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Previous: SCHARF JEFFREY ROBERT, 13F-HR, 1999-08-03 |
Next: ZEB ORO EXPLORATIONS INC, 10SB12G/A, 1999-08-03 |
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: Judy Murphy
Title: Chief Operations Officer
Phone: (617) 523-4400
Signature, Place, and Date of signing:
Judy Murphy, Boston, MA August 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.
<PAGE>
<TABLE> <C> <C>
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 20 300 SOLE 300 0 0
3COM CORP COM 885535104 3779 141600 SOLE 141600 0 0
A G EDWARDS INC COM 281760108 2085 64650 SOLE 64650 0 0
A.H. BELO CORP COM 080555105 1484 75400 SOLE 75400 0 0
AAR CORP COM 000361105 2552 112500 SOLE 112500 0 0
ABACUS DIRECT CORP COM 002553105 55 600 SOLE 600 0 0
ABBOTT LABS COM 002824100 4 92 SOLE 92 0 0
ABERCROMBIE & FITCH CO CL-A COM 002896207 3326 69300 SOLE 69300 0 0
ABRAMS INDS INC COM 003788106 15 3000 SOLE 3000 0 0
ACADIA REALTY TRUST COM 004239109 10750 2000000 SOLE 2000000 0 0
ACADIANA BANCSHARES INC COM 004280103 11 600 SOLE 600 0 0
ACETO CORP COM 004446100 47 4050 SOLE 4050 0 0
ACME ELECTRIC CORP COM 004644100 41 7600 SOLE 7600 0 0
ACNIELSON CORP COM 004833109 2275 75200 SOLE 75200 0 0
ACTIVISION INC COM 004930202 176 12100 SOLE 12100 0 0
ACUSON CORP COM 005113105 450 26200 SOLE 26200 0 0
ACX TECHNOLOGIES INC COM 005123104 271 16700 SOLE 16700 0 0
ACXIOM CORP COM 005125109 549 22000 SOLE 22000 0 0
ADAMS EXPRESS CO CLOSED END FUN006212104 6652 228400 SOLE 228400 0 0
ADC TELECOMM COM 000886101 4055 89000 SOLE 89000 0 0
ADOBE SYS INC COM 00724F101 1972 24000 SOLE 24000 0 0
ADVANCE PARADIGM INC COM 007491103 49 800 SOLE 800 0 0
ADVANCED LIGHTING TECHS COM 00753C102 203 22500 SOLE 22500 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1044 57800 SOLE 57800 0 0
ADVANTA CORP-CL B COM 007942204 2123 156500 SOLE 156500 0 0
ADVANTICA RESTAURANT GROUP COM 00758B109 129 37614 SOLE 37614 0 0
ADVENT SOFTWARE INC COM 007974108 369 5500 SOLE 5500 0 0
AES CORP COM 00130H105 4388 75500 SOLE 75500 0 0
AETNA LIFE & CAS CO COM 008117103 12700 142000 SOLE 142000 0 0
AFFILIATED COMPUTER SVCS A COM 008190100 1635 32300 SOLE 32300 0 0
AFFILIATED MANAGERS GROUP INCCOM 008252108 555 18400 SOLE 18400 0 0
AFLAC INC COM 001055102 5065 105800 SOLE 105800 0 0
AGCO CORP COM 001084102 438 38700 SOLE 38700 0 0
AGL RESOURCES INC COM 001204106 651 35300 SOLE 35300 0 0
AGRIBRANDS INTL INC COM 00849R105 2047 51730 SOLE 51730 0 0
AIM EASTERN EUROPE FUND MUTUAL FUND 00141J108 1276 164607 SOLE 164607 0 0
AIR PRODS & CHEMS INC COM 009158106 3639 90400 SOLE 90400 0 0
AIRBORNE FREIGHT COM 009266107 4723 170570 SOLE 170570 0 0
AIRGAS INC COM 009363102 524 42800 SOLE 42800 0 0
ALASKA AIRGROUP INC COM 011659109 689 16500 SOLE 16500 0 0
ALBANY INTL COM 012348108 445 21456 SOLE 21456 0 0
ALBEMARLE CORP COM 012653101 284 12300 SOLE 12300 0 0
ALBERTO CULVER CO CL-B COM 013068101 591 22200 SOLE 22200 0 0
ALBERTSONS INC COM 013104104 8625 167266 SOLE 167266 0 0
ALBERTSONS INC COM 013104104 679 13160 SOLE Master T 13160 0 0
ALEXANDER & BALDWIN INC COM 014482103 622 27950 SOLE 27950 0 0
ALIANT COMMUNICATIONS INC COM 016090102 3737 80900 SOLE 80900 0 0
ALLEGHENY ENERGY CORP COM 017361106 2475 77200 SOLE 77200 0 0
ALLEGHENY TELEDYNE INC COM 017415100 1747 77200 SOLE 77200 0 0
ALLERGAN INC COM 018490102 3175 28600 SOLE 28600 0 0
ALLIANT ENERGY CORP COM 018802108 20 700 SOLE 700 0 0
ALLIED CAPITAL CORP COM 01903Q108 342 14240 SOLE 14240 0 0
ALLIED HEALTHCARE PR COM 019222108 1 600 SOLE 600 0 0
ALLIED RESEARCH CORP COM 019483106 34 5600 SOLE 5600 0 0
ALLIED SIGNAL INC COM 019512102 14049 223000 SOLE 223000 0 0
ALLIED WASTE INDS COM 019589308 3912 198100 SOLE 198100 0 0
ALLMERICA FINANCIAL CORP COM 019754100 2299 37800 SOLE 37800 0 0
ALLOU HEALTH AND BEAUTY COM 019782101 30 4200 SOLE 4200 0 0
ALLSTATE CORP COM 020002101 11717 326604 SOLE 326604 0 0
ALLTEL CORP COM 020039103 4993 69829 SOLE 69829 0 0
ALPHA HOSPITALITY CORP COM 020732103 16 3900 SOLE 3900 0 0
ALPHA INDUSTRIES INC COM 020753109 19 400 SOLE 400 0 0
ALPHARMA INC CL A COM CL A 020813101 526 14800 SOLE 14800 0 0
ALTERA COM 021441100 37 1000 SOLE 1000 0 0
ALTERA COM 021441100 2165 58800 SOLE Master T 58800 0 0
ALZA CORP DEL COM CL A 022615108 1786 35100 SOLE 35100 0 0
AMB PROPERTY CORP - DISCOUNTEPRIVATE EQUITY00163T109 0 1 SOLE 1 0 0
AMBAC FINANCIAL GROUP INC COM 023139108 2549 44620 SOLE 44620 0 0
AMBANC HOLDING CO INC COM 023161102 63 3800 SOLE 3800 0 0
AMCAST INDL CORP COM 023395106 155 9500 SOLE 9500 0 0
AMCORE FINANCIAL INC COM 023912108 85 3700 SOLE 3700 0 0
AMERADA HESS CORP COM 023551104 2124 35700 SOLE 35700 0 0
AMERCO COM 023586100 200 8900 SOLE 8900 0 0
AMEREN CORPORATION COM 023608102 2095 54600 SOLE 54600 0 0
AMERICA ONLINE INC 4% 11/15/02 02364JAB0 30368 3585000 SOLE 3585000 0 0
AMERICA ONLINE INC COM 02364J104 365 3300 SOLE 3300 0 0
AMERICAN ANNUITY GRO COM 023840101 80 3300 SOLE 3300 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 2086 149000 SOLE 149000 0 0
AMERICAN BANKERS INSURANCE GRCOM 024456105 35553 653100 SOLE 653100 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 1283 28200 SOLE 28200 0 0
AMERICAN ELEC PWR INC COM 025537101 2859 76100 SOLE 76100 0 0
AMERICAN EXPRESS CO COM 025816109 23436 180100 SOLE 180100 0 0
AMERICAN FINANCIAL GROUP INC COM 025932104 1305 38300 SOLE 38300 0 0
AMERICAN FREIGHTWAYS CORP COM 02629V108 411 21000 SOLE 21000 0 0
AMERICAN GENERAL CORP COM 026351106 7541 100049 SOLE 100049 0 0
AMERICAN GREETINGS CORP COM CL A 026375105 828 27500 SOLE 27500 0 0
AMERICAN HOME PRODS CORP COM 026609107 57029 991800 SOLE 991800 0 0
AMERICAN HOME PRODS CORP COM 026609107 4514 78500 SOLE Master T 78500 0 0
AMERICAN INTL GROUP INC COM 026874107 57059 487426 SOLE 487426 0 0
AMERICAN POWER CONVERSION COM 029066107 2 100 SOLE 100 0 0
AMERICAN STANDARD COMPANIES COM 029712106 19910 414800 SOLE 414800 0 0
AMERICAN TEL & TELEG CO COM 001957109 56328 1009240 SOLE 1009240 0 0
AMERICAN WATER WORKS COM 030411102 1716 55800 SOLE 55800 0 0
AMERISOURCE HEALTH CORP A COM 03071P102 1454 57000 SOLE 57000 0 0
AMERITECH CORP COM 030954101 32153 437460 SOLE 437460 0 0
AMERITECH CORP COM 030954101 1147 15600 SOLE Master T 15600 0 0
AMERON INC DEL COM 030710107 106 2400 SOLE 2400 0 0
AMETEK INC COM 031100100 407 17700 SOLE 17700 0 0
AMGEN INC COM 031162100 18263 300000 SOLE 300000 0 0
AMGEN JUL 99 PUT 75 PUT ON EQUITY 031162950 763 500 PUT SOLE 500 0 0
AMLI RESIDENTIAL PROPERTIES COM 001735109 4 200 SOLE 200 0 0
AMPCO PITTSBURGH COR COM 032037103 174 13600 SOLE 13600 0 0
AMPLICON INC COM 032101107 8 600 SOLE 600 0 0
AMR CORP COM 001765106 5139 75290 SOLE 75290 0 0
AMR CORP COM 001765106 403 5900 SOLE Master T 5900 0 0
AMREP CORP COM 032159105 10 1700 SOLE 1700 0 0
AMWEST INSURANCE GROUP INC COM 032345100 11 1200 SOLE 1200 0 0
ANADARKO PETE CORP COM 032511107 1848 50200 SOLE 50200 0 0
ANALOG DEVICES INC COM 032654105 5255 104700 SOLE 104700 0 0
ANDREW CORP COM 034425108 621 32812 SOLE 32812 0 0
ANDRX CORP COM 034551101 810 10500 SOLE 10500 0 0
ANGELICA CORP COM 034663104 42 2400 SOLE 2400 0 0
ANHEUSER BUSCH COS INC COM 035229103 13542 190900 SOLE 190900 0 0
AO TATNEFT ADR ADR 03737P306 368 98000 SOLE 98000 0 0
AON CORP COM 037389103 4190 101575 SOLE 101575 0 0
APACHE CORP COM 037411105 464 11900 SOLE 11900 0 0
APOLLO GROUP INC CL A COM 037604105 1501 56500 SOLE 56500 0 0
APPLE COMPUTER INC COM 037833100 2163 46700 SOLE 46700 0 0
APPLIED ANALYTICAL INDS INC COM 037939105 64 5700 SOLE 5700 0 0
APPLIED MATL COM 038222105 6257 84700 SOLE 84700 0 0
APPLIED SIGNAL TECHNOLOGY COM 038237103 14 1500 SOLE 1500 0 0
APRIA HEALTHCARE GROUP COM 037933108 201 11800 SOLE 11800 0 0
APT SATELLITE HOLDINGS-ADR COM 00203R105 1060 261000 SOLE 261000 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 3611 233930 SOLE 233930 0 0
ARDEN GROUP INC COM 039762109 202 4800 SOLE 4800 0 0
ARDENT SOFTWARE INC COM 039794102 15 700 SOLE 700 0 0
ARGENTINA FUND INC MUTUAL FUND 040112104 6635 603200 SOLE 603200 0 0
ARGOSY GAMING CORP COM 040228108 881 100000 SOLE 100000 0 0
ARM FINANCIAL GROUP-A COM 001944107 233 27400 SOLE 27400 0 0
ARMCO COM 042170100 3975 600000 SOLE 600000 0 0
ARMSTRONG WORLD INDS INC COM 042476101 902 15600 SOLE 15600 0 0
ARNOLD INDS COM 042595108 250 16200 SOLE 16200 0 0
ARROW ELECTRONIC COM 042735100 1169 61524 SOLE 61524 0 0
ARVIN INDUSTRIES INC COM 043339100 1038 27400 SOLE 27400 0 0
ASA INTL LTD COM 001912203 27 10000 SOLE 10000 0 0
ASA LTD CLOSED END FUN002050102 1193 71500 SOLE 71500 0 0
ASANTE TECHNOLOGIES INC COM 043412105 8 10200 SOLE 10200 0 0
ASHLAND INC COM 044204105 1168 29100 SOLE 29100 0 0
ASIA PACIFIC FUND CLOSED END FUN044901106 584 59500 SOLE 59500 0 0
ASIA PULP & PAPER ADR 1ADR=4 ORD SHS04516V100 4956 514900 SOLE 514900 0 0
ASIA TIGERS FUND CLOSED END FUN04516T105 14147 1489200 SOLE 1489200 0 0
ASPEN TECHNOLOGY COM 045327103 1175 100000 SOLE 100000 0 0
ASSOCIATES FIRST CAPITAL A COM 046008108 12396 279742 SOLE 279742 0 0
ASTEC INDUSTRIES INC COM 046224101 676 16600 SOLE 16600 0 0
ASTORIA FINANCIAL CORP COM 046265104 1758 40000 SOLE 40000 0 0
AT&T JAN 00 CALL 40 CALL ON EQUITY001957909 741 139 CALL SOLE 139 0 0
ATALANTA SOSNOFF CAP COM 046499109 26 2800 SOLE 2800 0 0
ATLANTIC RICHFIELD CO COM 048825103 47736 571262 SOLE 571262 0 0
ATMEL CORP COM 049513104 105 4000 SOLE 4000 0 0
AUDIOVOX CORP COM CL A 050757103 100 9100 SOLE 9100 0 0
AUTODESK INC COM 052769106 680 23000 SOLE 23000 0 0
AUTOLOGIC INFORMATION INTL COM 052803103 12 2700 SOLE 2700 0 0
AUTOMATIC DATA PROCESSING INCCOM 053015103 10680 242724 SOLE 242724 0 0
AUTOMATIC DATA PROCESSING INCCOM 053015103 1047 23800 SOLE Master T 23800 0 0
AUTOZONE INC COM 053332102 349 11600 SOLE 11600 0 0
AVANT CORPORATION COM 053487104 73 5800 SOLE 5800 0 0
AVIS RENT A CAR INC COM 053790101 574 19700 SOLE 19700 0 0
AVISTA CORP COM 05379B107 314 19300 SOLE 19300 0 0
AVNET INC COM 053807103 1176 25300 SOLE 25300 0 0
AVON PRODS INC COM 054303102 5783 104200 SOLE 104200 0 0
AVONDALE INDUSTRIES COM 054350103 523 13400 SOLE 13400 0 0
AVT CORPORATION COM 002420107 53 1400 SOLE 1400 0 0
B&H OCEAN CARRIERS LTD COM 055090104 5 2000 SOLE 2000 0 0
BACOU USA INC COM 056439102 10 600 SOLE 600 0 0
BADGER PAPER MILLS COM 056543101 9 1200 SOLE 1200 0 0
BAIRNCO CORP COM 057097107 41 5400 SOLE 5400 0 0
BAKER (MICHAEL) CORP COM 057149106 82 10836 SOLE 10836 0 0
BAKER HUGHES INC COM 057224107 9561 285399 SOLE 285399 0 0
BAKER HUGHES INC COM 057224107 807 24100 SOLE Master T 24100 0 0
BALDWIN TECHNOLOGY CO COM 058264102 85 28800 SOLE 28800 0 0
BALTEK CORP COM 058822107 28 2900 SOLE 2900 0 0
BANC ONE CORP COM 06423A103 27271 457857 SOLE 457857 0 0
BANCO FRANCES RIO ADR COM (1ADR=3SHS059591107 3485 183400 SOLE 183400 0 0
BANCO GANADERO SA CL C ADR ADR 059594507 3623 471300 SOLE 471300 0 0
BANCO RIO DE LA PLATA-ADR COM 059644104 3487 367100 SOLE 367100 0 0
BANCO SANTANDER CHILE ADR 05965F108 136 8800 SOLE 8800 0 0
BANCWEST CORP COM 059790105 26 700 SOLE 700 0 0
BANDAG INC COM 059815100 496 14300 SOLE 14300 0 0
BANK OF AMERICA CORP COM 060505104 48548 662209 SOLE 662209 0 0
BANK OF AMERICA CORP COM 060505104 3321 45300 SOLE Master T 45300 0 0
BANK OF COMMERCE/SAN DIEGO COM 061589107 3056 150000 SOLE 150000 0 0
BANK OF NEW YORK COM 064057102 10581 288400 SOLE 288400 0 0
BANK OF NEW YORK COM 064057102 1401 38200 SOLE Master T 38200 0 0
BANKBOSTON CORPORATION COM 06605R106 19448 380400 SOLE 380400 0 0
BANTA CORP COM 066821109 406 19350 SOLE 19350 0 0
BARD C R INC COM 067383109 1004 21000 SOLE 21000 0 0
BARNES & NOBLE INC COM 067774109 495 18100 SOLE 18100 0 0
BARRICK GOLD CORP COM 067901108 2843 146717 SOLE 146717 0 0
BATTLE MTN GOLD CO COM 071593107 217 89067 SOLE 89067 0 0
BAXTER INTL INC COM 071813109 6787 111949 SOLE 111949 0 0
BEAR STEARNS COS COM 073902108 1321 28250 SOLE 28250 0 0
BECTON DICKINSON & CO COM 075887109 2979 99300 SOLE 99300 0 0
BEL FUSE INC CL A COM 077347201 8 300 SOLE 300 0 0
BEL FUSE INC-CL B COM 077347300 23 900 SOLE 900 0 0
BELL ATLANTIC CORP COM 077853109 1170 17904 SOLE 17904 0 0
BELL ATLANTIC CORP COM 077853109 1739 26600 SOLE Master T 26600 0 0
BELL MICROPRODUCTS INC COM 078137106 5 700 SOLE 700 0 0
BELLSOUTH CORP COM 079860102 19507 416148 SOLE 416148 0 0
BELLSOUTH CORP COM 079860102 1327 28300 SOLE Master T 28300 0 0
BEMIS INC COM 081437105 807 20300 SOLE 20300 0 0
BERGEN BRUNSWIG CORP COM CL A 083739102 2464 142870 SOLE 142870 0 0
BERKSHIRE BANCORP INC COM 084597103 73 1700 SOLE 1700 0 0
BERLITZ INTL INC NEW COM 08520F100 99 5400 SOLE 5400 0 0
BEST BUY COMPANY COM 086516101 6021 89200 SOLE 89200 0 0
BETHLEHEM STL CORP COM 087509105 374 48700 SOLE 48700 0 0
BEVERLY ENTERPRISES COM 087851309 198 24500 SOLE 24500 0 0
BINDLEY WESTERN INDS COM 090324104 92 4000 SOLE 4000 0 0
BIO LOGIC SYS CORP COM 090909102 19 3700 SOLE 3700 0 0
BIO-REFERENCE LABS INC COM 09057G602 1 2000 SOLE 2000 0 0
BIOGEN INC COM 090597105 3280 51000 SOLE 51000 0 0
BIOSPECIFICS TECHNOL COM 090931106 2 700 SOLE 700 0 0
BISYS GROUP INC (THE) COM 055472104 293 5000 SOLE 5000 0 0
BJ SERVICES CO COM 055482103 1334 45300 SOLE 45300 0 0
BJ'S WHOLESALE CLUB COM 05548J106 1969 65500 SOLE 65500 0 0
BLACK & DECKER CORP COM 091797100 2317 36700 SOLE 36700 0 0
BLACK BOX CORP COM 091826107 5 100 SOLE 100 0 0
BLACK HILLS CORP COM 092113109 318 13750 SOLE 13750 0 0
BLACKROCK 1999 TERM TRUST MUTUAL FUND 09247T100 2549 256500 SOLE 256500 0 0
BLACKROCK STRATEGIC TERM TRUSMUTUAL FUND 09247P108 453 50000 SOLE 50000 0 0
BLACKROCK TARGET TERM TRUST MUTUAL FUND 092476100 1027 106700 SOLE 106700 0 0
BLOCK DRUG CO COM CL A 093644102 670 16068 SOLE 16068 0 0
BLOCK H & R INC COM 093671105 2050 41000 SOLE 41000 0 0
BLYTH INDUSTRIES INC COM 09643P108 1103 32100 SOLE 32100 0 0
BMC SOFTWARE INC COM 055921100 5027 93101 SOLE 93101 0 0
BNCCORP COM 055936108 13 1400 SOLE 1400 0 0
BOB EVANS FARMS INC COM 096761101 1308 65800 SOLE 65800 0 0
BOEING CO COM 097023105 16567 374930 SOLE 374930 0 0
BOEING CO COM 097023105 1352 30600 SOLE Master T 30600 0 0
BOISE CASCADE CORP COM 097383103 905 21100 SOLE 21100 0 0
BOK FINL CORP COM 05561Q201 319 12646 SOLE 12646 0 0
BOOKS-A-MILLION INC COM 098570104 5 600 SOLE 600 0 0
BORDERS GROUP INC COM 099709107 267 16900 SOLE 16900 0 0
BORG-WARNER AUTOMOTIVE INC COM 099724106 1788 32500 SOLE 32500 0 0
BOSTON SCIENTIFIC CO COM 101137107 22382 509400 SOLE 509400 0 0
BOUNDLESS CORPORATION COM 101706208 30 5100 SOLE 5100 0 0
BOWATER INC COM 102183100 1592 33700 SOLE 33700 0 0
BOWNE & CO INC COM 103043105 99 7600 SOLE 7600 0 0
BRASIL DISTR PAO ADR ADR 20440T201 1035 55400 SOLE 55400 0 0
BRAZIL FUND CLOSED END FUN105759104 3987 270300 SOLE 270300 0 0
BRIDGESTREET ACCOMMODATIONS COM 108452103 21 6200 SOLE 6200 0 0
BRIGGS & STRATTON CORP COM 109043109 733 12700 SOLE 12700 0 0
BRINKER INTL INC COM 109641100 1363 50128 SOLE 50128 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 64098 910000 SOLE 910000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 2085 29600 SOLE Master T 29600 0 0
BROADVISION INC. COM 111412102 66 900 SOLE 900 0 0
BROWN & SHARPE MFG CO CL A 115223109 84 15500 SOLE 15500 0 0
BROWNING FERRIS INDS INC COM 115885105 3870 90000 SOLE 90000 0 0
BRUNSWICK CORP COM 117043109 1012 36300 SOLE 36300 0 0
BRUSH WELLMAN INC COM 117421107 203 11200 SOLE 11200 0 0
BUFFETS INC COM 119882108 325 28300 SOLE 28300 0 0
BURLINGTON COAT FACTORY WRHS COM 121579106 413 21400 SOLE 21400 0 0
BURLINGTON INDS INC COM 121693105 328 36200 SOLE 36200 0 0
BURLINGTON NORTHN SANTA FE COCOM 12189T104 2816 90843 SOLE 90843 0 0
BURLINGTON RES INC COM 122014103 2569 59400 SOLE 59400 0 0
BUSH BOAKE ALLEN INC COM 123162109 3767 128800 SOLE 128800 0 0
C D I CORP COM 125071100 525 15400 SOLE 15400 0 0
C.H. ROBINSON WORLDWIDE INC COM 12541W100 4888 133000 SOLE 133000 0 0
CABLE DESIGN TECHNOLOGIES COM 126924109 3931 254650 SOLE 254650 0 0
CABLE DESIGN TECHNOLOGIES COM 126924109 597 38650 SOLE Master T 38650 0 0
CABLETRON SYS COM 126920107 884 68000 SOLE 68000 0 0
CABOT CORP COM 127055101 372 15400 SOLE 15400 0 0
CABOT OIL & GAS CORP COM 127097103 490 26300 SOLE 26300 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 1995 156448 SOLE 156448 0 0
CADMUS COMMUNICATION COM 127587103 32 2300 SOLE 2300 0 0
CALLAWAY GOLF COMPANY COM 131193104 680 46500 SOLE 46500 0 0
CALPINE CORPORATION COM 131347106 286 5300 SOLE 5300 0 0
CAMBREX CORP COM 132011107 1263 48100 SOLE 48100 0 0
CAMBRIDGE TECH PTNRS INC COM 132524109 725 41300 SOLE 41300 0 0
CAMDEN PROPERTY TRUST COM 133131102 71 2600 SOLE 2600 0 0
CAMERON ASHLEY BUILDING PROD COM 133290106 115 11000 SOLE 11000 0 0
CAMERON FINANCIAL CORP COM 133425108 21 1500 SOLE 1500 0 0
CANADIAN NATL RAILWAY CO COM 136375102 21 307 SOLE 307 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 4511 81000 SOLE 81000 0 0
CARDINAL HEALTH INC COM 14149Y108 6962 108571 SOLE 108571 0 0
CARLISLE COS INC COM 142339100 900 18700 SOLE 18700 0 0
CARMEL CONTAINER SYS-ORD COM 143269108 2 300 SOLE 300 0 0
CARNIVAL CORP COM 143658102 11834 244000 SOLE 244000 0 0
CAROLINA FIRST CORP COM 143877108 173 7100 SOLE 7100 0 0
CARPENTER TECH COM 144285103 126 4400 SOLE 4400 0 0
CARTER WALLACE INC COM 146285101 831 45700 SOLE 45700 0 0
CASE CORPORATION COM 14743R103 29299 608800 SOLE 608800 0 0
CASTLE ENERGY CORP COM 148449309 13 700 SOLE 700 0 0
CATALINA LIGHTING INC COM 148865108 27 5300 SOLE 5300 0 0
CATALINA MARKETING COM 148867104 28 300 SOLE 300 0 0
CATELLUS DEV CORP COM 149111106 11416 736535 SOLE 736535 0 0
CATERPILLAR INC COM 149123101 312 5200 SOLE 5200 0 0
CATHERINES STORES CO COM 14916F100 93 7500 SOLE 7500 0 0
CB BANCSHARES INC/HAWAII COM 124785106 121 3800 SOLE 3800 0 0
CBL & ASSOCIATES PROPERTIES COM 124830100 63 2400 SOLE 2400 0 0
CBS CORPORATION COM 12490K107 3032 69800 SOLE 69800 0 0
CCB FINL CORP COM 124875105 10549 199500 SOLE 199500 0 0
CCC INFORMATION SERVICES COM 12487Q109 93312 7247564 SOLE 7247564 0 0
CELL GENESYS INC COM 150921104 2819 663225 SOLE 663225 0 0
CENDANT CORP COM 151313103 6110 298045 SOLE 298045 0 0
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 82 2400 SOLE 2400 0 0
CENTRAL & SOUTH WEST CORP COM 152357109 1978 84600 SOLE 84600 0 0
CENTRAL BANCORP INC COM 152418109 4 200 SOLE 200 0 0
CENTRAL EUROPEAN EQUITY FUND MUTUAL FUND 153436100 11973 916600 SOLE 916600 0 0
CENTURYTEL INC COM 156700106 2222 55900 SOLE 55900 0 0
CENTURYTEL INC COM 156700106 837 21050 SOLE Master T 21050 0 0
CERIDIAN CORP COM 15677T106 1863 57000 SOLE 57000 0 0
CHAMPION INTERNATIONAL COM 158525105 1058 22100 SOLE 22100 0 0
CHARLES SCHWAB COM 808513105 17978 163625 SOLE 163625 0 0
CHARTER ONE FIN INC COM 160903100 3292 118381 SOLE 118381 0 0
CHARTWELL RE CORPORATION COM 16139W109 15 800 SOLE 800 0 0
CHASE MANHATTAN CORP COM 16161A108 19477 224842 SOLE 224842 0 0
CHECKFREE CORP COM 162816102 91 3300 SOLE 3300 0 0
CHEMICAL FINL CORP COM 163731102 320 9200 SOLE 9200 0 0
CHESAPEAKE CORP COM 165159104 517 13800 SOLE 13800 0 0
CHEVRON CORPORATION COM 166751107 25034 263000 SOLE 263000 0 0
CHICAGO BRIDGE & IRON CO COM N19808109 693 49700 SOLE Master T 49700 0 0
CHILDRENS PLACE COM 168905107 284 7000 SOLE 7000 0 0
CHILE FD INC MUTUAL FUND 168834109 14581 1261100 SOLE 1261100 0 0
CHINA EASTERN AIRLINES ADR 1 ADR = 100 H 16937R104 491 37600 SOLE 37600 0 0
CHINA FUND MUTUAL FUND 169373107 5426 440700 SOLE 440700 0 0
CHINA SOUTHERN AIR ADR 1ADR=50 H SHS 169409109 710 56500 SOLE 56500 0 0
CHIREX INC COM 170038103 167 5200 SOLE 5200 0 0
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SIMIONE CENTRAL HLDGS INC COM 828654202 6 2500 SOLE 2500 0 0
SIMPSON INDUSTRIES COM 829060102 10463 1020800 SOLE 1020800 0 0
SINGAPORE FUND INC 82929L109 291 28600 SOLE 28600 0 0
SIZZLER INTL COM 830139101 17 7500 SOLE 7500 0 0
SK TELECOM CO LTD ADR COM (90 ADRS 78440P108 12223 719000 SOLE 719000 0 0
SKYLINE CORP COM 830830105 311 10600 SOLE 10600 0 0
SKYWEST INC COM 830879102 377 15100 SOLE 15100 0 0
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SLM HOLDING CORP COM 78442A109 2749 60000 SOLE 60000 0 0
SMITH INTL INC COM 832110100 478 11000 SOLE 11000 0 0
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SNYDER COMMUNICATIONS INC COM 832914105 1608 49100 SOLE 49100 0 0
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SOLECTRON CORP COM 834182107 6689 100300 SOLE 100300 0 0
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SONAT INC COM 835415100 1451 43800 SOLE 43800 0 0
SONESTA INTL HOTELS COM 835438409 22 1800 SOLE 1800 0 0
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SPACEHAB INC COM 846243103 12 2400 SOLE 2400 0 0
SPACELABS MEDICAL COM 846247104 247 13100 SOLE 13100 0 0
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SPARTON CORP COM 847235108 4 700 SOLE 700 0 0
SPEIZMAN INDS INC COM 847805108 15 4000 SOLE 4000 0 0
SPIRE CORP COM 848565107 15 3800 SOLE 3800 0 0
SPORT CHALET INC COM 849163100 39 6300 SOLE 6300 0 0
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SPX CORP COM 784635104 1603 19200 SOLE 19200 0 0
ST PAUL COS INC COM 792860108 207 6500 SOLE 6500 0 0
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STATE STREET CORP COM 857477103 5515 64600 SOLE 64600 0 0
STATION CASINOS AUG 99 PUT 17CONTRACT 857689953 13 50000 SOLE 50000 0 0
STATION CASINOS INC COM 857689103 1019 50000 SOLE 50000 0 0
STEEL TECHNOLOGIES COM 858147101 2 200 SOLE 200 0 0
STERLING COMMERCE INC COM 859205106 2255 61770 SOLE 61770 0 0
STERLING SOFTWARE COM 859547101 1420 53200 SOLE 53200 0 0
STEWART & STEVENSON SVCS INC COM 860342104 322 21100 SOLE 21100 0 0
STEWART ENT INC CL-A COM 860370105 984 67600 SOLE 67600 0 0
STILLWATER MINING COMPANY COM 86074Q102 997 30500 SOLE 30500 0 0
STONERIDGE INC COM 86183P102 12 900 SOLE 900 0 0
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 1451 63800 SOLE 63800 0 0
STROUNDS INC COM 863451100 1 500 SOLE 500 0 0
STRUCTURAL DYNAMICS RESEARCH COM 863555108 414 22300 SOLE 22300 0 0
STUDENT LOAN CORP COM 863902102 209 4700 SOLE 4700 0 0
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SUNBURST HOSPITALITY CORP COM 866948102 16 2700 SOLE 2700 0 0
SUNGARD DATA SYSTEMS COM 867363103 2291 66400 SOLE 66400 0 0
SUNOCO INC COM 86764P109 1118 37044 SOLE 37044 0 0
SUNTRUST BKS INC COM 867914103 1180 17000 SOLE Master T 17000 0 0
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SUPERIOR INDUSTRIES INTL COM 868168105 470 17200 SOLE Master T 17200 0 0
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SW AIRLINES COM 844741108 3627 116525 SOLE 116525 0 0
SWIFT TRANSPORTATION COM 870756103 356 16200 SOLE 16200 0 0
SWISS HELVETIA FUND CLOSED END FUN870875101 29242 2098100 SOLE 2098100 0 0
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SYBRON INTL CORP COM 87114F106 1703 61800 SOLE 61800 0 0
SYKES ENTERPRISES INC COM 871237103 267 8000 SOLE 8000 0 0
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SYMANTEC CORP COM 871503108 1533 60100 SOLE 60100 0 0
SYMBOL TECH COM 871508107 857 23238 SOLE 23238 0 0
SYMS CORP COM 871551107 124 15300 SOLE 15300 0 0
SYNBIOTICS CORP COM 871566105 13 3300 SOLE 3300 0 0
SYNCOR INTL CORP DEL COM 87157J106 367 10200 SOLE 10200 0 0
SYNOPSYS INC COM 871607107 6 100 SOLE 100 0 0
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SYNTELLECT INC COM 87161L105 17 14700 SOLE 14700 0 0
SYSCO CORP COM 871829107 609 20412 SOLE 20412 0 0
T & W FINANCIAL CORP COM 87215N107 22 3100 SOLE 3100 0 0
TAIWAN EQUITY FUND INC MUTUAL FUND 874031107 4204 311400 SOLE 311400 0 0
TANS ATL HLDS COM 893521104 64 850 SOLE 850 0 0
TARRANT APPAREL GROUP COM 876289109 275 12100 SOLE 12100 0 0
TCA CABLE TV COM 872241104 1804 32500 SOLE 32500 0 0
TCF FINANCIAL CORP COM 872275102 7317 262500 SOLE 262500 0 0
TEAM INC COM 878155100 14 3600 SOLE 3600 0 0
TECH DATA CORP COM 878237106 1350 35300 SOLE 35300 0 0
TECUMSEH PRODS CO COM CL B 878895101 93 1700 SOLE 1700 0 0
TECUMSEH PRODUCTS COM CL A 878895200 866 14300 SOLE 14300 0 0
TEKTRONIX CORP COM 879131100 519 17200 SOLE 17200 0 0
TEL & DATA SYS COM 879433100 2944 40300 SOLE 40300 0 0
TELEBRAS ADR (1 ADR = 1879287100 2 31600 SOLE 31600 0 0
TELEBRAS SP ADR PFD BLOCK COM 879287308 5916 65600 SOLE 65600 0 0
TELECENTRO SUL PARTICIPA COM 879239101 89 1600 SOLE 1600 0 0
TELECOM ARGENTINA S.A. ADR ADR (1 ADR = 1879273209 1642 61400 SOLE 61400 0 0
TELEFONICA DE PERU ADR ADR 879384105 151 10000 SOLE 10000 0 0
TELEFONOS DE MEXICO SA 4.25% 6/15/04 879403AD5 5242 5000000 SOLE 5000000 0 0
TELESP PARTICIPACOES SA-ADR COM 87952K100 229 10000 SOLE 10000 0 0
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TEMPLATE SOFTWARE INC COM 879788107 1671 382000 SOLE 382000 0 0
TEMPLE INLAND INC COM 879868107 1542 22600 SOLE 22600 0 0
TEMPLETON CHINA WORLD FUND MUTUAL FUND 88018X102 7462 846800 SOLE 846800 0 0
TEMPLETON DRAGON FUND INC MUTUAL FUND 88018T101 9415 851050 SOLE 851050 0 0
TEMPLETON EMERGING MKTS APPRECOM 880190103 110 9200 SOLE 9200 0 0
TEMPLETON EMERGING MKTS FND CLOSED END FUN880191101 55 3700 SOLE 3700 0 0
TEMPLETON RUSSIA FUND INC MUTUAL FUND 88022F105 125 7100 SOLE 7100 0 0
TEMPLETON VIETNAM OPP FD CLOSED END FUN88022J107 244 22300 SOLE 22300 0 0
TENET HEALTHCARE CORP COM 88033G100 2181 117500 SOLE 117500 0 0
TENNECO INC COM 88037E101 10001 418900 SOLE 418900 0 0
TERADYNE CORP COM 880770102 4000 55750 SOLE 55750 0 0
TEREX CORP NEW COM 880779103 79 2600 SOLE 2600 0 0
TESORO PETROLEUM COR COM 881609101 142 8900 SOLE 8900 0 0
TEVA PHARMACEUTICAL - ADR (1ADR = 10 SHA881624209 1715 35000 SOLE 35000 0 0
TEXACO COM 881694103 13454 215267 SOLE 215267 0 0
TEXAS INSTRS INC COM 882508104 22693 156500 SOLE 156500 0 0
TEXAS MICRO INC COM 88255T103 71 9400 SOLE 9400 0 0
TEXAS PAC LTD COM 882610108 4 100 SOLE 100 0 0
TEXAS UTILS CO COM 882848104 4638 112429 SOLE 112429 0 0
TEXTRON INC COM 883203101 13582 165000 SOLE 165000 0 0
THE PMI GROUP INC COM 69344M101 1193 19000 SOLE 19000 0 0
THERMO ELECTRON COM 883556102 1278 63700 SOLE 63700 0 0
THOMAS & BETTS CORP COM 884315102 5906 125000 SOLE 125000 0 0
TIDEWATER INC COM 886423102 619 20300 SOLE 20300 0 0
TIFFANY & CO COM 886547108 2239 23200 SOLE 23200 0 0
TIMBERLAND BANCORP INC COM 887098101 1328 113000 SOLE 113000 0 0
TIME WARNER COM 887315109 21921 298240 SOLE 298240 0 0
TIME WARNER COM 887315109 2573 35000 SOLE Master T 35000 0 0
TIMES MIRROR CO COM CL A 887364107 1856 31321 SOLE 31321 0 0
TIMKEN CO COM 887389104 417 21400 SOLE 21400 0 0
TJ INTERNATIONAL INC COM 872534102 443 14300 SOLE 14300 0 0
TJX COS INC NEW COM 872540109 51870 1557076 SOLE 1557076 0 0
TJX COS INC NEW COM 872540109 2932 88000 SOLE Master T 88000 0 0
TNP ENTERPRISES INC COM 872594106 435 12000 SOLE 12000 0 0
TODAYS MAN INC COM 888910205 9 7800 SOLE 7800 0 0
TORCHMARK CORP COM 891027104 1904 55800 SOLE 55800 0 0
TOSCO CORP COM 891490302 2555 98500 SOLE 98500 0 0
TOTAL RENAL CARE COM 89151A107 839 53900 SOLE 53900 0 0
TOYS R US COM 892335100 9005 435300 SOLE 435300 0 0
TRANSACTION SYSTEMS ARCHITECTCOM CL A 893416107 429 11000 SOLE 11000 0 0
TRANSAMERICA CORP COM 893485102 56393 751900 SOLE 751900 0 0
TRANSCOASTAL MARINE SERVICES COM 893537100 25 5200 SOLE 5200 0 0
TRANSOCEAN OFFSHORE INC COM G90076103 1743 66400 SOLE 66400 0 0
TRANSWITCH CORP COM 894065101 407 8600 SOLE 8600 0 0
TRANZ RAIL HOLDINGS COM 894116102 1620 305000 SOLE 305000 0 0
TRC COS INC COM 872625108 51 8400 SOLE 8400 0 0
TRIAD HOSPITALS INC COM 89579K109 195 14448 SOLE 14448 0 0
TRIARC COS INC COM 895927101 193 9100 SOLE 9100 0 0
TRIBUNE CO NEW COM 896047107 4121 47300 SOLE 47300 0 0
TRICO BANCSHARES COM 896095106 9 500 SOLE 500 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 5534 102248 SOLE 102248 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 507 9360 SOLE Master T 9360 0 0
TRIGON HEALTHCARE INC COM 89618L100 975 26800 SOLE 26800 0 0
TRINITY INDUSTRIES COM 896522109 814 24300 SOLE 24300 0 0
TRIQUINT SEMICONDUCTOR COM 89674K103 11 200 SOLE 200 0 0
TRM COPY CTRS CORP COM 872636105 56 8500 SOLE 8500 0 0
TRUST CO NJ JERSEY COM 898304100 284 12100 SOLE 12100 0 0
TUPPERWARE CORPORATION W/I COM 899896104 592 23200 SOLE 23200 0 0
TURKISH INVESTMENT FUND MUTUAL FUND 900145103 966 135600 SOLE 135600 0 0
TV AZTECA S.A. ADR ADR (1ADR = 4901145102 4115 793200 SOLE 793200 0 0
TWIN DISC INC COM 901476101 80 4000 SOLE 4000 0 0
TYCO LABS INC COM 902124106 30531 322230 SOLE 322230 0 0
TYSON FOODS INC COM CL A 902494103 3195 142000 SOLE 142000 0 0
U S HOME CORP NEW COM 911920106 4 100 SOLE 100 0 0
U.S. BANCORP COM 902973106 20345 598372 SOLE 598372 0 0
U.S. BANCORP COM 902973106 1125 33100 SOLE Master T 33100 0 0
U.S. CAN CORPORATION COM 90328W105 24871 1117800 SOLE 1117800 0 0
U.S. CAN CORPORATION COM 90328W105 739 33200 SOLE Master T 33200 0 0
U.S. INDUSTRIES COM 912080108 9952 585400 SOLE 585400 0 0
UCAR INTL INC COM 90262K109 260 10300 SOLE 10300 0 0
UFP TECHNOLOGIES INC COM 902673102 0 100 SOLE 100 0 0
UICI COM 902737105 165474 5990000 SOLE 5990000 0 0
ULTIMATE ELECTRONICS INC COM 903849107 56 3100 SOLE 3100 0 0
ULTRAMAR CORP COM 904000106 1207 55322 SOLE 55322 0 0
UMB FINANCIAL COM 902788108 684 15964 SOLE 15964 0 0
UNIBANCO GDR COM 90458E107 1944 80800 SOLE 80800 0 0
UNICOM CORP COM 904911104 3336 86500 SOLE 86500 0 0
UNIFAB INTERNATIONAL INC COM 90467L100 29 3500 SOLE 3500 0 0
UNIFI INC COM 904677101 795 37400 SOLE 37400 0 0
UNIFIRST CORP COM 904708104 86 4700 SOLE 4700 0 0
UNIGRAPHICS SOLUTIONS INC COM 904928108 210 11800 SOLE 11800 0 0
UNILEVER N V COM 904784709 15739 225646 SOLE 225646 0 0
UNION CARBIDE CORP COM 905581104 2545 52200 SOLE 52200 0 0
UNION PAC CORP COM 907818108 4993 85633 SOLE 85633 0 0
UNION PACIFIC RESOURCES GRP COM 907834105 1631 100009 SOLE 100009 0 0
UNIROYAL TECHNOLOGY COM 909163107 20 1700 SOLE 1700 0 0
UNISYS CORP COM 909214108 3224 82800 SOLE 82800 0 0
UNITED AUTO GROUP COM 909440109 29147 2843656 SOLE 2843656 0 0
UNITED CAPITAL CORPORATION COM 909912107 9 600 SOLE 600 0 0
UNITED HEALTH CP COM 910581107 4703 75100 SOLE 75100 0 0
UNITED INDUSTRIAL CO COM 910671106 147 13300 SOLE 13300 0 0
UNITED INTERNATIONAL HLDGS-A COM 910734102 18604 275100 SOLE 275100 0 0
UNITED TECHNOLOGIES CORP COM 913017109 29900 417089 SOLE 417089 0 0
UNITRIN INC COM 913275103 1923 46900 SOLE 46900 0 0
UNIVERSAL FOODS COM 913538104 672 31800 SOLE 31800 0 0
UNIVERSAL FOREST PRODUCTS COM 913543104 146 6800 SOLE 6800 0 0
UNIVERSAL HLTH SVCS COM 913903100 4775 100000 SOLE 100000 0 0
UNIVISION COMMUNICATIONS INC COM 914906102 3980 60300 SOLE 60300 0 0
UNOCAL CORP COM 915289102 3868 97616 SOLE 97616 0 0
UNOVA INC COM 91529B106 648 40800 SOLE 40800 0 0
US FRANCHISE SYSTEMS INC-A COM 902956309 387 16700 SOLE 16700 0 0
US WEST INC COM 91273H101 11768 200300 SOLE 200300 0 0
US XPRESS ENTERPRISES A COM 90338N103 1779 166500 SOLE 166500 0 0
USAIR GROUP INC COM 911905107 2187 50200 SOLE 50200 0 0
USEC INC COM 90333E108 132090 8880000 SOLE 8880000 0 0
USEC INC COM 90333E108 1955 131400 SOLE Master T 131400 0 0
USFREIGHTWAYS CORPORATION COM 916906100 185 4000 SOLE 4000 0 0
USG CORP COM 903293405 1859 33200 SOLE 33200 0 0
UST CORP COM 902900109 10412 344200 SOLE 344200 0 0
USX MARATHON GROUP COM 902905827 6731 206700 SOLE 206700 0 0
USX-U S STEEL COM 90337T101 421 15600 SOLE 15600 0 0
UTILICORP COM 918005109 1444 59400 SOLE 59400 0 0
V F CORP COM 918204108 2065 48310 SOLE 48310 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 663 17700 SOLE 17700 0 0
VALERO ENERGY CORP COM 91913Y100 737 34400 SOLE 34400 0 0
VALUE CITY DEPARTMENT STORES COM 920387107 42 3400 SOLE 3400 0 0
VALUE LINE INC COM 920437100 140 3600 SOLE 3600 0 0
VANS INC COM 921930103 37 3200 SOLE 3200 0 0
VARCO INTL INC COM 922126107 442 40400 SOLE 40400 0 0
VARLEN CORP COM 922248109 904 22313 SOLE 22313 0 0
VENATOR GROUP INC COM 922944103 536 51400 SOLE 51400 0 0
VERITAS SOFTWARE CORP COM 923436109 5079 53500 SOLE 53500 0 0
VERITY INC COM 92343C106 444 8200 SOLE 8200 0 0
VIACOM COM CL B 925524308 12170 276588 SOLE 276588 0 0
VIAD CORP COM 92552R109 8359 270200 SOLE 270200 0 0
VICORP RESTAURANTS COM 925817108 16 900 SOLE 900 0 0
VIDAMED INC COM 926530106 1813 1000000 SOLE 1000000 0 0
VIDEO DISPLAY CORP COM 926555103 22 4600 SOLE 4600 0 0
VIDEO UPDATE INC CL-A COM 92657V104 20 24100 SOLE 24100 0 0
VILLAGE SUPER MKT COM 927107409 39 3000 SOLE 3000 0 0
VIMPEL COMMUNIDATIONS ADR ADR 68370R109 872 37600 SOLE 37600 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 1428 68001 SOLE 68001 0 0
VISX INC DEL COM 92844S105 1188 15000 SOLE 15000 0 0
VITRO SA ADR 928502301 1349 263300 SOLE 263300 0 0
VLASIC FOODS INTL COM 928559103 212 28940 SOLE 28940 0 0
VODAFONE GROUP PLC ADR 92857T107 69446 352519 SOLE 352519 0 0
VODAFONE GROUP PLC ADR 92857T107 532 2700 SOLE Master T 2700 0 0
W.R. GRACE & CO COM 38388F108 535 29100 SOLE 29100 0 0
WABASH NATIONAL CORP COM 929566107 349 18000 SOLE 18000 0 0
WACHOVIA CORP COM 929771103 257 3000 SOLE 3000 0 0
WACKENHUT CORP CL B COM 929794303 2861 119200 SOLE 119200 0 0
WAL MART STORES INC COM 931142103 85552 1773092 SOLE 1773092 0 0
WAL MART STORES INC COM 931142103 4545 94200 SOLE Master T 94200 0 0
WALLACE COMPUTER COM 932270101 653 26100 SOLE 26100 0 0
WALTER INDUSTRIES INC COM 93317Q105 563 43500 SOLE 43500 0 0
WARNACO GROUP CL A COM 934390105 1003 37500 SOLE 37500 0 0
WARNER LAMBERT CO COM 934488107 48278 695900 SOLE 695900 0 0
WARNER LAMBERT CO COM 934488107 3545 51100 SOLE Master T 51100 0 0
WASH POST CL B COM 939640108 3676 6835 SOLE 6835 0 0
WASHINGTON G & L COM 938837101 720 27700 SOLE 27700 0 0
WASHINGTON MUTUAL INC COM 939322103 8554 241820 SOLE 241820 0 0
WASHINGTON MUTUAL INC COM 939322103 623 17600 SOLE Master T 17600 0 0
WASTE MANAGEMENT INC COM 94106L109 12729 236827 SOLE 236827 0 0
WASTE MANAGEMENT INC COM 94106L109 2498 46482 SOLE Master T 46482 0 0
WATSON PHARMACEUTICAL INC COM 942683103 1238 35300 SOLE 35300 0 0
WATTS INDUSTRIES COM CL A 942749102 322 16800 SOLE 16800 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 238 13200 SOLE 13200 0 0
WEATHERFORD INTERNATIONAL COM 947074100 2978 81316 SOLE 81316 0 0
WEBS - JAPAN INDEX SERIES COM 92923H889 3856 308500 SOLE 308500 0 0
WEBS - MALAYSIA INDEX SERIES COM 92923H871 3717 540700 SOLE 540700 0 0
WEIDER NUTRITION INTL INC COM 948603105 9 2100 SOLE 2100 0 0
WELLMAN INC COM 949702104 306 19200 SOLE 19200 0 0
WELLS FARGO COMPANY COM 949746101 6041 141320 SOLE 141320 0 0
WENDYS INTL INC COM 950590109 1384 48900 SOLE 48900 0 0
WEST PHARMACEUTICALS SVCS INCCOM 955306105 149 3800 SOLE 3800 0 0
WESTAFF INC COM 957070105 68 11500 SOLE 11500 0 0
WESTAMERICA BANCORPORATION COM 957090103 358 9800 SOLE 9800 0 0
WESTERN BANCORP COM 957683105 5707 131200 SOLE 131200 0 0
WESTERN BEEF INC DEL COM 957781107 39 6400 SOLE 6400 0 0
WESTERN OHIO FINANCIAL CORP COM 959024100 35 1400 SOLE 1400 0 0
WESTFIELD AMERICA INC COM 959910100 508 33700 SOLE 33700 0 0
WESTINGHOUSE AIR BRAKE CO COM 960386100 62302 2402000 SOLE 2402000 0 0
WESTON (ROY F.) INC. COM 961137106 7 2400 SOLE 2400 0 0
WESTPOINT STEVENS INC COM 961238102 1082 36300 SOLE 36300 0 0
WESTVACO CORP COM 961548104 1160 40000 SOLE 40000 0 0
WEYERHAEUSER CO COM 962166104 7542 109700 SOLE 109700 0 0
WHIRLPOOL CORP COM 963320106 2235 30200 SOLE 30200 0 0
WHITE MOUNTAINS INSURANCE GP COM 964126106 902 6400 SOLE 6400 0 0
WHITMAN CORP COM 96647R107 10978 609900 SOLE 609900 0 0
WILLIAMS COS INC DEL COM 969457100 7233 169950 SOLE 169950 0 0
WILMINGTON TRUST CORP COM 971807102 6621 115400 SOLE 115400 0 0
WILSONS THE LEATHER EXPERTS COM 972463103 58 3500 SOLE 3500 0 0
WINN DIXIE STORES INC COM 974280109 2176 58900 SOLE 58900 0 0
WINSLOEW FURNITURE COM 975377102 195 5800 SOLE 5800 0 0
WISCONSIN CENTRAL TRANSPORT COM 976592105 621 32900 SOLE 32900 0 0
WISCONSIN ENERGY CORP COM 976657106 1905 76000 SOLE 76000 0 0
WITCO CORP COM 977385103 5736 286800 SOLE 286800 0 0
WMF GROUP LIMITED COM 929289106 33849 5415902 SOLE 5415902 0 0
WORKGROUP TECHNOLOGY CORP COM 980903108 11 6000 SOLE 6000 0 0
WORTHINGTON INDS INC COM 981811102 603 36700 SOLE 36700 0 0
WYMAN GORDON CO COM 983085101 17779 920600 SOLE 920600 0 0
XEROX CORP COM 984121103 15463 261800 SOLE 261800 0 0
XILINX INC COM 983919101 5364 93700 SOLE 93700 0 0
XIRCOM INC COM 983922105 114 3800 SOLE 3800 0 0
XOMED SURGICAL PRODUCTS INC COM 98412V107 185 3800 SOLE 3800 0 0
XTRA CORP COM 984138107 3216 70000 SOLE 70000 0 0
YELLOW CORP COM 985509108 433 24400 SOLE 24400 0 0
YORK INTERNATIONAL CORP COM 986670107 14817 346100 SOLE 346100 0 0
ZALE CORP COM 988858106 1153 28820 SOLE 28820 0 0
ZIONS BANCORPORATION COM 989701107 32 500 SOLE 500 0 0
Grand total 8168423
</TABLE>
<PAGE>
Form 13F Summary Page
Report Summary:
Number of other Included Managers :
Form 13F Information Table Entry Total: 1,651
Form 13F Information Table Value Total: $8,168,423,000
<PAGE>
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