|
|
|
|
|
|
|
|
|
|
|
|
|
<TABLE>
<C> <C>
<PAGE> PAGE 1
SECURITIES AND EXCHANGE COMMISSION
FORM 13F-E
Report for the Calendar Year or Quarter Ended: 06/30/98
Institutional Investment Manager:
FIDELITY INTERNATIONAL LIMITED
P.O. BOX H.M. 670
HAMILTON HM, CX D0 -
I REPRESENT THAT I AM AUTHORIZED TO SUBMIT THIS FORM AND THAT ALL INFORMATION
IN THIS FORM AND THE ATTACHMENTS TO IT IS TRUE, CORRECT AND COMPLETE, AND I
UNDERSTAND THAT ALL REQUIRED ITEMS, STATEMENTS AND SCHEDULES ARE INTEGRAL
PARTS OF THIS FORM AND THAT THE SUBMISSION OF ANY AMENDMENT REPRESENTS THAT
ALL UNAMENDED ITEMS, STATEMENTS AND SCHEDULES REMAIN TRUE, CORRECT AND
COMPLETE AS PREVIOUSLY SUBMITTED.
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
Name, Title and Telephone Number of Person Submitting Report:
DR. DAVID J. SAUL VICE PRESIDENT (809)297-7201
Signature, Place and Date of Signing:
/s/ DR. DAVID J. SAUL HAMILTON HM, CX D0 08/03/98
Other Managers on Whose Behalf this Report is Filed:
01 FIDELITY INTERNATIONAL LIMITED 028-00939
<PAGE> PAGE 2
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
ADT OPERATIONS LYON ZERO CPN 10 000945AC9 167 100000 PRN DEFINED 01 0 0 0
AFLAC INC COM 001055102 192 6200 SH DEFINED 01 6200 0 0
AES CORP COM 00130H105 1175 21600 SH DEFINED 01 21600 0 0
AMR CORP COM 001765106 23027 276200 SH DEFINED 01 261400 0 14800
APAC TELESERVICES INC COM 00185E106 235 44500 SH DEFINED 01 44500 0 0
AT&T CORP COM 001957109 75023 1313290 SH DEFINED 01 1169390 0 143900
ABACUS DIRECT CORP COM 002553105 266 5100 SH DEFINED 01 5100 0 0
ABBOTT LABS COM 002824100 691 16400 SH DEFINED 01 16400 0 0
ABERCROMBIE & FITCH CO CL A 002896207 1944 45261 SH DEFINED 01 45261 0 0
ACCUSTAFF INC COM 004401105 765 25300 SH DEFINED 01 25300 0 0
ACNIELSEN CORP COM 004833109 128 5133 SH DEFINED 01 5133 0 0
ACTION PERFORMANCE COS INC COM 004933107 588 18500 SH DEFINED 01 18500 0 0
ADMINISTRADORA FONDOS PENSIONE SPONSORED ADR 00709P108 6 400 SH DEFINED 01 400 0 0
ADMINISTAFF INC COM 007094105 39 900 SH DEFINED 01 900 0 0
ADVANCED LTG TECHNOLOGIES COM 00753C102 91 4000 SH DEFINED 01 4000 0 0
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 1494 37200 SH DEFINED 01 37200 0 0
ADVEST GROUP INC COM 007566102 596 20600 SH DEFINED 01 20600 0 0
AEROQUIP-VICKERS INC COM 007869100 1465 25000 SH DEFINED 01 25000 0 0
AETNA INC COM 008117103 143 1900 SH DEFINED 01 1900 0 0
AFFILIATED COMPUTER SERVICES CL A 008190100 304 8200 SH DEFINED 01 8200 0 0
AFFILIATED MANAGERS GROUP COM 008252108 181 4900 SH DEFINED 01 4900 0 0
AFFYMETRIX INC COM 00826T108 25 1000 SH DEFINED 01 1000 0 0
AG CHEM EQUIP INC COM 008363103 454 28600 SH DEFINED 01 28600 0 0
AGRIBIOTECH INC NEV COM 008494106 573 21700 SH DEFINED 01 21700 0 0
AHMANSON H F & CO COM 008677106 2191 30800 SH DEFINED 01 30800 0 0
AHMANSON H F & CO PFD 1/10D6% CV 008677700 73 500 SH DEFINED 01 500 0 0
AIR EXPRESS INTL CORP COM 009104100 271 10150 SH DEFINED 01 10150 0 0
AIR PRODS & CHEMS INC COM 009158106 225 5800 SH DEFINED 01 5800 0 0
AIRBORNE FGHT CORP COM 009266107 10371 313700 SH DEFINED 01 313700 0 0
AIRTOUCH COMMUNICATIONS INC COM 00949T100 1526 26700 SH DEFINED 01 26700 0 0
AIRTOUCH COMMUNICATIONS INC PFD B CV 6.00% 00949T209 151 3200 SH DEFINED 01 3200 0 0
ALASKA AIR GROUP INC COM 011659109 437 8100 SH DEFINED 01 8100 0 0
ALBERTO CULVER CO CL A 013068200 210 8200 SH DEFINED 01 8200 0 0
ALCAN ALUMINIUM LTD NEW COM 013716105 650 23900 SH DEFINED 01 23900 0 0
ALCATEL ALSTHOM SPONSORED ADR 013904305 3673 89900 SH DEFINED 01 73400 0 16500
ALEXANDRIA REAL ESTATE EQ INC COM 015271109 60 2100 SH DEFINED 01 2100 0 0
ALLEGHENY ENERGY INC COM 017361106 198 6700 SH DEFINED 01 6700 0 0
ALLEGIANCE CORP COM 017475104 19 380 SH DEFINED 01 380 0 0
ALLERGAN INC COM 018490102 5929 128200 SH DEFINED 01 128200 0 0
ALLIANCE FST PRODS INC COM 01859J108 68 4600 SH DEFINED 01 4600 0 0
ALLIEDSIGNAL INC COM 019512102 457 10500 SH DEFINED 01 10500 0 0
ALLSTATE CORP COM 020002101 19686 216216 SH DEFINED 01 207986 0 8230
ALLTEL CORP COM 020039103 179 4000 SH DEFINED 01 4000 0 0
ALPHA MICROSYSTEMS INC COM 020903100 131 50000 SH DEFINED 01 50000 0 0
ALTERNATIVE LIVING SVCS INC COM 02145K107 68 2600 SH DEFINED 01 2600 0 0
ALUMAX INC COM 022197107 109 2400 SH DEFINED 01 2400 0 0
ALUMINUM CO AMER COM 022249106 1477 22473 SH DEFINED 01 4600 0 17873
AMAZON COM INC COM 023135106 25943 262720 SH DEFINED 01 262720 0 0
AMERADA HESS CORP COM 023551104 244 4500 SH DEFINED 01 4500 0 0
AMERICA ONLINE INC DEL COM 02364J104 52728 507760 SH DEFINED 01 499360 0 8400
<PAGE> PAGE 3
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
AMERICA WEST HLDG CORP CL B 023657208 331 12100 SH DEFINED 01 12100 0 0
AMERICAN CLASSIC VOYAGES CO COM 024928103 62 4000 SH DEFINED 01 4000 0 0
AMERICAN ELEC PWR INC COM 025537101 301 6600 SH DEFINED 01 6600 0 0
AMERICAN EXPRESS CO COM 025816109 37793 339510 SH DEFINED 01 273430 0 66080
AMERICAN GENERAL CORP COM 026351106 9074 127700 SH DEFINED 01 127700 0 0
AMERICAN GREETINGS CORP CL A 026375105 7663 151000 SH DEFINED 01 151000 0 0
AMERICAN HOME PRODS CORP COM 026609107 42197 826640 SH DEFINED 01 667940 0 158700
AMERICAN INTL GROUP INC COM 026874107 48439 339182 SH DEFINED 01 304932 0 34250
AMERICAN ITALIAN PASTA CO CL A 027070101 202 5400 SH DEFINED 01 5400 0 0
AMERICAN PAC CORP COM 028740108 22 2300 SH DEFINED 01 2300 0 0
AMERICAN STD COS INC DEL COM 029712106 350 8100 SH DEFINED 01 8100 0 0
AMERICAN XTAL TECHNOLOGY INC COM 030514103 11 800 SH DEFINED 01 800 0 0
AMERITECH CORP NEW COM 030954101 20902 480230 SH DEFINED 01 480230 0 0
AMGEN INC COM 031162100 11508 175500 SH DEFINED 01 145000 0 30500
AMP INC COM 031897101 163 4700 SH DEFINED 01 4700 0 0
AMOCO CORP COM 031905102 502 12000 SH DEFINED 01 12000 0 0
AMRESCO CAP TR COM SH BEN INT 031919103 11 900 SH DEFINED 01 900 0 0
AMSOUTH BANCORPORATION COM 032165102 8508 218160 SH DEFINED 01 218160 0 0
ANACOMP INC DEL COM 032371106 28 1200 SH DEFINED 01 1200 0 0
ANADARKO PETE CORP COM 032511107 80 1200 SH DEFINED 01 1200 0 0
ANALOG DEVICES INC COM 032654105 1576 63900 SH DEFINED 01 63900 0 0
ANDREW CORP COM 034425108 365 20100 SH DEFINED 01 20100 0 0
ANGLO AMERN CORP SOUTH AFRICA ADR 034861302 2992 89000 SH DEFINED 01 0 0 89000
ANHEUSER BUSCH COS INC COM 035229103 150 3200 SH DEFINED 01 3200 0 0
AO TATNEFT SPONS ADR RG S 03737P306 859 112000 SH DEFINED 01 112000 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 63 1700 SH DEFINED 01 1700 0 0
APOLLO GROUP INC CL A 037604105 6506 199820 SH DEFINED 01 199820 0 0
APPLE COMPUTER INC COM 037833100 9147 320160 SH DEFINED 01 320160 0 0
APPLIED GRAPHICS TECHNOLOGIES COM 037937109 40 900 SH DEFINED 01 900 0 0
APPLIED MATLS INC COM 038222105 2149 71300 SH DEFINED 01 55500 0 15800
APTARGROUP INC COM 038336103 319 5000 SH DEFINED 01 5000 0 0
AQUAPENN SPRING WTR INC COM 03838X109 56 6600 SH DEFINED 01 6600 0 0
ARACRUZ CELULOSE S A SPNSR ADR CL B 038496204 367 32350 SH DEFINED 01 32350 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 52 2720 SH DEFINED 01 2720 0 0
ARTERIAL VASCULAR ENGR INC COM 043013101 3632 103200 SH DEFINED 01 103200 0 0
ASCEND COMMUNICATIONS INC COM 043491109 7347 149200 SH DEFINED 01 135500 0 13700
ASHLAND INC COM 044204105 8171 158100 SH DEFINED 01 158100 0 0
ASIA PULP & PAPER LTD SPONSORED ADR 04516V100 1330 119600 SH DEFINED 01 119600 0 0
ASSISTED LIVING CONCEPTS INC COM 04543L109 236 14000 SH DEFINED 01 14000 0 0
AT HOME CORP COM SER A 045919107 6163 133440 SH DEFINED 01 133440 0 0
ASSOCIATES FIRST CAP CORP CL A 046008108 8328 107635 SH DEFINED 01 88504 0 19131
ATLANTIC COAST AIRLINES HLDGS COM 048396105 53 1800 SH DEFINED 01 1800 0 0
ATLANTIC RICHFIELD CO COM 048825103 1632 20912 SH DEFINED 01 5300 0 15612
ATWOOD OCEANICS INC COM 050095108 1659 43100 SH DEFINED 01 43100 0 0
AU BON PAIN INC CL A 050103100 9 900 SH DEFINED 01 900 0 0
AUTOLOGIC INFORMATION INTL COM 052803103 287 50048 SH DEFINED 01 50048 0 0
AUTOMATIC COM EXCH SEC TR II TRACES RWIN 05300A202 33 1400 SH DEFINED 01 1400 0 0
AVIRON SUB NT CV 144A05 053762AA8 2 200000 PRN DEFINED 01 0 0 0
AVIS RENT A CAR INC COM 053790101 91 4000 SH DEFINED 01 4000 0 0
AVON PRODS INC COM 054303102 6542 83320 SH DEFINED 01 83320 0 0
<PAGE> PAGE 4
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
BCE INC COM 05534B109 1990 46300 SH DEFINED 01 46300 0 0
BHC COMMUNICATIONS INC CL A 055448104 3585 25700 SH DEFINED 01 25700 0 0
BJ SVCS CO COM 055482103 3449 118200 SH DEFINED 01 118200 0 0
BMC SOFTWARE INC COM 055921100 3812 74500 SH DEFINED 01 74500 0 0
BAKER J INC SUB NT CONV 7%02 057232AA8 47 50000 PRN DEFINED 01 0 0 0
BALANCED CARE CORP COM 057630105 121 18300 SH DEFINED 01 18300 0 0
BALLARD MED PRODS COM 058566100 334 18600 SH DEFINED 01 18600 0 0
BALLARD PWR SYS INC COM 05858H104 412 12300 SH DEFINED 01 12300 0 0
BALLY TOTAL FITNESS HLDG CORP COM 05873K108 100 2800 SH DEFINED 01 2800 0 0
BANC ONE CORP COM 059438101 20061 359653 SH DEFINED 01 273590 0 86063
BANCO GANADERO S A SP ADR PREF C 059594507 290 16600 SH DEFINED 01 16600 0 0
BANK MONTREAL QUE COM 063671101 1165 20900 SH DEFINED 01 20900 0 0
BANK NEW YORK INC COM 064057102 32205 516199 SH DEFINED 01 420899 0 95300
BANKBOSTON CORP COM 06605R106 12253 219800 SH DEFINED 01 219800 0 0
BANKAMERICA CORP COM 066050105 44167 504644 SH DEFINED 01 451944 0 52700
BANKERS TR CORP COM 066365107 9278 80900 SH DEFINED 01 80900 0 0
BARD C R INC COM 067383109 419 11000 SH DEFINED 01 11000 0 0
BARNES & NOBLE INC COM 067774109 1479 40200 SH DEFINED 01 40200 0 0
BARRICK GOLD CORP COM 067901108 1078 57600 SH DEFINED 01 57600 0 0
BASSETT FURNITURE INDS INC COM 070203104 363 13100 SH DEFINED 01 13100 0 0
BAUSCH & LOMB INC COM 071707103 90 1800 SH DEFINED 01 1800 0 0
BAXTER INTL INC COM 071813109 281 5200 SH DEFINED 01 5200 0 0
BEA SYS INC COM 073325102 1153 52200 SH DEFINED 01 52200 0 0
BEAR STEARNS COS INC COM 073902108 8865 152765 SH DEFINED 01 152765 0 0
BECTON DICKINSON & CO COM 075887109 1060 13600 SH DEFINED 01 13600 0 0
BED BATH & BEYOND INC COM 075896100 46 900 SH DEFINED 01 900 0 0
BEDFORD PPTY INVS INC COM PAR $0.02 076446301 16 900 SH DEFINED 01 900 0 0
BELL ATLANTIC CORP COM 077853109 1450 23458 SH DEFINED 01 23458 0 0
BELLSOUTH CORP COM 079860102 20416 308720 SH DEFINED 01 308720 0 0
BENEFICIAL CORP COM 081721102 1727 11200 SH DEFINED 01 11200 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 78 1 SH DEFINED 01 1 0 0
BEST BUY INC COM 086516101 14656 418600 SH DEFINED 01 418600 0 0
BESTFOODS COM 08658U101 839 14400 SH DEFINED 01 14400 0 0
BETHLEHEM STL CORP COM 087509105 7067 548900 SH DEFINED 01 548900 0 0
BEVERLY ENTERPRISES INC COM NEW 087851309 6298 445900 SH DEFINED 01 445900 0 0
BINDLEY WESTN INDS INC COM 090324104 385 12766 SH DEFINED 01 12766 0 0
BIOMET INC COM 090613100 1871 56000 SH DEFINED 01 56000 0 0
BIOSITE DIAGNOSTICS INC COM 090945106 89 8200 SH DEFINED 01 8200 0 0
BLACK HILLS CORP COM 092113109 1144 50050 SH DEFINED 01 50050 0 0
BLANCH E W HLDGS INC COM 093210102 527 14800 SH DEFINED 01 14800 0 0
BLOCK H & R INC COM 093671105 475 11100 SH DEFINED 01 11100 0 0
BOISE CASCADE CORP COM 097383103 103 3200 SH DEFINED 01 3200 0 0
BORG-WARNER AUTOMOTIVE INC COM 099724106 18 400 SH DEFINED 01 400 0 0
BOSTON PROPERTIES INC COM 101121101 87 2600 SH DEFINED 01 2600 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1102 15500 SH DEFINED 01 15500 0 0
BOWATER INC COM 102183100 221 4700 SH DEFINED 01 4700 0 0
BREED TECHNOLOGIES INC COM 106702103 1469 94800 SH DEFINED 01 94800 0 0
BRIGHT HORIZONS INC COM 109190108 2362 81500 SH DEFINED 01 81500 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 41975 358920 SH DEFINED 01 294620 0 64300
BRITISH PETE PLC AMERN SH 110889409 17 200 SH DEFINED 01 200 0 0
<PAGE> PAGE 5
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
BROWN FORMAN CORP CL B 115637209 380 6000 SH DEFINED 01 6000 0 0
BROWN GROUP INC COM 115657108 93 4800 SH DEFINED 01 4800 0 0
BROWNING FERRIS INDS COM 115885105 241 6674 SH DEFINED 01 6674 0 0
BRUNSWICK CORP COM 117043109 81 3300 SH DEFINED 01 3300 0 0
BUFFETS INC COM 119882108 1132 72800 SH DEFINED 01 72800 0 0
BURLINGTON NORTHN SANTA FE CP COM 12189T104 188 1900 SH DEFINED 01 1900 0 0
BURLINGTON RES INC COM 122014103 7701 180900 SH DEFINED 01 153500 0 27400
BUTLER MFG CO DEL COM 123655102 2086 61200 SH DEFINED 01 61200 0 0
CBS CORP COM 12490K107 14979 469406 SH DEFINED 01 354006 0 115400
CD NOW INC COM 125085100 164 8200 SH DEFINED 01 8200 0 0
CD RADIO INC COM 125127100 240 6600 SH DEFINED 01 6600 0 0
CDW COMPUTER CTRS INC COM 125129106 45 900 SH DEFINED 01 900 0 0
C H ROBINSON WORLDWIDE INC COM 12541W100 141 5700 SH DEFINED 01 5700 0 0
CIGNA CORP COM 125509109 11191 157900 SH DEFINED 01 157900 0 0
CMG INFORMATION SVCS INC COM 125750109 13408 201600 SH DEFINED 01 201600 0 0
CMP MEDIA INC CL A 125891101 3 200 SH DEFINED 01 200 0 0
CNET INC COM 125945105 132 2000 SH DEFINED 01 2000 0 0
CNF TRANSN INC COM 12612W104 11975 274750 SH DEFINED 01 274750 0 0
CSG SYS INTL INC COM 126349109 824 18700 SH DEFINED 01 18700 0 0
CSX CORP COM 126408103 7814 171740 SH DEFINED 01 132800 0 38940
CVS CORP COM 126650100 13216 339200 SH DEFINED 01 284400 0 54800
CV THERAPEUTICS INC COM 126667104 7 900 SH DEFINED 01 900 0 0
CABLE & WIRELESS COMMUNICATION SPONSORED ADR 12682P104 602 12100 SH DEFINED 01 12100 0 0
CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 853 23300 SH DEFINED 01 23300 0 0
CABLEVISION SYS CORP CL A 12686C109 6220 80000 SH DEFINED 01 80000 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 97 3000 SH DEFINED 01 3000 0 0
CADIZ LD INC COM 127549103 28489 2450667 SH DEFINED 01 2450667 0 0
CAL DIVE INTL INC COM 127914109 608 20600 SH DEFINED 01 20600 0 0
CALMAT CO COM 131271108 3557 164300 SH DEFINED 01 164300 0 0
CAMBIOR INC COM 13201L103 153 26500 SH DEFINED 01 26500 0 0
CAMBRIDGE TECH PARTNERS MASS COM 132524109 3313 57800 SH DEFINED 01 57800 0 0
CAMCO INTL INC COM 132632100 505 6500 SH DEFINED 01 6500 0 0
CAMPBELL SOUP CO COM 134429109 101 1900 SH DEFINED 01 1900 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 516 15800 SH DEFINED 01 15800 0 0
CANADIAN NATL RY CO COM 136375102 1469 27600 SH DEFINED 01 27600 0 0
CANANDAIGUA BRANDS INC CL A 137219200 8618 177700 SH DEFINED 01 177700 0 0
CAPE COD BK & TR CO HYANNIS COM 139339105 56 1400 SH DEFINED 01 1400 0 0
CARDIAC PATHWAYS CORP COM 141408104 56 8200 SH DEFINED 01 8200 0 0
CARDINAL HEALTH INC COM 14149Y108 1097 11900 SH DEFINED 01 11900 0 0
CAREMATRIX CORP COM 141706101 105 4100 SH DEFINED 01 4100 0 0
CARR-GOTTSTEIN FOODS CO COM 14441E107 15 2100 SH DEFINED 01 2100 0 0
CATERPILLAR INC DEL COM 149123101 18457 349900 SH DEFINED 01 349900 0 0
CELLULAR COMMUNICATIONS INTL COM 150918100 22987 454600 SH DEFINED 01 454600 0 0
CELESTIAL SEASONINGS INC COM 151016102 1130 22700 SH DEFINED 01 22700 0 0
CELLEGY PHARMACEUTICALS INC COM 15115L103 103 18900 SH DEFINED 01 18900 0 0
CENDANT CORP COM 151313103 760 36286 SH DEFINED 01 9324 0 26962
CENTENNIAL CELLULAR CORP CL A 15133V109 33 900 SH DEFINED 01 900 0 0
CENTERPOINT PPTYS TR SH BEN INT 151895109 54 1700 SH DEFINED 01 1700 0 0
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 610 16000 SH DEFINED 01 16000 0 0
CENTRAL & SOUTH WEST CORP COM 152357109 32 1200 SH DEFINED 01 1200 0 0
<PAGE> PAGE 6
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
CENTRAL GARDEN & PET CO COM 153527106 272 9000 SH DEFINED 01 9000 0 0
CENTRAL MAINE PWR CO COM 154051106 118 6000 SH DEFINED 01 6000 0 0
CHAMPION ENTERPRISES INC COM 158496109 198 7100 SH DEFINED 01 7100 0 0
CHAMPION INTL CORP COM 158525105 595 12400 SH DEFINED 01 12400 0 0
CHANCELLOR MEDIA CORP COM 158915108 370 7400 SH DEFINED 01 7400 0 0
CHARLES RIVER ASSOCIATES COM 159852102 2 100 SH DEFINED 01 100 0 0
CHARTER ONE FINL INC COM 160903100 565 17148 SH DEFINED 01 17148 0 0
CHARMING SHOPPES INC SB NT CV 7.5%06 161133AA1 19 20000 PRN DEFINED 01 0 0 0
CHARMING SHOPPES INC COM 161133103 13 2800 SH DEFINED 01 2800 0 0
CHASE MANHATTAN CORP NEW COM 16161A108 557 7416 SH DEFINED 01 7416 0 0
CHECKFREE HLDGS CORP COM 162816102 2501 84100 SH DEFINED 01 84100 0 0
CHESAPEAKE CORP COM 165159104 252 6500 SH DEFINED 01 6500 0 0
CHEVRON CORPORATION COM 166751107 572 6900 SH DEFINED 01 6900 0 0
CHICOS FAS INC COM 168615102 333 21000 SH DEFINED 01 21000 0 0
CHIQUITA BRANDS INTL INC PFD A NON VTG 170032403 69 1500 SH DEFINED 01 1500 0 0
CHIQUITA BRANDS INTL INC PFD CV B $3.75 170032502 39 700 SH DEFINED 01 700 0 0
CHIRON CORP COM 170040109 28 1700 SH DEFINED 01 1700 0 0
CHRIS CRAFT INDS INC COM 170520100 2085 38170 SH DEFINED 01 38170 0 0
CHRYSLER CORP COM 171196108 51447 910310 SH DEFINED 01 910310 0 0
CHUBB CORP COM 171232101 10643 131300 SH DEFINED 01 131300 0 0
CIBER INC COM 17163B102 71 2000 SH DEFINED 01 2000 0 0
CILCORP INC COM 171794100 62 1300 SH DEFINED 01 1300 0 0
CINERGY CORP COM 172474108 138 3974 SH DEFINED 01 3974 0 0
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 150 3200 SH DEFINED 01 3200 0 0
CISCO SYS INC COM 17275R102 14533 158010 SH DEFINED 01 158010 0 0
CITICORP COM 173034109 55342 368200 SH DEFINED 01 304250 0 63950
CITRIX SYS INC COM 177376100 80 1200 SH DEFINED 01 1200 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 2805 26100 SH DEFINED 01 26100 0 0
CLOROX CO DEL COM 189054109 408 4300 SH DEFINED 01 4300 0 0
COASTAL CORP COM 190441105 36058 516380 SH DEFINED 01 437300 0 79080
COCA COLA BOTTLING CO CONS COM 191098102 336 5000 SH DEFINED 01 5000 0 0
COCA COLA CO COM 191216100 53825 627690 SH DEFINED 01 523890 0 103800
COFLEXIP SPONSORED ADR 192384105 5291 87100 SH DEFINED 01 87100 0 0
COGNIZANT CORP COM 192441103 9833 176500 SH DEFINED 01 149800 0 26700
COLGATE PALMOLIVE CO COM 194162103 1590 17900 SH DEFINED 01 17900 0 0
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 10576 359150 SH DEFINED 01 302750 0 56400
COMCAST CORP CL A 200300101 331 8200 SH DEFINED 01 8200 0 0
COMCAST CORP CL A SPL 200300200 1665 40100 SH DEFINED 01 40100 0 0
COMERICA INC COM 200340107 23834 359304 SH DEFINED 01 328554 0 30750
COMMODORE APPLIED TECH INC WT EXP 062801 202630117 4 6000 SH DEFINED 01 6000 0 0
COMPAGNIE GENERALE DES GEOPHYS SPONSORED ADR 204386106 410 14100 SH DEFINED 01 14100 0 0
COMPANHIA BRASILEIRA DE DISTRB ADR 20440T201 328 15000 SH DEFINED 01 15000 0 0
COMPANHIA PARANAENSE ENERG COP SPONS ADR PFD 20441B407 1012 111000 SH DEFINED 01 0 0 111000
COMPANIA ANONIMA NACIONL TEL SPN ADR 7D SHS 204421101 1299 53460 SH DEFINED 01 53460 0 0
COMPANIA CERVECERIAS UNIDAS SA SPONSORED ADR 204429104 3657 173181 SH DEFINED 01 99681 0 73500
COMPANIA DE MINAS BUENAVENTURA SPNS ADR SER B 204448104 718 54771 SH DEFINED 01 54771 0 0
COMPASS BANCSHARES INC COM 20449H109 41 900 SH DEFINED 01 900 0 0
COMPAQ COMPUTER CORP COM 204493100 19420 671468 SH DEFINED 01 599628 0 71840
COMPASS INTL SERVICES COM 20450K108 72 7200 SH DEFINED 01 7200 0 0
COMPUTER ASSOC INTL INC COM 204912109 20581 360875 SH DEFINED 01 332575 0 28300
<PAGE> PAGE 7
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
COMPUSA INC COM 204932107 185 10000 SH DEFINED 01 10000 0 0
COMPUTER LEARNING CTRS INC COM 205199102 6095 255990 SH DEFINED 01 255990 0 0
COMPUTER SCIENCES CORP COM 205363104 379 6000 SH DEFINED 01 6000 0 0
COMPUTER TASK GROUP INC COM 205477102 1431 45100 SH DEFINED 01 45100 0 0
COMSAT CORP COM SER 1 20564D107 13306 472800 SH DEFINED 01 391800 0 81000
COMPUTER HORIZONS CORP COM 205908106 996 27700 SH DEFINED 01 27700 0 0
COM21 INC COM 205937105 214 10200 SH DEFINED 01 10200 0 0
CONSECO INC COM 208464107 9862 206000 SH DEFINED 01 206000 0 0
CONSECO INC PFD PRIDES CV 208464404 115 700 SH DEFINED 01 700 0 0
CONSOLIDATED EDISON INC COM 209115104 114 2500 SH DEFINED 01 2500 0 0
CONSOLIDATED GRAPHICS INC COM 209341106 51 900 SH DEFINED 01 900 0 0
CONSOLIDATED STORES CORP COM 210149100 8150 220725 SH DEFINED 01 184025 0 36700
CONTINENTAL AIRLS INC CL B 210795308 485 8000 SH DEFINED 01 8000 0 0
COOPER COS INC COM NEW 216648402 380 10500 SH DEFINED 01 10500 0 0
COOPER INDS INC COM 216669101 192 3454 SH DEFINED 01 3454 0 0
COORS ADOLPH CO CL B 217016104 9806 272400 SH DEFINED 01 272400 0 0
CORDANT TECHNOLOGIES INC COM 218412104 8452 184500 SH DEFINED 01 184500 0 0
CORN PRODS INTL INC COM 219023108 333 9950 SH DEFINED 01 9950 0 0
CORNING INC COM 219350105 24 700 SH DEFINED 01 700 0 0
CORPORATEFAMILY SOLUTIONS INC COM 22003R101 22 900 SH DEFINED 01 900 0 0
CORRECTIONS CORP AMER COM 220256101 92 4000 SH DEFINED 01 4000 0 0
COSTCO COMPANIES INC COM 22160Q102 21165 335300 SH DEFINED 01 335300 0 0
COUNTRYWIDE CR INDS INC DEL COM 222372104 8175 160300 SH DEFINED 01 160300 0 0
COX COMMUNICATIONS INC NEW CL A 224044107 3055 63500 SH DEFINED 01 63500 0 0
COX RADIO INC CL A 224051102 159 3700 SH DEFINED 01 3700 0 0
CREDENCE SYS CORP COM 225302108 18 900 SH DEFINED 01 900 0 0
CRESCENT REAL ESTATE EQUITIES COM 225756105 55 1700 SH DEFINED 01 1700 0 0
CRESUD S A C I F Y A SPONSORED ADR 226406106 367 22600 SH DEFINED 01 22600 0 0
CYTEC INDS INC COM 232820100 281 6400 SH DEFINED 01 6400 0 0
CYTYC CORP COM 232946103 130 8200 SH DEFINED 01 8200 0 0
D A CONSULTING GROUP INC COM 233027101 1 100 SH DEFINED 01 100 0 0
DPL INC COM 233293109 123 6825 SH DEFINED 01 6825 0 0
DSC COMMUNICATIONS CORP COM 233311109 12263 410000 SH DEFINED 01 410000 0 0
DST SYS INC DEL COM 233326107 91 1800 SH DEFINED 01 1800 0 0
DAIN RAUSCHER CORP COM 233856103 300 5600 SH DEFINED 01 5600 0 0
DANIEL INDS DEL COM 236235107 1789 94300 SH DEFINED 01 94300 0 0
DATA TRANSMISSION NETWORK CORP COM 238017107 1173 30100 SH DEFINED 01 30100 0 0
DAVOX CORP COM 239208101 532 26100 SH DEFINED 01 26100 0 0
DAY RUNNER INC COM 239545106 133 5400 SH DEFINED 01 5400 0 0
DAYTON HUDSON CORP COM 239753106 28397 581300 SH DEFINED 01 557900 0 23400
DEAN FOODS CO COM 242361103 6685 121700 SH DEFINED 01 121700 0 0
DEERE & CO COM 244199105 9073 172000 SH DEFINED 01 172000 0 0
DEKALB GENETICS CORP CL B 244878203 1587 16800 SH DEFINED 01 16800 0 0
DELL COMPUTER CORP COM 247025109 69259 743040 SH DEFINED 01 686140 0 56900
DELTA AIR LINES INC DEL COM 247361108 895 7000 SH DEFINED 01 7000 0 0
DENDRITE INTL INC COM 248239105 43 1200 SH DEFINED 01 1200 0 0
DEPUY INC COM 249726100 227 8200 SH DEFINED 01 8200 0 0
DEVRY INC DEL COM 251893103 1586 73700 SH DEFINED 01 73700 0 0
DEXTER CORP COM 252165105 76 2400 SH DEFINED 01 2400 0 0
DIAL CORP NEW COM 25247D101 77 3000 SH DEFINED 01 3000 0 0
<PAGE> PAGE 8
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
DIALOGIC CORP COM 252499108 141 4900 SH DEFINED 01 4900 0 0
DIAMOND TECHNOLOGY PARTNERS CL A 252762109 87 3000 SH DEFINED 01 3000 0 0
DIEBOLD INC COM 253651103 1679 58712 SH DEFINED 01 58712 0 0
DIME BANCORP INC NEW COM 25429Q102 11996 401900 SH DEFINED 01 345100 0 56800
DIMON INC COM 254394109 21 1900 SH DEFINED 01 1900 0 0
DIONEX CORP COM 254546104 1028 38400 SH DEFINED 01 38400 0 0
DISCO S A SPONSORED ADR 254609100 391 11900 SH DEFINED 01 11900 0 0
DISNEY WALT CO COM 254687106 17024 155170 SH DEFINED 01 110110 0 45060
DOCUMENTUM INC COM 256159104 89 1900 SH DEFINED 01 1900 0 0
DOLLAR TREE STORES INC COM 256747106 156 2550 SH DEFINED 01 2550 0 0
DOMTAR INC COM 257561100 59 9000 SH DEFINED 01 9000 0 0
DONALDSON LUFKIN & JENRETTE NW COM 257661108 91 1800 SH DEFINED 01 1800 0 0
DONNELLEY R R & SONS CO COM 257867101 199 4400 SH DEFINED 01 4400 0 0
DOUBLECLICK INC COM 258609304 3172 76900 SH DEFINED 01 76900 0 0
DR SOLOMONS GROUP PLC SPONSORED ADR 261384101 28531 841450 SH DEFINED 01 841450 0 0
DRESS BARN INC COM 261570105 170 7000 SH DEFINED 01 7000 0 0
DRESSER INDS INC COM 261597108 320 7400 SH DEFINED 01 7400 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 33049 443090 SH DEFINED 01 342900 0 100190
DUANE READE INC COM 263578106 514 16700 SH DEFINED 01 16700 0 0
DUFF & PHELPS CR RATING CO COM 26432F109 16 300 SH DEFINED 01 300 0 0
DUKE ENERGY CORP COM 264399106 258 4337 SH DEFINED 01 4337 0 0
DUKE REALTY INVT INC COM NEW 264411505 164 9100 SH DEFINED 01 9100 0 0
DUN & BRADSTREET CORP COM 264830100 893 26500 SH DEFINED 01 26500 0 0
DYNAMEX INC COM 26784F103 176 15000 SH DEFINED 01 15000 0 0
ECI TELECOM LTD ORD 268258100 7744 205050 SH DEFINED 01 155050 0 50000
EG & G INC COM 268457108 213 7100 SH DEFINED 01 7100 0 0
E M C CORP MASS COM 268648102 20357 454100 SH DEFINED 01 356800 0 97300
ENSCO INTL INC COM 26874Q100 1397 79400 SH DEFINED 01 79400 0 0
ESAT TELECOM GROUP PLC SPONSORED ADR 26883Y102 42753 1157250 SH DEFINED 01 1020850 0 136400
ETEC SYS INC COM 26922C103 32 900 SH DEFINED 01 900 0 0
E TRADE GROUP INC COM 269246104 445 19800 SH DEFINED 01 19800 0 0
EVI WEATHERFORD INC COM 26926D107 62 1710 SH DEFINED 01 1710 0 0
EARTHGRAINS CO COM 270319106 8763 157200 SH DEFINED 01 157200 0 0
EARTHLINK NETWORK INC COM 270322100 1289 17700 SH DEFINED 01 17700 0 0
EASTERN ENVIRONMENTAL SVCS INC COM 276369105 465 14100 SH DEFINED 01 14100 0 0
EASTMAN KODAK CO COM 277461109 86 1200 SH DEFINED 01 1200 0 0
EATON CORP COM 278058102 971 12500 SH DEFINED 01 4200 0 8300
EDISON INTL COM 281020107 9758 332900 SH DEFINED 01 332900 0 0
J D EDWARDS & CO COM 281667105 377 8800 SH DEFINED 01 8800 0 0
EDWARDS AG INC COM 281760108 4423 102450 SH DEFINED 01 102450 0 0
EGGHEAD.COM INC COM 282330109 243 30000 SH DEFINED 01 30000 0 0
ELAN PLC ADR 284131208 769 11900 SH DEFINED 01 11900 0 0
ELCOR CORP COM 284443108 425 17000 SH DEFINED 01 17000 0 0
ELECTRONIC ARTS INC COM 285512109 49 900 SH DEFINED 01 900 0 0
ELECTRONIC DATA SYS NEW COM 285661104 306 7800 SH DEFINED 01 7800 0 0
ELECTRONIC RETAILING SYS INTL COM 285825105 6087 2086000 SH DEFINED 01 2086000 0 0
EMBOTELLADORA ANDINA S A SPONS ADR A 29081P204 1297 75400 SH DEFINED 01 75400 0 0
EMERSON ELEC CO COM 291011104 90 1500 SH DEFINED 01 1500 0 0
ENERGY EAST CORP COM 29266M109 10297 243000 SH DEFINED 01 243000 0 0
ENERSIS S A SPONSORED ADR 29274F104 3467 141634 SH DEFINED 01 99834 0 41800
<PAGE> PAGE 9
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
ENGELHARD CORP COM 292845104 4980 246700 SH DEFINED 01 246700 0 0
ENGINEERING ANIMATION INC COM 292872108 68 1200 SH DEFINED 01 1200 0 0
ENRON CORP COM 293561106 469 9000 SH DEFINED 01 9000 0 0
ENTERGY CORP NEW COM 29364G103 320 11212 SH DEFINED 01 11212 0 0
EQUIFAX INC COM 294429105 127 3500 SH DEFINED 01 3500 0 0
EQUITABLE COS INC COM 29444G107 11309 151300 SH DEFINED 01 151300 0 0
EQUITY OFFICE PROPERTIES TRUST COM 294741103 43 1700 SH DEFINED 01 1700 0 0
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 40 900 SH DEFINED 01 900 0 0
ESPRIT TELECOM GROUP PLC SPONSORED ADR 29665W104 25915 1422500 SH DEFINED 01 1422500 0 0
ESPEY MFG & ELECTRS CORP COM 296650104 2 200 SH DEFINED 01 200 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 44 900 SH DEFINED 01 900 0 0
ETHICAL HLDGS LTD SPONSORED ADR 297645202 294 1047300 SH DEFINED 01 1047300 0 0
EVEREN CAPITAL CORP COM 299761106 533 20000 SH DEFINED 01 20000 0 0
EVEREST REINS HLDGS INC COM 299808105 3962 102600 SH DEFINED 01 102600 0 0
EXCEL COMMUNICATIONS INC NEW COM 30065K104 400 17600 SH DEFINED 01 17600 0 0
EXODUS COMMUNICATIONS INC COM 302088109 4 100 SH DEFINED 01 100 0 0
EXPEDITORS INTL WASH INC COM 302130109 6257 148900 SH DEFINED 01 124900 0 24000
EXPRESS SCRIPTS INC CL A 302182100 318 3900 SH DEFINED 01 3900 0 0
EXXON CORP COM 302290101 37636 522900 SH DEFINED 01 458300 0 64600
FPIC INS GROUP INC COM 302563101 21 600 SH DEFINED 01 600 0 0
FPL GROUP INC COM 302571104 17650 281000 SH DEFINED 01 281000 0 0
FACTSET RESH SYS INC COM 303075105 825 25500 SH DEFINED 01 25500 0 0
FEDERAL AGRIC MTG CORP CL A 313148108 17 900 SH DEFINED 01 900 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 1372 19900 SH DEFINED 01 19900 0 0
FEDERAL HOME LN MTG CORP COM 313400301 31857 664900 SH DEFINED 01 664900 0 0
FEDERAL MOGUL CORP COM 313549107 540 8200 SH DEFINED 01 8200 0 0
FEDERAL NATL MTG ASSN COM 313586109 26586 416910 SH DEFINED 01 329900 0 87010
FEDERATED DEPT STORES INC DEL SUB NT CV 5%03 31410HAE1 110 70000 PRN DEFINED 01 0 0 0
FEDERATED DEPT STORES INC DEL COM 31410H101 13782 254390 SH DEFINED 01 254390 0 0
FILENET CORP COM 316869106 50 1800 SH DEFINED 01 1800 0 0
FINOVA GROUP INC COM 317928109 12285 216000 SH DEFINED 01 216000 0 0
FIRST CHICAGO NBD CORP COM 31945A100 1045 11745 SH DEFINED 01 8145 0 3600
FIRST CONSULTING GROUP INC COM 31986R103 194 8300 SH DEFINED 01 8300 0 0
FIRST DATA CORP COM 319963104 9289 285200 SH DEFINED 01 238900 0 46300
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 754 23900 SH DEFINED 01 23900 0 0
FIRST TENN NATL CORP COM 337162101 881 28000 SH DEFINED 01 28000 0 0
FIRSTPLUS FINL GROUP INC COM 33763B103 2023 52400 SH DEFINED 01 52400 0 0
FLEET FINL GROUP INC NEW COM 338915101 2782 33418 SH DEFINED 01 33418 0 0
FLORIDA ROCK INDS INC COM 341140101 976 34400 SH DEFINED 01 34400 0 0
FLUOR CORP COM 343861100 200 4000 SH DEFINED 01 4000 0 0
FOCAL INC COM 343909107 443 45400 SH DEFINED 01 45400 0 0
FOOTSTAR INC COM 344912100 112 2336 SH DEFINED 01 2336 0 0
FORD MTR CO DEL COM 345370100 62228 1061260 SH DEFINED 01 951760 0 109500
FORE SYSTEMS INC COM 345449102 6229 236200 SH DEFINED 01 236200 0 0
FOREST LABS INC CL A 345838106 917 26800 SH DEFINED 01 26800 0 0
FORRESTER RESH INC COM 346563109 980 25300 SH DEFINED 01 25300 0 0
FORT JAMES CORP COM 347471104 20755 480387 SH DEFINED 01 393587 0 86800
FOSTER WHEELER CORP COM 350244109 42 2000 SH DEFINED 01 2000 0 0
FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 14 400 SH DEFINED 01 400 0 0
FRANKLIN RES INC COM 354613101 531 10000 SH DEFINED 01 10000 0 0
<PAGE> PAGE 10
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
FREMONT GEN CORP COM 357288109 253 4764 SH DEFINED 01 4764 0 0
FRIENDLY ICE CREAM CORP NEW COM 358497105 42 2500 SH DEFINED 01 2500 0 0
GBC BANCORP CALIF COM 361475106 310 12300 SH DEFINED 01 12300 0 0
GPU INC COM 36225X100 6470 171700 SH DEFINED 01 171700 0 0
GTE CORP COM 362320103 15920 284100 SH DEFINED 01 228400 0 55700
GALILEO INTERNATIONAL INC COM 363547100 635 14700 SH DEFINED 01 14700 0 0
GANNETT INC COM 364730101 9748 137810 SH DEFINED 01 137810 0 0
GAP INC DEL COM 364760108 6144 98980 SH DEFINED 01 98980 0 0
GARTNER GROUP INC NEW COM 366651107 87 2600 SH DEFINED 01 2600 0 0
GAYLORD CONTAINER CORP CL A 368145108 248 34500 SH DEFINED 01 34500 0 0
GENENTECH INC COM SPL 368710307 386 5700 SH DEFINED 01 5700 0 0
GENERAL DYNAMICS CORP COM 369550108 8043 172800 SH DEFINED 01 172800 0 0
GENERAL ELEC CO COM 369604103 119437 1311860 SH DEFINED 01 1135200 0 176660
GENERAL MLS INC COM 370334104 268 3954 SH DEFINED 01 3954 0 0
GENERAL MTRS CORP COM 370442105 16743 248860 SH DEFINED 01 248860 0 0
GENERAL MTRS CORP CL H NEW 370442832 2178 47700 SH DEFINED 01 47700 0 0
GENERAL NUTRITION COS INC COM 37047F103 766 25200 SH DEFINED 01 25200 0 0
GENERAL RE CORP COM 370563108 309 1200 SH DEFINED 01 1200 0 0
GENOME THERAPEUTICS CORP COM 372430108 4 1000 SH DEFINED 01 1000 0 0
GENZYME CORP COM GENL DIV 372917104 126 4900 SH DEFINED 01 4900 0 0
GEORGIA PAC CORP COM GA PAC GRP 373298108 196 3400 SH DEFINED 01 3400 0 0
GEOTEL COMMUNICATIONS CORP COM 373656107 32 900 SH DEFINED 01 900 0 0
GETCHELL GOLD CORP COM 374265106 1774 120700 SH DEFINED 01 102600 0 18100
GIANT CEMENT HLDG INC COM 374450104 1271 45000 SH DEFINED 01 45000 0 0
GIANT FOOD INC CL A 374478105 55 1300 SH DEFINED 01 1300 0 0
GIBSON GREETINGS INC COM 374827103 245 10000 SH DEFINED 01 10000 0 0
GILEAD SCIENCES INC COM 375558103 160 4700 SH DEFINED 01 4700 0 0
GILLETTE CO COM 375766102 47206 824710 SH DEFINED 01 663130 0 161580
GLENBOROUGH RLTY TR INC COM 37803P105 44 1700 SH DEFINED 01 1700 0 0
GOLDEN ST BANCORP INC COM 381197102 153 5100 SH DEFINED 01 5100 0 0
GOLDEN WEST FINL CORP DEL COM 381317106 14122 134900 SH DEFINED 01 134900 0 0
GREAT LAKES CHEM CORP COM 390568103 162 4200 SH DEFINED 01 4200 0 0
GREEN TREE FINL CORP COM 393505102 176 4100 SH DEFINED 01 4100 0 0
GREENBRIER COS INC COM 393657101 774 45700 SH DEFINED 01 45700 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 5 300 SH DEFINED 01 300 0 0
GRUPO TELEVISA SA DE CV SPN ADR REPORD 40049J206 6518 172400 SH DEFINED 01 99200 0 73200
GTECH HLDGS CORP COM 400518106 274 8400 SH DEFINED 01 8400 0 0
GUIDANT CORP COM 401698105 13544 189700 SH DEFINED 01 189700 0 0
GULF INDONESIA RES LTD COM 402284103 12438 1101840 SH DEFINED 01 977340 0 124500
GULFSTREAM AEROSPACE CORP COM 402734107 17 400 SH DEFINED 01 400 0 0
HMT TECHNOLOGY CORP COM 403917107 134 15700 SH DEFINED 01 15700 0 0
HBO & CO COM 404100109 15327 445120 SH DEFINED 01 388920 0 56200
HSB GROUP INC COM 40428N109 3821 73100 SH DEFINED 01 73100 0 0
HAGLER BAILLY INC COM 405183104 435 16700 SH DEFINED 01 16700 0 0
HALLIBURTON CO COM 406216101 300 6800 SH DEFINED 01 6800 0 0
HAMBRECHT & QUIST GROUP INC COM 406545103 702 22000 SH DEFINED 01 22000 0 0
HANNA M A CO COM 410522106 79 4300 SH DEFINED 01 4300 0 0
HARCOURT GEN INC COM 41163G101 686 11500 SH DEFINED 01 11500 0 0
HARNISCHFEGER INDS INC COM 413345109 59 2100 SH DEFINED 01 2100 0 0
HARRAHS ENTMT INC COM 413619107 580 24600 SH DEFINED 01 24600 0 0
<PAGE> PAGE 11
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
HARRIS CORP DEL COM 413875105 6623 151400 SH DEFINED 01 151400 0 0
HARSCO CORP COM 415864107 296 6600 SH DEFINED 01 6600 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 10922 97100 SH DEFINED 01 97100 0 0
HARTFORD LIFE INC CL A 416592103 49 900 SH DEFINED 01 900 0 0
HAUSER INC COM NEW 419141304 652 112200 SH DEFINED 01 112200 0 0
HEALTHSOUTH CORP COM 421924101 19171 699500 SH DEFINED 01 607600 0 91900
HEALTH MGMT ASSOC INC NEW CL A 421933102 13517 407650 SH DEFINED 01 383550 0 24100
HEARTPORT INC COM 421969106 162 24000 SH DEFINED 01 24000 0 0
HEINZ H J CO COM 423074103 15520 276600 SH DEFINED 01 249100 0 27500
HELLER FINANCIAL INC CL A 423328103 25 900 SH DEFINED 01 900 0 0
HERCULES INC COM 427056106 215 5300 SH DEFINED 01 5300 0 0
HERSHEY FOODS CORP COM 427866108 64 900 SH DEFINED 01 900 0 0
HEWLETT PACKARD CO COM 428236103 18372 301398 SH DEFINED 01 301398 0 0
HEXCEL CORP NEW SUB NT CV 7%03 428291AA6 31 20000 PRN DEFINED 01 0 0 0
HIGHLANDS INS GROUP INC COM 431032101 57 3100 SH DEFINED 01 3100 0 0
HILTON HOTELS CORP COM 432848109 135 4400 SH DEFINED 01 4400 0 0
HOLLINGER INTL INC PFD PRIDES CVB 435569207 75 5000 SH DEFINED 01 5000 0 0
HOME DEPOT INC SB NT CV 3.25%01 437076AE2 163 90000 PRN DEFINED 01 0 0 0
HOME DEPOT INC COM 437076102 28350 336190 SH DEFINED 01 276260 0 59930
HOME PPTYS N Y INC COM 437306103 163 6400 SH DEFINED 01 6400 0 0
HONEYWELL INC COM 438506107 141 1700 SH DEFINED 01 1700 0 0
HOST MARRIOTT CORP COM 441078102 6328 351600 SH DEFINED 01 351600 0 0
HOUSEHOLD INTL INC COM 441815107 546 10800 SH DEFINED 01 10800 0 0
HUMANA INC COM 444859102 74 2400 SH DEFINED 01 2400 0 0
HUMAN GENOME SCIENCES INC COM 444903108 68 1900 SH DEFINED 01 1900 0 0
HUNT J B TRANS SVCS INC COM 445658107 57 1600 SH DEFINED 01 1600 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 2318 84100 SH DEFINED 01 84100 0 0
ICN PHARMACEUTICALS INC NEW COM 448924100 1198 25750 SH DEFINED 01 25750 0 0
ICG COMMUNICATIONS INC COM 449246107 59 1700 SH DEFINED 01 1700 0 0
IMC GLOBAL INC COM 449669100 388 13200 SH DEFINED 01 13200 0 0
IPL ENERGY INC COM 449911106 929 20600 SH DEFINED 01 20600 0 0
IRSA INVERSIONERS Y REP S A GLOBL DEP RCPT 450047204 208 7300 SH DEFINED 01 7300 0 0
IXC COMMUNICATIONS INC COM 450713102 1503 31100 SH DEFINED 01 31100 0 0
ICON PUB LTD CO SPONSORED ADR 45103T107 27 1100 SH DEFINED 01 1100 0 0
ILLINOVA CORP COM 452317100 33 1100 SH DEFINED 01 1100 0 0
ILOG S A SPONSORED ADR 452360100 15234 1024020 SH DEFINED 01 1024020 0 0
IMPERIAL CHEM INDS PLC ADR NEW 452704505 154 2400 SH DEFINED 01 2400 0 0
INACOM CORP COM 45323G109 3370 107000 SH DEFINED 01 107000 0 0
INCONTROL INC COM 45336L103 373 142300 SH DEFINED 01 142300 0 0
INCYTE PHARMACEUTICALS INC COM 45337C102 90 2700 SH DEFINED 01 2700 0 0
INDUSTRI-MATEMATIK INTL CORP COM 455792101 13283 1279200 SH DEFINED 01 1279200 0 0
INDUSTRIE NATUZZI SPA ADR 456478106 2609 102950 SH DEFINED 01 102950 0 0
INFOCURE CORP COM 45665A108 14 900 SH DEFINED 01 900 0 0
INFOSEEK CORP COM 45678M107 297 8400 SH DEFINED 01 8400 0 0
INGERSOLL RAND CO COM 456866102 17107 401990 SH DEFINED 01 349950 0 52040
INKTOMI CORP COM 457277101 1177 29300 SH DEFINED 01 29300 0 0
INLAND STL INDS INC COM 457472108 142 5000 SH DEFINED 01 5000 0 0
INSIGHT ENTERPRISES INC COM 45765U103 103 2700 SH DEFINED 01 2700 0 0
INPUT/OUTPUT INC COM 457652105 3812 214800 SH DEFINED 01 214800 0 0
INSITUFORM TECHNOLOGIES INC CL A 457667103 22 1600 SH DEFINED 01 1600 0 0
<PAGE> PAGE 12
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
INTEGRATED HEALTH SVCS INC COM 45812C106 8532 231400 SH DEFINED 01 231400 0 0
INTEL CORP COM 458140100 43246 580900 SH DEFINED 01 513800 0 67100
INTER TEL INC COM 458372109 42 2600 SH DEFINED 01 2600 0 0
INTERMEDIA COMMUNICATIONS INC COM 458801107 2346 56200 SH DEFINED 01 56200 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 48816 426400 SH DEFINED 01 392300 0 34100
INTL SPECIALTY PRODS INC COM 460334105 2008 108200 SH DEFINED 01 108200 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 148 5100 SH DEFINED 01 5100 0 0
INTERNATIONAL TELECOMMUN DATA COM 46047F104 513 17850 SH DEFINED 01 17850 0 0
INTERPUBLIC GROUP COS INC COM 460690100 202 3400 SH DEFINED 01 3400 0 0
INTERSTATE BAKERIES CORP DEL COM 46072H108 8570 262700 SH DEFINED 01 262700 0 0
INTERSTATE/JOHNSON LANE INC COM 460892102 488 16200 SH DEFINED 01 16200 0 0
INTIMATE BRANDS INC CL A 461156101 36 1300 SH DEFINED 01 1300 0 0
INTUIT COM 461202103 2442 39400 SH DEFINED 01 39400 0 0
IONA TECHNOLOGIES PLC SPONSORED ADR 46206P109 356 10000 SH DEFINED 01 10000 0 0
IPALCO ENTERPRISES INC COM 462613100 10906 245100 SH DEFINED 01 245100 0 0
IPSCO INC COM 462622101 74 2800 SH DEFINED 01 2800 0 0
I2 TECHNOLOGIES INC COM 465754109 512 14800 SH DEFINED 01 14800 0 0
IVEX PACKAGING CORP DEL COM 465855104 295 12500 SH DEFINED 01 12500 0 0
JACOR COMMUNUNICATIONS INC LYON ZERO CPN 11 469858AA2 58 70000 PRN DEFINED 01 0 0 0
JEFFERIES GROUP INC COM 472318104 436 10700 SH DEFINED 01 10700 0 0
JOHNSON & JOHNSON COM 478160104 32646 436340 SH DEFINED 01 353040 0 83300
JOHNSON CTLS INC COM 478366107 155 2700 SH DEFINED 01 2700 0 0
KLLM TRANS SVCS INC COM 482498102 85 7200 SH DEFINED 01 7200 0 0
K MART CORP COM 482584109 1169 60100 SH DEFINED 01 60100 0 0
KAISER ALUMINUM CORP COM 483007100 22 2383 SH DEFINED 01 2383 0 0
KANSAS CITY SOUTHN INDS INC COM 485170104 2396 50500 SH DEFINED 01 50500 0 0
KAUFMAN & BROAD HOME CORP COM 486168107 124 3800 SH DEFINED 01 3800 0 0
KEANE INC COM 486665102 8243 155760 SH DEFINED 01 155760 0 0
KELLWOOD CO COM 488044108 85 2400 SH DEFINED 01 2400 0 0
KERR MCGEE CORP COM 492386107 69 1200 SH DEFINED 01 1200 0 0
KIMBERLY CLARK CORP COM 494368103 1211 26800 SH DEFINED 01 9700 0 17100
KING WORLD PRODTNS INC COM 495667107 1569 61400 SH DEFINED 01 61400 0 0
KMART FING I PFD TRCV 7.75% 498778208 167 2400 SH DEFINED 01 2400 0 0
KNIGHT RIDDER INC COM 499040103 9867 177400 SH DEFINED 01 177400 0 0
KOOR INDS LTD SPONSORED ADR 500507108 5682 242300 SH DEFINED 01 131900 0 110400
KOREA ELECTRIC PWR SPONSORED ADR 500631106 1781 252200 SH DEFINED 01 252200 0 0
KOREA FD COM 500634100 738 118236 SH DEFINED 01 118236 0 0
KRAUSES FURNITURE INC COM NEW 500760202 27 10000 SH DEFINED 01 10000 0 0
KROGER CO COM 501044101 8582 195900 SH DEFINED 01 195900 0 0
KULICKE & SOFFA INDS INC COM 501242101 14 900 SH DEFINED 01 900 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 6 200 SH DEFINED 01 200 0 0
LA Z BOY INC COM 505336107 422 7500 SH DEFINED 01 7500 0 0
LADD FURNITURE INC COM PAR $0.30 505739201 120 4100 SH DEFINED 01 4100 0 0
LAFARGE CORP COM 505862102 1969 51600 SH DEFINED 01 51600 0 0
LAMAR ADVERTISING CO CL A 512815101 1013 28850 SH DEFINED 01 28850 0 0
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 31 1800 SH DEFINED 01 1800 0 0
LASON INC COM 51808R107 47 900 SH DEFINED 01 900 0 0
LAUDER ESTEE COS INC CL A 518439104 115 1700 SH DEFINED 01 1700 0 0
LEAR CORP COM 521865105 10508 206800 SH DEFINED 01 206800 0 0
LEARNING CO INC COM 522008101 1931 69300 SH DEFINED 01 69300 0 0
<PAGE> PAGE 13
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
LEGGETT & PLATT INC COM 524660107 137 5200 SH DEFINED 01 5200 0 0
LEGG MASON INC COM 524901105 1421 24900 SH DEFINED 01 24900 0 0
LEHMAN BROS HLDGS INC COM 524908100 26921 345760 SH DEFINED 01 317660 0 28100
LENNAR CORP COM 526057104 273 9000 SH DEFINED 01 9000 0 0
LEVEL ONE COMMUNICATIONS INC COM 527295109 67 2850 SH DEFINED 01 2850 0 0
LEXMARK INTL GROUP INC CL A 529771107 17623 296200 SH DEFINED 01 296200 0 0
LIGAND PHARMACEUTICALS INC WT B EX 060300 53220K116 0 2 SH DEFINED 01 0 0 2
LIGHTBRIDGE INC COM 532226107 7 900 SH DEFINED 01 900 0 0
LILLY ELI & CO COM 532457108 39179 586100 SH DEFINED 01 539900 0 46200
LIMITED INC COM 532716107 426 12609 SH DEFINED 01 12609 0 0
LINCARE HLDGS INC COM 532791100 9582 223800 SH DEFINED 01 223800 0 0
LINCOLN NATL CORP IND COM 534187109 5618 61400 SH DEFINED 01 61400 0 0
LINDSAY MFG CO COM 535555106 960 35400 SH DEFINED 01 35400 0 0
LINEAR TECHNOLOGY CORP COM 535678106 8272 136100 SH DEFINED 01 136100 0 0
LIZ CLAIBORNE INC COM 539320101 5784 109400 SH DEFINED 01 109400 0 0
LOCKHEED MARTIN CORP COM 539830109 7255 69926 SH DEFINED 01 57526 0 12400
LONE STAR INDS INC COM NEW 542290408 5381 70800 SH DEFINED 01 70800 0 0
LOWES COS INC COM 548661107 265 6400 SH DEFINED 01 6400 0 0
LUCENT TECHNOLOGIES INC COM 549463107 31766 387046 SH DEFINED 01 334046 0 53000
LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 279 18500 SH DEFINED 01 18500 0 0
LYCOS INC COM 550818108 3500 47293 SH DEFINED 01 47293 0 0
MBIA INC COM 55262C100 74 1000 SH DEFINED 01 1000 0 0
MBNA CORP COM 55262L100 57 1700 SH DEFINED 01 1700 0 0
MBL INTL FIN BERMUDA TR GTD NT EXCH 3%02 55262XAA2 15766 17960000 PRN DEFINED 01 0 0 0
MCN ENERGY GROUP INC COM 55267J100 138 5500 SH DEFINED 01 5500 0 0
MCI COMMUNICATIONS CORP COM 552673105 29557 516700 SH DEFINED 01 418800 0 97900
MGIC INVT CORP WIS COM 552848103 152 2700 SH DEFINED 01 2700 0 0
MGM GRAND INC COM 552953101 129 4100 SH DEFINED 01 4100 0 0
MYR GROUP INC COM 554053108 13 966 SH DEFINED 01 966 0 0
MACROMEDIA INC COM 556100105 77 4100 SH DEFINED 01 4100 0 0
MAGYAR TAVKOZLESI RT SPONSORED ADR 559776109 20359 702850 SH DEFINED 01 702850 0 0
MANHATTAN ASSOCS INC COM 562750109 2 100 SH DEFINED 01 100 0 0
MANITOWOC INC COM 563571108 2377 59300 SH DEFINED 01 59300 0 0
MANPOWER INC COM 56418H100 77 2700 SH DEFINED 01 2700 0 0
MANUGISTICS GROUP INC COM 565011103 295 11900 SH DEFINED 01 11900 0 0
MARINE DRILLING COS INC COM PAR $0.01 568240204 3455 220200 SH DEFINED 01 220200 0 0
MARINER HEALTH GROUP INC COM 56845J109 3180 189200 SH DEFINED 01 189200 0 0
MARSH & MCLENNAN COS INC COM 571748102 16235 269400 SH DEFINED 01 229800 0 39600
MARSHALL & ILSLEY CORP COM 571834100 1612 30700 SH DEFINED 01 30700 0 0
MARTIN MARIETTA MATLS INC COM 573284106 5063 116800 SH DEFINED 01 116800 0 0
MASCO CORP COM 574599106 20052 337800 SH DEFINED 01 299300 0 38500
MATTEL INC COM 577081102 936 22500 SH DEFINED 01 22500 0 0
MAXIM GROUP INC COM 57772J104 104 5300 SH DEFINED 01 5300 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 54 1700 SH DEFINED 01 1700 0 0
MAXIM PHARMACEUTICALS INC WT EXP 071001 57772M115 50 5000 SH DEFINED 01 5000 0 0
MAYTAG CORP COM 578592107 930 18700 SH DEFINED 01 18700 0 0
MCDONALD & CO INVTS INC COM 580047108 1094 33600 SH DEFINED 01 33600 0 0
MCDONALDS CORP COM 580135101 22730 329580 SH DEFINED 01 290480 0 39100
MCGRAW HILL COS INC COM 580645109 9134 110300 SH DEFINED 01 110300 0 0
MCKESSON CORP NEW COM 581557105 10961 134110 SH DEFINED 01 134110 0 0
<PAGE> PAGE 14
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
MCLEODUSA INC COM 582266102 550 14000 SH DEFINED 01 14000 0 0
MEDIA ARTS GROUP INC COM 58439C102 17 900 SH DEFINED 01 900 0 0
MEDIAONE GROUP INC COM 58440J104 37399 864350 SH DEFINED 01 719150 0 145200
MEDIAONE GROUP INC PFD CV SER D 58440J203 212 2400 SH DEFINED 01 2400 0 0
MEDIALINK WORLDWIDE INC COM 58445P105 77 3900 SH DEFINED 01 3900 0 0
MEDICAL MANAGER CORP COM 58461C103 24 900 SH DEFINED 01 900 0 0
MEDICAL RES INC COM 58461Q102 61 20000 SH DEFINED 01 20000 0 0
MEDQUIST INC COM 584949101 50 1800 SH DEFINED 01 1800 0 0
MEDPARTNERS INC NEW COM 58503X107 1106 145100 SH DEFINED 01 145100 0 0
MEDTRONIC INC COM 585055106 2192 34600 SH DEFINED 01 34600 0 0
MEMBERWORKS INC COM 586002107 27 900 SH DEFINED 01 900 0 0
MERCK & CO INC COM 589331107 69239 523800 SH DEFINED 01 454300 0 69500
MERITOR AUTOMOTIVE INC COM 59000G100 108 4800 SH DEFINED 01 4800 0 0
MERRILL LYNCH & CO INC COM 590188108 32063 346000 SH DEFINED 01 346000 0 0
METROMEDIA FIBER NETWORK INC CL A 591689104 427 9300 SH DEFINED 01 9300 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 554 27600 SH DEFINED 01 27600 0 0
MICHAEL FOOD INC NEW COM 594079105 2690 91000 SH DEFINED 01 91000 0 0
MICHAELS STORES INC COM 594087108 319 9100 SH DEFINED 01 9100 0 0
MICROSOFT CORP COM 594918104 126643 1187880 SH DEFINED 01 1009140 0 178740
MICROCHIP TECHNOLOGY INC COM 595017104 25 900 SH DEFINED 01 900 0 0
MICRON TECHNOLOGY INC SUB NT CONV 7%04 595112AB9 75 80000 PRN DEFINED 01 0 0 0
MICRON TECHNOLOGY INC COM 595112103 8105 322700 SH DEFINED 01 292400 0 30300
MILLENNIUM PHARMACEUTICALS INC COM 599902103 27 1900 SH DEFINED 01 1900 0 0
MILLENNIUM CHEMICALS INC COM 599903101 8412 262900 SH DEFINED 01 262900 0 0
MILLER HERMAN INC COM 600544100 2216 92200 SH DEFINED 01 92200 0 0
MINDSPRING ENTERPRISES INC COM 602683104 1745 18300 SH DEFINED 01 18300 0 0
MINNESOTA MNG & MFG CO COM 604059105 540 6500 SH DEFINED 01 6500 0 0
MIRAGE RESORTS INC COM 60462E104 49 2300 SH DEFINED 01 2300 0 0
MITEL CORP COM 606711109 1154 82100 SH DEFINED 01 82100 0 0
MOBIL CORP COM 607059102 445 5800 SH DEFINED 01 5800 0 0
MONSANTO CO COM 611662107 17600 313940 SH DEFINED 01 245300 0 68640
MONTANA POWER CO COM 612085100 1367 39100 SH DEFINED 01 39100 0 0
MORGAN J P & CO INC COM 616880100 200 1700 SH DEFINED 01 1700 0 0
MORGAN KEEGAN INC COM 617410105 1026 41400 SH DEFINED 01 41400 0 0
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 21368 245615 SH DEFINED 01 245615 0 0
MOTOROLA INC LYON SUB ZERO 13 620076AJ8 72 100000 PRN DEFINED 01 0 0 0
MOTOROLA INC COM 620076109 457 8600 SH DEFINED 01 8600 0 0
MOVIEFONE INC CL A 624598108 203 20900 SH DEFINED 01 20900 0 0
MYLAN LABS INC COM 628530107 6969 223000 SH DEFINED 01 223000 0 0
MYRIAD GENETICS INC COM 62855J104 13 900 SH DEFINED 01 900 0 0
NBTY INC COM 628782104 1058 56400 SH DEFINED 01 56400 0 0
NCR CORP NEW COM 62886E108 61 1900 SH DEFINED 01 1900 0 0
N2K INC COM 629427105 527 26700 SH DEFINED 01 26700 0 0
NACCO INDS INC CL A 629579103 105 800 SH DEFINED 01 800 0 0
NALCO CHEM CO COM 629853102 129 3700 SH DEFINED 01 3700 0 0
NATIONAL BANCORP ALASKA COM 632587101 121 4000 SH DEFINED 01 4000 0 0
NATIONAL CITY CORP COM 635405103 910 13100 SH DEFINED 01 2000 0 11100
NATIONAL DATA CORP COM 635621105 38 900 SH DEFINED 01 900 0 0
NATIONAL-OILWELL INC COM 637071101 4675 170800 SH DEFINED 01 170800 0 0
NATIONSBANK CORP COM 638585109 11924 152875 SH DEFINED 01 131375 0 21500
<PAGE> PAGE 15
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
NATIONWIDE FINL SVCS INC CL A 638612101 6092 121700 SH DEFINED 01 121700 0 0
NATURAL ALTERNATIVES INTL INC COM NEW 638842302 517 25900 SH DEFINED 01 25900 0 0
NAVISTAR INTL CORP NEW COM 63934E108 46 1600 SH DEFINED 01 1600 0 0
NETBANK INC COM 640933107 301 10500 SH DEFINED 01 10500 0 0
NETWORKS ASSOCS INC COM 640938106 118 2550 SH DEFINED 01 2550 0 0
NETSCAPE COMMUNICATIONS CORP COM 641149109 1466 52600 SH DEFINED 01 52600 0 0
NEW ENGLAND BUSINESS SVC INC COM 643872104 74 2400 SH DEFINED 01 2400 0 0
NEW ERA OF NETWORKS INC COM 644312100 26 900 SH DEFINED 01 900 0 0
NEW WEST EYEWORKS INC COM 649156106 34 3500 SH DEFINED 01 3500 0 0
NEW YORK TIMES CO CL A 650111107 9617 124900 SH DEFINED 01 124900 0 0
NEWCOURT CR GROUP INC COM 650905102 872 18300 SH DEFINED 01 18300 0 0
NEWELL CO COM 651192106 2428 50100 SH DEFINED 01 50100 0 0
NEWMONT MINING CORP COM 651639106 2845 124776 SH DEFINED 01 77619 0 47157
NEWS CORP LTD ADR NEW 652487703 955 29600 SH DEFINED 01 29600 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V103 3643 144200 SH DEFINED 01 144200 0 0
NEXTLINK COMMUNICATIONS INC CL A 65333H707 214 5800 SH DEFINED 01 5800 0 0
NIAGARA MOHAWK PWR CORP COM 653522102 1603 108700 SH DEFINED 01 108700 0 0
NIKE INC CL B 654106103 358 7300 SH DEFINED 01 7300 0 0
NOKIA CORP SPONSORED ADR 654902204 103 1400 SH DEFINED 01 1400 0 0
NORFOLK SOUTHERN CORP COM 655844108 798 26730 SH DEFINED 01 7800 0 18930
NORTH FORK BANCORPORATION NY COM 659424105 32 1350 SH DEFINED 01 1350 0 0
NORTHERN TELECOM LTD COM 665815106 6171 109000 SH DEFINED 01 109000 0 0
NORTHLAND CRANBERRIES INC CL A 666499108 446 28900 SH DEFINED 01 28900 0 0
NORTHRIM BK ALASKA COM 666764105 54 3400 SH DEFINED 01 3400 0 0
NORTHROP GRUMMAN CORP COM 666807102 11453 115400 SH DEFINED 01 115400 0 0
NORWEST CORP COM 669380107 523 14058 SH DEFINED 01 14058 0 0
NOVOSTE CORP COM 67010C100 301 12700 SH DEFINED 01 12700 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 2110 120000 SH DEFINED 01 120000 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 23 2600 SH DEFINED 01 2600 0 0
OSHAP TECHNOLOGIES LTD ORD 671039105 471 72300 SH DEFINED 01 72300 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 403 15000 SH DEFINED 01 15000 0 0
OCCIDENTAL PETE CORP DEL PFD CV $3 CXY 674599790 63 800 SH DEFINED 01 800 0 0
OCTEL CORP COM 675727101 16 825 SH DEFINED 01 825 0 0
ODWALLA INC COM 676111107 15 1200 SH DEFINED 01 1200 0 0
OGDEN CORP COM 676346109 7110 255700 SH DEFINED 01 255700 0 0
OLD REP INTL CORP COM 680223104 5413 184300 SH DEFINED 01 184300 0 0
OLIN CORP COM PAR $1 680665205 348 8600 SH DEFINED 01 8600 0 0
OMNICOM GROUP INC COM 681919106 10664 216600 SH DEFINED 01 180600 0 36000
OMEGA ORTHODONTICS INC WT EXP 093002 681973111 1 4000 SH DEFINED 01 4000 0 0
1-800 CONTACTS INC COM 681977104 1 100 SH DEFINED 01 100 0 0
OMEGA PROTEIN CORP COM 68210P107 3 200 SH DEFINED 01 200 0 0
OPEN JT STK CO-VIMPEL COMMUNIC SPONSORED ADR 68370R109 25150 590810 SH DEFINED 01 590810 0 0
ORACLE CORP COM 68389X105 18142 749550 SH DEFINED 01 662250 0 87300
ORBITAL SCIENCES CORP COM 685564106 2835 76800 SH DEFINED 01 76800 0 0
ORYX ENERGY COMPANY COM 68763F100 10 500 SH DEFINED 01 500 0 0
OSTEOTECH INC COM 688582105 187 10600 SH DEFINED 01 10600 0 0
OUTDOOR SYS INC COM 690057104 521 18850 SH DEFINED 01 18850 0 0
OWENS CORNING COM 69073F103 198 5000 SH DEFINED 01 5000 0 0
OXFORD HEALTH PLANS INC COM 691471106 61 4100 SH DEFINED 01 4100 0 0
OXIGENE INC COM 691828107 35 3000 SH DEFINED 01 3000 0 0
<PAGE> PAGE 16
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
OXIS INTERNATIONAL INC COM 691829105 893 1300000 SH DEFINED 01 1300000 0 0
PG&E CORP COM 69331C108 221 6987 SH DEFINED 01 6987 0 0
PLC SYS INC COM 69341D104 81 7800 SH DEFINED 01 7800 0 0
PMI GROUP INC COM 69344M101 151 2100 SH DEFINED 01 2100 0 0
PACIFIC ENTERPRISES COM 694232109 310 7800 SH DEFINED 01 7800 0 0
PACIFIC GATEWAY EXCHANGE INC COM 694327107 198 5000 SH DEFINED 01 5000 0 0
PACIFIC SUNWEAR CALIF INC COM 694873100 1293 36100 SH DEFINED 01 36100 0 0
PACIFICARE HEALTH SYS DEL CL B 695112201 44 500 SH DEFINED 01 500 0 0
PACIFICORP COM 695114108 60 2700 SH DEFINED 01 2700 0 0
PAINE WEBBER GROUP INC COM 695629105 6952 160550 SH DEFINED 01 160550 0 0
PALL CORP COM 696429307 35 1700 SH DEFINED 01 1700 0 0
PANAMSAT CORP NEW COM 697933109 2756 48900 SH DEFINED 01 48900 0 0
PAPA JOHNS INTL INC COM 698813102 1497 37600 SH DEFINED 01 37600 0 0
PARKER HANNIFIN CORP COM 701094104 5168 136000 SH DEFINED 01 136000 0 0
PAYLESS SHOESOURCE INC COM 704379106 1057 14400 SH DEFINED 01 14400 0 0
PEGASUS SYSTEMS INC COM 705906105 426 16600 SH DEFINED 01 16600 0 0
PENNEY J C INC COM 708160106 705 9600 SH DEFINED 01 9600 0 0
PENTAIR INC COM 709631105 3341 81000 SH DEFINED 01 81000 0 0
PENNZOIL CO EXCH CV 4.75%03 709903BE7 126 90000 PRN DEFINED 01 0 0 0
PEOPLESOFT INC COM 712713106 12041 250100 SH DEFINED 01 217000 0 33100
PEP BOYS MANNY MOE & JACK COM 713278109 47 2500 SH DEFINED 01 2500 0 0
PEPSICO INC COM 713448108 35299 857040 SH DEFINED 01 712500 0 144540
PERSONNEL GROUP AMER INC COM 715338109 858 48000 SH DEFINED 01 48000 0 0
PERUSAHAAN PERS INDO SATELLITE SPONSORED ADR 715680104 3995 371300 SH DEFINED 01 371300 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 1329 239100 SH DEFINED 01 239100 0 0
PETRO-CDA COM/VARIBL VTG 71644E102 40 2500 SH DEFINED 01 2500 0 0
PETROLEUM GEO-SVCS A/S SPONSORED ADR 716597109 202 6600 SH DEFINED 01 6600 0 0
PHARMACIA & UPJOHN INC COM 716941109 304 6600 SH DEFINED 01 6600 0 0
PHARMAPRINT INC COM 716950100 312 29500 SH DEFINED 01 29500 0 0
PFIZER INC COM 717081103 25410 235500 SH DEFINED 01 235500 0 0
PHELPS DODGE CORP COM 717265102 126 2200 SH DEFINED 01 2200 0 0
PHILIP MORRIS COS INC COM 718154107 26186 661390 SH DEFINED 01 539520 0 121870
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 1998 91090 SH DEFINED 01 91090 0 0
PHILLIPS PETE CO COM 718507106 203 4200 SH DEFINED 01 4200 0 0
PHYCOR INC COM 71940F100 28 1700 SH DEFINED 01 1700 0 0
PIER 1 IMPORTS INC COM 720279108 329 14200 SH DEFINED 01 14200 0 0
PINNACLE WEST CAP CORP COM 723484101 7385 164800 SH DEFINED 01 164800 0 0
PIONEER HI BRED INTL INC COM 723686101 34 900 SH DEFINED 01 900 0 0
PITNEY BOWES INC COM 724479100 6890 137900 SH DEFINED 01 137900 0 0
PIXTECH INC COM 72583K109 5730 1177000 SH DEFINED 01 1177000 0 0
PLACER DOME INC COM 725906101 1680 149000 SH DEFINED 01 149000 0 0
PLANTRONICS INC NEW COM 727493108 333 6600 SH DEFINED 01 6600 0 0
PLAYBOY ENTERPRISES INC CL B 728117300 146 8300 SH DEFINED 01 8300 0 0
PLUM CREEK TIMBER CO LP DEPOSITARY UNT 729237107 172 5900 SH DEFINED 01 5900 0 0
POE & BROWN INC COM 730444106 94 2600 SH DEFINED 01 2600 0 0
POHANG IRON & STL LTD SPONSORED ADR 730450103 269 24615 SH DEFINED 01 24615 0 0
POLAROID CORP COM 731095105 65 1800 SH DEFINED 01 1800 0 0
POTASH CORP SASK INC COM 73755L107 144 1900 SH DEFINED 01 1900 0 0
PRAXAIR INC COM 74005P104 147 3200 SH DEFINED 01 3200 0 0
PRECISION DRILLING CORP COM 74022D100 549 27600 SH DEFINED 01 27600 0 0
<PAGE> PAGE 17
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
PREMARK INTL INC COM 740459102 48 1500 SH DEFINED 01 1500 0 0
PREMIER PKS INC COM NEW 740540208 2641 40300 SH DEFINED 01 40300 0 0
PRICE T ROWE & ASSOCIATES COM 741477103 826 21600 SH DEFINED 01 21600 0 0
PROCTER & GAMBLE CO COM 742718109 6705 73020 SH DEFINED 01 65520 0 7500
PROFFITTS INC COM 742925100 1460 34100 SH DEFINED 01 34100 0 0
PROFESSIONAL DETAILING INC COM 74312N107 2 100 SH DEFINED 01 100 0 0
PROGRESSIVE CORP OHIO COM 743315103 694 4700 SH DEFINED 01 4700 0 0
PROMUS HOTEL CORP NEW COM 74342P106 208 5000 SH DEFINED 01 5000 0 0
PROTECTION ONE INC COM 743663304 21 2000 SH DEFINED 01 2000 0 0
PROVIDIAN FINL CORP COM 74406A102 936 12300 SH DEFINED 01 12300 0 0
PUBLIC STORAGE INC COM 74460D109 47 1700 SH DEFINED 01 1700 0 0
PURE WORLD INC COM 74622C106 154 9800 SH DEFINED 01 9800 0 0
QRS CORP COM 74726X105 802 21100 SH DEFINED 01 21100 0 0
QUALCOMM INC COM 747525103 50 900 SH DEFINED 01 900 0 0
QUANTUM CORP SUB NT CONV 7%04 747906AC9 47 50000 PRN DEFINED 01 0 0 0
QUANTUM CORP COM 747906105 1023 50100 SH DEFINED 01 7300 0 42800
QUESTAR CORP COM 748356102 191 9800 SH DEFINED 01 9800 0 0
QUILMES INDL QUINSA SOCIETE SPN ADR NV PFD 74838Y108 319 32800 SH DEFINED 01 32800 0 0
QUINENCO S A SPONSORED ADR 748718103 759 84400 SH DEFINED 01 0 0 84400
QUINTILES TRANSNATIONAL CORP COM 748767100 474 9700 SH DEFINED 01 9700 0 0
QWEST COMMUNICATIONS INTL INC COM 749121109 7129 210586 SH DEFINED 01 210586 0 0
RCN CORP COM 749361101 1289 64800 SH DEFINED 01 64800 0 0
RJR NABISCO HOLDINGS CORP COM NEW 74960K876 357 14760 SH DEFINED 01 14760 0 0
R O C TAIWAN FD SH BEN INT 749651105 115 17400 SH DEFINED 01 17400 0 0
RAMBUS INC DEL COM 750917106 588 9700 SH DEFINED 01 9700 0 0
RALCORP HLDGS INC NEW COM 751028101 4538 237300 SH DEFINED 01 237300 0 0
RALSTON PURINA CO COM RAL-PUR GP 751277302 380 3300 SH DEFINED 01 3300 0 0
RATIONAL SOFTWARE CORP COM NEW 75409P202 849 52800 SH DEFINED 01 52800 0 0
RAYTHEON CO CL A 755111309 1159 20688 SH DEFINED 01 20688 0 0
RAYTHEON CO CL B 755111408 695 12200 SH DEFINED 01 12200 0 0
READERS DIGEST ASSN INC CL A NON VTG 755267101 67 2500 SH DEFINED 01 2500 0 0
READERS DIGEST AUTO COM EXCH TRACES 755271202 70 2700 SH DEFINED 01 2700 0 0
REALNETWORKS INC COM 75605L104 82 2300 SH DEFINED 01 2300 0 0
REGENERON PHARMACEUTICALS COM 75886F107 225 25100 SH DEFINED 01 25100 0 0
REGENT ASSISTED LIVING INC COM 758949101 20 3400 SH DEFINED 01 3400 0 0
RELIASTAR FINL CORP COM 75952U103 311 6600 SH DEFINED 01 6600 0 0
REMEC INC COM 759543101 105 9400 SH DEFINED 01 9400 0 0
REPUBLIC BKG CORP FLA MIAMI FL COM 760322107 14 900 SH DEFINED 01 900 0 0
REPUBLIC INDS INC COM 760516104 509 20600 SH DEFINED 01 20600 0 0
REPUBLIC N Y CORP COM 760719104 18724 298100 SH DEFINED 01 298100 0 0
RESMED INC COM 761152107 113 2600 SH DEFINED 01 2600 0 0
RESORTQUEST INTL INC COM 761183102 29 1700 SH DEFINED 01 1700 0 0
RESPIRONICS INC COM 761230101 57 3800 SH DEFINED 01 3800 0 0
REVLON INC CL A 761525500 85 1700 SH DEFINED 01 1700 0 0
REXALL SUNDOWN INC COM 761648104 17176 481060 SH DEFINED 01 481060 0 0
RICHMOND CNTY FINL CORP COM 764556106 16 900 SH DEFINED 01 900 0 0
RIGGS NATL CORP WASH DC COM 766570105 3072 106100 SH DEFINED 01 106100 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 223 8600 SH DEFINED 01 8600 0 0
RITE AID CORP COM 767754104 305 8200 SH DEFINED 01 8200 0 0
ROBERT HALF INTL INC COM 770323103 145 2600 SH DEFINED 01 2600 0 0
<PAGE> PAGE 18
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
ROHM & HAAS CO COM 775371107 610 6000 SH DEFINED 01 6000 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 1300 21500 SH DEFINED 01 21500 0 0
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 30840 556780 SH DEFINED 01 450580 0 106200
RUBBERMAID INC COM 781088109 162 5000 SH DEFINED 01 5000 0 0
RYDER SYS INC COM 783549108 7148 226500 SH DEFINED 01 226500 0 0
SBC COMMUNICATIONS INC COM 78387G103 980 24976 SH DEFINED 01 24976 0 0
SEI INVESTMENTS CO COM 784117103 82 1300 SH DEFINED 01 1300 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 210 39253 SH DEFINED 01 39253 0 0
SLM HLDG CORP COM 78442A109 6673 140320 SH DEFINED 01 140320 0 0
SLI INC COM 78442T108 194 7350 SH DEFINED 01 7350 0 0
SABRE GROUP HLDGS INC CL A 785905100 1331 36000 SH DEFINED 01 36000 0 0
SAFESKIN CORP COM 786454108 1436 34700 SH DEFINED 01 34700 0 0
SAFEWAY INC COM NEW 786514208 51479 1216030 SH DEFINED 01 1147330 0 68700
SANTA FE ENERGY RES INC COM 802012104 24 2279 SH DEFINED 01 2279 0 0
SANTA ISABEL S A SPONSORED ADR 802233106 744 67829 SH DEFINED 01 67829 0 0
SAPIENT CORP COM 803062108 418 8400 SH DEFINED 01 8400 0 0
SARA LEE CORP COM 803111103 24789 441400 SH DEFINED 01 361100 0 80300
SASOL LTD SPONSORED ADR 803866300 1629 277400 SH DEFINED 01 0 0 277400
SAVILLE SYS PLC SPONSORED ADR 805174109 804 15800 SH DEFINED 01 15800 0 0
SCHAWK INC CL A 806373106 41 2600 SH DEFINED 01 2600 0 0
SCHEIN PHARMACEUTICAL INC COM 806416103 37 1300 SH DEFINED 01 1300 0 0
SCHERING PLOUGH CORP COM 806605101 59389 635250 SH DEFINED 01 601450 0 33800
SCHLUMBERGER LTD COM 806857108 5220 76400 SH DEFINED 01 29500 0 46900
SCHWAB CHARLES CORP NEW COM 808513105 458 14700 SH DEFINED 01 14700 0 0
SCIENTIFIC ATLANTA INC COM 808655104 416 16900 SH DEFINED 01 16900 0 0
SEAGATE TECHNOLOGY COM 811804103 61 2600 SH DEFINED 01 2600 0 0
SEALED AIR CORP NEW COM 81211K100 1588 43810 SH DEFINED 01 37110 0 6700
SEALED AIR CORP NEW PFD CV A $2 81211K209 248 5937 SH DEFINED 01 0 0 5937
SECURITY DYNAMICS TECHNOLOGIES COM 814208104 948 48200 SH DEFINED 01 48200 0 0
SEPRACOR INC COM 817315104 4507 110430 SH DEFINED 01 110430 0 0
SHANDONG HUANENG PWR DEV LTD SPONSR ADR N 819419102 142 27400 SH DEFINED 01 27400 0 0
SHARED MED SYS CORP COM 819486101 1401 19200 SH DEFINED 01 19200 0 0
SHAW INDS INC COM 820286102 293 16700 SH DEFINED 01 16700 0 0
SIEBEL SYS INC COM 826170102 6388 199670 SH DEFINED 01 199670 0 0
SITEL CORP COM 82980K107 63 10100 SH DEFINED 01 10100 0 0
SIRROM CAP CORP COM 829905108 21 900 SH DEFINED 01 900 0 0
SIZZLER INTL INC COM 830139101 201 76300 SH DEFINED 01 76300 0 0
SKYTEL COMMUNICATIONS INC COM 83087Q104 334 14400 SH DEFINED 01 14400 0 0
SMITH INTL INC COM 832110100 5895 168000 SH DEFINED 01 168000 0 0
SMITHFIELD FOODS INC COM 832248108 6771 225700 SH DEFINED 01 225700 0 0
SNYDER COMMUNICATIONS INC COM 832914105 3009 72080 SH DEFINED 01 72080 0 0
SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B 833635105 460 13700 SH DEFINED 01 13700 0 0
SOFAMOR/DANEK GROUP INC COM 834005100 4310 49600 SH DEFINED 01 49600 0 0
SOLECTRON CORP COM 834182107 37 900 SH DEFINED 01 900 0 0
SOLUTIA INC COM 834376105 116 4100 SH DEFINED 01 4100 0 0
SONAT INC COM 835415100 76 2000 SH DEFINED 01 2000 0 0
SONOCO PRODS CO COM 835495102 5597 181310 SH DEFINED 01 181310 0 0
SOTHEBYS HLDGS INC CL A 835898107 864 38700 SH DEFINED 01 38700 0 0
SOUTHDOWN INC COM 841297104 13161 184280 SH DEFINED 01 184280 0 0
SOUTHWEST AIRLS CO COM 844741108 69 2300 SH DEFINED 01 2300 0 0
<PAGE> PAGE 19
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
SPEEDWAY MOTORSPORTS INC COM 847788106 1329 53800 SH DEFINED 01 53800 0 0
SPIEKER PPTYS INC COM 848497103 187 4900 SH DEFINED 01 4900 0 0
SPORTSLINE USA INC COM 848934105 258 8200 SH DEFINED 01 8200 0 0
SPRINT CORP COM 852061100 1913 26300 SH DEFINED 01 26300 0 0
STAFF LEASING INC COM 852381102 1065 35900 SH DEFINED 01 35900 0 0
STAGE STORES INC COM 85254C107 370 8300 SH DEFINED 01 8300 0 0
STANDARD AUTOMOTIVE CORP PFD SR CV8.50% 853097202 58 5000 SH DEFINED 01 5000 0 0
STANLEY WKS COM 854616109 1456 35400 SH DEFINED 01 35400 0 0
STAPLES INC COM 855030102 257 8600 SH DEFINED 01 8600 0 0
STAR BANC CORP COM 855083101 511 8000 SH DEFINED 01 8000 0 0
STARBUCKS CORP COM 855244109 1571 29100 SH DEFINED 01 29100 0 0
STARWOOD HOTELS & RESORTS COMBND CTF NEW 855905204 488 10457 SH DEFINED 01 10457 0 0
STATE STR CORP COM 857477103 117 1700 SH DEFINED 01 1700 0 0
STATEN IS BANCORP INC COM 857550107 19 900 SH DEFINED 01 900 0 0
STEELCASE INC CL A 858155203 1258 49300 SH DEFINED 01 49300 0 0
STEIN MART INC COM 858375108 43 3400 SH DEFINED 01 3400 0 0
STERIS CORP COM 859152100 1072 16800 SH DEFINED 01 16800 0 0
STERLING SOFTWARE INC COM 859547101 4697 158900 SH DEFINED 01 158900 0 0
STET HELLAS COMMUNICATIONS S A ADR 859823106 17035 406650 SH DEFINED 01 406650 0 0
STEWART & STEVENSON SVCS INC COM 860342104 58 3200 SH DEFINED 01 3200 0 0
STEWART ENTERPRISES INC CL A 860370105 48 1800 SH DEFINED 01 1800 0 0
STIFEL FINL CORP COM 860630102 371 24950 SH DEFINED 01 24950 0 0
STONE & WEBSTER INC COM 861572105 100 2600 SH DEFINED 01 2600 0 0
STONE CONTAINER CORP COM 861589109 5469 362800 SH DEFINED 01 296000 0 66800
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 1129 26000 SH DEFINED 01 26000 0 0
STRIDE RITE CORP COM 863314100 433 29000 SH DEFINED 01 29000 0 0
STROUDS INC COM 863451100 7 2500 SH DEFINED 01 2500 0 0
STRYKER CORP COM 863667101 231 6100 SH DEFINED 01 6100 0 0
SUIZA FOODS CORP COM 865077101 7119 120800 SH DEFINED 01 120800 0 0
SUN INC COM 866762107 10423 270300 SH DEFINED 01 270300 0 0
SUN MICROSYSTEMS INC COM 866810104 13190 303450 SH DEFINED 01 303450 0 0
SUNAMERICA INC COM 866930100 23118 400700 SH DEFINED 01 378000 0 22700
SUNBEAM CORP COM 867071102 45 4500 SH DEFINED 01 4500 0 0
SUNCOR ENERGY INC COM 867229106 979 28300 SH DEFINED 01 28300 0 0
SUPERMERCADOS UNIMARC SA SPONSORED ADR 868453101 232 30500 SH DEFINED 01 30500 0 0
SYBRON INTL CORP COM 87114F106 3123 124200 SH DEFINED 01 124200 0 0
SYMANTEC CORP COM 871503108 7909 311700 SH DEFINED 01 311700 0 0
SYMBOL TECHNOLOGIES INC COM 871508107 726 19350 SH DEFINED 01 19350 0 0
SYNOPSYS INC COM 871607107 7910 174300 SH DEFINED 01 174300 0 0
SYSTEM SOFTWARE ASSOC INC COM 871839106 144 21000 SH DEFINED 01 21000 0 0
TCA CABLE TV INC COM 872241104 2316 39400 SH DEFINED 01 39400 0 0
T&HQ INC COM NEW 872443403 0 2000 SH DEFINED 01 2000 0 0
TJX COS INC NEW COM 872540109 19264 771000 SH DEFINED 01 703400 0 67600
TJX COS INC NEW PFD CONV E % 872540307 106 200 SH DEFINED 01 200 0 0
TRW INC COM 872649108 373 6700 SH DEFINED 01 6700 0 0
TMP WORLDWIDE INC COM 872941109 276 8200 SH DEFINED 01 8200 0 0
TAIWAN FD INC COM 874036106 4421 335250 SH DEFINED 01 197550 0 137700
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 737 43400 SH DEFINED 01 43400 0 0
TANDY CORP COM 875382103 9601 180900 SH DEFINED 01 180900 0 0
TEKTRONIX INC COM 879131100 7729 214700 SH DEFINED 01 214700 0 0
<PAGE> PAGE 20
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
TEL-SAVE HLDGS INC COM 879176105 11129 764900 SH DEFINED 01 595900 0 169000
TELE COMMUNICATIONS INC NEW COM TCI GRP A 87924V101 13056 337250 SH DEFINED 01 302150 0 35100
TELE COMMUNICATIONS INC NEW COM LIB GRP A 87924V507 1525 39600 SH DEFINED 01 39600 0 0
TELE COMMUNICATIONS INC NEW COM TCI VENT A 87924V887 1794 93600 SH DEFINED 01 93600 0 0
TELECOMM ARGENTINA STET-FRANCE SPNS ADR REP B 879273209 6771 238600 SH DEFINED 01 179900 0 58700
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287100 44674 409753 SH DEFINED 01 365153 0 44600
TELEFONICA DE ARGENTINA S A SPNSR ADR CL B 879378206 1043 33100 SH DEFINED 01 33100 0 0
TELEFONICA DEL PERU S A SPONS ADR CL B 879384105 1184 59275 SH DEFINED 01 59275 0 0
TELEFONOS DE MEXICO S A SP ADR REP ORD 879403780 22257 469925 SH DEFINED 01 368525 0 101400
TELEGLOBE INC COM 87941V100 2173 81200 SH DEFINED 01 81200 0 0
TELEPORT COMMUNICATIONS GROUP CL A 879463107 6058 113860 SH DEFINED 01 113860 0 0
TELLABS INC COM 879664100 275 3800 SH DEFINED 01 3800 0 0
TEMPLETON DRAGON FD INC COM 88018T101 49 6100 SH DEFINED 01 6100 0 0
TENET HEALTHCARE CORP COM 88033G100 3179 99700 SH DEFINED 01 77200 0 22500
TERADYNE INC COM 880770102 44 1700 SH DEFINED 01 1700 0 0
TESCO CORP COM 88157K101 56 5100 SH DEFINED 01 5100 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 629 17800 SH DEFINED 01 0 0 17800
TEXACO INC COM 881694103 37178 616298 SH DEFINED 01 487448 0 128850
TEXAS INDS INC COM 882491103 7877 148800 SH DEFINED 01 148800 0 0
TEXAS INSTRS INC COM 882508104 6878 116610 SH DEFINED 01 91300 0 25310
TEXAS REGL BANCSHARES INC CL A VTG 882673106 81 2600 SH DEFINED 01 2600 0 0
TEXTRON INC COM 883203101 480 6600 SH DEFINED 01 6600 0 0
THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K200 19 900 SH DEFINED 01 900 0 0
THERMO ECOTEK CORP COM 88355R106 2 180 SH DEFINED 01 180 0 0
THERMO ELECTRON CORP COM 883556102 8327 244500 SH DEFINED 01 201900 0 42600
THERMO INSTR SYS INC COM 883559106 23 900 SH DEFINED 01 900 0 0
THERMO OPTEK CORP COM 883582108 60 4100 SH DEFINED 01 4100 0 0
THINK NEW IDEAS INC COM 884094103 92 3500 SH DEFINED 01 3500 0 0
3COM CORP COM 885535104 2834 91800 SH DEFINED 01 91800 0 0
TIME WARNER INC SR LYON ZERO 13 887315AS8 202 330000 PRN DEFINED 01 0 0 0
TIME WARNER INC COM 887315109 46362 545180 SH DEFINED 01 448180 0 97000
TIMES MIRROR CO NEW COM SER A 887364107 88 1400 SH DEFINED 01 1400 0 0
TOOTSIE ROLL INDS INC COM 890516107 2042 25123 SH DEFINED 01 25123 0 0
TORCHMARK CORP COM 891027104 2355 52600 SH DEFINED 01 52600 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 1196 26300 SH DEFINED 01 26300 0 0
TOTAL RENAL CARE HLDGS INC COM 89151A107 530 15214 SH DEFINED 01 15214 0 0
TOTAL S A SPONSORED ADR 89151E109 26684 411300 SH DEFINED 01 337000 0 74300
TOYS R US INC COM 892335100 33 1400 SH DEFINED 01 1400 0 0
TRANS WORLD ENTMT CORP COM 89336Q100 99 2500 SH DEFINED 01 2500 0 0
TRANSACTION SYS ARCHITECTS CL A 893416107 874 22400 SH DEFINED 01 22400 0 0
TRANSAMERICA CORP COM 893485102 172 1500 SH DEFINED 01 1500 0 0
TRANSGENE S A SPONSORED ADR 89365U105 4510 259600 SH DEFINED 01 259600 0 0
TRANSOCEAN OFFSHORE INC COM 893817106 392 8800 SH DEFINED 01 900 0 7900
TRAVELERS PPTY CAS CORP CL A 893939108 6871 164600 SH DEFINED 01 164600 0 0
TRAVELERS GROUP INC COM 894190107 40854 671944 SH DEFINED 01 588644 0 83300
TRICON GLOBAL RESTAURANTS COM 895953107 160 4954 SH DEFINED 01 0 0 4954
TRIBUNE CO NEW COM 896047107 7280 106000 SH DEFINED 01 106000 0 0
TRIGON HEALTHCARE INC COM 89618L100 138 4100 SH DEFINED 01 4100 0 0
TRINITY INDS INC COM 896522109 839 20900 SH DEFINED 01 20900 0 0
TUPPERWARE CORP COM 899896104 27 1000 SH DEFINED 01 1000 0 0
<PAGE> PAGE 21
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
TWINLAB CORP COM 901774109 1657 37300 SH DEFINED 01 37300 0 0
TYCO INTL LTD NEW COM 902124106 19975 323590 SH DEFINED 01 275690 0 47900
TYLER CORP DEL COM 902184100 937 91100 SH DEFINED 01 91100 0 0
UAL CORP COM PAR $0.01 902549500 5686 71700 SH DEFINED 01 71700 0 0
UGI CORP NEW COM 902681105 17 700 SH DEFINED 01 700 0 0
USX MARATHON GROUP COM NEW 902905827 17541 511000 SH DEFINED 01 455400 0 55600
UST INC COM 902911106 48 1800 SH DEFINED 01 1800 0 0
USA WASTE SVCS INC COM 902917103 6830 140900 SH DEFINED 01 104164 0 36736
US BANCORP DEL COM 902973106 19949 449700 SH DEFINED 01 365900 0 83800
USA NETWORKS INC COM 902984103 347 13600 SH DEFINED 01 13600 0 0
UNUM CORP COM 903192102 143 2600 SH DEFINED 01 2600 0 0
U S G CORP COM NEW 903293405 9793 181800 SH DEFINED 01 181800 0 0
USCS INTL INC COM 90330X109 861 41700 SH DEFINED 01 41700 0 0
US LEC CORP CL A 90331S109 190 9000 SH DEFINED 01 9000 0 0
USX-U S STL COM 90337T101 12100 375200 SH DEFINED 01 375200 0 0
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 53 1700 SH DEFINED 01 1700 0 0
UNIFI INC COM 904677101 76 2200 SH DEFINED 01 2200 0 0
UNILEVER N V NEW YORK SHS 904784501 324 4100 SH DEFINED 01 4100 0 0
UNION CARBIDE CORP COM 905581104 248 4900 SH DEFINED 01 4900 0 0
UNION PAC CORP COM 907818108 949 21500 SH DEFINED 01 21500 0 0
UNISYS CORP COM 909214108 3297 118290 SH DEFINED 01 118290 0 0
UNITED DOMINION INDS LTD COM 909914103 264 8100 SH DEFINED 01 8100 0 0
UNITED HEALTHCARE CORP COM 910581107 19864 309800 SH DEFINED 01 281200 0 28600
UNITED RENTALS INC COM 911363109 36 900 SH DEFINED 01 900 0 0
UNITED ROAD SERVICE COM 911384105 51 2700 SH DEFINED 01 2700 0 0
US AIRWAYS GROUP INC COM 911905107 19266 247000 SH DEFINED 01 236200 0 10800
U S INDS INC NEW COM 912080108 56 2220 SH DEFINED 01 2220 0 0
U S WEST INC NEW COM 91273H101 28051 587585 SH DEFINED 01 586903 0 682
UNITED TECHNOLOGIES CORP COM 913017109 17585 193900 SH DEFINED 01 193900 0 0
UNITED VIDEO SATELLITE GROUP CL A 913155107 234 5900 SH DEFINED 01 5900 0 0
UNIVERSAL CORP VA COM 913456109 4375 116100 SH DEFINED 01 116100 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 176 3100 SH DEFINED 01 3100 0 0
UNIVISION COMMUNICATIONS INC CL A 914906102 1576 45600 SH DEFINED 01 45600 0 0
UNOCAL CORP COM 915289102 91 2500 SH DEFINED 01 2500 0 0
USFREIGHTWAYS CORP COM 916906100 617 19400 SH DEFINED 01 19400 0 0
USWEB CORP COM 917327108 169 8200 SH DEFINED 01 8200 0 0
V F CORP COM 918204108 13045 258000 SH DEFINED 01 258000 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 9788 255900 SH DEFINED 01 255900 0 0
VALERO ENERGY CORP NEW COM 91913Y100 53 1600 SH DEFINED 01 1600 0 0
VALSPAR CORP COM 920355104 938 23300 SH DEFINED 01 23300 0 0
VANTIVE CORP COM 922091103 18 900 SH DEFINED 01 900 0 0
VARCO INTL INC COM 922126107 4689 228900 SH DEFINED 01 228900 0 0
VENATOR GROUP INC COM 922944103 19 1000 SH DEFINED 01 1000 0 0
VERISIGN INC COM 92343E102 368 10100 SH DEFINED 01 10100 0 0
VERITAS DGC INC COM 92343P107 8241 167600 SH DEFINED 01 167600 0 0
VERIO INC COM 923433106 4 200 SH DEFINED 01 200 0 0
VIAD CORP COM 92552R109 251 9400 SH DEFINED 01 9400 0 0
VIASOFT INC COM 92552U102 842 51400 SH DEFINED 01 51400 0 0
VIASAT INC COM 92552V100 241 12300 SH DEFINED 01 12300 0 0
VIACOM INC CL B 925524308 12096 201300 SH DEFINED 01 184600 0 16700
<PAGE> PAGE 22
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
VINA CONCHA Y TORO S A SPONSORED ADR 927191106 344 12200 SH DEFINED 01 12200 0 0
VIROPHARMA INC COM 928241108 164 7000 SH DEFINED 01 7000 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 2175 71500 SH DEFINED 01 71500 0 0
VODAFONE GROUP PLC SPONSORED ADR 92857T107 3060 24100 SH DEFINED 01 24100 0 0
VULCAN MATLS CO COM 929160109 9919 92400 SH DEFINED 01 92400 0 0
WADDELL & REED FINL INC CL A 930059100 440 19200 SH DEFINED 01 19200 0 0
WAL MART STORES INC COM 931142103 91485 1483100 SH DEFINED 01 1337500 0 145600
WALGREEN CO COM 931422109 2334 56700 SH DEFINED 01 56700 0 0
WALLACE COMPUTER SERVICES INC COM 932270101 63 2700 SH DEFINED 01 2700 0 0
WANG LABS INC NEW COM 93369N109 6997 282000 SH DEFINED 01 282000 0 0
WANG LABS INC NEW PFD 1/20B 6.5% 93369N604 54 1000 SH DEFINED 01 1000 0 0
WARNER LAMBERT CO COM 934488107 30672 437850 SH DEFINED 01 363650 0 74200
WASHINGTON MUT INC COM 939322103 21304 489665 SH DEFINED 01 411215 0 78450
WASTE MGMT INC NEW COM 94106K101 1177 34400 SH DEFINED 01 34400 0 0
WATERS CORP COM 941848103 482 8200 SH DEFINED 01 8200 0 0
WATSON PHARMACEUTICALS INC COM 942683103 7256 154800 SH DEFINED 01 154800 0 0
WELLMAN INC COM 949702104 1572 68000 SH DEFINED 01 68000 0 0
WELLS FARGO & CO DEL COM 949740104 12838 35400 SH DEFINED 01 29600 0 5800
WESTAMERICA BANCORPORATION COM 957090103 193 6100 SH DEFINED 01 6100 0 0
WESTERN ATLAS INC COM 957674104 8940 104800 SH DEFINED 01 104800 0 0
WESTERN RES INC COM 959425109 15 400 SH DEFINED 01 400 0 0
WESTPOINT STEVENS INC COM 961238102 12880 396700 SH DEFINED 01 396700 0 0
WESTWOOD ONE INC COM 961815107 1170 46600 SH DEFINED 01 46600 0 0
WET SEAL INC CL A 961840105 377 11600 SH DEFINED 01 11600 0 0
WEYERHAEUSER CO COM 962166104 228 5000 SH DEFINED 01 5000 0 0
WHOLE FOODS MKT INC COM 966837106 4748 79300 SH DEFINED 01 79300 0 0
WILLIAMS COS INC DEL COM 969457100 224 6900 SH DEFINED 01 6900 0 0
WINSTAR COMMUNICATIONS INC COM 975515107 1276 29900 SH DEFINED 01 29900 0 0
WITCO CORP COM 977385103 226 7700 SH DEFINED 01 7700 0 0
WOLVERINE WORLD WIDE INC COM 978097103 1991 91600 SH DEFINED 01 91600 0 0
WORLDCOM INC GA COM 98155K102 55249 1165351 SH DEFINED 01 969436 0 195915
WRIGLEY WM JR CO COM 982526105 738 7300 SH DEFINED 01 7300 0 0
XILINX INC COM 983919101 931 26400 SH DEFINED 01 26400 0 0
XEROX CORP COM 984121103 52228 516194 SH DEFINED 01 438594 0 77600
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 11824 398637 SH DEFINED 01 264137 0 134500
YAHOO INC COM 984332106 28924 186990 SH DEFINED 01 186990 0 0
YOUNG & RUBICAM INC COM 987425105 9 300 SH DEFINED 01 300 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 282 6900 SH DEFINED 01 6900 0 0
ZIONS BANCORPORATION COM 989701107 3486 65900 SH DEFINED 01 65900 0 0
REPORT SUMMARY 1039 DATA RECORDS 5155836 1 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
|
|