FORM 13F COVER PAGE
Report for the Calendar Year or quater Ended: March 31, 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: Judy Murphy
Title: Chief Operations Officer
Phone: (617) 523-4400
Signature, Place, and Date of signing:
Judy Murphy, Boston, MA May 3, 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
- ---------------------------- ------------ --------- ------- ------- --- ---- ------- -------- ------- ------- -------
3COM CORP COM 885535104 3772 161800 SH SOLE 161800
9MERGING MEXICO FUND INC MUTUAL FUND 290891100 256 35300 SH SOLE 35300
A G EDWARDS INC COM 281760108 6144 187950 SH SOLE 187950
A.H. BELO CORP COM 080555105 1805 98900 SH SOLE 98900
AAR CORP COM 000361105 2004 112500 SH SOLE 112500
AASTROM BIOSCIENCES INC COM 00253U107 609 250000 SH SOLE 250000
ABACUS DIRECT CORP COM 002553105 49 600 SH SOLE 600
ABBOTT LABS COM 002824100 10846 231692 SH SOLE 231692
ABERCROMBIE & FITCH CO CL-A COM 002896207 4197 45500 SH SOLE 45500
ABIOMED INC COM 003654100 1625 130000 SH SOLE 130000
ABRAMS INDS INC COM 003788106 14 3000 SH SOLE 3000
ACADIA REALTY TRUST COM 004239109 10500 2000000 SH SOLE 2000000
ACADIANA BANCSHARES INC COM 004280103 11 600 SH SOLE 600
ACE LTD COM G0070K103 20954 671866 SH SOLE 671866
ACETO CORP COM 004446100 44 3750 SH SOLE 3750
ACME ELECTRIC CORP COM 004644100 30 7600 SH SOLE 7600
ACNIELSON CORP COM 004833109 2599 95800 SH SOLE 95800
ACUSON CORP COM 005113105 197 13200 SH SOLE 13200
ACX TECHNOLOGIES INC COM 005123104 219 16700 SH SOLE 16700
ACXIOM CORP COM 005125109 636 24000 SH SOLE 24000
ADAMS EXPRESS CO CLOSED END FU006212104 4565 168300 SH SOLE 168300
ADC TELECOMM COM 000886101 5451 114300 SH SOLE 114300
ADELPHIA COMMUNICATIONS COM CL A 006848105 473 7500 SH SOLE 7500
ADVANCED MICRO DEVICES INC COM 007903107 1046 67500 SH SOLE 67500
ADVANTA CORP-CL B COM 007942204 1399 156500 SH SOLE 156500
ADVANTICA RESTAURANT GROUP COM 00758B109 188 37614 SH SOLE 37614
AES CORP COM 00130H105 3122 83800 SH SOLE 83800
AETNA LIFE & CAS CO COM 008117103 14276 172000 SH SOLE 172000
AFLAC INC COM 001055102 12597 231400 SH SOLE 231400
AGCO CORP COM 001084102 331 50400 SH SOLE 50400
AGL RESOURCES INC COM 001204106 796 45300 SH SOLE 45300
AGOURON PHARMACEUTIC COM 008488108 1386 24500 SH SOLE 24500
AGRIBRANDS INTL INC COM 00849R105 1701 51730 SH SOLE 51730
AIM EASTERN EUROPE FUND MUTUAL FUND 00141J108 3941 650102 SH SOLE 650102
AIRBORNE FREIGHT COM 009266107 5475 176600 SH SOLE 176600
AIRGAS INC COM 009363102 467 55800 SH SOLE 55800
AIRTOUCH COMMUNICATIONS COM 00949T100 51153 529395 SH SOLE 529395
AIRTOUCH COMMUNICATIONS COM 00949T100 744 7700 SH SOLE Master T 7700
ALASKA AIRGROUP INC COM 011659109 850 17900 SH SOLE 17900
ALBANY INTL COM 012348108 483 25756 SH SOLE 25756
ALBEMARLE CORP COM 012653101 398 19000 SH SOLE 19000
ALBERTO CULVER CO CL-B COM 013068101 21 900 SH SOLE 900
ALBERTSONS INC COM 013104104 6231 114470 SH SOLE 114470
ALBERTSONS INC COM 013104104 1027 18860 SH SOLE Master T 18860
ALEXANDER & BALDWIN INC COM 014482103 713 36350 SH SOLE 36350
ALIANT COMMUNICATIONS INC COM 016090102 1335 32600 SH SOLE 32600
ALIGN-RITE INTERNATIONAL COM 016251100 21 1800 SH SOLE 1800
ALKERMES INC COM 01642T108 2725 100000 SH SOLE 100000
ALLEGHENY ENERGY CORP COM 017361106 3148 106700 SH SOLE 106700
ALLEGHENY TELEDYNE INC COM 017415100 1727 91200 SH SOLE 91200
ALLERGAN INC COM 018490102 2513 28600 SH SOLE 28600
ALLIED CAPITAL CORP COM 01903Q108 262 14240 SH SOLE 14240
ALLIED RESEARCH CORP COM 019483106 40 5600 SH SOLE 5600
ALLIED SIGNAL INC COM 019512102 12838 261000 SH SOLE 261000
ALLIED WASTE INDS COM 019589308 3234 224000 SH SOLE 224000
ALLSTATE CORP COM 020002101 14184 382704 SH SOLE 382704
ALLSTATE FINL CORP COM 020011102 8 1900 SH SOLE 1900
ALLTEL CORP COM 020039103 7973 127829 SH SOLE 127829
ALPINE GROUP INC COM 020825105 106 10500 SH SOLE 10500
ALTERA COM 021441100 4814 80900 SH SOLE 80900
ALTERA COM 021441100 2499 42000 SH SOLE Master T 42000
ALZA CORP DEL COM CL A 022615108 1568 41000 SH SOLE 41000
AMB PROPERTY CORP - DISCOUNTEPRIVATE EQUIT00163T109 7730 368111 SH SOLE 368111
AMBAC FINANCIAL GROUP INC COM 023139108 3155 58420 SH SOLE 58420
AMBANC HOLDING CO INC COM 023161102 64 3800 SH SOLE 3800
AMCAST INDL CORP COM 023395106 153 9500 SH SOLE 9500
AMERADA HESS CORP COM 023551104 2137 42000 SH SOLE 42000
AMERCO COM 023586100 28 1300 SH SOLE 1300
AMEREN CORPORATION COM 023608102 2316 64000 SH SOLE 64000
AMERICA ONLINE INC 4% 11/15/02 02364JAB0 37399 3341000 SH SOLE 3341000
AMERICA ONLINE INC COM 02364J104 18390 125100 SH SOLE 125100
AMERICAN ANNUITY GRO COM 023840101 72 3300 SH SOLE 3300
AMERICAN AXLE & MFG HOLDINGS COM 024061103 3929 324000 SH SOLE 324000
AMERICAN BANKERS INSURANCE GRCOM 024456105 20800 400000 SH SOLE 400000
AMERICAN ELEC PWR INC COM 025537101 3540 89200 SH SOLE 89200
AMERICAN EXPRESS CO COM 025816109 23562 200100 SH SOLE 200100
AMERICAN FINANCIAL GROUP INC COM 025932104 1763 50100 SH SOLE 50100
AMERICAN FREIGHTWAYS CORP COM 02629V108 129 10000 SH SOLE 10000
AMERICAN GENERAL CORP COM 026351106 8266 117249 SH SOLE 117249
AMERICAN GREETINGS CORP COM CL A 026375105 875 34500 SH SOLE 34500
AMERICAN HOME PRODS CORP COM 026609107 101255 1551800 SH SOLE 1551800
AMERICAN HOME PRODS CORP COM 026609107 7321 112200 SH SOLE Master T 112200
AMERICAN INTL GROUP INC COM 026874107 69254 574126 SH SOLE 574126
AMERICAN POWER CONVERSION COM 029066107 103 3800 SH SOLE 3800
AMERICAN STANDARD COMPANIES COM 029712106 1977 57500 SH SOLE 57500
AMERICAN STORES APR 99 PUT 30PUT ON EQUITY030096951 6 250 SH PUT SOLE 250
AMERICAN STORES APRIL 99 PUT3PUT ON EQUITY030096951 102 370 SH PUT SOLE 370
AMERICAN STORES CO NEW COM 030096101 5056 153200 SH SOLE 153200
AMERICAN TEL & TELEG CO COM 001957109 27248 341401 SH SOLE 341401
AMERICAN WATER WORKS COM 030411102 2004 68800 SH SOLE 68800
AMERICAN WOODMARK CO COM 030506109 63 2000 SH SOLE 2000
AMERISOURCE HEALTH CORP A COM 03071P102 1368 40000 SH SOLE 40000
AMERITECH CORP COM 030954101 29381 509860 SH SOLE 509860
AMERITECH CORP COM 030954101 1285 22300 SH SOLE Master T 22300
AMERON INC DEL COM 030710107 85 2400 SH SOLE 2400
AMERUS LIFE HOLDINGS INC A COM 030732101 331 13800 SH SOLE 13800
AMES DEPT STORES INC COM 030789507 824 22200 SH SOLE 22200
AMETEK INC COM 031100100 120 6600 SH SOLE 6600
AMGEN INC COM 031162100 18869 252000 SH SOLE 252000
AMP INC COM 031897101 34287 640880 SH SOLE 640880
AMPCO PITTSBURGH COR COM 032037103 134 13600 SH SOLE 13600
AMR CORP COM 001765106 29 490 SH SOLE 490
AMR CORP COM 001765106 498 8500 SH SOLE Master T 8500
AMREP CORP COM 032159105 9 1700 SH SOLE 1700
AMSOUTH BANCORPORATION COM 032165102 46 1000 SH SOLE 1000
AMWAY JAPAN LTD ADR ADR 03234J100 426 97400 SH SOLE 97400
ANADARKO PETE CORP COM 032511107 2046 54200 SH SOLE 54200
ANALOG DEVICES INC COM 032654105 4355 146400 SH SOLE 146400
ANALYSIS & TECHNOLOG COM 032672107 15 600 SH SOLE 600
ANDREW CORP COM 034425108 488 39612 SH SOLE 39612
ANDRX CORP COM 034551101 538 5900 SH SOLE 5900
ANESTA CORP COM 034603100 2200 97500 SH SOLE 97500
ANGELICA CORP COM 034663104 34 2400 SH SOLE 2400
ANHEUSER BUSCH COS INC COM 035229103 17136 225100 SH SOLE 225100
AO TATNEFT ADR ADR 03737P306 216 78500 SH SOLE 78500
AON CORP COM 037389103 42944 678950 SH SOLE 678950
APACHE CORP COM 037411105 1183 45400 SH SOLE 45400
APOLLO GROUP INC CL A COM 037604105 866 29000 SH SOLE 29000
APPLIED ANALYTICAL INDS INC COM 037939105 80 7300 SH SOLE 7300
APPLIED MATL COM 038222105 12115 196400 SH SOLE 196400
APPLIED SIGNAL TECHNOLOGY COM 038237103 55 8800 SH SOLE 8800
APRIA HEALTHCARE GROUP COM 037933108 524 44100 SH SOLE 44100
APT SATELLITE HOLDINGS-ADR COM 00203R105 1332 532700 SH SOLE 532700
ARCH CHEMICALS INC COM 03937R102 8375 500000 SH SOLE 500000
ARCHER DANIELS MIDLAND CO COM 039483102 4037 274830 SH SOLE 274830
ARDEN GROUP INC COM 039762109 197 4800 SH SOLE 4800
ARDENT SOFTWARE INC COM 039794102 243 15100 SH SOLE 15100
ARGENTINA FUND INC MUTUAL FUND 040112104 7258 784600 SH SOLE 784600
ARGOSY GAMING CORP COM 040228108 531 100000 SH SOLE 100000
ARM FINANCIAL GROUP-A COM 001944107 409 27400 SH SOLE 27400
ARMSTRONG WORLD INDS INC COM 042476101 831 18400 SH SOLE 18400
ARNOLD INDS COM 042595108 315 21200 SH SOLE 21200
ARROW ELECTRONIC COM 042735100 1200 80024 SH SOLE 80024
ARTISIAN COMPONENTS INC COM 042923102 455 87748 SH SOLE 87748
ARVIN INDUSTRIES INC COM 043339100 832 24700 SH SOLE 24700
ASA INTL LTD COM 001912203 25 10000 SH SOLE 10000
ASA LTD CLOSED END FU002050102 372 22400 SH SOLE 22400
ASANTE TECHNOLOGIES INC COM 043412105 10 10200 SH SOLE 10200
ASCEND COMMUNICATIONS COM 043491109 67391 805275 SH SOLE 805275
ASCENT PEDIATRICS INC COM 04362X101 344 125000 SH SOLE 125000
ASHLAND INC COM 044204105 1400 34200 SH SOLE 34200
ASIA PACIFIC FUND CLOSED END FU044901106 4194 593900 SH SOLE 593900
ASIA PULP & PAPER ADR 1ADR=4 ORD SH04516V100 42 5000 SH SOLE 5000
ASIA SATELLITE TELEC ADR 1 ADR = 10 SH04516X106 15 1000 SH SOLE 1000
ASIA TIGERS FUND CLOSED END FU04516T105 9925 1417800 SH SOLE 1417800
ASM LITHOGRAPHY HOLDING NV COM N07059111 2770 61550 SH SOLE 61550
ASPEN TECHNOLOGY COM 045327103 14 1000 SH SOLE 1000
ASSOCIATES FIRST CAPITAL A COM 046008108 14771 328242 SH SOLE 328242
ASTEC INDUSTRIES INC COM 046224101 513 16600 SH SOLE 16600
ASTORIA FINANCIAL CORP COM 046265104 2385 47700 SH SOLE 47700
ASTRA AB-SPONS ADR A 1 ADR=1 A SHR046298105 1099 47900 SH SOLE 47900
ASYST TECHNOLOGIES COM 04648X107 6188 450000 SH SOLE 450000
AT&T JAN 00 CALL 40 CALL ON EQUIT001957909 2496 620 SH CALL SOLE 620
ATALANTA SOSNOFF CAP COM 046499109 19 2800 SH SOLE 2800
ATLANTIC RICHFIELD CO COM 048825103 11149 152462 SH SOLE 152462
ATMEL CORP COM 049513104 2239 147400 SH SOLE 147400
AUDIOVOX CORP COM CL A 050757103 28 4200 SH SOLE 4200
AUTOLOGIC INFORMATION INTL COM 052803103 13 2700 SH SOLE 2700
AUTOMATIC DATA PROCESSING INCCOM 053015103 11656 281724 SH SOLE 281724
AUTOMATIC DATA PROCESSING INCCOM 053015103 1407 34000 SH SOLE Master T 34000
AUTONOMOUS TECNOLOGIES CORP COM 05329H105 1721 170000 SH SOLE 170000
AUTOZONE INC COM 053332102 2934 96600 SH SOLE 96600
AVANT CORPORATION COM 053487104 53 3000 SH SOLE 3000
AVISTA CORP COM 05379B107 917 56400 SH SOLE 56400
AVNET INC COM 053807103 1227 33400 SH SOLE 33400
AVON PRODS INC COM 054303102 5770 122600 SH SOLE 122600
AVONDALE INDUSTRIES COM 054350103 395 13400 SH SOLE 13400
AXENET TECHNOLOGIES INC COM 05459C108 301 12500 SH SOLE 12500
B&H OCEAN CARRIERS LTD COM 055090104 3 2000 SH SOLE 2000
BACK BAY RESTAURANT COM 05635V103 5 500 SH SOLE 500
BACOU USA INC COM 056439102 8 600 SH SOLE 600
BADGER PAPER MILLS COM 056543101 4 500 SH SOLE 500
BAIRNCO CORP COM 057097107 26 5400 SH SOLE 5400
BAKER (MICHAEL) CORP COM 057149106 79 10836 SH SOLE 10836
BAKER HUGHES INC COM 057224107 9579 393999 SH SOLE 393999
BAKER HUGHES INC COM 057224107 839 34500 SH SOLE Master T 34500
BALDWIN TECHNOLOGY CO COM 058264102 83 28800 SH SOLE 28800
BALTEK CORP COM 058822107 28 3100 SH SOLE 3100
BALTIMORE GAS & ELEC CO COM 059165100 8 300 SH SOLE 300
BANC ONE CORP COM 06423A103 26587 482857 SH SOLE 482857
BANCO FRANCES RIO ADR COM (1ADR=3SH059591107 2615 147300 SH SOLE 147300
BANCO GANADERO SA CL C ADR ADR 059594507 3405 363200 SH SOLE 363200
BANCO RIO DE LA PLATA-ADR COM 059644104 28 2900 SH SOLE 2900
BANCWEST CORP COM 059790105 30 700 SH SOLE 700
BANDAG INC COM 059815100 529 18600 SH SOLE 18600
BANK OF COMMERCE/SAN DIEGO COM 061589107 3019 150000 SH SOLE 150000
BANK OF NEW YORK COM 064057102 12521 348400 SH SOLE 348400
BANKAMERICA CORP COM 06605F102 52341 741109 SH SOLE 741109
BANKBOSTON CORPORATION COM 06605R106 7814 180400 SH SOLE 180400
BANKERS TRUST CORP COM 066365107 3971 45000 SH SOLE 45000
BANTA CORP COM 066821109 514 27050 SH SOLE 27050
BARD C R INC COM 067383109 1236 24500 SH SOLE 24500
BARNES & NOBLE INC COM 067774109 896 27900 SH SOLE 27900
BATTLE MTN GOLD CO COM 071593107 293 106367 SH SOLE 106367
BAUSCH & LOMB INC COM 071707103 1723 26510 SH SOLE 26510
BAXTER INTL INC COM 071813109 8629 130749 SH SOLE 130749
BAY VIEW CAPITAL CORP COM 07262L101 289 15300 SH SOLE 15300
BEAR STEARNS COS COM 073902108 1262 28250 SH SOLE 28250
BECTON DICKINSON & CO COM 075887109 4444 116000 SH SOLE 116000
BED BATH AND BEYOND INC COM 075896100 4358 119400 SH SOLE 119400
BEIJING YANJUA PETROCHEMICAL COM 07725N108 287 69500 SH SOLE 69500
BEL FUSE INC-CL B COM 077347300 28 900 SH SOLE 900
BELL ATLANTIC CORP COM 077853109 16535 319904 SH SOLE 319904
BELL ATLANTIC CORP COM 077853109 1964 38000 SH SOLE Master T 38000
BELL MICROPRODUCTS INC COM 078137106 4 700 SH SOLE 700
BELLSOUTH CORP COM 079860102 26627 664648 SH SOLE 664648
BELLSOUTH CORP COM 079860102 1619 40400 SH SOLE Master T 40400
BEMIS INC COM 081437105 746 24000 SH SOLE 24000
BERGEN BRUNSWIG CORP COM CL A 083739102 825 41263 SH SOLE 41263
BERLITZ INTL INC NEW COM 08520F100 122 5400 SH SOLE 5400
BEST BUY COMPANY COM 086516101 8902 171200 SH SOLE 171200
BETHLEHEM STL CORP COM 087509105 2 300 SH SOLE 300
BEVERLY ENTERPRISES COM 087851309 431 84000 SH SOLE 84000
BIO LOGIC SYS CORP COM 090909102 9 3700 SH SOLE 3700
BIO-REFERENCE LABS INC COM 09057G602 2 2000 SH SOLE 2000
BIOGEN INC COM 090597105 7545 66000 SH SOLE 66000
BIOMET INC COM 090613100 2156 51400 SH SOLE 51400
BIOSITE DIAGNOSTICS INC COM 090945106 33 3300 SH SOLE 3300
BIOSPECIFICS TECHNOL COM 090931106 2 500 SH SOLE 500
BJ SERVICES CO COM 055482103 1611 69300 SH SOLE 69300
BJ'S WHOLESALE CLUB COM 05548J106 2202 83700 SH SOLE 83700
BLACK & DECKER CORP COM 091797100 11381 205300 SH SOLE 205300
BLACK HILLS CORP COM 092113109 657 30850 SH SOLE 30850
BLACKROCK 1999 TERM TRUST MUTUAL FUND 09247T100 2549 256500 SH SOLE 256500
BLACKROCK STRATEGIC TERM TRUSMUTUAL FUND 09247P108 459 50000 SH SOLE 50000
BLACKROCK TARGET TERM TRUST MUTUAL FUND 092476100 1034 106700 SH SOLE 106700
BLOCK DRUG CO COM CL A 093644102 659 16068 SH SOLE 16068
BLOCK H & R INC COM 093671105 2269 47900 SH SOLE 47900
BLUEFLY INC COM 096227103 2263 200000 SH SOLE 200000
BMC SOFTWARE INC COM 055921100 3520 94963 SH SOLE 94963
BNCCORP COM 055936108 27 3000 SH SOLE 3000
BOB EVANS FARMS INC COM 096761101 1566 78300 SH SOLE 78300
BOEING CO COM 097023105 30564 898930 SH SOLE 898930
BOEING CO COM 097023105 1486 43700 SH SOLE Master T 43700
BOISE CASCADE CORP COM 097383103 800 24800 SH SOLE 24800
BOK FINL CORP COM 05561Q201 326 12646 SH SOLE 12646
BORDERS GROUP INC COM 099709107 5330 379000 SH SOLE 379000
BORG-WARNER AUTOMOTIVE INC COM 099724106 2046 42800 SH SOLE 42800
BOSTON SCIENTIFIC CO COM 101137107 24172 595000 SH SOLE 595000
BOSTON SCIENTIFIC CO COM 101137107 3096 76200 SH SOLE Master T 76200
BOUNDLESS CORPORATION COM 101706208 22 5100 SH SOLE 5100
BOWNE & CO INC COM 103043105 517 44200 SH SOLE 44200
BRASIL DISTR PAO ADR ADR 20440T201 1958 133900 SH SOLE 133900
BRAUNS FASHIONS CORP COM 105658108 36 4500 SH SOLE 4500
BRAZIL FUND CLOSED END FU105759104 4276 335400 SH SOLE 335400
BRAZILIAN EQUITY FUND MUTUAL FUND 105884100 321 74400 SH SOLE 74400
BRIDGESTREET ACCOMMODATIONS COM 108452103 22 6200 SH SOLE 6200
BRIGGS & STRATTON CORP COM 109043109 779 15800 SH SOLE 15800
BRINKER INTL INC COM 109641100 1500 57828 SH SOLE 57828
BRISTOL MYERS SQUIBB CO COM 110122108 27574 430000 SH SOLE 430000
BROADVISION INC. COM 111412102 1111 18600 SH SOLE 18600
BROWN & SHARPE MFG CO CL A 115223109 75 15500 SH SOLE 15500
BROWNING FERRIS INDS INC COM 115885105 3471 90000 SH SOLE 90000
BRUNSWICK CORP COM 117043109 864 45300 SH SOLE 45300
BUFFETS INC COM 119882108 360 36500 SH SOLE 36500
BURLINGTON INDS INC COM 121693105 328 49500 SH SOLE 49500
BURLINGTON NORTHN SANTA FE COCOM 12189T104 3489 106143 SH SOLE 106143
BURLINGTON RES INC COM 122014103 2868 71800 SH SOLE 71800
C D I CORP COM 125071100 371 15400 SH SOLE 15400
C.H. ROBINSON WORLDWIDE INC COM 12541W100 4324 170000 SH SOLE 170000
CABLE DESIGN TECHNOLOGIES COM 126924109 6239 567150 SH SOLE 567150
CABLE DESIGN TECHNOLOGIES COM 126924109 608 55250 SH SOLE Master T 55250
CABLETRON SYS COM 126920107 62 7600 SH SOLE 7600
CABOT CORP COM 127055101 504 23700 SH SOLE 23700
CADMUS COMMUNICATION COM 127587103 33 2300 SH SOLE 2300
CALGON CARB CP COM 129603106 76 14700 SH SOLE 14700
CALLAWAY GOLF COMPANY COM 131193104 603 59200 SH SOLE 59200
CALPINE CORPORATION COM 131347106 375 10300 SH SOLE 10300
CAMBREX CORP COM 132011107 511 23100 SH SOLE 23100
CAMBRIDGE TECH PTNRS INC COM 132524109 734 52900 SH SOLE 52900
CAMERON ASHLEY BUILDING PROD COM 133290106 100 11000 SH SOLE 11000
CAMERON FINANCIAL CORP COM 133425108 20 1400 SH SOLE 1400
CAMPBELL SOUP CO COM 134429109 8398 206400 SH SOLE 206400
CANADIAN NATL RAILWAY CO COM 136375102 17 307 SH SOLE 307
CAPITAL ONE FINANCIAL CORP COM 14040H105 4832 32000 SH SOLE 32000
CAPITAL RE CORP COM 140432105 79 4600 SH SOLE 4600
CAPSTAR BROADCASTING CORP - ACOM 14067G105 2294 100000 SH SOLE 100000
CARDINAL HEALTH INC COM 14149Y108 8373 126871 SH SOLE 126871
CARLISLE COS INC COM 142339100 1136 24300 SH SOLE 24300
CARMEL CONTAINER SYS-ORD COM 143269108 2 300 SH SOLE 300
CARNIVAL CORP COM 143658102 5828 120000 SH SOLE 120000
CAROLINA FIRST CORP COM 143877108 493 22400 SH SOLE 22400
CARPENTER TECH COM 144285103 174 6700 SH SOLE 6700
CARTER WALLACE INC COM 146285101 833 46300 SH SOLE 46300
CASA OLE RESAURANTS INC COM 14712P104 17 4500 SH SOLE 4500
CASE CORPORATION COM 14743R103 858 33800 SH SOLE 33800
CASTLE ENERGY CORP COM 148449309 11 700 SH SOLE 700
CATALINA LIGHTING INC COM 148865108 15 5300 SH SOLE 5300
CATELLUS DEV CORP COM 149111106 9851 736535 SH SOLE 736535
CATHERINES STORES CO COM 14916F100 53 7500 SH SOLE 7500
CB BANCSHARES INC/HAWAII COM 124785106 101 3800 SH SOLE 3800
CBS CORPORATION COM 12490K107 13476 330200 SH SOLE 330200
CCB FINL CORP COM 124875105 11072 204800 SH SOLE 204800
CCC INFORMATION SERVICES COM 12487Q109 84253 7247564 SH SOLE 7247564
CELL GENESYS INC COM 150921104 3275 663225 SH SOLE 663225
CENDANT CORP COM 151313103 3953 248045 SH SOLE 248045
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 303 8700 SH SOLE 8700
CENTOCOR INC COM 152342101 4 100 SH SOLE 100
CENTOCOR INC COM 152342101 214 5800 SH SOLE Master T 5800
CENTRAL & SOUTH WEST CORP COM 152357109 2325 99200 SH SOLE 99200
CENTRAL BANCORP INC COM 152418109 3 200 SH SOLE 200
CENTRAL EUROPEAN EQUITY FUND MUTUAL FUND 153436100 3850 319200 SH SOLE 319200
CENTRAL EUROPEAN VALUE FUND IMUTUAL FUND 153455100 316 34400 SH SOLE 34400
CENTURY TEL ENTR COM 156686107 3035 43200 SH SOLE 43200
CENTURY TEL ENTR COM 156686107 1412 20100 SH SOLE Master T 20100
CERIDIAN CORP COM 15677T106 4 100 SH SOLE 100
CHAMPION ENTERPRISES COM 158496109 331 17100 SH SOLE 17100
CHAMPION INTERNATIONAL COM 158525105 1068 26000 SH SOLE 26000
CHARLES SCHWAB COM 808513105 15373 159925 SH SOLE 159925
CHARTER ONE FIN INC COM 160903100 4103 142181 SH SOLE 142181
CHARTWELL RE CORPORATION COM 16139W109 14 800 SH SOLE 800
CHASE MANHATTAN CORP COM 16161A108 10566 129842 SH SOLE 129842
CHASE MANHATTAN CORP COM 16161A108 6632 81500 SH SOLE Master T 81500
CHESAPEAKE CORP COM 165159104 396 14600 SH SOLE 14600
CHEVRON CORPORATION COM 166751107 26962 303800 SH SOLE 303800
CHICAGO BRIDGE & IRON CO COM N19808109 5699 479900 SH SOLE 479900
CHICAGO BRIDGE & IRON CO COM N19808109 590 49700 SH SOLE Master T 49700
CHILE FD INC MUTUAL FUND 168834109 14829 1420700 SH SOLE 1420700
CHINA EASTERN AIRLINES ADR 1 ADR = 100 H16937R104 320 53300 SH SOLE 53300
CHINA FUND MUTUAL FUND 169373107 1550 200000 SH SOLE 200000
CHINA SOUTHERN AIR ADR 1ADR=50 H SHS169409109 1042 198500 SH SOLE 198500
CHINA TELECOM LTD - ADR 1ADR=20 ORD S169428109 6809 204000 SH SOLE 204000
CHIQUITA BRANDS INTL INC COM 170032106 296 29100 SH SOLE 29100
CHIRON CORP COM 170040109 3418 155800 SH SOLE 155800
CHOCK FULL O NUTS CO COM 170268106 6 1000 SH SOLE 1000
CHRIS CRAFT INDS COM 170520100 1225 26854 SH SOLE 26854
CHS ELECTRONICS INC COM 12542A206 11 3400 SH SOLE 3400
CHURCH & DWIGHT INC COM 171340102 656 16100 SH SOLE 16100
CIA PARANAESE ENERGI-ADR COM 20441B407 281 37500 SH SOLE 37500
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STEWART ENT INC CL-A COM 860370105 1250 77800 SH SOLE 77800
STEWART INFORMATION COM 860372101 114 3400 SH SOLE 3400
STONE & WEBSTER INC COM 861572105 178 7800 SH SOLE 7800
STORAGE TECHNOLOGY CORP COM 862111200 368 13200 SH SOLE 13200
STROUNDS INC COM 863451100 1 500 SH SOLE 500
STUDENT LOAN CORP COM 863902102 176 4700 SH SOLE 4700
SUIZA FOODS COM 865077101 40 1200 SH SOLE 1200
SUMMIT BANCORP COM 866005101 762 19550 SH SOLE Master T 19550
SUMMIT DESIGN INC COM 86605U101 172 50000 SH SOLE 50000
SUMMIT PROPERTIES TRUST COM 866239106 406 24300 SH SOLE 24300
SUN MICROSYSTEMS INC COM 866810104 39820 318400 SH SOLE 318400
SUNDSTRAND CORP COM 867323107 20676 297500 SH SOLE 297500
SUNGARD DATA SYSTEMS COM 867363103 3256 81400 SH SOLE 81400
SUNOCO INC COM 86764P109 1581 43844 SH SOLE 43844
SUNTRUST BKS INC COM 867914103 23966 385000 SH SOLE 385000
SUPER-SOL LTD COM 868511205 485 37100 SH SOLE 37100
SUPERIOR INDUSTRIES INTL COM 868168105 21327 917300 SH SOLE 917300
SUPERIOR INDUSTRIES INTL COM 868168105 572 24600 SH SOLE Master T 24600
SW AIRLINES COM 844741108 4118 136125 SH SOLE 136125
SWISS HELVETIA FUND CLOSED END FU870875101 29288 2082700 SH SOLE 2082700
SYBRON INTL CORP COM 87114F106 2033 81300 SH SOLE 81300
SYKES ENTERPRISES INC COM 871237103 252 7800 SH SOLE 7800
SYMBOL TECH COM 871508107 672 14925 SH SOLE 14925
SYMIX SYS INC COM 871535100 90 5900 SH SOLE 5900
SYMS CORP COM 871551107 114 15300 SH SOLE 15300
SYNCOR INTL CORP DEL COM 87157J106 195 7000 SH SOLE 7000
SYNOPSYS INC COM 871607107 21710 403900 SH SOLE 403900
SYSCO CORP COM 871829107 982 37312 SH SOLE 37312
SYSTEM SOFTWARE ASSO COM 871839106 900 400000 SH SOLE 400000
T & W FINANCIAL CORP COM 87215N107 26 3100 SH SOLE 3100
TAIWAN EQUITY FUND INC MUTUAL FUND 874031107 2932 304600 SH SOLE 304600
TAIWAN FUND INC MUTUAL FUND 874036106 2540 185600 SH SOLE 185600
TANS ATL HLDS COM 893521104 71 950 SH SOLE 950
TARRANT APPAREL GROUP COM 876289109 508 12100 SH SOLE 12100
TCA CABLE TV COM 872241104 1740 40000 SH SOLE 40000
TCF FINANCIAL CORP COM 872275102 7128 273500 SH SOLE 273500
TEAM INC COM 878155100 7 3600 SH SOLE 3600
TECH DATA CORP COM 878237106 436 19000 SH SOLE 19000
TECUMSEH PRODS CO COM CL B 878895101 27 600 SH SOLE 600
TECUMSEH PRODUCTS COM CL A 878895200 942 18500 SH SOLE 18500
TEL & DATA SYS COM 879433100 2999 53200 SH SOLE 53200
TELEBRAS SP ADR PFD BLOCK COM 879287308 4241 52600 SH SOLE 52600
TELECELULAR SUL PARTICIP-ADR COM 879238103 54 2800 SH SOLE 2800
TELECENTRO SUL PARTICIPA COM 879239101 8466 183300 SH SOLE 183300
TELEFONICA DE PERU ADR ADR 879384105 1972 154700 SH SOLE 154700
TELEFONOS DE MEXICO S A ADR 879403780 568 8600 SH SOLE 8600
TELEKOMUNIKASI INDONESIA ADR 715684106 106 16700 SH SOLE 16700
TELESP CELULAR PARTICIPA ADR COM 87952L108 3915 187000 SH SOLE 187000
TELESP PARTICIPACOES SA-ADR COM 87952K100 1349 65400 SH SOLE 65400
TELESUDESTE CELULAR PART ADR COM 879252104 640 31600 SH SOLE 31600
TELLABS INC COM 879664100 8934 91400 SH SOLE 91400
TEMPLATE SOFTWARE INC COM 879788107 1890 432000 SH SOLE 432000
TEMPLE INLAND INC COM 879868107 12349 196800 SH SOLE 196800
TEMPLE INLAND INC COM 879868107 1619 25800 SH SOLE Master T 25800
TEMPLETON CHINA WORLD FUND MUTUAL FUND 88018X102 2840 473400 SH SOLE 473400
TEMPLETON DRAGON FUND INC MUTUAL FUND 88018T101 5356 696750 SH SOLE 696750
TEMPLETON EMERGING MKTS APPRECOM 880190103 253 26100 SH SOLE 26100
TEMPLETON VIETNAM OPP FD CLOSED END FU88022J107 1480 213300 SH SOLE 213300
TENET HEALTHCARE CORP COM 88033G100 2600 137300 SH SOLE 137300
TENNECO INC COM 88037E101 5696 203900 SH SOLE 203900
TERADYNE CORP COM 880770102 7827 143450 SH SOLE 143450
TESORO PETROLEUM COR COM 881609101 216 19600 SH SOLE 19600
TEVA PHARMACEUTICAL - ADR ADR 881624209 142 3000 SH SOLE 3000
TEXACO COM 881694103 14072 247967 SH SOLE 247967
TEXAS INSTRS INC COM 882508104 18083 182200 SH SOLE 182200
TEXAS PAC LTD COM 882610108 5 100 SH SOLE 100
TEXAS UTILS CO COM 882848104 5520 131429 SH SOLE 131429
TEXTRON INC COM 883203101 5695 73600 SH SOLE 73600
THE PMI GROUP INC COM 69344M101 575 12400 SH SOLE 12400
THERMO ELECTRON COM 883556102 1017 75000 SH SOLE 75000
THERMO FIBERGEN INC COM 88355U109 925 100000 SH SOLE 100000
THOMAS & BETTS CORP COM 884315102 939 25000 SH SOLE 25000
TIDEWATER INC COM 886423102 745 28800 SH SOLE 28800
TIFFANY & CO COM 886547108 2071 27700 SH SOLE 27700
TIG HOLDINGS INC COM 872469101 24837 1522600 SH SOLE 1522600
TIMBERLAND BANCORP INC COM 887098101 1307 113000 SH SOLE 113000
TIMBERLAND CO COM 887100105 6 100 SH SOLE 100
TIME WARNER COM 887315109 27301 385540 SH SOLE 385540
TIME WARNER COM 887315109 3548 50100 SH SOLE Master T 50100
TIMES MIRROR CO COM CL A 887364107 1998 36921 SH SOLE 36921
TIMKEN CO COM 887389104 406 25000 SH SOLE 25000
TITAN CORP COM 888266103 49 9600 SH SOLE 9600
TJ INTERNATIONAL INC COM 872534102 58 2400 SH SOLE 2400
TJX COS INC NEW COM 872540109 60421 1777076 SH SOLE 1777076
TMP WORLDWIDE INC COM 872941109 791 12200 SH SOLE 12200
TNP ENTERPRISES INC COM 872594106 345 12000 SH SOLE 12000
TODAYS MAN INC COM 888910205 10 7800 SH SOLE 7800
TORCHMARK CORP COM 891027104 2068 65400 SH SOLE 65400
TOSCO CORP COM 891490302 2 100 SH SOLE 100
TOTAL RENAL CARE COM 89151A107 781 71000 SH SOLE 71000
TOTAL S A ADR 89151E109 2116 34684 SH SOLE 34684
TOTAL S A ADR 89151E109 2555 41878 SH SOLE Master T 41878
TOWER REALTY TRUST INC COM 89185E109 1420 75000 SH SOLE 75000
TOYS R US COM 892335100 2545 135300 SH SOLE 135300
TRANSAMERICA CORP COM 893485102 4139 58300 SH SOLE 58300
TRANSCOASTAL MARINE SERVICES COM 893537100 25 6200 SH SOLE 6200
TRANSOCEAN OFFSHORE INC COM 893817106 2524 87600 SH SOLE 87600
TRANSWITCH CORP COM 894065101 344 7600 SH SOLE 7600
TRANZ RAIL HOLDINGS COM 894116102 3093 505000 SH SOLE 505000
TRC COS INC COM 872625108 39 8400 SH SOLE 8400
TRIATHLON BROADCASTING CPFD 9% 6/30/00 89589P304 1050 100000 SH SOLE 100000
TRIBUNE CO NEW COM 896047107 3632 55500 SH SOLE 55500
TRICO BANCSHARES COM 896095106 8 500 SH SOLE 500
TRICON GLOBAL RESTAURANTS COM 895953107 8827 125648 SH SOLE 125648
TRICON GLOBAL RESTAURANTS COM 895953107 939 13360 SH SOLE Master T 13360
TRIGON HEALTHCARE INC COM 89618L100 1202 35100 SH SOLE 35100
TRINITY INDUSTRIES COM 896522109 940 32000 SH SOLE 32000
TRISTAR AEROSPACE CO COM 89674L101 292 32000 SH SOLE 32000
TRM COPY CTRS CORP COM 872636105 61 8600 SH SOLE 8600
TRW INC COM 872649108 16089 353600 SH SOLE 353600
TUPPERWARE CORPORATION W/I COM 899896104 526 29200 SH SOLE 29200
TURKISH INVESTMENT FUND MUTUAL FUND 900145103 533 78900 SH SOLE 78900
TV AZTECA S.A. ADR ADR 901145102 855 136800 SH SOLE 136800
TWIN DISC INC COM 901476101 77 4000 SH SOLE 4000
TYCO LABS INC COM 902124106 30062 418982 SH SOLE 418982
TYSON FOODS INC COM CL A 902494103 3614 174700 SH SOLE 174700
U S OFFICE PRODUCTS CO COM 912325305 40 10000 SH SOLE 10000
U.S. BANCORP COM 902973106 36885 1082872 SH SOLE 1082872
U.S. CAN CORPORATION COM 90328W105 21398 1450700 SH SOLE 1450700
U.S. CAN CORPORATION COM 90328W105 699 47400 SH SOLE Master T 47400
U.S. FILTER CORP NEW COM 911843209 7332 239407 SH SOLE 239407
U.S. FOODSERVICE COM 90331R101 228 4900 SH SOLE 4900
U.S. INDUSTRIES COM 912080108 9623 585400 SH SOLE 585400
UCAR INTL INC COM 90262K109 225 15900 SH SOLE 15900
UICI COM 902737105 141750 6300000 SH SOLE 6300000
ULTRAMAR CORP COM 904000106 1564 72322 SH SOLE 72322
UMB FINANCIAL COM 902788108 619 15964 SH SOLE 15964
UNICOM CORP COM 904911104 3707 101400 SH SOLE 101400
UNIFI INC COM 904677101 631 49500 SH SOLE 49500
UNIFIRST CORP COM 904708104 129 6100 SH SOLE 6100
UNILEVER N V ADR 904784501 19797 297972 SH SOLE 297972
UNION CAMP CORP COM 905530101 29958 446300 SH SOLE 446300
UNION PAC CORP COM 907818108 4576 85633 SH SOLE 85633
UNION PACIFIC RESOURCES GRP COM 907834105 1340 112809 SH SOLE 112809
UNISOURCE WORLDWIDE INC COM 909208100 1819 255300 SH SOLE 255300
UNITED AUTO GROUP COM 909440109 22038 2843656 SH SOLE 2843656
UNITED CAPITAL CORPORATION COM 909912107 10 600 SH SOLE 600
UNITED DOMINION INDUSTRIES COM 909914103 29 1478 SH SOLE 1478
UNITED HEALTH CP COM 910581107 4615 87700 SH SOLE 87700
UNITED INDUSTRIAL CO COM 910671106 148 13300 SH SOLE 13300
UNITED INTERNATIONAL HLDGS-A COM 910734102 6882 158200 SH SOLE 158200
UNITED RETAIL GROUP COM 911380103 67 5800 SH SOLE 5800
UNITED TECHNOLOGIES CORP COM 913017109 31178 230200 SH SOLE 230200
UNIVERSAL FOODS COM 913538104 875 42400 SH SOLE 42400
UNIVERSAL FOREST PRODUCTS COM 913543104 139 6800 SH SOLE 6800
UNIVERSAL HLTH SVCS COM 913903100 4325 100000 SH SOLE 100000
UNIVERSAL STANDARD HEALTHCARECOM 913839106 1 4700 SH SOLE 4700
UNOCAL CORP COM 915289102 5222 141616 SH SOLE 141616
UNOVA INC COM 91529B106 13942 1057200 SH SOLE 1057200
UNUM CORP COM 903192102 3068 64500 SH SOLE 64500
US WEST INC COM 91273H101 12836 233116 SH SOLE 233116
US XPRESS ENTERPRISES A COM 90338N103 1936 166500 SH SOLE 166500
USAIR GROUP INC COM 911905107 2860 58600 SH SOLE 58600
USEC INC COM 90333E108 128620 9440000 SH SOLE 9440000
USEC INC COM 90333E108 2560 187900 SH SOLE Master T 187900
USFREIGHTWAYS CORPORATION COM 916906100 158 4800 SH SOLE 4800
USG CORP COM 903293405 1079 21000 SH SOLE 21000
UST CORP COM 902900109 965 44200 SH SOLE 44200
USX MARATHON GROUP COM 902905827 3933 143000 SH SOLE 143000
USX-U S STEEL COM 90337T101 435 18500 SH SOLE 18500
UTILICORP COM 918005109 1781 78300 SH SOLE 78300
V F CORP COM 918204108 2789 58710 SH SOLE 58710
VALERO ENERGY CORP COM 91913Y100 1122 45100 SH SOLE 45100
VALUE CITY DEPARTMENT STORES COM 920387107 33 3400 SH SOLE 3400
VALUE LINE INC COM 920437100 124 3600 SH SOLE 3600
VANGUARD CELLULAR SYS INC COM CL A 922022108 838 30700 SH SOLE 30700
VARCO INTL INC COM 922126107 574 51600 SH SOLE 51600
VARLEN CORP COM 922248109 491 22313 SH SOLE 22313
VASTAR RESOURCES COM 922380100 478 10000 SH SOLE 10000
VASTAR RESOURCES COM 922380100 162 3400 SH SOLE Master T 3400
VENCOR INC NEW COM 92260R102 17 13100 SH SOLE 13100
VETERINARY CTRS AMER COM 925514101 14 1000 SH SOLE 1000
VIACOM COM CL B 925524308 9690 115444 SH SOLE 115444
VIAD CORP COM 92552R109 7907 284300 SH SOLE 284300
VICON INDUSTRIES INC COM 925811101 10 1400 SH SOLE 1400
VIDAMED INC COM 926530106 3000 1000000 SH SOLE 1000000
VIDEO DISPLAY CORP COM 926555103 22 4600 SH SOLE 4600
VIDEO UPDATE INC CL-A COM 92657V104 28 33000 SH SOLE 33000
VILLAGE SUPER MKT COM 927107409 42 3000 SH SOLE 3000
VISHAY INTERTECHNOLOGY INC COM 928298108 2036 140401 SH SOLE 140401
VISUAL NETWORKS INC COM 928444108 45 1200 SH SOLE 1200
VISX INC DEL COM 92844S105 1495 13900 SH SOLE 13900
VITESSE SEMICONDUCTOR CORP COM 928497106 1519 30000 SH SOLE 30000
VITRO SA ADR 928502301 174 30000 SH SOLE 30000
VLASIC FOODS INTL COM 928559103 3444 266240 SH SOLE 266240
VULCAN MATERIALS COM 929160109 1681 40700 SH SOLE 40700
W.R. GRACE & CO COM 38388F108 413 34100 SH SOLE 34100
WACHOVIA CORP COM 929771103 12016 148000 SH SOLE 148000
WACKENHUT CORP CL B COM 929794303 1316 77400 SH SOLE 77400
WAL MART STORES INC COM 931142103 103992 1128046 SH SOLE 1128046
WAL MART STORES INC COM 931142103 7790 84500 SH SOLE Master T 84500
WALLACE COMPUTER COM 932270101 684 34500 SH SOLE 34500
WALTER INDUSTRIES INC COM 93317Q105 489 43500 SH SOLE 43500
WARNACO GROUP CL A COM 934390105 1259 51000 SH SOLE 51000
WARNER LAMBERT CO COM 934488107 36828 555900 SH SOLE 555900
WASH POST CL B COM 939640108 4764 9135 SH SOLE 9135
WASHINGTON G & L COM 938837101 815 36000 SH SOLE 36000
WASHINGTON MUTUAL INC COM 939322103 24947 610320 SH SOLE 610320
WASHINGTON MUTUAL INC COM 939322103 1026 25100 SH SOLE Master T 25100
WASTE MANAGEMENT INC COM 94106L109 11219 252827 SH SOLE 252827
WASTE MANAGEMENT INC COM 94106L109 2950 66482 SH SOLE Master T 66482
WATSON PHARMACEUTICAL INC COM 942683103 3354 76000 SH SOLE 76000
WATTS INDUSTRIES COM CL A 942749102 376 27700 SH SOLE 27700
WAUSAU-MOSINEE PAPER CORP COM 943315101 284 20300 SH SOLE 20300
WEATHERFORD INTERNATIONAL COM 947074100 2495 95516 SH SOLE 95516
WEBS - MALAYSIA INDEX SERIES COM 92923H871 2464 838900 SH SOLE 838900
WELLMAN INC COM 949702104 224 25200 SH SOLE 25200
WELLS FARGO COMPANY COM 949746101 3553 101320 SH SOLE 101320
WENDYS INTL INC COM 950590109 1692 59500 SH SOLE 59500
WESTAFF INC COM 957070105 60 11500 SH SOLE 11500
WESTAMERICA BANCORPORATION COM 957090103 4744 150000 SH SOLE 150000
WESTERN BEEF INC DEL COM 957781107 42 6400 SH SOLE 6400
WESTERN OHIO FINANCIAL CORP COM 959024100 31 1400 SH SOLE 1400
WESTFIELD AMERICA INC COM 959910100 588 33700 SH SOLE 33700
WESTINGHOUSE AIR BRAKE CO COM 960386100 50121 2401000 SH SOLE 2401000
WESTON (ROY F.) INC. COM 961137106 5 2400 SH SOLE 2400
WESTPOINT STEVENS INC COM 961238102 568 20500 SH SOLE 20500
WESTVACO CORP COM 961548104 987 47000 SH SOLE 47000
WFS FINANCIAL INC COM 92923B106 17 2500 SH SOLE 2500
WHIRLPOOL CORP COM 963320106 1930 35500 SH SOLE 35500
WHITMAN CORP COM 96647K102 10883 633200 SH SOLE 633200
WILLIAMS COS INC DEL COM 969457100 7787 197150 SH SOLE 197150
WILMINGTON TRUST CORP COM 971807102 6821 119400 SH SOLE 119400
WINN DIXIE STORES INC COM 974280109 2575 68900 SH SOLE 68900
WINSLOEW FURNITURE COM 975377102 173 5800 SH SOLE 5800
WISCONSIN CENTRAL TRANSPORT COM 976592105 566 42700 SH SOLE 42700
WISCONSIN ENERGY CORP COM 976657106 2614 100300 SH SOLE 100300
WITCO CORP COM 977385103 597 47300 SH SOLE 47300
WMF GROUP LIMITED COM 929289106 32495 5415902 SH SOLE 5415902
WORTHINGTON INDS INC COM 981811102 505 43000 SH SOLE 43000
WYMAN GORDON CO COM 983085101 8516 920600 SH SOLE 920600
XEROX CORP COM 984121103 15575 298800 SH SOLE 298800
XILINX INC COM 983919101 5135 126600 SH SOLE 126600
XIRCOM INC COM 983922105 18 700 SH SOLE 700
XTRA CORP COM 984138107 2682 70000 SH SOLE 70000
YELLOW CORP COM 985509108 424 24400 SH SOLE 24400
YORK INTERNATIONAL CORP COM 986670107 24235 686300 SH SOLE 686300
YPF S.A. SPONSORED ADR 984245100 10712 339400 SH SOLE 339400
YPF S.A. SPONSORED ADR 984245100 556 17600 SH SOLE Master T 17600
ZALE CORP COM 988858106 1313 38420 SH SOLE 38420
ZIONS BANCORPORATION COM 989701107 100 1500 SH SOLE 1500
Grand total 8456779
</TABLE>
<PAGE>
Form 13F Summary Page
Report Summary:
Number of other Included Managers :
Form 13F Information Table Entry Total: 1,518
Form 13F Information Table Value Total: $8,456,779,000
<PAGE>
