<PAGE>
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 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: The TCW Group, Inc.
Address: 865 South Figueroa Street
Suite 1800
Los Angeles, CA 90017
13F File Number: 28-2494
The institutional investment manager filing this report and the person by 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: Karen Hodges
Title: Vice President
Phone: 213-244-0114
Signature, Place, and Date of Signing:
/s/ Karen Hodges
Los Angeles, CA
August 9, 1999
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
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FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 11
Form 13F Information Table Entry Total: 2,192
Form 13F Information Table Value Total (in thousands): $15,602,889
List of Other Included Managers:
<TABLE>
<CAPTION>
No. 13F File Number Name
<S> <C>
01 TCW Americas Development Association, L.P. (A)
(d/b/a: TCW Worldwide Opportunities Fund)
02 TCW Special Credits (C)
03 TCW Funds Management, Inc. (F)
04 TCW Investment Management Company (I)
05 TCW Advisors, Inc. (J)
06 TCW/Crescent Mezzanine, L.L.C. (K)
07 TCW London International Limited (L)
08 TCW Asset Management Company (M)
09 TCW Capital Investment Corp. (T)
10 Trust Company of the West (S)
11 Berkley Quantitative Analysis (V)
</TABLE>
2
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<TABLE>
<CAPTION>
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE(K) SH/P AMT S/P P/C INV DSC MANAGERS SOLE SHARED NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AAR CORP COMMON 000361105 1597 70407 SH SOLE M 70407 0 0
AAR CORP COMMON 000361105 8197 361300 SH SOLE S 361300 0 0
ABC-NACO INC COMMON 000752105 61 2959 SH SOLE M 2959 0 0
ABC-NACO INC COMMON 000752105 6078 296500 SH SOLE S 296500 0 0
ACT MFG INC COMMON 000973107 2219 158500 SH SOLE S 158500 0 0
AFLAC INC COMMON 001055102 8378 175000 SH SOLE F 175000 0 0
AMR CORP COMMON 001765106 109 1600 SH SOLE M 1600 0 0
AT&T CORP COMMON 001957109 6252 112010 SH SOLE F 112010 0 0
AT&T CORP COMMON 001957109 1937 34700 SH SOLE M 34700 0 0
AT&T CORP COMMON 001957109 435 7800 SH SOLE S 7800 0 0
AT&T CORP COMMON 001957109 33 589 SH SOLE T 589 0 0
AT&T CORP COMMON 001957109 19 337 SH SOLE V 337 0 0
AT&T CORP COM LIB GRP A 001957208 4770 129800 SH SOLE F 129800 0 0
AT & T CDA INC DEPS RCPT CL B 00207Q202 23421 365600 SH SOLE F 365600 0 0
AT & T CDA INC DEPS RCPT CL B 00207Q202 2095 32700 SH SOLE I 32700 0 0
AT & T CDA INC DEPS RCPT CL B 00207Q202 18267 285139 SH SOLE M 285139 0 0
AT & T CDA INC DEPS RCPT CL B 00207Q202 2953 46100 SH SOLE S 46100 0 0
AVT CORP COMMON 002420107 208 5500 SH SOLE F 5500 0 0
AVT CORP COMMON 002420107 4234 111800 SH SOLE M 111800 0 0
AVT CORP COMMON 002420107 155 4100 SH SOLE S 4100 0 0
AVX CORP NEW COMMON 002444107 860 35300 SH SOLE M 35300 0 0
AVX CORP NEW COMMON 002444107 4734 194200 SH SOLE S 194200 0 0
ABACUS DIRECT CORP COMMON 002553105 3651 39900 SH SOLE F 39900 0 0
ABACUS DIRECT CORP COMMON 002553105 22988 251231 SH SOLE M 251231 0 0
ABACUS DIRECT CORP COMMON 002553105 1482 16200 SH SOLE S 16200 0 0
ABERCROMBIE & FITCH CO CL A 002896207 12960 270000 SH SOLE F 270000 0 0
ACORN PRODS INC COMMON 004857108 32016 3162049 SH SOLE CM 3162049 0 0
ACTION PERFORMANCE CVT DEB 4.75% 04 004933AB3 2251 2450000 PRN SOLE F 2450000 0 0
ACTION PERFORMANCE CVT DEB 4.75% 04 004933AB3 822 895000 PRN SOLE M 895000 0 0
ACTION PERFORMANCE CVT DEB 4.75% 04 004933AB3 46 50000 PRN SOLE T 50000 0 0
ACX TECHNOLOGIES INC COMMON 005123104 2107 129676 SH SOLE M 129676 0 0
ACX TECHNOLOGIES INC COMMON 005123104 5267 324100 SH SOLE S 324100 0 0
ADAPTIVE BROADBAND CORP COMMON 00650M104 921 42100 SH SOLE M 42100 0 0
ADAPTIVE BROADBAND CORP COMMON 00650M104 4758 217500 SH SOLE S 217500 0 0
ADAPTEC INC CVT DEB 4.75% 02 00651FAC2 6580 6890000 PRN SOLE M 6890000 0 0
3
<PAGE>
ADECCO SA DEPOSITORY RECEI 006754105 2102 31380 SH SOLE M 31380 0 0
ADELPHIA COMMUNICATIONS PFD CV SER D 006848402 7410 38000 SH SOLE F 38000 0 0
ADELPHIA COMMUNICATIONS PFD CV SER D 006848402 22341 114570 SH SOLE M 114570 0 0
ADELPHIA COMMUNICATIONS PFD CV SER D 006848402 107 550 SH SOLE T 550 0 0
ADFORCEINC COMMON 006867105 3208 136500 SH SOLE F 136500 0 0
ADFORCEINC COMMON 006867105 11708 498192 SH SOLE M 498192 0 0
ADFORCEINC COMMON 006867105 1152 49000 SH SOLE S 49000 0 0
ADVANCE PARADIGMINC COMMON 007491103 1928 31600 SH SOLE F 31600 0 0
ADVANCE PARADIGMINC COMMON 007491103 14698 240949 SH SOLE M 240949 0 0
ADVANCE PARADIGMINC COMMON 007491103 903 14800 SH SOLE S 14800 0 0
AGRIUM INC COMMON 008916108 9 978 SH SOLE M 978 0 0
AGRIUM INC COMMON 008916108 2304 261500 SH SOLE S 261500 0 0
AIRTOUCH COMMUNICATNS COMMON 00949T100 7161 66514 SH SOLE F 66514 0 0
AIRTOUCH COMMUNICATNS COMMON 00949T100 101 942 SH SOLE M 942 0 0
AIRTOUCH COMMUNICATNS COMMON 00949T100 5 50 SH SOLE T 50 0 0
ALBANY INTL CORP CL A 012348108 209 9974 SH SOLE F 9974 0 0
ALBANY INTL CORP CL A 012348108 1242 59126 SH SOLE M 59126 0 0
ALBANY INTL CORP CL A 012348108 7437 354135 SH SOLE S 354135 0 0
ALBERTSONS INC COMMON 013104104 8654 167838 SH SOLE F 167838 0 0
ALBERTSONS INC COMMON 013104104 1895 36750 SH SOLE M 36750 0 0
ALBERTSONS INC COMMON 013104104 407 7900 SH SOLE S 7900 0 0
ALBERTSONS INC COMMON 013104104 74 1437 SH SOLE T 1437 0 0
ALBERTSONS INC COMMON 013104104 1 15 SH SOLE V 15 0 0
ALCOA INC COMMON 013817101 563 9106 SH SOLE F 9106 0 0
ALCOA INC COMMON 013817101 532 8600 SH SOLE M 8600 0 0
ALCOA INC COMMON 013817101 80 1300 SH SOLE S 1300 0 0
ALCOA INC COMMON 013817101 3 50 SH SOLE T 50 0 0
ALEXANDER & BALDWIN INC COMMON 014482103 10 435 SH SOLE M 435 0 0
ALEXANDER & BALDWIN INC COMMON 014482103 31 1400 SH SOLE S 1400 0 0
ALGOS PHARMACEUTICAL COR COMMON 015869100 163 7400 SH SOLE F 7400 0 0
ALGOS PHARMACEUTICAL COR COMMON 015869100 3947 178900 SH SOLE M 178900 0 0
ALGOS PHARMACEUTICAL COR COMMON 015869100 126 5700 SH SOLE S 5700 0 0
ALGOS PHARMACEUTICAL COR COMMON 015869100 12 525 SH SOLE T 525 0 0
ALKERMES INC COMMON 01642T108 3494 151100 SH SOLE F 151100 0 0
ALKERMES INC COMMON 01642T108 20250 875681 SH SOLE M 875681 0 0
ALKERMES INC COMMON 01642T108 1556 67300 SH SOLE S 67300 0 0
ALLEN TELECOMINC COMMON 018091108 2450 222682 SH SOLE M 222682 0 0
4
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ALLEN TELECOMINC COMMON 018091108 6546 595100 SH SOLE S 595100 0 0
ALLSTATE CORP COMMON 020002101 260 7261 SH SOLE F 7261 0 0
ALLSTATE CORP COMMON 020002101 148 4125 SH SOLE M 4125 0 0
ALLSTATE CORP COMMON 020002101 39 1100 SH SOLE S 1100 0 0
ALLSTATE CORP COMMON 020002101 4 100 SH SOLE T 100 0 0
ALLSTATE CORP COMMON 020002101 5 150 SH SOLE V 150 0 0
ALPHARMA INC CL A 020813101 971 27300 SH SOLE M 27300 0 0
ALPHARMA INC 144A CVT DEB 3.00% 06 020813AC5 7336 5940000 PRN SOLE F 5940000 0 0
ALPHARMA INC 144A CVT DEB 3.00% 06 020813AC5 9707 7860000 PRN SOLE M 7860000 0 0
ALSTOM DEPOSITORY RECEI 021244108 1410 44064 SH SOLE M 44064 0 0
ALTERA CORP COMMON 021441100 14648 397900 SH SOLE F 397900 0 0
ALTERA CORP COMMON 021441100 8341 226590 SH SOLE M 226590 0 0
ALTERA CORP COMMON 021441100 1038 28200 SH SOLE S 28200 0 0
ALTERNATIVE LIVING SVCS SDCV 5.250 12/1 02145KAB3 6534 8500000 PRN SOLE F 8500000 0 0
ALTERNATIVE LIVING SVCS SDCV 5.250 12/1 02145KAB3 16455 21405000 PRN SOLE M 21405000 0 0
ALTERNATIVE LIVING SVCS SDCV 5.250 12/1 02145KAB3 104 135000 PRN SOLE T 135000 0 0
ALTERRA HEALTHCARE CORP COMMON 02146C104 2015 146580 SH SOLE M 146580 0 0
ALTERRA HEALTHCARE CORP COMMON 02146C104 6002 436500 SH SOLE S 436500 0 0
ALZA CORP COMMON 022615108 15298 300700 SH SOLE S 300700 0 0
AMAZON COM INC COMMON 023135106 44435 355122 SH SOLE F 355122 0 0
AMAZON COM INC COMMON 023135106 23771 189981 SH SOLE M 189981 0 0
AMAZON COM INC COMMON 023135106 2628 21000 SH SOLE S 21000 0 0
AMERICA ONLINE INC DEL COMMON 02364J104 11405 103683 SH SOLE F 103683 0 0
AMERICA ONLINE INC DEL COMMON 02364J104 628 5705 SH SOLE M 5705 0 0
AMERICAN BANKERS INS GRO COMMON 024456105 12248 225000 SH SOLE F 225000 0 0
AMERICAN ELEC PWR INC COMMON 025537101 120 3200 SH SOLE M 3200 0 0
AMERICAN EXPRESS CO COMMON 025816109 1965 15100 SH SOLE F 15100 0 0
AMERICAN EXPRESS CO COMMON 025816109 33 250 SH SOLE M 250 0 0
AMERICAN EXPRESS CO COMMON 025816109 1448 11129 SH SOLE S 11129 0 0
AMERICAN EXPRESS CO COMMON 025816109 10 75 SH SOLE T 75 0 0
AMERICAN EXPRESS CO COMMON 025816109 10 75 SH SOLE V 75 0 0
AMERICAN FINL GROUP INC COMMON 025932104 358 10500 SH SOLE F 10500 0 0
AMERICAN FINL GROUP INC COMMON 025932104 167 4900 SH SOLE M 4900 0 0
AMERICAN FINL GROUP INC COMMON 025932104 41 1200 SH SOLE S 1200 0 0
AMERICAN GREETINGS CORP CL A 026375105 512 17000 SH SOLE F 17000 0 0
AMERICAN GREETINGS CORP CL A 026375105 142 4700 SH SOLE M 4700 0 0
AMERICAN GREETINGS CORP CL A 026375105 5567 184800 SH SOLE S 184800 0 0
5
<PAGE>
AMERICAN HOME PRODS CORP COMMON 026609107 43 748 SH SOLE F 748 0 0
AMERICAN HOME PRODS CORP COMMON 026609107 869 15150 SH SOLE M 15150 0 0
AMERICAN HOME PRODS CORP COMMON 026609107 23 405 SH SOLE T 405 0 0
AMERICAN HOME PRODS CORP COMMON 026609107 7 125 SH SOLE V 125 0 0
AMERICAN INTL GROUP INC COMMON 026874107 211 1800 SH AM 1800 0 0
AMERICAN INTL GROUP INC COMMON 026874107 3145 26827 SH SOLE F 26827 0 0
AMERICAN INTL GROUP INC COMMON 026874107 58409 498158 SH SOLE M 498158 0 0
AMERICAN INTL GROUP INC COMMON 026874107 38145 325327 SH SOLE S 325327 0 0
AMERICAN INTL GROUP INC COMMON 026874107 64 550 SH SOLE T 550 0 0
AMERICAN INTL GROUP INC COMMON 026874107 12 100 SH SOLE V 100 0 0
AMERICAN MGMT SYS INC COMMON 027352103 54 1687 SH SOLE M 1687 0 0
AMERICAN MED SEC GROUP I COMMON 02744P101 29 3400 SH SOLE M 3400 0 0
AMERICAN MED SEC GROUP I COMMON 02744P101 2318 268800 SH SOLE S 268800 0 0
AMERICAN PAC CORP COMMON 028740108 417 49400 SH SOLE M 49400 0 0
AMERICAN PAC CORP COMMON 028740108 1749 207300 SH SOLE S 207300 0 0
AMERICAN RESIDENTIAL INV COMMON 02926T103 984 133400 SH SOLE I 133400 0 0
AMERICAN RESIDENTIAL INV COMMON 02926T103 431 58500 SH SOLE M 58500 0 0
AMERICAN TOWER CORP CL A 029912201 16030 667900 SH SOLE F 667900 0 0
AMERICAN TOWER CORP CL A 029912201 6569 273716 SH SOLE M 273716 0 0
AMERICAN TOWER CORP CL A 029912201 283 11800 SH SOLE S 11800 0 0
AMES DEPARTMENT STORES COM NEW 030789507 4845 106200 SH SOLE M 106200 0 0
AMERITECH CORP NEW COMMON 030954101 1571 21376 SH SOLE F 21376 0 0
AMERITECH CORP NEW COMMON 030954101 184 2500 SH SOLE M 2500 0 0
AMERITECH CORP NEW COMMON 030954101 37 500 SH SOLE S 500 0 0
AMERITECH CORP NEW COMMON 030954101 9 125 SH SOLE T 125 0 0
AMERITECH CORP NEW COMMON 030954101 4 50 SH SOLE V 50 0 0
AMGEN INC COMMON 031162100 410 6737 SH SOLE F 6737 0 0
AMGEN INC COMMON 031162100 195 3200 SH SOLE M 3200 0 0
AMGEN INC COMMON 031162100 24 400 SH SOLE T 400 0 0
AMGEN INC COMMON 031162100 2 25 SH SOLE V 25 0 0
ANADARKO PETE CORP COMMON 032511107 30429 826600 SH SOLE S 826600 0 0
ANDRX CORP COMMON 034551101 10697 138700 SH SOLE F 138700 0 0
ANDRX CORP COMMON 034551101 7971 103346 SH SOLE M 103346 0 0
ANDRX CORP COMMON 034551101 355 4600 SH SOLE S 4600 0 0
ANDRX CORP COMMON 034551101 46 590 SH SOLE T 590 0 0
ANGELICA CORP COMMON 034663104 26 1500 SH SOLE M 1500 0 0
ANGELICA CORP COMMON 034663104 4230 240000 SH SOLE S 240000 0 0
6
<PAGE>
ANIXTER INTL INC COMMON 035290105 730 40000 SH SOLE F 40000 0 0
ANIXTER INTL INC COMMON 035290105 968 53050 SH SOLE M 53050 0 0
ANIXTER INTL INC COMMON 035290105 6229 341300 SH SOLE S 341300 0 0
ANNALY MTG MGMT INC COMMON 035710409 6188 550000 SH SOLE I 550000 0 0
ANNTAYLOR STORES CORP COMMON 036115103 8942 198700 SH SOLE F 198700 0 0
ANNTAYLOR STORES CORP COMMON 036115103 9507 211260 SH SOLE M 211260 0 0
ANNTAYLOR STORES CORP COMMON 036115103 1341 29800 SH SOLE S 29800 0 0
ANSWERTHINK CONSULTING G COMMON 036916104 316 12500 SH SOLE F 12500 0 0
ANSWERTHINK CONSULTING G COMMON 036916104 6451 255500 SH SOLE M 255500 0 0
ANSWERTHINK CONSULTING G COMMON 036916104 240 9500 SH SOLE S 9500 0 0
ANTHRACITE CAP INC COMMON 037023108 1969 300000 SH SOLE I 300000 0 0
ANTHRACITE CAP INC COMMON 037023108 1783 271700 SH SOLE M 271700 0 0
ANWORTH MORTGAGE ASSET C COMMON 037347101 477 96600 SH SOLE I 96600 0 0
APACHE CORP COMMON 037411105 17 434 SH SOLE S 434 0 0
APACHE CORP 6.50 CVT PF "ACE 037411600 6771 183000 SH SOLE F 183000 0 0
APACHE CORP 6.50 CVT PF "ACE 037411600 21349 576990 SH SOLE M 576990 0 0
APACHE CORP 6.50 CVT PF "ACE 037411600 111 3000 SH SOLE T 3000 0 0
APEX MORTGAGE CAPITAL COMMON 037564101 3923 294667 SH SOLE T 294667 0 0
APPLIED GRAPHICS TECHS COMMON 037937109 1992 157800 SH SOLE F 157800 0 0
APPLIED GRAPHICS TECHS COMMON 037937109 3808 301625 SH SOLE M 301625 0 0
APPLIED GRAPHICS TECHS COMMON 037937109 669 53000 SH SOLE S 53000 0 0
APPLIED EXTRUSION TECHNO COMMON 038196101 2846 373200 SH SOLE S 373200 0 0
APPLIED INDL TECHNOLOGIE COMMON 03820C105 30 1600 SH SOLE M 1600 0 0
APPLIED INDL TECHNOLOGIE COMMON 03820C105 3897 205100 SH SOLE S 205100 0 0
APPLIED MATLS INC COMMON 038222105 547 7400 SH AM 7400 0 0
APPLIED MATLS INC COMMON 038222105 20188 273269 SH SOLE F 273269 0 0
APPLIED MATLS INC COMMON 038222105 1670 22600 SH SOLE J 22600 0 0
APPLIED MATLS INC COMMON 038222105 284544 3851690 SH SOLE M 3851690 0 0
APPLIED MATLS INC COMMON 038222105 51823 701500 SH SOLE S 701500 0 0
APPLIED MATLS INC COMMON 038222105 31 415 SH SOLE T 415 0 0
APPLIED MATLS INC COMMON 038222105 2 25 SH SOLE V 25 0 0
APPLIED PWR INC CL A 038225108 656 24000 SH SOLE F 24000 0 0
APPLIED PWR INC CL A 038225108 1513 55400 SH SOLE M 55400 0 0
APPLIED PWR INC CL A 038225108 9355 342500 SH SOLE S 342500 0 0
ARACRUZ CELULOSE ADR ADR 038496204 735 33400 SH SOLE F 33400 0 0
ARACRUZ CELULOSE ADR ADR 038496204 29 1340 SH SOLE M 1340 0 0
ARCHER DANIELS MIDLAND C COMMON 039483102 3 200 SH SOLE T 200 0 0
7
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ARCHER DANIELS MIDLAND C COMMON 039483102 3 175 SH SOLE V 175 0 0
ARDEN GROUP CL A (HY) COMMON 039762109 1232 30794 SH SOLE I 30794 0 0
ARKANSAS BEST CORP DEL COMMON 040790107 690 69400 SH SOLE M 69400 0 0
ARKANSAS BEST CORP DEL COMMON 040790107 3502 352400 SH SOLE S 352400 0 0
ARMSTRONG WORLD INDS INC COMMON 042476101 520 9000 SH SOLE F 9000 0 0
ARROW ELECTRS INC COMMON 042735100 884 46500 SH SOLE F 46500 0 0
ARROW ELECTRS INC COMMON 042735100 2106 110864 SH SOLE M 110864 0 0
ARROW ELECTRS INC COMMON 042735100 10929 575200 SH SOLE S 575200 0 0
ARTHROCARE CORP COMMON 043136100 2304 112400 SH SOLE M 112400 0 0
ASCENT ENTMT GROUP INC COMMON 043628106 1384 98000 SH SOLE M 98000 0 0
ASCENT ENTMT GROUP INC COMMON 043628106 5295 374900 SH SOLE S 374900 0 0
ASSISTED LIVING CONCEPTS SDCV 6.000 11/0 04543LAD1 2801 5140000 PRN SOLE F 5140000 0 0
ASSISTED LIVING CONCEPTS SDCV 6.000 11/0 04543LAD1 4965 9110000 PRN SOLE M 9110000 0 0
ASSISTED LVG CONCPT 144A 5.625% CVT DEB 0 04543LAE9 2109 3800000 PRN SOLE F 3800000 0 0
ASSISTED LVG CONCPT 144A 5.625% CVT DEB 0 04543LAE9 1770 3190000 PRN SOLE M 3190000 0 0
ASSISTED LIVING CONCEPTS CVT DEB 5.625% 0 04543LAG4 105 190000 PRN SOLE F 190000 0 0
AT HOME CORP COM SER A 045919107 30407 563744 SH SOLE F 563744 0 0
AT HOME CORP COM SER A 045919107 23375 433368 SH SOLE M 433368 0 0
AT HOME CORP COM SER A 045919107 3009 55786 SH SOLE S 55786 0 0
ASSOCIATES FIRST CAP COR CL A 046008108 1976 44789 SH SOLE F 44789 0 0
ASSOCIATES FIRST CAP COR CL A 046008108 2686 60876 SH SOLE M 60876 0 0
ASSOCIATES FIRST CAP COR CL A 046008108 10691 242282 SH SOLE S 242282 0 0
ASSOCIATES FIRST CAP COR CL A 046008108 4 100 SH SOLE T 100 0 0
ASSOCIATES FIRST CAP COR CL A 046008108 7 157 SH SOLE V 157 0 0
ASTEC INDS INC COMMON 046224101 3020 74100 SH SOLE F 74100 0 0
ASTEC INDS INC COMMON 046224101 10212 250608 SH SOLE M 250608 0 0
ASTEC INDS INC COMMON 046224101 1072 26300 SH SOLE S 26300 0 0
ASTEC INDS INC COMMON 046224101 20 500 SH SOLE T 500 0 0
AUTHENTIC FITNESS CORP COMMON 052661105 928 53000 SH SOLE M 53000 0 0
AUTHENTIC FITNESS CORP COMMON 052661105 4107 234700 SH SOLE S 234700 0 0
AUTOMATIC DATA PROCESSIN COMMON 053015103 66 1500 SH SOLE M 1500 0 0
AUTOMATIC DATA PROCESSIN COMMON 053015103 4 100 SH SOLE T 100 0 0
AXA ADR 054536107 1958 31423 SH SOLE M 31423 0 0
BHA GROUP HLDGS INC COMMON 055446108 1988 240929 SH SOLE S 240929 0 0
BJ SVCS CO COMMON 055482103 24 800 SH SOLE T 800 0 0
BP AMOCO P L C ADR 055622104 1343 12381 SH SOLE M 12381 0 0
BTG INC COMMON 05576J101 1777 296100 SH SOLE S 296100 0 0
8
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BAKER HUGHES INC COMMON 057224107 11892 354981 SH SOLE F 354981 0 0
BAKER HUGHES INC COMMON 057224107 2601 77650 SH SOLE M 77650 0 0
BAKER HUGHES INC COMMON 057224107 519 15500 SH SOLE S 15500 0 0
BAKER HUGHES INC COMMON 057224107 58 1730 SH SOLE T 1730 0 0
BAKER HUGHES INC COMMON 057224107 1 25 SH SOLE V 25 0 0
BAKER J INC COMMON 057232100 1430 165800 SH SOLE M 165800 0 0
BAKER J INC COMMON 057232100 4254 493200 SH SOLE S 493200 0 0
BALDOR ELEC CO COMMON 057741100 22 1100 SH SOLE M 1100 0 0
BALDOR ELEC CO COMMON 057741100 4108 206700 SH SOLE S 206700 0 0
BALDWIN TECHNOLOGY INC CL A 058264102 291 99100 SH SOLE M 99100 0 0
BALDWIN TECHNOLOGY INC CL A 058264102 1480 503800 SH SOLE S 503800 0 0
BANCO DE GALICIA Y BUENO DEPOSITORY RECEI 059538207 1522 75160 SH SOLE F 75160 0 0
BANCO DE GALICIA Y BUENO DEPOSITORY RECEI 059538207 143 7057 SH SOLE M 7057 0 0
BANCO DE GALICIA Y BUENO DEPOSITORY RECEI 059538207 181 8920 SH SOLE S 8920 0 0
BANCO FRANCES DEL RIO DE DEPOSITORY RECEI 059591107 942 49580 SH SOLE F 49580 0 0
BANCO FRANCES DEL RIO DE DEPOSITORY RECEI 059591107 50 2635 SH SOLE M 2635 0 0
BANCO FRANCES DEL RIO DE DEPOSITORY RECEI 059591107 49 2575 SH SOLE S 2575 0 0
BANCO SANTANDER CHILE DEPOSITORY RECEI 05965F108 254 16360 SH SOLE F 16360 0 0
BANCO SANTANDER CHILE DEPOSITORY RECEI 05965F108 16 1010 SH SOLE M 1010 0 0
BANCO SANTIAGO DEPOSITORY RECEI 05965L105 924 48150 SH SOLE F 48150 0 0
BANCO SANTIAGO DEPOSITORY RECEI 05965L105 40 2070 SH SOLE M 2070 0 0
BANCOLOMBIA S A SPNS ADR 05968L102 416 87515 SH SOLE F 87515 0 0
BANCOLOMBIA S A SPNS ADR 05968L102 34 7200 SH SOLE M 7200 0 0
BANCOLOMBIA S A SPNS ADR 05968L102 30 6290 SH SOLE S 6290 0 0
BANCTEC INC COMMON 059784108 2911 162300 SH SOLE S 162300 0 0
BANK OF AMERICA CORP COMMON 060505104 2138 29168 SH SOLE F 29168 0 0
BANK OF AMERICA CORP COMMON 060505104 1272 17356 SH SOLE M 17356 0 0
BANK OF AMERICA CORP COMMON 060505104 279 3800 SH SOLE S 3800 0 0
BANK OF AMERICA CORP COMMON 060505104 15 200 SH SOLE T 200 0 0
BANK OF AMERICA CORP COMMON 060505104 13 181 SH SOLE V 181 0 0
BANK NEW YORK INC COMMON 064057102 5 125 SH SOLE T 125 0 0
BANK NEW YORK INC COMMON 064057102 6 175 SH SOLE V 175 0 0
BANK ONE CORP COMMON 06423A103 474 7958 SH SOLE F 7958 0 0
BANK ONE CORP COMMON 06423A103 292 4897 SH SOLE M 4897 0 0
BANK ONE CORP COMMON 06423A103 66 1100 SH SOLE S 1100 0 0
BANK ONE CORP COMMON 06423A103 9 150 SH SOLE T 150 0 0
BANK ONE CORP COMMON 06423A103 7 125 SH SOLE V 125 0 0
9
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BANTA CORP COMMON 066821109 33 1557 SH SOLE M 1557 0 0
BANTA CORP COMMON 066821109 3845 183100 SH SOLE S 183100 0 0
BARD C R INC COMMON 067383109 9563 200000 SH SOLE F 200000 0 0
BARNESANDNOBLE COM INC CL A 067846105 1931 107300 SH SOLE F 107300 0 0
BARNESANDNOBLE COM INC CL A 067846105 8956 497569 SH SOLE M 497569 0 0
BARNESANDNOBLE COM INC CL A 067846105 979 54400 SH SOLE S 54400 0 0
BARRETT RESOURCES CORP COM PAR $0.01 068480201 673 17547 SH SOLE M 17547 0 0
BARRETT RESOURCES CORP COM PAR $0.01 068480201 4962 129300 SH SOLE S 129300 0 0
BED BATH & BEYOND INC COMMON 075896100 22954 596200 SH SOLE F 596200 0 0
BED BATH & BEYOND INC COMMON 075896100 19996 519385 SH SOLE M 519385 0 0
BED BATH & BEYOND INC COMMON 075896100 2187 56800 SH SOLE S 56800 0 0
BEDFORD PPTY INVS INC COM PAR $0.02 076446301 2696 150800 SH SOLE S 150800 0 0
BELL ATLANTIC CORP COMMON 077853109 1571 24030 SH SOLE F 24030 0 0
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