 0
A G EDWARDS INC COM 281760108 1,705 64,650 SOLE 64,650 0 0
A.H. BELO CORP COM 080555105 1,442 75,400 SOLE 75,400 0 0
AAR CORP COM 000361105 2,025 112,500 SOLE 112,500 0 0
ABERCROMBIE & FITCH CO CL-A COM 002896207 2,361 69,300 SOLE 69,300 0 0
ABGENIX INC COM 00339B107 149 3,800 SOLE 3,800 0 0
ABITIBI-CONSOLIDATED INC COM 003924107 11,399 945,000 SOLE 945,000 0 0
ABRAMS INDS INC COM 003788106 11 3,000 SOLE 3,000 0 0
ACADIA REALTY TRUST COM 004239109 10,375 2000,000 SOLE 2000,000 0 0
ACADIANA BANCSHARES INC COM 004280103 11 600 SOLE 600 0 0
ACCESS WORLDWIDE COMMUNICATI COM 004319109 58 33,300 SOLE 33,300 0 0
ACETO CORP COM 004446100 44 4,050 SOLE 4,050 0 0
ACME ELECTRIC CORP COM 004644100 44 7,600 SOLE 7,600 0 0
ACNIELSON CORP COM 004833109 1,613 71,100 SOLE 71,100 0 0
ACTIVISION INC COM 004930202 245 13,900 SOLE 13,900 0 0
ACTUATE CORPORATION COM 00508B102 149 4,400 SOLE 4,400 0 0
ACUSON CORP COM 005113105 334 26,200 SOLE 26,200 0 0
ACX TECHNOLOGIES INC COM 005123104 159 16,700 SOLE 16,700 0 0
ACXIOM CORP COM 005125109 193 9,800 SOLE 9,800 0 0
ADAMS EXPRESS CO CLOSED END F 006212104 6,452 225,400 SOLE 225,400 0 0
ADC TELECOMM COM 000886101 1,778 42,400 SOLE 42,400 0 0
ADEPT TECHNOLOGY COM 006854103 7 900 SOLE 900 0 0
ADOBE SYS INC COM 00724F101 2,724 24,000 SOLE 24,000 0 0
ADTRAN INC COM 00738A106 1,046 27,300 SOLE 27,300 0 0
ADVANCED COMMUNICATIONS SYST COM 00750X109 102 8,200 SOLE 8,200 0 0
ADVANCED DIGITAL INFO CORP COM 007525108 53 1,900 SOLE 1,900 0 0
ADVANCED LIGHTING TECHS COM 00753C102 403 57,600 SOLE 57,600 0 0
ADVANCED MICRO DEVICES INC COM 007903107 993 57,800 SOLE 57,800 0 0
ADVANTA CORP-CL B COM 007942204 1,102 93,800 SOLE 93,800 0 0
ADVANTICA RESTAURANT GROUP COM 00758B109 114 37,614 SOLE 37,614 0 0
ADVENT SOFTWARE INC COM 007974108 3 50 SOLE 50 0 0
AES CORP COM 00130H105 4,596 77,900 SOLE 77,900 0 0
AETNA LIFE & CAS CO COM 008117103 6,994 142,000 SOLE 142,000 0 0
AFFILIATED COMPUTER SVCS A COM 008190100 1,312 32,300 SOLE 32,300 0 0
AFLAC INC COM 001055102 4,615 110,200 SOLE 110,200 0 0
AGCO CORP COM 001084102 503 38,700 SOLE 38,700 0 0
AGL RESOURCES INC COM 001204106 590 36,300 SOLE 36,300 0 0
AGRIBRANDS INTL INC COM 00849R105 2,567 51,730 SOLE 51,730 0 0
AIR PRODS & CHEMS INC COM 009158106 2,627 90,400 SOLE 90,400 0 0
AIRBORNE FREIGHT COM 009266107 3,593 170,570 SOLE 170,570 0 0
AIRGAS INC COM 009363102 498 42,800 SOLE 42,800 0 0
AK STEEL HOLDING CORP COM 001547108 473 25,900 SOLE 25,900 0 0
ALASKA AIRGROUP INC COM 011659109 1,245 30,600 SOLE 30,600 0 0
ALBA-WALDENSIAN INC COM 012041109 9 1,000 SOLE 1,000 0 0
ALBANY INTL COM 012348108 297 19,656 SOLE 19,656 0 0
ALBEMARLE CORP COM 012653101 248 12,300 SOLE 12,300 0 0
ALBERTO CULVER CO CL-B COM 013068101 513 22,200 SOLE 22,200 0 0
ALBERTSONS INC COM 013104104 6,617 167,266 SOLE 167,266 0 0
ALBERTSONS INC COM 013104104 521 13,160 SOLE Master T 13,160 0 0
ALEXANDER & BALDWIN INC COM 014482103 691 28,950 SOLE 28,950 0 0
ALLEGHENY ENERGY CORP COM 017361106 2,456 77,200 SOLE 77,200 0 0
ALLEGHENY TELEDYNE INC COM 017415100 1,303 77,200 SOLE 77,200 0 0
ALLERGAN INC COM 018490102 3,146 28,600 SOLE 28,600 0 0
ALLIANT ENERGY CORP COM 018802108 155 5,600 SOLE 5,600 0 0
ALLIED RESEARCH CORP COM 019483106 30 5,600 SOLE 5,600 0 0
ALLIED SIGNAL INC COM 019512102 13,366 223,000 SOLE 223,000 0 0
ALLIED WASTE INDS COM 019589308 1,609 137,700 SOLE 137,700 0 0
ALLIED WASTE NOV 99 PUT 10 PUT ON EQUIT 019589958 0 100 PUT SOLE 100 0 0
ALLMERICA FINANCIAL CORP COM 019754100 1,848 38,800 SOLE 38,800 0 0
ALLOU HEALTH AND BEAUTY COM 019782101 23 4,200 SOLE 4,200 0 0
ALLSTATE CORP COM 020002101 8,095 324,604 SOLE 324,604 0 0
ALLTEL CORP COM 020039103 8,856 125,843 SOLE 125,843 0 0
ALPHA INDUSTRIES INC COM 020753109 23 400 SOLE 400 0 0
ALPHANET SOLUTIONS INC COM 020787107 13 3,200 SOLE 3,200 0 0
ALPHARMA INC CL A COM CL A 020813101 551 15,600 SOLE 15,600 0 0
ALPINE GROUP INC COM 020825105 1 100 SOLE 100 0 0
ALTERA COM 021441100 43 1,000 SOLE 1,000 0 0
ALTERA COM 021441100 2,550 58,800 SOLE Master T 58,800 0 0
ALZA CORP DEL COM CL A 022615108 20,306 474,300 SOLE 474,300 0 0
AMB PROPERTY CORP - DISCOUNT PRIVATE EQUI 00163T109 0 1 SOLE 1 0 0
AMBAC FINANCIAL GROUP INC COM 023139108 2,161 45,620 SOLE 45,620 0 0
AMBANC HOLDING CO INC COM 023161102 60 3,800 SOLE 3,800 0 0
AMCAST INDL CORP COM 023395106 126 9,500 SOLE 9,500 0 0
AMCORE FINANCIAL INC COM 023912108 76 3,700 SOLE 3,700 0 0
AMER HERITAGE LIFE COM 026522102 19,876 626,000 SOLE 626,000 0 0
AMERADA HESS CORP COM 023551104 2,187 35,700 SOLE 35,700 0 0
AMERCO COM 023586100 263 9,200 SOLE 9,200 0 0
AMEREN CORPORATION COM 023608102 2,118 56,000 SOLE 56,000 0 0
AMERICA ONLINE INC 4% 11/15/02 02364JAB0 28,583 3585,000 SOLE 3585,000 0 0
AMERICA ONLINE INC COM 02364J104 1,955 18,800 SOLE 18,800 0 0
AMERICA WEST AIRLINES CL-B COM 023657208 113 6,500 SOLE 6,500 0 0
AMERICAN ANNUITY GRO COM 023840101 4 200 SOLE 200 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 4,600 322,800 SOLE 322,800 0 0
AMERICAN BUSINESS PR COM 024763104 20 1,300 SOLE 1,300 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 804 16,600 SOLE 16,600 0 0
AMERICAN ELEC PWR INC COM 025537101 2,689 78,800 SOLE 78,800 0 0
AMERICAN EXPRESS CO COM 025816109 24,246 180,100 SOLE 180,100 0 0
AMERICAN FINANCIAL GROUP INC COM 025932104 1,075 38,300 SOLE 38,300 0 0
AMERICAN FREIGHTWAYS CORP COM 02629V108 424 23,300 SOLE 23,300 0 0
AMERICAN GENERAL CORP COM 026351106 6,537 103,449 SOLE 103,449 0 0
AMERICAN GREETINGS CORP COM CL A 026375105 708 27,500 SOLE 27,500 0 0
AMERICAN HOME PRODS CORP COM 026609107 32,860 791,800 SOLE 791,800 0 0
AMERICAN HOME PRODS CORP COM 026609107 3,258 78,500 SOLE Master T 78,500 0 0
AMERICAN INTL GROUP INC COM 026874107 55,015 632,808 SOLE 632,808 0 0
AMERICAN NATIONAL CAN GROUP COM 027714104 7,397 467,800 SOLE 467,800 0 0
AMERICAN POWER CONVERSION COM 029066107 2 100 SOLE 100 0 0
AMERICAN STANDARD COMPANIES COM 029712106 13,293 346,400 SOLE 346,400 0 0
AMERICAN TEL & TELEG CO COM 001957109 39,243 902,140 SOLE 902,140 0 0
AMERICAN WATER WORKS COM 030411102 1,615 55,800 SOLE 55,800 0 0
AMERICREDIT CORP COM 03060R101 149 10,000 SOLE 10,000 0 0
AMERISOURCE HEALTH CORP A COM 03071P102 1,350 57,000 SOLE 57,000 0 0
AMERITECH CORP COM 030954101 69,866 1039,860 SOLE 1039,860 0 0
AMERITECH CORP COM 030954101 1,048 15,600 SOLE Master T 15,600 0 0
AMERITRADE HOLDINGS 5.75% 8/1/04 03072HAA7 3,822 5000,000 SOLE 5000,000 0 0
AMERON INC DEL COM 030710107 113 2,400 SOLE 2,400 0 0
AMETEK INC COM 031100100 351 17,700 SOLE 17,700 0 0
AMGEN INC COM 031162100 11,410 140,000 SOLE 140,000 0 0
AMLI RESIDENTIAL PROPERTIES COM 001735109 4 200 SOLE 200 0 0
AMPCO PITTSBURGH COR COM 032037103 184 13,600 SOLE 13,600 0 0
AMPLICON INC COM 032101107 7 600 SOLE 600 0 0
AMR CORP COM 001765106 3,428 62,890 SOLE 62,890 0 0
AMR CORP COM 001765106 322 5,900 SOLE Master T 5,900 0 0
AMREP CORP COM 032159105 10 1,700 SOLE 1,700 0 0
AMWAY JAPAN LTD ADR ADR 03234J100 45 10,000 SOLE 10,000 0 0
AMWEST INSURANCE GROUP INC COM 032345100 25 2,600 SOLE 2,600 0 0
ANADARKO PETE CORP COM 032511107 1,534 50,200 SOLE 50,200 0 0
ANADIGICS INC COM 032515108 70 2,500 SOLE 2,500 0 0
ANALOG DEVICES INC COM 032654105 36 700 SOLE 700 0 0
ANALOGIC CORP COM 032657207 35 1,100 SOLE 1,100 0 0
ANDERSONS INC COM 034164103 51 5,800 SOLE 5,800 0 0
ANDREW CORP COM 034425108 587 33,812 SOLE 33,812 0 0
ANGELICA CORP COM 034663104 28 2,400 SOLE 2,400 0 0
ANHEUSER BUSCH COS INC COM 035229103 13,375 190,900 SOLE 190,900 0 0
AON CORP COM 037389103 3,091 104,575 SOLE 104,575 0 0
APOLLO GROUP INC CL A COM 037604105 1,194 56,500 SOLE 56,500 0 0
APPLE COMPUTER INC COM 037833100 4,160 65,700 SOLE 65,700 0 0
APPLIED MATL COM 038222105 2,766 35,600 SOLE 35,600 0 0
APPLIED MATL JAN 00 CALL 80 CALL ON EQUI 038222905 863 1,000 CALL SOLE 1,000 0 0
APRIA HEALTHCARE GROUP COM 037933108 198 11,800 SOLE 11,800 0 0
ARCH COMMUNICATIONS COM 039381504 6,622 1655,496 SOLE 1655,496 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 3,232 265,155 SOLE 265,155 0 0
ARDEN GROUP INC COM 039762109 187 4,800 SOLE 4,800 0 0
ARDENT SOFTWARE INC COM 039794102 65 2,400 SOLE 2,400 0 0
ARGENTINA FUND INC MUTUAL FUND 040112104 11,554 1087,400 SOLE 1087,400 0 0
ARMSTRONG WORLD INDS INC COM 042476101 701 15,600 SOLE 15,600 0 0
ARNOLD INDS COM 042595108 205 16,200 SOLE 16,200 0 0
ARROW ELECTRONIC COM 042735100 1,084 61,524 SOLE 61,524 0 0
ARROW INTL INC COM 042764100 317 12,400 SOLE 12,400 0 0
ARVIN INDUSTRIES INC COM 043339100 1,352 43,700 SOLE 43,700 0 0
ASA INTL LTD COM 001912203 23 10,000 SOLE 10,000 0 0
ASA LTD CLOSED END F 002050102 7,082 340,300 SOLE 340,300 0 0
ASANTE TECHNOLOGIES INC COM 043412105 19 10,200 SOLE 10,200 0 0
ASARCO INC COM 043413103 437 16,300 SOLE 16,300 0 0
ASHLAND INC COM 044204105 978 29,100 SOLE 29,100 0 0
ASIA PACIFIC FUND CLOSED END F 044901106 109 12,100 SOLE 12,100 0 0
ASIA PULP & PAPER ADR 1ADR=4 ORD S 04516V100 264 45,000 SOLE 45,000 0 0
ASIA TIGERS FUND CLOSED END F 04516T105 13,673 1644,900 SOLE 1644,900 0 0
ASPEN TECHNOLOGY COM 045327103 975 100,000 SOLE 100,000 0 0
ASSOCIATED MATERIALS INC COM 045709102 14 900 SOLE 900 0 0
ASSOCIATES FIRST CAPITAL A COM 046008108 10,748 298,542 SOLE 298,542 0 0
ASTEC INDUSTRIES INC COM 046224101 400 16,600 SOLE 16,600 0 0
ASTORIA FINANCIAL CORP COM 046265104 1,230 40,000 SOLE 40,000 0 0
AT&T JAN 00 CALL 40 CALL ON EQUI 001957909 -47 139 CALL SOLE 139 0 0
ATALANTA SOSNOFF CAP COM 046499109 20 2,800 SOLE 2,800 0 0
ATLANTIC PREMIUM BRANDS LTD COM 04878P105 9 4,500 SOLE 4,500 0 0
ATLANTIC RICHFIELD CO COM 048825103 43,884 495,162 SOLE 495,162 0 0
ATMEL CORP COM 049513104 271 8,000 SOLE 8,000 0 0
AUDIOVOX CORP COM CL A 050757103 159 9,100 SOLE 9,100 0 0
AULT INC COM 051503100 8 1,000 SOLE 1,000 0 0
AUTODESK INC COM 052769106 503 23,000 SOLE 23,000 0 0
AUTOLOGIC INFORMATION INTL COM 052803103 8 2,700 SOLE 2,700 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 11,322 253,724 SOLE 253,724 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1,062 23,800 SOLE Master T 23,800 0 0
AUTOZONE INC COM 053332102 326 11,600 SOLE 11,600 0 0
AVANT CORPORATION COM 053487104 409 22,900 SOLE 22,900 0 0
AVERY DENNISON CORP COM 053611109 2,458 46,600 SOLE 46,600 0 0
AVIRON COM 053762100 6,063 250,000 SOLE 250,000 0 0
AVIS RENT A CAR INC COM 053790101 522 25,000 SOLE 25,000 0 0
AVNET INC COM 053807103 1,063 25,300 SOLE 25,300 0 0
AVON PRODS INC COM 054303102 2,660 107,200 SOLE 107,200 0 0
AZTAR CORP COM 054802103 52 5,100 SOLE 5,100 0 0
B&H OCEAN CARRIERS LTD COM 055090104 4 2,000 SOLE 2,000 0 0
BADGER PAPER MILLS COM 056543101 8 1,200 SOLE 1,200 0 0
BAIRNCO CORP COM 057097107 38 5,400 SOLE 5,400 0 0
BAKER (MICHAEL) CORP COM 057149106 60 10,836 SOLE 10,836 0 0
BAKER FENTRESS & COMPANY CLOSED END F 057213100 801 57,500 SOLE 57,500 0 0
BAKER HUGHES INC COM 057224107 8,503 293,199 SOLE 293,199 0 0
BAKER HUGHES INC COM 057224107 699 24,100 SOLE Master T 24,100 0 0
BALDWIN TECHNOLOGY CO COM 058264102 68 28,800 SOLE 28,800 0 0
BALTEK CORP COM 058822107 22 2,900 SOLE 2,900 0 0
BANC ONE CORP COM 06423A103 14,199 407,857 SOLE 407,857 0 0
BANCO GANADERO SA CL C ADR ADR 059594507 3,629 492,100 SOLE 492,100 0 0
BANCWEST CORP COM 059790105 28 700 SOLE 700 0 0
BANDAG INC COM 059815100 496 15,500 SOLE 15,500 0 0
BANK OF AMERICA CORP COM 060505104 43,838 787,209 SOLE 787,209 0 0
BANK OF AMERICA CORP COM 060505104 2,523 45,300 SOLE Master T 45,300 0 0
BANK OF NEW YORK COM 064057102 10,479 313,400 SOLE 313,400 0 0
BANK OF NEW YORK COM 064057102 1,277 38,200 SOLE Master T 38,200 0 0
BANKBOSTON CORPORATION COM 06605R106 16,500 380,400 SOLE 380,400 0 0
BANTA CORP COM 066821109 423 18,950 SOLE 18,950 0 0
BARD C R INC COM 067383109 988 21,000 SOLE 21,000 0 0
BARNES & NOBLE INC COM 067774109 471 18,100 SOLE 18,100 0 0
BARRICK GOLD CORP COM 067901108 3,489 160,417 SOLE 160,417 0 0
BAXTER INTL INC COM 071813109 6,745 111,949 SOLE 111,949 0 0
BB&T CORPORATION COM 054937107 6,799 210,000 SOLE 210,000 0 0
BEAR STEARNS COS COM 073902108 1,086 28,250 SOLE 28,250 0 0
BEAZER HOMES USA INC COM 07556Q105 74 4,000 SOLE 4,000 0 0
BECTON DICKINSON & CO COM 075887109 2,787 99,300 SOLE 99,300 0 0
BELL ATLANTIC CORP COM 077853109 18,154 269,704 SOLE 269,704 0 0
BELL ATLANTIC CORP COM 077853109 1,791 26,600 SOLE Master T 26,600 0 0
BELL MICROPRODUCTS INC COM 078137106 6 700 SOLE 700 0 0
BELLSOUTH CORP COM 079860102 18,560 412,448 SOLE 412,448 0 0
BELLSOUTH CORP COM 079860102 1,274 28,300 SOLE Master T 28,300 0 0
BENCHMARK ELECTRS COM 08160H101 646 18,300 SOLE 18,300 0 0
BERGEN BRUNSWIG CORP COM CL A 083739102 1,482 142,870 SOLE 142,870 0 0
BERKSHIRE BANCORP INC COM 084597103 65 1,700 SOLE 1,700 0 0
BERLITZ INTL INC NEW COM 08520F100 112 5,300 SOLE 5,300 0 0
BEST BUY COMPANY COM 086516101 8,639 139,200 SOLE 139,200 0 0
BESTFOODS COM 08658U101 5,626 116,000 SOLE 116,000 0 0
BETHLEHEM STL CORP COM 087509105 359 48,700 SOLE 48,700 0 0
BEVERLY ENTERPRISES COM 087851309 104 24,500 SOLE 24,500 0 0
BF GOODRICH COM 382388106 851 29,330 SOLE 29,330 0 0
BIG FLOWER HOLDINGS INC COMMON STOCK 089159107 2,690 95,000 SOLE 95,000 0 0
BILLING INFO CONCEPTS COM 090063108 1,377 275,400 SOLE 275,400 0 0
BIO LOGIC SYS CORP COM 090909102 28 3,700 SOLE 3,700 0 0
BIOGEN INC COM 090597105 79 1,000 SOLE 1,000 0 0
BIOSITE DIAGNOSTICS INC COM 090945106 57 6,300 SOLE 6,300 0 0
BIOSPECIFICS TECHNOL COM 090931106 2 700 SOLE 700 0 0
BJ SERVICES CO COM 055482103 1,441 45,300 SOLE 45,300 0 0
BJs WHOLESALE CLUB COM 05548J106 1,936 65,500 SOLE 65,500 0 0
BLACK & DECKER CORP COM 091797100 8,530 186,700 SOLE 186,700 0 0
BLACK HILLS CORP COM 092113109 321 13,750 SOLE 13,750 0 0
BLACKROCK 1999 TERM TRUST MUTUAL FUND 09247T100 2,581 256,500 SOLE 256,500 0 0
BLOCK DRUG CO COM CL A 093644102 577 16,068 SOLE 16,068 0 0
BLOCK H & R INC COM 093671105 1,781 41,000 SOLE 41,000 0 0
BLYTH INDUSTRIES INC COM 09643P108 901 32,100 SOLE 32,100 0 0
BMC SOFTWARE INC COM 055921100 6,663 93,101 SOLE 93,101 0 0
BNCCORP COM 055936108 11 1,400 SOLE 1,400 0 0
BOB EVANS FARMS INC COM 096761101 1,347 66,100 SOLE 66,100 0 0
BOEING CO COM 097023105 1,304 30,600 SOLE Master T 30,600 0 0
BOISE CASCADE CORP COM 097383103 849 23,300 SOLE 23,300 0 0
BOK FINL CORP COM 05561Q201 247 12,646 SOLE 12,646 0 0
BORDERS GROUP INC COM 099709107 248 16,900 SOLE 16,900 0 0
BORG-WARNER AUTOMOTIVE INC COM 099724106 1,398 32,500 SOLE 32,500 0 0
BOSTON SCIENTIFIC CO COM 101137107 5,910 239,400 SOLE 239,400 0 0
BOUNDLESS CORPORATION COM 101706208 21 5,100 SOLE 5,100 0 0
BRAZIL FUND CLOSED END F 105759104 8,942 674,900 SOLE 674,900 0 0
BRAZILIAN EQUITY FUND MUTUAL FUND 105884100 227 55,000 SOLE 55,000 0 0
BRIDGESTREET ACCOMMODATIONS COM 108452103 18 6,200 SOLE 6,200 0 0
BRIGGS & STRATTON CORP COM 109043109 712 12,200 SOLE 12,200 0 0
BRINKER INTL INC COM 109641100 1,360 50,128 SOLE 50,128 0 0
BRISTOL HOTEL CO COM 110041100 19 2,700 SOLE 2,700 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 61,425 910,000 SOLE 910,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,998 29,600 SOLE Master T 29,600 0 0
BROADVISION INC. COM 111412102 1,038 7,800 SOLE 7,800 0 0
BROWN & SHARPE MFG CO CL A 115223109 34 14,200 SOLE 14,200 0 0
BRUNSWICK CORP COM 117043109 903 36,300 SOLE 36,300 0 0
BRUSH WELLMAN INC COM 117421107 231 15,700 SOLE 15,700 0 0
BUFFETS INC COM 119882108 331 28,500 SOLE 28,500 0 0
BUILDING ONE SERVICES CORPOR COM 120114103 48 3,900 SOLE 3,900 0 0
BURLINGTON COAT FACTORY WRHS COM 121579106 423 21,400 SOLE 21,400 0 0
BURLINGTON INDS INC COM 121693105 161 36,200 SOLE 36,200 0 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 5,292 192,443 SOLE 192,443 0 0
BUSH BOAKE ALLEN INC COM 123162109 4,056 153,800 SOLE 153,800 0 0
C D I CORP COM 125071100 421 15,400 SOLE 15,400 0 0
C S S INDUSTRIES INC COM 125906107 14 600 SOLE 600 0 0
CABLE & WIRELESS HKT LTD SPONSORED AD 126828102 695 31,940 SOLE 31,940 0 0
CABLE DESIGN TECHNOLOGIES COM 126924109 3,836 168,150 SOLE 168,150 0 0
CABLE DESIGN TECHNOLOGIES COM 126924109 882 38,650 SOLE Master T 38,650 0 0
CABLETRON SYS COM 126920107 1,067 68,000 SOLE 68,000 0 0
CABOT CORP COM 127055101 366 15,400 SOLE 15,400 0 0
CABOT INDUSTRIAL TRUST COM 127072106 194 10,100 SOLE 10,100 0 0
CABOT OIL & GAS CORP COM 127097103 454 26,300 SOLE 26,300 0 0
CACI INTL INC COM 127190304 19 900 SOLE 900 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 2,073 156,448 SOLE 156,448 0 0
CALGON CARB CP COM 129603106 149 21,800 SOLE 21,800 0 0
CALLAWAY GOLF COMPANY COM 131193104 567 46,500 SOLE 46,500 0 0
CALPINE CORPORATION COM 131347106 1,548 18,200 SOLE 18,200 0 0
CAMBREX CORP COM 132011107 650 24,600 SOLE 24,600 0 0
CAMBRIDGE TECH PTNRS INC COM 132524109 599 41,300 SOLE 41,300 0 0
CAMERON ASHLEY BUILDING PROD COM 133290106 99 11,000 SOLE 11,000 0 0
CAMERON FINANCIAL CORP COM 133425108 19 1,500 SOLE 1,500 0 0
CANADIAN NATL RAILWAY CO COM 136375102 19 614 SOLE 614 0 0
CANDELA LASER CORP COM 136907102 58 5,500 SOLE 5,500 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 3,159 81,000 SOLE 81,000 0 0
CARDINAL HEALTH INC COM 14149Y108 1,830 33,571 SOLE 33,571 0 0
CARLISLE COS INC COM 142339100 10,614 268,700 SOLE 268,700 0 0
CARMEL CONTAINER SYS-ORD COM 143269108 2 300 SOLE 300 0 0
CARNIVAL CORP COM 143658102 10,614 244,000 SOLE 244,000 0 0
CAROLINA FIRST CORP COM 143877108 18 900 SOLE 900 0 0
CAROLINA PWR & LT CO COM 144141108 2,328 65,800 SOLE 65,800 0 0
CARPENTER TECH COM 144285103 108 4,400 SOLE 4,400 0 0
CARTER WALLACE INC COM 146285101 817 45,700 SOLE 45,700 0 0
CASCADE FINANCIAL CORP COM 147272108 16 1,400 SOLE 1,400 0 0
CASE CORPORATION COM 14743R103 59,900 1202,500 SOLE 1202,500 0 0
CASTLE ENERGY CORP COM 148449309 12 700 SOLE 700 0 0
CATALINA LIGHTING INC COM 148865108 22 5,300 SOLE 5,300 0 0
CATALINA MARKETING COM 148867104 25 300 SOLE 300 0 0
CATELLUS DEV CORP COM 149111106 8,654 736,535 SOLE 736,535 0 0
CATERPILLAR INC COM 149123101 285 5,200 SOLE 5,200 0 0
CATHERINES STORES CO COM 14916F100 98 7,500 SOLE 7,500 0 0
CB BANCSHARES INC/HAWAII COM 124785106 109 3,800 SOLE 3,800 0 0
CBL & ASSOCIATES PROPERTIES COM 124830100 59 2,400 SOLE 2,400 0 0
CCB FINL CORP COM 124875105 8,304 199,500 SOLE 199,500 0 0
CCC INFORMATION SERVICES COM 12487Q109 95,577 7247,564 SOLE 7247,564 0 0
CELL GENESYS INC COM 150921104 2,388 303,225 SOLE 303,225 0 0
CELLSTAR CORP COM 150925105 32 4,300 SOLE 4,300 0 0
CEM CORP COM 125165100 4 600 SOLE 600 0 0
CENDANT CORP COM 151313103 528 29,767 SOLE 29,767 0 0
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 85 2,300 SOLE 2,300 0 0
CENTEX CORP COM 152312104 718 24,300 SOLE 24,300 0 0
CENTOCOR INC COM 152342101 32,734 558,950 SOLE 558,950 0 0
CENTRAL BANCORP INC COM 152418109 3 200 SOLE 200 0 0
CENTRAL EUROPEAN EQUITY FUND MUTUAL FUND 153436100 8,113 658,900 SOLE 658,900 0 0
CENTURY COMMUNICATIONS COM -CL A 156503104 1,478 32,400 SOLE 32,400 0 0
CENTURYTEL INC COM 156700106 2,312 56,900 SOLE 56,900 0 0
CENTURYTEL INC COM 156700106 855 21,050 SOLE Master T 21,050 0 0
CERIDIAN CORP COM 15677T106 1,418 57,000 SOLE 57,000 0 0
CHAMPION INTERNATIONAL COM 158525105 2,034 39,600 SOLE 39,600 0 0
CHARLES SCHWAB COM 808513105 11,361 337,250 SOLE 337,250 0 0
CHARMING SHOPPES INC COM 161133103 178 34,800 SOLE 34,800 0 0
CHARTER ONE FIN INC COM 160903100 2,874 124,300 SOLE 124,300 0 0
CHARTWELL RE CORPORATION COM 16139W109 12 800 SOLE 800 0 0
CHASE MANHATTAN CORP COM 16161A108 37,299 494,842 SOLE 494,842 0 0
CHEMFIRST INC COM 16361A106 412 15,100 SOLE 15,100 0 0
CHEMICAL FINL CORP COM 163731102 312 9,200 SOLE 9,200 0 0
CHESAPEAKE CORP COM 165159104 417 13,800 SOLE 13,800 0 0
CHEVRON CORPORATION COM 166751107 20,244 228,100 SOLE 228,100 0 0
CHICAGO BRIDGE & IRON CO COM N19808109 727 49,700 SOLE Master T 49,700 0 0
CHICAGO TITLE CORPORATION COM 168228104 276 6,900 SOLE 6,900 0 0
CHILDRENS PLACE COM 168905107 130 4,900 SOLE 4,900 0 0
CHILE FD INC MUTUAL FUND 168834109 15,783 1521,300 SOLE 1521,300 0 0
CHINA FUND MUTUAL FUND 169373107 9,856 961,600 SOLE 961,600 0 0
CHIREX INC COM 170038103 351 13,600 SOLE 13,600 0 0
CHRIS CRAFT INDS COM 170520100 1,154 20,554 SOLE 20,554 0 0
CHUBB CORP COM 171232101 3,596 72,200 SOLE 72,200 0 0
CHURCH & DWIGHT INC COM 171340102 615 24,600 SOLE 24,600 0 0
CIA CERVECERIAS UNIDAS ADR (1 ADR = 204429104 637 27,700 SOLE 27,700 0 0
CIA TELECOM CHILE-ADR COM (1 ADR = 204449300 5,724 316,900 SOLE 316,900 0 0
CIGNA CORP COM 125509109 6,337 81,500 SOLE 81,500 0 0
CIMA LABS COM 171796105 10,065 1437,900 SOLE 1437,900 0 0
CINERGY CORP COM 172474108 1,836 64,844 SOLE 64,844 0 0
CINTAS CORP COM 172908105 4,110 71,100 SOLE 71,100 0 0
CIRCLE INTERNATIONAL GRP INC COM 172574105 2,500 122,300 SOLE 122,300 0 0
CIRCUIT CITY STORE INC COM 172737108 8,016 190,000 SOLE 190,000 0 0
CIRRUS LOGIC CORP COM 172755100 430 39,100 SOLE 39,100 0 0
CISCO SYS INC COM 17275R102 69,265 1010,250 SOLE 1010,250 0 0
CITIGROUP INC COM 172967101 60,664 1378,732 SOLE 1378,732 0 0
CITIGROUP INC COM 172967101 2,719 61,799 SOLE Master T 61,799 0 0
CITIZENS BKG CORP MI COM 174420109 327 12,500 SOLE 12,500 0 0
CITRIX SYSTEMS INC COM 177376100 1,183 19,100 SOLE 19,100 0 0
CITY NATL CORP COM 178566105 1,010 30,100 SOLE 30,100 0 0
CK WITCO CORPORATION COM 12562C108 10,951 752,033 SOLE 752,033 0 0
CLAIRES STORES COM 179584107 491 29,625 SOLE 29,625 0 0
CLAYTON HOMES INC COM 184190106 801 92,206 SOLE 92,206 0 0
CLEAN HARBORS INC COM 184496107 1 1,000 SOLE 1,000 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 8,860 110,925 SOLE 110,925 0 0
CLECO CORP COM 12561W105 461 14,200 SOLE 14,200 0 0
CLEVELAND CLIFFS INC COM 185896107 81 2,600 SOLE 2,600 0 0
CLOROX CO COM 189054109 3,963 103,600 SOLE 103,600 0 0
CMP GROUP INC COM 125887109 49,812 1888,600 SOLE 1888,600 0 0
CMS ENERGY CORP COM 125896100 1,626 47,900 SOLE 47,900 0 0
CNB BANCSHARES INC COM 126126101 2,804 52,900 SOLE 52,900 0 0
CNF TRANS INC COM 12612W104 2,917 78,300 SOLE 78,300 0 0
COASTAL CORP COM 190441105 3,562 87,018 SOLE 87,018 0 0
COBRA ELECTRS CORP COM 191042100 4 1,400 SOLE 1,400 0 0
COCA COLA CO COM 191216100 33,439 695,741 SOLE 695,741 0 0
COCA COLA ENT COM 191219104 4,142 183,600 SOLE 183,600 0 0
COCA-COLA FEMSA S.A. ADR (1 ADR = 191241108 138 10,000 SOLE 10,000 0 0
COFLEXIP SPONS ADR COM (1ADR=1/ 192384105 301 6,300 SOLE 6,300 0 0
COGNITRONICS CORP COM 192432102 22 1,950 SOLE 1,950 0 0
COINMACH LAUNDRY CORP COM 19259L101 685 70,273 SOLE 70,273 0 0
COLD METAL PRODUCTS COM 192861102 834 247,000 SOLE 247,000 0 0
COLE NATIONAL CORP-CL A COM 193290103 76 9,900 SOLE 9,900 0 0
COLGATE PALMOLIVE CO COM 194162103 7,827 171,092 SOLE 171,092 0 0
COLUMBIA ENERGY GROUP COM 197648108 131,542 2375,479 SOLE 2375,479 0 0
COLUMBIA HEALTHCARE CORP COM 197677107 4,939 233,118 SOLE 233,118 0 0
COMAIR INC COM 199789108 1,102 66,050 SOLE 66,050 0 0
COMCAST CORP COM CL A NON 200300200 12,317 308,900 SOLE 308,900 0 0
COMDISCO INC COM 200336105 1,914 99,100 SOLE 99,100 0 0
COMERICA INC COM 200340107 13,922 275,000 SOLE 275,000 0 0
COMERICA INC COM 200340107 906 17,900 SOLE Master T 17,900 0 0
COMMERCIAL BANK OF NEW YORK COM 201462108 56 4,800 SOLE 4,800 0 0
COMMERCIAL METALS CO COM 201723103 6,334 220,300 SOLE 220,300 0 0
COMMUNITY FINANCIAL CORP/IL COM 20364V109 26 3,000 SOLE 3,000 0 0
COMMUNITY TRUST BANCORP INC COM 204149108 15 700 SOLE 700 0 0
COMPAQ COMPUTER CORP COM 204493100 16,056 699,983 SOLE 699,983 0 0
COMPASS BANCSHARES COM 20449H109 1,250 50,000 SOLE 50,000 0 0
COMPUSA INC COM 204932107 124 20,300 SOLE 20,300 0 0
COMPUTER ASSOC INTL INC COM 204912109 13,530 220,893 SOLE 220,893 0 0
COMPUTER NETWORK TEC COM 204925101 49 5,300 SOLE 5,300 0 0
COMPUTER SCIENCES CORP COM 205363104 4,488 63,836 SOLE 63,836 0 0
COMPUWARE CORP COM 205638109 3,813 146,300 SOLE 146,300 0 0
COMSAT CORP COM 20564D107 995 33,600 SOLE 33,600 0 0
COMVERSE TECHNOLOGY COM 205862402 4,296 45,550 SOLE 45,550 0 0
CONCORD EFS INC COM 206197105 2,469 119,700 SOLE 119,700 0 0
CONECTIV INC COM 206829103 1,229 62,625 SOLE 62,625 0 0
CONNECTICUT ENERGY COM 207567108 40,119 1037,000 SOLE 1037,000 0 0
CONNECTICUT NAT GAS COM 125957100 5,724 161,800 SOLE 161,800 0 0
CONOCO INC - CL B COM 208251405 65,689 2399,603 SOLE 2399,603 0 0
CONOCO INC - CL B COM 208251405 481 17,567 SOLE Master T 17,567 0 0
CONSECO INC COM 208464107 144,155 7464,340 SOLE 7464,340 0 0
CONSECO INC COM 208464107 2,905 150,440 SOLE Master T 150,440 0 0
CONSOLIDATED EDISON INC COM 209115104 1,793 43,200 SOLE 43,200 0 0
CONSOLIDATED FREIGHTWAYS CRP COM 209232107 249 25,200 SOLE 25,200 0 0
CONSOLIDATED NAT GAS CO COM 209615103 57,335 919,196 SOLE 919,196 0 0
CONSOLIDATED PAPERS INC COM 209759109 1,650 61,400 SOLE 61,400 0 0
CONSOLIDATED STORES CORP COM 210149100 5,065 229,591 SOLE 229,591 0 0
CONSOLIDATED TOMOKA COM 210226106 121 8,967 SOLE 8,967 0 0
CONSORCIO GRUPO DINA ADR (1 ADR = 210306205 123 246,554 SOLE 246,554 0 0
CONSTELLATION ENERGY GROUP COM 210371100 1,718 61,100 SOLE 61,100 0 0
CONSUMER PORTFOLIO COM 210502100 11 11,400 SOLE 11,400 0 0
COOPER CAMERON CORP COM 216640102 2,877 76,200 SOLE 76,200 0 0
COOPER INDS INC COM 216669101 2,969 63,500 SOLE 63,500 0 0
COOPER TIRE & RUBR CO COM 216831107 546 31,000 SOLE 31,000 0 0
COORS ADOLPH CO COM CL B 217016104 1,164 21,500 SOLE 21,500 0 0
CORAM HEALTHCARE COM 218103109 35 51,559 SOLE 51,559 0 0
CORDANT TECHNOLOGIES INC COM 218412104 743 24,400 SOLE 24,400 0 0
CORE INC COM 21867P102 20 2,500 SOLE 2,500 0 0
CORN PRODUCTS INTL INC COM 219023108 667 21,900 SOLE 21,900 0 0
CORNERSTONE PROPERTIES INC REIT 21922H103 25,984 1703,847 SOLE 1703,847 0 0
CORNING INC COM 219350105 14,343 209,200 SOLE 209,200 0 0
CORPORATE EXPRESS INC COM 219888104 17,966 1910,000 SOLE 1910,000 0 0
CORUS BANKSHARES INC COM 220873103 251 9,800 SOLE 9,800 0 0
COSTCO WHOLESALE COM 22160K105 3,737 51,900 SOLE 51,900 0 0
COUER D ALENE CPFD 03/15/0 192108207 581 100,000 SOLE 100,000 0 0
COUNTRYWIDE CR INDS INC COM 222372104 1,290 40,000 SOLE 40,000 0 0
COURIER CORP COM 222660102 102 4,250 SOLE 4,250 0 0
COVANCE INC COM 222816100 346 35,700 SOLE 35,700 0 0
COX COMMUNICATIONS COM CL A 224044107 374 8,963 SOLE 8,963 0 0
CPAC INC COM 126145101 4,600 783,000 SOLE 783,000 0 0
CPB INC. COM 125903104 16 700 SOLE 700 0 0
CRACKER BARREL COM 12489V106 581 37,500 SOLE 37,500 0 0
CRANE CO COM 224399105 577 25,700 SOLE 25,700 0 0
CREDIT SUISSE STR GLBL INCOM MUTUAL FUND 224918102 123 16,700 SOLE 16,700 0 0
CREE RESEARCH INC COM 225447101 88 2,600 SOLE 2,600 0 0
CROSS TIMBERS OIL CO COM 227573102 69,851 5174,113 SOLE 5174,113 0 0
CROWN AMERICAN REALTY COM 228186102 5,663 879,700 SOLE 879,700 0 0
CROWN AMERICAN REALTY COM 228186102 234 36,400 SOLE Master T 36,400 0 0
CROWN CASTLE INTL CORP COM 228227104 20,352 1087,248 SOLE 1087,248 0 0
CROWN GROUP INC COM 228359105 12 2,600 SOLE 2,600 0 0
CSP INC COM 126389105 8 1,331 SOLE 1,331 0 0
CSX CORP COM 126408103 3,590 84,728 SOLE 84,728 0 0
CSX CORP COM 126408103 1,127 26,600 SOLE Master T 26,600 0 0
CTS CORP COM 126501105 1,691 29,400 SOLE 29,400 0 0
CUMMINS ENGINE COM 231021106 837 16,800 SOLE 16,800 0 0
CURTISS WRIGHT CORP COM 231561101 271 8,400 SOLE 8,400 0 0
CVS CORPORATION COM 126650100 134,458 3294,524 SOLE 3294,524 0 0
CVS CORPORATION COM 126650100 3,922 96,100 SOLE Master T 96,100 0 0
CYBEX COMPUTER PRODUCTS CORP COM 232522102 0 900 SOLE 900 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1,322 61,500 SOLE 61,500 0 0
CYPROS PHARMACEUTICALS COM 232808105 3,182 1642,500 SOLE 1642,500 0 0
CYPRUS AMAX MINERALS CO COM 232809103 728 37,100 SOLE 37,100 0 0
CYTEC INDUSTRIES COM 232820100 646 26,900 SOLE 26,900 0 0
CYTOTHERAPEUTICS INC COM 232923102 5 3,000 SOLE 3,000 0 0
DAIN RAUSCHER CORP COM 233856103 622 12,700 SOLE 12,700 0 0
DANA CORP COM 235811106 2,513 67,678 SOLE 67,678 0 0
DANAHER CORP COM 235851102 5,400 102,500 SOLE 102,500 0 0
DARDEN RESTAURANTS COM 237194105 1,045 53,400 SOLE 53,400 0 0
DATA GEN CORP COM 237688106 1,868 88,700 SOLE 88,700 0 0
DATASCOPE CORP COM 238113104 285 8,100 SOLE 8,100 0 0
DATASTREAM SYSTEMS INC COM 238124101 56 4,300 SOLE 4,300 0 0
DATRON SYS INC DEL COM 238173108 34 6,300 SOLE 6,300 0 0
DAYTON HUDSON CORP COM 239753106 16,818 280,000 SOLE 280,000 0 0
DAYTON SUPERIOR CORP COM 240028100 51 3,000 SOLE 3,000 0 0
DEAN FOODS CO COM 242361103 9,301 213,500 SOLE 213,500 0 0
DECORATOR INDUSTRIES INC COM 243631207 20 3,750 SOLE 3,750 0 0
DEERE & CO COM 244199105 5,335 137,900 SOLE 137,900 0 0
DELL COMPUTER CORP COM 247025109 12,310 294,400 SOLE 294,400 0 0
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 3,703 230,540 SOLE 230,540 0 0
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 325 20,234 SOLE Master T 20,234 0 0
DELTA AIR LINES COM 247361108 2,905 59,900 SOLE 59,900 0 0
DELTA FINANCIAL CORP COM 247918105 8 1,500 SOLE 1,500 0 0
DELUXE CORP COM 248019101 1,085 31,900 SOLE 31,900 0 0
DENTAL/MEDICAL DIAGNOSTIC COM 24873K208 22 5,600 SOLE 5,600 0 0
DENTSPLY INTERNATIONAL INC COM 249030107 774 34,000 SOLE 34,000 0 0
DESC S.A. ADR COM 250309101 838 50,000 SOLE 50,000 0 0
DETREX CORP COM 250685104 6 1,300 SOLE 1,300 0 0
DETROIT DEISEL CORP COM 250837101 189 10,200 SOLE 10,200 0 0
DEVON ENERGY CORP COM 25179M103 6,810 164,334 SOLE 164,334 0 0
DEWOLFE COMPANIES INC COM 252115100 41 6,100 SOLE 6,100 0 0
DIAGNOSTIC PROD COM 252450101 359 13,400 SOLE 13,400 0 0
DIAL CORP COM 25247D101 1,749 68,600 SOLE 68,600 0 0
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DIEBOLD INC COM 253651103 1,046 45,225 SOLE 45,225 0 0
DIGITAL LIGHTWAVE INC COM 253855100 35 4,900 SOLE 4,900 0 0
DIGITAL MICROWAVE CO COM 253859102 3,301 210,400 SOLE 210,400 0 0
DIME COMMUNITY BANCSHARES COM 253922108 224 10,800 SOLE 10,800 0 0
DISNEY WALT CO COM 254687106 3,133 121,082 SOLE 121,082 0 0
DISNEY WALT CO COM 254687106 1,269 49,033 SOLE Master T 49,033 0 0
DIXIE GROUP INC COM 255519100 89 11,500 SOLE 11,500 0 0
DOCUCORP INTERNATIONAL INC COM 255911109 13 2,100 SOLE 2,100 0 0
DOLE FOOD INC COM 256605106 323 17,000 SOLE 17,000 0 0
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 465 22,500 SOLE 22,500 0 0
DOLLAR TREE STORES INC COM 256747106 1,605 40,200 SOLE 40,200 0 0
DONALDSON CO INC COM 257651109 686 29,600 SOLE 29,600 0 0
DONEGAL GROUP INC COM 257701102 3 500 SOLE 500 0 0
DONNELLEY R R & SONS CO COM 257867101 1,551 53,716 SOLE 53,716 0 0
DOW CHEM CO COM 260543103 9,829 86,500 SOLE 86,500 0 0
DOW JONES & CO INC COM 260561105 1,970 36,900 SOLE 36,900 0 0
DOWNEY FINANCIAL CORP COM 261018105 2,677 133,018 SOLE 133,018 0 0
DPL CORP COM 233293109 1,838 104,300 SOLE 104,300 0 0
DQE COM 23329J104 1,189 30,400 SOLE 30,400 0 0
DREYERS GRAND COM 261878102 294 16,900 SOLE 16,900 0 0
DREYFUS STR GOVTS INCOME CLOSED-END F 261938104 280 34,200 SOLE 34,200 0 0
DRUG EMPORIUM INC COM 262175102 54 8,000 SOLE 8,000 0 0
DST SYSTEMS INC COM 233326107 2,218 39,000 SOLE 39,000 0 0
DTE ENERGY CO. HLDGS COM 233331107 2,139 59,200 SOLE 59,200 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 6,776 111,314 SOLE 111,314 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 508 8,345 SOLE Master T 8,345 0 0
DUANE READE INC COM 263578106 4,910 163,000 SOLE 163,000 0 0
DUKE ENERGY CORP COM 264399106 8,224 149,195 SOLE 149,195 0 0
DUN & BRADSTREET CORP COM 26483B106 1,981 66,300 SOLE 66,300 0 0
DURA AUTOMOTIVE SYSTEMS INC COM 265903104 232 9,629 SOLE 9,629 0 0
DYERSBURG CORP COM 267575108 5 14,400 SOLE 14,400 0 0
DYNAMICS RESEARCH CO COM 268057106 21 5,276 SOLE 5,276 0 0
E TRADE GROUP COM 269246104 3,417 145,400 SOLE 145,400 0 0
EAGLE GEOPHYSICAL INC COM 269524104 0 1 SOLE 1 0 0
EASTERN ENTERPRISES COM 27637F100 506 10,900 SOLE 10,900 0 0
EASTERN UTILS ASSOC COM 277173100 61,005 2042,000 SOLE 2042,000 0 0
EASTMAN KODAK CO COM 277461109 9,611 127,400 SOLE 127,400 0 0
EATON CORP COM 278058102 2,417 28,000 SOLE 28,000 0 0
ECLIPSYS CORP COM 278856109 262 18,200 SOLE 18,200 0 0
ECOLAB INC COM 278865100 1,754 51,400 SOLE 51,400 0 0
EDISON INTERNATIONAL COM 281020107 3,482 143,200 SOLE 143,200 0 0
EL PASO ENERGY CORP COM 283905107 3,232 81,184 SOLE 81,184 0 0
ELAN CORP PLC COM 284131208 1,098 32,706 SOLE 32,706 0 0
ELDER-BEERMAN STORES CORP COM 284470101 1,423 223,235 SOLE 223,235 0 0
ELECTROGLAS INC COM 285324109 2 100 SOLE 100 0 0
ELECTRONIC ARTS INC COM 285512109 2,801 38,700 SOLE 38,700 0 0
ELECTRONIC DATA SYSTEMS CORP COM 285661104 10,752 203,100 SOLE 203,100 0 0
ELF AQUITAINE ADR 286269105 52,051 568,090 SOLE 568,090 0 0
EMBOTELLADORA ANDINA -ADR B ADR 1ADR=6 B 29081P303 4,319 332,200 SOLE 332,200 0 0
EMC CORP - MASS COM 268648102 28,311 396,300 SOLE 396,300 0 0
EMERGING MKTS INFRASTRUCTURE CLOSED END F 290921105 6,648 770,758 SOLE 770,758 0 0
EMERGING MKTS TELECOMM FUND CLOSED END F 290887108 1,138 111,000 SOLE 111,000 0 0
EMERSON ELEC CO COM 291011104 10,856 171,800 SOLE 171,800 0 0
EMERSON ELEC CO COM 291011104 512 8,100 SOLE Master T 8,100 0 0
EMMIS BROADCASTING CORP CL A COM 291525103 6,058 91,700 SOLE 91,700 0 0
EMPRESAS ICA S.A. - ADS ADR (1 ADR = 292448107 807 274,800 SOLE 274,800 0 0
EMS TECHNOLOGIES INC COM 26873N108 35 2,900 SOLE 2,900 0 0
EMULEX CORP COM 292475209 670 7,800 SOLE 7,800 0 0
ENDOSONICS CORP COM 29264K105 42 4,900 SOLE 4,900 0 0
ENERGEN CORP COM 29265N108 618 30,500 SOLE 30,500 0 0
ENERGY EAST CORPORATION COM 29266M109 142,657 6006,600 SOLE 6006,600 0 0
ENERGY EAST CORPORATION COM 29266M109 2,928 123,300 SOLE Master T 123,300 0 0
ENERGYNORTH INC COM 292925104 83 2,000 SOLE 2,000 0 0
ENESCO GROUP INC COM 292973104 98 6,400 SOLE 6,400 0 0
ENGELHARD CORP COM 292845104 938 51,600 SOLE 51,600 0 0
ENGLE HOMES INC COM 292896107 80 7,800 SOLE 7,800 0 0
ENNIS BUSINESS COM 293389102 135 15,200 SOLE 15,200 0 0
ENRON CORP COM 293561106 3,808 92,318 SOLE 92,318 0 0
ENSCO INTERNATIONAL COM 26874Q100 1,645 91,100 SOLE 91,100 0 0
ENTERGY CORP COM 29364G103 2,943 101,700 SOLE 101,700 0 0
ENTRUST TECHNOLOGIES INC COM 293848107 22 1,000 SOLE 1,000 0 0
ENZON INC COM 293904108 6,100 200,000 SOLE 200,000 0 0
EOG RESOURCES INC COM 26875P101 3,188 150,000 SOLE 150,000 0 0
EQUIFAX INC COM 294429105 1,713 60,900 SOLE 60,900 0 0
EQUITABLE RES INC COM 294549100 1,085 28,700 SOLE 28,700 0 0
EQUITEX INC COM 294592308 5 500 SOLE 500 0 0
EQUITY OIL CO COM 294749106 11 7,100 SOLE 7,100 0 0
ESCALADE INC COM 296056104 187 11,700 SOLE 11,700 0 0
ESCO ELECTRONICS COM 269030201 60 5,400 SOLE 5,400 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 2 100 SOLE 100 0 0
ETHYL CORP COM 297659104 203 52,400 SOLE 52,400 0 0
EUROPEAN WARRANT FUND INC CLOSED END F 298792102 488 32,800 SOLE 32,800 0 0
EVANS & SUTHERLAND COM 299096107 14 1,100 SOLE 1,100 0 0
EVANS INC COM 299155309 2 2,000 SOLE 2,000 0 0
EVEREN CAPITAL CORP COM 299761106 286 9,700 SOLE 9,700 0 0
EVEREST REINSURANCE HLDGS COM 299808105 764 32,100 SOLE 32,100 0 0
EXCEL LEGACY CORP COM 300665106 105 25,000 SOLE 25,000 0 0
EXXON CORP COM 302290101 73,357 966,014 SOLE 966,014 0 0
EZCORP INC COM 302301106 39 7,400 SOLE 7,400 0 0
F M C CORP COM 302491303 642 13,300 SOLE 13,300 0 0
FALCON PRODS INC COM 306075102 11 1,300 SOLE 1,300 0 0
FAMILY DOLLAR STORES COM 307000109 2,446 115,800 SOLE 115,800 0 0
FANNIE MAE COM 313586109 20,380 325,112 SOLE 325,112 0 0
FANNIE MAE COM 313586109 972 15,500 SOLE Master T 15,500 0 0
FANSTEEL INC DEL COM 307260109 34 8,600 SOLE 8,600 0 0
FARMER BROS CO COM 307675108 166 1,000 SOLE 1,000 0 0
FARREL CORP NEW COM 311667109 5 3,100 SOLE 3,100 0 0
FDX CORP (HOLDING CO) COM 31304N107 4,720 121,804 SOLE 121,804 0 0
FEDDERS CORP COM 313135105 161 26,800 SOLE 26,800 0 0
FEDERAL HOME LN MTG CORP COM 313400301 12,116 233,000 SOLE 233,000 0 0
FEDERAL SCREW WKS COM 313819104 86 1,900 SOLE 1,900 0 0
FEDERAL SIGNAL COM 313855108 602 30,300 SOLE 30,300 0 0
FEDERAL-MOGUL CORP COM 313549107 430 15,600 SOLE 15,600 0 0
FEDERATED DEPARTMENT STORES COM 31410H101 4,390 100,484 SOLE 100,484 0 0
FELCOR LODGING TRUST INC COM 31430F101 219 12,500 SOLE 12,500 0 0
FERRO CORP COM 315405100 1,138 53,400 SOLE 53,400 0 0
FFW CORPORATION COM 30242L108 13 1,000 SOLE 1,000 0 0
FIBERMARK INC COM 315646109 80 6,300 SOLE 6,300 0 0
FIDELITY ADVISOR KOREA FUND MUTUAL FUND 315804104 2,642 310,800 SOLE 310,800 0 0
FIDELITY BANCORP INC COMMON STOCK 31583B105 12 700 SOLE 700 0 0
FIDELITY BANCORP INC/PENN COM 315831107 3 200 SOLE 200 0 0
FIDELITY NATIONAL CORP COM 316320100 26 3,200 SOLE 3,200 0 0
FIFTH THR BNCP COM 316773100 3,480 57,200 SOLE 57,200 0 0
FINLAY ENTERPRISES COM CL A 317884203 2,760 200,700 SOLE 200,700 0 0
FINOVA GROUP COM 317928109 1,365 37,400 SOLE 37,400 0 0
FIRST AMER CORP TENN COM 318900107 7,718 180,000 SOLE 180,000 0 0
FIRST BELL BANCORP INC COM 319301107 82 5,200 SOLE 5,200 0 0
FIRST CHARTER CORP COM 319439105 121 6,900 SOLE 6,900 0 0
FIRST CITIZENS BANCS COM 31946M103 537 7,000 SOLE 7,000 0 0
FIRST COMMERCE BANCS COM 319777108 8 400 SOLE 400 0 0
FIRST DATA CORP COM 319963104 7,543 171,920 SOLE 171,920 0 0
FIRST HEALTH GROUP CORP COM 320960107 2 100 SOLE 100 0 0
FIRST ISRAEL FUND MUTUAL FUND 32063L100 797 56,900 SOLE 56,900 0 0
FIRST NORTHERN CAPITAL CORPO COM 335832101 8 700 SOLE 700 0 0
FIRST PHILLIPPINE FUND MUTUAL FUND 336100102 85 13,400 SOLE 13,400 0 0
FIRST REGIONAL BANCORP/CAL COM 33615C101 13 1,700 SOLE 1,700 0 0
FIRST SECURITY CORP COM 336294103 5,593 235,200 SOLE 235,200 0 0
FIRST TENNESSEE NATIONAL COM 337162101 6,573 233,720 SOLE 233,720 0 0
FIRST UNION CORP (N.C.) COM 337358105 5,316 149,492 SOLE 149,492 0 0
FIRST UNITED BANC COMMON STOCK 33741E104 32 1,800 SOLE 1,800 0 0
FIRST WASHINGTON BANCORP COM 33748T104 1,155 66,000 SOLE 66,000 0 0
FIRSTAR CORPORATION COM 33763V109 16,823 656,508 SOLE 656,508 0 0
FIRSTENERGY CORP COM 337932107 2,468 96,800 SOLE 96,800 0 0
FISERV INC COM 337738108 2 50 SOLE 50 0 0
FLAG FINANCIAL CORPORATION COM 33832H107 12 1,400 SOLE 1,400 0 0
FLAGSTAR BANCORP INC COM 337930101 138 9,000 SOLE 9,000 0 0
FLANDER CORP COM 338494107 428 165,144 SOLE 165,144 0 0
FLEETWOOD ENTERPRISES INC COM 339099103 289 14,300 SOLE 14,300 0 0
FLEXSTEEL INDS COM 339382103 19 1,400 SOLE 1,400 0 0
FLORIDA EAST COAST INDS COM 340632108 9 300 SOLE 300 0 0
FLORIDA PROGESS COM 341109106 1,845 39,900 SOLE 39,900 0 0
FLORIDA ROCK INDS COM 341140101 521 15,000 SOLE 15,000 0 0
FLOWERS INDS INC COM 343496105 7,075 521,650 SOLE 521,650 0 0
FLOWSERVE COM 34354P105 680 40,900 SOLE 40,900 0 0
FLUSHING FINANCIAL CORP COM 343873105 14 900 SOLE 900 0 0
FOOTHILL INDEPENDENT BANCORP COM 344905104 18 1,500 SOLE 1,500 0 0
FOOTSTAR INC COM 344912100 183 5,200 SOLE 5,200 0 0
FORD MOTOR COM 345370100 24,918 496,500 SOLE 496,500 0 0
FOREIGN & COL EM MIDDLE EAST COM 345451108 1,629 131,000 SOLE 131,000 0 0
FOREST LABS INC COM 345838106 45,099 1070,600 SOLE 1070,600 0 0
FORRESTER RESEARCH INC COM 346563109 34 860 SOLE 860 0 0
FORT JAMES CORP COM 347471104 2,324 87,100 SOLE 87,100 0 0
FORTE SOFTWARE INC COM 349546101 2,753 100,100 SOLE 100,100 0 0
FORTRESS GROUP INC COMMON STOCK 34956K108 6 3,800 SOLE 3,800 0 0
FORTUNE BRANDS INC COM 349631101 2,206 68,400 SOLE 68,400 0 0
FOSSIL INC COM 349882100 654 24,150 SOLE 24,150 0 0
FOSTER WHEELER CORP COM 350244109 193 16,000 SOLE 16,000 0 0
FOUNDATION HEALTH SYSTEMS - COM 350404109 768 81,370 SOLE 81,370 0 0
FPL GROUP INC COM 302571104 3,703 73,500 SOLE 73,500 0 0
FRANCE GROWTH FUND CLOSED END F 35177K108 26,710 1891,000 SOLE 1891,000 0 0
FRANCE TELECOM ADR COM 35177Q105 11,318 130,000 SOLE 130,000 0 0
FRANKFORT FIRST BANCORP INC COM 352128201 23 1,500 SOLE 1,500 0 0
FRANKLIN RES COM 354613101 3,176 103,300 SOLE 103,300 0 0
FREDS INC COM 356108100 90 7,300 SOLE 7,300 0 0
FREEDOM SECURITIES CORP COM 35644K103 200 14,800 SOLE 14,800 0 0
FREEPORT MCMORAN COM CL A 35671D105 4,076 293,774 SOLE 293,774 0 0
FRESH FOODS INC COM 358034106 45 6,700 SOLE 6,700 0 0
FRIEDMANS INC-CL A COM 358438109 65 7,400 SOLE 7,400 0 0
FRITZ COS INC COM 358846103 1,883 181,500 SOLE 181,500 0 0
FRP PROPERTIES INC COM 30262E109 12 500 SOLE 500 0 0
FRUIT OF THE LOOM CL-A COM G3682L105 98 28,600 SOLE 28,600 0 0
FSF FINANCIAL CORP COMMON STOCK 30262K105 1 100 SOLE 100 0 0
FULLER H B CO COM 359694106 32,824 539,200 SOLE 539,200 0 0
FULLER H B CO COM 359694106 1,583 26,000 SOLE Master T 26,000 0 0
FURNITURE BRANDS INTL INC COM 360921100 685 34,800 SOLE 34,800 0 0
FVNB CORP COM 302674106 25 800 SOLE 800 0 0
G & L REALTY CORP COM 361271109 4 400 SOLE 400 0 0
GALLAGHER (ARTHUR J) COM 363576109 234 4,400 SOLE 4,400 0 0
GANNETT INC COM 364730101 7,974 115,252 SOLE 115,252 0 0
GANNETT INC COM 364730101 1,536 22,200 SOLE Master T 22,200 0 0
GARDEN FRESH RESTAURANT CORP COM 365235100 3 200 SOLE 200 0 0
GARTNER GROUP INC-CL COM 366651206 1,161 69,561 SOLE 69,561 0 0
GATEWAY INC COM 367626108 5,555 125,000 SOLE 125,000 0 0
GATX CORP COM 361448103 919 29,600 SOLE 29,600 0 0
GAYLORD CONTAINER CORP - A COM 368145108 89 12,500 SOLE 12,500 0 0
GEHL CO COM 368483103 71 4,000 SOLE 4,000 0 0
GENCOR INDUSTRIES COM 368678108 146 10,600 SOLE 10,600 0 0
GENCORP INC COM 368682100 421 23,000 SOLE 23,000 0 0
GENER SA ADR (1 ADR = 368731105 1,566 102,700 SOLE 102,700 0 0
GENERAL CABLE CORP COM 369300108 8,904 742,000 SOLE 742,000 0 0
GENERAL DYNAMICS CORP COM 369550108 6,100 97,700 SOLE 97,700 0 0
GENERAL ELEC CO COM 369604103 106,029 894,284 SOLE 894,284 0 0
GENERAL INSTRUMENT CORP COM 370120107 11,122 231,100 SOLE 231,100 0 0
GENERAL MLS INC COM 370334104 21,757 268,190 SOLE 268,190 0 0
GENERAL MOTORS COM 370442105 16,735 265,900 SOLE 265,900 0 0
GENERAL MOTORS COM 370442105 1,822 28,950 SOLE Master T 28,950 0 0
GENERAL MTRS CORP COM CL H 370442832 14,704 256,832 SOLE 256,832 0 0
GENERAL SEMICONDUCTOR INC COM 370787103 269 26,100 SOLE 26,100 0 0
GENESIS WORLDWIDE INC COM 37184G104 19 3,700 SOLE 3,700 0 0
GENESYS TELECOMMUNICATIONS L COM 371931106 18 400 SOLE 400 0 0
GENICOM CORP COM 372282103 6 7,300 SOLE 7,300 0 0
GENLYTE GROUP INC COM 372302109 181 7,600 SOLE 7,600 0 0
GENUINE PARTS CO COM 372460105 1,905 71,700 SOLE 71,700 0 0
GEON COMPANY COM 37246W105 600 23,300 SOLE 23,300 0 0
GEORGIA GULF CORP COM 373200203 342 19,400 SOLE 19,400 0 0
GEORGIA PACIFIC (TIMBER GRP) COM 373298702 1,366 59,700 SOLE 59,700 0 0
GERBER SCIENTIFIC COM 373730100 486 21,700 SOLE 21,700 0 0
GIANT GROUP LTD COM 374503100 17 4,900 SOLE 4,900 0 0
GIANT INDUSTRIES INC COM 374508109 35 3,000 SOLE 3,000 0 0
GILEAD SCIENCES INC COM 375558103 8,222 128,100 SOLE 128,100 0 0
GILLETTE CO COM 375766102 16,914 498,400 SOLE 498,400 0 0
GLATFELTER P.H. CO COM 377316104 265 16,100 SOLE 16,100 0 0
GLOBAL CROSSING LTD COM G3921A100 3,841 144,935 SOLE 144,935 0 0
GLOBAL INDUSTRIAL TECH INC COM 379335102 1,555 127,600 SOLE 127,600 0 0
GLOBAL MARINE INC COM 379352404 1,907 116,000 SOLE 116,000 0 0
GOLD FIELDS LTD-SP ADR ADR (1 ADR = 38059T106 263 56,900 SOLE 56,900 0 0
GOLDEN STAR RESOURCES COM 38119T104 27 35,600 SOLE 35,600 0 0
GOLDEN STATE VINTNERS INC-B COM 38121K208 32 6,800 SOLE 6,800 0 0
GOLDEN WEST FINL CORP COM 381317106 3,115 31,700 SOLE 31,700 0 0
GOTO.COM INC COM 38348T107 1,043 20,000 SOLE 20,000 0 0
GOTTSCHALKS INC COM 383485109 69 7,700 SOLE 7,700 0 0
GPU INC COM 36225X100 1,661 50,900 SOLE 50,900 0 0
GRADCO SYSTEMS INC COM 384111100 13 6,900 SOLE 6,900 0 0
GRAHAM CORP COM 384556106 11 1,800 SOLE 1,800 0 0
GRAINGER W W INC COM 384802104 41,290 859,100 SOLE 859,100 0 0
GRANITE CONSTRUCTION INC COM 387328107 440 16,875 SOLE 16,875 0 0
GREAT ATLANTIC & PAC TEA CO COM 390064103 476 15,700 SOLE 15,700 0 0
GREATER CHINA FUND MUTUAL FUND 39167B102 9,002 1180,615 SOLE 1180,615 0 0
GREEEN MOUNTAIN COFFEE INC COMMON STOCK 393122106 4 400 SOLE 400 0 0
GREENBRIER COMPANIES INC COM 393657101 71 6,400 SOLE 6,400 0 0
GREENPOINT FINANCIAL CORP COM 395384100 1,841 69,300 SOLE 69,300 0 0
GREY ADVERTISING COM 397838103 589 1,600 SOLE 1,600 0 0
GRIFFON CORP COM 398433102 229 28,600 SOLE 28,600 0 0
GTE CORP COM 362320103 38,056 495,031 SOLE 495,031 0 0
GTE CORP COM 362320103 1,015 13,200 SOLE Master T 13,200 0 0
GTECH HOLDINGS CORP COM 400518106 523 24,400 SOLE 24,400 0 0
GUIDANT CORP COM 401698105 22,072 411,600 SOLE 411,600 0 0
GUIDANT CORP COM 401698105 4,317 80,500 SOLE Master T 80,500 0 0
GULF CANADA RES LTD ORD COM 40218L305 419 100,000 SOLE 100,000 0 0
GZA GEOENVIRONMENTAL TECH IN COM 362386104 15 3,700 SOLE 3,700 0 0
HAEMONETICS CORP / MASS COM 405024100 630 32,000 SOLE 32,000 0 0
HAGGAR CORP COM 405173105 93 7,400 SOLE 7,400 0 0
HALLIBURTON CO COM 406216101 6,154 150,086 SOLE 150,086 0 0
HAMBRECHT & QUIST GROUP COM 406545103 896 18,300 SOLE 18,300 0 0
HAMPTON INDUSTRIES COM 409189107 23 8,107 SOLE 8,107 0 0
HANCOCK FABRICS COM 409900107 67 15,500 SOLE 15,500 0 0
HANDLEMAN CO COM 410252100 24 1,800 SOLE 1,800 0 0
HANNAFORD BROS CO COM 410550107 2,036 28,900 SOLE 28,900 0 0
HANOVER COMPRESSOR CO COM 410768105 188 5,900 SOLE 5,900 0 0
HARCOURT GENERAL INC COM 41163G101 1,178 28,311 SOLE 28,311 0 0
HARDING LAWSON ASSOC GROUP I COM 412293102 39 5,000 SOLE 5,000 0 0
HARKEN ENERGY CORP COM 412552101 4,371 3885,630 SOLE 3885,630 0 0
HARKEN ENERGY CORP COM 412552101 236 210,193 SOLE Master T 210,193 0 0
HARLAND JOHN H CO COM 412693103 420 21,600 SOLE 21,600 0 0
HARLEY-DAVIDSON INC. COM 412822108 4,986 99,600 SOLE 99,600 0 0
HARMONIC LIGHTWAVES INC COM 413160102 1,635 12,500 SOLE 12,500 0 0
HARNISCHFEGER INDS INC COM 413345109 24 23,700 SOLE 23,700 0 0
HARRAHS ENTERTAINMENT INC COM 413619107 1,388 50,000 SOLE 50,000 0 0
HARRIS CORP COM 413875105 873 31,600 SOLE 31,600 0 0
HARRODSBURG FIRST FINANCIAL COM 415781103 29 2,200 SOLE 2,200 0 0
HARSCO CORP COM 415864107 790 28,600 SOLE 28,600 0 0
HARTE-HANKS COMMUNICATIONS COM 416196103 1,184 47,000 SOLE 47,000 0 0
HARTFORD FINANCIAL SERVICES COM 416515104 3,793 92,800 SOLE 92,800 0 0
HASBRO INC COM 418056107 1,699 79,273 SOLE 79,273 0 0
HAWAIIAN AIRLINES INC COM 419849104 105 45,300 SOLE 45,300 0 0
HAWAIIAN ELEC COM 419870100 704 20,000 SOLE 20,000 0 0
HAWK CORP - CL A COM 420089104 1,253 238,600 SOLE 238,600 0 0
HAWTHORNE FIN CORP COM 420542102 33 2,500 SOLE 2,500 0 0
HCIA INC COM 403908106 15 1,400 SOLE 1,400 0 0
HEALTH MGT ASSOC COM 421933102 1,194 161,950 SOLE 161,950 0 0
HEALTH RISK MGMT INC COM 421935107 15 2,400 SOLE 2,400 0 0
HEALTHCARE SERVICES GROUP COM 421906108 96 10,300 SOLE 10,300 0 0
HEALTHSOUTH CORP COM 421924101 914 150,780 SOLE 150,780 0 0
HEILIG-MYERS CO COM 422893107 174 36,600 SOLE 36,600 0 0
HEINZ H J CO COM 423074103 6,386 148,500 SOLE 148,500 0 0
HELLENIC TELECOMMUN ORG ADR COM 423325307 6,042 540,100 SOLE 540,100 0 0
HELLO DIRECT INC COM 423402106 27 3,200 SOLE 3,200 0 0
HELMERICH & PAYNE INC COM 423452101 494 19,500 SOLE 19,500 0 0
HERSHEY FOODS CORP COM 427866108 779 16,000 SOLE 16,000 0 0
HEWLETT PACKARD CO COM 428236103 24,556 266,912 SOLE 266,912 0 0
HEWLETT PACKARD CO COM 428236103 1,229 13,364 SOLE Master T 13,364 0 0
HIBERNIA CORP -CL A COM 428656102 1,188 102,200 SOLE 102,200 0 0
HILB ROGAL & HAMILTO COM 431294107 1,534 61,200 SOLE 61,200 0 0
HILLENBRAND INDUSTRIES COM 431573104 1,184 44,900 SOLE 44,900 0 0
HILTON HOTELS COM 432848109 1,037 105,000 SOLE 105,000 0 0
HISPANIC BROADCASTING CORP COM 43357B104 2,512 33,000 SOLE 33,000 0 0
HITACHI LTD -SPONS ADR COM 433578507 120 1,100 SOLE 1,100 0 0
HOENIG GROUP INC COM 434396107 17 1,500 SOLE 1,500 0 0
HOLLY CORP COM 435758305 114 7,600 SOLE 7,600 0 0
HOME DEPOT INC COM 437076102 18,364 267,600 SOLE 267,600 0 0
HOMESTAKE MNG CO COM 437614100 983 107,000 SOLE 107,000 0 0
HON INDS INC COM 438092108 726 37,700 SOLE 37,700 0 0
HONDA MOTOR CO LTD -SPON ADR ADR 438128308 1,849 22,600 SOLE 22,600 0 0
HOOPER HOLMES INC COM 439104100 782 30,500 SOLE 30,500 0 0
HORACE MANN EDUCATOR COM 440327104 741 28,700 SOLE 28,700 0 0
HORMEL GEO A & CO COM 440452100 1,995 48,300 SOLE 48,300 0 0
HOSPITALITY PROPERTIES TRUST COM 44106M102 106 4,800 SOLE 4,800 0 0
HOUGHTON MIFFLIN CO COM 441560109 3,547 87,300 SOLE 87,300 0 0
HOUSEHOLD INTL INC COM 441815107 7,788 194,085 SOLE 194,085 0 0
HOWMET INTERNATIONAL INC COM 443208103 13,012 929,400 SOLE 929,400 0 0
HPSC INC COM 404264103 26 2,400 SOLE 2,400 0 0
HSB GROUP COM 40428N109 633 18,000 SOLE 18,000 0 0
HUBBELL INC COM CL B 443510201 4,682 146,900 SOLE 146,900 0 0
HUDSON UNITED BANCORP COM 444165104 5,369 174,252 SOLE 174,252 0 0
HUFFY CORP COM 444356109 20 2,000 SOLE 2,000 0 0
HUGHES SUPPLY INC COM 444482103 544 25,000 SOLE 25,000 0 0
HUMANA INC COM 444859102 408 59,400 SOLE 59,400 0 0
HUNT MFG COM 445591100 25 3,000 SOLE 3,000 0 0
HUNTINGTON BANCSHARES COM 446150104 813 30,600 SOLE 30,600 0 0
IBP INC COM 449223106 1,420 57,500 SOLE 57,500 0 0
ICN PHARMACEUTICALS COM 448924100 895 52,100 SOLE 52,100 0 0
ID SYSTEMS INC COM 449489103 2,203 375,000 SOLE 375,000 0 0
IDACORP INC COM 451107106 717 23,800 SOLE 23,800 0 0
IHOP CORP COM 449623107 429 21,200 SOLE 21,200 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 620 58,004 SOLE 58,004 0 0
ILLINOVA CORP COM 452317100 1,325 47,200 SOLE 47,200 0 0
ILX RESORTS INC COM 449661503 6 3,400 SOLE 3,400 0 0
IMATION CORP COM 45245A107 1,445 46,600 SOLE 46,600 0 0
IMC GLOBAL INC COM 449669100 848 58,208 SOLE 58,208 0 0
IMCO RECYCLING INC COM 449681105 23 1,500 SOLE 1,500 0 0
IMMULOGIC PHARMACEUTICAL COR COM 45252R100 224 1026,178 SOLE 1026,178 0 0
IMMUNOGEN INC COM 45253H101 2,657 1118,659 SOLE 1118,659 0 0
IMPERIAL BANCORP COM 452556103 323 15,200 SOLE 15,200 0 0
IMS HEALTH INC COM 449934108 2,902 127,200 SOLE 127,200 0 0
INDIA FUND CLOSED END F 454089103 18,464 1434,100 SOLE 1434,100 0 0
INDIA GROWTH FD INC COM 454090101 18,752 1587,500 SOLE 1587,500 0 0
INDIANA ENERGY INC COM 454707100 383 19,100 SOLE 19,100 0 0
INFINIUM SOFTWARE INC COM 45662Y109 14 2,800 SOLE 2,800 0 0
INFO RES INC COM 456905108 122 11,000 SOLE 11,000 0 0
INFOCURE CORPORATION COMMON STOCK 45665A108 294 15,600 SOLE 15,600 0 0
INFORMIX CORP COM 456779107 999 125,900 SOLE 125,900 0 0
INFOSEEK CORP COM 45678M107 40 1,300 SOLE 1,300 0 0
INNKEEPERS USA TRUST COM 4576J0104 182 21,900 SOLE 21,900 0 0
INNOVATIVE CLINICAL SOLUTION COM 45767E107 11 14,400 SOLE 14,400 0 0
INSIGHT COMMUNICATIONS INC COM 45768V108 4,678 163,425 SOLE 163,425 0 0
INTEGRA INC COM 45811M105 300 200,000 SOLE 200,000 0 0
INTEGRATED DEVICE TECH INC COM 458118106 997 53,875 SOLE 53,875 0 0
INTEGRATED ELECTRICAL SVCS COM 45811E103 459 29,000 SOLE 29,000 0 0
INTEGRATED MEASUREMENT SYSTE COM 457923100 36 2,800 SOLE 2,800 0 0
INTEL CORP COM 458140100 3,601 48,464 SOLE 48,464 0 0
INTEL CORP COM 458140100 3,985 53,628 SOLE Master T 53,628 0 0
INTELLIGENT POLYMERS LTD UNI COM 45815V200 17,996 372,000 SOLE 372,000 0 0
INTERCONTINENTAL LIFE CORP COM 458593100 30 3,000 SOLE 3,000 0 0
INTERLINQ SOFTWARE COM 458753100 23 6,000 SOLE 6,000 0 0
INTERNATIONAL BANCSHARES CRP COM 459044103 27 600 SOLE 600 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 88,061 725,532 SOLE 725,532 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 5,171 42,600 SOLE Master T 42,600 0 0
INTERNATIONAL FLAVORS & FRAG COM 459506101 1,515 43,900 SOLE 43,900 0 0
INTERNATIONAL MULTIFOODS COR COM 460043102 269 11,700 SOLE 11,700 0 0
INTERNATIONAL PAPER CO COM 460146103 18,485 384,613 SOLE 384,613 0 0
INTERNATIONAL PAPER CO COM 460146103 1,240 25,800 SOLE Master T 25,800 0 0
INTERNET AMERICA COM 46058Y109 19 1,600 SOLE 1,600 0 0
INTERPHASE CORP COM 460593106 47 2,000 SOLE 2,000 0 0
INTERPUBLIC GROUP COS INC COM 460690100 4,495 109,300 SOLE 109,300 0 0
INTERSTATE BAKERIES COM 46072H108 1,030 44,800 SOLE 44,800 0 0
INTERVOICE INC COM 461142101 169 15,300 SOLE 15,300 0 0
INTL AIRCRAFT INVESTORS COM 458860103 24 3,600 SOLE 3,600 0 0
INTL GAME TECHNOLOGY COM 459902102 1,295 71,950 SOLE 71,950 0 0
INTL RECTIFIER CORP COM 460254105 796 52,200 SOLE 52,200 0 0
INTL SHIPHOLDING CO COM 460321201 75 6,600 SOLE 6,600 0 0
INTL SPECIALTY PRODS COM 460337108 170 17,100 SOLE 17,100 0 0
INTL TECH CORP COM 465266104 94 9,800 SOLE 9,800 0 0
INTUIT INC COM 461202103 9 100 SOLE 100 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 492 21,400 SOLE 21,400 0 0
IRISH INVESTMENT FUND INC COM 462710104 202 12,700 SOLE 12,700 0 0
ISB FINANCIAL CORPORATION COM 450091103 112 6,600 SOLE 6,600 0 0
ITALY FUND MUTUAL FUND 465395101 8,758 601,400 SOLE 601,400 0 0
ITLA CAPITAL CORPORATION COM 450565106 22 1,500 SOLE 1,500 0 0
ITT EDUCATIONAL SERVICES COM 45068B109 1,999 102,525 SOLE 102,525 0 0
IWERKS ENTERTAINMENT INC COM 465916104 2 1,800 SOLE 1,800 0 0
IXC COMMUNICATIONS INC COM 450713102 6,140 155,700 SOLE 155,700 0 0
J M SMUCKER A COM 832696108 382 18,100 SOLE 18,100 0 0
J.B. HUNT TRAN COM 445658107 316 22,800 SOLE 22,800 0 0
JABIL CIRCUIT INC COM 466313103 2,678 54,100 SOLE 54,100 0 0
JACO ELECTRS INC COM 469783104 5 1,300 SOLE 1,300 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 832 25,600 SOLE 25,600 0 0
JAKKS PACIFIC INC COM 47012E106 71 1,900 SOLE 1,900 0 0
JARDINE FLEMING CHINA REGION MUTUAL FUND 471110106 9,154 1368,800 SOLE 1368,800 0 0
JARDINE FLEMING INDIA FUND CLOSED END F 471112102 16,769 1902,900 SOLE 1902,900 0 0
JASON INC COM 471171108 42 5,300 SOLE 5,300 0 0
JCC HOLDING CO COM 46611Q205 599 105,091 SOLE 105,091 0 0
JEFFERSON PILOT CORP COM 475070108 2,736 43,300 SOLE 43,300 0 0
JERRYS FAMOUS DELI INC COM 476523105 0 300 SOLE 300 0 0
JO-ANN STORES INC CL-A COM 47758P109 239 19,200 SOLE 19,200 0 0
JOHN NUVEEN CO COM 478035108 34 900 SOLE 900 0 0
JOHNSON WORLDWIDE ASSOC INC COM CL A 479254104 15 1,600 SOLE 1,600 0 0
JONES APPAREL GROUP COM 480074103 2,828 98,378 SOLE 98,378 0 0
JOS A BANK CLOTHIERS INC COM 480838101 33 8,000 SOLE 8,000 0 0
JOSTENS INC COM 481088102 266 13,931 SOLE 13,931 0 0
JSB FINANCIAL INC COM 46624M100 475 8,300 SOLE 8,300 0 0
JWGENESIS FINANCIAL CORP COM 482227105 66 4,100 SOLE 4,100 0 0
K MART CORP COM 482584109 2,571 220,000 SOLE 220,000 0 0
K2 INC COM 482732104 28 3,200 SOLE 3,200 0 0
KAMAN CORP COM 483548103 34 2,700 SOLE 2,700 0 0
KANEB SERVICES INC COM 484170105 79 16,700 SOLE 16,700 0 0
KANSAS CITY LIFE INS COM 484836101 252 6,900 SOLE 6,900 0 0
KANSAS CITY P&L COM 485134100 926 38,300 SOLE 38,300 0 0
KANSAS CITY SO COM 485170104 2,043 44,000 SOLE 44,000 0 0
KASPER A.S.L. LTD COM 485808109 1,295 357,304 SOLE 357,304 0 0
KATY INDS INC COM 486026107 106 8,800 SOLE 8,800 0 0
KAUFMAN & BROAD HOME CORP COM 486168107 404 19,600 SOLE 19,600 0 0
KAYDON CORP COM 486587108 502 20,200 SOLE 20,200 0 0
KEANE INC COM 486665102 1,027 45,000 SOLE 45,000 0 0
KELLWOOD CO COM 488044108 81 3,700 SOLE 3,700 0 0
KELLY SVCS INC COM CL A 488152208 1,307 43,400 SOLE 43,400 0 0
KENNAMETAL INC COM 489170100 458 17,700 SOLE 17,700 0 0
KENTEK INFORMATION SYSTEMS PRIVATE EQUI 490807104 11 1,400 SOLE 1,400 0 0
KENTUCKY ELECTRIC STEEL INC COM 49127B100 2 600 SOLE 600 0 0
KERR MCGEE CORP COM 492386107 1,893 34,379 SOLE 34,379 0 0
KEWAUNEE SCIENTIFIC COM 492854104 30 3,000 SOLE 3,000 0 0
KEY PRODUCTION CO. COM 493138101 27 2,800 SOLE 2,800 0 0
KEY TRONICS CORP COM 493144109 54 12,700 SOLE 12,700 0 0
KEYCORP COM 493267108 645 25,000 SOLE 25,000 0 0
KEYSPAN CORPORATION COM 49337W100 2,674 93,400 SOLE 93,400 0 0
KEYSTONE FINANCIAL COM 493482103 853 35,900 SOLE 35,900 0 0
KIMBALL INTERNATIONAL CL-B COM 494274103 689 35,800 SOLE 35,800 0 0
KIMBERLY CLARK CORP COM 494368103 14,900 283,800 SOLE 283,800 0 0
KIMBERLY CLARK CORP COM 494368103 924 17,600 SOLE Master T 17,600 0 0
KING WORLD PRODTNS INC COM 495667107 14,651 390,686 SOLE 390,686 0 0
KLA TENCOR COM 482480100 7 100 SOLE 100 0 0
KLEINWORT BENSON AUST FND CLOSED END F 498577105 3,606 571,200 SOLE 571,200 0 0
KNIGHT RIDDER COM 499040103 1,893 34,500 SOLE 34,500 0 0
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 1,600 100,000 SOLE 100,000 0 0
KOOR INDUSTRIES LTD ADR COM 500507108 4,992 286,300 SOLE 286,300 0 0
KOREA ELEC POWER CORP - SP A (2ADRS=1SH) 500631106 321 20,000 SOLE 20,000 0 0
KOREA EQUITY FUND CLOSED END F 50063B104 485 106,300 SOLE 106,300 0 0
KOREA FUND CLOSED END F 500634100 26,929 2154,300 SOLE 2154,300 0 0
KOREAN INVESTMENTS FUND MUTUAL FUND 500637103 1,507 234,100 SOLE 234,100 0 0
KROGER COM 501044101 7,620 345,400 SOLE 345,400 0 0
KRONOS INC COM 501052104 418 11,400 SOLE 11,400 0 0
KRUG INTERNATIONAL COM 501067102 6 3,900 SOLE 3,900 0 0
KUSHNER LOCKE CO COM 501337406 25 4,900 SOLE 4,900 0 0
L G & E ENERGY COM 501917108 1,847 86,900 SOLE 86,900 0 0
LABONE INC COM 50540L105 15 1,650 SOLE 1,650 0 0
LACLEDE GAS CO COM 505588103 20 900 SOLE 900 0 0
LADD FURNITURE INC COM 505739201 189 8,900 SOLE 8,900 0 0
LADY LUCK GAMING COM 505820308 15 1,840 SOLE 1,840 0 0
LAIDLAW INC COM 50730K503 894 132,500 SOLE 132,500 0 0
LAKELAND INDUSTRIES INC COM 511795106 10 2,700 SOLE 2,700 0 0
LANCASTER CLNY COM 513847103 834 26,049 SOLE 26,049 0 0
LANCE INC COM 514606102 242 18,500 SOLE 18,500 0 0
LANDMARK BANCSHARES INC COM 514928100 22 1,400 SOLE 1,400 0 0
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 15 1,900 SOLE 1,900 0 0
LANDS END COM 515086106 1,254 19,000 SOLE 19,000 0 0
LANDSTAR SYS INC COM 515098101 420 12,100 SOLE 12,100 0 0
LASER VISION CTRS COM 51807H100 265 18,900 SOLE 18,900 0 0
LATIN AMER EQUITY FD MUTUAL FUND 51827T100 21,242 2360,200 SOLE 2360,200 0 0
LATIN AMERICAN DISCOVERY FUN MUTUAL FUND 51828C106 1,577 195,550 SOLE 195,550 0 0
LATIN AMERICAN INV. MUTUAL FUND 518279104 19,764 1916,500 SOLE 1916,500 0 0
LEAP WIRELESS INTL INC COM 521863100 4 175 SOLE 175 0 0
LEAR CORPORATION COM 521865105 1,063 30,200 SOLE 30,200 0 0
LEE ENTERPRISES COM 523768109 745 27,200 SOLE 27,200 0 0
LEGATO SYSTEMS INC COM 524651106 2,267 52,000 SOLE 52,000 0 0
LEGGETT & PLATT COM 524660107 2,603 132,200 SOLE 132,200 0 0
LEHMAN BROTHERS HOLDING COM 524908100 7,174 123,020 SOLE 123,020 0 0
LEHMAN BROTHERS HOLDING COM 524908100 1,061 18,200 SOLE Master T 18,200 0 0
LENNOX INTERNATIONAL INC COM 526107107 5,076 327,500 SOLE 327,500 0 0
LESCO INC OHIO COM 526872106 103 7,700 SOLE 7,700 0 0
LESLIE FAY COMPANY INC COM 527016109 79 16,050 SOLE 16,050 0 0
LETS TALK CELLULAR AND WIREL COM 527260103 4 1,300 SOLE 1,300 0 0
LEUKOSITE INC COM 52728R102 6,692 332,500 SOLE 332,500 0 0
LEXMARK INTL GROUP INC COM 529771107 48 600 SOLE 600 0 0
LIBERTY HOMES INC COM 530582204 12 1,900 SOLE 1,900 0 0
LIFE FINACIAL CORP COMMON 53184P101 308 80,700 SOLE 80,700 0 0
LIFEMARK CORPORATION COM 53219F102 1 400 SOLE 400 0 0
LIFEPOINT HOSPITALS INC-W/I COM 53219L109 126 14,448 SOLE 14,448 0 0
LIGHTBRIDGE INC COM 532226107 213 10,800 SOLE 10,800 0 0
LILLY ELI & CO COM 532457108 16,305 254,768 SOLE 254,768 0 0
LIMITED INC COM 532716107 10,971 286,834 SOLE 286,834 0 0
LINC CAPITAL INC COM 501942106 21 4,800 SOLE 4,800 0 0
LINCARE HOLDINGS INC COM 532791100 1,072 40,200 SOLE 40,200 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 835 40,000 SOLE 40,000 0 0
LINCOLN NATL CORP IND COM 534187109 3,073 81,800 SOLE 81,800 0 0
LINDBERG CORP COM 535171102 25 2,700 SOLE 2,700 0 0
LINEAR TECH COM 535678106 5,843 99,400 SOLE 99,400 0 0
LITCHFIELD FINL CORP COM 536619109 67 2,800 SOLE 2,800 0 0
LIZ CLAIBORNE INC COM 539320101 796 25,676 SOLE 25,676 0 0
LNR PROPERTY CORP COM 501940100 428 21,000 SOLE 21,000 0 0
LOCAL FINANCIAL CORPORATION COM 539553107 225 24,300 SOLE 24,300 0 0
LOCKHEED MARTIN CORP COM 539830109 5,930 181,400 SOLE 181,400 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 513 66,700 SOLE 66,700 0 0
LONGS DRUG STORES CORP COM 543162101 469 15,700 SOLE 15,700 0 0
LONGVIEW FIBRE CO COM 543213102 445 35,800 SOLE 35,800 0 0
LORONIX INFORMATION SYSTEMS COM 544183106 52 4,500 SOLE 4,500 0 0
LOUIS DREYFUS NATURAL GAS COM 546011107 154 7,200 SOLE 7,200 0 0
LOUISIANA PAC CORP COM 546347105 683 43,700 SOLE 43,700 0 0
LOWES COS INC COM 548661107 22,415 459,800 SOLE 459,800 0 0
LOWES COS INC COM 548661107 1,716 35,200 SOLE Master T 35,200 0 0
LSI LOGIC CORP COM 502161102 2,992 58,100 SOLE 58,100 0 0
LTV CORP COM 501921100 24,172 4445,400 SOLE 4445,400 0 0
LTV CORP COM 501921100 161 29,700 SOLE Master T 29,700 0 0
LUBYS CAFETERIAS INC COM 549282101 251 21,800 SOLE 21,800 0 0
LUCENT TECH INC COM 549463107 101,354 1562,299 SOLE 1562,299 0 0
LUCENT TECH INC COM 549463107 2,101 32,384 SOLE Master T 32,384 0 0
LYONDELL PETROCHEMICAL CO COM 552078107 801 59,900 SOLE 59,900 0 0
M D C HLDGS INC COM 552676108 377 23,300 SOLE 23,300 0 0
M S CARRIERS INC COM 553533100 43 1,800 SOLE 1,800 0 0
M&T BANK CORPORATION COM 55261F104 7 16 SOLE 16 0 0
M/I SCHOTTENSTEIN HOMES INC COM 55305B101 144 8,700 SOLE 8,700 0 0
MACMILLAN BLOEDEL COM 554783209 6,408 408,479 SOLE 408,479 0 0
MADE2MANAGE SYSTEMS INC COM 556466100 24 2,900 SOLE 2,900 0 0
MAGNETEK INC COM 559424106 63 7,000 SOLE 7,000 0 0
MANDALAY RESORT GROUP COM 562567107 1,163 58,900 SOLE 58,900 0 0
MANITOWOC INC COM 563571108 38 1,100 SOLE 1,100 0 0
MANPOWER INC COM 56418H100 1,552 53,300 SOLE 53,300 0 0
MARION CAP HLDGS INC COM 568635106 13 700 SOLE 700 0 0
MARRIOTT INTERNATIONAL CL A COM 571903202 3,334 102,000 SOLE 102,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 7,367 107,550 SOLE 107,550 0 0
MARSH & MCLENNAN COS INC COM 571748102 325 4,750 SOLE Master T 4,750 0 0
MARSHALL & ILSLEY CORP COM 571834100 1,478 25,900 SOLE 25,900 0 0
MARTEN TRANSPORT LTD COM 573075108 32 2,750 SOLE 2,750 0 0
MARTIN MARIETTA MATERIALS COM 573284106 1,255 31,434 SOLE 31,434 0 0
MARVEL ENTERPRISES INC COM 57383M108 2,637 484,997 SOLE 484,997 0 0
MASSBANK CORP READ COM 576152102 82 2,300 SOLE 2,300 0 0
MATRIX BANCORP INC COM 576819106 10 800 SOLE 800 0 0
MATRIX SVC CO COM 576853105 12 2,900 SOLE 2,900 0 0
MATSUSHITA ELEC IND ADR ADR 576879209 2,362 11,300 SOLE 11,300 0 0
MATTEL INC COM 577081102 3,105 163,442 SOLE 163,442 0 0
MAXCOR FINANCIAL GROUP INC COM 57772G100 9 3,100 SOLE 3,100 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 5,489 87,000 SOLE 87,000 0 0
MAXXAM INC COM 577913106 98 1,900 SOLE 1,900 0 0
MAYNARD OIL CO COM 578444101 21 2,100 SOLE 2,100 0 0
MAYS (J.W.) INC COM 578473100 1 100 SOLE 100 0 0
MAYTAG CORP COM 578592107 17,526 526,100 SOLE 526,100 0 0
MAYTAG CORP COM 578592107 560 16,800 SOLE Master T 16,800 0 0
MBIA INC COM 55262C100 1,902 40,800 SOLE 40,800 0 0
MBNA CORP COM 55262L100 7,289 319,500 SOLE 319,500 0 0
MCCORMICK & CO INC COM NON-VOTI 579780206 1,488 45,000 SOLE 45,000 0 0
MCDERMOTT INTL INC COM 580037109 468 23,100 SOLE 23,100 0 0
MCDONALDS CORP COM 580135101 23,487 546,200 SOLE 546,200 0 0
MCDONALDS CORP COM 580135101 679 15,800 SOLE Master T 15,800 0 0
MCGRAW HILL INC COM 580645109 3,949 81,636 SOLE 81,636 0 0
MCI WORLDCOM INC COM 55268B106 55,143 767,212 SOLE 767,212 0 0
MCI WORLDCOM INC COM 55268B106 3,213 44,697 SOLE Master T 44,697 0 0
MCKESSON HBOC INC COM 58155Q103 3,584 123,572 SOLE 123,572 0 0
MCN ENERGY GROUP INC. COM 55267J100 1,011 58,833 SOLE 58,833 0 0
MCNAUGHTON APPAREL GROUP INC COM 582524104 60 6,800 SOLE 6,800 0 0
MCRAE INDUSTRIES -CL A COM 582757209 1 100 SOLE 100 0 0
MEAD CORP COM 582834107 11,389 331,314 SOLE 331,314 0 0
MEADE INSTRUMENTS CORP COM 583062104 29 1,200 SOLE 1,200 0 0
MEDIA GENERAL A COM 584404107 871 17,000 SOLE 17,000 0 0
MEDIABAY INC COM 05068R108 8,575 700,000 SOLE 700,000 0 0
MEDIAONE GROUP INC COM 58440J104 22,567 330,349 SOLE 330,349 0 0
MEDIAONE GROUP INC CONV PREF 58440J203 20,354 150,000 SOLE 150,000 0 0
MEDICIS PHARMACEUTICAL-CL A COM 584690309 402 14,100 SOLE 14,100 0 0
MEDIMMUNE INC COM 584699102 8,720 87,500 SOLE 87,500 0 0
MEDISYS INC COM 58505C101 20 3,000 SOLE 3,000 0 0
MEDTRONIC INC COM 585055106 6,427 181,052 SOLE 181,052 0 0
MEDTRONIC INC COM 585055106 2,563 72,200 SOLE Master T 72,200 0 0
MEGO FINANCIAL CORPORATION COM 585162308 13 3,600 SOLE 3,600 0 0
MELLON BK CORP COM 585509102 13,419 397,600 SOLE 397,600 0 0
MENS WEARHOUSE INC COM 587118100 286 13,300 SOLE 13,300 0 0
MENTOR CORP MINN COM 587188103 14 500 SOLE 500 0 0
MENTOR GRAPHICS CORP COM 587200106 3,619 422,600 SOLE 422,600 0 0
MERANT PLC ADR 587336108 319 13,695 SOLE 13,695 0 0
MERCK & CO INC COM 589331107 63,179 974,796 SOLE 974,796 0 0
MEREDITH CORP COM 589433101 763 21,000 SOLE 21,000 0 0
MERIDIAN RESOURCE CORP COM 58977Q109 12,948 2725,860 SOLE 2725,860 0 0
MERITOR AUTOMOTIVE INC COM 59000G100 962 46,067 SOLE 46,067 0 0
MERRILL LYNCH & CO INC COM 590188108 5,254 78,200 SOLE 78,200 0 0
MESTEK INC COM 590829107 114 5,700 SOLE 5,700 0 0
METATEC CORP COM 591398102 29 9,100 SOLE 9,100 0 0
METRO GLOBAL MEDIA INC COM 591917109 11 6,400 SOLE 6,400 0 0
MEXICAN RESAURANTS INC COM 59283R104 17 4,500 SOLE 4,500 0 0
MEXICO EQUITY & INCOME FUND MUTUAL FUND 592834105 112 16,531 SOLE 16,531 0 0
MEXICO FUND INC CLOSED END F 592835102 76,529 5490,900 SOLE 5490,900 0 0
MEYERSON (M.H) & CO INC COM 55301Q102 11 3,500 SOLE 3,500 0 0
MFRI INC COM 552721102 31 6,400 SOLE 6,400 0 0
MGIC INVESTMENT CORP COM 552848103 2,130 44,600 SOLE 44,600 0 0
MICHAEL ANTHONY JEWELERS INC COM 594060105 3 1,000 SOLE 1,000 0 0
MICRO WAREHOUSE INC COM 59501B105 717 59,475 SOLE 59,475 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1,659 32,300 SOLE 32,300 0 0
MICROMUSE INC COM 595094103 13 200 SOLE 200 0 0
MICRON TECHNOLOGY INC COM 595112103 6,523 98,000 SOLE 98,000 0 0
MICROSOFT CORP COM 594918104 190,362 2102,000 SOLE 2102,000 0 0
MICROSOFT CORP COM 594918104 7,444 82,200 SOLE Master T 82,200 0 0
MICROWARE SYSTEMS CORP COM 595150103 23 15,000 SOLE 15,000 0 0
MIDAMERICA ENERGY HOLDINGS COM 59562V107 1,198 40,600 SOLE 40,600 0 0
MIDDLEBY CORP COM 596278101 56 10,100 SOLE 10,100 0 0
MIDLAND COMPANY COM 597486109 13 600 SOLE 600 0 0
MILACRON INC COM 598709103 327 18,400 SOLE 18,400 0 0
MILLER HERMAN INC COM 600544100 1,293 54,100 SOLE 54,100 0 0
MILLIPORE CORP COM 601073109 639 17,000 SOLE 17,000 0 0
MINE SAFETY APPLIANC COM 602720104 330 5,500 SOLE 5,500 0 0
MINERALS TECHNOLOGIE COM 603158106 665 13,700 SOLE 13,700 0 0
MINIMED INC COM 60365K108 737 7,500 SOLE 7,500 0 0
MINNESOTA MNG & MFG CO COM 604059105 15,216 158,400 SOLE 158,400 0 0
MINNESOTA MNG & MFG CO COM 604059105 509 5,300 SOLE Master T 5,300 0 0
MINNESOTA P&L CO COM 604110106 871 49,600 SOLE 49,600 0 0
MIRAGE RESORTS COM 60462E104 253 18,000 SOLE 18,000 0 0
MOBIL CORP COM 607059102 30,395 301,684 SOLE 301,684 0 0
MOBIL CORP COM 607059102 3,897 38,684 SOLE Master T 38,684 0 0
MOBILE AMER CORP FLA COM 607235504 2 900 SOLE 900 0 0
MODINE MFG CO COM 607828100 417 17,900 SOLE 17,900 0 0
MODIS PROFESSIONAL SERVICES COM 607830106 898 67,800 SOLE 67,800 0 0
MOHAWK INDUSTIRES INC COM 608190104 901 45,200 SOLE 45,200 0 0
MOLEX INC COM 608554101 1,211 33,283 SOLE 33,283 0 0
MONACO COACH CORP COM 60886R103 483 19,800 SOLE 19,800 0 0
MONRO MUFFLER BRAKE COM 610236101 19 2,900 SOLE 2,900 0 0
MONSANTO CO COM 611662107 9,282 260,100 SOLE 260,100 0 0
MONTANA POWER CO COM 612085100 2,255 74,100 SOLE 74,100 0 0
MOORE PRODUCTS CO COM 615836103 75 3,300 SOLE 3,300 0 0
MORGAN ST DEAN WITTER COM 617446448 1,704 19,108 SOLE 19,108 0 0
MORGAN ST DEAN WITTER COM 617446448 1,579 17,700 SOLE Master T 17,700 0 0
MORGAN STANLEY AFRICA INVEST MUTUAL FUND 617444104 29,292 3124,483 SOLE 3124,483 0 0
MORGAN STANLEY ASIA PACIFIC CLOSED END F 61744U106 12,262 1241,700 SOLE 1241,700 0 0
MORGAN STANLEY EMERGING MARK MUTUAL FUND 61744G107 24,844 2258,500 SOLE 2258,500 0 0
MORGAN STANLEY INDIA INVT FU CLOSED END F 61745C105 53,691 4052,150 SOLE 4052,150 0 0
MORRISON KNUDSEN CORP COM 61844A109 391 37,900 SOLE 37,900 0 0
MOTOROLA INC COM 620076109 13,810 156,928 SOLE 156,928 0 0
MOTOROLA INC COM 620076109 1,197 13,600 SOLE Master T 13,600 0 0
MSC.SOFTWARE CORPORATION COM 553531104 39 5,900 SOLE 5,900 0 0
MSDW EASTERN EUROPE FUND MUTUAL FUND 616988101 312 28,400 SOLE 28,400 0 0
MUELLER INDUSTRIES COM 624756102 134 4,500 SOLE 4,500 0 0
MURPHY OIL CORP COM 626717102 1,660 30,700 SOLE 30,700 0 0
MYERS INDUSTRIES INC COM 628464109 244 13,750 SOLE 13,750 0 0
MYLAN LABORATORIES COM 628530107 1,373 74,700 SOLE 74,700 0 0
MYR GROUP INC COM 554053108 140 6,200 SOLE 6,200 0 0
NABISCO GROUP HOLDINGS COM 62952P102 2,537 169,100 SOLE 169,100 0 0
NABISCO HOLDINGS CORP COM CL A 629526104 28,258 817,600 SOLE 817,600 0 0
NABORS INDS INC COM 629568106 1,900 76,000 SOLE 76,000 0 0
NACCO INDS INC COM CL A 629579103 266 3,800 SOLE 3,800 0 0
NALCO CHEM CO COM 629853102 15,887 314,600 SOLE 314,600 0 0
NANOMETRICS INC COM 630077105 32 3,600 SOLE 3,600 0 0
NATIONAL AUSTRALIA BANK CPFD 7.875 632525309 19,803 723,400 SOLE 723,400 0 0
NATIONAL COMPUTER SY COM 635519101 656 17,100 SOLE 17,100 0 0
NATIONAL HOME HEALTH COM 636380107 25 6,501 SOLE 6,501 0 0
NATIONAL SEMICONDUCTOR COM 637640103 2,010 65,900 SOLE 65,900 0 0
NATIONAL SVC INDS INC COM 637657107 562 17,828 SOLE 17,828 0 0
NATIONAL TECHNICAL COM 638104109 27 8,400 SOLE 8,400 0 0
NATL FUEL GAS CO COM 636180101 1,133 24,000 SOLE 24,000 0 0
NATL WESTERN LIFE INS - CL A COM 638522102 347 4,100 SOLE 4,100 0 0
NAVIGANT CONSULTING COMPANY COM 63935N107 557 12,000 SOLE 12,000 0 0
NAVISTAR INTL CORP COM 63934E108 1,200 25,800 SOLE 25,800 0 0
NCH CORP COM 628850109 199 4,400 SOLE 4,400 0 0
NCI BUILDING SYS INC COM 628852105 128 7,700 SOLE 7,700 0 0
NCR CORP COM 62886E108 2,209 66,800 SOLE 66,800 0 0
NCS HEALTHCARE INC-CL A COM 628874109 21 8,000 SOLE 8,000 0 0
NETOPIA INC COM 64114K104 175 4,400 SOLE 4,400 0 0
NETWORK APPLIANCE INC COM 64120L104 1,862 26,000 SOLE 26,000 0 0
NETWORKS ASSOCIATES INC COM 640938106 1,635 85,500 SOLE 85,500 0 0
NEW BRUNSWICK SCIENT COM 642876106 109 17,920 SOLE 17,920 0 0
NEW CENTURY ENERGIES INC COM 64352U103 1,569 46,915 SOLE 46,915 0 0
NEW ENGLAND ELEC. SYS. COM 644001109 180,703 3483,425 SOLE 3483,425 0 0
NEW GERMANY FUND MUTUAL FUND 644465106 5,998 507,754 SOLE 507,754 0 0
NEW HORIZONS WORLDWIDE INC COM 645526104 135 8,500 SOLE 8,500 0 0
NEW MEXICO AND ARIZONA LAND COM 647072107 0 74 SOLE 74 0 0
NEW PLAN EXCEL REALTY TRUST COM 648053106 477 26,800 SOLE 26,800 0 0
NEW YORK TIMES CO COM CL A 650111107 2,689 71,700 SOLE 71,700 0 0
NEWELL CO COM 651229106 3,294 115,317 SOLE 115,317 0 0
NEWMIL BANCORP INC COM 651633109 7 600 SOLE 600 0 0
NEWMONT MINING COM 651639106 1,782 68,859 SOLE 68,859 0 0
NEWMONT MINING COM 651639106 232 8,972 SOLE Master T 8,972 0 0
NEWPORT NEWS SHIPBUILDING COM 652228107 733 22,680 SOLE 22,680 0 0
NEXTEL COMMUNICATIONS COM CL A 65332V103 9,342 137,761 SOLE 137,761 0 0
NIAGARA MOHAWK PWR CORP COM 653520106 1,181 76,500 SOLE 76,500 0 0
NICE SYSTEMS LTD-SPONS ADR ADR 653656108 1,996 77,500 SOLE 77,500 0 0
NICOR INC COM 654086107 710 19,104 SOLE 19,104 0 0
NIKE INC COM CL B 654106103 4,088 71,872 SOLE 71,872 0 0
NISOURCE INC COM 65473P105 13 600 SOLE 600 0 0
NOBLE AFFILIATES INC COM 654894104 3,196 110,200 SOLE 110,200 0 0
NOBLE DRILLING CORP COM 655042109 1,921 87,800 SOLE 87,800 0 0
NOLAND CO COM 655286102 6 300 SOLE 300 0 0
NORDSON CP COM 655663102 578 11,800 SOLE 11,800 0 0
NORFOLK SOUTHERN CORP COM 655844108 3,812 155,606 SOLE 155,606 0 0
NORTEL INVERSORA ADR COM 656567401 155 9,200 SOLE 9,200 0 0
NORTEL NETWORKS CORP COM 656569100 26,983 529,080 SOLE 529,080 0 0
NORTH CENTRAL BANCSHARES INC COM 658418108 27 1,600 SOLE 1,600 0 0
NORTH FORK BANCORPOR COM 659424105 8,106 415,700 SOLE 415,700 0 0
NORTHEAST UTILITIES COM 664397106 1,623 88,300 SOLE 88,300 0 0
NORTHERN TR CORP COM 665859104 1,520 18,200 SOLE Master T 18,200 0 0
NORTHRIM BK ALASKA COM 666764105 43 4,500 SOLE 4,500 0 0
NORTHROP CORP COM 666807102 24,465 384,900 SOLE 384,900 0 0
NORTHWEST NAT GAS CO COM 667655104 3 100 SOLE 100 0 0
NOVA CORP COM 669784100 1,190 47,600 SOLE 47,600 0 0
NOVELL INC COM 670006105 2,787 134,700 SOLE 134,700 0 0
NOVELL INC COM 670006105 1,698 82,100 SOLE Master T 82,100 0 0
NOVELLUS SYS INC COM 670008101 337 5,000 SOLE 5,000 0 0
NOVOSTE CORP COM 67010C100 15,114 847,000 SOLE 847,000 0 0
NUEVO GRUPO IUSACELL -ADR V COM 670512102 90 4,656 SOLE 4,656 0 0
NUTRACEUTICAL INTERNATIONAL COM 67060Y101 4 1,000 SOLE 1,000 0 0
NYMAGIC INC COM 629484106 52 4,000 SOLE 4,000 0 0
OAK INDUSTRIES COM 671400505 20,040 589,400 SOLE 589,400 0 0
OBJECT DESIGN INC COM 674416102 7,951 1742,694 SOLE 1742,694 0 0
OCCIDENTAL PETE CORP COM 674599105 2,088 90,300 SOLE 90,300 0 0
OCEAN ENERGY INC COM 67481E106 1,143 112,200 SOLE 112,200 0 0
OCEANEERING INTL INC COM 675232102 439 26,100 SOLE 26,100 0 0
OCEANFIRST FINANCIAL CORP COM 675234108 254 15,500 SOLE 15,500 0 0
OEA INC COM 670826106 60 7,900 SOLE 7,900 0 0
OFFICE DEPOT INC 0% 11/01/08 676220AB2 3,303 5000,000 SOLE 5000,000 0 0
OFFICE DEPOT INC 0% 12/11/07 676220AA4 24,911 ******** SOLE ******** 0 0
OFFICE DEPOT INC COM 676220106 6,852 672,600 SOLE 672,600 0 0
OFFICEMAX INC COM 67622M108 432 74,400 SOLE 74,400 0 0
OGDEN CORP COM 676346109 307 30,749 SOLE 30,749 0 0
OGE ENERGY CORP COM 670837103 22 1,000 SOLE 1,000 0 0
OILGEAR CO COM 678042102 46 6,600 SOLE 6,600 0 0
OLD DOMINION FGHT LI COM 679580100 46 3,100 SOLE 3,100 0 0
OLD REPUBLIC INTERNATIONAL C COM 680223104 1,275 88,300 SOLE 88,300 0 0
OLIN CORP COM 680665205 401 29,400 SOLE 29,400 0 0
OLSTEN CORP COM 681385100 619 59,350 SOLE 59,350 0 0
OMNICARE INC COM 681904108 227 23,600 SOLE 23,600 0 0
OMNICON GP INC COM 681919106 5,274 66,600 SOLE 66,600 0 0
ONE PRICE CLOTHING STORES IN COM 682411103 46 13,800 SOLE 13,800 0 0
ONEOK INC COM 682680103 396 13,050 SOLE 13,050 0 0
OPINION RESEARCH CORP COM 683755102 21 4,900 SOLE 4,900 0 0
OPTION CARE INC COM 683948103 14 4,200 SOLE 4,200 0 0
ORACLE SYSTEMS CORP COM 68389X105 4,430 97,357 SOLE 97,357 0 0
OREGON STL MLS INC COM 686079104 173 15,500 SOLE 15,500 0 0
ORION CAPITAL CORP COM 686268103 41,562 877,300 SOLE 877,300 0 0
OUTBACK STEAKHOUSE COM 689899102 1,214 47,649 SOLE 47,649 0 0
OVERSEAS SHIP COM 690368105 349 22,600 SOLE 22,600 0 0
OWENS & MINOR INC NE COM 690732102 1,553 161,300 SOLE 161,300 0 0
OWENS CORNING FIBERGLAS CORP COM NEW 69073F103 466 21,500 SOLE 21,500 0 0
OWENS ILLINOIS COM 690768403 1,228 62,000 SOLE 62,000 0 0
OXFORD HEALTH PLANS COM 691471106 619 49,500 SOLE 49,500 0 0
P-COM INC COM 693262107 7,700 1100,000 SOLE 1100,000 0 0
PAC AEROSPACE AND ELECTRONIC COM 693758104 24 19,500 SOLE 19,500 0 0
PACCAR INC COM 693718108 1,587 31,200 SOLE 31,200 0 0
PACIFIC CENTURY FINL CORP COM 694058108 1,563 76,500 SOLE 76,500 0 0
PACIFIC CREST CAPITAL COM 694166109 34 2,700 SOLE 2,700 0 0
PACIFIC GULF PROPERTIES COM 694396102 363 18,200 SOLE 18,200 0 0
PACIFICARE HEALTH SYSTEMS COM 695112102 510 11,787 SOLE 11,787 0 0
PACIFICORP COM 695114108 29,350 1458,376 SOLE 1458,376 0 0
PAINE WEBBER COM 695629105 1,813 50,000 SOLE 50,000 0 0
PAKISTAN INVESTMENT FUND MUTUAL FUND 695844100 1,091 529,000 SOLE 529,000 0 0
PALL CORP COM 696429307 1,151 49,634 SOLE 49,634 0 0
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 200 11,700 SOLE 11,700 0 0
PAPA JOHNS INTL INC COM 698813102 887 21,500 SOLE 21,500 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 1,465 108,552 SOLE 108,552 0 0
PATRICK INDUSTRIES COM 703343103 93 7,300 SOLE 7,300 0 0
PAYCHEX INC COM 704326107 1,101 32,264 SOLE 32,264 0 0
PAYLESS SHOESOURCE INC COM 704379106 1,151 22,800 SOLE 22,800 0 0
PDK LABS INC COM 693293508 12 2,700 SOLE 2,700 0 0
PE CORP-PE BIOSYSTEMS GROUP COM 69332S102 2,847 39,400 SOLE 39,400 0 0
PECO ENERGY CO COM 693304107 2,936 78,300 SOLE 78,300 0 0
PEERLESS MFG CO COM 705514107 19 1,800 SOLE 1,800 0 0
PEGASUS COMMUNICATIONS CORP COM 705904100 1,817 40,256 SOLE 40,256 0 0
PENN VIRGINIA CORP COM 707882106 79 3,800 SOLE 3,800 0 0
PENNEY J C INC COM 708160106 1,832 53,300 SOLE 53,300 0 0
PENTAIR INC COM 709631105 1,051 26,200 SOLE 26,200 0 0
PENZOIL QUAKER STATE CO COM 709323109 1,339 106,055 SOLE 106,055 0 0
PEOPLES BANCSHARES INC COM 709795108 9 500 SOLE 500 0 0
PEOPLES BANK CORP COM 710313107 3,275 50,000 SOLE 50,000 0 0
PEOPLES ENERGY CORP COM 711030106 500 14,200 SOLE 14,200 0 0
PEOPLES HERITAGE FIN COM 711147108 2,494 150,000 SOLE 150,000 0 0
PEOPLESOFT INC COM 712713106 1,558 92,000 SOLE 92,000 0 0
PEP BOYS-MANNY MOE & JACK COM 713278109 955 64,200 SOLE 64,200 0 0
PEPSI BOTTLING GROUP INC COM 713409100 1,822 106,800 SOLE 106,800 0 0
PEPSI-GEMEX S.A. GDR COM 713435105 4,773 839,200 SOLE 839,200 0 0
PEPSICO INC COM 713448108 33,607 1110,988 SOLE 1110,988 0 0
PEPSICO INC COM 713448108 3,049 100,800 SOLE Master T 100,800 0 0
PERCLOSE INC COM 71361C107 6,333 136,000 SOLE 136,000 0 0
PERFICIENT INC COM 71375U101 1,233 145,000 SOLE 145,000 0 0
PERFORMANCE FOOD GROUP CO COM 713755106 79 3,100 SOLE 3,100 0 0
PERINI CORP COM 713839108 21 6,000 SOLE 6,000 0 0
PERKINELMER INC COM 268457108 63,163 1586,500 SOLE 1586,500 0 0
PERKINELMER INC COM 268457108 1,366 34,300 SOLE Master T 34,300 0 0
PERMANENT BANCORP INC COM 714197100 12 1,300 SOLE 1,300 0 0
PERRIGO CO COM 714290103 870 110,500 SOLE 110,500 0 0
PERRY ELLIS INTERNATIONAL COM 288853104 37 3,400 SOLE 3,400 0 0
PETCO ANIMAL SUPPLIES INC COM 716016100 173 14,600 SOLE 14,600 0 0
PETROLEUM DEV CORP COM 716578109 44 9,700 SOLE 9,700 0 0
PETROLEUM HELICOPTER COM 716604202 14 1,400 SOLE 1,400 0 0
PG & E CORP COM 69331C108 4,093 158,200 SOLE 158,200 0 0
PHARMACIA & UPJOHN INC COM 716941109 20,284 408,755 SOLE 408,755 0 0
PHELPS DODGE COM 717265102 1,255 22,800 SOLE 22,800 0 0
PHILIPPINE LONG DISTANCE TEL CONV PFD SE 718252703 7,678 185,000 SOLE 185,000 0 0
PHILIPS ELECTRONICS-NY SHR COM 500472204 4,949 49,000 SOLE 49,000 0 0
PHILIPS ELECTRONICS-NY SHR COM 500472204 2,580 25,547 SOLE Master T 25,547 0 0
PHILLIPS PETE CO COM 718507106 5,062 103,835 SOLE 103,835 0 0
PHM CORP COM 745867101 385 17,700 SOLE 17,700 0 0
PHOENIX INVESTMENT PARTNERS COM 719085102 28 3,300 SOLE 3,300 0 0
PHOENIX RESTAURANT COM 719132102 10 16,600 SOLE 16,600 0 0
PICCADILLY CAFETERIA COM 719567109 25 3,800 SOLE 3,800 0 0
PINNACLE HOLDINGS INC COM 72346N101 274 10,500 SOLE 10,500 0 0
PINNACLE SYSTEMS INC COM 723481107 288 6,800 SOLE 6,800 0 0
PINNACLE WEST CAPITAL COM 723484101 2,081 57,200 SOLE 57,200 0 0
PIONEER HI BRED INTL INC COM 723686101 3,766 94,600 SOLE 94,600 0 0
PIONEER NATURAL RSCS COM 723787107 117 11,000 SOLE 11,000 0 0
PITNEY BOWES INC COM 724479100 6,544 107,396 SOLE 107,396 0 0
PITNEY BOWES INC COM 724479100 1,182 19,400 SOLE Master T 19,400 0 0
PITT DES MOINES INC COM 724508106 211 9,600 SOLE 9,600 0 0
PITTSTON BRINKS GROUP COM 725701106 1,749 75,412 SOLE 75,412 0 0
PITTSTON BURLINGTON GROUP COM 725701882 274 34,000 SOLE 34,000 0 0
PLACER DOME INC COM 725906101 1,990 133,800 SOLE 133,800 0 0
PMA CAPITAL CORPORATION-CL A COM 693419202 300 15,000 SOLE 15,000 0 0
PMC - SIERRA INC COM 69344F106 1,563 16,900 SOLE 16,900 0 0
PMR CORP COM 693451106 18 6,100 SOLE 6,100 0 0
PNC FINL CORP COM 693475105 4,478 85,000 SOLE 85,000 0 0
POGO PRODUCING CO COM 730448107 2,075 100,000 SOLE 100,000 0 0
POLAROID CORP COM 731095105 473 18,200 SOLE 18,200 0 0
POLICY MGMT SYS COM 731108106 6,252 197,700 SOLE 197,700 0 0
POLYCOM INC COM 73172K104 653 13,700 SOLE 13,700 0 0
POPE & TALBOT INC COM 732827100 19 1,500 SOLE 1,500 0 0
PORTA SYSTEMS CORP COM 735647307 15 15,200 SOLE 15,200 0 0
POTOMAC ELEC PWR CO COM 737679100 1,353 53,200 SOLE 53,200 0 0
POWER INTEGRATIONS INC COM 739276103 118 1,700 SOLE 1,700 0 0
POWER-ONE INC COM 739308104 309 12,100 SOLE 12,100 0 0
PP & L RESOURCES INC COM 693499105 1,743 64,400 SOLE 64,400 0 0
PPG INDS INC COM 693506107 4,140 69,000 SOLE 69,000 0 0
PRECISION CASTPARTS COM 740189105 454 14,900 SOLE 14,900 0 0
PREMARK INTL INC COM 740459102 2,055 40,700 SOLE 40,700 0 0
PREMIER PARKS INC COM 740540208 609 21,000 SOLE 21,000 0 0
PRENTISS PROPERTIES TRUST COM 740706106 486 21,900 SOLE 21,900 0 0
PRESIDENTIAL LIFE CO COM 740884101 361 21,100 SOLE 21,100 0 0
PRICE COMMUNICATIONS CORP COM 741437305 913 36,425 SOLE 36,425 0 0
PRICE ENTERPRISES INC COM 741444202 106 13,500 SOLE 13,500 0 0
PRICE T ROWE & ASSOCIATES COM 741477103 2,146 78,200 SOLE 78,200 0 0
PRIMESOURCE CORP COM 741593107 12 2,000 SOLE 2,000 0 0
PROCTER & GAMBLE CO COM 742718109 53,182 567,276 SOLE 567,276 0 0
PROCTER & GAMBLE CO COM 742718109 1,631 17,400 SOLE Master T 17,400 0 0
PROGRAMMERS PARADISE INC COM 743205106 45 6,700 SOLE 6,700 0 0
PROGRESS SOFTWARE CORP COM 743312100 155 4,950 SOLE 4,950 0 0
PROJECT SOFTWARE & DEVELOPME COM 74339P101 6,340 118,500 SOLE 118,500 0 0
PROMEDCO MANAGEMENT COMPANY COM 74342L105 83 25,000 SOLE 25,000 0 0
PROMUS HOTEL CORP NEW COM 74342P106 6,622 203,348 SOLE 203,348 0 0
PROTECTIVE LIFE CORP COM 743674103 1,262 43,500 SOLE 43,500 0 0
PROTOCOL SYS INC COM 74371R106 11 1,600 SOLE 1,600 0 0
PROVIDENT FINANCIAL GROUP COM 743866105 1,027 28,100 SOLE 28,100 0 0
PROVIDIAN FINANCIAL CORP COM 74406A102 4,419 55,800 SOLE 55,800 0 0
PS BUSINESS PARKS INC/CA COM 69360J107 22,755 875,174 SOLE 875,174 0 0
PSS WORLD MEDICAL INC COM 69366A100 392 43,900 SOLE 43,900 0 0
PT INDONESIA SATELLITE COM 715680104 2,461 182,300 SOLE 182,300 0 0
PUBLIC SVC CO NEW MEX COM 744499104 1,026 56,200 SOLE 56,200 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 85 2,200 SOLE 2,200 0 0
PUGET SOUND ENERGY INC COM 745332106 1,286 57,300 SOLE 57,300 0 0
Q.E.P COMPANY INC COM 74727K102 15 2,000 SOLE 2,000 0 0
QLOGIC CORPORATION COM 747277101 1,731 24,800 SOLE 24,800 0 0
QLT PHOTOTHERAPEUTICS INC COM 746927102 38,983 510,000 SOLE 510,000 0 0
QLT PHOTOTHERAPEUTICS INC COM 746927102 1,223 16,000 SOLE Master T 16,000 0 0
QRS CORP COM 74726X105 202 3,150 SOLE 3,150 0 0
QUAKER CHEMICAL CORP COM 747316107 83 5,000 SOLE 5,000 0 0
QUAKER CITY BANCORP INC COM 74731K106 12 700 SOLE 700 0 0
QUAKER OATS CO COM 747402105 3,329 53,800 SOLE 53,800 0 0
QUALCOMM INC COM 747525103 2,005 10,600 SOLE 10,600 0 0
QUALITY DINING INC COM 74756P105 2 800 SOLE 800 0 0
QUANTUM CORP DLT & STORAGE COM 747906204 1,526 108,500 SOLE 108,500 0 0
QUEST DIAGNOSTICS INC COM 74834L100 211 8,100 SOLE 8,100 0 0
QUESTAR CORP COM 748356102 950 52,400 SOLE 52,400 0 0
QUIDEL CORP COM 74838J101 14 3,100 SOLE 3,100 0 0
QUIKSILVER INC COM 74838C106 453 24,800 SOLE 24,800 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 1,391 73,100 SOLE 73,100 0 0
QUIPP INC COM 748802105 53 3,300 SOLE 3,300 0 0
QUORUM HEALTH COM 749084109 3,469 493,300 SOLE 493,300 0 0
R & B INC COM 749124103 24 4,300 SOLE 4,300 0 0
R.H. DONNELLEY CORP COM 74955W307 6 300 SOLE 300 0 0
RAILAMERICA INC COM 750753105 108 10,900 SOLE 10,900 0 0
RAILTEX INC COM 750766107 158 9,600 SOLE 9,600 0 0
RALCORP HLDGS INC COM 751028101 334 18,900 SOLE 18,900 0 0
RALCORP HLDGS INC COM 751028101 2,459 139,000 SOLE Master T 139,000 0 0
RALSTON-RALSTON PURINA GROUP COM 751277302 34,257 1231,700 SOLE 1231,700 0 0
RALSTON-RALSTON PURINA GROUP COM 751277302 887 31,900 SOLE Master T 31,900 0 0
RANGER OIL COM 752805101 206 47,800 SOLE 47,800 0 0
RARE HOSPITALITY INTERNATION COM 753820109 2 100 SOLE 100 0 0
RATIONAL SOFTWARE CO COM 75409P202 1,666 56,900 SOLE 56,900 0 0
RAYONIER INC COM 754907103 760 18,100 SOLE 18,100 0 0
RAYTHEON CO CL-A COM 755111309 13,357 275,400 SOLE 275,400 0 0
RAYTHEON CO CL-B COM 755111408 4,352 87,700 SOLE 87,700 0 0
READERS DIGEST ASSN A COM 755267101 2,083 71,200 SOLE 71,200 0 0
READING ENTERTAINMENT COM 755358108 34 5,500 SOLE 5,500 0 0
RECKSON ASSOC REALTY COP-B COM 75621K304 879 42,249 SOLE 42,249 0 0
REFAC COM 758653109 16 3,700 SOLE 3,700 0 0
REGIONS FINANCIAL CORP COM 758940100 2,700 90,000 SOLE 90,000 0 0
RELIANT ENERGY INC COM 75952J108 3,296 121,800 SOLE 121,800 0 0
RELIASTAR FINANCIAL CORP COM 75952U103 2,008 60,400 SOLE 60,400 0 0
RELM WIRELESS CORP COM 759525108 8 4,300 SOLE 4,300 0 0
REMEC INC COM 759543101 1,295 94,200 SOLE 94,200 0 0
REPUBLIC BANCSHARES INC COM 759929102 15 1,000 SOLE 1,000 0 0
REPUBLIC NEW YORK CORP COM 760719104 5,529 90,000 SOLE 90,000 0 0
REPUBLIC NEW YORK CORP JAN 0 CALL ON EQUI 760719904 288 1,000 CALL SOLE 1,000 0 0
REPUBLIC SERVICES INC-CL A COM 760759100 10,875 1000,000 SOLE 1000,000 0 0
REUNION INDUSTRIES INC COM 761312107 5 2,000 SOLE 2,000 0 0
REXHALL INDS INC COM 761684109 28 2,940 SOLE 2,940 0 0
REYNOLDS & REY COM 761695105 986 48,400 SOLE 48,400 0 0
REYNOLDS METALS CO COM 761763101 112,666 1866,100 SOLE 1866,100 0 0
REYNOLDS METALS CO COM 761763101 2,717 45,000 SOLE Master T 45,000 0 0
RGS ENERGY GROUP COM 74956K104 497 20,300 SOLE 20,300 0 0
RITE AID JAN 01 CALL 15 CALL ON EQUI 767754904 13 50 CALL SOLE 50 0 0
RITE AID JAN 02 CALL 15 CALL ON EQUI 767754904 13 50 CALL SOLE 50 0 0
RITE AID JAN 02 PUT 12.50 PUT ON EQUIT 767754954 6,188 150 PUT SOLE 150 0 0
RLI CORP COM 749607107 38 1,150 SOLE 1,150 0 0
ROADHOUSE GRILL INC COM 769725102 9 1,600 SOLE 1,600 0 0
ROADWAY EXPRESS INC COM 769742107 238 11,800 SOLE 11,800 0 0
ROBERT HALF INTL INC COM 770323103 1,421 59,200 SOLE 59,200 0 0
ROBERTS PHARMACEUTIC COM 770491108 7,299 241,300 SOLE 241,300 0 0
ROC TAIWAN FUND MUTUAL FUND 749651105 221 30,000 SOLE 30,000 0 0
ROCK-TENN COMPANY CL A COM 772739207 258 17,900 SOLE 17,900 0 0
ROCKWELL INTL CORP COM 773903109 4,263 81,200 SOLE 81,200 0 0
ROGERS COM 775133101 10,965 298,362 SOLE 298,362 0 0
ROHM & HAAS CO COM 775371107 3,165 87,601 SOLE 87,601 0 0
ROLLINS INC COM 775711104 307 19,900 SOLE 19,900 0 0
ROSS STORES INC COM 778296103 1,264 62,800 SOLE 62,800 0 0
ROSTELECOM ADR ADR 778529107 774 167,300 SOLE 167,300 0 0
ROWAN COS INC COM 779382100 541 33,300 SOLE 33,300 0 0
ROYAL DUTCH PETE CO COM 780257804 9,184 155,500 SOLE 155,500 0 0
RUBY TUESDAY COM 781182100 3,257 167,000 SOLE 167,000 0 0
RUDDICK CORP COM 781258108 953 60,000 SOLE 60,000 0 0
RUSS BERRIE & CO COM 782233100 293 14,000 SOLE 14,000 0 0
RUSSELL CORP COM 782352108 227 16,011 SOLE 16,011 0 0
RYANS FAMILY STEAK COM 783519101 418 46,400 SOLE 46,400 0 0
RYDER SYS INC COM 783549108 591 29,000 SOLE 29,000 0 0
RYERSON TULL INC COM 78375P107 504 21,792 SOLE 21,792 0 0
RYLAND GROUP INC COM 783764103 362 15,900 SOLE 15,900 0 0
S L INDS INC COM 784413106 50 3,500 SOLE 3,500 0 0
SAFETY 1ST INC COM 786475103 13 1,800 SOLE 1,800 0 0
SAFEWAY INC COM NEW 786514208 3,903 102,540 SOLE 102,540 0 0
SAKS INCORPORATED COM 79377W108 5,194 341,965 SOLE 341,965 0 0
SALTON INC COM 795757103 109 3,600 SOLE 3,600 0 0
SANMINA CORP COM 800907107 3,010 38,900 SOLE 38,900 0 0
SANTA FE INTL CORP COM G7805C108 9 400 SOLE 400 0 0
SANTA FE SNYDER CORP COM 80218K105 1,023 113,700 SOLE 113,700 0 0
SARA LEE CORP COM 803111103 9,571 408,382 SOLE 408,382 0 0
SAUCONY INC - CL A COM 804120103 7 500 SOLE 500 0 0
SAVILLE SYSTEMS COMMON STOCK 805174109 477 32,500 SOLE 32,500 0 0
SBC COMMUNICATIONS INC COM 78387G103 1,471 28,808 SOLE 28,808 0 0
SBC COMMUNICATIONS INC COM 78387G103 1,343 26,300 SOLE Master T 26,300 0 0
SCANA CORP COM 805898103 1,681 69,500 SOLE 69,500 0 0
SCHEID VINEYARDS INC-CL A COM 806403101 5 1,000 SOLE 1,000 0 0
SCHERING PLOUGH CORP COM 806605101 1,427 32,700 SOLE 32,700 0 0
SCHERING PLOUGH CORP COM 806605101 2,360 54,100 SOLE Master T 54,100 0 0
SCHLUMBERGER LTD COM 806857108 626 10,042 SOLE 10,042 0 0
SCHOLASTIC CORP COM 807066105 500 10,000 SOLE 10,000 0 0
SCHOOL SPECIALTY INC COM 807863105 5,906 350,000 SOLE 350,000 0 0
SCHULMAN A COM 808194104 370 21,400 SOLE 21,400 0 0
SCI SYSTEMS INC COM 783890106 4 100 SOLE 100 0 0
SCIENTIFIC ATLANTA INC COM 808655104 1,509 30,438 SOLE 30,438 0 0
SCOTTS CO CL A COM 810186106 447 12,900 SOLE 12,900 0 0
SCP POOL CORPORATION COM 784028102 9 400 SOLE 400 0 0
SCPIE HOLDINGS INC COM 78402P104 391 12,400 SOLE 12,400 0 0
SCUDDER NEW ASIA FUND INC MUTUAL FUND 811183102 1,959 134,500 SOLE 134,500 0 0
SDL INC COM 784076101 702 9,200 SOLE 9,200 0 0
SEABOARD CORP COM 811543107 65 300 SOLE 300 0 0
SEACOAST BKG CORP FL COM 811707108 32 1,100 SOLE 1,100 0 0
SEAGATE TECHNOLOGY COM 811804103 2,967 96,300 SOLE 96,300 0 0
SEAGRAM LTD COM 811850106 6,884 151,300 SOLE 151,300 0 0
SEALED AIR CORP (NEW) A 0% CONV 12/3 81211K209 5,938 117,005 SOLE 117,005 0 0
SECURITY CAPITAL GROUP B COM 81413P204 27,558 1876,300 SOLE 1876,300 0 0
SECURITY CAPITAL US REALTY COM 814136206 26,740 1475,292 SOLE 1475,292 0 0
SEEC INC COM 784110108 7 1,900 SOLE 1,900 0 0
SEITEL INC COM 816074306 232 23,800 SOLE 23,800 0 0
SEMPRA ENERGY COM 816851109 2,061 99,043 SOLE 99,043 0 0
SENSORMATIC COM 817265101 1,830 144,200 SOLE 144,200 0 0
SEPRACOR INC COM 817315104 6,131 81,200 SOLE 81,200 0 0
SEQUA CORP COM 817320104 2,514 39,900 SOLE 39,900 0 0
SERVICE CORP INTL COM 817565104 316 29,928 SOLE 29,928 0 0
SEVENSON ENVIRONMENT COM 818063109 14 1,500 SOLE 1,500 0 0
SFX ENTERTAINMENT - CL A COM 784178105 133 4,350 SOLE 4,350 0 0
SHARED MED SYS CORP COM 819486101 514 11,000 SOLE 11,000 0 0
SHAW INDUSTRIES COM 820286102 1,503 94,700 SOLE 94,700 0 0
SHELL TRANSPORT & TRADING COM (1NYS=6 822703609 39,166 860,800 SOLE 860,800 0 0
SHELL TRANSPORT & TRADING COM (1NYS=6 822703609 3,494 76,800 SOLE Master T 76,800 0 0
SHERWIN WILLIAMS CO COM 824348106 13,915 664,600 SOLE 664,600 0 0
SHOE CARNIVAL INC COM 824889109 111 10,000 SOLE 10,000 0 0
SHOREWOOD PACKAGING CORP COM 825229107 5 400 SOLE 400 0 0
SIEBEL SYSTEMS INC COM 826170102 4,044 60,700 SOLE 60,700 0 0
SIERRA PACIFIC RESOURCES COM 826428104 1,214 54,554 SOLE 54,554 0 0
SIGMA ALDRICH CORP COM 826552101 1,267 39,900 SOLE 39,900 0 0
SILICON GRAPHICS INC COM 827056102 810 74,100 SOLE 74,100 0 0
SILICONIX INC COM 827079203 56 1,200 SOLE 1,200 0 0
SIMIONE CENTRAL HLDGS INC COM 828654202 4 2,500 SOLE 2,500 0 0
SIMPSON INDUSTRIES COM 829060102 9,633 870,800 SOLE 870,800 0 0
SINGAPORE FUND INC 82929L109 26 3,000 SOLE 3,000 0 0
SIZZLER INTL COM 830139101 21 9,900 SOLE 9,900 0 0
SK TELECOM CO LTD ADR COM (90 ADR 78440P108 8,358 810,430 SOLE 810,430 0 0
SKYLINE CORP COM 830830105 272 10,600 SOLE 10,600 0 0
SKYWEST INC COM 830879102 176 8,000 SOLE 8,000 0 0
SL GREEN REALTY CORP COM 78440X101 100 4,900 SOLE 4,900 0 0
SLM HOLDING CORP COM 78442A109 2,580 60,000 SOLE 60,000 0 0
SMART MODULAR TECHNOLOGIES COM 831690102 3,406 100,000 SOLE 100,000 0 0
SMITH INTL INC COM 832110100 1,332 32,900 SOLE 32,900 0 0
SMITHWAY MOTOR XPRESS-CL A COM 832653109 13 1,700 SOLE 1,700 0 0
SMURFIT STONE NOV 99 PUT 20 PUT ON EQUIT 832727951 10 150 PUT SOLE 150 0 0
SMURFIT-STONE CONTAINER CORP COM 832727101 10,772 498,139 SOLE 498,139 0 0
SNAP ON TOOLS COM 833034101 871 26,800 SOLE 26,800 0 0
SNYDER COMMUNICATIONS INC COM 832914105 746 49,100 SOLE 49,100 0 0
SOFTWARE SPECTRUM COM 833960107 87 5,600 SOLE 5,600 0 0
SOLECTRON CORP COM 834182107 3,540 49,300 SOLE 49,300 0 0
SOLUTIA INC COM 834376105 19,319 1080,800 SOLE 1080,800 0 0
SOLUTIA INC COM 834376105 1,487 83,200 SOLE Master T 83,200 0 0
SONAT INC COM 835415100 1,782 44,900 SOLE 44,900 0 0
SONESTA INTL HOTELS COM 835438409 23 3,600 SOLE 3,600 0 0
SONIC CORP COM 835451105 134 4,400 SOLE 4,400 0 0
SONOCO PRODS CO COM 835495102 1,512 66,270 SOLE 66,270 0 0
SOTHEBYS HLDS COM 835898107 960 37,200 SOLE 37,200 0 0
SOUND ADVICE INC COM 836066100 27 3,700 SOLE 3,700 0 0
SOUTH JERSEY INDS COM 838518108 8 300 SOLE 300 0 0
SOUTHDOWN INC COM 841297104 1,375 25,700 SOLE 25,700 0 0
SOUTHERN AFRICA FUND INC MUTUAL FUND 842157109 1,778 153,816 SOLE 153,816 0 0
SOUTHERN CO COM 842587107 7,182 278,900 SOLE 278,900 0 0
SOUTHERN MISSOURI BANCORP COM 843380106 17 1,300 SOLE 1,300 0 0
SOUTHTRUST CP COM 844730101 718 20,000 SOLE 20,000 0 0
SOUTHWEST BANCORP INC/OKLA COM 844767103 13 600 SOLE 600 0 0
SOUTHWEST GAS CORP COM 844895102 108 4,000 SOLE 4,000 0 0
SOVEREIGN BANCORP INC COM 845905108 1,044 114,800 SOLE 114,800 0 0
SPACELABS MEDICAL COM 846247104 198 13,100 SOLE 13,100 0 0
SPAIN FUND (THE) MUTUAL FUND 846330108 7,122 493,300 SOLE 493,300 0 0
SPEIZMAN INDS INC COM 847805108 17 4,000 SOLE 4,000 0 0
SPIEGEL INC -CL A COM 848457107 113 11,200 SOLE 11,200 0 0
SPIRE CORP COM 848565107 12 3,500 SOLE 3,500 0 0
SPORT CHALET INC COM 849163100 28 6,300 SOLE 6,300 0 0
SPRINGS INDUSTRIES INC COM 851783100 343 10,100 SOLE 10,100 0 0
SPRINT CORP COM 852061100 19,210 354,100 SOLE 354,100 0 0
SPRINT CORP PCS GROUP COM 852061506 13,518 181,300 SOLE 181,300 0 0
SPS TECHNOLOGIES COM 784626103 15 400 SOLE 400 0 0
SPX CORP COM 784635104 2,069 22,800 SOLE 22,800 0 0
ST PAUL COS INC COM 792860108 176 6,400 SOLE 6,400 0 0
STAFFMARK INC COM 852389105 25 3,200 SOLE 3,200 0 0
STANDARD MANAGEMENT CORP COM 853612109 1 100 SOLE 100 0 0
STANDARD PRODS CO COM 853836104 601 17,000 SOLE 17,000 0 0
STANDARD REGISTER CO COM 853887107 841 35,800 SOLE 35,800 0 0
STANFORD TELECOMMUNI COM 854402104 32 1,000 SOLE 1,000 0 0
STANLEY WKS COM 854616109 919 36,500 SOLE 36,500 0 0
STAPLES INC COM 855030102 316 14,500 SOLE 14,500 0 0
STARBUCKS CORP COM 855244109 2,865 115,600 SOLE 115,600 0 0
STARRETT (L.S.) CO COM 855668109 192 7,700 SOLE 7,700 0 0
STARTEK INC COM 85569C107 44 800 SOLE 800 0 0
STATE STREET CORP COM 857477103 6,760 104,600 SOLE 104,600 0 0
STATION CASINOS INC COM 857689103 223 9,600 SOLE 9,600 0 0
STEEL TECHNOLOGIES COM 858147101 2 200 SOLE 200 0 0
STERLING COMMERCE INC COM 859205106 1,147 61,770 SOLE 61,770 0 0
STERLING FINL CORP COM 859319105 40 3,000 SOLE 3,000 0 0
STERLING SOFTWARE COM 859547101 1,064 53,200 SOLE 53,200 0 0
STEWART & STEVENSON SVCS INC COM 860342104 277 21,100 SOLE 21,100 0 0
STEWART ENT INC CL-A COM 860370105 410 67,600 SOLE 67,600 0 0
STILLWATER MINING COMPANY COM 86074Q102 941 35,000 SOLE 35,000 0 0
STORAGE TECHNOLOGY CORP COM PAR $0.1 862111200 1,228 63,800 SOLE 63,800 0 0
STRUCTURAL DYNAMICS RESEARCH COM 863555108 335 22,300 SOLE 22,300 0 0
STUDENT LOAN CORP COM 863902102 192 4,700 SOLE 4,700 0 0
SUIZA FOODS COM 865077101 833 22,200 SOLE 22,200 0 0
SUN MICROSYSTEMS INC COM 866810104 24,822 266,900 SOLE 266,900 0 0
SUNBURST HOSPITALITY CORP COM 866948102 17 2,700 SOLE 2,700 0 0
SUNGARD DATA SYSTEMS COM 867363103 1,747 66,400 SOLE 66,400 0 0
SUNOCO INC COM 86764P109 1,014 37,044 SOLE 37,044 0 0
SUNTRUST BKS INC COM 867914103 17,753 270,000 SOLE 270,000 0 0
SUNTRUST BKS INC COM 867914103 1,118 17,000 SOLE Master T 17,000 0 0
SUPERIOR INDUSTRIES INTL COM 868168105 12,729 454,600 SOLE 454,600 0 0
SUPERIOR INDUSTRIES INTL COM 868168105 482 17,200 SOLE Master T 17,200 0 0
SUPERIOR SURGICAL MF COM 868358102 105 8,900 SOLE 8,900 0 0
SUPERIOR TELECOM INC COM 868365107 4,878 350,000 SOLE 350,000 0 0
SUPREMA SPECIALTIES INC COM 86859F107 1 100 SOLE 100 0 0
SW AIRLINES COM 844741108 3,131 206,188 SOLE 206,188 0 0
SWIFT TRANSPORTATION COM 870756103 319 16,200 SOLE 16,200 0 0
SWISS HELVETIA FUND CLOSED END F 870875101 29,931 2109,700 SOLE 2109,700 0 0
SYBASE INC COM 871130100 702 59,400 SOLE 59,400 0 0
SYBRON INTL CORP COM 87114F106 1,661 61,800 SOLE 61,800 0 0
SYLVAN LEARNING SYSTEMS INC COM 871399101 665 34,300 SOLE 34,300 0 0
SYMANTEC CORP COM 871503108 1,399 38,900 SOLE 38,900 0 0
SYMBOL TECH COM 871508107 1,992 59,238 SOLE 59,238 0 0
SYMS CORP COM 871551107 114 15,300 SOLE 15,300 0 0
SYNBIOTICS CORP COM 871566105 8 3,300 SOLE 3,300 0 0
SYNCOR INTL CORP DEL COM 87157J106 405 10,800 SOLE 10,800 0 0
SYNOPSYS INC COM 871607107 6 100 SOLE 100 0 0
SYNOVUS FINANCIAL CORP COM 87161C105 2,056 110,000 SOLE 110,000 0 0
SYNTELLECT INC COM 87161L105 25 11,300 SOLE 11,300 0 0
SYPRIS SOLUTIONS COMMON STOCK 871655106 5 500 SOLE 500 0 0
SYSCO CORP COM 871829107 716 20,412 SOLE 20,412 0 0
SYSTEM SOFTWARE ASSOCIATION COM 871839205 2 800 SOLE 800 0 0
SYSTEMS & COMPUTER COM 871873105 93 7,400 SOLE 7,400 0 0
TAB PRODUCTS COM 873197107 8 1,400 SOLE 1,400 0 0
TARRANT APPAREL GROUP COM 876289109 34 3,000 SOLE 3,000 0 0
TCF FINANCIAL CORP COM 872275102 1,642 57,500 SOLE 57,500 0 0
TEAM INC COM 878155100 9 3,600 SOLE 3,600 0 0
TECH DATA CORP COM 878237106 822 35,300 SOLE 35,300 0 0
TECHNICAL CHEMICAL PRODUCTS COM 87840Q103 7 7,300 SOLE 7,300 0 0
TECUMSEH PRODS CO COM CL B 878895101 203 4,500 SOLE 4,500 0 0
TECUMSEH PRODUCTS COM CL A 878895200 717 14,300 SOLE 14,300 0 0
TEGAL CORPORATION COM 879008100 160 55,000 SOLE 55,000 0 0
TEKTRONIX CORP COM 879131100 576 17,200 SOLE 17,200 0 0
TEL & DATA SYS COM 879433100 3,579 40,300 SOLE 40,300 0 0
TELEBRAS ADR (1 ADR = 879287100 1 31,600 SOLE 31,600 0 0
TELEBRAS SP ADR PFD BLOCK COM 879287308 2,023 27,000 SOLE 27,000 0 0
TELEFONICA DE ARGENTINA-ADR ADR 879378206 11,444 433,900 SOLE 433,900 0 0
TELEFONICA DE PERU ADR ADR 879384105 1,939 144,300 SOLE 144,300 0 0
TELEFONOS DE MEXICO SA 4.25% 6/15/0 879403AD5 4,747 5000,000 SOLE 5000,000 0 0
TELEKOMUNIKASI INDONESIA ADR 715684106 1,539 221,900 SOLE 221,900 0 0
TELESP PARTICIPACOES SA-ADR COM 87952K100 4,569 290,100 SOLE 290,100 0 0
TELESUDESTE CELULAR PART ADR COM 879252104 4,285 199,300 SOLE 199,300 0 0
TELLABS INC COM 879664100 9,156 160,800 SOLE 160,800 0 0
TEMPLE INLAND INC COM 879868107 1,367 22,600 SOLE 22,600 0 0
TEMPLETON CHINA WORLD FUND MUTUAL FUND 88018X102 9,070 1295,700 SOLE 1295,700 0 0
TEMPLETON DRAGON FUND INC MUTUAL FUND 88018T101 12,030 1436,450 SOLE 1436,450 0 0
TEMPLETON EMERGING MKTS APPR COM 880190103 155 15,200 SOLE 15,200 0 0
TEMPLETON EMERGING MKTS FND CLOSED END F 880191101 1,069 96,600 SOLE 96,600 0 0
TEMPLETON RUSSIA FUND INC MUTUAL FUND 88022F105 85 8,000 SOLE 8,000 0 0
TEMPLETON VIETNAM OPP FD CLOSED END F 88022J107 130 15,100 SOLE 15,100 0 0
TENET HEALTHCARE CORP COM 88033G100 2,064 117,500 SOLE 117,500 0 0
TENNECO INC COM 88037E101 22,938 1349,300 SOLE 1349,300 0 0
TERADYNE CORP COM 880770102 3,930 111,500 SOLE 111,500 0 0
TEREX CORP NEW COM 880779103 195 6,200 SOLE 6,200 0 0
TESORO PETROLEUM COR COM 881609101 396 24,000 SOLE 24,000 0 0
TEXACO COM 881694103 12,181 192,967 SOLE 192,967 0 0
TEXAS INSTRS INC COM 882508104 25,744 313,000 SOLE 313,000 0 0
TEXAS PAC LTD COM 882610108 5 100 SOLE 100 0 0
TEXAS UTILS CO COM 882848104 4,296 115,129 SOLE 115,129 0 0
TEXTRON INC COM 883203101 20,891 270,000 SOLE 270,000 0 0
THE PMI GROUP INC COM 69344M101 1,165 28,500 SOLE 28,500 0 0
THE ROTTLUND COMPANY COM 779077106 11 4,200 SOLE 4,200 0 0
THERMO ELECTRON COM 883556102 856 63,700 SOLE 63,700 0 0
THOMAS & BETTS CORP COM 884315102 1,199 23,500 SOLE 23,500 0 0
THOMAS NELSON INC COM 640376109 90 9,200 SOLE 9,200 0 0
THQ INC COM 872443403 492 11,400 SOLE 11,400 0 0
TIDEWATER INC COM 886423102 518 20,300 SOLE 20,300 0 0
TIFFANY & CO COM 886547108 2,781 46,400 SOLE 46,400 0 0
TIMBERLAND BANCORP INC COM 887098101 1,292 113,000 SOLE 113,000 0 0
TIMBERLAND CO COM 887100105 152 3,900 SOLE 3,900 0 0
TIME WARNER COM 887315109 17,073 281,040 SOLE 281,040 0 0
TIME WARNER COM 887315109 2,126 35,000 SOLE Master T 35,000 0 0
TIMES MIRROR CO COM CL A 887364107 2,061 31,321 SOLE 31,321 0 0
TIMKEN CO COM 887389104 345 21,400 SOLE 21,400 0 0
TITAN CORP COM 888266103 346 24,100 SOLE 24,100 0 0
TJ INTERNATIONAL INC COM 872534102 367 14,600 SOLE 14,600 0 0
TJX COS INC NEW COM 872540109 49,448 1762,076 SOLE 1762,076 0 0
TJX COS INC NEW COM 872540109 2,470 88,000 SOLE Master T 88,000 0 0
TNP ENTERPRISES INC COM 872594106 467 12,000 SOLE 12,000 0 0
TODAYS MAN INC COM 888910205 18 20,300 SOLE 20,300 0 0
TOLL BROTHERS COM 889478103 36 1,900 SOLE 1,900 0 0
TORCHMARK CORP COM 891027104 1,408 54,400 SOLE 54,400 0 0
TORO CO COM 891092108 49 1,300 SOLE 1,300 0 0
TOSCO CORP COM 891490302 1,568 62,100 SOLE 62,100 0 0
TOTAL RENAL CARE COM 89151A107 401 53,900 SOLE 53,900 0 0
TOTAL S A ADR 89151E109 2,657 41,878 SOLE Master T 41,878 0 0
TOYS R US COM 892335100 5,480 365,300 SOLE 365,300 0 0
TRACK N TRAIL COM 891924102 1 800 SOLE 800 0 0
TRANSACTION SYSTEMS ARCHITEC COM CL A 893416107 525 19,500 SOLE 19,500 0 0
TRANSOCEAN OFFSHORE INC COM G90076103 2,064 67,400 SOLE 67,400 0 0
TRANSPRO INC COM 893885103 33 6,600 SOLE 6,600 0 0
TRANSWITCH CORP COM 894065101 490 8,600 SOLE 8,600 0 0
TRC COS INC COM 872625108 51 8,400 SOLE 8,400 0 0
TRIAD HOSPITALS INC COM 89579K109 146 14,448 SOLE 14,448 0 0
TRIARC COS INC COM 895927101 341 15,900 SOLE 15,900 0 0
TRIBUNE CO NEW COM 896047107 4,706 94,600 SOLE 94,600 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 4,186 102,248 SOLE 102,248 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 383 9,360 SOLE Master T 9,360 0 0
TRIGON HEALTHCARE INC COM 89618L100 774 26,800 SOLE 26,800 0 0
TRINITY INDUSTRIES COM 896522109 1,022 33,100 SOLE 33,100 0 0
TRIQUINT SEMICONDUCTOR COM 89674K103 360 6,300 SOLE 6,300 0 0
TRUE NORTH COMMUNICATIONS COM 897844106 80 2,200 SOLE 2,200 0 0
TRUST CO NJ JERSEY COM 898304100 315 13,700 SOLE 13,700 0 0
TSR INC COM 872885108 12 1,800 SOLE 1,800 0 0
TUPPERWARE CORPORATION W/I COM 899896104 470 23,200 SOLE 23,200 0 0
TWIN DISC INC COM 901476101 12 700 SOLE 700 0 0
TYCO LABS INC COM 902124106 34,005 329,349 SOLE 329,349 0 0
TYSON FOODS INC COM CL A 902494103 2,564 156,000 SOLE 156,000 0 0
U S HOME CORP NEW COM 911920106 403 14,500 SOLE 14,500 0 0
U.S. BANCORP COM 902973106 21,912 725,872 SOLE 725,872 0 0
U.S. BANCORP COM 902973106 999 33,100 SOLE Master T 33,100 0 0
U.S. CAN CORPORATION COM 90328W105 15,302 748,700 SOLE 748,700 0 0
U.S. CAN CORPORATION COM 90328W105 679 33,200 SOLE Master T 33,200 0 0
U.S. INDUSTRIES COM 912080108 9,220 585,400 SOLE 585,400 0 0
UCAR INTL INC COM 90262K109 235 10,300 SOLE 10,300 0 0
UFP TECHNOLOGIES INC COM 902673102 0 100 SOLE 100 0 0
UGLY DUCKLING CORPORATION COM 903512101 14 2,000 SOLE 2,000 0 0
UICI COM 902737105 139,165 5444,100 SOLE 5444,100 0 0
ULTRAMAR CORP COM 904000106 1,513 59,322 SOLE 59,322 0 0
UMB FINANCIAL COM 902788108 666 15,964 SOLE 15,964 0 0
UNICO AMERICAN CORP COM 904607108 48 5,700 SOLE 5,700 0 0
UNICOM CORP COM 904911104 3,276 88,700 SOLE 88,700 0 0
UNIFAB INTERNATIONAL INC COM 90467L100 28 3,500 SOLE 3,500 0 0
UNIFI INC COM 904677101 411 37,400 SOLE 37,400 0 0
UNIFIRST CORP COM 904708104 11 800 SOLE 800 0 0
UNIGRAPHICS SOLUTIONS INC COM 904928108 2,460 90,700 SOLE 90,700 0 0
UNILEVER N V COM 904784709 16,462 241,646 SOLE 241,646 0 0
UNION ACCEPTANCE CORP CL A COM 904832102 16 2,400 SOLE 2,400 0 0
UNION CARBIDE CORP COM 905581104 2,966 52,200 SOLE 52,200 0 0
UNION PAC CORP COM 907818108 4,875 101,433 SOLE 101,433 0 0
UNION PACIFIC RESOURCES GRP COM 907834105 1,664 103,609 SOLE 103,609 0 0
UNIROYAL TECHNOLOGY COM 909163107 16 1,600 SOLE 1,600 0 0
UNISYS CORP COM 909214108 5,000 110,800 SOLE 110,800 0 0
UNITED AUTO GROUP COM 909440109 36,079 2843,656 SOLE 2843,656 0 0
UNITED CAPITAL CORPORATION COM 909912107 32 1,900 SOLE 1,900 0 0
UNITED HEALTH CP COM 910581107 3,656 75,100 SOLE 75,100 0 0
UNITED INDUSTRIAL CO COM 910671106 122 13,300 SOLE 13,300 0 0
UNITED RETAIL GROUP COM 911380103 200 16,800 SOLE 16,800 0 0
UNITED TECHNOLOGIES CORP COM 913017109 38,677 652,089 SOLE 652,089 0 0
UNITEDGLOBALCOM INC -CLA COM 913247508 17,161 239,600 SOLE 239,600 0 0
UNITRIN INC COM 913275103 1,671 48,100 SOLE 48,100 0 0
UNITRODE CORP COM 913283107 7,396 176,100 SOLE 176,100 0 0
UNIVERSAL FOODS COM 913538104 729 31,800 SOLE 31,800 0 0
UNIVERSAL FOREST PRODUCTS COM 913543104 89 6,800 SOLE 6,800 0 0
UNIVERSAL HLTH SVCS COM 913903100 2,588 100,000 SOLE 100,000 0 0
UNIVISION COMMUNICATIONS INC COM 914906102 4,907 60,300 SOLE 60,300 0 0
UNOCAL CORP COM 915289102 3,688 99,516 SOLE 99,516 0 0
UNOVA INC COM 91529B106 439 32,800 SOLE 32,800 0 0
UNUMPROVIDENT CORP COM 91529Y106 2,855 96,974 SOLE 96,974 0 0
URS CORP NEW COM 903236107 29 1,200 SOLE 1,200 0 0
US AIRWAYS JAN 01 PUT 25 PUT ON EQUIT 911905957 110 200 PUT SOLE 200 0 0
US FRANCHISE SYSTEMS INC-A COM 902956309 230 13,300 SOLE 13,300 0 0
US LIQUIDS INC COM 902974104 111 15,800 SOLE 15,800 0 0
US WEST INC COM 91273H101 11,795 206,700 SOLE 206,700 0 0
USAIR GROUP INC COM 911905107 793 30,200 SOLE 30,200 0 0
USEC INC COM 90333E108 92,250 9000,000 SOLE 9000,000 0 0
USEC INC COM 90333E108 1,347 131,400 SOLE Master T 131,400 0 0
USFREIGHTWAYS CORPORATION COM 916906100 341 7,200 SOLE 7,200 0 0
USG CORP COM 903293405 1,577 33,200 SOLE 33,200 0 0
UST CORP COM 902900109 14,274 464,200 SOLE 464,200 0 0
USX MARATHON GROUP COM 902905827 3,735 127,700 SOLE 127,700 0 0
USX-U S STEEL COM 90337T101 942 36,600 SOLE 36,600 0 0
UTILICORP COM 918005109 1,293 61,400 SOLE 61,400 0 0
V F CORP COM 918204108 1,498 48,310 SOLE 48,310 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 778 17,700 SOLE 17,700 0 0
VALERO ENERGY CORP COM 91913Y100 662 34,400 SOLE 34,400 0 0
VALUE CITY DEPARTMENT STORES COM 920387107 51 3,400 SOLE 3,400 0 0
VARCO INTL INC COM 922126107 492 40,400 SOLE 40,400 0 0
VARIAN INC COM 922206107 57 3,200 SOLE 3,200 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 158 7,200 SOLE 7,200 0 0
VARIAN SEMICONDUCTOR EQUIP COM 922207105 166 7,900 SOLE 7,900 0 0
VENATOR GROUP INC COM 922944103 440 51,400 SOLE 51,400 0 0
VERITAS SOFTWARE CORP COM 923436109 9,986 131,500 SOLE 131,500 0 0
VERTEX COMMUNICATION COM 925320103 25 2,200 SOLE 2,200 0 0
VIACOM COM CL B 925524308 12,121 286,888 SOLE 286,888 0 0
VIAD CORP COM 92552R109 14,166 480,200 SOLE 480,200 0 0
VICORP RESTAURANTS COM 925817108 15 900 SOLE 900 0 0
VIDAMED INC COM 926530106 2,625 1000,000 SOLE 1000,000 0 0
VIDEO DISPLAY CORP COM 926555103 19 4,500 SOLE 4,500 0 0
VIDEO UPDATE INC CL-A COM 92657V104 8 24,100 SOLE 24,100 0 0
VILLAGE SUPER MKT COM 927107409 41 3,000 SOLE 3,000 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 1,734 73,001 SOLE 73,001 0 0
VISIONAMERICA INC COM 92832C104 38 7,100 SOLE 7,100 0 0
VISX INC DEL COM 92844S105 522 6,600 SOLE 6,600 0 0
VLASIC FOODS INTL COM 928559103 201 28,940 SOLE 28,940 0 0
VODAFONE GROUP PLC ADR 92857T107 642 2,700 SOLE Master T 2,700 0 0
W.R. GRACE & CO COM 38388F108 467 29,100 SOLE 29,100 0 0
WABASH NATIONAL CORP COM 929566107 386 19,000 SOLE 19,000 0 0
WACKENHUT CORP CL B COM 929794303 1,788 119,200 SOLE 119,200 0 0
WAL MART STORES INC COM 931142103 84,333 1773,092 SOLE 1773,092 0 0
WAL MART STORES INC COM 931142103 4,480 94,200 SOLE Master T 94,200 0 0
WALLACE COMPUTER COM 932270101 541 26,700 SOLE 26,700 0 0
WALTER INDUSTRIES INC COM 93317Q105 614 45,500 SOLE 45,500 0 0
WARNACO GROUP CL A COM 934390105 684 37,500 SOLE 37,500 0 0
WARNER LAMBERT CO COM 934488107 46,190 695,900 SOLE 695,900 0 0
WARNER LAMBERT CO COM 934488107 3,392 51,100 SOLE Master T 51,100 0 0
WASH POST CL B COM 939640108 3,486 6,835 SOLE 6,835 0 0
WASHINGTON G & L COM 938837101 778 28,700 SOLE 28,700 0 0
WASHINGTON MUTUAL INC COM 939322103 7,073 241,820 SOLE 241,820 0 0
WASHINGTON MUTUAL INC COM 939322103 515 17,600 SOLE Master T 17,600 0 0
WASTE MANAGEMENT INC COM 94106L109 4,559 236,827 SOLE 236,827 0 0
WASTE MANAGEMENT INC COM 94106L109 895 46,482 SOLE Master T 46,482 0 0
WATERS CORP COM 941848103 1,030 17,000 SOLE 17,000 0 0
WATSON PHARMACEUTICAL INC COM 942683103 1,079 35,300 SOLE 35,300 0 0
WATTS INDUSTRIES COM CL A 942749102 365 16,800 SOLE 16,800 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 160 13,200 SOLE 13,200 0 0
WAVE TECHNOLOGIES INTERNATIO COM 94352Q109 2 600 SOLE 600 0 0
WEATHERFORD INTERNATIONAL COM 947074100 2,602 81,316 SOLE 81,316 0 0
WEBS - MALAYSIA INDEX SERIES COM 92923H871 1,966 403,200 SOLE 403,200 0 0
WEBSTER FINANCIAL CORPORATIO COM 947890109 281 11,000 SOLE 11,000 0 0
WEGENER CORP COM 948585104 1 400 SOLE 400 0 0
WEIDER NUTRITION INTL INC COM 948603105 30 9,300 SOLE 9,300 0 0
WELLMAN INC COM 949702104 347 19,200 SOLE 19,200 0 0
WELLPOINT HEALTH NETWORKS COM 94973H108 1,573 27,600 SOLE 27,600 0 0
WELLS FARGO COMPANY COM 949746101 9,562 241,320 SOLE 241,320 0 0
WENDYS INTL INC COM 950590109 1,290 48,900 SOLE 48,900 0 0
WERNER ENTERPRISES COM 950755108 234 13,300 SOLE 13,300 0 0
WEST MARINE INC COM 954235107 10 1,200 SOLE 1,200 0 0
WEST PHARMACEUTICALS SVCS IN COM 955306105 330 8,700 SOLE 8,700 0 0
WESTAFF INC COM 957070105 69 11,500 SOLE 11,500 0 0
WESTAMERICA BANCORPORATION COM 957090103 296 9,800 SOLE 9,800 0 0
WESTERN BANCORP COM 957683105 5,454 141,200 SOLE 141,200 0 0
WESTERN BEEF INC DEL COM 957781107 53 6,400 SOLE 6,400 0 0
WESTERN OHIO FINANCIAL CORP COM 959024100 33 1,900 SOLE 1,900 0 0
WESTERN WIRELESS CORP CL A COM 95988E204 976 21,756 SOLE 21,756 0 0
WESTFIELD AMERICA INC COM 959910100 284 20,500 SOLE 20,500 0 0
WESTINGHOUSE AIR BRAKE CO COM 960386100 43,686 2402,000 SOLE 2402,000 0 0
WESTON (ROY F.) INC. COM 961137106 6 2,400 SOLE 2,400 0 0
WESTPOINT STEVENS INC COM 961238102 858 36,300 SOLE 36,300 0 0
WESTVACO CORP COM 961548104 1,058 41,300 SOLE 41,300 0 0
WESTWOOD ONE INC COM 961815107 1,584 35,100 SOLE 35,100 0 0
WHITE MOUNTAINS INSURANCE GP COM 964126106 868 6,400 SOLE 6,400 0 0
WHITMAN CORP COM 96647R107 8,691 609,900 SOLE 609,900 0 0
WICOR INC COM 929253102 51,150 1760,000 SOLE 1760,000 0 0
WILLIAMS COS INC DEL COM 969457100 6,643 177,450 SOLE 177,450 0 0
WILLIAMS-SONOMA COM 969904101 728 15,000 SOLE 15,000 0 0
WILMINGTON TRUST CORP COM 971807102 5,604 115,400 SOLE 115,400 0 0
WINN DIXIE STORES INC COM 974280109 1,749 58,900 SOLE 58,900 0 0
WINNEBAGO INDS INC COM 974637100 184 7,700 SOLE 7,700 0 0
WISCONSIN CENTRAL TRANSPORT COM 976592105 450 32,900 SOLE 32,900 0 0
WISCONSIN ENERGY CORP COM 976657106 1,823 77,800 SOLE 77,800 0 0
WMF GROUP LIMITED COM 929289106 18,617 5415,902 SOLE 5415,902 0 0
WMS INDUSTRIES INC COM 929297109 16 1,400 SOLE 1,400 0 0
WOLVERINE TUBE INC COM 978093102 259 16,700 SOLE 16,700 0 0
WOODHEAD INDUSTRIES COM 979438108 106 10,500 SOLE 10,500 0 0
WORKGROUP TECHNOLOGY CORP COM 980903108 8 6,000 SOLE 6,000 0 0
WORLD COLOR PRESS COM 981443104 9,305 249,800 SOLE 249,800 0 0
WORTHINGTON INDS INC COM 981811102 644 37,900 SOLE 37,900 0 0
WYMAN GORDON CO COM 983085101 17,577 940,600 SOLE 940,600 0 0
XEROX CORP COM 984121103 16,012 381,800 SOLE 381,800 0 0
XILINX INC COM 983919101 46 700 SOLE 700 0 0
XTRA CORP COM 984138107 2,783 70,000 SOLE 70,000 0 0
YANKEE ENERGY SYS COM 984779108 5,771 135,200 SOLE 135,200 0 0
YELLOW CORP COM 985509108 404 24,400 SOLE 24,400 0 0
YORK INTERNATIONAL CORP COM 986670107 8,920 248,200 SOLE 248,200 0 0
YOUNG BROADCASTING INC-A COM 987434107 94 1,800 SOLE 1,800 0 0
ZALE CORP COM 988858106 867 22,620 SOLE 22,620 0 0
ZING TECHNOLOGIES INCORPORAT COM 989601109 7 1,000 SOLE 1,000 0 0
ZIONS BANCORPORATION COM 989701107 28 500 SOLE 500 0 0
Grand total 8,301,945
</TABLE>
<PAGE>
Form 13F Summary Page
Report Summary:
Number of other Included Managers :
Form 13F Information Table Entry Total: 1,772
Form 13F Information Table Value Total: $8,301,945,000
<PAGE>
