FORM 13F COVER PAGE
Report for the Calendar Year or quater Ended: September 30, 2000
Check here if Amendment [ ]; Amendment Number:
This amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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 November 13, 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.
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FORM 13F INFORMATION TABLE
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARE NONE
---------------------------- ------------ --------- ------- ------- --- ---- ------- -------- ------- ------- -------
3COM CORP COM 885535104 4,098 213,600 SOLE 213,600 0 0
3DO COMPANY (THE) COM 88553W105 106 15,800 SOLE 15,800 0 0
3TEC ENERGY CORPORATION COM 88575R308 11,816 814,900 SOLE 814,900 0 0
4 KIDS ENTERTAINMENT INC COM 350865101 12 600 SOLE 600 0 0
4FRONT TECHNOLOGIES INC COM 351042106 18 1,000 SOLE 1,000 0 0
A G EDWARDS INC COM 281760108 3,005 57,450 SOLE 57,450 0 0
A.H. BELO CORP COM 080555105 1,267 68,700 SOLE 68,700 0 0
AAR CORP COM 000361105 1,287 112,500 SOLE 112,500 0 0
ABBOTT LABS COM 002824100 56,428 1186,392 SOLE 1186,392 0 0
ABERCROMBIE & FITCH CO CL-A COM 002896207 1,134 59,500 SOLE 59,500 0 0
ABITIBI-CONSOLIDATED INC COM 003924107 20,063 2140,000 SOLE 2140,000 0 0
ACADIA REALTY TRUST COM 004239109 11,625 2000,000 SOLE 2000,000 0 0
ACADIANA BANCSHARES INC COM 004280103 10 600 SOLE 600 0 0
ACETO CORP COM 004446100 39 4,050 SOLE 4,050 0 0
ACME ELECTRIC CORP COM 004644100 66 7,600 SOLE 7,600 0 0
ACNIELSON CORP COM 004833109 836 35,100 SOLE 35,100 0 0
ACT MANUFACTURING INC COM 000973107 464 8,800 SOLE 8,800 0 0
ACUSON CORP COM 005113105 760 33,400 SOLE 33,400 0 0
ACXIOM CORP COM 005125109 1,683 53,000 SOLE 53,000 0 0
ADC TELECOMM COM 000886101 3,338 124,120 SOLE 124,120 0 0
ADOBE SYS INC COM 00724F101 7,359 47,400 SOLE 47,400 0 0
ADTRAN INC COM 00738A106 996 23,400 SOLE 23,400 0 0
ADVANCED LIGHTING TECHS COM 00753C102 1,022 82,600 SOLE 82,600 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2,930 124,000 SOLE 124,000 0 0
ADVO INC COM 007585102 568 17,200 SOLE 17,200 0 0
AEROVOX INC COM 00808M105 20 7,300 SOLE 7,300 0 0
AES CORP COM 00130H105 12,597 183,900 SOLE 183,900 0 0
AETNA LIFE & CAS CO COM 008117103 3,368 58,000 SOLE 58,000 0 0
AFFILIATED COMPUTER SVCS A COM 008190100 938 18,800 SOLE 18,800 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 28 500 SOLE 500 0 0
AFLAC INC COM 001055102 6,893 107,600 SOLE 107,600 0 0
AGCO CORP COM 001084102 400 33,700 SOLE 33,700 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 9,144 186,852 SOLE 186,852 0 0
AGL RESOURCES INC COM 001204106 684 34,100 SOLE 34,100 0 0
AGRIBRANDS INTL INC COM 00849R105 2,322 53,230 SOLE 53,230 0 0
AIR PRODS & CHEMS INC COM 009158106 6,210 172,500 SOLE 172,500 0 0
AIRBORNE FREIGHT COM 009266107 1,697 166,570 SOLE 166,570 0 0
AIRGAS INC COM 009363102 266 39,000 SOLE 39,000 0 0
ALASKA AIRGROUP INC COM 011659109 396 16,500 SOLE 16,500 0 0
ALBANY INTL COM 012348108 267 22,249 SOLE 22,249 0 0
ALBEMARLE CORP COM 012653101 4,593 227,500 SOLE 227,500 0 0
ALBERTO CULVER CO CL-B COM 013068101 640 22,200 SOLE 22,200 0 0
ALBERTSONS INC COM 013104104 3,618 172,266 SOLE 172,266 0 0
ALCOA INC COM 013817101 77,373 3056,696 SOLE 3056,696 0 0
ALEXANDER & BALDWIN INC COM 014482103 633 24,350 SOLE 24,350 0 0
ALLEGHENY ENERGY CORP COM 017361106 2,555 66,900 SOLE 66,900 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 611 33,700 SOLE 33,700 0 0
ALLERGAN INC COM 018490102 4,492 53,200 SOLE 53,200 0 0
ALLIANT ENERGY CORP COM 018802108 1,392 47,400 SOLE 47,400 0 0
ALLIED WASTE INDS COM 019589308 741 80,700 SOLE 80,700 0 0
ALLMERICA FINANCIAL CORP COM 019754100 2,033 31,800 SOLE 31,800 0 0
ALLOU HEALTH AND BEAUTY COM 019782101 23 4,200 SOLE 4,200 0 0
ALLSTATE CORP COM 020002101 10,529 303,000 SOLE 303,000 0 0
ALLTEL CORP COM 020039103 6,724 128,843 SOLE 128,843 0 0
ALPHARMA INC CL A COM CL A 020813101 1,265 20,700 SOLE 20,700 0 0
ALTERA COM 021441100 7,774 162,800 SOLE 162,800 0 0
ALZA CORP DEL COM CL A 022615108 4,048 46,800 SOLE 46,800 0 0
AMBAC FINANCIAL GROUP INC COM 023139108 3,085 42,120 SOLE 42,120 0 0
AMBANC HOLDING CO INC COM 023161102 88 5,500 SOLE 5,500 0 0
AMBASSADORS INTERNATIONAL COM 023178106 30 1,600 SOLE 1,600 0 0
AMERADA HESS CORP COM 023551104 2,457 36,700 SOLE 36,700 0 0
AMERICA FIRST MORTGAGE INVST COM 023934102 5 900 SOLE 900 0 0
AMERICA ONLINE INC 4% 11/15/02 02364JAB0 29,535 3585,000 SOLE 3585,000 0 0
AMERICA ONLINE INC COM 02364J104 20,296 377,600 SOLE 377,600 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 113 10,500 SOLE 10,500 0 0
AMERICAN BUSINESS FINANCIAL COM 02476B106 22 3,200 SOLE 3,200 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 882 28,000 SOLE 28,000 0 0
AMERICAN ELEC PWR INC COM 025537101 5,058 129,280 SOLE 129,280 0 0
AMERICAN EXPRESS CO COM 025816109 33,431 550,300 SOLE 550,300 0 0
AMERICAN FINANCIAL GROUP INC COM 025932104 830 35,800 SOLE 35,800 0 0
AMERICAN FINANCIAL HLDGS INC COM 026075101 212 12,000 SOLE 12,000 0 0
AMERICAN FREIGHTWAYS CORP COM 02629V108 446 28,100 SOLE 28,100 0 0
AMERICAN GENERAL CORP COM 026351106 6,392 81,949 SOLE 81,949 0 0
AMERICAN GREETINGS CORP COM CL A 026375105 1,671 95,500 SOLE 95,500 0 0
AMERICAN HOME PRODS CORP COM 026609107 29,820 527,200 SOLE 527,200 0 0
AMERICAN INTL GROUP INC COM 026874107 30,921 323,150 SOLE 323,150 0 0
AMERICAN MGMT SYS COM 027352103 17 1,000 SOLE 1,000 0 0
AMERICAN NATL INSURANCE COM 028591105 326 5,100 SOLE 5,100 0 0
AMERICAN PACIFIC COR COM 028740108 46 7,500 SOLE 7,500 0 0
AMERICAN POWER CONVERSION COM 029066107 1,512 78,800 SOLE 78,800 0 0
AMERICAN TEL & TELEG CO COM 001957109 61,111 2080,378 SOLE 2080,378 0 0
AMERICAN TOWER CORP JAN 02 P PUT ON EQUIT 029912951 43 25 PUT SOLE 25 0 0
AMERICAN WATER WORKS COM 030411102 1,599 58,000 SOLE 58,000 0 0
AMERICREDIT CORP COM 03060R101 161 5,600 SOLE 5,600 0 0
AMERITRADE HOLDINGS 5.75% 8/1/04 03072HAA7 3,740 5000,000 SOLE 5000,000 0 0
AMERON INC DEL COM 030710107 88 2,400 SOLE 2,400 0 0
AMETEK INC COM 031100100 320 15,100 SOLE 15,100 0 0
AMGEN INC COM 031162100 15,949 228,400 SOLE 228,400 0 0
AMLI RESIDENTIAL PROPERTIES COM 001735109 439 18,300 SOLE 18,300 0 0
AMPCO PITTSBURGH COR COM 032037103 139 13,600 SOLE 13,600 0 0
AMPLICON INC COM 032101107 9 600 SOLE 600 0 0
AMR CORP COM 001765106 2,056 62,890 SOLE 62,890 0 0
AMREP CORP COM 032159105 9 1,700 SOLE 1,700 0 0
AMWEST INSURANCE GROUP INC COM 032345100 13 2,500 SOLE 2,500 0 0
ANADARKO PETE CORP COM 032511107 6,642 99,942 SOLE 99,942 0 0
ANALOG DEVICES INC COM 032654105 11,958 144,834 SOLE 144,834 0 0
ANALOGIC CORP COM 032657207 77 2,000 SOLE 2,000 0 0
ANDERSONS INC COM 034164103 8 900 SOLE 900 0 0
ANDREW CORP COM 034425108 885 33,812 SOLE 33,812 0 0
ANGELICA CORP COM 034663104 85 8,800 SOLE 8,800 0 0
ANHEUSER BUSCH COS INC COM 035229103 15,901 375,800 SOLE 375,800 0 0
ANNALY MORTGAGE MANAGEMENT COM 035710409 38 4,200 SOLE 4,200 0 0
ANTEC CORP COM 03664P105 661 22,400 SOLE 22,400 0 0
AO TATNEFT ADR ADR 03737P306 45 4,500 SOLE 4,500 0 0
AON CORP COM 037389103 4,030 102,675 SOLE 102,675 0 0
APOLLO GROUP INC CL A COM 037604105 2,074 52,000 SOLE 52,000 0 0
APPLE COMPUTER INC COM 037833100 2,941 114,200 SOLE 114,200 0 0
APPLIED MATL COM 038222105 14,526 244,900 SOLE 244,900 0 0
APRIA HEALTHCARE GROUP COM 037933108 400 28,700 SOLE 28,700 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,238 259,513 SOLE 259,513 0 0
ARDEN GROUP INC COM 039762109 176 3,600 SOLE 3,600 0 0
ARGENTINA FUND INC MUTUAL FUND 040112104 18,990 1841,501 SOLE 1841,501 0 0
ARIBA INC COM 04033V104 4,817 33,625 SOLE 33,625 0 0
ARK RESTAURANTS CORP COM 040712101 17 1,800 SOLE 1,800 0 0
ARMSTRONG WORLD INDS INC COM 042384107 186 15,600 SOLE 15,600 0 0
ARNOLD INDS COM 042595108 238 14,100 SOLE 14,100 0 0
ARROW ELECTRONIC COM 042735100 1,993 58,524 SOLE 58,524 0 0
ARROW INTL INC COM 042764100 138 3,800 SOLE 3,800 0 0
ASA LTD CLOSED END F 002050102 8,546 510,200 SOLE 510,200 0 0
ASHLAND INC COM 044204105 980 29,100 SOLE 29,100 0 0
ASHWORTH INC COM 04516H101 71 9,000 SOLE 9,000 0 0
ASIA PACIFIC FUND CLOSED END F 044901106 8,789 1004,501 SOLE 1004,501 0 0
ASIA TIGERS FUND CLOSED END F 04516T105 27,903 3629,702 SOLE 3629,702 0 0
ASPECT MEDICAL SYSTEMS COM 045235108 6,187 499,939 SOLE 499,939 0 0
ASPEN TECHNOLOGY COM 045327103 1,245 27,600 SOLE 27,600 0 0
ASSOCIATED MATERIALS INC COM 045709102 11 800 SOLE 800 0 0
ASSOCIATES FIRST CAPITAL A COM 046008108 27,301 718,442 SOLE 718,442 0 0
ASTA FUNDING INC COM 046220109 14 2,500 SOLE 2,500 0 0
ASTORIA FINANCIAL CORP COM 046265104 6,327 163,800 SOLE 163,800 0 0
ASTRO-MED INC NEW COM 04638F108 10 2,000 SOLE 2,000 0 0
ATALANTA SOSNOFF CAP COM 046499109 28 2,800 SOLE 2,800 0 0
ATLAS AIR INC COM 049164106 325 7,700 SOLE 7,700 0 0
AUSTRIA FD INC COM 052587102 0 2 SOLE 2 0 0
AUTODESK INC COM 052769106 667 26,300 SOLE 26,300 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 17,135 256,224 SOLE 256,224 0 0
AUTOZONE INC COM 053332102 1,180 52,000 SOLE 52,000 0 0
AVANT CORPORATION COM 053487104 754 41,300 SOLE 41,300 0 0
AVERY DENNISON CORP COM 053611109 2,847 61,400 SOLE 61,400 0 0
AVIALL INC COM 05366B102 35 5,400 SOLE 5,400 0 0
AVIGEN INC COM 053690103 18,651 469,210 SOLE 469,210 0 0
AVIRON COM 053762100 12,456 213,600 SOLE 213,600 0 0
AVNET INC COM 053807103 1,436 50,600 SOLE 50,600 0 0
AXENET TECHNOLOGIES INC COM 05459C108 707 32,800 SOLE 32,800 0 0
AZTAR CORP COM 054802103 550 35,800 SOLE 35,800 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 8,624 232,299 SOLE 232,299 0 0
BALDWIN TECHNOLOGY CO COM 058264102 34 18,500 SOLE 18,500 0 0
BALTEK CORP COM 058822107 20 2,900 SOLE 2,900 0 0
BANC ONE CORP COM 06423A103 4,938 127,857 SOLE 127,857 0 0
BANCINSURANCE CORP COM 05945K102 19 4,000 SOLE 4,000 0 0
BANDAG INC COM 059815100 449 12,500 SOLE 12,500 0 0
BANK OF AMERICA CORP COM 060505104 16,042 306,291 SOLE 306,291 0 0
BANK OF NEW YORK COM 064057102 21,214 378,400 SOLE 378,400 0 0
BANTA CORP COM 066821109 1,210 49,650 SOLE 49,650 0 0
BARD C R INC COM 067383109 887 21,000 SOLE 21,000 0 0
BARNWELL INDUSTRIES COM 068221100 7 400 SOLE 400 0 0
BARR LABORATORIES COM 068306109 1,034 15,600 SOLE 15,600 0 0
BARRA INC COM 068313105 770 12,400 SOLE 12,400 0 0
BARRICK GOLD CORP COM 067901108 2,446 160,417 SOLE 160,417 0 0
BAUSCH & LOMB INC COM 071707103 896 23,000 SOLE 23,000 0 0
BAXTER INTL INC COM 071813109 9,334 116,949 SOLE 116,949 0 0
BB&T CORPORATION COM 054937107 10,845 360,000 SOLE 360,000 0 0
BCE INC COM 05534B109 468 20,000 SOLE 20,000 0 0
BECKMAN COULTER INC COM 075811109 1,265 16,400 SOLE 16,400 0 0
BECTON DICKINSON & CO COM 075887109 2,731 103,300 SOLE 103,300 0 0
BED BATH AND BEYOND INC COM 075896100 2,805 115,000 SOLE 115,000 0 0
BELL MICROPRODUCTS INC COM 078137106 473 15,150 SOLE 15,150 0 0
BELLSOUTH CORP COM 079860102 30,950 768,948 SOLE 768,948 0 0
BEMIS INC COM 081437105 684 21,300 SOLE 21,300 0 0
BERGEN BRUNSWIG CORP COM CL A 083739102 906 77,555 SOLE 77,555 0 0
BERKLEY (WR) CORP COM 084423102 591 17,100 SOLE 17,100 0 0
BERKSHIRE BANCORP INC COM 084597103 82 2,700 SOLE 2,700 0 0
BEST BUY COMPANY COM 086516101 20,945 329,200 SOLE 329,200 0 0
BESTFOODS COM 08658U101 152,280 2093,200 SOLE 2093,200 0 0
BETHLEHEM STL CORP COM 087509105 162 53,900 SOLE 53,900 0 0
BEVERLY ENTERPRISES COM 087851309 238 40,000 SOLE 40,000 0 0
BF GOODRICH COM 382388106 11,368 290,100 SOLE 290,100 0 0
BHA GROUP INC COM 055446108 9 600 SOLE 600 0 0
BIOGEN INC COM 090597105 3,721 61,000 SOLE 61,000 0 0
BIOMET INC COM 090613100 2,699 77,100 SOLE 77,100 0 0
BIOSITE DIAGNOSTICS INC COM 090945106 327 8,200 SOLE 8,200 0 0
BIOSPECIFICS TECHNOL COM 090931106 2 800 SOLE 800 0 0
BIOVAL CORP 6.75% 3/31/2 09067J208 15,000 200,000 SOLE 200,000 0 0
BJ SERVICES CO COM 055482103 2,958 48,400 SOLE 48,400 0 0
BJs WHOLESALE CLUB COM 05548J106 1,467 43,000 SOLE 43,000 0 0
BLACK & DECKER CORP COM 091797100 1,220 35,700 SOLE 35,700 0 0
BLACK HILLS CORP COM 092113109 335 11,950 SOLE 11,950 0 0
BLAIR CORP COM 092828102 75 3,200 SOLE 3,200 0 0
BLOCK DRUG CO COM CL A 093644102 653 15,150 SOLE 15,150 0 0
BLOCK H & R INC COM 093671105 1,520 41,000 SOLE 41,000 0 0
BLONDER TONGUE LABORATORIES COM 093698108 17 2,800 SOLE 2,800 0 0
BLYTH INDUSTRIES INC COM 09643P108 696 29,700 SOLE 29,700 0 0
BMC SOFTWARE INC COM 055921100 1,876 98,101 SOLE 98,101 0 0
BNCCORP COM 055936108 8 1,400 SOLE 1,400 0 0
BOB EVANS FARMS INC COM 096761101 1,116 60,300 SOLE 60,300 0 0
BOCA RESORTS INC CL A COM 09688T106 154 14,100 SOLE 14,100 0 0
BOEING CO COM 097023105 23,713 376,400 SOLE 376,400 0 0
BOGEN COMMUNICATIONS INTL COM 097189104 57 9,000 SOLE 9,000 0 0
BOISE CASCADE CORP COM 097383103 619 23,300 SOLE 23,300 0 0
BON-TON STORES INC COM 09776J101 5 2,400 SOLE 2,400 0 0
BORDERS GROUP INC COM 099709107 651 46,700 SOLE 46,700 0 0
BORG-WARNER INC COM 099724106 1,189 35,900 SOLE 35,900 0 0
BOSTON SCIENTIFIC CO COM 101137107 2,771 168,600 SOLE 168,600 0 0
BOSTONFED BANCORP COM 101178101 45 2,100 SOLE 2,100 0 0
BOWATER INC COM 102183100 1,398 30,100 SOLE 30,100 0 0
BOWNE & CO INC COM 103043105 403 41,300 SOLE 41,300 0 0
BOYD BROTHERS TRANSPORTATION COM 103255105 2 400 SOLE 400 0 0
BRADLEY PHARMACEUTICALS INC COM 104576103 1 1,000 SOLE 1,000 0 0
BRADY CORPORATION CL A 104674106 79 2,600 SOLE 2,600 0 0
BRANDYWINE REALTY TRUST COM 105368203 512 25,300 SOLE 25,300 0 0
BRAZIL FUND CLOSED END F 105759104 31,529 1841,101 SOLE 1841,101 0 0
BRAZILIAN EQUITY FUND MUTUAL FUND 105884100 3,472 617,201 SOLE 617,201 0 0
BRIGGS & STRATTON CORP COM 109043109 461 12,200 SOLE 12,200 0 0
BRINKER INTL INC COM 109641100 1,423 47,228 SOLE 47,228 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 33,875 593,000 SOLE 593,000 0 0
BROADCOM CORP COM 111320107 24,863 102,000 SOLE 102,000 0 0
BROADWING INC COM 111620100 3,331 130,300 SOLE 130,300 0 0
BROCADE COMMUNICATIONS SYS COM 111621108 31,152 132,000 SOLE 132,000 0 0
BROWN TOM INC COM 115660201 803 32,772 SOLE 32,772 0 0
BRUNSWICK CORP COM 117043109 4,312 236,300 SOLE 236,300 0 0
BSB BANCORP COM 055652101 67 3,000 SOLE 3,000 0 0
BUFFETS INC COM 119882108 492 35,800 SOLE 35,800 0 0
BURLINGTON COAT FACTORY WRHS COM 121579106 495 34,600 SOLE 34,600 0 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 4,538 210,443 SOLE 210,443 0 0
BURLINGTON RES INC COM 122014103 2,669 72,500 SOLE 72,500 0 0
BUSH BOAKE ALLEN INC COM 123162109 6,321 132,200 SOLE 132,200 0 0
BUTLER MFG CO COM 123655102 135 5,900 SOLE 5,900 0 0
C D I CORP COM 125071100 8 500 SOLE 500 0 0
C.H. ROBINSON WORLDWIDE INC COM 12541W100 1,465 26,000 SOLE 26,000 0 0
C.I.T. GROUP INC - CL A COM 125577106 928 53,000 SOLE 53,000 0 0
CABLETRON SYS COM 126920107 2,050 69,800 SOLE 69,800 0 0
CABOT CORP COM 127055101 1,268 40,000 SOLE 40,000 0 0
CABOT INDUSTRIAL TRUST COM 127072106 447 22,400 SOLE 22,400 0 0
CABOT OIL & GAS CORP COM 127097103 139 6,800 SOLE 6,800 0 0
CACHE INC COM 127150308 0 100 SOLE 100 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 3,881 151,100 SOLE 151,100 0 0
CALLAWAY GOLF COMPANY COM 131193104 678 44,100 SOLE 44,100 0 0
CALPINE CORPORATION COM 131347106 8,736 83,700 SOLE 83,700 0 0
CAMBREX CORP COM 132011107 855 23,100 SOLE 23,100 0 0
CAMBRIDGE TECH PTNRS INC COM 132524109 156 35,600 SOLE 35,600 0 0
CAMERON FINANCIAL CORP COM 133425108 27 1,500 SOLE 1,500 0 0
CANADIAN NATL RAILWAY CO COM 136375102 18 614 SOLE 614 0 0
CAPITAL COPRORATION OF THE W COM 140065103 14 1,300 SOLE 1,300 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 5,577 79,600 SOLE 79,600 0 0
CARAUSTAR INDS INC COM 140909102 888 80,300 SOLE 80,300 0 0
CARDINAL HEALTH INC COM 14149Y108 10,191 115,561 SOLE 115,561 0 0
CAREMARK RX INC COM 141705103 334 29,702 SOLE 29,702 0 0
CARMEL CONTAINER SYS-ORD COM 143269108 2 300 SOLE 300 0 0
CARNIVAL CORP COM 143658102 6,009 244,000 SOLE 244,000 0 0
CARPENTER TECH COM 144285103 344 11,800 SOLE 11,800 0 0
CARTER WALLACE INC COM 146285101 677 27,700 SOLE 27,700 0 0
CATALYST INTL INC COM 14887T105 49 10,500 SOLE 10,500 0 0
CATERPILLAR INC COM 149123101 4,901 145,200 SOLE 145,200 0 0
CATO CORP NEW COM 149205106 120 9,600 SOLE 9,600 0 0
CBL & ASSOCIATES PROPERTIES COM 124830100 469 18,700 SOLE 18,700 0 0
CCC INFORMATION SYSTEMS COM 12487Q109 58,433 7247,565 SOLE 7247,565 0 0
CDW COMPUTER CENTERS INC COM 125129106 159 2,300 SOLE 2,300 0 0
CELLULAR TECHNICAL COM 151167301 16 1,900 SOLE 1,900 0 0
CENDANT CORP COM 151313103 3,119 286,767 SOLE 286,767 0 0
CENTER TRUST INC COM 151845104 220 36,600 SOLE 36,600 0 0
CENTEX CORP COM 152312104 781 24,300 SOLE 24,300 0 0
CENTRAL EUROPEAN EQUITY FUND MUTUAL FUND 153436100 10,765 844,301 SOLE 844,301 0 0
CENTRAL GARDEN & PET CO COM 153527106 180 25,900 SOLE 25,900 0 0
CENTRAL VT PUB SVC COM 155771108 93 9,100 SOLE 9,100 0 0
CENTURY CASINOS INC COM 156492100 6 3,500 SOLE 3,500 0 0
CENTURYTEL INC COM 156700106 1,551 56,900 SOLE 56,900 0 0
CERIDIAN CORP COM 15677T106 1,673 59,600 SOLE 59,600 0 0
CERNER CORP COM 156782104 1,296 27,900 SOLE 27,900 0 0
CERPROBE CORP COM 156787103 4 300 SOLE 300 0 0
CHANGS CHINA BISTRO INC COM 69333Y108 691 20,000 SOLE 20,000 0 0
CHARLES SCHWAB COM 808513105 19,734 555,875 SOLE 555,875 0 0
CHASE MANHATTAN CORP COM 16161A108 41,382 895,963 SOLE 895,963 0 0
CHEVRON CORPORATION COM 166751107 22,736 266,700 SOLE 266,700 0 0
CHICOS FAS INC COM 168615102 476 14,000 SOLE 14,000 0 0
CHILDRENS COMPREHENSIVE SVCS COM 16875K202 34 10,000 SOLE 10,000 0 0
CHILE FD INC MUTUAL FUND 168834109 25,042 2725,701 SOLE 2725,701 0 0
CHINA FUND MUTUAL FUND 169373107 10,602 1116,001 SOLE 1116,001 0 0
CHITTENDEN CORP COM 170228100 226 8,800 SOLE 8,800 0 0
CHRIS CRAFT INDS COM 170520100 1,625 19,729 SOLE 19,729 0 0
CHROMCRAFT REVINGTON COM 171117104 63 7,800 SOLE 7,800 0 0
CHUBB CORP COM 171232101 5,673 71,700 SOLE 71,700 0 0
CHURCH & DWIGHT INC COM 171340102 391 21,300 SOLE 21,300 0 0
CIGNA CORP COM 125509109 7,110 68,100 SOLE 68,100 0 0
CINCINNATI FINL CORP COM 172062101 2,343 66,000 SOLE 66,000 0 0
CINERGY CORP COM 172474108 2,119 64,100 SOLE 64,100 0 0
CINTAS CORP COM 172908105 4,291 98,500 SOLE 98,500 0 0
CIRCLE INTERNATIONAL GRP INC COM 172574105 3,684 121,800 SOLE 121,800 0 0
CIRCLE.COM COM 832914204 22 7,500 SOLE 7,500 0 0
CIRCOR INTERNATIONAL INC COM 17273K109 55 5,300 SOLE 5,300 0 0
CIRCUIT CITY STORE INC COM 172737108 11,155 485,000 SOLE 485,000 0 0
CIRRUS LOGIC CORP COM 172755100 1,629 40,400 SOLE 40,400 0 0
CISCO SYS INC COM 17275R102 114,793 2077,700 SOLE 2077,700 0 0
CITIGROUP INC COM 172967101 82,105 1518,708 SOLE 1518,708 0 0
CITRIX SYSTEMS INC COM 177376100 1,461 72,800 SOLE 72,800 0 0
CLAIRES STORES COM 179584107 517 28,725 SOLE 28,725 0 0
CLAYTON HOMES INC COM 184190106 864 86,406 SOLE 86,406 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 11,991 212,225 SOLE 212,225 0 0
CLECO CORP COM 12561W105 580 12,400 SOLE 12,400 0 0
CLEMENTE GLOBAL GROWTH FUND MUTUAL FUND 185569100 0 1 SOLE 1 0 0
CLEVELAND CLIFFS INC COM 185896107 311 13,600 SOLE 13,600 0 0
CLOROX CO COM 189054109 3,743 94,600 SOLE 94,600 0 0
CMS ENERGY CORP COM 125896100 1,290 47,900 SOLE 47,900 0 0
CNET INC COM 12613R104 2,971 121,976 SOLE 121,976 0 0
CNF TRANS INC COM 12612W104 1,642 73,800 SOLE 73,800 0 0
COACHMEN INDS INC COM 189873102 206 19,700 SOLE 19,700 0 0
COASTAL CORP COM 190441105 6,346 85,618 SOLE 85,618 0 0
COCA COLA CO COM 191216100 56,357 1022,341 SOLE 1022,341 0 0
COCA COLA ENT COM 191219104 1,194 74,900 SOLE 74,900 0 0
COFLEXIP SPONS ADR COM (1ADR=1/ 192384105 1,637 26,300 SOLE 26,300 0 0
COLD METAL PRODUCTS COM 192861102 587 247,000 SOLE 247,000 0 0
COLGATE PALMOLIVE CO COM 194162103 11,044 233,992 SOLE 233,992 0 0
COLONIAL BANCGROUP INC COM 195493309 229 22,100 SOLE 22,100 0 0
COLUMBIA ENERGY GROUP COM 197648108 28,973 408,077 SOLE 408,077 0 0
COMCAST CORP COM CL A NON 200300200 15,200 371,300 SOLE 371,300 0 0
COMCAST CORPORATION 2% 10/15/29 200300507 10,134 150,000 SOLE 150,000 0 0
COMDISCO INC COM 200336105 1,702 89,300 SOLE 89,300 0 0
COMERICA INC COM 200340107 1,461 25,000 SOLE 25,000 0 0
COMMERCIAL BANK OF NEW YORK COM 201462108 65 4,800 SOLE 4,800 0 0
COMMONWEALTH BANCORP INC COM 20268X102 33 2,300 SOLE 2,300 0 0
COMMSCOPE INC COM 203372107 747 30,500 SOLE 30,500 0 0
COMMUNITY FINANCIAL CORP/IL COM 20364V109 28 3,000 SOLE 3,000 0 0
COMMUNITY TRUST BANCORP INC COM 204149108 12 770 SOLE 770 0 0
COMPAQ COMPUTER CORP COM 204493100 20,699 750,500 SOLE 750,500 0 0
COMPASS BANCSHARES COM 20449H109 7,160 367,200 SOLE 367,200 0 0
COMPUTER ASSOC INTL INC COM 204912109 6,091 241,842 SOLE 241,842 0 0
COMPUTER ASSOCIATES JAN 00 C CALL ON EQUI 204912909 219 625 CALL SOLE 625 0 0
COMPUTER SCIENCES CORP COM 205363104 5,067 68,236 SOLE 68,236 0 0
COMPUWARE CORP COM 205638109 1,197 142,900 SOLE 142,900 0 0
COMVERSE TECHNOLOGY COM 205862402 6,983 64,656 SOLE 64,656 0 0
CONCORD CAMERA CORP COM 206156101 165 6,600 SOLE 6,600 0 0
CONCORD EFS INC COM 206197105 4,564 128,500 SOLE 128,500 0 0
CONCURRENT COMPUTER COM 206710204 61 3,200 SOLE 3,200 0 0
CONECTIV INC COM 206829103 1,050 58,725 SOLE 58,725 0 0
CONEXANT SYSTEMS INC COM 207142100 3,702 88,400 SOLE 88,400 0 0
CONOCO INC - CL B COM 208251405 6,869 255,006 SOLE 255,006 0 0
CONRAD INDUSTRIES INC COM 208305102 2 200 SOLE 200 0 0
CONSECO INC COM 208464107 88,016 11543040 SOLE 11543040 0 0
CONSOLIDATED EDISON INC COM 209115104 3,023 88,600 SOLE 88,600 0 0
CONSOLIDATED STORES CORP COM 210149100 3,991 295,666 SOLE 295,666 0 0
CONSORCIO GRUPO DINA ADR (1 ADR = 210306304 18 24,655 SOLE 24,655 0 0
CONSTELLATION ENERGY GROUP COM 210371100 3,025 60,800 SOLE 60,800 0 0
CONTINENTAL INFORMAT COM 146875109 3 400 SOLE 400 0 0
CONVERGYS CORP COM 212485106 2,325 59,800 SOLE 59,800 0 0
COOPER CAMERON CORP COM 216640102 2,343 31,800 SOLE 31,800 0 0
COOPER INDS INC COM 216669101 1,350 38,300 SOLE 38,300 0 0
COOPER TIRE & RUBR CO COM 216831107 312 31,000 SOLE 31,000 0 0
COORS ADOLPH CO COM CL B 217016104 948 15,000 SOLE 15,000 0 0
CORINTHIAN COLLEGES INC COM 218868107 30 500 SOLE 500 0 0
CORN PRODUCTS INTL INC COM 219023108 246 10,800 SOLE 10,800 0 0
CORNERSTONE REALTY INCOME TR COM 21922V102 491 46,200 SOLE 46,200 0 0
CORNING INC COM 219350105 18,311 61,653 SOLE 61,653 0 0
CORPORATE EXECUTIVE BOARD CO COM 21988R102 761 18,900 SOLE 18,900 0 0
CORUS BANKSHARES INC COM 220873103 419 11,600 SOLE 11,600 0 0
COSTCO WHOLESALE COM 22160K105 6,264 179,300 SOLE 179,300 0 0
COUNTRYWIDE CR INDS INC COM 222372104 6,229 165,000 SOLE 165,000 0 0
COURIER CORP COM 222660102 1 50 SOLE 50 0 0
COVANCE INC COM 222816100 266 32,500 SOLE 32,500 0 0
COVENTRY HEALTH CARE INC COMMON STOCK 222862104 516 34,100 SOLE 34,100 0 0
CPAC INC COM 126145101 6,264 783,000 SOLE 783,000 0 0
CRACKER BARREL COM 12489V106 815 56,700 SOLE 56,700 0 0
CREDENCE SYSTEMS COM 225302108 975 32,500 SOLE 32,500 0 0
CROMPTON CORPORATION COM 227116100 539 68,422 SOLE 68,422 0 0
CROWN AMERICAN REALTY COM 228186102 8,775 1447,500 SOLE 1447,500 0 0
CSG SYSTEMS INTL INC COM 126349109 908 31,300 SOLE 31,300 0 0
CSP INC COM 126389105 8 1,331 SOLE 1,331 0 0
CSX CORP COM 126408103 1,848 84,728 SOLE 84,728 0 0
CUBIC CORP COM 229669106 79 3,300 SOLE 3,300 0 0
CUMMINS ENGINE COM 231021106 503 16,800 SOLE 16,800 0 0
CURTISS WRIGHT CORP COM 231561101 396 8,400 SOLE 8,400 0 0
CV THERAPEUTICS INC COM 126667104 233 3,000 SOLE 3,000 0 0
CVS CORPORATION COM 126650100 159,645 3447,124 SOLE 3447,124 0 0
CYBEROPTICS CORP COM 232517102 121 6,600 SOLE 6,600 0 0
CYRK INC COM 232817106 57 16,500 SOLE 16,500 0 0
CYTEC INDUSTRIES COM 232820100 843 25,200 SOLE 25,200 0 0
D R HORTON INC COM 23331A109 143 8,300 SOLE 8,300 0 0
DAIN RAUSCHER CORP COM 233856103 1,283 13,800 SOLE 13,800 0 0
DANA CORP COM 235811106 1,327 61,700 SOLE 61,700 0 0
DANAHER CORP COM 235851102 2,910 58,500 SOLE 58,500 0 0
DARDEN RESTAURANTS COM 237194105 1,111 53,400 SOLE 53,400 0 0
DATASCOPE CORP COM 238113104 392 11,700 SOLE 11,700 0 0
DATRON SYS INC DEL COM 238173108 49 3,600 SOLE 3,600 0 0
DATUM INC COM 238208102 75 2,900 SOLE 2,900 0 0
DEAN FOODS CO COM 242361103 11,780 354,300 SOLE 354,300 0 0
DECORATOR INDUSTRIES INC COM 243631207 16 3,750 SOLE 3,750 0 0
DEERE & CO COM 244199105 3,155 94,900 SOLE 94,900 0 0
DEL GLOBAL TECHNOLOGIES CORP COM 245073101 64 6,500 SOLE 6,500 0 0
DELHAIZE AMERICA COM 246688105 105 6,039 SOLE 6,039 0 0
DELL COMPUTER CORP COM 247025109 32,812 1064,900 SOLE 1064,900 0 0
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 12,221 808,000 SOLE 808,000 0 0
DELTA & PINE LD CO COM 247357106 1,772 69,000 SOLE 69,000 0 0
DELTA AIR LINES COM 247361108 2,365 53,300 SOLE 53,300 0 0
DELUXE CORP COM 248019101 648 31,900 SOLE 31,900 0 0
DENTSPLY INTERNATIONAL INC COM 249030107 1,125 32,200 SOLE 32,200 0 0
DEVON ENERGY CORP COM 25179M103 15,766 262,112 SOLE 262,112 0 0
DEVRY INC COM 251893103 1,558 41,400 SOLE 41,400 0 0
DEWOLFE COMPANIES INC COM 252115100 44 6,100 SOLE 6,100 0 0
DIAGNOSTIC PROD COM 252450101 719 13,400 SOLE 13,400 0 0
DIAL CORP COM 25247D101 685 58,900 SOLE 58,900 0 0
DIAMOND TECH PARTNERS INC COM 252762109 965 13,000 SOLE 13,000 0 0
DIEBOLD INC COM 253651103 1,090 41,025 SOLE 41,025 0 0
DILLARD INC COM CL A 254067101 404 38,000 SOLE 38,000 0 0
DIME BANCORP INC COM 25429Q102 9,076 420,900 SOLE 420,900 0 0
DIODES INC COM 254543101 122 7,950 SOLE 7,950 0 0
DIRECT FOCUS INC COM 254931108 614 15,450 SOLE 15,450 0 0
DISCOUNT AUTO PARTS COM 254642101 128 16,700 SOLE 16,700 0 0
DISNEY WALT CO COM 254687106 21,718 567,782 SOLE 567,782 0 0
DOCUMENTUM INC COM 256159104 714 8,800 SOLE 8,800 0 0
DOLE FOOD INC COM 256605106 185 12,300 SOLE 12,300 0 0
DOLLAR GEN CORP COM 256669102 2,251 134,375 SOLE 134,375 0 0
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 354 17,900 SOLE 17,900 0 0
DOLLAR TREE STORES INC COM 256747106 2,322 57,250 SOLE 57,250 0 0
DOMINION RES INC COM 25746U109 5,545 95,500 SOLE 95,500 0 0
DONALDSON CO INC COM 257651109 565 25,700 SOLE 25,700 0 0
DONEGAL GROUP INC COM 257701102 14 1,900 SOLE 1,900 0 0
DONNELLEY R R & SONS CO COM 257867101 1,258 51,216 SOLE 51,216 0 0
DONNELLY CORP COM 257870105 107 7,000 SOLE 7,000 0 0
DOVER CORP COM 260003108 3,933 83,800 SOLE 83,800 0 0
DOW CHEM CO COM 260543103 5,893 236,300 SOLE 236,300 0 0
DOW JONES & CO INC COM 260561105 2,232 36,900 SOLE 36,900 0 0
DOWNEY FINANCIAL CORP COM 261018105 5,254 133,018 SOLE 133,018 0 0
DPL CORP COM 233293109 2,159 72,569 SOLE 72,569 0 0
DQE COM 23329J104 1,569 39,100 SOLE 39,100 0 0
DRESS BARN INC COM 261570105 416 19,800 SOLE 19,800 0 0
DREYERS GRAND COM 261878102 653 30,300 SOLE 30,300 0 0
DRS TECHNOLOGIES INC COM 23330X100 26 1,600 SOLE 1,600 0 0
DSP GROUP INC COM 23332B106 624 16,700 SOLE 16,700 0 0
DST SYSTEMS INC COM 233326107 4,477 38,100 SOLE 38,100 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 15,124 364,984 SOLE 364,984 0 0
DUANE READE INC COM 263578106 3,953 163,000 SOLE 163,000 0 0
DUKE ENERGY CORP COM 264399106 12,674 147,800 SOLE 147,800 0 0
DUN & BRADSTREET CORP COM 26483B106 2,283 66,300 SOLE 66,300 0 0
DURA AUTOMOTIVE SYSTEMS INC COM 265903104 80 8,629 SOLE 8,629 0 0
DURA PHARMACEUTICALS COM 26632S109 573 16,200 SOLE 16,200 0 0
DYNEGY INC COM 26816Q101 10,561 185,272 SOLE 185,272 0 0
E TRADE GROUP COM 269246104 2,766 168,300 SOLE 168,300 0 0
EASTERN ENTERPRISES COM 27637F100 696 10,900 SOLE 10,900 0 0
EASTMAN KODAK CO COM 277461109 5,330 130,400 SOLE 130,400 0 0
EATON CORP COM 278058102 1,726 28,000 SOLE 28,000 0 0
EATON VANCE CORP COM 278265103 1,566 30,700 SOLE 30,700 0 0
ECOLAB INC COM 278865100 1,926 53,400 SOLE 53,400 0 0
EDISON CONTROL CORP COM 280883109 16 2,700 SOLE 2,700 0 0
EDISON INTERNATIONAL COM 281020107 2,727 141,200 SOLE 141,200 0 0
EDO CORP COM 281347104 20 2,300 SOLE 2,300 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 523 23,989 SOLE 23,989 0 0
EL PASO ENERGY CORP COM 283905107 5,638 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 1,791 32,706 SOLE 32,706 0 0
ELANTEC SEMICONDUCTOR INC COM 284155108 877 8,800 SOLE 8,800 0 0
ELBIT LIMITED COM 284275104 5,490 601,600 SOLE 601,600 0 0
ELECTRO SCIENTIFIC COM 285229100 299 8,500 SOLE 8,500 0 0
ELECTRONIC ARTS INC COM 285512109 3,871 78,400 SOLE 78,400 0 0
ELECTRONIC DATA SYSTEMS CORP COM 285661104 7,827 188,600 SOLE 188,600 0 0
ELLETT BROTHERS INC COM 288398100 12 4,400 SOLE 4,400 0 0
EMBOTELLADORA ANDINA - ADR A ADR 1ADR=6 29081P204 117 9,200 SOLE 9,200 0 0
EMC CORP - MASS COM 268648102 87,208 879,774 SOLE 879,774 0 0
EMERGING MKTS INFRASTRUCTURE CLOSED END F 290921105 585 58,859 SOLE 58,859 0 0
EMERGING MKTS TELECOMM FUND CLOSED END F 290887108 946 77,201 SOLE 77,201 0 0
EMMIS BROADCASTING CORP CL A COM 291525103 4,539 183,400 SOLE 183,400 0 0
EMONS TRANSPORTATION GROUP COM 291575108 2 1,100 SOLE 1,100 0 0
EMS TECHNOLOGIES INC COM 26873N108 68 4,500 SOLE 4,500 0 0
ENERGIZER HOLDINGS INC COM 29266R108 9,937 405,599 SOLE 405,599 0 0
ENERGY EAST CORPORATION COM 29266M109 51,370 2270,481 SOLE 2270,481 0 0
ENESCO GROUP INC COM 292973104 71 12,000 SOLE 12,000 0 0
ENGELHARD CORP COM 292845104 11,955 735,700 SOLE 735,700 0 0
ENHANCE FINL SVCS GR COM 293310108 280 21,500 SOLE 21,500 0 0
ENNIS BUSINESS COM 293389102 34 4,500 SOLE 4,500 0 0
ENRON CORP COM 293561106 11,454 130,718 SOLE 130,718 0 0
ENSCO INTERNATIONAL COM 26874Q100 3,278 85,700 SOLE 85,700 0 0
ENTERGY CORP COM 29364G103 3,688 99,000 SOLE 99,000 0 0
EQUIFAX INC COM 294429105 1,522 56,500 SOLE 56,500 0 0
EQUITY OIL CO COM 294749106 22 7,100 SOLE 7,100 0 0
ERGO SCIENCE CORP COM 29481E106 0 400 SOLE 400 0 0
ETHYL CORP COM 297659104 48 33,500 SOLE 33,500 0 0
EUROPE FUND INC COM 29874M103 0 1 SOLE 1 0 0
EUROPEAN WARRANT FUND INC CLOSED END F 298792102 0 1 SOLE 1 0 0
EVEREST RE LTD COM G3223R108 1,594 32,200 SOLE 32,200 0 0
EXAR CORP COM 300645108 85 700 SOLE 700 0 0
EXPRESS SCRIPTS INC COM 302182100 1,683 23,300 SOLE 23,300 0 0
EXXON MOBIL CORPORATION COM 30231G102 124,968 1402,164 SOLE 1402,164 0 0
F M C CORP COM 302491303 892 13,300 SOLE 13,300 0 0
FAMILY DOLLAR STORES COM 307000109 1,977 102,700 SOLE 102,700 0 0
FANNIE MAE COM 313586109 41,121 575,112 SOLE 575,112 0 0
FANSTEEL INC DEL COM 307260109 30 8,600 SOLE 8,600 0 0
FARM FAMILY HOLDINGS INC COM 307901108 19 600 SOLE 600 0 0
FARMER BROS CO COM 307675108 180 1,000 SOLE 1,000 0 0
FARREL CORP NEW COM 311667109 7 5,400 SOLE 5,400 0 0
FBL FINANCIAL GROUP INC-CL COM 30239F106 171 10,500 SOLE 10,500 0 0
FEDERAL HOME LN MTG CORP COM 313400301 26,112 483,000 SOLE 483,000 0 0
FEDERAL SCREW WKS COM 313819104 80 1,900 SOLE 1,900 0 0
FEDERAL SIGNAL COM 313855108 531 26,700 SOLE 26,700 0 0
FEDERAL-MOGUL CORP COM 313549107 220 40,400 SOLE 40,400 0 0
FEDERATED DEPARTMENT STORES COM 31410H101 2,103 80,484 SOLE 80,484 0 0
FEDEX CORPORATION COM 31428X106 5,401 121,804 SOLE 121,804 0 0
FEI COMPANY COM 30241L109 371 17,100 SOLE 17,100 0 0
FELCOR LODGING TRUST INC COM 31430F101 210 9,100 SOLE 9,100 0 0
FERRO CORP COM 315405100 370 19,400 SOLE 19,400 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
FIBERMARK INC COM 315646109 91 8,900 SOLE 8,900 0 0
FIDELITY ADVISOR KOREA FUND MUTUAL FUND 315804104 0 1 SOLE 1 0 0
FIDELITY BANCORP INC COMMON STOCK 31583B105 14 800 SOLE 800 0 0
FIDELITY BANCORP INC/PENN COM 315831107 3 200 SOLE 200 0 0
FIDELITY NATIONAL COM 316326107 32 1,300 SOLE 1,300 0 0
FIFTH THR BNCP COM 316773100 20,746 385,076 SOLE 385,076 0 0
FIN INDS CORP COM 317574101 14 1,500 SOLE 1,500 0 0
FINOVA GROUP COM 317928109 251 34,600 SOLE 34,600 0 0
FIRST AUSTRALIA FUND INC MUTUAL FUND 318652104 0 1 SOLE 1 0 0
FIRST CITIZENS BANCS COM 31946M103 522 7,300 SOLE 7,300 0 0
FIRST DATA CORP COM 319963104 6,559 167,920 SOLE 167,920 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 4 400 SOLE 400 0 0
FIRST HEALTH GROUP CORP COM 320960107 1,132 35,100 SOLE 35,100 0 0
FIRST INDUSTRIAL REALTY COM 32054K103 526 17,100 SOLE 17,100 0 0
FIRST INTL BANCORP INC COM 32054Q100 24 3,300 SOLE 3,300 0 0
FIRST INVESTORS FINL SVCS GP COM 32058A101 2 500 SOLE 500 0 0
FIRST ISRAEL FUND MUTUAL FUND 32063L100 7,108 382,901 SOLE 382,901 0 0
FIRST MUT SVGS BK BE COM 32190E102 43 4,400 SOLE 4,400 0 0
FIRST PHILLIPPINE FUND MUTUAL FUND 336100102 2,056 598,201 SOLE 598,201 0 0
FIRST REGIONAL BANCORP/CAL COM 33615C101 12 1,700 SOLE 1,700 0 0
FIRST SECURITY CORP COM 336294103 1,940 118,900 SOLE 118,900 0 0
FIRSTENERGY CORP COM 337932107 2,527 93,800 SOLE 93,800 0 0
FIRSTSPARTAN FINANCIAL CORP COM 337931109 24 800 SOLE 800 0 0
FISCHER IMAGING CORP COM 337719108 1 200 SOLE 200 0 0
FISERV INC COM 337738108 4,440 74,150 SOLE 74,150 0 0
FLEET BOSTON FINANCIAL CORP COM 339030108 22,641 580,545 SOLE 580,545 0 0
FLEXSTEEL INDS COM 339382103 87 7,100 SOLE 7,100 0 0
FLORIDA PROGESS COM 341109106 2,086 39,400 SOLE 39,400 0 0
FLOUR CITY INTERNATIONAL INC COM 343858205 18 5,100 SOLE 5,100 0 0
FLOWERS INDS INC COM 343496105 6,721 344,650 SOLE 344,650 0 0
FLOWSERVE COM 34354P105 1,105 67,200 SOLE 67,200 0 0
FLUOR CORP COM 343861100 930 31,000 SOLE 31,000 0 0
FOODARAMA SUPERMARKETS COM 344820105 22 1,200 SOLE 1,200 0 0
FOREIGN & COL EM MIDDLE EAST COM 345451108 153 12,501 SOLE 12,501 0 0
FOREST LABS INC COM 345838106 5,906 51,500 SOLE 51,500 0 0
FORMULA SYSTEMS-ADR ADR 346414105 1,741 42,200 SOLE 42,200 0 0
FORRESTER RESEARCH INC COM 346563109 110 1,720 SOLE 1,720 0 0
FORT JAMES CORP COM 347471104 2,738 89,600 SOLE 89,600 0 0
FORTUNE BRANDS INC COM 349631101 1,733 65,400 SOLE 65,400 0 0
FOUNDRY NETWORKS INC COM 35063R100 1,206 18,530 SOLE 18,530 0 0
FOUNDRY NETWORKS INC COM 35063R100 73 1,118 SOLE Master T 1,118 0 0
FOWARD AIR CORPORATION COM 349853101 559 15,900 SOLE 15,900 0 0
FRANCE GROWTH FUND CLOSED END F 35177K108 21,079 1669,601 SOLE 1669,601 0 0
FRANCE TELECOM ADR COM 35177Q105 13,683 130,000 SOLE 130,000 0 0
FRANKLIN BANK NATL ASSN COM 352456107 20 2,300 SOLE 2,300 0 0
FRANKLIN COVEY CO COM 353469109 31 4,200 SOLE 4,200 0 0
FRANKLIN RES COM 354613101 4,479 100,800 SOLE 100,800 0 0
FREEPORT MCMORAN COM CL A 35671D105 15 1,774 SOLE 1,774 0 0
FREEPORT MCMORAN COPPER B COM 35671D857 594 67,349 SOLE 67,349 0 0
FRESH CHOICE INC COM 358032100 12 4,400 SOLE 4,400 0 0
FRIEDMANS INC-CL A COM 358438109 36 7,200 SOLE 7,200 0 0
FRISCHS RESTAURANTS COM 358748101 62 6,000 SOLE 6,000 0 0
FRITZ COS INC COM 358846103 2,172 181,000 SOLE 181,000 0 0
FRONTIER AIRLINES INC COM 359065109 35 1,800 SOLE 1,800 0 0
FSF FINANCIAL CORP COMMON STOCK 30262K105 21 1,700 SOLE 1,700 0 0
FSI INTL INC COM 302633102 95 6,700 SOLE 6,700 0 0
FTI CONSULTING INC COM 302941109 42 5,300 SOLE 5,300 0 0
FULLER H B CO COM 359694106 18,420 640,700 SOLE 640,700 0 0
FURNITURE BRANDS INTL INC COM 360921100 494 29,700 SOLE 29,700 0 0
FVNB CORP COM 302674106 29 800 SOLE 800 0 0
G & L REALTY CORP COM 361271109 3 400 SOLE 400 0 0
G-III APPAREL GROUP COM 36237H101 16 2,200 SOLE 2,200 0 0
GADZOOKS INC COM 362553109 209 11,700 SOLE 11,700 0 0
GALILEO INTERNATIONAL INC COM 363547100 842 54,300 SOLE 54,300 0 0
GALLAGHER (ARTHUR J) COM 363576109 307 5,200 SOLE 5,200 0 0
GANNETT INC COM 364730101 5,796 109,352 SOLE 109,352 0 0
GAP INC COM 364760108 6,923 344,000 SOLE 344,000 0 0
GARAN INC COM 364802108 120 5,400 SOLE 5,400 0 0
GARDEN FRESH RESTAURANT CORP COM 365235100 70 6,000 SOLE 6,000 0 0
GART SPORTS COMPANY COM 366630101 68 5,100 SOLE 5,100 0 0
GARTNER GROUP INC-CL COM 366651206 585 53,761 SOLE 53,761 0 0
GATEWAY INC COM 367626108 5,339 114,200 SOLE 114,200 0 0
GATX CORP COM 361448103 1,143 27,300 SOLE 27,300 0 0
GAYLORD CONTAINER CORP - A COM 368145108 21 12,500 SOLE 12,500 0 0
GENCORP INC COM 368682100 111 13,700 SOLE 13,700 0 0
GENERAL DYNAMICS CORP COM 369550108 10,075 160,400 SOLE 160,400 0 0
GENERAL ELEC CO COM 369604103 215,570 3736,852 SOLE 3736,852 0 0
GENERAL MLS INC COM 370334104 20,912 589,080 SOLE 589,080 0 0
GENERAL MOTORS COM 370442105 14,286 219,779 SOLE 219,779 0 0
GENERAL MTRS CORP COM CL H 370442832 49,609 1334,280 SOLE 1334,280 0 0
GENERAL SEMICONDUCTOR INC COM 370787103 312 25,600 SOLE 25,600 0 0
GENLYTE GROUP INC COM 372302109 348 13,600 SOLE 13,600 0 0
GENUINE PARTS CO COM 372460105 1,369 71,800 SOLE 71,800 0 0
GENZYME CORP COM 372917104 3,355 49,200 SOLE 49,200 0 0
GENZYME CORP-TISSUE REPAIR COM 372917401 635 155,000 SOLE 155,000 0 0
GENZYME SURGICAL PRODUCTS COM 372917609 450 60,000 SOLE 60,000 0 0
GEORGIA GULF CORP COM 373200203 191 16,700 SOLE 16,700 0 0
GEORGIA PAC CORP COM 373298108 1,452 61,800 SOLE 61,800 0 0
GEORGIA PACIFIC (TIMBER GRP) COM 373298702 497 18,500 SOLE 18,500 0 0
GERMANY FUND MUTUAL FUND 374143105 0 1 SOLE 1 0 0
GETTY PETROLEUM MARKETING COM 374292100 3 900 SOLE 900 0 0
GILLETTE CO COM 375766102 13,289 430,400 SOLE 430,400 0 0
GLATFELTER P.H. CO COM 377316104 492 40,600 SOLE 40,600 0 0
GLENBOROUGH REALTY TRUST COM 37803P105 421 23,400 SOLE 23,400 0 0
GLOBALSTAR JAN 01 PUT 15 PUT ON EQUIT G3930H954 162 700 PUT SOLE 700 0 0
GLOBESPAN INC COM 379571102 3,782 31,000 SOLE 31,000 0 0
GOLD FIELDS LTD-SP ADR ADR (1 ADR = 38059T106 235 76,700 SOLE 76,700 0 0
GOLDEN WEST FINL CORP COM 381317106 9,926 185,100 SOLE 185,100 0 0
GOTTSCHALKS INC COM 383485109 54 8,800 SOLE 8,800 0 0
GPU INC COM 36225X100 1,619 49,900 SOLE 49,900 0 0
GRAINGER W W INC COM 384802104 1,010 38,400 SOLE 38,400 0 0
GRANITE CONSTRUCTION INC COM 387328107 356 14,675 SOLE 14,675 0 0
GRANT PRIDECO INC - W/I COM 38821G101 1,407 64,116 SOLE 64,116 0 0
GREAT ATLANTIC & PAC TEA CO COM 390064103 174 15,700 SOLE 15,700 0 0
GREATER BAY BANCORP COM 391648102 646 9,300 SOLE 9,300 0 0
GREATER CHINA FUND MUTUAL FUND 39167B102 17,521 1988,216 SOLE 1988,216 0 0
GREENPOINT FINANCIAL CORP COM 395384100 1,849 62,400 SOLE 62,400 0 0
GREIF BROS CORP CL A COM 397624107 37 1,100 SOLE 1,100 0 0
GREKA ENERGY CORP COM 397637109 50 3,200 SOLE 3,200 0 0
GRIFFON CORP COM 398433102 206 27,200 SOLE 27,200 0 0
GROUP1 SOFTWARE INC COM 39943Y103 3 150 SOLE 150 0 0
GSE SYSTEMS INC COM 36227K106 4 1,500 SOLE 1,500 0 0
GTECH HOLDINGS CORP COM 400518106 426 25,700 SOLE 25,700 0 0
GUESS? INC COM 401617105 63 5,600 SOLE 5,600 0 0
GUIDANT CORP COM 401698105 8,871 125,500 SOLE 125,500 0 0
GUNDLE/SLT ENVIRONMENTAL INC COM 402809107 52 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 576 22,600 SOLE 22,600 0 0
HAGGAR CORP COM 405173105 38 3,000 SOLE 3,000 0 0
HALLIBURTON CO COM 406216101 12,214 249,586 SOLE 249,586 0 0
HAMPSHIRE GROUP LTD COM 408859106 2 200 SOLE 200 0 0
HANCOCK FABRICS COM 409900107 77 15,400 SOLE 15,400 0 0
HANDLEMAN CO COM 410252100 166 13,400 SOLE 13,400 0 0
HANOVER COMPRESSOR CO COM 410768105 1,153 35,000 SOLE 35,000 0 0
HARCOURT GENERAL INC COM 41163G101 1,670 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
HARRAHS ENTERTAINMENT INC COM 413619107 1,458 53,000 SOLE 53,000 0 0
HARRIS CORP COM 413875105 2,807 98,700 SOLE 98,700 0 0
HARRODSBURG FIRST FINANCIAL COM 415781103 23 2,200 SOLE 2,200 0 0
HARSCO CORP COM 415864107 1,419 64,300 SOLE 64,300 0 0
HARTE-HANKS COMMUNICATIONS COM 416196103 1,106 40,600 SOLE 40,600 0 0
HARTFORD FINANCIAL SERVICES COM 416515104 6,608 90,600 SOLE 90,600 0 0
HASBRO INC COM 418056107 824 72,073 SOLE 72,073 0 0
HAWAIIAN ELEC COM 419870100 666 19,100 SOLE 19,100 0 0
HCA- THE HEALTHCARE COMPANY COM 404119109 8,655 233,118 SOLE 233,118 0 0
HCR MANOR CARE COM 564055101 690 44,000 SOLE 44,000 0 0
HEALTH MGT ASSOC COM 421933102 3,150 151,350 SOLE 151,350 0 0
HEALTH NET INC COM 350404109 1,238 74,470 SOLE 74,470 0 0
HEALTH RISK MGMT INC COM 421935107 14 2,200 SOLE 2,200 0 0
HEALTHCARE REALTY TRUST INC COM 421946104 974 46,100 SOLE 46,100 0 0
HEALTHCARE SERVICES GROUP COM 421906108 39 7,900 SOLE 7,900 0 0
HEALTHSOUTH CORP COM 421924101 1,225 150,780 SOLE 150,780 0 0
HEINZ H J CO COM 423074103 5,318 143,500 SOLE 143,500 0 0
HELMERICH & PAYNE INC COM 423452101 1,030 28,500 SOLE 28,500 0 0
HERZFELD CARIBBEAN FD MUTUAL FUND 42804T106 0 1 SOLE 1 0 0
HEWLETT PACKARD CO COM 428236103 38,607 398,012 SOLE 398,012 0 0
HI-TECH PHARMACAL COM 42840B101 13 3,000 SOLE 3,000 0 0
HIGHWOODS PROPERTIES INC COM 431284108 7 300 SOLE 300 0 0
HILB ROGAL & HAMILTO COM 431294107 2,551 61,200 SOLE 61,200 0 0
HILLENBRAND INDUSTRIES COM 431573104 1,727 38,600 SOLE 38,600 0 0
HILTON HOTELS COM 432848109 1,769 153,001 SOLE 153,001 0 0
HINGHAM INSTITUTION FOR SAVI COM 433323102 18 1,200 SOLE 1,200 0 0
HISPANIC BROADCASTING CORP COM 43357B104 1,806 64,800 SOLE 64,800 0 0
HOENIG GROUP INC COM 434396107 16 1,500 SOLE 1,500 0 0
HOME DEPOT INC COM 437076102 38,531 726,150 SOLE 726,150 0 0
HOMELAND HOLDING COM 43739T104 29 10,300 SOLE 10,300 0 0
HOMESTAKE MNG CO COM 437614100 555 107,000 SOLE 107,000 0 0
HON INDS INC COM 438092108 872 35,400 SOLE 35,400 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 75,899 2130,500 SOLE 2130,500 0 0
HORACE MANN EDUCATOR COM 440327104 403 24,600 SOLE 24,600 0 0
HORMEL FOODS CORP COM 440452100 1,435 86,000 SOLE 86,000 0 0
HOUGHTON MIFFLIN CO COM 441560109 2,661 67,800 SOLE 67,800 0 0
HOUSEHOLD INTL INC COM 441815107 10,633 187,785 SOLE 187,785 0 0
HPSC INC COM 404264103 17 2,400 SOLE 2,400 0 0
HS RES INC COM 404297103 548 16,300 SOLE 16,300 0 0
HSB GROUP COM 40428N109 710 17,700 SOLE 17,700 0 0
HUBBELL INC COM CL B 443510201 920 36,700 SOLE 36,700 0 0
HUGHES SUPPLY INC COM 444482103 487 24,800 SOLE 24,800 0 0
HUMANA INC COM 444859102 639 59,400 SOLE 59,400 0 0
HUNT MFG COM 445591100 11 1,500 SOLE 1,500 0 0
HYCOR BIOMEDICAL INC COM 448623108 56 8,000 SOLE 8,000 0 0
I-STAT CORP COM 450312103 12,444 550,000 SOLE 550,000 0 0
IBP INC COM 449223106 1,223 66,800 SOLE 66,800 0 0
ICICI LIMITED SPNSD ADR 44926P202 673 61,200 SOLE 61,200 0 0
ICN PHARMACEUTICALS COM 448924100 1,566 47,105 SOLE 47,105 0 0
ID SYSTEMS INC COM 449489103 1,641 375,000 SOLE 375,000 0 0
IDACORP INC COM 451107106 1,050 22,700 SOLE 22,700 0 0
IDEC PHARMACEITUCALS COM 449370105 1,666 9,500 SOLE 9,500 0 0
IDEXX LABS CORP COM 45168D104 1,067 39,900 SOLE 39,900 0 0
IIC INDUSTRIES INC COM 449628205 10 800 SOLE 800 0 0
ILEX ONCOLOGY INC COM 451923106 13,406 445,000 SOLE 445,000 0 0
ILX RESORTS INC COM 449661503 7 4,600 SOLE 4,600 0 0
IMATION CORP COM 45245A107 1,147 61,600 SOLE 61,600 0 0
IMC GLOBAL INC COM 449669100 957 66,008 SOLE 66,008 0 0
IMCLONE SYSTEMS 5.5% 3/1/05 45245WAA7 4,275 3500,000 SOLE 3500,000 0 0
IMMUCOR INC COM 452526106 10 3,200 SOLE 3,200 0 0
IMMUNOGEN INC COM 45253H101 38,244 1118,659 SOLE 1118,659 0 0
IMR GLOBAL CORP COM 45321W106 209 18,000 SOLE 18,000 0 0
IMS HEALTH INC COM 449934108 2,639 127,200 SOLE 127,200 0 0
IN FOCUS CORPORATION COM 45665B106 1,876 35,400 SOLE 35,400 0 0
INCO LTD COM 453258402 1,285 79,700 SOLE 79,700 0 0
INCYTE PHARM. INC COM 45337C102 1,620 39,400 SOLE 39,400 0 0
INDEPENDENCE COMMUNITY BANK COM 453414104 126 9,000 SOLE 9,000 0 0
INDEPENDENCE HLDG CO COM 453440307 30 4,070 SOLE 4,070 0 0
INDIA FUND CLOSED END F 454089103 2,716 224,001 SOLE 224,001 0 0
INDIA GROWTH FD INC COM 454090101 10,825 967,601 SOLE 967,601 0 0
INDONESIA FUND INC MUTUAL FUND 455778100 0 1 SOLE 1 0 0
INFINITY BROADCASTING CORP COM 45662S102 13,035 395,000 SOLE 395,000 0 0
INFORMIX CORP COM 456779107 715 173,300 SOLE 173,300 0 0
INIT 7% 2/16/05 458742AA1 2,666 6000,000 SOLE 6000,000 0 0
INNOVEX INC COM 457647105 5 400 SOLE 400 0 0
INSIGHT COMMUNICATIONS INC COM 45768V108 2,912 183,425 SOLE 183,425 0 0
INSIGHT ENTERPRISES INC COM 45765U103 891 32,700 SOLE 32,700 0 0
INTEGRAMED AMERICA INC COM 45810N302 7 3,500 SOLE 3,500 0 0
INTEGRATED DEVICE TECH INC COM 458118106 49,818 550,475 SOLE 550,475 0 0
INTEGRATED MEASUREMENT SYSTE COM 457923100 77 5,700 SOLE 5,700 0 0
INTEL CORP COM 458140100 113,887 2740,128 SOLE 2740,128 0 0
INTELEFILM CORPORATION COM 458147105 2 1,200 SOLE 1,200 0 0
INTELLIGENT POLYMERS LTD COM G48029105 12,040 309,700 SOLE 309,700 0 0
INTERCONTINENTAL LIFE CORP COM 458593100 44 4,500 SOLE 4,500 0 0
INTERLINQ SOFTWARE COM 458753100 12 4,000 SOLE 4,000 0 0
INTERLOTT TECHNOLOGIES INC COM 458764107 18 1,600 SOLE 1,600 0 0
INTERMET CORP COM 45881K104 14 2,000 SOLE 2,000 0 0
INTERNATIONAL BANCSHARES CRP COM 459044103 12 400 SOLE 400 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 81,982 728,732 SOLE 728,732 0 0
INTERNATIONAL FLAVORS & FRAG COM 459506101 765 41,900 SOLE 41,900 0 0
INTERNATIONAL MULTIFOODS COR COM 460043102 233 13,400 SOLE 13,400 0 0
INTERNATIONAL PAPER CO COM 460146103 5,566 194,009 SOLE 194,009 0 0
INTERNATIONAL SPEEDWAY CORP COM 460335201 1,154 29,600 SOLE 29,600 0 0
INTERPUBLIC GROUP COS INC COM 460690100 4,200 123,300 SOLE 123,300 0 0
INTERWEST HOME MEDICAL INC COM 46114P209 7 1,900 SOLE 1,900 0 0
INTL AIRCRAFT INVESTORS COM 458860103 20 3,600 SOLE 3,600 0 0
INTL GAME TECHNOLOGY COM 459902102 1,585 47,150 SOLE 47,150 0 0
INTL RECTIFIER CORP COM 460254105 1,921 38,000 SOLE 38,000 0 0
INTL TECH CORP COM 465266104 56 11,800 SOLE 11,800 0 0
INTUIT INC COM 461202103 6,931 121,600 SOLE 121,600 0 0
INVACARE CORP COM 461203101 877 27,300 SOLE 27,300 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 743 18,600 SOLE 18,600 0 0
INVITROGEN CORP COM 46185R100 1,111 30,209 SOLE 30,209 0 0
IPALCO ENTR INC COM 462613100 1,151 50,300 SOLE 50,300 0 0
IRISH INVESTMENT FUND INC COM 462710104 0 1 SOLE 1 0 0
ISHARES MSCI MALAYSIA (FREE) COM 464286830 13,112 2497,500 SOLE 2497,500 0 0
ISLE OF CAPRI CASINOS COM 464592104 81 5,200 SOLE 5,200 0 0
ITALY FUND MUTUAL FUND 465395101 0 1 SOLE 1 0 0
ITLA CAPITAL CORPORATION COM 450565106 22 1,500 SOLE 1,500 0 0
ITT EDUCATIONAL SERVICES COM 45068B109 2,781 102,525 SOLE 102,525 0 0
ITT INDUSTRIES INC COM 450911102 31,383 967,500 SOLE 967,500 0 0
IVAX CORP COM 465823102 4,365 94,900 SOLE 94,900 0 0
J & J SNACK FOODS CO COM 466032109 23 1,800 SOLE 1,800 0 0
J. JILL GROUP INC COM 466189107 71 5,500 SOLE 5,500 0 0
J.B. HUNT TRAN COM 445658107 254 19,900 SOLE 19,900 0 0
JABIL CIRCUIT INC COM 466313103 6,089 107,300 SOLE 107,300 0 0
JACKSONVILLE BANCORP INC COM 469248108 16 1,100 SOLE 1,100 0 0
JACO ELECTRS INC COM 469783104 11 750 SOLE 750 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 1,584 39,300 SOLE 39,300 0 0
JAPAN EQUITY FUND MUTUAL FUND 471057109 0 1 SOLE 1 0 0
JAPAN OTC EQUITY FUND MUTUAL FUND 471091108 0 1 SOLE 1 0 0
JARDINE FLEMING CHINA REGION MUTUAL FUND 471110106 12,765 1633,901 SOLE 1633,901 0 0
JARDINE FLEMING INDIA FUND CLOSED END F 471112102 9,397 854,242 SOLE 854,242 0 0
JB OXFORD HOLDINGS INC COM 466107109 16 4,400 SOLE 4,400 0 0
JCC HOLDING CO COM 46611Q205 51 63,291 SOLE 63,291 0 0
JDA SOFTWARE GROUP INC COM 46612K108 244 19,100 SOLE 19,100 0 0
JDS UNIPHASE CORP COM 46612J101 35,697 377,000 SOLE 377,000 0 0
JEFFERSON PILOT CORP COM 475070108 2,871 42,300 SOLE 42,300 0 0
JOHN NUVEEN CO COM 478035108 44 900 SOLE 900 0 0
JOHNSON & JOHNSON COM 478160104 53,169 566,000 SOLE 566,000 0 0
JOHNSON OUTDOORS INC COM 479167108 125 18,000 SOLE 18,000 0 0
JONES APPAREL GROUP COM 480074103 1,930 72,813 SOLE 72,813 0 0
JOS A BANK CLOTHIERS INC COM 480838101 15 3,300 SOLE 3,300 0 0
JWGENESIS FINANCIAL CORP COM 482227105 24 2,343 SOLE 2,343 0 0
K MART CORP COM 482584109 1,188 198,000 SOLE 198,000 0 0
K2 INC COM 482732104 176 19,700 SOLE 19,700 0 0
KAMAN CORP COM 483548103 136 10,800 SOLE 10,800 0 0
KANSAS CITY LIFE INS COM 484836101 109 3,300 SOLE 3,300 0 0
KANSAS CITY P&L COM 485134100 961 36,000 SOLE 36,000 0 0
KASPER A.S.L. LTD COM 485808109 670 357,304 SOLE 357,304 0 0
KATY INDS INC COM 486026107 62 8,800 SOLE 8,800 0 0
KAUFMAN & BROAD HOME CORP COM 486168107 528 19,600 SOLE 19,600 0 0
KAYDON CORP COM 486587108 405 17,600 SOLE 17,600 0 0
KBK CAPITAL CORPORATION COM 482412103 14 3,300 SOLE 3,300 0 0
KEANE INC COM 486665102 741 42,600 SOLE 42,600 0 0
KELLWOOD CO COM 488044108 299 16,400 SOLE 16,400 0 0
KELLY SVCS INC COM CL A 488152208 954 40,400 SOLE 40,400 0 0
KENNAMETAL INC COM 489170100 548 21,300 SOLE 21,300 0 0
KENNETH COLE PRODUCTIONS-A COM 193294105 69 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 2,543 38,379 SOLE 38,379 0 0
KEWAUNEE SCIENTIFIC COM 492854104 33 3,000 SOLE 3,000 0 0
KEYSPAN CORPORATION COM 49337W100 2,151 53,600 SOLE 53,600 0 0
KIMBALL INTERNATIONAL CL-B COM 494274103 640 35,800 SOLE 35,800 0 0
KIMBERLY CLARK CORP COM 494368103 12,575 225,300 SOLE 225,300 0 0
KINDER MORGAN INC COM 49455P101 2,794 68,250 SOLE 68,250 0 0
KLA TENCOR COM 482480100 3,073 74,600 SOLE 74,600 0 0
KNAPE & VOGT MFG CO COM 498782101 54 3,850 SOLE 3,850 0 0
KNIGHT RIDDER COM 499040103 1,626 32,000 SOLE 32,000 0 0
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 3,336 152,500 SOLE 152,500 0 0
KOHLS CORP COM 500255104 7,499 130,000 SOLE 130,000 0 0
KOREA EQUITY FUND CLOSED END F 50063B104 1,181 377,801 SOLE 377,801 0 0
KOREA FUND CLOSED END F 500634100 44,209 3684,101 SOLE 3684,101 0 0
KOREAN INVESTMENTS FUND MUTUAL FUND 500637103 1,180 207,401 SOLE 207,401 0 0
KORN/FERRY INTERNATIONAL COM 500643200 839 22,200 SOLE 22,200 0 0
KROGER COM 501044101 7,793 345,400 SOLE 345,400 0 0
KULICKE & SOFFA INDS COM 501242101 628 47,200 SOLE 47,200 0 0
L G & E ENERGY COM 501917108 1,889 77,300 SOLE 77,300 0 0
LABORATORY CRP OF AMERICA HO COM 50540R409 1,281 10,700 SOLE 10,700 0 0
LAIDLAW INC COM 50730K503 33 132,500 SOLE 132,500 0 0
LAKELAND INDUSTRIES INC COM 511795106 21 3,300 SOLE 3,300 0 0
LAKES GAMING INC COM 51206P109 82 9,500 SOLE 9,500 0 0
LAM RESEARCH CORP COM 512807108 586 28,000 SOLE 28,000 0 0
LANCASTER CLNY COM 513847103 726 29,549 SOLE 29,549 0 0
LANCE INC COM 514606102 156 16,100 SOLE 16,100 0 0
LANDMARK BANCSHARES INC COM 514928100 25 1,400 SOLE 1,400 0 0
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 203 29,800 SOLE 29,800 0 0
LANDS END COM 515086106 374 17,800 SOLE 17,800 0 0
LANDSTAR SYS INC COM 515098101 370 8,300 SOLE 8,300 0 0
LATIN AMER EQUITY FD MUTUAL FUND 51827T100 18,976 1518,100 SOLE 1518,100 0 0
LATIN AMERICAN DISCOVERY FUN MUTUAL FUND 51828C106 0 1 SOLE 1 0 0
LATIN AMERICAN INV. MUTUAL FUND 518279104 21,279 1430,500 SOLE 1430,500 0 0
LCC INTERNATIONAL INC-CL A COM 501810105 155 10,700 SOLE 10,700 0 0
LEAP WIRELESS INTL INC COM 521863100 11 175 SOLE 175 0 0
LEAR CORPORATION COM 521865105 6,350 308,800 SOLE 308,800 0 0
LEARNING TREE INTL COM 522015106 357 7,500 SOLE 7,500 0 0
LEE ENTERPRISES COM 523768109 676 23,400 SOLE 23,400 0 0
LEGATO SYSTEMS INC COM 524651106 700 52,100 SOLE 52,100 0 0
LEGG MASON INC COM 524901105 2,116 36,400 SOLE 36,400 0 0
LEGGETT & PLATT COM 524660107 1,271 80,400 SOLE 80,400 0 0
LEHMAN BROTHERS HOLDING COM 524908100 18,176 123,020 SOLE 123,020 0 0
LENNAR CORP COM 526057104 1,152 38,800 SOLE 38,800 0 0
LENNOX INTERNATIONAL INC COM 526107107 462 49,300 SOLE 49,300 0 0
LESLIE FAY COMPANY INC COM 527016109 55 15,839 SOLE 15,839 0 0
LEXMARK INTL GROUP INC COM 529771107 1,931 51,500 SOLE 51,500 0 0
LGOITECH INTERNATIONAL ADR ADR 541419107 923 30,000 SOLE 30,000 0 0
LIFE FINACIAL CORP COMMON 53184P101 237 80,700 SOLE 80,700 0 0
LIFEPOINT HOSPITALS INC-W/I COM 53219L109 1,104 31,100 SOLE 31,100 0 0
LIFETIME HOAN CORP COM 531926103 92 14,100 SOLE 14,100 0 0
LILLIAN VERNON CORP COM 532430105 80 8,200 SOLE 8,200 0 0
LILLY ELI & CO COM 532457108 29,611 365,000 SOLE 365,000 0 0
LIMITED INC COM 532716107 3,751 170,000 SOLE 170,000 0 0
LINCARE HOLDINGS INC COM 532791100 1,093 38,100 SOLE 38,100 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 540 40,600 SOLE 40,600 0 0
LINCOLN NATL CORP IND COM 534187109 3,840 79,800 SOLE 79,800 0 0
LINEAR TECH COM 535678106 8,152 125,900 SOLE 125,900 0 0
LIQUI-BOX CORP COM 536314107 3 100 SOLE 100 0 0
LITTON INDUSTRIES COM 538021106 20,672 462,600 SOLE 462,600 0 0
LIZ CLAIBORNE INC COM 539320101 858 22,276 SOLE 22,276 0 0
LNR PROPERTY CORP COM 501940100 29 1,300 SOLE 1,300 0 0
LOCAL FINANCIAL CORPORATION COM 539553107 173 18,200 SOLE 18,200 0 0
LOCKHEED MARTIN CORP COM 539830109 5,758 174,700 SOLE 174,700 0 0
LOGIC DEVICES INC COM 541402103 8 4,100 SOLE 4,100 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 336 45,600 SOLE 45,600 0 0
LONE STAR TECHNOLOGI COM 542312103 720 15,600 SOLE 15,600 0 0
LONGS DRUG STORES CORP COM 543162101 438 22,900 SOLE 22,900 0 0
LONGVIEW FIBRE CO COM 543213102 89 7,400 SOLE 7,400 0 0
LOUIS DREYFUS NATURAL GAS COM 546011107 246 6,200 SOLE 6,200 0 0
LOUISIANA PAC CORP COM 546347105 401 43,700 SOLE 43,700 0 0
LOWES COS INC COM 548661107 18,506 412,400 SOLE 412,400 0 0
LSI LOGIC CORP COM 502161102 3,665 125,300 SOLE 125,300 0 0
LTC PPTYS INC COM 502175102 117 33,300 SOLE 33,300 0 0
LUBRIZOL CORP COM 549271104 691 35,100 SOLE 35,100 0 0
LUCENT TECH INC COM 549463107 41,813 1368,099 SOLE 1368,099 0 0
LYCOS INC COM 550818108 688 10,000 SOLE 10,000 0 0
LYONDELL PETROCHEMICAL CO COM 552078107 754 63,800 SOLE 63,800 0 0
M & F WORLDWIDE CORP COM 552541104 12 2,000 SOLE 2,000 0 0
M&T BANK CORPORATION COM 55261F104 5,100 10,000 SOLE 10,000 0 0
MACHERICH COMPANY COM 554382101 655 30,800 SOLE 30,800 0 0
MACROMEDIA INC COM 556100105 2,400 29,700 SOLE 29,700 0 0
MAF BANCORP INC COM 55261R108 15 600 SOLE 600 0 0
MAGNETEK INC COM 559424106 48 4,500 SOLE 4,500 0 0
MALAYSIA FUND INC MUTUAL FUND 560905101 0 1 SOLE 1 0 0
MALLINCKRODT GROUP COM 561232109 30,938 678,100 SOLE 678,100 0 0
MANDALAY RESORT GROUP COM 562567107 1,399 54,600 SOLE 54,600 0 0
MANPOWER INC COM 56418H100 1,514 47,400 SOLE 47,400 0 0
MANUGISTICS GROUP INC COM 565011103 1,227 12,500 SOLE 12,500 0 0
MARCHFIRST INC COM 566244109 1,390 88,600 SOLE 88,600 0 0
MARRIOTT INTERNATIONAL CL A COM 571903202 3,717 102,000 SOLE 102,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 14,310 107,800 SOLE 107,800 0 0
MARSHALL & ILSLEY CORP COM 571834100 3,063 61,100 SOLE 61,100 0 0
MARTEN TRANSPORT LTD COM 573075108 36 2,750 SOLE 2,750 0 0
MARTIN MARIETTA MATERIALS COM 573284106 1,085 28,334 SOLE 28,334 0 0
MARVEL ENTERPRISES INC COM 57383M108 1,576 484,997 SOLE 484,997 0 0
MASCO CORP COM 574599106 3,380 181,500 SOLE 181,500 0 0
MASSBANK CORP READ COM 576152102 67 2,300 SOLE 2,300 0 0
MATAV RT-SP ADR COM (1ADR=5S 559776109 2,326 98,700 SOLE 98,700 0 0
MATTEL INC COM 577081102 1,829 163,442 SOLE 163,442 0 0
MAX & ERMAS RESTAUR COM 577903107 25 2,800 SOLE 2,800 0 0
MAXCOR FINANCIAL GROUP INC COM 57772G100 12 5,600 SOLE 5,600 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 9,186 114,200 SOLE 114,200 0 0
MAXTOR CORP COM 577729205 599 57,000 SOLE 57,000 0 0
MAXXAM INC COM 577913106 81 4,100 SOLE 4,100 0 0
MAYNARD OIL CO COM 578444101 18 800 SOLE 800 0 0
MAYS (J.W.) INC COM 578473100 10 1,100 SOLE 1,100 0 0
MAYTAG CORP COM 578592107 985 31,700 SOLE 31,700 0 0
MB FINANCIAL INC COM 55263D107 19 1,400 SOLE 1,400 0 0
MBIA INC COM 55262C100 2,902 40,800 SOLE 40,800 0 0
MBNA CORP COM 55262L100 13,286 345,100 SOLE 345,100 0 0
MCCLAIN INDUSTRIES COM 579487109 3 800 SOLE 800 0 0
MCCORMICK & CO INC COM NON-VOTI 579780206 1,270 42,700 SOLE 42,700 0 0
MCDERMOTT INTL INC COM 580037109 267 24,300 SOLE 24,300 0 0
MCDONALDS CORP COM 580135101 16,247 538,200 SOLE 538,200 0 0
MCGRAW HILL INC COM 580645109 5,189 81,636 SOLE 81,636 0 0
MCI WORLDCOM INC COM 98157D106 16,305 536,803 SOLE 536,803 0 0
MCKESSON HBOC INC COM 58155Q103 3,318 108,572 SOLE 108,572 0 0
MCN ENERGY GROUP INC. COM 55267J100 150,514 5873,733 SOLE 5873,733 0 0
MCRAE INDUSTRIES -CL A COM 582757209 20 4,000 SOLE 4,000 0 0
MEAD CORP COM 582834107 989 42,300 SOLE 42,300 0 0
MEDIA GENERAL A COM 584404107 662 15,400 SOLE 15,400 0 0
MEDIABAY INC COM 58446J108 1,225 700,000 SOLE 700,000 0 0
MEDICIS PHARMACEUTICAL-CL A COM 584690309 744 12,100 SOLE 12,100 0 0
MEDIMMUNE INC COM 584699102 6,566 85,000 SOLE 85,000 0 0
MEDSTONE INTERNATIONAL INC COM 58505C101 38 5,700 SOLE 5,700 0 0
MEDTRONIC INC COM 585055106 16,114 311,000 SOLE 311,000 0 0
MEGO FINANCIAL CORPORATION COM 585162308 22 4,700 SOLE 4,700 0 0
MELLON BK CORP COM 58551A108 25,859 557,600 SOLE 557,600 0 0
MENTOR GRAPHICS CORP COM 587200106 2,505 106,300 SOLE 106,300 0 0
MERCK & CO INC COM 589331107 51,496 691,796 SOLE 691,796 0 0
MERCURY INTERACTIVE CORP COM 589405109 5,094 32,500 SOLE 32,500 0 0
MEREDITH CORP COM 589433101 30 1,000 SOLE 1,000 0 0
MERRILL LYNCH & CO INC COM 590188108 28,142 426,400 SOLE 426,400 0 0
MESA LABORATORIES INC COM 59064R109 6 1,000 SOLE 1,000 0 0
MESTEK INC COM 590829107 93 5,700 SOLE 5,700 0 0
METEOR INDUSTRIES INC COM 591475108 5 900 SOLE 900 0 0
METRIS COMPANIES INC COM 591598107 2,417 61,200 SOLE 61,200 0 0
MEXICAN RESAURANTS INC COM 59283R104 12 4,500 SOLE 4,500 0 0
MEXICO EQUITY & INCOME FUND MUTUAL FUND 592834105 95 9,801 SOLE 9,801 0 0
MEXICO FUND INC CLOSED END F 592835102 113,257 7190,901 SOLE 7190,901 0 0
MFB CORP COM 55272D106 16 900 SOLE 900 0 0
MFRI INC COM 552721102 22 6,400 SOLE 6,400 0 0
MGIC INVESTMENT CORP COM 552848103 2,726 44,600 SOLE 44,600 0 0
MICHAEL ANTHONY JEWELERS INC COM 594060105 2 1,000 SOLE 1,000 0 0
MICRON TECHNOLOGY INC COM 595112103 14,591 317,200 SOLE 317,200 0 0
MICROSEMI CORP COM 595137100 76 2,000 SOLE 2,000 0 0
MICROSOFT CORP COM 594918104 129,569 2148,300 SOLE 2148,300 0 0
MICROTEST INC COM 594941106 23 5,100 SOLE 5,100 0 0
MIDDLEBY CORP COM 596278101 44 7,400 SOLE 7,400 0 0
MIDLAND COMPANY COM 597486109 119 4,500 SOLE 4,500 0 0
MIH LTD COM G6116R101 402 13,432 SOLE 13,432 0 0
MIKOHN GAMING CORP COM 59862K108 53 7,000 SOLE 7,000 0 0
MILACRON INC COM 598709103 5 400 SOLE 400 0 0
MILLENNIUM PHARMACEUTICALS COM 599902103 8,019 54,900 SOLE 54,900 0 0
MILLER BUILDING SYSTEMS INC COM 600404107 1 100 SOLE 100 0 0
MILLER HERMAN INC COM 600544100 1,497 46,700 SOLE 46,700 0 0
MILLIPORE CORP COM 601073109 823 17,000 SOLE 17,000 0 0
MINE SAFETY APPLIANC COM 602720104 364 16,500 SOLE 16,500 0 0
MINERALS TECHNOLOGIE COM 603158106 520 11,300 SOLE 11,300 0 0
MINIMED INC COM 60365K108 3,414 38,200 SOLE 38,200 0 0
MINNESOTA MNG & MFG CO COM 604059105 15,127 166,000 SOLE 166,000 0 0
MITCHELL ENERGY & DEV - CL A COM 606592202 219 4,700 SOLE 4,700 0 0
MITEL CORP COM 606711109 383 18,700 SOLE 18,700 0 0
MODINE MFG CO COM 607828100 462 16,400 SOLE 16,400 0 0
MODIS PROFESSIONAL SERVICES COM 607830106 308 59,400 SOLE 59,400 0 0
MOHAWK INDUSTIRES INC COM 608190104 709 32,500 SOLE 32,500 0 0
MOLEX INC COM 608554101 4,220 77,525 SOLE 77,525 0 0
MONRO MUFFLER BRAKE COM 610236101 32 2,900 SOLE 2,900 0 0
MONTANA POWER CO COM 612085100 2,166 64,900 SOLE 64,900 0 0
MONY GROUP INC COM 615337102 1,148 28,800 SOLE 28,800 0 0
MOORE MEDICAL CORP COM 615799103 15 2,000 SOLE 2,000 0 0
MORGAN J P & CO INC COM 616880100 24,800 151,800 SOLE 151,800 0 0
MORGAN KEEGAN COM 617410105 474 27,100 SOLE 27,100 0 0
MORGAN ST DEAN WITTER COM 617446448 36,869 403,216 SOLE 403,216 0 0
MORGAN STANLEY AFRICA INVEST MUTUAL FUND 617444104 23,904 2964,849 SOLE 2964,849 0 0
MORGAN STANLEY ASIA PACIFIC CLOSED END F 61744U106 18,061 1913,701 SOLE 1913,701 0 0
MORGAN STANLEY EMERGING MARK MUTUAL FUND 61744G107 18,315 1450,701 SOLE 1450,701 0 0
MORGAN STANLEY INDIA INVT FU CLOSED END F 61745C105 46,730 4504,051 SOLE 4504,051 0 0
MOTOROLA INC COM 620076109 24,731 875,449 SOLE 875,449 0 0
MOVIE GALLERY INC COM 624581104 41 10,600 SOLE 10,600 0 0
MSC.SOFTWARE CORPORATION COM 553531104 100 9,400 SOLE 9,400 0 0
MSDW EASTERN EUROPE FUND MUTUAL FUND 616988101 0 1 SOLE 1 0 0
MTR GAMING GROUP COM 553769100 51 6,300 SOLE 6,300 0 0
MUELLER INDUSTRIES COM 624756102 779 34,700 SOLE 34,700 0 0
MURPHY OIL CORP COM 626717102 1,750 27,000 SOLE 27,000 0 0
MYLAN LABORATORIES COM 628530107 2,142 79,500 SOLE 79,500 0 0
NABISCO GROUP HOLDINGS COM 62952P102 22,666 795,300 SOLE 795,300 0 0
NABISCO HOLDINGS CORP COM CL A 629526104 27,912 519,300 SOLE 519,300 0 0
NABORS INDS INC COM 629568106 4,475 85,400 SOLE 85,400 0 0
NACCO INDS INC COM CL A 629579103 160 3,800 SOLE 3,800 0 0
NANOMETRICS INC COM 630077105 123 2,300 SOLE 2,300 0 0
NAPCO SECURITY COM 630402105 20 4,600 SOLE 4,600 0 0
NASHUA CORP COM 631226107 60 7,100 SOLE 7,100 0 0
NATIONAL AUSTRALIA BANK CPFD 7.875 632525309 18,311 723,400 SOLE 723,400 0 0
NATIONAL CITY CORP COM 635405103 13,487 609,600 SOLE 609,600 0 0
NATIONAL COMMERCE BANCORPORA COM 635449101 1,170 58,700 SOLE 58,700 0 0
NATIONAL DATA CORP COM 635621105 535 16,300 SOLE 16,300 0 0
NATIONAL HOME HEALTH COM 636380107 22 3,501 SOLE 3,501 0 0
NATIONAL PRESTO INDS COM 637215104 60 2,000 SOLE 2,000 0 0
NATIONAL SEMICONDUCTOR COM 637640103 2,862 71,100 SOLE 71,100 0 0
NATIONAL SVC INDS INC COM 637657107 349 17,828 SOLE 17,828 0 0
NATIONAL TECHNICAL COM 638104109 3 900 SOLE 900 0 0
NATL FUEL GAS CO COM 636180101 1,278 22,800 SOLE 22,800 0 0
NATL WESTERN LIFE INS - CL A COM 638522102 190 2,600 SOLE 2,600 0 0
NATURAL MICROSYSTEMS CORP COM 638882100 323 6,000 SOLE 6,000 0 0
NAVIGANT CONSULTING COMPANY COM 63935N107 61 17,600 SOLE 17,600 0 0
NAVIGANT INTERNATIONAL INC COM 63935R108 148 14,100 SOLE 14,100 0 0
NAVISTAR INTL CORP COM 63934E108 772 25,800 SOLE 25,800 0 0
NCH CORP COM 628850109 247 7,000 SOLE 7,000 0 0
NCO GROUP INC COM 628858102 183 15,400 SOLE 15,400 0 0
NCR CORP COM 62886E108 1,501 39,700 SOLE 39,700 0 0
NEIMAN MARCUS GROUP - CL B COM 640204301 244 8,530 SOLE 8,530 0 0
NEIMAN MARCUS GROUP INC - CL COM 640204202 876 27,000 SOLE 27,000 0 0
NETWORK APPLIANCE INC COM 64120L104 15,693 123,200 SOLE 123,200 0 0
NETWORKS ASSOCIATES INC COM 640938106 1,894 83,700 SOLE 83,700 0 0
NEW BRUNSWICK SCIENT COM 642876106 71 9,372 SOLE 9,372 0 0
NEW GERMANY FUND MUTUAL FUND 644465106 6,101 498,055 SOLE 498,055 0 0
NEW HAMPSHIRE THRIFT BANCSHA COM 644722100 14 1,100 SOLE 1,100 0 0
NEW YORK TIMES CO COM CL A 650111107 2,658 67,600 SOLE 67,600 0 0
NEWELL CO COM 651229106 1,262 55,317 SOLE 55,317 0 0
NEWMARK HOMES CORP COM 651578106 21 2,400 SOLE 2,400 0 0
NEWMIL BANCORP INC COM 651633109 1 100 SOLE 100 0 0
NEWMONT MINING COM 651639106 1,171 68,900 SOLE 68,900 0 0
NEXTEL COMMUNICATIONS COM CL A 65332V103 10,880 232,722 SOLE 232,722 0 0
NEXTEL JAN 02 PUT 27.5 PUT ON EQUIT 65332V953 323 300 PUT SOLE 300 0 0
NIAGARA MOHAWK PWR CORP COM 653520106 1,183 75,100 SOLE 75,100 0 0
NICE SYSTEMS LTD-SPONS ADR ADR 653656108 3,312 46,000 SOLE 46,000 0 0
NICOR INC COM 654086107 691 19,104 SOLE 19,104 0 0
NIKE INC COM CL B 654106103 4,467 111,500 SOLE 111,500 0 0
NIKU CORP COM 654113109 283 11,622 SOLE 11,622 0 0
NIPPON TELEGRAPH&TELE-SP ADR ADR 654624105 113 2,300 SOLE 2,300 0 0
NISOURCE CALL 22.5 JAN 01 CALL ON EQUI 65473P905 144 500 CALL SOLE 500 0 0
NISOURCE PUT JAN 25 01 PUT ON EQUIT 65473P955 53 250 PUT SOLE 250 0 0
NOBLE AFFILIATES INC COM 654894104 2,981 80,300 SOLE 80,300 0 0
NOBLE DRILLING CORP COM 655042109 3,502 69,700 SOLE 69,700 0 0
NOLAND CO COM 655286102 59 3,400 SOLE 3,400 0 0
NORDSON CP COM 655663102 592 20,800 SOLE 20,800 0 0
NORDSTROM INC COM 655664100 5,655 363,400 SOLE 363,400 0 0
NORFOLK SOUTHERN CORP COM 655844108 2,276 155,606 SOLE 155,606 0 0
NORTEL NETWORKS CORP COM 656568102 45,503 763,960 SOLE 763,960 0 0
NORTH FORK BANCORPOR COM 659424105 13,267 613,500 SOLE 613,500 0 0
NORTH VALLEY BANCORP COM 66304M105 25 1,900 SOLE 1,900 0 0
NORTHEAST UTILITIES COM 664397106 1,950 89,900 SOLE 89,900 0 0
NORTHERN TR CORP COM 665859104 3,617 40,700 SOLE 40,700 0 0
NOVA CORP COM 669784100 754 44,000 SOLE 44,000 0 0
NOVELL INC COM 670006105 1,305 131,300 SOLE 131,300 0 0
NOVELLUS SYS INC COM 670008101 2,328 50,000 SOLE 50,000 0 0
NSTAR COM 67019E107 1,517 37,700 SOLE 37,700 0 0
NUI CORP COM 629430109 380 12,600 SOLE 12,600 0 0
NUTRACEUTICAL INTERNATIONAL COM 67060Y101 27 10,100 SOLE 10,100 0 0
NVIDIA CORP COM 67066G104 3,095 37,800 SOLE 37,800 0 0
OCCIDENTAL PETE CORP COM 674599105 2,622 120,200 SOLE 120,200 0 0
OCEAN ENERGY INC COM 67481E106 1,564 100,900 SOLE 100,900 0 0
OFFICE DEPOT INC 0% 11/01/08 676220AB2 3,575 5000,000 SOLE 5000,000 0 0
OFFICE DEPOT INC 0% 12/11/07 676220AA4 6,338 39000000 SOLE 39000000 0 0
OFFICE DEPOT INC COM 676220106 3,180 407,000 SOLE 407,000 0 0
OFFICEMAX INC COM 67622M108 223 62,600 SOLE 62,600 0 0
OGDEN CORP COM 676346109 363 26,749 SOLE 26,749 0 0
OGE ENERGY CORP COM 670837103 976 45,800 SOLE 45,800 0 0
OHIO CASUALTY CORP COM 677240103 220 34,700 SOLE 34,700 0 0
OILGEAR CO COM 678042102 21 2,400 SOLE 2,400 0 0
OLD DOMINION FGHT LI COM 679580100 92 9,100 SOLE 9,100 0 0
OLD KENT FINL CORP COM 679833103 4,992 172,500 SOLE 172,500 0 0
OLD REPUBLIC INTERNATIONAL C COM 680223104 1,817 75,500 SOLE 75,500 0 0
OLIN CORP COM 680665205 476 29,400 SOLE 29,400 0 0
OLYMPIC STEEL COM 68162K106 27 10,800 SOLE 10,800 0 0
OMNICARE INC COM 681904108 887 55,000 SOLE 55,000 0 0
OMNICON GP INC COM 681919106 5,339 73,200 SOLE 73,200 0 0
ON COMMAND COM 682160106 62 5,021 SOLE 5,021 0 0
ONEOK INC COM 682680103 519 13,050 SOLE 13,050 0 0
OPENTV CORPORATION COM G67543101 7,764 233,500 SOLE 233,500 0 0
OPINION RESEARCH CORP COM 683755102 36 4,900 SOLE 4,900 0 0
ORACLE SYSTEMS CORP COM 68389X105 90,500 1149,212 SOLE 1149,212 0 0
ORAPHARMA INC COM 68554E106 6,068 451,600 SOLE 451,600 0 0
ORLEANS HOMEBUILDERS INC COM 686588104 0 200 SOLE 200 0 0
OUTBACK STEAKHOUSE COM 689899102 1,165 42,949 SOLE 42,949 0 0
OVERSEAS SHIP COM 690368105 537 19,600 SOLE 19,600 0 0
OWENS & MINOR INC NE COM 690732102 2,540 161,300 SOLE 161,300 0 0
OWENS ILLINOIS COM 690768403 571 61,700 SOLE 61,700 0 0
OXFORD HEALTH PLANS COM 691471106 1,454 47,300 SOLE 47,300 0 0
OXFORD INDUSTRIES COM 691497309 29 1,600 SOLE 1,600 0 0
P&F INDUSTRIES CL-A COM 692830508 21 2,800 SOLE 2,800 0 0
PACCAR INC COM 693718108 1,156 31,200 SOLE 31,200 0 0
PACIFICARE HEALTH SYSTEMS COM 695112102 741 21,287 SOLE 21,287 0 0
PACTIV CORPORATION COM 695257105 11,441 1022,700 SOLE 1022,700 0 0
PAKISTAN INVESTMENT FUND MUTUAL FUND 695844100 334 136,901 SOLE 136,901 0 0
PALL CORP COM 696429307 990 49,634 SOLE 49,634 0 0
PALM INC COM 696642107 12,099 228,560 SOLE 228,560 0 0
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 202 10,100 SOLE 10,100 0 0
PANERA BREAD COMPANY - CL A COM 69840W108 119 5,700 SOLE 5,700 0 0
PAPA JOHNS INTL INC COM 698813102 469 18,700 SOLE 18,700 0 0
PARADIGM GEOPHYSICAL LTD COM 69900J104 72 11,200 SOLE 11,200 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 1,214 110,952 SOLE 110,952 0 0
PARK PLACE ENTERTAINMENT COM 700690100 2,760 182,500 SOLE 182,500 0 0
PARKER HANNIFIN CORP COM 701094104 11,458 339,500 SOLE 339,500 0 0
PATINA OIL & GAS CORP COM 703224105 152 7,600 SOLE 7,600 0 0
PATTERSON ENERGY INC COM 703414102 52 1,500 SOLE 1,500 0 0
PAYCHEX INC COM 704326107 7,872 149,946 SOLE 149,946 0 0
PAYLESS SHOESOURCE INC COM 704379106 801 14,300 SOLE 14,300 0 0
PC CONNECTION INC COM 69318J100 476 8,350 SOLE 8,350 0 0
PDK LABS INC COM 693293508 13 2,700 SOLE 2,700 0 0
PE CORP-PE BIOSYSTEMS GROUP COM 69332S102 9,786 84,000 SOLE 84,000 0 0
PEAK INTERNATIONAL LTD COM G69586108 9 1,100 SOLE 1,100 0 0
PEERLESS MFG CO COM 705514107 33 1,800 SOLE 1,800 0 0
PENN VIRGINIA CORP COM 707882106 229 8,800 SOLE 8,800 0 0
PENNEY J C INC COM 708160106 1,240 105,000 SOLE 105,000 0 0
PENTAIR INC COM 709631105 645 24,100 SOLE 24,100 0 0
PENZOIL QUAKER STATE CO COM 709323109 475 45,255 SOLE 45,255 0 0
PEOPLES BANCSHARES INC COM 709795108 10 600 SOLE 600 0 0
PEOPLES ENERGY CORP COM 711030106 474 14,200 SOLE 14,200 0 0
PEOPLESOFT INC COM 712713106 3,051 109,200 SOLE 109,200 0 0
PEPSI BOTTLING GROUP INC COM 713409100 6,079 202,200 SOLE 202,200 0 0
PEPSICO INC COM 713448108 30,134 655,088 SOLE 655,088 0 0
PER-SE TECHNOLOGIES INC COM 713569309 4 281 SOLE 281 0 0
PERFICIENT INC COM 71375U101 4,410 245,000 SOLE 245,000 0 0
PERFORMANCE FOOD GROUP CO COM 713755106 260 6,900 SOLE 6,900 0 0
PERICOM SEMICONDUCTOR CORP COM 713831105 5 140 SOLE 140 0 0
PERKINELMER INC COM 714046109 2,005 19,211 SOLE 19,211 0 0
PERRIGO CO COM 714290103 763 111,500 SOLE 111,500 0 0
PETROCHINA CO LTD-ADR ADR 71646E100 233 11,800 SOLE 11,800 0 0
PETROLEUM DEV CORP COM 716578109 73 10,200 SOLE 10,200 0 0
PFF BANCORP COM 69331W104 13 600 SOLE 600 0 0
PFIZER INC COM 717081103 116,095 2583,475 SOLE 2583,475 0 0
PG & E CORP COM 69331C108 3,771 155,900 SOLE 155,900 0 0
PHARMACIA CORP COM 71713U102 79,827 1326,310 SOLE 1326,310 0 0
PHARMACOPEIA INC COM 71713B104 602 23,600 SOLE 23,600 0 0
PHELPS DODGE COM 717265102 1,330 31,857 SOLE 31,857 0 0
PHILLIPS PETE CO COM 718507106 6,528 104,035 SOLE 104,035 0 0
PHM CORP COM 745867101 584 17,700 SOLE 17,700 0 0
PHOENIX TECHNOLOGY COM 719153108 387 24,300 SOLE 24,300 0 0
PICCADILLY CAFETERIA COM 719567109 19 8,700 SOLE 8,700 0 0
PINNACLE ENTERTAINMENT COM 723456109 257 11,800 SOLE 11,800 0 0
PINNACLE WEST CAPITAL COM 723484101 1,770 34,800 SOLE 34,800 0 0
PIONEER NATURAL RSCS COM 723787107 121 8,500 SOLE 8,500 0 0
PITNEY BOWES INC COM 724479100 4,235 107,396 SOLE 107,396 0 0
PITT DES MOINES INC COM 724508106 167 5,500 SOLE 5,500 0 0
PITTSTON BRINKS GROUP COM 725701106 4,181 269,761 SOLE 269,761 0 0
PLACER DOME INC COM 725906101 1,263 133,800 SOLE 133,800 0 0
PLANAR SYSTEMS INC COM 726900103 125 6,700 SOLE 6,700 0 0
PLANTRONICS INC COM 727493108 391 10,300 SOLE 10,300 0 0
PMA CAPITAL CORPORATION-CL A COM 693419202 328 18,200 SOLE 18,200 0 0
PMC - SIERRA INC COM 69344F106 646 3,000 SOLE 3,000 0 0
PNC FINL CORP COM 693475105 18,525 285,000 SOLE 285,000 0 0
POGO PRODUCING CO COM 730448107 2,538 100,000 SOLE 100,000 0 0
POLAROID CORP COM 731095105 816 60,700 SOLE 60,700 0 0
POLYCOM INC COM 73172K104 2,826 42,200 SOLE 42,200 0 0
POMEROY COMPUTER RES COM 731822102 53 2,800 SOLE 2,800 0 0
POPE & TALBOT INC COM 732827100 322 22,500 SOLE 22,500 0 0
PORTUGAL FD INC MUTUAL FUND 737265108 0 1 SOLE 1 0 0
POTOMAC ELEC PWR CO COM 737679100 1,768 70,200 SOLE 70,200 0 0
POWER-ONE INC COM 739308104 968 16,000 SOLE 16,000 0 0
POWERWAVE TECH INC COM 739363109 1,352 35,600 SOLE 35,600 0 0
PPG INDS INC COM 693506107 2,858 72,000 SOLE 72,000 0 0
PPL CORP COM 69351T106 2,401 57,500 SOLE 57,500 0 0
PRECISION CASTPARTS COM 740189105 1,090 28,400 SOLE 28,400 0 0
PRECISION DRILLING CORP COM 74022D100 11 300 SOLE 300 0 0
PRENTISS PROPERTIES TRUST COM 740706106 1,076 41,200 SOLE 41,200 0 0
PRESIDENTIAL LIFE CO COM 740884101 25 1,700 SOLE 1,700 0 0
PRICE T ROWE & ASSOCIATES COM 741477103 2,244 47,800 SOLE 47,800 0 0
PRIME GROUP REALTY TRUST COM 74158J103 178 11,300 SOLE 11,300 0 0
PRIME HOSPITALITY CO COM 741917108 580 57,300 SOLE 57,300 0 0
PRIMESOURCE CORP COM 741593107 12 2,400 SOLE 2,400 0 0
PROCTER & GAMBLE CO COM 742718109 35,394 528,276 SOLE 528,276 0 0
PROFESSIONAL DETAILING INC COM 74312N107 68 1,200 SOLE 1,200 0 0
PROGRESSIVE CP COM 743315103 2,464 30,100 SOLE 30,100 0 0
PROJECT SOFTWARE & DEVELOPME COM 74339P101 3,431 220,700 SOLE 220,700 0 0
PROTECTIVE LIFE CORP COM 743674103 1,195 40,000 SOLE 40,000 0 0
PROVIDIAN FINANCIAL CORP COM 74406A102 7,341 57,800 SOLE 57,800 0 0
PSS WORLD MEDICAL INC COM 69366A100 139 38,400 SOLE 38,400 0 0
PUBLIC SVC CO NEW MEX COM 744499104 1,677 64,800 SOLE 64,800 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3,941 88,200 SOLE 88,200 0 0
PUGET SOUND ENERGY INC COM 745332106 1,330 52,400 SOLE 52,400 0 0
PULITZER INC COM 745769109 236 5,500 SOLE 5,500 0 0
Q.E.P COMPANY INC COM 74727K102 15 2,500 SOLE 2,500 0 0
QUAKER CHEMICAL CORP COM 747316107 107 6,300 SOLE 6,300 0 0
QUAKER CITY BANCORP INC COM 74731K106 33 1,700 SOLE 1,700 0 0
QUAKER OATS CO COM 747402105 4,336 54,800 SOLE 54,800 0 0
QUALCOMM INC COM 747525103 21,275 298,600 SOLE 298,600 0 0
QUALITY SYS INC COM 747582104 26 3,900 SOLE 3,900 0 0
QUANTA SERVICES INC COM 74762E102 968 35,200 SOLE 35,200 0 0
QUANTUM CORP DLT & STORAGE COM 747906204 1,387 92,100 SOLE 92,100 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3,167 27,600 SOLE 27,600 0 0
QUESTAR CORP COM 748356102 1,371 49,300 SOLE 49,300 0 0
QUESTCOR PARMACEUTICALS COM 74835Y101 2,772 1642,500 SOLE 1642,500 0 0
QUIDEL CORP COM 74838J101 2 500 SOLE 500 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 719 45,100 SOLE 45,100 0 0
QUIPP INC COM 748802105 83 3,300 SOLE 3,300 0 0
QUORUM HEALTH COM 749084109 6,336 487,400 SOLE 487,400 0 0
QWEST COMM INTL COM 749121109 32,718 680,742 SOLE 680,742 0 0
R&B FALCON CORP COM 74912E101 1,837 65,900 SOLE 65,900 0 0
R.H. DONNELLEY CORP COM 74955W307 104 4,900 SOLE 4,900 0 0
RADIO ONE INC CL D COM 75040P405 1,518 215,000 SOLE 215,000 0 0
RADIOSHACK CORPORATION COM 750438103 5,041 78,000 SOLE 78,000 0 0
RALSTON-RALSTON PURINA GROUP COM 751277302 26,115 1102,500 SOLE 1102,500 0 0
RAMBUS INC COM 750917106 3,473 44,000 SOLE 44,000 0 0
RATIONAL SOFTWARE CO COM 75409P202 7,423 107,000 SOLE 107,000 0 0
RAVEN INDUSTRIES INC COM 754212108 32 2,000 SOLE 2,000 0 0
RAVENSWOOD WINERY INC COM 754438109 52 3,700 SOLE 3,700 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 754 22,900 SOLE 22,900 0 0
RAYTHEON CO CL-A COM 755111309 27,266 996,000 SOLE 996,000 0 0
READERS DIGEST ASSN A COM 755267101 2,242 63,500 SOLE 63,500 0 0
READING ENTERTAINMENT COM 755358108 3 800 SOLE 800 0 0
REEBOK INTL LTD COM 758110100 433 23,000 SOLE 23,000 0 0
REFAC COM 758653109 16 5,300 SOLE 5,300 0 0
REHABCARE GROUP INC COM 759148109 667 15,700 SOLE 15,700 0 0
RELIANT ENERGY INC COM 75952J108 5,715 122,900 SOLE 122,900 0 0
RELM WIRELESS CORP COM 759525108 8 4,300 SOLE 4,300 0 0
REMINGTON OIL & GAS CORP COM 759594302 121 11,600 SOLE 11,600 0 0
RENAISSANCE RE HOLDINGS LTD REAL ESTATE G7496G103 211 3,300 SOLE 3,300 0 0
RENT WAY INC COM 76009U104 140 4,600 SOLE 4,600 0 0
RENT-A-CENTER INC COM 76009N100 208 6,000 SOLE 6,000 0 0
REPUBLIC BANCORP INC COM 760282103 188 19,800 SOLE 19,800 0 0
REPUBLIC BANCSHARES INC COM 759929102 3 300 SOLE 300 0 0
RESPIRONICS INC COM 761230101 642 38,500 SOLE 38,500 0 0
REYNOLDS & REY COM 761695105 888 44,700 SOLE 44,700 0 0
RGS ENERGY GROUP COM 74956K104 1,125 39,900 SOLE 39,900 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
ROADHOUSE GRILL INC COM 769725102 5 1,500 SOLE 1,500 0 0
ROADWAY EXPRESS INC COM 769742107 156 8,700 SOLE 8,700 0 0
ROBERT HALF INTL INC COM 770323103 3,677 106,000 SOLE 106,000 0 0
ROBINSON NUGENT INC COM 770810109 12 700 SOLE 700 0 0
ROC TAIWAN FUND MUTUAL FUND 749651105 0 1 SOLE 1 0 0
ROCKWELL INTL CORP COM 773903109 12,669 418,800 SOLE 418,800 0 0
ROGERS COM 775133101 6,502 205,600 SOLE 205,600 0 0
ROLLINS INC COM 775711104 253 17,100 SOLE 17,100 0 0
ROSS STORES INC COM 778296103 756 52,600 SOLE 52,600 0 0
ROSTELECOM ADR ADR 778529107 7,163 812,800 SOLE 812,800 0 0
ROWAN COS INC COM 779382100 4,646 160,200 SOLE 160,200 0 0
ROYAL DUTCH PETE CO COM 780257804 54,627 911,400 SOLE 911,400 0 0
RSL COMMUNICATIONS LTD CL-A COM G7702U102 7 3,545 SOLE 3,545 0 0
RUBY TUESDAY COM 781182100 3,758 334,000 SOLE 334,000 0 0
RUDDICK CORP COM 781258108 627 45,200 SOLE 45,200 0 0
RUSS BERRIE & CO COM 782233100 275 13,900 SOLE 13,900 0 0
RUSSELL CORP COM 782352108 708 44,611 SOLE 44,611 0 0
RYANS FAMILY STEAK COM 783519101 315 41,000 SOLE 41,000 0 0
RYDER SYS INC COM 783549108 535 29,000 SOLE 29,000 0 0
RYERSON TULL INC COM 78375P107 124 13,192 SOLE 13,192 0 0
S&P 500 DEP RCPT INDEX 78462F103 1,704 11,865 SOLE 11,865 0 0
S3 INCORPORATED COM 784849101 9,081 880,550 SOLE 880,550 0 0
SABRE GROUP HOLDINGS INC COM 785905100 1,512 52,247 SOLE 52,247 0 0
SAFECO CORP COM 786429100 1,439 52,800 SOLE 52,800 0 0
SAFEWAY INC COM NEW 786514208 9,783 209,540 SOLE 209,540 0 0
SAKS INCORPORATED COM 79377W108 844 85,465 SOLE 85,465 0 0
SANDISK CORP COM 80004C101 935 14,000 SOLE 14,000 0 0
SANFILIPPO JOHN B & COM 800422107 28 7,100 SOLE 7,100 0 0
SANMINA CORP COM 800907107 5,618 60,000 SOLE 60,000 0 0
SANTA FE INTL CORP COM G7805C108 2,636 58,500 SOLE 58,500 0 0
SAPIENT CORP COM 803062108 1,872 46,000 SOLE 46,000 0 0
SAPPI LTD SPONSORED ADR A.D.R. 803069202 1,588 217,200 SOLE 217,200 0 0
SARA LEE CORP COM 803111103 7,280 358,382 SOLE 358,382 0 0
SAUCONY INC - CL A COM 804120103 21 2,200 SOLE 2,200 0 0
SAWTEK INC COM 805468105 965 25,047 SOLE 25,047 0 0
SBC COMMUNICATIONS INC COM 78387G103 69,250 1384,991 SOLE 1384,991 0 0
SCANA CORP COM 80589M102 1,916 62,056 SOLE 62,056 0 0
SCHERING PLOUGH CORP COM 806605101 27,770 597,200 SOLE 597,200 0 0
SCHLUMBERGER LTD COM 806857108 10,358 125,842 SOLE 125,842 0 0
SCHOLASTIC CORP COM 807066105 796 10,000 SOLE 10,000 0 0
SCHULER HOMES INC COM 808188106 54 5,600 SOLE 5,600 0 0
SCHULMAN A COM 808194104 422 38,400 SOLE 38,400 0 0
SCHULTZ SAV O STORES COM 808196109 22 2,000 SOLE 2,000 0 0
SCI SYSTEMS INC COM 783890106 3,469 84,600 SOLE 84,600 0 0
SCIENTIFIC ATLANTA INC COM 808655104 3,861 60,676 SOLE 60,676 0 0
SCOTTS CO CL A COM 810186106 208 6,200 SOLE 6,200 0 0
SCP POOL CORPORATION COM 784028102 441 14,900 SOLE 14,900 0 0
SCPIE HOLDINGS INC COM 78402P104 250 12,400 SOLE 12,400 0 0
SCUDDER NEW ASIA FUND INC MUTUAL FUND 811183102 665 54,001 SOLE 54,001 0 0
SEABOARD CORP COM 811543107 16 100 SOLE 100 0 0
SEACHANGE INTERNATIONAL INC COM 811699107 200 6,000 SOLE 6,000 0 0
SEACOR HLDGS INC COM 811904101 923 19,800 SOLE 19,800 0 0
SEAGATE TECHNOLOGY COM 811804103 45,699 662,300 SOLE 662,300 0 0
SEAGRAM LTD COM 811850106 30,080 523,700 SOLE 523,700 0 0
SEALED AIR CORP (NEW) A 0% CONV 12/3 81211K209 16,740 372,005 SOLE 372,005 0 0
SEARS ROEBUCK & CO COM 812387108 4,539 140,000 SOLE 140,000 0 0
SECURITY CAPITAL GROUP B COM 81413P204 35,875 1894,400 SOLE 1894,400 0 0
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SEI CORP COM 784117103 2,306 32,600 SOLE 32,600 0 0
SEITEL INC COM 816074306 7 500 SOLE 500 0 0
SELAS CORP OF AMERICA COM 816119101 1 200 SOLE 200 0 0
SEMITOOL INC COM 816909105 51 4,000 SOLE 4,000 0 0
SEMPRA ENERGY COM 816851109 1,721 82,700 SOLE 82,700 0 0
SEMTECH CORP COM 816850101 1,768 41,000 SOLE 41,000 0 0
SENSIENT TECHNOLOGIES CORP COM 913538104 562 27,600 SOLE 27,600 0 0
SENSORMATIC COM 817265101 2,948 196,500 SOLE 196,500 0 0
SENSYTECH COM 81726S101 12 3,000 SOLE 3,000 0 0
SEPRACOR INC COM 817315104 5,537 45,127 SOLE 45,127 0 0
SEQUA CORP COM 817320104 1,424 33,500 SOLE 33,500 0 0
SEVENSON ENVIRONMENT COM 818063109 18 1,650 SOLE 1,650 0 0
SHANDONG HUANENG POWER ADR ADR 819419102 381 50,000 SOLE 50,000 0 0
SHAW INDUSTRIES COM 820286102 1,404 75,900 SOLE 75,900 0 0
SHELL TRANSPORT & TRADING COM (1NYS=6 822703609 979 20,000 SOLE 20,000 0 0
SHERWIN WILLIAMS CO COM 824348106 24,769 1158,800 SOLE 1158,800 0 0
SICOR INC COM 825846108 879 85,800 SOLE 85,800 0 0
SIEBEL SYSTEMS INC COM 826170102 18,211 163,600 SOLE 163,600 0 0
SIERRA PACIFIC RESOURCES COM 826428104 831 46,154 SOLE 46,154 0 0
SIGMA ALDRICH CORP COM 826552101 1,139 34,500 SOLE 34,500 0 0
SILICON STORAGE TECHNOLOGY COM 827057100 188 6,900 SOLE 6,900 0 0
SILICON VALLEY GROUP COM 827066101 1,026 39,000 SOLE 39,000 0 0
SILICON VY BANCSHARE COM 827064106 577 9,900 SOLE 9,900 0 0
SILICONIX INC COM 827079203 179 3,800 SOLE 3,800 0 0
SILICONWARE PRECISI-TEMP ADR COM 827084864 2,417 489,500 SOLE 489,500 0 0
SIMIONE CENTRAL HLDGS INC COM 828654301 3 971 SOLE 971 0 0
SIMPSON INDUSTRIES COM 829060102 12,713 1037,800 SOLE 1037,800 0 0
SINGAPORE FUND INC 82929L109 0 1 SOLE 1 0 0
SIPEX CORPORATION COM 829909100 362 8,600 SOLE 8,600 0 0
SKECHERS USA INC CL A COM 830566105 286 18,900 SOLE 18,900 0 0
SKYLINE CORP COM 830830105 226 10,600 SOLE 10,600 0 0
SL GREEN REALTY CORP COM 78440X101 210 7,500 SOLE 7,500 0 0
SMITH CHARLES E RESIDENTIAL COM 832197107 272 6,000 SOLE 6,000 0 0
SMITHFIELD FOODS INC COM 832248108 835 31,800 SOLE 31,800 0 0
SMURFIT-STONE CONTAINER CORP COM 832727101 6,072 506,000 SOLE 506,000 0 0
SNAP ON TOOLS COM 833034101 879 37,300 SOLE 37,300 0 0
SOFTNET SYSTEMS COM 833964109 597 100,000 SOLE 100,000 0 0
SOFTWARE SPECTRUM COM 833960107 55 5,600 SOLE 5,600 0 0
SOLUTIA INC COM 834376105 43,016 3781,600 SOLE 3781,600 0 0
SONESTA INTL HOTELS COM 835438409 35 3,600 SOLE 3,600 0 0
SONOCO PRODS CO COM 835495102 5,592 309,570 SOLE 309,570 0 0
SOTHEBYS HLDS COM 835898107 846 34,000 SOLE 34,000 0 0
SOUND ADVICE INC COM 836066100 28 3,500 SOLE 3,500 0 0
SOUTHDOWN INC COM 841297104 1,575 22,100 SOLE 22,100 0 0
SOUTHERN AFRICA FUND INC MUTUAL FUND 842157109 2,326 177,195 SOLE 177,195 0 0
SOUTHERN CO COM 842587107 8,810 271,600 SOLE 271,600 0 0
SOUTHERN ELECTRS COR COM 784109100 12 4,400 SOLE 4,400 0 0
SOUTHERN FINANCIAL BNCRP COM 842870107 16 1,100 SOLE 1,100 0 0
SOUTHERN MISSOURI BANCORP COM 843380106 16 1,300 SOLE 1,300 0 0
SOUTHTRUST CP COM 844730101 15,090 480,000 SOLE 480,000 0 0
SOVEREIGN BANCORP INC COM 845905108 7,493 810,100 SOLE 810,100 0 0
SPAIN FUND (THE) MUTUAL FUND 846330108 0 1 SOLE 1 0 0
SPECTRA-PHYSICS LASERS INC COM 847568102 123 2,300 SOLE 2,300 0 0
SPECTRUM CONTROL INC COM 847615101 225 14,000 SOLE 14,000 0 0
SPEIZMAN INDS INC COM 847805108 9 4,000 SOLE 4,000 0 0
SPIEGEL INC -CL A COM 848457107 145 20,700 SOLE 20,700 0 0
SPINNAKER EXPLORATION CO COM 84855W109 398 11,400 SOLE 11,400 0 0
SPORT CHALET INC COM 849163100 34 6,400 SOLE 6,400 0 0
SPORT-HALEY INC COM 848925103 41 9,700 SOLE 9,700 0 0
SPRINGS INDUSTRIES INC COM 851783100 530 18,800 SOLE 18,800 0 0
SPRINT CORP COM 852061100 10,494 358,000 SOLE 358,000 0 0
SPX CORP COM 784635104 2,725 19,200 SOLE 19,200 0 0
ST JUDE MED INC COM 790849103 1,642 32,200 SOLE 32,200 0 0
ST MARY LD & EXPL CO COM 792228108 316 13,700 SOLE 13,700 0 0
ST PAUL COS INC COM 792860108 4,532 91,900 SOLE 91,900 0 0
STANDARD MANAGEMENT CORP COM 853612109 0 100 SOLE 100 0 0
STANDARD MICROSYSTEM COM 853626109 482 22,100 SOLE 22,100 0 0
STANDARD REGISTER CO COM 853887107 240 15,000 SOLE 15,000 0 0
STAPLES INC COM 855030102 2,703 190,500 SOLE 190,500 0 0
STARBUCKS CORP COM 855244109 2,756 68,800 SOLE 68,800 0 0
STARCRAFT CORP COM 855269106 5 1,400 SOLE 1,400 0 0
STARRETT (L.S.) CO COM 855668109 144 7,500 SOLE 7,500 0 0
STATE STREET CORP COM 857477103 14,898 114,600 SOLE 114,600 0 0
STATEN ISLAND BANCORP INC COM 857550107 768 38,400 SOLE 38,400 0 0
STATION CASINOS INC COM 857689103 596 41,800 SOLE 41,800 0 0
STEEL DYNAMICS INC COM 858119100 14 1,500 SOLE 1,500 0 0
STEIN MART INC COM 858375108 178 16,500 SOLE 16,500 0 0
STERIS CORP COM 859152100 442 36,800 SOLE 36,800 0 0
STERLING FINL CORP COM 859319105 33 2,900 SOLE 2,900 0 0
STEWART & STEVENSON SVCS INC COM 860342104 323 18,500 SOLE 18,500 0 0
STEWART ENT INC CL-A COM 860370105 89 46,000 SOLE 46,000 0 0
STOCKERYALE INC COM 86126T203 183 4,700 SOLE 4,700 0 0
STOCKWALK.COM GROUP INC COM 86149C104 0 96 SOLE 96 0 0
STRIDE RITE CORP COM 863314100 267 52,700 SOLE 52,700 0 0
STRUCTURAL DYNAMICS RESEARCH COM 863555108 969 59,200 SOLE 59,200 0 0
STRYKER CORP COM 863667101 5,084 118,400 SOLE 118,400 0 0
STUDENT LOAN CORP COM 863902102 278 5,700 SOLE 5,700 0 0
STV GROUP INC COM 784847105 21 2,800 SOLE 2,800 0 0
SUMMA INDUSTRIES COM 86562T105 66 5,200 SOLE 5,200 0 0
SUN MICROSYSTEMS INC COM 866810104 76,623 656,300 SOLE 656,300 0 0
SUNAIR ELECTRONICS INC COM 867017105 1 500 SOLE 500 0 0
SUNBURST HOSPITALITY CORP COM 866948102 63 9,300 SOLE 9,300 0 0
SUNGARD DATA SYSTEMS COM 867363103 3,318 77,500 SOLE 77,500 0 0
SUNOCO INC COM 86764P109 998 37,044 SOLE 37,044 0 0
SUNRISE MEDICAL INC COM 867910101 4 700 SOLE 700 0 0
SUPER VALU STORES INC COM 868536103 828 55,000 SOLE 55,000 0 0
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SUPERIOR SURGICAL MF COM 868358102 40 5,300 SOLE 5,300 0 0
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SUPREMA SPECIALTIES INC COM 86859F107 1 100 SOLE 100 0 0
SW AIRLINES COM 844741108 5,000 206,188 SOLE 206,188 0 0
SWIFT TRANSPORTATION COM 870756103 475 36,400 SOLE 36,400 0 0
SWISS ARMY BRANDS INC COM 870827102 53 9,400 SOLE 9,400 0 0
SWISS HELVETIA FUND CLOSED END F 870875101 30,412 2143,601 SOLE 2143,601 0 0
SYBASE INC COM 871130100 1,173 51,000 SOLE 51,000 0 0
SYBRON INTL CORP COM 87114F106 1,387 57,800 SOLE 57,800 0 0
SYKES ENTERPRISES INC COM 871237103 138 25,700 SOLE 25,700 0 0
SYLVAN LEARNING SYSTEMS INC COM 871399101 453 30,600 SOLE 30,600 0 0
SYMANTEC CORP COM 871503108 1,518 34,500 SOLE 34,500 0 0
SYMBOL TECH COM 871508107 850 23,655 SOLE 23,655 0 0
SYMS CORP COM 871551107 67 17,300 SOLE 17,300 0 0
SYMYX TECHNOLOGIES INC COM 87155S108 208 4,800 SOLE 4,800 0 0
SYNOPSYS INC COM 871607107 1,606 42,400 SOLE 42,400 0 0
SYNOVUS FINANCIAL CORP COM 87161C105 9,746 460,000 SOLE 460,000 0 0
SYSCO CORP COM 871829107 3,882 83,812 SOLE 83,812 0 0
SYSTEMS & COMPUTER COM 871873105 629 35,800 SOLE 35,800 0 0
TAIWAN FUND INC MUTUAL FUND 874036106 917 63,501 SOLE 63,501 0 0
TALX CORPORATION COM 874918105 150 5,830 SOLE 5,830 0 0
TANOX INC COM 87588Q109 17,469 515,700 SOLE 515,700 0 0
TARGET CORPORATION COM 87612E106 9,507 371,000 SOLE 371,000 0 0
TCF FINANCIAL CORP COM 872275102 11,415 303,400 SOLE 303,400 0 0
TEAM INC COM 878155100 11 3,600 SOLE 3,600 0 0
TECH DATA CORP COM 878237106 1,317 30,800 SOLE 30,800 0 0
TECHNITROL INC COM 878555101 1,061 10,500 SOLE 10,500 0 0
TECNOMATIX TECHNOLOGIES LTD COM M8743P105 20 1,600 SOLE 1,600 0 0
TECUMSEH PRODS CO COM CL B 878895101 237 5,900 SOLE 5,900 0 0
TECUMSEH PRODUCTS COM CL A 878895200 523 12,500 SOLE 12,500 0 0
TEKTRONIX CORP COM 879131100 1,521 19,800 SOLE 19,800 0 0
TEL & DATA SYS COM 879433100 4,207 38,000 SOLE 38,000 0 0
TELEBRAS SP ADR PFD BLOCK COM 879287308 9,408 118,900 SOLE 118,900 0 0
TELENORTE LESTE PARTICIP ADR COM 879246106 0 1 SOLE 1 0 0
TELESOFT CORP COM 879924108 0 10 SOLE 10 0 0
TELLABS INC COM 879664100 7,860 164,600 SOLE 164,600 0 0
TEMPLE INLAND INC COM 879868107 661 17,450 SOLE 17,450 0 0
TEMPLETON CHINA WORLD FUND MUTUAL FUND 88018X102 32,952 4286,501 SOLE 4286,501 0 0
TEMPLETON DRAGON FUND INC MUTUAL FUND 88018T101 36,620 4405,451 SOLE 4405,451 0 0
TEMPLETON EMERGING MKTS APPR COM 880190103 1,170 127,401 SOLE 127,401 0 0
TEMPLETON EMERGING MKTS FND CLOSED END F 880191101 4,137 494,001 SOLE 494,001 0 0
TEMPLETON RUSSIA FUND INC MUTUAL FUND 88022F105 0 1 SOLE 1 0 0
TEMPLETON VIETNAM OPP FD CLOSED END F 88022J107 2,413 398,101 SOLE 398,101 0 0
TENET HEALTHCARE CORP COM 88033G100 4,638 127,500 SOLE 127,500 0 0
TENNECO AUTOMOTIVE COM 880349105 52 10,000 SOLE 10,000 0 0
TERADYNE CORP COM 880770102 2,468 70,500 SOLE 70,500 0 0
TEXACO COM 881694103 11,837 225,467 SOLE 225,467 0 0
TEXAS INSTRS INC COM 882508104 39,124 829,110 SOLE 829,110 0 0
TEXAS PAC LTD COM 882610108 4 100 SOLE 100 0 0
TEXOIL INC COM 882906506 20 2,800 SOLE 2,800 0 0
TEXTRON INC COM 883203101 2,629 57,000 SOLE 57,000 0 0
THAI CAPITAL FUND MUTUAL FUND 882905102 0 1 SOLE 1 0 0
THAI FUND INC MUTUAL FUND 882904105 0 1 SOLE 1 0 0
THE PMI GROUP INC COM 69344M101 1,802 26,600 SOLE 26,600 0 0
THE ROTTLUND COMPANY COM 779077106 16 4,600 SOLE 4,600 0 0
THE ST JOE COMPANY COM 790148100 2,589 93,300 SOLE 93,300 0 0
THERMA WAVE INC COM 88343A108 72 2,500 SOLE 2,500 0 0
THERMO ELECTRON COM 883556102 1,656 63,700 SOLE 63,700 0 0
THOMAS & BETTS CORP COM 884315102 410 23,500 SOLE 23,500 0 0
THOMAS NELSON INC COM 640376109 260 31,800 SOLE 31,800 0 0
TIDEWATER INC COM 886423102 1,593 35,000 SOLE 35,000 0 0
TIER TECHNOLOGIES INC- CL B COM 88650Q100 100 13,600 SOLE 13,600 0 0
TIFFANY & CO COM 886547108 2,144 55,600 SOLE 55,600 0 0
TIMBERLAND BANCORP INC COM 887098101 1,356 113,000 SOLE 113,000 0 0
TIMBERLAND CO COM 887100105 836 20,400 SOLE 20,400 0 0
TIME WARNER COM 887315109 20,246 258,740 SOLE 258,740 0 0
TIMKEN CO COM 887389104 293 21,400 SOLE 21,400 0 0
TITAN CORP COM 888266103 780 47,300 SOLE 47,300 0 0
TJX COS INC NEW COM 872540109 13,711 609,376 SOLE 609,376 0 0
TODHUNTER INTL INC COM 889050100 21 3,000 SOLE 3,000 0 0
TOLLGRADE COMMUNICATIONS COM 889542106 708 5,100 SOLE 5,100 0 0
TOPPS INC COM 890786106 419 45,600 SOLE 45,600 0 0
TORCHMARK CORP COM 891027104 1,485 53,400 SOLE 53,400 0 0
TOSCO CORP COM 891490302 1,937 62,100 SOLE 62,100 0 0
TOWER AUTOMOTIVE INC COM 891707101 2,250 240,000 SOLE 240,000 0 0
TOYS R US COM 892335100 1,630 100,300 SOLE 100,300 0 0
TRACTOR SUPPLY COMPANY COM 892356106 7 600 SOLE 600 0 0
TRANS WORLD ENTERTAINMENT CO COM 89336Q100 382 38,200 SOLE 38,200 0 0
TRANSACTION SYSTEMS ARCHITEC COM CL A 893416107 309 19,000 SOLE 19,000 0 0
TRANSOCEAN SEDCO FOREX INC COM G90078109 3,125 53,300 SOLE 53,300 0 0
TRANSTECHNOLOGY CORP COM 893889105 31 5,100 SOLE 5,100 0 0
TRANSWITCH CORP COM 894065101 3,086 48,400 SOLE 48,400 0 0
TRC COS INC COM 872625108 149 8,400 SOLE 8,400 0 0
TRIBUNE CO NEW COM 896047107 5,517 126,460 SOLE 126,460 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 1,294 42,248 SOLE 42,248 0 0
TRIGON HEALTHCARE INC COM 89618L100 1,214 23,100 SOLE 23,100 0 0
TRINITY INDUSTRIES COM 896522109 486 20,800 SOLE 20,800 0 0
TRIQUINT SEMICONDUCTOR COM 89674K103 2,576 70,700 SOLE 70,700 0 0
TRITON ENERGY CORP COM G90751101 667 17,100 SOLE 17,100 0 0
TRW INC COM 872649108 2,052 50,500 SOLE 50,500 0 0
TUCKER ANTHONY SUTRO COM 898647102 510 20,100 SOLE 20,100 0 0
TUPPERWARE CORPORATION W/I COM 899896104 418 23,200 SOLE 23,200 0 0
TURKISH INVESTMENT FUND MUTUAL FUND 900145103 3,251 292,201 SOLE 292,201 0 0
TUT SYSTEMS INC COM 901103101 1,381 16,000 SOLE 16,000 0 0
TWIN DISC INC COM 901476101 60 3,600 SOLE 3,600 0 0
TXU CORPORATION COM 873168108 4,525 114,200 SOLE 114,200 0 0
TYCO LABS INC COM 902124106 29,787 574,198 SOLE 574,198 0 0
TYSON FOODS INC COM CL A 902494103 1,368 136,800 SOLE 136,800 0 0
U.S. BANCORP COM 902973106 7,012 308,231 SOLE 308,231 0 0
U.S. CAN CORPORATION COM 90328W105 31,678 1598,900 SOLE 1598,900 0 0
UCAR INTL INC COM 90262K109 84 6,600 SOLE 6,600 0 0
UFP TECHNOLOGIES INC COM 902673102 0 100 SOLE 100 0 0
UICI COM 902737105 38,423 5489,000 SOLE 5489,000 0 0
ULTRAMAR CORP COM 904000106 1,340 52,822 SOLE 52,822 0 0
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UNILEVER N V COM 904784709 11,080 229,646 SOLE 229,646 0 0
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UNION PAC CORP COM 907818108 3,943 101,433 SOLE 101,433 0 0
UNISYS CORP COM 909214108 1,425 126,700 SOLE 126,700 0 0
UNITED AUTO GROUP COM 909440109 23,460 2843,656 SOLE 2843,656 0 0
UNITED INDUSTRIAL CO COM 910671106 145 13,300 SOLE 13,300 0 0
UNITED TECHNOLOGIES CORP COM 913017109 47,941 692,289 SOLE 692,289 0 0
UNITEDGLOBALCOM INC PFD - D 913247805 4,211 127,600 SOLE 127,600 0 0
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UNITEDHEALTH GROUP INC COM 91324P102 6,725 68,100 SOLE 68,100 0 0
UNITRIN INC COM 913275103 421 13,300 SOLE 13,300 0 0
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UNOCAL CORP COM 915289102 3,452 97,416 SOLE 97,416 0 0
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US XPRESS ENTERPRISES A COM 90338N103 39 6,100 SOLE 6,100 0 0
USAIR GROUP INC COM 911905107 919 30,200 SOLE 30,200 0 0
USAIR MARCH 01 PUT 40 PUT ON EQUIT 911905957 2,175 2,000 PUT SOLE 2,000 0 0
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USG CORP COM 903293405 709 28,300 SOLE 28,300 0 0
USX MARATHON GROUP COM 902905827 3,663 129,100 SOLE 129,100 0 0
USX-U S STEEL COM 90337T101 25,187 1658,400 SOLE 1658,400 0 0
UTI ENERGY CORP COM 903387108 31 700 SOLE 700 0 0
UTILICORP COM 918005109 1,454 56,200 SOLE 56,200 0 0
V F CORP COM 918204108 1,193 48,310 SOLE 48,310 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 714 32,100 SOLE 32,100 0 0
VALERO ENERGY CORP COM 91913Y100 1,147 32,600 SOLE 32,600 0 0
VALSPAR CORPORATION COM 920355104 582 25,300 SOLE 25,300 0 0
VALUE CITY DEPARTMENT STORES COM 920387107 167 20,200 SOLE 20,200 0 0
VARCO INTERNATIONAL INC COM 922122106 5,420 260,410 SOLE 260,410 0 0
VARIAN INC COM 922206107 969 22,500 SOLE 22,500 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 1,319 29,200 SOLE 29,200 0 0
VARIAN SEMICONDUCTOR EQUIP COM 922207105 749 20,000 SOLE 20,000 0 0
VECTREN CORPORATION COM 92240G101 741 36,500 SOLE 36,500 0 0
VENATOR GROUP INC COM 922944103 5 400 SOLE 400 0 0
VERILINK CORP COM 923432108 16 3,500 SOLE 3,500 0 0
VIACOM COM CL B 925524308 36,395 622,132 SOLE 622,132 0 0
VIAD CORP COM 92552R109 1,604 60,400 SOLE 60,400 0 0
VIB CORP COM 91823H106 4 700 SOLE 700 0 0
VIDEO DISPLAY CORP COM 926555103 38 4,500 SOLE 4,500 0 0
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VINTAGE PETROLEUM COM 927460105 237 10,400 SOLE 10,400 0 0
VIRATA CORP COM 927646109 3,968 60,000 SOLE 60,000 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 2,401 78,074 SOLE 78,074 0 0
VISTEON CORP COM 92839U107 796 52,610 SOLE 52,610 0 0
VISX INC DEL COM 92844S105 1,018 37,800 SOLE 37,800 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 8,751 98,400 SOLE 98,400 0 0
VOCALTEC COMMUNICATIONS LTD COM M97601104 2,032 201,900 SOLE 201,900 0 0
VODAVI TECHNOLOGY INC COM 92857V102 3 1,300 SOLE 1,300 0 0
VOICESTREAM WIRELESS CORP COM 928615103 12,477 107,500 SOLE 107,500 0 0
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WARNACO GROUP CL A COM 934390105 36 9,000 SOLE 9,000 0 0
WASH POST CL B COM 939640108 3,080 5,835 SOLE 5,835 0 0
WASHINGTON MUTUAL INC COM 939322103 12,613 316,820 SOLE 316,820 0 0
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WATER PIK TECHNOLOGIES INC COM 94113U100 37 3,860 SOLE 3,860 0 0
WATERS CORP COM 941848103 6,390 71,800 SOLE 71,800 0 0
WATSON PHARMACEUTICAL INC COM 942683103 2,290 35,300 SOLE 35,300 0 0
WATTS INDUSTRIES COM CL A 942749102 106 10,600 SOLE 10,600 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 66 8,500 SOLE 8,500 0 0
WEATHERFORD INTERNATIONAL COM 947074100 6,292 146,316 SOLE 146,316 0 0
WEBB (DEL E.) CORP COM 947423109 219 7,900 SOLE 7,900 0 0
WELLMAN INC COM 949702104 524 36,300 SOLE 36,300 0 0
WELLPOINT HEALTH NETWORKS COM 94973H108 2,650 27,600 SOLE 27,600 0 0
WELLS FARGO COMPANY COM 949746101 20,273 441,320 SOLE 441,320 0 0
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WESTAFF INC COM 957070105 56 14,100 SOLE 14,100 0 0
WESTERN GAS RESOURCES INC COM 958259103 228 9,100 SOLE 9,100 0 0
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WESTON (ROY F.) INC. COM 961137106 9 2,400 SOLE 2,400 0 0
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WESTVACO CORP COM 961548104 1,089 40,800 SOLE 40,800 0 0
WESTWOOD ONE INC COM 961815107 1,451 67,700 SOLE 67,700 0 0
WEYERHAEUSER CO COM 962166104 4,300 106,500 SOLE 106,500 0 0
WFS FINANCIAL INC COM 92923B106 95 5,600 SOLE 5,600 0 0
WGL HOLDINGS INC COM 938837101 739 27,500 SOLE 27,500 0 0
WHIRLPOOL CORP COM 963320106 1,213 31,200 SOLE 31,200 0 0
WHITMAN CORP COM 96647R107 4,787 414,000 SOLE 414,000 0 0
WILLIAMS COS INC DEL COM 969457100 7,362 174,250 SOLE 174,250 0 0
WILLIAMS-SONOMA COM 969904101 1,202 34,600 SOLE 34,600 0 0
WILLIS LEASE FINANCE CORP COM 970646105 6 900 SOLE 900 0 0
WIND RIVER SYSTEMS COM 973149107 2,085 43,500 SOLE 43,500 0 0
WINN DIXIE STORES INC COM 974280109 875 60,900 SOLE 60,900 0 0
WISCONSIN CENTRAL TRANSPORT COM 976592105 304 28,800 SOLE 28,800 0 0
WISCONSIN ENERGY CORP COM 976657106 1,392 69,800 SOLE 69,800 0 0
WISER OIL CO COM 977284108 1,105 221,000 SOLE 221,000 0 0
WOLOHAN LUMBER CO COM 977865104 16 1,600 SOLE 1,600 0 0
WORTHINGTON INDS INC COM 981811102 308 32,900 SOLE 32,900 0 0
WRIGLEY WM JR CO COM 982526105 2,463 32,900 SOLE 32,900 0 0
XCELERA.COM COM G31611109 4,750 250,000 SOLE 250,000 0 0
XEROX CORP COM 984121103 4,147 275,300 SOLE 275,300 0 0
XILINX INC COM 983919101 11,311 132,100 SOLE 132,100 0 0
XM SATELLITE RADIO HOLDING - COM 983759101 1,938 45,000 SOLE 45,000 0 0
XTEL CORP COM 983942103 41 5,100 SOLE 5,100 0 0
XTRA CORP COM 984138107 3,728 83,900 SOLE 83,900 0 0
YAHOO INC COM 984332106 20,202 222,000 SOLE 222,000 0 0
YELLOW CORP COM 985509108 349 23,100 SOLE 23,100 0 0
YORK INTERNATIONAL CORP COM 986670107 8,629 346,900 SOLE 346,900 0 0
YOUNG & RUBICAM INC COM 987425105 6,225 125,764 SOLE 125,764 0 0
Z-SEVEN FUND INC MUTUAL FUND 988789103 0 1 SOLE 1 0 0
ZORAN CORP COM 98975F101 268 5,500 SOLE 5,500 0 0
Grand total 8,382,285
</TABLE>
<PAGE>
Form 13F Summary Page
Report Summary:
Number of other Included Managers :
Form 13F Information Table Entry Total: 1,573
Form 13F Information Table Value Total: $8,382,285,000
<PAGE>
