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Previous: GMO TRUST, N-30D, 1998-11-06 |
Next: GMO TRUST, 13F-E, 1998-11-06 |
<TABLE>
<C> <C>
<PAGE> PAGE 1
SECURITIES AND EXCHANGE COMMISSION
FORM 13F-E
Report for the Calendar Year or Quarter Ended: 09/30/98
Institutional Investment Manager:
GRANTHAM, MAYO, VAN OTTERLOO & CO.
40 ROWES WHARF
BOSTON MA 02110
I REPRESENT THAT I AM AUTHORIZED TO SUBMIT THIS FORM AND THAT ALL INFORMATION IN
THIS FORM AND THE ATTACHMENTS TO IT IS TRUE, CORRECT AND COMPLETE AND I
UNDERSTAND THAT ALL REQUIRED ITEMS, STATEMENTS AND SCHEDULES ARE INTEGRAL PARTS
OF THIS FORM AND THAT THE SUBMISSION OF ANY AMENDMENT REPRESENTS THAT ALL
UNAMENDED ITEMS, STATEMENTS AND SCHEDULES REMAIN TRUE, CORRECT AND COMPLETE AS
PREVIOUSLY SUBMITTED.
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES AND EXCHANGE ACT OF 1934.
Name, Title and Telephone Number of Person Submitting Report:
FORREST BERKLEY PARTNER (617) 346-7578
Signature, Place and Date of Signing:
/s/ FORREST BERKLEY BOSTON MA 11/28/95
Other Managers on Whose Behalf this Report is Filed:
01 STRATEGIC INVESTMENT MANAGEMENT INTERNATIONAL 028-02495
<PAGE> PAGE 2
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
99 CENTS ONLY STORES COM 65440K106 400 10100 SH SOLE 10100 0 0
AAR CORP COM 000361105 296 15100 SH SOLE 15100 0 0
ABACUS DIRECT CORP COM 002553105 1423 27900 SH SOLE 27900 0 0
ABBOTT LABS COM 002824100 116837 2689808 SH SOLE 2689808 0 0
ABERCROMBIE & FITCH CO CL A 002896207 1138 25868 SH SOLE 25868 0 0
ABITIBI-CONSOLIDATED INC COM 003924107 6781 1147773 SH SOLE 1147773 0 0
ACCLAIM ENTMT INC COM PAR $0.02 004325205 716 112300 SH SOLE 112300 0 0
ACCUSTAFF CORP COM 004401105 453 30700 SH SOLE 30700 0 0
ACNIELSEN CORP COM 004833109 843 37901 SH SOLE 37901 0 0
ACX TECHNOLOGIES INC COM 005123104 666 51700 SH SOLE 51700 0 0
ADAPTEC INC COM 00651F108 481 50600 SH SOLE 50600 0 0
ADELPHIA COMMUNICATIONS CORP CL A 006848105 1006 25700 SH SOLE 25700 0 0
ADOBE SYS INC COM 00724F101 732 21100 SH SOLE 21100 0 0
ADTRAN INC COM 00738A106 1130 53200 SH SOLE 53200 0 0
ADVANCED MICRO DEVICES INC COM 007903107 997 53700 SH SOLE 53700 0 0
ADVANTA CORP CL A 007942105 559 43400 SH SOLE 43400 0 0
ADVO INC COM 007585102 689 28200 SH SOLE 28200 0 0
AEGON N V SPONSORED ADR 007924103 2026 25978 SH SOLE 25978 0 0
AEROQUIP-VICKERS INC COM 007869100 877 30500 SH SOLE 30500 0 0
AES CORP COM 00130H105 15533 419100 SH SOLE 419100 0 0
AETNA INC COM 008117103 12475 179500 SH SOLE 179500 0 0
AFFILIATED COMPUTER SERVICES CL A 008190100 1141 37400 SH SOLE 37400 0 0
AFLAC INC COM 001055102 783 27400 SH SOLE 27400 0 0
AGCO CORP COM 001084102 445 68500 SH SOLE 68500 0 0
AGRIBRANDS INTL INC COM 00849R105 220 9300 SH SOLE 9300 0 0
AGRIUM INC COM 008916108 1508 270861 SH SOLE 270861 0 0
AHMANSON H F & CO COM 008677106 13630 245588 SH SOLE 245588 0 0
AIR EXPRESS INTL CORP COM 009104100 684 42750 SH SOLE 42750 0 0
AIRBORNE FGHT CORP COM 009266107 2001 115600 SH SOLE 115600 0 0
AIRTOUCH COMMUNICATIONS INC COM 00949T100 17083 299700 SH SOLE 299700 0 0
AIRTRAN HLDGS INC COM 00949P108 940 235100 SH SOLE 235100 0 0
AJL PEPS TR PEPS EXCH AJL 009710104 606 134600 SH SOLE 134600 0 0
ALASKA AIR GROUP INC COM 011659109 828 24300 SH SOLE 24300 0 0
ALBEMARLE CORP COM 012653101 331 17600 SH SOLE 17600 0 0
ALBERTA ENERGY LTD COM 012873105 196 13500 SH SOLE 13500 0 0
ALBERTO CULVER CO CL B CONV 013068101 533 22800 SH SOLE 22800 0 0
ALBERTSONS INC COM 013104104 29497 544985 SH SOLE 544985 0 0
ALCAN ALUMINIUM LTD NEW COM 013716105 968 41300 SH SOLE 41300 0 0
ALEXANDRIA REAL ESTATE EQ INC COM 015271109 1191 43900 SH SOLE 43900 0 0
ALIANT COMMUNICATIONS INC COM 016090102 299 12100 SH SOLE 12100 0 0
ALLEGHANY CORP DEL COM 017175100 1732 9263 SH SOLE 9263 0 0
ALLEGHENY ENERGY INC COM 017361106 726 23000 SH SOLE 23000 0 0
ALLERGAN INC COM 018490102 1710 29300 SH SOLE 29300 0 0
ALLIANCE FST PRODS INC COM 01859J108 1648 250000 SH SOLE 250000 0 0
ALLIED GROUP INC COM 019220102 1509 31400 SH SOLE 31400 0 0
ALLIEDSIGNAL INC COM 019512102 516 14600 SH SOLE 14600 0 0
ALLSTATE CORP COM 020002101 3435 82766 SH SOLE 82766 0 0
ALLTEL CORP COM 020039103 5683 120602 SH SOLE 120602 0 0
ALPHARMA INC CL A 020813101 785 29900 SH SOLE 29900 0 0
ALTERNATIVE RESOURCES CORP COM 02145R102 328 51400 SH SOLE 51400 0 0
<PAGE> PAGE 3
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
ALTRON INC COM 022092100 355 28100 SH SOLE 28100 0 0
AMBAC FINL GROUP INC COM 023139108 6778 141200 SH SOLE 141200 0 0
AMC ENTMT INC COM 001669100 194 14900 SH SOLE 14900 0 0
AMCAST INDL CORP COM 023395106 1428 97200 SH SOLE 97200 0 0
AMERADA HESS CORP COM 023551104 6357 110200 SH SOLE 110200 0 0
AMERCO COM 023586100 474 18600 SH SOLE 18600 0 0
AMEREN CORP COM 023608102 994 23700 SH SOLE 23700 0 0
AMERICA ONLINE INC DEL COM 02364J104 3416 30600 SH SOLE 30600 0 0
AMERICA WEST HLDG CORP CL B 023657208 1201 96100 SH SOLE 96100 0 0
AMERICAN BANKERS INS GROUP INC COM 024456105 2316 54500 SH SOLE 54500 0 0
AMERICAN BUSINESS PRODS GA COM 024763104 328 15700 SH SOLE 15700 0 0
AMERICAN EAGLE OUTFITTERS INC COM 02553D108 1331 38450 SH SOLE 38450 0 0
AMERICAN ELEC PWR INC COM 025537101 15303 313500 SH SOLE 313500 0 0
AMERICAN EXPRESS CO COM 025816109 1840 23700 SH SOLE 23700 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 589 18200 SH SOLE 18200 0 0
AMERICAN GENERAL CORP COM 026351106 1175 18391 SH SOLE 18391 0 0
AMERICAN GREETINGS CORP CL A 026375105 6097 154100 SH SOLE 154100 0 0
AMERICAN HERITAGE LIFE INVT COM 026522102 999 43798 SH SOLE 43798 0 0
AMERICAN HOME PRODS CORP COM 026609107 12630 240000 SH SOLE 240000 0 0
AMERICAN NATL INS CO COM 028591105 1545 18500 SH SOLE 18500 0 0
AMERICAN PWR CONVERSION CORP COM 029066107 2231 59200 SH SOLE 59200 0 0
AMERICAN STD COS INC DEL COM 029712106 1622 61500 SH SOLE 61500 0 0
AMERICAN STORES CO NEW COM 030096101 5608 174228 SH SOLE 174228 0 0
AMERICAN WTR WKS INC COM 030411102 982 31300 SH SOLE 31300 0 0
AMERICREDIT CORP COM 03060R101 780 32000 SH SOLE 32000 0 0
AMERISOURCE HEALTH CORP CL A 03071P102 991 18200 SH SOLE 18200 0 0
AMERITECH CORP NEW COM 030954101 27108 570700 SH SOLE 570700 0 0
AMERON INTL INC COM 030710107 599 17000 SH SOLE 17000 0 0
AMES DEPT STORES INC COM NEW 030789507 240 18900 SH SOLE 18900 0 0
AMGEN INC COM 031162100 44007 582400 SH SOLE 582400 0 0
AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 213 10000 SH SOLE 10000 0 0
AMOCO CORP COM 031905102 18797 348900 SH SOLE 348900 0 0
AMP INC COM 031897101 1648 46100 SH SOLE 46100 0 0
AMPHENOL CORP NEW CL A 032095101 610 17500 SH SOLE 17500 0 0
AMR CORP COM 001765106 14380 259400 SH SOLE 259400 0 0
AMRESCO INC COM 031909104 239 31900 SH SOLE 31900 0 0
AMSOUTH BANCORPORATION COM 032165102 11466 336000 SH SOLE 336000 0 0
ANCHOR GAMING COM 033037102 1551 27100 SH SOLE 27100 0 0
ANDREW CORP COM 034425108 624 47100 SH SOLE 47100 0 0
ANHEUSER BUSCH COS INC COM 035229103 43641 808166 SH SOLE 808166 0 0
ANNTAYLOR STORES CORP COM 036115103 644 31700 SH SOLE 31700 0 0
ANTEC CORP COM 03664P105 549 35700 SH SOLE 35700 0 0
AO TATNEFT SPONS ADR RG S 03737P306 87 55390 SH SOLE 55390 0 0
AON CORP COM 037389103 426 6600 SH SOLE 6600 0 0
APACHE CORP COM 037411105 9757 363900 SH SOLE 363900 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 5511 146000 SH SOLE 146000 0 0
APOLLO GROUP INC CL A 037604105 806 28900 SH SOLE 28900 0 0
APPLE COMPUTER INC COM 037833100 3439 90200 SH SOLE 90200 0 0
APPLE SOUTH INC COM 037857109 646 58100 SH SOLE 58100 0 0
APPLIED MATLS INC COM 038222105 4809 190469 SH SOLE 190469 0 0
<PAGE> PAGE 4
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
APPLIED PWR INC CL A 038225108 1868 68400 SH SOLE 68400 0 0
APRIA HEALTHCARE GROUP INC COM 037933108 356 81300 SH SOLE 81300 0 0
ARCH COAL INC COM 039380100 901 60600 SH SOLE 60600 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 7170 428037 SH SOLE 428037 0 0
ARCTIC CAT INC COM 039670104 654 73225 SH SOLE 73225 0 0
ARDEN RLTY GROUP INC COM 039793104 1604 71900 SH SOLE 71900 0 0
ARGONAUT GROUP INC COM 040157109 556 21800 SH SOLE 21800 0 0
ARMCO INC COM 042170100 693 138700 SH SOLE 138700 0 0
ARROW ELECTRS INC COM 042735100 500 38100 SH SOLE 38100 0 0
ARROW INTL INC COM 042764100 636 22800 SH SOLE 22800 0 0
ARTERIAL VASCULAR ENGR INC COM 043013101 1106 29900 SH SOLE 29900 0 0
ARVIN INDS INC COM 043339100 678 18200 SH SOLE 18200 0 0
ASA HLDGS INC COM 04338Q107 1693 47700 SH SOLE 47700 0 0
ASARCO INC COM 043413103 1105 57800 SH SOLE 57800 0 0
ASCEND COMMUNICATIONS INC COM 043491109 432 9500 SH SOLE 9500 0 0
ASM INTL N V COM N07045102 11738 2608511 SH SOLE 2608511 0 0
ASPECT DEV INC COM 045234101 480 12200 SH SOLE 12200 0 0
ASPEN TECHNOLOGY INC COM 045327103 313 11700 SH SOLE 11700 0 0
ASSOCIATES FIRST CAP CORP CL A 046008108 459 7034 SH SOLE 7034 0 0
ASTEC INDS INC COM 046224101 801 18800 SH SOLE 18800 0 0
AT&T CORP COM 001957109 74770 1279490 SH SOLE 1279490 0 0
ATLANTIC RICHFIELD CO COM 048825103 44441 626485 SH SOLE 626485 0 0
ATLAS AIR INC COM 049164106 304 10600 SH SOLE 10600 0 0
ATMEL CORP COM 049513104 662 73000 SH SOLE 73000 0 0
AURA SYS INC COM 051526101 409 312100 SH SOLE 312100 0 0
AUTODESK INC COM 052769106 446 17000 SH SOLE 17000 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 1061 14200 SH SOLE 14200 0 0
AUTOZONE INC COM 053332102 9130 370743 SH SOLE 370743 0 0
AVANT CORP COM 053487104 223 17500 SH SOLE 17500 0 0
AVNET INC COM 053807103 990 26900 SH SOLE 26900 0 0
AVX CORP NEW COM 002444107 295 19800 SH SOLE 19800 0 0
AZTAR CORP COM 054802103 530 136700 SH SOLE 136700 0 0
BAKER HUGHES INC COM 057224107 315 15000 SH SOLE 15000 0 0
BALDWIN & LYONS INC CL B 057755209 713 32400 SH SOLE 32400 0 0
BALL CORP COM 058498106 1657 47000 SH SOLE 47000 0 0
BALLARD MED PRODS COM 058566100 740 37000 SH SOLE 37000 0 0
BALTIMORE GAS & ELEC CO COM 059165100 11373 340759 SH SOLE 340759 0 0
BANC ONE CORP COM 059438101 30587 720754 SH SOLE 720754 0 0
BANCO GANADERO S A SPONSRD ADR B 059594408 582 32800 SH SOLE 32800 0 0
BANCO SANTIAGO SP ADR REP COM 05965L105 2322 186700 SH SOLE 186700 0 0
BANCOLOMBIA S A SPNS ADR 4PREF 05968L102 81 16300 SH SOLE 16300 0 0
BANCTEC INC COM 059784108 329 23100 SH SOLE 23100 0 0
BANDAG INC COM 059815100 1095 34500 SH SOLE 34500 0 0
BANK MONTREAL QUE COM 063671101 283 12000 SH SOLE 12000 0 0
BANK NEW YORK INC COM 064057102 383 14000 SH SOLE 14000 0 0
BANKAMERICA CORP COM 066050105 30141 501300 SH SOLE 501300 0 0
BANKBOSTON CORP COM 06605R106 221 6700 SH SOLE 6700 0 0
BANKERS TR CORP COM 066365107 206 3500 SH SOLE 3500 0 0
BANTA CORP COM 066821109 887 32550 SH SOLE 32550 0 0
BARD C R INC COM 067383109 1475 40000 SH SOLE 40000 0 0
<PAGE> PAGE 5
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
BARNES & NOBLE INC COM 067774109 1674 62000 SH SOLE 62000 0 0
BARNES GROUP INC COM 067806109 998 34700 SH SOLE 34700 0 0
BASSETT FURNITURE INDS INC COM 070203104 529 18100 SH SOLE 18100 0 0
BAUSCH & LOMB INC COM 071707103 894 22700 SH SOLE 22700 0 0
BCE INC COM 05534B109 8385 458110 SH SOLE 458110 0 0
BCE MOBILE COMMUNICATION INC COM 05534G108 348 23200 SH SOLE 23200 0 0
BEA SYS INC COM 073325102 1239 57300 SH SOLE 57300 0 0
BEAR STEARNS COS INC COM 073902108 8678 279947 SH SOLE 279947 0 0
BEC ENERGY COM 05538M101 2714 62300 SH SOLE 62300 0 0
BECKMAN COULTER INC COM 075811109 2003 38800 SH SOLE 38800 0 0
BECTON DICKINSON & CO COM 075887109 2788 67800 SH SOLE 67800 0 0
BED BATH & BEYOND INC COM 075896100 2349 100500 SH SOLE 100500 0 0
BEDFORD PPTY INVS INC COM PAR $0.02 076446301 2048 113800 SH SOLE 113800 0 0
BELL ATLANTIC CORP COM 077853109 34139 704820 SH SOLE 704820 0 0
BELLSOUTH CORP COM 079860102 25073 333200 SH SOLE 333200 0 0
BELO A H CORP DEL COM SER A 080555105 526 26300 SH SOLE 26300 0 0
BERGEN BRUNSWIG CORP CL A 083739102 3008 59500 SH SOLE 59500 0 0
BERKLEY W R CORP COM 084423102 1114 37300 SH SOLE 37300 0 0
BERLITZ INTL INC NEW COM 08520F100 665 25200 SH SOLE 25200 0 0
BEST BUY INC COM 086516101 17512 420700 SH SOLE 420700 0 0
BESTFOODS COM 08658U101 8559 176700 SH SOLE 176700 0 0
BETHLEHEM STL CORP COM 087509105 2244 272000 SH SOLE 272000 0 0
BEVERLY ENTERPRISES INC COM NEW 087851309 400 50000 SH SOLE 50000 0 0
BHC COMMUNICATIONS INC CL A 055448104 3826 32700 SH SOLE 32700 0 0
BINDLEY WESTN INDS INC COM 090324104 403 12199 SH SOLE 12199 0 0
BIOCHEM PHARMA INC COM 09058T108 1346 111800 SH SOLE 111800 0 0
BIOMATRIX INC COM 09060P102 796 20400 SH SOLE 20400 0 0
BIOMET INC COM 090613100 3965 114300 SH SOLE 114300 0 0
BIRMINGHAM STL CORP COM 091250100 232 29200 SH SOLE 29200 0 0
BJ SVCS CO COM 055482103 991 61000 SH SOLE 61000 0 0
BJS WHOLESALE CLUB INC COM 05548J106 408 11100 SH SOLE 11100 0 0
BLACK & DECKER CORP COM 091797100 5582 134110 SH SOLE 134110 0 0
BLOCK DRUG INC CL A 093644102 479 13319 SH SOLE 13319 0 0
BLOCK H & R INC COM 093671105 3103 75000 SH SOLE 75000 0 0
BLUE SQUARE - ISRAEL LTD SPONSORED ADR 096055108 611 47200 SH SOLE 47200 0 0
BLYTH INDS INC COM 09643P108 1284 46800 SH SOLE 46800 0 0
BMC SOFTWARE INC COM 055921100 38278 637300 SH SOLE 637300 0 0
BOB EVANS FARMS INC COM 096761101 674 33800 SH SOLE 33800 0 0
BOEING CO COM 097023105 2713 79056 SH SOLE 79056 0 0
BOISE CASCADE CORP COM 097383103 1000 39500 SH SOLE 39500 0 0
BOK FINL CORP COM NEW 05561Q201 670 15452 SH SOLE 15452 0 0
BORDERS GROUP INC COM 099709107 1404 63100 SH SOLE 63100 0 0
BORG-WARNER AUTOMOTIVE INC COM 099724106 1282 34600 SH SOLE 34600 0 0
BORON LEPORE & ASSOCS INC COM 10001P102 511 13500 SH SOLE 13500 0 0
BOSTON PROPERTIES INC COM 101121101 1539 54000 SH SOLE 54000 0 0
BOSTON SCIENTIFIC CORP COM 101137107 534 10400 SH SOLE 10400 0 0
BOWATER INC COM 102183100 734 20600 SH SOLE 20600 0 0
BOWNE & CO INC COM 103043105 829 47700 SH SOLE 47700 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 4525 236600 SH SOLE 236600 0 0
BRE PROPERTIES INC CL A 05564E106 1038 41300 SH SOLE 41300 0 0
<PAGE> PAGE 6
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
BREED TECHNOLOGIES INC COM 106702103 198 32300 SH SOLE 32300 0 0
BRIGHTPOINT INC COM 109473108 488 63500 SH SOLE 63500 0 0
BRINKER INTL INC COM 109641100 1969 104000 SH SOLE 104000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 23597 227170 SH SOLE 227170 0 0
BROWN GROUP INC COM 115657108 263 17100 SH SOLE 17100 0 0
BROWNING FERRIS INDS COM 115885105 2269 75000 SH SOLE 75000 0 0
BRUNSWICK CORP COM 117043109 139 10700 SH SOLE 10700 0 0
BUCKLE INC COM 118440106 1068 59350 SH SOLE 59350 0 0
BURLINGTON COAT FACTORY COM 121579106 1462 99120 SH SOLE 99120 0 0
BURLINGTON INDS INC COM 121693105 1237 128500 SH SOLE 128500 0 0
BURLINGTON NORTHN SANTA FE CP COM 12189T104 46042 1427673 SH SOLE 1427673 0 0
BURLINGTON RES INC COM 122014103 4948 132400 SH SOLE 132400 0 0
C-CUBE MICROSYSTEMS INC COM 125015107 703 40200 SH SOLE 40200 0 0
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 223 17500 SH SOLE 17500 0 0
CABLETRON SYS INC COM 126920107 738 65600 SH SOLE 65600 0 0
CABLEVISION SYS CORP CL A 12686C109 3438 79600 SH SOLE 79600 0 0
CABOT CORP COM 127055101 561 22500 SH SOLE 22500 0 0
CABOT OIL & GAS CORP CL A 127097103 267 17500 SH SOLE 17500 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 4006 156700 SH SOLE 156700 0 0
CAL DIVE INTL INC COM 127914109 526 29200 SH SOLE 29200 0 0
CALENERGY INC COM 129466108 1513 57100 SH SOLE 57100 0 0
CALIFORNIA MICROWAVE INC COM 130442106 158 19100 SH SOLE 19100 0 0
CALLAWAY GOLF CO COM 131193104 491 46500 SH SOLE 46500 0 0
CALPINE CORP COM 131347106 506 25000 SH SOLE 25000 0 0
CAMBRIDGE TECH PARTNERS MASS COM 132524109 350 15700 SH SOLE 15700 0 0
CAMECO CORP COM 13321L108 188 15900 SH SOLE 15900 0 0
CANADIAN MARCONI CO COM 136357100 191 25100 SH SOLE 25100 0 0
CANADIAN NATL RY CO COM 136375102 2553 87300 SH SOLE 87300 0 0
CANADIAN PAC LTD NEW COM 135923100 1683 84700 SH SOLE 84700 0 0
CANANDAIGUA BRANDS INC CL B 137219101 1217 29600 SH SOLE 29600 0 0
CAPITAL RE CORP COM 140432105 939 34300 SH SOLE 34300 0 0
CARAUSTAR INDS INC COM 140909102 239 10500 SH SOLE 10500 0 0
CARDINAL HEALTH INC COM 14149Y108 296 2870 SH SOLE 2870 0 0
CAROLINA FIRST CORP COM 143877108 465 21000 SH SOLE 21000 0 0
CAROLINA PWR & LT CO COM 144141108 13662 295800 SH SOLE 295800 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 815 22300 SH SOLE 22300 0 0
CARRAMERICA RLTY CORP COM 144418100 1841 80500 SH SOLE 80500 0 0
CASE CORP COM 14743R103 1938 89100 SH SOLE 89100 0 0
CASEYS GEN STORES INC COM 147528103 354 23600 SH SOLE 23600 0 0
CASH AMER INTL INC COM 14754D100 483 43400 SH SOLE 43400 0 0
CATALINA MARKETING CORP COM 148867104 1579 33600 SH SOLE 33600 0 0
CATELLUS DEV CORP COM 149111106 2131 163900 SH SOLE 163900 0 0
CATO CORP NEW CL A 149205106 936 80500 SH SOLE 80500 0 0
CBL & ASSOC PPTYS INC COM 124830100 1125 43700 SH SOLE 43700 0 0
CBS CORP COM 12490K107 8752 360900 SH SOLE 360900 0 0
CCB FINL CORP COM 124875105 927 9200 SH SOLE 9200 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 241 20000 SH SOLE 20000 0 0
CDW COMPUTER CTRS INC COM 125129106 873 16400 SH SOLE 16400 0 0
CEC ENTMT INC COM 125137109 281 13900 SH SOLE 13900 0 0
CELLULAR COMMUNICATIONS INTL COM 150918100 1937 35700 SH SOLE 35700 0 0
<PAGE> PAGE 7
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
CENDANT CORP COM 151313103 839 72198 SH SOLE 72198 0 0
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 874 25600 SH SOLE 25600 0 0
CENTEX CORP COM 152312104 2905 84200 SH SOLE 84200 0 0
CENTRAL & SOUTH WEST CORP COM 152357109 1703 59500 SH SOLE 59500 0 0
CENTRAL HUDSON GAS & ELEC CORP COM 153609102 762 18200 SH SOLE 18200 0 0
CENTRAL NEWSPAPERS INC CL A 154647101 211 3700 SH SOLE 3700 0 0
CENTRAL PKG CORP COM 154785109 1524 30250 SH SOLE 30250 0 0
CENTURY COMMUNICATIONS CORP CL A 156503104 1893 79300 SH SOLE 79300 0 0
CENTURY TEL ENTERPRISES INC COM 156686107 15210 321900 SH SOLE 321900 0 0
CERIDIAN CORP COM 15677T106 4997 87100 SH SOLE 87100 0 0
CERNER CORP COM 156782104 668 24900 SH SOLE 24900 0 0
CHAMPION ENTERPRISES INC COM 158496109 1955 84100 SH SOLE 84100 0 0
CHAMPION INTL CORP COM 158525105 426 13600 SH SOLE 13600 0 0
CHASE MANHATTAN CORP NEW COM 16161A108 11450 265500 SH SOLE 265500 0 0
CHATEAU CMNTYS INC COM 161726104 1243 44500 SH SOLE 44500 0 0
CHECKFREE HLDGS CORP COM 162816102 1012 102500 SH SOLE 102500 0 0
CHELSEA GCA RLTY INC COM 163262108 1137 33200 SH SOLE 33200 0 0
CHESAPEAKE CORP COM 165159104 760 21900 SH SOLE 21900 0 0
CHEVRON CORPORATION COM 166751107 8793 104600 SH SOLE 104600 0 0
CHILE FD INC COM 168834109 186 22000 SH SOLE 22000 0 0
CHIQUITA BRANDS INTL INC COM 170032106 359 34000 SH SOLE 34000 0 0
CHRIS CRAFT INDS INC COM 170520100 1255 28396 SH SOLE 28396 0 0
CHRYSLER CORP COM 171196108 22219 464100 SH SOLE 464100 0 0
CIBER INC COM 17163B102 252 12500 SH SOLE 12500 0 0
CIGNA CORP COM 125509109 238 3600 SH SOLE 3600 0 0
CILCORP INC COM 171794100 320 6100 SH SOLE 6100 0 0
CINCINNATI BELL INC COM 171870108 263 10100 SH SOLE 10100 0 0
CINCINNATI FINL CORP COM 172062101 4044 131500 SH SOLE 131500 0 0
CINCINNATI MILACRON INC COM 172172108 1527 98900 SH SOLE 98900 0 0
CINERGY CORP COM 172474108 16945 443000 SH SOLE 443000 0 0
CIRCUS CIRCUS ENTERPRISES INC COM 172909103 638 67200 SH SOLE 67200 0 0
CIRRUS LOGIC CORP COM 172755100 415 69200 SH SOLE 69200 0 0
CISCO SYS INC COM 17275R102 95347 1542525 SH SOLE 1542525 0 0
CITATION CORP ALA COM 172895104 225 23700 SH SOLE 23700 0 0
CITICORP COM 173034109 7886 84799 SH SOLE 84799 0 0
CITIZENS BKG CORP MICH COM 174420109 911 27700 SH SOLE 27700 0 0
CITIZENS CORP COM 174533109 1174 43600 SH SOLE 43600 0 0
CITIZENS UTILS CO DEL CL B 177342201 1405 172886 SH SOLE 172886 0 0
CITRIX SYS INC COM 177376100 2840 40000 SH SOLE 40000 0 0
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CLAIRE'S STORES INC COM 179584107 938 52100 SH SOLE 52100 0 0
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CNA FINL CORP COM 126117100 5634 150252 SH SOLE 150252 0 0
<PAGE> PAGE 8
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
CNF TRANSN INC COM 12612W104 1896 65100 SH SOLE 65100 0 0
COASTAL CORP COM 190441105 21941 650100 SH SOLE 650100 0 0
COCA COLA CO COM 191216100 3803 66000 SH SOLE 66000 0 0
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COHU INC COM 192576106 488 29600 SH SOLE 29600 0 0
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COLONIAL PPTYS TR COM SH BEN INT 195872106 3703 130800 SH SOLE 130800 0 0
COLUMBIA ENERGY GROUP COM 197648108 10710 182684 SH SOLE 182684 0 0
COLUMBIA/HCA HEALTHCARE CORP COM 197677107 8577 427500 SH SOLE 427500 0 0
COMAIR HOLDINGS INC COM 199789108 4289 149200 SH SOLE 149200 0 0
COMCAST CORP CL A SPL 200300200 5281 112516 SH SOLE 112516 0 0
COMDISCO INC COM 200336105 1927 141400 SH SOLE 141400 0 0
COMERICA INC COM 200340107 4295 78350 SH SOLE 78350 0 0
COMINCO LTD COM 200435105 1668 230200 SH SOLE 230200 0 0
COMMERCE BANCORP INC NJ COM 200519106 305 7700 SH SOLE 7700 0 0
COMMERCE BANCSHARES INC COM 200525103 758 19252 SH SOLE 19252 0 0
COMMERCE GROUP INC MASS COM 200641108 1727 62500 SH SOLE 62500 0 0
COMMERCIAL METALS CO COM 201723103 559 24300 SH SOLE 24300 0 0
COMMNET CELLULAR INC COM 202604203 444 40400 SH SOLE 40400 0 0
COMMONWEALTH ENERGY SYS COM SH BEN INT 202800108 1564 43000 SH SOLE 43000 0 0
COMMONWEALTH TEL ENTERPRISES COM 203349105 294 12300 SH SOLE 12300 0 0
COMPANIA ANONIMA NACIONL TEL SPN ADR 7D SHS 204421101 3427 201600 SH SOLE 201600 0 0
COMPANIA DE TELECOMUNICS CHILE SPNSRD ADR NEW 204449300 4794 250675 SH SOLE 250675 0 0
COMPAQ COMPUTER CORP COM 204493100 13486 426424 SH SOLE 426424 0 0
COMPASS BANCSHARES INC COM 20449H109 1221 37000 SH SOLE 37000 0 0
COMPLETE BUSINESS SOLUTIONS COM 20452F107 601 20900 SH SOLE 20900 0 0
COMPUCOM SYS INC COM 204780100 414 103500 SH SOLE 103500 0 0
COMPUSA INC COM 204932107 492 28400 SH SOLE 28400 0 0
COMPUTER HORIZONS CORP COM 205908106 536 21500 SH SOLE 21500 0 0
COMPUTER LEARNING CTRS INC COM 205199102 228 28700 SH SOLE 28700 0 0
COMPUTER SCIENCES CORP COM 205363104 11009 202000 SH SOLE 202000 0 0
COMPUWARE CORP COM 205638109 1389 23600 SH SOLE 23600 0 0
COMSAT CORP COM SER 1 20564D107 1833 52000 SH SOLE 52000 0 0
CONCENTRA MANAGED CARE INC COM 20589T103 123 15400 SH SOLE 15400 0 0
CONCENTRIC NETWORK CORP COM 20589R107 370 17600 SH SOLE 17600 0 0
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COORS ADOLPH CO CL B 217016104 749 16300 SH SOLE 16300 0 0
COR THERAPEUTICS INC COM 217753102 329 42400 SH SOLE 42400 0 0
CORDANT TECHNOLOGIES INC COM 218412104 4544 107400 SH SOLE 107400 0 0
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<PAGE> PAGE 9
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
CORUS BANKSHARES INC COM 220873103 466 13700 SH SOLE 13700 0 0
COSTCO COMPANIES INC COM 22160Q102 1867 39400 SH SOLE 39400 0 0
COTT CORP QUE COM 22163N106 100 28300 SH SOLE 28300 0 0
COUNTRYWIDE CR INDS INC DEL COM 222372104 15905 382100 SH SOLE 382100 0 0
COVENTRY HEALTH CARE INC COM 222862104 339 51100 SH SOLE 51100 0 0
CPI CORP COM 125902106 621 26200 SH SOLE 26200 0 0
CRANE CO COM 224399105 1336 56850 SH SOLE 56850 0 0
CRESCENT REAL ESTATE EQUITIES COM 225756105 18460 731100 SH SOLE 731100 0 0
CRESCENT REAL ESTATE EQUITIES PFD CV A 6.75% 225756204 448 25000 SH SOLE 25000 0 0
CRISTALERIAS DE CHILE S A SPONSORED ADR 226714103 650 58400 SH SOLE 58400 0 0
CROMPTON & KNOWLES CORP COM 227111101 912 62600 SH SOLE 62600 0 0
CROWN CORK & SEAL INC COM 228255105 8022 299900 SH SOLE 299900 0 0
CSG SYS INTL INC COM 126349109 1035 23400 SH SOLE 23400 0 0
CSS INDS INC COM 125906107 257 9100 SH SOLE 9100 0 0
CSX CORP COM 126408103 7092 168600 SH SOLE 168600 0 0
CTS CORP COM 126501105 1982 67200 SH SOLE 67200 0 0
CUMMINS ENGINE INC COM 231021106 1175 39500 SH SOLE 39500 0 0
CURTISS WRIGHT CORP COM 231561101 623 15700 SH SOLE 15700 0 0
CVS CORP COM 126650100 1336 30500 SH SOLE 30500 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 405 46300 SH SOLE 46300 0 0
CYPRUS AMAX MINERALS CO COM 232809103 1186 89500 SH SOLE 89500 0 0
CYTEC INDS INC COM 232820100 186 10400 SH SOLE 10400 0 0
D R HORTON INC COM 23331A109 1982 123900 SH SOLE 123900 0 0
DAIN RAUSCHER CORP COM 233856103 523 16600 SH SOLE 16600 0 0
DALLAS SEMICONDUCTOR CORP COM 235204104 1585 58700 SH SOLE 58700 0 0
DAMES & MOORE GROUP INC COM 235713104 1392 132600 SH SOLE 132600 0 0
DANA CORP COM 235811106 1631 43701 SH SOLE 43701 0 0
DARDEN RESTAURANTS INC COM 237194105 4115 257200 SH SOLE 257200 0 0
DATA GEN CORP COM 237688106 517 47800 SH SOLE 47800 0 0
DATASTREAM SYS INC COM 238124101 1121 64300 SH SOLE 64300 0 0
DAYTON HUDSON CORP COM 239753106 8429 235780 SH SOLE 235780 0 0
DE BEERS CONS MINES LTD ADR DEFD 240253302 7447 592800 SH SOLE 592800 0 0
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DELL COMPUTER CORP COM 247025109 22565 343200 SH SOLE 343200 0 0
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DENDRITE INTL INC COM 248239105 793 33200 SH SOLE 33200 0 0
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DETROIT DIESEL CORP COM 250837101 883 52300 SH SOLE 52300 0 0
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DISNEY WALT CO COM 254687106 1588 62600 SH SOLE 62600 0 0
DOCUMENTUM INC COM 256159104 531 13400 SH SOLE 13400 0 0
DOLE FOOD INC COM 256605106 2413 66800 SH SOLE 66800 0 0
DOLLAR TREE STORES INC COM 256747106 1707 54525 SH SOLE 54525 0 0
DOMINION RES INC VA COM 257470104 13739 307884 SH SOLE 307884 0 0
DOMTAR INC COM 257561100 1475 450318 SH SOLE 450318 0 0
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<PAGE> PAGE 10
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
DONALDSON LUFKIN & JENRETTE NW COM 257661108 3622 141700 SH SOLE 141700 0 0
DORAL FINL CORP COM 25811P100 461 28800 SH SOLE 28800 0 0
DOW CHEM CO COM 260543103 6562 76800 SH SOLE 76800 0 0
DOW JONES & CO INC COM 260561105 8314 178800 SH SOLE 178800 0 0
DOWNEY FINL CORP COM 261018105 1358 57016 SH SOLE 57016 0 0
DPL INC COM 233293109 7000 356700 SH SOLE 356700 0 0
DQE INC COM 23329J104 7430 192350 SH SOLE 192350 0 0
DRESS BARN INC COM 261570105 845 69700 SH SOLE 69700 0 0
DRIEFONTEIN CONSOLIDATED SPONSORED ADR 262026503 186 35000 SH SOLE 35000 0 0
DSP COMMUNICATIONS INC COM 23332K106 598 72500 SH SOLE 72500 0 0
DTE ENERGY CO COM 233331107 4808 106400 SH SOLE 106400 0 0
DUKE ENERGY CORP COM 264399106 28708 433747 SH SOLE 433747 0 0
DUN & BRADSTREET CORP DEL COM 26483B106 310 11500 SH SOLE 11500 0 0
DYCOM INDS INC COM 267475101 881 28300 SH SOLE 28300 0 0
DYNEGY INC COM 26816L102 421 31300 SH SOLE 31300 0 0
E M C CORP MASS COM 268648102 30579 532976 SH SOLE 532976 0 0
EAGLE HARDWARE & GARDEN INC COM 26959B101 759 35000 SH SOLE 35000 0 0
EARTHGRAINS CO COM 270319106 682 22036 SH SOLE 22036 0 0
EASTERN ENTERPRISES COM 27637F100 977 23200 SH SOLE 23200 0 0
EASTERN UTILS ASSOC COM 277173100 1701 65100 SH SOLE 65100 0 0
EASTGROUP PPTY INC COM 277276101 1807 95750 SH SOLE 95750 0 0
EASTMAN CHEM CO COM 277432100 7909 156800 SH SOLE 156800 0 0
EASTMAN KODAK CO COM 277461109 19103 248500 SH SOLE 248500 0 0
EATON CORP COM 278058102 244 3900 SH SOLE 3900 0 0
EATON VANCE CORP COM NON VTG 278265103 1859 80600 SH SOLE 80600 0 0
ECHO BAY MINES LTD COM 278751102 125 80400 SH SOLE 80400 0 0
ECI TELECOM LTD ORD 268258100 1590 64900 SH SOLE 64900 0 0
EDISON INTL COM 281020107 20442 795800 SH SOLE 795800 0 0
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EG & G INC COM 268457108 1321 58400 SH SOLE 58400 0 0
EGGHEAD.COM INC COM 282330109 278 38400 SH SOLE 38400 0 0
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ELBIT MEDICAL IMAGING LTD ORD M37605108 965 97700 SH SOLE 97700 0 0
ELCOR CORP COM 284443108 284 13450 SH SOLE 13450 0 0
ELECTRO RENT CORP COM 285218103 1327 95200 SH SOLE 95200 0 0
ELECTROGLAS INC COM 285324109 722 83100 SH SOLE 83100 0 0
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ELECTRONIC DATA SYS NEW COM 285661104 12774 384900 SH SOLE 384900 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 796 37700 SH SOLE 37700 0 0
EMBOTELLADORA ANDINA S A SPONS ADR A 29081P204 637 46300 SH SOLE 46300 0 0
EMERSON ELEC CO COM 291011104 510 8200 SH SOLE 8200 0 0
EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED ADR 29244T101 5918 696200 SH SOLE 696200 0 0
EMPRESAS ICA SOCIEDAD CONTRLAD SPONSORED ADR 292448107 549 93400 SH SOLE 93400 0 0
EMPRESAS TELEX CHILE S A SPONSORED ADR 29245D105 26 56500 SH SOLE 56500 0 0
ENERGEN CORP COM 29265N108 521 27400 SH SOLE 27400 0 0
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<PAGE> PAGE 11
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
ENESCO GROUP INC COM 292973104 640 25800 SH SOLE 25800 0 0
ENGELHARD CORP COM 292845104 1021 57700 SH SOLE 57700 0 0
ENHANCE FINL SVCS GROUP INC COM 293310108 1715 58000 SH SOLE 58000 0 0
ENRON CORP COM 293561106 526 9831 SH SOLE 9831 0 0
ENRON OIL & GAS CO COM 293562104 5652 323000 SH SOLE 323000 0 0
ENTERGY CORP NEW COM 29364G103 9333 303500 SH SOLE 303500 0 0
ENVOY CORP NEW COM 293982104 265 12100 SH SOLE 12100 0 0
EQUITABLE COS INC COM 29444G107 13608 328900 SH SOLE 328900 0 0
EQUITABLE RES INC COM 294549100 1119 44000 SH SOLE 44000 0 0
EQUITY CORP INTL COM 294644109 362 16100 SH SOLE 16100 0 0
EQUITY INNS INC COM 294703103 1268 109700 SH SOLE 109700 0 0
EQUITY OFFICE PROPERTIES TRUST COM 294741103 5806 237000 SH SOLE 237000 0 0
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 4612 109325 SH SOLE 109325 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 862 43900 SH SOLE 43900 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 1055 29100 SH SOLE 29100 0 0
EVEREST REINS HLDGS INC COM 299808105 3360 90200 SH SOLE 90200 0 0
EXABYTE CORP COM 300615101 257 39500 SH SOLE 39500 0 0
EXIDE CORP COM 302051107 201 17500 SH SOLE 17500 0 0
EXPRESS SCRIPTS INC CL A 302182100 2879 35000 SH SOLE 35000 0 0
EXXON CORP COM 302290101 10974 155383 SH SOLE 155383 0 0
F M C CORP COM NEW 302491303 1408 27300 SH SOLE 27300 0 0
FAMILY DLR STORES INC COM 307000109 2805 178100 SH SOLE 178100 0 0
FARMER BROS CO COM 307675108 1010 4700 SH SOLE 4700 0 0
FASTENAL CO COM 311900104 985 39400 SH SOLE 39400 0 0
FEDERAL HOME LN MTG CORP COM 313400301 20622 415552 SH SOLE 415552 0 0
FEDERAL MOGUL CORP COM 313549107 2300 49200 SH SOLE 49200 0 0
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FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1600 70700 SH SOLE 70700 0 0
FEDERAL SIGNAL CORP COM 313855108 939 44600 SH SOLE 44600 0 0
FEDERATED DEPT STORES INC DEL COM 31410H101 2997 82400 SH SOLE 82400 0 0
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FERRO CORP COM 315405100 359 18050 SH SOLE 18050 0 0
FIDELITY NATL FINL INC COM 316326107 1917 56700 SH SOLE 56700 0 0
FILENET CORP COM 316869106 711 50800 SH SOLE 50800 0 0
FINANCIAL SEC ASSURN HLDGS LTD COM 31769P100 2496 51200 SH SOLE 51200 0 0
FINGERHUT COS INC COM 317867109 899 81700 SH SOLE 81700 0 0
FINISH LINE INC CL A 317923100 160 17200 SH SOLE 17200 0 0
FIRST AMERN FINL CORP COM 318522307 4462 139450 SH SOLE 139450 0 0
FIRST BRANDS CORP COM 319356101 1029 47200 SH SOLE 47200 0 0
FIRST CHICAGO NBD CORP COM 31945A100 1500 21900 SH SOLE 21900 0 0
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FIRST HAWAIIAN INC COM 320506108 1040 30600 SH SOLE 30600 0 0
FIRST HEALTH GROUP CORP COM 320960107 1998 82400 SH SOLE 82400 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 3830 150200 SH SOLE 150200 0 0
FIRST UN CORP COM 337358105 19866 388104 SH SOLE 388104 0 0
FIRST UN REAL EST EQ&MTG INVTS SH BEN INT 337400105 1318 251100 SH SOLE 251100 0 0
FIRST VA BANKS INC COM 337477103 553 12450 SH SOLE 12450 0 0
FIRSTBANK P R SAN JUAN COM 33761K105 1708 67300 SH SOLE 67300 0 0
FIRSTENERGY CORP COM 337932107 16369 526974 SH SOLE 526974 0 0
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<PAGE> PAGE 12
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
FISERV INC COM 337738108 580 12600 SH SOLE 12600 0 0
FLEETWOOD ENTERPRISES INC COM 339099103 2213 73300 SH SOLE 73300 0 0
FLEMING COS INC COM 339130106 809 66400 SH SOLE 66400 0 0
FLORIDA EAST COAST INDS COM 340632108 650 22400 SH SOLE 22400 0 0
FLORIDA PROGRESS CORP COM 341109106 9546 220400 SH SOLE 220400 0 0
FLORIDA ROCK INDS INC COM 341140101 1151 46500 SH SOLE 46500 0 0
FLOWSERVE CORP COM 34354P105 652 32200 SH SOLE 32200 0 0
FLUOR CORP COM 343861100 275 6700 SH SOLE 6700 0 0
FOOD LION INC CL B 344775101 670 68700 SH SOLE 68700 0 0
FOODMAKER INC NEW COM NEW 344839204 295 18800 SH SOLE 18800 0 0
FOOTSTAR INC COM 344912100 362 15937 SH SOLE 15937 0 0
FORD MTR CO DEL COM 345370100 94639 2013600 SH SOLE 2013600 0 0
FORE SYSTEMS INC COM 345449102 1543 92800 SH SOLE 92800 0 0
FOREST LABS INC CL A 345838106 220 6400 SH SOLE 6400 0 0
FORMULA SYS 1985 LTD GDR RCPT S 346414105 1020 51000 SH SOLE 51000 0 0
FORT JAMES CORP COM 347471104 1664 50700 SH SOLE 50700 0 0
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FOSTER WHEELER CORP COM 350244109 379 27600 SH SOLE 27600 0 0
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FRIEDE GOLDMAN INTERNATIONAL COM 358430106 558 35400 SH SOLE 35400 0 0
FRITZ COS INC COM 358846103 379 55600 SH SOLE 55600 0 0
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GALLAGHER ARTHUR J & CO COM 363576109 561 13600 SH SOLE 13600 0 0
GALLAHER GROUP PLC SPONSORED ADR 363595109 952 32400 SH SOLE 32400 0 0
GANNETT INC COM 364730101 6542 122132 SH SOLE 122132 0 0
GAP INC DEL COM 364760108 46729 885850 SH SOLE 885850 0 0
GATEWAY 2000 INC COM 367833100 21197 405200 SH SOLE 405200 0 0
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GENERAL CABLE CORP DEL NEW COM 369300108 1230 66500 SH SOLE 66500 0 0
GENERAL ELEC CO COM 369604103 6007 75500 SH SOLE 75500 0 0
GENERAL GROWTH PPTYS INC COM 370021107 4225 118600 SH SOLE 118600 0 0
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GENERAL MTRS CORP CL H NEW 370442832 1966 53400 SH SOLE 53400 0 0
GENERAL SIGNAL CORP COM 370838104 906 26700 SH SOLE 26700 0 0
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<PAGE> PAGE 13
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
GENTEX CORP COM 371901109 1152 76800 SH SOLE 76800 0 0
GENUINE PARTS CO COM 372460105 5040 167652 SH SOLE 167652 0 0
GEON CO COM 37246W105 573 32300 SH SOLE 32300 0 0
GEORGIA PAC CORP COM GA PAC GRP 373298108 6576 144131 SH SOLE 144131 0 0
GIANT FOOD INC CL A 374478105 315 7300 SH SOLE 7300 0 0
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GILLETTE CO COM 375766102 707 18492 SH SOLE 18492 0 0
GLEASON CORP COM 377339106 313 19500 SH SOLE 19500 0 0
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GLOBAL DIRECTMAIL CORP COM 379321102 603 48000 SH SOLE 48000 0 0
GLOBAL INDL TECHNOLOGIES INC COM 379335102 147 21000 SH SOLE 21000 0 0
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GOLDEN ST BANCORP INC WT EXP 000000 381197136 226 53600 SH SOLE 53600 0 0
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GOODYEAR TIRE & RUBR CO COM 382550101 366 7100 SH SOLE 7100 0 0
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GPU INC COM 36225X100 2036 47900 SH SOLE 47900 0 0
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GRAND CASINOS INC COM 385269105 675 85000 SH SOLE 85000 0 0
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GREAT ATLANTIC & PAC TEA INC COM 390064103 664 27400 SH SOLE 27400 0 0
GREAT LAKES CHEM CORP COM 390568103 6414 165000 SH SOLE 165000 0 0
GREIF BROS CORP CL A 397624107 261 7900 SH SOLE 7900 0 0
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GRIFFON CORP COM 398433102 756 86400 SH SOLE 86400 0 0
GRUPO MEXICANO DE DESARROLLO SPND ADR B SHS 40048G104 10 80200 SH SOLE 80200 0 0
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GTE CORP COM 362320103 53244 968077 SH SOLE 968077 0 0
GTECH HLDGS CORP COM 400518106 1491 56800 SH SOLE 56800 0 0
GUILFORD MLS INC COM 401794102 640 43050 SH SOLE 43050 0 0
GUITAR CTR MGMT INC COM 402040109 352 18800 SH SOLE 18800 0 0
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GYMBOREE CORP COM 403777105 283 37800 SH SOLE 37800 0 0
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HADCO CORP COM 404681108 630 26000 SH SOLE 26000 0 0
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HALTER MARINE GROUP INC COM 40642Y105 323 28400 SH SOLE 28400 0 0
HANDLEMAN CO DEL COM 410252100 533 62700 SH SOLE 62700 0 0
HANNA M A CO COM 410522106 589 52400 SH SOLE 52400 0 0
HANNAFORD BROS CO COM 410550107 1141 27000 SH SOLE 27000 0 0
HANOVER DIRECT INC COM 410783104 1225 408500 SH SOLE 408500 0 0
HARLEYSVILLE GROUP INC COM 412824104 784 38000 SH SOLE 38000 0 0
HARMAN INTL INDS INC COM 413086109 638 17400 SH SOLE 17400 0 0
HARNISCHFEGER INDS INC COM 413345109 416 37000 SH SOLE 37000 0 0
HARRAHS ENTMT INC COM 413619107 1259 94100 SH SOLE 94100 0 0
HARRIS CORP DEL COM 413875105 4421 138145 SH SOLE 138145 0 0
<PAGE> PAGE 14
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
HARSCO CORP COM 415864107 518 17200 SH SOLE 17200 0 0
HARTE-HANKS INC COM 416196103 835 37300 SH SOLE 37300 0 0
HASBRO INC COM 418056107 5069 171478 SH SOLE 171478 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 969 23500 SH SOLE 23500 0 0
HBO & CO COM 404100109 18743 649100 SH SOLE 649100 0 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 327 17900 SH SOLE 17900 0 0
HEARTLAND EXPRESS INC COM 422347104 667 40400 SH SOLE 40400 0 0
HEILIG MEYERS CO COM 422893107 325 45200 SH SOLE 45200 0 0
HENRY JACK & ASSOC INC COM 426281101 702 14700 SH SOLE 14700 0 0
HERSHEY FOODS CORP COM 427866108 1364 19937 SH SOLE 19937 0 0
HEWLETT PACKARD CO COM 428236103 1572 29700 SH SOLE 29700 0 0
HIGHWOODS PPTYS INC COM 431284108 5411 195000 SH SOLE 195000 0 0
HILLENBRAND INDS INC COM 431573104 7193 146800 SH SOLE 146800 0 0
HILTON HOTELS CORP COM 432848109 850 50000 SH SOLE 50000 0 0
HNC SOFTWARE INC COM 40425P107 357 8800 SH SOLE 8800 0 0
HOLLINGER INC RETRACTBLE COM 43556C606 260 37400 SH SOLE 37400 0 0
HOLLINGER INTL INC CL A 435569108 1679 116800 SH SOLE 116800 0 0
HOLLY CORP COM PAR $0.01 435758305 207 13400 SH SOLE 13400 0 0
HOME DEPOT INC COM 437076102 60431 1529900 SH SOLE 1529900 0 0
HOMEBASE INC COM 43738E108 559 83600 SH SOLE 83600 0 0
HORACE MANN EDUCATORS CORP NEW COM 440327104 2028 67600 SH SOLE 67600 0 0
HORMEL FOODS CORP COM 440452100 858 31700 SH SOLE 31700 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1590 53100 SH SOLE 53100 0 0
HOST MARRIOTT CORP COM 441078102 9132 719800 SH SOLE 719800 0 0
HOUSEHOLD INTL INC COM 441815107 1153 30737 SH SOLE 30737 0 0
HOUSTON INDS INC COM 442161105 2216 71200 SH SOLE 71200 0 0
HUNT J B TRANS SVCS INC COM 445658107 712 49100 SH SOLE 49100 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 608 35500 SH SOLE 35500 0 0
HYPERION SOLUTIONS CORP COM 44914M104 536 24700 SH SOLE 24700 0 0
IBP INC COM 449223106 2246 110900 SH SOLE 110900 0 0
ICN PHARMACEUTICALS INC NEW COM 448924100 2222 127000 SH SOLE 127000 0 0
ICOS CORP COM 449295104 485 27300 SH SOLE 27300 0 0
IDEC PHARMACEUTICALS CORP COM 449370105 558 23500 SH SOLE 23500 0 0
IDEXX LABS CORP COM 45168D104 917 38400 SH SOLE 38400 0 0
ILLINOVA CORP COM 452317100 3517 122600 SH SOLE 122600 0 0
IMPERIAL CR INDS INC COM 452729106 173 27700 SH SOLE 27700 0 0
IMPERIAL OIL LTD COM NEW 453038408 1707 170800 SH SOLE 170800 0 0
IN FOCUS SYS INC COM 452919103 268 44700 SH SOLE 44700 0 0
INCO LTD COM 453258402 2661 358189 SH SOLE 358189 0 0
INDIA FD INC COM 454089103 1072 175035 SH SOLE 175035 0 0
INDUSTRIE NATUZZI SPA ADR 456478106 774 39200 SH SOLE 39200 0 0
INFORMATION RES INC COM 456905108 697 53100 SH SOLE 53100 0 0
INFORMIX CORP COM 456779107 857 171400 SH SOLE 171400 0 0
INGLES MKTS INC CL A 457030104 654 55700 SH SOLE 55700 0 0
INLAND STL INDS INC COM 457472108 1044 48000 SH SOLE 48000 0 0
INNKEEPERS USA TR COM 4576J0104 1090 91800 SH SOLE 91800 0 0
INPRISE CORP COM 45766C102 310 50100 SH SOLE 50100 0 0
INPUT/OUTPUT INC COM 457652105 348 43800 SH SOLE 43800 0 0
INSIGHT ENTERPRISES INC COM 45765U103 356 12600 SH SOLE 12600 0 0
INSO CORP COM 457674109 384 20100 SH SOLE 20100 0 0
<PAGE> PAGE 15
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
INTEGRATED DEVICE TECHNOLOGY COM 458118106 424 79800 SH SOLE 79800 0 0
INTEGRATED HEALTH SVCS INC COM 45812C106 893 53100 SH SOLE 53100 0 0
INTEL CORP COM 458140100 111098 1295609 SH SOLE 1295609 0 0
INTELLIGROUP INC COM 45816A106 303 17800 SH SOLE 17800 0 0
INTERFACE INC CL A 458665106 504 42000 SH SOLE 42000 0 0
INTERGRAPH CORP COM 458683109 695 107000 SH SOLE 107000 0 0
INTERIM SVCS INC COM 45868P100 261 12700 SH SOLE 12700 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 22243 173100 SH SOLE 173100 0 0
INTERNATIONAL COMFORT PRODS CP ORD 458978103 61 11300 SH SOLE 11300 0 0
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1060 57100 SH SOLE 57100 0 0
INTERNATIONAL MULTIFOODS CORP COM 460043102 554 33700 SH SOLE 33700 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 648 125000 SH SOLE 125000 0 0
INTERNATIONAL TELECOMMUN DATA COM 46047F104 452 15600 SH SOLE 15600 0 0
INTERPOOL INC COM 46062R108 560 47400 SH SOLE 47400 0 0
INTERPUBLIC GROUP COS INC COM 460690100 13026 241500 SH SOLE 241500 0 0
INTERSTATE BAKERIES CORP DEL COM 46072H108 1283 41400 SH SOLE 41400 0 0
INTERVOICE INC COM 461142101 514 22400 SH SOLE 22400 0 0
INTL PAPER CO COM 460146103 1702 36500 SH SOLE 36500 0 0
INTUIT COM 461202103 698 15000 SH SOLE 15000 0 0
INVACARE CORP COM 461203101 566 24100 SH SOLE 24100 0 0
IPALCO ENTERPRISES INC COM 462613100 1139 24200 SH SOLE 24200 0 0
IPSCO INC COM 462622101 1135 96250 SH SOLE 96250 0 0
ITT INDS INC IND COM 450911102 337 9951 SH SOLE 9951 0 0
IVAX CORP COM 465823102 833 95200 SH SOLE 95200 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 1240 40000 SH SOLE 40000 0 0
JDA SOFTWARE GROUP INC COM 46612K108 218 15800 SH SOLE 15800 0 0
JDN RLTY CORP COM 465917102 1749 76050 SH SOLE 76050 0 0
JEFFERIES GROUP INC COM 472318104 1139 43000 SH SOLE 43000 0 0
JEFFERSON PILOT CORP COM 475070108 449 7425 SH SOLE 7425 0 0
JEFFERSON SMURFIT CORP NEW COM 475087102 1143 99400 SH SOLE 99400 0 0
JLG INDS INC COM 466210101 452 28600 SH SOLE 28600 0 0
JOHNS MANVILLE CORP NEW COM 478129109 440 38700 SH SOLE 38700 0 0
JOHNSON & JOHNSON COM 478160104 128526 1642500 SH SOLE 1642500 0 0
JOHNSON CTLS INC COM 478366107 4661 100244 SH SOLE 100244 0 0
JONES APPAREL GROUP INC COM 480074103 1573 68600 SH SOLE 68600 0 0
JOSTENS INC COM 481088102 674 32500 SH SOLE 32500 0 0
JP REALTY INC COM 46624A106 2610 117300 SH SOLE 117300 0 0
JSB FINANCIAL INC COM 46624M100 226 4400 SH SOLE 4400 0 0
JUSTIN INDS INC COM 482171105 1096 71300 SH SOLE 71300 0 0
K MART CORP COM 482584109 11156 929681 SH SOLE 929681 0 0
KAISER ALUMINUM CORP COM 483007100 157 25600 SH SOLE 25600 0 0
KAMAN CORP CL A 483548103 880 51400 SH SOLE 51400 0 0
KANSAS CITY LIFE INS CO COM 484836101 1322 16200 SH SOLE 16200 0 0
KANSAS CITY SOUTHN INDS INC COM 485170104 8932 255200 SH SOLE 255200 0 0
KAUFMAN & BROAD HOME CORP COM 486168107 2379 101500 SH SOLE 101500 0 0
KAYDON CORP COM 486587108 1476 56100 SH SOLE 56100 0 0
KCS ENERGY INC COM 482434206 240 46900 SH SOLE 46900 0 0
KEANE INC COM 486665102 497 13800 SH SOLE 13800 0 0
KELLWOOD CO COM 488044108 701 26100 SH SOLE 26100 0 0
KELLY SVCS INC CL A 488152208 1199 38200 SH SOLE 38200 0 0
<PAGE> PAGE 16
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
KEMET CORP COM 488360108 720 64700 SH SOLE 64700 0 0
KENNAMETAL INC COM 489170100 261 9700 SH SOLE 9700 0 0
KERR MCGEE CORP COM 492386107 796 17500 SH SOLE 17500 0 0
KILROY RLTY CORP COM 49427F108 1980 86100 SH SOLE 86100 0 0
KIMBALL INTL INC CL B 494274103 566 36800 SH SOLE 36800 0 0
KIMBERLY CLARK CORP COM 494368103 1822 45000 SH SOLE 45000 0 0
KING WORLD PRODTNS INC COM 495667107 3586 137260 SH SOLE 137260 0 0
KN ENERGY INC COM 482620101 769 15000 SH SOLE 15000 0 0
KNOLL INC COM 498904101 709 32400 SH SOLE 32400 0 0
KOGER EQUITY INC COM 500228101 1785 95200 SH SOLE 95200 0 0
KOMAG INC COM 500453105 278 90800 SH SOLE 90800 0 0
KOOR INDS LTD SPONSORED ADR 500507108 526 32100 SH SOLE 32100 0 0
KOREA FD COM 500634100 2205 360000 SH SOLE 360000 0 0
KOREAN INVT FD INC COM 500637103 350 160000 SH SOLE 160000 0 0
KROGER CO COM 501044101 21046 420924 SH SOLE 420924 0 0
KUHLMAN CORP COM 501206106 649 20000 SH SOLE 20000 0 0
KULICKE & SOFFA INDS INC COM 501242101 492 36100 SH SOLE 36100 0 0
LA Z BOY INC COM 505336107 1572 80100 SH SOLE 80100 0 0
LABOR READY INC COM NEW 505401208 278 19000 SH SOLE 19000 0 0
LABORATORY CORP AMER HLDGS COM 50540R102 694 427000 SH SOLE 427000 0 0
LAFARGE CORP COM 505862102 965 33800 SH SOLE 33800 0 0
LAIDLAW INC COM 50730K503 1271 205535 SH SOLE 205535 0 0
LAM RESH CORP COM 512807108 334 33400 SH SOLE 33400 0 0
LANCASTER COLONY CORP COM 513847103 1384 45015 SH SOLE 45015 0 0
LANDAMERICA FINL GROUP INC COM 514936103 543 10600 SH SOLE 10600 0 0
LANDS END INC COM 515086106 923 49900 SH SOLE 49900 0 0
LASON INC COM 51808R107 451 8800 SH SOLE 8800 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 718 29000 SH SOLE 29000 0 0
LEAR CORP COM 521865105 4301 98300 SH SOLE 98300 0 0
LEARNING CO INC COM 522008101 1730 87320 SH SOLE 87320 0 0
LEE ENTERPRISES INC COM 523768109 218 8400 SH SOLE 8400 0 0
LEGATO SYS INC COM 524651106 478 9300 SH SOLE 9300 0 0
LEGG MASON INC COM 524901105 838 31866 SH SOLE 31866 0 0
LEHMAN BROS HLDGS INC COM 524908100 5407 190566 SH SOLE 190566 0 0
LENNAR CORP COM 526057104 2539 113800 SH SOLE 113800 0 0
LEUCADIA NATL CORP COM 527288104 730 24900 SH SOLE 24900 0 0
LEXMARK INTL GROUP INC CL A 529771107 14257 205700 SH SOLE 205700 0 0
LG&E ENERGY CORP COM 501917108 705 25400 SH SOLE 25400 0 0
LIBERTY CORP S C COM 530370105 906 21800 SH SOLE 21800 0 0
LIBERTY FINL COS INC COM 530512102 1274 48300 SH SOLE 48300 0 0
LIBERTY PPTY TR SH BEN INT 531172104 2800 117600 SH SOLE 117600 0 0
LIFE RE CORP COM 532160108 1701 18500 SH SOLE 18500 0 0
LIFE USA HLDG INC COM NEW 531918209 613 46700 SH SOLE 46700 0 0
LILLY ELI & CO COM 532457108 6704 85600 SH SOLE 85600 0 0
LIMITED INC COM 532716107 15286 696800 SH SOLE 696800 0 0
LINCARE HLDGS INC COM 532791100 3441 88800 SH SOLE 88800 0 0
LINCOLN NATL CORP IND COM 534187109 1234 15000 SH SOLE 15000 0 0
LINENS N THINGS INC COM 535679104 987 35900 SH SOLE 35900 0 0
LITTON INDS INC COM 538021106 2524 41900 SH SOLE 41900 0 0
LIZ CLAIBORNE INC COM 539320101 2053 78400 SH SOLE 78400 0 0
<PAGE> PAGE 17
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
LOCKHEED MARTIN CORP COM 539830109 3255 32288 SH SOLE 32288 0 0
LOEWEN GROUP INC COM 54042L100 209 21600 SH SOLE 21600 0 0
LOEWS CORP COM 540424108 30037 356000 SH SOLE 356000 0 0
LONE STAR INDS INC COM NEW 542290408 615 10300 SH SOLE 10300 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 355 46500 SH SOLE 46500 0 0
LONE STAR TECHNOLOGIES INC COM 542312103 362 28400 SH SOLE 28400 0 0
LONGS DRUG STORES CORP COM 543162101 2186 54400 SH SOLE 54400 0 0
LOUISIANA PAC CORP COM 546347105 334 16400 SH SOLE 16400 0 0
LOWES COS INC COM 548661107 12295 386500 SH SOLE 386500 0 0
LTV CORP NEW COM 501921100 235 38400 SH SOLE 38400 0 0
LUBRIZOL CORP COM 549271104 752 28300 SH SOLE 28300 0 0
LUBYS CAFETERIAS INC COM 549282101 292 18100 SH SOLE 18100 0 0
LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 1314 119450 SH SOLE 119450 0 0
LYDALL INC DEL COM 550819106 189 18400 SH SOLE 18400 0 0
LYONDELL CHEMICAL CO COM 552078107 679 30500 SH SOLE 30500 0 0
M & T BK CORP COM 55261F104 968 2100 SH SOLE 2100 0 0
M S CARRIERS INC COM 553533100 441 22200 SH SOLE 22200 0 0
MACDERMID INC COM 554273102 759 25100 SH SOLE 25100 0 0
MACERICH CO COM 554382101 2900 107900 SH SOLE 107900 0 0
MACK CALI RLTY CORP COM 554489104 7473 249100 SH SOLE 249100 0 0
MACKENZIE FINL CORP COM 554531103 116 20200 SH SOLE 20200 0 0
MACMILLAN BLOEDEL LTD COM 554783209 2361 379339 SH SOLE 379339 0 0
MACROMEDIA INC COM 556100105 942 58000 SH SOLE 58000 0 0
MAGNA INTL INC CL A 559222401 1832 48100 SH SOLE 48100 0 0
MAIL-WELL INC COM 560321200 245 28600 SH SOLE 28600 0 0
MALLINCKRODT INC NEW COM 561232109 711 35000 SH SOLE 35000 0 0
MANITOWOC INC COM 563571108 624 20725 SH SOLE 20725 0 0
MANPOWER INC COM 56418H100 920 45000 SH SOLE 45000 0 0
MANUFACTURED HOME CMNTYS INC COM 564682102 1361 53500 SH SOLE 53500 0 0
MARCUS CORP COM 566330106 219 14150 SH SOLE 14150 0 0
MARINER POST-ACUTE NETWORK INC COM 568459101 643 125500 SH SOLE 125500 0 0
MARK IV INDS INC COM 570387100 1018 69905 SH SOLE 69905 0 0
MARKETSPAN CORP COM 57061V107 1108 38612 SH SOLE 38612 0 0
MARQUETTE MED SYS INC COM 571490101 1907 43900 SH SOLE 43900 0 0
MARRIOTT INTL INC NEW CL A 571903202 1652 69200 SH SOLE 69200 0 0
MARSHALL INDS COM 572393106 443 20100 SH SOLE 20100 0 0
MARTIN MARIETTA MATLS INC COM 573284106 1637 37900 SH SOLE 37900 0 0
MASCOTECH INC COM 574670105 1116 62000 SH SOLE 62000 0 0
MASISA S A SPONSORED ADR 574799102 1040 208100 SH SOLE 208100 0 0
MASTECH CORP COM 57632N105 1153 47900 SH SOLE 47900 0 0
MATTEL INC COM 577081102 9696 346284 SH SOLE 346284 0 0
MAXXAM INC COM 577913106 246 4500 SH SOLE 4500 0 0
MAYTAG CORP COM 578592107 21387 447900 SH SOLE 447900 0 0
MBIA INC COM 55262C100 3586 66800 SH SOLE 66800 0 0
MBNA CORP COM 55262L100 20209 705975 SH SOLE 705975 0 0
MCDERMOTT INTL INC COM 580037109 2346 87100 SH SOLE 87100 0 0
MCDONALDS CORP COM 580135101 4017 67300 SH SOLE 67300 0 0
MCI WORLDCOM INC COM 55268B106 23462 480038 SH SOLE 480038 0 0
MCKESSON CORP NEW COM 581557105 1063 11600 SH SOLE 11600 0 0
MCN ENERGY GROUP INC COM 55267J100 640 37500 SH SOLE 37500 0 0
<PAGE> PAGE 18
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
MEAD CORP COM 582834107 4052 137633 SH SOLE 137633 0 0
MEDIA GEN INC CL A 584404107 725 18700 SH SOLE 18700 0 0
MEDIAONE GROUP INC COM 58440J104 2191 49300 SH SOLE 49300 0 0
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 483 12200 SH SOLE 12200 0 0
MEDIMMUNE INC COM 584699102 2195 33900 SH SOLE 33900 0 0
MEDITRUST CORP PAIRED CTF NEW 58501T306 623 36500 SH SOLE 36500 0 0
MEDQUIST INC COM 584949101 762 24100 SH SOLE 24100 0 0
MEDTRONIC INC COM 585055106 14088 242900 SH SOLE 242900 0 0
MEMC ELECTR MATLS INC COM 552715104 93 31000 SH SOLE 31000 0 0
MENTOR CORP MINN COM 587188103 283 24900 SH SOLE 24900 0 0
MERCK & CO INC COM 589331107 19603 151300 SH SOLE 151300 0 0
MERCURY GENL CORP NEW COM 589400100 2591 69100 SH SOLE 69100 0 0
MERCURY INTERACTIVE CORP COM 589405109 762 19200 SH SOLE 19200 0 0
MEREDITH CORP COM 589433101 458 14300 SH SOLE 14300 0 0
MERIDIAN GOLD INC COM 589975101 914 310000 SH SOLE 310000 0 0
MERIDIAN INDL TR INC COM 589643105 1239 56000 SH SOLE 56000 0 0
MERITOR AUTOMOTIVE INC COM 59000G100 975 64700 SH SOLE 64700 0 0
MERRILL LYNCH & CO INC COM 590188108 11113 235500 SH SOLE 235500 0 0
MESABA HLDGS INC COM 59066B102 497 34300 SH SOLE 34300 0 0
METAMOR WORLDWIDE INC COM 59133P100 1196 43500 SH SOLE 43500 0 0
METHANEX CORP COM 59151K108 1863 517100 SH SOLE 517100 0 0
METHODE ELECTRS INC CL A 591520200 1114 74300 SH SOLE 74300 0 0
METRIS COS INC COM 591598107 2038 43713 SH SOLE 43713 0 0
METRO INFORMATION SERVICES INC COM 59162P104 424 13300 SH SOLE 13300 0 0
METROMEDIA INTL GROUP INC COM 591695101 333 86000 SH SOLE 86000 0 0
METZLER GROUP INC COM 592903108 418 12200 SH SOLE 12200 0 0
MEYER FRED INC DEL NEW COM 592907109 947 24350 SH SOLE 24350 0 0
MGIC INVT CORP WIS COM 552848103 2452 66500 SH SOLE 66500 0 0
MICHAEL FOOD INC NEW COM 594079105 1368 57600 SH SOLE 57600 0 0
MICHAELS STORES INC COM 594087108 1719 67400 SH SOLE 67400 0 0
MICRO FOCUS GROUP PLC SPONSORED ADR 594836306 578 24585 SH SOLE 24585 0 0
MICRO WHSE INC COM 59501B105 898 59600 SH SOLE 59600 0 0
MICRON TECHNOLOGY INC COM 595112103 17325 569200 SH SOLE 569200 0 0
MICROSOFT CORP COM 594918104 152172 1382600 SH SOLE 1382600 0 0
MID ATLANTIC MED SVCS INC COM 59523C107 436 80100 SH SOLE 80100 0 0
MID-AMER APT CMNTYS INC COM 59522J103 1726 66700 SH SOLE 66700 0 0
MIDAMERICAN ENERGY HLDGS CO COM 595920109 2025 76582 SH SOLE 76582 0 0
MIDWEST EXPRESS HLDGS INC COM 597911106 422 12600 SH SOLE 12600 0 0
MILLENNIUM CHEMICALS INC COM 599903101 624 33500 SH SOLE 33500 0 0
MILLER HERMAN INC COM 600544100 727 36800 SH SOLE 36800 0 0
MILLS CORP COM 601148109 2669 114800 SH SOLE 114800 0 0
MINE SAFETY APPLIANCES CO COM 602720104 1650 20500 SH SOLE 20500 0 0
MINNESOTA MNG & MFG CO COM 604059105 13131 178200 SH SOLE 178200 0 0
MINNESOTA PWR INC COM 604110106 405 9200 SH SOLE 9200 0 0
MISSISSIPPI CHEM CORP COM NEW 605288208 493 40700 SH SOLE 40700 0 0
MITCHELL ENERGY & DEV CORP CL B 606592301 731 52200 SH SOLE 52200 0 0
MITEL CORP COM 606711109 332 60500 SH SOLE 60500 0 0
MOBIL CORP COM 607059102 14048 185000 SH SOLE 185000 0 0
MODINE MFG CO COM 607828100 1389 47900 SH SOLE 47900 0 0
MOHAWK INDS INC COM 608190104 3299 120500 SH SOLE 120500 0 0
<PAGE> PAGE 19
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
MONSANTO CO COM 611662107 292 5200 SH SOLE 5200 0 0
MONTANA POWER CO COM 612085100 2567 57600 SH SOLE 57600 0 0
MOORE LTD COM 615785102 3169 417000 SH SOLE 417000 0 0
MORGAN J P & CO INC COM 616880100 220 2600 SH SOLE 2600 0 0
MORGAN KEEGAN INC COM 617410105 653 36925 SH SOLE 36925 0 0
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 31242 724445 SH SOLE 724445 0 0
MORGAN STANLEY EMERGING MKTS COM 61744G107 594 86400 SH SOLE 86400 0 0
MORTON INTL INC IND NEW COM 619335102 284 13000 SH SOLE 13000 0 0
MOTOROLA INC COM 620076109 6585 153575 SH SOLE 153575 0 0
MSC INDL DIRECT INC CL A 553530106 776 38800 SH SOLE 38800 0 0
MTS SYS CORP COM 553777103 726 49200 SH SOLE 49200 0 0
MUELLER INDS INC COM 624756102 1035 40700 SH SOLE 40700 0 0
MURPHY OIL CORP COM 626717102 1042 26900 SH SOLE 26900 0 0
MUSICLAND STORES CORP COM 62758B109 1044 84400 SH SOLE 84400 0 0
MYLAN LABS INC COM 628530107 8169 276900 SH SOLE 276900 0 0
NABORS INDS INC COM 629568106 781 51400 SH SOLE 51400 0 0
NAC RE CORP COM 628907107 1118 22700 SH SOLE 22700 0 0
NACCO INDS INC CL A 629579103 1920 19200 SH SOLE 19200 0 0
NASH FINCH CO COM 631158102 1178 80200 SH SOLE 80200 0 0
NATIONAL BANCORP ALASKA COM 632587101 1513 46200 SH SOLE 46200 0 0
NATIONAL CITY CORP COM 635405103 14954 226800 SH SOLE 226800 0 0
NATIONAL COMM BANCORP COM 635449101 2056 124600 SH SOLE 124600 0 0
NATIONAL COMPUTER SYS INC COM 635519101 1150 39000 SH SOLE 39000 0 0
NATIONAL R V HLDGS INC COM 637277104 346 16500 SH SOLE 16500 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 1408 145300 SH SOLE 145300 0 0
NATIONAL STL CORP CL B 637844309 533 76100 SH SOLE 76100 0 0
NATIONAL SVC INDS INC COM 637657107 389 12200 SH SOLE 12200 0 0
NATIONAL-OILWELL INC COM 637071101 595 48100 SH SOLE 48100 0 0
NATIONSBANK CORP COM 638585109 31750 593467 SH SOLE 593467 0 0
NAUTICA ENTERPRISES INC COM 639089101 822 44000 SH SOLE 44000 0 0
NAVISTAR INTL CORP NEW COM 63934E108 2894 127900 SH SOLE 127900 0 0
NBTY INC COM 628782104 650 82500 SH SOLE 82500 0 0
NCH CORP COM 628850109 1086 17700 SH SOLE 17700 0 0
NCI BUILDING SYS INC COM 628852105 242 12200 SH SOLE 12200 0 0
NEIMAN MARCUS GROUP INC COM 640204103 995 46000 SH SOLE 46000 0 0
NETWORK APPLIANCE INC COM 64120L104 577 11400 SH SOLE 11400 0 0
NETWORK SOLUTIONS INC DEL CL A 64121Q102 470 11300 SH SOLE 11300 0 0
NEVADA POWER CO COM 641423108 1295 48200 SH SOLE 48200 0 0
NEW CENTURY ENERGIES INC COM 64352U103 3690 75800 SH SOLE 75800 0 0
NEW ENGLAND ELEC SYS COM 644001109 1701 41000 SH SOLE 41000 0 0
NEW YORK TIMES CO CL A 650111107 907 33000 SH SOLE 33000 0 0
NEWBRIDGE NETWORKS CORP COM 650901101 2212 188200 SH SOLE 188200 0 0
NEWELL CO COM 651192106 2137 46400 SH SOLE 46400 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 302 43900 SH SOLE 43900 0 0
NEWS CORP LTD ADR NEW 652487703 256 10000 SH SOLE 10000 0 0
NIAGARA MOHAWK PWR CORP COM 653522102 6470 420800 SH SOLE 420800 0 0
NICE SYS LTD SPONSORED ADR 653656108 251 17000 SH SOLE 17000 0 0
NIKE INC CL B 654106103 6232 169300 SH SOLE 169300 0 0
NINE WEST GROUP INC COM 65440D102 389 41800 SH SOLE 41800 0 0
NIPSCO INDS INC COM 629140104 6010 182800 SH SOLE 182800 0 0
<PAGE> PAGE 20
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
NL INDS INC COM NEW 629156407 1496 77200 SH SOLE 77200 0 0
NORDSON CORP COM 655663102 1297 27600 SH SOLE 27600 0 0
NORRELL CORP GA COM 656301108 445 29700 SH SOLE 29700 0 0
NORTH FORK BANCORPORATION NY COM 659424105 6154 307700 SH SOLE 307700 0 0
NORTHEAST UTILS COM 664397106 2854 170400 SH SOLE 170400 0 0
NORTHERN TELECOM LTD COM 665815106 290 9060 SH SOLE 9060 0 0
NORTHN STS PWR CO MINN COM 665772109 421 15000 SH SOLE 15000 0 0
NORTHROP GRUMMAN CORP COM 666807102 3292 45100 SH SOLE 45100 0 0
NORWEST CORP COM 669380107 212 5900 SH SOLE 5900 0 0
NOVA CORP GA COM 669784100 671 21879 SH SOLE 21879 0 0
NOVA CORP NEW ALTA COM 66978F105 1192 137346 SH SOLE 137346 0 0
NOVACARE CORP COM 669930109 236 80300 SH SOLE 80300 0 0
NOVELL INC COM 670006105 14740 1203300 SH SOLE 1203300 0 0
NOVELLUS SYS INC COM 670008101 1265 48200 SH SOLE 48200 0 0
NPC INTERNATIONAL INC COM 629360306 702 66100 SH SOLE 66100 0 0
NTL INC COM 629407107 2292 53300 SH SOLE 53300 0 0
NUCOR CORP COM 670346105 8060 198400 SH SOLE 198400 0 0
NUI CORP COM 629430109 734 31900 SH SOLE 31900 0 0
NUMAC ENERGY INC COM 67052A103 181 113600 SH SOLE 113600 0 0
O'SULLIVAN INDS HLDGS INC COM 688609106 518 53500 SH SOLE 53500 0 0
OAK TECHNOLOGY INC COM 671802106 395 197700 SH SOLE 197700 0 0
OAKLEY INC COM 673662102 814 84600 SH SOLE 84600 0 0
OAKWOOD HOMES CORP COM 674098108 975 74300 SH SOLE 74300 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 19922 926600 SH SOLE 926600 0 0
OFFICE DEPOT INC COM 676220106 6072 266900 SH SOLE 266900 0 0
OFFICEMAX INC COM 67622M108 1311 133600 SH SOLE 133600 0 0
OGDEN CORP COM 676346109 964 33900 SH SOLE 33900 0 0
OHIO CAS CORP COM 677240103 1608 41500 SH SOLE 41500 0 0
OLD KENT FINL CORP COM 679833103 2153 72667 SH SOLE 72667 0 0
OLD REP INTL CORP COM 680223104 3055 134275 SH SOLE 134275 0 0
OLIN CORP COM PAR $1 680665205 927 32300 SH SOLE 32300 0 0
OLSTEN CORP COM 681385100 467 82100 SH SOLE 82100 0 0
ONEIDA LTD COM 682505102 1167 68650 SH SOLE 68650 0 0
ONEOK INC NEW COM 682680103 1102 32400 SH SOLE 32400 0 0
ORANGE & ROCKLAND UTILS INC COM 684065105 1030 18800 SH SOLE 18800 0 0
ORBITAL SCIENCES CORP COM 685564106 1052 37500 SH SOLE 37500 0 0
ORBOTECH LTD ORD M75253100 2569 79800 SH SOLE 79800 0 0
OREGON STL MLS INC COM 686079104 290 24700 SH SOLE 24700 0 0
ORION CAP CORP COM 686268103 1174 32900 SH SOLE 32900 0 0
ORTHODONTIC CTRS AMER INC COM 68750P103 467 28000 SH SOLE 28000 0 0
OSHKOSH B GOSH INC CL A 688222207 1971 95000 SH SOLE 95000 0 0
OSTEOTECH INC COM 688582105 1134 42800 SH SOLE 42800 0 0
OUTBACK STEAKHOUSE INC COM 689899102 2830 107300 SH SOLE 107300 0 0
OWENS CORNING COM 69073F103 3513 107900 SH SOLE 107900 0 0
OWENS ILL INC COM NEW 690768403 10535 421400 SH SOLE 421400 0 0
OXFORD INDS INC COM 691497309 569 18500 SH SOLE 18500 0 0
P P & L RES INC COM 693499105 1107 42800 SH SOLE 42800 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 376 128000 SH SOLE 128000 0 0
PACIFIC CENTY FINL CORP COM 694058108 1395 83600 SH SOLE 83600 0 0
PACIFIC GATEWAY EXCHANGE INC COM 694327107 377 10200 SH SOLE 10200 0 0
<PAGE> PAGE 21
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
PACIFIC SUNWEAR CALIF INC COM 694873100 325 14600 SH SOLE 14600 0 0
PACIFICARE HEALTH SYS DEL CL B 695112201 4552 61104 SH SOLE 61104 0 0
PACIFICORP COM 695114108 9606 499000 SH SOLE 499000 0 0
PAGING NETWORK INC COM 695542100 768 127300 SH SOLE 127300 0 0
PAINE WEBBER GROUP INC COM 695629105 9352 311750 SH SOLE 311750 0 0
PALL CORP COM 696429307 1109 50000 SH SOLE 50000 0 0
PARK NATL CORP COM 700658107 1862 17900 SH SOLE 17900 0 0
PARKWAY PPTYS INC COM 70159Q104 3739 122600 SH SOLE 122600 0 0
PATRIOT AMERN HOSPITALITY DEL PAIRED CTF 703352203 5128 402172 SH SOLE 402172 0 0
PATTERSON DENTAL CO COM 703412106 450 12150 SH SOLE 12150 0 0
PAYCHEX INC COM 704326107 503 9750 SH SOLE 9750 0 0
PAYLESS SHOESOURCE INC COM 704379106 459 11100 SH SOLE 11100 0 0
PECO ENERGY CO COM 693304107 1470 40000 SH SOLE 40000 0 0
PEDIATRIX MED GROUP COM 705324101 714 15900 SH SOLE 15900 0 0
PENNEY J C INC COM 708160106 328 7300 SH SOLE 7300 0 0
PENNZOIL CO COM 709903108 2332 66500 SH SOLE 66500 0 0
PENTAIR INC COM 709631105 474 14700 SH SOLE 14700 0 0
PEOPLES ENERGY CORP COM 711030106 1177 32700 SH SOLE 32700 0 0
PEOPLESOFT INC COM 712713106 352 10800 SH SOLE 10800 0 0
PEP BOYS MANNY MOE & JACK COM 713278109 535 39300 SH SOLE 39300 0 0
PEPSICO INC COM 713448108 430 14600 SH SOLE 14600 0 0
PERRIGO CO COM 714290103 1247 136700 SH SOLE 136700 0 0
PERUSAHAAN PERS INDO SATELLITE SPONSORED ADR 715680104 760 143000 SH SOLE 143000 0 0
PETROFINA S A WT EXP 080503 716485123 88 27700 SH SOLE 27700 0 0
PFIZER INC COM 717081103 85817 811512 SH SOLE 811512 0 0
PG&E CORP COM 69331C108 26724 838400 SH SOLE 838400 0 0
PHARMACIA & UPJOHN INC COM 716941109 25882 515715 SH SOLE 515715 0 0
PHARMERICA INC COM 717135107 167 30720 SH SOLE 30720 0 0
PHELPS DODGE CORP COM 717265102 10970 210200 SH SOLE 210200 0 0
PHILIP MORRIS COS INC COM 718154107 68963 1491083 SH SOLE 1491083 0 0
PHILIPS ELECTRS N V NEW YORK SHS 718337504 5103 95600 SH SOLE 95600 0 0
PHILLIPS PETE CO COM 718507106 14636 324338 SH SOLE 324338 0 0
PHILLIPS VAN HEUSEN CORP COM 718592108 468 49300 SH SOLE 49300 0 0
PHYCOR INC COM 71940F100 125 25000 SH SOLE 25000 0 0
PIER 1 IMPORTS INC COM 720279108 566 75450 SH SOLE 75450 0 0
PILGRIMS PRIDE CORP CL B 721467108 912 43800 SH SOLE 43800 0 0
PILLOWTEX CORP COM 721501104 679 23100 SH SOLE 23100 0 0
PINNACLE SYS INC COM 723481107 671 25800 SH SOLE 25800 0 0
PINNACLE WEST CAP CORP COM 723484101 11736 261900 SH SOLE 261900 0 0
PIONEER STD ELECTRS INC COM 723877106 83 13200 SH SOLE 13200 0 0
PITNEY BOWES INC COM 724479100 2996 57000 SH SOLE 57000 0 0
PITTSTON CO COM MINRLS GRP 725701205 62 20000 SH SOLE 20000 0 0
PITTWAY CORP DEL CL A 725790208 492 20600 SH SOLE 20600 0 0
PIXAR COM 725811103 888 22700 SH SOLE 22700 0 0
PLACER DOME INC COM 725906101 2555 282300 SH SOLE 282300 0 0
PLATINUM SOFTWARE CORP COM 72764R105 447 43600 SH SOLE 43600 0 0
PLATINUM TECHNOLOGY INC COM 72764T101 830 46100 SH SOLE 46100 0 0
PLAYTEX PRODS INC COM 72813P100 721 51300 SH SOLE 51300 0 0
PMC-SIERRA INC COM 69344F106 711 22300 SH SOLE 22300 0 0
PMI GROUP INC COM 69344M101 1244 27200 SH SOLE 27200 0 0
<PAGE> PAGE 22
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
PNC BK CORP COM 693475105 1255 27900 SH SOLE 27900 0 0
POGO PRODUCING CO COM 730448107 669 44800 SH SOLE 44800 0 0
POLICY MGMT SYS CORP COM 731108106 300 7400 SH SOLE 7400 0 0
POOL ENERGY SVCS CO COM 732788104 267 29300 SH SOLE 29300 0 0
POPULAR INC COM 733174106 959 33800 SH SOLE 33800 0 0
POTASH CORP SASK INC COM 73755L107 2419 70400 SH SOLE 70400 0 0
POTLATCH CORP COM 737628107 463 13600 SH SOLE 13600 0 0
POTOMAC ELEC PWR CO COM 737679100 957 36100 SH SOLE 36100 0 0
PPG INDS INC COM 693506107 475 8700 SH SOLE 8700 0 0
PRAXAIR INC COM 74005P104 2899 88700 SH SOLE 88700 0 0
PREMARK INTL INC COM 740459102 2253 80300 SH SOLE 80300 0 0
PREMIERE TECHNOLOGIES INC COM 74058F102 993 206300 SH SOLE 206300 0 0
PREMISYS COMMUNICATIONS INC COM 740584107 374 53500 SH SOLE 53500 0 0
PRENTISS PPTYS TR SH BEN INT 740706106 4075 170700 SH SOLE 170700 0 0
PRESIDENTIAL LIFE CORP COM 740884101 1026 68400 SH SOLE 68400 0 0
PRIDE INTL INC COM 741932107 496 62000 SH SOLE 62000 0 0
PRIMARK CORP COM 741903108 354 11600 SH SOLE 11600 0 0
PRIME GROUP REALTY TRUST SH BEN INT 74158J103 581 34700 SH SOLE 34700 0 0
PRIME RETAIL INC COM 741570105 1108 112900 SH SOLE 112900 0 0
PROCTER & GAMBLE CO COM 742718109 270 3800 SH SOLE 3800 0 0
PROFIT RECOVERY GROUP INTL INC COM 743168106 566 18100 SH SOLE 18100 0 0
PROGRESS SOFTWARE CORP COM 743312100 893 34500 SH SOLE 34500 0 0
PROGRESSIVE CORP OHIO COM 743315103 575 5100 SH SOLE 5100 0 0
PROMUS HOTEL CORP NEW COM 74342P106 1797 65200 SH SOLE 65200 0 0
PROTECTIVE LIFE CORP COM 743674103 1771 49200 SH SOLE 49200 0 0
PROVIDENT COS INC COM 743862104 910 26962 SH SOLE 26962 0 0
PROVIDIAN FINL CORP COM 74406A102 20423 240800 SH SOLE 240800 0 0
PSS WORLD MED INC COM 69366A100 1814 98050 SH SOLE 98050 0 0
PUBLIC SVC CO N MEX COM 744499104 2230 100500 SH SOLE 100500 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 4391 111700 SH SOLE 111700 0 0
PUGET SOUND ENERGY INC COM 745332106 1379 49700 SH SOLE 49700 0 0
PULITZER PUBG CO COM 745771105 1168 14765 SH SOLE 14765 0 0
PULTE CORP COM 745867101 2523 102200 SH SOLE 102200 0 0
QLOGIC CORP COM 747277101 470 7200 SH SOLE 7200 0 0
QUAKER ST CORP COM 747410108 218 15000 SH SOLE 15000 0 0
QUANEX CORP COM 747620102 376 19000 SH SOLE 19000 0 0
QUANTUM CORP COM 747906105 854 53800 SH SOLE 53800 0 0
QUEENS CNTY BANCORP INC COM 748242104 389 14550 SH SOLE 14550 0 0
QUESTAR CORP COM 748356102 516 26800 SH SOLE 26800 0 0
QUINENCO S A SPONSORED ADR 748718103 3336 480890 SH SOLE 480890 0 0
QUORUM HEALTH GROUP INC COM 749084109 570 35100 SH SOLE 35100 0 0
RAINFOREST CAFE INC COM 75086K104 220 32900 SH SOLE 32900 0 0
RALCORP HLDGS INC NEW COM 751028101 592 42300 SH SOLE 42300 0 0
RANGER OIL LTD COM 752805101 100 23356 SH SOLE 23356 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 2382 113425 SH SOLE 113425 0 0
RAYONIER INC COM 754907103 796 20400 SH SOLE 20400 0 0
RAYTHEON CO CL B 755111408 26521 491700 SH SOLE 491700 0 0
READ-RITE CORP COM 755246105 755 96600 SH SOLE 96600 0 0
RECKSON ASSOCS RLTY CORP COM 75621K106 1549 65900 SH SOLE 65900 0 0
RECKSON ASSOCS RLTY CORP PFD CV SER A% 75621K205 273 12500 SH SOLE 12500 0 0
<PAGE> PAGE 23
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
REEBOK INTL LTD COM 758110100 928 68400 SH SOLE 68400 0 0
RELIANCE GROUP HOLDINGS INC COM 759464100 2465 175300 SH SOLE 175300 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 302 9200 SH SOLE 9200 0 0
RELIASTAR FINL CORP COM 75952U103 767 19678 SH SOLE 19678 0 0
RENT WAY INC COM 76009U104 392 15900 SH SOLE 15900 0 0
RENTERS CHOICE INC COM 760114108 1026 38700 SH SOLE 38700 0 0
RES-CARE INC COM 760943100 699 37300 SH SOLE 37300 0 0
RESOURCE BANCSHARES MTG GROUP COM 761197102 371 20900 SH SOLE 20900 0 0
REXALL SUNDOWN INC COM 761648104 1544 100000 SH SOLE 100000 0 0
REYNOLDS & REYNOLDS CO CL A 761695105 935 52500 SH SOLE 52500 0 0
REYNOLDS METALS CO COM 761763101 1058 20600 SH SOLE 20600 0 0
RICHFOOD HLDGS INC COM 763408101 709 46100 SH SOLE 46100 0 0
RIGHTCHOICE MANAGED CARE INC CL A 76657K101 357 36200 SH SOLE 36200 0 0
RIO ALGOM LTD COM 766889109 109 13000 SH SOLE 13000 0 0
RIO HOTEL & CASINO INC COM 767147101 238 17200 SH SOLE 17200 0 0
RITE AID CORP COM 767754104 2631 74100 SH SOLE 74100 0 0
RJR NABISCO HOLDINGS CORP COM NEW 74960K876 2456 97500 SH SOLE 97500 0 0
RLI CORP COM 749607107 735 19343 SH SOLE 19343 0 0
ROBERT HALF INTL INC COM 770323103 5018 116200 SH SOLE 116200 0 0
ROBERTS PHARMACEUTICAL CORP COM 770491108 855 44700 SH SOLE 44700 0 0
ROCHESTER GAS & ELEC CORP COM 771367109 1584 50700 SH SOLE 50700 0 0
ROCK-TENN CO CL A 772739207 564 51000 SH SOLE 51000 0 0
ROCKWELL INTL CORP NEW COM 773903109 4966 137000 SH SOLE 137000 0 0
ROGERS CANTEL MOBILE COMMN CL B RSTRG VTG 775102205 968 192200 SH SOLE 192200 0 0
ROLLINS TRUCK LEASING CORP COM 775741101 511 44000 SH SOLE 44000 0 0
ROMAC INTL INC COM 775835101 299 16600 SH SOLE 16600 0 0
ROSS STORES INC COM 778296103 1348 47100 SH SOLE 47100 0 0
ROSTELECOM OPEN JT STK LNG DST SPONSORED ADR 778529107 79 39600 SH SOLE 39600 0 0
ROUGE INDS INC DEL CL A 779088103 250 33400 SH SOLE 33400 0 0
ROUSE CO COM 779273101 5422 201300 SH SOLE 201300 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 396 15000 SH SOLE 15000 0 0
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 15107 317200 SH SOLE 317200 0 0
RPC INC COM 749660106 302 34000 SH SOLE 34000 0 0
RUBBERMAID INC COM 781088109 4598 192100 SH SOLE 192100 0 0
RUBY TUESDAY INC COM 781182100 895 59200 SH SOLE 59200 0 0
RUDDICK CORP COM 781258108 692 40700 SH SOLE 40700 0 0
RUSSELL CORP COM 782352108 900 34300 SH SOLE 34300 0 0
RYANS FAMILY STEAK HOUSE INC COM 783519101 1092 91500 SH SOLE 91500 0 0
RYDER SYS INC COM 783549108 2881 115800 SH SOLE 115800 0 0
RYLAND GROUP INC COM 783764103 1311 53800 SH SOLE 53800 0 0
SAFECO CORP COM 786429100 10338 247991 SH SOLE 247991 0 0
SAFESKIN CORP COM 786454108 1562 49500 SH SOLE 49500 0 0
SAFETY-KLEEN CORP NEW COM 78648R104 559 168800 SH SOLE 168800 0 0
SAFEWAY INC COM NEW 786514208 2630 57026 SH SOLE 57026 0 0
SANDISK CORP COM 80004C101 597 77000 SH SOLE 77000 0 0
SANTA FE ENERGY RES INC COM 802012104 794 84100 SH SOLE 84100 0 0
SAPIENT CORP COM 803062108 413 12100 SH SOLE 12100 0 0
SARA LEE CORP COM 803111103 1364 25251 SH SOLE 25251 0 0
SBARRO INC COM 805844107 667 29900 SH SOLE 29900 0 0
SBC COMMUNICATIONS INC COM 78387G103 40772 918812 SH SOLE 918812 0 0
<PAGE> PAGE 24
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
SCANA CORP COM 805898103 7823 233100 SH SOLE 233100 0 0
SCHEIN HENRY INC COM 806407102 740 21300 SH SOLE 21300 0 0
SCHERING PLOUGH CORP COM 806605101 37452 361200 SH SOLE 361200 0 0
SCHLUMBERGER LTD COM 806857108 1312 25794 SH SOLE 25794 0 0
SCI SYS INC COM 783890106 1158 43000 SH SOLE 43000 0 0
SCM MICROSYSTEMS INC COM 784018103 377 8600 SH SOLE 8600 0 0
SEABOARD CORP COM 811543107 648 2400 SH SOLE 2400 0 0
SEACOR SMIT INC COM 811904101 311 7500 SH SOLE 7500 0 0
SEAGATE TECHNOLOGY COM 811804103 9506 379300 SH SOLE 379300 0 0
SEAGRAM LTD COM 811850106 12110 481723 SH SOLE 481723 0 0
SEARS ROEBUCK & CO COM 812387108 2293 51900 SH SOLE 51900 0 0
SEI INVESTMENTS CO COM 784117103 2592 37300 SH SOLE 37300 0 0
SELECTIVE INS GROUP INC COM 816300107 836 43700 SH SOLE 43700 0 0
SEMPRA ENERGY COM 816851109 378 14500 SH SOLE 14500 0 0
SEQUA CORPORATION CL A 817320104 1222 21700 SH SOLE 21700 0 0
SERVICE MERCHANDISE INC COM 817587108 387 258300 SH SOLE 258300 0 0
SERVICO INC DEL COM 817648108 277 37000 SH SOLE 37000 0 0
SHARED MED SYS CORP COM 819486101 457 8600 SH SOLE 8600 0 0
SHAW INDS INC COM 820286102 2273 139900 SH SOLE 139900 0 0
SHOPKO STORES INC COM 824911101 1560 48000 SH SOLE 48000 0 0
SHOREWOOD PACKAGING CORP COM 825229107 909 67300 SH SOLE 67300 0 0
SHURGARD STORAGE CTRS INC COM 82567D104 983 37900 SH SOLE 37900 0 0
SIEBEL SYS INC COM 826170102 1107 38600 SH SOLE 38600 0 0
SIERRA HEALTH SVCS INC COM 826322109 572 29050 SH SOLE 29050 0 0
SIERRA PAC RES COM 826425100 900 23200 SH SOLE 23200 0 0
SILICON GRAPHICS INC COM 827056102 837 89300 SH SOLE 89300 0 0
SILICON VY GROUP INC COM 827066101 491 61400 SH SOLE 61400 0 0
SILICONIX INC COM NEW 827079203 171 12300 SH SOLE 12300 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 3476 492251 SH SOLE 492251 0 0
SKYTEL COMMUNICATIONS INC COM 83087Q104 1446 79800 SH SOLE 79800 0 0
SKYWEST INC COM 830879102 784 41000 SH SOLE 41000 0 0
SL GREEN RLTY CORP COM 78440X101 1422 67700 SH SOLE 67700 0 0
SLI INC COM 78442T108 533 34550 SH SOLE 34550 0 0
SLM HLDG CORP COM 78442A109 352 10850 SH SOLE 10850 0 0
SMITH A O COM 831865209 660 33650 SH SOLE 33650 0 0
SMITH CHARLES E RESDNTL RLTY COM 832197107 1440 47400 SH SOLE 47400 0 0
SMITHFIELD FOODS INC COM 832248108 1196 67600 SH SOLE 67600 0 0
SNYDER COMMUNICATIONS INC COM 832914105 834 24900 SH SOLE 24900 0 0
SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B 833635105 961 33000 SH SOLE 33000 0 0
SOFAMOR/DANEK GROUP INC COM 834005100 2821 31700 SH SOLE 31700 0 0
SOLA INTL INC COM 834092108 732 40800 SH SOLE 40800 0 0
SONAT INC COM 835415100 962 32200 SH SOLE 32200 0 0
SONIC CORP COM 835451105 927 52950 SH SOLE 52950 0 0
SONOCO PRODS CO COM 835495102 4650 193730 SH SOLE 193730 0 0
SOUTHDOWN INC COM 841297104 1237 27492 SH SOLE 27492 0 0
SOUTHERN CO COM 842587107 865 29400 SH SOLE 29400 0 0
SOUTHERN NEW ENGLAND TELECOM COM 843485103 14411 184900 SH SOLE 184900 0 0
SOUTHLAND CORP COM NEW 844436402 572 228800 SH SOLE 228800 0 0
SOUTHWEST AIRLS CO COM 844741108 7756 383000 SH SOLE 383000 0 0
SOUTHWEST GAS CORP COM 844895102 519 25400 SH SOLE 25400 0 0
<PAGE> PAGE 25
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
SOVEREIGN BANCORP INC COM 845905108 972 72996 SH SOLE 72996 0 0
SPACELABS MED INC COM 846247104 552 35600 SH SOLE 35600 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 474 25100 SH SOLE 25100 0 0
SPELLING ENTMT GROUP INC COM 847807104 371 52600 SH SOLE 52600 0 0
SPIEGEL INC CL A 848457107 230 63500 SH SOLE 63500 0 0
SPIEKER PPTYS INC COM 848497103 5788 157500 SH SOLE 157500 0 0
SPLASH TECHNOLOGY HLDGS INC COM 848623104 469 32900 SH SOLE 32900 0 0
SPR INC COM 784922106 500 21750 SH SOLE 21750 0 0
SPRINGS INDS INC CL A 851783100 1015 29200 SH SOLE 29200 0 0
SPRINT CORP COM 852061100 31126 432300 SH SOLE 432300 0 0
SPS TECHNOLOGIES INC COM 784626103 526 11300 SH SOLE 11300 0 0
SPS TRANSACTION SVCS INC COM 784627101 554 17600 SH SOLE 17600 0 0
ST JOHN KNITS INC COM 790289102 281 17400 SH SOLE 17400 0 0
ST PAUL COS INC COM 792860108 15415 474302 SH SOLE 474302 0 0
STAFFMARK INC COM 852389105 261 14300 SH SOLE 14300 0 0
STANDARD PAC CORP NEW COM 85375C101 1603 113500 SH SOLE 113500 0 0
STANDEX INTL CORP COM 854231107 668 28000 SH SOLE 28000 0 0
STANLEY WKS COM 854616109 446 15000 SH SOLE 15000 0 0
STAPLES INC COM 855030102 220 7500 SH SOLE 7500 0 0
STAR BANC CORP COM 855083101 21147 319800 SH SOLE 319800 0 0
STARRETT L S CO CL A 855668109 597 17300 SH SOLE 17300 0 0
STARWOOD HOTELS & RESORTS COMBND CTF NEW 855905204 21326 702101 SH SOLE 702101 0 0
STATE STR CORP COM 857477103 3601 66000 SH SOLE 66000 0 0
STATION CASINOS INC COM 857689103 470 88500 SH SOLE 88500 0 0
STEIN MART INC COM 858375108 546 68300 SH SOLE 68300 0 0
STEPAN CO COM 858586100 779 28800 SH SOLE 28800 0 0
STERIS CORP COM 859152100 1113 39400 SH SOLE 39400 0 0
STERLING SOFTWARE INC COM 859547101 4792 172700 SH SOLE 172700 0 0
STEWART & STEVENSON SVCS INC COM 860342104 639 54400 SH SOLE 54400 0 0
STONE & WEBSTER INC COM 861572105 206 6500 SH SOLE 6500 0 0
STONE CONTAINER CORP COM 861589109 647 75000 SH SOLE 75000 0 0
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 8435 331600 SH SOLE 331600 0 0
STRATUS COMPUTER INC COM 863155107 1091 32400 SH SOLE 32400 0 0
SUIZA FOODS CORP COM 865077101 322 10300 SH SOLE 10300 0 0
SUMITOMO BANK CALIF COM 865593107 331 8700 SH SOLE 8700 0 0
SUMMIT PPTYS INC COM 866239106 3853 202800 SH SOLE 202800 0 0
SUN HEALTHCARE GROUP INC COM 866933104 465 71600 SH SOLE 71600 0 0
SUNAMERICA INC COM 866930100 1690 27700 SH SOLE 27700 0 0
SUNBEAM CORP COM 867071102 387 55300 SH SOLE 55300 0 0
SUNCOR ENERGY INC COM 867229106 316 15100 SH SOLE 15100 0 0
SUNDSTRAND CORP COM 867323107 371 8000 SH SOLE 8000 0 0
SUNGLASS HUT INTL INC COM 86736F106 228 39600 SH SOLE 39600 0 0
SUNRISE MED INC COM 867910101 339 33900 SH SOLE 33900 0 0
SUNRISE TECHNOLOGIES INTL INC COM 86769L103 225 42300 SH SOLE 42300 0 0
SUNSHINE MNG & REFINING CO COM 867833105 627 716700 SH SOLE 716700 0 0
SUNSTONE HOTEL INVS INC COM 867933103 1218 134400 SH SOLE 134400 0 0
SUNTRUST BKS INC COM 867914103 3844 62000 SH SOLE 62000 0 0
SUPER SOL LTD SPONSORED ADR 868511205 1948 137900 SH SOLE 137900 0 0
SUPERIOR INDS INTL INC COM 868168105 878 38400 SH SOLE 38400 0 0
SUPERVALU INC COM 868536103 2292 98300 SH SOLE 98300 0 0
<PAGE> PAGE 26
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
SYBASE INC COM 871130100 680 112700 SH SOLE 112700 0 0
SYBRON INTL CORP COM 87114F106 648 33900 SH SOLE 33900 0 0
SYLVAN LEARNING SYS INC COM 871399101 316 13500 SH SOLE 13500 0 0
SYMANTEC CORP COM 871503108 351 26600 SH SOLE 26600 0 0
SYMBOL TECHNOLOGIES INC COM 871508107 1632 31800 SH SOLE 31800 0 0
SYNOPSYS INC COM 871607107 1789 53700 SH SOLE 53700 0 0
SYSCO CORP COM 871829107 679 28800 SH SOLE 28800 0 0
SYSTEM SOFTWARE ASSOC INC COM 871839106 532 105000 SH SOLE 105000 0 0
SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 510 39600 SH SOLE 39600 0 0
TADIRAN LTD SPONSORED ADR 873593107 1940 69600 SH SOLE 69600 0 0
TALBOTS INC COM 874161102 504 28200 SH SOLE 28200 0 0
TANDY CORP COM 875382103 18324 342500 SH SOLE 342500 0 0
TECH DATA CORP COM 878237106 1717 34300 SH SOLE 34300 0 0
TECH SYM CORP COM 878308105 371 16200 SH SOLE 16200 0 0
TECO ENERGY INC COM 872375100 383 13400 SH SOLE 13400 0 0
TECUMSEH PRODS CO CL B 878895101 1926 37400 SH SOLE 37400 0 0
TEKELEC COM 879101103 701 46000 SH SOLE 46000 0 0
TEKTRONIX INC COM 879131100 394 25450 SH SOLE 25450 0 0
TELE COMMUNICATIONS INC NEW COM TCI GRP A 87924V101 7352 187900 SH SOLE 187900 0 0
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 12397 176000 SH SOLE 176000 0 0
TELEFLEX INC COM 879369106 476 13600 SH SOLE 13600 0 0
TELEFONOS DE MEXICO S A SP ADR REP ORD 879403780 6450 146600 SH SOLE 146600 0 0
TELLABS INC COM 879664100 239 6000 SH SOLE 6000 0 0
TELXON CORP COM 879700102 707 34700 SH SOLE 34700 0 0
TEMPLE INLAND INC COM 879868107 3070 64125 SH SOLE 64125 0 0
TENET HEALTHCARE CORP COM 88033G100 1857 64600 SH SOLE 64600 0 0
TENNANT CO COM 880345103 743 19900 SH SOLE 19900 0 0
TENNECO INC NEW COM 88037E101 1562 47500 SH SOLE 47500 0 0
TEREX CORP NEW COM 880779103 472 31600 SH SOLE 31600 0 0
TERRA INDS INC COM 880915103 616 110800 SH SOLE 110800 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 7276 192100 SH SOLE 192100 0 0
TEXACO INC COM 881694103 28468 455036 SH SOLE 455036 0 0
TEXAS INDS INC COM 882491103 595 23700 SH SOLE 23700 0 0
TEXAS INSTRS INC COM 882508104 392 7400 SH SOLE 7400 0 0
TEXAS UTILS CO COM 882848104 8363 179600 SH SOLE 179600 0 0
TEXTRON INC COM 883203101 261 4300 SH SOLE 4300 0 0
THOMAS & BETTS CORP COM 884315102 548 14400 SH SOLE 14400 0 0
TIDEWATER INC COM 886423102 641 30900 SH SOLE 30900 0 0
TIG HLDGS INC COM 872469101 2938 208900 SH SOLE 208900 0 0
TIME WARNER INC COM 887315109 1033 11800 SH SOLE 11800 0 0
TIMKEN CO COM 887389104 614 40600 SH SOLE 40600 0 0
TITANIUM METALS CORP COM 888339108 754 53400 SH SOLE 53400 0 0
TJ INTL INC COM 872534102 448 23900 SH SOLE 23900 0 0
TJX COS INC NEW COM 872540109 2401 134800 SH SOLE 134800 0 0
TNP ENTERPRISES INC COM 872594106 1226 35100 SH SOLE 35100 0 0
TOLL BROTHERS INC COM 889478103 1124 49000 SH SOLE 49000 0 0
TOOTSIE ROLL INDS INC COM 890516107 3210 90904 SH SOLE 90904 0 0
TORCHMARK CORP COM 891027104 18222 507052 SH SOLE 507052 0 0
TORO CO COM 891092108 217 10500 SH SOLE 10500 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 262 15000 SH SOLE 15000 0 0
<PAGE> PAGE 27
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
TOSCO CORP COM NEW 891490302 658 30600 SH SOLE 30600 0 0
TOTAL RENAL CARE HLDGS INC COM 89151A107 1820 75825 SH SOLE 75825 0 0
TOWER AUTOMOTIVE INC COM 891707101 735 37200 SH SOLE 37200 0 0
TOWER REALTY TR INC COM 89185E109 1363 68600 SH SOLE 68600 0 0
TOYS R US INC COM 892335100 8653 534567 SH SOLE 534567 0 0
TRACTOR SUPPLY CO COM 892356106 278 14100 SH SOLE 14100 0 0
TRANS WORLD AIRLS INC COM PAR$.01NEW 893349837 446 78500 SH SOLE 78500 0 0
TRANS WORLD ENTMT CORP COM 89336Q100 810 44400 SH SOLE 44400 0 0
TRANSACTION SYS ARCHITECTS CL A 893416107 863 24300 SH SOLE 24300 0 0
TRANSAMERICA CORP COM 893485102 13094 123527 SH SOLE 123527 0 0
TRANSATLANTIC HLDGS INC COM 893521104 3260 39400 SH SOLE 39400 0 0
TRANSCANADA PIPELINES LTD COM 893526103 7855 803554 SH SOLE 803554 0 0
TRANSWITCH CORP COM 894065101 1252 83800 SH SOLE 83800 0 0
TRAVEL SERVICES INTL INC COM 894169101 176 13000 SH SOLE 13000 0 0
TRAVELERS GROUP INC COM 894190107 17192 458465 SH SOLE 458465 0 0
TREDEGAR INDS INC COM 894650100 933 50950 SH SOLE 50950 0 0
TRENWICK GROUP INC COM 895290104 307 10550 SH SOLE 10550 0 0
TRIARC COS INC CL A 895927101 302 19400 SH SOLE 19400 0 0
TRIGON HEALTHCARE INC COM 89618L100 871 28100 SH SOLE 28100 0 0
TRIMBLE NAVIGATION LTD COM 896239100 400 39800 SH SOLE 39800 0 0
TRINET CORP RLTY TR INC COM 896287109 1850 56700 SH SOLE 56700 0 0
TRINITY INDS INC COM 896522109 2712 83600 SH SOLE 83600 0 0
TRITON ENERGY LTD ORD G90751101 124 12500 SH SOLE 12500 0 0
TRIZEC HAHN CORP SUB VTG 896938107 13789 783002 SH SOLE 783002 0 0
TRUST CO NJ JERSEY CITY NEW COM 898304100 1127 47200 SH SOLE 47200 0 0
TRUSTMARK CORP COM 898402102 749 48300 SH SOLE 48300 0 0
TUPPERWARE CORP COM 899896104 297 25300 SH SOLE 25300 0 0
TV AZTECA S A DE C V SPONSORED ADR 901145102 2759 420400 SH SOLE 420400 0 0
TVX GOLD INC COM 87308K101 103 58300 SH SOLE 58300 0 0
TWINLAB CORP COM 901774109 712 27800 SH SOLE 27800 0 0
TYCO INTL LTD NEW COM 902124106 7680 139000 SH SOLE 139000 0 0
TYSON FOODS INC CL A 902494103 360 18100 SH SOLE 18100 0 0
U S G CORP COM NEW 903293405 2236 51700 SH SOLE 51700 0 0
U S INDS INC NEW COM 912080108 1570 104260 SH SOLE 104260 0 0
U S WEST INC NEW COM 91273H101 43230 823431 SH SOLE 823431 0 0
UAL CORP COM PAR $0.01 902549500 6410 98900 SH SOLE 98900 0 0
UGI CORP NEW COM 902681105 520 22500 SH SOLE 22500 0 0
UICI COM 902737105 389 23600 SH SOLE 23600 0 0
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 1492 65567 SH SOLE 65567 0 0
ULTRATECH STEPPER INC COM 904034105 472 31100 SH SOLE 31100 0 0
UMB FINL CORP COM 902788108 793 16710 SH SOLE 16710 0 0
UNICOM CORP COM 904911104 7139 191000 SH SOLE 191000 0 0
UNIFI INC COM 904677101 502 32500 SH SOLE 32500 0 0
UNILEVER N V NEW YORK SHS 904784501 22460 366700 SH SOLE 366700 0 0
UNION CARBIDE CORP COM 905581104 14708 341063 SH SOLE 341063 0 0
UNION PAC RES GROUP INC COM 907834105 9320 757014 SH SOLE 757014 0 0
UNISOURCE ENERGY CORP COM 909205106 552 36040 SH SOLE 36040 0 0
UNISOURCE WORLDWIDE INC COM 909208100 441 66600 SH SOLE 66600 0 0
UNISYS CORP COM 909214108 19590 861100 SH SOLE 861100 0 0
UNITED AUTO GROUP INC COM 909440109 468 33000 SH SOLE 33000 0 0
<PAGE> PAGE 28
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
UNITED COS FINL CORP COM 909870107 366 45800 SH SOLE 45800 0 0
UNITED DOMINION INDS LTD COM 909914103 1620 135000 SH SOLE 135000 0 0
UNITED DOMINION REALTY TR INC COM 910197102 4110 361300 SH SOLE 361300 0 0
UNITED HEALTHCARE CORP COM 910581107 9243 264100 SH SOLE 264100 0 0
UNITED ILLUM CO COM 910637107 967 18500 SH SOLE 18500 0 0
UNITED INTL HLDGS INC CL A 910734102 743 76700 SH SOLE 76700 0 0
UNITED STATES SURGICAL CORP COM 912707106 1587 38072 SH SOLE 38072 0 0
UNITED STATIONERS INC COM 913004107 1089 45600 SH SOLE 45600 0 0
UNITED TECHNOLOGIES CORP COM 913017109 9853 128900 SH SOLE 128900 0 0
UNITED VIDEO SATELLITE GROUP CL A 913155107 2099 141700 SH SOLE 141700 0 0
UNITED WTR RES INC COM 913190104 295 17348 SH SOLE 17348 0 0
UNIVERSAL CORP VA COM 913456109 1505 42100 SH SOLE 42100 0 0
UNIVERSAL FOODS CORP COM 913538104 1514 72550 SH SOLE 72550 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 751 18000 SH SOLE 18000 0 0
UNOCAL CORP COM 915289102 21171 584035 SH SOLE 584035 0 0
URBAN SHOPPING CTRS INC COM 917060105 2978 90600 SH SOLE 90600 0 0
US AIRWAYS GROUP INC COM 911905107 18022 356000 SH SOLE 356000 0 0
US BANCORP DEL COM 902973106 34011 954700 SH SOLE 954700 0 0
USA NETWORKS INC COM 902984103 235 12100 SH SOLE 12100 0 0
USCS INTL INC COM 90330X109 536 16700 SH SOLE 16700 0 0
USFREIGHTWAYS CORP COM 916906100 594 29900 SH SOLE 29900 0 0
UST INC COM 902911106 547 18500 SH SOLE 18500 0 0
USX MARATHON GROUP COM NEW 902905827 26454 746500 SH SOLE 746500 0 0
USX-U S STL COM 90337T101 6955 291300 SH SOLE 291300 0 0
UTILICORP UTD INC COM 918005109 2177 55300 SH SOLE 55300 0 0
V F CORP COM 918204108 13635 363600 SH SOLE 363600 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 1008 25200 SH SOLE 25200 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1043 52500 SH SOLE 52500 0 0
VALHI INC NEW COM 918905100 1542 115300 SH SOLE 115300 0 0
VALMONT INDS INC COM 920253101 353 28800 SH SOLE 28800 0 0
VALSPAR CORP COM 920355104 614 20500 SH SOLE 20500 0 0
VALUE CITY DEPT STORES INC COM 920387107 551 62500 SH SOLE 62500 0 0
VALUE LINE INC COM 920437100 632 16100 SH SOLE 16100 0 0
VARCO INTL INC COM 922126107 590 70400 SH SOLE 70400 0 0
VARIAN ASSOC INC COM 922204102 560 15900 SH SOLE 15900 0 0
VASTAR RES INC COM 922380100 5274 117200 SH SOLE 117200 0 0
VEECO INSTRS INC DEL COM 922417100 863 27400 SH SOLE 27400 0 0
VENCOR INC NEW COM 92260R102 515 126847 SH SOLE 126847 0 0
VERITAS DGC INC COM 92343P107 627 37600 SH SOLE 37600 0 0
VERITAS SOFTWARE CO COM 923436109 1260 22800 SH SOLE 22800 0 0
VESTA INS GROUP INC COM 925391104 432 50100 SH SOLE 50100 0 0
VIACOM INC CL B 925524308 27323 471079 SH SOLE 471079 0 0
VIAD CORP COM 92552R109 2174 81100 SH SOLE 81100 0 0
VIASOFT INC COM 92552U102 162 21600 SH SOLE 21600 0 0
VINA CONCHA Y TORO S A SPONSORED ADR 927191106 220 10300 SH SOLE 10300 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 572 47665 SH SOLE 47665 0 0
VISIO CORP COM 927914101 837 34800 SH SOLE 34800 0 0
VISX INC DEL COM 92844S105 925 13800 SH SOLE 13800 0 0
VITRO SOCIEDAD ANONIMA SPONSORED ADR 928502301 6730 1607400 SH SOLE 1607400 0 0
VORNADO RLTY TR SH BEN INT 929042109 11614 350616 SH SOLE 350616 0 0
<PAGE> PAGE 29
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
VULCAN MATLS CO COM 929160109 4634 45800 SH SOLE 45800 0 0
VWR SCIENTIFIC PRODS CORP COM 918435108 669 26700 SH SOLE 26700 0 0
WABASH NATL CORP COM 929566107 1062 72000 SH SOLE 72000 0 0
WAL MART STORES INC COM 931142103 99002 1812400 SH SOLE 1812400 0 0
WALDEN RESIDENTIAL PPTYS INC COM 931210108 2509 109100 SH SOLE 109100 0 0
WALLACE COMPUTER SERVICES INC COM 932270101 669 37300 SH SOLE 37300 0 0
WARNACO GROUP INC CL A 934390105 960 41500 SH SOLE 41500 0 0
WARNER LAMBERT CO COM 934488107 9078 120236 SH SOLE 120236 0 0
WASHINGTON FED INC COM 938824109 1066 42624 SH SOLE 42624 0 0
WASHINGTON GAS LT CO COM 938837101 684 24700 SH SOLE 24700 0 0
WASHINGTON MUT INC COM 939322103 8699 257735 SH SOLE 257735 0 0
WASHINGTON POST CO CL B 939640108 3832 7500 SH SOLE 7500 0 0
WASHINGTON WTR PWR CO COM 940688104 367 18500 SH SOLE 18500 0 0
WASTE MGMT INC DEL COM 94106L109 5697 118540 SH SOLE 118540 0 0
WASTE MGMT INTL PLC SPONSORED ADR 940906100 1121 97500 SH SOLE 97500 0 0
WATERS CORP COM 941848103 1032 15400 SH SOLE 15400 0 0
WATKINS JOHNSON CO COM 942486101 451 24200 SH SOLE 24200 0 0
WATSON PHARMACEUTICALS INC COM 942683103 19089 378000 SH SOLE 378000 0 0
WATTS INDS INC CL A 942749102 497 27600 SH SOLE 27600 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 483 33600 SH SOLE 33600 0 0
WEBB DEL CORP COM 947423109 453 21500 SH SOLE 21500 0 0
WEEKS CORP COM 94856P102 1864 62400 SH SOLE 62400 0 0
WEIS MKTS INC COM 948849104 776 22500 SH SOLE 22500 0 0
WELLMAN INC COM 949702104 1388 108900 SH SOLE 108900 0 0
WELLPOINT HEALTH NETWORK NEW COM 94973H108 11779 210100 SH SOLE 210100 0 0
WELLS FARGO & CO DEL COM 949740104 16578 46700 SH SOLE 46700 0 0
WENDYS INTL INC COM 950590109 1746 78700 SH SOLE 78700 0 0
WESCO FINL CORP COM 950817106 937 3210 SH SOLE 3210 0 0
WEST INC COM 953348109 325 11300 SH SOLE 11300 0 0
WESTCOAST ENERGY INC COM 95751D102 4254 328700 SH SOLE 328700 0 0
WESTERN DIGITAL CORP COM 958102105 381 35400 SH SOLE 35400 0 0
WESTERN GAS RES INC COM 958259103 503 61000 SH SOLE 61000 0 0
WESTERN RES INC COM 959425109 1763 42600 SH SOLE 42600 0 0
WESTERN WIRELESS CORP CL A 95988E204 554 31000 SH SOLE 31000 0 0
WESTFIELD AMER INC COM 959910100 2752 160700 SH SOLE 160700 0 0
WESTINGHOUSE AIR BRAKE CO NEW COM 960386100 646 32700 SH SOLE 32700 0 0
WESTPOINT STEVENS INC COM 961238102 2666 87400 SH SOLE 87400 0 0
WESTVACO CORP COM 961548104 442 18400 SH SOLE 18400 0 0
WEYERHAEUSER CO COM 962166104 738 17500 SH SOLE 17500 0 0
WHIRLPOOL CORP COM 963320106 7100 151071 SH SOLE 151071 0 0
WHITMAN CORP COM 96647K102 497 31200 SH SOLE 31200 0 0
WHITTMAN-HART INC COM 966834103 353 19200 SH SOLE 19200 0 0
WHOLE FOODS MKT INC COM 966837106 1003 23800 SH SOLE 23800 0 0
WILEY JOHN & SONS INC CL A 968223206 799 13000 SH SOLE 13000 0 0
WILLIAMS COS INC DEL COM 969457100 895 31131 SH SOLE 31131 0 0
WILLIAMS SONOMA INC COM 969904101 561 26300 SH SOLE 26300 0 0
WILMINGTON TRUST CORP COM 971807102 1300 25000 SH SOLE 25000 0 0
WINDMERE-DURABLE HLDGS INC COM 973411101 102 18200 SH SOLE 18200 0 0
WINN DIXIE STORES INC COM 974280109 4831 129900 SH SOLE 129900 0 0
WINSTAR COMMUNICATIONS INC COM 975515107 394 16600 SH SOLE 16600 0 0
<PAGE> PAGE 30
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
WISCONSIN CENT TRANSN CORP COM 976592105 442 31600 SH SOLE 31600 0 0
WISCONSIN ENERGY CORP COM 976657106 14727 466600 SH SOLE 466600 0 0
WOLVERINE WORLD WIDE INC COM 978097103 517 47500 SH SOLE 47500 0 0
WRIGLEY WM JR CO COM 982526105 5685 74800 SH SOLE 74800 0 0
XEROX CORP COM 984121103 759 8952 SH SOLE 8952 0 0
XTRA CORP COM 984138107 764 16400 SH SOLE 16400 0 0
XYLAN CORP COM 984151100 800 60400 SH SOLE 60400 0 0
YELLOW CORP COM 985509108 371 27500 SH SOLE 27500 0 0
YORK INTL CORP NEW COM 986670107 1198 35900 SH SOLE 35900 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 8302 319300 SH SOLE 319300 0 0
ZALE CORP NEW COM 988858106 625 24400 SH SOLE 24400 0 0
ZAPATA CORP COM NEW 989070503 268 27700 SH SOLE 27700 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 1384 41300 SH SOLE 41300 0 0
REPORT SUMMARY 1413 DATA RECORDS 5631811 1 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
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