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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13f Cover Page
Report for the Calendar Year or Quarter Ended MARCH 31, 1999
If amended report check here: |_| Amendment Number: ____
This Amendment (Check only one): |_| is a restatement
|_| adds new holding
entries.
MINT INVESTMENT MANAGEMENT COMPANY, LLC
- --------------------------------------------------------------------------------
Name of Institutional Investment Manager
TWO HUDSON PLACE, HOBOKEN, NJ 07030
- --------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
13F File Number: 28-_____________
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, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
DAVID J. HALL CHIEF OPERATING OFFICER 201-216-8885
- --------------------------------------------------------------------------------
Name (Title) (Phone)
/s/ DAVID J. HALL
------------------------------------------
(Manual Signature of Person Duly
Authorized to Submit This Report)
HOBOKEN, NEW JERSEY 13 MAY 1999
------------------------------------------
(Place and Date of Signing)
Report Type:
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
-------------
Form 13F Information Table Entry Total: 374
-------------
Form 13F Information Table Value Total: $195,538
-------------
(thousands)
List of Other Included Managers:
Name and 13F file numbers of ALL Institutional Investment Managers with respect
to which this schedule is filed (other than the one filing this report): (List
in alphabetical order).
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
13F File Numbers will be assigned to Institutional Investment Managers after
they file their first report.
13F File No.: Name: 13F File No.: Name:
------------- --------------------- ------------- ---------------------
1. 28- 6.
------------- --------------------- ------------- ---------------------
2. 7.
------------- --------------------- ------------- ---------------------
3. 8.
------------- --------------------- ------------- ---------------------
4. 9.
------------- --------------------- ------------- ---------------------
5. 10.
------------- --------------------- ------------- ---------------------
<PAGE>
FORM 13F
INFORMATION TABLE
PAGE 1
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OF SHARED
NAME OF ISSUER OF CUSIP MARKET PRINCIPAL SOLE SHARED OTHER MANA- SOLE SHARED NONE
CLASS NUMBER VALUE AMOUNT (A) (B) (C) GERS (A) (B) (C)
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
APPLE COMPUTER INC COMMON 037833100 564,219 15,700 X NONE 15,700
AMBAC FINANCIAL GP COMMON 023139108 610,200 11,300 X NONE 11,300
BARRICK GOLD CORPORATION COMMON 067901108 706,388 41,400 X NONE 41,400
AMERICREDIT CORP COMMON 03060R101 316,313 24,100 X NONE 24,100
ARMSTRONG WORLD INDS INC COMMON 042476101 302,756 6,700 X NONE 6,700
ADVANTA CORP -CL A COMMON 007942105 729,019 65,900 X NONE 65,900
AMEREN CORP COMMON 023608102 513,863 14,200 X NONE 14,200
AETNA INC COMMON 008117103 821,700 9,900 X NONE 9,900
AMERICAN FREIGHTWAYS CORP COMMON 02629V108 211,150 16,400 X NONE 16,400
AAR CORP COMMON 000361105 256,500 14,400 X NONE 14,400
AK STEEL HOLDING CORP COMMON 001547108 819,019 36,300 X NONE 36,300
ALCAN ALUMINIUM LTD COMMON 013716105 387,188 15,000 X NONE 15,000
ALIANT COMMUNICATIONS INC COMMON 016090102 372,531 9,100 X NONE 9,100
AUTOLIV INC COMMON 052800109 771,534 20,540 X NONE 20,540
AFFILIATED MANAGERS GRP INC COMMON 008252108 257,400 9,900 X NONE 9,900
AMERUS LIFE HLDGS INC -CL A COMMON 030732101 204,000 8,500 X NONE 8,500
AMKOR TECHNOLOGY INC COMMON 031652100 196,875 25,000 X NONE 25,000
AMLI RESIDENTIAL PPTYS TR COMMON 001735109 418,688 20,300 X NONE 20,300
AMR CORP/DE COMMON 001765106 678,154 11,580 X NONE 11,580
ANNTAYLOR STORES CORP COMMON 036115103 729,094 16,500 X NONE 16,500
APPLEBEES INTL INC COMMON 037899101 250,606 10,100 X NONE 10,100
ARACRUZ CELULOSE SA -SP ADR ADR 038496204 287,100 19,800 X NONE 19,800
ARM FINL GROUP INC -CL A COMMON 001944107 371,944 24,900 X NONE 24,900
ARVIN INDUSTRIES INC COMMON 043339100 727,650 21,600 X NONE 21,600
ARROW ELECTRONICS INC COMMON 042735100 793,500 52,900 X NONE 52,900
ARCHSTONE COMMUNITYS TR COMMON 039581103 639,975 31,800 X NONE 31,800
ASTEC INDUSTRIES INC COMMON 046224101 515,613 16,700 X NONE 16,700
AGL RESOURCES INC COMMON 001204106 721,819 41,100 X NONE 41,100
ATMEL CORP COMMON 049513104 343,238 22,600 X NONE 22,600
ATWOOD OCEANICS COMMON 050095108 504,000 16,800 X NONE 16,800
AVONDALE INDUSTRIES INC COMMON 054350103 784,700 26,600 X NONE 26,600
AVIS RENT A CAR INC COMMON 053790101 957,988 34,600 X NONE 34,600
AVIATION SALES CO COMMON 053672101 200,250 4,500 X NONE 4,500
ANIXTER INTL INC COMMON 035290105 466,756 39,100 X NONE 39,100
BRITISH AIRWAYS PLC -ADR ADR 110419306 253,913 3,700 X NONE 3,700
BB&T CORP COMMON 054937107 310,771 8,573 X NONE 8,573
BRUNSWICK CORP COMMON 117043109 707,219 37,100 X NONE 37,100
BCE INC COMMON 05534B109 864,094 19,500 X NONE 19,500
BARD (C.R.) INC COMMON 067383109 771,694 15,300 X NONE 15,300
BEL FUSE INC COMMON 077347201 844,600 20,600 X NONE 20,600
BANCO DE GALICIA BUENO -ADR ADR 059538207 526,850 32,800 X NONE 32,800
BRIGGS & STRATTON COMMON 109043109 784,069 15,900 X NONE 15,900
BANTA CORP COMMON 066821109 668,800 35,200 X NONE 35,200
BRLNGTN NTHRN SANTA FE COMMON 12189T104 775,850 23,600 X NONE 23,600
BANK UNITED CORP -CL A COMMON 065412108 686,700 16,800 X NONE 16,800
BOB EVANS FARMS COMMON 096761101 740,000 37,000 X NONE 37,000
PACIFIC CENTURY FINANCIAL CP COMMON 694058108 242,150 11,600 X NONE 11,600
BERKSHIRE HATHAWAY CL B COMMON 084670207 590,101 251 X NONE 251
BROOKTROUT TECHNOLOGY INC COMMON 114580103 279,300 26,600 X NONE 26,600
BURLINGTON RES COAL SEAM GAS COMMON 122016108 150,400 18,800 X NONE 18,800
BRITISH STEEL PLC -ADR ADR 111015301 832,533 41,240 X NONE 41,240
BURLINGTON INDS INC COMMON 121693105 123,623 18,660 X NONE 18,660
BAY VIEW CAP CORP COMMON 07262L101 239,713 12,700 X NONE 12,700
BLUEGREEN CORP COMMON 096231105 221,325 45,400 X NONE 45,400
COOPER INDUSTRIES INC COMMON 216669101 242,963 5,700 X NONE 5,700
CBL & ASSOCIATES PPTYS INC COMMON 124830100 760,275 32,700 X NONE 32,700
CABOT CORP COMMON 127055101 246,500 11,600 X NONE 11,600
CDW COMPUTER CENTERS INC COMMON 125129106 558,900 8,100 X NONE 8,100
COMMONWEALTH ENERGY SYSTEM COMMON 202800108 634,600 16,700 X NONE 16,700
CONSOLIDATED FREIGHTWAYS CP COMMON 209232107 445,325 37,900 X NONE 37,900
ATLAS AIR INC COMMON 049164106 581,724 20,190 X NONE 20,190
COASTAL CORP COMMON 190441105 771,400 23,200 X NONE 23,200
GENER S A -SPON ADR ADR 368731105 282,975 15,400 X NONE 15,400
COMPUTER HORIZONS CORP COMMON 205908106 227,500 20,800 X NONE 20,800
CIGNA CORP COMMON 125509109 869,974 10,380 X NONE 10,380
CIRCUS CIRCUS ENTERPR INC COMMON 172909103 249,388 14,200 X NONE 14,200
CONECTIV INC COMMON 206829103 716,875 37,000 X NONE 37,000
SEACOR SMIT INC COMMON 811904101 317,494 5,900 X NONE 5,900
CLEVELAND-CLIFFS INC COMMON 185896107 730,981 21,460 X NONE 21,460
MACK CALI REALTY CORP COMMON 554489104 261,438 8,900 X NONE 8,900
CLOROX CO/DE COMMON 189054109 487,736 4,162 X NONE 4,162
CLAYTON HOMES INC COMMON 184190106 333,258 30,125 X NONE 30,125
CONMED CORP COMMON 207410101 260,400 8,400 X NONE 8,400
COACHMEN INDUSTRIES INC COMMON 189873102 734,105 35,810 X NONE 35,810
COX COMMUNICATIONS -CL A COMMON 224044107 839,438 11,100 X NONE 11,100
CALPINE CORP COMMON 131347106 834,419 22,900 X NONE 22,900
COPART INC COMMON 217204106 1,002,225 48,300 X NONE 48,300
CARRAMERICA REALTY CORP COMMON 144418100 410,804 18,620 X NONE 18,620
CREATIVE TECHNOLOGY COMMON Y1775U107 225,319 19,700 X NONE 19,700
CENTRAL & SOUTH WEST CORP COMMON 152357109 735,938 31,400 X NONE 31,400
CTG RESOURCES INC COMMON 125957100 301,563 12,500 X NONE 12,500
CMP GROUP INC COMMON 125887109 836,063 45,500 X NONE 45,500
CENTEX CORP COMMON 152312104 683,520 20,480 X NONE 20,480
CENTEX CONSTRN PRODS INC COMMON 15231R109 407,306 11,700 X NONE 11,700
CITIZENS UTILITIES -SER B COMMON 177342201 798,165 102,989 X NONE 102,989
DOMINION RESOURCES INC COMMON 257470104 705,506 19,100 X NONE 19,100
DAIMLERCHRYSLER AG COMMON D1668R123 364,102 4,243 X NONE 4,243
DEPARTMENT 56 INC -SER A COMMON 249509100 547,875 18,000 X NONE 18,000
D R HORTON INC COMMON 23331A109 745,631 44,850 X NONE 44,850
DIME BANCORP INC COMMON 25429Q102 737,363 31,800 X NONE 31,800
DORAL FINANCIAL CORP COMMON 25811P100 657,825 35,800 X NONE 35,800
DURA AUTOMOTIVE SYS -CL B COMMON 265903104 759,925 26,900 X NONE 26,900
DESWELL INDUSTRIES INC COMMON 250639101 202,369 25,100 X NONE 25,100
DUKE ENERGY CORP COMMON 264399106 372,725 6,800 X NONE 6,800
EAGLE HARDWARE & GARDEN INC COMMON 26959B101 851,581 22,300 X NONE 22,300
BRINKER INTL INC COMMON 109641100 604,344 23,300 X NONE 23,300
EL PASO ELECTRIC CO COMMON 283677854 402,600 52,800 X NONE 52,800
ENHANCE FINANCIAL SVCS GRP COMMON 293310108 389,620 16,940 X NONE 16,940
EASTGROUP PROPERTIES COMMON 277276101 395,063 24,500 X NONE 24,500
COMPANHIA PARANAENSE -ADR ADR 20441B407 478,500 63,800 X NONE 63,800
KINDER MORGAN ENERGY -LP COMMON 494550106 781,140 22,560 X NONE 22,560
EQUITABLE RESOURCES INC COMMON 294549100 570,769 21,900 X NONE 21,900
ELBIT SYSTEMS LTD COMMON M3760D101 391,575 27,600 X NONE 27,600
ESS TECHNOLOGY INC COMMON 269151106 208,828 40,500 X NONE 40,500
ENTERGY CORP COMMON 29364G103 759,000 27,600 X NONE 27,600
EVEREN CAPITAL CORP COMMON 299761106 592,744 30,300 X NONE 30,300
EXCEL INDUSTRIES INC COMMON 300657103 294,500 15,500 X NONE 15,500
FORD MOTOR CO COMMON 345370100 357,131 6,300 X NONE 6,300
FIRST AMER FINL CP CA COMMON 318522307 474,691 30,020 X NONE 30,020
FELCOR LODGING TR INC COMMON 31430F101 561,138 24,200 X NONE 24,200
FOOD LION INC -CL A COMMON 344775200 203,963 22,200 X NONE 22,200
FDX CORP COMMON 31304N107 632,400 6,800 X NONE 6,800
FIRSTENERGY CORP COMMON 337932107 736,400 26,300 X NONE 26,300
FIRSTFED FINANCIAL CORP/CA COMMON 337907109 301,975 18,800 X NONE 18,800
JUST FOR FEET INC COMMON 48213P106 565,000 45,200 X NONE 45,200
FRANCHISE FINL CORP AMERICA COMMON 351807102 598,175 28,400 X NONE 28,400
4FRONT TECHNOLOGIES INC COMMON 351042106 340,113 32,200 X NONE 32,200
FLEETWOOD ENTERPRISES COMMON 339099103 306,288 10,700 X NONE 10,700
FLEXTRONICS INTERNATIONAL COMMON Y2573F102 326,400 6,400 X NONE 6,400
FMC CORP COMMON 302491303 587,563 11,900 X NONE 11,900
FREMONT GENERAL CORP COMMON 357288109 388,875 20,400 X NONE 20,400
FIDELITY NATIONAL FINL INC COMMON 316326107 415,740 27,716 X NONE 27,716
FORTUNE BRANDS INC COMMON 349631101 781,550 20,300 X NONE 20,300
FOSSIL INC COMMON 349882100 408,431 13,700 X NONE 13,700
FIRSTPLUS FINL GROUP COMMON 33763B103 7,900 15,800 X NONE 15,800
FLORIDA PROGRESS CORP COMMON 341109106 748,205 19,820 X NONE 19,820
FPIC INSURANCE GROUP INC COMMON 302563101 767,750 18,500 X NONE 18,500
FINANCIAL SEC ASSURANCE HLDG COMMON 31769P100 476,400 9,600 X NONE 9,600
FRUIT OF THE LOOM INC -CL A COMMON G3682L105 210,700 19,600 X NONE 19,600
FOOTSTAR INC COMMON 344912100 479,360 14,980 X NONE 14,980
GOLDEN WEST FINANCIAL CORP COMMON 381317106 815,570 8,540 X NONE 8,540
GATX CORP COMMON 361448103 576,406 17,500 X NONE 17,500
GEORGIA-PACIFIC GROUP COMMON 373298108 675,675 9,100 X NONE 9,100
GPU INC COMMON 36225X100 720,131 19,300 X NONE 19,300
GOODRICH (B F) CO COMMON 382388106 250,481 7,300 X NONE 7,300
GRANITE CONSTRUCTION INC COMMON 387328107 680,213 29,100 X NONE 29,100
HEALTH CARE REIT INC COMMON 42217K106 722,400 33,600 X NONE 33,600
HARLEYSVILLE GROUP INC COMMON 412824104 590,938 30,500 X NONE 30,500
HIBERNIA CORP -CL A COMMON 428656102 214,956 16,300 X NONE 16,300
HIGHWOODS PROPERTIES INC COMMON 431284108 539,581 22,900 X NONE 22,900
HOLLINGER INTL INC -CL A COMMON 435569108 679,481 50,100 X NONE 50,100
HOME PROPERTIES NEW YORK INC COMMON 437306103 751,563 32,500 X NONE 32,500
HEALTH MGMT SYS INC COMMON 42219M100 587,575 123,700 X NONE 123,700
HUANENG POWER INTL INC -ADR ADR 443304100 438,244 44,100 X NONE 44,100
HOSPITALITY PROPERTIES TRUST COMMON 44106M102 311,219 11,500 X NONE 11,500
HAMBRECHT & QUIST GROUP INC COMMON 406545103 818,625 23,600 X NONE 23,600
HRPT PPTYS TRUST COMMON 40426W101 418,500 31,000 X NONE 31,000
CHS ELECTRONICS INC COMMON 12542A206 124,631 39,100 X NONE 39,100
HUGHES SUPPLY INC COMMON 444482103 801,938 35,250 X NONE 35,250
IRVINE APARTMENT COMMUNITIES COMMON 463606103 558,875 17,000 X NONE 17,000
IBP INC COMMON 449223106 629,153 33,780 X NONE 33,780
INTEGRATED CIRCUIT SYSTEMS COMMON 45811K109 807,394 44,700 X NONE 44,700
IDACORP INC COMMON 451107106 497,494 16,900 X NONE 16,900
INTERFACE INC -CL A COMMON 458665106 309,925 32,200 X NONE 32,200
INTEGRATED HEALTH SVCS INC COMMON 45812C106 237,600 43,200 X NONE 43,200
INTERMET CORP COMMON 45881K104 385,200 28,800 X NONE 28,800
INSO CORP COMMON 457674109 353,925 46,800 X NONE 46,800
IPALCO ENTERPRISES INC COMMON 462613100 491,400 22,400 X NONE 22,400
INGERSOLL-RAND CO COMMON 456866102 590,538 11,900 X NONE 11,900
IRT PROPERTY CO COMMON 450058102 504,956 57,300 X NONE 57,300
INVACARE CORP COMMON 461203101 432,763 17,800 X NONE 17,800
JOHNSTOWN AMER INDS COMMON 479477101 639,625 43,000 X NONE 43,000
JOHNSON CONTROLS INC COMMON 478366107 648,700 10,400 X NONE 10,400
JACOBS ENGINEERING GROUP INC COMMON 469814107 826,610 20,960 X NONE 20,960
JLG INDUSTRIES INC COMMON 466210101 757,550 55,600 X NONE 55,600
JEFFERSON-PILOT CORP COMMON 475070108 412,894 6,100 X NONE 6,100
MCDERMOTT (J RAY) S A COMMON P64658100 661,433 22,140 X NONE 22,140
KAMAN CORP -CL A COMMON 483548103 480,469 37,500 X NONE 37,500
KELLSTROM INDUSTRIES INC COMMON 488035106 458,788 28,900 X NONE 28,900
KOREA ELEC PWR CO -SP ADR ADR 500631106 350,175 27,600 X NONE 27,600
KIMCO REALTY CORP COMMON 49446R109 770,688 20,900 X NONE 20,900
KLM ROYAL DUTCH AIR -NY REG ADR 482516101 670,440 24,160 X NONE 24,160
KANSAS CITY POWER & LIGHT COMMON 485134100 380,210 15,440 X NONE 15,440
K MART CORP COMMON 482584109 610,294 36,300 X NONE 36,300
KEYSPAN ENERGY COMMON 49337K106 334,163 13,300 X NONE 13,300
KTI INC COMMON 482689205 188,719 18,300 X NONE 18,300
KENNEDY-WILSON INC COMMON 489399204 468,156 52,750 X NONE 52,750
KING WORLD PRODUCTIONS INC COMMON 495667107 715,163 23,400 X NONE 23,400
LAFARGE CORP COMMON 505862102 632,800 22,600 X NONE 22,600
LONE STAR INDUSTRIES COMMON 542290408 220,100 7,100 X NONE 7,100
LONGS DRUG STORES INC COMMON 543162101 451,400 14,800 X NONE 14,800
LAIDLAW INC COMMON 50730K503 609,150 104,800 X NONE 104,800
LENNAR CORP COMMON 526057104 581,750 26,000 X NONE 26,000
LANDAMERICA FINANCIAL GP COMMON 514936103 546,360 18,840 X NONE 18,840
LITTON INDUSTRIES INC COMMON 538021106 809,391 13,940 X NONE 13,940
LEGG MASON INC COMMON 524901105 205,494 6,100 X NONE 6,100
AT&T CORP LIBERTY MEDIA-A COMMON 001957208 834,693 15,880 X NONE 15,880
LINCOLN NATIONAL CORP COMMON 534187109 514,150 5,200 X NONE 5,200
LNR PROPERTY CORP COMMON 501940100 835,030 42,280 X NONE 42,280
LIBERTY PROPERTY TRUST COMMON 531172104 492,605 23,740 X NONE 23,740
LANDSTAR SYSTEM INC COMMON 515098101 523,375 15,800 X NONE 15,800
LTC PROPERTIES INC COMMON 502175102 134,588 11,100 X NONE 11,100
LIMITED INC COMMON 532716107 883,400 22,400 X NONE 22,400
LOEWS CORP COMMON 540424108 455,213 6,100 X NONE 6,100
LTV CORP COMMON 501921100 430,000 80,000 X NONE 80,000
LA-Z-BOY INC COMMON 505336107 667,091 35,460 X NONE 35,460
MAF BANCORP INC COMMON 55261R108 726,463 32,650 X NONE 32,650
ALIGN-RITE INTERNATIONAL INC COMMON 016251100 379,250 32,800 X NONE 32,800
MAXWELL SHOE CO INC -CL A COMMON 577766108 672,750 78,000 X NONE 78,000
MDC HOLDINGS INC COMMON 552676108 624,738 43,460 X NONE 43,460
MIDAMERICAN ENERGY HLDNGS CO COMMON 59562V107 263,200 9,400 X NONE 9,400
MAGNA INTERNATIONAL -CL A COMMON 559222401 407,363 7,100 X NONE 7,100
MOHAWK INDUSTRIES INC COMMON 608190104 303,000 10,100 X NONE 10,100
M H MEYERSON & CO INC COMMON 55301Q102 66,063 15,100 X NONE 15,100
MERISTAR HOSPITALITY CORP COMMON 58984Y103 260,081 14,300 X NONE 14,300
MALLINCKRODT INC COMMON 561232109 516,525 19,400 X NONE 19,400
MONACO COACH CORP COMMON 60886R103 643,444 27,900 X NONE 27,900
MINORCO -SPON ADR ADR 604340307 872,100 51,300 X NONE 51,300
MODINE MFG CO COMMON 607828100 151,538 5,400 X NONE 5,400
MONDAVI ROBERT CORP -CL A COMMON 609200100 182,325 5,100 X NONE 5,100
MOVADO GROUP INC COMMON 624580106 470,000 18,800 X NONE 18,800
MINNESOTA POWER & LIGHT COMMON 604110106 165,900 8,400 X NONE 8,400
MERCANTILE BANKSHARES CORP COMMON 587405101 429,200 11,600 X NONE 11,600
MEDICIS PHARMACEUT CP -CL A COMMON 584690309 468,000 15,600 X NONE 15,600
M S CARRIERS INC COMMON 553533100 155,981 5,900 X NONE 5,900
MONTANA POWER CO COMMON 612085100 1,118,150 15,200 X NONE 15,200
MANITOWOC CO COMMON 563571108 628,125 15,000 X NONE 15,000
MINERALS TECHNOLOGIES INC COMMON 603158106 213,120 4,440 X NONE 4,440
MICRON ELECTRONICS INC COMMON 595100108 485,275 41,300 X NONE 41,300
MICRO WAREHOUSE INC COMMON 59501B105 262,838 16,300 X NONE 16,300
NAVISTAR INTERNATIONL COMMON 63934E108 864,031 21,500 X NONE 21,500
NACCO INDUSTRIES -CL A COMMON 629579103 339,206 4,580 X NONE 4,580
NEW CENTURY ENERGIES INC COMMON 64352U103 640,375 18,800 X NONE 18,800
NCI BUILDING SYSTEMS INC COMMON 628852105 763,280 32,480 X NONE 32,480
NATIONAL DISC BROKERS INC COMMON 635646102 573,750 20,400 X NONE 20,400
INDYMAC MORTGAGE HLDGS INC COMMON 456607100 187,050 17,200 X NONE 17,200
ENERGY EAST CORP COMMON 29266M109 630,581 11,940 X NONE 11,940
NAC RE CORP COMMON 628907107 692,569 12,900 X NONE 12,900
NORTHERN STATES POWER/MN COMMON 665772109 695,625 30,000 X NONE 30,000
NEVADA POWER CO COMMON 641423108 814,275 32,900 X NONE 32,900
NVR INC COMMON 62944T105 775,100 18,400 X NONE 18,400
NEW PLAN EXCEL REALTY TR COMMON 648053106 744,475 38,800 X NONE 38,800
OGDEN CORP COMMON 676346109 348,906 14,500 X NONE 14,500
OGE ENERGY CORP COMMON 670837103 374,538 16,600 X NONE 16,600
OMEGA HEALTHCARE INVS INC COMMON 681936100 568,850 24,800 X NONE 24,800
OFFSHORE LOGISTICS COMMON 676255102 812,588 69,900 X NONE 69,900
O REILLY AUTOMOTIVE INC COMMON 686091109 246,125 5,500 X NONE 5,500
SUNTERRA CORP COMMON 86787D109 643,500 66,000 X NONE 66,000
PACIFIC GULF PROPERTIES INC COMMON 694396102 714,600 39,700 X NONE 39,700
ASIA PULP&PAPER LTD -SP ADR ADR 04516V100 750,400 89,600 X NONE 89,600
COASTCAST CORP COMMON 19057T108 150,100 15,800 X NONE 15,800
PROVIDENT BANKSHARES CORP COMMON 743859100 418,000 16,000 X NONE 16,000
PACCAR INC COMMON 693718108 350,094 8,500 X NONE 8,500
PG&E CORP COMMON 69331C108 416,238 13,400 X NONE 13,400
PRECISION CASTPARTS CORP COMMON 740189105 571,550 14,200 X NONE 14,200
PLACER DOME INC COMMON 725906101 233,038 20,600 X NONE 20,600
PRIME HOSPITALITY CORP COMMON 741917108 259,369 26,100 X NONE 26,100
PECO ENERGY CO COMMON 693304107 689,125 14,900 X NONE 14,900
PUBLIC SERVICE ENTRP COMMON 744573106 416,244 10,900 X NONE 10,900
PEGASYSTEMS INC COMMON 705573103 341,250 65,000 X NONE 65,000
POOL ENERGY SERVICES CO COMMON 732788104 483,875 31,600 X NONE 31,600
PERSONNEL GROUP AMERICA INC COMMON 715338109 283,188 39,400 X NONE 39,400
PHILIPPINE LG DIST -SP ADR ADR 718252604 447,638 17,300 X NONE 17,300
PULTE CORP COMMON 745867101 661,838 31,800 X NONE 31,800
PACIFICARE HEALTH SYS -CL B COMMON 695112201 225,225 3,300 X NONE 3,300
PHYSICIAN RELIANCE NETWORK COMMON 71940G108 625,600 73,600 X NONE 73,600
PREMIER PARKS INC COMMON 740540208 987,125 26,500 X NONE 26,500
PARKWAY PROPERTIES INC COMMON 70159Q104 777,975 27,600 X NONE 27,600
PMI GROUP INC COMMON 69344M101 857,938 18,500 X NONE 18,500
PROMEDCO MANAGEMENT CO COMMON 74342L105 299,700 64,800 X NONE 64,800
PHARMACEUTICAL MARKETING SVC COMMON 717123103 827,050 55,600 X NONE 55,600
PUBLIC SERVICE CO OF N MEX COMMON 744499104 625,600 36,800 X NONE 36,800
POTOMAC ELECTRIC POWER COMMON 737679100 776,781 33,500 X NONE 33,500
PRENTISS PROPERTIES TRUST COMMON 740706106 451,875 24,100 X NONE 24,100
PP&L RESOURCES INC COMMON 693499105 767,250 31,000 X NONE 31,000
PROGRESS SOFTWARE CORP COMMON 743312100 460,688 13,500 X NONE 13,500
PROXIM INC COMMON 744284100 261,625 9,100 X NONE 9,100
PUBLIC STORAGE INC COMMON 74460D109 762,500 30,500 X NONE 30,500
PUGET SOUND ENERGY INC COMMON 745332106 754,144 32,700 X NONE 32,700
PAYMENTECH INC COMMON 704384106 760,725 32,200 X NONE 32,200
PROVIDENT COS INC COMMON 743862104 490,788 14,200 X NONE 14,200
RAINFOREST CAFE INC COMMON 75086K104 731,544 145,400 X NONE 145,400
REGAL BELOIT COMMON 758750103 220,363 12,200 X NONE 12,200
RESOURCE BANCSHARES MTG GRP COMMON 761197102 741,600 57,600 X NONE 57,600
ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 893,100 22,900 X NONE 22,900
RCM TECHNOLOGIES INC COMMON 749360400 355,300 32,300 X NONE 32,300
EVEREST REINSURANCE HLDGS COMMON 299808105 255,225 8,200 X NONE 8,200
REPSOL SA -ADR ADR 76026T205 780,025 15,220 X NONE 15,220
RESOURCE AMERICA INC COMMON 761195205 664,125 77,000 X NONE 77,000
REYNOLDS & REYNOLDS -CL A COMMON 761695105 653,600 34,400 X NONE 34,400
ROGERS COMMUNICATION -CL B COMMON 775109200 262,813 14,500 X NONE 14,500
REINSURANCE GROUP AMER INC COMMON 759351109 417,113 9,800 X NONE 9,800
ROCHESTER GAS & ELECTRIC COMMON 771367109 750,813 29,300 X NONE 29,300
TRANSOCEAN OFFSHORE INC COMMON 893817106 936,406 32,500 X NONE 32,500
ROLLINS TRUCK LEASING COMMON 775741101 132,125 14,000 X NONE 14,000
REYNOLDS METALS CO COMMON 761763101 362,344 7,500 X NONE 7,500
RELIASTAR FINANCIAL CORP COMMON 75952U103 439,038 10,300 X NONE 10,300
U S A FLORAL PRODS INC COMMON 90331T107 136,350 21,600 X NONE 21,600
RES-CARE INC COMMON 760943100 620,469 27,500 X NONE 27,500
ROSLYN BANCORP INC COMMON 778162107 840,544 49,810 X NONE 49,810
RAYTHEON CO -CL B COMMON 755111408 674,188 11,500 X NONE 11,500
RYAN'S FAMILY STK HOUSES INC COMMON 783519101 800,950 66,400 X NONE 66,400
RYLAND GROUP INC COMMON 783764103 799,875 31,600 X NONE 31,600
SONIC AUTOMOTIVE INC -CL A COMMON 83545G102 237,150 15,300 X NONE 15,300
SCANA CORP COMMON 805898103 421,605 19,440 X NONE 19,440
SEA CONTAINERS LTD -CL A COMMON 811371707 482,213 16,700 X NONE 16,700
SECURITY DYNAMICS TECH INC COMMON 814208104 266,338 14,300 X NONE 14,300
SAFEGUARD SCIENTIFICS INC COMMON 786449108 533,250 7,900 X NONE 7,900
SALTON INC COMMON 795757103 740,456 30,300 X NONE 30,300
SCHULMAN (A.) INC COMMON 808194104 235,713 17,300 X NONE 17,300
SIGNET GROUP PLC -ADR ADR 82668L872 241,150 10,600 X NONE 10,600
SAFETY-KLEEN CORP COMMON 78648R203 274,275 20,700 X NONE 20,700
SOUTHERN CO COMMON 842587107 481,170 20,640 X NONE 20,640
SUNBEAM CORPORATION COMMON 867071102 137,394 24,700 X NONE 24,700
STANDARD PACIFIC CP COMMON 85375C101 811,125 63,000 X NONE 63,000
SPIEGEL INC -CL A COMMON 848457107 270,725 44,200 X NONE 44,200
SENSORMATIC ELECTRONICS COMMON 817265101 543,400 57,200 X NONE 57,200
SIERRA PACIFIC RES COMMON 826425100 534,850 15,200 X NONE 15,200
STEWART INFO SVCS COMMON 860372101 632,318 18,840 X NONE 18,840
SOVEREIGN BANCORP INC COMMON 845905108 360,150 29,400 X NONE 29,400
SWIFT TRANSPORTATION CO INC COMMON 870756103 424,350 16,400 X NONE 16,400
SOUTHWEST SECURITIES GROUP COMMON 845224104 265,550 9,400 X NONE 9,400
SOUTHWEST GAS CORP COMMON 844895102 833,250 30,300 X NONE 30,300
TRANSAMERICA CORP COMMON 893485102 965,600 13,600 X NONE 13,600
TARRANT APPAREL GROUP COMMON 876289109 651,000 15,500 X NONE 15,500
TUBOS DE ACERO DE MEX -ADR ADR 898592506 658,800 73,200 X NONE 73,200
TELEFONICA DE ARGENT -S ADR ADR 879378206 756,250 25,000 X NONE 25,000
TAVA TECHNOLOGIES INC COMMON 872169107 226,500 45,300 X NONE 45,300
3DFX INTERACTIVE INC COMMON 88553X103 400,000 32,000 X NONE 32,000
TELEPHONE & DATA COMMON 879433100 683,650 12,100 X NONE 12,100
TECO ENERGY INC COMMON 872375100 312,038 15,700 X NONE 15,700
TECH DATA CORP COMMON 878237106 243,138 10,600 X NONE 10,600
TECUMSEH PRODUCTS CO -CL A COMMON 878895200 478,813 9,400 X NONE 9,400
TRIGON HEALTHCARE INC COMMON 89618L100 661,025 19,300 X NONE 19,300
TEMPLE-INLAND INC COMMON 879868107 571,025 9,100 X NONE 9,100
TELEFONOS DE MEX -SPON ADR ADR 879403780 488,400 7,400 X NONE 7,400
TNP ENTERPRISES INC COMMON 872594106 310,500 10,800 X NONE 10,800
TOLL BROTHERS INC COMMON 889478103 455,700 24,800 X NONE 24,800
TOWER REALTY TRUST INC COMMON 89185E109 359,813 19,000 X NONE 19,000
TRANSATLANTIC HOLDINGS INC COMMON 893521104 798,750 10,650 X NONE 10,650
TRUSTMARK CORP COMMON 898402102 590,625 30,000 X NONE 30,000
TRINITY INDUSTRIES COMMON 896522109 670,925 22,840 X NONE 22,840
TESORO PETROLEUM CORP COMMON 881609101 169,400 15,400 X NONE 15,400
TAKE-TWO INTERACTIVE SFTWR COMMON 874054109 489,125 60,200 X NONE 60,200
TOWER AUTOMOTIVE INC COMMON 891707101 701,045 37,640 X NONE 37,640
TEXAS INDUSTRIES INC COMMON 882491103 409,406 16,500 X NONE 16,500
TEXAS UTILITIES CO COMMON 882848104 252,000 6,000 X NONE 6,000
TRIZEC HAHN CORP COMMON 896938107 725,204 39,400 X NONE 39,400
UNICOM CORP COMMON 904911104 643,500 17,600 X NONE 17,600
UTILICORP UNITED INC COMMON 918005109 664,300 29,200 X NONE 29,200
UNITED DOMINION INDUSTRIES COMMON 909914103 306,075 15,400 X NONE 15,400
U S HOME CORP COMMON 911920106 753,638 23,100 X NONE 23,100
UNITED ILLUMINATING CO COMMON 910637107 380,793 9,080 X NONE 9,080
MEDIAONE GROUP INC COMMON 58440J104 494,813 7,800 X NONE 7,800
UNIONBANCAL CORP COMMON 908906100 241,844 7,100 X NONE 7,100
UNITRIN INC COMMON 913275103 731,250 23,400 X NONE 23,400
UNITED RETAIL GROUP INC COMMON 911380103 596,850 51,900 X NONE 51,900
USFREIGHTWAYS CORP COMMON 916906100 637,775 19,400 X NONE 19,400
US CELLULAR CORP COMMON 911684108 400,400 9,100 X NONE 9,100
VALUE CITY DEPT STORES INC COMMON 920387107 449,475 46,100 X NONE 46,100
VANGUARD CELLULAR SYS -CL A COMMON 922022108 772,944 28,300 X NONE 28,300
OPEN JT STK-VIMPEL CMN -ADR ADR 68370R109 269,700 17,400 X NONE 17,400
VULCAN MATERIALS CO COMMON 929160109 218,956 5,300 X NONE 5,300
VORNADO REALTY TRUST COMMON 929042109 558,900 16,200 X NONE 16,200
COMP ANON NAC TELEFONO -ADR ADR 204421101 289,181 15,900 X NONE 15,900
SEAGRAM CO LTD COMMON 811850106 480,000 9,600 X NONE 9,600
VARLEN CORP COMMON 922248109 801,878 36,449 X NONE 36,449
WEBB (DEL E) CORP COMMON 947423109 748,219 34,500 X NONE 34,500
WEBSTER FINL CORP WATERBURY COMMON 947890109 386,232 13,376 X NONE 13,376
WISCONSIN ENERGY CORP COMMON 976657106 560,344 21,500 X NONE 21,500
WERNER ENTERPRISES INC COMMON 950755108 546,131 34,675 X NONE 34,675
WHIRLPOOL CORP COMMON 963320106 842,813 15,500 X NONE 15,500
WILLAMETTE INDUSTRIES COMMON 969133107 400,150 10,600 X NONE 10,600
WELLMAN INC COMMON 949702104 378,963 42,700 X NONE 42,700
WELLPOINT HLTH NETWRK -CL A COMMON 94973H108 833,938 11,000 X NONE 11,000
WASHINGTON MUTUAL INC COMMON 939322103 425,100 10,400 X NONE 10,400
WINDMERE-DURABLE HOLDINGS COMMON 973411101 615,300 87,900 X NONE 87,900
WORTHINGTON INDUSTRIES COMMON 981811102 242,050 20,600 X NONE 20,600
XTRA CORP COMMON 984138107 521,050 13,600 X NONE 13,600
YELLOW CORP COMMON 985509108 608,125 35,000 X NONE 35,000
YORK INTL COMMON 986670107 247,188 7,000 X NONE 7,000
ZAPATA CORP COMMON 989070503 730,194 81,700 X NONE 81,700
ZALE CORP COMMON 988858106 384,951 11,260 X NONE 11,260
QUIKSILVER INC COMMON 74838C106 1,030,900 24,400 X NONE 24,400
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