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Previous: GMO TRUST, 13F-E, 1999-02-04 |
Next: AMERICAN BUSINESS FINANCIAL SERVICES INC /DE/, 424B3, 1999-02-04 |
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<PAGE> PAGE 1
SECURITIES AND EXCHANGE COMMISSION
FORM 13F-E
Report for the Calendar Year or Quarter Ended: 12/31/98
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 12/31/98
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
3DFX INTERACTIVE INC COM 88553X103 357 28300 SH SOLE 28300 0 0
99 CENTS ONLY STORES COM 65440K106 866 17625 SH SOLE 17625 0 0
ABACUS DIRECT CORP COM 002553105 742 16300 SH SOLE 16300 0 0
ABBOTT LABS COM 002824100 126396 2579508 SH SOLE 2579508 0 0
ABERCROMBIE & FITCH CO CL A 002896207 2064 29168 SH SOLE 29168 0 0
ABITIBI-CONSOLIDATED INC COM 003924107 6492 1024973 SH SOLE 979010 0 0
ACCLAIM ENTMT INC COM PAR $0.02 004325205 820 66900 SH SOLE 66900 0 0
ACNIELSEN CORP COM 004833109 1559 55201 SH SOLE 55201 0 0
ACTION PERFORMANCE COS INC COM 004933107 375 10600 SH SOLE 10600 0 0
ACTIVISION INC NEW COM NEW 004930202 253 22700 SH SOLE 22700 0 0
ACX TECHNOLOGIES INC COM 005123104 648 48900 SH SOLE 48900 0 0
ACXIOM CORP COM 005125109 924 29800 SH SOLE 29800 0 0
ADAC LABS COM NEW 005313200 373 18700 SH SOLE 18700 0 0
ADAPTEC INC COM 00651F108 834 47500 SH SOLE 47500 0 0
ADELPHIA COMMUNICATIONS CORP CL A 006848105 1107 24200 SH SOLE 24200 0 0
ADMINISTRADORA FONDOS PENSIONE SPONSORED ADR 00709P108 309 23000 SH SOLE 23000 0 0
ADOBE SYS INC COM 00724F101 907 19400 SH SOLE 19400 0 0
ADTRAN INC COM 00738A106 425 23200 SH SOLE 23200 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1392 48000 SH SOLE 48000 0 0
ADVANTAGE LEARNING SYSTEMS COM 00757K100 552 8400 SH SOLE 8400 0 0
ADVO INC COM 007585102 599 22700 SH SOLE 22700 0 0
AEGON N V SPONSORED ADR 007924103 3176 25978 SH SOLE 25978 0 0
AEROQUIP-VICKERS INC COM 007869100 715 23900 SH SOLE 23900 0 0
AETNA INC COM 008117103 28046 356700 SH SOLE 356700 0 0
AFFILIATED COMPUTER SERVICES CL A 008190100 1048 23300 SH SOLE 23300 0 0
AFLAC INC COM 001055102 1158 26400 SH SOLE 26400 0 0
AGCO CORP COM 001084102 427 54200 SH SOLE 54200 0 0
AGOURON PHARMACEUTICALS INC COM 008488108 435 7400 SH SOLE 7400 0 0
AGRIBRANDS INTL INC COM 00849R105 753 25100 SH SOLE 25100 0 0
AGRIUM INC COM 008916108 733 129561 SH SOLE 129561 0 0
AIR EXPRESS INTL CORP COM 009104100 617 28350 SH SOLE 28350 0 0
AIRBORNE FGHT CORP COM 009266107 2582 71600 SH SOLE 71600 0 0
AIRTOUCH COMMUNICATIONS INC COM 00949T100 20311 280400 SH SOLE 280400 0 0
AIRTRAN HLDGS INC COM 00949P108 376 143400 SH SOLE 143400 0 0
AJL PEPS TR PEPS EXCH AJL 009710104 812 122600 SH SOLE 122600 0 0
AK STL HLDG CORP COM 001547108 599 25500 SH SOLE 25500 0 0
ALASKA AIR GROUP INC COM 011659109 845 19100 SH SOLE 19100 0 0
ALBEMARLE CORP COM 012653101 394 16600 SH SOLE 16600 0 0
ALBERTA ENERGY LTD COM 012873105 141 10100 SH SOLE 10100 0 0
ALBERTSONS INC COM 013104104 26219 411685 SH SOLE 411685 0 0
ALCAN ALUMINIUM LTD NEW COM 013716105 2349 115900 SH SOLE 115900 0 0
ALEXANDRIA REAL ESTATE EQ INC COM 015271109 1151 37200 SH SOLE 37200 0 0
ALLEGHANY CORP DEL COM 017175100 1515 8063 SH SOLE 8063 0 0
ALLERGAN INC COM 018490102 5115 79000 SH SOLE 79000 0 0
ALLIANCE FST PRODS INC COM 01859J108 1526 250000 SH SOLE 235100 0 0
ALLIEDSIGNAL INC COM 019512102 1063 24000 SH SOLE 24000 0 0
ALLSTATE CORP COM 020002101 3079 79966 SH SOLE 79966 0 0
ALLTEL CORP COM 020039103 7901 132102 SH SOLE 132102 0 0
ALPHARMA INC CL A 020813101 600 17000 SH SOLE 17000 0 0
ALTERNATIVE LIVING SVCS INC COM 02145K107 517 15200 SH SOLE 15200 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
ALTERNATIVE RESOURCES CORP COM 02145R102 419 39400 SH SOLE 39400 0 0
AMBAC FINL GROUP INC COM 023139108 5092 84600 SH SOLE 84600 0 0
AMCAST INDL CORP COM 023395106 1331 69600 SH SOLE 69600 0 0
AMERADA HESS CORP COM 023551104 5313 106800 SH SOLE 106800 0 0
AMERCO COM 023586100 729 26100 SH SOLE 26100 0 0
AMERICA ONLINE INC DEL COM 02364J104 6127 39500 SH SOLE 39500 0 0
AMERICA WEST HLDG CORP CL B 023657208 1229 72300 SH SOLE 72300 0 0
AMERICAN BANKERS INS GROUP INC COM 024456105 1098 22700 SH SOLE 22700 0 0
AMERICAN BUSINESS PRODS GA COM 024763104 345 14700 SH SOLE 14700 0 0
AMERICAN EAGLE OUTFITTERS INC COM 02553D108 1922 28850 SH SOLE 28850 0 0
AMERICAN ELEC PWR INC COM 025537101 315 6700 SH SOLE 6700 0 0
AMERICAN EXPRESS CO COM 025816109 3628 35400 SH SOLE 35400 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 1057 24100 SH SOLE 24100 0 0
AMERICAN GENERAL CORP COM 026351106 1256 16107 SH SOLE 16107 0 0
AMERICAN GREETINGS CORP CL A 026375105 7100 172900 SH SOLE 172900 0 0
AMERICAN HERITAGE LIFE INVT COM 026522102 733 29998 SH SOLE 29998 0 0
AMERICAN HOME PRODS CORP COM 026609107 29163 517300 SH SOLE 517300 0 0
AMERICAN MGMT SYS INC COM 027352103 612 15300 SH SOLE 15300 0 0
AMERICAN NATL INS CO COM 028591105 1415 17100 SH SOLE 17100 0 0
AMERICAN PWR CONVERSION CORP COM 029066107 1468 30300 SH SOLE 30300 0 0
AMERICAN STD COS INC DEL COM 029712106 1944 54000 SH SOLE 54000 0 0
AMERICAN STORES CO NEW COM 030096101 6277 169928 SH SOLE 169928 0 0
AMERICAN WTR WKS INC COM 030411102 715 21200 SH SOLE 21200 0 0
AMERICREDIT CORP COM 03060R101 532 38500 SH SOLE 38500 0 0
AMERISOURCE HEALTH CORP CL A 03071P102 981 15100 SH SOLE 15100 0 0
AMERITECH CORP NEW COM 030954101 33050 521500 SH SOLE 521500 0 0
AMERON INTL INC COM 030710107 544 14700 SH SOLE 14700 0 0
AMES DEPT STORES INC COM NEW 030789507 532 19700 SH SOLE 19700 0 0
AMGEN INC COM 031162100 59674 570700 SH SOLE 570700 0 0
AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 222 10000 SH SOLE 10000 0 0
AMOCO CORP COM 031905102 27836 464900 SH SOLE 464900 0 0
AMP INC COM 031897101 745 14315 SH SOLE 14315 0 0
AMPHENOL CORP NEW CL A 032095101 528 17500 SH SOLE 17500 0 0
AMR CORP COM 001765106 10088 169900 SH SOLE 169900 0 0
AMRESCO INC COM 031909104 396 45300 SH SOLE 45300 0 0
AMSOUTH BANCORPORATION COM 032165102 11269 247000 SH SOLE 247000 0 0
ANALYSTS INTL CORP COM 032681108 479 24900 SH SOLE 24900 0 0
ANCHOR GAMING COM 033037102 558 9900 SH SOLE 9900 0 0
ANDREW CORP COM 034425108 1035 62700 SH SOLE 62700 0 0
ANHEUSER BUSCH COS INC COM 035229103 42982 654966 SH SOLE 654966 0 0
ANNTAYLOR STORES CORP COM 036115103 1869 47400 SH SOLE 47400 0 0
ANTEC CORP COM 03664P105 920 45700 SH SOLE 45700 0 0
AO TATNEFT SPONS ADR RG S 03737P306 107 55390 SH SOLE 55390 0 0
AON CORP COM 037389103 365 6600 SH SOLE 6600 0 0
APACHE CORP COM 037411105 6867 271300 SH SOLE 271300 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 4604 123800 SH SOLE 123800 0 0
APEX PC SOLUTIONS INC COM 037945102 456 15800 SH SOLE 15800 0 0
APPLE COMPUTER INC COM 037833100 9043 220900 SH SOLE 220900 0 0
APPLIED MICRO CIRCUITS CORP COM 03822W109 329 9700 SH SOLE 9700 0 0
APPLIED PWR INC CL A 038225108 874 23300 SH SOLE 23300 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
APRIA HEALTHCARE GROUP INC COM 037933108 577 64600 SH SOLE 64600 0 0
ARCH COAL INC COM 039380100 856 50000 SH SOLE 50000 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2496 145776 SH SOLE 145776 0 0
ARCTIC CAT INC COM 039670104 551 54125 SH SOLE 54125 0 0
ARDEN RLTY GROUP INC COM 039793104 1435 61900 SH SOLE 61900 0 0
ARGONAUT GROUP INC COM 040157109 507 20700 SH SOLE 20700 0 0
ARMCO INC COM 042170100 407 93000 SH SOLE 93000 0 0
ARMSTRONG WORLD INDS INC COM 042476101 4300 71300 SH SOLE 71300 0 0
ARROW ELECTRS INC COM 042735100 1505 56400 SH SOLE 56400 0 0
ARROW INTL INC COM 042764100 678 21600 SH SOLE 21600 0 0
ARTERIAL VASCULAR ENGR INC COM 043013101 1349 25700 SH SOLE 25700 0 0
ARVIN INDS INC COM 043339100 217 5200 SH SOLE 5200 0 0
ASA HLDGS INC COM 04338Q107 1403 46000 SH SOLE 46000 0 0
ASARCO INC COM 043413103 658 43500 SH SOLE 43500 0 0
ASCEND COMMUNICATIONS INC COM 043491109 684 10400 SH SOLE 10400 0 0
ASM INTL N V COM N07045102 12723 2423511 SH SOLE 2423511 0 0
ASPECT DEV INC COM 045234101 806 18200 SH SOLE 18200 0 0
ASPEN TECHNOLOGY INC COM 045327103 753 51900 SH SOLE 51900 0 0
ASTEC INDS INC COM 046224101 968 17400 SH SOLE 17400 0 0
ASTORIA FINL CORP COM 046265104 462 10100 SH SOLE 10100 0 0
AT&T CORP COM 001957109 91846 1212490 SH SOLE 1212490 0 0
ATLANTIC COAST AIRLINES HLDGS COM 048396105 440 17600 SH SOLE 17600 0 0
ATLANTIC RICHFIELD CO COM 048825103 36583 559585 SH SOLE 559585 0 0
ATLAS AIR INC COM 049164106 1130 23100 SH SOLE 23100 0 0
ATMEL CORP COM 049513104 1130 73800 SH SOLE 73800 0 0
AURA SYS INC COM 051526101 343 343200 SH SOLE 343200 0 0
AUTODESK INC COM 052769106 627 14700 SH SOLE 14700 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 1115 13900 SH SOLE 13900 0 0
AUTOZONE INC COM 053332102 11780 357643 SH SOLE 357643 0 0
AVADO BRANDS INC COM 05336P108 101 12200 SH SOLE 12200 0 0
AVIS RENT A CAR INC COM 053790101 392 16200 SH SOLE 16200 0 0
AVNET INC COM 053807103 1549 25600 SH SOLE 25600 0 0
AVONDALE INDS INC COM 054350103 423 14600 SH SOLE 14600 0 0
AVX CORP NEW COM 002444107 574 33900 SH SOLE 33900 0 0
AZTAR CORP COM 054802103 487 96200 SH SOLE 96200 0 0
BAKER HUGHES INC COM 057224107 264 15000 SH SOLE 15000 0 0
BALDWIN & LYONS INC CL B 057755209 760 30700 SH SOLE 30700 0 0
BALL CORP COM 058498106 1162 25400 SH SOLE 25400 0 0
BALLARD MED PRODS COM 058566100 744 30600 SH SOLE 30600 0 0
BALLY TOTAL FITNESS HLDG CORP COM 05873K108 341 13700 SH SOLE 13700 0 0
BALTIMORE GAS & ELEC CO COM 059165100 7934 256959 SH SOLE 256959 0 0
BANCO DE A EDWARDS SPNS ADR REP A 059504100 506 46000 SH SOLE 46000 0 0
BANCO GANADERO S A SPONSRD ADR B 059594408 491 24300 SH SOLE 24300 0 0
BANCO SANTANDER CHILE SPON ADR SER A 05965F108 1091 74600 SH SOLE 74600 0 0
BANCO SANTIAGO SP ADR REP COM 05965L105 2048 137700 SH SOLE 137700 0 0
BANCTEC INC COM 059784108 273 21700 SH SOLE 21700 0 0
BANCWEST CORP NEW COM 059790105 1138 23700 SH SOLE 23700 0 0
BANDAG INC COM 059815100 1058 26500 SH SOLE 26500 0 0
BANK MONTREAL QUE COM 063671101 235 9000 SH SOLE 9000 0 0
BANK NEW YORK INC COM 064057102 455 11300 SH SOLE 11300 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
BANK ONE CORP COM 06423A103 24913 487894 SH SOLE 487894 0 0
BANK UTD CORP CL A 065412108 334 8500 SH SOLE 8500 0 0
BANKAMERICA CORP NEW COM 06605F102 30561 508287 SH SOLE 508287 0 0
BANTA CORP COM 066821109 579 21150 SH SOLE 21150 0 0
BARD C R INC COM 067383109 1237 25000 SH SOLE 25000 0 0
BARNES & NOBLE INC COM 067774109 756 17800 SH SOLE 17800 0 0
BARNES GROUP INC COM 067806109 825 28200 SH SOLE 28200 0 0
BASSETT FURNITURE INDS INC COM 070203104 345 14300 SH SOLE 14300 0 0
BAUSCH & LOMB INC COM 071707103 660 11000 SH SOLE 11000 0 0
BB&T CORP COM 054937107 2056 51000 SH SOLE 51000 0 0
BCE INC COM 05534B109 3174 128504 SH SOLE 128504 0 0
BCE MOBILE COMMUNICATION INC COM 05534G108 303 17300 SH SOLE 17300 0 0
BEA SYS INC COM 073325102 461 37600 SH SOLE 37600 0 0
BEAR STEARNS COS INC COM 073902108 12238 326892 SH SOLE 326892 0 0
BEC ENERGY COM 05538M101 1503 36500 SH SOLE 36500 0 0
BECKMAN COULTER INC COM 075811109 1638 30200 SH SOLE 30200 0 0
BECTON DICKINSON & CO COM 075887109 2813 65900 SH SOLE 65900 0 0
BED BATH & BEYOND INC COM 075896100 1976 57900 SH SOLE 57900 0 0
BEDFORD PPTY INVS INC COM PAR $0.02 076446301 1640 97200 SH SOLE 97200 0 0
BELL ATLANTIC CORP COM 077853109 33162 614108 SH SOLE 614108 0 0
BELLSOUTH CORP COM 079860102 32548 652600 SH SOLE 652600 0 0
BELO A H CORP DEL COM SER A 080555105 510 25600 SH SOLE 25600 0 0
BERGEN BRUNSWIG CORP CL A 083739102 1817 52100 SH SOLE 52100 0 0
BERKLEY W R CORP COM 084423102 926 27200 SH SOLE 27200 0 0
BERLITZ INTL INC NEW COM 08520F100 693 23900 SH SOLE 23900 0 0
BEST BUY INC COM 086516101 25305 412300 SH SOLE 412300 0 0
BESTFOODS COM 08658U101 9026 169500 SH SOLE 169500 0 0
BETHLEHEM STL CORP COM 087509105 2097 250400 SH SOLE 250400 0 0
BEVERLY ENTERPRISES INC COM NEW 087851309 728 107900 SH SOLE 107900 0 0
BHC COMMUNICATIONS INC CL A 055448104 3867 31700 SH SOLE 31700 0 0
BIG FLOWER HLDGS INC COM 089159107 300 13600 SH SOLE 13600 0 0
BINDLEY WESTN INDS INC COM 090324104 980 19899 SH SOLE 19899 0 0
BIOCHEM PHARMA INC COM 09058T108 1646 88300 SH SOLE 88300 0 0
BIOMATRIX INC COM 09060P102 716 12300 SH SOLE 12300 0 0
BIOMET INC COM 090613100 1256 31200 SH SOLE 31200 0 0
BJ SVCS CO COM 055482103 636 40700 SH SOLE 40700 0 0
BJS WHOLESALE CLUB INC COM 05548J106 514 11100 SH SOLE 11100 0 0
BLACK & DECKER CORP COM 091797100 6033 107610 SH SOLE 107610 0 0
BLOCK DRUG INC CL A 093644102 564 12998 SH SOLE 12998 0 0
BLOCK H & R INC COM 093671105 3375 75000 SH SOLE 75000 0 0
BLUE SQUARE - ISRAEL LTD SPONSORED ADR 096055108 324 31200 SH SOLE 31200 0 0
BLYTH INDS INC COM 09643P108 897 28700 SH SOLE 28700 0 0
BMC SOFTWARE INC COM 055921100 28065 629800 SH SOLE 629800 0 0
BOEING CO COM 097023105 2579 79056 SH SOLE 79056 0 0
BOISE CASCADE CORP COM 097383103 1107 35700 SH SOLE 35700 0 0
BOK FINL CORP COM NEW 05561Q201 711 15091 SH SOLE 15091 0 0
BOOLE & BABBAGE INC COM 098586100 739 25100 SH SOLE 25100 0 0
BORDERS GROUP INC COM 099709107 623 25000 SH SOLE 25000 0 0
BORG-WARNER AUTOMOTIVE INC COM 099724106 1289 23100 SH SOLE 23100 0 0
BORON LEPORE & ASSOCS INC COM 10001P102 304 8800 SH SOLE 8800 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
BOSTON PROPERTIES INC COM 101121101 1418 46500 SH SOLE 46500 0 0
BOSTON SCIENTIFIC CORP COM 101137107 670 25000 SH SOLE 25000 0 0
BOWNE & CO INC COM 103043105 813 45500 SH SOLE 45500 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 4463 249700 SH SOLE 249700 0 0
BRE PROPERTIES INC CL A 05564E106 869 35100 SH SOLE 35100 0 0
BRIGHTPOINT INC COM 109473108 1099 79900 SH SOLE 79900 0 0
BRINKER INTL INC COM 109641100 2223 77000 SH SOLE 77000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 17499 130770 SH SOLE 130770 0 0
BROOKE GROUP LTD COM 112525100 212 8700 SH SOLE 8700 0 0
BROWN GROUP INC COM 115657108 285 16200 SH SOLE 16200 0 0
BROWNING FERRIS INDS COM 115885105 2204 77500 SH SOLE 77500 0 0
BRUNSWICK CORP COM 117043109 1240 50100 SH SOLE 50100 0 0
BUCKLE INC COM 118440106 683 28450 SH SOLE 28450 0 0
BUDGET GROUP INC CL A 119003101 364 22900 SH SOLE 22900 0 0
BUFFETS INC COM 119882108 321 26900 SH SOLE 26900 0 0
BUILDING ONE SVCS CORP COM 120114103 941 45100 SH SOLE 45100 0 0
BURLINGTON COAT FACTORY COM 121579106 1313 80520 SH SOLE 80520 0 0
BURLINGTON INDS INC COM 121693105 908 81600 SH SOLE 81600 0 0
BURLINGTON NORTHN SANTA FE CP COM 12189T104 47381 1383373 SH SOLE 1383373 0 0
BURLINGTON RES INC COM 122014103 9419 263000 SH SOLE 263000 0 0
C-CUBE MICROSYSTEMS INC COM 125015107 803 29600 SH SOLE 29600 0 0
CABLETRON SYS INC COM 126920107 458 54700 SH SOLE 54700 0 0
CABLEVISION SYS CORP CL A 12686C109 12832 256000 SH SOLE 256000 0 0
CABOT OIL & GAS CORP CL A 127097103 225 15000 SH SOLE 15000 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 3189 107200 SH SOLE 107200 0 0
CAL DIVE INTL INC COM 127914109 259 12500 SH SOLE 12500 0 0
CALENERGY INC COM 129466108 1845 53200 SH SOLE 53200 0 0
CAMECO CORP COM 13321L108 138 11900 SH SOLE 11900 0 0
CANADIAN MARCONI CO COM 136357100 196 25100 SH SOLE 25100 0 0
CANADIAN NATL RY CO COM 136375102 2178 64500 SH SOLE 64500 0 0
CANADIAN PAC LTD NEW COM 135923100 1416 75000 SH SOLE 75000 0 0
CAPITAL ONE FINL CORP COM 14040H105 287 2500 SH SOLE 2500 0 0
CAPITAL RE CORP COM 140432105 562 28000 SH SOLE 28000 0 0
CARAUSTAR INDS INC COM 140909102 640 22400 SH SOLE 22400 0 0
CARDINAL HEALTH INC COM 14149Y108 588 7755 SH SOLE 7755 0 0
CAREMATRIX CORP COM 141706101 689 22500 SH SOLE 22500 0 0
CAROLINA FIRST CORP COM 143877108 762 30100 SH SOLE 30100 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 716 21100 SH SOLE 21100 0 0
CARRAMERICA RLTY CORP COM 144418100 1632 68000 SH SOLE 68000 0 0
CASE CORP COM 14743R103 2306 105700 SH SOLE 105700 0 0
CASH AMER INTL INC COM 14754D100 582 38300 SH SOLE 38300 0 0
CATALINA MARKETING CORP COM 148867104 1552 22700 SH SOLE 22700 0 0
CATELLUS DEV CORP COM 149111106 1989 139000 SH SOLE 139000 0 0
CATO CORP NEW CL A 149205106 186 18900 SH SOLE 18900 0 0
CBL & ASSOC PPTYS INC COM 124830100 947 36700 SH SOLE 36700 0 0
CBS CORP COM 12490K107 820 25000 SH SOLE 25000 0 0
CCA PRISON REALTY TRUST COM 12486R108 316 15400 SH SOLE 15400 0 0
CCB FINL CORP COM 124875105 479 8400 SH SOLE 8400 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 201 12500 SH SOLE 12500 0 0
CDW COMPUTER CTRS INC COM 125129106 1247 13000 SH SOLE 13000 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
CELLULAR COMMUNICATIONS INTL COM 150918100 1646 24200 SH SOLE 24200 0 0
CENDANT CORP COM 151313103 1365 70698 SH SOLE 70698 0 0
CENTENNIAL CELLULAR CORP CL A 15133V109 791 19300 SH SOLE 19300 0 0
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 678 16700 SH SOLE 16700 0 0
CENTEX CORP COM 152312104 2140 47500 SH SOLE 47500 0 0
CENTRAL & SOUTH WEST CORP COM 152357109 16561 603600 SH SOLE 603600 0 0
CENTRAL HUDSON GAS & ELEC CORP COM 153609102 658 14700 SH SOLE 14700 0 0
CENTRAL NEWSPAPERS INC CL A 154647101 264 3700 SH SOLE 3700 0 0
CENTRAL PKG CORP COM 154785109 725 22350 SH SOLE 22350 0 0
CENTURY BUSINESS SVCS INC COM 156490104 397 27600 SH SOLE 27600 0 0
CENTURY COMMUNICATIONS CORP CL A 156503104 1998 63000 SH SOLE 63000 0 0
CENTURY TEL ENTERPRISES INC COM 156686107 20027 296700 SH SOLE 296700 0 0
CERIDIAN CORP COM 15677T106 8573 122800 SH SOLE 122800 0 0
CHAMPION ENTERPRISES INC COM 158496109 2234 81600 SH SOLE 81600 0 0
CHAMPION INTL CORP COM 158525105 608 15000 SH SOLE 15000 0 0
CHASE MANHATTAN CORP NEW COM 16161A108 5020 70700 SH SOLE 70700 0 0
CHATEAU CMNTYS INC COM 161726104 1108 37800 SH SOLE 37800 0 0
CHECKFREE HLDGS CORP COM 162816102 309 13200 SH SOLE 13200 0 0
CHELSEA GCA RLTY INC COM 163262108 1008 28300 SH SOLE 28300 0 0
CHEMED CORP COM 163596109 214 6400 SH SOLE 6400 0 0
CHESAPEAKE CORP COM 165159104 505 13700 SH SOLE 13700 0 0
CHEVRON CORPORATION COM 166751107 9364 112900 SH SOLE 112900 0 0
CHILE FD INC COM 168834109 199 22000 SH SOLE 22000 0 0
CHIQUITA BRANDS INTL INC COM 170032106 305 31900 SH SOLE 31900 0 0
CHRIS CRAFT INDS INC COM 170520100 844 17505 SH SOLE 17505 0 0
CHS ELECTRONICS INC COM NEW 12542A206 1502 88700 SH SOLE 88700 0 0
CIBER INC COM 17163B102 701 25200 SH SOLE 25200 0 0
CIGNA CORP COM 125509109 2783 36000 SH SOLE 36000 0 0
CILCORP INC COM 171794100 349 5700 SH SOLE 5700 0 0
CINCINNATI BELL INC COM 171870108 344 9100 SH SOLE 9100 0 0
CINCINNATI FINL CORP COM 172062101 4468 122000 SH SOLE 122000 0 0
CINERGY CORP COM 172474108 1897 55200 SH SOLE 55200 0 0
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 265 5300 SH SOLE 5300 0 0
CIRCUS CIRCUS ENTERPRISES INC COM 172909103 1112 98300 SH SOLE 98300 0 0
CIRRUS LOGIC CORP COM 172755100 365 37200 SH SOLE 37200 0 0
CISCO SYS INC COM 17275R102 162449 1750300 SH SOLE 1750300 0 0
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<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
CNET INC COM 125945105 319 6000 SH SOLE 6000 0 0
CNF TRANSN INC COM 12612W104 639 17000 SH SOLE 17000 0 0
COACH USA INC COM 18975L106 753 21700 SH SOLE 21700 0 0
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COMMONWEALTH TEL ENTERPRISES COM 203349105 412 12300 SH SOLE 12300 0 0
COMPANIA ANONIMA NACIONL TEL SPN ADR 7D SHS 204421101 5085 285500 SH SOLE 285500 0 0
COMPANIA CERVECERIAS UNIDAS SA SPONSORED ADR 204429104 425 22100 SH SOLE 22100 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
CORDANT TECHNOLOGIES INC COM 218412104 2629 70100 SH SOLE 70100 0 0
CORN PRODS INTL INC COM 219023108 226 7425 SH SOLE 7425 0 0
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CPI CORP COM 125902106 541 20400 SH SOLE 20400 0 0
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CRESCENT REAL ESTATE EQUITIES PFD CV A 6.75% 225756204 532 32500 SH SOLE 32500 0 0
CRISTALERIAS DE CHILE S A SPONSORED ADR 226714103 908 69200 SH SOLE 69200 0 0
CROMPTON & KNOWLES CORP COM 227111101 939 45000 SH SOLE 45000 0 0
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CTS CORP COM 126501105 718 16500 SH SOLE 16500 0 0
CUMMINS ENGINE INC COM 231021106 1328 37400 SH SOLE 37400 0 0
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CVS CORP COM 126650100 1622 29500 SH SOLE 29500 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 361 43400 SH SOLE 43400 0 0
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D R HORTON INC COM 23331A109 2070 90000 SH SOLE 90000 0 0
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DE BEERS CONS MINES LTD ADR DEFD 240253302 7159 561500 SH SOLE 561500 0 0
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DEPARTMENT 56 INC COM 249509100 1093 29100 SH SOLE 29100 0 0
DETROIT DIESEL CORP COM 250837101 699 33800 SH SOLE 33800 0 0
DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 2008 113100 SH SOLE 113100 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
DIME CMNTY BANCSHARES COM 253922108 466 22600 SH SOLE 22600 0 0
DIONEX CORP COM 254546104 809 22100 SH SOLE 22100 0 0
DISNEY WALT CO COM 254687106 1965 65500 SH SOLE 65500 0 0
DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR 254753106 557 48400 SH SOLE 48400 0 0
DOCUMENTUM INC COM 256159104 796 14900 SH SOLE 14900 0 0
DOLE FOOD INC COM 256605106 249 8300 SH SOLE 8300 0 0
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 712 55300 SH SOLE 55300 0 0
DOLLAR TREE STORES INC COM 256747106 1639 37525 SH SOLE 37525 0 0
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DORAL FINL CORP COM 25811P100 956 43200 SH SOLE 43200 0 0
DOW CHEM CO COM 260543103 6684 73500 SH SOLE 73500 0 0
DOW JONES & CO INC COM 260561105 5193 107900 SH SOLE 107900 0 0
DOWNEY FINL CORP COM 261018105 1026 40316 SH SOLE 40316 0 0
DPL INC COM 233293109 1243 57500 SH SOLE 57500 0 0
DQE INC COM 23329J104 1593 36250 SH SOLE 36250 0 0
DRESS BARN INC COM 261570105 442 29100 SH SOLE 29100 0 0
DSP COMMUNICATIONS INC COM 23332K106 446 29100 SH SOLE 29100 0 0
DST SYS INC DEL COM 233326107 757 13268 SH SOLE 13268 0 0
DTE ENERGY CO COM 233331107 25372 589200 SH SOLE 589200 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 265 5000 SH SOLE 5000 0 0
DUKE ENERGY CORP COM 264399106 1476 23047 SH SOLE 23047 0 0
DUN & BRADSTREET CORP DEL COM 26483B106 303 9600 SH SOLE 9600 0 0
DYCOM INDS INC COM 267475101 1445 25300 SH SOLE 25300 0 0
DYNEGY INC COM 26816L102 267 24400 SH SOLE 24400 0 0
E M C CORP MASS COM 268648102 50590 595176 SH SOLE 595176 0 0
EARTHGRAINS CO COM 270319106 1251 40436 SH SOLE 40436 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
ELECTROGLAS INC COM 285324109 416 35400 SH SOLE 35400 0 0
ELECTRONIC DATA SYS NEW COM 285661104 18574 370100 SH SOLE 370100 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 1544 38600 SH SOLE 38600 0 0
EMBOTELLADORA ANDINA S A SPONS ADR A 29081P204 673 46400 SH SOLE 46400 0 0
EMERSON ELEC CO COM 291011104 430 7100 SH SOLE 7100 0 0
EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED ADR 29244T101 4820 423700 SH SOLE 423700 0 0
EMPRESAS ICA SOCIEDAD CONTRLAD SPONSORED ADR 292448107 877 203400 SH SOLE 203400 0 0
EMPRESAS TELEX CHILE S A SPONSORED ADR 29245D105 615 703200 SH SOLE 703200 0 0
ENERGEN CORP COM 29265N108 421 21600 SH SOLE 21600 0 0
ENERGY EAST CORP COM 29266M109 4390 77700 SH SOLE 77700 0 0
ENERSIS S A SPONSORED ADR 29274F104 4171 161600 SH SOLE 161600 0 0
ENESCO GROUP INC COM 292973104 432 18600 SH SOLE 18600 0 0
ENGELHARD CORP COM 292845104 1086 55700 SH SOLE 55700 0 0
ENGINEERING ANIMATION INC COM 292872108 389 7200 SH SOLE 7200 0 0
ENHANCE FINL SVCS GROUP INC COM 293310108 780 26000 SH SOLE 26000 0 0
ENRON CORP COM 293561106 475 8331 SH SOLE 8331 0 0
ENRON OIL & GAS CO COM 293562104 5668 328600 SH SOLE 328600 0 0
ENTERGY CORP NEW COM 29364G103 42613 1369100 SH SOLE 1369100 0 0
ENZO BIOCHEM INC COM 294100102 123 11900 SH SOLE 11900 0 0
EQUITABLE COS INC COM 29444G107 17976 310600 SH SOLE 310600 0 0
EQUITABLE RES INC COM 294549100 687 23600 SH SOLE 23600 0 0
EQUITY CORP INTL COM 294644109 428 16100 SH SOLE 16100 0 0
EQUITY INNS INC COM 294703103 879 91300 SH SOLE 91300 0 0
EQUITY OFFICE PROPERTIES TRUST COM 294741103 7188 299500 SH SOLE 299500 0 0
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 4556 113025 SH SOLE 113025 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 563 25900 SH SOLE 25900 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 529 12900 SH SOLE 12900 0 0
EVEREN CAPITAL CORP COM 299761106 253 11100 SH SOLE 11100 0 0
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EXABYTE CORP COM 300615101 204 37100 SH SOLE 37100 0 0
EXCEL SWITCHING CORP COM 30067V108 277 7300 SH SOLE 7300 0 0
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EXPEDITORS INTL WASH INC COM 302130109 554 13200 SH SOLE 13200 0 0
EXPRESS SCRIPTS INC CL A 302182100 2410 35900 SH SOLE 35900 0 0
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FEDERAL SIGNAL CORP COM 313855108 871 31800 SH SOLE 31800 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
FIFTH THIRD BANCORP COM 316773100 6432 90200 SH SOLE 90200 0 0
FILENET CORP COM 316869106 460 40100 SH SOLE 40100 0 0
FINANCIAL SEC ASSURN HLDGS LTD COM 31769P100 1177 21700 SH SOLE 21700 0 0
FINGERHUT COS INC COM 317867109 1014 65700 SH SOLE 65700 0 0
FIRST AMER CORP TENN COM 318900107 1504 33900 SH SOLE 33900 0 0
FIRST AMERN FINL CORP COM 318522307 3169 98650 SH SOLE 98650 0 0
FIRST BANCORP P R COM 318672102 1911 63300 SH SOLE 63300 0 0
FIRST BRANDS CORP COM 319356101 1223 31000 SH SOLE 31000 0 0
FIRST CTZNS BANCSHARES INC N C CL A 31946M103 810 9000 SH SOLE 9000 0 0
FIRST HEALTH GROUP CORP COM 320960107 725 43800 SH SOLE 43800 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 3630 135400 SH SOLE 135400 0 0
FIRST UN CORP COM 337358105 22579 371300 SH SOLE 371300 0 0
FIRST UN REAL EST EQ&MTG INVTS SH BEN INT 337400105 1232 214300 SH SOLE 214300 0 0
FIRSTAR CORP NEW WIS COM 33763V109 16666 179200 SH SOLE 179200 0 0
FIRSTENERGY CORP COM 337932107 15967 490352 SH SOLE 490352 0 0
FIRSTFED FINL CORP COM 337907109 677 37900 SH SOLE 37900 0 0
FISERV INC COM 337738108 360 7000 SH SOLE 7000 0 0
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FLORIDA EAST COAST INDS COM 340632108 788 22400 SH SOLE 22400 0 0
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FLOWSERVE CORP COM 34354P105 530 32000 SH SOLE 32000 0 0
FLUOR CORP COM 343861100 7990 188000 SH SOLE 188000 0 0
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FORE SYSTEMS INC COM 345449102 1086 59300 SH SOLE 59300 0 0
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FOSTER WHEELER CORP COM 350244109 342 25900 SH SOLE 25900 0 0
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FPIC INS GROUP INC COM 302563101 550 11500 SH SOLE 11500 0 0
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FRUIT OF THE LOOM INC CL A 359416104 1097 79400 SH SOLE 79400 0 0
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FUND AMERN ENTERPRISES HLDGS COM 360768105 616 4400 SH SOLE 4400 0 0
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G & K SVCS INC CL A 361268105 213 4000 SH SOLE 4000 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
GAP INC DEL COM 364760108 71679 1277125 SH SOLE 1277125 0 0
GATEWAY 2000 INC COM 367833100 14619 285600 SH SOLE 285600 0 0
GATX CORP COM 361448103 1428 37700 SH SOLE 37700 0 0
GAYLORD ENTMT CO NEW COM 367905106 449 14900 SH SOLE 14900 0 0
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GENER S A SPONSORED ADR 368731105 6105 381590 SH SOLE 381590 0 0
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GLOBAL INDL TECHNOLOGIES INC COM 379335102 211 19700 SH SOLE 19700 0 0
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GPU INC COM 36225X100 21011 475500 SH SOLE 475500 0 0
GRACE W R & CO DEL NEW COM 38388F108 853 54400 SH SOLE 54400 0 0
GRACO INC COM 384109104 836 28350 SH SOLE 28350 0 0
GRAINGER W W INC COM 384802104 9459 227248 SH SOLE 227248 0 0
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GRANITE CONSTR INC COM 387328107 1640 48850 SH SOLE 48850 0 0
GREAT ATLANTIC & PAC TEA INC COM 390064103 770 26000 SH SOLE 26000 0 0
GREAT LAKES CHEM CORP COM 390568103 4404 110100 SH SOLE 110100 0 0
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GRIFFON CORP COM 398433102 755 71100 SH SOLE 71100 0 0
GRUPO MEXICANO DE DESARROLLO SPND ADR B SHS 40048G104 0 80200 SH SOLE 80200 0 0
GRUPO RADIO CENTRO S A DE C V SPONSORED ADR 40049C102 2717 505500 SH SOLE 505500 0 0
GRUPO TRIBASA S A DE C V SPONSORED ADR 40049F105 3449 2044500 SH SOLE 2044500 0 0
GTE CORP COM 362320103 62197 956877 SH SOLE 956877 0 0
GTECH HLDGS CORP COM 400518106 1630 63600 SH SOLE 63600 0 0
GUILFORD MLS INC COM 401794102 560 33550 SH SOLE 33550 0 0
GUITAR CTR MGMT INC COM 402040109 517 21000 SH SOLE 21000 0 0
GULF CDA RES LTD ORD 40218L305 789 359102 SH SOLE 359102 0 0
GULF INDONESIA RES LTD COM 402284103 942 144920 SH SOLE 144920 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
HA-LO INDS INC COM 404429102 1053 28000 SH SOLE 28000 0 0
HADCO CORP COM 404681108 584 16700 SH SOLE 16700 0 0
HAEMONETICS CORP COM 405024100 1301 57200 SH SOLE 57200 0 0
HALTER MARINE GROUP INC COM 40642Y105 281 57600 SH SOLE 57600 0 0
HANDLEMAN CO DEL COM 410252100 851 61300 SH SOLE 61300 0 0
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 281 12500 SH SOLE 12500 0 0
HANNA M A CO COM 410522106 726 59000 SH SOLE 59000 0 0
HANNAFORD BROS CO COM 410550107 1113 21000 SH SOLE 21000 0 0
HANOVER DIRECT INC COM 410783104 1165 339000 SH SOLE 339000 0 0
HARLEYSVILLE GROUP INC COM 412824104 792 30700 SH SOLE 30700 0 0
HARNISCHFEGER INDS INC COM 413345109 356 34900 SH SOLE 34900 0 0
HARRAHS ENTMT INC COM 413619107 1181 75300 SH SOLE 75300 0 0
HARRIS CORP DEL COM 413875105 6217 169745 SH SOLE 169745 0 0
HARSCO CORP COM 415864107 460 15100 SH SOLE 15100 0 0
HARTE-HANKS INC COM 416196103 427 15000 SH SOLE 15000 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 4560 83100 SH SOLE 83100 0 0
HASBRO INC COM 418056107 5969 165228 SH SOLE 165228 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 660 16400 SH SOLE 16400 0 0
HBO & CO COM 404100109 18038 628800 SH SOLE 628800 0 0
HCR MANOR CARE INC COM 404134108 699 23800 SH SOLE 23800 0 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 238 11000 SH SOLE 11000 0 0
HEALTHSOUTH CORP COM 421924101 6811 441200 SH SOLE 441200 0 0
HEARTLAND EXPRESS INC COM 422347104 672 38400 SH SOLE 38400 0 0
HEILIG MEYERS CO COM 422893107 284 42400 SH SOLE 42400 0 0
HEINZ H J CO COM 423074103 3567 63000 SH SOLE 63000 0 0
HENRY JACK & ASSOC INC COM 426281101 1010 20300 SH SOLE 20300 0 0
HERSHEY FOODS CORP COM 427866108 263 4237 SH SOLE 4237 0 0
HEWLETT PACKARD CO COM 428236103 2063 30200 SH SOLE 30200 0 0
HIGHWOODS PPTYS INC COM 431284108 4256 165300 SH SOLE 165300 0 0
HILLENBRAND INDS INC COM 431573104 8014 140900 SH SOLE 140900 0 0
HILTON HOTELS CORP COM 432848109 1195 62500 SH SOLE 62500 0 0
HNC SOFTWARE INC COM 40425P107 647 16000 SH SOLE 16000 0 0
HOLLINGER INTL INC CL A 435569108 1440 103300 SH SOLE 103300 0 0
HOLLY CORP COM PAR $0.01 435758305 211 12500 SH SOLE 12500 0 0
HOLLYWOOD ENTMT CORP COM 436141105 447 16400 SH SOLE 16400 0 0
HOME DEPOT INC COM 437076102 90673 1481900 SH SOLE 1481900 0 0
HOMEBASE INC COM 43738E108 279 43800 SH SOLE 43800 0 0
HON INDS INC COM 438092108 474 19800 SH SOLE 19800 0 0
HOOPER HOLMES INC COM 439104100 252 8700 SH SOLE 8700 0 0
HORACE MANN EDUCATORS CORP NEW COM 440327104 365 12800 SH SOLE 12800 0 0
HORMEL FOODS CORP COM 440452100 1012 30900 SH SOLE 30900 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1088 45100 SH SOLE 45100 0 0
HOUGHTON MIFFLIN CO COM 441560109 378 8000 SH SOLE 8000 0 0
HOUSEHOLD INTL INC COM 441815107 1531 38637 SH SOLE 38637 0 0
HOUSTON INDS INC COM 442161105 9243 288300 SH SOLE 288300 0 0
HUBBELL INC CL B 443510201 213 5600 SH SOLE 5600 0 0
HUNT J B TRANS SVCS INC COM 445658107 761 33100 SH SOLE 33100 0 0
HYPERION SOLUTIONS CORP COM 44914M104 229 12700 SH SOLE 12700 0 0
IBP INC COM 449223106 4159 142800 SH SOLE 142800 0 0
ICN PHARMACEUTICALS INC NEW COM 448924100 1643 72600 SH SOLE 72600 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
IDEXX LABS INC COM 45168D104 829 30800 SH SOLE 30800 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 521 60800 SH SOLE 60800 0 0
ILLINOVA CORP COM 452317100 3067 122700 SH SOLE 122700 0 0
IMMUNE RESPONSE CORP DEL COM 45252T106 351 32300 SH SOLE 32300 0 0
IMPERIAL CR INDS INC COM 452729106 348 41600 SH SOLE 41600 0 0
IMPERIAL OIL LTD COM NEW 453038408 252 24079 SH SOLE 24079 0 0
IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 453142101 1056 50000 SH SOLE 50000 0 0
INCO LTD COM 453258402 1786 237600 SH SOLE 237600 0 0
INDIA FD INC COM 454089103 568 90035 SH SOLE 90035 0 0
INDUSTRIE NATUZZI SPA ADR 456478106 1196 48100 SH SOLE 48100 0 0
INFORMATION RES INC COM 456905108 576 56500 SH SOLE 56500 0 0
INFORMIX CORP COM 456779107 1729 175100 SH SOLE 175100 0 0
INGLES MKTS INC CL A 457030104 523 47800 SH SOLE 47800 0 0
INLAND STL INDS INC COM 457472108 548 32500 SH SOLE 32500 0 0
INNKEEPERS USA TR COM 4576J0104 921 78000 SH SOLE 78000 0 0
INPUT/OUTPUT INC COM 457652105 93 12700 SH SOLE 12700 0 0
INSIGHT ENTERPRISES INC COM 45765U103 941 18500 SH SOLE 18500 0 0
INSO CORP COM 457674109 512 20500 SH SOLE 20500 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 464 75700 SH SOLE 75700 0 0
INTEGRATED HEALTH SVCS INC COM 45812C106 759 53700 SH SOLE 53700 0 0
INTEL CORP COM 458140100 145488 1227109 SH SOLE 1227109 0 0
INTELLIGROUP INC COM 45816A106 318 17800 SH SOLE 17800 0 0
INTERGRAPH CORP COM 458683109 431 75000 SH SOLE 75000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 38940 211200 SH SOLE 211200 0 0
INTERNATIONAL GAME TECHNOLOGY COM 459902102 1318 54200 SH SOLE 54200 0 0
INTERNATIONAL MULTIFOODS CORP COM 460043102 596 23100 SH SOLE 23100 0 0
INTERNATIONAL NETWORK SVCS COM 460053101 1037 15600 SH SOLE 15600 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 975 100000 SH SOLE 100000 0 0
INTERNATIONAL TELECOMMUN DATA COM 46047F104 230 15600 SH SOLE 15600 0 0
INTERPOOL INC COM 46062R108 754 45000 SH SOLE 45000 0 0
INTERPUBLIC GROUP COS INC COM 460690100 7640 95800 SH SOLE 95800 0 0
INTERSTATE BAKERIES CORP DEL COM 46072H108 714 27000 SH SOLE 27000 0 0
INTERSTATE ENERGY CORP WISE COM 460845100 606 18800 SH SOLE 18800 0 0
INTERVOICE INC COM 461142101 562 16300 SH SOLE 16300 0 0
INTL PAPER CO COM 460146103 1456 32500 SH SOLE 32500 0 0
INTUIT COM 461202103 464 6400 SH SOLE 6400 0 0
INVACARE CORP COM 461203101 545 22700 SH SOLE 22700 0 0
IOMEGA CORP COM 462030107 296 40500 SH SOLE 40500 0 0
IPALCO ENTERPRISES INC COM 462613100 238 4300 SH SOLE 4300 0 0
IPSCO INC COM 462622101 654 57850 SH SOLE 57850 0 0
IRON MTN INC DEL COM 46284P104 541 15000 SH SOLE 15000 0 0
ITT INDS INC IND COM 450911102 396 9951 SH SOLE 9951 0 0
IVAX CORP COM 465823102 1057 85000 SH SOLE 85000 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 1068 26200 SH SOLE 26200 0 0
JDA SOFTWARE GROUP INC COM 46612K108 272 28100 SH SOLE 28100 0 0
JDN RLTY CORP COM 465917102 1392 64550 SH SOLE 64550 0 0
JEFFERIES GROUP INC COM 472318104 1514 30500 SH SOLE 30500 0 0
JEFFERSON PILOT CORP COM 475070108 557 7425 SH SOLE 7425 0 0
JLG INDS INC COM 466210101 842 53900 SH SOLE 53900 0 0
JOHNS MANVILLE CORP NEW COM 478129109 1133 68900 SH SOLE 68900 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
JOHNSON & JOHNSON COM 478160104 119807 1428400 SH SOLE 1428400 0 0
JOHNSON CTLS INC COM 478366107 5979 101344 SH SOLE 101344 0 0
JONES APPAREL GROUP INC COM 480074103 1741 78900 SH SOLE 78900 0 0
JONES INTERCABLE INC COM 480206101 657 18700 SH SOLE 18700 0 0
JONES INTERCABLE INC CL A 480206200 392 11000 SH SOLE 11000 0 0
JOSTENS INC COM 481088102 589 22500 SH SOLE 22500 0 0
JP REALTY INC COM 46624A106 2198 112000 SH SOLE 112000 0 0
JSB FINANCIAL INC COM 46624M100 223 4100 SH SOLE 4100 0 0
JUST FOR FEET INC COM 48213P106 377 21700 SH SOLE 21700 0 0
JUSTIN INDS INC COM 482171105 570 43400 SH SOLE 43400 0 0
K MART CORP COM 482584109 13799 901181 SH SOLE 901181 0 0
KAISER ALUMINUM CORP COM 483007100 228 46700 SH SOLE 46700 0 0
KAMAN CORP CL A 483548103 522 32500 SH SOLE 32500 0 0
KANSAS CITY LIFE INS CO COM 484836101 1210 14800 SH SOLE 14800 0 0
KANSAS CITY SOUTHN INDS INC COM 485170104 6527 132700 SH SOLE 132700 0 0
KAUFMAN & BROAD HOME CORP COM 486168107 1943 67600 SH SOLE 67600 0 0
KAYDON CORP COM 486587108 1078 26900 SH SOLE 26900 0 0
KCS ENERGY INC COM 482434206 131 43800 SH SOLE 43800 0 0
KELLWOOD CO COM 488044108 430 17200 SH SOLE 17200 0 0
KELLY SVCS INC CL A 488152208 1108 34900 SH SOLE 34900 0 0
KEMET CORP COM 488360108 459 40800 SH SOLE 40800 0 0
KENNAMETAL INC COM 489170100 406 19100 SH SOLE 19100 0 0
KERR MCGEE CORP COM 492386107 1404 36700 SH SOLE 36700 0 0
KEYSPAN ENERGY COM 49337K106 4576 147612 SH SOLE 147612 0 0
KILROY RLTY CORP COM 49427F108 1677 72900 SH SOLE 72900 0 0
KIMBALL INTL INC CL B 494274103 663 34900 SH SOLE 34900 0 0
KIMBERLY CLARK CORP COM 494368103 2044 37500 SH SOLE 37500 0 0
KING WORLD PRODTNS INC COM 495667107 3007 102160 SH SOLE 102160 0 0
KLM ROYAL DUTCH AIRLS COM N Y REG 482516101 225 7500 SH SOLE 7500 0 0
KN ENERGY INC COM 482620101 960 26400 SH SOLE 26400 0 0
KNOLL INC COM 498904101 1375 46400 SH SOLE 46400 0 0
KOGER EQUITY INC COM 500228101 1382 80400 SH SOLE 80400 0 0
KOMAG INC COM 500453105 796 76700 SH SOLE 76700 0 0
KOOR INDS LTD SPONSORED ADR 500507108 434 24900 SH SOLE 24900 0 0
KOREA FD COM 500634100 6922 748300 SH SOLE 748300 0 0
KOREAN INVT FD INC COM 500637103 660 160000 SH SOLE 160000 0 0
KROGER CO COM 501044101 20674 341724 SH SOLE 341724 0 0
KULICKE & SOFFA INDS INC COM 501242101 506 28500 SH SOLE 28500 0 0
LA Z BOY INC COM 505336107 1380 77500 SH SOLE 77500 0 0
LABOR READY INC COM NEW 505401208 634 32200 SH SOLE 32200 0 0
LABORATORIO CHILE SA ADR 50540H104 526 36600 SH SOLE 36600 0 0
LABORATORY CORP AMER HLDGS COM 50540R102 499 363200 SH SOLE 363200 0 0
LAFARGE CORP COM 505862102 1061 26200 SH SOLE 26200 0 0
LAIDLAW INC COM 50730K503 1835 280100 SH SOLE 280100 0 0
LANCASTER COLONY CORP COM 513847103 1112 34615 SH SOLE 34615 0 0
LANDAMERICA FINL GROUP INC COM 514936103 1116 20000 SH SOLE 20000 0 0
LANDS END INC COM 515086106 1112 41300 SH SOLE 41300 0 0
LASON INC COM 51808R107 524 9000 SH SOLE 9000 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 689 15000 SH SOLE 15000 0 0
LEAR CORP COM 521865105 3688 95800 SH SOLE 95800 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
LEARNING CO INC COM 522008101 1534 58700 SH SOLE 58700 0 0
LEE ENTERPRISES INC COM 523768109 265 8400 SH SOLE 8400 0 0
LEGATO SYS INC COM 524651106 1543 23400 SH SOLE 23400 0 0
LEHMAN BROS HLDGS INC COM 524908100 14446 327866 SH SOLE 327866 0 0
LENNAR CORP COM 526057104 2242 88800 SH SOLE 88800 0 0
LEUCADIA NATL CORP COM 527288104 463 14700 SH SOLE 14700 0 0
LEVEL ONE COMMUNICATIONS INC COM 527295109 366 10300 SH SOLE 10300 0 0
LEXMARK INTL GROUP INC CL A 529771107 16221 161400 SH SOLE 161400 0 0
LG&E ENERGY CORP COM 501917108 1175 41500 SH SOLE 41500 0 0
LIBERTY CORP S C COM 530370105 709 14400 SH SOLE 14400 0 0
LIBERTY FINL COS INC COM 530512102 1065 39450 SH SOLE 39450 0 0
LIBERTY PPTY TR SH BEN INT 531172104 2499 101500 SH SOLE 101500 0 0
LIFE USA HLDG INC COM NEW 531918209 335 26000 SH SOLE 26000 0 0
LILLY ELI & CO COM 532457108 7448 83800 SH SOLE 83800 0 0
LIMITED INC COM 532716107 15093 518200 SH SOLE 518200 0 0
LINCARE HLDGS INC COM 532791100 2641 65100 SH SOLE 65100 0 0
LINCOLN NATL CORP IND COM 534187109 614 7500 SH SOLE 7500 0 0
LINENS N THINGS INC COM 535679104 1323 33400 SH SOLE 33400 0 0
LIPOSOME CO INC COM 536310105 673 43600 SH SOLE 43600 0 0
LITTON INDS INC COM 538021106 5454 83500 SH SOLE 83500 0 0
LIZ CLAIBORNE INC COM 539320101 3197 101300 SH SOLE 101300 0 0
LOCKHEED MARTIN CORP COM 539830109 5296 62488 SH SOLE 62488 0 0
LOEWS CORP COM 540424108 33877 344800 SH SOLE 344800 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 147 16000 SH SOLE 16000 0 0
LONE STAR TECHNOLOGIES INC COM 542312103 397 39200 SH SOLE 39200 0 0
LONGS DRUG STORES CORP COM 543162101 1939 51700 SH SOLE 51700 0 0
LOUISIANA PAC CORP COM 546347105 961 52500 SH SOLE 52500 0 0
LOWES COS INC COM 548661107 27917 545400 SH SOLE 545400 0 0
LTV CORP NEW COM 501921100 440 76600 SH SOLE 76600 0 0
LUBRIZOL CORP COM 549271104 778 30300 SH SOLE 30300 0 0
LUBYS CAFETERIAS INC COM 549282101 262 17000 SH SOLE 17000 0 0
LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 1065 88750 SH SOLE 88750 0 0
LYDALL INC DEL COM 550819106 205 17300 SH SOLE 17300 0 0
LYONDELL CHEMICAL CO COM 552078107 520 28900 SH SOLE 28900 0 0
M & T BK CORP COM 55261F104 778 1500 SH SOLE 1500 0 0
M D C HLDGS INC COM 552676108 205 9600 SH SOLE 9600 0 0
M S CARRIERS INC COM 553533100 711 21600 SH SOLE 21600 0 0
MACERICH CO COM 554382101 2337 91200 SH SOLE 91200 0 0
MACK CALI RLTY CORP COM 554489104 6518 211100 SH SOLE 211100 0 0
MACKENZIE FINL CORP COM 554531103 131 15100 SH SOLE 15100 0 0
MACMILLAN BLOEDEL LTD COM 554783209 324 49781 SH SOLE 49781 0 0
MACROMEDIA INC COM 556100105 1661 49300 SH SOLE 49300 0 0
MADECO SA SPONSORED ADR 556304103 218 26000 SH SOLE 26000 0 0
MAGNA INTL INC CL A 559222401 1703 42200 SH SOLE 42200 0 0
MAIL-WELL INC COM 560321200 483 42200 SH SOLE 42200 0 0
MALLINCKRODT INC NEW COM 561232109 995 32300 SH SOLE 32300 0 0
MANITOWOC INC COM 563571108 525 11825 SH SOLE 11825 0 0
MANPOWER INC COM 56418H100 1695 67300 SH SOLE 67300 0 0
MANUFACTURED HOME CMNTYS INC COM 564682102 1135 45300 SH SOLE 45300 0 0
MARCUS CORP COM 566330106 215 13250 SH SOLE 13250 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
MARINER POST-ACUTE NETWORK INC COM 568459101 574 122500 SH SOLE 122500 0 0
MARK IV INDS INC COM 570387100 866 66605 SH SOLE 66605 0 0
MARRIOTT INTL INC NEW CL A 571903202 2453 84600 SH SOLE 84600 0 0
MARSHALL INDS COM 572393106 468 19100 SH SOLE 19100 0 0
MASCOTECH INC COM 574670105 856 50000 SH SOLE 50000 0 0
MASISA S A SPONSORED ADR 574799102 1313 205900 SH SOLE 205900 0 0
MASTECH CORP COM 57632N105 1563 54600 SH SOLE 54600 0 0
MATTEL INC COM 577081102 4695 199784 SH SOLE 199784 0 0
MAXTOR CORP COM NEW 577729205 332 23700 SH SOLE 23700 0 0
MAXXAM INC COM 577913106 241 4200 SH SOLE 4200 0 0
MAYTAG CORP COM 578592107 26836 431100 SH SOLE 431100 0 0
MBIA INC COM 55262C100 4327 66000 SH SOLE 66000 0 0
MBNA CORP COM 55262L100 22930 924151 SH SOLE 924151 0 0
MCCLATCHY CO CL A 579489105 463 13100 SH SOLE 13100 0 0
MCDERMOTT INTL INC COM 580037109 965 39100 SH SOLE 39100 0 0
MCDONALDS CORP COM 580135101 16876 219700 SH SOLE 219700 0 0
MCI WORLDCOM INC COM 55268B106 38439 535735 SH SOLE 535735 0 0
MCKESSON CORP NEW COM 581557105 538 6800 SH SOLE 6800 0 0
MCN ENERGY GROUP INC COM 55267J100 629 33000 SH SOLE 33000 0 0
MDU RES GROUP INC COM 552690109 358 13600 SH SOLE 13600 0 0
MEAD CORP COM 582834107 1199 40900 SH SOLE 40900 0 0
MEDIA ARTS GROUP INC COM 58439C102 162 11500 SH SOLE 11500 0 0
MEDIA GEN INC CL A 584404107 1060 20000 SH SOLE 20000 0 0
MEDIAONE GROUP INC COM 58440J104 2232 47500 SH SOLE 47500 0 0
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 1353 22600 SH SOLE 22600 0 0
MEDIMMUNE INC COM 584699102 1889 19000 SH SOLE 19000 0 0
MEDITRUST CORP PAIRED CTF NEW 58501T306 1809 120600 SH SOLE 120600 0 0
MEDQUIST INC COM 584949101 1055 26700 SH SOLE 26700 0 0
MEDTRONIC INC COM 585055106 2919 39300 SH SOLE 39300 0 0
MEMC ELECTR MATLS INC COM 552715104 263 31000 SH SOLE 31000 0 0
MENTOR CORP MINN COM 587188103 546 23300 SH SOLE 23300 0 0
MERCK & CO INC COM 589331107 7065 47900 SH SOLE 47900 0 0
MERCURY GENL CORP NEW COM 589400100 1135 25900 SH SOLE 25900 0 0
MERCURY INTERACTIVE CORP COM 589405109 664 10500 SH SOLE 10500 0 0
MERIDIAN GOLD INC COM 589975101 1148 310000 SH SOLE 310000 0 0
MERIDIAN INDL TR INC COM 589643105 1116 47500 SH SOLE 47500 0 0
MERITOR AUTOMOTIVE INC COM 59000G100 1986 94300 SH SOLE 94300 0 0
MERRILL CORP COM 590175105 431 22300 SH SOLE 22300 0 0
MERRILL LYNCH & CO INC COM 590188108 15092 226100 SH SOLE 226100 0 0
MESABA HLDGS INC COM 59066B102 586 28400 SH SOLE 28400 0 0
META GROUP INC COM 591002100 660 22200 SH SOLE 22200 0 0
METAMOR WORLDWIDE INC COM 59133P100 602 24100 SH SOLE 24100 0 0
METHANEX CORP COM 59151K108 727 220500 SH SOLE 220500 0 0
METHODE ELECTRS INC CL A 591520200 589 37700 SH SOLE 37700 0 0
METRIS COS INC COM 591598107 1867 37108 SH SOLE 37108 0 0
METRO INFORMATION SERVICES INC COM 59162P104 441 14700 SH SOLE 14700 0 0
METROMEDIA FIBER NETWORK INC CL A 591689104 415 12400 SH SOLE 12400 0 0
METROMEDIA INTL GROUP INC COM 591695101 509 93600 SH SOLE 93600 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 410 14600 SH SOLE 14600 0 0
METZLER GROUP INC COM 592903108 1154 23700 SH SOLE 23700 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
MEYER FRED INC DEL NEW COM 592907109 859 14250 SH SOLE 14250 0 0
MGIC INVT CORP WIS COM 552848103 2500 62800 SH SOLE 62800 0 0
MICHAEL FOOD INC NEW COM 594079105 588 19600 SH SOLE 19600 0 0
MICHAELS STORES INC COM 594087108 697 38500 SH SOLE 38500 0 0
MICRO WHSE INC COM 59501B105 1582 46800 SH SOLE 46800 0 0
MICROAGE INC COM 594928103 529 34400 SH SOLE 34400 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 536 14500 SH SOLE 14500 0 0
MICROMUSE INC COM 595094103 521 26700 SH SOLE 26700 0 0
MICRON ELECTRONICS INC COM 595100108 1439 83100 SH SOLE 83100 0 0
MICRON TECHNOLOGY INC COM 595112103 4424 87500 SH SOLE 87500 0 0
MICROSOFT CORP COM 594918104 185078 1334500 SH SOLE 1334500 0 0
MID ATLANTIC MED SVCS INC COM 59523C107 798 81300 SH SOLE 81300 0 0
MID-AMER APT CMNTYS INC COM 59522J103 1280 56400 SH SOLE 56400 0 0
MIDAMERICAN ENERGY HLDGS CO COM 595920109 1290 47982 SH SOLE 47982 0 0
MIDAS GROUP INC COM 595626102 527 16916 SH SOLE 16916 0 0
MIDWEST EXPRESS HLDGS INC COM 597911106 631 24000 SH SOLE 24000 0 0
MILACRON INC COM 598709103 1904 98900 SH SOLE 98900 0 0
MILLENNIUM CHEMICALS INC COM 599903101 636 32000 SH SOLE 32000 0 0
MILLS CORP COM 601148109 1934 97300 SH SOLE 97300 0 0
MINE SAFETY APPLIANCES CO COM 602720104 1427 20100 SH SOLE 20100 0 0
MINIMED INC COM 60365K108 702 6700 SH SOLE 6700 0 0
MINNESOTA MNG & MFG CO COM 604059105 17810 250400 SH SOLE 250400 0 0
MISSISSIPPI CHEM CORP COM NEW 605288208 542 38700 SH SOLE 38700 0 0
MITCHELL ENERGY & DEV CORP CL B 606592301 701 60300 SH SOLE 60300 0 0
MITEL CORP COM 606711109 136 28600 SH SOLE 28600 0 0
MOBIL CORP COM 607059102 19237 220800 SH SOLE 220800 0 0
MODINE MFG CO COM 607828100 1120 30900 SH SOLE 30900 0 0
MODIS PROFESSIONAL SVCS INC COM 607830106 614 42000 SH SOLE 42000 0 0
MOHAWK INDS INC COM 608190104 3929 93400 SH SOLE 93400 0 0
MOLEX INC COM 608554101 246 6450 SH SOLE 6450 0 0
MONACO COACH CORP COM 60886R103 575 21700 SH SOLE 21700 0 0
MONSANTO CO COM 611662107 237 5000 SH SOLE 5000 0 0
MONTANA POWER CO COM 612085100 1482 26200 SH SOLE 26200 0 0
MOORE LTD COM 615785102 2023 243000 SH SOLE 243000 0 0
MORGAN KEEGAN INC COM 617410105 657 35025 SH SOLE 35025 0 0
MORGAN STANLEY DEAN WITTER&CO COM NEW 617446448 34872 491160 SH SOLE 491160 0 0
MORGAN STANLEY EMERGING MKTS COM 61744G107 702 86400 SH SOLE 86400 0 0
MORTON INTL INC IND NEW COM 619335102 277 11300 SH SOLE 11300 0 0
MOTIVEPOWER INDS INC COM 61980K101 505 15700 SH SOLE 15700 0 0
MOTOROLA INC COM 620076109 696 11400 SH SOLE 11400 0 0
MSC INDL DIRECT INC CL A 553530106 507 22400 SH SOLE 22400 0 0
MTS SYS CORP COM 553777103 630 46700 SH SOLE 46700 0 0
MUELLER INDS INC COM 624756102 963 47400 SH SOLE 47400 0 0
MURPHY OIL CORP COM 626717102 808 19600 SH SOLE 19600 0 0
MUSICLAND STORES CORP COM 62758B109 876 57000 SH SOLE 57000 0 0
MYLAN LABS INC COM 628530107 9856 312900 SH SOLE 312900 0 0
NABORS INDS INC COM 629568106 659 48800 SH SOLE 48800 0 0
NAC RE CORP COM 628907107 770 16400 SH SOLE 16400 0 0
NACCO INDS INC CL A 629579103 754 8200 SH SOLE 8200 0 0
NALCO CHEM CO COM 629853102 499 16100 SH SOLE 16100 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
NASH FINCH CO COM 631158102 741 52000 SH SOLE 52000 0 0
NATIONAL BANCORP ALASKA COM 632587101 1326 39300 SH SOLE 39300 0 0
NATIONAL CITY CORP COM 635405103 10208 140800 SH SOLE 140800 0 0
NATIONAL COMM BANCORP COM 635449101 935 49700 SH SOLE 49700 0 0
NATIONAL COMPUTER SYS INC COM 635519101 814 22000 SH SOLE 22000 0 0
NATIONAL R V HLDGS INC COM 637277104 265 10300 SH SOLE 10300 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 1893 140200 SH SOLE 140200 0 0
NATIONAL STL CORP CL B 637844309 514 72200 SH SOLE 72200 0 0
NATIONAL-OILWELL INC COM 637071101 791 70700 SH SOLE 70700 0 0
NAUTICA ENTERPRISES INC COM 639089101 625 41700 SH SOLE 41700 0 0
NAVISTAR INTL CORP NEW COM 63934E108 1861 65300 SH SOLE 65300 0 0
NBTY INC COM 628782104 580 81400 SH SOLE 81400 0 0
NCH CORP COM 628850109 845 14200 SH SOLE 14200 0 0
NCI BUILDING SYS INC COM 628852105 911 32400 SH SOLE 32400 0 0
NCO GROUP INC COM 628858102 540 12000 SH SOLE 12000 0 0
NEIMAN MARCUS GROUP INC COM 640204103 1092 43800 SH SOLE 43800 0 0
NEOMAGIC CORP COM 640497103 1316 59500 SH SOLE 59500 0 0
NETWORK SOLUTIONS INC DEL CL A 64121Q102 1492 11400 SH SOLE 11400 0 0
NEVADA POWER CO COM 641423108 614 23600 SH SOLE 23600 0 0
NEW ENGLAND ELEC SYS COM 644001109 1208 25100 SH SOLE 25100 0 0
NEW ERA OF NETWORKS INC COM 644312100 757 17200 SH SOLE 17200 0 0
NEW PLAN EXCEL RLTY TR INC COM 648053106 2666 120180 SH SOLE 120180 0 0
NEW YORK TIMES CO CL A 650111107 1120 32300 SH SOLE 32300 0 0
NEWELL CO COM 651192106 9091 220400 SH SOLE 220400 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 296 43500 SH SOLE 43500 0 0
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NIAGARA MOHAWK PWR CORP COM 653522102 12553 778500 SH SOLE 778500 0 0
NICE SYS LTD SPONSORED ADR 653656108 368 17000 SH SOLE 17000 0 0
NIKE INC CL B 654106103 3578 88200 SH SOLE 88200 0 0
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NL INDS INC COM NEW 629156407 975 68700 SH SOLE 68700 0 0
NORDSON CORP COM 655663102 740 14400 SH SOLE 14400 0 0
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NORTHROP GRUMMAN CORP COM 666807102 3152 43100 SH SOLE 43100 0 0
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NU SKIN ENTERPRISES INC CL A 67018T105 421 17800 SH SOLE 17800 0 0
NUCOR CORP COM 670346105 8628 199500 SH SOLE 199500 0 0
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NUMAC ENERGY INC COM 67052A103 166 113600 SH SOLE 113600 0 0
O'SULLIVAN INDS HLDGS INC COM 688609106 488 46500 SH SOLE 46500 0 0
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OCTEL CORP COM 675727101 205 14775 SH SOLE 14775 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
OCULAR SCIENCES INC COM 675744106 358 13400 SH SOLE 13400 0 0
OFFICE DEPOT INC COM 676220106 6882 185700 SH SOLE 185700 0 0
OFFICEMAX INC COM 67622M108 642 52400 SH SOLE 52400 0 0
OGDEN CORP COM 676346109 574 22900 SH SOLE 22900 0 0
OHIO CAS CORP COM 677240103 1308 31800 SH SOLE 31800 0 0
OLD KENT FINL CORP COM 679833103 1441 31000 SH SOLE 31000 0 0
OLD REP INTL CORP COM 680223104 2905 129125 SH SOLE 129125 0 0
OLIN CORP COM PAR $1 680665205 1107 39100 SH SOLE 39100 0 0
OLSTEN CORP COM 681385100 478 64800 SH SOLE 64800 0 0
ONEIDA LTD COM 682505102 891 60150 SH SOLE 60150 0 0
ONEOK INC NEW COM 682680103 900 24900 SH SOLE 24900 0 0
ORACLE CORP COM 68389X105 19216 445600 SH SOLE 445600 0 0
ORANGE & ROCKLAND UTILS INC COM 684065105 593 10400 SH SOLE 10400 0 0
ORBITAL SCIENCES CORP COM 685564106 994 22600 SH SOLE 22600 0 0
ORBOTECH LTD ORD M75253100 1611 34000 SH SOLE 34000 0 0
OREGON STL MLS INC COM 686079104 275 23200 SH SOLE 23200 0 0
ORION CAP CORP COM 686268103 1258 31600 SH SOLE 31600 0 0
OSHKOSH B GOSH INC CL A 688222207 955 47300 SH SOLE 47300 0 0
OSTEOTECH INC COM 688582105 1139 24500 SH SOLE 24500 0 0
OUTBACK STEAKHOUSE INC COM 689899102 2803 70300 SH SOLE 70300 0 0
OWENS CORNING COM 69073F103 4982 140600 SH SOLE 140600 0 0
OWENS ILL INC COM NEW 690768403 12856 419800 SH SOLE 419800 0 0
OXFORD HEALTH PLANS INC COM 691471106 619 41600 SH SOLE 41600 0 0
OXFORD INDS INC COM 691497309 398 14100 SH SOLE 14100 0 0
P P & L RES INC COM 693499105 11111 398600 SH SOLE 398600 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 840 128000 SH SOLE 128000 0 0
PACIFIC CENTY FINL CORP COM 694058108 1579 64800 SH SOLE 64800 0 0
PACIFIC GATEWAY EXCHANGE INC COM 694327107 870 18100 SH SOLE 18100 0 0
PACIFIC SUNWEAR CALIF INC COM 694873100 565 34500 SH SOLE 34500 0 0
PACIFICARE HEALTH SYS DEL CL B 695112201 4913 61800 SH SOLE 61800 0 0
PACIFICORP COM 695114108 5887 279500 SH SOLE 279500 0 0
PAGING NETWORK INC COM 695542100 484 103300 SH SOLE 103300 0 0
PAINE WEBBER GROUP INC COM 695629105 11873 307400 SH SOLE 307400 0 0
PALL CORP COM 696429307 1314 51900 SH SOLE 51900 0 0
PARK NATL CORP COM 700658107 1442 14000 SH SOLE 14000 0 0
PARKWAY PPTYS INC COM 70159Q104 3287 105200 SH SOLE 105200 0 0
PATHOGENESIS CORP COM 70321E104 354 6100 SH SOLE 6100 0 0
PATRIOT AMERN HOSPITALITY DEL PAIRED CTF 703352203 3011 501869 SH SOLE 501869 0 0
PAYCHEX INC COM 704326107 980 19050 SH SOLE 19050 0 0
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PECO ENERGY CO COM 693304107 21610 517600 SH SOLE 517600 0 0
PEDIATRIX MED GROUP COM 705324101 761 12700 SH SOLE 12700 0 0
PENNEY J C INC COM 708160106 262 5600 SH SOLE 5600 0 0
PENNZOIL-QUAKER STATE COMPANY COM 709323109 205 13906 SH SOLE 13906 0 0
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PEOPLES ENERGY CORP COM 711030106 710 17800 SH SOLE 17800 0 0
PEOPLESOFT INC COM 712713106 205 10800 SH SOLE 10800 0 0
PEP BOYS MANNY MOE & JACK COM 713278109 585 37300 SH SOLE 37300 0 0
PERCLOSE INC COM 71361C107 556 16800 SH SOLE 16800 0 0
PEREGRINE SYSTEMS INC COM 71366Q101 403 8700 SH SOLE 8700 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
PERRIGO CO COM 714290103 618 70100 SH SOLE 70100 0 0
PERUSAHAAN PERS INDO SATELLITE SPONSORED ADR 715680104 1752 143000 SH SOLE 143000 0 0
PETROFINA S A WT EXP 080503 716485123 205 27400 SH SOLE 27400 0 0
PFIZER INC COM 717081103 87326 698612 SH SOLE 698612 0 0
PG&E CORP COM 69331C108 23404 743000 SH SOLE 743000 0 0
PHARMACIA & UPJOHN INC COM 716941109 23749 419415 SH SOLE 419415 0 0
PHARMERICA INC COM 717135107 184 30720 SH SOLE 30720 0 0
PHELPS DODGE CORP COM 717265102 10292 202300 SH SOLE 202300 0 0
PHILIP MORRIS COS INC COM 718154107 75252 1406583 SH SOLE 1406583 0 0
PHILIPS ELECTRS N V NEW YORK SHS 718337504 6471 95600 SH SOLE 92400 0 0
PHILLIPS PETE CO COM 718507106 17917 420338 SH SOLE 420338 0 0
PHILLIPS VAN HEUSEN CORP COM 718592108 280 38900 SH SOLE 38900 0 0
PHYCOR INC COM 71940F100 170 25000 SH SOLE 25000 0 0
PHYSICIAN RELIANCE NETWORK INC COM 71940G108 543 41400 SH SOLE 41400 0 0
PILGRIMS PRIDE CORP CL B 721467108 983 49300 SH SOLE 49300 0 0
PILLOWTEX CORP COM 721501104 720 26900 SH SOLE 26900 0 0
PINNACLE SYS INC COM 723481107 551 15400 SH SOLE 15400 0 0
PINNACLE WEST CAP CORP COM 723484101 733 17300 SH SOLE 17300 0 0
PITTSTON CO COM MINRLS GRP 725701205 34 15000 SH SOLE 15000 0 0
PITTWAY CORP DEL CL A 725790208 539 16300 SH SOLE 16300 0 0
PIXAR COM 725811103 952 27200 SH SOLE 27200 0 0
PLACER DOME INC COM 725906101 335 44700 SH SOLE 44700 0 0
PLAYTEX PRODS INC COM 72813P100 638 39700 SH SOLE 39700 0 0
PMC-SIERRA INC COM 69344F106 1161 18400 SH SOLE 18400 0 0
PMI GROUP INC COM 69344M101 1279 25900 SH SOLE 25900 0 0
PNC BK CORP COM 693475105 1350 25000 SH SOLE 25000 0 0
POGO PRODUCING CO COM 730448107 556 42800 SH SOLE 42800 0 0
POLICY MGMT SYS CORP COM 731108106 359 7100 SH SOLE 7100 0 0
POLO RALPH LAUREN CORP CL A 731572103 366 19100 SH SOLE 19100 0 0
POLYCOM INC COM 73172K104 578 26000 SH SOLE 26000 0 0
POPULAR INC COM 733174106 337 9900 SH SOLE 9900 0 0
POTASH CORP SASK INC COM 73755L107 2079 50000 SH SOLE 50000 0 0
POTLATCH CORP COM 737628107 472 12800 SH SOLE 12800 0 0
POTOMAC ELEC PWR CO COM 737679100 676 25700 SH SOLE 25700 0 0
PPG INDS INC COM 693506107 460 7900 SH SOLE 7900 0 0
PRAXAIR INC COM 74005P104 8657 245600 SH SOLE 245600 0 0
PRECISION CASTPARTS CORP COM 740189105 619 14000 SH SOLE 14000 0 0
PREMARK INTL INC COM 740459102 1603 46300 SH SOLE 46300 0 0
PREMIERE TECHNOLOGIES INC COM 74058F102 1634 221500 SH SOLE 221500 0 0
PREMISYS COMMUNICATIONS INC COM 740584107 479 52100 SH SOLE 52100 0 0
PRENTISS PPTYS TR SH BEN INT 740706106 3240 145200 SH SOLE 145200 0 0
PRESIDENTIAL LIFE CORP COM 740884101 690 34700 SH SOLE 34700 0 0
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PRIDE INTL INC COM 741932107 244 34600 SH SOLE 34600 0 0
PRIME GROUP REALTY TRUST SH BEN INT 74158J103 442 29200 SH SOLE 29200 0 0
PRIME RETAIL INC COM 741570105 938 95600 SH SOLE 95600 0 0
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PROFIT RECOVERY GROUP INTL INC COM 743168106 693 18500 SH SOLE 18500 0 0
PROGRESS SOFTWARE CORP COM 743312100 888 26300 SH SOLE 26300 0 0
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<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
PROMUS HOTEL CORP NEW COM 74342P106 764 23600 SH SOLE 23600 0 0
PROTECTION ONE INC COM 743663304 271 31700 SH SOLE 31700 0 0
PROTECTIVE LIFE CORP COM 743674103 593 14900 SH SOLE 14900 0 0
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PROVIDIAN FINL CORP COM 74406A102 26059 347450 SH SOLE 347450 0 0
PUBLIC SVC CO N MEX COM 744499104 1498 73300 SH SOLE 73300 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 27400 685000 SH SOLE 685000 0 0
PUGET SOUND ENERGY INC COM 745332106 967 34700 SH SOLE 34700 0 0
PULITZER PUBG CO COM 745771105 1236 14265 SH SOLE 14265 0 0
PULTE CORP COM 745867101 2233 80300 SH SOLE 80300 0 0
QLOGIC CORP COM 747277101 942 7200 SH SOLE 7200 0 0
QUANEX CORP COM 747620102 544 24100 SH SOLE 24100 0 0
QUANTUM CORP COM 747906105 754 35500 SH SOLE 35500 0 0
QUEENS CNTY BANCORP INC COM 748242104 433 14550 SH SOLE 14550 0 0
QUESTAR CORP COM 748356102 630 32500 SH SOLE 32500 0 0
QUIKSILVER INC COM 74838C106 552 18400 SH SOLE 18400 0 0
QUINENCO S A SPONSORED ADR 748718103 3847 480890 SH SOLE 480890 0 0
QUORUM HEALTH GROUP INC COM 749084109 678 52400 SH SOLE 52400 0 0
R O C TAIWAN FD SH BEN INT 749651105 590 95400 SH SOLE 95400 0 0
RAINFOREST CAFE INC COM 75086K104 338 55700 SH SOLE 55700 0 0
RALCORP HLDGS INC NEW COM 751028101 608 33300 SH SOLE 33300 0 0
RANGER OIL LTD COM 752805101 50 17456 SH SOLE 17456 0 0
RATIONAL SOFTWARE CORP COM NEW 75409P202 1643 62000 SH SOLE 62000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1384 65525 SH SOLE 65525 0 0
RAYTHEON CO CL B 755111408 25800 484500 SH SOLE 484500 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 262 9900 SH SOLE 9900 0 0
READ-RITE CORP COM 755246105 616 41700 SH SOLE 41700 0 0
READERS DIGEST ASSN INC CL A NON VTG 755267101 529 21000 SH SOLE 21000 0 0
REALNETWORKS INC COM 75605L104 466 13000 SH SOLE 13000 0 0
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REEBOK INTL LTD COM 758110100 1340 90100 SH SOLE 90100 0 0
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RELIANCE STEEL & ALUMINUM CO COM 759509102 481 17400 SH SOLE 17400 0 0
RENAISSANCE WORLDWIDE INC COM 75968A109 470 76700 SH SOLE 76700 0 0
RENAL CARE GROUP INC COM 759930100 787 27300 SH SOLE 27300 0 0
RENT WAY INC COM 76009U104 387 15900 SH SOLE 15900 0 0
RENTAL SERVICE CORP COM 76009V102 262 16700 SH SOLE 16700 0 0
RENTERS CHOICE INC COM 760114108 1197 37700 SH SOLE 37700 0 0
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RIGHTCHOICE MANAGED CARE INC CL A 76657K101 394 34300 SH SOLE 34300 0 0
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<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
RLI CORP COM 749607107 537 16143 SH SOLE 16143 0 0
ROBERT HALF INTL INC COM 770323103 2670 60000 SH SOLE 60000 0 0
ROBERTS PHARMACEUTICAL CORP COM 770491108 649 30200 SH SOLE 30200 0 0
ROCHESTER GAS & ELEC CORP COM 771367109 919 29400 SH SOLE 29400 0 0
ROCK-TENN CO CL A 772739207 825 48700 SH SOLE 48700 0 0
ROCKWELL INTL CORP NEW COM 773903109 5036 103700 SH SOLE 103700 0 0
ROGERS CANTEL MOBILE COMMN CL B RSTRG VTG 775102205 1377 173600 SH SOLE 173600 0 0
ROHM & HAAS CO COM 775371107 690 22900 SH SOLE 22900 0 0
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ROMAC INTL INC COM 775835101 1079 48500 SH SOLE 48500 0 0
ROSS STORES INC COM 778296103 1587 40300 SH SOLE 40300 0 0
ROSTELECOM OPEN JT STK LNG DST SPONSORED ADR 778529107 166 39600 SH SOLE 39600 0 0
ROUGE INDS INC DEL CL A 779088103 278 31700 SH SOLE 31700 0 0
ROUSE CO COM 779273101 4691 170600 SH SOLE 170600 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 299 9200 SH SOLE 9200 0 0
ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 8201 171300 SH SOLE 171300 0 0
RTI INTL METALS INC COM 74973W107 294 21000 SH SOLE 21000 0 0
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RUSSELL CORP COM 782352108 485 23900 SH SOLE 23900 0 0
RYANS FAMILY STEAK HOUSE INC COM 783519101 856 69200 SH SOLE 69200 0 0
RYDER SYS INC COM 783549108 3357 129100 SH SOLE 129100 0 0
RYLAND GROUP INC COM 783764103 733 25400 SH SOLE 25400 0 0
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SAFECO CORP COM 786429100 10279 239391 SH SOLE 239391 0 0
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SBARRO INC COM 805844107 743 28400 SH SOLE 28400 0 0
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SEARS ROEBUCK & CO COM 812387108 2393 56300 SH SOLE 56300 0 0
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SELECTIVE INS GROUP INC COM 816300107 598 29700 SH SOLE 29700 0 0
SEQUA CORPORATION CL A 817320104 1132 18900 SH SOLE 18900 0 0
SEQUUS PHARMACEUTICALS INC COM 817471105 506 25000 SH SOLE 25000 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
SEROLOGICALS CORP COM 817523103 333 11100 SH SOLE 11100 0 0
SERVICE MERCHANDISE INC COM 817587108 58 204700 SH SOLE 204700 0 0
SFX ENTMT INC CL A 784178105 916 16700 SH SOLE 16700 0 0
SHAW INDS INC COM 820286102 3972 163800 SH SOLE 163800 0 0
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SHOREWOOD PACKAGING CORP COM 825229107 906 44200 SH SOLE 44200 0 0
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SIERRA HEALTH SVCS INC COM 826322109 580 27550 SH SOLE 27550 0 0
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SILICON GRAPHICS INC COM 827056102 1233 95800 SH SOLE 95800 0 0
SILICON VY GROUP INC COM 827066101 589 46200 SH SOLE 46200 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1593 55900 SH SOLE 55900 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 1763 173040 SH SOLE 173040 0 0
SKYTEL COMMUNICATIONS INC COM 83087Q104 1195 54000 SH SOLE 54000 0 0
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SL GREEN RLTY CORP COM 78440X101 1241 57400 SH SOLE 57400 0 0
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SMITH A O COM 831865209 632 25750 SH SOLE 25750 0 0
SMITH CHARLES E RESDNTL RLTY COM 832197107 1307 40700 SH SOLE 40700 0 0
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SMURFIT-STONE CONTAINER CORP COM 832727101 633 40021 SH SOLE 40021 0 0
SNAP ON INC COM 833034101 515 14800 SH SOLE 14800 0 0
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SOLECTRON CORP COM 834182107 242 2600 SH SOLE 2600 0 0
SONAT INC COM 835415100 3745 138400 SH SOLE 138400 0 0
SONIC CORP COM 835451105 378 15200 SH SOLE 15200 0 0
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<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
ST PAUL COS INC COM 792860108 15968 458699 SH SOLE 458699 0 0
STAFFMARK INC COM 852389105 741 33100 SH SOLE 33100 0 0
STANDARD PAC CORP NEW COM 85375C101 723 51200 SH SOLE 51200 0 0
STANDEX INTL CORP COM 854231107 598 22800 SH SOLE 22800 0 0
STANLEY WKS COM 854616109 416 15000 SH SOLE 15000 0 0
STAPLES INC COM 855030102 13753 314800 SH SOLE 314800 0 0
STARRETT L S CO CL A 855668109 563 16400 SH SOLE 16400 0 0
STARWOOD HOTELS & RESORTS COMBND CTF NEW 855905204 13528 596301 SH SOLE 596301 0 0
STATE STR CORP COM 857477103 245 3500 SH SOLE 3500 0 0
STATION CASINOS INC COM 857689103 367 44800 SH SOLE 44800 0 0
STEIN MART INC COM 858375108 452 64900 SH SOLE 64900 0 0
STEPAN CO COM 858586100 727 27300 SH SOLE 27300 0 0
STERLING SOFTWARE INC COM 859547101 3061 113100 SH SOLE 113100 0 0
STEWART & STEVENSON SVCS INC COM 860342104 317 32500 SH SOLE 32500 0 0
STILLWATER MNG CO COM 86074Q102 1076 26900 SH SOLE 26900 0 0
STONE & WEBSTER INC COM 861572105 203 6100 SH SOLE 6100 0 0
STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 5863 164300 SH SOLE 164300 0 0
STRIDE RITE CORP COM 863314100 470 53700 SH SOLE 53700 0 0
STUDENT LN CORP COM 863902102 633 14100 SH SOLE 14100 0 0
SUIZA FOODS CORP COM 865077101 937 18400 SH SOLE 18400 0 0
SUMMIT PPTYS INC COM 866239106 3291 190800 SH SOLE 190800 0 0
SUN MICROSYSTEMS INC COM 866810104 848 9900 SH SOLE 9900 0 0
SUNAMERICA INC COM 866930100 7068 86200 SH SOLE 86200 0 0
SUNBEAM CORP COM 867071102 802 116700 SH SOLE 116700 0 0
SUNCOR ENERGY INC COM 867229106 245 12600 SH SOLE 12600 0 0
SUNDSTRAND CORP COM 867323107 908 17500 SH SOLE 17500 0 0
SUNGARD DATA SYS INC COM 867363103 250 6300 SH SOLE 6300 0 0
SUNRISE ASSISTED LIVING INC COM 86768K106 467 9000 SH SOLE 9000 0 0
SUNRISE MED INC COM 867910101 395 31800 SH SOLE 31800 0 0
SUNRISE TECHNOLOGIES INTL INC COM 86769L103 709 119500 SH SOLE 119500 0 0
SUNSHINE MNG & REFINING CO COM 867833105 382 764400 SH SOLE 764400 0 0
SUNSTONE HOTEL INVS INC COM 867933103 1075 113900 SH SOLE 113900 0 0
SUPER SOL LTD SPONSORED ADR 868511205 836 68250 SH SOLE 68250 0 0
SUPERIOR INDS INTL INC COM 868168105 743 26700 SH SOLE 26700 0 0
SUPERIOR TELECOM INC COM 868365107 728 15400 SH SOLE 15400 0 0
SUPERVALU INC COM 868536103 2372 84700 SH SOLE 84700 0 0
SWIFT TRANSN CO COM 870756103 605 21600 SH SOLE 21600 0 0
SYBASE INC COM 871130100 536 72400 SH SOLE 72400 0 0
SYKES ENTERPRISES INC COM 871237103 506 16600 SH SOLE 16600 0 0
SYLVAN LEARNING SYS INC COM 871399101 573 18800 SH SOLE 18800 0 0
SYMBOL TECHNOLOGIES INC COM 871508107 1266 19800 SH SOLE 19800 0 0
SYNOPSYS INC COM 871607107 2474 45600 SH SOLE 45600 0 0
SYSTEM SOFTWARE ASSOC INC COM 871839106 520 73900 SH SOLE 73900 0 0
TALBOTS INC COM 874161102 1277 40700 SH SOLE 40700 0 0
TANDY CORP COM 875382103 13686 332300 SH SOLE 332300 0 0
TECH DATA CORP COM 878237106 761 18900 SH SOLE 18900 0 0
TECH SYM CORP COM 878308105 343 15400 SH SOLE 15400 0 0
TECO ENERGY INC COM 872375100 1595 56600 SH SOLE 56600 0 0
TECUMSEH PRODS CO CL B 878895101 1520 33600 SH SOLE 33600 0 0
TECUMSEH PRODS CO CL A 878895200 709 15200 SH SOLE 15200 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
TEKELEC COM 879101103 232 14000 SH SOLE 14000 0 0
TEKTRONIX INC COM 879131100 867 28850 SH SOLE 28850 0 0
TELE COMMUNICATIONS INC NEW COM TCI GRP A 87924V101 14984 270900 SH SOLE 270900 0 0
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 26785 368500 SH SOLE 368500 0 0
TELEFONOS DE MEXICO S A SP ADR REP ORD 879403780 10151 208500 SH SOLE 208500 0 0
TELLABS INC COM 879664100 261 3800 SH SOLE 3800 0 0
TEMPLE INLAND INC COM 879868107 8934 150625 SH SOLE 150625 0 0
TENET HEALTHCARE CORP COM 88033G100 1740 66300 SH SOLE 66300 0 0
TENNANT CO COM 880345103 778 19400 SH SOLE 19400 0 0
TENNECO INC NEW COM 88037E101 1533 45000 SH SOLE 45000 0 0
TERADYNE INC COM 880770102 674 15900 SH SOLE 15900 0 0
TEREX CORP NEW COM 880779103 437 15300 SH SOLE 15300 0 0
TERRA INDS INC COM 880915103 545 88100 SH SOLE 88100 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 4016 98700 SH SOLE 98700 0 0
TEXACO INC COM 881694103 23094 435736 SH SOLE 435736 0 0
TEXAS INDS INC COM 882491103 428 15900 SH SOLE 15900 0 0
TEXAS UTILS CO COM 882848104 34390 736600 SH SOLE 736600 0 0
TEXTRON INC COM 883203101 273 3600 SH SOLE 3600 0 0
THERAGENICS CORP COM 883375107 375 23000 SH SOLE 23000 0 0
THOMAS & BETTS CORP COM 884315102 593 13700 SH SOLE 13700 0 0
THQ INC COM NEW 872443403 602 21500 SH SOLE 21500 0 0
TIDEWATER INC COM 886423102 679 29300 SH SOLE 29300 0 0
TIG HLDGS INC COM 872469101 3102 199300 SH SOLE 199300 0 0
TIMBERLAND CO CL A 887100105 228 5000 SH SOLE 5000 0 0
TIME WARNER INC COM 887315109 20878 336400 SH SOLE 336400 0 0
TIMKEN CO COM 887389104 713 37800 SH SOLE 37800 0 0
TITANIUM METALS CORP COM 888339108 446 52500 SH SOLE 52500 0 0
TJ INTL INC COM 872534102 483 18800 SH SOLE 18800 0 0
TJX COS INC NEW COM 872540109 12569 433400 SH SOLE 433400 0 0
TMP WORLDWIDE INC COM 872941109 496 11800 SH SOLE 11800 0 0
TNP ENTERPRISES INC COM 872594106 637 16800 SH SOLE 16800 0 0
TOLL BROTHERS INC COM 889478103 821 36400 SH SOLE 36400 0 0
TOOTSIE ROLL INDS INC COM 890516107 1987 50790 SH SOLE 50790 0 0
TORCHMARK CORP COM 891027104 17315 490352 SH SOLE 490352 0 0
TORO CO COM 891092108 402 14100 SH SOLE 14100 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 218 9500 SH SOLE 9500 0 0
TOSCO CORP COM NEW 891490302 825 31900 SH SOLE 31900 0 0
TOTAL RENAL CARE HLDGS INC COM 89151A107 1736 58725 SH SOLE 58725 0 0
TOWER AUTOMOTIVE INC COM 891707101 1232 49400 SH SOLE 49400 0 0
TOWER REALTY TR INC COM 89185E109 1169 58100 SH SOLE 58100 0 0
TOYS R US INC COM 892335100 16532 976067 SH SOLE 976067 0 0
TRACTOR SUPPLY CO COM 892356106 338 14100 SH SOLE 14100 0 0
TRANS WORLD ENTMT CORP COM 89336Q100 553 29000 SH SOLE 29000 0 0
TRANSACTION NETWORK SVCS INC COM 893414102 506 25200 SH SOLE 25200 0 0
TRANSACTION SYS ARCHITECTS CL A 893416107 700 14000 SH SOLE 14000 0 0
TRANSAMERICA CORP COM 893485102 13875 120127 SH SOLE 120127 0 0
TRANSATLANTIC HLDGS INC COM 893521104 2161 28600 SH SOLE 28600 0 0
TRANSCANADA PIPELINES LTD COM 893526103 5333 536532 SH SOLE 536532 0 0
TRANSWITCH CORP COM 894065101 1028 26400 SH SOLE 26400 0 0
TRAVEL SERVICES INTL INC COM 894169101 625 20500 SH SOLE 20500 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
TREDEGAR INDS INC COM 894650100 694 30850 SH SOLE 30850 0 0
TRENWICK GROUP INC COM 895290104 325 9950 SH SOLE 9950 0 0
TRIARC COS INC CL A 895927101 308 19400 SH SOLE 19400 0 0
TRIGON HEALTHCARE INC COM 89618L100 1216 32600 SH SOLE 32600 0 0
TRINET CORP RLTY TR INC COM 896287109 1284 48000 SH SOLE 48000 0 0
TRINITY INDS INC COM 896522109 1540 40000 SH SOLE 40000 0 0
TRITON ENERGY LTD ORD G90751101 99 12500 SH SOLE 12500 0 0
TRIZEC HAHN CORP SUB VTG 896938107 6101 341002 SH SOLE 334422 0 0
TRUST CO NJ JERSEY CITY NEW COM 898304100 835 34100 SH SOLE 34100 0 0
TRUSTMARK CORP COM 898402102 303 13400 SH SOLE 13400 0 0
TUPPERWARE CORP COM 899896104 533 32400 SH SOLE 32400 0 0
TV AZTECA S A DE C V SPONSORED ADR 901145102 4990 746200 SH SOLE 746200 0 0
TVX GOLD INC COM 87308K101 50 43600 SH SOLE 43600 0 0
TWINLAB CORP COM 901774109 588 44800 SH SOLE 44800 0 0
TYCO INTL LTD NEW COM 902124106 8699 115315 SH SOLE 115315 0 0
TYSON FOODS INC CL A 902494103 331 15600 SH SOLE 15600 0 0
U S FOODSERVICE COM 90331R101 1088 22200 SH SOLE 22200 0 0
U S G CORP COM NEW 903293405 810 15900 SH SOLE 15900 0 0
U S INDS INC NEW COM 912080108 1333 72520 SH SOLE 72520 0 0
U S WEST INC NEW COM 91273H101 51151 791500 SH SOLE 791500 0 0
U S XPRESS ENTERPRISES INC CL A 90338N103 172 11500 SH SOLE 11500 0 0
UAL CORP COM PAR $0.01 902549500 11024 184700 SH SOLE 184700 0 0
UICI COM 902737105 541 22100 SH SOLE 22100 0 0
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 1311 54067 SH SOLE 54067 0 0
ULTRATECH STEPPER INC COM 904034105 392 24500 SH SOLE 24500 0 0
UMB FINL CORP COM 902788108 569 12410 SH SOLE 12410 0 0
UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD UT 90458E107 2111 146200 SH SOLE 146200 0 0
UNICOM CORP COM 904911104 22597 586000 SH SOLE 586000 0 0
UNIFI INC COM 904677101 839 42900 SH SOLE 42900 0 0
UNILEVER N V NEW YORK SHS 904784501 21539 259700 SH SOLE 259700 0 0
UNION CARBIDE CORP COM 905581104 14920 351063 SH SOLE 351063 0 0
UNION PAC RES GROUP INC COM 907834105 6709 740314 SH SOLE 740314 0 0
UNIONBANCAL CORP COM 908906100 1308 38400 SH SOLE 38400 0 0
UNISOURCE ENERGY CORP COM 909205106 385 28540 SH SOLE 28540 0 0
UNISOURCE WORLDWIDE INC COM 909208100 537 74100 SH SOLE 74100 0 0
UNISYS CORP COM 909214108 22391 650200 SH SOLE 650200 0 0
UNITED AUTO GROUP INC COM 909440109 303 33000 SH SOLE 33000 0 0
UNITED COS FINL CORP COM 909870107 121 36000 SH SOLE 36000 0 0
UNITED DOMINION INDS LTD COM 909914103 537 40501 SH SOLE 40501 0 0
UNITED DOMINION REALTY TR INC COM 910197102 3354 325300 SH SOLE 325300 0 0
UNITED HEALTHCARE CORP COM 910581107 10852 252000 SH SOLE 252000 0 0
UNITED ILLUM CO COM 910637107 644 12500 SH SOLE 12500 0 0
UNITED INTL HLDGS INC CL A 910734102 1444 75000 SH SOLE 75000 0 0
UNITED RENTALS INC COM 911363109 1123 33900 SH SOLE 33900 0 0
UNITED STATIONERS INC COM 913004107 915 35200 SH SOLE 35200 0 0
UNITED TECHNOLOGIES CORP COM 913017109 20075 184600 SH SOLE 184600 0 0
UNITED VIDEO SATELLITE GROUP CL A 913155107 2223 94100 SH SOLE 94100 0 0
UNITED WTR RES INC COM 913190104 391 16348 SH SOLE 16348 0 0
UNIVERSAL CORP VA COM 913456109 752 21400 SH SOLE 21400 0 0
UNIVERSAL FOODS CORP COM 913538104 1231 44850 SH SOLE 44850 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
UNIVERSAL HLTH SVCS INC CL B 913903100 622 12000 SH SOLE 12000 0 0
UNOCAL CORP COM 915289102 18316 627535 SH SOLE 627535 0 0
URBAN SHOPPING CTRS INC COM 917060105 2545 77700 SH SOLE 77700 0 0
US AIRWAYS GROUP INC COM 911905107 5808 111700 SH SOLE 111700 0 0
US BANCORP DEL COM 902973106 14360 404500 SH SOLE 404500 0 0
USA NETWORKS INC COM 902984103 507 15300 SH SOLE 15300 0 0
USFREIGHTWAYS CORP COM 916906100 830 28500 SH SOLE 28500 0 0
UST INC COM 902911106 286 8200 SH SOLE 8200 0 0
USWEB CORP COM 917327108 572 21700 SH SOLE 21700 0 0
USX MARATHON GROUP COM NEW 902905827 22624 751000 SH SOLE 751000 0 0
USX-U S STL COM 90337T101 3077 133800 SH SOLE 133800 0 0
UTILICORP UTD INC COM 918005109 1101 30000 SH SOLE 30000 0 0
V F CORP COM 918204108 16627 354700 SH SOLE 354700 0 0
VALENCE TECHNOLOGY INC COM 918914102 495 68300 SH SOLE 68300 0 0
VALERO ENERGY CORP NEW COM 91913Y100 782 36800 SH SOLE 36800 0 0
VALHI INC NEW COM 918905100 1318 115900 SH SOLE 115900 0 0
VALMONT INDS INC COM 920253101 375 27000 SH SOLE 27000 0 0
VALSPAR CORP COM 920355104 1116 29900 SH SOLE 29900 0 0
VALUE CITY DEPT STORES INC COM 920387107 679 48700 SH SOLE 48700 0 0
VALUE LINE INC COM 920437100 606 15400 SH SOLE 15400 0 0
VANGUARD CELLULAR SYS INC CL A 922022108 826 32000 SH SOLE 32000 0 0
VARCO INTL INC COM 922126107 627 80900 SH SOLE 80900 0 0
VARIAN ASSOC INC COM 922204102 595 15700 SH SOLE 15700 0 0
VARLEN CORP COM 922248109 395 17125 SH SOLE 17125 0 0
VASTAR RES INC COM 922380100 4954 114700 SH SOLE 114700 0 0
VEECO INSTRS INC DEL COM 922417100 728 13700 SH SOLE 13700 0 0
VERISIGN INC COM 92343E102 538 9100 SH SOLE 9100 0 0
VERITAS DGC INC COM 92343P107 940 72300 SH SOLE 72300 0 0
VERITAS SOFTWARE CO COM 923436109 1379 23000 SH SOLE 23000 0 0
VESTA INS GROUP INC COM 925391104 289 48100 SH SOLE 48100 0 0
VETERINARY CTRS AMER INC COM 925514101 471 23600 SH SOLE 23600 0 0
VIACOM INC CL B 925524308 34290 463379 SH SOLE 463379 0 0
VIAD CORP COM 92552R109 1731 57000 SH SOLE 57000 0 0
VINA CONCHA Y TORO S A SPONSORED ADR 927191106 267 10300 SH SOLE 10300 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 706 48665 SH SOLE 48665 0 0
VISIO CORP COM 927914101 874 23900 SH SOLE 23900 0 0
VISX INC DEL COM 92844S105 1609 18400 SH SOLE 18400 0 0
VITRO SOCIEDAD ANONIMA SPONSORED ADR 928502301 6381 1398800 SH SOLE 1398800 0 0
VLSI TECHNOLOGY INC COM 918270109 546 49900 SH SOLE 49900 0 0
VORNADO OPERATING CO COM 92904N103 141 17530 SH SOLE 17530 0 0
VORNADO RLTY TR SH BEN INT 929042109 9953 297116 SH SOLE 297116 0 0
VULCAN MATLS CO COM 929160109 5605 42600 SH SOLE 42600 0 0
WABASH NATL CORP COM 929566107 754 37100 SH SOLE 37100 0 0
WADDELL & REED FINL INC CL B 930059209 359 15426 SH SOLE 15426 0 0
WAL MART STORES INC COM 931142103 148223 1820100 SH SOLE 1820100 0 0
WALDEN RESIDENTIAL PPTYS INC COM 931210108 2046 100100 SH SOLE 100100 0 0
WALGREEN CO COM 931422109 5511 94100 SH SOLE 94100 0 0
WALLACE COMPUTER SERVICES INC COM 932270101 1026 38900 SH SOLE 38900 0 0
WARNACO GROUP INC CL A 934390105 924 36600 SH SOLE 36600 0 0
WARNER LAMBERT CO COM 934488107 8965 119236 SH SOLE 119236 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
WASHINGTON FED INC COM 938824109 1044 39131 SH SOLE 39131 0 0
WASHINGTON GAS LT CO COM 938837101 305 11300 SH SOLE 11300 0 0
WASHINGTON MUT INC COM 939322103 7266 189330 SH SOLE 189330 0 0
WASHINGTON POST CO CL B 939640108 4219 7300 SH SOLE 7300 0 0
WASHINGTON WTR PWR CO COM 940688104 335 17400 SH SOLE 17400 0 0
WASTE MGMT INC DEL COM 94106L109 9976 213960 SH SOLE 213960 0 0
WATERS CORP COM 941848103 1544 17700 SH SOLE 17700 0 0
WATKINS JOHNSON CO COM 942486101 387 19000 SH SOLE 19000 0 0
WATSON PHARMACEUTICALS INC COM 942683103 20692 329100 SH SOLE 329100 0 0
WATTS INDS INC CL A 942749102 362 21800 SH SOLE 21800 0 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 682 38400 SH SOLE 38400 0 0
WEATHERFORD INTL INC COM 947074100 519 26800 SH SOLE 26800 0 0
WEBB DEL CORP COM 947423109 471 17100 SH SOLE 17100 0 0
WEEKS CORP COM 94856P102 1491 52900 SH SOLE 52900 0 0
WEIS MKTS INC COM 948849104 777 20000 SH SOLE 20000 0 0
WELLMAN INC COM 949702104 1220 119800 SH SOLE 119800 0 0
WELLPOINT HEALTH NETWORK NEW COM 94973H108 17391 199900 SH SOLE 199900 0 0
WELLS FARGO & CO NEW COM 949746101 727 18200 SH SOLE 18200 0 0
WENDYS INTL INC COM 950590109 1575 72200 SH SOLE 72200 0 0
WEST INC COM 953348109 378 10600 SH SOLE 10600 0 0
WESTCOAST ENERGY INC COM 95751D102 2698 187100 SH SOLE 187100 0 0
WESTERN DIGITAL CORP COM 958102105 480 31900 SH SOLE 31900 0 0
WESTERN GAS RES INC COM 958259103 334 58100 SH SOLE 58100 0 0
WESTERN RES INC COM 959425109 1270 38200 SH SOLE 38200 0 0
WESTERN WIRELESS CORP CL A 95988E204 1322 60100 SH SOLE 60100 0 0
WESTFIELD AMER INC COM 959910100 2353 136400 SH SOLE 136400 0 0
WESTINGHOUSE AIR BRAKE CO NEW COM 960386100 662 27100 SH SOLE 27100 0 0
WESTPOINT STEVENS INC COM 961238102 1887 59800 SH SOLE 59800 0 0
WESTVACO CORP COM 961548104 4470 166700 SH SOLE 166700 0 0
WEYERHAEUSER CO COM 962166104 889 17500 SH SOLE 17500 0 0
WHIRLPOOL CORP COM 963320106 11079 200071 SH SOLE 200071 0 0
WHITMAN CORP COM 96647K102 1081 42600 SH SOLE 42600 0 0
WHITTMAN-HART INC COM 966834103 1022 37000 SH SOLE 37000 0 0
WILEY JOHN & SONS INC CL A 968223206 1116 23100 SH SOLE 23100 0 0
WILLIAMS COS INC DEL COM 969457100 905 29031 SH SOLE 29031 0 0
WILLIAMS SONOMA INC COM 969904101 738 18300 SH SOLE 18300 0 0
WILMINGTON TRUST CORP COM 971807102 548 8900 SH SOLE 8900 0 0
WINN DIXIE STORES INC COM 974280109 5659 126100 SH SOLE 126100 0 0
WINSTAR COMMUNICATIONS INC COM 975515107 636 16300 SH SOLE 16300 0 0
WISCONSIN CENT TRANSN CORP COM 976592105 428 24900 SH SOLE 24900 0 0
WOLVERINE WORLD WIDE INC COM 978097103 351 26500 SH SOLE 26500 0 0
WORLD ACCESS INC COM 98141A101 526 24600 SH SOLE 24600 0 0
WORLD COLOR PRESS INC DEL COM 981443104 883 29000 SH SOLE 29000 0 0
WYMAN GORDON CO COM 983085101 471 45700 SH SOLE 45700 0 0
XEROX CORP COM 984121103 761 6452 SH SOLE 6452 0 0
XILINX INC COM 983919101 853 13100 SH SOLE 13100 0 0
XIRCOM INC COM 983922105 568 16700 SH SOLE 16700 0 0
XYLAN CORP COM 984151100 785 43300 SH SOLE 43300 0 0
YORK INTL CORP NEW COM 986670107 1139 27900 SH SOLE 27900 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 8951 320400 SH SOLE 302900 0 0
<PAGE> PAGE 31
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
ZALE CORP NEW COM 988858106 748 23200 SH SOLE 23200 0 0
ZAPATA CORP COM NEW 989070503 339 27700 SH SOLE 27700 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 621 21600 SH SOLE 21600 0 0
ZIONS BANCORPORATION COM 989701107 3063 49100 SH SOLE 49100 0 0
REPORT SUMMARY 1454 DATA RECORDS 6074655 1 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
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