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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13f Cover Page
June 30, 1999
Report for the Calendar Year or Quarter Ended _________________
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 15 JULY 1999
------------------------------------------
(Place and Date of Signing)
Report Type:
[X ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
0
Number of Other Included Managers: _____________
299
Form 13F Information Table Entry Total: _____________
120,503
Form 13F Information Table Value Total: $____________
(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
FAIR INVESTMENT DISCRETION VOTING AUTHORITY
TITLE MARKET SHARES OF SHARED
NAME OF ISSUER OF CUSIP VALUE PRINCIPAL SOLE SHARED OTHER MANA- SOLE SHARED NONE
CLASS NUMBER (x$1000) AMOUNT (A) (B) (C) GERS (A) (B) (C)
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AIRBORNE FREIGHT CORP COMMON 009266107 227,038 8,200 X NONE 8,200
AMERICAN BANKERS INS GROUP COMMON 024456105 451,831 8,300 X NONE 8,300
ABLE TELCOM HOLDING CORP COMMON 003712304 114,550 15,800 X NONE 15,800
AMERICREDIT CORP COMMON 03060R101 465,600 29,100 X NONE 29,100
ACTEL CORP COMMON 004934105 215,350 14,600 X NONE 14,600
ADAC LABORATORIES COMMON 005313200 184,875 25,500 X NONE 25,500
ADVANTA CORP -CL A COMMON 007942105 455,813 25,500 X NONE 25,500
AETNA INC COMMON 008117103 438,244 4,900 X NONE 4,900
AMERICAN FREIGHTWAYS CORP COMMON 02629V108 516,450 26,400 X NONE 26,400
AK STEEL HOLDING CORP COMMON 001547108 396,000 17,600 X NONE 17,600
ALCATEL -ADR ADR 013904305 479,538 16,900 X NONE 16,900
ALASKA AIR GROUP INC COMMON 011659109 200,400 4,800 X NONE 4,800
ALIANT COMMUNICATIONS INC COMMON 016090102 328,375 7,100 X NONE 7,100
AFFILIATED MANAGERS GRP INC COMMON 008252108 428,663 14,200 X NONE 14,200
AMERUS LIFE HLDGS INC -CL A COMMON 030732101 299,700 11,100 X NONE 11,100
AMKOR TECHNOLOGY INC COMMON 031652100 556,575 54,300 X NONE 54,300
ANNTAYLOR STORES CORP COMMON 036115103 405,000 9,000 X NONE 9,000
ANTEC CORP COMMON 03664P105 365,513 11,400 X NONE 11,400
ARACRUZ CELULOSE SA -SP ADR ADR 038496204 512,600 23,300 X NONE 23,300
ARDEN REALTY INC COMMON 039793104 325,050 13,200 X NONE 13,200
ARVIN INDUSTRIES INC COMMON 043339100 443,138 11,700 X NONE 11,700
ARCHSTONE COMMUNITYS TR COMMON 039581103 451,913 20,600 X NONE 20,600
ATMEL CORP COMMON 049513104 371,863 14,200 X NONE 14,200
ATWOOD OCEANICS COMMON 050095108 284,375 9,100 X NONE 9,100
AVONDALE INDUSTRIES INC COMMON 054350103 499,200 12,800 X NONE 12,800
AVIS RENT A CAR INC COMMON 053790101 431,050 14,800 X NONE 14,800
AVIALL INC COMMON 05366B102 539,919 28,700 X NONE 28,700
AVIATION SALES CO COMMON 053672101 383,150 9,700 X NONE 9,700
AMERICA WEST HLDG CP -CL B COMMON 023657208 432,238 22,900 X NONE 22,900
BRITISH AIRWAYS PLC -ADR ADR 110419306 271,463 3,800 X NONE 3,800
BRUNSWICK CORP COMMON 117043109 568,650 20,400 X NONE 20,400
BCE INC COMMON 05534B109 458,606 9,300 X NONE 9,300
BARD (C.R.) INC COMMON 067383109 286,875 6,000 X NONE 6,000
SUMMIT TECHNOLOGY INC COMMON 86627E101 563,200 25,600 X NONE 25,600
BEL FUSE INC COMMON 077347201 369,600 13,200 X NONE 13,200
BANCO DE GALICIA BUENO -ADR ADR 059538207 405,000 20,000 X NONE 20,000
BIG FLOWER HOLDINGS INC COMMON 089159107 344,250 10,800 X NONE 10,800
BRIGGS & STRATTON COMMON 109043109 415,800 7,200 X NONE 7,200
BANK UNITED CORP -CL A COMMON 065412108 301,406 7,500 X NONE 7,500
BOB EVANS FARMS COMMON 096761101 469,050 23,600 X NONE 23,600
PACIFIC CENTURY FINANCIAL CP COMMON 694058108 452,813 21,000 X NONE 21,000
BUILDING ONE SVCS CORP COMMON 120114103 155,400 11,200 X NONE 11,200
BEAR STEARNS COMPANIES INC COMMON 073902108 350,625 7,500 X NONE 7,500
BRITISH STEEL PLC -ADR ADR 111015301 519,686 19,940 X NONE 19,940
BAY VIEW CAP CORP COMMON 07262L101 453,050 22,100 X NONE 22,100
BORG WARNER AUTO COMMON 099724106 412,500 7,500 X NONE 7,500
COOPER INDUSTRIES INC COMMON 216669101 416,000 8,000 X NONE 8,000
CBL & ASSOCIATES PPTYS INC COMMON 124830100 469,875 17,900 X NONE 17,900
CONSOLIDATED FREIGHTWAYS CP COMMON 209232107 418,708 32,600 X NONE 32,600
COASTAL CORP COMMON 190441105 470,925 11,700 X NONE 11,700
CHAMPION INTERNATIONAL CORP COMMON 158525105 373,425 7,800 X NONE 7,800
GENER S A -SPON ADR ADR 368731105 397,600 22,400 X NONE 22,400
CIGNA CORP COMMON 125509109 211,820 2,380 X NONE 2,380
CONECTIV INC COMMON 206829103 478,975 19,600 X NONE 19,600
CLAIRES STORES INC COMMON 179584107 291,681 11,300 X NONE 11,300
CLEVELAND-CLIFFS INC COMMON 185896107 396,918 12,260 X NONE 12,260
MACK CALI REALTY CORP COMMON 554489104 445,500 14,400 X NONE 14,400
COLONIAL PROPERTIES TRUST COMMON 195872106 341,825 12,100 X NONE 12,100
CHASE MANHATTAN CORP COMMON 16161A108 493,050 5,700 X NONE 5,700
CLAYTON HOMES INC COMMON 184190106 265,636 23,225 X NONE 23,225
CNF TRANSPORTATION INC COMMON 12612W104 311,850 8,100 X NONE 8,100
CONMED CORP COMMON 207410101 404,250 13,200 X NONE 13,200
COACHMEN INDUSTRIES INC COMMON 189873102 494,126 21,310 X NONE 21,310
COX COMMUNICATIONS -CL A COMMON 224044107 415,981 11,300 X NONE 11,300
CALPINE CORP COMMON 131347106 534,600 9,900 X NONE 9,900
COPART INC COMMON 217204106 495,125 23,300 X NONE 23,300
CREATIVE TECHNOLOGY LTD COMMON Y1775U107 291,594 21,700 X NONE 21,700
COOPER TIRE & RUBBER COMMON 216831107 326,025 13,800 X NONE 13,800
CTG RESOURCES INC COMMON 125957100 461,963 12,700 X NONE 12,700
CMP GROUP INC COMMON 125887109 599,694 22,900 X NONE 22,900
CENTEX CORP COMMON 152312104 461,268 12,280 X NONE 12,280
CENTEX CONSTRN PRODS INC COMMON 15231R109 419,738 12,300 X NONE 12,300
DAVE & BUSTERS INC COMMON 23833N104 475,600 16,400 X NONE 16,400
DELTA AIR LINES INC COMMON 247361108 351,513 6,100 X NONE 6,100
DANA CORP COMMON 235811106 230,313 5,000 X NONE 5,000
DEXTER CORP COMMON 252165105 346,906 8,500 X NONE 8,500
D R HORTON INC COMMON 23331A109 418,119 25,150 X NONE 25,150
DII GROUP INC COMMON 232949107 388,050 10,400 X NONE 10,400
DIME BANCORP INC COMMON 25429Q102 261,625 13,000 X NONE 13,000
DORAL FINANCIAL CORP COMMON 25811P100 296,700 17,200 X NONE 17,200
DAIN RAUSCHER CORP COMMON 233856103 395,113 7,300 X NONE 7,300
DURA AUTOMOTIVE SYS -CL B COMMON 265903104 528,376 15,891 X NONE 15,891
DOLLAR THRIFTY AUTOMOTIVE GP COMMON 256743105 420,825 18,100 X NONE 18,100
BRINKER INTL INC COMMON 109641100 434,500 15,800 X NONE 15,800
EASTGROUP PROPERTIES COMMON 277276101 439,369 21,900 X NONE 21,900
EIDOS PLC -ADR ADR 282485101 419,894 12,700 X NONE 12,700
COMPANHIA PARANAENSE -ADR ADR 20441B407 474,300 55,800 X NONE 55,800
KINDER MORGAN ENERGY -LP COMMON 494550106 272,320 7,360 X NONE 7,360
ELBIT SYSTEMS LTD COMMON M3760D101 413,000 23,600 X NONE 23,600
ESS TECHNOLOGY INC COMMON 269151106 516,000 38,400 X NONE 38,400
ENTERGY CORP COMMON 29364G103 450,000 14,400 X NONE 14,400
EVEREN CAPITAL CORP COMMON 299761106 259,369 8,700 X NONE 8,700
FURNITURE BRANDS INTL INC COMMON 360921100 314,988 11,300 X NONE 11,300
FIRSTENERGY CORP COMMON 337932107 458,800 14,800 X NONE 14,800
FIRSTFED FINANCIAL CORP/CA COMMON 337907109 483,175 25,100 X NONE 25,100
FRANCHISE FINL CORP AMERICA COMMON 351807102 431,650 19,400 X NONE 19,400
FAIRFIELD COMMUNITIES INC COMMON 304231301 536,963 33,300 X NONE 33,300
4FRONT TECHNOLOGIES INC COMMON 351042106 274,525 27,800 X NONE 27,800
FLEET FINANCIAL GROUP INC COMMON 338915101 355,000 8,000 X NONE 8,000
FMC CORP COMMON 302491303 491,850 7,200 X NONE 7,200
FORTUNE BRANDS INC COMMON 349631101 434,438 10,500 X NONE 10,500
FOSSIL INC COMMON 349882100 614,363 12,700 X NONE 12,700
FLORIDA PROGRESS CORP COMMON 341109106 471,789 11,420 X NONE 11,420
FPIC INSURANCE GROUP INC COMMON 302563101 480,150 9,900 X NONE 9,900
FPL GROUP INC COMMON 302571104 322,288 5,900 X NONE 5,900
FRUIT OF THE LOOM LTD -CL A COMMON G3682L105 378,300 38,800 X NONE 38,800
FIRST VIRGINIA BANKS INC COMMON 337477103 329,138 6,700 X NONE 6,700
GENERAL DYNAMICS CORP COMMON 369550108 241,063 3,500 X NONE 3,500
GOLDEN WEST FINANCIAL CORP COMMON 381317106 464,520 4,740 X NONE 4,740
GLOBAL MARINE INC COMMON 379352404 158,100 10,200 X NONE 10,200
GATX CORP COMMON 361448103 471,975 12,400 X NONE 12,400
GEORGIA-PACIFIC GROUP COMMON 373298108 445,325 9,400 X NONE 9,400
GPU INC COMMON 36225X100 468,281 11,100 X NONE 11,100
GOODRICH (B F) CO COMMON 382388106 467,500 11,000 X NONE 11,000
HASBRO INC COMMON 418056107 360,394 12,900 X NONE 12,900
HEALTH CARE REIT INC COMMON 42217K106 439,425 18,900 X NONE 18,900
HEALTH CARE PPTYS INVEST INC COMMON 421915109 239,663 8,300 X NONE 8,300
HARLEYSVILLE GROUP INC COMMON 412824104 483,800 23,600 X NONE 23,600
HOLLINGER INTL INC -CL A COMMON 435569108 130,625 11,000 X NONE 11,000
HEALTH MGMT SYS INC COMMON 42219M100 436,700 79,400 X NONE 79,400
HOST MARRIOTT CORP COMMON 44107P104 293,313 24,700 X NONE 24,700
HUANENG POWER INTL INC -ADR ADR 443304100 352,775 20,600 X NONE 20,600
HOSPITALITY PROPERTIES TRUST COMMON 44106M102 450,275 16,600 X NONE 16,600
HAMBRECHT & QUIST GROUP INC COMMON 406545103 472,000 12,800 X NONE 12,800
HUBBELL INC -CL B COMMON 443510201 267,713 5,900 X NONE 5,900
IBP INC COMMON 449223106 519,650 21,880 X NONE 21,880
INDEPENDENCE CMNTY BK CORP COMMON 453414104 152,550 11,300 X NONE 11,300
INTEGRATED HEALTH SVCS INC COMMON 45812C106 424,800 53,100 X NONE 53,100
IMATION CORP COMMON 45245A107 374,669 15,100 X NONE 15,100
INTERMET CORP COMMON 45881K104 438,625 29,000 X NONE 29,000
INGERSOLL-RAND CO COMMON 456866102 420,063 6,500 X NONE 6,500
INTERIM SERVICES INC COMMON 45868P100 342,375 16,600 X NONE 16,600
INVACARE CORP COMMON 461203101 259,475 9,700 X NONE 9,700
JAKKS PACIFIC INC COMMON 47012E106 566,438 19,000 X NONE 19,000
HUNT (JB) TRANSPRT SVCS INC COMMON 445658107 217,750 13,400 X NONE 13,400
JOHNSON CONTROLS INC COMMON 478366107 464,394 6,700 X NONE 6,700
JACOBS ENGINEERING GROUP INC COMMON 469814107 446,880 11,760 X NONE 11,760
JEFFERSON-PILOT CORP COMMON 475070108 397,125 6,000 X NONE 6,000
MORGAN (J P) & CO COMMON 616880100 365,300 2,600 X NONE 2,600
KELLSTROM INDUSTRIES INC COMMON 488035106 467,200 25,600 X NONE 25,600
KOREA ELEC PWR CO -SP ADR ADR 500631106 377,200 18,400 X NONE 18,400
KIMCO REALTY CORP COMMON 49446R109 302,100 7,600 X NONE 7,600
KLM ROYAL DUTCH AIR -NY REG COMMON 482516101 281,626 9,860 X NONE 9,860
K MART CORP COMMON 482584109 450,450 27,300 X NONE 27,300
K-SWISS INC -CL A COMMON 482686102 483,600 10,400 X NONE 10,400
KTI INC COMMON 482689205 169,575 11,900 X NONE 11,900
KENNEDY-WILSON INC COMMON 489399204 270,359 30,250 X NONE 30,250
KING WORLD PRODUCTIONS INC COMMON 495667107 449,081 12,900 X NONE 12,900
LAFARGE CORP COMMON 505862102 474,863 13,400 X NONE 13,400
LONG BEACH FINANCIAL CORP COMMON 542446109 373,063 25,400 X NONE 25,400
LAIDLAW INC COMMON 50730K503 124,638 16,900 X NONE 16,900
LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 459,725 7,400 X NONE 7,400
LENNAR CORP COMMON 526057104 460,800 19,200 X NONE 19,200
LANDAMERICA FINANCIAL GP COMMON 514936103 446,775 15,540 X NONE 15,540
LINCOLN NATIONAL CORP COMMON 534187109 460,350 8,800 X NONE 8,800
LNR PROPERTY CORP COMMON 501940100 501,885 23,480 X NONE 23,480
LONDON PACIFIC GP LTD -ADR ADR 542073101 308,200 13,400 X NONE 13,400
LANDSTAR SYSTEM INC COMMON 515098101 270,704 7,500 X NONE 7,500
LIMITED INC COMMON 532716107 431,063 9,500 X NONE 9,500
LUXOTTICA GROUP SPA -ADR ADR 55068R202 317,475 20,400 X NONE 20,400
MAF BANCORP INC COMMON 55261R108 464,388 19,150 X NONE 19,150
MANDALAY RESORT GROUP COMMON 562567107 430,106 20,300 X NONE 20,300
MILLENNIUM CHEMICALS INC COMMON 599903101 278,038 11,800 X NONE 11,800
MDC HOLDINGS INC COMMON 552676108 515,140 23,960 X NONE 23,960
MIDAMERICAN ENERGY HOLDINGS COMMON 59562V107 488,213 14,100 X NONE 14,100
MERISTAR HOSPITALITY CORP COMMON 58984Y103 457,725 20,400 X NONE 20,400
MALLINCKRODT INC COMMON 561232109 360,113 9,900 X NONE 9,900
MONACO COACH CORP COMMON 60886R103 605,069 14,300 X NONE 14,300
MOVADO GROUP INC COMMON 624580106 470,925 18,200 X NONE 18,200
MERCANTILE BANKSHARES CORP COMMON 587405101 286,538 8,100 X NONE 8,100
MRV COMMUNICATIONS INC COMMON 553477100 185,063 14,100 X NONE 14,100
MONTANA POWER CO COMMON 612085100 310,200 4,400 X NONE 4,400
MANITOWOC CO COMMON 563571108 235,181 5,650 X NONE 5,650
MORGAN STANLEY DEAN WITTER COMMON 617446448 461,813 4,500 X NONE 4,500
MICRO WAREHOUSE INC COMMON 59501B105 321,750 18,000 X NONE 18,000
MAIL-WELL INC COMMON 560321200 480,769 29,700 X NONE 29,700
METRIS COMPANIES INC COMMON 591598107 444,175 10,900 X NONE 10,900
INCO LTD COMMON 453258402 365,400 20,300 X NONE 20,300
NAVISTAR INTERNATIONL COMMON 63934E108 460,000 9,200 X NONE 9,200
NEW CENTURY ENERGIES INC COMMON 64352U103 252,281 6,500 X NONE 6,500
NCI BUILDING SYSTEMS INC COMMON 628852105 437,760 20,480 X NONE 20,480
NEWCOURT CREDIT GROUP INC COMMON 650905102 278,156 21,500 X NONE 21,500
NATIONAL DISC BROKERS INC COMMON 635646102 467,775 8,100 X NONE 8,100
NATIONAL DATA CORP COMMON 635621105 376,200 8,800 X NONE 8,800
ENERGY EAST CORP COMMON 29266M109 332,800 12,800 X NONE 12,800
NATIONAL FUEL GAS CO COMMON 636180101 349,200 7,200 X NONE 7,200
NORTHERN STATES POWER/MN COMMON 665772109 440,213 18,200 X NONE 18,200
NEVADA POWER CO COMMON 641423108 452,500 18,100 X NONE 18,100
NVR INC COMMON 62944T105 485,344 9,300 X NONE 9,300
NEW PLAN EXCEL REALTY TR COMMON 648053106 408,600 22,700 X NONE 22,700
OUTBACK STEAKHOUSE INC COMMON 689899102 432,438 11,000 X NONE 11,000
SUNTERRA CORP COMMON 86787D109 553,319 39,700 X NONE 39,700
PACIFIC GULF PROPERTIES INC COMMON 694396102 481,913 21,300 X NONE 21,300
ASIA PULP&PAPER LTD -SP ADR ADR 04516V100 451,413 46,900 X NONE 46,900
COASTCAST CORP COMMON 19057T108 306,000 24,000 X NONE 24,000
PG&E CORP COMMON 69331C108 457,369 14,100 X NONE 14,100
PRIDE INTERNATIONAL INC COMMON 741932107 352,788 33,400 X NONE 33,400
PRIME HOSPITALITY CORP COMMON 741917108 450,000 37,500 X NONE 37,500
PECO ENERGY CO COMMON 693304107 381,063 9,100 X NONE 9,100
POOL ENERGY SERVICES CO COMMON 732788104 280,313 13,800 X NONE 13,800
PEOPLES ENERGY CORP COMMON 711030106 331,650 8,800 X NONE 8,800
PHILIPPINE LG DIST -SP ADR ADR 718252604 421,750 14,000 X NONE 14,000
PULTE CORP COMMON 745867101 452,025 19,600 X NONE 19,600
PACIFICARE HEALTH SYSTEMS COMMON 695112102 366,881 5,100 X NONE 5,100
PARKWAY PROPERTIES INC COMMON 70159Q104 477,000 14,400 X NONE 14,400
PMI GROUP INC COMMON 69344M101 533,906 8,500 X NONE 8,500
PREMARK INTERNATIONAL INC COMMON 740459102 476,250 12,700 X NONE 12,700
PNC BANK CORP COMMON 693475105 341,094 5,900 X NONE 5,900
PUBLIC SERVICE CO OF N MEX COMMON 744499104 475,013 23,900 X NONE 23,900
POTOMAC ELECTRIC POWER COMMON 737679100 473,944 16,100 X NONE 16,100
PP&L RESOURCES INC COMMON 693499105 485,850 15,800 X NONE 15,800
PROMUS HOTEL CORP COMMON 74342P106 375,100 12,100 X NONE 12,100
PUBLIC STORAGE INC COMMON 74460D109 456,400 16,300 X NONE 16,300
PUGET SOUND ENERGY INC COMMON 745332106 436,800 18,200 X NONE 18,200
PAYMENTECH INC COMMON 704384106 324,800 12,800 X NONE 12,800
QUINTILES TRANSNATIONAL CORP COMMON 748767100 664,860 15,830 X NONE 15,830
RECKSON ASSOC REALTY CORP B COMMON 75621K304 229,630 9,618 X NONE 9,618
RAINFOREST CAFE INC COMMON 75086K104 288,056 56,900 X NONE 56,900
RESOURCE BANCSHARES MTG GRP COMMON 761197102 430,500 42,000 X NONE 42,000
ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 345,625 7,900 X NONE 7,900
RCM TECHNOLOGIES INC COMMON 749360400 202,725 15,300 X NONE 15,300
REPSOL SA -ADR ADR 76026T205 490,750 24,160 X NONE 24,160
RESOURCE AMERICA INC COMMON 761195205 490,100 33,800 X NONE 33,800
RICHFOOD HOLDINGS INC COMMON 763408101 336,638 19,100 X NONE 19,100
ROGERS COMMUNICATION -CL B COMMON 775109200 352,888 21,800 X NONE 21,800
ROCHESTER GAS & ELECTRIC COMMON 771367109 446,250 16,800 X NONE 16,800
TRANSOCEAN OFFSHORE INC COMMON G90076103 273,000 10,400 X NONE 10,400
ROSLYN BANCORP INC COMMON 778162107 293,477 17,075 X NONE 17,075
RYERSON TULL INC COMMON 78375P107 336,181 14,900 X NONE 14,900
RAYTHEON CO -CL B COMMON 755111408 458,250 6,500 X NONE 6,500
RYAN'S FAMILY STK HOUSES INC COMMON 783519101 445,238 38,300 X NONE 38,300
RYLAND GROUP INC COMMON 783764103 495,781 16,700 X NONE 16,700
SAFECO CORP COMMON 786429100 339,763 7,700 X NONE 7,700
SONIC AUTOMOTIVE INC -CL A COMMON 83545G102 464,750 33,800 X NONE 33,800
SEA CONTAINERS LTD -CL A COMMON 811371707 459,806 13,700 X NONE 13,700
SANTA FE INTERNATIONAL CORP COMMON G7805C108 317,400 13,800 X NONE 13,800
SECURITY DYNAMICS TECH INC COMMON 814208104 520,625 24,500 X NONE 24,500
SMITHFIELD FOODS INC COMMON 832248108 578,469 17,300 X NONE 17,300
SAFEGUARD SCIENTIFICS INC COMMON 786449108 327,600 5,200 X NONE 5,200
SALTON INC COMMON 795757103 600,000 12,000 X NONE 12,000
SPRINGS INDUSTRIES -CL A COMMON 851783100 353,363 8,100 X NONE 8,100
STANDARD PACIFIC CP COMMON 85375C101 442,000 34,000 X NONE 34,000
SPIEGEL INC -CL A COMMON 848457107 546,700 61,600 X NONE 61,600
SENSORMATIC ELECTRONICS COMMON 817265101 529,625 38,000 X NONE 38,000
LONE STAR STEAKHOUSE SALOON COMMON 542307103 42,653 43,900 X NONE 43,900
STEWART INFO SVCS COMMON 860372101 531,928 25,180 X NONE 25,180
MENS WEARHOUSE INC COMMON 587118100 244,800 9,600 X NONE 9,600
SOVEREIGN BANCORP INC COMMON 845905108 318,888 26,300 X NONE 26,300
SWIFT TRANSPORTATION CO INC COMMON 870756103 580,800 26,400 X NONE 26,400
SOUTHWEST SECURITIES GROUP COMMON 845224104 407,906 5,700 X NONE 5,700
SOUTHWEST GAS CORP COMMON 844895102 306,288 10,700 X NONE 10,700
SUIZA FOODS CORP COMMON 865077101 205,188 4,900 X NONE 4,900
TRANSAMERICA CORP COMMON 893485102 480,000 6,400 X NONE 6,400
TUBOS DE ACERO DE MEX -ADR ADR 898592506 473,063 43,500 X NONE 43,500
TELEFONICA DE ARGENT -S ADR ADR 879378206 420,425 13,400 X NONE 13,400
TAVA TECHNOLOGIES INC COMMON 872169107 479,700 62,400 X NONE 62,400
TECO ENERGY INC COMMON 872375100 350,350 15,400 X NONE 15,400
TECUMSEH PRODUCTS CO -CL A COMMON 878895200 314,925 5,200 X NONE 5,200
TRIGON HEALTHCARE INC COMMON 89618L100 469,238 12,900 X NONE 12,900
TALBOTS INC COMMON 874161102 491,813 12,900 X NONE 12,900
TOMMY HILFIGER CORP COMMON G8915Z102 388,225 5,300 X NONE 5,300
TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 528,356 9,300 X NONE 9,300
TRIBUNE CO COMMON 896047107 374,638 4,300 X NONE 4,300
TRANSATLANTIC HOLDINGS INC COMMON 893521104 430,891 5,750 X NONE 5,750
TRUSTMARK CORP COMMON 898402102 443,775 19,400 X NONE 19,400
TRINITY INDUSTRIES COMMON 896522109 456,940 13,640 X NONE 13,640
TRANSPORTATION TECHNOLOGIES COMMON 89388T101 247,775 18,700 X NONE 18,700
TAKE-TWO INTERACTIVE SFTWR COMMON 874054109 207,400 27,200 X NONE 27,200
TRANS WORLD ENTMT CORP COMMON 89336Q100 280,125 24,900 X NONE 24,900
TOWER AUTOMOTIVE INC COMMON 891707101 519,943 20,440 X NONE 20,440
TEXAS UTILITIES CO COMMON 882848104 443,381 10,700 X NONE 10,700
TRIZEC HAHN CORP COMMON 896938107 299,513 14,700 X NONE 14,700
UAL CORP COMMON 902549500 400,675 6,200 X NONE 6,200
UNIONBANCAL CORP COMMON 908906100 437,113 12,100 X NONE 12,100
UNICOM CORP COMMON 904911104 439,613 11,400 X NONE 11,400
UTILICORP UNITED INC COMMON 918005109 461,938 19,000 X NONE 19,000
UNITED DOMINION INDUSTRIES COMMON 909914103 453,475 18,700 X NONE 18,700
U S HOME CORP COMMON 911920106 376,300 10,600 X NONE 10,600
UNITRIN INC COMMON 913275103 537,100 13,100 X NONE 13,100
UNITED RETAIL GROUP INC COMMON 911380103 282,838 18,700 X NONE 18,700
USFREIGHTWAYS CORP COMMON 916906100 611,325 13,200 X NONE 13,200
US ONCOLOGY INC COMMON 90338W103 332,520 27,710 X NONE 27,710
VALUE CITY DEPT STORES INC COMMON 920387107 617,400 50,400 X NONE 50,400
VORNADO REALTY TRUST COMMON 929042109 254,250 7,200 X NONE 7,200
VOLVO AB SWE -ADR ADR 928856400 373,063 12,700 X NONE 12,700
VARLEN CORP COMMON 922248109 637,835 15,749 X NONE 15,749
WALBRO CORP COMMON 931154108 254,000 12,700 X NONE 12,700
WEBB (DEL E) CORP COMMON 947423109 460,788 19,300 X NONE 19,300
WEBSTER FINL CORP WATERBURY COMMON 947890109 406,224 14,976 X NONE 14,976
WISCONSIN ENERGY CORP COMMON 976657106 393,481 15,700 X NONE 15,700
WINDMERE-DURABLE HOLDINGS COMMON 973411101 698,625 41,400 X NONE 41,400
WORTHINGTON INDUSTRIES COMMON 981811102 565,450 34,400 X NONE 34,400
WET SEAL INC -CL A COMMON 961840105 357,813 12,500 X NONE 12,500
XL CAPITAL LTD COMMON G98255105 422,394 7,476 X NONE 7,476
YELLOW CORP COMMON 985509108 466,825 26,300 X NONE 26,300
YORK INTL COMMON 986670107 488,063 11,400 X NONE 11,400
ZAPATA CORP COMMON 989070503 429,250 50,500 X NONE 50,500
ZALE CORP COMMON 988858106 478,400 11,960 X NONE 11,960
QUIKSILVER INC COMMON 74838C106 432,638 16,600 X NONE 16,600
120,502,568 5,079,330
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