FORM 13F COVER PAGE
Report for the Calendar Year or quater Ended: December 31, 1999
Check here if Amendment [ ]; Amendment Number:
This amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: President and Fellows of Harvard College
Address: 600 Atlantic Avenue
Boston, MA 02210
13F File Number:
The institutional investment manager filing this report and the
person whom it is signed hereby represent that the person
signing the report is authorized to submit it, that all
information contained herein is true, correct and complete, and
that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of
this form.
Person Signing this Report on behalf of Reporting Manager:
Name: 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 6,416 136,500 SOLE 136,500 0 0
4FRONT TECHNOLOGIES INC COM 351042106 135 10,100 SOLE 10,100 0 0
A G EDWARDS INC COM 281760108 2,073 64,650 SOLE 64,650 0 0
A.H. BELO CORP COM 080555105 1,437 75,400 SOLE 75,400 0 0
AAR CORP COM 000361105 2,018 112,500 SOLE 112,500 0 0
ABBOTT LABS COM 002824100 26,740 736,392 SOLE 736,392 0 0
ABERCROMBIE & FITCH CO CL-A COM 002896207 7,187 269,300 SOLE 269,300 0 0
ABGENIX INC COM 00339B107 888 6,700 SOLE 6,700 0 0
ABITIBI-CONSOLIDATED INC COM 003924107 10,925 920,000 SOLE 920,000 0 0
ABRAMS INDS INC COM 003788106 13 3,000 SOLE 3,000 0 0
ACADIA REALTY TRUST COM 004239109 9,250 2000,000 SOLE 2000,000 0 0
ACADIANA BANCSHARES INC COM 004280103 12 600 SOLE 600 0 0
ACETO CORP COM 004446100 45 4,050 SOLE 4,050 0 0
ACME ELECTRIC CORP COM 004644100 44 7,600 SOLE 7,600 0 0
ACNIELSON CORP COM 004833109 970 39,400 SOLE 39,400 0 0
ACTIVISION INC COM 004930202 98 6,400 SOLE 6,400 0 0
ACTUATE CORPORATION COM 00508B102 1,145 26,700 SOLE 26,700 0 0
ACUSON CORP COM 005113105 80 6,400 SOLE 6,400 0 0
ACX TECHNOLOGIES INC COM 005123104 90 8,400 SOLE 8,400 0 0
ACXIOM CORP COM 005125109 1,416 59,000 SOLE 59,000 0 0
ADAMS EXPRESS CO CLOSED END F 006212104 3,527 105,100 SOLE 105,100 0 0
ADAPTEC INC COM 00651F108 2,095 42,000 SOLE 42,000 0 0
ADEPT TECHNOLOGY COM 006854103 6 900 SOLE 900 0 0
ADOBE SYS INC COM 00724F101 3,188 47,400 SOLE 47,400 0 0
ADTRAN INC COM 00738A106 1,404 27,300 SOLE 27,300 0 0
ADVANCED COMMUNICATIONS SYST COM 00750X109 157 8,200 SOLE 8,200 0 0
ADVANCED DIGITAL INFO CORP COM 007525108 131 2,700 SOLE 2,700 0 0
ADVANCED LIGHTING TECHS COM 00753C102 619 107,600 SOLE 107,600 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1,765 61,000 SOLE 61,000 0 0
ADVANTA CORP-CL B COM 007942204 1,319 93,800 SOLE 93,800 0 0
AEROVOX INC COM 00808M105 17 5,400 SOLE 5,400 0 0
AES CORP COM 00130H105 6,174 82,600 SOLE 82,600 0 0
AETNA LIFE & CAS CO COM 008117103 3,460 62,000 SOLE 62,000 0 0
AFFILIATED COMPUTER SVCS A COM 008190100 1,486 32,300 SOLE 32,300 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 1,039 25,700 SOLE 25,700 0 0
AFLAC INC COM 001055102 5,030 106,600 SOLE 106,600 0 0
AGCO CORP COM 001084102 520 38,700 SOLE 38,700 0 0
AGL RESOURCES INC COM 001204106 600 35,300 SOLE 35,300 0 0
AGRIBRANDS INTL INC COM 00849R105 2,380 51,730 SOLE 51,730 0 0
AIR PRODS & CHEMS INC COM 009158106 3,172 94,500 SOLE 94,500 0 0
AIRBORNE FREIGHT COM 009266107 3,753 170,570 SOLE 170,570 0 0
AIRGAS INC COM 009363102 422 44,400 SOLE 44,400 0 0
AK STEEL HOLDING CORP COM 001547108 1,319 69,900 SOLE 69,900 0 0
ALASKA AIRGROUP INC COM 011659109 639 18,200 SOLE 18,200 0 0
ALBANY INTL COM 012348108 311 20,049 SOLE 20,049 0 0
ALBERTO CULVER CO CL-B COM 013068101 573 22,200 SOLE 22,200 0 0
ALBERTSONS INC COM 013104104 5,556 172,266 SOLE 172,266 0 0
ALBERTSONS INC COM 013104104 450 13,960 SOLE Master T 13,960 0 0
ALEXANDER & BALDWIN INC COM 014482103 660 28,950 SOLE 28,950 0 0
ALLEGHANY CORPORATION COM 017175100 223 1,200 SOLE 1,200 0 0
ALLEGHENY ENERGY CORP COM 017361106 2,020 75,000 SOLE 75,000 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 866 38,600 SOLE 38,600 0 0
ALLERGAN INC COM 018490102 2,846 57,200 SOLE 57,200 0 0
ALLIANT ENERGY CORP COM 018802108 154 5,600 SOLE 5,600 0 0
ALLIED WASTE INDS COM 019589308 1,213 137,700 SOLE 137,700 0 0
ALLMERICA FINANCIAL CORP COM 019754100 2,080 37,400 SOLE 37,400 0 0
ALLOU HEALTH AND BEAUTY COM 019782101 28 4,200 SOLE 4,200 0 0
ALLSTATE CORP COM 020002101 7,661 319,200 SOLE 319,200 0 0
ALLTEL CORP COM 020039103 10,406 125,843 SOLE 125,843 0 0
ALPHANET SOLUTIONS INC COM 020787107 13 3,200 SOLE 3,200 0 0
ALPHARMA INC CL A COM CL A 020813101 649 21,100 SOLE 21,100 0 0
ALTERA COM 021441100 803 16,200 SOLE 16,200 0 0
ALTERA COM 021441100 3,098 62,500 SOLE Master T 62,500 0 0
ALZA CORP DEL COM CL A 022615108 1,423 41,100 SOLE 41,100 0 0
AMBAC FINANCIAL GROUP INC COM 023139108 44,183 846,620 SOLE 846,620 0 0
AMBANC HOLDING CO INC COM 023161102 56 3,800 SOLE 3,800 0 0
AMERADA HESS CORP COM 023551104 2,128 37,500 SOLE 37,500 0 0
AMERCO COM 023586100 268 10,700 SOLE 10,700 0 0
AMERICA ONLINE INC 4% 11/15/02 02364JAB0 41,452 3585,000 SOLE 3585,000 0 0
AMERICA ONLINE INC COM 02364J104 9,965 132,100 SOLE 132,100 0 0
AMERICA WEST AIRLINES CL-B COM 023657208 135 6,500 SOLE 6,500 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 5,097 420,400 SOLE 420,400 0 0
AMERICAN BUSINESS FINANCIAL COM 02476B106 15 1,300 SOLE 1,300 0 0
AMERICAN BUSINESS PR COM 024763104 55 4,700 SOLE 4,700 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 630 14,000 SOLE 14,000 0 0
AMERICAN ELEC PWR INC COM 025537101 2,490 77,500 SOLE 77,500 0 0
AMERICAN EXPRESS CO COM 025816109 30,773 185,100 SOLE 185,100 0 0
AMERICAN FINANCIAL GROUP INC COM 025932104 1,010 38,300 SOLE 38,300 0 0
AMERICAN FREIGHTWAYS CORP COM 02629V108 380 23,500 SOLE 23,500 0 0
AMERICAN GENERAL CORP COM 026351106 6,218 81,949 SOLE 81,949 0 0
AMERICAN GREETINGS CORP COM CL A 026375105 650 27,500 SOLE 27,500 0 0
AMERICAN HOME PRODS CORP COM 026609107 9,773 247,800 SOLE 247,800 0 0
AMERICAN HOME PRODS CORP COM 026609107 3,289 83,400 SOLE Master T 83,400 0 0
AMERICAN INTL GROUP INC COM 026874107 15,949 147,508 SOLE 147,508 0 0
AMERICAN NATIONAL CAN GROUP COM 027714104 4,830 371,500 SOLE 371,500 0 0
AMERICAN POWER CONVERSION COM 029066107 24 900 SOLE 900 0 0
AMERICAN TEL & TELEG CO COM 001957109 11,677 230,090 SOLE 230,090 0 0
AMERICAN WATER WORKS COM 030411102 1,352 63,600 SOLE 63,600 0 0
AMERICREDIT CORP COM 03060R101 770 41,600 SOLE 41,600 0 0
AMERISOURCE HEALTH CORP A COM 03071P102 866 57,000 SOLE 57,000 0 0
AMERITRADE HOLDINGS 5.75% 8/1/04 03072HAA7 4,225 5000,000 SOLE 5000,000 0 0
AMERON INC DEL COM 030710107 95 2,400 SOLE 2,400 0 0
AMETEK INC COM 031100100 337 17,700 SOLE 17,700 0 0
AMGEN INC COM 031162100 24,193 402,800 SOLE 402,800 0 0
AMPCO PITTSBURGH COR COM 032037103 138 13,600 SOLE 13,600 0 0
AMPLICON INC COM 032101107 7 600 SOLE 600 0 0
AMR CORP COM 001765106 4,214 62,890 SOLE 62,890 0 0
AMR CORP COM 001765106 422 6,300 SOLE Master T 6,300 0 0
AMREP CORP COM 032159105 8 1,700 SOLE 1,700 0 0
AMSOUTH BANCORPORATION COM 032165102 15 780 SOLE 780 0 0
AMWEST INSURANCE GROUP INC COM 032345100 19 2,600 SOLE 2,600 0 0
ANADARKO PETE CORP COM 032511107 1,802 52,800 SOLE 52,800 0 0
ANADIGICS INC COM 032515108 623 13,200 SOLE 13,200 0 0
ANALOG DEVICES INC COM 032654105 769 8,267 SOLE 8,267 0 0
ANDERSONS INC COM 034164103 48 5,800 SOLE 5,800 0 0
ANDREW CORP COM 034425108 640 33,812 SOLE 33,812 0 0
ANGELICA CORP COM 034663104 23 2,400 SOLE 2,400 0 0
ANHEUSER BUSCH COS INC COM 035229103 13,317 187,900 SOLE 187,900 0 0
AO TATNEFT ADR ADR 03737P306 247 26,000 SOLE 26,000 0 0
AON CORP COM 037389103 107 2,675 SOLE 2,675 0 0
APOLLO GROUP INC CL A COM 037604105 1,134 56,500 SOLE 56,500 0 0
APPLE COMPUTER INC COM 037833100 6,755 65,700 SOLE 65,700 0 0
APRIA HEALTHCARE GROUP COM 037933108 212 11,800 SOLE 11,800 0 0
APT SATELLITE HOLDINGS-ADR COM 00203R105 390 84,300 SOLE 84,300 0 0
ARACRUZ CELLULOSE PFD ADR 038496204 1,628 62,000 SOLE 62,000 0 0
ARCH COMMUNICATIONS COM 039381504 11,048 1675,496 SOLE 1675,496 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 3,012 247,155 SOLE 247,155 0 0
ARDEN GROUP INC COM 039762109 162 4,500 SOLE 4,500 0 0
ARDENT SOFTWARE INC COM 039794102 312 8,000 SOLE 8,000 0 0
ARGENTINA FUND INC MUTUAL FUND 040112104 14,588 1228,500 SOLE 1228,500 0 0
ARMSTRONG WORLD INDS INC COM 042476101 521 15,600 SOLE 15,600 0 0
ARNOLD INDS COM 042595108 228 16,200 SOLE 16,200 0 0
ARROW ELECTRONIC COM 042735100 1,688 66,524 SOLE 66,524 0 0
ARVIN INDUSTRIES INC COM 043339100 951 33,500 SOLE 33,500 0 0
ASA INTL LTD COM 001912203 30 10,000 SOLE 10,000 0 0
ASA LTD CLOSED END F 002050102 9,571 505,400 SOLE 505,400 0 0
ASHLAND INC COM 044204105 958 29,100 SOLE 29,100 0 0
ASIA PACIFIC FUND CLOSED END F 044901106 4,525 402,200 SOLE 402,200 0 0
ASIA TIGERS FUND CLOSED END F 04516T105 23,403 2283,200 SOLE 2283,200 0 0
ASSOCIATED MATERIALS INC COM 045709102 15 900 SOLE 900 0 0
ASSOCIATES FIRST CAPITAL A COM 046008108 8,219 299,542 SOLE 299,542 0 0
ASTORIA FINANCIAL CORP COM 046265104 1,218 40,000 SOLE 40,000 0 0
ATALANTA SOSNOFF CAP COM 046499109 24 2,800 SOLE 2,800 0 0
ATCHISON CASTING CORPORATION COM 046613105 20 2,200 SOLE 2,200 0 0
ATLANTIC PREMIUM BRANDS LTD COM 04878P105 9 4,500 SOLE 4,500 0 0
ATLANTIC RICHFIELD CO COM 048825103 106,703 1233,562 SOLE 1233,562 0 0
ATMEL CORP COM 049513104 473 16,000 SOLE 16,000 0 0
AUDIOVOX CORP COM CL A 050757103 276 9,100 SOLE 9,100 0 0
AULT INC COM 051503100 6 700 SOLE 700 0 0
AUTODESK INC COM 052769106 820 24,300 SOLE 24,300 0 0
AUTOLOGIC INFORMATION INTL COM 052803103 7 2,700 SOLE 2,700 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 13,352 247,824 SOLE 247,824 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1,363 25,300 SOLE Master T 25,300 0 0
AUTOZONE INC COM 053332102 1,990 61,600 SOLE 61,600 0 0
AVANT CORPORATION COM 053487104 431 28,700 SOLE 28,700 0 0
AVERY DENNISON CORP COM 053611109 3,425 47,000 SOLE 47,000 0 0
AVIGEN INC COM 053690103 14,103 454,927 SOLE 454,927 0 0
AVIRON COM 053762100 3,597 227,500 SOLE 227,500 0 0
AVNET INC COM 053807103 1,712 28,300 SOLE 28,300 0 0
AVON PRODS INC COM 054303102 3,538 107,200 SOLE 107,200 0 0
AVT CORPORATION COM 002420107 188 4,000 SOLE 4,000 0 0
AZTAR CORP COM 054802103 55 5,100 SOLE 5,100 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 32 5,400 SOLE 5,400 0 0
BAKER (MICHAEL) CORP COM 057149106 72 10,836 SOLE 10,836 0 0
BAKER HUGHES INC COM 057224107 10,135 481,199 SOLE 481,199 0 0
BAKER HUGHES INC COM 057224107 539 25,600 SOLE Master T 25,600 0 0
BALDWIN TECHNOLOGY CO COM 058264102 61 28,800 SOLE 28,800 0 0
BALTEK CORP COM 058822107 22 2,900 SOLE 2,900 0 0
BANC ONE CORP COM 06423A103 8,903 277,666 SOLE 277,666 0 0
BANCO GANADERO SA CL C ADR ADR 059594507 2,886 366,500 SOLE 366,500 0 0
BANCO RIO DE LA PLATA-ADR COM 059644104 79 6,500 SOLE 6,500 0 0
BANCWEST CORP COM 059790105 27 1,400 SOLE 1,400 0 0
BANDAG INC COM 059815100 358 14,300 SOLE 14,300 0 0
BANK OF AMERICA CORP COM 060505104 19,864 395,791 SOLE 395,791 0 0
BANK OF AMERICA CORP COM 060505104 2,414 48,100 SOLE Master T 48,100 0 0
BANK OF NEW YORK COM 064057102 14,536 363,400 SOLE 363,400 0 0
BANK OF NEW YORK COM 064057102 1,624 40,600 SOLE Master T 40,600 0 0
BANTA CORP COM 066821109 1,089 48,250 SOLE 48,250 0 0
BARD C R INC COM 067383109 1,113 21,000 SOLE 21,000 0 0
BARNES & NOBLE INC COM 067774109 373 18,100 SOLE 18,100 0 0
BARRA INC COM 068313105 194 6,100 SOLE 6,100 0 0
BARRICK GOLD CORP COM 067901108 2,837 160,417 SOLE 160,417 0 0
BAXTER INTL INC COM 071813109 7,032 111,949 SOLE 111,949 0 0
BB&T CORPORATION COM 054937107 3,696 135,000 SOLE 135,000 0 0
BEAR STEARNS COS COM 073902108 1,268 29,663 SOLE 29,663 0 0
BEAZER HOMES USA INC COM 07556Q105 77 4,000 SOLE 4,000 0 0
BECKMAN COULTER INC COM 075811109 900 17,700 SOLE 17,700 0 0
BECTON DICKINSON & CO COM 075887109 2,763 103,300 SOLE 103,300 0 0
BELL ATLANTIC CORP COM 077853109 1,742 28,300 SOLE Master T 28,300 0 0
BELL MICROPRODUCTS INC COM 078137106 8 700 SOLE 700 0 0
BELLSOUTH CORP COM 079860102 34,756 742,448 SOLE 742,448 0 0
BELLSOUTH CORP COM 079860102 1,409 30,100 SOLE Master T 30,100 0 0
BERGEN BRUNSWIG CORP COM CL A 083739102 1,258 151,370 SOLE 151,370 0 0
BERKSHIRE BANCORP INC COM 084597103 60 1,700 SOLE 1,700 0 0
BERLITZ INTL INC NEW COM 08520F100 88 5,100 SOLE 5,100 0 0
BEST BUY COMPANY COM 086516101 33,585 669,200 SOLE 669,200 0 0
BESTFOODS COM 08658U101 5,572 106,000 SOLE 106,000 0 0
BETHLEHEM STL CORP COM 087509105 451 53,900 SOLE 53,900 0 0
BEVERLY ENTERPRISES COM 087851309 107 24,500 SOLE 24,500 0 0
BF GOODRICH COM 382388106 3,997 145,330 SOLE 145,330 0 0
BILLING INFO CONCEPTS COM 090063108 1,790 275,400 SOLE 275,400 0 0
BIO LOGIC SYS CORP COM 090909102 29 3,700 SOLE 3,700 0 0
BIOGEN INC COM 090597105 254 3,000 SOLE 3,000 0 0
BIOMET INC COM 090613100 2,056 51,400 SOLE 51,400 0 0
BIOSITE DIAGNOSTICS INC COM 090945106 24 1,500 SOLE 1,500 0 0
BIOSPECIFICS TECHNOL COM 090931106 1 700 SOLE 700 0 0
BJ SERVICES CO COM 055482103 2,020 48,300 SOLE 48,300 0 0
BJs WHOLESALE CLUB COM 05548J106 2,537 69,500 SOLE 69,500 0 0
BLACK & DECKER CORP COM 091797100 1,865 35,700 SOLE 35,700 0 0
BLACK HILLS CORP COM 092113109 305 13,750 SOLE 13,750 0 0
BLOCK DRUG CO COM CL A 093644102 513 16,550 SOLE 16,550 0 0
BLOCK H & R INC COM 093671105 1,794 41,000 SOLE 41,000 0 0
BLYTH INDUSTRIES INC COM 09643P108 788 32,100 SOLE 32,100 0 0
BMC SOFTWARE INC COM 055921100 7,842 98,101 SOLE 98,101 0 0
BNCCORP COM 055936108 8 1,400 SOLE 1,400 0 0
BOB EVANS FARMS INC COM 096761101 983 63,700 SOLE 63,700 0 0
BOEING CO COM 097023105 20,985 504,900 SOLE 504,900 0 0
BOEING CO COM 097023105 1,351 32,500 SOLE Master T 32,500 0 0
BOISE CASCADE CORP COM 097383103 944 23,300 SOLE 23,300 0 0
BOK FINL CORP COM 05561Q201 263 13,025 SOLE 13,025 0 0
BORG-WARNER AUTOMOTIVE INC COM 099724106 1,081 26,700 SOLE 26,700 0 0
BOSTON SCIENTIFIC CO COM 101137107 1,409 64,400 SOLE 64,400 0 0
BOWNE & CO INC COM 103043105 189 14,000 SOLE 14,000 0 0
BOYD BROTHERS TRANSPORTATION COM 103255105 23 3,500 SOLE 3,500 0 0
BRASIL DISTR PAO ADR ADR 20440T201 737 22,800 SOLE 22,800 0 0
BRAUNS FASHIONS CORP COM 105658108 76 3,600 SOLE 3,600 0 0
BRAZIL FUND CLOSED END F 105759104 17,133 926,100 SOLE 926,100 0 0
BRAZILIAN EQUITY FUND MUTUAL FUND 105884100 2,192 377,200 SOLE 377,200 0 0
BRIDGESTREET ACCOMMODATIONS COM 108452103 9 6,200 SOLE 6,200 0 0
BRIGGS & STRATTON CORP COM 109043109 654 12,200 SOLE 12,200 0 0
BRINKER INTL INC COM 109641100 1,203 50,128 SOLE 50,128 0 0
BRISTOL HOTEL CO COM 110041100 14 2,700 SOLE 2,700 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 18,807 293,000 SOLE 293,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 2,022 31,500 SOLE Master T 31,500 0 0
BROADVISION INC. COM 111412102 2,279 13,400 SOLE 13,400 0 0
BROADWING INC COM 111620100 1,682 45,600 SOLE 45,600 0 0
BRUNSWICK CORP COM 117043109 808 36,300 SOLE 36,300 0 0
BRUSH WELLMAN INC COM 117421107 173 10,300 SOLE 10,300 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 4,463 300,000 SOLE 300,000 0 0
BUFFETS INC COM 119882108 285 28,500 SOLE 28,500 0 0
BUILDING ONE SERVICES CORPOR COM 120114103 37 3,900 SOLE 3,900 0 0
BURLINGTON COAT FACTORY WRHS COM 121579106 390 28,100 SOLE 28,100 0 0
BURLINGTON INDS INC COM 121693105 145 36,200 SOLE 36,200 0 0
BURLINGTON NORTHN SANTA FE C COM 12189T104 4,667 192,443 SOLE 192,443 0 0
BURLINGTON RES INC COM 122014103 2,397 72,500 SOLE 72,500 0 0
BUSH BOAKE ALLEN INC COM 123162109 3,778 153,800 SOLE 153,800 0 0
C D I CORP COM 125071100 372 15,400 SOLE 15,400 0 0
C&D TECHNOLOGIES INC COM 124661109 353 8,300 SOLE 8,300 0 0
C-COR ELECTRONICS COM 125010108 291 3,800 SOLE 3,800 0 0
C-CUBE MICROSYSTEMS COM 125015107 6,044 97,100 SOLE 97,100 0 0
CABLE & WIRELESS HKT LTD SPONSORED AD 126828102 105 3,600 SOLE 3,600 0 0
CABLE DESIGN TECHNOLOGIES COM 126924109 3,867 168,150 SOLE 168,150 0 0
CABLE DESIGN TECHNOLOGIES COM 126924109 944 41,050 SOLE Master T 41,050 0 0
CABLETRON SYS COM 126920107 1,815 69,800 SOLE 69,800 0 0
CABOT CORP COM 127055101 868 42,600 SOLE 42,600 0 0
CABOT INDUSTRIAL TRUST COM 127072106 564 30,700 SOLE 30,700 0 0
CABOT OIL & GAS CORP COM 127097103 422 26,300 SOLE 26,300 0 0
CACI INTL INC COM 127190304 20 900 SOLE 900 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 3,988 166,148 SOLE 166,148 0 0
CALLAWAY GOLF COMPANY COM 131193104 822 46,500 SOLE 46,500 0 0
CALPINE CORPORATION COM 131347106 2,643 41,300 SOLE 41,300 0 0
CAMBRIDGE TECH PTNRS INC COM 132524109 987 37,600 SOLE 37,600 0 0
CAMERON ASHLEY BUILDING PROD COM 133290106 110 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
CANDELA LASER CORP COM 136907102 102 5,500 SOLE 5,500 0 0
CAPITAL COPRORATION OF THE W COM 140065103 45 4,600 SOLE 4,600 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 3,903 81,000 SOLE 81,000 0 0
CARAUSTAR INDS INC COM 140909102 4,800 200,000 SOLE 200,000 0 0
CARDINAL HEALTH INC COM 14149Y108 1,607 33,561 SOLE 33,561 0 0
CARLISLE COS INC COM 142339100 14,177 393,800 SOLE 393,800 0 0
CARMEL CONTAINER SYS-ORD COM 143269108 3 300 SOLE 300 0 0
CARNIVAL CORP COM 143658102 11,666 244,000 SOLE 244,000 0 0
CARPENTER TECH COM 144285103 368 13,400 SOLE 13,400 0 0
CARTER WALLACE INC COM 146285101 820 45,700 SOLE 45,700 0 0
CASINO DATA SYSTEMS COM 147583108 70 17,400 SOLE 17,400 0 0
CASS COMMERCIAL CORP COM 147741102 6 300 SOLE 300 0 0
CASTLE ENERGY CORP COM 148449309 18 700 SOLE 700 0 0
CATALINA LIGHTING INC COM 148865108 26 5,300 SOLE 5,300 0 0
CATELLUS DEV CORP COM 149111106 9,437 736,535 SOLE 736,535 0 0
CATERPILLAR INC COM 149123101 6,833 145,200 SOLE 145,200 0 0
CATHERINES STORES CO COM 14916F100 158 7,500 SOLE 7,500 0 0
CB BANCSHARES INC/HAWAII COM 124785106 112 3,800 SOLE 3,800 0 0
CBL & ASSOCIATES PROPERTIES COM 124830100 518 25,100 SOLE 25,100 0 0
CBS CORPORATION COM 12490K107 19,249 301,053 SOLE 301,053 0 0
CCB FINL CORP COM 124875105 5,424 124,500 SOLE 124,500 0 0
CCC INFORMATION SERVICES COM 12487Q109 124,115 7247,564 SOLE 7247,564 0 0
CDW COMPUTER CENTERS INC COM 125129106 2,280 29,000 SOLE 29,000 0 0
CELLULAR TECHNICAL COM 151167301 22 2,800 SOLE 2,800 0 0
CEM CORP COM 125165100 6 600 SOLE 600 0 0
CENDANT CORP COM 151313103 791 29,767 SOLE 29,767 0 0
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 211 5,400 SOLE 5,400 0 0
CENTEX CORP COM 152312104 600 24,300 SOLE 24,300 0 0
CENTRAL & SOUTH WEST CORP COM 152357109 1,706 85,300 SOLE 85,300 0 0
CENTRAL BANCORP INC COM 152418109 3 200 SOLE 200 0 0
CENTRAL EUROPEAN EQUITY FUND MUTUAL FUND 153436100 11,559 800,600 SOLE 800,600 0 0
CENTRAL VT PUB SVC COM 155771108 41 3,900 SOLE 3,900 0 0
CENTURYTEL INC COM 156700106 2,696 56,900 SOLE 56,900 0 0
CENTURYTEL INC COM 156700106 1,059 22,350 SOLE Master T 22,350 0 0
CERIDIAN CORP COM 15677T106 1,285 59,600 SOLE 59,600 0 0
CHAMPION INTERNATIONAL COM 158525105 2,453 39,600 SOLE 39,600 0 0
CHARLES SCHWAB COM 808513105 12,259 319,450 SOLE 319,450 0 0
CHARMING SHOPPES INC COM 161133103 422 63,700 SOLE 63,700 0 0
CHARTER ONE FIN INC COM 160903100 2,588 135,300 SOLE 135,300 0 0
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CHECKFREE CORP COM 162816102 4,034 38,600 SOLE 38,600 0 0
CHEMFIRST INC COM 16361A106 431 19,700 SOLE 19,700 0 0
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CHESAPEAKE CORP COM 165159104 198 6,500 SOLE 6,500 0 0
CHEVRON CORPORATION COM 166751107 19,811 228,700 SOLE 228,700 0 0
CHICAGO BRIDGE & IRON CO COM N19808109 726 52,800 SOLE Master T 52,800 0 0
CHICAGO TITLE CORPORATION COM 168228104 402 8,700 SOLE 8,700 0 0
CHILE FD INC MUTUAL FUND 168834109 21,744 1932,800 SOLE 1932,800 0 0
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CHINA FUND MUTUAL FUND 169373107 9,208 866,600 SOLE 866,600 0 0
CHINA SOUTHERN AIR ADR 1ADR=50 H SH 169409109 768 67,900 SOLE 67,900 0 0
CHIREX INC COM 170038103 216 14,800 SOLE 14,800 0 0
CHIRON CORP COM 170040109 924 21,800 SOLE 21,800 0 0
CHITTENDEN CORP COM 170228100 764 25,800 SOLE 25,800 0 0
CHRIS CRAFT INDS COM 170520100 1,627 22,554 SOLE 22,554 0 0
CHUBB CORP COM 171232101 3,981 70,700 SOLE 70,700 0 0
CHURCH & DWIGHT INC COM 171340102 657 24,600 SOLE 24,600 0 0
CIA ANONIMA TELEF DE VEN ADR COM 204421101 1,256 51,000 SOLE 51,000 0 0
CIA CERVEJARIA BRAHMA SP ADR ADR 20440X103 437 31,200 SOLE 31,200 0 0
CIA PARANAESE ENERGI-ADR COM 20441B407 2,023 217,200 SOLE 217,200 0 0
CIGNA CORP COM 125509109 6,010 74,600 SOLE 74,600 0 0
CIMA LABS COM 171796105 15,164 1160,900 SOLE 1160,900 0 0
CINERGY CORP COM 172474108 1,564 64,844 SOLE 64,844 0 0
CINTAS CORP COM 172908105 3,910 73,600 SOLE 73,600 0 0
CIRCLE INTERNATIONAL GRP INC COM 172574105 2,721 122,300 SOLE 122,300 0 0
CIRCLE.COM COM 832914204 92 7,500 SOLE 7,500 0 0
CIRCOR INTERNATIONAL INC COM 17273K109 55 5,300 SOLE 5,300 0 0
CIRCUIT CITY STORE INC COM 172737108 34,473 765,000 SOLE 765,000 0 0
CIRCUIT CITY STORE INC COM 172737108 2,059 45,700 SOLE Master T 45,700 0 0
CIRRUS LOGIC CORP COM 172755100 562 42,200 SOLE 42,200 0 0
CISCO SYS INC COM 17275R102 79,899 745,850 SOLE 745,850 0 0
CITIGROUP INC COM 172967101 41,696 750,432 SOLE 750,432 0 0
CITIGROUP INC COM 172967101 3,650 65,699 SOLE Master T 65,699 0 0
CITIZENS BKG CORP MI COM 174420109 295 13,200 SOLE 13,200 0 0
CITRIX SYSTEMS INC COM 177376100 49 400 SOLE 400 0 0
CITY NATL CORP COM 178566105 2,638 80,100 SOLE 80,100 0 0
CK WITCO CORPORATION COM 12562C108 379 28,333 SOLE 28,333 0 0
CLAIRES STORES COM 179584107 14 625 SOLE 625 0 0
CLARIFY INC COM 180492100 718 5,700 SOLE 5,700 0 0
CLAYTON HOMES INC COM 184190106 847 92,206 SOLE 92,206 0 0
CLEAN HARBORS INC COM 184496107 1 1,000 SOLE 1,000 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 4,277 47,925 SOLE 47,925 0 0
CLECO CORP COM 12561W105 455 14,200 SOLE 14,200 0 0
CLEVELAND CLIFFS INC COM 185896107 224 7,200 SOLE 7,200 0 0
CLOROX CO COM 189054109 4,765 94,600 SOLE 94,600 0 0
CMP GROUP INC COM 125887109 88,200 3200,000 SOLE 3200,000 0 0
CMS ENERGY CORP COM 125896100 1,494 47,900 SOLE 47,900 0 0
CNF TRANS INC COM 12612W104 2,701 78,300 SOLE 78,300 0 0
COASTAL CORP COM 190441105 3,034 85,618 SOLE 85,618 0 0
COCA COLA CO COM 191216100 49,358 847,341 SOLE 847,341 0 0
COCA COLA ENT COM 191219104 3,856 191,600 SOLE 191,600 0 0
COFLEXIP SPONS ADR COM (1ADR=1/ 192384105 239 6,300 SOLE 6,300 0 0
COGNITRONICS CORP COM 192432102 14 850 SOLE 850 0 0
COINMACH LAUNDRY CORP COM 19259L101 747 70,273 SOLE 70,273 0 0
COLD METAL PRODUCTS COM 192861102 865 247,000 SOLE 247,000 0 0
COLEMAN INC NEW COM 193559101 58 6,200 SOLE 6,200 0 0
COLGATE PALMOLIVE CO COM 194162103 15,209 233,992 SOLE 233,992 0 0
COLUMBIA ENERGY GROUP COM 197648108 13,173 208,277 SOLE 208,277 0 0
COLUMBIA HEALTHCARE CORP COM 197677107 6,833 233,118 SOLE 233,118 0 0
COMCAST CORP COM CL A NON 200300200 6,088 120,400 SOLE 120,400 0 0
COMCAST CORPORATION 2% 10/15/29 200300507 15,000 150,000 SOLE 150,000 0 0
COMDISCO INC COM 200336105 3,691 99,100 SOLE 99,100 0 0
COMERICA INC COM 200340107 18,908 405,000 SOLE 405,000 0 0
COMERICA INC COM 200340107 887 19,000 SOLE Master T 19,000 0 0
COMMERCIAL BANK OF NEW YORK COM 201462108 53 4,800 SOLE 4,800 0 0
COMMERCIAL METALS CO COM 201723103 7,707 227,100 SOLE 227,100 0 0
COMMONWEALTH BANCORP INC COM 20268X102 2 100 SOLE 100 0 0
COMMUNITY FINANCIAL CORP/IL COM 20364V109 28 3,000 SOLE 3,000 0 0
COMMUNITY TRUST BANCORP INC COM 204149108 14 700 SOLE 700 0 0
COMPAQ COMPUTER CORP COM 204493100 18,302 676,283 SOLE 676,283 0 0
COMPUSA INC COM 204932107 104 20,300 SOLE 20,300 0 0
COMPUTER ASSOC INTL INC COM 204912109 15,057 215,293 SOLE 215,293 0 0
COMPUTER NETWORK TEC COM 204925101 161 7,000 SOLE 7,000 0 0
COMPUTER SCIENCES CORP COM 205363104 6,268 66,236 SOLE 66,236 0 0
COMPUWARE CORP COM 205638109 5,323 142,900 SOLE 142,900 0 0
COMSAT CORP COM 20564D107 668 33,600 SOLE 33,600 0 0
COMVERSE TECHNOLOGY COM 205862402 4,060 28,050 SOLE 28,050 0 0
CONCORD EFS INC COM 206197105 3,615 140,400 SOLE 140,400 0 0
CONECTIV INC COM 206829103 1,053 62,625 SOLE 62,625 0 0
CONNECTICUT ENERGY COM 207567108 39,726 1021,900 SOLE 1021,900 0 0
CONNECTICUT NAT GAS COM 125957100 3,287 94,600 SOLE 94,600 0 0
CONOCO INC - CL B COM 208251405 59,757 2402,303 SOLE 2402,303 0 0
CONOCO INC - CL B COM 208251405 464 18,667 SOLE Master T 18,667 0 0
CONRAD INDUSTRIES INC COM 208305102 3 800 SOLE 800 0 0
CONSECO INC COM 208464107 163,662 9155,940 SOLE 9155,940 0 0
CONSECO INC COM 208464107 2,859 159,940 SOLE Master T 159,940 0 0
CONSOLIDATED EDISON INC COM 209115104 107 3,100 SOLE 3,100 0 0
CONSOLIDATED FREIGHTWAYS CRP COM 209232107 44 5,600 SOLE 5,600 0 0
CONSOLIDATED NAT GAS CO COM 209615103 59,703 919,396 SOLE 919,396 0 0
CONSOLIDATED PAPERS INC COM 209759109 1,953 61,400 SOLE 61,400 0 0
CONSOLIDATED STORES CORP COM 210149100 3,731 229,591 SOLE 229,591 0 0
CONSORCIO GRUPO DINA ADR (1 ADR = 210306205 92 246,554 SOLE 246,554 0 0
CONSTELLATION ENERGY GROUP COM 210371100 1,740 60,000 SOLE 60,000 0 0
CONSUMER PORTFOLIO COM 210502100 4 2,500 SOLE 2,500 0 0
COOPER CAMERON CORP COM 216640102 1,958 40,000 SOLE 40,000 0 0
COOPER INDS INC COM 216669101 1,557 38,500 SOLE 38,500 0 0
COOPER TIRE & RUBR CO COM 216831107 482 31,000 SOLE 31,000 0 0
COORS ADOLPH CO COM CL B 217016104 788 15,000 SOLE 15,000 0 0
CORAM HEALTHCARE COM (RESTRIC 218103109 58 51,559 SOLE 51,559 0 0
CORDANT TECHNOLOGIES INC COM 218412104 772 23,400 SOLE 23,400 0 0
CORE INC COM 21867P102 11 1,200 SOLE 1,200 0 0
CORN PRODUCTS INTL INC COM 219023108 983 30,000 SOLE 30,000 0 0
CORNERSTONE PROPERTIES INC REIT 21922H103 24,919 1703,847 SOLE 1703,847 0 0
CORNERSTONE REALTY INCOME TR COM 21922V102 363 37,200 SOLE 37,200 0 0
CORNING INC COM 219350105 1,096 8,500 SOLE 8,500 0 0
CORUS BANKSHARES INC COM 220873103 230 9,600 SOLE 9,600 0 0
COSTCO WHOLESALE COM 22160K105 8,295 90,900 SOLE 90,900 0 0
COUER D ALENE CPFD 03/15/0 192108207 363 100,000 SOLE 100,000 0 0
COUNTRYWIDE CR INDS INC COM 222372104 1,010 40,000 SOLE 40,000 0 0
COURIER CORP COM 222660102 65 2,750 SOLE 2,750 0 0
COVANCE INC COM 222816100 402 37,200 SOLE 37,200 0 0
COVENTRY HEALTH CARE INC COMMON STOCK 222862104 87 12,900 SOLE 12,900 0 0
CPAC INC COM 126145101 6,362 783,000 SOLE 783,000 0 0
CPI CORP COM 125902106 201 8,900 SOLE 8,900 0 0
CRACKER BARREL COM 12489V106 364 37,500 SOLE 37,500 0 0
CRANE CO COM 224399105 4,486 225,700 SOLE 225,700 0 0
CREDIT SUISSE STR GLBL INCOM MUTUAL FUND 224918102 206 31,032 SOLE 31,032 0 0
CREE RESEARCH INC COM 225447101 461 5,400 SOLE 5,400 0 0
CROSS TIMBERS OIL CO COM 227573102 46,890 5174,113 SOLE 5174,113 0 0
CROWN AMERICAN REALTY COM 228186102 5,113 929,700 SOLE 929,700 0 0
CROWN AMERICAN REALTY COM 228186102 213 38,700 SOLE Master T 38,700 0 0
CROWN GROUP INC COM 228359105 13 2,600 SOLE 2,600 0 0
CSP INC COM 126389105 10 1,331 SOLE 1,331 0 0
CSX CORP COM 126408103 2,658 84,728 SOLE 84,728 0 0
CSX CORP COM 126408103 888 28,300 SOLE Master T 28,300 0 0
CTS CORP COM 126501105 1,500 19,900 SOLE 19,900 0 0
CUMMINS ENGINE COM 231021106 812 16,800 SOLE 16,800 0 0
CURTISS WRIGHT CORP COM 231561101 310 8,400 SOLE 8,400 0 0
CVS CORPORATION COM 126650100 158,002 3956,224 SOLE 3956,224 0 0
CVS CORPORATION COM 126650100 4,078 102,100 SOLE Master T 102,100 0 0
CYBEX COMPUTER PRODUCTS CORP COM 232522102 0 900 SOLE 900 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 3,302 102,000 SOLE 102,000 0 0
CYTEC INDUSTRIES COM 232820100 622 26,900 SOLE 26,900 0 0
CYTOTHERAPEUTICS INC COM 232923102 4 3,000 SOLE 3,000 0 0
DAIN RAUSCHER CORP COM 233856103 591 12,700 SOLE 12,700 0 0
DANA CORP COM 235811106 2,026 67,678 SOLE 67,678 0 0
DANAHER CORP COM 235851102 2,823 58,500 SOLE 58,500 0 0
DARDEN RESTAURANTS COM 237194105 968 53,400 SOLE 53,400 0 0
DATARAM CORP COM 238108203 347 15,450 SOLE 15,450 0 0
DATASCOPE CORP COM 238113104 324 8,100 SOLE 8,100 0 0
DATRON SYS INC DEL COM 238173108 31 3,600 SOLE 3,600 0 0
DAYTON SUPERIOR CORP COM 240028100 99 6,100 SOLE 6,100 0 0
DEAN FOODS CO COM 242361103 10,911 274,500 SOLE 274,500 0 0
DECORATOR INDUSTRIES INC COM 243631207 20 3,750 SOLE 3,750 0 0
DEERE & CO COM 244199105 5,981 137,900 SOLE 137,900 0 0
DELL COMPUTER CORP COM 247025109 51,556 1010,900 SOLE 1010,900 0 0
DELTA AIR LINES COM 247361108 2,984 59,900 SOLE 59,900 0 0
DELUXE CORP COM 248019101 875 31,900 SOLE 31,900 0 0
DENTAL/MEDICAL DIAGNOSTIC COM 24873K208 16 5,600 SOLE 5,600 0 0
DENTSPLY INTERNATIONAL INC COM 249030107 803 34,000 SOLE 34,000 0 0
DESC S.A. ADR COM 250309101 3,511 209,600 SOLE 209,600 0 0
DETROIT DEISEL CORP COM 250837101 196 10,200 SOLE 10,200 0 0
DEVON ENERGY CORP COM 25179M103 5,402 164,334 SOLE 164,334 0 0
DEVRY INC COM 251893103 905 48,600 SOLE 48,600 0 0
DEWOLFE COMPANIES INC COM 252115100 40 6,100 SOLE 6,100 0 0
DEXTER CORP COM 252165105 15,673 394,300 SOLE 394,300 0 0
DIAGNOSTIC PROD COM 252450101 328 13,400 SOLE 13,400 0 0
DIAL CORP COM 25247D101 1,668 68,600 SOLE 68,600 0 0
DIAMOND TECH PARTNERS INC COM 252762109 1,044 12,150 SOLE 12,150 0 0
DIEBOLD INC COM 253651103 1,063 45,225 SOLE 45,225 0 0
DIGITAL LIGHTWAVE INC COM 253855100 288 4,500 SOLE 4,500 0 0
DII GROUP INC COM 232949107 1,568 22,100 SOLE 22,100 0 0
DIME BANCORP INC COM 25429Q102 416 27,500 SOLE 27,500 0 0
DIME COMMUNITY BANCSHARES COM 253922108 200 10,800 SOLE 10,800 0 0
DISNEY WALT CO COM 254687106 2,606 89,082 SOLE 89,082 0 0
DISNEY WALT CO COM 254687106 1,525 52,133 SOLE Master T 52,133 0 0
DIXIE GROUP INC COM 255519100 85 11,500 SOLE 11,500 0 0
DOLE FOOD INC COM 256605106 276 17,000 SOLE 17,000 0 0
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 539 22,500 SOLE 22,500 0 0
DOLLAR TREE STORES INC COM 256747106 1,947 40,200 SOLE 40,200 0 0
DONALDSON CO INC COM 257651109 712 29,600 SOLE 29,600 0 0
DONNELLEY R R & SONS CO COM 257867101 1,271 51,216 SOLE 51,216 0 0
DOVER CORP COM 260003108 1,860 41,000 SOLE 41,000 0 0
DOW JONES & CO INC COM 260561105 2,509 36,900 SOLE 36,900 0 0
DOWNEY FINANCIAL CORP COM 261018105 2,685 133,018 SOLE 133,018 0 0
DPL CORP COM 233293109 1,776 102,600 SOLE 102,600 0 0
DQE COM 23329J104 1,780 51,400 SOLE 51,400 0 0
DRESDNER RCM GLOBAL CLOSED END F 26157B101 3,320 571,200 SOLE 571,200 0 0
DREYERS GRAND COM 261878102 287 16,900 SOLE 16,900 0 0
DREYFUS STR GOVTS INCOME CLOSED-END F 261938104 267 34,200 SOLE 34,200 0 0
DRUG EMPORIUM INC COM 262175102 36 8,000 SOLE 8,000 0 0
DST SYSTEMS INC COM 233326107 3,228 42,300 SOLE 42,300 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 1,046 15,884 SOLE 15,884 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 583 8,845 SOLE Master T 8,845 0 0
DUANE READE INC COM 263578106 4,493 163,000 SOLE 163,000 0 0
DUKE ENERGY CORP COM 264399106 7,333 146,295 SOLE 146,295 0 0
DUN & BRADSTREET CORP COM 26483B106 1,956 66,300 SOLE 66,300 0 0
DURA AUTOMOTIVE SYSTEMS INC COM 265903104 227 13,029 SOLE 13,029 0 0
DURA PHARMACEUTICALS COM 26632S109 170 12,200 SOLE 12,200 0 0
DYERSBURG CORP COM 267575108 88 100,000 SOLE 100,000 0 0
E TRADE GROUP COM 269246104 4,190 160,400 SOLE 160,400 0 0
EASTERN ENTERPRISES COM 27637F100 626 10,900 SOLE 10,900 0 0
EASTERN UTILS ASSOC COM 277173100 61,331 2023,300 SOLE 2023,300 0 0
EASTMAN KODAK CO COM 277461109 8,639 130,400 SOLE 130,400 0 0
EATON CORP COM 278058102 2,034 28,000 SOLE 28,000 0 0
EATON VANCE CORP COM 278265103 1,087 28,600 SOLE 28,600 0 0
ECOLAB INC COM 278865100 2,089 53,400 SOLE 53,400 0 0
EDISON INTERNATIONAL COM 281020107 3,645 139,200 SOLE 139,200 0 0
EL PASO ENERGY CORP COM 283905107 3,551 91,484 SOLE 91,484 0 0
ELAN CORP PLC COM 284131208 965 32,706 SOLE 32,706 0 0
ELCOR CORP COM 284443108 187 6,200 SOLE 6,200 0 0
ELDER-BEERMAN STORES CORP COM 284470101 933 182,102 SOLE 182,102 0 0
ELECTROGLAS INC COM 285324109 102 4,000 SOLE 4,000 0 0
ELECTRONIC ARTS INC COM 285512109 3,587 42,700 SOLE 42,700 0 0
ELECTRONIC DATA SYSTEMS CORP COM 285661104 2,423 36,200 SOLE 36,200 0 0
ELECTRONICS FOR IMAG COM 286082102 4,359 75,000 SOLE 75,000 0 0
EMBOTELLADORA ANDINA -ADR B ADR 1ADR=6 B 29081P303 974 66,600 SOLE 66,600 0 0
EMBRATEL PARTICIPACOES-ADR COM 29081N100 8,701 319,300 SOLE 319,300 0 0
EMC CORP - MASS COM 268648102 44,485 407,187 SOLE 407,187 0 0
EMERGING MKTS INFRASTRUCTURE CLOSED END F 290921105 12,556 1116,058 SOLE 1116,058 0 0
EMERGING MKTS TELECOMM FUND CLOSED END F 290887108 856 52,300 SOLE 52,300 0 0
EMERSON ELEC CO COM 291011104 493 8,600 SOLE Master T 8,600 0 0
EMMIS BROADCASTING CORP CL A COM 291525103 11,430 91,700 SOLE 91,700 0 0
EMULEX CORP COM 292475209 1,755 15,600 SOLE 15,600 0 0
ENERGEN CORP COM 29265N108 551 30,500 SOLE 30,500 0 0
ENERGY EAST CORPORATION COM 29266M109 127,828 6141,900 SOLE 6141,900 0 0
ENERGY EAST CORPORATION COM 29266M109 1,998 96,000 SOLE Master T 96,000 0 0
ENERSIS - ADR ADR (1 ADR = 29274F104 649 27,600 SOLE 27,600 0 0
ENESCO GROUP INC COM 292973104 71 6,400 SOLE 6,400 0 0
ENGELHARD CORP COM 292845104 19,415 1028,600 SOLE 1028,600 0 0
ENGLE HOMES INC COM 292896107 16 1,300 SOLE 1,300 0 0
ENNIS BUSINESS COM 293389102 118 15,200 SOLE 15,200 0 0
ENRON CORP COM 293561106 613 13,818 SOLE 13,818 0 0
ENSCO INTERNATIONAL COM 26874Q100 2,084 91,100 SOLE 91,100 0 0
ENTERGY CORP COM 29364G103 2,549 99,000 SOLE 99,000 0 0
ENZON INC COM 293904108 9,109 210,000 SOLE 210,000 0 0
EOG RESOURCES INC COM 26875P101 1,932 110,000 SOLE 110,000 0 0
EQUIFAX INC COM 294429105 1,435 60,900 SOLE 60,900 0 0
EQUINOX SYSTEMS INC COM 294436100 26 2,900 SOLE 2,900 0 0
EQUITABLE RES INC COM 294549100 1,061 31,800 SOLE 31,800 0 0
EQUITY OIL CO COM 294749106 8 7,100 SOLE 7,100 0 0
ERGO SCIENCE CORP COM 29481E106 0 400 SOLE 400 0 0
ESCALADE INC COM 296056104 101 7,800 SOLE 7,800 0 0
ETHYL CORP COM 297659104 206 52,400 SOLE 52,400 0 0
EVEREST REINSURANCE HLDGS COM 299808105 716 32,100 SOLE 32,100 0 0
EXCEL LEGACY CORP COM 300665106 83 25,000 SOLE 25,000 0 0
EXPRESS SCRIPTS INC COM 302182100 1,741 27,200 SOLE 27,200 0 0
EXXON MOBIL CORPORATION COM 30231G102 22,645 281,086 SOLE 281,086 0 0
EXXON MOBIL CORPORATION COM 30231G102 4,369 54,237 SOLE Master T 54,237 0 0
EZCORP INC COM 302301106 24 5,900 SOLE 5,900 0 0
F M C CORP COM 302491303 762 13,300 SOLE 13,300 0 0
FAMILY DOLLAR STORES COM 307000109 1,889 115,800 SOLE 115,800 0 0
FANNIE MAE COM 313586109 20,299 325,112 SOLE 325,112 0 0
FANNIE MAE COM 313586109 1,030 16,500 SOLE Master T 16,500 0 0
FANSTEEL INC DEL COM 307260109 33 8,600 SOLE 8,600 0 0
FARMER BROS CO COM 307675108 159 1,000 SOLE 1,000 0 0
FARREL CORP NEW COM 311667109 10 5,400 SOLE 5,400 0 0
FEDDERS CORP COM 313135105 118 21,400 SOLE 21,400 0 0
FEDDERS CORP CL A COM 313135303 32 6,200 SOLE 6,200 0 0
FEDERAL AGRICULTURAL MORTGAG COM 313148306 57 2,800 SOLE 2,800 0 0
FEDERAL HOME LN MTG CORP COM 313400301 10,966 233,000 SOLE 233,000 0 0
FEDERAL SCREW WKS COM 313819104 80 1,900 SOLE 1,900 0 0
FEDERAL SIGNAL COM 313855108 487 30,300 SOLE 30,300 0 0
FEDERAL-MOGUL CORP COM 313549107 336 16,700 SOLE 16,700 0 0
FEDERATED DEPARTMENT STORES COM 31410H101 16,204 320,484 SOLE 320,484 0 0
FELCOR LODGING TRUST INC COM 31430F101 219 12,500 SOLE 12,500 0 0
FERRO CORP COM 315405100 493 22,400 SOLE 22,400 0 0
FFLC BANCORP INC COM 30242W104 5 300 SOLE 300 0 0
FFW CORPORATION COM 30242L108 13 1,000 SOLE 1,000 0 0
FIDELITY ADVISOR KOREA FUND MUTUAL FUND 315804104 3,737 324,950 SOLE 324,950 0 0
FIDELITY BANCORP INC COMMON STOCK 31583B105 12 700 SOLE 700 0 0
FIDELITY BANCORP INC/PENN COM 315831107 3 200 SOLE 200 0 0
FIDELITY NATIONAL CORP COM 316320100 16 2,100 SOLE 2,100 0 0
FIFTH THR BNCP COM 316773100 9,053 123,384 SOLE 123,384 0 0
FILENET CORP COM 316869106 15 600 SOLE 600 0 0
FINLAY ENTERPRISES COM CL A 317884203 2,910 200,700 SOLE 200,700 0 0
FINOVA GROUP COM 317928109 1,416 39,900 SOLE 39,900 0 0
FIRST BELL BANCORP INC COM 319301107 79 5,200 SOLE 5,200 0 0
FIRST CHARTER CORP COM 319439105 103 6,900 SOLE 6,900 0 0
FIRST CITIZENS BANCS COM 31946M103 488 7,000 SOLE 7,000 0 0
FIRST COMMERCE BANCS COM 319777108 8 400 SOLE 400 0 0
FIRST DATA CORP COM 319963104 8,724 176,920 SOLE 176,920 0 0
FIRST HEALTH GROUP CORP COM 320960107 3 100 SOLE 100 0 0
FIRST ISRAEL FUND MUTUAL FUND 32063L100 898 52,800 SOLE 52,800 0 0
FIRST NORTHERN CAPITAL CORPO COM 335832101 7 700 SOLE 700 0 0
FIRST PHILLIPPINE FUND MUTUAL FUND 336100102 902 141,500 SOLE 141,500 0 0
FIRST REGIONAL BANCORP/CAL COM 33615C101 13 1,700 SOLE 1,700 0 0
FIRST SECURITY CORP COM 336294103 6,005 235,200 SOLE 235,200 0 0
FIRST TENNESSEE NATIONAL COM 337162101 10,794 378,720 SOLE 378,720 0 0
FIRST UNION CORP (N.C.) COM 337358105 8,449 257,492 SOLE 257,492 0 0
FIRST WASHINGTON BANCORP COM 33748T104 973 66,000 SOLE 66,000 0 0
FIRSTAR CORPORATION COM 33763V109 6,431 304,412 SOLE 304,412 0 0
FIRSTENERGY CORP COM 337932107 2,128 93,800 SOLE 93,800 0 0
FIRSTMERIT CORPORATION COM 337915102 1,380 60,000 SOLE 60,000 0 0
FISERV INC COM 337738108 197 5,150 SOLE 5,150 0 0
FLANDER CORP COM 338494107 413 165,144 SOLE 165,144 0 0
FLEET BOSTON FINANCIAL CORP COM 339030108 7,678 220,545 SOLE 220,545 0 0
FLEET BOSTON FINANCIAL CORP COM 339030108 1,396 40,100 SOLE Master T 40,100 0 0
FLEETWOOD ENTERPRISES INC COM 339099103 295 14,300 SOLE 14,300 0 0
FLEXSTEEL INDS COM 339382103 19 1,400 SOLE 1,400 0 0
FLORIDA PROGESS COM 341109106 1,688 39,900 SOLE 39,900 0 0
FLORIDA ROCK INDS COM 341140101 96 2,800 SOLE 2,800 0 0
FLOWERS INDS INC COM 343496105 10,269 644,350 SOLE 644,350 0 0
FLOWSERVE COM 34354P105 411 24,200 SOLE 24,200 0 0
FLUOR CORP COM 343861100 1,422 31,000 SOLE 31,000 0 0
FOOTSTAR INC COM 344912100 406 13,300 SOLE 13,300 0 0
FORD MOTOR COM 345370100 4,583 85,771 SOLE 85,771 0 0
FORD MOTOR COM 345370100 2,736 51,200 SOLE Master T 51,200 0 0
FOREIGN & COL EM MIDDLE EAST COM 345451108 2,216 132,300 SOLE 132,300 0 0
FOREST LABS INC COM 345838106 44,886 730,600 SOLE 730,600 0 0
FOREST OIL CORPORATION COM 346091606 195 14,800 SOLE 14,800 0 0
FORRESTER RESEARCH INC COM 346563109 59 860 SOLE 860 0 0
FORT JAMES CORP COM 347471104 2,384 87,100 SOLE 87,100 0 0
FORTRESS GROUP INC COMMON STOCK 34956K108 3 3,800 SOLE 3,800 0 0
FORTUNE BRANDS INC COM 349631101 2,261 68,400 SOLE 68,400 0 0
FOUNDATION HEALTH SYSTEMS - COM 350404109 809 81,370 SOLE 81,370 0 0
FOWARD AIR CORPORATION COM 349853101 69 1,600 SOLE 1,600 0 0
FPL GROUP INC COM 302571104 3,078 71,900 SOLE 71,900 0 0
FRANCE GROWTH FUND CLOSED END F 35177K108 31,045 2027,400 SOLE 2027,400 0 0
FRANCE TELECOM ADR COM 35177Q105 17,355 130,000 SOLE 130,000 0 0
FRANKFORT FIRST BANCORP INC COM 352128201 9 600 SOLE 600 0 0
FRANKLIN RES COM 354613101 3,312 103,300 SOLE 103,300 0 0
FREEDOM SECURITIES CORP COM 35644K103 167 14,800 SOLE 14,800 0 0
FREEPORT MCMORAN COM CL A 35671D105 7,447 401,174 SOLE 401,174 0 0
FRIEDMANS INC-CL A COM 358438109 54 7,200 SOLE 7,200 0 0
FRITZ COS INC COM 358846103 2,022 192,600 SOLE 192,600 0 0
FRUIT OF THE LOOM CL-A COM G3682L105 41 28,600 SOLE 28,600 0 0
FSF FINANCIAL CORP COMMON STOCK 30262K105 1 100 SOLE 100 0 0
FULLER H B CO COM 359694106 32,679 584,200 SOLE 584,200 0 0
FULLER H B CO COM 359694106 1,544 27,600 SOLE Master T 27,600 0 0
FURNITURE BRANDS INTL INC COM 360921100 766 34,800 SOLE 34,800 0 0
FVNB CORP COM 302674106 28 800 SOLE 800 0 0
G & L REALTY CORP COM 361271109 4 400 SOLE 400 0 0
GALLAGHER (ARTHUR J) COM 363576109 285 4,400 SOLE 4,400 0 0
GANNETT INC COM 364730101 9,156 112,252 SOLE 112,252 0 0
GANNETT INC COM 364730101 1,925 23,600 SOLE Master T 23,600 0 0
GARDEN FRESH RESTAURANT CORP COM 365235100 53 3,100 SOLE 3,100 0 0
GARTNER GROUP INC-CL COM 366651206 961 69,561 SOLE 69,561 0 0
GATEWAY INC COM 367626108 9,022 125,200 SOLE 125,200 0 0
GATX CORP COM 361448103 999 29,600 SOLE 29,600 0 0
GAYLORD CONTAINER CORP - A COM 368145108 85 12,500 SOLE 12,500 0 0
GEHL CO COM 368483103 72 4,000 SOLE 4,000 0 0
GENCOR INDUSTRIES COM 368678108 146 10,600 SOLE 10,600 0 0
GENCORP INC COM 368682100 135 13,700 SOLE 13,700 0 0
GENER SA ADR (1 ADR = 368731105 60 3,900 SOLE 3,900 0 0
GENERAL CABLE CORP COM 369300108 6,519 862,000 SOLE 862,000 0 0
GENERAL DYNAMICS CORP COM 369550108 15,551 294,800 SOLE 294,800 0 0
GENERAL ELEC CO COM 369604103 151,235 977,284 SOLE 977,284 0 0
GENERAL INSTRUMENT CORP COM 370120107 11,033 129,800 SOLE 129,800 0 0
GENERAL MLS INC COM 370334104 8,329 232,980 SOLE 232,980 0 0
GENERAL MLS INC COM 370334104 2,960 82,800 SOLE Master T 82,800 0 0
GENERAL MOTORS COM 370442105 829 11,400 SOLE 11,400 0 0
GENERAL SEMICONDUCTOR INC COM 370787103 458 32,300 SOLE 32,300 0 0
GENESIS WORLDWIDE INC COM 37184G104 12 3,700 SOLE 3,700 0 0
GENESYS TELECOMMUNICATIONS L COM 371931106 22 400 SOLE 400 0 0
GENICOM CORP COM 372282103 5 7,300 SOLE 7,300 0 0
GENLYTE GROUP INC COM 372302109 162 7,600 SOLE 7,600 0 0
GENUINE PARTS CO COM 372460105 1,829 73,700 SOLE 73,700 0 0
GENZYME CORP COM 372917104 2,709 60,200 SOLE 60,200 0 0
GEORGIA GULF CORP COM 373200203 590 19,400 SOLE 19,400 0 0
GEORGIA PACIFIC (TIMBER GRP) COM 373298702 1,470 59,700 SOLE 59,700 0 0
GERBER SCIENTIFIC COM 373730100 476 21,700 SOLE 21,700 0 0
GETTY PETROLEUM MARKETING COM 374292100 0 100 SOLE 100 0 0
GIANT GROUP LTD COM 374503100 16 4,700 SOLE 4,700 0 0
GIANT INDUSTRIES INC COM 374508109 14 1,700 SOLE 1,700 0 0
GILLETTE CO COM 375766102 17,521 425,400 SOLE 425,400 0 0
GLATFELTER P.H. CO COM 377316104 408 28,000 SOLE 28,000 0 0
GLOBAL CROSSING LTD COM G3921A100 13,897 277,935 SOLE 277,935 0 0
GLOBAL INDUSTRIAL TECH INC COM 379335102 1,643 127,600 SOLE 127,600 0 0
GLOBAL MARINE INC COM 379352404 1,696 102,000 SOLE 102,000 0 0
GOLDEN STAR RESOURCES COM 38119T104 33 35,600 SOLE 35,600 0 0
GOLDEN STATE VINTNERS INC-B COM 38121K208 36 6,800 SOLE 6,800 0 0
GOLDEN TELECOM INC COM 38122G107 2,000 62,500 SOLE 62,500 0 0
GOLDEN WEST FINL CORP COM 381317106 2,851 85,100 SOLE 85,100 0 0
GOTTSCHALKS INC COM 383485109 57 7,700 SOLE 7,700 0 0
GPU INC COM 36225X100 1,524 50,900 SOLE 50,900 0 0
GRADCO SYSTEMS INC COM 384111100 5 4,000 SOLE 4,000 0 0
GRAHAM CORP COM 384556106 12 1,800 SOLE 1,800 0 0
GRAINGER W W INC COM 384802104 6,699 140,100 SOLE 140,100 0 0
GRANITE CONSTRUCTION INC COM 387328107 311 16,875 SOLE 16,875 0 0
GREAT ATLANTIC & PAC TEA CO COM 390064103 438 15,700 SOLE 15,700 0 0
GREATER CHINA FUND MUTUAL FUND 39167B102 13,470 1608,415 SOLE 1608,415 0 0
GREENBRIER COMPANIES INC COM 393657101 55 6,400 SOLE 6,400 0 0
GREENPOINT FINANCIAL CORP COM 395384100 1,650 69,300 SOLE 69,300 0 0
GREY ADVERTISING COM 397838103 360 900 SOLE 900 0 0
GRIFFON CORP COM 398433102 223 28,600 SOLE 28,600 0 0
GROUP1 SOFTWARE INC COM 39943Y103 1 100 SOLE 100 0 0
GTE CORP COM 362320103 56,163 795,931 SOLE 795,931 0 0
GTE CORP COM 362320103 988 14,000 SOLE Master T 14,000 0 0
GTECH HOLDINGS CORP COM 400518106 499 22,700 SOLE 22,700 0 0
GUANGSHEN RAILWAY-SPONS ADR ADR 40065W107 268 48,200 SOLE 48,200 0 0
GUIDANT CORP COM 401698105 5,480 116,600 SOLE 116,600 0 0
GUIDANT CORP COM 401698105 4,023 85,600 SOLE Master T 85,600 0 0
GZA GEOENVIRONMENTAL TECH IN COM 362386104 17 3,700 SOLE 3,700 0 0
HAEMONETICS CORP / MASS COM 405024100 605 25,400 SOLE 25,400 0 0
HAGGAR CORP COM 405173105 84 7,400 SOLE 7,400 0 0
HALLIBURTON CO COM 406216101 6,262 155,586 SOLE 155,586 0 0
HAMPSHIRE GROUP LTD COM 408859106 2 200 SOLE 200 0 0
HAMPTON INDUSTRIES COM 409189107 17 7,507 SOLE 7,507 0 0
HANCOCK FABRICS COM 409900107 48 15,500 SOLE 15,500 0 0
HANDLEMAN CO COM 410252100 540 40,400 SOLE 40,400 0 0
HANNA (M.A.) CO COM 410522106 348 31,800 SOLE 31,800 0 0
HANNAFORD BROS CO COM 410550107 2,003 28,900 SOLE 28,900 0 0
HANOVER COMPRESSOR CO COM 410768105 781 20,700 SOLE 20,700 0 0
HARCOURT GENERAL INC COM 41163G101 2,279 56,622 SOLE 56,622 0 0
HARDING LAWSON ASSOC GROUP I COM 412293102 39 5,000 SOLE 5,000 0 0
HARKEN ENERGY CORP COM 412552101 2,914 3885,630 SOLE 3885,630 0 0
HARKEN ENERGY CORP COM 412552101 158 210,193 SOLE Master T 210,193 0 0
HARLAND JOHN H CO COM 412693103 597 32,600 SOLE 32,600 0 0
HARLEY-DAVIDSON INC. COM 412822108 6,509 101,600 SOLE 101,600 0 0
HARMAN INTERNATIONAL COM 413086109 606 10,800 SOLE 10,800 0 0
HARRAHS ENTERTAINMENT INC COM 413619107 1,322 50,000 SOLE 50,000 0 0
HARRIS CORP COM 413875105 1,430 53,600 SOLE 53,600 0 0
HARRODSBURG FIRST FINANCIAL COM 415781103 29 2,200 SOLE 2,200 0 0
HARSCO CORP COM 415864107 1,448 45,600 SOLE 45,600 0 0
HARTE-HANKS COMMUNICATIONS COM 416196103 1,022 47,000 SOLE 47,000 0 0
HARTFORD FINANCIAL SERVICES COM 416515104 4,292 90,600 SOLE 90,600 0 0
HASBRO INC COM 418056107 1,511 79,273 SOLE 79,273 0 0
HAWAIIAN AIRLINES INC COM 419849104 96 45,300 SOLE 45,300 0 0
HAWAIIAN ELEC COM 419870100 578 20,000 SOLE 20,000 0 0
HAWTHORNE FIN CORP COM 420542102 31 2,500 SOLE 2,500 0 0
HCR MANOR CARE COM 564055101 704 44,000 SOLE 44,000 0 0
HEALTH MGT ASSOC COM 421933102 2,274 170,050 SOLE 170,050 0 0
HEALTH RISK MGMT INC COM 421935107 15 2,400 SOLE 2,400 0 0
HEALTHCARE REALTY TRUST INC COM 421946104 683 43,700 SOLE 43,700 0 0
HEALTHCARE SERVICES GROUP COM 421906108 96 10,300 SOLE 10,300 0 0
HEALTHSOUTH CORP COM 421924101 810 150,780 SOLE 150,780 0 0
HEIDRICK & STRUGGLES INTERNA COM 422819102 672 15,900 SOLE 15,900 0 0
HEILIG-MYERS CO COM 422893107 101 36,600 SOLE 36,600 0 0
HEINZ H J CO COM 423074103 5,713 143,500 SOLE 143,500 0 0
HELLENIC TELECOMMUN ORG ADR COM 423325307 2,581 216,200 SOLE 216,200 0 0
HELLO DIRECT INC COM 423402106 15 1,000 SOLE 1,000 0 0
HELMERICH & PAYNE INC COM 423452101 425 19,500 SOLE 19,500 0 0
HEWLETT PACKARD CO COM 428236103 34,741 304,912 SOLE 304,912 0 0
HEWLETT PACKARD CO COM 428236103 1,614 14,164 SOLE Master T 14,164 0 0
HIBERNIA CORP -CL A COM 428656102 1,086 102,200 SOLE 102,200 0 0
HILB ROGAL & HAMILTO COM 431294107 1,729 61,200 SOLE 61,200 0 0
HILLENBRAND INDUSTRIES COM 431573104 1,423 44,900 SOLE 44,900 0 0
HILTON HOTELS COM 432848109 3,465 360,011 SOLE 360,011 0 0
HISPANIC BROADCASTING CORP COM 43357B104 3,228 35,000 SOLE 35,000 0 0
HITACHI LTD -SPONS ADR COM 433578507 1,133 7,000 SOLE 7,000 0 0
HOENIG GROUP INC COM 434396107 14 1,500 SOLE 1,500 0 0
HOLLY CORP COM 435758305 102 7,600 SOLE 7,600 0 0
HOMESTAKE MNG CO COM 437614100 836 107,000 SOLE 107,000 0 0
HON INDS INC COM 438092108 827 37,700 SOLE 37,700 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 18,254 316,437 SOLE 316,437 0 0
HONG KONG INDEX SER COM 92923H707 80 5,600 SOLE 5,600 0 0
HOOPER HOLMES INC COM 439104100 821 31,900 SOLE 31,900 0 0
HORACE MANN EDUCATOR COM 440327104 563 28,700 SOLE 28,700 0 0
HORMEL GEO A & CO COM 440452100 1,962 48,300 SOLE 48,300 0 0
HOUGHTON MIFFLIN CO COM 441560109 3,143 74,500 SOLE 74,500 0 0
HOUSEHOLD INTL INC COM 441815107 7,345 197,185 SOLE 197,185 0 0
HOWMET INTERNATIONAL INC COM 443208103 15,368 850,800 SOLE 850,800 0 0
HPSC INC COM 404264103 22 2,400 SOLE 2,400 0 0
HSB GROUP COM 40428N109 609 18,000 SOLE 18,000 0 0
HUANENG POWER INTL ADR ADR 443304100 776 73,500 SOLE 73,500 0 0
HUBBELL INC COM CL B 443510201 2,859 104,900 SOLE 104,900 0 0
HUDSON UNITED BANCORP COM 444165104 5,904 230,979 SOLE 230,979 0 0
HUGHES SUPPLY INC COM 444482103 569 26,400 SOLE 26,400 0 0
HUMANA INC COM 444859102 486 59,400 SOLE 59,400 0 0
HUNT MFG COM 445591100 29 3,000 SOLE 3,000 0 0
HUNTWAY REFINING COMPANY COM 447309105 5 4,000 SOLE 4,000 0 0
IBP INC COM 449223106 1,035 57,500 SOLE 57,500 0 0
ICN PHARMACEUTICALS COM 448924100 509 20,100 SOLE 20,100 0 0
ID SYSTEMS INC COM 449489103 2,086 375,000 SOLE 375,000 0 0
IDACORP INC COM 451107106 638 23,800 SOLE 23,800 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 395 58,004 SOLE 58,004 0 0
ILEX ONCOLOGY INC COM 451923106 9,168 380,000 SOLE 380,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 25,229 373,417 SOLE 373,417 0 0
ILLINOVA CORP COM 452317100 1,640 47,200 SOLE 47,200 0 0
ILX RESORTS INC COM 449661503 5 3,400 SOLE 3,400 0 0
IMATION CORP COM 45245A107 1,564 46,600 SOLE 46,600 0 0
IMC GLOBAL INC COM 449669100 953 58,208 SOLE 58,208 0 0
IMMUCOR INC COM 452526106 102 7,700 SOLE 7,700 0 0
IMMULOGIC PHARMACEUTICAL COR COM 45252R100 577 1026,178 SOLE 1026,178 0 0
IMMUNOGEN INC COM 45253H101 6,153 1118,659 SOLE 1118,659 0 0
IMS HEALTH INC COM 449934108 3,458 127,200 SOLE 127,200 0 0
INDEPENDENCE COMMUNITY BANK COM 453414104 84 6,700 SOLE 6,700 0 0
INDIA FUND CLOSED END F 454089103 14,901 889,600 SOLE 889,600 0 0
INDIA GROWTH FD INC COM 454090101 33,875 2221,300 SOLE 2221,300 0 0
INDIANA ENERGY INC COM 454707100 339 19,100 SOLE 19,100 0 0
INFORMIX CORP COM 456779107 1,470 128,500 SOLE 128,500 0 0
INGERSOLL-RAND COM 456866102 5,589 101,500 SOLE 101,500 0 0
INNKEEPERS USA TRUST COM 4576J0104 179 21,900 SOLE 21,900 0 0
INSIGHT COMMUNICATIONS INC COM 45768V108 5,434 183,425 SOLE 183,425 0 0
INTEGRATED DEVICE TECH INC COM 458118106 2,415 83,275 SOLE 83,275 0 0
INTEGRATED ELECTRICAL SVCS COM 45811E103 286 28,400 SOLE 28,400 0 0
INTEL CORP COM 458140100 101,744 1236,064 SOLE 1236,064 0 0
INTEL CORP COM 458140100 4,694 57,028 SOLE Master T 57,028 0 0
INTELLIGENT POLYMERS LTD COM G48029105 10,961 327,200 SOLE 327,200 0 0
INTERCONTINENTAL LIFE CORP COM 458593100 28 3,000 SOLE 3,000 0 0
INTERLINQ SOFTWARE COM 458753100 23 6,000 SOLE 6,000 0 0
INTERNATIONAL BANCSHARES CRP COM 459044103 226 5,100 SOLE 5,100 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 77,407 716,732 SOLE 716,732 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 4,892 45,300 SOLE Master T 45,300 0 0
INTERNATIONAL FLAVORS & FRAG COM 459506101 1,657 43,900 SOLE 43,900 0 0
INTERNATIONAL MULTIFOODS COR COM 460043102 264 19,900 SOLE 19,900 0 0
INTERNATIONAL PAPER CO COM 460146103 29,156 516,613 SOLE 516,613 0 0
INTERNATIONAL PAPER CO COM 460146103 1,546 27,400 SOLE Master T 27,400 0 0
INTERNATIONAL SPEEDWAY CORP COM 460335201 1,763 35,000 SOLE 35,000 0 0
INTERPHASE CORP COM 460593106 34 1,600 SOLE 1,600 0 0
INTERPUBLIC GROUP COS INC COM 460690100 6,709 116,300 SOLE 116,300 0 0
INTERSTATE BAKERIES COM 46072H108 812 44,800 SOLE 44,800 0 0
INTERTAN INC COM 461120107 183 7,000 SOLE 7,000 0 0
INTL AIRCRAFT INVESTORS COM 458860103 23 3,600 SOLE 3,600 0 0
INTL GAME TECHNOLOGY COM 459902102 1,258 61,950 SOLE 61,950 0 0
INTL RECTIFIER CORP COM 460254105 1,357 52,200 SOLE 52,200 0 0
INTL SHIPHOLDING CO COM 460321201 77 6,600 SOLE 6,600 0 0
INTL SPECIALTY PRODS COM 460337108 178 19,400 SOLE 19,400 0 0
INTL TECH CORP COM 465266104 108 11,800 SOLE 11,800 0 0
INTUIT INC COM 461202103 617 10,300 SOLE 10,300 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 615 21,400 SOLE 21,400 0 0
IPALCO ENTR INC COM 462613100 1,002 58,700 SOLE 58,700 0 0
IPC COMMUNICATIONS INC COM 44980K206 43 600 SOLE 600 0 0
IRISH INVESTMENT FUND INC COM 462710104 153 10,000 SOLE 10,000 0 0
ISB FINANCIAL CORPORATION COM 450091103 91 6,600 SOLE 6,600 0 0
ITALY FUND MUTUAL FUND 465395101 10,790 634,700 SOLE 634,700 0 0
ITLA CAPITAL CORPORATION COM 450565106 19 1,500 SOLE 1,500 0 0
ITT EDUCATIONAL SERVICES COM 45068B109 1,583 102,525 SOLE 102,525 0 0
J M SMUCKER A COM 832696108 353 18,100 SOLE 18,100 0 0
J.B. HUNT TRAN COM 445658107 316 22,800 SOLE 22,800 0 0
JABIL CIRCUIT INC COM 466313103 4,373 59,900 SOLE 59,900 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 832 25,600 SOLE 25,600 0 0
JAKARTA GROWTH FUND MUTUAL FUNDS 470120106 30 9,300 SOLE 9,300 0 0
JAKKS PACIFIC INC COM 47012E106 30 1,600 SOLE 1,600 0 0
JAPAN EQUITY FUND MUTUAL FUND 471057109 840 86,700 SOLE 86,700 0 0
JARDINE FLEMING CHINA REGION MUTUAL FUND 471110106 14,779 1751,600 SOLE 1751,600 0 0
JARDINE FLEMING INDIA FUND CLOSED END F 471112102 27,919 2351,100 SOLE 2351,100 0 0
JASON INC COM 471171108 38 5,300 SOLE 5,300 0 0
JCC HOLDING CO COM 46611Q205 559 98,091 SOLE 98,091 0 0
JEFFERSON PILOT CORP COM 475070108 2,887 42,300 SOLE 42,300 0 0
JILIN CHEMICAL INDL COM 477418107 210 29,500 SOLE 29,500 0 0
JO-ANN STORES INC CL-A COM 47758P109 164 14,600 SOLE 14,600 0 0
JOHN NUVEEN CO COM 478035108 32 900 SOLE 900 0 0
JOHNSON & JOHNSON COM 478160104 19,938 214,100 SOLE 214,100 0 0
JOHNSON WORLDWIDE ASSOC INC COM CL A 479254104 37 1,600 SOLE 1,600 0 0
JONES APPAREL GROUP COM 480074103 828 30,513 SOLE 30,513 0 0
JOS A BANK CLOTHIERS INC COM 480838101 11 3,800 SOLE 3,800 0 0
JOSTENS INC COM 481088102 339 13,931 SOLE 13,931 0 0
JSB FINANCIAL INC COM 46624M100 431 8,300 SOLE 8,300 0 0
JWGENESIS FINANCIAL CORP COM 482227105 121 4,100 SOLE 4,100 0 0
KAMAN CORP COM 483548103 52 4,000 SOLE 4,000 0 0
KANEB SERVICES INC COM 484170105 72 16,400 SOLE 16,400 0 0
KANSAS CITY LIFE INS COM 484836101 233 6,900 SOLE 6,900 0 0
KANSAS CITY P&L COM 485134100 845 38,300 SOLE 38,300 0 0
KANSAS CITY SO COM 485170104 3,284 44,000 SOLE 44,000 0 0
KASPER A.S.L. LTD COM 485808109 782 357,304 SOLE 357,304 0 0
KATY INDS INC COM 486026107 76 8,800 SOLE 8,800 0 0
KAUFMAN & BROAD HOME CORP COM 486168107 474 19,600 SOLE 19,600 0 0
KAYDON CORP COM 486587108 542 20,200 SOLE 20,200 0 0
KBK CAPITAL CORPORATION COM 482412103 11 3,300 SOLE 3,300 0 0
KEANE INC COM 486665102 1,521 47,900 SOLE 47,900 0 0
KELLWOOD CO COM 488044108 309 15,900 SOLE 15,900 0 0
KELLY SVCS INC COM CL A 488152208 1,090 43,400 SOLE 43,400 0 0
KENNAMETAL INC COM 489170100 595 17,700 SOLE 17,700 0 0
KENTUCKY ELECTRIC STEEL INC COM 49127B100 10 4,200 SOLE 4,200 0 0
KERR MCGEE CORP COM 492386107 2,131 34,379 SOLE 34,379 0 0
KEWAUNEE SCIENTIFIC COM 492854104 31 3,000 SOLE 3,000 0 0
KEY PRODUCTION CO. COM 493138101 68 9,200 SOLE 9,200 0 0
KEY TRONICS CORP COM 493144109 48 12,700 SOLE 12,700 0 0
KEYCORP COM 493267108 553 25,000 SOLE 25,000 0 0
KEYSPAN CORPORATION COM 49337W100 2,122 91,500 SOLE 91,500 0 0
KEYSTONE FINANCIAL COM 493482103 756 35,900 SOLE 35,900 0 0
KIMBALL INTERNATIONAL CL-B COM 494274103 591 35,800 SOLE 35,800 0 0
KIMBERLY CLARK CORP COM 494368103 17,428 267,100 SOLE 267,100 0 0
KIMBERLY CLARK CORP COM 494368103 1,220 18,700 SOLE Master T 18,700 0 0
KINDER MORGAN INC COM 49455P101 1,507 74,650 SOLE 74,650 0 0
KLA TENCOR COM 482480100 4,043 36,300 SOLE 36,300 0 0
KNIGHT RIDDER COM 499040103 2,053 34,500 SOLE 34,500 0 0
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 2,025 150,000 SOLE 150,000 0 0
KOOR INDUSTRIES LTD ADR COM 500507108 892 44,600 SOLE 44,600 0 0
KOPIN CORP COM 500600101 42 1,000 SOLE 1,000 0 0
KOREA EQUITY FUND CLOSED END F 50063B104 1,709 350,600 SOLE 350,600 0 0
KOREA FUND CLOSED END F 500634100 59,764 3515,500 SOLE 3515,500 0 0
KOREA TELECOM CORP ADR ADR 50063P103 5,031 67,300 SOLE 67,300 0 0
KOREAN INVESTMENTS FUND MUTUAL FUND 500637103 7,786 896,200 SOLE 896,200 0 0
KORN/FERRY INTERNATIONAL COM 500643200 978 26,900 SOLE 26,900 0 0
KROGER COM 501044101 6,519 345,400 SOLE 345,400 0 0
KRONOS INC COM 501052104 684 11,400 SOLE 11,400 0 0
KRUG INTERNATIONAL COM 501067102 7 3,900 SOLE 3,900 0 0
KULICKE & SOFFA INDS COM 501242101 630 14,800 SOLE 14,800 0 0
L G & E ENERGY COM 501917108 1,515 86,900 SOLE 86,900 0 0
LABONE INC COM 50540L105 11 1,650 SOLE 1,650 0 0
LACLEDE GAS CO COM 505588103 19 900 SOLE 900 0 0
LADD FURNITURE INC COM 505739201 176 8,900 SOLE 8,900 0 0
LADY LUCK GAMING COM 505820308 19 1,840 SOLE 1,840 0 0
LAIDLAW INC COM 50730K503 696 132,500 SOLE 132,500 0 0
LAKELAND INDUSTRIES INC COM 511795106 11 2,700 SOLE 2,700 0 0
LANCASTER CLNY COM 513847103 863 26,049 SOLE 26,049 0 0
LANCE INC COM 514606102 185 18,500 SOLE 18,500 0 0
LANDMARK BANCSHARES INC COM 514928100 30 1,400 SOLE 1,400 0 0
LANDS END COM 515086106 660 19,000 SOLE 19,000 0 0
LANDSTAR SYS INC COM 515098101 492 11,500 SOLE 11,500 0 0
LATIN AMER EQUITY FD MUTUAL FUND 51827T100 29,948 2372,100 SOLE 2372,100 0 0
LATIN AMERICAN DISCOVERY FUN MUTUAL FUND 51828C106 1,397 130,750 SOLE 130,750 0 0
LATIN AMERICAN INV. MUTUAL FUND 518279104 22,136 1694,600 SOLE 1694,600 0 0
LATTICE SEMICONDUCTO COM 518415104 1,348 28,600 SOLE 28,600 0 0
LEAP WIRELESS INTL INC COM 521863100 14 175 SOLE 175 0 0
LEAR CORPORATION COM 521865105 1,453 45,400 SOLE 45,400 0 0
LEE ENTERPRISES COM 523768109 869 27,200 SOLE 27,200 0 0
LEGATO SYSTEMS INC COM 524651106 3,854 56,000 SOLE 56,000 0 0
LEGG MASON INC COM 524901105 1,595 44,000 SOLE 44,000 0 0
LEGGETT & PLATT COM 524660107 1,724 80,400 SOLE 80,400 0 0
LEHMAN BROTHERS HOLDING COM 524908100 10,418 123,020 SOLE 123,020 0 0
LEHMAN BROTHERS HOLDING COM 524908100 1,634 19,300 SOLE Master T 19,300 0 0
LENNOX INTERNATIONAL INC COM 526107107 649 70,600 SOLE 70,600 0 0
LESCO INC OHIO COM 526872106 131 7,700 SOLE 7,700 0 0
LESLIE FAY COMPANY INC COM 527016109 97 15,839 SOLE 15,839 0 0
LEXMARK INTL GROUP INC COM 529771107 4,824 53,300 SOLE 53,300 0 0
LIBERTY HOMES INC COM 530582204 16 1,900 SOLE 1,900 0 0
LIFE FINACIAL CORP COMMON 53184P101 323 80,700 SOLE 80,700 0 0
LIFEMARK CORPORATION COM 53219F102 1 400 SOLE 400 0 0
LIFEPOINT HOSPITALS INC-W/I COM 53219L109 15 1,300 SOLE 1,300 0 0
LIGHTBRIDGE INC COM 532226107 300 10,800 SOLE 10,800 0 0
LILLY ELI & CO COM 532457108 5,305 79,768 SOLE 79,768 0 0
LIMITED INC COM 532716107 1,916 44,234 SOLE 44,234 0 0
LINC CAPITAL INC COM 501942106 18 3,700 SOLE 3,700 0 0
LINCARE HOLDINGS INC COM 532791100 1,394 40,200 SOLE 40,200 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 825 40,000 SOLE 40,000 0 0
LINCOLN NATL CORP IND COM 534187109 3,192 79,800 SOLE 79,800 0 0
LINDBERG CORP COM 535171102 21 2,700 SOLE 2,700 0 0
LINEAR TECH COM 535678106 7,514 105,000 SOLE 105,000 0 0
LITTON INDUSTRIES COM 538021106 25 500 SOLE 500 0 0
LIZ CLAIBORNE INC COM 539320101 966 25,676 SOLE 25,676 0 0
LNR PROPERTY CORP COM 501940100 417 21,000 SOLE 21,000 0 0
LOCAL FINANCIAL CORPORATION COM 539553107 252 24,300 SOLE 24,300 0 0
LOGIC DEVICES INC COM 541402103 23 7,300 SOLE 7,300 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 595 66,700 SOLE 66,700 0 0
LONGS DRUG STORES CORP COM 543162101 405 15,700 SOLE 15,700 0 0
LONGVIEW FIBRE CO COM 543213102 165 11,600 SOLE 11,600 0 0
LORONIX INFORMATION SYSTEMS COM 544183106 95 4,800 SOLE 4,800 0 0
LOUIS DREYFUS NATURAL GAS COM 546011107 404 22,300 SOLE 22,300 0 0
LOUISIANA PAC CORP COM 546347105 623 43,700 SOLE 43,700 0 0
LOWES COS INC COM 548661107 79,491 1330,400 SOLE 1330,400 0 0
LSI LOGIC CORP COM 502161102 4,097 60,700 SOLE 60,700 0 0
LTV CORP COM 501921100 17,100 4145,400 SOLE 4145,400 0 0
LTV CORP COM 501921100 130 31,600 SOLE Master T 31,600 0 0
LTX CORP COM 502392103 40 1,800 SOLE 1,800 0 0
LUBYS CAFETERIAS INC COM 549282101 193 17,000 SOLE 17,000 0 0
LUCENT TECH INC COM 549463107 65,536 875,999 SOLE 875,999 0 0
LUCENT TECH INC COM 549463107 2,572 34,384 SOLE Master T 34,384 0 0
LYDALL INC COM 550819106 1,212 183,000 SOLE 183,000 0 0
LYONDELL PETROCHEMICAL CO COM 552078107 3,314 259,900 SOLE 259,900 0 0
M & F WORLDWIDE CORP COM 552541104 22 4,400 SOLE 4,400 0 0
M D C HLDGS INC COM 552676108 311 19,800 SOLE 19,800 0 0
M S CARRIERS INC COM 553533100 43 1,800 SOLE 1,800 0 0
M/I SCHOTTENSTEIN HOMES INC COM 55305B101 135 8,700 SOLE 8,700 0 0
MADE2MANAGE SYSTEMS INC COM 556466100 10 1,300 SOLE 1,300 0 0
MAGNETEK INC COM 559424106 54 7,000 SOLE 7,000 0 0
MALLINCKRODT GROUP COM 561232109 938 29,500 SOLE 29,500 0 0
MANDALAY RESORT GROUP COM 562567107 1,286 63,900 SOLE 63,900 0 0
MANPOWER INC COM 56418H100 2,005 53,300 SOLE 53,300 0 0
MARINE TRANSPORT CORPORATION COM 567912100 17 6,400 SOLE 6,400 0 0
MARINEMAX INC COM 567908108 46 4,800 SOLE 4,800 0 0
MARION CAP HLDGS INC COM 568635106 11 700 SOLE 700 0 0
MARRIOTT INTERNATIONAL CL A COM 571903202 3,219 102,000 SOLE 102,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 10,129 105,850 SOLE 105,850 0 0
MARSH & MCLENNAN COS INC COM 571748102 483 5,050 SOLE Master T 5,050 0 0
MARSHALL & ILSLEY CORP COM 571834100 7,406 117,900 SOLE 117,900 0 0
MARTEN TRANSPORT LTD COM 573075108 35 2,750 SOLE 2,750 0 0
MARTIN MARIETTA MATERIALS COM 573284106 1,289 31,434 SOLE 31,434 0 0
MARVEL ENTERPRISES INC COM 57383M108 2,667 484,997 SOLE 484,997 0 0
MASCO CORP COM 574599106 4,694 185,000 SOLE 185,000 0 0
MASSBANK CORP READ COM 576152102 68 2,300 SOLE 2,300 0 0
MATSUSHITA ELEC IND ADR ADR 576879209 363 1,300 SOLE 1,300 0 0
MATTEL INC COM 577081102 3,130 238,442 SOLE 238,442 0 0
MAXCOR FINANCIAL GROUP INC COM 57772G100 8 3,100 SOLE 3,100 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 8,683 184,000 SOLE 184,000 0 0
MAXXAM INC COM 577913106 206 4,800 SOLE 4,800 0 0
MAYNARD OIL CO COM 578444101 12 1,200 SOLE 1,200 0 0
MAYS (J.W.) INC COM 578473100 1 100 SOLE 100 0 0
MBIA INC COM 55262C100 2,155 40,800 SOLE 40,800 0 0
MBNA CORP COM 55262L100 259 9,500 SOLE 9,500 0 0
MCCORMICK & CO INC COM NON-VOTI 579780206 1,488 50,000 SOLE 50,000 0 0
MCDERMOTT INTL INC COM 580037109 220 24,300 SOLE 24,300 0 0
MCDONALDS CORP COM 580135101 22,019 546,200 SOLE 546,200 0 0
MCDONALDS CORP COM 580135101 677 16,800 SOLE Master T 16,800 0 0
MCGRAW HILL INC COM 580645109 5,031 81,636 SOLE 81,636 0 0
MCI WORLDCOM INC COM 55268B106 30,707 578,703 SOLE 578,703 0 0
MCI WORLDCOM INC COM 55268B106 3,780 71,246 SOLE Master T 71,246 0 0
MCKESSON HBOC INC COM 58155Q103 2,788 123,572 SOLE 123,572 0 0
MCN ENERGY GROUP INC. COM 55267J100 51,652 2174,833 SOLE 2174,833 0 0
MCNAUGHTON APPAREL GROUP INC COM 582524104 49 6,800 SOLE 6,800 0 0
MCRAE INDUSTRIES -CL A COM 582757209 1 100 SOLE 100 0 0
MEAD CORP COM 582834107 15,304 352,314 SOLE 352,314 0 0
MED-DESIGN CORP COM 583926100 2,925 200,000 SOLE 200,000 0 0
MEDIA GENERAL A COM 584404107 842 16,200 SOLE 16,200 0 0
MEDIABAY INC COM 58446J108 7,831 700,000 SOLE 700,000 0 0
MEDIAONE GROUP INC COM 58440J104 130,092 1693,627 SOLE 1693,627 0 0
MEDICIS PHARMACEUTICAL-CL A COM 584690309 358 8,400 SOLE 8,400 0 0
MEDIMMUNE INC COM 584699102 16,256 98,000 SOLE 98,000 0 0
MEDISYS INC COM 58505C101 14 3,000 SOLE 3,000 0 0
MEDTRONIC INC COM 585055106 13,156 361,052 SOLE 361,052 0 0
MEDTRONIC INC COM 585055106 2,795 76,700 SOLE Master T 76,700 0 0
MEGO FINANCIAL CORPORATION COM 585162308 15 3,600 SOLE 3,600 0 0
MELLON BK CORP COM 58551A108 7,832 229,916 SOLE 229,916 0 0
MENTOR GRAPHICS CORP COM 587200106 1,766 133,900 SOLE 133,900 0 0
MERANT PLC ADR 587336108 344 11,095 SOLE 11,095 0 0
MERCANTILE BANKSHARES CORP COM 587405101 3,085 96,600 SOLE 96,600 0 0
MERCK & CO INC COM 589331107 30,312 452,000 SOLE 452,000 0 0
MERCURY COMPUTER SYSTEMS INC COM 589378108 539 15,400 SOLE 15,400 0 0
MERCURY INTERACTIVE CORP COM 589405109 1,576 14,600 SOLE 14,600 0 0
MEREDITH CORP COM 589433101 42 1,000 SOLE 1,000 0 0
MERIDIAN RESOURCE CORP COM 58977Q109 8,348 2725,860 SOLE 2725,860 0 0
MERIT MED SYS INC COM 589889104 21 2,900 SOLE 2,900 0 0
MERITOR AUTOMOTIVE INC COM 59000G100 848 43,767 SOLE 43,767 0 0
MERRILL LYNCH & CO INC COM 590188108 8,379 100,342 SOLE 100,342 0 0
MESA LABORATORIES INC COM 59064R109 4 1,000 SOLE 1,000 0 0
MESTEK INC COM 590829107 115 5,700 SOLE 5,700 0 0
MEXICAN RESAURANTS INC COM 59283R104 17 4,500 SOLE 4,500 0 0
MEXICO EQUITY & INCOME FUND MUTUAL FUND 592834105 847 94,800 SOLE 94,800 0 0
MEXICO FUND INC CLOSED END F 592835102 114,089 6566,300 SOLE 6566,300 0 0
MEYERSON (M.H) & CO INC COM 55301Q102 18 3,500 SOLE 3,500 0 0
MFRI INC COM 552721102 28 6,400 SOLE 6,400 0 0
MGIC INVESTMENT CORP COM 552848103 2,684 44,600 SOLE 44,600 0 0
MICHAEL ANTHONY JEWELERS INC COM 594060105 3 1,000 SOLE 1,000 0 0
MICRO WAREHOUSE INC COM 59501B105 1,100 59,475 SOLE 59,475 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 2,347 34,300 SOLE 34,300 0 0
MICROMUSE INC COM 595094103 901 5,300 SOLE 5,300 0 0
MICRON TECHNOLOGY INC COM 595112103 8,047 103,500 SOLE 103,500 0 0
MICROSOFT CORP COM 594918104 64,598 553,300 SOLE 553,300 0 0
MICROSOFT CORP COM 594918104 10,204 87,400 SOLE Master T 87,400 0 0
MIDAMERICA ENERGY HOLDINGS COM 59562V107 1,368 40,600 SOLE 40,600 0 0
MIDDLEBY CORP COM 596278101 57 10,100 SOLE 10,100 0 0
MIDLAND COMPANY COM 597486109 12 600 SOLE 600 0 0
MILACRON INC COM 598709103 283 18,400 SOLE 18,400 0 0
MILLENNIUM PHARMACEUTICALS COM 599902103 591 4,842 SOLE 4,842 0 0
MILLER HERMAN INC COM 600544100 1,244 54,100 SOLE 54,100 0 0
MILLIPORE CORP COM 601073109 657 17,000 SOLE 17,000 0 0
MINE SAFETY APPLIANC COM 602720104 352 5,500 SOLE 5,500 0 0
MINERALS TECHNOLOGIE COM 603158106 200 5,000 SOLE 5,000 0 0
MINIMED INC COM 60365K108 1,428 19,500 SOLE 19,500 0 0
MINNESOTA MNG & MFG CO COM 604059105 16,247 166,000 SOLE 166,000 0 0
MINNESOTA MNG & MFG CO COM 604059105 548 5,600 SOLE Master T 5,600 0 0
MINNESOTA P&L CO COM 604110106 840 49,600 SOLE 49,600 0 0
MIRAGE RESORTS COM 60462E104 1,271 83,000 SOLE 83,000 0 0
MODINE MFG CO COM 607828100 470 18,800 SOLE 18,800 0 0
MODIS PROFESSIONAL SERVICES COM 607830106 966 67,800 SOLE 67,800 0 0
MOHAWK INDUSTIRES INC COM 608190104 1,192 45,200 SOLE 45,200 0 0
MOLEX INC COM 608554101 3,516 62,020 SOLE 62,020 0 0
MONACO COACH CORP COM 60886R103 506 19,800 SOLE 19,800 0 0
MONRO MUFFLER BRAKE COM 610236101 22 2,900 SOLE 2,900 0 0
MONSANTO CO COM 611662107 12,829 360,100 SOLE 360,100 0 0
MONTANA POWER CO COM 612085100 2,633 73,000 SOLE 73,000 0 0
MOORE PRODUCTS CO COM 615836103 64 1,600 SOLE 1,600 0 0
MORGAN ST DEAN WITTER COM 617446448 2,684 18,800 SOLE Master T 18,800 0 0
MORGAN STANLEY AFRICA INVEST MUTUAL FUND 617444104 36,989 3565,183 SOLE 3565,183 0 0
MORGAN STANLEY ASIA PACIFIC CLOSED END F 61744U106 22,717 1923,100 SOLE 1923,100 0 0
MORGAN STANLEY EMERGING MARK MUTUAL FUND 61744G107 38,985 2389,900 SOLE 2389,900 0 0
MORGAN STANLEY INDIA INVT FU CLOSED END F 61745C105 80,659 4888,450 SOLE 4888,450 0 0
MORRISON KNUDSEN CORP COM 61844A109 296 37,900 SOLE 37,900 0 0
MORTGAGE.COM INC COM 61910V102 291 50,000 SOLE 50,000 0 0
MORTON FINL COR COM 619429103 47 3,000 SOLE 3,000 0 0
MOTOROLA INC COM 620076109 29,734 201,928 SOLE 201,928 0 0
MOTOROLA INC COM 620076109 2,135 14,500 SOLE Master T 14,500 0 0
MSC.SOFTWARE CORPORATION COM 553531104 60 5,900 SOLE 5,900 0 0
MSDW EASTERN EUROPE FUND MUTUAL FUND 616988101 1,499 88,800 SOLE 88,800 0 0
MUELLER INDUSTRIES COM 624756102 584 16,100 SOLE 16,100 0 0
MURPHY OIL CORP COM 626717102 1,819 31,700 SOLE 31,700 0 0
MYLAN LABORATORIES COM 628530107 1,882 74,700 SOLE 74,700 0 0
MYR GROUP INC COM 554053108 182 6,200 SOLE 6,200 0 0
NABISCO GROUP HOLDINGS COM 62952P102 1,797 169,100 SOLE 169,100 0 0
NABISCO HOLDINGS CORP COM CL A 629526104 19,576 619,000 SOLE 619,000 0 0
NABORS INDS INC COM 629568106 2,661 86,000 SOLE 86,000 0 0
NACCO INDS INC COM CL A 629579103 211 3,800 SOLE 3,800 0 0
NANOMETRICS INC COM 630077105 72 3,600 SOLE 3,600 0 0
NATIONAL AUSTRALIA BANK CPFD 7.875 632525309 19,984 723,400 SOLE 723,400 0 0
NATIONAL COMMERCE BANCORPORA COM 635449101 3,312 146,000 SOLE 146,000 0 0
NATIONAL COMPUTER SY COM 635519101 365 9,700 SOLE 9,700 0 0
NATIONAL HOME HEALTH COM 636380107 25 6,501 SOLE 6,501 0 0
NATIONAL SEMICONDUCTOR COM 637640103 2,963 69,200 SOLE 69,200 0 0
NATIONAL SVC INDS INC COM 637657107 526 17,828 SOLE 17,828 0 0
NATIONAL TECHNICAL COM 638104109 30 7,700 SOLE 7,700 0 0
NATL FUEL GAS CO COM 636180101 1,256 27,000 SOLE 27,000 0 0
NATL WESTERN LIFE INS - CL A COM 638522102 281 4,100 SOLE 4,100 0 0
NAVIGANT CONSULTING COMPANY COM 63935N107 322 29,600 SOLE 29,600 0 0
NAVISTAR INTL CORP COM 63934E108 1,222 25,800 SOLE 25,800 0 0
NBC INTERNET INC - CL A COM 62873D105 108 1,400 SOLE 1,400 0 0
NCH CORP COM 628850109 196 4,400 SOLE 4,400 0 0
NCI BUILDING SYS INC COM 628852105 142 7,700 SOLE 7,700 0 0
NCO GROUP INC COM 628858102 551 18,300 SOLE 18,300 0 0
NCR CORP COM 62886E108 2,530 66,800 SOLE 66,800 0 0
NEIMAN MARCUS GROUP - CL B COM 640204301 230 8,530 SOLE 8,530 0 0
NEIMAN MARCUS GROUP INC - CL COM 640204202 894 32,000 SOLE 32,000 0 0
NETOPIA INC COM 64114K104 299 5,500 SOLE 5,500 0 0
NETWORK APPLIANCE INC COM 64120L104 5,034 60,600 SOLE 60,600 0 0
NETWORKS ASSOCIATES INC COM 640938106 2,442 91,500 SOLE 91,500 0 0
NEUBERGER BERMAN INC COM 641234109 2,674 107,500 SOLE 107,500 0 0
NEW BRUNSWICK SCIENT COM 642876106 71 13,920 SOLE 13,920 0 0
NEW CENTURY ENERGIES INC COM 64352U103 1,425 46,915 SOLE 46,915 0 0
NEW ENGLAND ELEC. SYS. COM 644001109 151,520 2927,925 SOLE 2927,925 0 0
NEW GERMANY FUND MUTUAL FUND 644465106 6,790 554,254 SOLE 554,254 0 0
NEW HORIZONS WORLDWIDE INC COM 645526104 101 8,500 SOLE 8,500 0 0
NEW MEXICO AND ARIZONA LAND COM 647072107 0 74 SOLE 74 0 0
NEW PLAN EXCEL REALTY TRUST COM 648053106 424 26,800 SOLE 26,800 0 0
NEW YORK TIMES CO COM CL A 650111107 3,321 67,600 SOLE 67,600 0 0
NEWELL CO COM 651229106 3,344 115,317 SOLE 115,317 0 0
NEWMIL BANCORP INC COM 651633109 8 600 SOLE 600 0 0
NEWMONT MINING COM 651639106 1,688 68,900 SOLE 68,900 0 0
NEWMONT MINING COM 651639106 235 9,572 SOLE Master T 9,572 0 0
NEWPORT NEWS SHIPBUILDING COM 652228107 624 22,680 SOLE 22,680 0 0
NEXTEL COMMUNICATIONS COM CL A 65332V103 4,884 47,361 SOLE 47,361 0 0
NEXTERA ENTERPRISES INC-A COM 65332E101 9 700 SOLE 700 0 0
NIAGARA MOHAWK PWR CORP COM 653520106 1,047 75,100 SOLE 75,100 0 0
NICOR INC COM 654086107 621 19,104 SOLE 19,104 0 0
NIKE INC COM CL B 654106103 5,743 115,872 SOLE 115,872 0 0
NISOURCE INC COM 65473P105 5,373 300,600 SOLE 300,600 0 0
NOBLE AFFILIATES INC COM 654894104 2,577 120,200 SOLE 120,200 0 0
NOBLE DRILLING CORP COM 655042109 2,548 77,800 SOLE 77,800 0 0
NOLAND CO COM 655286102 5 300 SOLE 300 0 0
NORDSON CP COM 655663102 569 11,800 SOLE 11,800 0 0
NORFOLK SOUTHERN CORP COM 655844108 3,190 155,606 SOLE 155,606 0 0
NORTEL INVERSORA ADR COM 656567401 1,736 89,600 SOLE 89,600 0 0
NORTEL NETWORKS CORP COM 656569100 52,245 517,280 SOLE 517,280 0 0
NORTH CENTRAL BANCSHARES INC COM 658418108 24 1,600 SOLE 1,600 0 0
NORTH FORK BANCORPOR COM 659424105 7,275 415,700 SOLE 415,700 0 0
NORTHEAST UTILITIES COM 664397106 1,795 87,300 SOLE 87,300 0 0
NORTHERN TR CORP COM 665859104 2,046 38,600 SOLE Master T 38,600 0 0
NORTHRIM BK ALASKA COM 666764105 45 4,500 SOLE 4,500 0 0
NORTHROP CORP COM 666807102 41,098 760,200 SOLE 760,200 0 0
NOVA CORP COM 669784100 1,502 47,600 SOLE 47,600 0 0
NOVELL INC COM 670006105 5,244 131,300 SOLE 131,300 0 0
NOVELL INC COM 670006105 3,487 87,300 SOLE Master T 87,300 0 0
NOVELLUS SYS INC COM 670008101 3,308 27,000 SOLE 27,000 0 0
NOVOSTE CORP COM 67010C100 14,141 857,000 SOLE 857,000 0 0
NSTAR COM 67019E107 1,786 44,100 SOLE 44,100 0 0
NUEVO GRUPO IUSACELL -ADR V COM 670512102 90 4,656 SOLE 4,656 0 0
NUTRACEUTICAL INTERNATIONAL COM 67060Y101 12 3,500 SOLE 3,500 0 0
OAK INDUSTRIES COM 671400505 11,790 111,100 SOLE 111,100 0 0
OCCIDENTAL PETE CORP COM 674599105 3,025 139,900 SOLE 139,900 0 0
OCEAN ENERGY INC COM 67481E106 870 112,200 SOLE 112,200 0 0
OCEANEERING INTL INC COM 675232102 185 12,400 SOLE 12,400 0 0
OCEANFIRST FINANCIAL CORP COM 675234108 268 15,500 SOLE 15,500 0 0
OEA INC COM 670826106 39 7,900 SOLE 7,900 0 0
OFFICE DEPOT INC 0% 11/01/08 676220AB2 3,384 5000,000 SOLE 5000,000 0 0
OFFICE DEPOT INC 0% 12/11/07 676220AA4 25,399 ******** SOLE ******** 0 0
OFFICE DEPOT INC COM 676220106 3,302 301,900 SOLE 301,900 0 0
OFFICEMAX INC COM 67622M108 409 74,400 SOLE 74,400 0 0
OGDEN CORP COM 676346109 367 30,749 SOLE 30,749 0 0
OILGEAR CO COM 678042102 33 4,800 SOLE 4,800 0 0
OLD DOMINION FGHT LI COM 679580100 33 3,100 SOLE 3,100 0 0
OLD REPUBLIC INTERNATIONAL C COM 680223104 1,203 88,300 SOLE 88,300 0 0
OLIN CORP COM 680665205 582 29,400 SOLE 29,400 0 0
OLSTEN CORP COM 681385100 558 49,350 SOLE 49,350 0 0
OMNICARE INC COM 681904108 283 23,600 SOLE 23,600 0 0
OMNICON GP INC COM 681919106 7,320 73,200 SOLE 73,200 0 0
ONEOK INC COM 682680103 328 13,050 SOLE 13,050 0 0
OPINION RESEARCH CORP COM 683755102 44 4,900 SOLE 4,900 0 0
OPTION CARE INC COM 683948103 22 7,300 SOLE 7,300 0 0
ORACLE SYSTEMS CORP COM 68389X105 17,706 158,001 SOLE 158,001 0 0
OREGON STL MLS INC COM 686079104 123 15,500 SOLE 15,500 0 0
OUTBACK STEAKHOUSE COM 689899102 1,236 47,649 SOLE 47,649 0 0
OVERSEAS SHIP COM 690368105 333 22,500 SOLE 22,500 0 0
OWENS & MINOR INC NE COM 690732102 1,442 161,300 SOLE 161,300 0 0
OWENS CORNING FIBERGLAS CORP COM NEW 69073F103 9,106 471,500 SOLE 471,500 0 0
OWOSSO CORPORATION COM 691217103 12 3,500 SOLE 3,500 0 0
OXFORD HEALTH PLANS COM 691471106 628 49,500 SOLE 49,500 0 0
P&F INDUSTRIES CL-A COM 692830508 12 1,900 SOLE 1,900 0 0
P-COM INC COM 693262107 7,871 890,000 SOLE 890,000 0 0
PAC AEROSPACE AND ELECTRONIC COM 693758104 24 19,500 SOLE 19,500 0 0
PACCAR INC COM 693718108 1,383 31,200 SOLE 31,200 0 0
PACIFIC CENTURY FINL CORP COM 694058108 1,430 76,500 SOLE 76,500 0 0
PACIFIC CREST CAPITAL COM 694166109 19 1,500 SOLE 1,500 0 0
PACIFIC GULF PROPERTIES COM 694396102 369 18,200 SOLE 18,200 0 0
PACIFICARE HEALTH SYSTEMS COM 695112102 1,632 30,787 SOLE 30,787 0 0
PACTIV CORPORATION COM 695257105 21,840 2055,500 SOLE 2055,500 0 0
PAINE WEBBER COM 695629105 3,881 100,000 SOLE 100,000 0 0
PAKISTAN INVESTMENT FUND MUTUAL FUND 695844100 736 302,100 SOLE 302,100 0 0
PALL CORP COM 696429307 1,070 49,634 SOLE 49,634 0 0
PAN PACIFIC RETAIL PPTYS INC COM 69806L104 191 11,700 SOLE 11,700 0 0
PAPA JOHNS INTL INC COM 698813102 560 21,500 SOLE 21,500 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 3,003 110,952 SOLE 110,952 0 0
PARK PLACE ENTERTAINMENT COM 700690100 2,575 206,000 SOLE 206,000 0 0
PARKER HANNIFIN CORP COM 701094104 672 13,100 SOLE 13,100 0 0
PATRICK INDUSTRIES COM 703343103 15 1,600 SOLE 1,600 0 0
PAXAR CORP COM 704227107 19 2,200 SOLE 2,200 0 0
PAYCHEX INC COM 704326107 3,999 99,964 SOLE 99,964 0 0
PAYLESS SHOESOURCE INC COM 704379106 1,072 22,800 SOLE 22,800 0 0
PC CONNECTION INC COM 69318J100 162 4,700 SOLE 4,700 0 0
PDK LABS INC COM 693293508 12 2,700 SOLE 2,700 0 0
PE CORP-PE BIOSYSTEMS GROUP COM 69332S102 5,053 42,000 SOLE 42,000 0 0
PECO ENERGY CO COM 693304107 91,500 2633,100 SOLE 2633,100 0 0
PECO ENERGY CO COM 693304107 803 23,100 SOLE Master T 23,100 0 0
PEERLESS MFG CO COM 705514107 23 1,800 SOLE 1,800 0 0
PEGASUS COMMUNICATIONS CORP COM 705904100 4,424 45,256 SOLE 45,256 0 0
PENN VIRGINIA CORP COM 707882106 64 3,800 SOLE 3,800 0 0
PENTAIR INC COM 709631105 1,009 26,200 SOLE 26,200 0 0
PENZOIL QUAKER STATE CO COM 709323109 1,256 123,255 SOLE 123,255 0 0
PEOPLES BANCSHARES INC COM 709795108 9 500 SOLE 500 0 0
PEOPLES ENERGY CORP COM 711030106 476 14,200 SOLE 14,200 0 0
PEOPLESOFT INC COM 712713106 2,327 109,200 SOLE 109,200 0 0
PEP BOYS-MANNY MOE & JACK COM 713278109 469 51,400 SOLE 51,400 0 0
PEPSI BOTTLING GROUP INC COM 713409100 2,266 136,800 SOLE 136,800 0 0
PEPSI-GEMEX S.A. GDR COM 713435105 3,287 510,600 SOLE 510,600 0 0
PEPSICO INC COM 713448108 31,538 894,688 SOLE 894,688 0 0
PEPSICO INC COM 713448108 3,775 107,100 SOLE Master T 107,100 0 0
PEREGRINE SYSTEMS INC COM 71366Q101 2,012 23,900 SOLE 23,900 0 0
PERFICIENT INC COM 71375U101 1,849 145,000 SOLE 145,000 0 0
PERFORMANCE FOOD GROUP CO COM 713755106 76 3,100 SOLE 3,100 0 0
PERINI CORP COM 713839108 23 6,000 SOLE 6,000 0 0
PERKINELMER INC COM 714046109 60,718 1456,500 SOLE 1456,500 0 0
PERKINELMER INC COM 714046109 1,522 36,500 SOLE Master T 36,500 0 0
PERMANENT BANCORP INC COM 714197100 21 1,200 SOLE 1,200 0 0
PERRIGO CO COM 714290103 908 113,500 SOLE 113,500 0 0
PERRY ELLIS INTERNATIONAL COM 288853104 42 3,600 SOLE 3,600 0 0
PETROLEUM DEV CORP COM 716578109 37 9,700 SOLE 9,700 0 0
PFIZER INC COM 717081103 6,488 200,000 SOLE 200,000 0 0
PG & E CORP COM 69331C108 3,155 153,900 SOLE 153,900 0 0
PHARMACIA & UPJOHN INC COM 716941109 19,600 435,555 SOLE 435,555 0 0
PHELPS DODGE COM 717265102 2,138 31,857 SOLE 31,857 0 0
PHILIPS ELECTRONICS-NY SHR COM 500472204 6,750 50,000 SOLE 50,000 0 0
PHILLIPS PETE CO COM 718507106 4,735 100,735 SOLE 100,735 0 0
PHM CORP COM 745867101 398 17,700 SOLE 17,700 0 0
PHOENIX RESTAURANT COM 719132102 9 14,300 SOLE 14,300 0 0
PINNACLE SYSTEMS INC COM 723481107 675 16,600 SOLE 16,600 0 0
PINNACLE WEST CAPITAL COM 723484101 1,064 34,800 SOLE 34,800 0 0
PIONEER NATURAL RSCS COM 723787107 98 11,000 SOLE 11,000 0 0
PITNEY BOWES INC COM 724479100 5,189 107,396 SOLE 107,396 0 0
PITNEY BOWES INC COM 724479100 995 20,600 SOLE Master T 20,600 0 0
PITT DES MOINES INC COM 724508106 229 9,300 SOLE 9,300 0 0
PITTSTON BRINKS GROUP COM 725701106 4,959 225,412 SOLE 225,412 0 0
PITTSTON BURLINGTON GROUP COM 725701882 361 34,000 SOLE 34,000 0 0
PITTWAY CORP COM CL A 725790208 314 7,000 SOLE 7,000 0 0
PLACER DOME INC COM 725906101 1,438 133,800 SOLE 133,800 0 0
PMA CAPITAL CORPORATION-CL A COM 693419202 298 15,000 SOLE 15,000 0 0
PNC FINL CORP COM 693475105 3,783 85,000 SOLE 85,000 0 0
POGO PRODUCING CO COM 730448107 2,050 100,000 SOLE 100,000 0 0
POLAROID CORP COM 731095105 3,747 199,200 SOLE 199,200 0 0
POLICY MGMT SYS COM 731108106 5,054 197,700 SOLE 197,700 0 0
POLYCOM INC COM 73172K104 1,911 30,000 SOLE 30,000 0 0
POPE & TALBOT INC COM 732827100 38 2,400 SOLE 2,400 0 0
PORTA SYSTEMS CORP COM 735647307 11 15,200 SOLE 15,200 0 0
POTOMAC ELEC PWR CO COM 737679100 1,220 53,200 SOLE 53,200 0 0
POWER INTEGRATIONS INC COM 739276103 412 8,600 SOLE 8,600 0 0
POWER-ONE INC COM 739308104 192 4,200 SOLE 4,200 0 0
PP & L RESOURCES INC COM 693499105 1,446 63,200 SOLE 63,200 0 0
PPG INDS INC COM 693506107 4,317 69,000 SOLE 69,000 0 0
PRECISION CASTPARTS COM 740189105 391 14,900 SOLE 14,900 0 0
PREMIER PARKS INC COM 740540208 1,530 53,000 SOLE 53,000 0 0
PRENTISS PROPERTIES TRUST COM 740706106 620 29,500 SOLE 29,500 0 0
PRESIDENTIAL LIFE CO COM 740884101 388 21,100 SOLE 21,100 0 0
PRICE COMMUNICATIONS CORP COM 741437305 553 19,900 SOLE 19,900 0 0
PRICE ENTERPRISES INC COM 741444202 98 13,500 SOLE 13,500 0 0
PRICE T ROWE & ASSOCIATES COM 741477103 1,851 50,100 SOLE 50,100 0 0
PRIMESOURCE CORP COM 741593107 11 2,400 SOLE 2,400 0 0
PROCTER & GAMBLE CO COM 742718109 57,222 522,276 SOLE 522,276 0 0
PROCTER & GAMBLE CO COM 742718109 2,027 18,500 SOLE Master T 18,500 0 0
PROGRAMMERS PARADISE INC COM 743205106 26 3,400 SOLE 3,400 0 0
PROGRESS SOFTWARE CORP COM 743312100 281 4,950 SOLE 4,950 0 0
PROJECT SOFTWARE & DEVELOPME COM 74339P101 13,531 243,800 SOLE 243,800 0 0
PROMEDCO MANAGEMENT COMPANY COM 74342L105 73 25,000 SOLE 25,000 0 0
PROTECTIVE LIFE CORP COM 743674103 1,384 43,500 SOLE 43,500 0 0
PROVIDENT FINANCIAL GROUP COM 743866105 1,008 28,100 SOLE 28,100 0 0
PROVIDIAN FINANCIAL CORP COM 74406A102 5,081 55,800 SOLE 55,800 0 0
PS BUSINESS PARKS INC/CA COM 69360J107 19,885 874,074 SOLE 874,074 0 0
PSS WORLD MEDICAL INC COM 69366A100 414 43,900 SOLE 43,900 0 0
PT INDONESIA SATELLITE COM 715680104 2,922 135,100 SOLE 135,100 0 0
PUBLIC SVC CO NEW MEX COM 744499104 1,107 68,100 SOLE 68,100 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 63 1,800 SOLE 1,800 0 0
PUGET SOUND ENERGY INC COM 745332106 1,110 57,300 SOLE 57,300 0 0
Q.E.P COMPANY INC COM 74727K102 15 2,000 SOLE 2,000 0 0
QLOGIC CORPORATION COM 747277101 3,965 24,800 SOLE 24,800 0 0
QLT PHOTOTHERAPEUTICS INC COM 746927102 34,516 587,500 SOLE 587,500 0 0
QLT PHOTOTHERAPEUTICS INC COM 746927102 969 16,500 SOLE Master T 16,500 0 0
QUAKER CHEMICAL CORP COM 747316107 71 5,000 SOLE 5,000 0 0
QUAKER CITY BANCORP INC COM 74731K106 11 700 SOLE 700 0 0
QUAKER OATS CO COM 747402105 3,531 53,800 SOLE 53,800 0 0
QUALCOMM INC COM 747525103 6,481 36,800 SOLE 36,800 0 0
QUALITY DINING INC COM 74756P105 2 800 SOLE 800 0 0
QUANTUM CORP DLT & STORAGE COM 747906204 1,667 110,200 SOLE 110,200 0 0
QUANTUM CORP HARD DISK DRIVE COM 747906303 231 33,250 SOLE 33,250 0 0
QUEST DIAGNOSTICS INC COM 74834L100 186 6,100 SOLE 6,100 0 0
QUESTAR CORP COM 748356102 786 52,400 SOLE 52,400 0 0
QUESTCOR PARMACEUTICALS COM 74835Y101 2,053 1642,500 SOLE 1642,500 0 0
QUIMICA Y MINERA CHILE ADR (1 ADR = 833635105 653 20,700 SOLE 20,700 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 843 45,100 SOLE 45,100 0 0
QUIPP INC COM 748802105 50 3,300 SOLE 3,300 0 0
QUIXOTE CORP COM 749056107 84 5,500 SOLE 5,500 0 0
QUORUM HEALTH COM 749084109 4,594 493,300 SOLE 493,300 0 0
RADIANT SYSTEMS INC COM 75025N102 334 8,300 SOLE 8,300 0 0
RAILAMERICA INC COM 750753105 93 10,900 SOLE 10,900 0 0
RAILTEX INC COM 750766107 172 9,600 SOLE 9,600 0 0
RALCORP HLDGS INC COM 751028101 514 25,800 SOLE 25,800 0 0
RALSTON-RALSTON PURINA GROUP COM 751277302 34,716 1245,400 SOLE 1245,400 0 0
RALSTON-RALSTON PURINA GROUP COM 751277302 945 33,900 SOLE Master T 33,900 0 0
RANGER OIL COM 752805101 149 47,800 SOLE 47,800 0 0
RARE HOSPITALITY INTERNATION COM 753820109 175 8,100 SOLE 8,100 0 0
RATIONAL SOFTWARE CO COM 75409P202 2,889 58,800 SOLE 58,800 0 0
RAYTHEON CO CL-A COM 755111309 23,706 955,400 SOLE 955,400 0 0
READERS DIGEST ASSN A COM 755267101 2,083 71,200 SOLE 71,200 0 0
REFAC COM 758653109 14 3,700 SOLE 3,700 0 0
REGIONS FINANCIAL CORP COM 758940100 2,261 90,000 SOLE 90,000 0 0
RELIANCE STEEL & AL COM 759509102 183 7,800 SOLE 7,800 0 0
RELIANT ENERGY INC COM 75952J108 2,713 118,600 SOLE 118,600 0 0
RELIASTAR FINANCIAL CORP COM 75952U103 2,292 58,500 SOLE 58,500 0 0
RELM WIRELESS CORP COM 759525108 13 4,300 SOLE 4,300 0 0
REPLIGEN CORP COM 759916109 30 9,600 SOLE 9,600 0 0
REPUBLIC BANCORP INC COM 760282103 40 3,300 SOLE 3,300 0 0
REPUBLIC NEW YORK CORP COM 760719104 5,256 73,000 SOLE 73,000 0 0
REUNION INDUSTRIES INC COM 761312107 4 2,000 SOLE 2,000 0 0
REXHALL INDS INC COM 761684109 29 2,940 SOLE 2,940 0 0
REYNOLDS & REY COM 761695105 1,089 48,400 SOLE 48,400 0 0
REYNOLDS METALS CO COM 761763101 66,940 873,600 SOLE 873,600 0 0
REYNOLDS METALS CO COM 761763101 3,663 47,800 SOLE Master T 47,800 0 0
RGS ENERGY GROUP COM 74956K104 417 20,300 SOLE 20,300 0 0
RITE AID CORP COM 767754104 1,119 100,000 SOLE 100,000 0 0
RLI CORP COM 749607107 39 1,150 SOLE 1,150 0 0
ROADHOUSE GRILL INC COM 769725102 4 1,000 SOLE 1,000 0 0
ROADWAY EXPRESS INC COM 769742107 149 6,900 SOLE 6,900 0 0
ROBERT HALF INTL INC COM 770323103 1,691 59,200 SOLE 59,200 0 0
ROC TAIWAN FUND MUTUAL FUND 749651105 84 9,900 SOLE 9,900 0 0
ROCKWELL INTL CORP COM 773903109 17,891 373,700 SOLE 373,700 0 0
ROGERS COM 775133101 3,825 100,000 SOLE 100,000 0 0
ROHM & HAAS CO COM 775371107 3,564 87,601 SOLE 87,601 0 0
ROLLINS INC COM 775711104 299 19,900 SOLE 19,900 0 0
ROSS STORES INC COM 778296103 373 20,800 SOLE 20,800 0 0
ROWAN COS INC COM 779382100 720 33,200 SOLE 33,200 0 0
ROYAL DUTCH PETE CO COM 780257804 26,115 432,100 SOLE 432,100 0 0
RUBY TUESDAY COM 781182100 3,037 167,000 SOLE 167,000 0 0
RUDDICK CORP COM 781258108 581 37,500 SOLE 37,500 0 0
RUSS BERRIE & CO COM 782233100 368 14,000 SOLE 14,000 0 0
RUSSELL CORP COM 782352108 615 36,711 SOLE 36,711 0 0
RYANS FAMILY STEAK COM 783519101 349 41,000 SOLE 41,000 0 0
RYDER SYS INC COM 783549108 709 29,000 SOLE 29,000 0 0
RYERSON TULL INC COM 78375P107 439 22,592 SOLE 22,592 0 0
RYLAND GROUP INC COM 783764103 164 7,100 SOLE 7,100 0 0
S L INDS INC COM 784413106 41 3,500 SOLE 3,500 0 0
S&P 400 MIDCAP DEP RECPT ADR 595635103 4,462 55,000 SOLE 55,000 0 0
S&P 500 DEP RCPT INDEX 78462F103 235 1,598 SOLE 1,598 0 0
SAFECO CORP COM 786429100 1,313 52,800 SOLE 52,800 0 0
SAFEWAY INC COM NEW 786514208 7,452 209,540 SOLE 209,540 0 0
SAKS INCORPORATED COM 79377W108 3,766 241,965 SOLE 241,965 0 0
SALTON INC COM 795757103 20 600 SOLE 600 0 0
SANFILIPPO JOHN B & COM 800422107 8 1,900 SOLE 1,900 0 0
SANMINA CORP COM 800907107 3,985 39,900 SOLE 39,900 0 0
SANTA FE INTL CORP COM G7805C108 10 400 SOLE 400 0 0
SANTA FE SNYDER CORP COM 80218K105 953 119,100 SOLE 119,100 0 0
SARA LEE CORP COM 803111103 6,782 307,382 SOLE 307,382 0 0
SAUCONY INC - CL A COM 804120103 58 3,900 SOLE 3,900 0 0
SAWTEK INC COM 805468105 1,498 22,500 SOLE 22,500 0 0
SBC COMMUNICATIONS INC COM 78387G103 65,593 1345,491 SOLE 1345,491 0 0
SBC COMMUNICATIONS INC COM 78387G103 2,424 49,729 SOLE Master T 49,729 0 0
SCANA CORP COM 805898103 1,868 69,500 SOLE 69,500 0 0
SCANSOURCE INC COM 806037107 211 5,200 SOLE 5,200 0 0
SCHERING PLOUGH CORP COM 806605101 7,708 182,700 SOLE 182,700 0 0
SCHERING PLOUGH CORP COM 806605101 2,468 58,500 SOLE Master T 58,500 0 0
SCHLUMBERGER LTD COM 806857108 750 13,342 SOLE 13,342 0 0
SCHOLASTIC CORP COM 807066105 622 10,000 SOLE 10,000 0 0
SCHOOL SPECIALTY INC COM 807863105 5,294 350,000 SOLE 350,000 0 0
SCHULMAN A COM 808194104 134 8,200 SOLE 8,200 0 0
SCI SYSTEMS INC COM 783890106 3,945 48,000 SOLE 48,000 0 0
SCIENTIFIC ATLANTA INC COM 808655104 1,749 31,438 SOLE 31,438 0 0
SCPIE HOLDINGS INC COM 78402P104 398 12,400 SOLE 12,400 0 0
SCUDDER NEW ASIA FUND INC MUTUAL FUND 811183102 1,199 60,500 SOLE 60,500 0 0
SEABOARD CORP COM 811543107 58 300 SOLE 300 0 0
SEACOAST BKG CORP FL COM 811707108 31 1,100 SOLE 1,100 0 0
SEAGATE TECHNOLOGY COM 811804103 18,313 393,300 SOLE 393,300 0 0
SEAGRAM LTD COM 811850106 6,740 149,989 SOLE 149,989 0 0
SEALED AIR CORP (NEW) A 0% CONV 12/3 81211K209 5,909 117,005 SOLE 117,005 0 0
SECURITY CAPITAL GROUP B COM 81413P204 23,454 1876,300 SOLE 1876,300 0 0
SECURITY CAPITAL US REALTY COM 814136206 20,746 1475,292 SOLE 1475,292 0 0
SEITEL INC COM 816074306 57 8,400 SOLE 8,400 0 0
SEMPRA ENERGY COM 816851109 1,674 96,343 SOLE 96,343 0 0
SENSORMATIC COM 817265101 2,019 115,800 SOLE 115,800 0 0
SEPRACOR INC COM 817315104 2,103 21,200 SOLE 21,200 0 0
SEQUA CORP COM 817320104 2,152 39,900 SOLE 39,900 0 0
SERVICE CORP INTL COM 817565104 258 37,128 SOLE 37,128 0 0
SEVENSON ENVIRONMENT COM 818063109 14 1,500 SOLE 1,500 0 0
SHARED MED SYS CORP COM 819486101 560 11,000 SOLE 11,000 0 0
SHAW INDUSTRIES COM 820286102 1,462 94,700 SOLE 94,700 0 0
SHELL TRANSPORT & TRADING COM (1NYS=6 822703609 24,349 494,400 SOLE 494,400 0 0
SHELL TRANSPORT & TRADING COM (1NYS=6 822703609 4,019 81,600 SOLE Master T 81,600 0 0
SHERWIN WILLIAMS CO COM 824348106 5,032 239,600 SOLE 239,600 0 0
SHERWIN WILLIAMS CO COM 824348106 790 37,600 SOLE Master T 37,600 0 0
SHIRE PHARMACEUTICALS GR-ADR COM 82481R106 728 24,981 SOLE 24,981 0 0
SHOE CARNIVAL INC COM 824889109 101 10,000 SOLE 10,000 0 0
SIEBEL SYSTEMS INC COM 826170102 5,158 61,400 SOLE 61,400 0 0
SIERRA PACIFIC RESOURCES COM 826428104 938 54,154 SOLE 54,154 0 0
SIGMA ALDRICH CORP COM 826552101 1,251 41,600 SOLE 41,600 0 0
SIGNAL TECHNOLOGY CORPORATIO COM 826675100 28 3,800 SOLE 3,800 0 0
SILICON GRAPHICS INC COM 827056102 763 77,800 SOLE 77,800 0 0
SILICON VY BANCSHARE COM 827064106 69 1,400 SOLE 1,400 0 0
SILICONIX INC COM 827079203 224 1,700 SOLE 1,700 0 0
SIMIONE CENTRAL HLDGS INC COM 828654202 5 2,500 SOLE 2,500 0 0
SIMPSON INDUSTRIES COM 829060102 10,640 945,800 SOLE 945,800 0 0
SIMPSON INDUSTRIES COM 829060102 507 45,100 SOLE Master T 45,100 0 0
SINGAPORE FUND INC 82929L109 251 27,700 SOLE 27,700 0 0
SIZZLER INTL COM 830139101 25 9,900 SOLE 9,900 0 0
SKYLINE CORP COM 830830105 249 10,600 SOLE 10,600 0 0
SL GREEN REALTY CORP COM 78440X101 78 3,600 SOLE 3,600 0 0
SLM HOLDING CORP COM 78442A109 2,818 66,700 SOLE 66,700 0 0
SMITH INTL INC COM 832110100 308 6,200 SOLE 6,200 0 0
SMURFIT-STONE CONTAINER CORP COM 832727101 6,324 258,139 SOLE 258,139 0 0
SNAP ON TOOLS COM 833034101 712 26,800 SOLE 26,800 0 0
SOFTWARE SPECTRUM COM 833960107 99 5,600 SOLE 5,600 0 0
SOLECTRON CORP COM 834182107 10,644 111,900 SOLE 111,900 0 0
SOLUTIA INC COM 834376105 14,789 958,000 SOLE 958,000 0 0
SOLUTIA INC COM 834376105 1,365 88,400 SOLE Master T 88,400 0 0
SONESTA INTL HOTELS COM 835438409 28 3,600 SOLE 3,600 0 0
SONIC CORP COM 835451105 465 16,300 SOLE 16,300 0 0
SONOCO PRODS CO COM 835495102 1,508 66,270 SOLE 66,270 0 0
SOTHEBYS HLDS COM 835898107 1,185 39,500 SOLE 39,500 0 0
SOUND ADVICE INC COM 836066100 45 3,700 SOLE 3,700 0 0
SOUTHDOWN INC COM 841297104 1,327 25,700 SOLE 25,700 0 0
SOUTHERN AFRICA FUND INC MUTUAL FUND 842157109 2,444 165,716 SOLE 165,716 0 0
SOUTHERN CO COM 842587107 6,434 273,800 SOLE 273,800 0 0
SOUTHERN MISSOURI BANCORP COM 843380106 17 1,300 SOLE 1,300 0 0
SOUTHERN PERU COPPER CORP COM 843611104 63 4,100 SOLE 4,100 0 0
SOUTHWEST BANCORP INC/OKLA COM 844767103 12 600 SOLE 600 0 0
SOUTHWEST GAS CORP COM 844895102 92 4,000 SOLE 4,000 0 0
SOUTHWEST SECURITIES GROUP COM 845224104 27 1,000 SOLE 1,000 0 0
SOUTHWESTERN ENERGY COM 845467109 95 14,500 SOLE 14,500 0 0
SOVEREIGN BANCORP INC COM 845905108 975 130,800 SOLE 130,800 0 0
SPACELABS MEDICAL COM 846247104 243 13,100 SOLE 13,100 0 0
SPAIN FUND (THE) MUTUAL FUND 846330108 5,642 403,000 SOLE 403,000 0 0
SPANISH BROADCASTING SYS CL COM 846425882 604 15,000 SOLE 15,000 0 0
SPECIALTY CATALOG CORPORATIO COM 84748Q103 19 4,700 SOLE 4,700 0 0
SPEIZMAN INDS INC COM 847805108 19 4,000 SOLE 4,000 0 0
SPIEGEL INC -CL A COM 848457107 129 18,400 SOLE 18,400 0 0
SPORT CHALET INC COM 849163100 32 6,300 SOLE 6,300 0 0
SPRINGS INDUSTRIES INC COM 851783100 751 18,800 SOLE 18,800 0 0
SPRINT CORP COM 852061100 855 12,700 SOLE 12,700 0 0
ST PAUL COS INC COM 792860108 3,062 90,900 SOLE 90,900 0 0
STANDARD MANAGEMENT CORP COM 853612109 0 100 SOLE 100 0 0
STANDARD MICROSYSTEM COM 853626109 167 15,400 SOLE 15,400 0 0
STANDARD REGISTER CO COM 853887107 694 35,800 SOLE 35,800 0 0
STARBUCKS CORP COM 855244109 2,803 115,600 SOLE 115,600 0 0
STARRETT (L.S.) CO COM 855668109 173 7,700 SOLE 7,700 0 0
STATE STREET CORP COM 857477103 8,373 114,600 SOLE 114,600 0 0
STATEN ISLAND BANCORP INC COM 857550107 185 10,300 SOLE 10,300 0 0
STATION CASINOS INC COM 857689103 45 2,000 SOLE 2,000 0 0
STEEL TECHNOLOGIES COM 858147101 3 200 SOLE 200 0 0
STERIS CORP COM 859152100 429 41,900 SOLE 41,900 0 0
STERLING COMMERCE INC COM 859205106 2,104 61,770 SOLE 61,770 0 0
STERLING FINL CORP COM 859319105 35 3,000 SOLE 3,000 0 0
STERLING SOFTWARE COM 859547101 1,748 55,500 SOLE 55,500 0 0
STEWART & STEVENSON SVCS INC COM 860342104 250 21,100 SOLE 21,100 0 0
STEWART ENT INC CL-A COM 860370105 357 75,100 SOLE 75,100 0 0
STILLWATER MINING COMPANY COM 86074Q102 171 5,350 SOLE 5,350 0 0
STORAGE TECHNOLOGY CORP COM PAR $0.1 862111200 1,176 63,800 SOLE 63,800 0 0
STRATEGIC DIAGNOSTICS INC COM 862700101 53 8,000 SOLE 8,000 0 0
STRUCTURAL DYNAMICS RESEARCH COM 863555108 284 22,300 SOLE 22,300 0 0
STRYKER CORP COM 863667101 4,553 65,400 SOLE 65,400 0 0
STUDENT LOAN CORP COM 863902102 234 4,700 SOLE 4,700 0 0
SUMMA INDUSTRIES COM 86562T105 8 700 SOLE 700 0 0
SUN MICROSYSTEMS INC COM 866810104 21,543 278,200 SOLE 278,200 0 0
SUNBURST HOSPITALITY CORP COM 866948102 15 2,700 SOLE 2,700 0 0
SUNGARD DATA SYSTEMS COM 867363103 1,948 82,000 SOLE 82,000 0 0
SUNOCO INC COM 86764P109 871 37,044 SOLE 37,044 0 0
SUNTRUST BKS INC COM 867914103 3,785 55,000 SOLE 55,000 0 0
SUNTRUST BKS INC COM 867914103 1,246 18,100 SOLE Master T 18,100 0 0
SUPER VALU STORES INC COM 868536103 400 20,000 SOLE 20,000 0 0
SUPER-SOL LTD COM 868511205 498 29,300 SOLE 29,300 0 0
SUPERIOR INDUSTRIES INTL COM 868168105 3,649 136,100 SOLE 136,100 0 0
SUPERIOR SURGICAL MF COM 868358102 80 8,900 SOLE 8,900 0 0
SUPREMA SPECIALTIES INC COM 86859F107 1 100 SOLE 100 0 0
SW AIRLINES COM 844741108 3,338 206,188 SOLE 206,188 0 0
SWIFT TRANSPORTATION COM 870756103 744 42,200 SOLE 42,200 0 0
SWISS HELVETIA FUND CLOSED END F 870875101 30,193 2185,900 SOLE 2185,900 0 0
SYBASE INC COM 871130100 955 56,200 SOLE 56,200 0 0
SYBRON INTL CORP COM 87114F106 1,526 61,800 SOLE 61,800 0 0
SYKES ENTERPRISES INC COM 871237103 1,334 30,400 SOLE 30,400 0 0
SYLVAN LEARNING SYSTEMS INC COM 871399101 464 35,700 SOLE 35,700 0 0
SYMANTEC CORP COM 871503108 2,351 40,100 SOLE 40,100 0 0
SYMBOL TECH COM 871508107 15 238 SOLE 238 0 0
SYMS CORP COM 871551107 77 15,300 SOLE 15,300 0 0
SYNCOR INTL CORP DEL COM 87157J106 146 5,000 SOLE 5,000 0 0
SYNOPSYS INC COM 871607107 7 100 SOLE 100 0 0
SYNOVUS FINANCIAL CORP COM 87161C105 2,186 110,000 SOLE 110,000 0 0
SYPRIS SOLUTIONS COMMON STOCK 871655106 5 500 SOLE 500 0 0
SYSCO CORP COM 871829107 808 20,412 SOLE 20,412 0 0
TAB PRODUCTS COM 873197107 9 1,400 SOLE 1,400 0 0
TAIWAN FUND INC MUTUAL FUND 874036106 20 1,000 SOLE 1,000 0 0
TALX CORPORATION COM 874918105 45 3,400 SOLE 3,400 0 0
TCF FINANCIAL CORP COM 872275102 1,430 57,500 SOLE 57,500 0 0
TEAM INC COM 878155100 7 3,600 SOLE 3,600 0 0
TECH DATA CORP COM 878237106 958 35,300 SOLE 35,300 0 0
TECHNICAL CHEMICAL PRODUCTS COM 87840Q103 2 4,300 SOLE 4,300 0 0
TECUMSEH PRODS CO COM CL B 878895101 188 4,500 SOLE 4,500 0 0
TECUMSEH PRODUCTS COM CL A 878895200 675 14,300 SOLE 14,300 0 0
TEKTRONIX CORP COM 879131100 7,312 188,100 SOLE 188,100 0 0
TEL & DATA SYS COM 879433100 5,330 42,300 SOLE 42,300 0 0
TELEBRAS SP ADR PFD BLOCK COM 879287308 1,131 8,800 SOLE 8,800 0 0
TELECENTRO SUL PARTICIPA COM 879239101 8,685 95,700 SOLE 95,700 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 104 11,028 SOLE 11,028 0 0
TELEFLEX INC COM 879369106 739 23,600 SOLE 23,600 0 0
TELEFONICA DE ARGENTINA-ADR ADR 879378206 22,644 733,400 SOLE 733,400 0 0
TELEFONOS DE MEXICO SA 4.25% 6/15/0 879403AD5 6,464 5000,000 SOLE 5000,000 0 0
TELEKOMUNIKASI INDONESIA ADR 715684106 7,373 670,300 SOLE 670,300 0 0
TELENORTE LESTE PARTICIP ADR COM 879246106 8,874 348,000 SOLE 348,000 0 0
TELLABS INC COM 879664100 10,077 157,000 SOLE 157,000 0 0
TEMPLE INLAND INC COM 879868107 10,985 166,600 SOLE 166,600 0 0
TEMPLETON CHINA WORLD FUND MUTUAL FUND 88018X102 16,507 2063,400 SOLE 2063,400 0 0
TEMPLETON DRAGON FUND INC MUTUAL FUND 88018T101 26,187 2668,750 SOLE 2668,750 0 0
TEMPLETON EMERGING MKTS APPR COM 880190103 1,242 106,800 SOLE 106,800 0 0
TEMPLETON EMERGING MKTS FND CLOSED END F 880191101 4,633 341,600 SOLE 341,600 0 0
TEMPLETON RUSSIA FUND INC MUTUAL FUND 88022F105 52 2,600 SOLE 2,600 0 0
TEMPLETON VIETNAM OPP FD CLOSED END F 88022J107 876 94,100 SOLE 94,100 0 0
TENET HEALTHCARE CORP COM 88033G100 2,761 117,500 SOLE 117,500 0 0
TENNECO AUTOMOTIVE COM 880349105 8,156 875,860 SOLE 875,860 0 0
TERADYNE CORP COM 880770102 4,653 70,500 SOLE 70,500 0 0
TESORO PETROLEUM COR COM 881609101 278 24,000 SOLE 24,000 0 0
TEVA PHARMACEUTICAL - ADR (1ADR = 10 S 881624209 860 12,000 SOLE 12,000 0 0
TEXACO COM 881694103 10,209 187,967 SOLE 187,967 0 0
TEXAS INSTRS INC COM 882508104 14,905 153,855 SOLE 153,855 0 0
TEXAS PAC LTD COM 882610108 4 100 SOLE 100 0 0
TEXAS REGIONAL BANCSHARES -A COM 882673106 180 6,200 SOLE 6,200 0 0
TEXAS UTILS CO COM 882848104 3,941 110,829 SOLE 110,829 0 0
THE PMI GROUP INC COM 69344M101 1,391 28,500 SOLE 28,500 0 0
THE ROTTLUND COMPANY COM 779077106 11 4,200 SOLE 4,200 0 0
THERMO ELECTRON COM 883556102 956 63,700 SOLE 63,700 0 0
THOMAS & BETTS CORP COM 884315102 749 23,500 SOLE 23,500 0 0
THOMAS NELSON INC COM 640376109 122 13,200 SOLE 13,200 0 0
TIDEWATER INC COM 886423102 1,296 36,000 SOLE 36,000 0 0
TIFFANY & CO COM 886547108 4,141 46,400 SOLE 46,400 0 0
TIMBERLAND BANCORP INC COM 887098101 1,271 113,000 SOLE 113,000 0 0
TIMBERLAND CO COM 887100105 481 9,100 SOLE 9,100 0 0
TIME WARNER COM 887315109 5,182 71,540 SOLE 71,540 0 0
TIME WARNER COM 887315109 2,695 37,200 SOLE Master T 37,200 0 0
TIMES MIRROR CO COM CL A 887364107 1,609 24,021 SOLE 24,021 0 0
TIMKEN CO COM 887389104 437 21,400 SOLE 21,400 0 0
TITAN CORP COM 888266103 1,235 26,200 SOLE 26,200 0 0
TJ INTERNATIONAL INC COM 872534102 613 14,600 SOLE 14,600 0 0
TJX COS INC NEW COM 872540109 39,078 1912,076 SOLE 1912,076 0 0
TJX COS INC NEW COM 872540109 1,911 93,500 SOLE Master T 93,500 0 0
TNP ENTERPRISES INC COM 872594106 495 12,000 SOLE 12,000 0 0
TODAYS MAN INC COM 888910205 13 20,300 SOLE 20,300 0 0
TOPPS INC COM 890786106 379 36,500 SOLE 36,500 0 0
TORCHMARK CORP COM 891027104 1,552 53,400 SOLE 53,400 0 0
TORO CO COM 891092108 60 1,600 SOLE 1,600 0 0
TOSCO CORP COM 891490302 1,688 62,100 SOLE 62,100 0 0
TOTAL RENAL CARE COM 89151A107 6 900 SOLE 900 0 0
TOTAL S A ADR 89151E109 7,616 109,981 SOLE 109,981 0 0
TOTAL S A ADR 89151E109 2,900 41,878 SOLE Master T 41,878 0 0
TRANSACTION SYSTEMS ARCHITEC COM CL A 893416107 616 22,000 SOLE 22,000 0 0
TRANSPRO INC COM 893885103 14 2,100 SOLE 2,100 0 0
TRC COS INC COM 872625108 65 8,400 SOLE 8,400 0 0
TRIARC COS INC COM 895927101 347 18,900 SOLE 18,900 0 0
TRIBUNE CO NEW COM 896047107 5,209 94,600 SOLE 94,600 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 3,949 102,248 SOLE 102,248 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 385 9,960 SOLE Master T 9,960 0 0
TRIGON HEALTHCARE INC COM 89618L100 791 26,800 SOLE 26,800 0 0
TRINITY INDUSTRIES COM 896522109 1,720 60,500 SOLE 60,500 0 0
TRIQUINT SEMICONDUCTOR COM 89674K103 1,513 13,600 SOLE 13,600 0 0
TRUE NORTH COMMUNICATIONS COM 897844106 1,586 35,500 SOLE 35,500 0 0
TRUST CO NJ JERSEY COM 898304100 313 13,700 SOLE 13,700 0 0
TUESDAY MORNING CORP COM 899035505 90 4,900 SOLE 4,900 0 0
TUPPERWARE CORPORATION W/I COM 899896104 393 23,200 SOLE 23,200 0 0
TURKISH INVESTMENT FUND MUTUAL FUND 900145103 1,285 72,400 SOLE 72,400 0 0
TYCO LABS INC COM 902124106 40,574 1043,698 SOLE 1043,698 0 0
TYCO LABS INC COM 902124106 2,958 76,100 SOLE Master T 76,100 0 0
TYSON FOODS INC COM CL A 902494103 2,486 153,000 SOLE 153,000 0 0
U.S. BANCORP COM 902973106 19,246 808,231 SOLE 808,231 0 0
U.S. BANCORP COM 902973106 838 35,200 SOLE Master T 35,200 0 0
U.S. CAN CORPORATION COM 90328W105 19,849 998,700 SOLE 998,700 0 0
U.S. CAN CORPORATION COM 90328W105 702 35,300 SOLE Master T 35,300 0 0
U.S. FOODSERVICE COM 90331R101 765 45,700 SOLE 45,700 0 0
UCAR INTL INC COM 90262K109 183 10,300 SOLE 10,300 0 0
UFP TECHNOLOGIES INC COM 902673102 0 100 SOLE 100 0 0
UICI COM 902737105 54,436 5153,700 SOLE 5153,700 0 0
ULTRAMAR CORP COM 904000106 1,346 59,322 SOLE 59,322 0 0
UMB FINANCIAL COM 902788108 713 18,880 SOLE 18,880 0 0
UNIBANCO GDR COM 90458E107 1,063 35,300 SOLE 35,300 0 0
UNICOM CORP COM 904911104 2,918 87,100 SOLE 87,100 0 0
UNIFI INC COM 904677101 460 37,400 SOLE 37,400 0 0
UNIFY CORP COM 904743101 301 11,000 SOLE 11,000 0 0
UNIGRAPHICS SOLUTIONS INC COM 904928108 2,417 89,500 SOLE 89,500 0 0
UNILEVER N V COM 904784709 12,610 231,646 SOLE 231,646 0 0
UNION ACCEPTANCE CORP CL A COM 904832102 18 2,400 SOLE 2,400 0 0
UNION CARBIDE CORP COM 905581104 15,226 228,100 SOLE 228,100 0 0
UNION PAC CORP COM 907818108 4,425 101,433 SOLE 101,433 0 0
UNION PACIFIC RESOURCES GRP COM 907834105 1,321 103,609 SOLE 103,609 0 0
UNISYS CORP COM 909214108 4,046 126,700 SOLE 126,700 0 0
UNITED AUTO GROUP COM 909440109 25,415 2843,656 SOLE 2843,656 0 0
UNITED HEALTH CP COM 910581107 3,990 75,100 SOLE 75,100 0 0
UNITED INDUSTRIAL CO COM 910671106 123 13,300 SOLE 13,300 0 0
UNITED RETAIL GROUP COM 911380103 139 16,800 SOLE 16,800 0 0
UNITED TECHNOLOGIES CORP COM 913017109 30,686 472,089 SOLE 472,089 0 0
UNITEDGLOBALCOM INC -CLA COM 913247508 64,212 909,200 SOLE 909,200 0 0
UNITRIN INC COM 913275103 1,810 48,100 SOLE 48,100 0 0
UNIVERSAL FOODS COM 913538104 648 31,800 SOLE 31,800 0 0
UNIVERSAL FOREST PRODUCTS COM 913543104 40 2,700 SOLE 2,700 0 0
UNIVERSAL HLTH SVCS COM 913903100 3,600 100,000 SOLE 100,000 0 0
UNIVISION COMMUNICATIONS INC COM 914906102 6,673 65,300 SOLE 65,300 0 0
UNOCAL CORP COM 915289102 3,223 96,016 SOLE 96,016 0 0
UNUMPROVIDENT CORP COM 91529Y106 3,045 94,974 SOLE 94,974 0 0
URS CORP NEW COM 903236107 147 6,800 SOLE 6,800 0 0
US LIQUIDS INC COM 902974104 132 15,800 SOLE 15,800 0 0
US WEST INC COM 91273H101 32,213 447,400 SOLE 447,400 0 0
USAIR GROUP INC COM 911905107 968 30,200 SOLE 30,200 0 0
USEC INC COM 90333E108 60,027 8575,300 SOLE 8575,300 0 0
USEC INC COM 90333E108 978 139,700 SOLE Master T 139,700 0 0
USFREIGHTWAYS CORPORATION COM 916906100 345 7,200 SOLE 7,200 0 0
USG CORP COM 903293405 1,565 33,200 SOLE 33,200 0 0
UST CORP COM 902900109 6,985 220,000 SOLE 220,000 0 0
USX MARATHON GROUP COM 902905827 3,039 123,100 SOLE 123,100 0 0
USX-U S STEEL COM 90337T101 14,408 436,600 SOLE 436,600 0 0
UTILICORP COM 918005109 1,193 61,400 SOLE 61,400 0 0
V F CORP COM 918204108 1,449 48,310 SOLE 48,310 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 1,538 36,400 SOLE 36,400 0 0
VALERO ENERGY CORP COM 91913Y100 684 34,400 SOLE 34,400 0 0
VALUE CITY DEPARTMENT STORES COM 920387107 339 22,400 SOLE 22,400 0 0
VARCO INTL INC COM 922126107 412 40,400 SOLE 40,400 0 0
VARIAN INC COM 922206107 711 31,600 SOLE 31,600 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 215 7,200 SOLE 7,200 0 0
VARIAN SEMICONDUCTOR EQUIP COM 922207105 1,071 31,500 SOLE 31,500 0 0
VENATOR GROUP INC COM 922944103 360 51,400 SOLE 51,400 0 0
VERITAS SOFTWARE CORP COM 923436109 8,588 60,000 SOLE 60,000 0 0
VIACOM COM CL B 925524308 16,668 275,788 SOLE 275,788 0 0
VIAD CORP COM 92552R109 9,327 334,600 SOLE 334,600 0 0
VICORP RESTAURANTS COM 925817108 15 900 SOLE 900 0 0
VIDAMED INC COM 926530106 1,813 1000,000 SOLE 1000,000 0 0
VIDEO DISPLAY CORP COM 926555103 19 4,500 SOLE 4,500 0 0
VILLAGE SUPER MKT COM 927107409 39 3,000 SOLE 3,000 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 2,309 73,001 SOLE 73,001 0 0
VISIONAMERICA INC COM 92832C104 10 3,300 SOLE 3,300 0 0
VISX INC DEL COM 92844S105 476 9,200 SOLE 9,200 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 388 7,400 SOLE 7,400 0 0
VIVID TECHNOLOGIES INC COM 928538107 1,385 209,000 SOLE 209,000 0 0
VLASIC FOODS INTL COM 928559103 165 28,940 SOLE 28,940 0 0
VODAFONE GROUP PLC ADR 92857T107 668 13,500 SOLE Master T 13,500 0 0
W.R. GRACE & CO COM 38388F108 404 29,100 SOLE 29,100 0 0
WABASH NATIONAL CORP COM 929566107 339 22,600 SOLE 22,600 0 0
WACKENHUT CORP CL B COM 929794303 1,851 179,500 SOLE 179,500 0 0
WAINWRIGHT BANK TRUST COMPAN COM 930705108 5 700 SOLE 700 0 0
WAL MART STORES INC COM 931142103 117,381 1698,092 SOLE 1698,092 0 0
WAL MART STORES INC COM 931142103 6,919 100,100 SOLE Master T 100,100 0 0
WALLACE COMPUTER COM 932270101 434 26,100 SOLE 26,100 0 0
WALTER INDUSTRIES INC COM 93317Q105 492 45,500 SOLE 45,500 0 0
WARNACO GROUP CL A COM 934390105 462 37,500 SOLE 37,500 0 0
WARNER LAMBERT CO COM 934488107 4,105 50,100 SOLE 50,100 0 0
WARNER LAMBERT CO COM 934488107 4,449 54,300 SOLE Master T 54,300 0 0
WASH POST CL B COM 939640108 3,911 7,035 SOLE 7,035 0 0
WASHINGTON G & L COM 938837101 789 28,700 SOLE 28,700 0 0
WASHINGTON MUTUAL INC COM 939322103 6,287 241,820 SOLE 241,820 0 0
WASHINGTON MUTUAL INC COM 939322103 486 18,700 SOLE Master T 18,700 0 0
WASTE MANAGEMENT INC COM 94106L109 4,419 257,127 SOLE 257,127 0 0
WATER PIK TECHNOLOGIES INC COM 94113U100 37 3,860 SOLE 3,860 0 0
WATERS CORP COM 941848103 2,226 42,000 SOLE 42,000 0 0
WATSON PHARMACEUTICAL INC COM 942683103 1,264 35,300 SOLE 35,300 0 0
WATTS INDUSTRIES COM CL A 942749102 156 10,600 SOLE 10,600 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 154 13,200 SOLE 13,200 0 0
WAVE TECHNOLOGIES INTERNATIO COM 94352Q109 2 600 SOLE 600 0 0
WEATHERFORD INTERNATIONAL COM 947074100 8,276 207,216 SOLE 207,216 0 0
WEBS - MALAYSIA INDEX SERIES COM 92923H871 420 59,500 SOLE 59,500 0 0
WEBSTER FINANCIAL CORPORATIO COM 947890109 259 11,000 SOLE 11,000 0 0
WELLMAN INC COM 949702104 358 19,200 SOLE 19,200 0 0
WELLPOINT HEALTH NETWORKS COM 94973H108 1,820 27,600 SOLE 27,600 0 0
WELLS FARGO COMPANY COM 949746101 7,737 191,320 SOLE 191,320 0 0
WENDYS INTL INC COM 950590109 1,009 48,900 SOLE 48,900 0 0
WERNER ENTERPRISES COM 950755108 187 13,300 SOLE 13,300 0 0
WEST PHARMACEUTICALS SVCS IN COM 955306105 446 14,400 SOLE 14,400 0 0
WESTAFF INC COM 957070105 95 11,500 SOLE 11,500 0 0
WESTAMERICA BANCORPORATION COM 957090103 274 9,800 SOLE 9,800 0 0
WESTBANK CORPORATION COM 957116106 13 1,500 SOLE 1,500 0 0
WESTERN OHIO FINANCIAL CORP COM 959024100 31 1,900 SOLE 1,900 0 0
WESTFIELD AMERICA INC COM 959910100 252 20,500 SOLE 20,500 0 0
WESTINGHOUSE AIR BRAKE CO COM 960386100 42,636 2402,000 SOLE 2402,000 0 0
WESTON (ROY F.) INC. COM 961137106 5 2,400 SOLE 2,400 0 0
WESTPOINT STEVENS INC COM 961238102 950 54,300 SOLE 54,300 0 0
WESTWOOD ONE INC COM 961815107 2,668 35,100 SOLE 35,100 0 0
WEYERHAEUSER CO COM 962166104 6,944 96,700 SOLE 96,700 0 0
WHIRLPOOL CORP COM 963320106 2,030 31,200 SOLE 31,200 0 0
WHITE MOUNTAINS INSURANCE GP COM G9618E107 771 6,400 SOLE 6,400 0 0
WHITMAN CORP COM 96647R107 5,750 427,900 SOLE 427,900 0 0
WICOR INC COM 929253102 70,981 2431,900 SOLE 2431,900 0 0
WILD OATS MARKETS INC COM 96808B107 19 850 SOLE 850 0 0
WILLAMETTE INDS INC COM 969133107 2,104 45,300 SOLE 45,300 0 0
WILLIAMS COS INC DEL COM 969457100 89,354 2923,650 SOLE 2923,650 0 0
WILLIAMS-SONOMA COM 969904101 690 15,000 SOLE 15,000 0 0
WILMINGTON TRUST CORP COM 971807102 5,568 115,400 SOLE 115,400 0 0
WINDMERE CORP COM 973411101 51 3,000 SOLE 3,000 0 0
WINN DIXIE STORES INC COM 974280109 1,458 60,900 SOLE 60,900 0 0
WINNEBAGO INDS INC COM 974637100 281 14,000 SOLE 14,000 0 0
WISCONSIN CENTRAL TRANSPORT COM 976592105 442 32,900 SOLE 32,900 0 0
WISCONSIN ENERGY CORP COM 976657106 1,498 77,800 SOLE 77,800 0 0
WMF GROUP LIMITED COM 929289106 31,141 5415,902 SOLE 5415,902 0 0
WMS INDUSTRIES INC COM 929297109 34 2,600 SOLE 2,600 0 0
WOODHEAD INDUSTRIES COM 979438108 108 9,300 SOLE 9,300 0 0
WORKGROUP TECHNOLOGY CORP COM 980903108 11 6,000 SOLE 6,000 0 0
XEROX CORP COM 984121103 8,662 381,800 SOLE 381,800 0 0
XILINX INC COM 983919101 5,902 129,800 SOLE 129,800 0 0
XL CAPITAL LTD -CLASS A COM G98255105 51,112 985,300 SOLE 985,300 0 0
XTRA CORP COM 984138107 2,984 70,000 SOLE 70,000 0 0
YAHOO INC COM 984332106 35,913 83,000 SOLE 83,000 0 0
YELLOW CORP COM 985509108 410 24,400 SOLE 24,400 0 0
YORK INTERNATIONAL CORP COM 986670107 5,767 210,200 SOLE 210,200 0 0
ZALE CORP COM 988858106 194 4,020 SOLE 4,020 0 0
ZING TECHNOLOGIES INCORPORAT COM 989601109 13 1,000 SOLE 1,000 0 0
ZIONS BANCORPORATION COM 989701107 3,167 53,500 SOLE 53,500 0 0
Grand total 8,539,619
</TABLE>
<PAGE>
Form 13F Summary Page
Report Summary:
Number of other Included Managers :
Form 13F Information Table Entry Total: 1,677
Form 13F Information Table Value Total: $8,539,619,000
<PAGE>
