FORM 13F COVER PAGE
Report for the Calendar Year or quater Ended: March 31, 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 February 15, 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 7,915 142,300 SOLE 142,300 0 0
3COM CORP COM 885535104 556 10,000 SOLE Master T 10,000 0 0
3DO COMPANY (THE) COM 88553W105 39 4,000 SOLE 4,000 0 0
A G EDWARDS INC COM 281760108 2,586 64,650 SOLE 64,650 0 0
A.H. BELO CORP COM 080555105 1,437 80,400 SOLE 80,400 0 0
AAR CORP COM 000361105 1,877 112,500 SOLE 112,500 0 0
ABBOTT LABS COM 002824100 25,912 736,392 SOLE 736,392 0 0
ABBOTT LABS COM 002824100 883 25,100 SOLE Master T 25,100 0 0
ABERCROMBIE & FITCH CO CL-A COM 002896207 1,109 69,300 SOLE 69,300 0 0
ABGENIX INC COM 00339B107 691 5,000 SOLE 5,000 0 0
ABIOMED INC COM 003654100 5,694 140,600 SOLE 140,600 0 0
ABITIBI-CONSOLIDATED INC COM 003924107 12,097 1265,000 SOLE 1265,000 0 0
ACADIA REALTY TRUST COM 004239109 10,500 2000,000 SOLE 2000,000 0 0
ACADIANA BANCSHARES INC COM 004280103 9 600 SOLE 600 0 0
ACE LTD COM G0070K103 679 29,680 SOLE Master T 29,680 0 0
ACETO CORP COM 004446100 36 4,050 SOLE 4,050 0 0
ACME ELECTRIC CORP COM 004644100 46 7,600 SOLE 7,600 0 0
ACNIELSON CORP COM 004833109 828 36,800 SOLE 36,800 0 0
ACTUATE CORPORATION COM 00508B102 48 900 SOLE 900 0 0
ACUSON CORP COM 005113105 95 6,400 SOLE 6,400 0 0
ACXIOM CORP COM 005125109 1,962 59,000 SOLE 59,000 0 0
ADAPTEC INC COM 00651F108 1,622 42,000 SOLE 42,000 0 0
ADC TELECOMM COM 000886101 1,970 36,560 SOLE 36,560 0 0
ADECCO SA A.D.R 006754105 112 1,266 SOLE 1,266 0 0
ADOBE SYS INC COM 00724F101 5,276 47,400 SOLE 47,400 0 0
ADTRAN INC COM 00738A106 1,623 27,300 SOLE 27,300 0 0
ADVANCED DIGITAL INFO CORP COM 007525108 500 14,600 SOLE 14,600 0 0
ADVANCED FIBRE COMMUNICATION COM 00754A105 854 18,500 SOLE 18,500 0 0
ADVANCED LIGHTING TECHS COM 00753C102 2,018 107,600 SOLE 107,600 0 0
ADVANCED MICRO DEVICES INC COM 007903107 7,818 137,000 SOLE 137,000 0 0
ADVANTA CORP-CL B COM 007942204 1,359 93,800 SOLE 93,800 0 0
ADVO INC COM 007585102 200 8,000 SOLE 8,000 0 0
AEROVOX INC COM 00808M105 30 5,400 SOLE 5,400 0 0
AES CORP COM 00130H105 6,694 85,000 SOLE 85,000 0 0
AETNA LIFE & CAS CO COM 008117103 3,453 62,000 SOLE 62,000 0 0
AFFILIATED COMPUTER SVCS A COM 008190100 1,227 32,300 SOLE 32,300 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 1,169 24,600 SOLE 24,600 0 0
AFLAC INC COM 001055102 4,903 107,600 SOLE 107,600 0 0
AGCO CORP COM 001084102 440 38,700 SOLE 38,700 0 0
AGL RESOURCES INC COM 001204106 649 35,300 SOLE 35,300 0 0
AGRIBRANDS INTL INC COM 00849R105 2,034 51,730 SOLE 51,730 0 0
AIRBORNE FREIGHT COM 009266107 4,094 170,570 SOLE 170,570 0 0
AIRGAS INC COM 009363102 369 44,400 SOLE 44,400 0 0
AK STEEL HOLDING CORP COM 001547108 621 59,900 SOLE 59,900 0 0
ALAIRE CORP COM 016714107 476 6,300 SOLE 6,300 0 0
ALASKA AIRGROUP INC COM 011659109 496 16,500 SOLE 16,500 0 0
ALBANY INTL COM 012348108 297 20,049 SOLE 20,049 0 0
ALBERTO CULVER CO CL-B COM 013068101 529 22,200 SOLE 22,200 0 0
ALBERTSONS INC COM 013104104 5,340 172,266 SOLE 172,266 0 0
ALBERTSONS INC COM 013104104 213 6,860 SOLE Master T 6,860 0 0
ALEXANDER & BALDWIN INC COM 014482103 576 27,950 SOLE 27,950 0 0
ALLEGHANY CORPORATION COM 017175100 226 1,200 SOLE 1,200 0 0
ALLEGHENY ENERGY CORP COM 017361106 2,067 75,000 SOLE 75,000 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 774 38,600 SOLE 38,600 0 0
ALLERGAN INC COM 018490102 2,860 57,200 SOLE 57,200 0 0
ALLIANCE SEMICONDUCTOR COM 01877H100 5,685 265,187 SOLE 265,187 0 0
ALLIANT ENERGY CORP COM 018802108 1,601 52,600 SOLE 52,600 0 0
ALLIED WASTE INDS COM 019589308 904 137,700 SOLE 137,700 0 0
ALLMERICA FINANCIAL CORP COM 019754100 1,907 37,400 SOLE 37,400 0 0
ALLOU HEALTH AND BEAUTY COM 019782101 30 4,200 SOLE 4,200 0 0
ALLSTATE CORP COM 020002101 7,601 319,200 SOLE 319,200 0 0
ALLTEL CORP COM 020039103 8,125 128,843 SOLE 128,843 0 0
ALPHARMA INC CL A COM CL A 020813101 775 21,100 SOLE 21,100 0 0
ALTERA COM 021441100 1,624 18,200 SOLE 18,200 0 0
ALZA CORP DEL COM CL A 022615108 19,765 526,200 SOLE 526,200 0 0
ALZA CORP DEL COM CL A 022615108 1,112 29,600 SOLE Master T 29,600 0 0
AMBAC FINANCIAL GROUP INC COM 023139108 64,683 1284,020 SOLE 1284,020 0 0
AMBANC HOLDING CO INC COM 023161102 74 5,400 SOLE 5,400 0 0
AMERADA HESS CORP COM 023551104 1,648 25,500 SOLE 25,500 0 0
AMERCO COM 023586100 162 8,800 SOLE 8,800 0 0
AMERICA ONLINE INC 4% 11/15/02 02364JAB0 35,146 3585,000 SOLE 3585,000 0 0
AMERICA ONLINE INC COM 02364J104 14,701 218,600 SOLE 218,600 0 0
AMERICA ONLINE INC COM 02364J104 1,325 19,700 SOLE Master T 19,700 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 6,094 411,400 SOLE 411,400 0 0
AMERICAN BUSINESS FINANCIAL COM 02476B106 53 3,000 SOLE 3,000 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 1,252 33,000 SOLE 33,000 0 0
AMERICAN EXPRESS CO COM 025816109 26,079 175,100 SOLE 175,100 0 0
AMERICAN FINANCIAL GROUP INC COM 025932104 1,096 38,300 SOLE 38,300 0 0
AMERICAN FREIGHTWAYS CORP COM 02629V108 324 21,700 SOLE 21,700 0 0
AMERICAN GENERAL CORP COM 026351106 4,599 81,949 SOLE 81,949 0 0
AMERICAN GREETINGS CORP COM CL A 026375105 502 27,500 SOLE 27,500 0 0
AMERICAN HOME PRODS CORP COM 026609107 5,513 102,800 SOLE 102,800 0 0
AMERICAN HOME PRODS CORP COM 026609107 1,893 35,300 SOLE Master T 35,300 0 0
AMERICAN INTL GROUP INC COM 026874107 69,752 637,000 SOLE 637,000 0 0
AMERICAN INTL GROUP INC COM 026874107 1,807 16,500 SOLE Master T 16,500 0 0
AMERICAN POWER CONVERSION COM 029066107 266 6,200 SOLE 6,200 0 0
AMERICAN TEL & TELEG CO COM 001957109 8,651 153,791 SOLE 153,791 0 0
AMERICAN TEL & TELEG CO COM 001957109 3,735 66,400 SOLE Master T 66,400 0 0
AMERICAN TOWER CORP CL A COM 029912201 963 19,510 SOLE Master T 19,510 0 0
AMERICAN WATER WORKS COM 030411102 1,511 63,600 SOLE 63,600 0 0
AMERISOURCE HEALTH CORP A COM 03071P102 855 57,000 SOLE 57,000 0 0
AMERITRADE HOLDINGS 5.75% 8/1/04 03072HAA7 4,125 5000,000 SOLE 5000,000 0 0
AMERON INC DEL COM 030710107 85 2,400 SOLE 2,400 0 0
AMETEK INC COM 031100100 341 17,700 SOLE 17,700 0 0
AMGEN INC COM 031162100 13,674 222,800 SOLE 222,800 0 0
AMKOR TECHNOLOGY INC COM 031652100 2,759 52,000 SOLE 52,000 0 0
AMPCO PITTSBURGH COR COM 032037103 148 13,600 SOLE 13,600 0 0
AMPLICON INC COM 032101107 6 600 SOLE 600 0 0
AMR CORP COM 001765106 2,005 62,890 SOLE 62,890 0 0
AMREP CORP COM 032159105 10 1,700 SOLE 1,700 0 0
AMSOUTH BANCORPORATION COM 032165102 549 36,780 SOLE 36,780 0 0
AMWEST INSURANCE GROUP INC COM 032345100 22 2,500 SOLE 2,500 0 0
ANADARKO PETE CORP COM 032511107 2,043 52,800 SOLE 52,800 0 0
ANADIGICS INC COM 032515108 1,277 19,350 SOLE 19,350 0 0
ANALOG DEVICES INC COM 032654105 11,588 143,834 SOLE 143,834 0 0
ANALOG DEVICES INC COM 032654105 1,257 15,600 SOLE Master T 15,600 0 0
ANDREW CORP COM 034425108 773 33,812 SOLE 33,812 0 0
ANGELICA CORP COM 034663104 24 2,400 SOLE 2,400 0 0
ANHEUSER BUSCH COS INC COM 035229103 11,697 187,900 SOLE 187,900 0 0
ANNALY MORTGAGE MANAGEMENT COM 035710409 37 4,200 SOLE 4,200 0 0
ANNTAYLOR STORES CORP COM 036115103 16 700 SOLE 700 0 0
AO TATNEFT ADR ADR 03737P306 213 16,200 SOLE 16,200 0 0
AON CORP COM 037389103 86 2,675 SOLE 2,675 0 0
APOLLO GROUP INC CL A COM 037604105 1,593 56,500 SOLE 56,500 0 0
APPLE COMPUTER INC COM 037833100 9,072 66,800 SOLE 66,800 0 0
APPLIED MATL COM 038222105 26,635 282,600 SOLE 282,600 0 0
APPLIED MATL COM 038222105 1,649 17,500 SOLE Master T 17,500 0 0
APPLIED MICRO CIRCUITS CORP COM 03822W109 8,704 58,000 SOLE 58,000 0 0
APRIA HEALTHCARE GROUP COM 037933108 170 11,800 SOLE 11,800 0 0
ARCH COMMUNICATIONS COM 039381504 9,146 1180,192 SOLE 1180,192 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,564 247,155 SOLE 247,155 0 0
ARDEN GROUP INC COM 039762109 113 3,900 SOLE 3,900 0 0
ARGENTINA FUND INC MUTUAL FUND 040112104 13,798 1186,900 SOLE 1186,900 0 0
ARIBA INC COM 04033V104 22,167 105,746 SOLE 105,746 0 0
ARK RESTAURANTS CORP COM 040712101 25 3,800 SOLE 3,800 0 0
ARMSTRONG WORLD INDS INC COM 042476101 279 15,600 SOLE 15,600 0 0
ARNOLD INDS COM 042595108 208 16,200 SOLE 16,200 0 0
ARROW ELECTRONIC COM 042735100 2,345 66,524 SOLE 66,524 0 0
ASA INTL LTD COM 001912203 20 6,500 SOLE 6,500 0 0
ASA LTD CLOSED END F 002050102 8,779 507,100 SOLE 507,100 0 0
ASHLAND INC COM 044204105 973 29,100 SOLE 29,100 0 0
ASHLAND INC COM 044204105 565 16,900 SOLE Master T 16,900 0 0
ASHWORTH INC COM 04516H101 68 15,800 SOLE 15,800 0 0
ASIA PACIFIC FUND CLOSED END F 044901106 14,046 1345,700 SOLE 1345,700 0 0
ASIA TIGERS FUND CLOSED END F 04516T105 28,258 2723,700 SOLE 2723,700 0 0
ASPECT MEDICAL SYSTEMS COM 045235108 17,935 499,939 SOLE 499,939 0 0
ASSOCIATED MATERIALS INC COM 045709102 12 900 SOLE 900 0 0
ASSOCIATES FIRST CAPITAL A COM 046008108 6,421 299,542 SOLE 299,542 0 0
ASSOCIATES FIRST CAPITAL A COM 046008108 666 31,090 SOLE Master T 31,090 0 0
ASTORIA FINANCIAL CORP COM 046265104 1,135 40,000 SOLE 40,000 0 0
ASYST TECHNOLOGIES COM 04648X107 164 2,800 SOLE 2,800 0 0
AT&T CORP - LIBERTY MEDIA - COM 001957208 1,253 21,146 SOLE Master T 21,146 0 0
ATALANTA SOSNOFF CAP COM 046499109 26 2,800 SOLE 2,800 0 0
ATCHISON CASTING CORPORATION COM 046613105 33 4,800 SOLE 4,800 0 0
ATLANTIC COAST AIRLINES HLDG COM 048396105 455 17,600 SOLE Master T 17,600 0 0
ATLANTIC RICHFIELD CO COM 048825103 15,760 185,406 SOLE 185,406 0 0
ATMEL CORP COM 049513104 5,797 112,300 SOLE 112,300 0 0
AUDIOVOX CORP COM CL A 050757103 397 9,100 SOLE 9,100 0 0
AUTODESK INC COM 052769106 1,106 24,300 SOLE 24,300 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2,713 56,224 SOLE 56,224 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 357 7,400 SOLE Master T 7,400 0 0
AVANT CORPORATION COM 053487104 454 36,300 SOLE 36,300 0 0
AVERY DENNISON CORP COM 053611109 2,870 47,000 SOLE 47,000 0 0
AVIGEN INC COM 053690103 13,217 297,425 SOLE 297,425 0 0
AVIRON COM 053762100 3,546 127,500 SOLE 127,500 0 0
AVNET INC COM 053807103 1,783 28,300 SOLE 28,300 0 0
AVON PRODS INC COM 054303102 3,116 107,200 SOLE 107,200 0 0
AVT CORPORATION COM 002420107 39 3,300 SOLE 3,300 0 0
AZTEC MANUFACTURING COM 054825104 7 700 SOLE 700 0 0
AZTEC TECHNOLOGY PARTNERS COM 05480L101 29 3,600 SOLE 3,600 0 0
B&H OCEAN CARRIERS LTD COM 055090104 3 2,000 SOLE 2,000 0 0
BADGER PAPER MILLS COM 056543101 5 1,000 SOLE 1,000 0 0
BAIRNCO CORP COM 057097107 62 8,900 SOLE 8,900 0 0
BAKER (MICHAEL) CORP COM 057149106 28 5,350 SOLE 5,350 0 0
BAKER HUGHES INC COM 057224107 7,417 245,199 SOLE 245,199 0 0
BAKER HUGHES INC COM 057224107 387 12,800 SOLE Master T 12,800 0 0
BALDWIN TECHNOLOGY CO COM 058264102 56 28,800 SOLE 28,800 0 0
BALTEK CORP COM 058822107 21 2,900 SOLE 2,900 0 0
BANC ONE CORP COM 06423A103 4,389 127,666 SOLE 127,666 0 0
BANC ONE CORP COM 06423A103 1,282 37,300 SOLE Master T 37,300 0 0
BANCWEST CORP COM 059790105 205 10,400 SOLE 10,400 0 0
BANDAG INC COM 059815100 329 14,300 SOLE 14,300 0 0
BANK OF AMERICA CORP COM 060505104 17,870 340,791 SOLE 340,791 0 0
BANK OF NEW YORK COM 064057102 28,196 678,400 SOLE 678,400 0 0
BANK OF NEW YORK COM 064057102 495 11,900 SOLE Master T 11,900 0 0
BANTA CORP COM 066821109 887 48,250 SOLE 48,250 0 0
BARD C R INC COM 067383109 812 21,000 SOLE 21,000 0 0
BARRA INC COM 068313105 420 12,400 SOLE 12,400 0 0
BARRICK GOLD CORP COM 067901108 2,517 160,417 SOLE 160,417 0 0
BAXTER INTL INC COM 071813109 3,883 61,949 SOLE 61,949 0 0
BAXTER INTL INC COM 071813109 784 12,500 SOLE Master T 12,500 0 0
BB&T CORPORATION COM 054937107 3,788 135,000 SOLE 135,000 0 0
BCE INC COM 05534B109 65,228 520,000 SOLE 520,000 0 0
BECKMAN COULTER INC COM 075811109 1,232 19,200 SOLE 19,200 0 0
BECTON DICKINSON & CO COM 075887109 2,718 103,300 SOLE 103,300 0 0
BELL ATLANTIC CORP COM 077853109 2,477 40,520 SOLE Master T 40,520 0 0
BELL MICROPRODUCTS INC COM 078137106 145 8,400 SOLE 8,400 0 0
BELLSOUTH CORP COM 079860102 36,615 779,048 SOLE 779,048 0 0
BEMIS INC COM 081437105 785 21,300 SOLE 21,300 0 0
BERGEN BRUNSWIG CORP COM CL A 083739102 1,022 151,370 SOLE 151,370 0 0
BERKSHIRE BANCORP INC COM 084597103 53 1,700 SOLE 1,700 0 0
BERLITZ INTL INC NEW COM 08520F100 54 4,700 SOLE 4,700 0 0
BEST BUY COMPANY COM 086516101 75,181 874,200 SOLE 874,200 0 0
BESTFOODS COM 08658U101 7,186 153,500 SOLE 153,500 0 0
BESTFOODS COM 08658U101 433 9,260 SOLE Master T 9,260 0 0
BETHLEHEM STL CORP COM 087509105 323 53,900 SOLE 53,900 0 0
BEVERLY ENTERPRISES COM 087851309 90 24,500 SOLE 24,500 0 0
BF GOODRICH COM 382388106 14,310 498,830 SOLE 498,830 0 0
BILLING INFO CONCEPTS COM 090063108 1,936 275,400 SOLE 275,400 0 0
BIOGEN INC COM 090597105 4,262 61,000 SOLE 61,000 0 0
BIOMET INC COM 090613100 1,870 51,400 SOLE 51,400 0 0
BIOSITE DIAGNOSTICS INC COM 090945106 27 1,100 SOLE 1,100 0 0
BIOSPECIFICS TECHNOL COM 090931106 2 700 SOLE 700 0 0
BJ SERVICES CO COM 055482103 1,470 19,900 SOLE 19,900 0 0
BJs WHOLESALE CLUB COM 05548J106 2,684 69,500 SOLE 69,500 0 0
BLACK & DECKER CORP COM 091797100 1,341 35,700 SOLE 35,700 0 0
BLACK HILLS CORP COM 092113109 303 13,750 SOLE 13,750 0 0
BLAIR CORP COM 092828102 51 3,200 SOLE 3,200 0 0
BLOCK DRUG CO COM CL A 093644102 418 15,150 SOLE 15,150 0 0
BLOCK H & R INC COM 093671105 1,835 41,000 SOLE 41,000 0 0
BLYTH INDUSTRIES INC COM 09643P108 877 32,100 SOLE 32,100 0 0
BMC SOFTWARE INC COM 055921100 4,844 98,101 SOLE 98,101 0 0
BMC SOFTWARE INC COM 055921100 301 6,100 SOLE Master T 6,100 0 0
BNCCORP COM 055936108 9 1,400 SOLE 1,400 0 0
BOB EVANS FARMS INC COM 096761101 796 63,700 SOLE 63,700 0 0
BOEING CO COM 097023105 36,985 974,900 SOLE 974,900 0 0
BOGEN COMMUNICATIONS INTL COM 097189104 27 2,700 SOLE 2,700 0 0
BOISE CASCADE CORP COM 097383103 9,323 268,300 SOLE 268,300 0 0
BOK FINL CORP COM 05561Q201 111 6,025 SOLE 6,025 0 0
BOSTON COMMUNICATIONS GROUP COM 100582105 67 9,300 SOLE 9,300 0 0
BOSTON SCIENTIFIC CO COM 101137107 377 17,700 SOLE Master T 17,700 0 0
BOWATER INC COM 102183100 176 3,300 SOLE Master T 3,300 0 0
BOWNE & CO INC COM 103043105 384 29,800 SOLE 29,800 0 0
BOYD BROTHERS TRANSPORTATION COM 103255105 19 3,500 SOLE 3,500 0 0
BRADLEY PHARMACEUTICALS INC COM 104576103 2 1,000 SOLE 1,000 0 0
BRADY CORPORATION CL A 104674106 608 19,500 SOLE 19,500 0 0
BRAZIL FUND CLOSED END F 105759104 18,142 1047,900 SOLE 1047,900 0 0
BRAZILIAN EQUITY FUND MUTUAL FUND 105884100 1,949 318,200 SOLE 318,200 0 0
BRIDGESTREET ACCOMMODATIONS COM 108452103 16 6,200 SOLE 6,200 0 0
BRIGGS & STRATTON CORP COM 109043109 502 12,200 SOLE 12,200 0 0
BRIGHTSTAR INFORMATION TECH COM 10947N104 72 10,800 SOLE 10,800 0 0
BRINKER INTL INC COM 109641100 1,592 53,628 SOLE 53,628 0 0
BRISTOL HOTEL CO COM 110041100 25 2,700 SOLE 2,700 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 22,696 393,000 SOLE 393,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 629 10,900 SOLE Master T 10,900 0 0
BROADCOM CORP COM 111320107 729 3,000 SOLE Master T 3,000 0 0
BROADWING INC COM 111620100 1,696 45,600 SOLE 45,600 0 0
BRUNSWICK CORP COM 117043109 687 36,300 SOLE 36,300 0 0
BRUSH WELLMAN INC COM 117421107 109 6,200 SOLE 6,200 0 0
BSB BANCORP COM 055652101 63 3,000 SOLE 3,000 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 5,288 300,000 SOLE 300,000 0 0
BUFFETS INC COM 119882108 416 46,100 SOLE 46,100 0 0
BURLINGTON INDS INC COM 121693105 158 36,200 SOLE 36,200 0 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 4,258 192,443 SOLE 192,443 0 0
BURLINGTON RES INC COM 122014103 2,683 72,500 SOLE 72,500 0 0
BUSH BOAKE ALLEN INC COM 123162109 4,278 153,800 SOLE 153,800 0 0
BUTLER MFG CO COM 123655102 169 6,900 SOLE 6,900 0 0
C&D TECHNOLOGIES INC COM 124661109 177 3,000 SOLE 3,000 0 0
C.H. ROBINSON WORLDWIDE INC COM 12541W100 1,043 28,000 SOLE 28,000 0 0
CABLE DESIGN TECHNOLOGIES COM 126924109 12 350 SOLE 350 0 0
CABLE DESIGN TECHNOLOGIES COM 126924109 596 17,550 SOLE Master T 17,550 0 0
CABLETRON SYS COM 126920107 2,046 69,800 SOLE 69,800 0 0
CABOT CORP COM 127055101 1,299 42,600 SOLE 42,600 0 0
CABOT INDUSTRIAL TRUST COM 127072106 417 22,400 SOLE 22,400 0 0
CABOT OIL & GAS CORP COM 127097103 298 16,500 SOLE 16,500 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 3,448 166,148 SOLE 166,148 0 0
CALICO COMMERCE INC COM 129897104 57 1,726 SOLE 1,726 0 0
CALLAWAY GOLF COMPANY COM 131193104 721 46,500 SOLE 46,500 0 0
CALPINE CORPORATION COM 131347106 4,136 44,000 SOLE 44,000 0 0
CAMBREX CORP COM 132011107 1,005 23,100 SOLE 23,100 0 0
CAMBRIDGE TECH PTNRS INC COM 132524109 564 41,600 SOLE 41,600 0 0
CAMERON ASHLEY BUILDING PROD COM 133290106 190 11,000 SOLE 11,000 0 0
CAMERON FINANCIAL CORP COM 133425108 19 1,500 SOLE 1,500 0 0
CANADIAN NATL RAILWAY CO COM 136375102 16 614 SOLE 614 0 0
CAPE COD BK & TR CO COM 12500Q102 107 8,300 SOLE 8,300 0 0
CAPITAL COPRORATION OF THE W COM 140065103 39 4,700 SOLE 4,700 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 3,883 81,000 SOLE 81,000 0 0
CARAUSTAR INDS INC COM 140909102 1,076 76,200 SOLE 76,200 0 0
CARDINAL HEALTH INC COM 14149Y108 5,301 115,561 SOLE 115,561 0 0
CARDINAL HEALTH INC COM 14149Y108 821 17,900 SOLE Master T 17,900 0 0
CAREDATA.COM INC COM 14166W100 17 2,200 SOLE 2,200 0 0
CARLISLE COS INC COM 142339100 980 24,500 SOLE 24,500 0 0
CARMEL CONTAINER SYS-ORD COM 143269108 3 300 SOLE 300 0 0
CARNIVAL CORP COM 143658102 6,054 244,000 SOLE 244,000 0 0
CARPENTER TECH COM 144285103 279 13,400 SOLE 13,400 0 0
CARTER WALLACE INC COM 146285101 782 41,700 SOLE 41,700 0 0
CASINO DATA SYSTEMS COM 147583108 89 17,400 SOLE 17,400 0 0
CASTLE ENERGY CORP COM 148449309 11 2,100 SOLE 2,100 0 0
CATALINA LIGHTING INC COM 148865108 0 100 SOLE 100 0 0
CATALYST INTL INC COM 14887T105 3 200 SOLE 200 0 0
CATALYTICA INC COM 148885106 55 3,800 SOLE 3,800 0 0
CATELLUS DEV CORP COM 149111106 10,219 736,535 SOLE 736,535 0 0
CATERPILLAR INC COM 149123101 5,726 145,200 SOLE 145,200 0 0
CATERPILLAR INC COM 149123101 363 9,200 SOLE Master T 9,200 0 0
CB BANCSHARES INC/HAWAII COM 124785106 76 3,200 SOLE 3,200 0 0
CBL & ASSOCIATES PROPERTIES COM 124830100 460 22,500 SOLE 22,500 0 0
CBS CORPORATION COM 12490K107 3,502 61,853 SOLE 61,853 0 0
CCB FINL CORP COM 124875105 2,190 49,500 SOLE 49,500 0 0
CCC INFORMATION SERVICES COM 12487Q109 155,823 7247,564 SOLE 7247,564 0 0
CELLULAR TECHNICAL COM 151167301 17 1,500 SOLE 1,500 0 0
CEM CORP COM 125165100 6 600 SOLE 600 0 0
CENDANT CORP COM 151313103 551 29,767 SOLE 29,767 0 0
CENTER TRUST INC COM 151845104 179 28,100 SOLE 28,100 0 0
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 142 5,400 SOLE 5,400 0 0
CENTEX CORP COM 152312104 579 24,300 SOLE 24,300 0 0
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CIGNA CORP COM 125509109 5,651 74,600 SOLE 74,600 0 0
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CITIGROUP INC COM 172967101 46,562 785,032 SOLE 785,032 0 0
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CITRIX SYSTEMS INC COM 177376100 53 800 SOLE 800 0 0
CITY NATL CORP COM 178566105 1,014 30,100 SOLE 30,100 0 0
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CLAYTON HOMES INC COM 184190106 934 92,206 SOLE 92,206 0 0
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CLECO CORP COM 12561W105 472 14,200 SOLE 14,200 0 0
CLEVELAND CLIFFS INC COM 185896107 171 7,200 SOLE 7,200 0 0
CLOROX CO COM 189054109 3,075 94,600 SOLE 94,600 0 0
CLOROX CO COM 189054109 471 14,480 SOLE Master T 14,480 0 0
CMP GROUP INC COM 125887109 92,795 3186,100 SOLE 3186,100 0 0
CMS ENERGY CORP COM 125896100 868 47,900 SOLE 47,900 0 0
CNF TRANS INC COM 12612W104 2,173 78,300 SOLE 78,300 0 0
COACHMEN INDS INC COM 189873102 272 19,700 SOLE 19,700 0 0
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COLGATE PALMOLIVE CO COM 194162103 13,755 243,992 SOLE 243,992 0 0
COLGATE PALMOLIVE CO COM 194162103 474 8,400 SOLE Master T 8,400 0 0
COLONIAL BANCGROUP INC COM 195493309 238 22,100 SOLE 22,100 0 0
COLUMBIA ENERGY GROUP COM 197648108 108,633 1833,477 SOLE 1833,477 0 0
COLUMBIA HEALTHCARE CORP COM 197677107 5,901 233,118 SOLE 233,118 0 0
COMCAST CORP COM CL A NON 200300200 12,375 285,300 SOLE 285,300 0 0
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COMDIAL CORP COM 200332302 122 9,300 SOLE 9,300 0 0
COMDISCO INC COM 200336105 4,505 102,100 SOLE 102,100 0 0
COMERICA INC COM 200340107 13,609 325,000 SOLE 325,000 0 0
COMERICA INC COM 200340107 201 4,800 SOLE Master T 4,800 0 0
COMMERCIAL BANK OF NEW YORK COM 201462108 46 4,800 SOLE 4,800 0 0
COMMERCIAL METALS CO COM 201723103 7,260 262,800 SOLE 262,800 0 0
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COMPUTER SCIENCES CORP COM 205363104 5,241 66,236 SOLE 66,236 0 0
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COMVERSE TECHNOLOGY COM 205862402 5,906 31,250 SOLE 31,250 0 0
COMVERSE TECHNOLOGY COM 205862402 945 5,000 SOLE Master T 5,000 0 0
CONCENTRIC NETWORK CORP COM 20589R107 5,775 105,000 SOLE 105,000 0 0
CONCORD EFS INC COM 206197105 3,220 140,400 SOLE 140,400 0 0
CONECTIV INC COM 206829103 1,096 62,625 SOLE 62,625 0 0
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CONNECTICUT NAT GAS COM 125957100 3,518 94,600 SOLE 94,600 0 0
CONOCO INC - CL B COM 208251405 29,184 1138,903 SOLE 1138,903 0 0
CONOCO INC - CL B COM 208251405 1,255 48,987 SOLE Master T 48,987 0 0
CONRAD INDUSTRIES INC COM 208305102 4 800 SOLE 800 0 0
CONSECO INC COM 208464107 134,37711748,840 SOLE 11748,840 0 0
CONSECO INC COM 208464107 856 74,880 SOLE Master T 74,880 0 0
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CONSOLIDATED PAPERS INC COM 209759109 2,360 61,400 SOLE 61,400 0 0
CONSOLIDATED STORES CORP COM 210149100 2,036 178,966 SOLE 178,966 0 0
CONSORCIO GRUPO DINA ADR (1 ADR = 210306205 92 246,554 SOLE 246,554 0 0
CONSTELLATION ENERGY GROUP COM 210371100 146,702 4602,400 SOLE 4602,400 0 0
CONTINENTAL INFORMAT COM 146875109 4 400 SOLE 400 0 0
COOPER INDS INC COM 216669101 15,271 436,300 SOLE 436,300 0 0
COOPER TIRE & RUBR CO COM 216831107 389 31,000 SOLE 31,000 0 0
COORS ADOLPH CO COM CL B 217016104 717 15,000 SOLE 15,000 0 0
CORDANT TECHNOLOGIES INC COM 218412104 9,480 167,600 SOLE 167,600 0 0
CORN PRODUCTS INTL INC COM 219023108 722 30,000 SOLE 30,000 0 0
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CORNING INC COM 219350105 21,677 111,738 SOLE 111,738 0 0
CORNING INC COM 219350105 718 3,700 SOLE Master T 3,700 0 0
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COUNTRYWIDE CR INDS INC COM 222372104 5,859 215,000 SOLE 215,000 0 0
COURIER CORP COM 222660102 64 2,750 SOLE 2,750 0 0
COVANCE INC COM 222816100 400 37,200 SOLE 37,200 0 0
COVANCE INC COM 222816100 113 10,550 SOLE Master T 10,550 0 0
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COVENTRY HEALTH CARE INC COMMON STOCK 222862104 110 12,900 SOLE 12,900 0 0
CPAC INC COM 126145101 5,848 783,000 SOLE 783,000 0 0
CPI CORP COM 125902106 207 8,900 SOLE 8,900 0 0
CRACKER BARREL COM 12489V106 375 37,500 SOLE 37,500 0 0
CRANE CO COM 224399105 624 26,500 SOLE 26,500 0 0
CREDITRUST CORPORATION COM 225429109 2 600 SOLE 600 0 0
CROSS TIMBERS OIL CO COM 227573102 64,321 4924,113 SOLE 4924,113 0 0
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CROWN GROUP INC COM 228359105 15 2,600 SOLE 2,600 0 0
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CSP INC COM 126389105 15 1,331 SOLE 1,331 0 0
CSX CORP COM 126408103 1,991 84,728 SOLE 84,728 0 0
CSX CORP COM 126408103 329 14,000 SOLE Master T 14,000 0 0
CTS CORP COM 126501105 1,049 18,400 SOLE 18,400 0 0
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CUMMINS ENGINE COM 231021106 631 16,800 SOLE 16,800 0 0
CUMULUS MEDIA INC - CL A COM 231082108 934 65,000 SOLE 65,000 0 0
CURTISS WRIGHT CORP COM 231561101 308 8,400 SOLE 8,400 0 0
CV THERAPEUTICS INC 4.75% 3/1/20 126667AA2 3,100 4000,000 SOLE 4000,000 0 0
CVS CORPORATION COM 126650100 151,457 4032,124 SOLE 4032,124 0 0
CVS CORPORATION COM 126650100 1,675 44,600 SOLE Master T 44,600 0 0
CYBEROPTICS CORP COM 232517102 233 5,500 SOLE 5,500 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 2,372 48,100 SOLE 48,100 0 0
CYRK INC COM 232817106 145 16,500 SOLE 16,500 0 0
CYTEC INDUSTRIES COM 232820100 824 26,900 SOLE 26,900 0 0
DAIN RAUSCHER CORP COM 233856103 837 12,700 SOLE 12,700 0 0
DAMARK INTL INC COM 235691102 84 2,200 SOLE 2,200 0 0
DANAHER CORP COM 235851102 2,984 58,500 SOLE 58,500 0 0
DANKA BUSINESS SYSTEMS A.D.R 236277109 83 13,500 SOLE Master T 13,500 0 0
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DATASCOPE CORP COM 238113104 257 8,100 SOLE 8,100 0 0
DATASTREAM SYSTEMS INC COM 238124101 467 16,100 SOLE 16,100 0 0
DATRON SYS INC DEL COM 238173108 43 3,600 SOLE 3,600 0 0
DAYTON SUPERIOR CORP COM 240028100 154 6,100 SOLE 6,100 0 0
DEAN FOODS CO COM 242361103 9,162 342,500 SOLE 342,500 0 0
DECORATOR INDUSTRIES INC COM 243631207 18 3,750 SOLE 3,750 0 0
DEERE & CO COM 244199105 3,568 93,900 SOLE 93,900 0 0
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DELL COMPUTER CORP COM 247025109 3,549 65,800 SOLE Master T 65,800 0 0
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DELTA AIR LINES COM 247361108 2,838 53,300 SOLE 53,300 0 0
DELUXE CORP COM 248019101 845 31,900 SOLE 31,900 0 0
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DENTSPLY INTERNATIONAL INC COM 249030107 965 34,000 SOLE 34,000 0 0
DETROIT DEISEL CORP COM 250837101 195 10,200 SOLE 10,200 0 0
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DEVRY INC COM 251893103 1,482 48,600 SOLE 48,600 0 0
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DEXTER CORP COM 252165105 28,572 539,100 SOLE 539,100 0 0
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DIAL CORP COM 25247D101 943 68,600 SOLE 68,600 0 0
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DIGENE CORP COM 253752109 14 300 SOLE 300 0 0
DIGITAL ISLAND 6% 2/15/2005 25385NAA9 1,734 2500,000 SOLE 2500,000 0 0
DIGITAL LIGHTWAVE INC COM 253855100 174 2,800 SOLE 2,800 0 0
DIGITAL MICROWAVE CO COM 253859102 390 11,500 SOLE 11,500 0 0
DII GROUP INC COM 232949107 2,725 24,100 SOLE 24,100 0 0
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DIRECT FOCUS INC COM 254931108 14 500 SOLE 500 0 0
DISCOUNT AUTO PARTS COM 254642101 105 11,700 SOLE 11,700 0 0
DISNEY WALT CO COM 254687106 7,037 170,082 SOLE 170,082 0 0
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DIXIE GROUP INC COM 255519100 51 11,400 SOLE 11,400 0 0
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DOLLAR GEN CORP COM 256669102 271 10,072 SOLE Master T 10,072 0 0
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 60 3,500 SOLE 3,500 0 0
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DONALDSON CO INC COM 257651109 668 29,600 SOLE 29,600 0 0
DONNELLEY R R & SONS CO COM 257867101 1,072 51,216 SOLE 51,216 0 0
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DOVER CORP COM 260003108 192 4,000 SOLE 4,000 0 0
DOW JONES & CO INC COM 260561105 2,650 36,900 SOLE 36,900 0 0
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DPL CORP COM 233293109 1,836 82,769 SOLE 82,769 0 0
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DQE COM 23329J104 282 6,200 SOLE Master T 6,200 0 0
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DRS TECHNOLOGIES INC COM 23330X100 16 1,600 SOLE 1,600 0 0
DSP GROUP INC COM 23332B106 211 3,200 SOLE 3,200 0 0
DST SYSTEMS INC COM 233326107 2,844 43,800 SOLE 43,800 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 2,659 50,284 SOLE 50,284 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 706 13,345 SOLE Master T 13,345 0 0
DUANE READE INC COM 263578106 3,790 163,000 SOLE 163,000 0 0
DUN & BRADSTREET CORP COM 26483B106 1,898 66,300 SOLE 66,300 0 0
DURA AUTOMOTIVE SYSTEMS INC COM 265903104 318 18,529 SOLE 18,529 0 0
DURA PHARMACEUTICALS COM 26632S109 212 17,200 SOLE 17,200 0 0
DYERSBURG CORP COM 267575108 81 100,000 SOLE 100,000 0 0
DYNACQ INTL INC COM 267919306 11 1,200 SOLE 1,200 0 0
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EASTMAN CHEMICAL CO COM 277432100 1,411 31,000 SOLE 31,000 0 0
EASTMAN KODAK CO COM 277461109 7,082 130,400 SOLE 130,400 0 0
EATON CORP COM 278058102 2,184 28,000 SOLE 28,000 0 0
EATON CORP COM 278058102 694 8,900 SOLE Master T 8,900 0 0
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ECOLAB INC COM 278865100 1,959 53,400 SOLE 53,400 0 0
EDISON INTERNATIONAL COM 281020107 2,339 141,200 SOLE 141,200 0 0
EL PASO ENERGY CORP COM 283905107 3,694 91,484 SOLE 91,484 0 0
EL PASO ENERGY CORP COM 283905107 564 13,980 SOLE Master T 13,980 0 0
ELAN CORP PLC COM 284131208 1,554 32,706 SOLE 32,706 0 0
ELBIT LIMITED COM 284275104 4,342 334,000 SOLE 334,000 0 0
ELDER-BEERMAN STORES CORP COM 284470101 892 155,147 SOLE 155,147 0 0
ELECTRONIC ARTS INC COM 285512109 3,040 42,700 SOLE 42,700 0 0
ELECTRONICS FOR IMAG COM 286082102 6,000 100,000 SOLE 100,000 0 0
ELLETT BROTHERS INC COM 288398100 25 4,400 SOLE 4,400 0 0
EMBOTELLADORA ANDINA - ADR A ADR 1ADR=6 29081P204 312 24,600 SOLE 24,600 0 0
EMC CORP - MASS COM 268648102 55,423 443,387 SOLE 443,387 0 0
EMCORE CORP COM 290846104 127 1,100 SOLE 1,100 0 0
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EMERGING MKTS TELECOMM FUND CLOSED END F 290887108 148 8,100 SOLE 8,100 0 0
EMMIS BROADCASTING CORP CL A COM 291525103 8,668 186,400 SOLE 186,400 0 0
EMULEX CORP COM 292475209 1,724 15,800 SOLE 15,800 0 0
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ENERGEN CORP COM 29265N108 485 30,400 SOLE 30,400 0 0
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ENERGY EAST CORPORATION COM 29266M109 472 23,800 SOLE Master T 23,800 0 0
ENESCO GROUP INC COM 292973104 130 18,400 SOLE 18,400 0 0
ENGELHARD CORP COM 292845104 18,961 1253,600 SOLE 1253,600 0 0
ENGELHARD CORP COM 292845104 133 8,780 SOLE Master T 8,780 0 0
ENNIS BUSINESS COM 293389102 110 15,200 SOLE 15,200 0 0
ENRON CORP COM 293561106 2,075 27,718 SOLE 27,718 0 0
ENRON CORP COM 293561106 711 9,500 SOLE Master T 9,500 0 0
ENSCO INTERNATIONAL COM 26874Q100 3,363 93,100 SOLE 93,100 0 0
ENTERGY CORP COM 29364G103 1,999 99,000 SOLE 99,000 0 0
EOG RESOURCES INC COM 26875P101 3,390 160,000 SOLE 160,000 0 0
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EQUITABLE RES INC COM 294549100 1,425 31,800 SOLE 31,800 0 0
EQUITY OIL CO COM 294749106 11 7,100 SOLE 7,100 0 0
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ETHYL CORP COM 297659104 160 52,400 SOLE 52,400 0 0
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EXCEL LEGACY CORP COM 300665106 84 25,000 SOLE 25,000 0 0
EXODUS COMMUNICATIONS INC COM 302088109 5,761 41,000 SOLE 41,000 0 0
EXPRESS SCRIPTS INC COM 302182100 1,142 27,200 SOLE 27,200 0 0
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F M C CORP COM 302491303 751 13,300 SOLE 13,300 0 0
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FANNIE MAE COM 313586109 1,586 28,100 SOLE Master T 28,100 0 0
FANSTEEL INC DEL COM 307260109 30 8,600 SOLE 8,600 0 0
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FARREL CORP NEW COM 311667109 10 5,400 SOLE 5,400 0 0
FEDERAL AGRICULTURAL MORTGAG COM 313148306 110 7,100 SOLE 7,100 0 0
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FEDERAL SCREW WKS COM 313819104 76 1,900 SOLE 1,900 0 0
FEDERAL SIGNAL COM 313855108 547 30,300 SOLE 30,300 0 0
FEDERAL-MOGUL CORP COM 313549107 279 16,700 SOLE 16,700 0 0
FEDERAL-MOGUL CORP COM 313549107 65 3,900 SOLE Master T 3,900 0 0
FEDERATED DEPARTMENT STORES COM 31410H101 5,030 120,484 SOLE 120,484 0 0
FEDEX CORPORATION COM 31428X106 4,750 121,804 SOLE 121,804 0 0
FELCOR LODGING TRUST INC COM 31430F101 221 12,500 SOLE 12,500 0 0
FERRO CORP COM 315405100 399 22,400 SOLE 22,400 0 0
FFLC BANCORP INC COM 30242W104 3 300 SOLE 300 0 0
FFW CORPORATION COM 30242L108 11 1,000 SOLE 1,000 0 0
FIDELITY BANCORP INC COMMON STOCK 31583B105 14 800 SOLE 800 0 0
FIDELITY BANCORP INC/PENN COM 315831107 2 200 SOLE 200 0 0
FIFTH THR BNCP COM 316773100 8,088 128,384 SOLE 128,384 0 0
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FINOVA GROUP COM 317928109 671 39,900 SOLE 39,900 0 0
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FIRST DATA CORP COM 319963104 7,430 167,920 SOLE 167,920 0 0
FIRST DATA CORP COM 319963104 854 19,300 SOLE Master T 19,300 0 0
FIRST DEFIANCE FINL CORP COM 32006W106 8 900 SOLE 900 0 0
FIRST HEALTH GROUP CORP COM 320960107 1,268 40,100 SOLE 40,100 0 0
FIRST INDUSTRIAL REALTY COM 32054K103 461 16,900 SOLE 16,900 0 0
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FIRST MUT SVGS BK BE COM 32190E102 56 5,800 SOLE 5,800 0 0
FIRST REGIONAL BANCORP/CAL COM 33615C101 12 1,700 SOLE 1,700 0 0
FIRST SECURITY CORP COM 336294103 5,357 446,400 SOLE 446,400 0 0
FIRST TENNESSEE NATIONAL COM 337162101 7,693 378,720 SOLE 378,720 0 0
FIRST UNION CORP (N.C.) COM 337358105 9,592 257,492 SOLE 257,492 0 0
FIRST WASHINGTON BANCORP COM 33748T104 1,204 66,000 SOLE 66,000 0 0
FIRSTAR CORPORATION COM 33763V109 4,689 204,412 SOLE 204,412 0 0
FIRSTENERGY CORP COM 337932107 1,935 93,800 SOLE 93,800 0 0
FIRSTMERIT CORPORATION COM 337915102 1,106 60,000 SOLE 60,000 0 0
FISERV INC COM 337738108 117 3,150 SOLE 3,150 0 0
FLEET BOSTON FINANCIAL CORP COM 339030108 19,000 520,545 SOLE 520,545 0 0
FLEET BOSTON FINANCIAL CORP COM 339030108 730 20,000 SOLE Master T 20,000 0 0
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FLOWERS INDS INC COM 343496105 10,722 705,950 SOLE 705,950 0 0
FLOWSERVE COM 34354P105 312 24,200 SOLE 24,200 0 0
FLUOR CORP COM 343861100 961 31,000 SOLE 31,000 0 0
FORD MOTOR COM 345370100 4,193 91,271 SOLE 91,271 0 0
FORD MOTOR COM 345370100 409 8,900 SOLE Master T 8,900 0 0
FOREIGN & COL EM MIDDLE EAST COM 345451108 821 44,400 SOLE 44,400 0 0
FORRESTER RESEARCH INC COM 346563109 93 1,720 SOLE 1,720 0 0
FORT JAMES CORP COM 347471104 2 100 SOLE 100 0 0
FORTRESS GROUP INC COMMON STOCK 34956K108 4 3,800 SOLE 3,800 0 0
FORTUNE BRANDS INC COM 349631101 1,710 68,400 SOLE 68,400 0 0
FOTOBALL USA INC COM 350384103 20 4,100 SOLE 4,100 0 0
FOUNDATION HEALTH SYSTEMS - COM 350404109 651 81,370 SOLE 81,370 0 0
FOUNDRY NETWORKS INC COM 35063R100 354 2,461 SOLE Master T 2,461 0 0
FOWARD AIR CORPORATION COM 349853101 220 9,300 SOLE 9,300 0 0
FPL GROUP INC COM 302571104 3,409 74,000 SOLE 74,000 0 0
FRANCE GROWTH FUND CLOSED END F 35177K108 30,539 1865,000 SOLE 1865,000 0 0
FRANCE TELECOM ADR COM 35177Q105 23,002 130,000 SOLE 130,000 0 0
FRANKLIN BANK NATL ASSN COM 352456107 20 2,300 SOLE 2,300 0 0
FRANKLIN RES COM 354613101 3,371 100,800 SOLE 100,800 0 0
FREEPORT MCMORAN COM CL A 35671D105 787 70,774 SOLE 70,774 0 0
FREEPORT MCMORAN COPPER B COM 35671D857 68 5,649 SOLE 5,649 0 0
FREEPORT MCMORAN COPPER B COM 35671D857 301 24,940 SOLE Master T 24,940 0 0
FRIEDMANS INC-CL A COM 358438109 44 7,200 SOLE 7,200 0 0
FRITZ COS INC COM 358846103 1,757 173,500 SOLE 173,500 0 0
FRUIT OF THE LOOM CL-A COM G3682L105 34 28,600 SOLE 28,600 0 0
FSF FINANCIAL CORP COMMON STOCK 30262K105 17 1,600 SOLE 1,600 0 0
FULLER H B CO COM 359694106 17,812 446,000 SOLE 446,000 0 0
FULLER H B CO COM 359694106 200 5,000 SOLE Master T 5,000 0 0
FURNITURE BRANDS INTL INC COM 360921100 655 34,800 SOLE 34,800 0 0
FVNB CORP COM 302674106 30 800 SOLE 800 0 0
G & L REALTY CORP COM 361271109 4 400 SOLE 400 0 0
GALLAGHER (ARTHUR J) COM 363576109 169 5,200 SOLE 5,200 0 0
GANNETT INC COM 364730101 7,900 112,252 SOLE 112,252 0 0
GANNETT INC COM 364730101 619 8,800 SOLE Master T 8,800 0 0
GAP INC COM 364760108 399 8,000 SOLE 8,000 0 0
GARAN INC COM 364802108 136 5,400 SOLE 5,400 0 0
GARDEN FRESH RESTAURANT CORP COM 365235100 66 6,000 SOLE 6,000 0 0
GARTNER GROUP INC-CL COM 366651206 845 63,461 SOLE 63,461 0 0
GATEWAY INC COM 367626108 753 14,200 SOLE 14,200 0 0
GATX CORP COM 361448103 1,220 32,100 SOLE 32,100 0 0
GAYLORD CONTAINER CORP - A COM 368145108 80 12,500 SOLE 12,500 0 0
GENCOR INDUSTRIES COM 368678108 146 10,600 SOLE 10,600 0 0
GENCORP INC COM 368682100 106 13,700 SOLE 13,700 0 0
GENENTECH INC COM 368710406 6,080 40,000 SOLE 40,000 0 0
GENERAL DYNAMICS CORP COM 369550108 12,587 253,000 SOLE 253,000 0 0
GENERAL ELEC CO COM 369604103 165,629 1067,284 SOLE 1067,284 0 0
GENERAL ELEC CO COM 369604103 1,195 7,700 SOLE Master T 7,700 0 0
GENERAL MLS INC COM 370334104 6,260 172,980 SOLE 172,980 0 0
GENERAL MLS INC COM 370334104 1,451 40,100 SOLE Master T 40,100 0 0
GENERAL MOTORS COM 370442105 1,085 13,100 SOLE 13,100 0 0
GENERAL SEMICONDUCTOR INC COM 370787103 557 32,300 SOLE 32,300 0 0
GENLYTE GROUP INC COM 372302109 265 13,600 SOLE 13,600 0 0
GENRAD INC COM 372447102 155 12,500 SOLE 12,500 0 0
GENZYME CORP COM 372917104 1,348 26,900 SOLE Master T 26,900 0 0
GEON COMPANY COM 37246W105 1,054 49,000 SOLE 49,000 0 0
GEORGIA GULF CORP COM 373200203 504 19,400 SOLE 19,400 0 0
GEORGIA PAC CORP COM 373298108 2,821 71,300 SOLE 71,300 0 0
GEORGIA PACIFIC (TIMBER GRP) COM 373298702 1,530 59,700 SOLE 59,700 0 0
GERBER SCIENTIFIC COM 373730100 124 6,400 SOLE 6,400 0 0
GETTY PETROLEUM MARKETING COM 374292100 0 100 SOLE 100 0 0
GIANT GROUP LTD COM 374503100 7 4,000 SOLE 4,000 0 0
GIANT INDUSTRIES INC COM 374508109 15 1,700 SOLE 1,700 0 0
GILLETTE CO COM 375766102 16,598 440,400 SOLE 440,400 0 0
GILLETTE CO COM 375766102 350 9,300 SOLE Master T 9,300 0 0
GLATFELTER P.H. CO COM 377316104 213 20,000 SOLE 20,000 0 0
GLOBAL CROSSING LTD COM G3921A100 8,758 213,935 SOLE 213,935 0 0
GLOBAL CROSSING LTD COM G3921A100 897 21,900 SOLE Master T 21,900 0 0
GLOBAL MARINE INC COM 379352404 2,999 118,200 SOLE 118,200 0 0
GLOBALSTAR JAN 01 PUT 15 PUT ON EQUIT G3930H954 350 700 PUT SOLE 700 0 0
GLOBESPAN INC COM 379571102 306 3,000 SOLE Master T 3,000 0 0
GOLDEN TELECOM INC COM 38122G107 137 3,000 SOLE 3,000 0 0
GOLDEN WEST FINL CORP COM 381317106 1,874 60,100 SOLE 60,100 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 273 2,600 SOLE Master T 2,600 0 0
GOTTSCHALKS INC COM 383485109 40 7,700 SOLE 7,700 0 0
GPU INC COM 36225X100 1,393 50,900 SOLE 50,900 0 0
GRAINGER W W INC COM 384802104 2,083 38,400 SOLE 38,400 0 0
GRANITE CONSTRUCTION INC COM 387328107 456 16,875 SOLE 16,875 0 0
GREAT ATLANTIC & PAC TEA CO COM 390064103 306 15,700 SOLE 15,700 0 0
GREAT LAKES CHEM CORP COM 390568103 99 2,910 SOLE Master T 2,910 0 0
GREAT LAKES REIT INC COM 390752103 80 5,300 SOLE 5,300 0 0
GREATER BAY BANCORP COM 391648102 145 3,600 SOLE 3,600 0 0
GREATER CHINA FUND MUTUAL FUND 39167B102 20,697 2434,915 SOLE 2434,915 0 0
GREENPOINT FINANCIAL CORP COM 395384100 1,360 69,300 SOLE 69,300 0 0
GREIF BROS CORP CL A COM 397624107 35 1,100 SOLE 1,100 0 0
GREY ADVERTISING COM 397838103 368 900 SOLE 900 0 0
GRIFFON CORP COM 398433102 202 25,800 SOLE 25,800 0 0
GROUP1 SOFTWARE INC COM 39943Y103 3 150 SOLE 150 0 0
GTE CORP COM 362320103 145,424 2048,231 SOLE 2048,231 0 0
GTECH HOLDINGS CORP COM 400518106 1,147 61,800 SOLE 61,800 0 0
GTS DURATEK INC COM 36237J107 5 500 SOLE 500 0 0
GUESS? INC COM 401617105 26 800 SOLE 800 0 0
GUIDANT CORP COM 401698105 28,030 476,600 SOLE 476,600 0 0
GUIDANT CORP COM 401698105 1,094 18,600 SOLE Master T 18,600 0 0
GUNDLE/SLT ENVIRONMENTAL INC COM 402809107 43 14,700 SOLE 14,700 0 0
GZA GEOENVIRONMENTAL TECH IN COM 362386104 20 3,700 SOLE 3,700 0 0
HAEMONETICS CORP / MASS COM 405024100 572 25,400 SOLE 25,400 0 0
HAGGAR CORP COM 405173105 84 6,100 SOLE 6,100 0 0
HALLIBURTON CO COM 406216101 7,814 190,586 SOLE 190,586 0 0
HAMPSHIRE GROUP LTD COM 408859106 2 200 SOLE 200 0 0
HAMPTON INDUSTRIES COM 409189107 7 3,907 SOLE 3,907 0 0
HANCOCK FABRICS COM 409900107 44 15,400 SOLE 15,400 0 0
HANDLEMAN CO COM 410252100 35 3,900 SOLE 3,900 0 0
HANNA (M.A.) CO COM 410522106 360 31,800 SOLE 31,800 0 0
HANNAFORD BROS CO COM 410550107 2,131 28,900 SOLE 28,900 0 0
HANOVER COMPRESSOR CO COM 410768105 1,177 20,700 SOLE 20,700 0 0
HARCOURT GENERAL INC COM 41163G101 2,109 56,622 SOLE 56,622 0 0
HARDING LAWSON ASSOC GROUP I COM 412293102 53 5,000 SOLE 5,000 0 0
HARKEN ENERGY CORP COM 412552101 3,886 3885,630 SOLE 3885,630 0 0
HARKEN ENERGY CORP COM 412552101 210 210,193 SOLE Master T 210,193 0 0
HARMONIC LIGHTWAVES INC COM 413160102 1,507 18,100 SOLE 18,100 0 0
HARRAHS ENTERTAINMENT INC COM 413619107 984 53,000 SOLE 53,000 0 0
HARRIS CORP COM 413875105 1,853 53,600 SOLE 53,600 0 0
HARRODSBURG FIRST FINANCIAL COM 415781103 24 2,200 SOLE 2,200 0 0
HARSCO CORP COM 415864107 1,817 62,800 SOLE 62,800 0 0
HARTE-HANKS COMMUNICATIONS COM 416196103 1,066 47,000 SOLE 47,000 0 0
HARTFORD FINANCIAL SERVICES COM 416515104 4,779 90,600 SOLE 90,600 0 0
HASBRO INC COM 418056107 6,387 387,073 SOLE 387,073 0 0
HASTINGS ENTERTAINMENT INC COM 418365102 5 1,500 SOLE 1,500 0 0
HAVERTY FURNITURE COM 419596101 139 13,100 SOLE 13,100 0 0
HAWAIIAN AIRLINES INC COM 419849104 102 45,300 SOLE 45,300 0 0
HAWAIIAN ELEC COM 419870100 636 20,000 SOLE 20,000 0 0
HAWTHORNE FIN CORP COM 420542102 18 2,200 SOLE 2,200 0 0
HCR MANOR CARE COM 564055101 594 44,000 SOLE 44,000 0 0
HEALTH MGT ASSOC COM 421933102 2,423 170,050 SOLE 170,050 0 0
HEALTH RISK MGMT INC COM 421935107 30 4,700 SOLE 4,700 0 0
HEALTHCARE REALTY TRUST INC COM 421946104 732 43,700 SOLE 43,700 0 0
HEALTHCARE SERVICES GROUP COM 421906108 96 10,300 SOLE 10,300 0 0
HEALTHSOUTH CORP COM 421924101 839 150,780 SOLE 150,780 0 0
HEIDRICK & STRUGGLES INTERNA COM 422819102 425 10,600 SOLE 10,600 0 0
HEILIG-MYERS CO COM 422893107 144 36,600 SOLE 36,600 0 0
HEINZ H J CO COM 423074103 5,005 143,500 SOLE 143,500 0 0
HELLER FINANCIAL INC COM 423328103 571 24,700 SOLE Master T 24,700 0 0
HELMERICH & PAYNE INC COM 423452101 1,361 43,900 SOLE 43,900 0 0
HEWLETT PACKARD CO COM 428236103 71,320 538,012 SOLE 538,012 0 0
HEWLETT PACKARD CO COM 428236103 3,031 22,864 SOLE Master T 22,864 0 0
HIBERNIA CORP -CL A COM 428656102 286 27,200 SOLE 27,200 0 0
HILB ROGAL & HAMILTO COM 431294107 1,672 61,200 SOLE 61,200 0 0
HILLENBRAND INDUSTRIES COM 431573104 1,527 44,900 SOLE 44,900 0 0
HILTON HOTELS COM 432848109 2,772 357,705 SOLE 357,705 0 0
HISPANIC BROADCASTING CORP COM 43357B104 3,964 35,000 SOLE 35,000 0 0
HOENIG GROUP INC COM 434396107 13 1,500 SOLE 1,500 0 0
HOLLY CORP COM 435758305 87 7,600 SOLE 7,600 0 0
HOMESTAKE MNG CO COM 437614100 642 107,000 SOLE 107,000 0 0
HON INDS INC COM 438092108 971 37,700 SOLE 37,700 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 6,351 120,537 SOLE 120,537 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 611 11,600 SOLE Master T 11,600 0 0
HORACE MANN EDUCATOR COM 440327104 529 28,700 SOLE 28,700 0 0
HORMEL FOODS CORP COM 440452100 1,588 96,600 SOLE 96,600 0 0
HOUGHTON MIFFLIN CO COM 441560109 2,911 68,600 SOLE 68,600 0 0
HOUSEHOLD INTL INC COM 441815107 7,007 187,785 SOLE 187,785 0 0
HOWMET INTERNATIONAL INC COM 443208103 25,763 1276,200 SOLE 1276,200 0 0
HPSC INC COM 404264103 19 2,400 SOLE 2,400 0 0
HS RES INC COM 404297103 133 6,300 SOLE 6,300 0 0
HSB GROUP COM 40428N109 521 18,000 SOLE 18,000 0 0
HUBBELL INC COM CL B 443510201 1,174 42,900 SOLE 42,900 0 0
HUDSON UNITED BANCORP COM 444165104 2,552 117,679 SOLE 117,679 0 0
HUGHES SUPPLY INC COM 444482103 409 26,400 SOLE 26,400 0 0
HUMANA INC COM 444859102 434 59,400 SOLE 59,400 0 0
HUNT MFG COM 445591100 13 1,500 SOLE 1,500 0 0
HUNTWAY REFINING COMPANY COM 447309105 5 4,000 SOLE 4,000 0 0
HUSSMANN INTERNATIONAL COM 448110106 3,094 243,900 SOLE 243,900 0 0
IBP INC COM 449223106 977 62,000 SOLE 62,000 0 0
ICICI LIMITED - SPON ADR COM 44926P103 54 2,400 SOLE 2,400 0 0
ICN PHARMACEUTICALS COM 448924100 548 20,100 SOLE 20,100 0 0
ID SYSTEMS INC COM 449489103 3,141 375,000 SOLE 375,000 0 0
IDACORP INC COM 451107106 827 23,800 SOLE 23,800 0 0
IDENTIX INC COM 451906101 112 4,000 SOLE 4,000 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 359 58,004 SOLE 58,004 0 0
ILEX ONCOLOGY INC COM 451923106 21,210 505,000 SOLE 505,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,366 24,717 SOLE 24,717 0 0
ILLINOIS TOOL WKS INC COM 452308109 442 8,000 SOLE Master T 8,000 0 0
ILX RESORTS INC COM 449661503 6 3,400 SOLE 3,400 0 0
IMATION CORP COM 45245A107 1,244 46,600 SOLE 46,600 0 0
IMC GLOBAL INC COM 449669100 855 58,208 SOLE 58,208 0 0
IMCLONE SYSTEMS 5.5% 3/1/05 45245WAA7 3,054 3500,000 SOLE 3500,000 0 0
IMMUCOR INC COM 452526106 76 7,700 SOLE 7,700 0 0
IMMUNOGEN INC COM 45253H101 13,424 1118,659 SOLE 1118,659 0 0
IMS HEALTH INC COM 449934108 2,154 127,200 SOLE 127,200 0 0
IMS HEALTH INC COM 449934108 203 12,000 SOLE Master T 12,000 0 0
INCO LTD COM 453258402 1,410 77,000 SOLE 77,000 0 0
INDEPENDENCE HLDG CO COM 453440307 14 1,300 SOLE 1,300 0 0
INDIA FUND CLOSED END F 454089103 12,432 731,300 SOLE 731,300 0 0
INDIA GROWTH FD INC COM 454090101 35,055 2208,200 SOLE 2208,200 0 0
INDIANA ENERGY INC COM 454707100 622 31,900 SOLE 31,900 0 0
INFINEON TECHNOLOGIES A.D.R 45662N103 287 5,000 SOLE 5,000 0 0
INFORMATICA CORP COM 45666Q102 591 7,700 SOLE 7,700 0 0
INFORMIX CORP COM 456779107 6,225 367,500 SOLE 367,500 0 0
INGERSOLL-RAND COM 456866102 292 6,600 SOLE Master T 6,600 0 0
INIT 7% 2/16/05 458742AA1 4,050 6000,000 SOLE 6000,000 0 0
INSIGHT COMMUNICATIONS INC COM 45768V108 3,783 183,425 SOLE 183,425 0 0
INTEGRATED DEVICE TECH INC COM 458118106 3,371 85,075 SOLE 85,075 0 0
INTEGRATED ELECTRICAL SVCS COM 45811E103 149 28,400 SOLE 28,400 0 0
INTEL CORP COM 458140100 181,027 1372,064 SOLE 1372,064 0 0
INTEL CORP COM 458140100 1,178 8,928 SOLE Master T 8,928 0 0
INTELEFILM CORPORATION COM 458147105 6 1,600 SOLE 1,600 0 0
INTELLIGENT POLYMERS LTD COM G48029105 10,723 309,700 SOLE 309,700 0 0
INTERCONTINENTAL LIFE CORP COM 458593100 30 3,000 SOLE 3,000 0 0
INTERIM SVCS INC COM 45868P100 19 1,000 SOLE 1,000 0 0
INTERLINQ SOFTWARE COM 458753100 32 6,000 SOLE 6,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 46,224 391,732 SOLE 391,732 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3,835 32,500 SOLE Master T 32,500 0 0
INTERNATIONAL FLAVORS & FRAG COM 459506101 1,539 43,900 SOLE 43,900 0 0
INTERNATIONAL MULTIFOODS COR COM 460043102 167 12,500 SOLE 12,500 0 0
INTERNATIONAL PAPER CO COM 460146103 581 13,600 SOLE Master T 13,600 0 0
INTERNATIONAL SPEEDWAY CORP COM 460335201 1,573 35,000 SOLE 35,000 0 0
INTERPUBLIC GROUP COS INC COM 460690100 5,495 116,300 SOLE 116,300 0 0
INTERSTATE BAKERIES COM 46072H108 638 44,800 SOLE 44,800 0 0
INTERVOICE INC COM 461142101 398 13,800 SOLE 13,800 0 0
INTL AIRCRAFT INVESTORS COM 458860103 23 3,600 SOLE 3,600 0 0
INTL GAME TECHNOLOGY COM 459902102 1,213 55,950 SOLE 55,950 0 0
INTL RECTIFIER CORP COM 460254105 1,990 52,200 SOLE 52,200 0 0
INTL SHIPHOLDING CO COM 460321201 52 6,500 SOLE 6,500 0 0
INTL SPECIALTY PRODS COM 460337108 125 19,400 SOLE 19,400 0 0
INTL TECH CORP COM 465266104 89 11,800 SOLE 11,800 0 0
INTRANET SOLUTIONS INC COM 460939309 584 12,700 SOLE 12,700 0 0
INTUIT INC COM 461202103 886 16,300 SOLE 16,300 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 754 21,400 SOLE 21,400 0 0
ION NETWORKS INC COM 46205P100 440 13,100 SOLE 13,100 0 0
IPALCO ENTR INC COM 462613100 1,145 58,700 SOLE 58,700 0 0
ITALY FUND MUTUAL FUND 465395101 9,500 493,500 SOLE 493,500 0 0
ITLA CAPITAL CORPORATION COM 450565106 19 1,500 SOLE 1,500 0 0
ITT EDUCATIONAL SERVICES COM 45068B109 1,640 102,525 SOLE 102,525 0 0
ITT INDUSTRIES INC COM 450911102 1,137 36,600 SOLE 36,600 0 0
IVAX CORP COM 465823102 3,156 115,800 SOLE 115,800 0 0
J M SMUCKER A COM 832696108 333 18,100 SOLE 18,100 0 0
J.B. HUNT TRAN COM 445658107 312 22,800 SOLE 22,800 0 0
JABIL CIRCUIT INC COM 466313103 2,591 59,900 SOLE 59,900 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 519 16,100 SOLE 16,100 0 0
JAPAN EQUITY FUND MUTUAL FUND 471057109 1,681 202,200 SOLE 202,200 0 0
JARDINE FLEMING CHINA REGION MUTUAL FUND 471110106 18,997 2155,700 SOLE 2155,700 0 0
JARDINE FLEMING INDIA FUND CLOSED END F 471112102 23,538 1719,700 SOLE 1719,700 0 0
JASON INC COM 471171108 6 600 SOLE 600 0 0
JCC HOLDING CO COM 46611Q205 542 95,091 SOLE 95,091 0 0
JDS UNIPHASE CORP COM 46612J101 639 5,300 SOLE Master T 5,300 0 0
JEFFERSON PILOT CORP COM 475070108 2,816 42,300 SOLE 42,300 0 0
JO-ANN STORES INC CL-A COM 47758P109 47 5,600 SOLE 5,600 0 0
JOHN NUVEEN CO COM 478035108 34 900 SOLE 900 0 0
JOHNSON & JOHNSON COM 478160104 7,006 100,000 SOLE 100,000 0 0
JOHNSON OUTDOORS INC COM 479167108 59 9,500 SOLE 9,500 0 0
JONES APPAREL GROUP COM 480074103 2,566 80,513 SOLE 80,513 0 0
JOSTENS INC COM 481088102 340 13,931 SOLE 13,931 0 0
JUSTIN INDUSTRIES COM 482171105 56 3,100 SOLE 3,100 0 0
JWGENESIS FINANCIAL CORP COM 482227105 73 4,743 SOLE 4,743 0 0
KAMAN CORP COM 483548103 54 5,500 SOLE 5,500 0 0
KANA COMMUNICATIONS INC COM 483600102 505 7,431 SOLE 7,431 0 0
KANEB SERVICES INC COM 484170105 90 16,400 SOLE 16,400 0 0
KANSAS CITY LIFE INS COM 484836101 70 2,900 SOLE 2,900 0 0
KANSAS CITY P&L COM 485134100 1,227 42,300 SOLE 42,300 0 0
KANSAS CITY SO COM 485170104 3,781 44,000 SOLE 44,000 0 0
KASPER A.S.L. LTD COM 485808109 960 357,304 SOLE 357,304 0 0
KATY INDS INC COM 486026107 81 8,800 SOLE 8,800 0 0
KAUFMAN & BROAD HOME CORP COM 486168107 780 36,400 SOLE 36,400 0 0
KAYDON CORP COM 486587108 552 20,200 SOLE 20,200 0 0
KBK CAPITAL CORPORATION COM 482412103 13 3,300 SOLE 3,300 0 0
KEANE INC COM 486665102 1,209 47,900 SOLE 47,900 0 0
KEITHLEY INSTRUMENTS INC COM 487584104 157 3,300 SOLE 3,300 0 0
KELLWOOD CO COM 488044108 520 29,600 SOLE 29,600 0 0
KELLY SVCS INC COM CL A 488152208 1,039 43,400 SOLE 43,400 0 0
KENNAMETAL INC COM 489170100 532 17,700 SOLE 17,700 0 0
KENNETH COLE PRODUCTIONS-A COM 193294105 77 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 1,985 34,379 SOLE 34,379 0 0
KERR MCGEE CORP COM 492386107 582 10,080 SOLE Master T 10,080 0 0
KEWAUNEE SCIENTIFIC COM 492854104 40 3,000 SOLE 3,000 0 0
KEY PRODUCTION CO. COM 493138101 123 9,200 SOLE 9,200 0 0
KEY TECHNOLOGY INC COM 493143101 10 1,000 SOLE 1,000 0 0
KEYCORP COM 493267108 475 25,000 SOLE 25,000 0 0
KEYSPAN CORPORATION COM 49337W100 2,459 89,000 SOLE 89,000 0 0
KIMBALL INTERNATIONAL CL-B COM 494274103 394 35,800 SOLE 35,800 0 0
KIMBERLY CLARK CORP COM 494368103 17 300 SOLE 300 0 0
KIMBERLY CLARK CORP COM 494368103 801 14,300 SOLE Master T 14,300 0 0
KINDER MORGAN INC COM 49455P101 2,575 74,650 SOLE 74,650 0 0
KLA TENCOR COM 482480100 6,369 75,600 SOLE 75,600 0 0
KNAPE & VOGT MFG CO COM 498782101 55 3,500 SOLE 3,500 0 0
KNIGHT RIDDER COM 499040103 1,757 34,500 SOLE 34,500 0 0
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 2,761 155,000 SOLE 155,000 0 0
KOHLS CORP COM 500255104 513 5,000 SOLE 5,000 0 0
KOOR INDUSTRIES LTD ADR COM 500507108 2,989 167,190 SOLE 167,190 0 0
KOREA EQUITY FUND CLOSED END F 50063B104 2,366 582,300 SOLE 582,300 0 0
KOREA FUND CLOSED END F 500634100 75,896 5080,900 SOLE 5080,900 0 0
KOREA TELECOM CORP ADR ADR 50063P103 1,453 33,200 SOLE 33,200 0 0
KOREAN INVESTMENTS FUND MUTUAL FUND 500637103 9,152 1220,200 SOLE 1220,200 0 0
KORN/FERRY INTERNATIONAL COM 500643200 800 26,900 SOLE 26,900 0 0
KROGER COM 501044101 6,066 345,400 SOLE 345,400 0 0
KROGER COM 501044101 636 36,200 SOLE Master T 36,200 0 0
KRONOS INC COM 501052104 83 2,800 SOLE 2,800 0 0
KULICKE & SOFFA INDS COM 501242101 8,206 128,100 SOLE 128,100 0 0
L G & E ENERGY COM 501917108 3,818 166,900 SOLE 166,900 0 0
LAFARGE CORP COM 505862102 328 13,800 SOLE 13,800 0 0
LAIDLAW INC COM 50730K503 190 132,500 SOLE 132,500 0 0
LAKELAND INDUSTRIES INC COM 511795106 11 2,700 SOLE 2,700 0 0
LAM RESEARCH CORP COM 512807108 1,505 33,400 SOLE 33,400 0 0
LANCASTER CLNY COM 513847103 796 26,049 SOLE 26,049 0 0
LANCE INC COM 514606102 197 18,500 SOLE 18,500 0 0
LANDMARK BANCSHARES INC COM 514928100 20 1,400 SOLE 1,400 0 0
LANDS END COM 515086106 1,169 19,000 SOLE 19,000 0 0
LANDSTAR SYS INC COM 515098101 454 8,300 SOLE 8,300 0 0
LATIN AMER EQUITY FD MUTUAL FUND 51827T100 26,143 1954,600 SOLE 1954,600 0 0
LATIN AMERICAN DISCOVERY FUN MUTUAL FUND 51828C106 1,708 148,500 SOLE 148,500 0 0
LATIN AMERICAN INV. MUTUAL FUND 518279104 21,086 1554,700 SOLE 1554,700 0 0
LATTICE SEMICONDUCTO COM 518415104 1,936 28,600 SOLE 28,600 0 0
LEAP WIRELESS INTL INC COM 521863100 17 175 SOLE 175 0 0
LEE ENTERPRISES COM 523768109 711 27,200 SOLE 27,200 0 0
LEGATO SYSTEMS INC COM 524651106 2,499 56,000 SOLE 56,000 0 0
LEGG MASON INC COM 524901105 1,687 39,000 SOLE 39,000 0 0
LEGGETT & PLATT COM 524660107 1,729 80,400 SOLE 80,400 0 0
LEHMAN BROTHERS HOLDING COM 524908100 11,933 123,020 SOLE 123,020 0 0
LEHMAN BROTHERS HOLDING COM 524908100 825 8,500 SOLE Master T 8,500 0 0
LENNOX INTERNATIONAL INC COM 526107107 18 2,100 SOLE 2,100 0 0
LESCO INC OHIO COM 526872106 89 5,300 SOLE 5,300 0 0
LESLIE FAY COMPANY INC COM 527016109 91 15,839 SOLE 15,839 0 0
LEXMARK INTL GROUP INC COM 529771107 3,120 29,500 SOLE 29,500 0 0
LIFE FINACIAL CORP COMMON 53184P101 242 80,700 SOLE 80,700 0 0
LIFEMARK CORPORATION COM 53219F102 2 400 SOLE 400 0 0
LIFEPOINT HOSPITALS INC-W/I COM 53219L109 494 29,700 SOLE 29,700 0 0
LILLIAN VERNON CORP COM 532430105 78 8,200 SOLE 8,200 0 0
LIMITED INC COM 532716107 5,777 137,134 SOLE 137,134 0 0
LINCARE HOLDINGS INC COM 532791100 1,141 40,200 SOLE 40,200 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 968 40,000 SOLE 40,000 0 0
LINCOLN NATL CORP IND COM 534187109 2,673 79,800 SOLE 79,800 0 0
LINEAR TECH COM 535678106 4,714 85,700 SOLE 85,700 0 0
LITTON INDUSTRIES COM 538021106 17,070 386,300 SOLE 386,300 0 0
LIZ CLAIBORNE INC COM 539320101 1,176 25,676 SOLE 25,676 0 0
LNR PROPERTY CORP COM 501940100 185 9,700 SOLE 9,700 0 0
LOCAL FINANCIAL CORPORATION COM 539553107 178 20,800 SOLE 20,800 0 0
LOGIC DEVICES INC COM 541402103 48 6,900 SOLE 6,900 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 499 49,000 SOLE 49,000 0 0
LONGS DRUG STORES CORP COM 543162101 357 15,700 SOLE 15,700 0 0
LONGVIEW FIBRE CO COM 543213102 171 11,600 SOLE 11,600 0 0
LORONIX INFORMATION SYSTEMS COM 544183106 203 5,600 SOLE 5,600 0 0
LOUIS DREYFUS NATURAL GAS COM 546011107 211 6,200 SOLE 6,200 0 0
LOUISIANA PAC CORP COM 546347105 606 43,700 SOLE 43,700 0 0
LOWES COS INC COM 548661107 89,337 1530,400 SOLE 1530,400 0 0
LSI LOGIC CORP COM 502161102 8,882 122,300 SOLE 122,300 0 0
LTV CORP COM 501921100 3,563 1000,000 SOLE 1000,000 0 0
LTX CORP COM 502392103 348 7,700 SOLE 7,700 0 0
LUCENT TECH INC COM 549463107 73,726 1213,599 SOLE 1213,599 0 0
LUCENT TECH INC COM 549463107 1,396 22,984 SOLE Master T 22,984 0 0
LUCENT TECHNOLOGIES JUL 00 C CALL ON EQUI 549463907 1,260 900 CALL SOLE 900 0 0
LYONDELL PETROCHEMICAL CO COM 552078107 1,149 77,900 SOLE 77,900 0 0
M & F WORLDWIDE CORP COM 552541104 9 2,000 SOLE 2,000 0 0
MACHERICH COMPANY COM 554382101 573 27,800 SOLE 27,800 0 0
MACROMEDIA INC COM 556100105 1,779 19,700 SOLE 19,700 0 0
MAGELLAN HEALTH SERVICES INC COM 559079108 144 30,000 SOLE 30,000 0 0
MAGIC SOFTWARE ENTERPRISES COM 559166103 72 3,800 SOLE 3,800 0 0
MAGNETEK INC COM 559424106 64 7,000 SOLE 7,000 0 0
MALLINCKRODT GROUP COM 561232109 848 29,500 SOLE 29,500 0 0
MANATRON INC COM 562048108 20 2,100 SOLE 2,100 0 0
MANDALAY RESORT GROUP COM 562567107 1,078 63,900 SOLE 63,900 0 0
MANPOWER INC COM 56418H100 1,892 53,300 SOLE 53,300 0 0
MARINE DRILLING COS INC COM 568240204 25 1,000 SOLE 1,000 0 0
MARINE TRANSPORT CORPORATION COM 567912100 16 6,400 SOLE 6,400 0 0
MARION CAP HLDGS INC COM 568635106 11 700 SOLE 700 0 0
MARRIOTT INTERNATIONAL CL A COM 571903202 3,213 102,000 SOLE 102,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,484 13,450 SOLE Master T 13,450 0 0
MARSHALL & ILSLEY CORP COM 571834100 4,037 69,900 SOLE 69,900 0 0
MARTEN TRANSPORT LTD COM 573075108 39 2,750 SOLE 2,750 0 0
MARTIN MARIETTA MATERIALS COM 573284106 1,493 31,434 SOLE 31,434 0 0
MARVEL ENTERPRISES INC COM 57383M108 2,880 484,997 SOLE 484,997 0 0
MASCO CORP COM 574599106 3,813 186,000 SOLE 186,000 0 0
MASSBANK CORP READ COM 576152102 63 2,300 SOLE 2,300 0 0
MASTEC INC COM 576323109 187 2,100 SOLE 2,100 0 0
MATTEL INC COM 577081102 2,489 238,442 SOLE 238,442 0 0
MATTEL INC COM 577081102 1,152 110,400 SOLE Master T 110,400 0 0
MAX & ERMAS RESTAUR COM 577903107 23 2,800 SOLE 2,800 0 0
MAXCOR FINANCIAL GROUP INC COM 57772G100 7 3,100 SOLE 3,100 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 10,624 149,500 SOLE 149,500 0 0
MAXTOR CORP COM 577729205 704 54,400 SOLE Master T 54,400 0 0
MAXXAM INC COM 577913106 137 4,800 SOLE 4,800 0 0
MAYS (J.W.) INC COM 578473100 1 100 SOLE 100 0 0
MB FINANCIAL INC COM 55263D107 14 1,400 SOLE 1,400 0 0
MBIA INC COM 55262C100 2,124 40,800 SOLE 40,800 0 0
MBIA INC COM 55262C100 406 7,800 SOLE Master T 7,800 0 0
MBNA CORP COM 55262L100 242 9,500 SOLE 9,500 0 0
MCCORMICK & CO INC COM NON-VOTI 579780206 1,613 50,000 SOLE 50,000 0 0
MCDERMOTT INTL INC COM 580037109 223 24,300 SOLE 24,300 0 0
MCDONALDS CORP COM 580135101 20,967 558,200 SOLE 558,200 0 0
MCDONALDS CORP COM 580135101 105 2,800 SOLE Master T 2,800 0 0
MCGRAW HILL INC COM 580645109 3,714 81,636 SOLE 81,636 0 0
MCI WORLDCOM INC COM 55268B106 4,477 98,803 SOLE 98,803 0 0
MCI WORLDCOM INC COM 55268B106 1,633 36,046 SOLE Master T 36,046 0 0
MCKESSON HBOC INC COM 58155Q103 2,595 123,572 SOLE 123,572 0 0
MCN ENERGY GROUP INC. COM 55267J100 68,163 2726,533 SOLE 2726,533 0 0
MCNAUGHTON APPAREL GROUP INC COM 582524104 55 6,700 SOLE 6,700 0 0
MCRAE INDUSTRIES -CL A COM 582757209 1 100 SOLE 100 0 0
MEAD CORP COM 582834107 1,478 42,314 SOLE 42,314 0 0
MED-DESIGN CORP COM 583926100 3,250 200,000 SOLE 200,000 0 0
MEDIA 100 INC COM 58440W105 66 1,900 SOLE 1,900 0 0
MEDIA GENERAL A COM 584404107 848 16,200 SOLE 16,200 0 0
MEDIABAY INC COM 58446J108 5,250 700,000 SOLE 700,000 0 0
MEDIAONE GROUP INC COM 58440J104 151,990 1876,424 SOLE 1876,424 0 0
MEDIMMUNE INC COM 584699102 3,239 18,600 SOLE 18,600 0 0
MEDSTONE INTERNATIONAL INC COM 58505C101 36 5,700 SOLE 5,700 0 0
MEGO FINANCIAL CORPORATION COM 585162308 17 4,700 SOLE 4,700 0 0
MELLON BK CORP COM 58551A108 11,729 397,600 SOLE 397,600 0 0
MENTOR GRAPHICS CORP COM 587200106 2,025 133,900 SOLE 133,900 0 0
MERANT PLC ADR 587336108 302 11,095 SOLE 11,095 0 0
MERCANTILE BANKSHARES CORP COM 587405101 11,357 371,600 SOLE 371,600 0 0
MERCK & CO INC COM 589331107 0 6 SOLE 6 0 0
MERCK & CO INC COM 589331107 1,100 17,712 SOLE Master T 17,712 0 0
MERCURY COMPUTER SYSTEMS INC COM 589378108 1,095 22,400 SOLE 22,400 0 0
MERCURY INTERACTIVE CORP COM 589405109 2,037 25,700 SOLE 25,700 0 0
MEREDITH CORP COM 589433101 28 1,000 SOLE 1,000 0 0
MERIDIAN RESOURCE CORP COM 58977Q109 10,563 2725,860 SOLE 2725,860 0 0
MERITOR AUTOMOTIVE INC COM 59000G100 692 43,767 SOLE 43,767 0 0
MERRILL LYNCH & CO INC COM 590188108 5,580 53,142 SOLE 53,142 0 0
MERRILL LYNCH & CO INC COM 590188108 2,090 19,900 SOLE Master T 19,900 0 0
MESA LABORATORIES INC COM 59064R109 4 1,000 SOLE 1,000 0 0
MESTEK INC COM 590829107 96 5,700 SOLE 5,700 0 0
METRIS COMPANIES INC COM 591598107 987 25,400 SOLE 25,400 0 0
MEXICAN RESAURANTS INC COM 59283R104 14 4,500 SOLE 4,500 0 0
MEXICO FUND INC CLOSED END F 592835102 126,036 7176,400 SOLE 7176,400 0 0
MFRI INC COM 552721102 26 6,400 SOLE 6,400 0 0
MGIC INVESTMENT CORP COM 552848103 1,946 44,600 SOLE 44,600 0 0
MICHAEL ANTHONY JEWELERS INC COM 594060105 3 1,000 SOLE 1,000 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 3,383 51,450 SOLE 51,450 0 0
MICROMUSE INC COM 595094103 1,624 11,700 SOLE 11,700 0 0
MICRON TECHNOLOGY INC COM 595112103 2,709 21,500 SOLE 21,500 0 0
MICRON TECHNOLOGY INC COM 595112103 1,738 13,792 SOLE Master T 13,792 0 0
MICROSOFT CORP COM 594918104 204,457 1924,300 SOLE 1924,300 0 0
MICROSOFT CORP COM 594918104 8,638 81,300 SOLE Master T 81,300 0 0
MICROSTRATEGY INC COM 594972101 505 5,800 SOLE 5,800 0 0
MIDDLEBY CORP COM 596278101 57 10,100 SOLE 10,100 0 0
MIDLAND COMPANY COM 597486109 92 3,900 SOLE 3,900 0 0
MIDWAY GAMES INC COM 598148104 392 29,600 SOLE 29,600 0 0
MIH LTD COM G6116R101 3,949 64,732 SOLE 64,732 0 0
MILACRON INC COM 598709103 282 19,500 SOLE 19,500 0 0
MILLENNIUM PHARMACEUTICALS COM 599902103 4,299 33,100 SOLE 33,100 0 0
MILLER HERMAN INC COM 600544100 1,515 54,100 SOLE 54,100 0 0
MILLIPORE CORP COM 601073109 959 17,000 SOLE 17,000 0 0
MINE SAFETY APPLIANC COM 602720104 381 5,500 SOLE 5,500 0 0
MINIMED INC COM 60365K108 2,720 21,000 SOLE 21,000 0 0
MINNESOTA MNG & MFG CO COM 604059105 14,701 166,000 SOLE 166,000 0 0
MINNESOTA MNG & MFG CO COM 604059105 531 6,000 SOLE Master T 6,000 0 0
MINNESOTA P&L CO COM 604110106 825 49,600 SOLE 49,600 0 0
MIRAGE RESORTS COM 60462E104 1,550 80,000 SOLE 80,000 0 0
MITCHELL ENERGY & DEV - CL B COM 606592301 103 4,700 SOLE 4,700 0 0
MODEM MEDIA POPPE TYSON INC COM 607533106 201 6,200 SOLE 6,200 0 0
MODINE MFG CO COM 607828100 472 18,800 SOLE 18,800 0 0
MODIS PROFESSIONAL SERVICES COM 607830106 839 67,800 SOLE 67,800 0 0
MOHAWK INDUSTIRES INC COM 608190104 1,011 45,200 SOLE 45,200 0 0
MOLEX INC COM 608554101 4,555 77,525 SOLE 77,525 0 0
MONDAVI ROBERT CORP COM 609200100 42 1,200 SOLE 1,200 0 0
MONRO MUFFLER BRAKE COM 610236101 24 2,900 SOLE 2,900 0 0
MONTANA POWER CO COM 612085100 4,672 73,000 SOLE 73,000 0 0
MONTANA POWER CO COM 612085100 819 12,800 SOLE Master T 12,800 0 0
MOORE MEDICAL CORP COM 615799103 23 2,000 SOLE 2,000 0 0
MORGAN KEEGAN COM 617410105 35 2,000 SOLE 2,000 0 0
MORGAN ST DEAN WITTER COM 617446448 6,379 78,216 SOLE 78,216 0 0
MORGAN STANLEY AFRICA INVEST MUTUAL FUND 617444104 33,284 3672,683 SOLE 3672,683 0 0
MORGAN STANLEY ASIA PACIFIC CLOSED END F 61744U106 23,965 2203,700 SOLE 2203,700 0 0
MORGAN STANLEY EMERGING MARK MUTUAL FUND 61744G107 52,535 3023,600 SOLE 3023,600 0 0
MORGAN STANLEY INDIA INVT FU CLOSED END F 61745C105 73,484 5572,250 SOLE 5572,250 0 0
MORRISON KNUDSEN CORP COM 61844A109 280 37,900 SOLE 37,900 0 0
MOTOROLA INC COM 620076109 40,942 287,563 SOLE 287,563 0 0
MOTOROLA INC COM 620076109 612 4,300 SOLE Master T 4,300 0 0
MOVIE GALLERY INC COM 624581104 18 4,400 SOLE 4,400 0 0
MSDW EASTERN EUROPE FUND MUTUAL FUND 616988101 1,128 59,000 SOLE 59,000 0 0
MUELLER INDUSTRIES COM 624756102 1,054 34,700 SOLE 34,700 0 0
MULTI COLOR CORP COM 625383104 19 2,700 SOLE 2,700 0 0
MURPHY OIL CORP COM 626717102 1,827 31,700 SOLE 31,700 0 0
MYLAN LABORATORIES COM 628530107 2,054 74,700 SOLE 74,700 0 0
NABISCO GROUP HOLDINGS COM 62952P102 2,029 169,100 SOLE 169,100 0 0
NABISCO HOLDINGS CORP COM CL A 629526104 26,638 827,600 SOLE 827,600 0 0
NABORS INDS INC COM 629568106 4 100 SOLE 100 0 0
NACCO INDS INC COM CL A 629579103 182 3,800 SOLE 3,800 0 0
NANOMETRICS INC COM 630077105 5,631 115,500 SOLE 115,500 0 0
NATIONAL AUSTRALIA BANK CPFD 7.875 632525309 17,407 723,400 SOLE 723,400 0 0
NATIONAL COMMERCE BANCORPORA COM 635449101 4,089 221,000 SOLE 221,000 0 0
NATIONAL HOME HEALTH COM 636380107 31 6,501 SOLE 6,501 0 0
NATIONAL SEMICONDUCTOR COM 637640103 8,918 147,100 SOLE 147,100 0 0
NATIONAL SVC INDS INC COM 637657107 376 17,828 SOLE 17,828 0 0
NATL FUEL GAS CO COM 636180101 1,203 27,000 SOLE 27,000 0 0
NATL WESTERN LIFE INS - CL A COM 638522102 332 4,100 SOLE 4,100 0 0
NAVIGANT CONSULTING COMPANY COM 63935N107 326 29,600 SOLE 29,600 0 0
NAVIGANT INTERNATIONAL INC COM 63935R108 121 12,700 SOLE 12,700 0 0
NAVISTAR INTL CORP COM 63934E108 1,035 25,800 SOLE 25,800 0 0
NCH CORP COM 628850109 344 7,600 SOLE 7,600 0 0
NCO GROUP INC COM 628858102 584 18,300 SOLE 18,300 0 0
NCR CORP COM 62886E108 1,593 39,700 SOLE 39,700 0 0
NEIMAN MARCUS GROUP - CL B COM 640204301 235 8,530 SOLE 8,530 0 0
NEIMAN MARCUS GROUP INC - CL COM 640204202 890 32,000 SOLE 32,000 0 0
NET PERCEPTIONS INC COM 64107U101 111 3,000 SOLE 3,000 0 0
NETOPIA INC COM 64114K104 453 6,300 SOLE 6,300 0 0
NETWORK APPLIANCE INC COM 64120L104 11,271 136,200 SOLE 136,200 0 0
NETWORK SOLUTIONS INC COM 64121Q102 1,122 7,300 SOLE Master T 7,300 0 0
NETWORKS ASSOCIATES INC COM 640938106 5,079 157,500 SOLE 157,500 0 0
NEW BRUNSWICK SCIENT COM 642876106 60 8,520 SOLE 8,520 0 0
NEW CENTURY ENERGIES INC COM 64352U103 1,410 46,915 SOLE 46,915 0 0
NEW GERMANY FUND MUTUAL FUND 644465106 8,432 571,654 SOLE 571,654 0 0
NEW MEXICO AND ARIZONA LAND COM 647072107 0 74 SOLE 74 0 0
NEW PLAN EXCEL REALTY TRUST COM 648053106 369 26,800 SOLE 26,800 0 0
NEW YORK TIMES CO COM CL A 650111107 2,903 67,600 SOLE 67,600 0 0
NEWBRIDGE NETWORKS CORP COM 650901101 29,525 910,200 SOLE 910,200 0 0
NEWELL CO COM 651229106 1,422 57,317 SOLE 57,317 0 0
NEWFIELD EXPLORATION COMPANY COM 651290108 973 27,600 SOLE 27,600 0 0
NEWMARK HOMES CORP COM 651578106 14 2,400 SOLE 2,400 0 0
NEWMIL BANCORP INC COM 651633109 1 100 SOLE 100 0 0
NEWMONT MINING COM 651639106 1,546 68,900 SOLE 68,900 0 0
NEWMONT MINING COM 651639106 2 72 SOLE Master T 72 0 0
NEWPORT NEWS SHIPBUILDING COM 652228107 686 22,680 SOLE 22,680 0 0
NEXTEL COMMUNICATIONS COM CL A 65332V103 15,768 106,361 SOLE 106,361 0 0
NEXTEL JAN 02 PUT 55 PUT ON EQUIT 65332V953 36 150 PUT SOLE 150 0 0
NEXTERA ENTERPRISES INC-A COM 65332E101 93 11,700 SOLE 11,700 0 0
NIAGARA MOHAWK PWR CORP COM 653520106 1,014 75,100 SOLE 75,100 0 0
NICOR INC COM 654086107 629 19,104 SOLE 19,104 0 0
NISOURCE INC COM 65473P105 1,431 84,800 SOLE 84,800 0 0
NOBLE AFFILIATES INC COM 654894104 3,616 110,200 SOLE 110,200 0 0
NOBLE DRILLING CORP COM 655042109 3,224 77,800 SOLE 77,800 0 0
NOLAND CO COM 655286102 48 3,300 SOLE 3,300 0 0
NORDSON CP COM 655663102 544 11,800 SOLE 11,800 0 0
NORDSTROM INC COM 655664100 31,370 1063,400 SOLE 1063,400 0 0
NORDSTROM INC COM 655664100 295 10,000 SOLE Master T 10,000 0 0
NORFOLK SOUTHERN CORP COM 655844108 2,237 155,606 SOLE 155,606 0 0
NORTEL INVERSORA ADR COM 656567401 4,764 231,000 SOLE 231,000 0 0
NORTEL NETWORKS CORP COM 656569100 29,806 236,559 SOLE 236,559 0 0
NORTEL NETWORKS CORP COM 656569100 5,347 42,438 SOLE Master T 42,438 0 0
NORTH FORK BANCORPOR COM 659424105 486 27,200 SOLE 27,200 0 0
NORTH VALLEY BANCORP COM 66304M105 18 1,900 SOLE 1,900 0 0
NORTHEAST UTILITIES COM 664397106 2,019 93,900 SOLE 93,900 0 0
NORTHERN TR CORP COM 665859104 6,128 90,700 SOLE 90,700 0 0
NORTHERN TR CORP COM 665859104 1,466 21,700 SOLE Master T 21,700 0 0
NORTHN STS PWR CO MINN COM 665772109 1,246 62,700 SOLE 62,700 0 0
NORTHRIM BK ALASKA COM 666764105 4 457 SOLE 457 0 0
NORTHROP CORP COM 666807102 1,535 29,000 SOLE 29,000 0 0
NOVA CORP COM 669784100 1,421 48,800 SOLE 48,800 0 0
NOVELL INC COM 670006105 3,758 131,300 SOLE 131,300 0 0
NOVELL INC COM 670006105 1,202 42,000 SOLE Master T 42,000 0 0
NOVELLUS SYS INC COM 670008101 12,740 227,000 SOLE 227,000 0 0
NOVELLUS SYS INC COM 670008101 2,166 38,600 SOLE Master T 38,600 0 0
NOVOSTE CORP COM 67010C100 10,544 263,600 SOLE 263,600 0 0
NSTAR COM 67019E107 1,852 44,100 SOLE 44,100 0 0
NUI CORP COM 629430109 326 12,600 SOLE 12,600 0 0
NUTRACEUTICAL INTERNATIONAL COM 67060Y101 13 3,500 SOLE 3,500 0 0
NVIDIA CORP COM 67066G104 1,757 20,800 SOLE 20,800 0 0
OCCIDENTAL PETE CORP COM 674599105 2,494 120,200 SOLE 120,200 0 0
OCEAN ENERGY INC COM 67481E106 1,613 112,200 SOLE 112,200 0 0
OCEANEERING INTL INC COM 675232102 186 9,900 SOLE 9,900 0 0
OEA INC COM 670826106 76 7,900 SOLE 7,900 0 0
OFFICE DEPOT INC 0% 11/01/08 676220AB2 3,438 5000,000 SOLE 5000,000 0 0
OFFICE DEPOT INC 0% 12/11/07 676220AA4 26,56939000,000 SOLE 39000,000 0 0
OFFICE DEPOT INC COM 676220106 342 29,600 SOLE 29,600 0 0
OGDEN CORP COM 676346109 367 30,749 SOLE 30,749 0 0
OGE ENERGY CORP COM 670837103 940 49,000 SOLE 49,000 0 0
OGLEBAY NORTON CO COM 677007106 30 1,400 SOLE 1,400 0 0
OILGEAR CO COM 678042102 42 4,800 SOLE 4,800 0 0
OLD DOMINION FGHT LI COM 679580100 78 6,500 SOLE 6,500 0 0
OLD REPUBLIC INTERNATIONAL C COM 680223104 1,214 88,300 SOLE 88,300 0 0
OLIN CORP COM 680665205 522 29,400 SOLE 29,400 0 0
OMNICARE INC COM 681904108 285 23,600 SOLE 23,600 0 0
OMNICON GP INC COM 681919106 6,840 73,200 SOLE 73,200 0 0
ONEOK INC COM 682680103 326 13,050 SOLE 13,050 0 0
OPINION RESEARCH CORP COM 683755102 41 4,900 SOLE 4,900 0 0
ORACLE SYSTEMS CORP COM 68389X105 52,787 676,212 SOLE 676,212 0 0
ORACLE SYSTEMS CORP COM 68389X105 1,436 18,400 SOLE Master T 18,400 0 0
ORAPHARMA INC COM 68554E106 1,880 101,600 SOLE 101,600 0 0
OREGON STL MLS INC COM 686079104 60 15,500 SOLE 15,500 0 0
ORLEANS HOMEBUILDERS INC COM 686588104 0 200 SOLE 200 0 0
OUTBACK STEAKHOUSE COM 689899102 1,528 47,649 SOLE 47,649 0 0
OVERSEAS SHIP COM 690368105 516 22,500 SOLE 22,500 0 0
OWENS & MINOR INC NE COM 690732102 1,714 161,300 SOLE 161,300 0 0
OWENS ILLINOIS COM 690768403 1,041 61,700 SOLE 61,700 0 0
OXFORD HEALTH PLANS COM 691471106 755 49,500 SOLE 49,500 0 0
OXFORD INDUSTRIES COM 691497309 42 2,300 SOLE 2,300 0 0
P&F INDUSTRIES CL-A COM 692830508 13 1,900 SOLE 1,900 0 0
P-COM INC COM 693262107 7,400 400,000 SOLE 400,000 0 0
PACCAR INC COM 693718108 1,560 31,200 SOLE 31,200 0 0
PACIFIC CENTURY FINL CORP COM 694058108 199 9,800 SOLE 9,800 0 0
PACIFICARE HEALTH SYSTEMS COM 695112102 1,536 30,787 SOLE 30,787 0 0
PACKAGING CORP OF AMERICA COM 695156109 263 25,000 SOLE 25,000 0 0
PACTIV CORPORATION COM 695257105 22,730 2597,700 SOLE 2597,700 0 0
PAINE WEBBER COM 695629105 4,400 100,000 SOLE 100,000 0 0
PAKISTAN INVESTMENT FUND MUTUAL FUND 695844100 2,034 638,200 SOLE 638,200 0 0
PALL CORP COM 696429307 1,114 49,634 SOLE 49,634 0 0
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 186 10,100 SOLE 10,100 0 0
PANERA BREAD COMPANY - CL A COM 69840W108 1 100 SOLE 100 0 0
PAPA JOHNS INTL INC COM 698813102 710 21,500 SOLE 21,500 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 0 2 SOLE 2 0 0
PARK PLACE ENTERTAINMENT COM 700690100 1 100 SOLE 100 0 0
PARKER HANNIFIN CORP COM 701094104 1,863 45,100 SOLE 45,100 0 0
PATINA OIL & GAS CORP COM 703224105 102 7,500 SOLE 7,500 0 0
PAULA FINANCIAL COM 703588103 11 3,200 SOLE 3,200 0 0
PAYCHEX INC COM 704326107 5,236 99,964 SOLE 99,964 0 0
PAYLESS SHOESOURCE INC COM 704379106 426 8,200 SOLE 8,200 0 0
PC CONNECTION INC COM 69318J100 133 4,700 SOLE 4,700 0 0
PC HOLDINGS S.A. SPONS ADR 693200107 65 3,800 SOLE 3,800 0 0
PDK LABS INC COM 693293508 10 2,700 SOLE 2,700 0 0
PE CORP-PE BIOSYSTEMS GROUP COM 69332S102 8,106 84,000 SOLE 84,000 0 0
PECO ENERGY CO COM 693304107 2,777 75,300 SOLE 75,300 0 0
PEERLESS MFG CO COM 705514107 25 1,800 SOLE 1,800 0 0
PEGASUS COMMUNICATIONS CORP COM 705904100 12,774 90,756 SOLE 90,756 0 0
PENN VIRGINIA CORP COM 707882106 120 7,000 SOLE 7,000 0 0
PENTAIR INC COM 709631105 971 26,200 SOLE 26,200 0 0
PENTON MEDIA INC COM 709668107 143 5,500 SOLE 5,500 0 0
PENZOIL QUAKER STATE CO COM 709323109 549 52,555 SOLE 52,555 0 0
PENZOIL QUAKER STATE CO COM 709323109 157 15,000 SOLE Master T 15,000 0 0
PEOPLES BK BRIDGEPOR COM 710198102 312 14,900 SOLE Master T 14,900 0 0
PEOPLES ENERGY CORP COM 711030106 390 14,200 SOLE 14,200 0 0
PEOPLESOFT INC COM 712713106 2,184 109,200 SOLE 109,200 0 0
PEPSI BOTTLING GROUP INC COM 713409100 2,736 136,800 SOLE 136,800 0 0
PEPSICO INC COM 713448108 22,641 655,088 SOLE 655,088 0 0
PEPSICO INC COM 713448108 2,139 61,900 SOLE Master T 61,900 0 0
PER-SE TECHNOLOGIES INC COM 713569309 2 281 SOLE 281 0 0
PEREGRINE SYSTEMS INC COM 71366Q101 288 4,300 SOLE 4,300 0 0
PERFICIENT INC COM 71375U101 4,869 245,000 SOLE 245,000 0 0
PERINI CORP COM 713839108 27 6,000 SOLE 6,000 0 0
PERKINELMER INC COM 714046109 42,009 631,711 SOLE 631,711 0 0
PERKINELMER INC COM 714046109 1,210 18,200 SOLE Master T 18,200 0 0
PERRIGO CO COM 714290103 862 113,500 SOLE 113,500 0 0
PERRY ELLIS INTERNATIONAL COM 288853104 48 4,900 SOLE 4,900 0 0
PETROLEUM DEV CORP COM 716578109 39 9,700 SOLE 9,700 0 0
PFIZER INC COM 717081103 50,774 1388,700 SOLE 1388,700 0 0
PG & E CORP COM 69331C108 3,274 155,900 SOLE 155,900 0 0
PHARMACIA & UPJOHN INC COM 716941109 55,432 935,555 SOLE 935,555 0 0
PHARMACIA & UPJOHN INC COM 716941109 3,093 52,200 SOLE Master T 52,200 0 0
PHARMACOPEIA INC COM 71713B104 39 800 SOLE 800 0 0
PHELPS DODGE COM 717265102 1,513 31,857 SOLE 31,857 0 0
PHILIP MORRIS COS INC COM 718154107 860 40,700 SOLE Master T 40,700 0 0
PHILIPS ELECTRONICS-NY SHR COM 500472204 20,558 120,000 SOLE 120,000 0 0
PHILLIPS PETE CO COM 718507106 4,812 104,035 SOLE 104,035 0 0
PHM CORP COM 745867101 369 17,700 SOLE 17,700 0 0
PHOENIX RESTAURANT COM 719132102 5 14,300 SOLE 14,300 0 0
PHOENIX TECHNOLOGY COM 719153108 108 5,100 SOLE 5,100 0 0
PHONE.COM INC COM 71920Q100 538 3,300 SOLE Master T 3,300 0 0
PHOTON DYNAMICS COM 719364101 7,673 111,200 SOLE 111,200 0 0
PICCADILLY CAFETERIA COM 719567109 36 12,100 SOLE 12,100 0 0
PIERCING PAGODA INC COM 720773100 1 100 SOLE 100 0 0
PINNACLE ENTERTAINMENT COM 723456109 240 11,800 SOLE 11,800 0 0
PINNACLE SYSTEMS INC COM 723481107 7 200 SOLE 200 0 0
PINNACLE WEST CAPITAL COM 723484101 981 34,800 SOLE 34,800 0 0
PINNACLE WEST CAPITAL COM 723484101 609 21,600 SOLE Master T 21,600 0 0
PIONEER NATURAL RSCS COM 723787107 117 11,000 SOLE 11,000 0 0
PITNEY BOWES INC COM 724479100 4,799 107,396 SOLE 107,396 0 0
PITNEY BOWES INC COM 724479100 72 1,600 SOLE Master T 1,600 0 0
PITT DES MOINES INC COM 724508106 149 6,600 SOLE 6,600 0 0
PITTSTON BRINKS GROUP COM 725701106 4,185 246,194 SOLE 246,194 0 0
PLACER DOME INC COM 725906101 1,087 133,800 SOLE 133,800 0 0
PMA CAPITAL CORPORATION-CL A COM 693419202 278 15,900 SOLE 15,900 0 0
PNC FINL CORP COM 693475105 8,337 185,000 SOLE 185,000 0 0
POGO PRODUCING CO COM 730448107 2,856 100,000 SOLE 100,000 0 0
POINT WEST CAPITAL CORP COM 730715109 18 2,500 SOLE 2,500 0 0
POLAROID CORP COM 731095105 1,306 55,000 SOLE 55,000 0 0
POLICY MGMT SYS COM 731108106 2,372 197,700 SOLE 197,700 0 0
POLYCOM INC COM 73172K104 1,853 23,400 SOLE 23,400 0 0
POPE & TALBOT INC COM 732827100 232 12,600 SOLE 12,600 0 0
PORTA SYSTEMS CORP COM 735647307 42 12,000 SOLE 12,000 0 0
POWER-ONE INC COM 739308104 48 800 SOLE 800 0 0
POWERWAVE TECH INC COM 739363109 1,000 8,000 SOLE 8,000 0 0
PPL CORP COM 69351T106 1,204 57,500 SOLE 57,500 0 0
PRAXAIR INC COM 74005P104 296 7,100 SOLE 7,100 0 0
PRECISION CASTPARTS COM 740189105 544 14,900 SOLE 14,900 0 0
PREMIER PARKS INC COM 740540208 1,113 53,000 SOLE 53,000 0 0
PREMIUMWEAR INC COM 740909106 18 2,000 SOLE 2,000 0 0
PRENTISS PROPERTIES TRUST COM 740706106 919 41,200 SOLE 41,200 0 0
PRESIDENTIAL LIFE CO COM 740884101 223 16,200 SOLE 16,200 0 0
PRI AUTOMATION INC COM 69357H106 342 5,600 SOLE 5,600 0 0
PRICE COMMUNICATIONS CORP COM 741437305 759 33,000 SOLE 33,000 0 0
PRICE T ROWE & ASSOCIATES COM 741477103 1,888 47,800 SOLE 47,800 0 0
PRIME GROUP REALTY TRUST COM 74158J103 162 11,300 SOLE 11,300 0 0
PRIMESOURCE CORP COM 741593107 13 2,400 SOLE 2,400 0 0
PRIMEX TECHNOLOGIES INC COM 741597108 153 7,200 SOLE 7,200 0 0
PRISON REALTY CORP COM 74264N105 39 13,500 SOLE 13,500 0 0
PROCTER & GAMBLE CO COM 742718109 30,503 542,276 SOLE 542,276 0 0
PROCTER & GAMBLE CO COM 742718109 951 16,900 SOLE Master T 16,900 0 0
PROGRESS SOFTWARE CORP COM 743312100 190 8,100 SOLE 8,100 0 0
PROGRESSIVE CP COM 743315103 2,251 29,600 SOLE 29,600 0 0
PROJECT SOFTWARE & DEVELOPME COM 74339P101 12,984 229,800 SOLE 229,800 0 0
PROTECTIVE LIFE CORP COM 743674103 1,381 43,500 SOLE 43,500 0 0
PROVIDIAN FINANCIAL CORP COM 74406A102 4,834 55,800 SOLE 55,800 0 0
PS BUSINESS PARKS INC/CA COM 69360J107 17,809 874,074 SOLE 874,074 0 0
PSS WORLD MEDICAL INC COM 69366A100 298 43,900 SOLE 43,900 0 0
PUBLIC SVC CO NEW MEX COM 744499104 1,073 68,100 SOLE 68,100 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 53 1,800 SOLE 1,800 0 0
PUGET SOUND ENERGY INC COM 745332106 1,271 57,300 SOLE 57,300 0 0
PULITZER INC COM 745769109 16 400 SOLE 400 0 0
Q.E.P COMPANY INC COM 74727K102 28 3,200 SOLE 3,200 0 0
QLOGIC CORPORATION COM 747277101 6,721 49,600 SOLE 49,600 0 0
QLT PHOTOTHERAPEUTICS INC COM 746927102 35,222 637,500 SOLE 637,500 0 0
QLT PHOTOTHERAPEUTICS INC COM 746927102 453 8,200 SOLE Master T 8,200 0 0
QUAKER CHEMICAL CORP COM 747316107 107 6,300 SOLE 6,300 0 0
QUAKER CITY BANCORP INC COM 74731K106 24 1,700 SOLE 1,700 0 0
QUAKER OATS CO COM 747402105 4,838 79,800 SOLE 79,800 0 0
QUANTUM CORP DLT & STORAGE COM 747906204 1,290 108,100 SOLE 108,100 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,455 36,600 SOLE 36,600 0 0
QUESTAR CORP COM 748356102 973 52,400 SOLE 52,400 0 0
QUESTCOR PARMACEUTICALS COM 74835Y101 4,825 1642,500 SOLE 1642,500 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 770 45,100 SOLE 45,100 0 0
QUIPP INC COM 748802105 51 3,300 SOLE 3,300 0 0
QUORUM HEALTH COM 749084109 4,964 493,300 SOLE 493,300 0 0
RADIANT SYSTEMS INC COM 75025N102 685 10,900 SOLE 10,900 0 0
RAILAMERICA INC COM 750753105 117 17,300 SOLE 17,300 0 0
RAILWORKS CORP COM 750789109 45 4,400 SOLE 4,400 0 0
RALCORP HLDGS INC COM 751028101 451 31,100 SOLE 31,100 0 0
RALSTON-RALSTON PURINA GROUP COM 751277302 21,465 784,100 SOLE 784,100 0 0
RALSTON-RALSTON PURINA GROUP COM 751277302 397 14,500 SOLE Master T 14,500 0 0
RANGER OIL COM 752805101 185 47,800 SOLE 47,800 0 0
RATIONAL SOFTWARE CO COM 75409P202 4,613 60,300 SOLE 60,300 0 0
RAVEN INDUSTRIES INC COM 754212108 22 2,000 SOLE 2,000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 44 2,100 SOLE 2,100 0 0
RAYTHEON CO CL-B COM 755111408 5,959 335,700 SOLE 335,700 0 0
RAZORFISH INC COM 755236106 121 4,400 SOLE 4,400 0 0
READERS DIGEST ASSN A COM 755267101 2,519 71,200 SOLE 71,200 0 0
REFAC COM 758653109 15 3,700 SOLE 3,700 0 0
RELIANCE STEEL & AL COM 759509102 213 9,500 SOLE 9,500 0 0
RELIANT ENERGY INC COM 75952J108 2,880 122,900 SOLE 122,900 0 0
RELIASTAR FINANCIAL CORP COM 75952U103 1,982 58,500 SOLE 58,500 0 0
RELM WIRELESS CORP COM 759525108 20 4,300 SOLE 4,300 0 0
RENAISSANCE RE HOLDINGS LTD REAL ESTATE G7496G103 796 19,475 SOLE 19,475 0 0
REPUBLIC BANCORP INC COM 760282103 260 27,800 SOLE 27,800 0 0
REUNION INDUSTRIES INC COM 761312107 7 2,000 SOLE 2,000 0 0
REXHALL INDS INC COM 761684109 26 2,940 SOLE 2,940 0 0
REYNOLDS & REY COM 761695105 1,415 52,400 SOLE 52,400 0 0
REYNOLDS METALS CO COM 761763101 163,750 2448,600 SOLE 2448,600 0 0
REYNOLDS METALS CO COM 761763101 1,531 22,900 SOLE Master T 22,900 0 0
RF MICRO DEVICES INC COM 749941100 511 3,800 SOLE Master T 3,800 0 0
RGS ENERGY GROUP COM 74956K104 848 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
ROADWAY EXPRESS INC COM 769742107 176 8,700 SOLE 8,700 0 0
ROBERT HALF INTL INC COM 770323103 2,808 59,200 SOLE 59,200 0 0
ROC TAIWAN FUND MUTUAL FUND 749651105 152 15,400 SOLE 15,400 0 0
ROCKWELL INTL CORP COM 773903109 73,941 1768,400 SOLE 1768,400 0 0
ROCKY SHOES & BOOTS COM 774830103 26 5,400 SOLE 5,400 0 0
ROGERS COM 775133101 6,275 100,000 SOLE 100,000 0 0
ROHM & HAAS CO COM 775371107 3,909 87,601 SOLE 87,601 0 0
ROLLINS INC COM 775711104 296 19,900 SOLE 19,900 0 0
ROUGE INDUSTRIES -CL A COM 779088103 1,105 175,000 SOLE 175,000 0 0
ROWAN COS INC COM 779382100 1,125 38,200 SOLE 38,200 0 0
ROYAL DUTCH PETE CO COM 780257804 45,762 795,000 SOLE 795,000 0 0
RUBY TUESDAY COM 781182100 2,923 167,000 SOLE 167,000 0 0
RUDDICK CORP COM 781258108 536 49,000 SOLE 49,000 0 0
RUSS BERRIE & CO COM 782233100 259 14,000 SOLE 14,000 0 0
RUSSELL CORP COM 782352108 638 44,611 SOLE 44,611 0 0
RYANS FAMILY STEAK COM 783519101 392 41,000 SOLE 41,000 0 0
RYDER SYS INC COM 783549108 658 29,000 SOLE 29,000 0 0
RYERSON TULL INC COM 78375P107 245 15,792 SOLE 15,792 0 0
S L INDS INC COM 784413106 14 1,500 SOLE 1,500 0 0
S&P 400 MIDCAP DEP RECPT ADR 595635103 3,650 40,000 SOLE 40,000 0 0
SABRE GROUP HOLDINGS INC COM 785905100 1,967 53,247 SOLE 53,247 0 0
SABRE GROUP HOLDINGS INC COM 785905100 2 52 SOLE Master T 52 0 0
SAFECO CORP COM 786429100 1,403 52,800 SOLE 52,800 0 0
SAFEWAY INC COM NEW 786514208 9,482 209,540 SOLE 209,540 0 0
SAFEWAY INC COM NEW 786514208 1,608 35,528 SOLE Master T 35,528 0 0
SAKS INCORPORATED COM 79377W108 1,435 98,965 SOLE 98,965 0 0
SALOMON BROS FUND MUTUAL FUND 795477108 156 7,900 SOLE 7,900 0 0
SALTON INC COM 795757103 408 9,400 SOLE 9,400 0 0
SANDISK CORP COM 80004C101 2,695 22,000 SOLE 22,000 0 0
SANFILIPPO JOHN B & COM 800422107 16 3,700 SOLE 3,700 0 0
SANMINA CORP COM 800907107 5,594 82,800 SOLE 82,800 0 0
SANTA FE INTL CORP COM G7805C108 15 400 SOLE 400 0 0
SANTA FE SNYDER CORP COM 80218K105 1,146 119,100 SOLE 119,100 0 0
SARA LEE CORP COM 803111103 6,451 358,382 SOLE 358,382 0 0
SAUCONY INC - CL A COM 804120103 44 4,500 SOLE 4,500 0 0
SAWTEK INC COM 805468105 1,543 29,347 SOLE 29,347 0 0
SBC COMMUNICATIONS INC COM 78387G103 59,299 1411,891 SOLE 1411,891 0 0
SCANA CORP COM 80589M102 1,347 54,856 SOLE 54,856 0 0
SCHERING PLOUGH CORP COM 806605101 6,431 175,000 SOLE 175,000 0 0
SCHERING PLOUGH CORP COM 806605101 775 21,100 SOLE Master T 21,100 0 0
SCHLUMBERGER LTD COM 806857108 4,968 64,942 SOLE 64,942 0 0
SCHOLASTIC CORP COM 807066105 1,268 23,500 SOLE 23,500 0 0
SCHOOL SPECIALTY INC COM 807863105 4,300 200,000 SOLE 200,000 0 0
SCHULMAN A COM 808194104 400 30,200 SOLE 30,200 0 0
SCHULTZ SAV O STORES COM 808196109 3 300 SOLE 300 0 0
SCI SYSTEMS INC COM 783890106 3,552 66,000 SOLE 66,000 0 0
SCIENTIFIC ATLANTA INC COM 808655104 3,989 62,876 SOLE 62,876 0 0
SCPIE HOLDINGS INC COM 78402P104 380 12,400 SOLE 12,400 0 0
SCRIPPS CO (E.W.) CL A COM 811054204 359 7,400 SOLE Master T 7,400 0 0
SCUDDER NEW ASIA FUND INC MUTUAL FUND 811183102 3,466 189,900 SOLE 189,900 0 0
SEABOARD CORP COM 811543107 27 150 SOLE 150 0 0
SEACHANGE INTERNATIONAL INC COM 811699107 690 11,200 SOLE 11,200 0 0
SEACOR HLDGS INC COM 811904101 109 1,800 SOLE 1,800 0 0
SEAGATE TECHNOLOGY COM 811804103 26,432 438,700 SOLE 438,700 0 0
SEAGATE TECHNOLOGY COM 811804103 1,036 17,200 SOLE Master T 17,200 0 0
SEAGRAM LTD COM 811850106 9,691 162,880 SOLE 162,880 0 0
SEALED AIR CORP (NEW) A 0% CONV 12/3 81211K209 10,232 197,005 SOLE 197,005 0 0
SECURITY CAPITAL GROUP B COM 81413P204 27,089 1876,300 SOLE 1876,300 0 0
SECURITY CAPITAL US REALTY COM 814136206 24,342 1475,292 SOLE 1475,292 0 0
SENSORMATIC COM 817265101 2,598 115,800 SOLE 115,800 0 0
SEPRACOR INC COM 817315104 17,795 244,400 SOLE 244,400 0 0
SEQUA CORP COM 817320104 1,359 34,300 SOLE 34,300 0 0
SEVENSON ENVIRONMENT COM 818063109 14 1,500 SOLE 1,500 0 0
SHARED MED SYS CORP COM 819486101 571 11,000 SOLE 11,000 0 0
SHAW INDUSTRIES COM 820286102 1,438 94,700 SOLE 94,700 0 0
SHELL TRANSPORT & TRADING COM (1NYS=6 822703609 3,125 63,700 SOLE 63,700 0 0
SHELL TRANSPORT & TRADING COM (1NYS=6 822703609 1,089 22,200 SOLE Master T 22,200 0 0
SHERWIN WILLIAMS CO COM 824348106 16,872 769,100 SOLE 769,100 0 0
SHERWIN WILLIAMS CO COM 824348106 362 16,500 SOLE Master T 16,500 0 0
SHOE CARNIVAL INC COM 824889109 88 9,500 SOLE 9,500 0 0
SIEBEL SYSTEMS INC COM 826170102 621 5,200 SOLE 5,200 0 0
SIERRA PACIFIC RESOURCES COM 826428104 677 54,154 SOLE 54,154 0 0
SIGMA ALDRICH CORP COM 826552101 1,118 41,600 SOLE 41,600 0 0
SILICON GRAPHICS INC COM 827056102 801 75,800 SOLE 75,800 0 0
SILICON STORAGE TECHNOLOGY COM 827057100 177 2,400 SOLE 2,400 0 0
SILICON VY BANCSHARE COM 827064106 93 1,300 SOLE 1,300 0 0
SILICONIX INC COM 827079203 542 5,700 SOLE 5,700 0 0
SIMPSON INDUSTRIES COM 829060102 10,282 1047,800 SOLE 1047,800 0 0
SIMPSON INDUSTRIES COM 829060102 154 15,700 SOLE Master T 15,700 0 0
SKYLINE CORP COM 830830105 230 10,600 SOLE 10,600 0 0
SLM HOLDING CORP COM 78442A109 2,119 63,600 SOLE 63,600 0 0
SMITH CHARLES E RESIDENTIAL COM 832197107 173 4,800 SOLE 4,800 0 0
SMITH INTL INC COM 832110100 171 2,200 SOLE 2,200 0 0
SNAP ON TOOLS COM 833034101 702 26,800 SOLE 26,800 0 0
SNYDER COMMUNICATIONS INC COM 832914105 1,469 65,300 SOLE 65,300 0 0
SOFTNET SYSTEMS COM 833964109 2,317 79,200 SOLE 79,200 0 0
SOFTWARE SPECTRUM COM 833960107 119 5,600 SOLE 5,600 0 0
SOLECTRON CORP COM 834182107 9,763 243,700 SOLE 243,700 0 0
SOLECTRON CORP COM 834182107 248 6,200 SOLE Master T 6,200 0 0
SOLUTIA INC COM 834376105 33,111 2475,600 SOLE 2475,600 0 0
SOLUTIA INC COM 834376105 242 18,100 SOLE Master T 18,100 0 0
SONESTA INTL HOTELS COM 835438409 29 3,600 SOLE 3,600 0 0
SONIC CORP COM 835451105 177 6,500 SOLE 6,500 0 0
SONOCO PRODS CO COM 835495102 1,557 66,270 SOLE 66,270 0 0
SOTHEBYS HLDS COM 835898107 728 39,500 SOLE 39,500 0 0
SOUND ADVICE INC COM 836066100 41 3,700 SOLE 3,700 0 0
SOUTHDOWN INC COM 841297104 1,516 25,700 SOLE 25,700 0 0
SOUTHERN AFRICA FUND INC MUTUAL FUND 842157109 3,030 195,516 SOLE 195,516 0 0
SOUTHERN CO COM 842587107 6,060 278,600 SOLE 278,600 0 0
SOUTHERN ENERGY HOMES INC COM 842814105 7 5,200 SOLE 5,200 0 0
SOUTHERN MISSOURI BANCORP COM 843380106 15 1,300 SOLE 1,300 0 0
SOUTHTRUST CP COM 844730101 7,758 305,000 SOLE 305,000 0 0
SOVEREIGN BANCORP INC COM 845905108 989 130,800 SOLE 130,800 0 0
SPACELABS MEDICAL COM 846247104 209 13,100 SOLE 13,100 0 0
SPAIN FUND (THE) MUTUAL FUND 846330108 3,344 227,701 SOLE 227,701 0 0
SPECIALTY CATALOG CORPORATIO COM 84748Q103 13 4,700 SOLE 4,700 0 0
SPEIZMAN INDS INC COM 847805108 15 4,000 SOLE 4,000 0 0
SPIEGEL INC -CL A COM 848457107 166 20,700 SOLE 20,700 0 0
SPORT CHALET INC COM 849163100 30 6,300 SOLE 6,300 0 0
SPRINGS INDUSTRIES INC COM 851783100 714 18,800 SOLE 18,800 0 0
SPRINT CORP COM 852061100 22,724 360,700 SOLE 360,700 0 0
SPRINT CORP COM 852061100 995 15,789 SOLE Master T 15,789 0 0
SPRINT CORP PCS GROUP COM 852061506 1,144 17,520 SOLE Master T 17,520 0 0
SPX CORP COM 784635104 3,885 34,100 SOLE 34,100 0 0
ST PAUL COS INC COM 792860108 3,136 91,900 SOLE 91,900 0 0
STANDARD AUTOMOTIVE CORP COM 853097103 14 2,000 SOLE 2,000 0 0
STANDARD MANAGEMENT CORP COM 853612109 0 100 SOLE 100 0 0
STANDARD MICROSYSTEM COM 853626109 224 15,400 SOLE 15,400 0 0
STANDARD REGISTER CO COM 853887107 223 17,300 SOLE 17,300 0 0
STAPLES INC COM 855030102 184 9,200 SOLE Master T 9,200 0 0
STARBUCKS CORP COM 855244109 5,360 119,600 SOLE 119,600 0 0
STARRETT (L.S.) CO COM 855668109 176 7,500 SOLE 7,500 0 0
STATE STREET CORP COM 857477103 1,414 14,600 SOLE 14,600 0 0
STATEN ISLAND BANCORP INC COM 857550107 34 2,000 SOLE 2,000 0 0
STEEL TECHNOLOGIES COM 858147101 2 200 SOLE 200 0 0
STERIS CORP COM 859152100 429 41,900 SOLE 41,900 0 0
STERLING FINL CORP COM 859319105 30 3,000 SOLE 3,000 0 0
STERLING SOFTWARE COM 859547101 4,743 155,500 SOLE 155,500 0 0
STERLING SOFTWARE COM 859547101 180 5,900 SOLE Master T 5,900 0 0
STEWART & STEVENSON SVCS INC COM 860342104 237 21,100 SOLE 21,100 0 0
STEWART ENT INC CL-A COM 860370105 371 75,100 SOLE 75,100 0 0
STILLWATER MINING COMPANY COM 86074Q102 662 16,550 SOLE 16,550 0 0
STORAGE TECHNOLOGY CORP COM PAR $0.1 862111200 1,031 64,700 SOLE 64,700 0 0
STRUCTURAL DYNAMICS RESEARCH COM 863555108 301 22,300 SOLE 22,300 0 0
STRYKER CORP COM 863667101 4,701 67,400 SOLE 67,400 0 0
STUDENT LOAN CORP COM 863902102 192 4,700 SOLE 4,700 0 0
STV GROUP INC COM 784847105 19 2,700 SOLE 2,700 0 0
SUMMA INDUSTRIES COM 86562T105 7 700 SOLE 700 0 0
SUN MICROSYSTEMS INC COM 866810104 29,095 310,500 SOLE 310,500 0 0
SUNAIR ELECTRONICS INC COM 867017105 2 500 SOLE 500 0 0
SUNBEAM CORP COM 867071102 0 19 SOLE 19 0 0
SUNBURST HOSPITALITY CORP COM 866948102 13 2,700 SOLE 2,700 0 0
SUNCOR ENERGY INC COM 867229106 128 3,000 SOLE Master T 3,000 0 0
SUNGARD DATA SYSTEMS COM 867363103 3,341 88,500 SOLE 88,500 0 0
SUNOCO INC COM 86764P109 1,014 37,044 SOLE 37,044 0 0
SUNRISE LEASING CORP COM 86769K105 2 500 SOLE 500 0 0
SUNTRUST BKS INC COM 867914103 3,176 55,000 SOLE 55,000 0 0
SUNTRUST BKS INC COM 867914103 306 5,300 SOLE Master T 5,300 0 0
SUPER VALU STORES INC COM 868536103 1,042 55,000 SOLE 55,000 0 0
SUPERIOR INDUSTRIES INTL COM 868168105 4,300 135,700 SOLE 135,700 0 0
SUPERIOR SURGICAL MF COM 868358102 52 5,300 SOLE 5,300 0 0
SUPREMA SPECIALTIES INC COM 86859F107 1 100 SOLE 100 0 0
SW AIRLINES COM 844741108 4,291 206,188 SOLE 206,188 0 0
SWIFT TRANSPORTATION COM 870756103 865 42,200 SOLE 42,200 0 0
SWISS HELVETIA FUND CLOSED END F 870875101 29,549 2149,000 SOLE 2149,000 0 0
SYBASE INC COM 871130100 626 30,800 SOLE 30,800 0 0
SYBRON INTL CORP COM 87114F106 1,908 65,800 SOLE 65,800 0 0
SYKES ENTERPRISES INC COM 871237103 580 30,400 SOLE 30,400 0 0
SYLVAN LEARNING SYSTEMS INC COM 871399101 569 35,700 SOLE 35,700 0 0
SYMANTEC CORP COM 871503108 3,013 40,100 SOLE 40,100 0 0
SYMBOL TECH COM 871508107 102 1,238 SOLE 1,238 0 0
SYMS CORP COM 871551107 61 15,300 SOLE 15,300 0 0
SYNOPSYS INC COM 871607107 2,296 47,100 SOLE 47,100 0 0
SYNOVUS FINANCIAL CORP COM 87161C105 3,964 210,000 SOLE 210,000 0 0
SYSCO CORP COM 871829107 1,435 40,212 SOLE 40,212 0 0
TALX CORPORATION COM 874918105 65 3,400 SOLE 3,400 0 0
TANDY BRANDS ACCESSO COM 875378101 28 3,200 SOLE 3,200 0 0
TANDY CORP COM 875382103 3,806 75,000 SOLE 75,000 0 0
TANDY CORP COM 875382103 850 16,740 SOLE Master T 16,740 0 0
TCF FINANCIAL CORP COM 872275102 1,369 57,500 SOLE 57,500 0 0
TEAM INC COM 878155100 9 3,600 SOLE 3,600 0 0
TECH DATA CORP COM 878237106 5,796 176,300 SOLE 176,300 0 0
TECHNITROL INC COM 878555101 17 300 SOLE 300 0 0
TECUMSEH PRODS CO COM CL B 878895101 189 4,500 SOLE 4,500 0 0
TECUMSEH PRODUCTS COM CL A 878895200 629 14,300 SOLE 14,300 0 0
TEKELEC COM 879101103 423 11,400 SOLE 11,400 0 0
TEKTRONIX CORP COM 879131100 2,050 36,600 SOLE 36,600 0 0
TEL & DATA SYS COM 879433100 4,695 42,300 SOLE 42,300 0 0
TELEBRAS SP ADR PFD BLOCK COM 879287308 11,825 79,000 SOLE 79,000 0 0
TELECOMUNICACOES DE SAO PAUL COM 87929A102 153,392 5166,895 SOLE 5166,895 0 0
TELEFONICA DE ARGENTINA-ADR ADR 879378206 135,458 3451,150 SOLE 3451,150 0 0
TELEFONICA DE PERU ADR ADR 879384105 165,896 9758,610 SOLE 9758,610 0 0
TELEKOMUNIKASI INDONESIA ADR 715684106 3,857 406,000 SOLE 406,000 0 0
TELESOFT CORP COM 879924108 4 1,000 SOLE 1,000 0 0
TELESUDESTE CELULAR PART ADR COM 879252104 116,430 2331,510 SOLE 2331,510 0 0
TELLABS INC COM 879664100 10,367 164,600 SOLE 164,600 0 0
TEMPLE INLAND INC COM 879868107 869 17,450 SOLE 17,450 0 0
TEMPLE INLAND INC COM 879868107 264 5,300 SOLE Master T 5,300 0 0
TEMPLETON CHINA WORLD FUND MUTUAL FUND 88018X102 27,695 3489,100 SOLE 3489,100 0 0
TEMPLETON DRAGON FUND INC MUTUAL FUND 88018T101 36,761 4113,150 SOLE 4113,150 0 0
TEMPLETON EMERGING MKTS APPR COM 880190103 774 73,700 SOLE 73,700 0 0
TEMPLETON EMERGING MKTS FND CLOSED END F 880191101 5,799 533,200 SOLE 533,200 0 0
TEMPLETON RUSSIA FUND INC MUTUAL FUND 88022F105 2,237 119,700 SOLE 119,700 0 0
TEMPLETON VIETNAM OPP FD CLOSED END F 88022J107 2,797 344,300 SOLE 344,300 0 0
TENET HEALTHCARE CORP COM 88033G100 2,703 117,500 SOLE 117,500 0 0
TENET HEALTHCARE CORP COM 88033G100 269 11,712 SOLE Master T 11,712 0 0
TENNECO AUTOMOTIVE COM 880349105 6,039 760,860 SOLE 760,860 0 0
TERADYNE CORP COM 880770102 5,799 70,500 SOLE 70,500 0 0
TERADYNE CORP COM 880770102 1,020 12,400 SOLE Master T 12,400 0 0
TESORO PETROLEUM COR COM 881609101 199 17,300 SOLE 17,300 0 0
TEXACO COM 881694103 12,219 227,867 SOLE 227,867 0 0
TEXACO COM 881694103 1,882 35,100 SOLE Master T 35,100 0 0
TEXAS INSTRS INC COM 882508104 65,705 410,655 SOLE 410,655 0 0
TEXAS PAC LTD COM 882610108 4 100 SOLE 100 0 0
TEXAS UTILS CO COM 882848104 3,390 114,200 SOLE 114,200 0 0
TEXTRON INC COM 883203101 3,786 62,200 SOLE 62,200 0 0
THE PMI GROUP INC COM 69344M101 1,352 28,500 SOLE 28,500 0 0
THE ROTTLUND COMPANY COM 779077106 11 4,200 SOLE 4,200 0 0
THERMO ELECTRON COM 883556102 1,298 63,700 SOLE 63,700 0 0
THERMO ELECTRON COM 883556102 540 26,500 SOLE Master T 26,500 0 0
THOMAS & BETTS CORP COM 884315102 664 23,500 SOLE 23,500 0 0
THOMAS NELSON INC COM 640376109 116 14,600 SOLE 14,600 0 0
TIDEWATER INC COM 886423102 1,145 36,000 SOLE 36,000 0 0
TIFFANY & CO COM 886547108 3,964 47,400 SOLE 47,400 0 0
TIMBERLAND BANCORP INC COM 887098101 1,109 113,000 SOLE 113,000 0 0
TIMBERLAND CO COM 887100105 561 11,000 SOLE 11,000 0 0
TIME WARNER COM 887315109 8,954 89,540 SOLE 89,540 0 0
TIME WARNER COM 887315109 1,390 13,900 SOLE Master T 13,900 0 0
TIMES MIRROR CO COM CL A 887364107 14,798 159,221 SOLE 159,221 0 0
TIMKEN CO COM 887389104 1,190 73,200 SOLE 73,200 0 0
TITAN CORP COM 888266103 1,520 29,800 SOLE 29,800 0 0
TJX COS INC NEW COM 872540109 31,996 1442,076 SOLE 1442,076 0 0
TJX COS INC NEW COM 872540109 1,025 46,200 SOLE Master T 46,200 0 0
TNP ENTERPRISES INC COM 872594106 526 12,000 SOLE 12,000 0 0
TODAYS MAN INC COM 888910205 15 20,300 SOLE 20,300 0 0
TODHUNTER INTL INC COM 889050100 24 3,000 SOLE 3,000 0 0
TOO INC COM 890333107 2,931 92,857 SOLE 92,857 0 0
TOPPS INC COM 890786106 379 45,600 SOLE 45,600 0 0
TORCHMARK CORP COM 891027104 1,235 53,400 SOLE 53,400 0 0
TOSCO CORP COM 891490302 1,890 62,100 SOLE 62,100 0 0
TOTAL RENAL CARE COM 89151A107 3 900 SOLE 900 0 0
TOTAL S A ADR 89151E109 3,591 48,778 SOLE Master T 48,778 0 0
TOYS R US COM 892335100 1,486 100,300 SOLE 100,300 0 0
TRACTOR SUPPLY COMPANY COM 892356106 12 600 SOLE 600 0 0
TRANS WORLD ENTERTAINMENT CO COM 89336Q100 43 4,300 SOLE 4,300 0 0
TRANSACTION SYSTEMS ARCHITEC COM CL A 893416107 635 22,000 SOLE 22,000 0 0
TRANSOCEAN SEDCO FOREX INC COM G90078109 4,298 83,767 SOLE 83,767 0 0
TRANSWITCH CORP COM 894065101 2,547 26,500 SOLE 26,500 0 0
TRC COS INC COM 872625108 100 8,400 SOLE 8,400 0 0
TRIARC COS INC COM 895927101 378 18,900 SOLE 18,900 0 0
TRIBUNE CO NEW COM 896047107 497 13,600 SOLE 13,600 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 3,176 102,248 SOLE 102,248 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 76 2,460 SOLE Master T 2,460 0 0
TRIGON HEALTHCARE INC COM 89618L100 958 26,800 SOLE 26,800 0 0
TRINITY INDUSTRIES COM 896522109 576 24,300 SOLE 24,300 0 0
TRIQUINT SEMICONDUCTOR COM 89674K103 3,631 49,400 SOLE 49,400 0 0
TRUE NORTH COMMUNICATIONS COM 897844106 1,533 39,000 SOLE 39,000 0 0
TRUST CO NJ JERSEY COM 898304100 134 6,900 SOLE 6,900 0 0
TRW INC COM 872649108 2,984 51,000 SOLE 51,000 0 0
TRW INC COM 872649108 433 7,400 SOLE Master T 7,400 0 0
TUPPERWARE CORPORATION W/I COM 899896104 367 23,200 SOLE 23,200 0 0
TURKISH INVESTMENT FUND MUTUAL FUND 900145103 2,555 146,000 SOLE 146,000 0 0
TV GUIDE INC - CL A COM 87307Q109 466 9,700 SOLE Master T 9,700 0 0
TYCO LABS INC COM 902124106 17,142 343,698 SOLE 343,698 0 0
TYCO LABS INC COM 902124106 2,010 40,300 SOLE Master T 40,300 0 0
TYSON FOODS INC COM CL A 902494103 1,702 153,000 SOLE 153,000 0 0
U.S. BANCORP COM 902973106 18,774 858,231 SOLE 858,231 0 0
U.S. BANCORP COM 902973106 1,218 55,700 SOLE Master T 55,700 0 0
U.S. CAN CORPORATION COM 90328W105 29,347 1509,800 SOLE 1509,800 0 0
U.S. CAN CORPORATION COM 90328W105 266 13,700 SOLE Master T 13,700 0 0
U.S. FOODSERVICE COM 90331R101 2,961 115,000 SOLE 115,000 0 0
UCAR INTL INC COM 90262K109 136 10,300 SOLE 10,300 0 0
UFP TECHNOLOGIES INC COM 902673102 0 100 SOLE 100 0 0
UICI COM 902737105 42,400 6400,000 SOLE 6400,000 0 0
ULTRAMAR CORP COM 904000106 1,505 59,322 SOLE 59,322 0 0
UMB FINANCIAL COM 902788108 694 18,880 SOLE 18,880 0 0
UNICOM CORP COM 904911104 3,252 89,100 SOLE 89,100 0 0
UNICOM CORP COM 904911104 934 25,600 SOLE Master T 25,600 0 0
UNIFI INC COM 904677101 334 37,400 SOLE 37,400 0 0
UNIGRAPHICS SOLUTIONS INC COM 904928108 2,646 89,500 SOLE 89,500 0 0
UNILEVER N V COM 904784709 11,148 231,646 SOLE 231,646 0 0
UNION CARBIDE CORP COM 905581104 29,804 511,100 SOLE 511,100 0 0
UNION PAC CORP COM 907818108 3,969 101,433 SOLE 101,433 0 0
UNION PACIFIC RESOURCES GRP COM 907834105 1,502 103,609 SOLE 103,609 0 0
UNISYS CORP COM 909214108 3,256 127,700 SOLE 127,700 0 0
UNISYS CORP COM 909214108 416 16,300 SOLE Master T 16,300 0 0
UNITED AUTO GROUP COM 909440109 25,060 2843,656 SOLE 2843,656 0 0
UNITED INDUSTRIAL CO COM 910671106 133 13,300 SOLE 13,300 0 0
UNITED RETAIL GROUP COM 911380103 160 16,800 SOLE 16,800 0 0
UNITED TECHNOLOGIES CORP COM 913017109 55,807 883,189 SOLE 883,189 0 0
UNITED TECHNOLOGIES CORP COM 913017109 2,672 42,280 SOLE Master T 42,280 0 0
UNITEDGLOBALCOM INC -CLA COM 913247508 44,302 590,200 SOLE 590,200 0 0
UNITEDHEALTH GROUP INC COM 910581107 4,478 75,100 SOLE 75,100 0 0
UNIVERSAL FOODS COM 913538104 680 31,800 SOLE 31,800 0 0
UNIVERSAL FOREST PRODUCTS COM 913543104 30 2,400 SOLE 2,400 0 0
UNIVERSAL HLTH SVCS COM 913903100 4,900 100,000 SOLE 100,000 0 0
UNIVISION COMMUNICATIONS INC COM 914906102 7,876 69,700 SOLE 69,700 0 0
UNO RESTAURANT CORP COM 914900105 29 2,700 SOLE 2,700 0 0
UNOCAL CORP COM 915289102 3,005 101,016 SOLE 101,016 0 0
UNUMPROVIDENT CORP COM 91529Y106 1,649 96,974 SOLE 96,974 0 0
US AIRWAYS JAN 01 PUT 25 911905957 110 200 SOLE 200 0 0
US WEST INC COM 91273H101 184,642 2542,400 SOLE 2542,400 0 0
US WEST INC COM 91273H101 523 7,200 SOLE Master T 7,200 0 0
USAIR GROUP INC COM 911905107 840 30,200 SOLE 30,200 0 0
USEC INC COM 90333E108 111 23,900 SOLE 23,900 0 0
USEC INC COM 90333E108 139 30,000 SOLE Master T 30,000 0 0
USFREIGHTWAYS CORPORATION COM 916906100 374 10,000 SOLE 10,000 0 0
USFREIGHTWAYS CORPORATION COM 916906100 352 9,400 SOLE Master T 9,400 0 0
USG CORP COM 903293405 1,392 33,200 SOLE 33,200 0 0
USX MARATHON GROUP COM 902905827 3,365 129,100 SOLE 129,100 0 0
USX-U S STEEL COM 90337T101 35,873 1434,900 SOLE 1434,900 0 0
UTI ENERGY CORP COM 903387108 38 1,000 SOLE 1,000 0 0
UTILICORP COM 918005109 1,109 61,400 SOLE 61,400 0 0
UTILX CORP COM 918031105 15 2,400 SOLE 2,400 0 0
V F CORP COM 918204108 1,162 48,310 SOLE 48,310 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 1,249 37,500 SOLE 37,500 0 0
VALERO ENERGY CORP COM 91913Y100 1,596 52,100 SOLE 52,100 0 0
VALUE CITY DEPARTMENT STORES COM 920387107 311 22,400 SOLE 22,400 0 0
VARCO INTL INC COM 922126107 510 40,400 SOLE 40,400 0 0
VARIAN INC COM 922206107 1,075 28,000 SOLE 28,000 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 1,332 29,200 SOLE 29,200 0 0
VARIAN SEMICONDUCTOR EQUIP COM 922207105 1,769 27,800 SOLE 27,800 0 0
VENATOR GROUP INC COM 922944103 459 51,400 SOLE 51,400 0 0
VERITAS SOFTWARE CORP COM 923436109 19,774 150,950 SOLE 150,950 0 0
VIACOM COM CL B 925524308 15,123 286,688 SOLE 286,688 0 0
VIAD CORP COM 92552R109 6,510 284,600 SOLE 284,600 0 0
VICORP RESTAURANTS COM 925817108 19 900 SOLE 900 0 0
VIDAMED INC COM 926530106 3,563 1000,000 SOLE 1000,000 0 0
VIDEO DISPLAY CORP COM 926555103 30 4,500 SOLE 4,500 0 0
VILLAGE SUPER MKT COM 927107409 41 3,000 SOLE 3,000 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 3,766 67,701 SOLE 67,701 0 0
VISX INC DEL COM 92844S105 807 44,200 SOLE 44,200 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 905 9,400 SOLE 9,400 0 0
VOCALTEC COMMUNICATIONS LTD COM M97601104 58 2,000 SOLE 2,000 0 0
VODAFONE GROUP PLC ADR 92857T107 372 6,700 SOLE Master T 6,700 0 0
VODAVI TECHNOLOGY INC COM 92857V102 5 1,000 SOLE 1,000 0 0
VOICESTREAM WIRELESS CORP COM 928615103 889 6,900 SOLE Master T 6,900 0 0
VOLT INFORMATION SCIENCES IN COM 928703107 234 6,500 SOLE 6,500 0 0
VSE CORP COM 918284100 19 2,600 SOLE 2,600 0 0
VULCAN MATERIALS COM 929160109 1,842 40,200 SOLE 40,200 0 0
W.R. GRACE & CO COM 38388F108 369 29,100 SOLE 29,100 0 0
WABASH NATIONAL CORP COM 929566107 315 22,600 SOLE 22,600 0 0
WACHOVIA CORP COM 929771103 1,892 28,000 SOLE 28,000 0 0
WACHOVIA CORP COM 929771103 1,231 18,222 SOLE Master T 18,222 0 0
WACKENHUT CORP CL B COM 929794303 2,040 202,700 SOLE 202,700 0 0
WAINWRIGHT BANK TRUST COMPAN COM 930705108 31 4,400 SOLE 4,400 0 0
WAL MART STORES INC COM 931142103 80,369 1448,092 SOLE 1448,092 0 0
WAL MART STORES INC COM 931142103 2,819 50,800 SOLE Master T 50,800 0 0
WALLACE COMPUTER COM 932270101 308 26,100 SOLE 26,100 0 0
WALTER INDUSTRIES INC COM 93317Q105 188 24,200 SOLE 24,200 0 0
WARNACO GROUP CL A COM 934390105 443 37,500 SOLE 37,500 0 0
WARNER LAMBERT CO COM 934488107 81,910 840,100 SOLE 840,100 0 0
WARNER LAMBERT CO COM 934488107 3,052 31,300 SOLE Master T 31,300 0 0
WASH POST CL B COM 939640108 3,806 7,035 SOLE 7,035 0 0
WASHINGTON G & L COM 938837101 875 32,200 SOLE 32,200 0 0
WASHINGTON MUTUAL INC COM 939322103 5,746 216,820 SOLE 216,820 0 0
WASHINGTON MUTUAL INC COM 939322103 109 4,100 SOLE Master T 4,100 0 0
WASTE MANAGEMENT INC COM 94106L109 3,519 257,127 SOLE 257,127 0 0
WASTE MANAGEMENT INC COM 94106L109 246 18,000 SOLE Master T 18,000 0 0
WATER PIK TECHNOLOGIES INC COM 94113U100 28 3,860 SOLE 3,860 0 0
WATERS CORP COM 941848103 4,001 42,000 SOLE 42,000 0 0
WATSON PHARMACEUTICAL INC COM 942683103 1,401 35,300 SOLE 35,300 0 0
WATTS INDUSTRIES COM CL A 942749102 131 10,600 SOLE 10,600 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 171 13,200 SOLE 13,200 0 0
WEATHERFORD INTERNATIONAL COM 947074100 12,036 204,216 SOLE 204,216 0 0
WEBS - MALAYSIA INDEX SERIES COM 92923H871 4,013 578,500 SOLE 578,500 0 0
WEBSTER FINANCIAL CORPORATIO COM 947890109 253 11,000 SOLE 11,000 0 0
WELLMAN INC COM 949702104 380 19,200 SOLE 19,200 0 0
WELLPOINT HEALTH NETWORKS COM 94973H108 1,929 27,600 SOLE 27,600 0 0
WELLS FARGO COMPANY COM 949746101 21,751 531,320 SOLE 531,320 0 0
WENDYS INTL INC COM 950590109 987 48,900 SOLE 48,900 0 0
WESCO INTERNATIONAL INC COM 95082P105 51 6,600 SOLE 6,600 0 0
WEST PHARMACEUTICALS SVCS IN COM 955306105 365 14,400 SOLE 14,400 0 0
WESTAFF INC COM 957070105 123 13,500 SOLE 13,500 0 0
WESTAMERICA BANCORPORATION COM 957090103 272 9,800 SOLE 9,800 0 0
WESTINGHOUSE AIR BRAKE CO COM 960386100 25,521 2402,000 SOLE 2402,000 0 0
WESTON (ROY F.) INC. COM 961137106 6 2,400 SOLE 2,400 0 0
WESTPOINT STEVENS INC COM 961238102 728 38,300 SOLE 38,300 0 0
WESTWOOD ONE INC COM 961815107 2,545 70,200 SOLE 70,200 0 0
WEYERHAEUSER CO COM 962166104 5,512 96,700 SOLE 96,700 0 0
WHIRLPOOL CORP COM 963320106 1,829 31,200 SOLE 31,200 0 0
WHITE MOUNTAINS INSURANCE GP COM G9618E107 858 6,400 SOLE 6,400 0 0
WHITEHALL JEWELLERS INC COM 965063100 115 4,900 SOLE 4,900 0 0
WHITMAN CORP COM 96647R107 5,964 427,900 SOLE 427,900 0 0
WHOLE FOODS MARKET INC COM 966837106 224 5,400 SOLE Master T 5,400 0 0
WICOR INC COM 929253102 75,389 2431,900 SOLE 2431,900 0 0
WILLAMETTE INDS INC COM 969133107 1,818 45,300 SOLE 45,300 0 0
WILLIAMS COS INC DEL COM 969457100 7,823 178,050 SOLE 178,050 0 0
WILLIAMS-SONOMA COM 969904101 1,178 38,000 SOLE 38,000 0 0
WINDMERE CORP COM 973411101 10 700 SOLE 700 0 0
WINN DIXIE STORES INC COM 974280109 1,184 60,900 SOLE 60,900 0 0
WINNEBAGO INDS INC COM 974637100 294 16,300 SOLE 16,300 0 0
WINSTON HOTELS INC COM 97563A102 126 16,200 SOLE 16,200 0 0
WISCONSIN CENTRAL TRANSPORT COM 976592105 403 32,900 SOLE 32,900 0 0
WISCONSIN ENERGY CORP COM 976657106 1,551 77,800 SOLE 77,800 0 0
WISER OIL CO COM 977284108 558 229,000 SOLE 229,000 0 0
WMF GROUP LIMITED COM 929289106 28,433 5415,902 SOLE 5415,902 0 0
WMS INDUSTRIES INC COM 929297109 60 6,100 SOLE 6,100 0 0
WOLOHAN LUMBER CO COM 977865104 17 1,600 SOLE 1,600 0 0
WORTHINGTON INDS INC COM 981811102 469 37,900 SOLE 37,900 0 0
XCARE.NET INC COM 98388Y101 129 9,000 SOLE 9,000 0 0
XEROX CORP COM 984121103 7,158 275,300 SOLE 275,300 0 0
XILINX INC COM 983919101 10,940 132,100 SOLE 132,100 0 0
XM SATELLITE RADIO HOLDING - COM 983759101 3,575 102,500 SOLE 102,500 0 0
XOMA CORP COM G9825R107 3,488 450,000 SOLE 450,000 0 0
XTRA CORP COM 984138107 3,188 83,900 SOLE 83,900 0 0
YAHOO INC COM 984332106 37,086 216,400 SOLE 216,400 0 0
YELLOW CORP COM 985509108 450 24,400 SOLE 24,400 0 0
YORK INTERNATIONAL CORP COM 986670107 589 25,200 SOLE 25,200 0 0
YOUNG & RUBICAM INC COM 987425105 1,307 27,800 SOLE 27,800 0 0
ZALE CORP COM 988858106 28 600 SOLE 600 0 0
ZAMBA CORPORATION COM 988881108 13 1,200 SOLE 1,200 0 0
ZYGO CORP COM 989855101 58 1,200 SOLE 1,200 0 0
Grand total 9,881,718
</TABLE>
<PAGE>
Form 13F Summary Page
Report Summary:
Number of other Included Managers :
Form 13F Information Table Entry Total: 1,721
Form 13F Information Table Value Total: $9,881,718
<PAGE>
