<PAGE>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13 F COVER PAGE
Report for the Quarter Ended: March 31, 1999
Check Here if Amendment [ ]; Amendment Number: ____
This Amendment (check only one):
[ ] is a restatement
[ ] adds new holding entries
Institutional Investment Manager Filing this Report:
Name: Montgomery Asset Management, LLC
Address: 101 California Street, 35th Floor
San Francisco, CA 94111
Form 13F File Number: 28-6764
The institutional investment manager filing this report and the person by whom
it is signed hereby represents 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: Dana Schmidt
Title: Corporate Vice President and Principal
Phone: (415) 248-6000
<TABLE>
<S> <C> <C>
/s/ Dana Schmidt San Francisco, California May 13, 1999
- --------------------------- ------------------------------ ----------------
Signature City, State Date
</TABLE>
Report Type (check only one):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting managers(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are reported
by other reporting manager(s).)
List of Other Managers Reporting for this Manager: None
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: None
Form 13F Information Table Entry Total: 421
Form 13F Information Table Value Total: $3,738,335,761
List of Other Included Managers: None
<PAGE>
<TABLE>
<CAPTION>
TITLE INVESTMENT DISCRETION VOTING AUTHORITY
OF FAIR SHARE ----------------------------- OTHER ----------------
NAME OF ISSUER CLASS CUSIP MARKET QUANTITY PUT/CALL SOLE SHARED OTHER MANAGERS SOLE NONE
VALUE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
Abbey National Com 002920205 6,282,163 304,800 x 304,800
- -----------------------------------------------------------------------------------------------------------------------------------
Abbott Labs Com 002824100 2,420,206 51,700 x 51,700
- -----------------------------------------------------------------------------------------------------------------------------------
Actel Corporation Com 004934105 4,086,363 248,600 x 248,600
- -----------------------------------------------------------------------------------------------------------------------------------
Action Performance Companies, Inc. Com 004933107 4,566,950 151,600 x 105,900 45,700
- -----------------------------------------------------------------------------------------------------------------------------------
Action Performance Companies, Inc. Com 004933107 1,482,150 49,200 x
- -----------------------------------------------------------------------------------------------------------------------------------
Acxiom Corp Com Com 005125109 6,521,650 246,100 x 246,100
- -----------------------------------------------------------------------------------------------------------------------------------
ADC Telecom Inc. Com 000886101 6,180,300 129,600 x 129,600
- -----------------------------------------------------------------------------------------------------------------------------------
Administaff Inc. Com 007094105 3,770,000 290,000 x 290,000
- -----------------------------------------------------------------------------------------------------------------------------------
Advanced Energy Industries Com 007973100 10,508,875 446,000 x 290,000 156,000
- -----------------------------------------------------------------------------------------------------------------------------------
Advanced Energy Industries Com 007973100 3,180,938 135,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Affiliated Managers Group Com 008252108 14,674,400 564,400 x 387,700 176,700
- -----------------------------------------------------------------------------------------------------------------------------------
Affiliated Managers Group Com 008252108 3,975,400 152,900 x
- -----------------------------------------------------------------------------------------------------------------------------------
Airtouch Communications Inc Com 00949T100 7,768,650 80,400 x 80,400
- -----------------------------------------------------------------------------------------------------------------------------------
Albertson's Inc. Com 013104104 2,659,272 48,850 x 48,850
- -----------------------------------------------------------------------------------------------------------------------------------
Alcoa Inc. Com 013817101 28,440,998 690,525 x 690,525
- -----------------------------------------------------------------------------------------------------------------------------------
Alkermes Inc. Com 01642T108 10,458,550 383,800 x 251,400 132,400
- -----------------------------------------------------------------------------------------------------------------------------------
Alkermes Inc. Com 01642T108 3,193,700 117,200 x
- -----------------------------------------------------------------------------------------------------------------------------------
Alstom Com 021244108 5,568,359 187,400 x 187,400
- -----------------------------------------------------------------------------------------------------------------------------------
Amerada Hess Corporation Com 023551104 30,366,104 597,675 x 597,675
- -----------------------------------------------------------------------------------------------------------------------------------
American Express Com 025816109 1,901,663 16,150 x 16,150
- -----------------------------------------------------------------------------------------------------------------------------------
American General Corp Com 026351106 1,395,900 19,800 x 19,800
- -----------------------------------------------------------------------------------------------------------------------------------
American Home Products Corp Com 026609107 1,921,613 29,450 x 29,450
- -----------------------------------------------------------------------------------------------------------------------------------
American International Group Com 026874107 224,363 1,860 x 1,860
- -----------------------------------------------------------------------------------------------------------------------------------
AmeriCredit Corporation Com 03060R101 35,210,438 2,682,700 x 1,743,700 939,000
- -----------------------------------------------------------------------------------------------------------------------------------
AmeriCredit Corporation Com 03060R101 10,749,375 819,000 x
- ----------------------------------------------------------------------------------------------------------------------------------
Amerin Corp. Com 03070X106 2,803,125 138,000 x 138,000
- -----------------------------------------------------------------------------------------------------------------------------------
Amerisource Health Corp. Cl-A Com 03071P102 31,384,125 918,000 x 597,600 320,400
- -----------------------------------------------------------------------------------------------------------------------------------
Amerisource Health Corp. Cl-A Com 03071P102 9,517,800 278,400 x
- -----------------------------------------------------------------------------------------------------------------------------------
Ameritech Corp Com 030954101 3,016,669 52,350 x 52,350
- -----------------------------------------------------------------------------------------------------------------------------------
Analog Devices Com 032654105 872,570 29,330 x 29,330
- -----------------------------------------------------------------------------------------------------------------------------------
Anglogold Com 035128206 5,795,756 144,000 x 144,000
- -----------------------------------------------------------------------------------------------------------------------------------
Anheuser-Busch Cos Inc Com 035229103 4,732,342 62,150 x 62,150
- -----------------------------------------------------------------------------------------------------------------------------------
Ann Taylor Stores Corp. Com 036115103 6,128,806 138,700 x 138,700
- -----------------------------------------------------------------------------------------------------------------------------------
Annuity And Life Re Com G03910109 17,133,375 749,000 x 505,000 244,000
- -----------------------------------------------------------------------------------------------------------------------------------
Annuity And Life Re Com G03910109 4,666,500 204,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Applied Micro Circuits Corp Com 03822W109 15,432,750 361,000 x 235,500 125,500
- -----------------------------------------------------------------------------------------------------------------------------------
Applied Micro Circuits Corp Com 03822W109 4,552,875 106,500 x
- -----------------------------------------------------------------------------------------------------------------------------------
Applied Power, Inc. Cl-A Com 038225108 9,315,413 341,850 x 341,850
- -----------------------------------------------------------------------------------------------------------------------------------
Aptargroup Inc Com 038336103 3,814,200 146,700 x 146,700
- -----------------------------------------------------------------------------------------------------------------------------------
Archer Daniels Midland Co. Com 039483102 1,075,492 73,225 x 73,225
- -----------------------------------------------------------------------------------------------------------------------------------
Ascend Communications, Inc. Com 043491109 3,892,922 46,500 x 46,500
- -----------------------------------------------------------------------------------------------------------------------------------
Aspect Telecommunications Com 045237104 133,163 20,100 x 20,100
- -----------------------------------------------------------------------------------------------------------------------------------
AT&T Com 001957109 717,116 8,985 x 8,985
- -----------------------------------------------------------------------------------------------------------------------------------
AT&T Corp. - Liberty Media - A Com 001957208 64,202,733 1,220,820 x 801,980 418,840
- -----------------------------------------------------------------------------------------------------------------------------------
AT&T Corp. - Liberty Media - A Com 001957208 20,733,020 394,240 x
- -----------------------------------------------------------------------------------------------------------------------------------
Autodesk Inc. Com 052769106 27,865,616 689,050 x 689,050
- -----------------------------------------------------------------------------------------------------------------------------------
Avant! Corporation Com 053487104 3,986,650 224,600 x 146,200 78,400
- -----------------------------------------------------------------------------------------------------------------------------------
Avant! Corporation Com 053487104 1,207,000 68,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Aviation Sales Company Com 053672101 15,352,500 345,000 x 225,000 120,000
- -----------------------------------------------------------------------------------------------------------------------------------
Aviation Sales Company Com 053672101 4,628,000 104,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Avid Technology Com 05367P100 20,468,461 1,174,625 x 1,174,625
- -----------------------------------------------------------------------------------------------------------------------------------
Baker Hughes Inc. Com 057224107 406,019 16,700 x 16,700
- -----------------------------------------------------------------------------------------------------------------------------------
Banco de Galicia ADR 059538207 2,805,478 175,000 x 175,000
- -----------------------------------------------------------------------------------------------------------------------------------
Bank United Corp. Com 065412108 32,377,088 792,100 x 595,600 196,500
- -----------------------------------------------------------------------------------------------------------------------------------
Bank United Corp. Com 065412108 6,907,875 169,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
BankAmerica Corp Com 06605F102 22,442,470 317,770 x 317,770
- -----------------------------------------------------------------------------------------------------------------------------------
Bausch & Lomb Inc. Com 071707103 19,950,125 306,925 x 306,925
- -----------------------------------------------------------------------------------------------------------------------------------
Belco Oil & Gas Corp Com 077410108 2,178,471 366,900 x 366,900
- -----------------------------------------------------------------------------------------------------------------------------------
Bell & Howell Company Com 077852101 3,766,656 128,500 x 128,500
- -----------------------------------------------------------------------------------------------------------------------------------
Bell Atlantic Corp Com 077853109 5,293,317 102,410 x 102,410
- -----------------------------------------------------------------------------------------------------------------------------------
Berkshire Hathaway Inc. - CL B Com 084670207 233,925 100 x 100
- -----------------------------------------------------------------------------------------------------------------------------------
Bisys Group, Inc. Com 055472104 19,153,125 340,500 x 219,000 121,500
- -----------------------------------------------------------------------------------------------------------------------------------
Bisys Group, Inc. Com 055472104 5,821,875 103,500 x
- -----------------------------------------------------------------------------------------------------------------------------------
BMC Software Inc. Com 055921100 6,584,149 177,500 x 177,500
- -----------------------------------------------------------------------------------------------------------------------------------
Boise Cascade Corp Com 097383103 24,859,106 770,825 x 770,825
- -----------------------------------------------------------------------------------------------------------------------------------
BP Amoco - PLC ADR 055622104 1,111,606 11,006 x 11,006
- -----------------------------------------------------------------------------------------------------------------------------------
Bristol-Meyers Squibb Com 110122108 1,757,112 27,380 x 27,380
- -----------------------------------------------------------------------------------------------------------------------------------
Cadence Design Systems Inc. Com 127387108 9,157,988 355,650 x 355,650
- -----------------------------------------------------------------------------------------------------------------------------------
Cameron Ashley Building Products Com 133290106 1,861,500 204,000 x 152,000 52,000
- -----------------------------------------------------------------------------------------------------------------------------------
Cameron Ashley Building Products Com 133290106 474,500 52,000 x
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
Canadian National Railway Co. Com 136375102 18,514,781 332,850 x 332,850
- -----------------------------------------------------------------------------------------------------------------------------------
Canandaigua Wine Co., Inc.-Cl A Com 137219200 37,065,925 735,800 x 459,900 275,900
- -----------------------------------------------------------------------------------------------------------------------------------
Canandaigua Wine Co., Inc.-Cl A Com 137219200 11,943,913 237,100 x
- -----------------------------------------------------------------------------------------------------------------------------------
Capital One Com 14040H105 18,255,900 120,900 x 120,900
- -----------------------------------------------------------------------------------------------------------------------------------
Caribiner Int'l Inc. Com 141888107 2,835,138 310,700 x 310,700
- -----------------------------------------------------------------------------------------------------------------------------------
Carpenter Technology Com 144285103 8,976,320 346,075 x 346,075
- -----------------------------------------------------------------------------------------------------------------------------------
Casella Waste Systems Inc-A Com 147448104 3,853,675 170,800 x 170,800
- -----------------------------------------------------------------------------------------------------------------------------------
Catalina Marketing Corp. Com 148867104 4,697,363 54,700 x 54,700
- -----------------------------------------------------------------------------------------------------------------------------------
Catalytica Inc Com 148885106 5,967,500 542,500 x 542,500
- -----------------------------------------------------------------------------------------------------------------------------------
CEC Entertainment Inc. Com 125137109 4,950,750 138,000 x 138,000
- -----------------------------------------------------------------------------------------------------------------------------------
Celestial Seasonings Com 151016102 4,584,500 212,000 x 212,000
- -----------------------------------------------------------------------------------------------------------------------------------
Cerus Corp Com 157085101 890,000 40,000 x 31,000 9,000
- -----------------------------------------------------------------------------------------------------------------------------------
Cerus Corp Com 157085101 200,250 9,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Champion Enterprises Com 158496109 36,785,375 1,898,600 x 1,322,600 576,000
- -----------------------------------------------------------------------------------------------------------------------------------
Champion Enterprises Com 158496109 9,571,250 494,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Charles Schwab Corp. Com 808513105 2,150,557 22,373 x 22,373
- -----------------------------------------------------------------------------------------------------------------------------------
Check Point Software Tech Com M22465104 14,607,100 339,700 x 230,300 109,400
- -----------------------------------------------------------------------------------------------------------------------------------
Check Point Software Tech Com M22465104 3,960,300 92,100 x
- -----------------------------------------------------------------------------------------------------------------------------------
Chesapeake Corp Com 165159104 7,972,038 293,900 x 293,900
- -----------------------------------------------------------------------------------------------------------------------------------
Chevron Corp. Com 166751107 2,836,169 31,995 x 31,995
- -----------------------------------------------------------------------------------------------------------------------------------
China Telecom LTD Com 169428109 3,926,847 2,359,000 x 2,359,000
- -----------------------------------------------------------------------------------------------------------------------------------
Cisco Systems Com 17275R102 7,078,554 64,589 x 64,589
- -----------------------------------------------------------------------------------------------------------------------------------
CMAC Investment Corporation Com 125662106 23,329,800 598,200 x 385,400 212,800
- -----------------------------------------------------------------------------------------------------------------------------------
CMAC Investment Corporation Com 125662106 7,012,200 179,800 x
- -----------------------------------------------------------------------------------------------------------------------------------
Coca Cola Company Com 191216100 633,390 10,320 x 10,320
- -----------------------------------------------------------------------------------------------------------------------------------
Coflexip Com 192384105 1,088,604 15,500 x 15,500
- -----------------------------------------------------------------------------------------------------------------------------------
Colt Telecom Group PLC ADR 196877104 8,477,569 118,000 x 118,000
- -----------------------------------------------------------------------------------------------------------------------------------
Comcast Corp - Special CL A Com 200300200 7,255,120 115,275 x 115,275
- -----------------------------------------------------------------------------------------------------------------------------------
Commercial Federal Corp. Com 201647104 23,297,641 1,004,750 x 762,150 242,600
- -----------------------------------------------------------------------------------------------------------------------------------
Commercial Federal Corp. Com 201647104 5,115,163 220,600 x
- -----------------------------------------------------------------------------------------------------------------------------------
Commscope Inc. Com 203372107 18,215,625 870,000 x 560,000 310,000
- -----------------------------------------------------------------------------------------------------------------------------------
Commscope Inc. Com 203372107 5,569,375 266,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Compania de Telefonos de Chile ADR 204449300 9,049,745 384,074 x 384,074
- -----------------------------------------------------------------------------------------------------------------------------------
Complete Business Solutions Com 20452F107 14,104,488 718,700 x 479,500 239,200
- -----------------------------------------------------------------------------------------------------------------------------------
Complete Business Solutions Com 20452F107 4,321,425 220,200 x
- -----------------------------------------------------------------------------------------------------------------------------------
Computer Sciences Corp. Com 205363104 7,862,839 142,475 x 142,475
- -----------------------------------------------------------------------------------------------------------------------------------
Comverse Technology Com 205862402 38,916,950 457,875 x 457,875
- -----------------------------------------------------------------------------------------------------------------------------------
Conexant Systems Inc. Com 207142100 28,075,125 1,014,000 x 660,000 354,000
- -----------------------------------------------------------------------------------------------------------------------------------
Conexant Systems Inc. Com 207142100 8,389,313 303,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Consolidated Graphics Com 209341106 1,905,750 33,000 x 33,000
- -----------------------------------------------------------------------------------------------------------------------------------
Consolidated Products, Inc. Com 209798107 4,620,000 264,000 x 264,000
- -----------------------------------------------------------------------------------------------------------------------------------
Critical Path Inc. Com 22674V100 3,080,770 40,010 x 26,040 13,970
- -----------------------------------------------------------------------------------------------------------------------------------
Critical Path Inc. Com 22674V100 943,250 12,250 x
- -----------------------------------------------------------------------------------------------------------------------------------
CSG Systems Intl Inc. Com 126349109 62,129,838 1,575,400 x 1,016,400 559,000
- -----------------------------------------------------------------------------------------------------------------------------------
CSG Systems Intl Inc. Com 126349109 19,127,188 485,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Cubic Corp. Com 229669106 481,950 30,600 x 30,600
- -----------------------------------------------------------------------------------------------------------------------------------
Cunningham Graphics Intl. Inc. Com 231157108 328,125 25,000 x 25,000
- -----------------------------------------------------------------------------------------------------------------------------------
Cutter & Buck Inc. Com 232217109 320,000 10,000 x 10,000
- -----------------------------------------------------------------------------------------------------------------------------------
Data General Com 237688106 119,981 11,850 x 11,850
- -----------------------------------------------------------------------------------------------------------------------------------
Dayton Hudson Com 239753106 636,269 9,550 x 9,550
- -----------------------------------------------------------------------------------------------------------------------------------
Diamond Tech Partners Inc Com 252762109 2,573,775 111,600 x 3,600 108,000
- -----------------------------------------------------------------------------------------------------------------------------------
Diamond Tech Partners Inc Com 252762109 2,490,750 108,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Digital River Inc. Com 25388b104 2,536,000 63,400 x 41,100 22,300
- -----------------------------------------------------------------------------------------------------------------------------------
Digital River Inc. Com 25388b104 772,000 19,300 x
- -----------------------------------------------------------------------------------------------------------------------------------
DM Management Com 233233105 1,406,250 90,000 x 90,000
- -----------------------------------------------------------------------------------------------------------------------------------
Dole Food Company Com 256605106 218,250 7,275 x 7,275
- -----------------------------------------------------------------------------------------------------------------------------------
Donnelley R R & Sons Com 257867101 21,263,867 660,625 x 660,625
- -----------------------------------------------------------------------------------------------------------------------------------
Doral Financial Corporation Com 25811p100 4,869,375 265,000 x 265,000
- -----------------------------------------------------------------------------------------------------------------------------------
Dow Chemical Com 260543103 28,969,664 310,875 x 310,875
- -----------------------------------------------------------------------------------------------------------------------------------
DST Systems, Inc. Com 233326107 21,898,788 364,600 x 239,800 124,800
- -----------------------------------------------------------------------------------------------------------------------------------
DST Systems, Inc. Com 233326107 6,714,988 111,800 x
- -----------------------------------------------------------------------------------------------------------------------------------
Du Pont (E.I.) De Nemours Com 263534109 389,021 6,700 x 6,700
- -----------------------------------------------------------------------------------------------------------------------------------
Duane Reade Inc. Com 263578106 16,024,641 574,875 x 574,875
- -----------------------------------------------------------------------------------------------------------------------------------
E.W. Blanch Holdings Com 093210102 15,041,250 286,500 x 193,000 93,500
- -----------------------------------------------------------------------------------------------------------------------------------
E.W. Blanch Holdings Com 093210102 4,278,750 81,500 x
- -----------------------------------------------------------------------------------------------------------------------------------
Echostar Communications Com 278762109 96,235,875 1,179,000 x 774,500 404,500
- -----------------------------------------------------------------------------------------------------------------------------------
Echostar Communications Com 278762109 28,936,063 354,500 x
- -----------------------------------------------------------------------------------------------------------------------------------
Education Management Corp. Com 28139T101 4,351,125 141,500 x 141,500
- -----------------------------------------------------------------------------------------------------------------------------------
Elan Corp ADR 284131208 6,389,100 91,600 x 91,600
- -----------------------------------------------------------------------------------------------------------------------------------
Elcor Corp Com 284443108 22,147,013 629,400 x 629,400
- -----------------------------------------------------------------------------------------------------------------------------------
Electronic Data System Com 285661104 19,139,056 393,100 x 393,100
- -----------------------------------------------------------------------------------------------------------------------------------
Embratel Part. ON Com 29081N100 2,020,024 239,085,000 x 239,085,000
- -----------------------------------------------------------------------------------------------------------------------------------
Encore Wire Corp. Com 292562105 437,063 55,500 x 55,500
- -----------------------------------------------------------------------------------------------------------------------------------
Enersis SA ADR 29274F104 5,072,926 189,200 x 189,200
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
Equant NV (NY Reg.) Com 294409107 13,725,600 182,400 x 182,400
- -----------------------------------------------------------------------------------------------------------------------------------
Ericcson Telephone ADR 294821509 2,181,703 91,500 x 91,500
- -----------------------------------------------------------------------------------------------------------------------------------
ESAT Telecom Group Plc ADR 26883Y102 6,222,625 148,600 x 148,600
- -----------------------------------------------------------------------------------------------------------------------------------
Ethan Allen Interiors Inc. Com 297602104 12,381,468 297,900 x 194,500 103,400
- -----------------------------------------------------------------------------------------------------------------------------------
Ethan Allen Interiors Inc. Com 297602104 3,707,375 89,200 x
- -----------------------------------------------------------------------------------------------------------------------------------
Exxon Corp. Com 302290101 543,331 7,700 x 7,700
- -----------------------------------------------------------------------------------------------------------------------------------
FDX Corporation Com 31304n107 18,888,300 203,100 x 203,100
- -----------------------------------------------------------------------------------------------------------------------------------
Fed. Nat'l Mtge. Assoc. Com 313586109 638,485 9,220 x 9,220
- -----------------------------------------------------------------------------------------------------------------------------------
First Health Group Corp Com 320960107 19,487,203 1,213,425 x 1,213,425
- -----------------------------------------------------------------------------------------------------------------------------------
First Union Com 337358105 5,351,766 100,150 x 100,150
- -----------------------------------------------------------------------------------------------------------------------------------
Fleet Financial Group Com 338915101 263,375 7,000 x 7,000
- -----------------------------------------------------------------------------------------------------------------------------------
Fleming Companies, Inc. Com 339130106 11,878,328 1,387,250 x 1,387,250
- -----------------------------------------------------------------------------------------------------------------------------------
Flextronics International LTD Com Y2573F102 18,977,100 372,100 x 256,900 115,200
- -----------------------------------------------------------------------------------------------------------------------------------
Flextronics International LTD Com Y2573F102 5,161,200 101,200 x
- -----------------------------------------------------------------------------------------------------------------------------------
Florida Progress Corp. Com 341109106 320,875 8,500 x 8,500
- -----------------------------------------------------------------------------------------------------------------------------------
Fomento Economico MX ADR 344419106 3,236,063 104,600 x 104,600
- -----------------------------------------------------------------------------------------------------------------------------------
Formula Systems ADR 346414105 1,682,432 65,100 x 65,100
- -----------------------------------------------------------------------------------------------------------------------------------
Fox Entertainment Group Inc. Com 35138t107 13,087,813 482,500 x 482,500
- -----------------------------------------------------------------------------------------------------------------------------------
Franchise MTG Acceptance Co. Com 35181d108 5,104,000 704,000 x 452,000 252,000
- -----------------------------------------------------------------------------------------------------------------------------------
Franchise MTG Acceptance Co. Com 35181d108 1,943,000 268,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Galileo International, Inc. Com 363547100 5,838,863 120,700 x 120,700
- -----------------------------------------------------------------------------------------------------------------------------------
General Electric Com 369604103 4,608,527 41,659 x 41,659
- -----------------------------------------------------------------------------------------------------------------------------------
General Motors Com 370442105 32,930,777 378,575 x 378,575
- -----------------------------------------------------------------------------------------------------------------------------------
Genesys Telecomn Labs Inc. Com 371931106 4,098,506 272,100 x 272,100
- -----------------------------------------------------------------------------------------------------------------------------------
Genrad, Inc. Com 372447102 9,616,875 669,000 x 382,100 286,900
- -----------------------------------------------------------------------------------------------------------------------------------
Genrad, Inc. Com 372447102 3,836,688 266,900 x
- -----------------------------------------------------------------------------------------------------------------------------------
Georgia-Pacific Corp Com 373298108 267,300 3,600 x 3,600
- -----------------------------------------------------------------------------------------------------------------------------------
Giga Information Group Inc. Com 37517M109 1,322,655 341,333 x 230,666
- -----------------------------------------------------------------------------------------------------------------------------------
Giga Information Group Inc. Com 37517M109 428,835 110,667 x 110,667
- -----------------------------------------------------------------------------------------------------------------------------------
Gilat Satellite Networks Ltd Com M51474100 12,456,000 207,600 x 145,600 62,000
- -----------------------------------------------------------------------------------------------------------------------------------
Gilat Satellite Networks Ltd Com M51474100 4,020,000 67,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Gilead Sciences Com 375558103 35,594,650 782,300 x 515,500 266,800
- -----------------------------------------------------------------------------------------------------------------------------------
Gilead Sciences Com 375558103 10,442,250 229,500 x
- -----------------------------------------------------------------------------------------------------------------------------------
Glaxo Wellcome PLC ADR 37733W105 2,476,688 37,000 x 37,000
- -----------------------------------------------------------------------------------------------------------------------------------
Global Telesystems Group Com 37936UAA2 19,359,234 346,280 x 346,280
- -----------------------------------------------------------------------------------------------------------------------------------
Golden West Financial Corp Com 381317106 28,029,250 293,500 x 293,500
- -----------------------------------------------------------------------------------------------------------------------------------
Granite Construction, Inc. Com 387328107 5,761,938 246,500 x 246,500
- -----------------------------------------------------------------------------------------------------------------------------------
Grupo Televisa Spon GDR 40049J206 2,208,800 70,400 x 70,400
- -----------------------------------------------------------------------------------------------------------------------------------
GTE Corp. Com 362320103 2,507,725 41,450 x 41,450
- -----------------------------------------------------------------------------------------------------------------------------------
Halliburton Co. Com 406216101 3,919,300 101,800 x 101,800
- -----------------------------------------------------------------------------------------------------------------------------------
HA-LO Industries Com 404429102 12,690,334 1,030,687 x 1,030,687
- -----------------------------------------------------------------------------------------------------------------------------------
Heinz (H.J.) Co Com 423074103 284,250 6,000 x 6,000
- -----------------------------------------------------------------------------------------------------------------------------------
Hellenic Telecom OTE Com 423325307 18,609,610 765,011 x 765,011
- -----------------------------------------------------------------------------------------------------------------------------------
Heller Financial Inc. Com 423328103 12,111,900 515,400 x 340,600 174,800
- -----------------------------------------------------------------------------------------------------------------------------------
Heller Financial Inc. Com 423328103 3,543,800 150,800 x
- -----------------------------------------------------------------------------------------------------------------------------------
Hewlett Packard Co Com 428236103 3,631,360 53,550 x 53,550
- -----------------------------------------------------------------------------------------------------------------------------------
HI/FN Inc Com 428358105 2,700,000 72,000 x 72,000
- -----------------------------------------------------------------------------------------------------------------------------------
HI/FN Inc Com 428358105 225,000 6,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Hollinger International Com 435569108 4,093,163 301,800 x 301,800
- -----------------------------------------------------------------------------------------------------------------------------------
Honeywell Inc Com 438506107 727,800 9,600 x 9,600
- -----------------------------------------------------------------------------------------------------------------------------------
Host Marriott Corp. REIT 44107p104 8,980,656 807,250 x 807,250
- -----------------------------------------------------------------------------------------------------------------------------------
Household International Com 441815107 2,913,156 63,850 x 63,850
- -----------------------------------------------------------------------------------------------------------------------------------
Hyperion Solutions Corp. Com 44914m104 6,224,850 429,300 x 288,300 141,000
- -----------------------------------------------------------------------------------------------------------------------------------
Hyperion Solutions Corp. Com 44914m104 1,947,350 134,300 x
- -----------------------------------------------------------------------------------------------------------------------------------
ICG Communications, Inc. Com 449246107 60,398,000 3,019,900 x 2,008,800 1,011,100
- -----------------------------------------------------------------------------------------------------------------------------------
ICG Communications, Inc. Com 449246107 17,184,000 859,200 x
- -----------------------------------------------------------------------------------------------------------------------------------
Idec Pharmaceuticals Corp Com 449370105 35,962,500 700,000 x 469,000 231,000
- -----------------------------------------------------------------------------------------------------------------------------------
Idec Pharmaceuticals Corp Com 449370105 10,223,625 199,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Illinois Tool Works Com 452308109 556,875 9,000 x 9,000
- -----------------------------------------------------------------------------------------------------------------------------------
Immune Response Com 45252T106 1,602,994 182,800 x 151,800 31,000
- -----------------------------------------------------------------------------------------------------------------------------------
Immune Response Com 45252T106 265,256 30,100 x
- -----------------------------------------------------------------------------------------------------------------------------------
Imperial Credit Industries Com 452729106 804,375 110,000 x 110,000
- -----------------------------------------------------------------------------------------------------------------------------------
India Growth Fund Com 454090101 177,325 17,300 x 17,300
- -----------------------------------------------------------------------------------------------------------------------------------
Intel Corp. Com 458140100 3,722,928 31,295 x 31,295
- -----------------------------------------------------------------------------------------------------------------------------------
Intelligroup Inc. Com 45816A106 1,931,250 300,000 x 300,000
- -----------------------------------------------------------------------------------------------------------------------------------
International Paper Co. Com 460146103 23,017,504 545,600 x 545,600
- -----------------------------------------------------------------------------------------------------------------------------------
Interpublic Group Of
Companies, Inc. Com 460690100 397,163 5,100 x 5,100
- -----------------------------------------------------------------------------------------------------------------------------------
ITC Deltacom Inc. Com 45031T104 8,541,775 391,600 x 173,300 218,300
- -----------------------------------------------------------------------------------------------------------------------------------
ITC Deltacom Inc. Com 45031T104 4,761,669 218,300 x
- -----------------------------------------------------------------------------------------------------------------------------------
ITI Technology, Inc. Com 450564109 5,415,000 180,500 x 180,500
- -----------------------------------------------------------------------------------------------------------------------------------
IXC Communications, Inc. Com 450713102 1,578,100 34,400 x 34,400
- -----------------------------------------------------------------------------------------------------------------------------------
Jardine Fleming India Fund Inc Com 471112102 133,700 19,100 x 19,100
- -----------------------------------------------------------------------------------------------------------------------------------
JC Penney Co Inc Com 708160106 617,626 15,250 x 15,250
- -----------------------------------------------------------------------------------------------------------------------------------
Johnson & Johnson Com 478160104 2,495,048 26,685 x 26,685
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
Kaufman And Broad Home Corp. Com 486168107 4,817,658 213,525 x 213,525
- -----------------------------------------------------------------------------------------------------------------------------------
Kimberly Clark Corp. Com 494368103 3,015,269 62,900 x 62,900
- -----------------------------------------------------------------------------------------------------------------------------------
Kirin Brewery Co. Com 497350207 7,853,397 670,000 x 670,000
- -----------------------------------------------------------------------------------------------------------------------------------
Kmart Corp. Com 482584109 11,443,428 680,650 x 680,650
- -----------------------------------------------------------------------------------------------------------------------------------
Kollmorgen Corp. Com 500440102 1,775,000 142,000 x 142,000
- -----------------------------------------------------------------------------------------------------------------------------------
Koninklijk Com 500467303 11,264,311 282,906 x 282,906
- -----------------------------------------------------------------------------------------------------------------------------------
Kronos, Inc. Com 501052104 5,094,775 207,950 x 207,950
- -----------------------------------------------------------------------------------------------------------------------------------
Kulicke & Soffa Industries Com 501242101 11,847,300 469,200 x 304,900 164,300
- -----------------------------------------------------------------------------------------------------------------------------------
Kulicke & Soffa Industries Com 501242101 3,588,025 142,100 x
- -----------------------------------------------------------------------------------------------------------------------------------
L-3 Communications Com 502424104 11,608,750 251,000 x 163,000 88,000
- -----------------------------------------------------------------------------------------------------------------------------------
L-3 Communications Com 502424104 3,468,750 75,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Lam Research Corp. Com 512807108 10,967,800 378,200 x 247,200 131,000
- -----------------------------------------------------------------------------------------------------------------------------------
Lam Research Corp. Com 512807108 3,306,000 114,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Linens 'N Things Inc Com 535679104 34,330,725 756,600 x 594,600 162,000
- -----------------------------------------------------------------------------------------------------------------------------------
Linens 'N Things Inc Com 535679104 6,443,250 142,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Loews Corp. Com 540424108 8,727,394 116,950 x 116,950
- -----------------------------------------------------------------------------------------------------------------------------------
Lucent Technologies Inc. Com 549463107 2,195,810 20,338 x 20,338
- -----------------------------------------------------------------------------------------------------------------------------------
Mallinckrodt Inc. Com 561232109 319,500 12,000 x 12,000
- -----------------------------------------------------------------------------------------------------------------------------------
Manitowoc Com 563571108 21,668,219 517,450 x 517,450
- -----------------------------------------------------------------------------------------------------------------------------------
Marsh & McLennan Cos. Com 571748102 1,098,900 14,800 x 14,800
- -----------------------------------------------------------------------------------------------------------------------------------
Masco Corp. Com 574599106 8,073,145 285,775 x 285,775
- -----------------------------------------------------------------------------------------------------------------------------------
Matsushita Electric Industrial
Company ADR 576879209 13,913,331 71,950 x 71,950
- -----------------------------------------------------------------------------------------------------------------------------------
Maximus Inc. Com 577933104 7,709,388 264,700 x 264,700
- -----------------------------------------------------------------------------------------------------------------------------------
May Department Stores Company Com 577778103 762,938 19,500 x 19,500
- -----------------------------------------------------------------------------------------------------------------------------------
McCormick & Co - Non-Voting Shares Com 579780206 1,767,550 60,950 x 60,950
- -----------------------------------------------------------------------------------------------------------------------------------
McGraw-Hill, Inc. Com 580645109 981,000 18,000 x 18,000
- -----------------------------------------------------------------------------------------------------------------------------------
MCI Worldcom, Inc. Com 55268B106 10,344,250 116,842 x 116,842
- -----------------------------------------------------------------------------------------------------------------------------------
Mcleod USA, Inc. Com 582266102 36,472,231 868,300 x 604,700 263,600
- -----------------------------------------------------------------------------------------------------------------------------------
Mcleod USA, Inc. Com 582266102 9,601,200 228,600 x
- -----------------------------------------------------------------------------------------------------------------------------------
Mead Corp Com 582834107 239,850 7,800 x 7,800
- -----------------------------------------------------------------------------------------------------------------------------------
Meade Instruments Com Com 583062104 3,134,375 295,000 x 138,000 157,000
- -----------------------------------------------------------------------------------------------------------------------------------
Meade Instruments Com Com 583062104 74,375 7,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Medimmune, Inc. Com 584699102 26,740,913 451,800 x 290,400 161,400
- -----------------------------------------------------------------------------------------------------------------------------------
Medimmune, Inc. Com 584699102 8,250,738 139,400 x
- -----------------------------------------------------------------------------------------------------------------------------------
Mentor Corp Com 587188103 13,146,781 895,100 x 587,100 308,000
- -----------------------------------------------------------------------------------------------------------------------------------
Mentor Corp Com 587188103 4,318,125 294,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Merck & Company Com 589331107 3,064,781 38,250 x 38,250
- -----------------------------------------------------------------------------------------------------------------------------------
Metro Networks, Inc. Com 591918107 14,525,500 264,100 x 264,100
- -----------------------------------------------------------------------------------------------------------------------------------
Metromedia Fiber Network-A Com 591689104 7,305,563 141,000 x 57,000 84,000
- -----------------------------------------------------------------------------------------------------------------------------------
Metromedia Fiber Network-A Com 591689104 4,352,250 84,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Micros Systems Inc. Com 594901100 13,199,313 400,000 x 400,000
- -----------------------------------------------------------------------------------------------------------------------------------
Microsoft Corp. Com 594918104 696,924 7,776 x 7,776
- -----------------------------------------------------------------------------------------------------------------------------------
Minnesota Mining & Mfg Co. Com 604059105 537,700 7,600 x 7,600
- -----------------------------------------------------------------------------------------------------------------------------------
MKS Instruments, Inc. Com 55306N104 3,266,175 244,200 x 162,500 81,700
- -----------------------------------------------------------------------------------------------------------------------------------
MKS Instruments, Inc. Com 55306N104 1,020,513 76,300 x
- -----------------------------------------------------------------------------------------------------------------------------------
Mobil Corp. Com 607059102 1,104,400 12,550 x 12,550
- -----------------------------------------------------------------------------------------------------------------------------------
Moog, Inc. Com 615394202 11,278,900 369,800 x 369,800
- -----------------------------------------------------------------------------------------------------------------------------------
Morgan JP & Co Inc Com 616880100 1,243,008 10,075 x 10,075
- -----------------------------------------------------------------------------------------------------------------------------------
Motorola Com 620076109 12,170,488 166,150 x 166,150
- -----------------------------------------------------------------------------------------------------------------------------------
Nalco Chem Co Com Com 629853102 8,555,781 322,100 x 322,100
- -----------------------------------------------------------------------------------------------------------------------------------
National City Corp Com 635405103 4,407,300 66,400 x 66,400
- -----------------------------------------------------------------------------------------------------------------------------------
National Data Corp. Com 635621105 23,998,800 571,400 x 393,400 178,000
- -----------------------------------------------------------------------------------------------------------------------------------
National Data Corp. Com 635621105 6,216,000 148,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Netgravity Inc Com 641114103 10,782,325 260,600 x 170,800 89,800
- -----------------------------------------------------------------------------------------------------------------------------------
Netgravity Inc Com 641114103 3,401,025 82,200 x
- -----------------------------------------------------------------------------------------------------------------------------------
Newbridge Networks Corp. Com 650901101 6,780,375 215,250 x 215,250
- -----------------------------------------------------------------------------------------------------------------------------------
Newell Rubbermaid Inc Com 651229106 1,054,310 22,196 x 22,196
- -----------------------------------------------------------------------------------------------------------------------------------
Nokia Corp ADR 654902204 17,895,675 114,900 x 114,900
- -----------------------------------------------------------------------------------------------------------------------------------
Nordstrom, Inc. Com 655664100 32,977,417 806,700 x 806,700
- -----------------------------------------------------------------------------------------------------------------------------------
Nova Corporation Com 669784100 25,410,000 968,000 x 629,000 339,000
- -----------------------------------------------------------------------------------------------------------------------------------
Nova Corporation Com 669784100 7,743,750 295,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Novoste Corporation Com 67010C100 3,840,000 160,000 x 130,000 30,000
- -----------------------------------------------------------------------------------------------------------------------------------
Novoste Corporation Com 67010C100 600,000 25,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
On Assignment Inc. Com 682159108 12,821,651 499,400 x 499,400
- -----------------------------------------------------------------------------------------------------------------------------------
Optimal Robotics Corp. Com 68388R208 3,944,150 534,800 x 322,800
- -----------------------------------------------------------------------------------------------------------------------------------
Optimal Robotics Corp. Com 68388R208 1,475,000 200,000 12,000
- -----------------------------------------------------------------------------------------------------------------------------------
Optimal Robotics Corp. Com 68388R208 1,563,500 212,000 x 200,000
- -----------------------------------------------------------------------------------------------------------------------------------
Oxford Health Plans Com 691471106 4,199,665 268,800 x 268,800
- -----------------------------------------------------------------------------------------------------------------------------------
Paccar Inc Com Com 693718108 11,623,113 282,200 x 282,200
- -----------------------------------------------------------------------------------------------------------------------------------
Pacific Internet Com Y66183107 2,144,844 37,100 x 37,100
- -----------------------------------------------------------------------------------------------------------------------------------
Panamerican Beverages Inc A Com P74823108 3,807,550 216,800 x 216,800
- -----------------------------------------------------------------------------------------------------------------------------------
Pepsico, Inc. Com 713448108 360,525 9,200 x 9,200
- -----------------------------------------------------------------------------------------------------------------------------------
Petroleum Geo-Services ADR 716597109 7,580,775 497,100 x 338,700 158,400
- -----------------------------------------------------------------------------------------------------------------------------------
Petroleum Geo-Services ADR 716597109 2,034,350 133,400 x
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
Pfizer Inc. Com 717081103 387,113 2,790 x 2,790
- -----------------------------------------------------------------------------------------------------------------------------------
Pharmacia & Upjohn, Inc. Com 716941109 1,060,375 17,000 x 17,000
- -----------------------------------------------------------------------------------------------------------------------------------
Philippine Long Dist Telephone ADR 718252604 3,210,700 124,085 x 124,085
- -----------------------------------------------------------------------------------------------------------------------------------
Pillowtex Corp. Com 721501104 2,138,482 150,730 x 150,730
- -----------------------------------------------------------------------------------------------------------------------------------
Pitney-Bowes, Inc. Com 724479100 6,942,376 108,900 x 108,900
- -----------------------------------------------------------------------------------------------------------------------------------
Platinum Software Corp. Com 72764R105 2,396,875 325,000 x 325,000
- -----------------------------------------------------------------------------------------------------------------------------------
Playtex Prods Inc Com Com 72813P100 7,446,038 492,300 x 492,300
- -----------------------------------------------------------------------------------------------------------------------------------
Plexus Corp. Com 729132100 7,046,800 252,800 x 252,800
- -----------------------------------------------------------------------------------------------------------------------------------
Pohang Iron & Steel ADR 730450103 1,329,007 74,350 x 74,350
- -----------------------------------------------------------------------------------------------------------------------------------
Portugal Telecom Com 737273102 1,282,137 28,600 x 28,600
- -----------------------------------------------------------------------------------------------------------------------------------
Pri Automation Inc. Com 69357H106 3,135,300 149,300 x 96,200 53,100
- -----------------------------------------------------------------------------------------------------------------------------------
Pri Automation Inc. Com 69357H106 961,800 45,800 x
- -----------------------------------------------------------------------------------------------------------------------------------
Procter & Gamble Co Com 742718109 725,521 7,408 x 7,408
- -----------------------------------------------------------------------------------------------------------------------------------
Quadramed Corp. Com 74730w101 3,035,513 398,100 x 258,500 139,600
- -----------------------------------------------------------------------------------------------------------------------------------
Quadramed Corp. Com 74730w101 927,963 121,700 x
- -----------------------------------------------------------------------------------------------------------------------------------
R&B Falcon Corp Com 74912E101 4,463,365 517,100 x 517,100
- -----------------------------------------------------------------------------------------------------------------------------------
R.O.C. Taiwan Fund Com 749651105 128,106 19,900 x 19,900
- -----------------------------------------------------------------------------------------------------------------------------------
Rambus Inc Com 750917106 2,849,044 44,300 x 44,300
- -----------------------------------------------------------------------------------------------------------------------------------
Raychem Corporation Com 754603108 21,341,869 945,900 x 945,900
- -----------------------------------------------------------------------------------------------------------------------------------
Regis Corp. Com 758932107 8,346,938 313,500 x 313,500
- -----------------------------------------------------------------------------------------------------------------------------------
Reliastar Financial Corp Com 75952U103 554,125 13,000 x 13,000
- -----------------------------------------------------------------------------------------------------------------------------------
Rent-A-Center Inc. Com 76009N100 42,575,875 1,480,900 x 989,200 491,700
- -----------------------------------------------------------------------------------------------------------------------------------
Rent-A-Center Inc. Com 76009N100 12,014,625 417,900 x
- -----------------------------------------------------------------------------------------------------------------------------------
Rent-Way Inc Com 76009U104 7,550,400 314,600 x 264,600 50,000
- -----------------------------------------------------------------------------------------------------------------------------------
Rent-Way Inc Com 76009U104 1,368,000 57,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Republic New York Corp Com 760719104 239,850 5,200 x 5,200
- -----------------------------------------------------------------------------------------------------------------------------------
Republic Services Inc - CL A Com 760759100 10,779,256 665,900 x 665,900
- -----------------------------------------------------------------------------------------------------------------------------------
RF Micro Devices Inc. Com 749941100 16,104,206 168,300 x 109,100 59,200
- -----------------------------------------------------------------------------------------------------------------------------------
RF Micro Devices Inc. Com 749941100 4,889,631 51,100 x
- -----------------------------------------------------------------------------------------------------------------------------------
Rio Tinto PLC-Spon ADR 767204100 12,923,625 234,975 x 234,975
- -----------------------------------------------------------------------------------------------------------------------------------
Sanmina Corp. Com 800907107 3,825,000 60,000 x 60,000
- -----------------------------------------------------------------------------------------------------------------------------------
Sara Lee Corp Com Com 803111103 1,348,875 54,500 x 54,500
- -----------------------------------------------------------------------------------------------------------------------------------
Saville Systems Ireland ADR 805174109 17,076,500 1,394,000 x 940,100 453,900
- -----------------------------------------------------------------------------------------------------------------------------------
Saville Systems Ireland ADR 805174109 4,652,550 379,800 x
- -----------------------------------------------------------------------------------------------------------------------------------
SBC Communications Inc Com 78387G103 4,655,950 98,800 x 98,800
- -----------------------------------------------------------------------------------------------------------------------------------
SBS Technologies, Inc. Com 78387P103 225,000 12,500 x 12,500
- -----------------------------------------------------------------------------------------------------------------------------------
Schering Plough Corp Com Com 806605101 585,650 10,600 x 10,600
- -----------------------------------------------------------------------------------------------------------------------------------
Schlumberger Com 806857108 16,785,872 278,893 x 278,893
- -----------------------------------------------------------------------------------------------------------------------------------
SFX Entertainment Inc. Com 784178105 25,437,625 394,000 x 260,000 134,000
- -----------------------------------------------------------------------------------------------------------------------------------
SFX Entertainment Inc. Com 784178105 7,489,250 116,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Sigma Aldrich Corp Com Com 826552101 666,900 22,800 x 22,800
- -----------------------------------------------------------------------------------------------------------------------------------
SK Telecom Co. Ltd. ADR 78440P108 131,808 10,815 x 10,815
- -----------------------------------------------------------------------------------------------------------------------------------
SkyTel Communications Inc. Com 83087q104 22,367,275 1,345,400 x 875,000 470,400
- -----------------------------------------------------------------------------------------------------------------------------------
SkyTel Communications Inc. Com 83087q104 6,689,900 402,400 x
- -----------------------------------------------------------------------------------------------------------------------------------
Smithfield Foods Com 832248108 52,194,863 2,300,600 x 1,530,000 770,600
- -----------------------------------------------------------------------------------------------------------------------------------
Smithfield Foods Com 832248108 14,805,863 652,600 x
- -----------------------------------------------------------------------------------------------------------------------------------
Snyder Communications Inc. Com 832914105 39,250,091 1,408,575 x 1,145,275 263,300
- -----------------------------------------------------------------------------------------------------------------------------------
Snyder Communications Inc. Com 832914105 6,277,450 225,200 x
- -----------------------------------------------------------------------------------------------------------------------------------
Solectron Corp Com 834182107 3,639,759 74,950 x 74,950
- -----------------------------------------------------------------------------------------------------------------------------------
Sport-Haley Inc Com 848925103 999,375 123,000 x 123,000
- -----------------------------------------------------------------------------------------------------------------------------------
Sport-Haley Inc Com 848925103 162,500 20,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Sprint Corp (PCS Group) Com 852061506 8,849,206 199,700 x 199,700
- -----------------------------------------------------------------------------------------------------------------------------------
Steris Corporation Com 859152100 42,072,825 1,580,200 x 1,053,200 527,000
- -----------------------------------------------------------------------------------------------------------------------------------
Steris Corporation Com 859152100 12,220,875 459,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Stet Hellas Telecom ADR 859823106 11,474,831 384,900 x 384,900
- -----------------------------------------------------------------------------------------------------------------------------------
STMicroelectronics Com 861012102 3,930,366 39,560 x 39,560
- -----------------------------------------------------------------------------------------------------------------------------------
Suiza Foods Corp Com 865077101 3,031,875 90,000 x 90,000
- -----------------------------------------------------------------------------------------------------------------------------------
Supersol Limited Com 868511205 1,696,885 644,256 x 644,256
- -----------------------------------------------------------------------------------------------------------------------------------
Swift Transportation Co Inc. Com 870756103 11,877,846 465,549 x 465,549
- -----------------------------------------------------------------------------------------------------------------------------------
Sybase Com 871130100 177,800 22,400 x 22,400
- -----------------------------------------------------------------------------------------------------------------------------------
Synopsys Com 871607107 4,687,000 87,200 x 87,200
- -----------------------------------------------------------------------------------------------------------------------------------
Sysco Corp. Com 871829107 1,618,219 61,500 x 61,500
- -----------------------------------------------------------------------------------------------------------------------------------
Taiwan Semiconductor ADR 874039100 1,529,098 66,700 x 66,700
- -----------------------------------------------------------------------------------------------------------------------------------
Tele Celular Sul ON Com 879238103 361,067 239,085,000 x 239,085,000
- -----------------------------------------------------------------------------------------------------------------------------------
Tele Centro Oeste Celular ON Com 87923P105 267,664 239,085,000 x 239,085,000
- -----------------------------------------------------------------------------------------------------------------------------------
Tele Centro Sul ON Com 879239101 1,115,265 239,085,000 x 239,085,000
- -----------------------------------------------------------------------------------------------------------------------------------
Tele Denmark ADR 879242105 1,195,600 24,400 x 24,400
- -----------------------------------------------------------------------------------------------------------------------------------
Tele Lest Celular ON Com 87943B102 150,561 239,085,000 x 239,085,000
- -----------------------------------------------------------------------------------------------------------------------------------
Tele Norte Celular ON Com 87924Y105 143,591 239,085,000 x 239,085,000
- -----------------------------------------------------------------------------------------------------------------------------------
Telecom Italia SPA Com 87927W106 9,925,737 933,561 x 933,561
- -----------------------------------------------------------------------------------------------------------------------------------
Telecom Italia SPA Risp Com 87927W205 3,779,516 635,987 x 635,987
- -----------------------------------------------------------------------------------------------------------------------------------
Telefonica de Argentina ADR 879378206 10,892,995 360,099 x 360,099
- -----------------------------------------------------------------------------------------------------------------------------------
Telefonica SA Com 879382208 1,371,253 323,006 x 323,006
- -----------------------------------------------------------------------------------------------------------------------------------
Telefonos de Mexico ADR 879403400 32,854,800 501,600 x 501,600
</TABLE>
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
- -----------------------------------------------------------------------------------------------------------------------------------
Telemig Celular SA Pref C ADR 87944E109 2,785,100 183,709,462 x 183,709,462
- -----------------------------------------------------------------------------------------------------------------------------------
Telesp Celular Part. ON Com 87952L108 1,350,865 239,085,000 x 239,085,000
- -----------------------------------------------------------------------------------------------------------------------------------
Televisioni Azteca ADR 901145102 2,078,750 332,600 x 332,600
- -----------------------------------------------------------------------------------------------------------------------------------
Teradyne Com 880770102 13,395,094 245,500 x 158,500 87,000
- -----------------------------------------------------------------------------------------------------------------------------------
Teradyne Com 880770102 4,037,625 74,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Tetra Tech Inc Com 88162G103 4,326,238 205,400 x 205,400
- -----------------------------------------------------------------------------------------------------------------------------------
Texaco Inc. Com 881694103 363,200 6,400 x 6,400
- -----------------------------------------------------------------------------------------------------------------------------------
Texas Utilities Co. Com 882848104 210,000 5,000 x 5,000
- -----------------------------------------------------------------------------------------------------------------------------------
The Men's Wearhouse Inc. Com 587118100 3,480,881 120,550 x 120,550
- -----------------------------------------------------------------------------------------------------------------------------------
Time Warner, Inc. Com 887315109 449,659 6,350 x 6,350
- -----------------------------------------------------------------------------------------------------------------------------------
TJX Companies Com 872540109 9,794,550 288,075 x 288,075
- -----------------------------------------------------------------------------------------------------------------------------------
TMP Worldwide Inc. Com 872941109 9,747,800 150,400 x 150,400
- -----------------------------------------------------------------------------------------------------------------------------------
Trans World Entertainment Com 89336Q100 17,363,500 1,578,500 x 1,043,500 535,000
- -----------------------------------------------------------------------------------------------------------------------------------
Trans World Entertainment Com 89336Q100 5,021,500 456,500 x
- -----------------------------------------------------------------------------------------------------------------------------------
Trigon Healthcare Inc Com Com 89618L100 27,400,000 800,000 x 543,000 257,000
- -----------------------------------------------------------------------------------------------------------------------------------
Trigon Healthcare Inc Com Com 89618L100 7,226,750 211,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
Tyco International Ltd Com 902124106 7,799,656 108,706 x 108,706
- -----------------------------------------------------------------------------------------------------------------------------------
Unibanco PN ADR 90458E111 29,738 1,700,000 x 1,700,000
- -----------------------------------------------------------------------------------------------------------------------------------
Unilever N V - New York Shs ADR 904784501 11,707,949 176,225 x 176,225
- -----------------------------------------------------------------------------------------------------------------------------------
Union Pacific Corp. Com 907818108 25,619,273 479,425 x 479,425
- -----------------------------------------------------------------------------------------------------------------------------------
Union Pacific Resources Group, Inc Com 907834105 19,064,422 1,605,425 x 1,605,425
- -----------------------------------------------------------------------------------------------------------------------------------
Unionbancal Corporation Com 908906100 12,603,125 370,000 x 242,000 128,000
- -----------------------------------------------------------------------------------------------------------------------------------
Unionbancal Corporation Com 908906100 3,780,938 111,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
United Pan-European Commn. Com 911300200 8,974,032 228,800 x 228,800
- -----------------------------------------------------------------------------------------------------------------------------------
United Payors & United Poviders Com 911319101 12,414,544 538,300 x 259,600 278,700
- -----------------------------------------------------------------------------------------------------------------------------------
United Payors & United Poviders Com 911319101 6,427,519 278,700 x
- -----------------------------------------------------------------------------------------------------------------------------------
USA Networks, Inc. Com 902984103 74,651,156 2,084,500 x 1,358,500 726,000
- -----------------------------------------------------------------------------------------------------------------------------------
USA Networks, Inc. Com 902984103 22,920,000 640,000 x
- -----------------------------------------------------------------------------------------------------------------------------------
V F Corp Com 918204108 9,143,750 192,500 x 192,500
- -----------------------------------------------------------------------------------------------------------------------------------
Varco International Com 922126107 3,226,250 290,000 x 290,000
- -----------------------------------------------------------------------------------------------------------------------------------
Veba AG Com 92237H102 13,985,970 265,790 x 265,790
- -----------------------------------------------------------------------------------------------------------------------------------
Vertex Pharmaceuticals Ic. Com 92532F100 7,979,000 316,000 x 204,500 111,500
- -----------------------------------------------------------------------------------------------------------------------------------
Vertex Pharmaceuticals Inc. Com 92532F100 2,411,375 95,500 x
- -----------------------------------------------------------------------------------------------------------------------------------
Viatel Inc. Com 925529208 27,171,900 953,400 x 610,800 342,600
- -----------------------------------------------------------------------------------------------------------------------------------
Viatel Inc. Com 925529208 8,544,300 299,800 x
- -----------------------------------------------------------------------------------------------------------------------------------
Visual Networks Com 928444108 968,013 25,900 x 17,000 8,900
- -----------------------------------------------------------------------------------------------------------------------------------
Visual Networks Com 928444108 306,475 8,200 x
- -----------------------------------------------------------------------------------------------------------------------------------
Wachovia Corp Com 929771103 446,531 5,500 x 5,500
- -----------------------------------------------------------------------------------------------------------------------------------
Waddell & Reed Financial-A Com 930059100 4,610,450 224,900 x 224,900
- -----------------------------------------------------------------------------------------------------------------------------------
Walgreen Co Com Com 931422109 226,000 8,000 x 8,000
- -----------------------------------------------------------------------------------------------------------------------------------
Walt Disney Company Com 254687106 382,651 12,294 x 12,294
- -----------------------------------------------------------------------------------------------------------------------------------
Waters Corporation Com 941848103 3,635,163 34,600 x 34,600
- -----------------------------------------------------------------------------------------------------------------------------------
Weyerhaeuser Co. Com 962166104 10,830,825 195,150 x 195,150
- -----------------------------------------------------------------------------------------------------------------------------------
Whirlpool Corp. Com 963320106 11,498,953 211,475 x 211,475
- -----------------------------------------------------------------------------------------------------------------------------------
Willamete Industries Com 969133107 668,175 17,700 x 17,700
- -----------------------------------------------------------------------------------------------------------------------------------
Winstar Communications Inc. Com 975515107 42,282,319 1,163,400 x 755,800 407,600
- -----------------------------------------------------------------------------------------------------------------------------------
Winstar Communications Inc. Com 975515107 12,705,775 349,600 x
- -----------------------------------------------------------------------------------------------------------------------------------
Wisconsin Energy Corp. Com 976657106 208,500 8,000 x 8,000
- -----------------------------------------------------------------------------------------------------------------------------------
Xerox Corp. Com 984121103 672,525 12,600 x 12,600
- -----------------------------------------------------------------------------------------------------------------------------------
Y.P.F. Sociedad Anonima ADR 984245100 6,678,625 211,600 x 211,600
- -----------------------------------------------------------------------------------------------------------------------------------
Ziff Davis, Inc. ZDNET Com 989511209 1,468,800 40,800 x 40,800
- -----------------------------------------------------------------------------------------------------------------------------------
GRAND TOTAL $3,738,335,761
</TABLE>
