FORM 13F COVER PAGE
Report for the Calendar Year or quater Ended: June 30, 2000
Check here if Amendment [X ]; Amendment Number:
This amendment (Check only one.): [X ] 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:
Steve McSweeney, Boston, MA August 8, 2000
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
---------------------------- ------------ --------- ------- ------- --- ---- ------- -------- ------- ------- -------
3COM CORP COM 885535104 8,200 142,300 SOLE 142,300 0 0
3DO COMPANY (THE) COM 88553W105 241 30,700 SOLE 30,700 0 0
3TEC ENERGY CORPORATION COM 88575R308 8,850 885,000 SOLE 885,000 0 0
A G EDWARDS INC COM 281760108 2,619 67,150 SOLE 67,150 0 0
A.H. BELO CORP COM 080555105 1,392 80,400 SOLE 80,400 0 0
AAR CORP COM 000361105 1,350 112,500 SOLE 112,500 0 0
ABBOTT LABS COM 002824100 52,869 1186,392 SOLE 1186,392 0 0
ABERCROMBIE & FITCH CO CL-A COM 002896207 845 69,300 SOLE 69,300 0 0
ABITIBI-CONSOLIDATED INC COM 003924107 21,469 2290,000 SOLE 2290,000 0 0
ACADIA REALTY TRUST COM 004239109 11,375 2000,000 SOLE 2000,000 0 0
ACADIANA BANCSHARES INC COM 004280103 9 600 SOLE 600 0 0
ACETO CORP COM 004446100 45 4,050 SOLE 4,050 0 0
ACME ELECTRIC CORP COM 004644100 66 7,600 SOLE 7,600 0 0
ACNIELSON CORP COM 004833109 909 41,300 SOLE 41,300 0 0
ACT MANUFACTURING INC COM 000973107 409 8,800 SOLE 8,800 0 0
ACTEL CORP COM 004934105 593 13,000 SOLE 13,000 0 0
ACUSON CORP COM 005113105 235 17,400 SOLE 17,400 0 0
ACXIOM CORP COM 005125109 1,608 59,000 SOLE 59,000 0 0
ADC TELECOMM COM 000886101 4,576 54,560 SOLE 54,560 0 0
ADOBE SYS INC COM 00724F101 6,162 47,400 SOLE 47,400 0 0
ADTRAN INC COM 00738A106 1,635 27,300 SOLE 27,300 0 0
ADVANCED LIGHTING TECHS COM 00753C102 1,528 82,600 SOLE 82,600 0 0
ADVANCED MICRO DEVICES INC COM 007903107 24,102 312,000 SOLE 312,000 0 0
ADVO INC COM 007585102 722 17,200 SOLE 17,200 0 0
AEROVOX INC COM 00808M105 26 6,200 SOLE 6,200 0 0
AES CORP COM 00130H105 7,756 170,000 SOLE 170,000 0 0
AETNA LIFE & CAS CO COM 008117103 3,723 58,000 SOLE 58,000 0 0
AFFILIATED COMPUTER SVCS A COM 008190100 1,167 35,300 SOLE 35,300 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 305 6,700 SOLE 6,700 0 0
AFLAC INC COM 001055102 4,943 107,600 SOLE 107,600 0 0
AGCO CORP COM 001084102 474 38,700 SOLE 38,700 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 13,780 186,852 SOLE 186,852 0 0
AGL RESOURCES INC COM 001204106 642 40,300 SOLE 40,300 0 0
AGRIBRANDS INTL INC COM 00849R105 2,169 51,730 SOLE 51,730 0 0
AIR PRODS & CHEMS INC COM 009158106 2,866 93,000 SOLE 93,000 0 0
AIRBORNE FREIGHT COM 009266107 3,230 170,570 SOLE 170,570 0 0
AIRGAS INC COM 009363102 253 44,400 SOLE 44,400 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,306 11,000 SOLE 11,000 0 0
ALASKA AIRGROUP INC COM 011659109 529 19,500 SOLE 19,500 0 0
ALBANY INTL COM 012348108 291 20,049 SOLE 20,049 0 0
ALBERTO CULVER CO CL-B COM 013068101 678 22,200 SOLE 22,200 0 0
ALBERTSONS INC COM 013104104 5,728 172,266 SOLE 172,266 0 0
ALCOA INC COM 013817101 42,244 1456,696 SOLE 1456,696 0 0
ALEXANDER & BALDWIN INC COM 014482103 617 27,950 SOLE 27,950 0 0
ALLEGHENY ENERGY CORP COM 017361106 2,149 78,500 SOLE 78,500 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 695 38,600 SOLE 38,600 0 0
ALLERGAN INC COM 018490102 3,963 53,200 SOLE 53,200 0 0
ALLIANT ENERGY CORP COM 018802108 1,459 56,100 SOLE 56,100 0 0
ALLIED WASTE INDS COM 019589308 1,977 197,700 SOLE 197,700 0 0
ALLMERICA FINANCIAL CORP COM 019754100 1,959 37,400 SOLE 37,400 0 0
ALLOU HEALTH AND BEAUTY COM 019782101 30 4,200 SOLE 4,200 0 0
ALLSTATE CORP COM 020002101 6,742 303,000 SOLE 303,000 0 0
ALLTEL CORP COM 020039103 7,980 128,843 SOLE 128,843 0 0
ALPHARMA INC CL A COM CL A 020813101 1,313 21,100 SOLE 21,100 0 0
ALZA CORP DEL COM CL A 022615108 2,536 42,900 SOLE 42,900 0 0
AMBAC FINANCIAL GROUP INC COM 023139108 2,736 49,920 SOLE 49,920 0 0
AMBANC HOLDING CO INC COM 023161102 82 5,400 SOLE 5,400 0 0
AMERADA HESS CORP COM 023551104 2,266 36,700 SOLE 36,700 0 0
AMERICA ONLINE INC 4% 11/15/02 02364JAB0 28,986 3585,000 SOLE 3585,000 0 0
AMERICA ONLINE INC COM 02364J104 770 14,600 SOLE 14,600 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 2,724 192,000 SOLE 192,000 0 0
AMERICAN BUSINESS FINANCIAL COM 02476B106 37 3,200 SOLE 3,200 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 462 33,000 SOLE 33,000 0 0
AMERICAN ELEC PWR INC COM 025537101 3,830 129,280 SOLE 129,280 0 0
AMERICAN EXPRESS CO COM 025816109 27,381 525,300 SOLE 525,300 0 0
AMERICAN FINANCIAL GROUP INC COM 025932104 1,050 42,300 SOLE 42,300 0 0
AMERICAN FREIGHTWAYS CORP COM 02629V108 325 22,400 SOLE 22,400 0 0
AMERICAN GENERAL CORP COM 026351106 4,999 81,949 SOLE 81,949 0 0
AMERICAN GREETINGS CORP COM CL A 026375105 882 46,400 SOLE 46,400 0 0
AMERICAN HOME PRODS CORP COM 026609107 30,973 527,200 SOLE 527,200 0 0
AMERICAN INTL GROUP INC COM 026874107 28,447 242,100 SOLE 242,100 0 0
AMERICAN MGMT SYS COM 027352103 246 7,500 SOLE 7,500 0 0
AMERICAN PACIFIC COR COM 028740108 40 7,100 SOLE 7,100 0 0
AMERICAN POWER CONVERSION COM 029066107 4 100 SOLE 100 0 0
AMERICAN SOFTWARE COM 029683109 31 6,100 SOLE 6,100 0 0
AMERICAN TEL & TELEG CO COM 001957109 6,657 210,491 SOLE 210,491 0 0
AMERICAN TOWER CORP JAN 02 P PUT ON EQUIT 029912951 53 25 PUT SOLE 25 0 0
AMERICAN WATER WORKS COM 030411102 1,703 68,100 SOLE 68,100 0 0
AMERICREDIT CORP COM 03060R101 95 5,600 SOLE 5,600 0 0
AMERISOURCE HEALTH CORP A COM 03071P102 1,767 57,000 SOLE 57,000 0 0
AMERITRADE HOLDINGS 5.75% 8/1/04 03072HAA7 2,878 5000,000 SOLE 5000,000 0 0
AMERON INC DEL COM 030710107 86 2,400 SOLE 2,400 0 0
AMETEK INC COM 031100100 310 17,700 SOLE 17,700 0 0
AMGEN INC COM 031162100 16,045 228,400 SOLE 228,400 0 0
AMPCO PITTSBURGH COR COM 032037103 151 13,600 SOLE 13,600 0 0
AMPHENOLCORP-CL A COM 032095101 13 200 SOLE 200 0 0
AMPLICON INC COM 032101107 6 600 SOLE 600 0 0
AMR CORP COM 001765106 1,663 62,890 SOLE 62,890 0 0
AMREP CORP COM 032159105 10 1,700 SOLE 1,700 0 0
AMWEST INSURANCE GROUP INC COM 032345100 12 2,500 SOLE 2,500 0 0
ANADARKO PETE CORP COM 032511107 2,604 52,800 SOLE 52,800 0 0
ANALOG DEVICES INC COM 032654105 9,639 126,834 SOLE 126,834 0 0
ANAREN MICROWAVE INC COM 032744104 669 5,100 SOLE 5,100 0 0
ANDERSONS INC COM 034164103 9 900 SOLE 900 0 0
ANDREW CORP COM 034425108 1,135 33,812 SOLE 33,812 0 0
ANGELICA CORP COM 034663104 19 2,400 SOLE 2,400 0 0
ANHEUSER BUSCH COS INC COM 035229103 14,034 187,900 SOLE 187,900 0 0
ANNALY MORTGAGE MANAGEMENT COM 035710409 37 4,200 SOLE 4,200 0 0
ANTEC CORP COM 03664P105 1,101 26,500 SOLE 26,500 0 0
AON CORP COM 037389103 3,189 102,675 SOLE 102,675 0 0
APARTMENT INVT & MGT CO A COM 03748R101 13,146 303,959 SOLE 303,959 0 0
APOLLO GROUP INC CL A COM 037604105 1,680 60,000 SOLE 60,000 0 0
APPLE COMPUTER INC COM 037833100 6,086 116,200 SOLE 116,200 0 0
APPLEBEES INTL INC COM 037899101 58 1,900 SOLE 1,900 0 0
APPLIED MATL COM 038222105 19,992 220,600 SOLE 220,600 0 0
APPLIED MICRO CIRCUITS CORP COM 03822W109 988 10,000 SOLE 10,000 0 0
APRIA HEALTHCARE GROUP COM 037933108 403 32,900 SOLE 32,900 0 0
ARCH COMMUNICATIONS COM 039381504 7,671 1180,192 SOLE 1180,192 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,425 247,155 SOLE 247,155 0 0
ARDEN GROUP INC COM 039762109 141 3,600 SOLE 3,600 0 0
ARGENTINA FUND INC MUTUAL FUND 040112104 14,969 1460,400 SOLE 1460,400 0 0
ARGOSY GAMING CORP COM 040228108 285 19,800 SOLE 19,800 0 0
ARK RESTAURANTS CORP COM 040712101 29 3,800 SOLE 3,800 0 0
ARMSTRONG WORLD INDS INC COM 042384107 239 15,600 SOLE 15,600 0 0
ARNOLD INDS COM 042595108 195 16,200 SOLE 16,200 0 0
ARROW ELECTRONIC COM 042735100 2,140 69,024 SOLE 69,024 0 0
ARROW INTL INC COM 042764100 127 3,800 SOLE 3,800 0 0
ARVIN INDUSTRIES INC COM 043339100 276 15,900 SOLE 15,900 0 0
ASA INTL LTD COM 001912203 13 3,900 SOLE 3,900 0 0
ASA LTD CLOSED END F 002050102 4,436 275,100 SOLE 275,100 0 0
ASHLAND INC COM 044204105 1,020 29,100 SOLE 29,100 0 0
ASHWORTH INC COM 04516H101 71 15,800 SOLE 15,800 0 0
ASIA PACIFIC FUND CLOSED END F 044901106 18,884 1949,300 SOLE 1949,300 0 0
ASIA TIGERS FUND CLOSED END F 04516T105 33,678 3742,000 SOLE 3742,000 0 0
ASPECT COMMUNICATIONS CORP COM 04523Q102 16 400 SOLE 400 0 0
ASPECT MEDICAL SYSTEMS COM 045235108 13,498 499,939 SOLE 499,939 0 0
ASPEN TECHNOLOGY COM 045327103 539 14,000 SOLE 14,000 0 0
ASSOCIATED BANC CORP COM 045487105 4,491 205,900 SOLE 205,900 0 0
ASSOCIATED MATERIALS INC COM 045709102 27 1,800 SOLE 1,800 0 0
ASSOCIATES FIRST CAPITAL A COM 046008108 6,684 299,542 SOLE 299,542 0 0
ASTA FUNDING INC COM 046220109 8 2,400 SOLE 2,400 0 0
ASTORIA FINANCIAL CORP COM 046265104 1,030 40,000 SOLE 40,000 0 0
ATALANTA SOSNOFF CAP COM 046499109 28 2,800 SOLE 2,800 0 0
ATCHISON CASTING CORPORATION COM 046613105 23 4,000 SOLE 4,000 0 0
ATMEL CORP COM 049513104 4,528 122,800 SOLE 122,800 0 0
ATMI INC COM 00207R101 870 18,700 SOLE 18,700 0 0
ATWOOD OCEANICS COM 050095108 129 2,900 SOLE 2,900 0 0
AUTODESK INC COM 052769106 843 24,300 SOLE 24,300 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 13,724 256,224 SOLE 256,224 0 0
AVANT CORPORATION COM 053487104 761 40,600 SOLE 40,600 0 0
AVERY DENNISON CORP COM 053611109 3,155 47,000 SOLE 47,000 0 0
AVIALL INC COM 05366B102 27 5,400 SOLE 5,400 0 0
AVIGEN INC COM 053690103 19,161 436,710 SOLE 436,710 0 0
AVIRON COM 053762100 15,857 513,600 SOLE 513,600 0 0
AVNET INC COM 053807103 1,795 30,300 SOLE 30,300 0 0
AVON PRODS INC COM 054303102 1,878 42,200 SOLE 42,200 0 0
AXENET TECHNOLOGIES INC COM 05459C108 680 27,400 SOLE 27,400 0 0
AZTEC MANUFACTURING COM 054825104 11 700 SOLE 700 0 0
BADGER PAPER MILLS COM 056543101 4 1,000 SOLE 1,000 0 0
BAIRNCO CORP COM 057097107 66 8,900 SOLE 8,900 0 0
BAKER HUGHES INC COM 057224107 7,434 232,299 SOLE 232,299 0 0
BALDWIN TECHNOLOGY CO COM 058264102 39 18,500 SOLE 18,500 0 0
BALL CORP COM 058498106 380 11,800 SOLE 11,800 0 0
BALTEK CORP COM 058822107 21 2,900 SOLE 2,900 0 0
BANC ONE CORP COM 06423A103 2,068 77,857 SOLE 77,857 0 0
BANCWEST CORP COM 059790105 56 3,400 SOLE 3,400 0 0
BANDAG INC COM 059815100 347 14,300 SOLE 14,300 0 0
BANK OF AMERICA CORP COM 060505104 28,651 666,291 SOLE 666,291 0 0
BANK OF NEW YORK COM 064057102 22,246 478,400 SOLE 478,400 0 0
BANKNORTH GROUP INC COM 06646R107 735 48,000 SOLE 48,000 0 0
BANTA CORP COM 066821109 914 48,250 SOLE 48,250 0 0
BARD C R INC COM 067383109 1,011 21,000 SOLE 21,000 0 0
BARNWELL INDUSTRIES COM 068221100 6 400 SOLE 400 0 0
BARR LABORATORIES COM 068306109 699 15,600 SOLE 15,600 0 0
BARRA INC COM 068313105 615 12,400 SOLE 12,400 0 0
BARRICK GOLD CORP COM 067901108 2,918 160,417 SOLE 160,417 0 0
BAUSCH & LOMB INC COM 071707103 1,780 23,000 SOLE 23,000 0 0
BAXTER INTL INC COM 071813109 8,223 116,949 SOLE 116,949 0 0
BB&T CORPORATION COM 054937107 8,595 360,000 SOLE 360,000 0 0
BCE INC COM 05534B109 476 20,000 SOLE 20,000 0 0
BECKMAN COULTER INC COM 075811109 1,121 19,200 SOLE 19,200 0 0
BECTON DICKINSON & CO COM 075887109 2,963 103,300 SOLE 103,300 0 0
BELL MICROPRODUCTS INC COM 078137106 186 10,100 SOLE 10,100 0 0
BELLSOUTH CORP COM 079860102 2 48 SOLE 48 0 0
BEMIS INC COM 081437105 716 21,300 SOLE 21,300 0 0
BERGEN BRUNSWIG CORP COM CL A 083739102 833 151,370 SOLE 151,370 0 0
BERKSHIRE BANCORP INC COM 084597103 90 2,700 SOLE 2,700 0 0
BEST BUY COMPANY COM 086516101 20,822 329,200 SOLE 329,200 0 0
BESTFOODS COM 08658U101 17,728 256,000 SOLE 256,000 0 0
BETHLEHEM STL CORP COM 087509105 192 53,900 SOLE 53,900 0 0
BEVERLY ENTERPRISES COM 087851309 113 40,000 SOLE 40,000 0 0
BHA GROUP INC COM 055446108 6 600 SOLE 600 0 0
BIG DOG HOLDINGS INC BDOG 089128102 39 9,489 SOLE 9,489 0 0
BILLING INFO CONCEPTS COM 090063108 1,222 275,400 SOLE 275,400 0 0
BIOGEN INC COM 090597105 3,935 61,000 SOLE 61,000 0 0
BIOMET INC COM 090613100 1,976 51,400 SOLE 51,400 0 0
BIOSITE DIAGNOSTICS INC COM 090945106 323 6,700 SOLE 6,700 0 0
BIOSPECIFICS TECHNOL COM 090931106 2 800 SOLE 800 0 0
BIOVAL CORP 6.75% 3/31/2 09067J208 10,825 200,000 SOLE 200,000 0 0
BJ SERVICES CO COM 055482103 1,931 30,900 SOLE 30,900 0 0
BJs WHOLESALE CLUB COM 05548J106 1,667 50,500 SOLE 50,500 0 0
BLACK & DECKER CORP COM 091797100 1,403 35,700 SOLE 35,700 0 0
BLACK HILLS CORP COM 092113109 310 13,750 SOLE 13,750 0 0
BLAIR CORP COM 092828102 59 3,200 SOLE 3,200 0 0
BLOCK DRUG CO COM CL A 093644102 641 15,150 SOLE 15,150 0 0
BLOCK H & R INC COM 093671105 1,327 41,000 SOLE 41,000 0 0
BLYTH INDUSTRIES INC COM 09643P108 947 32,100 SOLE 32,100 0 0
BMC SOFTWARE INC COM 055921100 4 101 SOLE 101 0 0
BNCCORP COM 055936108 8 1,400 SOLE 1,400 0 0
BOB EVANS FARMS INC COM 096761101 952 63,700 SOLE 63,700 0 0
BOEING CO COM 097023105 16,365 391,400 SOLE 391,400 0 0
BOGEN COMMUNICATIONS INTL COM 097189104 56 7,600 SOLE 7,600 0 0
BOISE CASCADE CORP COM 097383103 6,942 268,300 SOLE 268,300 0 0
BON-TON STORES INC COM 09776J101 6 2,400 SOLE 2,400 0 0
BORDERS GROUP INC COM 099709107 892 57,300 SOLE 57,300 0 0
BOSTON SCIENTIFIC CO COM 101137107 2 100 SOLE 100 0 0
BOWATER INC COM 102183100 1,553 35,200 SOLE 35,200 0 0
BOWNE & CO INC COM 103043105 379 37,700 SOLE 37,700 0 0
BOYD BROTHERS TRANSPORTATION COM 103255105 12 3,000 SOLE 3,000 0 0
BRADLEY PHARMACEUTICALS INC COM 104576103 1 1,000 SOLE 1,000 0 0
BRADY CORPORATION CL A 104674106 429 13,200 SOLE 13,200 0 0
BRANDYWINE REALTY TRUST COM 105368203 484 25,300 SOLE 25,300 0 0
BRAZIL FUND CLOSED END F 105759104 30,887 1803,600 SOLE 1803,600 0 0
BRAZILIAN EQUITY FUND MUTUAL FUND 105884100 2,769 476,400 SOLE 476,400 0 0
BRIGGS & STRATTON CORP COM 109043109 418 12,200 SOLE 12,200 0 0
BRINKER INTL INC COM 109641100 1,569 53,628 SOLE 53,628 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 4,375 75,100 SOLE 75,100 0 0
BROADCOM CORP COM 111320107 19,048 87,000 SOLE 87,000 0 0
BROADVISION INC. COM 111412102 767 15,100 SOLE 15,100 0 0
BROADWING INC COM 111620100 1,416 54,600 SOLE 54,600 0 0
BROCADE COMMUNICATIONS SYS COM 111621108 32,110 175,000 SOLE 175,000 0 0
BROWN TOM INC COM 115660201 55 2,400 SOLE 2,400 0 0
BRUNSWICK CORP COM 117043109 601 36,300 SOLE 36,300 0 0
BRUSH WELLMAN INC COM 117421107 38 2,400 SOLE 2,400 0 0
BSB BANCORP COM 055652101 60 3,000 SOLE 3,000 0 0
BUFFETS INC COM 119882108 585 46,100 SOLE 46,100 0 0
BURLINGTON COAT FACTORY WRHS COM 121579106 374 34,600 SOLE 34,600 0 0
BURLINGTON INDS INC COM 121693105 61 36,200 SOLE 36,200 0 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 4,827 210,443 SOLE 210,443 0 0
BURLINGTON RES INC COM 122014103 2,773 72,500 SOLE 72,500 0 0
BURR-BROWN CORP COM 122574106 3,424 39,500 SOLE 39,500 0 0
BUSH BOAKE ALLEN INC COM 123162109 6,729 153,800 SOLE 153,800 0 0
BUTLER MFG CO COM 123655102 117 6,900 SOLE 6,900 0 0
C D I CORP COM 125071100 10 500 SOLE 500 0 0
C&D TECHNOLOGIES INC COM 124661109 1,232 21,800 SOLE 21,800 0 0
C.H. ROBINSON WORLDWIDE INC COM 12541W100 1,386 28,000 SOLE 28,000 0 0
CABLETRON SYS COM 126920107 1,762 69,800 SOLE 69,800 0 0
CABOT CORP COM 127055101 1,283 47,100 SOLE 47,100 0 0
CABOT INDUSTRIAL TRUST COM 127072106 441 22,400 SOLE 22,400 0 0
CABOT OIL & GAS CORP COM 127097103 144 6,800 SOLE 6,800 0 0
CACHE INC COM 127150308 0 100 SOLE 100 0 0
CALLAWAY GOLF COMPANY COM 131193104 848 52,000 SOLE 52,000 0 0
CALPINE CORPORATION COM 131347106 5,983 91,000 SOLE 91,000 0 0
CAMBREX CORP COM 132011107 1,040 23,100 SOLE 23,100 0 0
CAMBRIDGE TECH PTNRS INC COM 132524109 363 41,600 SOLE 41,600 0 0
CAMERON FINANCIAL CORP COM 133425108 23 1,500 SOLE 1,500 0 0
CANADIAN NATL RAILWAY CO COM 136375102 79 2,714 SOLE 2,714 0 0
CAPITAL COPRORATION OF THE W COM 140065103 49 4,700 SOLE 4,700 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 3,552 79,600 SOLE 79,600 0 0
CARAUSTAR INDS INC COM 140909102 918 60,700 SOLE 60,700 0 0
CARDINAL HEALTH INC COM 14149Y108 8,552 115,561 SOLE 115,561 0 0
CAREDATA.COM INC COM 14166W100 4 2,200 SOLE 2,200 0 0
CARMEL CONTAINER SYS-ORD COM 143269108 2 300 SOLE 300 0 0
CARNIVAL CORP COM 143658102 4,758 244,000 SOLE 244,000 0 0
CARPENTER TECH COM 144285103 283 13,400 SOLE 13,400 0 0
CARTER WALLACE INC COM 146285101 839 41,700 SOLE 41,700 0 0
CATALYST INTL INC COM 14887T105 87 10,500 SOLE 10,500 0 0
CATELLUS DEV CORP COM 149111106 8,060 537,335 SOLE 537,335 0 0
CATERPILLAR INC COM 149123101 4,919 145,200 SOLE 145,200 0 0
CATO CORP NEW COM 149205106 103 8,900 SOLE 8,900 0 0
CBL & ASSOCIATES PROPERTIES COM 124830100 466 18,700 SOLE 18,700 0 0
CCB FINL CORP COM 124875105 74 2,000 SOLE 2,000 0 0
CCC INFORMATION SERVICES COM 12487Q109 77,005 7247,564 SOLE 7247,564 0 0
CDW COMPUTER CENTERS INC COM 125129106 4,813 77,000 SOLE 77,000 0 0
CELLULAR TECHNICAL COM 151167301 16 2,000 SOLE 2,000 0 0
CENDANT CORP COM 151313103 4,015 286,767 SOLE 286,767 0 0
CENTER TRUST INC COM 151845104 185 36,600 SOLE 36,600 0 0
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 129 5,700 SOLE 5,700 0 0
CENTEX CORP COM 152312104 571 24,300 SOLE 24,300 0 0
CENTRAL EUROPEAN EQUITY FUND MUTUAL FUND 153436100 13,548 918,500 SOLE 918,500 0 0
CENTRAL GARDEN & PET CO COM 153527106 8 900 SOLE 900 0 0
CENTRAL VT PUB SVC COM 155771108 100 9,100 SOLE 9,100 0 0
CENTURY CASINOS INC COM 156492100 6 3,500 SOLE 3,500 0 0
CENTURYTEL INC COM 156700106 1,636 56,900 SOLE 56,900 0 0
CERIDIAN CORP COM 15677T106 1,434 59,600 SOLE 59,600 0 0
CERNER CORP COM 156782104 760 27,900 SOLE 27,900 0 0
CHARLES SCHWAB COM 808513105 16,112 479,175 SOLE 479,175 0 0
CHARTER ONE FIN INC COM 160903100 1,798 78,154 SOLE 78,154 0 0
CHARTERED SEMICONDUCTOR ADR 16133R106 2,160 24,000 SOLE 24,000 0 0
CHASE MANHATTAN CORP COM 16161A108 2,303 50,003 SOLE 50,003 0 0
CHEMFIRST INC COM 16361A106 116 4,800 SOLE 4,800 0 0
CHESAPEAKE CORP COM 165159104 157 5,300 SOLE 5,300 0 0
CHEVRON CORPORATION COM 166751107 22,619 266,700 SOLE 266,700 0 0
CHICOS FAS INC COM 168615102 24 1,200 SOLE 1,200 0 0
CHILE FD INC MUTUAL FUND 168834109 24,683 2531,600 SOLE 2531,600 0 0
CHINA FUND MUTUAL FUND 169373107 9,509 994,400 SOLE 994,400 0 0
CHITTENDEN CORP COM 170228100 667 27,300 SOLE 27,300 0 0
CHRIS CRAFT INDS COM 170520100 1,535 23,229 SOLE 23,229 0 0
CHROMCRAFT REVINGTON COM 171117104 91 7,800 SOLE 7,800 0 0
CHUBB CORP COM 171232101 6 100 SOLE 100 0 0
CHURCH & DWIGHT INC COM 171340102 443 24,600 SOLE 24,600 0 0
CIGNA CORP COM 125509109 6,367 68,100 SOLE 68,100 0 0
CIMA LABS COM 171796105 8,037 396,900 SOLE 396,900 0 0
CINERGY CORP COM 172474108 1,631 64,100 SOLE 64,100 0 0
CINTAS CORP COM 172908105 4,289 116,900 SOLE 116,900 0 0
CIRCLE INTERNATIONAL GRP INC COM 172574105 3,060 121,800 SOLE 121,800 0 0
CIRCLE.COM COM 832914204 28 7,500 SOLE 7,500 0 0
CIRCOR INTERNATIONAL INC COM 17273K109 43 5,300 SOLE 5,300 0 0
CIRCUIT CITY STORE INC COM 172737108 21,074 635,000 SOLE 635,000 0 0
CIRRUS LOGIC CORP COM 172755100 763 47,700 SOLE 47,700 0 0
CISCO SYS INC COM 17275R102 78,036 1227,700 SOLE 1227,700 0 0
CITIGROUP INC COM 172967101 46,394 770,032 SOLE 770,032 0 0
CITRIX SYSTEMS INC COM 177376100 1,379 72,800 SOLE 72,800 0 0
CLAIRES STORES COM 179584107 657 34,125 SOLE 34,125 0 0
CLAYTON HOMES INC COM 184190106 814 101,706 SOLE 101,706 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 8,192 109,225 SOLE 109,225 0 0
CLECO CORP COM 12561W105 476 14,200 SOLE 14,200 0 0
CLEVELAND CLIFFS INC COM 185896107 186 7,200 SOLE 7,200 0 0
CLOROX CO COM 189054109 4,239 94,600 SOLE 94,600 0 0
CMP GROUP INC COM 125887109 36,790 1255,100 SOLE 1255,100 0 0
CMS ENERGY CORP COM 125896100 1,060 47,900 SOLE 47,900 0 0
CNF TRANS INC COM 12612W104 1,781 78,300 SOLE 78,300 0 0
COACHMEN INDS INC COM 189873102 227 19,700 SOLE 19,700 0 0
COASTAL CORP COM 190441105 5,212 85,618 SOLE 85,618 0 0
COCA COLA CO COM 191216100 20 341 SOLE 341 0 0
COCA COLA ENT COM 191219104 2,881 176,600 SOLE 176,600 0 0
COFLEXIP SPONS ADR COM (1ADR=1/ 192384105 1,591 26,300 SOLE 26,300 0 0
COGNIZANT TECH SOLUTIONS CRP COM 192446102 27 800 SOLE 800 0 0
COLD METAL PRODUCTS COM 192861102 803 247,000 SOLE 247,000 0 0
COLGATE PALMOLIVE CO COM 194162103 14,010 233,992 SOLE 233,992 0 0
COLONIAL BANCGROUP INC COM 195493309 199 22,100 SOLE 22,100 0 0
COLUMBIA ENERGY GROUP COM 197648108 120,322 1833,477 SOLE 1833,477 0 0
COMCAST CORP COM CL A NON 200300200 14,770 364,700 SOLE 364,700 0 0
COMCAST CORPORATION 2% 10/15/29 200300507 17,156 150,000 SOLE 150,000 0 0
COMDISCO INC COM 200336105 2,367 106,100 SOLE 106,100 0 0
COMERICA INC COM 200340107 19,072 425,000 SOLE 425,000 0 0
COMMERCIAL BANK OF NEW YORK COM 201462108 56 4,800 SOLE 4,800 0 0
COMMERCIAL METALS CO COM 201723103 72 2,600 SOLE 2,600 0 0
COMMSCOPE INC COM 203372107 1,484 36,200 SOLE 36,200 0 0
COMMUNITY FINANCIAL CORP/IL COM 20364V109 32 3,000 SOLE 3,000 0 0
COMMUNITY TRUST BANCORP INC COM 204149108 14 770 SOLE 770 0 0
COMPAQ COMPUTER CORP COM 204493100 17,574 687,500 SOLE 687,500 0 0
COMPASS BANCSHARES COM 20449H109 3,489 204,500 SOLE 204,500 0 0
COMPUCREDIT CORP COM 20478N100 48 1,600 SOLE 1,600 0 0
COMPUTER ASSOC INTL INC COM 204912109 12,379 241,842 SOLE 241,842 0 0
COMPUTER SCIENCES CORP COM 205363104 4,947 66,236 SOLE 66,236 0 0
COMPUWARE CORP COM 205638109 1,483 142,900 SOLE 142,900 0 0
COMSAT CORP COM 20564D107 872 37,100 SOLE 37,100 0 0
COMVERSE TECHNOLOGY COM 205862402 5,813 62,500 SOLE 62,500 0 0
CONCORD EFS INC COM 206197105 3,975 152,900 SOLE 152,900 0 0
CONECTIV INC COM 206829103 975 62,625 SOLE 62,625 0 0
CONEXANT SYSTEMS INC COM 207142100 4,201 86,400 SOLE 86,400 0 0
CONOCO INC - CL B COM 208251405 6,313 257,006 SOLE 257,006 0 0
CONSECO INC COM 208464107 116,771 11976540 SOLE 11976540 0 0
CONSOLIDATED EDISON INC COM 209115104 92 3,100 SOLE 3,100 0 0
CONSOLIDATED PAPERS INC COM 209759109 2,355 64,400 SOLE 64,400 0 0
CONSOLIDATED STORES CORP COM 210149100 2,684 223,666 SOLE 223,666 0 0
CONSORCIO GRUPO DINA ADR (1 ADR = 210306304 49 24,655 SOLE 24,655 0 0
CONSTELLATION ENERGY GROUP COM 210371100 1,980 60,800 SOLE 60,800 0 0
CONTINENTAL INFORMAT COM 146875109 4 400 SOLE 400 0 0
COOPER CAMERON CORP COM 216640102 152 2,300 SOLE 2,300 0 0
COOPER INDS INC COM 216669101 1,247 38,300 SOLE 38,300 0 0
COOPER TIRE & RUBR CO COM 216831107 345 31,000 SOLE 31,000 0 0
COORS ADOLPH CO COM CL B 217016104 908 15,000 SOLE 15,000 0 0
CORN PRODUCTS INTL INC COM 219023108 95 3,600 SOLE 3,600 0 0
CORNERSTONE REALTY INCOME TR COM 21922V102 423 42,300 SOLE 42,300 0 0
CORNING INC COM 219350105 1 3 SOLE 3 0 0
CORPORATE EXECUTIVE BOARD CO COM 21988R102 521 8,700 SOLE 8,700 0 0
CORRPRO COMPANIES INC COM 220317101 18 5,400 SOLE 5,400 0 0
COSTCO WHOLESALE COM 22160K105 5,917 179,300 SOLE 179,300 0 0
COUNTRYWIDE CR INDS INC COM 222372104 6,517 215,000 SOLE 215,000 0 0
COURIER CORP COM 222660102 1 50 SOLE 50 0 0
COVANCE INC COM 222816100 328 37,200 SOLE 37,200 0 0
COVENANT TRANSPORT INC -CL A COM 22284P105 79 9,900 SOLE 9,900 0 0
COVENTRY HEALTH CARE INC COMMON STOCK 222862104 454 34,100 SOLE 34,100 0 0
CPAC INC COM 126145101 5,873 783,000 SOLE 783,000 0 0
CRACKER BARREL COM 12489V106 712 48,500 SOLE 48,500 0 0
CREDENCE SYSTEMS COM 225302108 55 1,000 SOLE 1,000 0 0
CROWN AMERICAN REALTY COM 228186102 7,780 1447,500 SOLE 1447,500 0 0
CSG SYSTEMS INTL INC COM 126349109 2,063 36,800 SOLE 36,800 0 0
CSP INC COM 126389105 11 1,331 SOLE 1,331 0 0
CSX CORP COM 126408103 1,795 84,728 SOLE 84,728 0 0
CUBIC CORP COM 229669106 32 1,700 SOLE 1,700 0 0
CUMMINS ENGINE COM 231021106 458 16,800 SOLE 16,800 0 0
CURTISS WRIGHT CORP COM 231561101 312 8,400 SOLE 8,400 0 0
CV THERAPEUTICS INC COM 126667104 139 2,000 SOLE 2,000 0 0
CVS CORPORATION COM 126650100 138,685 3467,124 SOLE 3467,124 0 0
CYBEROPTICS CORP COM 232517102 305 6,600 SOLE 6,600 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1,475 34,900 SOLE 34,900 0 0
CYRK INC COM 232817106 83 16,500 SOLE 16,500 0 0
CYTEC INDUSTRIES COM 232820100 738 29,900 SOLE 29,900 0 0
DAIN RAUSCHER CORP COM 233856103 911 13,800 SOLE 13,800 0 0
DANAHER CORP COM 235851102 2,892 58,500 SOLE 58,500 0 0
DARDEN RESTAURANTS COM 237194105 2 100 SOLE 100 0 0
DATASCOPE CORP COM 238113104 374 10,400 SOLE 10,400 0 0
DATRON SYS INC DEL COM 238173108 36 3,600 SOLE 3,600 0 0
DEAN FOODS CO COM 242361103 11,620 366,700 SOLE 366,700 0 0
DEB SHOPS INC COM 242728103 23 1,800 SOLE 1,800 0 0
DECORATOR INDUSTRIES INC COM 243631207 17 3,750 SOLE 3,750 0 0
DEL GLOBAL TECHNOLOGIES CORP COM 245073101 44 4,500 SOLE 4,500 0 0
DELL COMPUTER CORP COM 247025109 51,329 1040,900 SOLE 1040,900 0 0
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 8,417 578,000 SOLE 578,000 0 0
DELTA AIR LINES COM 247361108 2,695 53,300 SOLE 53,300 0 0
DELUXE CORP COM 248019101 752 31,900 SOLE 31,900 0 0
DENTSPLY INTERNATIONAL INC COM 249030107 1,171 38,000 SOLE 38,000 0 0
DEVON ENERGY CORP COM 25179M103 14,290 254,334 SOLE 254,334 0 0
DEVRY INC COM 251893103 1,285 48,600 SOLE 48,600 0 0
DEWOLFE COMPANIES INC COM 252115100 44 6,100 SOLE 6,100 0 0
DEXTER CORP COM 252165105 30,082 626,700 SOLE 626,700 0 0
DIAGNOSTIC PROD COM 252450101 429 13,400 SOLE 13,400 0 0
DIAL CORP COM 25247D101 712 68,600 SOLE 68,600 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 6,828 194,400 SOLE 194,400 0 0
DIEBOLD INC COM 253651103 1,358 48,725 SOLE 48,725 0 0
DIGITAL MICROWAVE CO COM 253859102 454 11,900 SOLE 11,900 0 0
DILLARD INC COM CL A 254067101 466 38,000 SOLE 38,000 0 0
DIME BANCORP INC COM 25429Q102 512 32,500 SOLE 32,500 0 0
DIODES INC COM 254543101 23 500 SOLE 500 0 0
DIRECT FOCUS INC COM 254931108 353 7,200 SOLE 7,200 0 0
DISCOUNT AUTO PARTS COM 254642101 114 11,400 SOLE 11,400 0 0
DISNEY WALT CO COM 254687106 3,252 83,782 SOLE 83,782 0 0
DOLE FOOD INC COM 256605106 238 17,000 SOLE 17,000 0 0
DOLLAR GEN CORP COM 256669102 2,620 134,375 SOLE 134,375 0 0
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 330 17,900 SOLE 17,900 0 0
DOLLAR TREE STORES INC COM 256747106 2,712 68,550 SOLE 68,550 0 0
DOMINION RES INC COM 25746U109 4,095 95,500 SOLE 95,500 0 0
DONALDSON CO INC COM 257651109 585 29,600 SOLE 29,600 0 0
DONEGAL GROUP INC COM 257701102 11 1,900 SOLE 1,900 0 0
DONNELLEY R R & SONS CO COM 257867101 1,156 51,216 SOLE 51,216 0 0
DONNELLY CORP COM 257870105 91 7,000 SOLE 7,000 0 0
DOW CHEM CO COM 260543103 21,871 724,500 SOLE 724,500 0 0
DOW JONES & CO INC COM 260561105 2,703 36,900 SOLE 36,900 0 0
DOWNEY FINANCIAL CORP COM 261018105 3,858 133,018 SOLE 133,018 0 0
DPL CORP COM 233293109 1,914 87,269 SOLE 87,269 0 0
DQE COM 23329J104 2,125 53,800 SOLE 53,800 0 0
DRESDNER RCM GLOBAL CLOSED END F 26157B101 1,195 193,200 SOLE 193,200 0 0
DRESS BARN INC COM 261570105 11 500 SOLE 500 0 0
DREYERS GRAND COM 261878102 689 32,800 SOLE 32,800 0 0
DRS TECHNOLOGIES INC COM 23330X100 19 1,600 SOLE 1,600 0 0
DST SYSTEMS INC COM 233326107 3,448 45,300 SOLE 45,300 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 1,570 35,884 SOLE 35,884 0 0
DUANE READE INC COM 263578106 4,197 163,000 SOLE 163,000 0 0
DUKE ENERGY CORP COM 264399106 8,332 147,800 SOLE 147,800 0 0
DUN & BRADSTREET CORP COM 26483B106 1,898 66,300 SOLE 66,300 0 0
DURA AUTOMOTIVE SYSTEMS INC COM 265903104 133 12,329 SOLE 12,329 0 0
DURA PHARMACEUTICALS COM 26632S109 262 18,200 SOLE 18,200 0 0
DYNACQ INTL INC COM 267919306 9 1,200 SOLE 1,200 0 0
DYNEGY INC COM 26816Q101 7,524 110,136 SOLE 110,136 0 0
E TRADE GROUP COM 269246104 3,298 199,900 SOLE 199,900 0 0
EAST WEST BANCORP INC COM 27579R104 86 6,000 SOLE 6,000 0 0
EASTERN ENTERPRISES COM 27637F100 24,135 383,100 SOLE 383,100 0 0
EASTMAN KODAK CO COM 277461109 7,759 130,400 SOLE 130,400 0 0
EATON CORP COM 278058102 1,876 28,000 SOLE 28,000 0 0
EATON VANCE CORP COM 278265103 1,420 30,700 SOLE 30,700 0 0
ECOLAB INC COM 278865100 2,086 53,400 SOLE 53,400 0 0
EDISON CONTROL CORP COM 280883109 22 2,700 SOLE 2,700 0 0
EDISON INTERNATIONAL COM 281020107 1,029 50,200 SOLE 50,200 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 562 30,389 SOLE 30,389 0 0
EL PASO ENERGY CORP COM 283905107 4,660 91,484 SOLE 91,484 0 0
ELAMEX S.A DE C.V. COM P36209107 11 3,700 SOLE 3,700 0 0
ELAN CORP PLC COM 284131208 1,584 32,706 SOLE 32,706 0 0
ELANTEC SEMICONDUCTOR INC COM 284155108 279 4,000 SOLE 4,000 0 0
ELBIT LIMITED COM 284275104 7,059 763,100 SOLE 763,100 0 0
ELDER-BEERMAN STORES CORP COM 284470101 650 157,547 SOLE 157,547 0 0
ELECTRO SCIENTIFIC COM 285229100 462 10,500 SOLE 10,500 0 0
ELECTRONIC ARTS INC COM 285512109 3,406 46,700 SOLE 46,700 0 0
ELECTRONIC DATA SYSTEMS CORP COM 285661104 7,904 191,600 SOLE 191,600 0 0
ELLETT BROTHERS INC COM 288398100 15 4,400 SOLE 4,400 0 0
EMC CORP - MASS COM 268648102 63,148 820,774 SOLE 820,774 0 0
EMERGING MKTS INFRASTRUCTURE CLOSED END F 290921105 2,475 210,658 SOLE 210,658 0 0
EMERGING MKTS TELECOMM FUND CLOSED END F 290887108 2,269 153,200 SOLE 153,200 0 0
EMERSON ELEC CO COM 291011104 5,681 94,100 SOLE 94,100 0 0
EMMIS BROADCASTING CORP CL A COM 291525103 7,588 183,400 SOLE 183,400 0 0
EMONS TRANSPORTATION GROUP COM 291575108 2 1,100 SOLE 1,100 0 0
ENERGEN CORP COM 29265N108 107 4,900 SOLE 4,900 0 0
ENERGIZER HOLDINGS INC COM 29266R108 9,514 521,299 SOLE 521,299 0 0
ENERGY EAST CORPORATION COM 29266M109 52,951 2777,781 SOLE 2777,781 0 0
ENESCO GROUP INC COM 292973104 57 12,000 SOLE 12,000 0 0
ENGELHARD CORP COM 292845104 19,390 1136,400 SOLE 1136,400 0 0
ENHANCE FINL SVCS GR COM 293310108 147 10,200 SOLE 10,200 0 0
ENNIS BUSINESS COM 293389102 41 5,100 SOLE 5,100 0 0
ENRON CORP COM 293561106 8,109 125,718 SOLE 125,718 0 0
ENSCO INTERNATIONAL COM 26874Q100 3,639 101,600 SOLE 101,600 0 0
ENTERGY CORP COM 29364G103 2,692 99,000 SOLE 99,000 0 0
EOG RESOURCES INC COM 26875P101 184 5,500 SOLE 5,500 0 0
EQUIFAX INC COM 294429105 1,483 56,500 SOLE 56,500 0 0
EQUITABLE RES INC COM 294549100 873 18,100 SOLE 18,100 0 0
EQUITY OIL CO COM 294749106 20 7,100 SOLE 7,100 0 0
ERGO SCIENCE CORP COM 29481E106 1 400 SOLE 400 0 0
ESPS INC COM 269129102 18 4,600 SOLE 4,600 0 0
ETHYL CORP COM 297659104 131 52,400 SOLE 52,400 0 0
EUROPEAN WARRANT FUND INC CLOSED END F 298792102 73 5,000 SOLE 5,000 0 0
EVEREST RE LTD COM G3223R108 1,213 36,900 SOLE 36,900 0 0
EXAR CORP COM 300645108 61 700 SOLE 700 0 0
EXPRESS SCRIPTS INC COM 302182100 1,690 27,200 SOLE 27,200 0 0
EXXON MOBIL CORPORATION COM 30231G102 110,125 1402,864 SOLE 1402,864 0 0
EZCORP INC COM 302301106 10 5,900 SOLE 5,900 0 0
F M C CORP COM 302491303 771 13,300 SOLE 13,300 0 0
FAMILY DOLLAR STORES COM 307000109 2,363 120,800 SOLE 120,800 0 0
FANNIE MAE COM 313586109 16,967 325,112 SOLE 325,112 0 0
FANSTEEL INC DEL COM 307260109 34 8,600 SOLE 8,600 0 0
FARM FAMILY HOLDINGS INC COM 307901108 19 600 SOLE 600 0 0
FARMER BROS CO COM 307675108 175 1,000 SOLE 1,000 0 0
FARREL CORP NEW COM 311667109 7 5,400 SOLE 5,400 0 0
FEDERAL AGRICULTURAL MORTGAG COM 313148306 160 11,000 SOLE 11,000 0 0
FEDERAL HOME LN MTG CORP COM 313400301 9,437 233,000 SOLE 233,000 0 0
FEDERAL SCREW WKS COM 313819104 78 1,900 SOLE 1,900 0 0
FEDERAL SIGNAL COM 313855108 500 30,300 SOLE 30,300 0 0
FEDERAL-MOGUL CORP COM 313549107 160 16,700 SOLE 16,700 0 0
FEDERATED DEPARTMENT STORES COM 31410H101 2,716 80,484 SOLE 80,484 0 0
FEDEX CORPORATION COM 31428X106 4,629 121,804 SOLE 121,804 0 0
FEI COMPANY COM 30241L109 159 5,200 SOLE 5,200 0 0
FELCOR LODGING TRUST INC COM 31430F101 168 9,100 SOLE 9,100 0 0
FERRO CORP COM 315405100 470 22,400 SOLE 22,400 0 0
FFLC BANCORP INC COM 30242W104 4 300 SOLE 300 0 0
FFW CORPORATION COM 30242L108 12 1,000 SOLE 1,000 0 0
FIDELITY BANCORP INC COMMON STOCK 31583B105 14 800 SOLE 800 0 0
FIDELITY BANCORP INC/PENN COM 315831107 2 200 SOLE 200 0 0
FIFTH THR BNCP COM 316773100 14,129 223,384 SOLE 223,384 0 0
FILENET CORP COM 316869106 15 800 SOLE 800 0 0
FIN INDS CORP COM 317574101 12 1,500 SOLE 1,500 0 0
FINOVA GROUP COM 317928109 519 39,900 SOLE 39,900 0 0
FIRST CITIZENS BANCS COM 31946M103 417 7,000 SOLE 7,000 0 0
FIRST DATA CORP COM 319963104 8,333 167,920 SOLE 167,920 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 7 900 SOLE 900 0 0
FIRST HEALTH GROUP CORP COM 320960107 1,316 40,100 SOLE 40,100 0 0
FIRST INDUSTRIAL REALTY COM 32054K103 504 17,100 SOLE 17,100 0 0
FIRST INVESTORS FINL SVCS GP COM 32058A101 2 400 SOLE 400 0 0
FIRST ISRAEL FUND MUTUAL FUND 32063L100 3,096 173,200 SOLE 173,200 0 0
FIRST MUT SVGS BK BE COM 32190E102 58 5,800 SOLE 5,800 0 0
FIRST PHILLIPPINE FUND MUTUAL FUND 336100102 10 2,400 SOLE 2,400 0 0
FIRST REGIONAL BANCORP/CAL COM 33615C101 13 1,700 SOLE 1,700 0 0
FIRST SECURITY CORP COM 336294103 514 37,900 SOLE 37,900 0 0
FIRST UNION CORP (N.C.) COM 337358105 7,506 302,492 SOLE 302,492 0 0
FIRST WASHINGTON BANCORP COM 33748T104 920 66,000 SOLE 66,000 0 0
FIRSTENERGY CORP COM 337932107 2,193 93,800 SOLE 93,800 0 0
FIRSTMERIT CORPORATION COM 337915102 5,558 260,000 SOLE 260,000 0 0
FIRSTSPARTAN FINANCIAL CORP COM 337931109 14 800 SOLE 800 0 0
FISERV INC COM 337738108 439 10,150 SOLE 10,150 0 0
FLEET BOSTON FINANCIAL CORP COM 339030108 35,039 1030,545 SOLE 1030,545 0 0
FLEXSTEEL INDS COM 339382103 87 7,100 SOLE 7,100 0 0
FLORIDA PROGESS COM 341109106 1,847 39,400 SOLE 39,400 0 0
FLOWERS INDS INC COM 343496105 14,195 711,950 SOLE 711,950 0 0
FLOWSERVE COM 34354P105 365 24,200 SOLE 24,200 0 0
FLUOR CORP COM 343861100 980 31,000 SOLE 31,000 0 0
FOOTSTAR INC COM 344912100 186 5,600 SOLE 5,600 0 0
FORD MOTOR COM 345370100 300 6,971 SOLE 6,971 0 0
FOREIGN & COL EM MIDDLE EAST COM 345451108 216 12,500 SOLE 12,500 0 0
FOREST LABS INC COM 345838106 6,181 61,200 SOLE 61,200 0 0
FORMULA SYSTEMS-ADR ADR 346414105 265 5,000 SOLE 5,000 0 0
FORRESTER RESEARCH INC COM 346563109 125 1,720 SOLE 1,720 0 0
FORT JAMES CORP COM 347471104 2,072 89,600 SOLE 89,600 0 0
FORTUNE BRANDS INC COM 349631101 1,508 65,400 SOLE 65,400 0 0
FOUNDATION HEALTH SYSTEMS - COM 350404109 1,058 81,370 SOLE 81,370 0 0
FOUNDRY NETWORKS INC COM 35063R100 2,992 27,644 SOLE 27,644 0 0
FOWARD AIR CORPORATION COM 349853101 636 15,900 SOLE 15,900 0 0
FPL GROUP INC COM 302571104 3,663 74,000 SOLE 74,000 0 0
FRANCE GROWTH FUND CLOSED END F 35177K108 26,066 1737,700 SOLE 1737,700 0 0
FRANCE TELECOM ADR COM 35177Q105 18,525 130,000 SOLE 130,000 0 0
FRANKLIN BANK NATL ASSN COM 352456107 18 2,300 SOLE 2,300 0 0
FRANKLIN COVEY CO COM 353469109 29 4,200 SOLE 4,200 0 0
FRANKLIN RES COM 354613101 3,062 100,800 SOLE 100,800 0 0
FREEPORT MCMORAN COPPER B COM 35671D857 1,645 177,849 SOLE 177,849 0 0
FRESH CHOICE INC COM 358032100 13 4,400 SOLE 4,400 0 0
FRIEDMANS INC-CL A COM 358438109 36 7,200 SOLE 7,200 0 0
FRITZ COS INC COM 358846103 1,789 173,500 SOLE 173,500 0 0
FSF FINANCIAL CORP COMMON STOCK 30262K105 20 1,700 SOLE 1,700 0 0
FSI INTL INC COM 302633102 243 11,200 SOLE 11,200 0 0
FTI CONSULTING INC COM 302941109 25 2,400 SOLE 2,400 0 0
FULLER H B CO COM 359694106 20,130 441,800 SOLE 441,800 0 0
FURNITURE BRANDS INTL INC COM 360921100 526 34,800 SOLE 34,800 0 0
FVNB CORP COM 302674106 27 800 SOLE 800 0 0
G & L REALTY CORP COM 361271109 3 400 SOLE 400 0 0
G-III APPAREL GROUP COM 36237H101 12 2,200 SOLE 2,200 0 0
GADZOOKS INC COM 362553109 136 11,700 SOLE 11,700 0 0
GALILEO INTERNATIONAL INC COM 363547100 2,286 109,500 SOLE 109,500 0 0
GALLAGHER (ARTHUR J) COM 363576109 386 9,200 SOLE 9,200 0 0
GANNETT INC COM 364730101 6,714 112,252 SOLE 112,252 0 0
GAP INC COM 364760108 9,063 290,000 SOLE 290,000 0 0
GARAN INC COM 364802108 122 5,400 SOLE 5,400 0 0
GARDEN FRESH RESTAURANT CORP COM 365235100 63 6,000 SOLE 6,000 0 0
GART SPORTS COMPANY COM 366630101 23 3,900 SOLE 3,900 0 0
GARTNER GROUP INC-CL COM 366651206 627 63,461 SOLE 63,461 0 0
GASONICS INTL CORP COM 367278108 209 5,300 SOLE 5,300 0 0
GATEWAY INC COM 367626108 7,332 129,200 SOLE 129,200 0 0
GATX CORP COM 361448103 1,091 32,100 SOLE 32,100 0 0
GAYLORD CONTAINER CORP - A COM 368145108 34 12,500 SOLE 12,500 0 0
GENCORP INC COM 368682100 110 13,700 SOLE 13,700 0 0
GENERAL DYNAMICS CORP COM 369550108 12,038 230,400 SOLE 230,400 0 0
GENERAL ELEC CO COM 369604103 166,253 3136,852 SOLE 3136,852 0 0
GENERAL MLS INC COM 370334104 18,531 484,480 SOLE 484,480 0 0
GENERAL MOTORS COM 370442105 7,135 122,879 SOLE 122,879 0 0
GENERAL MTRS CORP COM CL H 370442832 30,253 344,760 SOLE 344,760 0 0
GENERAL SEMICONDUCTOR INC COM 370787103 378 25,600 SOLE 25,600 0 0
GENESEE BREWING CO COM 371601204 13 700 SOLE 700 0 0
GENLYTE GROUP INC COM 372302109 286 13,600 SOLE 13,600 0 0
GENUINE PARTS CO COM 372460105 1,436 71,800 SOLE 71,800 0 0
GENZYME CORP COM 372917104 2,122 35,700 SOLE 35,700 0 0
GENZYME CORP-TISSUE REPAIR COM 372917401 814 155,000 SOLE 155,000 0 0
GENZYME SURGICAL PRODUCTS COM 372917609 596 60,000 SOLE 60,000 0 0
GEON COMPANY COM 37246W105 5,034 272,100 SOLE 272,100 0 0
GEORGIA GULF CORP COM 373200203 778 37,400 SOLE 37,400 0 0
GEORGIA PAC CORP COM 373298108 1,872 71,300 SOLE 71,300 0 0
GEORGIA PACIFIC (TIMBER GRP) COM 373298702 1,291 59,700 SOLE 59,700 0 0
GETTY PETROLEUM MARKETING COM 374292100 0 100 SOLE 100 0 0
GIANT INDUSTRIES INC COM 374508109 13 1,700 SOLE 1,700 0 0
GILLETTE CO COM 375766102 15,037 430,400 SOLE 430,400 0 0
GLATFELTER P.H. CO COM 377316104 204 20,000 SOLE 20,000 0 0
GLENBOROUGH REALTY TRUST COM 37803P105 408 23,400 SOLE 23,400 0 0
GLOBAL MARINE INC COM 379352404 3,628 128,700 SOLE 128,700 0 0
GLOBALSTAR JAN 01 PUT 15 PUT ON EQUIT G3930H954 136 700 PUT SOLE 700 0 0
GOLDEN WEST FINL CORP COM 381317106 2,453 60,100 SOLE 60,100 0 0
GOTTSCHALKS INC COM 383485109 51 8,000 SOLE 8,000 0 0
GPU INC COM 36225X100 1,350 49,900 SOLE 49,900 0 0
GRAINGER W W INC COM 384802104 1,183 38,400 SOLE 38,400 0 0
GRANITE CONSTRUCTION INC COM 387328107 413 16,875 SOLE 16,875 0 0
GRANT PRIDECO INC - W/I COM 38821G101 1,888 75,516 SOLE 75,516 0 0
GREAT ATLANTIC & PAC TEA CO COM 390064103 261 15,700 SOLE 15,700 0 0
GREAT LAKES REIT INC COM 390752103 75 4,400 SOLE 4,400 0 0
GREATER BAY BANCORP COM 391648102 313 6,700 SOLE 6,700 0 0
GREATER CHINA FUND MUTUAL FUND 39167B102 22,044 2501,415 SOLE 2501,415 0 0
GREENPOINT FINANCIAL CORP COM 395384100 1,393 74,300 SOLE 74,300 0 0
GREIF BROS CORP CL A COM 397624107 34 1,100 SOLE 1,100 0 0
GREKA ENERGY CORP COM 397637109 4 400 SOLE 400 0 0
GRIFFON CORP COM 398433102 167 30,100 SOLE 30,100 0 0
GROUP1 SOFTWARE INC COM 39943Y103 3 150 SOLE 150 0 0
GSE SYSTEMS INC COM 36227K106 3 400 SOLE 400 0 0
GTECH HOLDINGS CORP COM 400518106 1,434 63,200 SOLE 63,200 0 0
GUESS? INC COM 401617105 78 5,600 SOLE 5,600 0 0
GUIDANT CORP COM 401698105 965 19,500 SOLE 19,500 0 0
GUNDLE/SLT ENVIRONMENTAL INC COM 402809107 55 14,700 SOLE 14,700 0 0
GZA GEOENVIRONMENTAL TECH IN COM 362386104 23 3,700 SOLE 3,700 0 0
HAEMONETICS CORP / MASS COM 405024100 475 22,600 SOLE 22,600 0 0
HAGGAR CORP COM 405173105 35 3,000 SOLE 3,000 0 0
HALLIBURTON CO COM 406216101 11,777 249,586 SOLE 249,586 0 0
HAMPSHIRE GROUP LTD COM 408859106 1 200 SOLE 200 0 0
HANCOCK FABRICS COM 409900107 65 15,400 SOLE 15,400 0 0
HANNA (M.A.) CO COM 410522106 286 31,800 SOLE 31,800 0 0
HANNAFORD BROS CO COM 410550107 2,221 30,900 SOLE 30,900 0 0
HANOVER COMPRESSOR CO COM 410768105 1,573 41,400 SOLE 41,400 0 0
HARCOURT GENERAL INC COM 41163G101 1,539 28,311 SOLE 28,311 0 0
HARKEN ENERGY CORP COM 412552101 2,429 3885,630 SOLE 3885,630 0 0
HARKEN ENERGY CORP COM 412552101 131 210,193 SOLE Master T 210,193 0 0
HARLEY-DAVIDSON INC. COM 412822108 1,201 31,200 SOLE 31,200 0 0
HARMON INDS INC NEW COM 413136102 25 1,900 SOLE 1,900 0 0
HARRAHS ENTERTAINMENT INC COM 413619107 1,110 53,000 SOLE 53,000 0 0
HARRIS CORP COM 413875105 1,755 53,600 SOLE 53,600 0 0
HARRODSBURG FIRST FINANCIAL COM 415781103 26 2,200 SOLE 2,200 0 0
HARSCO CORP COM 415864107 1,632 64,000 SOLE 64,000 0 0
HARTE-HANKS COMMUNICATIONS COM 416196103 1,175 47,000 SOLE 47,000 0 0
HARTFORD FINANCIAL SERVICES COM 416515104 6 100 SOLE 100 0 0
HASBRO INC COM 418056107 2,592 172,073 SOLE 172,073 0 0
HAWAIIAN ELEC COM 419870100 738 22,500 SOLE 22,500 0 0
HCA- THE HEALTHCARE COMPANY COM 404119109 7,081 233,118 SOLE 233,118 0 0
HCR MANOR CARE COM 564055101 308 44,000 SOLE 44,000 0 0
HEALTH MGT ASSOC COM 421933102 2,319 177,550 SOLE 177,550 0 0
HEALTH RISK MGMT INC COM 421935107 29 4,700 SOLE 4,700 0 0
HEALTHCARE REALTY TRUST INC COM 421946104 746 43,700 SOLE 43,700 0 0
HEALTHCARE SERVICES GROUP COM 421906108 36 7,900 SOLE 7,900 0 0
HEALTHSOUTH CORP COM 421924101 1,084 150,780 SOLE 150,780 0 0
HEIDRICK & STRUGGLES INTERNA COM 422819102 120 1,900 SOLE 1,900 0 0
HEINZ H J CO COM 423074103 4 100 SOLE 100 0 0
HELLO DIRECT INC COM 423402106 13 1,100 SOLE 1,100 0 0
HELMERICH & PAYNE INC COM 423452101 1,540 41,200 SOLE 41,200 0 0
HEWLETT PACKARD CO COM 428236103 50,826 407,012 SOLE 407,012 0 0
HI-TECH PHARMACAL COM 42840B101 13 3,000 SOLE 3,000 0 0
HILB ROGAL & HAMILTO COM 431294107 2,123 61,200 SOLE 61,200 0 0
HILLENBRAND INDUSTRIES COM 431573104 1,406 44,900 SOLE 44,900 0 0
HILTON HOTELS COM 432848109 1,434 153,001 SOLE 153,001 0 0
HINGHAM INSTITUTION FOR SAVI COM 433323102 16 1,200 SOLE 1,200 0 0
HISPANIC BROADCASTING CORP COM 43357B104 2,537 76,600 SOLE 76,600 0 0
HOENIG GROUP INC COM 434396107 15 1,500 SOLE 1,500 0 0
HOME DEPOT INC COM 437076102 36,262 726,150 SOLE 726,150 0 0
HOMELAND HOLDING COM 43739T104 54 13,200 SOLE 13,200 0 0
HOMESTAKE MNG CO COM 437614100 736 107,000 SOLE 107,000 0 0
HON INDS INC COM 438092108 980 41,700 SOLE 41,700 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 27,742 823,500 SOLE 823,500 0 0
HORACE MANN EDUCATOR COM 440327104 431 28,700 SOLE 28,700 0 0
HORMEL FOODS CORP COM 440452100 1,708 101,600 SOLE 101,600 0 0
HOUGHTON MIFFLIN CO COM 441560109 3,319 71,100 SOLE 71,100 0 0
HOUSEHOLD INTL INC COM 441815107 1,738 41,805 SOLE 41,805 0 0
HPSC INC COM 404264103 21 2,400 SOLE 2,400 0 0
HS RES INC COM 404297103 489 16,300 SOLE 16,300 0 0
HSB GROUP COM 40428N109 560 18,000 SOLE 18,000 0 0
HUBBELL INC COM CL B 443510201 1,094 42,900 SOLE 42,900 0 0
HUDSON UNITED BANCORP COM 444165104 7,128 317,679 SOLE 317,679 0 0
HUGHES SUPPLY INC COM 444482103 476 24,100 SOLE 24,100 0 0
HUMANA INC COM 444859102 290 59,400 SOLE 59,400 0 0
HUNT MFG COM 445591100 16 1,500 SOLE 1,500 0 0
HYCOR BIOMEDICAL INC COM 448623108 53 8,000 SOLE 8,000 0 0
I-STAT CORP COM 450312103 9,591 550,000 SOLE 550,000 0 0
IBP INC COM 449223106 1,050 68,000 SOLE 68,000 0 0
ICICI LIMITED SPNSD ADR 44926P202 1,507 79,600 SOLE 79,600 0 0
ICN PHARMACEUTICALS COM 448924100 1,549 55,705 SOLE 55,705 0 0
ID SYSTEMS INC COM 449489103 1,594 375,000 SOLE 375,000 0 0
IDACORP INC COM 451107106 864 26,800 SOLE 26,800 0 0
IDEC PHARMACEITUCALS COM 449370105 1,584 13,500 SOLE 13,500 0 0
IDENTIX INC COM 451906101 91 5,800 SOLE 5,800 0 0
IDEXX LABS CORP COM 45168D104 753 32,900 SOLE 32,900 0 0
ILEX ONCOLOGY INC COM 451923106 15,686 445,000 SOLE 445,000 0 0
ILX RESORTS INC COM 449661503 10 4,600 SOLE 4,600 0 0
IMATION CORP COM 45245A107 1,678 57,100 SOLE 57,100 0 0
IMC GLOBAL INC COM 449669100 1,000 76,908 SOLE 76,908 0 0
IMCLONE SYSTEMS 5.5% 3/1/05 45245WAA7 3,045 3500,000 SOLE 3500,000 0 0
IMMUCOR INC COM 452526106 38 6,700 SOLE 6,700 0 0
IMMUNOGEN INC COM 45253H101 13,494 1118,659 SOLE 1118,659 0 0
IMPERIAL BANCORP COM 452556103 86 5,500 SOLE 5,500 0 0
IMS HEALTH INC COM 449934108 733 40,698 SOLE 40,698 0 0
IN FOCUS CORPORATION COM 45665B106 174 5,400 SOLE 5,400 0 0
INCO LTD COM 453258402 1,295 84,200 SOLE 84,200 0 0
INDEPENDENCE HLDG CO COM 453440307 47 3,800 SOLE 3,800 0 0
INDIA FUND CLOSED END F 454089103 2,782 196,100 SOLE 196,100 0 0
INDIA GROWTH FD INC COM 454090101 15,703 1380,500 SOLE 1380,500 0 0
INFORMIX CORP COM 456779107 1,585 213,100 SOLE 213,100 0 0
INIT 7% 2/16/05 458742AA1 3,775 6000,000 SOLE 6000,000 0 0
INSIGHT COMMUNICATIONS INC COM 45768V108 2,866 183,425 SOLE 183,425 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,293 21,800 SOLE 21,800 0 0
INTEGRATED DEVICE TECH INC COM 458118106 35,965 600,675 SOLE 600,675 0 0
INTEGRATED MEASUREMENT SYSTE COM 457923100 90 5,700 SOLE 5,700 0 0
INTEL CORP COM 458140100 162,305 1214,064 SOLE 1214,064 0 0
INTELEFILM CORPORATION COM 458147105 4 1,600 SOLE 1,600 0 0
INTELLIGENT POLYMERS LTD COM G48029105 11,265 309,700 SOLE 309,700 0 0
INTER-TEL INC COM 458372109 88 5,500 SOLE 5,500 0 0
INTERCONTINENTAL LIFE CORP COM 458593100 26 3,000 SOLE 3,000 0 0
INTERLINQ SOFTWARE COM 458753100 14 6,000 SOLE 6,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 74,473 679,732 SOLE 679,732 0 0
INTERNATIONAL FLAVORS & FRAG COM 459506101 1,265 41,900 SOLE 41,900 0 0
INTERNATIONAL MULTIFOODS COR COM 460043102 258 14,900 SOLE 14,900 0 0
INTERNATIONAL PAPER CO COM 460146103 5,784 194,009 SOLE 194,009 0 0
INTERNATIONAL SPEEDWAY CORP COM 460335201 1,448 35,000 SOLE 35,000 0 0
INTERPUBLIC GROUP COS INC COM 460690100 5,302 123,300 SOLE 123,300 0 0
INTL AIRCRAFT INVESTORS COM 458860103 19 3,600 SOLE 3,600 0 0
INTL GAME TECHNOLOGY COM 459902102 1,483 55,950 SOLE 55,950 0 0
INTL RECTIFIER CORP COM 460254105 672 12,000 SOLE 12,000 0 0
INTL SHIPHOLDING CO COM 460321201 36 4,100 SOLE 4,100 0 0
INTL SPECIALTY PRODS COM 460337108 110 19,400 SOLE 19,400 0 0
INTL TECH CORP COM 465266104 58 11,800 SOLE 11,800 0 0
INTUIT INC COM 461202103 1,130 27,300 SOLE 27,300 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 845 21,400 SOLE 21,400 0 0
IPALCO ENTR INC COM 462613100 1,181 58,700 SOLE 58,700 0 0
ISHARES MSCI MALAYSIA (FREE) COM 464286830 15,105 2416,800 SOLE 2416,800 0 0
ISLE OF CAPRI CASINOS COM 464592104 49 3,600 SOLE 3,600 0 0
ITALY FUND MUTUAL FUND 465395101 2,309 127,400 SOLE 127,400 0 0
ITLA CAPITAL CORPORATION COM 450565106 22 1,500 SOLE 1,500 0 0
ITT EDUCATIONAL SERVICES COM 45068B109 1,801 102,525 SOLE 102,525 0 0
ITT INDUSTRIES INC COM 450911102 29,388 967,500 SOLE 967,500 0 0
ITXC CORP COM 45069F109 520 14,700 SOLE 14,700 0 0
IVAX CORP COM 465823102 3,889 93,700 SOLE 93,700 0 0
J & J SNACK FOODS CO COM 466032109 23 1,300 SOLE 1,300 0 0
J M SMUCKER A COM 832696108 348 18,100 SOLE 18,100 0 0
J.B. HUNT TRAN COM 445658107 352 22,800 SOLE 22,800 0 0
JABIL CIRCUIT INC COM 466313103 6,402 129,000 SOLE 129,000 0 0
JACKSONVILLE BANCORP INC COM 469248108 14 1,100 SOLE 1,100 0 0
JACO ELECTRS INC COM 469783104 2 100 SOLE 100 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 1,160 35,500 SOLE 35,500 0 0
JARDINE FLEMING CHINA REGION MUTUAL FUND 471110106 15,391 1970,100 SOLE 1970,100 0 0
JARDINE FLEMING INDIA FUND CLOSED END F 471112102 18,353 1631,400 SOLE 1631,400 0 0
JASON INC COM 471171108 6 600 SOLE 600 0 0
JB OXFORD HOLDINGS INC COM 466107109 13 3,800 SOLE 3,800 0 0
JCC HOLDING CO COM 46611Q205 542 95,091 SOLE 95,091 0 0
JDA SOFTWARE GROUP INC COM 46612K108 286 14,900 SOLE 14,900 0 0
JEFFERSON PILOT CORP COM 475070108 2,387 42,300 SOLE 42,300 0 0
JO-ANN STORES INC CL-A COM 47758P109 39 5,500 SOLE 5,500 0 0
JOHN NUVEEN CO COM 478035108 38 900 SOLE 900 0 0
JOHNSON & JOHNSON COM 478160104 21,496 211,000 SOLE 211,000 0 0
JOHNSON OUTDOORS INC COM 479167108 145 20,500 SOLE 20,500 0 0
JONES APPAREL GROUP COM 480074103 2,010 85,513 SOLE 85,513 0 0
JUSTIN INDUSTRIES COM 482171105 225 10,300 SOLE 10,300 0 0
JWGENESIS FINANCIAL CORP COM 482227105 42 4,743 SOLE 4,743 0 0
K MART CORP COM 482584109 1,349 198,000 SOLE 198,000 0 0
KAMAN CORP COM 483548103 115 10,800 SOLE 10,800 0 0
KANEB SERVICES INC COM 484170105 86 21,400 SOLE 21,400 0 0
KANSAS CITY LIFE INS COM 484836101 62 2,300 SOLE 2,300 0 0
KANSAS CITY P&L COM 485134100 952 42,300 SOLE 42,300 0 0
KASPER A.S.L. LTD COM 485808109 893 357,304 SOLE 357,304 0 0
KATY INDS INC COM 486026107 103 8,800 SOLE 8,800 0 0
KAUFMAN & BROAD HOME CORP COM 486168107 388 19,600 SOLE 19,600 0 0
KAYDON CORP COM 486587108 424 20,200 SOLE 20,200 0 0
KBK CAPITAL CORPORATION COM 482412103 14 3,300 SOLE 3,300 0 0
KEANE INC COM 486665102 1,090 50,400 SOLE 50,400 0 0
KELLWOOD CO COM 488044108 625 29,600 SOLE 29,600 0 0
KELLY SVCS INC COM CL A 488152208 1,004 43,400 SOLE 43,400 0 0
KEMET CORP COM 488360108 17,143 684,000 SOLE 684,000 0 0
KENNAMETAL INC COM 489170100 444 20,700 SOLE 20,700 0 0
KENNETH COLE PRODUCTIONS-A COM 193294105 78 1,950 SOLE 1,950 0 0
KENTUCKY ELECTRIC STEEL INC COM 49127B100 3 1,500 SOLE 1,500 0 0
KERR MCGEE CORP COM 492386107 2,026 34,379 SOLE 34,379 0 0
KEWAUNEE SCIENTIFIC COM 492854104 39 3,000 SOLE 3,000 0 0
KEY PRODUCTION CO. COM 493138101 165 9,400 SOLE 9,400 0 0
KEY TECHNOLOGY INC COM 493143101 29 3,400 SOLE 3,400 0 0
KEYCORP COM 493267108 5,728 325,000 SOLE 325,000 0 0
KEYNOTE SYSTEMS COM 493308100 360 5,100 SOLE 5,100 0 0
KEYSPAN CORPORATION COM 49337W100 2,967 96,500 SOLE 96,500 0 0
KIMBALL INTERNATIONAL CL-B COM 494274103 528 35,800 SOLE 35,800 0 0
KIMBERLY CLARK CORP COM 494368103 1,452 25,300 SOLE 25,300 0 0
KINDER MORGAN INC COM 49455P101 2,701 78,150 SOLE 78,150 0 0
KINNARD INVTS INC COM 497059105 14 1,700 SOLE 1,700 0 0
KLA TENCOR COM 482480100 4,369 74,600 SOLE 74,600 0 0
KNAPE & VOGT MFG CO COM 498782101 59 3,850 SOLE 3,850 0 0
KNIGHT RIDDER COM 499040103 1,835 34,500 SOLE 34,500 0 0
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 3,100 155,000 SOLE 155,000 0 0
KOHLS CORP COM 500255104 7,231 130,000 SOLE 130,000 0 0
KOOR INDUSTRIES LTD ADR COM 500507108 21 1,000 SOLE 1,000 0 0
KOREA EQUITY FUND CLOSED END F 50063B104 1,419 378,400 SOLE 378,400 0 0
KOREA FUND CLOSED END F 500634100 92,388 6569,800 SOLE 6569,800 0 0
KOREAN INVESTMENTS FUND MUTUAL FUND 500637103 4,704 666,000 SOLE 666,000 0 0
KORN/FERRY INTERNATIONAL COM 500643200 716 22,600 SOLE 22,600 0 0
KROGER COM 501044101 6,820 309,100 SOLE 309,100 0 0
KULICKE & SOFFA INDS COM 501242101 1,253 21,100 SOLE 21,100 0 0
L G & E ENERGY COM 501917108 2,170 90,900 SOLE 90,900 0 0
LABORATORY CRP OF AMERICA HO COM 50540R409 440 5,700 SOLE 5,700 0 0
LAFARGE CORP COM 505862102 99 4,700 SOLE 4,700 0 0
LAIDLAW INC COM 50730K503 50 132,500 SOLE 132,500 0 0
LAKELAND INDUSTRIES INC COM 511795106 21 3,300 SOLE 3,300 0 0
LAKES GAMING INC COM 51206P109 84 9,500 SOLE 9,500 0 0
LAM RESEARCH CORP COM 512807108 998 26,600 SOLE 26,600 0 0
LANCASTER CLNY COM 513847103 674 34,549 SOLE 34,549 0 0
LANCE INC COM 514606102 167 18,500 SOLE 18,500 0 0
LANDMARK BANCSHARES INC COM 514928100 21 1,400 SOLE 1,400 0 0
LANDS END COM 515086106 701 21,000 SOLE 21,000 0 0
LANDSTAR SYS INC COM 515098101 494 8,300 SOLE 8,300 0 0
LATIN AMER EQUITY FD MUTUAL FUND 51827T100 18,933 1456,400 SOLE 1456,400 0 0
LATIN AMERICAN DISCOVERY FUN MUTUAL FUND 51828C106 6,165 605,200 SOLE 605,200 0 0
LATIN AMERICAN INV. MUTUAL FUND 518279104 23,720 1594,600 SOLE 1594,600 0 0
LATTICE SEMICONDUCTO COM 518415104 1,590 23,000 SOLE 23,000 0 0
LCC INTERNATIONAL INC-CL A COM 501810105 55 2,000 SOLE 2,000 0 0
LEAP WIRELESS INTL INC COM 521863100 8 175 SOLE 175 0 0
LEARNING TREE INTL COM 522015106 233 3,800 SOLE 3,800 0 0
LEE ENTERPRISES COM 523768109 634 27,200 SOLE 27,200 0 0
LEGATO SYSTEMS INC COM 524651106 847 56,000 SOLE 56,000 0 0
LEGG MASON INC COM 524901105 2,075 41,500 SOLE 41,500 0 0
LEGGETT & PLATT COM 524660107 1,327 80,400 SOLE 80,400 0 0
LEHMAN BROTHERS HOLDING COM 524908100 11,633 123,020 SOLE 123,020 0 0
LENNOX INTERNATIONAL INC COM 526107107 522 39,400 SOLE 39,400 0 0
LESCO INC OHIO COM 526872106 80 5,300 SOLE 5,300 0 0
LESLIE FAY COMPANY INC COM 527016109 53 15,839 SOLE 15,839 0 0
LEXMARK INTL GROUP INC COM 529771107 3,463 51,500 SOLE 51,500 0 0
LIFE FINACIAL CORP COMMON 53184P101 318 80,700 SOLE 80,700 0 0
LIFEMARK CORPORATION COM 53219F102 2 400 SOLE 400 0 0
LILLIAN VERNON CORP COM 532430105 86 8,200 SOLE 8,200 0 0
LILLY ELI & CO COM 532457108 36,454 365,000 SOLE 365,000 0 0
LIMITED INC COM 532716107 2,379 110,000 SOLE 110,000 0 0
LINCARE HOLDINGS INC COM 532791100 1,088 44,200 SOLE 44,200 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 570 40,000 SOLE 40,000 0 0
LINCOLN NATL CORP IND COM 534187109 2,883 79,800 SOLE 79,800 0 0
LIQUI-BOX CORP COM 536314107 5 100 SOLE 100 0 0
LITTON INDUSTRIES COM 538021106 40,408 962,100 SOLE 962,100 0 0
LIZ CLAIBORNE INC COM 539320101 905 25,676 SOLE 25,676 0 0
LNR PROPERTY CORP COM 501940100 142 7,300 SOLE 7,300 0 0
LOCAL FINANCIAL CORPORATION COM 539553107 186 22,300 SOLE 22,300 0 0
LOCKHEED MARTIN CORP COM 539830109 52,389 2111,400 SOLE 2111,400 0 0
LOGIC DEVICES INC COM 541402103 10 4,100 SOLE 4,100 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 496 49,000 SOLE 49,000 0 0
LONGS DRUG STORES CORP COM 543162101 344 15,800 SOLE 15,800 0 0
LONGVIEW FIBRE CO COM 543213102 128 11,600 SOLE 11,600 0 0
LORONIX INFORMATION SYSTEMS COM 544183106 201 5,600 SOLE 5,600 0 0
LOUIS DREYFUS NATURAL GAS COM 546011107 194 6,200 SOLE 6,200 0 0
LOUISIANA PAC CORP COM 546347105 475 43,700 SOLE 43,700 0 0
LOWES COS INC COM 548661107 15,908 387,400 SOLE 387,400 0 0
LSI LOGIC CORP COM 502161102 6,457 119,300 SOLE 119,300 0 0
LUCENT TECH INC COM 549463107 73,594 1242,099 SOLE 1242,099 0 0
LUCENT TECHNOLOGIES JUL 00 C CALL ON EQUI 549463907 821 900 CALL SOLE 900 0 0
LYDALL INC COM 550819106 80 7,500 SOLE 7,500 0 0
M & F WORLDWIDE CORP COM 552541104 11 2,000 SOLE 2,000 0 0
M D C HLDGS INC COM 552676108 2 100 SOLE 100 0 0
MACHERICH COMPANY COM 554382101 680 30,800 SOLE 30,800 0 0
MACROMEDIA INC COM 556100105 3,403 35,200 SOLE 35,200 0 0
MAGNETEK INC COM 559424106 56 7,000 SOLE 7,000 0 0
MALLINCKRODT GROUP COM 561232109 1,281 29,500 SOLE 29,500 0 0
MANATRON INC COM 562048108 17 2,100 SOLE 2,100 0 0
MANDALAY RESORT GROUP COM 562567107 1,278 63,900 SOLE 63,900 0 0
MANPOWER INC COM 56418H100 1,785 55,800 SOLE 55,800 0 0
MANUGISTICS GROUP INC COM 565011103 210 4,500 SOLE 4,500 0 0
MAPINFO CORP COM 565105103 175 4,300 SOLE 4,300 0 0
MARCHFIRST INC COM 566244109 1,907 104,500 SOLE 104,500 0 0
MARINE DRILLING COS INC COM 568240204 770 27,500 SOLE 27,500 0 0
MARINE TRANSPORT CORPORATION COM 567912100 14 5,600 SOLE 5,600 0 0
MARION CAP HLDGS INC COM 568635106 15 700 SOLE 700 0 0
MARK IV INDS INC COM 570387100 2,758 132,141 SOLE 132,141 0 0
MARRIOTT INTERNATIONAL CL A COM 571903202 3,678 102,000 SOLE 102,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 11,258 107,800 SOLE 107,800 0 0
MARSHALL & ILSLEY CORP COM 571834100 8,213 197,900 SOLE 197,900 0 0
MARTEN TRANSPORT LTD COM 573075108 36 2,750 SOLE 2,750 0 0
MARTIN MARIETTA MATERIALS COM 573284106 1,352 33,434 SOLE 33,434 0 0
MARVEL ENTERPRISES INC COM 57383M108 3,031 484,997 SOLE 484,997 0 0
MASCO CORP COM 574599106 18 1,000 SOLE 1,000 0 0
MASSBANK CORP READ COM 576152102 64 2,300 SOLE 2,300 0 0
MASTEC INC COM 576323109 342 8,950 SOLE 8,950 0 0
MATTEL INC COM 577081102 6 442 SOLE 442 0 0
MATTSON TECHNOLOGY INC COM 577223100 10 300 SOLE 300 0 0
MAX & ERMAS RESTAUR COM 577903107 23 2,800 SOLE 2,800 0 0
MAXCOR FINANCIAL GROUP INC COM 57772G100 9 5,600 SOLE 5,600 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 1,644 24,200 SOLE 24,200 0 0
MAXTOR CORP COM 577729205 89 8,400 SOLE 8,400 0 0
MAXXAM INC COM 577913106 85 4,800 SOLE 4,800 0 0
MAYNARD OIL CO COM 578444101 13 800 SOLE 800 0 0
MAYS (J.W.) INC COM 578473100 1 100 SOLE 100 0 0
MAYTAG CORP COM 578592107 1,626 44,100 SOLE 44,100 0 0
MB FINANCIAL INC COM 55263D107 17 1,400 SOLE 1,400 0 0
MBIA INC COM 55262C100 1,966 40,800 SOLE 40,800 0 0
MBNA CORP COM 55262L100 8,775 323,500 SOLE 323,500 0 0
MCCLAIN INDUSTRIES COM 579487109 2 300 SOLE 300 0 0
MCCORMICK & CO INC COM NON-VOTI 579780206 1,625 50,000 SOLE 50,000 0 0
MCDERMOTT INTL INC COM 580037109 214 24,300 SOLE 24,300 0 0
MCDONALDS CORP COM 580135101 18,386 558,200 SOLE 558,200 0 0
MCGRAW HILL INC COM 580645109 4,408 81,636 SOLE 81,636 0 0
MCI WORLDCOM INC COM 98157D106 29,626 645,803 SOLE 645,803 0 0
MCKESSON HBOC INC COM 58155Q103 2,587 123,572 SOLE 123,572 0 0
MCN ENERGY GROUP INC. COM 55267J100 120,921 5657,133 SOLE 5657,133 0 0
MCRAE INDUSTRIES -CL A COM 582757209 17 4,000 SOLE 4,000 0 0
MED-DESIGN CORP COM 583926100 1,597 138,900 SOLE 138,900 0 0
MEDIA GENERAL A COM 584404107 884 18,200 SOLE 18,200 0 0
MEDIABAY INC COM 58446J108 2,188 700,000 SOLE 700,000 0 0
MEDIAONE GROUP INC COM 58440J104 1 971,424 SOLE 971,424 0 0
MEDICIS PHARMACEUTICAL-CL A COM 584690309 690 12,100 SOLE 12,100 0 0
MEDIMMUNE INC COM 584699102 6,290 85,000 SOLE 85,000 0 0
MEDSTONE INTERNATIONAL INC COM 58505C101 33 5,700 SOLE 5,700 0 0
MEDTRONIC INC COM 585055106 15,492 311,000 SOLE 311,000 0 0
MEGO FINANCIAL CORPORATION COM 585162308 19 4,700 SOLE 4,700 0 0
MELLON BK CORP COM 58551A108 18,131 497,600 SOLE 497,600 0 0
MENS WEARHOUSE INC COM 587118100 163 7,300 SOLE 7,300 0 0
MENTOR GRAPHICS CORP COM 587200106 2,790 140,400 SOLE 140,400 0 0
MERANT PLC ADR 587336108 113 11,095 SOLE 11,095 0 0
MERCANTILE BANKSHARES CORP COM 587405101 3,625 121,600 SOLE 121,600 0 0
MERCK & CO INC COM 589331107 11,226 146,500 SOLE 146,500 0 0
MERCURY INTERACTIVE CORP COM 589405109 4,644 48,000 SOLE 48,000 0 0
MEREDITH CORP COM 589433101 34 1,000 SOLE 1,000 0 0
MERIDIAN RESOURCE CORP COM 58977Q109 14,935 2625,860 SOLE 2625,860 0 0
MERITOR AUTOMOTIVE INC COM 59000G100 481 43,767 SOLE 43,767 0 0
MERRILL LYNCH & CO INC COM 590188108 0 2 SOLE 2 0 0
MESA LABORATORIES INC COM 59064R109 6 1,000 SOLE 1,000 0 0
MESTEK INC COM 590829107 100 5,700 SOLE 5,700 0 0
METRIS COMPANIES INC COM 591598107 1,538 61,200 SOLE 61,200 0 0
MEXICAN RESAURANTS INC COM 59283R104 15 4,500 SOLE 4,500 0 0
MEXICO FUND INC CLOSED END F 592835102 123,271 8287,100 SOLE 8287,100 0 0
MFRI INC COM 552721102 24 6,400 SOLE 6,400 0 0
MGIC INVESTMENT CORP COM 552848103 2,029 44,600 SOLE 44,600 0 0
MICHAEL ANTHONY JEWELERS INC COM 594060105 3 1,000 SOLE 1,000 0 0
MICHAELS STORES INC COM 594087108 188 4,100 SOLE 4,100 0 0
MICREL INC COM 594793101 2,658 61,200 SOLE 61,200 0 0
MICRON TECHNOLOGY INC COM 595112103 335 3,800 SOLE 3,800 0 0
MICROSOFT CORP COM 594918104 171,864 2148,300 SOLE 2148,300 0 0
MICROTEST INC COM 594941106 38 4,500 SOLE 4,500 0 0
MIDDLEBY CORP COM 596278101 54 7,400 SOLE 7,400 0 0
MIDLAND COMPANY COM 597486109 110 4,500 SOLE 4,500 0 0
MIH LTD COM G6116R101 8,230 274,032 SOLE 274,032 0 0
MIKOHN GAMING CORP COM 59862K108 95 12,000 SOLE 12,000 0 0
MILACRON INC COM 598709103 267 18,400 SOLE 18,400 0 0
MILLENNIUM CHEMICALS INC COM 599903101 41 2,400 SOLE 2,400 0 0
MILLENNIUM PHARMACEUTICALS COM 599902103 7,328 65,500 SOLE 65,500 0 0
MILLER BUILDING SYSTEMS INC COM 600404107 1 100 SOLE 100 0 0
MILLER HERMAN INC COM 600544100 1,477 57,100 SOLE 57,100 0 0
MILLIPORE CORP COM 601073109 1,281 17,000 SOLE 17,000 0 0
MINE SAFETY APPLIANC COM 602720104 396 16,500 SOLE 16,500 0 0
MINERALS TECHNOLOGIE COM 603158106 603 13,100 SOLE 13,100 0 0
MINIMED INC COM 60365K108 2,714 23,000 SOLE 23,000 0 0
MINNESOTA MNG & MFG CO COM 604059105 13,695 166,000 SOLE 166,000 0 0
MINNESOTA P&L CO COM 604110106 859 49,600 SOLE 49,600 0 0
MITCHELL ENERGY & DEV - CL A COM 606592202 148 4,700 SOLE 4,700 0 0
MITEL CORP COM 606711109 412 19,600 SOLE 19,600 0 0
MODINE MFG CO COM 607828100 508 18,800 SOLE 18,800 0 0
MODIS PROFESSIONAL SERVICES COM 607830106 517 67,800 SOLE 67,800 0 0
MOHAWK INDUSTIRES INC COM 608190104 983 45,200 SOLE 45,200 0 0
MOLEX INC COM 608554101 3,731 77,525 SOLE 77,525 0 0
MONRO MUFFLER BRAKE COM 610236101 27 2,900 SOLE 2,900 0 0
MONTANA POWER CO COM 612085100 2,701 76,500 SOLE 76,500 0 0
MOORE MEDICAL CORP COM 615799103 12 2,000 SOLE 2,000 0 0
MORGAN KEEGAN COM 617410105 161 10,900 SOLE 10,900 0 0
MORGAN ST DEAN WITTER COM 617446448 33,568 403,216 SOLE 403,216 0 0
MORGAN STANLEY AFRICA INVEST MUTUAL FUND 617444104 27,844 3507,883 SOLE 3507,883 0 0
MORGAN STANLEY ASIA PACIFIC CLOSED END F 61744U106 26,953 2645,700 SOLE 2645,700 0 0
MORGAN STANLEY EMERGING MARK MUTUAL FUND 61744G107 43,268 2884,500 SOLE 2884,500 0 0
MORGAN STANLEY INDIA INVT FU CLOSED END F 61745C105 71,877 5989,750 SOLE 5989,750 0 0
MOTOROLA INC COM 620076109 25,443 875,449 SOLE 875,449 0 0
MOVIE GALLERY INC COM 624581104 41 10,600 SOLE 10,600 0 0
MSC.SOFTWARE CORPORATION COM 553531104 88 9,400 SOLE 9,400 0 0
MSDW EASTERN EUROPE FUND MUTUAL FUND 616988101 423 25,000 SOLE 25,000 0 0
MUELLER INDUSTRIES COM 624756102 972 34,700 SOLE 34,700 0 0
MULTI COLOR CORP COM 625383104 22 2,700 SOLE 2,700 0 0
MURPHY OIL CORP COM 626717102 1,884 31,700 SOLE 31,700 0 0
MYLAN LABORATORIES COM 628530107 1,632 89,400 SOLE 89,400 0 0
NABISCO GROUP HOLDINGS COM 62952P102 4,386 169,100 SOLE 169,100 0 0
NABISCO HOLDINGS CORP COM CL A 629526104 27,263 519,300 SOLE 519,300 0 0
NABORS INDS INC COM 629568106 4,244 102,100 SOLE 102,100 0 0
NACCO INDS INC COM CL A 629579103 133 3,800 SOLE 3,800 0 0
NAPCO SECURITY COM 630402105 1 200 SOLE 200 0 0
NASHUA CORP COM 631226107 31 3,700 SOLE 3,700 0 0
NATIONAL AUSTRALIA BANK CPFD 7.875 632525309 20,481 723,400 SOLE 723,400 0 0
NATIONAL COMMERCE BANCORPORA COM 635449101 1,229 76,500 SOLE 76,500 0 0
NATIONAL HOME HEALTH COM 636380107 28 6,501 SOLE 6,501 0 0
NATIONAL PRESTO INDS COM 637215104 62 2,000 SOLE 2,000 0 0
NATIONAL SEMICONDUCTOR COM 637640103 8,348 147,100 SOLE 147,100 0 0
NATIONAL SVC INDS INC COM 637657107 348 17,828 SOLE 17,828 0 0
NATL FUEL GAS CO COM 636180101 1,316 27,000 SOLE 27,000 0 0
NATL WESTERN LIFE INS - CL A COM 638522102 187 2,600 SOLE 2,600 0 0
NATURAL MICROSYSTEMS CORP COM 638882100 349 3,100 SOLE 3,100 0 0
NATURES BOUNTY INC COM 628782104 273 42,800 SOLE 42,800 0 0
NAVIGANT CONSULTING COMPANY COM 63935N107 126 29,600 SOLE 29,600 0 0
NAVIGANT INTERNATIONAL INC COM 63935R108 122 12,700 SOLE 12,700 0 0
NAVISTAR INTL CORP COM 63934E108 801 25,800 SOLE 25,800 0 0
NCH CORP COM 628850109 275 7,600 SOLE 7,600 0 0
NCO GROUP INC COM 628858102 2 100 SOLE 100 0 0
NCR CORP COM 62886E108 1,546 39,700 SOLE 39,700 0 0
NEIMAN MARCUS GROUP - CL B COM 640204301 237 8,530 SOLE 8,530 0 0
NEIMAN MARCUS GROUP INC - CL COM 640204202 946 32,000 SOLE 32,000 0 0
NETWORK APPLIANCE INC COM 64120L104 10,964 136,200 SOLE 136,200 0 0
NETWORKS ASSOCIATES INC COM 640938106 183 9,000 SOLE 9,000 0 0
NEW BRUNSWICK SCIENT COM 642876106 56 9,372 SOLE 9,372 0 0
NEW CENTURY ENERGIES INC COM 64352U103 1,407 46,915 SOLE 46,915 0 0
NEW GERMANY FUND MUTUAL FUND 644465106 7,030 506,654 SOLE 506,654 0 0
NEW HAMPSHIRE THRIFT BANCSHA COM 644722100 12 1,100 SOLE 1,100 0 0
NEW YORK TIMES CO COM CL A 650111107 2,670 67,600 SOLE 67,600 0 0
NEWELL CO COM 651229106 1,424 55,317 SOLE 55,317 0 0
NEWFIELD EXPLORATION COMPANY COM 651290108 149 3,800 SOLE 3,800 0 0
NEWMARK HOMES CORP COM 651578106 15 2,400 SOLE 2,400 0 0
NEWMIL BANCORP INC COM 651633109 1 100 SOLE 100 0 0
NEWMONT MINING COM 651639106 1,490 68,900 SOLE 68,900 0 0
NEWPORT NEWS SHIPBUILDING COM 652228107 1,274 34,680 SOLE 34,680 0 0
NEXTEL COMMUNICATIONS COM CL A 65332V103 13,628 222,722 SOLE 222,722 0 0
NEXTEL JAN 02 PUT 27.5 PUT ON EQUIT 65332V953 675 300 PUT SOLE 300 0 0
NIAGARA MOHAWK PWR CORP COM 653520106 1,047 75,100 SOLE 75,100 0 0
NICOR INC COM 654086107 623 19,104 SOLE 19,104 0 0
NIKE INC COM CL B 654106103 2,265 56,900 SOLE 56,900 0 0
NISOURCE INC COM 65473P105 1,579 84,800 SOLE 84,800 0 0
NOBLE AFFILIATES INC COM 654894104 3,196 85,800 SOLE 85,800 0 0
NOBLE DRILLING CORP COM 655042109 3,472 84,300 SOLE 84,300 0 0
NOGATECH COM 654919109 440 66,469 SOLE 66,469 0 0
NOLAND CO COM 655286102 58 3,400 SOLE 3,400 0 0
NORDSON CP COM 655663102 597 11,800 SOLE 11,800 0 0
NORDSTROM INC COM 655664100 18,417 763,400 SOLE 763,400 0 0
NORFOLK SOUTHERN CORP COM 655844108 2,315 155,606 SOLE 155,606 0 0
NORTEL NETWORKS CORP COM 656568102 80,123 1173,960 SOLE 1173,960 0 0
NORTH FORK BANCORPOR COM 659424105 6,461 427,200 SOLE 427,200 0 0
NORTH VALLEY BANCORP COM 66304M105 20 1,900 SOLE 1,900 0 0
NORTHEAST UTILITIES COM 664397106 2,325 106,900 SOLE 106,900 0 0
NORTHERN TR CORP COM 665859104 2,648 40,700 SOLE 40,700 0 0
NORTHN STS PWR CO MINN COM 665772109 1,266 62,700 SOLE 62,700 0 0
NOVA CHEMICALS CORP COM 66977W109 10,535 490,000 SOLE 490,000 0 0
NOVA CORP COM 669784100 1,447 51,800 SOLE 51,800 0 0
NOVELL INC COM 670006105 1,215 131,300 SOLE 131,300 0 0
NOVELLUS SYS INC COM 670008101 2,828 50,000 SOLE 50,000 0 0
NOVOSTE CORP COM 67010C100 3,575 58,600 SOLE 58,600 0 0
NSTAR COM 67019E107 1,794 44,100 SOLE 44,100 0 0
NUI CORP COM 629430109 340 12,600 SOLE 12,600 0 0
NUTRACEUTICAL INTERNATIONAL COM 67060Y101 17 5,300 SOLE 5,300 0 0
NVIDIA CORP COM 67066G104 2,771 43,600 SOLE 43,600 0 0
OCCIDENTAL PETE CORP COM 674599105 2,532 120,200 SOLE 120,200 0 0
OCEAN ENERGY INC COM 67481E106 1,691 119,200 SOLE 119,200 0 0
OFFICE DEPOT INC 0% 11/01/08 676220AB2 3,519 5000,000 SOLE 5000,000 0 0
OFFICE DEPOT INC 0% 12/11/07 676220AA4 23,108 39000000 SOLE 39000000 0 0
OFFICE DEPOT INC COM 676220106 2,544 407,000 SOLE 407,000 0 0
OFFICEMAX INC COM 67622M108 362 72,400 SOLE 72,400 0 0
OGDEN CORP COM 676346109 277 30,749 SOLE 30,749 0 0
OGE ENERGY CORP COM 670837103 999 54,000 SOLE 54,000 0 0
OILGEAR CO COM 678042102 20 2,400 SOLE 2,400 0 0
OLD DOMINION FGHT LI COM 679580100 93 9,500 SOLE 9,500 0 0
OLD REPUBLIC INTERNATIONAL C COM 680223104 1,457 88,300 SOLE 88,300 0 0
OLIN CORP COM 680665205 497 30,100 SOLE 30,100 0 0
OLYMPIC STEEL COM 68162K106 38 10,800 SOLE 10,800 0 0
OMNICARE INC COM 681904108 590 65,100 SOLE 65,100 0 0
OMNICON GP INC COM 681919106 6,519 73,200 SOLE 73,200 0 0
ON COMMAND COM 682160106 72 5,021 SOLE 5,021 0 0
ONEOK INC COM 682680103 338 13,050 SOLE 13,050 0 0
OPINION RESEARCH CORP COM 683755102 32 4,900 SOLE 4,900 0 0
ORACLE SYSTEMS CORP COM 68389X105 6,844 81,412 SOLE 81,412 0 0
ORAPHARMA INC COM 68554E106 4,516 451,600 SOLE 451,600 0 0
OREGON STL MLS INC COM 686079104 19 9,700 SOLE 9,700 0 0
ORLEANS HOMEBUILDERS INC COM 686588104 0 200 SOLE 200 0 0
OUTBACK STEAKHOUSE COM 689899102 1,496 51,149 SOLE 51,149 0 0
OVERSEAS SHIP COM 690368105 554 22,500 SOLE 22,500 0 0
OWENS & MINOR INC NE COM 690732102 2,772 161,300 SOLE 161,300 0 0
OWENS CORNING FIBERGLAS CORP COM NEW 69073F103 205 22,200 SOLE 22,200 0 0
OWENS ILLINOIS COM 690768403 721 61,700 SOLE 61,700 0 0
OXFORD HEALTH PLANS COM 691471106 1,334 56,000 SOLE 56,000 0 0
OXFORD INDUSTRIES COM 691497309 29 1,600 SOLE 1,600 0 0
P&F INDUSTRIES CL-A COM 692830508 17 2,000 SOLE 2,000 0 0
P-COM INC COM 693262107 2,517 450,000 SOLE 450,000 0 0
PACCAR INC COM 693718108 1,238 31,200 SOLE 31,200 0 0
PACIFICARE HEALTH SYSTEMS COM 695112102 1,642 27,287 SOLE 27,287 0 0
PACTIV CORPORATION COM 695257105 14,157 1797,700 SOLE 1797,700 0 0
PAINE WEBBER COM 695629105 6,598 145,000 SOLE 145,000 0 0
PAKISTAN INVESTMENT FUND MUTUAL FUND 695844100 812 324,700 SOLE 324,700 0 0
PALL CORP COM 696429307 918 49,634 SOLE 49,634 0 0
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 203 10,100 SOLE 10,100 0 0
PANERA BREAD COMPANY - CL A COM 69840W108 58 5,700 SOLE 5,700 0 0
PAPA JOHNS INTL INC COM 698813102 527 21,500 SOLE 21,500 0 0
PARADIGM GEOPHYSICAL LTD COM 69900J104 14 2,400 SOLE 2,400 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 1,220 110,952 SOLE 110,952 0 0
PARK PLACE ENTERTAINMENT COM 700690100 105 8,600 SOLE 8,600 0 0
PARKER HANNIFIN CORP COM 701094104 11,628 339,500 SOLE 339,500 0 0
PATINA OIL & GAS CORP COM 703224105 158 7,600 SOLE 7,600 0 0
PAYCHEX INC COM 704326107 6,298 149,946 SOLE 149,946 0 0
PAYLESS SHOESOURCE INC COM 704379106 882 17,200 SOLE 17,200 0 0
PC CONNECTION INC COM 69318J100 476 8,350 SOLE 8,350 0 0
PDK LABS INC COM 693293508 10 2,700 SOLE 2,700 0 0
PE CORP-PE BIOSYSTEMS GROUP COM 69332S102 5,534 84,000 SOLE 84,000 0 0
PECO ENERGY CO COM 693304107 25,215 625,500 SOLE 625,500 0 0
PEERLESS MFG CO COM 705514107 30 1,800 SOLE 1,800 0 0
PENN VIRGINIA CORP COM 707882106 172 7,000 SOLE 7,000 0 0
PENNEY J C INC COM 708160106 1,936 105,000 SOLE 105,000 0 0
PENTAIR INC COM 709631105 1,037 29,200 SOLE 29,200 0 0
PENTON MEDIA INC COM 709668107 28 800 SOLE 800 0 0
PENZOIL QUAKER STATE CO COM 709323109 634 52,555 SOLE 52,555 0 0
PEOPLES BANCSHARES INC COM 709795108 12 800 SOLE 800 0 0
PEOPLES ENERGY CORP COM 711030106 460 14,200 SOLE 14,200 0 0
PEOPLESOFT INC COM 712713106 1,829 109,200 SOLE 109,200 0 0
PEPSI BOTTLING GROUP INC COM 713409100 3,993 136,800 SOLE 136,800 0 0
PEPSICO INC COM 713448108 4 88 SOLE 88 0 0
PER-SE TECHNOLOGIES INC COM 713569309 3 281 SOLE 281 0 0
PERFICIENT INC COM 71375U101 3,430 245,000 SOLE 245,000 0 0
PERFORMANCE FOOD GROUP CO COM 713755106 64 2,000 SOLE 2,000 0 0
PERICOM SEMICONDUCTOR CORP COM 713831105 381 5,600 SOLE 5,600 0 0
PERKINELMER INC COM 714046109 1,270 19,211 SOLE 19,211 0 0
PERRIGO CO COM 714290103 716 113,500 SOLE 113,500 0 0
PERRY ELLIS INTERNATIONAL COM 288853104 32 4,000 SOLE 4,000 0 0
PETROCHINA CO LTD-ADR ADR 71646E100 42 2,000 SOLE 2,000 0 0
PETROLEUM DEV CORP COM 716578109 52 10,200 SOLE 10,200 0 0
PFIZER INC COM 717081103 123,047 2563,475 SOLE 2563,475 0 0
PG & E CORP COM 69331C108 3,839 155,900 SOLE 155,900 0 0
PHARMACIA CORP COM 71713U102 73,722 1426,310 SOLE 1426,310 0 0
PHARMACOPEIA INC COM 71713B104 672 14,500 SOLE 14,500 0 0
PHELPS DODGE COM 717265102 1,185 31,857 SOLE 31,857 0 0
PHILLIPS PETE CO COM 718507106 5,273 104,035 SOLE 104,035 0 0
PHM CORP COM 745867101 383 17,700 SOLE 17,700 0 0
PHOENIX TECHNOLOGY COM 719153108 217 13,300 SOLE 13,300 0 0
PHOTON DYNAMICS COM 719364101 463 6,200 SOLE 6,200 0 0
PICCADILLY CAFETERIA COM 719567109 24 8,700 SOLE 8,700 0 0
PIER1 IMPORTS INC COM 720279108 635 65,100 SOLE 65,100 0 0
PINNACLE ENTERTAINMENT COM 723456109 229 11,800 SOLE 11,800 0 0
PINNACLE WEST CAPITAL COM 723484101 1,179 34,800 SOLE 34,800 0 0
PIONEER NATURAL RSCS COM 723787107 249 19,500 SOLE 19,500 0 0
PITNEY BOWES INC COM 724479100 4,296 107,396 SOLE 107,396 0 0
PITT DES MOINES INC COM 724508106 106 5,600 SOLE 5,600 0 0
PITTSTON BRINKS GROUP COM 725701106 3,333 243,532 SOLE 243,532 0 0
PLACER DOME INC COM 725906101 1,279 133,800 SOLE 133,800 0 0
PLANAR SYSTEMS INC COM 726900103 85 6,600 SOLE 6,600 0 0
PMA CAPITAL CORPORATION-CL A COM 693419202 346 18,200 SOLE 18,200 0 0
PMC - SIERRA INC COM 69344F106 4,798 27,000 SOLE 27,000 0 0
PNC FINL CORP COM 693475105 13,359 285,000 SOLE 285,000 0 0
POGO PRODUCING CO COM 730448107 2,213 100,000 SOLE 100,000 0 0
POHANG IRON & STEEL -ADR COM (4 ADRS 730450103 473 19,700 SOLE 19,700 0 0
POLAROID CORP COM 731095105 1,125 62,300 SOLE 62,300 0 0
POLICY MGMT SYS COM 731108106 3,040 197,700 SOLE 197,700 0 0
POLYCOM INC COM 73172K104 2,390 25,400 SOLE 25,400 0 0
POMEROY COMPUTER RES COM 731822102 41 2,800 SOLE 2,800 0 0
POPE & TALBOT INC COM 732827100 360 22,500 SOLE 22,500 0 0
POTOMAC ELEC PWR CO COM 737679100 2,065 82,600 SOLE 82,600 0 0
POWELL INDUSTRIES COM 739128106 2 200 SOLE 200 0 0
POWER-ONE INC COM 739308104 285 2,500 SOLE 2,500 0 0
POWERWAVE TECH INC COM 739363109 1,848 42,000 SOLE 42,000 0 0
PPG INDS INC COM 693506107 8,730 197,000 SOLE 197,000 0 0
PPL CORP COM 69351T106 1,261 57,500 SOLE 57,500 0 0
PRAXAIR INC COM 74005P104 2,415 64,500 SOLE 64,500 0 0
PRECISION CASTPARTS COM 740189105 765 16,900 SOLE 16,900 0 0
PRECISION DRILLING CORP COM 74022D100 12 300 SOLE 300 0 0
PRENTISS PROPERTIES TRUST COM 740706106 989 41,200 SOLE 41,200 0 0
PRESIDENTIAL LIFE CO COM 740884101 24 1,700 SOLE 1,700 0 0
PRI AUTOMATION INC COM 69357H106 955 14,600 SOLE 14,600 0 0
PRICE T ROWE & ASSOCIATES COM 741477103 2,032 47,800 SOLE 47,800 0 0
PRIME GROUP REALTY TRUST COM 74158J103 172 11,300 SOLE 11,300 0 0
PRIMESOURCE CORP COM 741593107 12 2,400 SOLE 2,400 0 0
PRIMEX TECHNOLOGIES INC COM 741597108 158 7,200 SOLE 7,200 0 0
PROCTER & GAMBLE CO COM 742718109 30,244 528,276 SOLE 528,276 0 0
PROGRESS SOFTWARE CORP COM 743312100 621 34,600 SOLE 34,600 0 0
PROGRESSIVE CP COM 743315103 2,227 30,100 SOLE 30,100 0 0
PROJECT SOFTWARE & DEVELOPME COM 74339P101 3,973 220,700 SOLE 220,700 0 0
PROPHET 21 INC COM 743459109 28 1,900 SOLE 1,900 0 0
PROTECTIVE LIFE CORP COM 743674103 1,158 43,500 SOLE 43,500 0 0
PROVIDENT FINANCIAL GROUP COM 743866105 788 33,100 SOLE 33,100 0 0
PROVIDIAN FINANCIAL CORP COM 74406A102 189 2,100 SOLE 2,100 0 0
PS BUSINESS PARKS INC/CA COM 69360J107 20,978 874,074 SOLE 874,074 0 0
PSS WORLD MEDICAL INC COM 69366A100 295 43,900 SOLE 43,900 0 0
PUBLIC SVC CO NEW MEX COM 744499104 1,051 68,100 SOLE 68,100 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3,054 88,200 SOLE 88,200 0 0
PUGET SOUND ENERGY INC COM 745332106 1,221 57,300 SOLE 57,300 0 0
PULITZER INC COM 745769109 232 5,500 SOLE 5,500 0 0
Q.E.P COMPANY INC COM 74727K102 27 3,200 SOLE 3,200 0 0
QLT PHOTOTHERAPEUTICS INC COM 746927102 11,790 152,500 SOLE 152,500 0 0
QUAKER CHEMICAL CORP COM 747316107 109 6,300 SOLE 6,300 0 0
QUAKER CITY BANCORP INC COM 74731K106 26 1,700 SOLE 1,700 0 0
QUAKER OATS CO COM 747402105 4,117 54,800 SOLE 54,800 0 0
QUALCOMM INC COM 747525103 6 100 SOLE 100 0 0
QUALITY SYS INC COM 747582104 29 3,900 SOLE 3,900 0 0
QUANTA SERVICES INC COM 74762E102 2,486 45,200 SOLE 45,200 0 0
QUANTUM CORP DLT & STORAGE COM 747906204 166 17,100 SOLE 17,100 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3,827 51,200 SOLE 51,200 0 0
QUESTAR CORP COM 748356102 1,122 57,900 SOLE 57,900 0 0
QUESTCOR PARMACEUTICALS COM 74835Y101 3,080 1642,500 SOLE 1642,500 0 0
QUINTEL ENTERTAINMENT INC COM 748762101 3 1,000 SOLE 1,000 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 637 45,100 SOLE 45,100 0 0
QUIPP INC COM 748802105 63 3,300 SOLE 3,300 0 0
QUORUM HEALTH COM 749084109 5,087 493,300 SOLE 493,300 0 0
R&B FALCON CORP COM 74912E101 1,553 65,900 SOLE 65,900 0 0
RADIANT SYSTEMS INC COM 75025N102 131 5,450 SOLE 5,450 0 0
RADIOSHACK CORPORATION COM 750438103 3,695 78,000 SOLE 78,000 0 0
RALSTON-RALSTON PURINA GROUP COM 751277302 25,614 1284,700 SOLE 1284,700 0 0
RAMBUS INC COM 750917106 3,811 37,000 SOLE 37,000 0 0
RANGER OIL COM 752805101 263 47,800 SOLE 47,800 0 0
RATIONAL SOFTWARE CO COM 75409P202 5,883 63,300 SOLE 63,300 0 0
RAVEN INDUSTRIES INC COM 754212108 28 2,000 SOLE 2,000 0 0
RAVENSWOOD WINERY INC COM 754438109 63 4,700 SOLE 4,700 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 149 6,600 SOLE 6,600 0 0
RAYTHEON CO CL-B COM 755111408 7,059 366,700 SOLE 366,700 0 0
READERS DIGEST ASSN A COM 755267101 1,717 43,200 SOLE 43,200 0 0
REEBOK INTL LTD COM 758110100 504 31,600 SOLE 31,600 0 0
REFAC COM 758653109 13 3,700 SOLE 3,700 0 0
RELIANT ENERGY INC COM 75952J108 3,633 122,900 SOLE 122,900 0 0
RELIASTAR FINANCIAL CORP COM 75952U103 41,405 789,600 SOLE 789,600 0 0
RELM WIRELESS CORP COM 759525108 10 4,300 SOLE 4,300 0 0
REMINGTON OIL & GAS CORP COM 759594302 13 1,700 SOLE 1,700 0 0
RENAISSANCE RE HOLDINGS LTD REAL ESTATE G7496G103 144 3,300 SOLE 3,300 0 0
RENT WAY INC COM 76009U104 134 4,600 SOLE 4,600 0 0
REPUBLIC BANCORP INC COM 760282103 221 24,700 SOLE 24,700 0 0
REPUBLIC BANCSHARES INC COM 759929102 1 100 SOLE 100 0 0
RESPIRONICS INC COM 761230101 607 33,700 SOLE 33,700 0 0
REXHALL INDS INC COM 761684109 15 2,940 SOLE 2,940 0 0
REYNOLDS & REY COM 761695105 956 52,400 SOLE 52,400 0 0
RGS ENERGY GROUP COM 74956K104 888 39,900 SOLE 39,900 0 0
RITE AID DEC 00 PUT 94.75 PUT ON EQUIT 767754954 18 700 PUT SOLE 700 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
ROADWAY EXPRESS INC COM 769742107 204 8,700 SOLE 8,700 0 0
ROBERT HALF INTL INC COM 770323103 3,588 125,900 SOLE 125,900 0 0
ROBINSON NUGENT INC COM 770810109 8 600 SOLE 600 0 0
ROBOTIC VISION SYSTEMS INC COM 771074101 32 1,800 SOLE 1,800 0 0
ROC TAIWAN FUND MUTUAL FUND 749651105 1,375 158,300 SOLE 158,300 0 0
ROCKWELL INTL CORP COM 773903109 39,400 1250,800 SOLE 1250,800 0 0
ROGERS COM 775133101 7,196 205,600 SOLE 205,600 0 0
ROLLINS INC COM 775711104 296 19,900 SOLE 19,900 0 0
ROSS STORES INC COM 778296103 1,054 61,800 SOLE 61,800 0 0
ROSTELECOM ADR ADR 778529107 68 5,000 SOLE 5,000 0 0
ROUGE INDUSTRIES -CL A COM 779088103 525 175,000 SOLE 175,000 0 0
ROWAN COS INC COM 779382100 1,160 38,200 SOLE 38,200 0 0
ROYAL DUTCH PETE CO COM 780257804 55,246 897,400 SOLE 897,400 0 0
RUBY TUESDAY COM 781182100 4,196 334,000 SOLE 334,000 0 0
RUDDICK CORP COM 781258108 579 49,000 SOLE 49,000 0 0
RUSS BERRIE & CO COM 782233100 268 13,900 SOLE 13,900 0 0
RUSSELL CORP COM 782352108 892 44,611 SOLE 44,611 0 0
RYANS FAMILY STEAK COM 783519101 346 41,000 SOLE 41,000 0 0
RYDER SYS INC COM 783549108 549 29,000 SOLE 29,000 0 0
RYERSON TULL INC COM 78375P107 164 15,792 SOLE 15,792 0 0
S&P 400 MIDCAP DEP RECPT ADR 595635103 8,875 100,000 SOLE 100,000 0 0
S3 INCORPORATED COM 784849101 16,089 1090,790 SOLE 1090,790 0 0
SABRE GROUP HOLDINGS INC COM 785905100 1,489 52,247 SOLE 52,247 0 0
SAFECO CORP COM 786429100 1,049 52,800 SOLE 52,800 0 0
SAFEWAY INC COM NEW 786514208 9,455 209,540 SOLE 209,540 0 0
SAKS INCORPORATED COM 79377W108 1,039 98,965 SOLE 98,965 0 0
SALEM COMMUNICATIONS -CL A COM 794093104 228 24,600 SOLE 24,600 0 0
SALOMON BROS FUND MUTUAL FUND 795477108 892 50,790 SOLE 50,790 0 0
SANDISK CORP COM 80004C101 857 14,000 SOLE 14,000 0 0
SANFILIPPO JOHN B & COM 800422107 21 7,100 SOLE 7,100 0 0
SANMINA CORP COM 800907107 5,130 60,000 SOLE 60,000 0 0
SANTA FE INTL CORP COM G7805C108 14 400 SOLE 400 0 0
SANTA FE SNYDER CORP COM 80218K105 1,480 130,100 SOLE 130,100 0 0
SAPIENT CORP COM 803062108 2,460 23,000 SOLE 23,000 0 0
SARA LEE CORP COM 803111103 6,921 358,382 SOLE 358,382 0 0
SAUCONY INC - CL A COM 804120103 46 4,500 SOLE 4,500 0 0
SAWTEK INC COM 805468105 1,689 29,347 SOLE 29,347 0 0
SBC COMMUNICATIONS INC COM 78387G103 59,901 1384,991 SOLE 1384,991 0 0
SCANA CORP COM 80589M102 1,770 73,356 SOLE 73,356 0 0
SCHERING PLOUGH CORP COM 806605101 6,666 132,000 SOLE 132,000 0 0
SCHLUMBERGER LTD COM 806857108 3 42 SOLE 42 0 0
SCHOLASTIC CORP COM 807066105 734 12,000 SOLE 12,000 0 0
SCHULMAN A COM 808194104 498 41,300 SOLE 41,300 0 0
SCHULTZ SAV O STORES COM 808196109 21 2,000 SOLE 2,000 0 0
SCI SYSTEMS INC COM 783890106 3,938 100,500 SOLE 100,500 0 0
SCIENTIFIC ATLANTA INC COM 808655104 4,520 60,676 SOLE 60,676 0 0
SCPIE HOLDINGS INC COM 78402P104 254 12,400 SOLE 12,400 0 0
SCUDDER NEW ASIA FUND INC MUTUAL FUND 811183102 637 42,800 SOLE 42,800 0 0
SEABOARD CORP COM 811543107 17 100 SOLE 100 0 0
SEACHANGE INTERNATIONAL INC COM 811699107 297 10,300 SOLE 10,300 0 0
SEACOR HLDGS INC COM 811904101 371 9,600 SOLE 9,600 0 0
SEAGATE TECHNOLOGY COM 811804103 24,475 445,000 SOLE 445,000 0 0
SEAGRAM LTD COM 811850106 30,126 519,420 SOLE 519,420 0 0
SEALED AIR CORP (NEW) A 0% CONV 12/3 81211K209 9,973 197,005 SOLE 197,005 0 0
SEARS ROEBUCK & CO COM 812387108 1,631 50,000 SOLE 50,000 0 0
SECURITY CAPITAL GROUP B COM 81413P204 31,897 1876,300 SOLE 1876,300 0 0
SECURITY CAPITAL US REALTY COM 814136206 26,463 1475,291 SOLE 1475,291 0 0
SEMITOOL INC COM 816909105 69 4,000 SOLE 4,000 0 0
SEMPRA ENERGY COM 816851109 1,406 82,700 SOLE 82,700 0 0
SEMTECH CORP COM 816850101 1,866 24,400 SOLE 24,400 0 0
SEMX CORP COM 816854103 12 1,700 SOLE 1,700 0 0
SENSORMATIC COM 817265101 1,926 121,800 SOLE 121,800 0 0
SEPRACOR INC COM 817315104 739 6,127 SOLE 6,127 0 0
SEQUA CORP COM 817320104 1,310 34,300 SOLE 34,300 0 0
SEVENSON ENVIRONMENT COM 818063109 17 1,500 SOLE 1,500 0 0
SHAW INDUSTRIES COM 820286102 1,184 94,700 SOLE 94,700 0 0
SHERWIN WILLIAMS CO COM 824348106 21,041 993,100 SOLE 993,100 0 0
SHOE CARNIVAL INC COM 824889109 52 8,300 SOLE 8,300 0 0
SICOR INC COM 825846108 686 85,800 SOLE 85,800 0 0
SIERRA PACIFIC RESOURCES COM 826428104 680 54,154 SOLE 54,154 0 0
SIGMA ALDRICH CORP COM 826552101 1,217 41,600 SOLE 41,600 0 0
SILICON STORAGE TECHNOLOGY COM 827057100 203 2,300 SOLE 2,300 0 0
SILICON VALLEY GROUP COM 827066101 709 27,400 SOLE 27,400 0 0
SILICON VY BANCSHARE COM 827064106 422 9,900 SOLE 9,900 0 0
SILICONIX INC COM 827079203 385 5,700 SOLE 5,700 0 0
SILICONWARE PRECISI-TEMP ADR COM 827084872 5,143 556,000 SOLE 556,000 0 0
SIMIONE CENTRAL HLDGS INC COM 828654301 3 971 SOLE 971 0 0
SIMPSON INDUSTRIES COM 829060102 8,644 1147,800 SOLE 1147,800 0 0
SKYLINE CORP COM 830830105 228 10,600 SOLE 10,600 0 0
SMITH CHARLES E RESIDENTIAL COM 832197107 228 6,000 SOLE 6,000 0 0
SMITH INTL INC COM 832110100 779 10,700 SOLE 10,700 0 0
SNAP ON TOOLS COM 833034101 714 26,800 SOLE 26,800 0 0
SNYDER COMMUNICATIONS INC COM 832914105 1,551 65,300 SOLE 65,300 0 0
SOFTNET SYSTEMS COM 833964109 963 100,000 SOLE 100,000 0 0
SOFTWARE SPECTRUM COM 833960107 97 5,600 SOLE 5,600 0 0
SOLUTIA INC COM 834376105 50,779 3693,000 SOLE 3693,000 0 0
SONESTA INTL HOTELS COM 835438409 30 3,600 SOLE 3,600 0 0
SONOCO PRODS CO COM 835495102 1,455 70,770 SOLE 70,770 0 0
SOTHEBYS HLDS COM 835898107 691 39,500 SOLE 39,500 0 0
SOUND ADVICE INC COM 836066100 35 3,700 SOLE 3,700 0 0
SOUTHDOWN INC COM 841297104 1,484 25,700 SOLE 25,700 0 0
SOUTHERN AFRICA FUND INC MUTUAL FUND 842157109 2,721 207,294 SOLE 207,294 0 0
SOUTHERN CO COM 842587107 6,332 271,600 SOLE 271,600 0 0
SOUTHERN ENERGY HOMES INC COM 842814105 5 5,200 SOLE 5,200 0 0
SOUTHERN MISSOURI BANCORP COM 843380106 17 1,300 SOLE 1,300 0 0
SOUTHTRUST CP COM 844730101 8,032 355,000 SOLE 355,000 0 0
SOUTHWEST SECURITIES GROUP COM 845224104 440 11,800 SOLE 11,800 0 0
SOVEREIGN BANCORP INC COM 845905108 920 130,800 SOLE 130,800 0 0
SPACELABS MEDICAL COM 846247104 119 10,600 SOLE 10,600 0 0
SPANISH BROADCASTING SYS CL COM 846425882 66 3,200 SOLE 3,200 0 0
SPECTRA-PHYSICS LASERS INC COM 847568102 147 2,100 SOLE 2,100 0 0
SPEIZMAN INDS INC COM 847805108 13 4,000 SOLE 4,000 0 0
SPIEGEL INC -CL A COM 848457107 176 20,700 SOLE 20,700 0 0
SPORT CHALET INC COM 849163100 30 6,400 SOLE 6,400 0 0
SPORT SUPPLY GROUP INC COM 848915104 2 500 SOLE 500 0 0
SPORT-HALEY INC COM 848925103 43 10,000 SOLE 10,000 0 0
SPRINGS INDUSTRIES INC COM 851783100 602 18,800 SOLE 18,800 0 0
SPRINT CORP COM 852061100 17,952 352,000 SOLE 352,000 0 0
SPX CORP COM 784635104 3,350 27,700 SOLE 27,700 0 0
ST ASSEMBLY TEST SERVICE A.D.R 85227G102 860 33,400 SOLE 33,400 0 0
ST JUDE MED INC COM 790849103 1,477 32,200 SOLE 32,200 0 0
ST MARY LD & EXPL CO COM 792228108 97 2,300 SOLE 2,300 0 0
ST PAUL COS INC COM 792860108 3,136 91,900 SOLE 91,900 0 0
STANDARD AUTOMOTIVE CORP COM 853097103 5 700 SOLE 700 0 0
STANDARD MANAGEMENT CORP COM 853612109 0 100 SOLE 100 0 0
STANDARD MICROSYSTEM COM 853626109 340 22,100 SOLE 22,100 0 0
STANDARD REGISTER CO COM 853887107 247 17,300 SOLE 17,300 0 0
STAPLES INC COM 855030102 2,929 190,500 SOLE 190,500 0 0
STARCRAFT CORP COM 855269106 12 1,400 SOLE 1,400 0 0
STARRETT (L.S.) CO COM 855668109 131 7,500 SOLE 7,500 0 0
STATE STREET CORP COM 857477103 6,852 64,600 SOLE 64,600 0 0
STATEN ISLAND BANCORP INC COM 857550107 677 38,400 SOLE 38,400 0 0
STERIS CORP COM 859152100 372 41,900 SOLE 41,900 0 0
STERLING FINL CORP COM 859319105 33 2,900 SOLE 2,900 0 0
STEWART & STEVENSON SVCS INC COM 860342104 318 21,100 SOLE 21,100 0 0
STEWART ENT INC CL-A COM 860370105 265 75,100 SOLE 75,100 0 0
STORAGE TECHNOLOGY CORP COM PAR $0.1 862111200 51 4,700 SOLE 4,700 0 0
STRIDE RITE CORP COM 863314100 216 35,300 SOLE 35,300 0 0
STRUCTURAL DYNAMICS RESEARCH COM 863555108 664 44,100 SOLE 44,100 0 0
STRYKER CORP COM 863667101 6,116 139,800 SOLE 139,800 0 0
STUDENT LOAN CORP COM 863902102 197 4,700 SOLE 4,700 0 0
STV GROUP INC COM 784847105 19 2,800 SOLE 2,800 0 0
SUMMA INDUSTRIES COM 86562T105 8 700 SOLE 700 0 0
SUN MICROSYSTEMS INC COM 866810104 57,954 637,300 SOLE 637,300 0 0
SUNAIR ELECTRONICS INC COM 867017105 1 500 SOLE 500 0 0
SUNBURST HOSPITALITY CORP COM 866948102 27 6,000 SOLE 6,000 0 0
SUNGARD DATA SYSTEMS COM 867363103 2,837 91,500 SOLE 91,500 0 0
SUNOCO INC COM 86764P109 1,090 37,044 SOLE 37,044 0 0
SUPER VALU STORES INC COM 868536103 1,048 55,000 SOLE 55,000 0 0
SUPERIOR INDUSTRIES INTL COM 868168105 1,205 46,800 SOLE 46,800 0 0
SUPERIOR SURGICAL MF COM 868358102 46 5,300 SOLE 5,300 0 0
SUPERTEX INC COM 868532102 45 900 SOLE 900 0 0
SUPREMA SPECIALTIES INC COM 86859F107 1 100 SOLE 100 0 0
SW AIRLINES COM 844741108 3,905 206,188 SOLE 206,188 0 0
SWIFT TRANSPORTATION COM 870756103 591 42,200 SOLE 42,200 0 0
SWISS ARMY BRANDS INC COM 870827102 40 7,900 SOLE 7,900 0 0
SWISS HELVETIA FUND CLOSED END F 870875101 32,083 2175,100 SOLE 2175,100 0 0
SYBASE INC COM 871130100 529 23,000 SOLE 23,000 0 0
SYBRON INTL CORP COM 87114F106 1,373 69,300 SOLE 69,300 0 0
SYKES ENTERPRISES INC COM 871237103 391 30,400 SOLE 30,400 0 0
SYLVAN LEARNING SYSTEMS INC COM 871399101 1 100 SOLE 100 0 0
SYMANTEC CORP COM 871503108 2,244 41,600 SOLE 41,600 0 0
SYMBOL TECH COM 871508107 505 9,355 SOLE 9,355 0 0
SYMIX SYS INC COM 871535100 27 3,000 SOLE 3,000 0 0
SYMS CORP COM 871551107 68 17,300 SOLE 17,300 0 0
SYNOPSYS INC COM 871607107 1,732 50,100 SOLE 50,100 0 0
SYNOVUS FINANCIAL CORP COM 87161C105 1,939 110,000 SOLE 110,000 0 0
SYSCO CORP COM 871829107 1,555 36,912 SOLE 36,912 0 0
SYSTEMS & COMPUTER COM 871873105 368 18,400 SOLE 18,400 0 0
TAIWAN FUND INC MUTUAL FUND 874036106 77 4,000 SOLE 4,000 0 0
TALBOTS INC COM 874161102 5 100 SOLE 100 0 0
TALX CORPORATION COM 874918105 84 4,900 SOLE 4,900 0 0
TANOX INC COM 87588Q109 22,753 480,900 SOLE 480,900 0 0
TARGET CORPORATION COM 87612E106 10,759 185,500 SOLE 185,500 0 0
TCF FINANCIAL CORP COM 872275102 8,027 312,500 SOLE 312,500 0 0
TEAM INC COM 878155100 7 3,600 SOLE 3,600 0 0
TECH DATA CORP COM 878237106 1,581 36,300 SOLE 36,300 0 0
TECHNITROL INC COM 878555101 29 300 SOLE 300 0 0
TECNOMATIX TECHNOLOGIES LTD COM M8743P105 22 1,600 SOLE 1,600 0 0
TECUMSEH PRODS CO COM CL B 878895101 185 4,500 SOLE 4,500 0 0
TECUMSEH PRODUCTS COM CL A 878895200 546 14,300 SOLE 14,300 0 0
TEKTRONIX CORP COM 879131100 2,183 29,500 SOLE 29,500 0 0
TEL & DATA SYS COM 879433100 4,391 43,800 SOLE 43,800 0 0
TELEBRAS SP ADR PFD BLOCK COM 879287308 4,361 44,900 SOLE 44,900 0 0
TELECOM SEMICONDUCTOR COM 87921P107 341 8,500 SOLE 8,500 0 0
TELECOMUNICACOES DE SAO PAUL COM 87929A102 181,034 9785,595 SOLE 9785,595 0 0
TELEFONICA DE ARGENTINA-ADR ADR 879378206 180,796 5694,350 SOLE 5694,350 0 0
TELEFONICA DE PERU ADR ADR 879384105 151,673 13333900 SOLE 13333900 0 0
TELEKOMUNIKASI INDONESIA ADR 715684106 278 40,000 SOLE 40,000 0 0
TELENORTE LESTE PARTICIP ADR COM 879246106 0 1 SOLE 1 0 0
TELESOFT CORP COM 879924108 1 398 SOLE 398 0 0
TELESUDESTE CELULAR PART ADR COM 879252104 157,861 5175,760 SOLE 5175,760 0 0
TELLABS INC COM 879664100 11,265 164,600 SOLE 164,600 0 0
TEMPLE INLAND INC COM 879868107 733 17,450 SOLE 17,450 0 0
TEMPLETON CHINA WORLD FUND MUTUAL FUND 88018X102 29,721 3866,100 SOLE 3866,100 0 0
TEMPLETON DRAGON FUND INC MUTUAL FUND 88018T101 40,536 4768,950 SOLE 4768,950 0 0
TEMPLETON EMERGING MKTS APPR COM 880190103 1,251 127,500 SOLE 127,500 0 0
TEMPLETON EMERGING MKTS FND CLOSED END F 880191101 6,368 653,100 SOLE 653,100 0 0
TEMPLETON VIETNAM OPP FD CLOSED END F 88022J107 2,966 420,000 SOLE 420,000 0 0
TENET HEALTHCARE CORP COM 88033G100 3,443 127,500 SOLE 127,500 0 0
TENNECO AUTOMOTIVE COM 880349105 3,023 575,860 SOLE 575,860 0 0
TERADYNE CORP COM 880770102 5,182 70,500 SOLE 70,500 0 0
TESORO PETROLEUM COR COM 881609101 30 3,000 SOLE 3,000 0 0
TEXACO COM 881694103 11,836 222,267 SOLE 222,267 0 0
TEXAS INSTRS INC COM 882508104 46,935 683,310 SOLE 683,310 0 0
TEXAS PAC LTD COM 882610108 4 100 SOLE 100 0 0
TEXOIL INC COM 882906506 18 2,700 SOLE 2,700 0 0
TEXTRON INC COM 883203101 3,096 57,000 SOLE 57,000 0 0
THE PMI GROUP INC COM 69344M101 1,496 31,500 SOLE 31,500 0 0
THE ROTTLUND COMPANY COM 779077106 12 4,600 SOLE 4,600 0 0
THE ST JOE COMPANY COM 790148100 750 25,000 SOLE 25,000 0 0
THERMO ELECTRON COM 883556102 1,342 63,700 SOLE 63,700 0 0
THOMAS & BETTS CORP COM 884315102 449 23,500 SOLE 23,500 0 0
THOMAS NELSON INC COM 640376109 272 31,800 SOLE 31,800 0 0
THREE-FIVE SYSTEMS INC COM 88554L108 773 13,100 SOLE 13,100 0 0
TIDEWATER INC COM 886423102 1,512 42,000 SOLE 42,000 0 0
TIER TECHNOLOGIES INC- CL B COM 88650Q100 71 13,600 SOLE 13,600 0 0
TIFFANY & CO COM 886547108 1,877 27,800 SOLE 27,800 0 0
TIMBERLAND BANCORP INC COM 887098101 1,222 113,000 SOLE 113,000 0 0
TIMBERLAND CO COM 887100105 779 11,000 SOLE 11,000 0 0
TIME WARNER COM 887315109 5,939 78,140 SOLE 78,140 0 0
TIMKEN CO COM 887389104 1,363 73,200 SOLE 73,200 0 0
TITAN CORP COM 888266103 2,510 56,100 SOLE 56,100 0 0
TJX COS INC NEW COM 872540109 11,101 592,076 SOLE 592,076 0 0
TODHUNTER INTL INC COM 889050100 24 3,000 SOLE 3,000 0 0
TOLLGRADE COMMUNICATIONS COM 889542106 875 6,600 SOLE 6,600 0 0
TOPPS INC COM 890786106 524 45,600 SOLE 45,600 0 0
TORCHMARK CORP COM 891027104 1,318 53,400 SOLE 53,400 0 0
TOSCO CORP COM 891490302 1,758 62,100 SOLE 62,100 0 0
TOYS R US COM 892335100 1,461 100,300 SOLE 100,300 0 0
TRACTOR SUPPLY COMPANY COM 892356106 10 600 SOLE 600 0 0
TRANS WORLD ENTERTAINMENT CO COM 89336Q100 223 18,400 SOLE 18,400 0 0
TRANSACTION SYSTEMS ARCHITEC COM CL A 893416107 377 22,000 SOLE 22,000 0 0
TRANSTECHNOLOGY CORP COM 893889105 56 5,100 SOLE 5,100 0 0
TRC COS INC COM 872625108 97 8,400 SOLE 8,400 0 0
TRIBUNE CO NEW COM 896047107 4,605 131,565 SOLE 131,565 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 2,889 102,248 SOLE 102,248 0 0
TRIGON HEALTHCARE INC COM 89618L100 1,382 26,800 SOLE 26,800 0 0
TRINITY INDUSTRIES COM 896522109 450 24,300 SOLE 24,300 0 0
TRIQUINT SEMICONDUCTOR COM 89674K103 3,378 35,300 SOLE 35,300 0 0
TRITON ENERGY CORP COM G90751101 668 17,100 SOLE 17,100 0 0
TRUE NORTH COMMUNICATIONS COM 897844106 1,329 30,200 SOLE 30,200 0 0
TRUST CO NJ JERSEY COM 898304100 15 800 SOLE 800 0 0
TRW INC COM 872649108 2,516 58,000 SOLE 58,000 0 0
TUCKER ANTHONY SUTRO COM 898647102 86 4,800 SOLE 4,800 0 0
TUPPERWARE CORPORATION W/I COM 899896104 510 23,200 SOLE 23,200 0 0
TURKISH INVESTMENT FUND MUTUAL FUND 900145103 4,703 308,400 SOLE 308,400 0 0
TUT SYSTEMS INC COM 901103101 69 1,200 SOLE 1,200 0 0
TWIN DISC INC COM 901476101 61 3,600 SOLE 3,600 0 0
TXU CORPORATION COM 873168108 3,369 114,200 SOLE 114,200 0 0
TYCO LABS INC COM 902124106 32,864 693,698 SOLE 693,698 0 0
TYSON FOODS INC COM CL A 902494103 1,347 153,950 SOLE 153,950 0 0
U.S. BANCORP COM 902973106 12,671 658,231 SOLE 658,231 0 0
U.S. CAN CORPORATION COM 90328W105 27,781 1598,900 SOLE 1598,900 0 0
UCAR INTL INC COM 90262K109 135 10,300 SOLE 10,300 0 0
UFP TECHNOLOGIES INC COM 902673102 0 100 SOLE 100 0 0
UICI COM 902737105 36,054 5494,000 SOLE 5494,000 0 0
ULTRAMAR CORP COM 904000106 1,546 62,322 SOLE 62,322 0 0
UMB FINANCIAL COM 902788108 619 18,880 SOLE 18,880 0 0
UNICOM CORP COM 904911104 3,447 89,100 SOLE 89,100 0 0
UNIFI INC COM 904677101 463 37,400 SOLE 37,400 0 0
UNIGRAPHICS SOLUTIONS INC COM 904928108 1,745 89,500 SOLE 89,500 0 0
UNILEVER N V COM 904784709 9,875 229,646 SOLE 229,646 0 0
UNION CARBIDE CORP COM 905581104 2,673 54,000 SOLE 54,000 0 0
UNION PAC CORP COM 907818108 3,772 101,433 SOLE 101,433 0 0
UNION PACIFIC RESOURCES GRP COM 907834105 2,279 103,609 SOLE 103,609 0 0
UNISYS CORP COM 909214108 5,209 357,700 SOLE 357,700 0 0
UNITED AUTO GROUP COM 909440109 25,948 2843,656 SOLE 2843,656 0 0
UNITED INDUSTRIAL CO COM 910671106 121 13,300 SOLE 13,300 0 0
UNITED RETAIL GROUP COM 911380103 114 13,400 SOLE 13,400 0 0
UNITED TECHNOLOGIES CORP COM 913017109 53,199 903,589 SOLE 903,589 0 0
UNITEDGLOBALCOM INC PFD - D 913247805 5,678 127,600 SOLE 127,600 0 0
UNITEDGLOBALCOM INC -CLA COM 913247508 17,401 372,223 SOLE 372,223 0 0
UNITEDHEALTH GROUP INC COM 91324P102 5,840 68,100 SOLE 68,100 0 0
UNIVERSAL FOODS COM 913538104 588 31,800 SOLE 31,800 0 0
UNIVERSAL HLTH SVCS COM 913903100 6,550 100,000 SOLE 100,000 0 0
UNIVISION COMMUNICATIONS INC COM 914906102 7,680 74,200 SOLE 74,200 0 0
UNO RESTAURANT CORP COM 914900105 56 5,200 SOLE 5,200 0 0
UNOCAL CORP COM 915289102 3,227 97,416 SOLE 97,416 0 0
UNUMPROVIDENT CORP COM 91529Y106 1,956 97,474 SOLE 97,474 0 0
US AIRWAYS JAN 01 PUT 25 PUT 911905957 110 200 PUT SOLE 200 0 0
US WEST INC COM 91273H101 10,153 118,400 SOLE 118,400 0 0
USAIR GROUP INC COM 911905107 1,178 30,200 SOLE 30,200 0 0
USFREIGHTWAYS CORPORATION COM 916906100 695 28,300 SOLE 28,300 0 0
USG CORP COM 903293405 1,008 33,200 SOLE 33,200 0 0
USX MARATHON GROUP COM 902905827 12,007 479,100 SOLE 479,100 0 0
USX-U S STEEL COM 90337T101 24,040 1295,100 SOLE 1295,100 0 0
UTI ENERGY CORP COM 903387108 104 2,600 SOLE 2,600 0 0
UTILICORP COM 918005109 1,320 66,400 SOLE 66,400 0 0
UTILX CORP COM 918031105 38 6,500 SOLE 6,500 0 0
V F CORP COM 918204108 1,150 48,310 SOLE 48,310 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 1,430 37,500 SOLE 37,500 0 0
VALERO ENERGY CORP COM 91913Y100 1,403 44,200 SOLE 44,200 0 0
VALUE CITY DEPARTMENT STORES COM 920387107 213 22,400 SOLE 22,400 0 0
VARCO INTERNATIONAL INC COM 922122106 2,751 118,310 SOLE 118,310 0 0
VARIAN INC COM 922206107 1,268 27,500 SOLE 27,500 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 1,142 29,200 SOLE 29,200 0 0
VARIAN SEMICONDUCTOR EQUIP COM 922207105 1,313 20,900 SOLE 20,900 0 0
VECTREN CORPORATION COM 92240G101 740 42,900 SOLE 42,900 0 0
VENATOR GROUP INC COM 922944103 4 400 SOLE 400 0 0
VERIO INC COM 923433106 13,871 250,000 SOLE 250,000 0 0
VERITAS SOFTWARE CORP COM 923436109 1,887 16,700 SOLE 16,700 0 0
VIACOM COM CL B 925524308 18,351 269,132 SOLE 269,132 0 0
VIAD CORP COM 92552R109 7,755 284,600 SOLE 284,600 0 0
VICORP RESTAURANTS COM 925817108 16 900 SOLE 900 0 0
VIDAMED INC COM 926530106 990 480,000 SOLE 480,000 0 0
VIDEO DISPLAY CORP COM 926555103 26 4,500 SOLE 4,500 0 0
VILLAGE SUPER MKT COM 927107409 41 3,300 SOLE 3,300 0 0
VINTAGE PETROLEUM COM 927460105 235 10,400 SOLE 10,400 0 0
VIRATA CORP COM 927646109 9,898 166,000 SOLE 166,000 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 3,670 96,749 SOLE 96,749 0 0
VISTEON CORP COM 92839U107 11 913 SOLE 913 0 0
VISX INC DEL COM 92844S105 1,240 44,200 SOLE 44,200 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 2,567 34,900 SOLE 34,900 0 0
VODAVI TECHNOLOGY INC COM 92857V102 3 1,300 SOLE 1,300 0 0
VOLT INFORMATION SCIENCES IN COM 928703107 333 10,100 SOLE 10,100 0 0
VSE CORP COM 918284100 17 2,600 SOLE 2,600 0 0
VULCAN MATERIALS COM 929160109 1,716 40,200 SOLE 40,200 0 0
W.R. GRACE & CO COM 38388F108 353 29,100 SOLE 29,100 0 0
WABASH NATIONAL CORP COM 929566107 85 7,100 SOLE 7,100 0 0
WABTEC COM 929740108 24,931 2403,000 SOLE 2403,000 0 0
WACKENHUT CORP CL B COM 929794303 1,975 210,700 SOLE 210,700 0 0
WAINWRIGHT BANK TRUST COMPAN COM 930705108 32 4,400 SOLE 4,400 0 0
WAL MART STORES INC COM 931142103 85,751 1488,092 SOLE 1488,092 0 0
WALLACE COMPUTER COM 932270101 258 26,100 SOLE 26,100 0 0
WALTER INDUSTRIES INC COM 93317Q105 277 24,200 SOLE 24,200 0 0
WARNACO GROUP CL A COM 934390105 291 37,500 SOLE 37,500 0 0
WASH POST CL B COM 939640108 3,506 7,335 SOLE 7,335 0 0
WASHINGTON G & L COM 938837101 775 32,200 SOLE 32,200 0 0
WASHINGTON MUTUAL INC COM 939322103 6,261 216,820 SOLE 216,820 0 0
WASTE MANAGEMENT INC COM 94106L109 3,036 159,807 SOLE 159,807 0 0
WATER PIK TECHNOLOGIES INC COM 94113U100 24 3,860 SOLE 3,860 0 0
WATERS CORP COM 941848103 5,354 42,900 SOLE 42,900 0 0
WATSON PHARMACEUTICAL INC COM 942683103 1,897 35,300 SOLE 35,300 0 0
WATTS INDUSTRIES COM CL A 942749102 134 10,600 SOLE 10,600 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 113 13,200 SOLE 13,200 0 0
WEATHERFORD INTERNATIONAL COM 947074100 6,916 173,716 SOLE 173,716 0 0
WEBSTER FINANCIAL CORPORATIO COM 947890109 244 11,000 SOLE 11,000 0 0
WELLMAN INC COM 949702104 350 21,600 SOLE 21,600 0 0
WELLPOINT HEALTH NETWORKS COM 94973H108 1,999 27,600 SOLE 27,600 0 0
WELLS FARGO COMPANY COM 949746101 20,976 541,320 SOLE 541,320 0 0
WENDYS INTL INC COM 950590109 871 48,900 SOLE 48,900 0 0
WESTAFF INC COM 957070105 63 14,100 SOLE 14,100 0 0
WESTERN GAS RESOURCES INC COM 958259103 38 1,800 SOLE 1,800 0 0
WESTERN RESOURCES COM 959425109 84 5,400 SOLE 5,400 0 0
WESTON (ROY F.) INC. COM 961137106 7 2,400 SOLE 2,400 0 0
WESTPOINT STEVENS INC COM 961238102 426 38,300 SOLE 38,300 0 0
WESTWOOD ONE INC COM 961815107 2,750 80,600 SOLE 80,600 0 0
WEYERHAEUSER CO COM 962166104 4,158 96,700 SOLE 96,700 0 0
WHIRLPOOL CORP COM 963320106 1,455 31,200 SOLE 31,200 0 0
WHITE MOUNTAINS INSURANCE GP COM G9618E107 224 1,400 SOLE 1,400 0 0
WHITMAN CORP COM 96647R107 5,295 427,900 SOLE 427,900 0 0
WILLIAMS COS INC DEL COM 969457100 7,264 174,250 SOLE 174,250 0 0
WILLIAMS-SONOMA COM 969904101 1,233 38,000 SOLE 38,000 0 0
WILLIS LEASE FINANCE CORP COM 970646105 1 100 SOLE 100 0 0
WILSONS THE LEATHER EXPERTS COM 972463103 94 6,400 SOLE 6,400 0 0
WINN DIXIE STORES INC COM 974280109 872 60,900 SOLE 60,900 0 0
WINNEBAGO INDS INC COM 974637100 35 2,700 SOLE 2,700 0 0
WINSTON HOTELS INC COM 97563A102 54 7,200 SOLE 7,200 0 0
WISCONSIN CENTRAL TRANSPORT COM 976592105 428 32,900 SOLE 32,900 0 0
WISCONSIN ENERGY CORP COM 976657106 1,631 82,300 SOLE 82,300 0 0
WISER OIL CO COM 977284108 716 229,000 SOLE 229,000 0 0
WOLOHAN LUMBER CO COM 977865104 16 1,600 SOLE 1,600 0 0
XEROX CORP COM 984121103 5,712 275,300 SOLE 275,300 0 0
XICOR INC COM 984903104 47 7,100 SOLE 7,100 0 0
XILINX INC COM 983919101 173 2,100 SOLE 2,100 0 0
XM SATELLITE RADIO HOLDING - COM 983759101 3,931 105,000 SOLE 105,000 0 0
XTRA CORP COM 984138107 3,309 83,900 SOLE 83,900 0 0
YAHOO INC COM 984332106 26,385 213,000 SOLE 213,000 0 0
YELLOW CORP COM 985509108 360 24,400 SOLE 24,400 0 0
YORK INTERNATIONAL CORP COM 986670107 636 25,200 SOLE 25,200 0 0
YOUNG & RUBICAM INC COM 987425105 7,192 125,764 SOLE 125,764 0 0
ZIONS BANCORPORATION COM 989701107 275 6,000 SOLE 6,000 0 0
ZORAN CORP COM 98975F101 13 200 SOLE 200 0 0
ZYGO CORP COM 989855101 173 1,900 SOLE 1,900 0 0
Grand total 8,382,151
</TABLE>
<PAGE>
Form 13F Summary Page
Report Summary:
Number of other Included Managers :
Form 13F Information Table Entry Total: 1,576
Form 13F Information Table Value Total: $8,382,151
<PAGE>
