UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 9/30/99
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Check Here if Amendment / /; Amendment Number:
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This Amendment (Check only one.): / / is a restatement.
/ / adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: ZWEIG/GLASER ADVISERS, LLC
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Address: 900 Third Ave
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New York, NY 10022
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Form 13F File Number: 28-2621
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The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true, correct
and complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: MARC BALTUCH
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Title: CHIEF COMPL. OFFICER
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Phone: 212-451-1100
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Signature, Place, and Date of Signing:
Marc Baltuch New York, New York October 19, 1999
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[Signature] [City, State] [Date]
Report Type {Check only one.):
/X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
<PAGE>
/X/ 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
/X/ 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File Number Name
28-2621
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[Repeat as necessary.]
<PAGE>
FORM 13F INFORMATION TABLE
<TABLE>
<CAPTION>
Item 1 Item 2 Item 3 Item 4 Item 5 Item 6 Item 7 Item 8
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Title of Market Shares Investment Voting
Name of Issuer Class Cusip Value Owned Discretion Manager Authority
<S> <C> <C> <C> <C> <C> <C> <C>
Aar Corp Common Stock 000361105 637,200 35,400 (a)sole n/a (a)sole
Afc Cable Systems Inc Common Stock 000950105 420,750 9,900 (a)sole n/a (a)sole
Aflac Inc Common Stock 001055102 820,750 19,600 (a)sole n/a (a)sole
Aes Corp Common Stock 00130H105 295,000 5,000 (a)sole n/a (a)sole
At&t Corp Common Stock 001957109 13,313,175 306,050 (a)sole n/a (a)sole
Axa Financial Inc Common Stock 002451102 2,305,056 82,600 (a)sole n/a (a)sole
Adobe Systems Inc Common Stock 00724F101 3,563,900 31,400 (a)sole n/a (a)sole
Advanced Fibre Comm Inc Common Stock 00754A105 471,700 21,200 (a)sole n/a (a)sole
Aegon Nv Common Stock 007924103 337,350 3,900 (a)sole n/a (a)sole
Aetna Inc Common Stock 008117103 1,403,625 28,500 (a)sole n/a (a)sole
Akzo Nobel Nv -adr Common Stock 010199305 1,013,175 23,700 (a)sole n/a (a)sole
Alaska Air Group Inc Common Stock 011659109 952,088 23,400 (a)sole n/a (a)sole
Albemarle Corp Common Stock 012653101 1,668,363 82,900 (a)sole n/a (a)sole
Alberto-culver Co -cl B Common Stock 013068101 538,813 23,300 (a)sole n/a (a)sole
Alcoa Inc Common Stock 013817101 1,582,594 25,500 (a)sole n/a (a)sole
Alexander & Baldwin Inc Common Stock 014482103 1,489,800 62,400 (a)sole n/a (a)sole
Alleghany Corp Common Stock 017175100 962,880 5,440 (a)sole n/a (a)sole
Allegheny Energy Inc Common Stock 017361106 497,250 15,600 (a)sole n/a (a)sole
Allergan Inc Common Stock 018490102 4,356,000 39,600 (a)sole n/a (a)sole
Alliant Techsystems Inc Common Stock 018804104 207,938 3,000 (a)sole n/a (a)sole
Alliedsignal Inc Common Stock 019512102 545,431 9,100 (a)sole n/a (a)sole
Allstate Corp Common Stock 020002101 6,276,769 251,700 (a)sole n/a (a)sole
Alltel Corp Common Stock 020039103 323,725 4,600 (a)sole n/a (a)sole
Ambac Financial Gp Common Stock 023139108 3,747,363 79,100 (a)sole n/a (a)sole
Amerada Hess Corp Common Stock 023551104 10,737,125 175,300 (a)sole n/a (a)sole
America Online Inc Common Stock 02364J104 10,010,813 96,200 (a)sole n/a (a)sole
America West Hldg Cp -cl B Common Stock 023657208 2,586,488 149,400 (a)sole n/a (a)sole
Amern Eagle Outfitters Inc Common Stock 02553E106 3,366,406 69,500 (a)sole n/a (a)sole
American Express Common Stock 025816109 540,000 4,000 (a)sole n/a (a)sole
American Finl Group Inc Common Stock 025932104 353,588 12,600 (a)sole n/a (a)sole
American General Corp Common Stock 026351106 499,675 7,900 (a)sole n/a (a)sole
American Management Systems Common Stock 027352103 1,257,156 49,000 (a)sole n/a (a)sole
Americredit Corp Common Stock 03060R101 988,863 66,200 (a)sole n/a (a)sole
Ameripath Inc Common Stock 03071D109 238,688 28,500 (a)sole n/a (a)sole
Ames Dept Stores Inc Common Stock 030789507 564,188 17,700 (a)sole n/a (a)sole
Ameritech Corp Common Stock 030954101 3,337,500 50,000 (a)sole n/a (a)sole
Amgen Inc Common Stock 031162100 14,580,350 178,900 (a)sole n/a (a)sole
Amtran Inc Common Stock 03234G106 474,375 25,300 (a)sole n/a (a)sole
Analog Devices Common Stock 032654105 445,875 8,700 (a)sole n/a (a)sole
Anheuser-busch Cos Inc Common Stock 035229103 1,022,913 14,600 (a)sole n/a (a)sole
Anixter Intl Inc Common Stock 035290105 460,350 19,800 (a)sole n/a (a)sole
Anntaylor Stores Corp Common Stock 036115103 3,180,075 77,800 (a)sole n/a (a)sole
Apache Corp Common Stock 037411105 1,356,088 31,400 (a)sole n/a (a)sole
Apartment Invt &mgmt -cl A Common Stock 03748R101 1,579,725 41,300 (a)sole n/a (a)sole
Applebees Intl Inc Common Stock 037899101 572,688 17,000 (a)sole n/a (a)sole
Applied Materials Inc Common Stock 038222105 8,250,413 106,200 (a)sole n/a (a)sole
Arden Realty Inc Common Stock 039793104 787,350 36,200 (a)sole n/a (a)sole
Armstrong World Inds Inc Common Stock 042476101 4,938,631 109,900 (a)sole n/a (a)sole
Arvin Industries Inc Common Stock 043339100 4,111,996 132,913 (a)sole n/a (a)sole
Asarco Inc Common Stock 043413103 488,700 18,100 (a)sole n/a (a)sole
Ashland Inc Common Stock 044204105 1,476,138 43,900 (a)sole n/a (a)sole
Astec Industries Inc Common Stock 046224101 875,738 36,300 (a)sole n/a (a)sole
Astoria Finl Corp Common Stock 046265104 685,725 22,300 (a)sole n/a (a)sole
Page 1
<PAGE>
Atlantic Richfield Co Common Stock 048825103 833,075 9,400 (a)sole n/a (a)sole
Autodesk Inc Common Stock 052769106 743,750 34,000 (a)sole n/a (a)sole
Avalonbay Communities Inc Common Stock 053484101 294,713 8,700 (a)sole n/a (a)sole
Avant Corp Common Stock 053487104 1,074,194 60,200 (a)sole n/a (a)sole
Aviation Sales Co Common Stock 053672101 340,100 17,900 (a)sole n/a (a)sole
Avis Rent A Car Inc Common Stock 053790101 1,467,513 70,300 (a)sole n/a (a)sole
Bb&t Corp Common Stock 054937107 265,475 8,200 (a)sole n/a (a)sole
Bce Inc Common Stock 05534B109 343,706 6,900 (a)sole n/a (a)sole
Bjs Wholesale Club Inc Common Stock 05548J106 1,005,125 34,000 (a)sole n/a (a)sole
Bp Amoco Plc -ads Common Stock 055622104 914,203 16,500 (a)sole n/a (a)sole
Bsb Bancorp Common Stock 055652101 208,800 8,700 (a)sole n/a (a)sole
Bmc Software Inc Common Stock 055921100 536,719 7,500 (a)sole n/a (a)sole
Ball Corp Common Stock 058498106 4,842,469 109,900 (a)sole n/a (a)sole
Bally Total Fitness Hldg Cp Common Stock 05873K108 1,311,131 42,900 (a)sole n/a (a)sole
Banco De Galicia Bueno -adr Common Stock 059538207 260,156 12,500 (a)sole n/a (a)sole
Banco Santander Cent -adr Common Stock 05964H105 310,406 30,100 (a)sole n/a (a)sole
Bancwest Corp Common Stock 059790105 296,563 7,300 (a)sole n/a (a)sole
Bank United Corp -cl A Common Stock 065412108 825,563 25,500 (a)sole n/a (a)sole
Banta Corp Common Stock 066821109 397,163 17,800 (a)sole n/a (a)sole
Bard (c.r.) Inc Common Stock 067383109 329,438 7,000 (a)sole n/a (a)sole
Baxter International Inc Common Stock 071813109 488,025 8,100 (a)sole n/a (a)sole
Be Aerospace Inc Common Stock 073302101 1,397,881 117,100 (a)sole n/a (a)sole
Bea Systems Inc Common Stock 073325102 402,563 11,400 (a)sole n/a (a)sole
Bear Stearns Companies Inc Common Stock 073902108 10,442,892 271,685 (a)sole n/a (a)sole
Bell Atlantic Corp Common Stock 077853109 2,067,840 30,720 (a)sole n/a (a)sole
Bellsouth Corp Common Stock 079860102 535,500 11,900 (a)sole n/a (a)sole
Best Buy Co Inc Common Stock 086516101 7,495,800 120,900 (a)sole n/a (a)sole
Bindley Western Inds Common Stock 090324104 267,644 18,700 (a)sole n/a (a)sole
Biogen Inc Common Stock 090597105 4,200,706 53,300 (a)sole n/a (a)sole
Block H & R Inc Common Stock 093671105 11,380,625 262,000 (a)sole n/a (a)sole
Bob Evans Farms Common Stock 096761101 482,888 23,700 (a)sole n/a (a)sole
Boeing Co Common Stock 097023105 1,116,775 26,200 (a)sole n/a (a)sole
Boise Cascade Corp Common Stock 097383103 4,817,038 132,200 (a)sole n/a (a)sole
Borg Warner Auto Common Stock 099724106 8,258,924 192,068 (a)sole n/a (a)sole
Bradley Real Estate Inc Common Stock 104580105 411,600 22,400 (a)sole n/a (a)sole
Brandywine Realty Trust Common Stock 105368203 788,125 48,500 (a)sole n/a (a)sole
Briggs & Stratton Common Stock 109043109 2,340,838 40,100 (a)sole n/a (a)sole
Brinker Intl Inc Common Stock 109641100 5,385,438 199,000 (a)sole n/a (a)sole
Bristol Myers Squibb Common Stock 110122108 540,000 8,000 (a)sole n/a (a)sole
Brunswick Corp Common Stock 117043109 7,713,738 310,100 (a)sole n/a (a)sole
Burr-brown Corp Common Stock 122574106 213,300 5,400 (a)sole n/a (a)sole
Cbl & Associates Pptys Inc Common Stock 124830100 2,526,838 103,400 (a)sole n/a (a)sole
Cbt Group Pub Ltd -spon Adr Common Stock 124853300 403,850 16,400 (a)sole n/a (a)sole
Cec Entertainment Inc Common Stock 125137109 1,605,406 44,750 (a)sole n/a (a)sole
Cigna Corp Common Stock 125509109 1,850,450 23,800 (a)sole n/a (a)sole
Cit Group Inc Common Stock 125577106 935,594 45,500 (a)sole n/a (a)sole
Cms Energy Corp Common Stock 125896100 237,563 7,000 (a)sole n/a (a)sole
Cnf Transportation Inc Common Stock 12612W104 12,635,200 339,200 (a)sole n/a (a)sole
Csg Systems Intl Inc Common Stock 126349109 512,497 18,700 (a)sole n/a (a)sole
Cts Corp Common Stock 126501105 3,720,250 64,700 (a)sole n/a (a)sole
Cvs Corp Common Stock 126650100 526,481 12,900 (a)sole n/a (a)sole
Cable Design Tech Cp -cl A Common Stock 126924109 349,031 15,300 (a)sole n/a (a)sole
Calpine Corp Common Stock 131347106 927,181 21,800 (a)sole n/a (a)sole
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Canadian Pacific Ltd Common Stock 135923100 951,281 41,700 (a)sole n/a (a)sole
Canadian National Railway Co Common Stock 136375102 3,655,688 120,600 (a)sole n/a (a)sole
Canandaigua Brands -cl A Common Stock 137219200 1,923,950 32,200 (a)sole n/a (a)sole
Cardinal Health Inc Common Stock 14149Y108 327,000 6,000 (a)sole n/a (a)sole
Carlisle Cos Inc Common Stock 142339100 276,500 7,000 (a)sole n/a (a)sole
Carnival Corp Common Stock 143658102 400,200 9,200 (a)sole n/a (a)sole
Carramerica Realty Corp Common Stock 144418100 653,738 29,800 (a)sole n/a (a)sole
Castle & Cooke Inc Common Stock 148433105 232,163 15,100 (a)sole n/a (a)sole
Catellus Development Corp Common Stock 149111106 359,550 30,600 (a)sole n/a (a)sole
Cato Corp -cl A Common Stock 149205106 1,011,931 71,800 (a)sole n/a (a)sole
Centex Corp Common Stock 152312104 4,283,606 144,900 (a)sole n/a (a)sole
Centex Constrn Prods Inc Common Stock 15231R109 2,867,684 77,244 (a)sole n/a (a)sole
Central European Eqty Fd Inc Common Stock 153436100 1,231,250 100,000 (a)sole n/a (a)sole
Centurytel Inc Common Stock 156700106 251,875 6,200 (a)sole n/a (a)sole
Champion International Corp Common Stock 158525105 559,988 10,900 (a)sole n/a (a)sole
Charter One Finl Inc Common Stock 160903100 477,994 20,670 (a)sole n/a (a)sole
Charming Shoppes Common Stock 161133103 96,350 18,800 (a)sole n/a (a)sole
Chase Manhattan Corp Common Stock 16161A108 8,992,238 119,300 (a)sole n/a (a)sole
Chevron Corp Common Stock 166751107 3,141,750 35,400 (a)sole n/a (a)sole
Chiron Corp Common Stock 170040109 351,631 12,700 (a)sole n/a (a)sole
Church & Dwight Inc Common Stock 171340102 1,000,000 40,000 (a)sole n/a (a)sole
Cincinnati Financial Corp Common Stock 172062101 1,047,122 27,900 (a)sole n/a (a)sole
Circuit City Str Crct Cty Gp Common Stock 172737108 3,569,063 84,600 (a)sole n/a (a)sole
Cisco Systems Inc Common Stock 17275R102 10,915,150 159,200 (a)sole n/a (a)sole
Citigroup Inc Common Stock 172967101 4,092,440 93,010 (a)sole n/a (a)sole
Claires Stores Inc Common Stock 179584107 1,194,156 72,100 (a)sole n/a (a)sole
Clayton Homes Inc Common Stock 184190106 122,494 14,100 (a)sole n/a (a)sole
Coastal Corp Common Stock 190441105 3,156,281 77,100 (a)sole n/a (a)sole
Colgate-palmolive Co Common Stock 194162103 1,985,550 43,400 (a)sole n/a (a)sole
Columbia/hca Hlthcr -vtg Common Stock 197677107 1,038,188 49,000 (a)sole n/a (a)sole
Comcast Corp -cl A Spl Common Stock 200300200 7,975,000 200,000 (a)sole n/a (a)sole
Comerica Inc Common Stock 200340107 445,500 8,800 (a)sole n/a (a)sole
Commerce Bancshares Inc Common Stock 200525103 229,938 6,500 (a)sole n/a (a)sole
Commscope Inc Common Stock 203372107 2,544,750 78,300 (a)sole n/a (a)sole
Comp Anon Nac Telefono -adr Common Stock 204421101 916,988 34,200 (a)sole n/a (a)sole
Computer Sciences Corp Common Stock 205363104 1,617,188 23,000 (a)sole n/a (a)sole
Compuware Corp Common Stock 205638109 599,438 23,000 (a)sole n/a (a)sole
Conagra Inc Common Stock 205887102 1,283,806 56,900 (a)sole n/a (a)sole
Conseco Inc Common Stock 208464107 1,072,341 56,439 (a)sole n/a (a)sole
Consolidated Edison Inc Common Stock 209115104 605,900 14,600 (a)sole n/a (a)sole
Consolidated Graphics Inc Common Stock 209341106 1,065,763 25,300 (a)sole n/a (a)sole
Consolidated Natural Gas Co Common Stock 209615103 1,989,763 31,900 (a)sole n/a (a)sole
Cooper Tire & Rubber Common Stock 216831107 1,408,238 79,900 (a)sole n/a (a)sole
Coors (adolph) -cl B Common Stock 217016104 11,203,875 207,000 (a)sole n/a (a)sole
Copart Inc Common Stock 217204106 459,094 24,900 (a)sole n/a (a)sole
Cordant Technologies Inc Common Stock 218412104 3,390,738 111,400 (a)sole n/a (a)sole
Corn Products Intl Inc Common Stock 219023108 447,431 14,700 (a)sole n/a (a)sole
Countrywide Credit Ind Inc Common Stock 222372104 8,868,750 275,000 (a)sole n/a (a)sole
Crescent R E Equities Inc Common Stock 225756105 340,200 18,900 (a)sole n/a (a)sole
Crossmann Communities Inc Common Stock 22764E109 200,644 12,300 (a)sole n/a (a)sole
Crown Cork & Seal Co Inc Common Stock 228255105 1,016,075 41,900 (a)sole n/a (a)sole
Cummins Engine Common Stock 231021106 234,119 4,700 (a)sole n/a (a)sole
Cybex Computer Prods Common Stock 232522102 440,550 13,200 (a)sole n/a (a)sole
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D R Horton Inc Common Stock 23331A109 3,881,250 300,000 (a)sole n/a (a)sole
Dst Systems Inc Common Stock 233326107 449,313 7,900 (a)sole n/a (a)sole
Dte Energy Co Common Stock 233331107 3,095,513 85,100 (a)sole n/a (a)sole
Danaher Corp Common Stock 235851102 337,200 6,400 (a)sole n/a (a)sole
Darden Restaurants Inc Common Stock 237194105 2,425,750 124,000 (a)sole n/a (a)sole
Dayton Hudson Corp Common Stock 239753106 4,312,488 71,800 (a)sole n/a (a)sole
Dell Computer Corp Common Stock 247025109 10,967,419 262,300 (a)sole n/a (a)sole
Delphi Automotive Sys Corp Common Stock 247126105 5,621,875 350,000 (a)sole n/a (a)sole
Delphi Financial Grp -cl A Common Stock 247131105 337,225 11,171 (a)sole n/a (a)sole
Delta Air Lines Inc Common Stock 247361108 1,571,400 32,400 (a)sole n/a (a)sole
Dendrite International Inc Common Stock 248239105 768,600 24,400 (a)sole n/a (a)sole
Developers Diversified Rlty Common Stock 251591103 233,800 16,700 (a)sole n/a (a)sole
Diageo Plc -adr Common Stock 25243Q205 1,267,988 30,600 (a)sole n/a (a)sole
Diamond Offshre Drilling Inc Common Stock 25271C102 931,163 27,900 (a)sole n/a (a)sole
Dillards Inc -cl A Common Stock 254067101 566,719 27,900 (a)sole n/a (a)sole
Dollar Tree Stores Inc Common Stock 256747106 351,450 8,800 (a)sole n/a (a)sole
Donnelley (r R) & Sons Co Common Stock 257867101 358,050 12,400 (a)sole n/a (a)sole
Doral Financial Corp Common Stock 25811P100 2,518,513 188,300 (a)sole n/a (a)sole
Dow Chemical Common Stock 260543103 2,374,763 20,900 (a)sole n/a (a)sole
Dow Jones & Co Inc Common Stock 260561105 378,963 7,100 (a)sole n/a (a)sole
Du Pont (e I) De Nemours Common Stock 263534109 1,076,900 17,800 (a)sole n/a (a)sole
Duke Energy Corp Common Stock 264399106 336,263 6,100 (a)sole n/a (a)sole
Dycom Industries Inc Common Stock 267475101 1,044,141 24,750 (a)sole n/a (a)sole
Emc Corp/ma Common Stock 268648102 14,382,063 201,500 (a)sole n/a (a)sole
Eni S P A -spon Adr Common Stock 26874R108 321,300 5,100 (a)sole n/a (a)sole
Earthgrains Co Common Stock 270319106 1,298,738 58,700 (a)sole n/a (a)sole
Eastman Kodak Co Common Stock 277461109 408,375 5,400 (a)sole n/a (a)sole
Edison International Common Stock 281020107 3,112,000 128,000 (a)sole n/a (a)sole
Edwards J D & Co Common Stock 281667105 366,722 17,700 (a)sole n/a (a)sole
Edwards (a G) Inc Common Stock 281760108 5,143,125 195,000 (a)sole n/a (a)sole
El Paso Energy Corp/de Common Stock 283905107 338,100 8,400 (a)sole n/a (a)sole
Elcor Corp Common Stock 284443108 393,750 15,750 (a)sole n/a (a)sole
Electronic Data Systems Corp Common Stock 285661104 619,369 11,700 (a)sole n/a (a)sole
Emerging Mkts Telecomms Fd Common Stock 290887108 1,025,000 100,000 (a)sole n/a (a)sole
Emerging Mkts Infrast Fd Inc Common Stock 290921105 1,811,250 210,000 (a)sole n/a (a)sole
Emerson Electric Co Common Stock 291011104 322,256 5,100 (a)sole n/a (a)sole
Energy East Corp Common Stock 29266M109 8,906,250 375,000 (a)sole n/a (a)sole
Engelhard Corp Common Stock 292845104 939,875 51,500 (a)sole n/a (a)sole
Enhance Financial Svcs Grp Common Stock 293310108 445,725 25,200 (a)sole n/a (a)sole
Enron Corp Common Stock 293561106 406,519 9,900 (a)sole n/a (a)sole
Equitable Resources Inc Common Stock 294549100 2,567,469 67,900 (a)sole n/a (a)sole
Equity Office Properties Tr Common Stock 294741103 1,490,325 64,100 (a)sole n/a (a)sole
Equity Residential Pptys Tr Common Stock 29476L107 254,250 6,000 (a)sole n/a (a)sole
Essex Property Trust Common Stock 297178105 366,844 10,500 (a)sole n/a (a)sole
Ethan Allen Interiors Inc Common Stock 297602104 2,069,403 65,050 (a)sole n/a (a)sole
Extended Stay America Inc Common Stock 30224P101 843,300 93,700 (a)sole n/a (a)sole
Exxon Corp Common Stock 302290101 1,162,800 15,300 (a)sole n/a (a)sole
Fbl Finl Group Inc -cl A Common Stock 30239F106 571,313 27,700 (a)sole n/a (a)sole
Fmc Corp Common Stock 302491303 308,800 6,400 (a)sole n/a (a)sole
Fpl Group Inc Common Stock 302571104 528,938 10,500 (a)sole n/a (a)sole
Fed Home Loan Mtg Co Common Stock 313400301 3,593,200 69,100 (a)sole n/a (a)sole
Fannie Mae Common Stock 313586109 1,924,506 30,700 (a)sole n/a (a)sole
Federal Realty Invs Trust Common Stock 313747206 305,688 14,600 (a)sole n/a (a)sole
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Federated Dept Stores Common Stock 31410H101 3,971,194 90,900 (a)sole n/a (a)sole
Felcor Lodging Tr Inc Common Stock 31430F101 348,250 19,900 (a)sole n/a (a)sole
Fifth Third Bancorp Common Stock 316773100 358,978 5,900 (a)sole n/a (a)sole
Financial Sec Assurance Hldg Common Stock 31769P100 5,944,063 115,000 (a)sole n/a (a)sole
Finova Group Inc Common Stock 317928109 273,750 7,500 (a)sole n/a (a)sole
First Data Corp Common Stock 319963104 526,500 12,000 (a)sole n/a (a)sole
Firstar Corp Common Stock 33763V109 638,063 24,900 (a)sole n/a (a)sole
Firstfed Financial Corp/ca Common Stock 337907109 1,803,525 103,800 (a)sole n/a (a)sole
Flagstar Bancorp Inc Common Stock 337930101 455,100 29,600 (a)sole n/a (a)sole
Firstenergy Corp Common Stock 337932107 250,594 9,900 (a)sole n/a (a)sole
Fleet Boston Corp Common Stock 338915101 2,655,313 72,500 (a)sole n/a (a)sole
Fleet Boston Corp Common Stock 33901A108 260,038 7,100 (a)sole n/a (a)sole
Florida Progress Corp Common Stock 341109106 1,507,750 32,600 (a)sole n/a (a)sole
Fluor Corp Common Stock 343861100 8,388,100 208,400 (a)sole n/a (a)sole
Ford Motor Co Common Stock 345370100 11,798,700 234,800 (a)sole n/a (a)sole
Forest Laboratories -cl A Common Stock 345838106 252,750 6,000 (a)sole n/a (a)sole
Fort James Corp Common Stock 347471104 720,563 27,000 (a)sole n/a (a)sole
Fortune Brands Inc Common Stock 349631101 903,000 28,000 (a)sole n/a (a)sole
Fossil Inc Common Stock 349882100 1,412,663 52,200 (a)sole n/a (a)sole
Foster Wheeler Corp Common Stock 350244109 535,575 44,400 (a)sole n/a (a)sole
France Growth Fd Inc Common Stock 35177K108 1,200,625 85,000 (a)sole n/a (a)sole
Freeprt Mcmor Cop&gld -cl B Common Stock 35671D857 560,250 36,000 (a)sole n/a (a)sole
Fremont General Corp Common Stock 357288109 349,188 37,000 (a)sole n/a (a)sole
Fuller (h. B.) Co Common Stock 359694106 1,601,013 26,300 (a)sole n/a (a)sole
Furniture Brands Intl Inc Common Stock 360921100 2,860,594 145,300 (a)sole n/a (a)sole
Gpu Inc Common Stock 36225X100 2,645,888 81,100 (a)sole n/a (a)sole
Gte Corp Common Stock 362320103 753,375 9,800 (a)sole n/a (a)sole
Gabelli Glbl Multimedia Tr Common Stock 36239Q109 2,175,000 150,000 (a)sole n/a (a)sole
Galileo International Inc Common Stock 363547100 925,750 23,000 (a)sole n/a (a)sole
Gannett Co Common Stock 364730101 546,581 7,900 (a)sole n/a (a)sole
Gap Inc Common Stock 364760108 504,000 15,750 (a)sole n/a (a)sole
General Cable Corp/de Common Stock 369300108 372,000 31,000 (a)sole n/a (a)sole
General Dynamics Corp Common Stock 369550108 1,592,156 25,500 (a)sole n/a (a)sole
General Electric Co Common Stock 369604103 11,891,819 100,300 (a)sole n/a (a)sole
General Growth Pptys Inc Common Stock 370021107 919,800 29,200 (a)sole n/a (a)sole
General Motors Corp Common Stock 370442105 15,526,681 246,700 (a)sole n/a (a)sole
Genlyte Group Inc Common Stock 372302109 1,109,125 46,700 (a)sole n/a (a)sole
Georgia-pacific Group Common Stock 373298108 11,419,550 282,400 (a)sole n/a (a)sole
Golden State Bancorp Inc Common Stock 381197102 243,950 13,600 (a)sole n/a (a)sole
Golden West Financial Corp Common Stock 381317106 629,200 6,400 (a)sole n/a (a)sole
Goodrich (b F) Co Common Stock 382388106 8,418,700 290,300 (a)sole n/a (a)sole
Great Lakes Chemical Corp Common Stock 390568103 255,019 6,700 (a)sole n/a (a)sole
Greenpoint Financial Corp Common Stock 395384100 212,500 8,000 (a)sole n/a (a)sole
Grupo Televisa -spon Adr Common Stock 40049j206 7,987,500 200,000 (a)sole n/a (a)sole
Hcc Ins Hldgs Inc Common Stock 404132102 250,506 14,900 (a)sole n/a (a)sole
Halliburton Co Common Stock 406216101 520,700 12,700 (a)sole n/a (a)sole
Handleman Co Common Stock 410252100 454,475 34,300 (a)sole n/a (a)sole
Hanna (m A) Co Common Stock 410522106 228,638 20,100 (a)sole n/a (a)sole
Harbor Florida Bancshares Common Stock 411901101 234,000 19,200 (a)sole n/a (a)sole
Harrahs Entertainment Inc Common Stock 413619107 2,433,675 87,700 (a)sole n/a (a)sole
Harris Corp Common Stock 413875105 1,353,625 49,000 (a)sole n/a (a)sole
Hartford Life Inc -cl A Common Stock 416592103 1,364,225 27,700 (a)sole n/a (a)sole
Hasbro Inc Common Stock 418056107 6,630,600 308,400 (a)sole n/a (a)sole
Page 5
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Healthsouth Corp Common Stock 421924101 264,600 43,200 (a)sole n/a (a)sole
Health Care Reit Inc Common Stock 42217K106 254,000 12,700 (a)sole n/a (a)sole
Hewlett-packard Co Common Stock 428236103 3,285,150 36,200 (a)sole n/a (a)sole
Hibernia Corp -cl A Common Stock 428656102 251,100 21,600 (a)sole n/a (a)sole
Home Depot Inc Common Stock 437076102 12,819,150 186,800 (a)sole n/a (a)sole
Honeywell Inc Common Stock 438506107 3,350,506 30,100 (a)sole n/a (a)sole
Hooper Holmes Inc Common Stock 439104100 755,938 29,500 (a)sole n/a (a)sole
Hormel Foods Corp Common Stock 440452100 421,388 10,200 (a)sole n/a (a)sole
Household International Inc Common Stock 441815107 1,045,858 26,065 (a)sole n/a (a)sole
Hughes Supply Inc Common Stock 444482103 370,838 17,050 (a)sole n/a (a)sole
Humana Inc Common Stock 444859102 653,813 95,100 (a)sole n/a (a)sole
Huntington Bancshares Common Stock 446150104 369,219 13,900 (a)sole n/a (a)sole
Ibp Inc Common Stock 449223106 3,774,719 152,900 (a)sole n/a (a)sole
Idec Pharmaceuticals Corp Common Stock 449370105 272,691 2,900 (a)sole n/a (a)sole
Itt Industries Inc Common Stock 450911102 359,481 11,300 (a)sole n/a (a)sole
Idacorp Inc Common Stock 451107106 231,963 7,700 (a)sole n/a (a)sole
Ikon Office Solutions Common Stock 451713101 232,988 21,800 (a)sole n/a (a)sole
Illinois Tool Works Common Stock 452308109 320,619 4,300 (a)sole n/a (a)sole
Imation Corp Common Stock 45245A107 1,419,800 45,800 (a)sole n/a (a)sole
Ingersoll-rand Co Common Stock 456866102 8,416,425 153,200 (a)sole n/a (a)sole
Insight Enterprises Inc Common Stock 45765U103 2,556,938 78,675 (a)sole n/a (a)sole
Innkeepers Usa Trust Common Stock 4576J0104 122,194 14,700 (a)sole n/a (a)sole
Intel Corp Common Stock 458140100 13,896,438 187,000 (a)sole n/a (a)sole
Inter-tel Inc -ser A Common Stock 458372109 591,075 33,300 (a)sole n/a (a)sole
Interim Services Inc Common Stock 45868P100 1,336,200 81,600 (a)sole n/a (a)sole
Intermet Corp Common Stock 45881K104 519,134 61,300 (a)sole n/a (a)sole
Intl Business Machines Corp Common Stock 459200101 11,337,700 93,700 (a)sole n/a (a)sole
International Home Foods Inc Common Stock 459655106 192,500 11,000 (a)sole n/a (a)sole
International Network Svcs Common Stock 460053101 282,750 5,200 (a)sole n/a (a)sole
Intl Paper Co Common Stock 460146103 519,075 10,800 (a)sole n/a (a)sole
Interpublic Group Of Cos Common Stock 460690100 678,563 16,500 (a)sole n/a (a)sole
Invesco Glbl Hlth Science Fd Common Stock 46128N109 3,125,000 200,000 (a)sole n/a (a)sole
Jlg Industries Inc Common Stock 466210101 317,419 20,900 (a)sole n/a (a)sole
Jack In The Box Inc Common Stock 466367109 3,219,431 129,100 (a)sole n/a (a)sole
Jefferson-pilot Corp Common Stock 475070108 385,444 6,100 (a)sole n/a (a)sole
Johnson & Johnson Common Stock 478160104 2,067,188 22,500 (a)sole n/a (a)sole
Johnson Controls Inc Common Stock 478366107 9,204,175 138,800 (a)sole n/a (a)sole
Jones Apparel Group Inc Common Stock 480074103 391,000 13,600 (a)sole n/a (a)sole
Juno Lighting Inc Common Stock 482047206 203,248 17,026 (a)sole n/a (a)sole
K Mart Corp Common Stock 482584109 1,451,588 124,200 (a)sole n/a (a)sole
Kaufman & Broad Home Corp Common Stock 486168107 5,620,313 272,500 (a)sole n/a (a)sole
Kellogg Co Common Stock 487836108 209,650 5,600 (a)sole n/a (a)sole
Kerr-mcgee Corp Common Stock 492386107 9,057,781 164,500 (a)sole n/a (a)sole
Keycorp Common Stock 493267108 433,650 16,800 (a)sole n/a (a)sole
Kimberly-clark Corp Common Stock 494368103 2,379,025 45,100 (a)sole n/a (a)sole
Kinder Morgan Energy -lp Common Stock 494550106 333,506 7,700 (a)sole n/a (a)sole
King World Productions Inc Common Stock 495667107 1,211,250 32,300 (a)sole n/a (a)sole
Knight-ridder Inc Common Stock 499040103 13,673,000 248,600 (a)sole n/a (a)sole
Knight/trimark Group Inc Common Stock 499067106 2,962,500 100,000 (a)sole n/a (a)sole
Koninklijke Phlps Elc -adr Common Stock 500472204 464,600 4,600 (a)sole n/a (a)sole
Lhs Group Inc Common Stock 501938104 547,538 18,600 (a)sole n/a (a)sole
La-z-boy Inc Common Stock 505336107 202,063 10,600 (a)sole n/a (a)sole
Lafarge Corp Common Stock 505862102 1,974,400 61,700 (a)sole n/a (a)sole
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Lands End Inc Common Stock 515086106 772,200 11,700 (a)sole n/a (a)sole
Landstar System Inc Common Stock 515098101 1,421,275 40,900 (a)sole n/a (a)sole
Lason Inc Common Stock 51808R107 2,182,031 49,000 (a)sole n/a (a)sole
Legg Mason Inc Common Stock 524901105 777,744 20,300 (a)sole n/a (a)sole
Lehman Brothers Holdings Inc Common Stock 524908100 1,482,725 25,400 (a)sole n/a (a)sole
Lennar Corp Common Stock 526057104 782,531 49,100 (a)sole n/a (a)sole
Lexmark Intl Grp Inc -cl A Common Stock 529771107 6,053,600 75,200 (a)sole n/a (a)sole
Liberty Financial Cos Inc Common Stock 530512102 631,800 28,800 (a)sole n/a (a)sole
Liberty Property Trust Common Stock 531172104 1,998,769 88,100 (a)sole n/a (a)sole
Limited Inc Common Stock 532716107 2,176,425 56,900 (a)sole n/a (a)sole
Lincare Holdings Inc Common Stock 532791100 663,741 24,900 (a)sole n/a (a)sole
Lincoln National Corp Common Stock 534187109 2,216,188 59,000 (a)sole n/a (a)sole
Linear Technology Corp Common Stock 535678106 370,322 6,300 (a)sole n/a (a)sole
Linens N Things Inc Common Stock 535679104 229,500 6,800 (a)sole n/a (a)sole
Liz Claiborne Inc Common Stock 539320101 6,200,000 200,000 (a)sole n/a (a)sole
Loews Corp Common Stock 540424108 9,327,919 132,900 (a)sole n/a (a)sole
Lone Star Industries Common Stock 542290408 4,628,400 92,800 (a)sole n/a (a)sole
Longs Drug Stores Inc Common Stock 543162101 206,138 6,900 (a)sole n/a (a)sole
Louisiana-pacific Corp Common Stock 546347105 1,581,250 101,200 (a)sole n/a (a)sole
Lowes Cos Common Stock 548661107 887,250 18,200 (a)sole n/a (a)sole
Lubrizol Corp Common Stock 549271104 1,384,556 53,900 (a)sole n/a (a)sole
Lucent Technologies Inc Common Stock 549463107 13,202,063 203,500 (a)sole n/a (a)sole
Mbia Inc Common Stock 55262C100 237,788 5,100 (a)sole n/a (a)sole
Mbna Corp Common Stock 55262L100 686,656 30,100 (a)sole n/a (a)sole
Mdc Holdings Inc Common Stock 552676108 326,988 20,200 (a)sole n/a (a)sole
Mci Worldcom Inc Common Stock 55268B106 7,187,500 100,000 (a)sole n/a (a)sole
Mgic Investment Corp/wi Common Stock 552848103 420,200 8,800 (a)sole n/a (a)sole
M S Carriers Inc Common Stock 553533100 1,754,400 73,100 (a)sole n/a (a)sole
Macmillan Bloedel Ltd Common Stock 554783209 1,145,188 73,000 (a)sole n/a (a)sole
Mail-well Inc Common Stock 560321200 510,600 36,800 (a)sole n/a (a)sole
Mallinckrodt Inc Common Stock 561232109 7,009,538 232,200 (a)sole n/a (a)sole
Mandalay Resort Group Common Stock 562567107 969,725 49,100 (a)sole n/a (a)sole
Manitowoc Co Common Stock 563571108 1,884,553 55,225 (a)sole n/a (a)sole
Manpower Inc/wi Common Stock 56418h100 4,077,500 140,000 (a)sole n/a (a)sole
Mark Iv Industries Inc Common Stock 570387100 1,297,575 65,700 (a)sole n/a (a)sole
Marsh & Mclennan Cos Common Stock 571748102 787,750 11,500 (a)sole n/a (a)sole
Marriott Intl Inc Common Stock 571903202 735,469 22,500 (a)sole n/a (a)sole
May Department Stores Co Common Stock 577778103 841,706 23,100 (a)sole n/a (a)sole
Maytag Corp Common Stock 578592107 542,994 16,300 (a)sole n/a (a)sole
Mcdermott Intl Inc Common Stock 580037109 6,075,000 300,000 (a)sole n/a (a)sole
Mcgrath Rentcorp Common Stock 580589109 388,800 21,600 (a)sole n/a (a)sole
Mcgraw-hill Companies Common Stock 580645109 203,175 4,200 (a)sole n/a (a)sole
Mens Wearhouse Inc Common Stock 587118100 707,350 32,900 (a)sole n/a (a)sole
Merck & Co Common Stock 589331107 3,480,431 53,700 (a)sole n/a (a)sole
Meritor Automotive Inc Common Stock 59000G100 845,438 40,500 (a)sole n/a (a)sole
Merrill Lynch & Co Common Stock 590188108 2,674,788 39,700 (a)sole n/a (a)sole
Metris Companies Inc Common Stock 591598107 979,400 33,200 (a)sole n/a (a)sole
Mexico Fund Common Stock 592835102 3,205,625 230,000 (a)sole n/a (a)sole
Michael Foods Inc Common Stock 594079105 488,831 18,600 (a)sole n/a (a)sole
Michaels Stores Inc Common Stock 594087108 336,300 11,400 (a)sole n/a (a)sole
Microsoft Corp Common Stock 594918104 10,749,769 118,700 (a)sole n/a (a)sole
Micro Warehouse Inc Common Stock 59501B105 271,406 22,500 (a)sole n/a (a)sole
Midwest Express Holdings Inc Common Stock 597911106 303,775 11,600 (a)sole n/a (a)sole
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Miller (herman) Inc Common Stock 600544100 200,813 8,400 (a)sole n/a (a)sole
Minnesota Mining & Mfg Co Common Stock 604059105 2,391,956 24,900 (a)sole n/a (a)sole
Minnesota Power & Light Common Stock 604110106 1,106,438 63,000 (a)sole n/a (a)sole
Mobil Corp Common Stock 607059102 1,944,475 19,300 (a)sole n/a (a)sole
Modis Professional Svcs Inc Common Stock 607830106 1,134,200 85,600 (a)sole n/a (a)sole
Mohawk Industries Inc Common Stock 608190104 1,892,069 94,900 (a)sole n/a (a)sole
Monaco Coach Corp Common Stock 60886R103 312,609 12,825 (a)sole n/a (a)sole
Monsanto Co Common Stock 611662107 206,988 5,800 (a)sole n/a (a)sole
Moog Inc -cl A Common Stock 615394202 459,113 15,900 (a)sole n/a (a)sole
Moore Corp Ltd Common Stock 615785102 101,000 10,100 (a)sole n/a (a)sole
Morgan (j P) & Co Common Stock 616880100 3,096,175 27,100 (a)sole n/a (a)sole
Morgan Stanley Dean Witter Common Stock 617446448 13,895,413 155,800 (a)sole n/a (a)sole
Morgan Standw Emerging Mkts Common Stock 61744G107 1,870,000 170,000 (a)sole n/a (a)sole
Motivepower Industries Inc Common Stock 61980K101 1,249,050 113,550 (a)sole n/a (a)sole
Motorola Inc Common Stock 620076109 572,000 6,500 (a)sole n/a (a)sole
Mueller Industries Common Stock 624756102 1,344,844 45,300 (a)sole n/a (a)sole
Murphy Oil Corp Common Stock 626717102 1,119,094 20,700 (a)sole n/a (a)sole
Musicland Stores Corp Common Stock 62758B109 151,763 17,100 (a)sole n/a (a)sole
Myers Industries Inc Common Stock 628464109 214,065 12,060 (a)sole n/a (a)sole
Nci Building Systems Inc Common Stock 628852105 1,053,375 63,600 (a)sole n/a (a)sole
Nco Group Inc Common Stock 628858102 1,217,300 25,900 (a)sole n/a (a)sole
Nvr Inc Common Stock 62944T105 348,450 6,900 (a)sole n/a (a)sole
National Computer Sys Inc Common Stock 635519101 1,242,338 32,400 (a)sole n/a (a)sole
National R V Holdings Inc Common Stock 637277104 489,800 24,800 (a)sole n/a (a)sole
National Service Inds Inc Common Stock 637657107 447,300 14,200 (a)sole n/a (a)sole
Nationwide Finl Svcs -cl A Common Stock 638612101 1,004,650 28,400 (a)sole n/a (a)sole
Navistar Internationl Common Stock 63934E108 2,143,650 46,100 (a)sole n/a (a)sole
Navigant Consulting Inc Common Stock 63935N107 519,400 11,200 (a)sole n/a (a)sole
New York Times Co -cl A Common Stock 650111107 1,312,500 35,000 (a)sole n/a (a)sole
Newmont Mining Corp Common Stock 651639106 781,425 30,200 (a)sole n/a (a)sole
Newport News Shipbuilding Common Stock 652228107 546,081 16,900 (a)sole n/a (a)sole
Nokia Corp -adr Common Stock 654902204 10,299,675 114,600 (a)sole n/a (a)sole
Nortek Inc Common Stock 656559101 1,081,763 31,700 (a)sole n/a (a)sole
Nortel Networks Corp Common Stock 656569100 2,748,900 53,900 (a)sole n/a (a)sole
North Fork Bancorporation Common Stock 659424105 232,050 11,900 (a)sole n/a (a)sole
Northrop Grumman Corp Common Stock 666807102 7,627,500 120,000 (a)sole n/a (a)sole
Nstar Common Stock 67019E107 507,625 13,100 (a)sole n/a (a)sole
Nucor Corp Common Stock 670346105 419,100 8,800 (a)sole n/a (a)sole
Occidental Petroleum Corp Common Stock 674599105 962,000 41,600 (a)sole n/a (a)sole
Old Kent Financial Corp Common Stock 679833103 228,876 6,165 (a)sole n/a (a)sole
Old Republic Intl Corp Common Stock 680223104 864,084 59,850 (a)sole n/a (a)sole
Oracle Corp Common Stock 68389X105 7,134,400 156,800 (a)sole n/a (a)sole
Oshkosh B'gosh Inc -cl A Common Stock 688222207 1,074,697 67,300 (a)sole n/a (a)sole
Peco Energy Co Common Stock 693304107 1,751,250 46,700 (a)sole n/a (a)sole
Pg&e Corp Common Stock 69331C108 2,654,775 102,600 (a)sole n/a (a)sole
Pmi Group Inc Common Stock 69344M101 2,722,275 66,600 (a)sole n/a (a)sole
Pnc Bank Corp Common Stock 693475105 3,561,675 67,600 (a)sole n/a (a)sole
Pp&l Resources Inc Common Stock 693499105 467,559 17,277 (a)sole n/a (a)sole
Pss World Medical Inc Common Stock 69366A100 405,763 45,400 (a)sole n/a (a)sole
Paccar Inc Common Stock 693718108 10,007,113 196,700 (a)sole n/a (a)sole
Pacific Century Financial Cp Common Stock 694058108 795,019 38,900 (a)sole n/a (a)sole
Pacific Gateway Exchange Inc Common Stock 694327107 178,488 10,900 (a)sole n/a (a)sole
Pacific Sunwear Calif Inc Common Stock 694873100 1,356,713 48,400 (a)sole n/a (a)sole
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Pacificare Health Sys Common Stock 695112102 1,236,950 28,600 (a)sole n/a (a)sole
Pacificorp Common Stock 695114108 309,925 15,400 (a)sole n/a (a)sole
Paine Webber Group Common Stock 695629105 7,975,000 220,000 (a)sole n/a (a)sole
Pan Pac Retail Pptys Inc Common Stock 69806L104 487,988 28,600 (a)sole n/a (a)sole
Patterson Dental Co Common Stock 703412106 812,825 16,400 (a)sole n/a (a)sole
Pediatrix Medical Group Inc Common Stock 705324101 238,650 17,200 (a)sole n/a (a)sole
Penney (j C) Co Common Stock 708160106 279,450 8,100 (a)sole n/a (a)sole
Peoples Heritage Finl Gp Inc Common Stock 711147108 505,400 30,400 (a)sole n/a (a)sole
Pep Boys-manny Moe & Jack Common Stock 713278109 273,700 18,400 (a)sole n/a (a)sole
Pepsico Inc Common Stock 713448108 9,107,300 298,600 (a)sole n/a (a)sole
Personnel Group America Inc Common Stock 715338109 465,625 74,500 (a)sole n/a (a)sole
P T Telekomunikasi Ind -adr Common Stock 715684106 346,292 49,916 (a)sole n/a (a)sole
Pfizer Inc Common Stock 717081103 753,375 21,000 (a)sole n/a (a)sole
Philip Morris Cos Inc Common Stock 718154107 2,143,556 62,700 (a)sole n/a (a)sole
Phillips Petroleum Co Common Stock 718507106 2,340,000 48,000 (a)sole n/a (a)sole
Pilgrims Pride Corp Common Stock 721467108 877,438 101,000 (a)sole n/a (a)sole
Pinnacle Systems Inc Common Stock 723481107 1,495,838 35,300 (a)sole n/a (a)sole
Pioneer Natural Resources Co Common Stock 723787107 182,750 17,200 (a)sole n/a (a)sole
Placer Dome Inc Common Stock 725906101 4,462,500 300,000 (a)sole n/a (a)sole
Polycom Inc Common Stock 73172K104 1,277,188 26,800 (a)sole n/a (a)sole
Potlatch Corp Common Stock 737628107 395,400 9,600 (a)sole n/a (a)sole
Premark International Inc Common Stock 740459102 2,449,705 48,509 (a)sole n/a (a)sole
Prentiss Properties Trust Common Stock 740706106 414,906 18,700 (a)sole n/a (a)sole
Procter & Gamble Co Common Stock 742718109 13,462,500 143,600 (a)sole n/a (a)sole
Progress Software Corp Common Stock 743312100 2,111,538 67,300 (a)sole n/a (a)sole
Prologis Trust Common Stock 743410102 216,496 11,470 (a)sole n/a (a)sole
Providian Financial Corp Common Stock 74406A102 692,891 8,750 (a)sole n/a (a)sole
Public Service Co Of N Mex Common Stock 744499104 746,425 40,900 (a)sole n/a (a)sole
Public Service Entrp Common Stock 744573106 6,137,513 158,900 (a)sole n/a (a)sole
Public Storage Inc Common Stock 74460D109 843,781 33,500 (a)sole n/a (a)sole
Pulte Corp Common Stock 745867101 4,654,500 214,000 (a)sole n/a (a)sole
Quaker Oats Co Common Stock 747402105 754,875 12,200 (a)sole n/a (a)sole
Qualcomm Inc Common Stock 747525103 1,740,525 9,200 (a)sole n/a (a)sole
Queens County Bancorp Inc Common Stock 748242104 696,150 25,200 (a)sole n/a (a)sole
Questar Corp Common Stock 748356102 632,563 34,900 (a)sole n/a (a)sole
Quiksilver Inc Common Stock 74838C106 339,450 18,600 (a)sole n/a (a)sole
Rfs Hotel Investors Inc Common Stock 74955J108 129,950 11,300 (a)sole n/a (a)sole
Rgs Energy Group Inc Common Stock 74956K104 1,330,350 54,300 (a)sole n/a (a)sole
Radian Group Inc Common Stock 750236101 3,587,643 83,555 (a)sole n/a (a)sole
Reckson Assocs Rlty Corp Common Stock 75621K106 609,806 29,300 (a)sole n/a (a)sole
Reliance Steel & Aluminum Co Common Stock 759509102 996,975 47,475 (a)sole n/a (a)sole
Reliant Energy Inc Common Stock 75952J108 657,619 24,300 (a)sole n/a (a)sole
Rent-a-center Inc Common Stock 76009N100 206,738 11,100 (a)sole n/a (a)sole
Republic Bancorp Inc Common Stock 760282103 1,045,250 90,400 (a)sole n/a (a)sole
Roanoke Electric Steel Corp Common Stock 769841107 231,438 13,225 (a)sole n/a (a)sole
Roberts Pharmaceutical Corp Common Stock 770491108 1,025,475 33,900 (a)sole n/a (a)sole
Rockwell Intl Corp Common Stock 773903109 2,346,750 44,700 (a)sole n/a (a)sole
Rollins Truck Leasing Common Stock 775741101 549,788 54,300 (a)sole n/a (a)sole
Roslyn Bancorp Inc Common Stock 778162107 3,309,824 185,165 (a)sole n/a (a)sole
Ross Stores Inc Common Stock 778296103 5,536,388 275,100 (a)sole n/a (a)sole
Rouse Co Common Stock 779273101 253,000 11,000 (a)sole n/a (a)sole
Royal Dutch Pet -ny Reg Common Stock 780257804 10,123,313 171,400 (a)sole n/a (a)sole
Royce Value Trust Common Stock 780910105 2,475,000 200,000 (a)sole n/a (a)sole
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Ruby Tuesday Inc Common Stock 781182100 826,800 42,400 (a)sole n/a (a)sole
Ryan's Family Stk Houses Inc Common Stock 783519101 579,600 64,400 (a)sole n/a (a)sole
Ryland Group Inc Common Stock 783764103 414,050 18,200 (a)sole n/a (a)sole
Sps Technologies Inc Common Stock 784626103 288,325 7,600 (a)sole n/a (a)sole
Safety-kleen Corp Common Stock 78648R203 382,381 31,700 (a)sole n/a (a)sole
Safeway Inc Common Stock 786514208 525,263 13,800 (a)sole n/a (a)sole
St Paul Cos Common Stock 792860108 610,500 22,200 (a)sole n/a (a)sole
Schering-plough Common Stock 806605101 3,132,275 71,800 (a)sole n/a (a)sole
Scientific-atlanta Inc Common Stock 808655104 1,427,400 28,800 (a)sole n/a (a)sole
Scotts Company Common Stock 810186106 283,925 8,200 (a)sole n/a (a)sole
Sea Containers Ltd -cl A Common Stock 811371707 364,000 13,000 (a)sole n/a (a)sole
Sensormatic Electronics Common Stock 817265101 384,431 30,300 (a)sole n/a (a)sole
Shared Medical Systems Corp Common Stock 819486101 280,500 6,000 (a)sole n/a (a)sole
Shaw Industries Inc Common Stock 820286102 6,532,563 411,500 (a)sole n/a (a)sole
Shell Tran&trade -ny Sh Common Stock 822703609 3,426,150 75,300 (a)sole n/a (a)sole
Sherwin-williams Co Common Stock 824348106 6,777,469 323,700 (a)sole n/a (a)sole
Shopko Stores Inc Common Stock 824911101 725,000 25,000 (a)sole n/a (a)sole
Sicor Inc Common Stock 825846108 50,403 12,700 (a)sole n/a (a)sole
Simpson Manufacturing Inc Common Stock 829073105 375,000 8,000 (a)sole n/a (a)sole
Skywest Inc Common Stock 830879102 1,676,025 76,400 (a)sole n/a (a)sole
Smithfield Foods Inc Common Stock 832248108 1,915,300 71,600 (a)sole n/a (a)sole
Solectron Corp Common Stock 834182107 330,338 4,600 (a)sole n/a (a)sole
Sony Corp -amer Shares Common Stock 835699307 825,344 5,500 (a)sole n/a (a)sole
Southdown Inc Common Stock 841297104 3,365,150 62,900 (a)sole n/a (a)sole
Southern Co Common Stock 842587107 963,050 37,400 (a)sole n/a (a)sole
Southtrust Corp Common Stock 844730101 243,950 6,800 (a)sole n/a (a)sole
Southwest Airlines Common Stock 844741108 1,161,084 76,450 (a)sole n/a (a)sole
Southwest Gas Corp Common Stock 844895102 983,219 36,500 (a)sole n/a (a)sole
Sovereign Bancorp Inc Common Stock 845905108 4,605,984 506,500 (a)sole n/a (a)sole
Spartech Corp Common Stock 847220209 1,198,881 40,900 (a)sole n/a (a)sole
Specialty Equipment Cos Inc Common Stock 847497203 249,975 9,900 (a)sole n/a (a)sole
Springs Industries -cl A Common Stock 851783100 940,069 27,700 (a)sole n/a (a)sole
Standard Pacific Cp Common Stock 85375C101 718,525 70,100 (a)sole n/a (a)sole
Station Casinos Inc Common Stock 857689103 272,025 11,700 (a)sole n/a (a)sole
Sterling Software Inc Common Stock 859547101 3,220,000 161,000 (a)sole n/a (a)sole
Stewart Info Svcs Common Stock 860372101 434,006 23,700 (a)sole n/a (a)sole
Sun Microsystems Inc Common Stock 866810104 762,600 8,200 (a)sole n/a (a)sole
Sunglass Hut Intl Inc Common Stock 86736F106 573,544 54,300 (a)sole n/a (a)sole
Sunoco Inc Common Stock 86764P109 3,126,225 114,200 (a)sole n/a (a)sole
Superior Industries Intl Common Stock 868168105 232,400 8,300 (a)sole n/a (a)sole
Supervalu Inc Common Stock 868536103 11,464,999 519,660 (a)sole n/a (a)sole
Swift Transportation Co Inc Common Stock 870756103 637,875 32,400 (a)sole n/a (a)sole
Sybase Inc Common Stock 871130100 994,613 84,200 (a)sole n/a (a)sole
Symantec Corp Common Stock 871503108 1,902,747 52,900 (a)sole n/a (a)sole
Sysco Corp Common Stock 871829107 483,863 13,800 (a)sole n/a (a)sole
Tj International Inc Common Stock 872534102 457,275 18,200 (a)sole n/a (a)sole
Tjx Companies Inc Common Stock 872540109 2,716,450 96,800 (a)sole n/a (a)sole
Trw Inc Common Stock 872649108 1,970,100 39,600 (a)sole n/a (a)sole
Taiwan Semiconductor -adr Common Stock 874039100 548,700 18,600 (a)sole n/a (a)sole
Talbots Inc Common Stock 874161102 317,281 7,100 (a)sole n/a (a)sole
Tandy Corp Common Stock 875382103 1,126,788 21,800 (a)sole n/a (a)sole
Tarrant Apparel Group Common Stock 876289109 411,750 36,600 (a)sole n/a (a)sole
Taubman Ctrs Inc Common Stock 876664103 293,250 25,500 (a)sole n/a (a)sole
Page 10
<PAGE>
Tech Data Corp Common Stock 878237106 1,529,578 65,700 (a)sole n/a (a)sole
Tecumseh Products Co -cl A Common Stock 878895200 1,528,813 30,500 (a)sole n/a (a)sole
Tektronix Inc Common Stock 879131100 338,350 10,100 (a)sole n/a (a)sole
Tele Danmark -spon Adr Common Stock 879242105 648,788 21,900 (a)sole n/a (a)sole
Tele Norte Leste -spon Adr Common Stock 879246106 6,975,000 450,000 (a)sole n/a (a)sole
Telefonica S A -adr Common Stock 879382208 816,000 17,000 (a)sole n/a (a)sole
Telefonos De Mex -spon Adr Common Stock 879403780 12,183,750 171,000 (a)sole n/a (a)sole
Telephone & Data Common Stock 879433100 11,145,969 125,500 (a)sole n/a (a)sole
Telesp Participacoes -adr Common Stock 87952K100 4,725,000 300,000 (a)sole n/a (a)sole
Tellabs Inc Common Stock 879664100 939,469 16,500 (a)sole n/a (a)sole
Temple-inland Inc Common Stock 879868107 414,800 6,800 (a)sole n/a (a)sole
Tenneco Inc Common Stock 88037E101 1,099,900 64,700 (a)sole n/a (a)sole
Teradyne Inc Common Stock 880770102 747,300 21,200 (a)sole n/a (a)sole
Terex Corp Common Stock 880779103 1,083,600 34,400 (a)sole n/a (a)sole
Texaco Inc Common Stock 881694103 2,449,250 38,800 (a)sole n/a (a)sole
Texas Instruments Inc Common Stock 882508104 3,224,200 39,200 (a)sole n/a (a)sole
Texas Utilities Co Common Stock 882848104 526,106 14,100 (a)sole n/a (a)sole
Textron Inc Common Stock 883203101 549,363 7,100 (a)sole n/a (a)sole
Thor Industries Inc Common Stock 885160101 272,850 10,700 (a)sole n/a (a)sole
Tidewater Inc Common Stock 886423102 1,134,750 44,500 (a)sole n/a (a)sole
Tiffany & Co Common Stock 886547108 3,098,769 51,700 (a)sole n/a (a)sole
Timken Co Common Stock 887389104 175,763 10,900 (a)sole n/a (a)sole
Toll Brothers Inc Common Stock 889478103 331,688 17,400 (a)sole n/a (a)sole
Tower Automotive Inc Common Stock 891707101 2,159,563 109,000 (a)sole n/a (a)sole
Toys R Us Inc Common Stock 892335100 255,000 17,000 (a)sole n/a (a)sole
Trans World Entmt Corp Common Stock 89336Q100 1,506,006 118,700 (a)sole n/a (a)sole
Transwitch Corp Common Stock 894065101 1,832,550 32,150 (a)sole n/a (a)sole
Triad Guaranty Inc Common Stock 895925105 222,750 13,200 (a)sole n/a (a)sole
Tribune Co Common Stock 896047107 12,009,650 241,400 (a)sole n/a (a)sole
Trigon Healthcare Inc Common Stock 89618L100 1,310,400 44,800 (a)sole n/a (a)sole
Trinet Corp Realty Trust Inc Common Stock 896287109 321,469 13,500 (a)sole n/a (a)sole
Trinity Industries Common Stock 896522109 3,748,225 121,400 (a)sole n/a (a)sole
True North Communications Common Stock 897844106 338,288 9,300 (a)sole n/a (a)sole
Tupperware Corp Common Stock 899896104 775,575 38,300 (a)sole n/a (a)sole
Tyco International Ltd Common Stock 902124106 17,599,169 170,452 (a)sole n/a (a)sole
Ual Corp Common Stock 902549500 542,094 8,300 (a)sole n/a (a)sole
Uici Common Stock 902737105 378,325 14,800 (a)sole n/a (a)sole
Usx-marathon Group Common Stock 902905827 874,575 29,900 (a)sole n/a (a)sole
Ust Inc Common Stock 902911106 476,963 15,800 (a)sole n/a (a)sole
Urs Corp Common Stock 903236107 222,950 9,100 (a)sole n/a (a)sole
Usg Corp Common Stock 903293405 4,405,313 92,500 (a)sole n/a (a)sole
Usx-u S Steel Group Common Stock 90337T101 301,275 11,700 (a)sole n/a (a)sole
Unicom Corp Common Stock 904911104 16,274,663 440,600 (a)sole n/a (a)sole
Union Carbide Corp Common Stock 905581104 1,988,438 35,000 (a)sole n/a (a)sole
Union Pacific Corp Common Stock 907818108 1,965,756 40,900 (a)sole n/a (a)sole
Unionbancal Corp Common Stock 908906100 380,625 10,500 (a)sole n/a (a)sole
Unisys Corp Common Stock 909214108 2,341,988 51,900 (a)sole n/a (a)sole
United Dominion Industries Common Stock 909914103 527,250 22,200 (a)sole n/a (a)sole
United Dominion Realty Trust Common Stock 910197102 142,081 12,700 (a)sole n/a (a)sole
United Healthcare Corp Common Stock 910581107 1,041,913 21,400 (a)sole n/a (a)sole
United Rentals Inc Common Stock 911363109 432,825 19,900 (a)sole n/a (a)sole
Us Cellular Corp Common Stock 911684108 2,584,000 38,000 (a)sole n/a (a)sole
U S Home Corp Common Stock 911920106 459,713 16,529 (a)sole n/a (a)sole
Page 11
<PAGE>
U S West Inc Common Stock 91273H101 2,322,444 40,700 (a)sole n/a (a)sole
U S Trust Corp Common Stock 91288L105 265,238 3,300 (a)sole n/a (a)sole
United Stationers Inc Common Stock 913004107 2,146,169 100,700 (a)sole n/a (a)sole
United Technologies Corp Common Stock 913017109 533,813 9,000 (a)sole n/a (a)sole
Universal Corp/va Common Stock 913456109 1,515,250 58,000 (a)sole n/a (a)sole
Unocal Corp Common Stock 915289102 959,919 25,900 (a)sole n/a (a)sole
Usfreightways Corp Common Stock 916906100 13,174,988 278,100 (a)sole n/a (a)sole
Utilicorp United Inc Common Stock 918005109 2,843,438 135,000 (a)sole n/a (a)sole
Venator Group Inc Common Stock 922944103 172,963 20,200 (a)sole n/a (a)sole
Veterinary Centers Of Amer Common Stock 925514101 837,225 73,200 (a)sole n/a (a)sole
Viacom Inc -cl B Common Stock 925524308 1,905,475 45,100 (a)sole n/a (a)sole
Vintage Petroleum Inc Common Stock 927460105 202,500 15,000 (a)sole n/a (a)sole
Vishay Intrtechnology Common Stock 928298108 1,566,313 65,950 (a)sole n/a (a)sole
Vodafone Airtouch Plc -adr Common Stock 92857T107 261,525 5,500 (a)sole n/a (a)sole
Wal-mart Stores Common Stock 931142103 15,776,481 331,700 (a)sole n/a (a)sole
Wallace Computer Svcs Inc Common Stock 932270101 611,550 30,200 (a)sole n/a (a)sole
Warnaco Group Inc -cl A Common Stock 934390105 231,775 12,700 (a)sole n/a (a)sole
Warner-lambert Co Common Stock 934488107 8,296,875 125,000 (a)sole n/a (a)sole
Washington Fed Inc Common Stock 938824109 557,659 24,050 (a)sole n/a (a)sole
Washington Mutual Inc Common Stock 939322103 362,700 12,400 (a)sole n/a (a)sole
Waters Corp Common Stock 941848103 314,925 5,200 (a)sole n/a (a)sole
Watsco Inc Common Stock 942622200 244,563 21,500 (a)sole n/a (a)sole
Webb (del E) Corp Common Stock 947423109 666,600 30,300 (a)sole n/a (a)sole
Webster Finl Corp Waterbury Common Stock 947890109 1,473,900 57,800 (a)sole n/a (a)sole
Werner Enterprises Inc Common Stock 950755108 1,376,953 78,125 (a)sole n/a (a)sole
Westpoint Stevens Inc Common Stock 961238102 763,088 32,300 (a)sole n/a (a)sole
Westvaco Corp Common Stock 961548104 207,563 8,100 (a)sole n/a (a)sole
Weyerhaeuser Co Common Stock 962166104 1,636,550 28,400 (a)sole n/a (a)sole
Whirlpool Corp Common Stock 963320106 11,096,594 169,900 (a)sole n/a (a)sole
Willamette Industries Common Stock 969133107 478,688 11,100 (a)sole n/a (a)sole
Winnebago Industries Common Stock 974637100 691,794 28,900 (a)sole n/a (a)sole
World Color Press Inc Common Stock 981443104 3,318,975 89,100 (a)sole n/a (a)sole
Worthington Industries Common Stock 981811102 1,380,400 81,200 (a)sole n/a (a)sole
Xircom Inc Common Stock 983922105 2,608,206 61,100 (a)sole n/a (a)sole
Xerox Corp Common Stock 984121103 813,588 19,400 (a)sole n/a (a)sole
Ypf Sociedad Anonima -adr Common Stock 984245100 206,369 5,300 (a)sole n/a (a)sole
York Intl Common Stock 986670107 3,180,469 88,500 (a)sole n/a (a)sole
Zale Corp Common Stock 988858106 4,130,088 107,800 (a)sole n/a (a)sole
Zebra Technologies Cp -cl A Common Stock 989207105 245,531 5,400 (a)sole n/a (a)sole
Tommy Hilfiger Corp Common Stock G8915Z102 575,025 20,400 (a)sole n/a (a)sole
Orbotech Ltd Common Stock M75253100 2,419,313 39,100 (a)sole n/a (a)sole
New Holland Nv Common Stock N62648105 537,600 33,600 (a)sole n/a (a)sole
1,345,353,146
</TABLE>
Page 12
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
<TABLE>
<CAPTION>
<S> <C>
Number of Other Included Managers: 3
---------------
Form 13F Information Table Entry Total: 625
---------------
Form 13F Information Table Value Total: $1,345,353
---------------
(thousands)
</TABLE>
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file numbers(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
<TABLE>
<CAPTION>
No. Form 13F File Number Name
28-
<S> <C> <C>
1 ZWEIG ADVISORS, LLC
---- ----------------- ----------------------------
[Repeat as necessary.]
2 ZWEIG TOTAL RETURN ADVISORS, INC.
---- ----------------- ----------------------------
3 EUCLID ADVISORS LLC
---- ----------------- ----------------------------
</TABLE>
