UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 12/31/99
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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 January 26, 2000
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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.]
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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>
Adc Telecommunications Inc Common Stock 000886101 870,750 12,000 (a)sole n/a (a)sole
Aflac Inc Common Stock 001055102 1,486,406 31,500 (a)sole n/a (a)sole
At&t Corp Common Stock 001957109 13,871,813 273,000 (a)sole n/a (a)sole
Axa Financial Inc Common Stock 002451102 465,800 13,700 (a)sole n/a (a)sole
Acclaim Enmnt Inc Common Stock 004325205 70,725 13,800 (a)sole n/a (a)sole
Actuate Corp Common Stock 00508B102 210,088 4,900 (a)sole n/a (a)sole
Adaptec Inc Common Stock 00651F108 304,238 6,100 (a)sole n/a (a)sole
Adobe Systems Inc Common Stock 00724F101 4,512,475 67,100 (a)sole n/a (a)sole
Adtran Inc Common Stock 00738A106 1,661,431 32,300 (a)sole n/a (a)sole
Advanced Digital Info Corp Common Stock 007525108 267,438 5,500 (a)sole n/a (a)sole
Advanced Fibre Comm Inc Common Stock 00754A105 223,438 5,000 (a)sole n/a (a)sole
Aetna Inc Common Stock 008117103 435,338 7,800 (a)sole n/a (a)sole
Affiliated Managers Grp Inc Common Stock 008252108 1,091,813 27,000 (a)sole n/a (a)sole
Airgas Inc Common Stock 009363102 169,100 17,800 (a)sole n/a (a)sole
Albemarle Corp Common Stock 012653101 554,519 28,900 (a)sole n/a (a)sole
Alberto-culver Co -cl B Common Stock 013068101 560,131 21,700 (a)sole n/a (a)sole
Alcan Aluminium Ltd Common Stock 013716105 343,413 8,300 (a)sole n/a (a)sole
Alcoa Inc Common Stock 013817101 1,452,500 17,500 (a)sole n/a (a)sole
Alexander & Baldwin Inc Common Stock 014482103 1,006,031 44,100 (a)sole n/a (a)sole
Allergan Inc Common Stock 018490102 1,636,775 32,900 (a)sole n/a (a)sole
Allmerica Financial Corp Common Stock 019754100 1,095,813 19,700 (a)sole n/a (a)sole
Allstate Corp Common Stock 020002101 6,056,531 251,700 (a)sole n/a (a)sole
Alpha Industries Inc Common Stock 020753109 859,688 15,000 (a)sole n/a (a)sole
Alpharma Inc -cl A Common Stock 020813101 347,475 11,300 (a)sole n/a (a)sole
Altera Corp Common Stock 021441100 470,844 9,500 (a)sole n/a (a)sole
Ambac Financial Gp Common Stock 023139108 469,688 9,000 (a)sole n/a (a)sole
Amcol International Corp Common Stock 02341W103 259,613 16,100 (a)sole n/a (a)sole
Amerada Hess Corp Common Stock 023551104 8,756,525 154,300 (a)sole n/a (a)sole
Amerco Common Stock 023586100 390,000 15,600 (a)sole n/a (a)sole
America Online Inc Common Stock 02364J104 12,724,238 167,700 (a)sole n/a (a)sole
America West Hldg Cp -cl B Common Stock 023657208 2,243,075 108,100 (a)sole n/a (a)sole
Amern Eagle Outfitters Inc Common Stock 02553E106 2,128,500 47,300 (a)sole n/a (a)sole
American Freightways Corp Common Stock 02629V108 377,169 23,300 (a)sole n/a (a)sole
American Management Systems Common Stock 027352103 480,038 15,300 (a)sole n/a (a)sole
Americredit Corp Common Stock 03060R101 921,300 49,800 (a)sole n/a (a)sole
Amgen Inc Common Stock 031162100 16,613,288 276,600 (a)sole n/a (a)sole
Amsouth Bancorporation Common Stock 032165102 249,131 12,900 (a)sole n/a (a)sole
Analog Devices Common Stock 032654105 2,120,400 22,800 (a)sole n/a (a)sole
Ancor Communications Inc Common Stock 03332K108 325,800 4,800 (a)sole n/a (a)sole
Andrx Corp Common Stock 034551101 203,100 4,800 (a)sole n/a (a)sole
Anntaylor Stores Corp Common Stock 036115103 1,336,175 38,800 (a)sole n/a (a)sole
Apache Corp Common Stock 037411105 5,850,900 158,400 (a)sole n/a (a)sole
Apartment Invt &mgmt -cl A Common Stock 03748R101 664,869 16,700 (a)sole n/a (a)sole
Applied Materials Inc Common Stock 038222105 15,139,156 119,500 (a)sole n/a (a)sole
Arden Realty Inc Common Stock 039793104 409,275 20,400 (a)sole n/a (a)sole
Argosy Gaming Corp Common Stock 040228108 263,006 16,900 (a)sole n/a (a)sole
Arthrocare Corp Common Stock 043136100 420,900 6,900 (a)sole n/a (a)sole
Arvin Industries Inc Common Stock 043339100 1,132,531 39,913 (a)sole n/a (a)sole
Ascent Entertainment Group Common Stock 043628106 597,581 47,100 (a)sole n/a (a)sole
Asia Tigers Fund Inc Common Stock 04516T105 1,025,000 100,000 (a)sole n/a (a)sole
Astec Industries Inc Common Stock 046224101 496,650 26,400 (a)sole n/a (a)sole
Atlantic Richfield Co Common Stock 048825103 4,212,550 48,700 (a)sole n/a (a)sole
Audiovox Corp -cl A Common Stock 050757103 1,143,450 37,800 (a)sole n/a (a)sole
Avis Rent A Car Inc Common Stock 053790101 467,794 18,300 (a)sole n/a (a)sole
Aztar Corp Common Stock 054802103 538,313 49,500 (a)sole n/a (a)sole
Bjs Wholesale Club Inc Common Stock 05548J106 401,500 11,000 (a)sole n/a (a)sole
Bp Amoco Plc -ads Common Stock 055622104 3,570,613 60,200 (a)sole n/a (a)sole
Ball Corp Common Stock 058498106 1,035,563 26,300 (a)sole n/a (a)sole
Page 1
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Bally Total Fitness Hldg Cp Common Stock 05873K108 528,413 19,800 (a)sole n/a (a)sole
Banco Santander Cent -adr Common Stock 05964H105 324,913 27,800 (a)sole n/a (a)sole
Bank United Corp -cl A Common Stock 065412108 220,725 8,100 (a)sole n/a (a)sole
Banta Corp Common Stock 066821109 320,388 14,200 (a)sole n/a (a)sole
Barnes & Noble Inc Common Stock 067774109 235,125 11,400 (a)sole n/a (a)sole
Barra Inc Common Stock 068313105 206,375 6,500 (a)sole n/a (a)sole
Baxter International Inc Common Stock 071813109 816,563 13,000 (a)sole n/a (a)sole
Be Aerospace Inc Common Stock 073302101 97,031 11,500 (a)sole n/a (a)sole
Bear Stearns Companies Inc Common Stock 073902108 11,537,071 269,873 (a)sole n/a (a)sole
Bedford Ppty Invs Inc Common Stock 076446301 846,300 49,600 (a)sole n/a (a)sole
Bell Atlantic Corp Common Stock 077853109 1,891,200 30,720 (a)sole n/a (a)sole
Best Buy Co Inc Common Stock 086516101 7,406,850 147,400 (a)sole n/a (a)sole
Bestfoods Common Stock 08658U101 6,538,775 124,400 (a)sole n/a (a)sole
Bindley Western Inds Common Stock 090324104 266,606 17,700 (a)sole n/a (a)sole
Biocryst Pharmaceuticals Inc Common Stock 09058V103 330,400 11,200 (a)sole n/a (a)sole
Biogen Inc Common Stock 090597105 3,278,600 38,800 (a)sole n/a (a)sole
Block H & R Inc Common Stock 093671105 9,625,000 220,000 (a)sole n/a (a)sole
Boeing Co Common Stock 097023105 580,125 14,000 (a)sole n/a (a)sole
Boise Cascade Corp Common Stock 097383103 202,500 5,000 (a)sole n/a (a)sole
Boral Ltd -adr Common Stock 099509408 585,278 47,900 (a)sole n/a (a)sole
Borders Group Inc Common Stock 099709107 182,000 11,200 (a)sole n/a (a)sole
Borg Warner Auto Common Stock 099724106 5,258,480 129,839 (a)sole n/a (a)sole
Boston Scientific Corp Common Stock 101137107 255,938 11,700 (a)sole n/a (a)sole
Bouygues Offshore Sa -adr Common Stock 102112109 312,375 17,000 (a)sole n/a (a)sole
Boyd Gaming Corp Common Stock 103304101 264,469 45,500 (a)sole n/a (a)sole
Brandywine Realty Trust Common Stock 105368203 381,538 23,300 (a)sole n/a (a)sole
Braun Consulting Inc Common Stock 105651103 407,550 5,700 (a)sole n/a (a)sole
Briggs & Stratton Common Stock 109043109 1,067,138 19,900 (a)sole n/a (a)sole
Brinker Intl Inc Common Stock 109641100 2,340,125 97,000 (a)sole n/a (a)sole
Bristol Myers Squibb Common Stock 110122108 513,500 8,000 (a)sole n/a (a)sole
Brocade Communications Sys Common Stock 111621108 424,800 2,400 (a)sole n/a (a)sole
Brooke Group Ltd Common Stock 112525100 230,038 15,400 (a)sole n/a (a)sole
Brunswick Corp Common Stock 117043109 6,619,375 297,500 (a)sole n/a (a)sole
Buffets Inc Common Stock 119882108 808,000 80,800 (a)sole n/a (a)sole
C&d Technologies Inc Common Stock 124661109 752,250 17,700 (a)sole n/a (a)sole
Cbl & Associates Pptys Inc Common Stock 124830100 396,000 19,200 (a)sole n/a (a)sole
Cbs Corp Common Stock 12490K107 1,005,289 15,723 (a)sole n/a (a)sole
Cec Entertainment Inc Common Stock 125137109 1,108,813 39,250 (a)sole n/a (a)sole
Cigna Corp Common Stock 125509109 725,063 9,000 (a)sole n/a (a)sole
Cit Group Inc Common Stock 125577106 324,058 15,340 (a)sole n/a (a)sole
Cmp Group Inc Common Stock 125887109 614,644 22,300 (a)sole n/a (a)sole
Cnf Transportation Inc Common Stock 12612W104 403,650 11,700 (a)sole n/a (a)sole
Cts Corp Common Stock 126501105 2,698,425 35,800 (a)sole n/a (a)sole
Cable Design Tech Cp -cl A Common Stock 126924109 457,700 19,900 (a)sole n/a (a)sole
Cadillac Fairview Corp Common Stock 126929207 506,000 22,000 (a)sole n/a (a)sole
Cadiz Inc Common Stock 127537108 119,700 12,600 (a)sole n/a (a)sole
Callaway Golf Co Common Stock 131193104 419,194 23,700 (a)sole n/a (a)sole
Calpine Corp Common Stock 131347106 1,913,600 29,900 (a)sole n/a (a)sole
Camden Property Trust Common Stock 133131102 363,525 13,100 (a)sole n/a (a)sole
Canadian Pacific Ltd Common Stock 135923100 485,156 22,500 (a)sole n/a (a)sole
Canadian National Railway Co Common Stock 136375102 2,292,250 86,500 (a)sole n/a (a)sole
Canandaigua Brands -cl A Common Stock 137219200 1,402,500 27,500 (a)sole n/a (a)sole
Caremark Rx Inc Common Stock 141705103 98,719 19,500 (a)sole n/a (a)sole
Carramerica Realty Corp Common Stock 144418100 457,425 21,400 (a)sole n/a (a)sole
Carrier Access Corp Common Stock 144460102 464,456 6,900 (a)sole n/a (a)sole
Cato Corp -cl A Common Stock 149205106 683,013 54,100 (a)sole n/a (a)sole
Cemex S A Common Stock 151290889 5,575,000 200,000 (a)sole n/a (a)sole
Centex Constrn Prods Inc Common Stock 15231R109 2,392,416 61,344 (a)sole n/a (a)sole
Page 2
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Central European Eqty Fd Inc Common Stock 153436100 1,443,750 100,000 (a)sole n/a (a)sole
Centurytel Inc Common Stock 156700106 7,106,250 150,000 (a)sole n/a (a)sole
Champion International Corp Common Stock 158525105 576,019 9,300 (a)sole n/a (a)sole
Charming Shoppes Common Stock 161133103 138,463 20,900 (a)sole n/a (a)sole
Chase Manhattan Corp Common Stock 16161A108 3,301,719 42,500 (a)sole n/a (a)sole
Chevron Corp Common Stock 166751107 1,923,075 22,200 (a)sole n/a (a)sole
Chiron Corp Common Stock 170040109 847,500 20,000 (a)sole n/a (a)sole
Church & Dwight Inc Common Stock 171340102 376,294 14,100 (a)sole n/a (a)sole
Circuit City Str Crct Cty Gp Common Stock 172737108 1,293,294 28,700 (a)sole n/a (a)sole
Cirrus Logic Inc Common Stock 172755100 383,400 28,800 (a)sole n/a (a)sole
Cisco Systems Inc Common Stock 17275R102 13,390,625 125,000 (a)sole n/a (a)sole
Citigroup Inc Common Stock 172967101 2,913,013 52,310 (a)sole n/a (a)sole
City National Corp Common Stock 178566105 1,913,669 58,100 (a)sole n/a (a)sole
Coastal Corp Common Stock 190441105 2,264,456 63,900 (a)sole n/a (a)sole
Colgate-palmolive Co Common Stock 194162103 2,821,000 43,400 (a)sole n/a (a)sole
Comcast Corp -cl A Spl Common Stock 200300200 10,112,500 200,000 (a)sole n/a (a)sole
Commercial Metals Common Stock 201723103 424,219 12,500 (a)sole n/a (a)sole
Commscope Inc Common Stock 203372107 2,116,406 52,500 (a)sole n/a (a)sole
Comp Anon Nac Telefono -adr Common Stock 204421101 243,788 9,900 (a)sole n/a (a)sole
Computer Sciences Corp Common Stock 205363104 757,000 8,000 (a)sole n/a (a)sole
Compuware Corp Common Stock 205638109 1,020,650 27,400 (a)sole n/a (a)sole
Conagra Inc Common Stock 205887102 1,118,494 49,300 (a)sole n/a (a)sole
Concord Efs Inc Common Stock 206197105 332,175 12,900 (a)sole n/a (a)sole
Conexant Systems Inc Common Stock 207142100 451,350 6,800 (a)sole n/a (a)sole
Consolidated Natural Gas Co Common Stock 209615103 1,298,750 20,000 (a)sole n/a (a)sole
Constellation Energy Corp Common Stock 210371100 1,690,700 58,300 (a)sole n/a (a)sole
Cooper Tire & Rubber Common Stock 216831107 248,850 15,800 (a)sole n/a (a)sole
Coors (adolph) -cl B Common Stock 217016104 9,775,500 186,200 (a)sole n/a (a)sole
Copart Inc Common Stock 217204106 852,600 19,600 (a)sole n/a (a)sole
Copper Mtn Networks Inc Common Stock 217510106 224,250 4,600 (a)sole n/a (a)sole
Cordant Technologies Inc Common Stock 218412104 706,200 21,400 (a)sole n/a (a)sole
Corel Corp Common Stock 21868Q109 264,688 17,500 (a)sole n/a (a)sole
Countrywide Credit Ind Inc Common Stock 222372104 7,575,000 300,000 (a)sole n/a (a)sole
Covad Communications Group Common Stock 222814204 257,313 4,600 (a)sole n/a (a)sole
Cross Timbers Oil Co Common Stock 227573102 114,188 12,600 (a)sole n/a (a)sole
Crown Cork & Seal Co Inc Common Stock 228255105 5,774,988 258,100 (a)sole n/a (a)sole
Cybex Computer Prods Common Stock 232522102 486,000 12,000 (a)sole n/a (a)sole
Cymer Inc Common Stock 232572107 358,800 7,800 (a)sole n/a (a)sole
Cypress Semiconductor Corp Common Stock 232806109 352,888 10,900 (a)sole n/a (a)sole
Cytyc Corp Common Stock 232946103 305,313 5,000 (a)sole n/a (a)sole
D R Horton Inc Common Stock 23331A109 4,341,269 314,300 (a)sole n/a (a)sole
Dst Systems Inc Common Stock 233326107 587,606 7,700 (a)sole n/a (a)sole
Danaher Corp Common Stock 235851102 347,400 7,200 (a)sole n/a (a)sole
Darden Restaurants Inc Common Stock 237194105 1,863,250 102,800 (a)sole n/a (a)sole
Dayton Hudson Corp Common Stock 239753106 3,517,656 47,900 (a)sole n/a (a)sole
Dean Foods Co Common Stock 242361103 218,625 5,500 (a)sole n/a (a)sole
Del Monte Foods Co Common Stock 24522P103 137,900 11,200 (a)sole n/a (a)sole
Delhaize America Inc -cl A Common Stock 246688105 245,781 12,100 (a)sole n/a (a)sole
Dell Computer Corp Common Stock 247025109 9,945,000 195,000 (a)sole n/a (a)sole
Delphi Automotive Sys Corp Common Stock 247126105 6,300,000 400,000 (a)sole n/a (a)sole
Dendrite International Inc Common Stock 248239105 403,113 11,900 (a)sole n/a (a)sole
Detroit Diesel Corp Common Stock 250837101 270,544 14,100 (a)sole n/a (a)sole
Developers Diversified Rlty Common Stock 251591103 163,513 12,700 (a)sole n/a (a)sole
Dial Corporation Common Stock 25247d101 3,890,000 160,000 (a)sole n/a (a)sole
Diamond Offshre Drilling Inc Common Stock 25271C102 852,694 27,900 (a)sole n/a (a)sole
Ditech Communications Corp Common Stock 25500M103 289,850 3,100 (a)sole n/a (a)sole
Dollar Thrifty Automotive Gp Common Stock 256743105 639,131 26,700 (a)sole n/a (a)sole
Domtar Inc Common Stock 257561100 274,950 23,400 (a)sole n/a (a)sole
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Donaldson Co Inc Common Stock 257651109 936,031 38,900 (a)sole n/a (a)sole
Doral Financial Corp Common Stock 25811P100 1,685,581 136,900 (a)sole n/a (a)sole
Dover Corp Common Stock 260003108 621,638 13,700 (a)sole n/a (a)sole
Dow Chemical Common Stock 260543103 2,699,225 20,200 (a)sole n/a (a)sole
Dow Jones & Co Inc Common Stock 260561105 2,951,200 43,400 (a)sole n/a (a)sole
Downey Financial Corp Common Stock 261018105 658,113 32,600 (a)sole n/a (a)sole
Duke Weeks Realty Corp Common Stock 264411505 234,000 12,000 (a)sole n/a (a)sole
Dura Automotive Sys -cl B Common Stock 265903104 369,675 21,200 (a)sole n/a (a)sole
Dura Pharmaceuticals Inc Common Stock 26632S109 172,825 12,400 (a)sole n/a (a)sole
Dycom Industries Inc Common Stock 267475101 720,422 16,350 (a)sole n/a (a)sole
Emc Corp/ma Common Stock 268648102 20,855,825 190,900 (a)sole n/a (a)sole
Eni S P A -spon Adr Common Stock 26874R108 7,210,350 130,800 (a)sole n/a (a)sole
Eog Resources Inc Common Stock 26875P101 242,363 13,800 (a)sole n/a (a)sole
Eastman Kodak Co Common Stock 277461109 225,250 3,400 (a)sole n/a (a)sole
Edison International Common Stock 281020107 6,243,100 238,400 (a)sole n/a (a)sole
Edwards (a G) Inc Common Stock 281760108 277,341 8,650 (a)sole n/a (a)sole
El Paso Energy Corp/de Common Stock 283905107 326,025 8,400 (a)sole n/a (a)sole
Elan Corp Plc -adr Common Stock 284131208 7,375,000 250,000 (a)sole n/a (a)sole
Elcor Corp Common Stock 284443108 495,556 16,450 (a)sole n/a (a)sole
Electronic Arts Inc Common Stock 285512109 252,000 3,000 (a)sole n/a (a)sole
Emerging Mkts Telecomms Fd Common Stock 290887108 1,637,500 100,000 (a)sole n/a (a)sole
Emerging Mkts Infrast Fd Inc Common Stock 290921105 2,250,000 200,000 (a)sole n/a (a)sole
Energy East Corp Common Stock 29266M109 7,634,025 366,800 (a)sole n/a (a)sole
Enhance Financial Svcs Grp Common Stock 293310108 357,500 22,000 (a)sole n/a (a)sole
Entergy Corp Common Stock 29364G103 3,174,975 123,300 (a)sole n/a (a)sole
Equitable Resources Inc Common Stock 294549100 1,238,213 37,100 (a)sole n/a (a)sole
Equity Office Properties Tr Common Stock 294741103 246,250 10,000 (a)sole n/a (a)sole
Essex Property Trust Common Stock 297178105 278,800 8,200 (a)sole n/a (a)sole
Ethan Allen Interiors Inc Common Stock 297602104 1,803,516 56,250 (a)sole n/a (a)sole
Everest Reinsurance Hldgs Common Stock 299808105 267,750 12,000 (a)sole n/a (a)sole
Express Scripts Inc -cl A Common Stock 302182100 384,000 6,000 (a)sole n/a (a)sole
Extended Stay America Inc Common Stock 30224P101 506,688 67,000 (a)sole n/a (a)sole
Exxon Mobil Corp Common Stock 30231G102 1,331,215 16,524 (a)sole n/a (a)sole
Fbl Finl Group Inc -cl A Common Stock 30239F106 292,000 14,600 (a)sole n/a (a)sole
Fairfield Communities Inc Common Stock 304231301 457,950 42,600 (a)sole n/a (a)sole
Fannie Mae Common Stock 313586109 892,856 14,300 (a)sole n/a (a)sole
Federated Dept Stores Common Stock 31410H101 3,766,906 74,500 (a)sole n/a (a)sole
Fifth Third Bancorp Common Stock 316773100 931,863 12,700 (a)sole n/a (a)sole
Filenet Corp Common Stock 316869106 1,601,400 62,800 (a)sole n/a (a)sole
Financial Federal Corp Common Stock 317492106 250,938 11,000 (a)sole n/a (a)sole
Financial Sec Assurance Hldg Common Stock 31769P100 4,315,950 82,800 (a)sole n/a (a)sole
1st Source Corp Common Stock 336901103 297,500 11,900 (a)sole n/a (a)sole
Firstfed Financial Corp/ca Common Stock 337907109 248,906 17,700 (a)sole n/a (a)sole
Firstenergy Corp Common Stock 337932107 1,905,750 84,000 (a)sole n/a (a)sole
Fleetboston Financial Corp Common Stock 339030108 1,745,360 50,136 (a)sole n/a (a)sole
Florida Progress Corp Common Stock 341109106 2,166,400 51,200 (a)sole n/a (a)sole
Fluor Corp Common Stock 343861100 1,234,038 26,900 (a)sole n/a (a)sole
Ford Motor Co Common Stock 345370100 12,581,750 236,000 (a)sole n/a (a)sole
Fossil Inc Common Stock 349882100 979,344 42,350 (a)sole n/a (a)sole
Foster Wheeler Corp Common Stock 350244109 316,838 35,700 (a)sole n/a (a)sole
Foundation Health Sys -cl A Common Stock 350404109 108,319 10,900 (a)sole n/a (a)sole
France Growth Fd Inc Common Stock 35177K108 1,301,563 85,000 (a)sole n/a (a)sole
Freeprt Mcmor Cop&gld -cl B Common Stock 35671D857 1,111,175 52,600 (a)sole n/a (a)sole
Fuller (h. B.) Co Common Stock 359694106 453,094 8,100 (a)sole n/a (a)sole
Furniture Brands Intl Inc Common Stock 360921100 1,097,800 49,900 (a)sole n/a (a)sole
Gatx Corp Common Stock 361448103 246,375 7,300 (a)sole n/a (a)sole
Gpu Inc Common Stock 36225X100 5,884,550 197,800 (a)sole n/a (a)sole
Gte Corp Common Stock 362320103 691,513 9,800 (a)sole n/a (a)sole
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Gabelli Glbl Multimedia Tr Common Stock 36239Q109 2,718,750 145,000 (a)sole n/a (a)sole
Gannett Co Common Stock 364730101 897,188 11,000 (a)sole n/a (a)sole
Gap Inc Common Stock 364760108 871,700 18,950 (a)sole n/a (a)sole
Gateway Inc Common Stock 367626108 785,481 10,900 (a)sole n/a (a)sole
General Electric Co Common Stock 369604103 15,165,500 98,000 (a)sole n/a (a)sole
General Growth Pptys Inc Common Stock 370021107 285,600 10,200 (a)sole n/a (a)sole
General Motors Corp Common Stock 370442105 18,993,244 261,300 (a)sole n/a (a)sole
Genlyte Group Inc Common Stock 372302109 722,475 33,800 (a)sole n/a (a)sole
Georgia-pacific Group Common Stock 373298108 13,027,525 256,700 (a)sole n/a (a)sole
Glimcher Realty Trust Common Stock 379302102 399,125 31,000 (a)sole n/a (a)sole
Golden West Financial Corp Common Stock 381317106 5,403,550 161,300 (a)sole n/a (a)sole
Graco Inc Common Stock 384109104 200,900 5,600 (a)sole n/a (a)sole
Group 1 Automotive Inc Common Stock 398905109 416,731 29,900 (a)sole n/a (a)sole
Grupo Televisa -spon Adr Common Stock 40049j206 13,677,300 200,400 (a)sole n/a (a)sole
Hcc Ins Hldgs Inc Common Stock 404132102 295,400 22,400 (a)sole n/a (a)sole
Hain Food Group Inc Common Stock 405219106 443,025 19,800 (a)sole n/a (a)sole
Halliburton Co Common Stock 406216101 511,175 12,700 (a)sole n/a (a)sole
Handleman Co Common Stock 410252100 731,613 54,700 (a)sole n/a (a)sole
Hanna (m A) Co Common Stock 410522106 236,250 21,600 (a)sole n/a (a)sole
Harcourt General Inc Common Stock 41163G101 386,400 9,600 (a)sole n/a (a)sole
Harbor Florida Bancshares Common Stock 411901101 412,706 31,900 (a)sole n/a (a)sole
Harmonic Inc Common Stock 413160102 493,675 5,200 (a)sole n/a (a)sole
Harrahs Entertainment Inc Common Stock 413619107 1,142,100 43,200 (a)sole n/a (a)sole
Hasbro Inc Common Stock 418056107 5,681,250 300,000 (a)sole n/a (a)sole
Helix Technology Corp Common Stock 423319102 215,100 4,800 (a)sole n/a (a)sole
Hewlett-packard Co Common Stock 428236103 2,866,500 25,200 (a)sole n/a (a)sole
Hibernia Corp -cl A Common Stock 428656102 155,125 14,600 (a)sole n/a (a)sole
Hollywood Park Inc Common Stock 436255103 542,988 24,200 (a)sole n/a (a)sole
Home Depot Inc Common Stock 437076102 16,376,250 238,200 (a)sole n/a (a)sole
Home Properties New York Inc Common Stock 437306103 622,831 22,700 (a)sole n/a (a)sole
Homestake Mining Common Stock 437614100 575,000 73,600 (a)sole n/a (a)sole
Honeywell International Inc Common Stock 438516106 2,221,661 38,512 (a)sole n/a (a)sole
Hooper Holmes Inc Common Stock 439104100 654,050 25,400 (a)sole n/a (a)sole
Hormel Foods Corp Common Stock 440452100 1,982,500 48,800 (a)sole n/a (a)sole
Household International Inc Common Stock 441815107 648,113 17,399 (a)sole n/a (a)sole
Humana Inc Common Stock 444859102 249,719 30,500 (a)sole n/a (a)sole
Huntington Bancshares Common Stock 446150104 334,250 14,000 (a)sole n/a (a)sole
Idt Corp Common Stock 448947101 288,788 15,300 (a)sole n/a (a)sole
Hyperion Solutions Corp Common Stock 44914M104 374,100 8,600 (a)sole n/a (a)sole
Ibp Inc Common Stock 449223106 2,356,200 130,900 (a)sole n/a (a)sole
Iss Group Inc Common Stock 450306105 746,813 10,500 (a)sole n/a (a)sole
Itt Educational Svcs Inc Common Stock 45068B109 265,525 17,200 (a)sole n/a (a)sole
Ibis Technology Inc Common Stock 450909106 272,938 5,500 (a)sole n/a (a)sole
Ikon Office Solutions Common Stock 451713101 721,444 105,900 (a)sole n/a (a)sole
Imation Corp Common Stock 45245A107 735,019 21,900 (a)sole n/a (a)sole
Imperial Bancorp Common Stock 452556103 272,613 11,300 (a)sole n/a (a)sole
Informix Corp Common Stock 456779107 392,306 34,300 (a)sole n/a (a)sole
Ingersoll-rand Co Common Stock 456866102 5,522,769 100,300 (a)sole n/a (a)sole
Insight Enterprises Inc Common Stock 45765U103 2,436,484 59,975 (a)sole n/a (a)sole
Insituform Tecnol Inc -cl A Common Stock 457667103 271,200 9,600 (a)sole n/a (a)sole
Intel Corp Common Stock 458140100 13,705,031 166,500 (a)sole n/a (a)sole
Interim Services Inc Common Stock 45868P100 895,950 36,200 (a)sole n/a (a)sole
Intermet Corp Common Stock 45881K104 142,988 12,300 (a)sole n/a (a)sole
Intl Business Machines Corp Common Stock 459200101 4,120,825 38,200 (a)sole n/a (a)sole
International Home Foods Inc Common Stock 459655106 267,575 15,400 (a)sole n/a (a)sole
Intl Paper Co Common Stock 460146103 3,047,625 54,000 (a)sole n/a (a)sole
Intl Rectifier Corp Common Stock 460254105 548,600 21,100 (a)sole n/a (a)sole
Interpublic Group Of Cos Common Stock 460690100 501,881 8,700 (a)sole n/a (a)sole
Page 5
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Internet.com Corp Common Stock 460967102 292,600 5,600 (a)sole n/a (a)sole
Intertan Inc Common Stock 461120107 350,075 13,400 (a)sole n/a (a)sole
Intuit Inc Common Stock 461202103 725,244 12,100 (a)sole n/a (a)sole
Invesco Glbl Hlth Science Fd Common Stock 46128N109 2,876,250 195,000 (a)sole n/a (a)sole
Isle Of Capris Casinos Inc Common Stock 464592104 174,075 13,200 (a)sole n/a (a)sole
I2 Technologies Inc Common Stock 465754109 214,500 1,100 (a)sole n/a (a)sole
Jack In The Box Inc Common Stock 466367109 2,145,294 103,700 (a)sole n/a (a)sole
Jakks Pacific Inc Common Stock 47012E106 237,331 12,700 (a)sole n/a (a)sole
Johns Manville Cp Common Stock 478129109 419,519 30,100 (a)sole n/a (a)sole
Johnson & Johnson Common Stock 478160104 7,515,950 80,600 (a)sole n/a (a)sole
Johnson Controls Inc Common Stock 478366107 7,439,250 130,800 (a)sole n/a (a)sole
Juno Lighting Inc Common Stock 482047206 235,782 22,726 (a)sole n/a (a)sole
K Mart Corp Common Stock 482584109 402,500 40,000 (a)sole n/a (a)sole
Kansas City Southern Inds Common Stock 485170104 246,263 3,300 (a)sole n/a (a)sole
Kaufman & Broad Home Corp Common Stock 486168107 6,182,325 255,600 (a)sole n/a (a)sole
Keebler Foods Co Common Stock 487256109 669,375 23,800 (a)sole n/a (a)sole
Kerr-mcgee Corp Common Stock 492386107 9,628,600 155,300 (a)sole n/a (a)sole
Keyspan Corp Common Stock 49337W100 408,100 17,600 (a)sole n/a (a)sole
Kimberly-clark Corp Common Stock 494368103 765,619 11,700 (a)sole n/a (a)sole
Knight-ridder Inc Common Stock 499040103 13,669,594 229,500 (a)sole n/a (a)sole
Koger Equity Inc Common Stock 500228101 312,188 18,500 (a)sole n/a (a)sole
Kohls Corp Common Stock 500255104 1,985,156 27,500 (a)sole n/a (a)sole
Lnr Property Corp Common Stock 501940100 270,300 13,600 (a)sole n/a (a)sole
La-z-boy Inc Common Stock 505336107 211,838 12,600 (a)sole n/a (a)sole
Laboratory Cp Of Amer Hldgs Common Stock 50540R102 91,450 24,800 (a)sole n/a (a)sole
Lancaster Colony Corp Common Stock 513847103 212,000 6,400 (a)sole n/a (a)sole
Landstar System Inc Common Stock 515098101 924,750 21,600 (a)sole n/a (a)sole
Laser Vision Centers Inc Common Stock 51807H100 432,006 40,900 (a)sole n/a (a)sole
Lason Inc Common Stock 51808R107 174,900 15,900 (a)sole n/a (a)sole
Leggett & Platt Inc Common Stock 524660107 235,813 11,000 (a)sole n/a (a)sole
Lehman Brothers Holdings Inc Common Stock 524908100 14,532,375 171,600 (a)sole n/a (a)sole
Lexmark Intl Grp Inc -cl A Common Stock 529771107 307,700 3,400 (a)sole n/a (a)sole
Liberty Property Trust Common Stock 531172104 928,125 37,500 (a)sole n/a (a)sole
Limited Inc Common Stock 532716107 1,481,288 34,200 (a)sole n/a (a)sole
Lincare Holdings Inc Common Stock 532791100 378,094 10,900 (a)sole n/a (a)sole
Linens N Things Inc Common Stock 535679104 201,450 6,800 (a)sole n/a (a)sole
Liposome Company Inc Common Stock 536310105 175,725 14,400 (a)sole n/a (a)sole
Liz Claiborne Inc Common Stock 539320101 7,615,300 202,400 (a)sole n/a (a)sole
London Pacific Gp Ltd -adr Common Stock 542073101 205,200 5,700 (a)sole n/a (a)sole
Louisiana-pacific Corp Common Stock 546347105 345,938 24,600 (a)sole n/a (a)sole
Lowes Cos Common Stock 548661107 1,153,175 19,300 (a)sole n/a (a)sole
Lubrizol Corp Common Stock 549271104 1,188,688 38,500 (a)sole n/a (a)sole
Lucent Technologies Inc Common Stock 549463107 12,525,000 167,000 (a)sole n/a (a)sole
Mbna Corp Common Stock 55262L100 419,650 15,400 (a)sole n/a (a)sole
Mci Worldcom Inc Common Stock 55268B106 9,049,809 170,550 (a)sole n/a (a)sole
Mgic Investment Corp/wi Common Stock 552848103 3,244,106 53,900 (a)sole n/a (a)sole
M S Carriers Inc Common Stock 553533100 981,263 41,100 (a)sole n/a (a)sole
Mail-well Inc Common Stock 560321200 483,300 35,800 (a)sole n/a (a)sole
Mallinckrodt Inc Common Stock 561232109 279,950 8,800 (a)sole n/a (a)sole
Mandalay Resort Group Common Stock 562567107 352,188 17,500 (a)sole n/a (a)sole
Manitowoc Co Common Stock 563571108 1,367,650 40,225 (a)sole n/a (a)sole
Manpower Inc/wi Common Stock 56418h100 10,346,875 275,000 (a)sole n/a (a)sole
Mark Iv Industries Inc Common Stock 570387100 351,981 19,900 (a)sole n/a (a)sole
Marriott Intl Inc Common Stock 571903202 6,312,500 200,000 (a)sole n/a (a)sole
Masisa S A -spn Adr Common Stock 574799102 348,913 27,100 (a)sole n/a (a)sole
Maytag Corp Common Stock 578592107 302,400 6,300 (a)sole n/a (a)sole
Mccormick & Co Common Stock 579780206 2,186,625 73,500 (a)sole n/a (a)sole
Mcdermott Intl Inc Common Stock 580037109 2,718,750 300,000 (a)sole n/a (a)sole
Page 6
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Mcgraw-hill Companies Common Stock 580645109 6,519,925 105,800 (a)sole n/a (a)sole
Medimmune Inc Common Stock 584699102 597,150 3,600 (a)sole n/a (a)sole
Merck & Co Common Stock 589331107 3,742,344 55,700 (a)sole n/a (a)sole
Mercury Computer Systems Inc Common Stock 589378108 1,015,000 29,000 (a)sole n/a (a)sole
Merrill Lynch & Co Common Stock 590188108 1,382,988 16,600 (a)sole n/a (a)sole
Metris Companies Inc Common Stock 591598107 442,525 12,400 (a)sole n/a (a)sole
Mexico Fund Common Stock 592835102 3,996,250 230,000 (a)sole n/a (a)sole
Michael Foods Inc Common Stock 594079105 209,313 8,500 (a)sole n/a (a)sole
Michaels Stores Inc Common Stock 594087108 373,350 13,100 (a)sole n/a (a)sole
Microsoft Corp Common Stock 594918104 15,492,725 132,700 (a)sole n/a (a)sole
Microchip Technology Inc Common Stock 595017104 369,563 5,400 (a)sole n/a (a)sole
Micro Warehouse Inc Common Stock 59501B105 725,200 39,200 (a)sole n/a (a)sole
Micron Technology Inc Common Stock 595112103 419,850 5,400 (a)sole n/a (a)sole
Mid Atlantic Medical Svcs Common Stock 59523C107 625,931 75,300 (a)sole n/a (a)sole
Minnesota Mining & Mfg Co Common Stock 604059105 1,605,150 16,400 (a)sole n/a (a)sole
Minnesota Power Inc Common Stock 604110106 321,813 19,000 (a)sole n/a (a)sole
Mission Critical Software Common Stock 605047109 364,000 5,200 (a)sole n/a (a)sole
Mohawk Industries Inc Common Stock 608190104 348,150 13,200 (a)sole n/a (a)sole
Monaco Coach Corp Common Stock 60886R103 325,283 12,725 (a)sole n/a (a)sole
Mony Group Inc Common Stock 615337102 1,555,694 53,300 (a)sole n/a (a)sole
Moog Inc -cl A Common Stock 615394202 248,400 9,200 (a)sole n/a (a)sole
Moore Corp Ltd Common Stock 615785102 61,838 10,200 (a)sole n/a (a)sole
Morgan Stanley Dean Witter Common Stock 617446448 19,342,625 135,500 (a)sole n/a (a)sole
Morgan Standw Emerging Mkts Common Stock 61744G107 2,773,125 170,000 (a)sole n/a (a)sole
Morgan Standw Asia Pac Fd Common Stock 61744U106 1,181,250 100,000 (a)sole n/a (a)sole
Mueller Industries Common Stock 624756102 1,228,875 33,900 (a)sole n/a (a)sole
Murphy Oil Corp Common Stock 626717102 2,633,513 45,900 (a)sole n/a (a)sole
Nci Building Systems Inc Common Stock 628852105 728,900 39,400 (a)sole n/a (a)sole
Nco Group Inc Common Stock 628858102 936,888 31,100 (a)sole n/a (a)sole
Nvr Inc Common Stock 62944T105 334,250 7,000 (a)sole n/a (a)sole
National Computer Sys Inc Common Stock 635519101 436,450 11,600 (a)sole n/a (a)sole
National Service Inds Inc Common Stock 637657107 2,256,750 76,500 (a)sole n/a (a)sole
Navistar Internationl Common Stock 63934E108 987,000 21,000 (a)sole n/a (a)sole
Navigant Consulting Inc Common Stock 63935N107 220,763 20,300 (a)sole n/a (a)sole
New York Times Co -cl A Common Stock 650111107 10,954,875 223,000 (a)sole n/a (a)sole
Newmont Mining Corp Common Stock 651639106 514,500 21,000 (a)sole n/a (a)sole
Newport News Shipbuilding Common Stock 652228107 415,250 15,100 (a)sole n/a (a)sole
Nike Inc -cl B Common Stock 654106103 3,920,394 79,100 (a)sole n/a (a)sole
Noble Affiliates Inc Common Stock 654894104 358,006 16,700 (a)sole n/a (a)sole
Nokia Corp -adr Common Stock 654902204 18,093,619 94,700 (a)sole n/a (a)sole
Nortek Inc Common Stock 656559101 834,120 29,790 (a)sole n/a (a)sole
Nova Chemicals Corp Common Stock 66977W109 399,769 20,700 (a)sole n/a (a)sole
Nvidia Corp Common Stock 67066G104 530,394 11,300 (a)sole n/a (a)sole
Occidental Petroleum Corp Common Stock 674599105 849,863 39,300 (a)sole n/a (a)sole
Ocean Energy Inc Common Stock 67481E106 369,675 47,700 (a)sole n/a (a)sole
Olin Corp Common Stock 680665205 204,069 10,300 (a)sole n/a (a)sole
Oracle Corp Common Stock 68389X105 10,735,588 95,800 (a)sole n/a (a)sole
Orthodontic Centers Of Amer Common Stock 68750P103 167,125 14,000 (a)sole n/a (a)sole
Oshkosh B'gosh Inc -cl A Common Stock 688222207 1,034,169 49,100 (a)sole n/a (a)sole
Pmi Group Inc Common Stock 69344M101 1,640,100 33,600 (a)sole n/a (a)sole
Pnc Bank Corp Common Stock 693475105 2,683,350 60,300 (a)sole n/a (a)sole
Pss World Medical Inc Common Stock 69366A100 150,056 15,900 (a)sole n/a (a)sole
Paccar Inc Common Stock 693718108 234,856 5,300 (a)sole n/a (a)sole
Pacific Century Financial Cp Common Stock 694058108 670,881 35,900 (a)sole n/a (a)sole
Pacific Sunwear Calif Inc Common Stock 694873100 882,938 27,700 (a)sole n/a (a)sole
Pall Corp Common Stock 696429307 1,222,594 56,700 (a)sole n/a (a)sole
Papa Johns International Inc Common Stock 698813102 317,963 12,200 (a)sole n/a (a)sole
Parkway Properties Inc Common Stock 70159Q104 218,975 7,600 (a)sole n/a (a)sole
Page 7
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Patterson Dental Co Common Stock 703412106 839,713 19,700 (a)sole n/a (a)sole
Pepsico Inc Common Stock 713448108 9,246,075 262,300 (a)sole n/a (a)sole
Perkinelmer Inc Common Stock 714046109 1,338,169 32,100 (a)sole n/a (a)sole
Perrigo Company Common Stock 714290103 128,000 16,000 (a)sole n/a (a)sole
Perusahaan Indo Sat -adr Common Stock 715680104 661,725 30,600 (a)sole n/a (a)sole
Pfizer Inc Common Stock 717081103 1,430,494 44,100 (a)sole n/a (a)sole
Phillips Petroleum Co Common Stock 718507106 2,237,200 47,600 (a)sole n/a (a)sole
Pinnacle Systems Inc Common Stock 723481107 1,200,281 29,500 (a)sole n/a (a)sole
Pioneer Natural Resources Co Common Stock 723787107 877,663 98,200 (a)sole n/a (a)sole
Pogo Producing Co Common Stock 730448107 201,713 9,900 (a)sole n/a (a)sole
Pohang Iron & Steel Co -adr Common Stock 730450103 1,057,000 30,200 (a)sole n/a (a)sole
Polycom Inc Common Stock 73172K104 464,919 7,300 (a)sole n/a (a)sole
Polymer Group Inc Common Stock 731745105 253,675 13,900 (a)sole n/a (a)sole
Potlatch Corp Common Stock 737628107 1,834,088 41,100 (a)sole n/a (a)sole
Powerwave Technologies Inc Common Stock 739363109 729,688 12,500 (a)sole n/a (a)sole
Procter & Gamble Co Common Stock 742718109 13,257,063 121,000 (a)sole n/a (a)sole
Profit Recovery Grp Intl Inc Common Stock 743168106 1,073,125 40,400 (a)sole n/a (a)sole
Progress Software Corp Common Stock 743312100 3,155,300 55,600 (a)sole n/a (a)sole
Prologis Trust Common Stock 743410102 307,423 15,970 (a)sole n/a (a)sole
Providian Financial Corp Common Stock 74406A102 295,953 3,250 (a)sole n/a (a)sole
Public Service Entrp Common Stock 744573106 6,924,206 198,900 (a)sole n/a (a)sole
Public Storage Inc Common Stock 74460D109 381,150 16,800 (a)sole n/a (a)sole
Pulte Corp Common Stock 745867101 1,716,750 76,300 (a)sole n/a (a)sole
Qualcomm Inc Common Stock 747525103 5,495,100 31,200 (a)sole n/a (a)sole
Quanex Corp Common Stock 747620102 260,100 10,200 (a)sole n/a (a)sole
Quebecor Printing -sub Vtg Common Stock 747922102 1,494,021 67,147 (a)sole n/a (a)sole
Questar Corp Common Stock 748356102 181,500 12,100 (a)sole n/a (a)sole
Rgs Energy Group Inc Common Stock 74956K104 310,494 15,100 (a)sole n/a (a)sole
Radian Group Inc Common Stock 750236101 3,371,484 70,607 (a)sole n/a (a)sole
Reckson Assocs Rlty Corp Common Stock 75621K106 364,900 17,800 (a)sole n/a (a)sole
Reliance Steel & Aluminum Co Common Stock 759509102 836,133 35,675 (a)sole n/a (a)sole
Reliant Energy Inc Common Stock 75952j108 6,169,388 269,700 (a)sole n/a (a)sole
Republic Bancorp Inc Common Stock 760282103 275,216 22,669 (a)sole n/a (a)sole
Republic Sec Finl Corp Common Stock 760758102 747,828 104,500 (a)sole n/a (a)sole
Rollins Truck Leasing Common Stock 775741101 390,356 32,700 (a)sole n/a (a)sole
Roslyn Bancorp Inc Common Stock 778162107 2,280,403 123,265 (a)sole n/a (a)sole
Ross Stores Inc Common Stock 778296103 8,897,000 496,000 (a)sole n/a (a)sole
Royce Value Trust Common Stock 780910105 2,481,875 190,000 (a)sole n/a (a)sole
Ruby Tuesday Inc Common Stock 781182100 598,369 32,900 (a)sole n/a (a)sole
Sbc Communications Inc Common Stock 78387G103 2,219,734 45,533 (a)sole n/a (a)sole
Safety-kleen Corp Common Stock 78648R203 278,288 24,600 (a)sole n/a (a)sole
St Paul Cos Common Stock 792860108 367,194 10,900 (a)sole n/a (a)sole
Santa Cruz Operation Inc Common Stock 801833104 1,017,563 33,500 (a)sole n/a (a)sole
Santa Fe Snyder Corp Common Stock 80218K105 480,000 60,000 (a)sole n/a (a)sole
Schering-plough Common Stock 806605101 1,745,850 41,200 (a)sole n/a (a)sole
Schulman (a.) Inc Common Stock 808194104 189,225 11,600 (a)sole n/a (a)sole
Scientific-atlanta Inc Common Stock 808655104 2,229,413 39,900 (a)sole n/a (a)sole
Scitex Corp Ltd -ord Common Stock 809090103 597,063 41,000 (a)sole n/a (a)sole
Seagate Technology Common Stock 811804103 2,421,250 52,000 (a)sole n/a (a)sole
Seagram Co Ltd Common Stock 811850106 492,250 11,000 (a)sole n/a (a)sole
Semtech Corp Common Stock 816850101 1,157,175 22,200 (a)sole n/a (a)sole
Sensormatic Electronics Common Stock 817265101 1,858,838 106,600 (a)sole n/a (a)sole
Serologicals Corp Common Stock 817523103 168,000 28,000 (a)sole n/a (a)sole
Shaw Industries Inc Common Stock 820286102 7,119,150 459,300 (a)sole n/a (a)sole
Sherwin-williams Co Common Stock 824348106 7,028,700 334,700 (a)sole n/a (a)sole
Shire Pharmacetcls Grp -adr Common Stock 82481R106 1,135,700 38,994 (a)sole n/a (a)sole
Sicor Inc Common Stock 825846108 98,425 12,700 (a)sole n/a (a)sole
Siebel Systems Inc Common Stock 826170102 277,200 3,300 (a)sole n/a (a)sole
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Simpson Manufacturing Inc Common Stock 829073105 210,000 4,800 (a)sole n/a (a)sole
Sitel Corp Common Stock 82980K107 127,400 18,200 (a)sole n/a (a)sole
Skywest Inc Common Stock 830879102 400,400 14,300 (a)sole n/a (a)sole
Smithfield Foods Inc Common Stock 832248108 648,000 27,000 (a)sole n/a (a)sole
Solectron Corp Common Stock 834182107 5,488,713 57,700 (a)sole n/a (a)sole
Sony Corp -amer Shares Common Stock 835699307 256,275 900 (a)sole n/a (a)sole
Southdown Inc Common Stock 841297104 252,963 4,900 (a)sole n/a (a)sole
Southern Co Common Stock 842587107 397,150 16,900 (a)sole n/a (a)sole
Southtrust Corp Common Stock 844730101 204,188 5,400 (a)sole n/a (a)sole
Southwest Gas Corp Common Stock 844895102 315,100 13,700 (a)sole n/a (a)sole
Sovereign Bancorp Inc Common Stock 845905108 3,880,842 520,700 (a)sole n/a (a)sole
Spartech Corp Common Stock 847220209 1,131,975 35,100 (a)sole n/a (a)sole
Springs Industries -cl A Common Stock 851783100 958,500 24,000 (a)sole n/a (a)sole
Standard Pacific Cp Common Stock 85375C101 550,000 50,000 (a)sole n/a (a)sole
Stewart Enterprises -cl A Common Stock 860370105 170,525 35,900 (a)sole n/a (a)sole
Sun Microsystems Inc Common Stock 866810104 1,757,831 22,700 (a)sole n/a (a)sole
Sunglass Hut Intl Inc Common Stock 86736F106 711,000 63,200 (a)sole n/a (a)sole
Sunoco Inc Common Stock 86764P109 568,700 24,200 (a)sole n/a (a)sole
Suntrust Banks Inc Common Stock 867914103 543,619 7,900 (a)sole n/a (a)sole
Superior Industries Intl Common Stock 868168105 209,138 7,800 (a)sole n/a (a)sole
Supervalu Inc Common Stock 868536103 959,200 47,960 (a)sole n/a (a)sole
Sybase Inc Common Stock 871130100 895,900 52,700 (a)sole n/a (a)sole
Symantec Corp Common Stock 871503108 3,365,075 57,400 (a)sole n/a (a)sole
Synovus Financial Cp Common Stock 87161C105 272,288 13,700 (a)sole n/a (a)sole
Sysco Corp Common Stock 871829107 886,200 22,400 (a)sole n/a (a)sole
Thq Inc Common Stock 872443403 583,166 25,150 (a)sole n/a (a)sole
Tj International Inc Common Stock 872534102 793,800 18,900 (a)sole n/a (a)sole
Tjx Companies Inc Common Stock 872540109 5,975,925 292,400 (a)sole n/a (a)sole
Taiwan Semiconductor -adr Common Stock 874039100 1,332,000 29,600 (a)sole n/a (a)sole
Talbots Inc Common Stock 874161102 584,588 13,100 (a)sole n/a (a)sole
Talk.com Inc Common Stock 874264104 321,275 18,100 (a)sole n/a (a)sole
Tandy Corp Common Stock 875382103 978,831 19,900 (a)sole n/a (a)sole
Tech Data Corp Common Stock 878237106 276,675 10,200 (a)sole n/a (a)sole
Tecumseh Products Co -cl A Common Stock 878895200 202,906 4,300 (a)sole n/a (a)sole
Tele Danmark -spon Adr Common Stock 879242105 788,975 20,900 (a)sole n/a (a)sole
Tele Norte Leste -spon Adr Common Stock 879246106 8,925,000 350,000 (a)sole n/a (a)sole
Telefonica S A -adr Common Stock 879382208 811,454 10,296 (a)sole n/a (a)sole
Telefonos De Mex -spon Adr Common Stock 879403780 12,937,500 115,000 (a)sole n/a (a)sole
Telephone & Data Common Stock 879433100 11,340,000 90,000 (a)sole n/a (a)sole
Tellabs Inc Common Stock 879664100 1,463,475 22,800 (a)sole n/a (a)sole
Temple-inland Inc Common Stock 879868107 230,781 3,500 (a)sole n/a (a)sole
Teradyne Inc Common Stock 880770102 402,600 6,100 (a)sole n/a (a)sole
Terayon Commun Systems Inc Common Stock 880775101 307,781 4,900 (a)sole n/a (a)sole
Terex Corp Common Stock 880779103 693,750 25,000 (a)sole n/a (a)sole
Texaco Inc Common Stock 881694103 5,186,844 95,500 (a)sole n/a (a)sole
Texas Industries Inc Common Stock 882491103 987,450 23,200 (a)sole n/a (a)sole
Texas Instruments Inc Common Stock 882508104 1,826,213 18,900 (a)sole n/a (a)sole
Texas Utilities Co Common Stock 882848104 586,781 16,500 (a)sole n/a (a)sole
3com Corp Common Stock 885535104 733,200 15,600 (a)sole n/a (a)sole
Three-five Systems Inc Common Stock 88554L108 410,000 10,000 (a)sole n/a (a)sole
Tidewater Inc Common Stock 886423102 1,602,000 44,500 (a)sole n/a (a)sole
Tiffany & Co Common Stock 886547108 3,355,800 37,600 (a)sole n/a (a)sole
Timberland Co -cl A Common Stock 887100105 280,238 5,300 (a)sole n/a (a)sole
Toll Brothers Inc Common Stock 889478103 292,413 15,700 (a)sole n/a (a)sole
Topps Co Inc Common Stock 890786106 421,225 40,600 (a)sole n/a (a)sole
Total Fina S A -spon Adr Common Stock 89151E109 3,407,100 49,200 (a)sole n/a (a)sole
Tower Automotive Inc Common Stock 891707101 450,775 29,200 (a)sole n/a (a)sole
Trans World Entmt Corp Common Stock 89336Q100 337,575 32,150 (a)sole n/a (a)sole
Page 9
<PAGE>
Transwitch Corp Common Stock 894065101 302,344 6,250 (a)sole n/a (a)sole
Trendwest Resorts Inc Common Stock 894917103 297,000 13,200 (a)sole n/a (a)sole
Triad Guaranty Inc Common Stock 895925105 300,300 13,200 (a)sole n/a (a)sole
Tribune Co Common Stock 896047107 14,536,500 264,000 (a)sole n/a (a)sole
Trigon Healthcare Inc Common Stock 89618L100 336,300 11,400 (a)sole n/a (a)sole
Trinity Industries Common Stock 896522109 1,211,438 42,600 (a)sole n/a (a)sole
Tupperware Corp Common Stock 899896104 171,069 10,100 (a)sole n/a (a)sole
Ual Corp Common Stock 902549500 612,744 7,900 (a)sole n/a (a)sole
Usx-marathon Group Common Stock 902905827 1,256,594 50,900 (a)sole n/a (a)sole
Usg Corp Common Stock 903293405 579,638 12,300 (a)sole n/a (a)sole
U S Foodservice Inc Common Stock 90331R101 544,375 32,500 (a)sole n/a (a)sole
Usx-u S Steel Group Common Stock 90337T101 386,100 11,700 (a)sole n/a (a)sole
Ultratech Stepper Inc Common Stock 904034105 228,975 14,200 (a)sole n/a (a)sole
Unicom Corp Common Stock 904911104 3,778,800 112,800 (a)sole n/a (a)sole
Union Carbide Corp Common Stock 905581104 333,750 5,000 (a)sole n/a (a)sole
Unionbancal Corp Common Stock 908906100 5,079,550 128,800 (a)sole n/a (a)sole
United Dominion Industries Common Stock 909914103 380,806 19,100 (a)sole n/a (a)sole
United Healthcare Corp Common Stock 910581107 5,806,563 109,300 (a)sole n/a (a)sole
United Rentals Inc Common Stock 911363109 297,975 17,400 (a)sole n/a (a)sole
Us Cellular Corp Common Stock 911684108 4,017,313 39,800 (a)sole n/a (a)sole
U S Industries Inc Common Stock 912080108 779,800 55,700 (a)sole n/a (a)sole
U S West Inc Common Stock 91273H101 2,930,400 40,700 (a)sole n/a (a)sole
United Stationers Inc Common Stock 913004107 1,579,506 55,300 (a)sole n/a (a)sole
Universal Corp/va Common Stock 913456109 499,594 21,900 (a)sole n/a (a)sole
Unocal Corp Common Stock 915289102 771,938 23,000 (a)sole n/a (a)sole
Usfreightways Corp Common Stock 916906100 12,069,288 252,100 (a)sole n/a (a)sole
Utilicorp United Inc Common Stock 918005109 969,931 49,900 (a)sole n/a (a)sole
Value City Dept Stores Inc Common Stock 920387107 369,050 24,400 (a)sole n/a (a)sole
Venator Group Inc Common Stock 922944103 89,600 12,800 (a)sole n/a (a)sole
Verity Inc Common Stock 92343C106 208,556 4,900 (a)sole n/a (a)sole
Verisign Inc Common Stock 92343E102 324,594 1,700 (a)sole n/a (a)sole
Veterinary Centers Of Amer Common Stock 925514101 254,925 19,800 (a)sole n/a (a)sole
Viacom Inc -cl B Common Stock 925524308 1,130,181 18,700 (a)sole n/a (a)sole
Vintage Petroleum Inc Common Stock 927460105 258,138 21,400 (a)sole n/a (a)sole
Vishay Intrtechnology Common Stock 928298108 1,002,513 31,700 (a)sole n/a (a)sole
Wms Industries Inc Common Stock 929297109 174,563 13,300 (a)sole n/a (a)sole
Wal-mart Stores Common Stock 931142103 23,136,138 334,700 (a)sole n/a (a)sole
Wallace Computer Svcs Inc Common Stock 932270101 174,563 10,500 (a)sole n/a (a)sole
Webb (del E) Corp Common Stock 947423109 238,800 9,600 (a)sole n/a (a)sole
Webster Finl Corp Waterbury Common Stock 947890109 388,781 16,500 (a)sole n/a (a)sole
Webtrends Corp Common Stock 94844D104 348,300 4,300 (a)sole n/a (a)sole
Werner Enterprises Inc Common Stock 950755108 209,531 14,900 (a)sole n/a (a)sole
Western Wireless Corp -cl A Common Stock 95988E204 327,075 4,900 (a)sole n/a (a)sole
Westinghouse Air Brake Co Common Stock 960386100 277,113 15,612 (a)sole n/a (a)sole
Westvaco Corp Common Stock 961548104 300,150 9,200 (a)sole n/a (a)sole
Weyerhaeuser Co Common Stock 962166104 2,308,916 32,152 (a)sole n/a (a)sole
Whirlpool Corp Common Stock 963320106 10,097,700 155,200 (a)sole n/a (a)sole
Willamette Industries Common Stock 969133107 1,982,881 42,700 (a)sole n/a (a)sole
Winnebago Industries Common Stock 974637100 545,700 27,200 (a)sole n/a (a)sole
Worthington Industries Common Stock 981811102 3,607,313 217,800 (a)sole n/a (a)sole
Xilinx Inc Common Stock 983919101 354,656 7,800 (a)sole n/a (a)sole
Xircom Inc Common Stock 983922105 3,810,000 50,800 (a)sole n/a (a)sole
Yahoo Inc Common Stock 984332106 2,466,319 5,700 (a)sole n/a (a)sole
Yellow Corp Common Stock 985509108 416,950 24,800 (a)sole n/a (a)sole
Zale Corp Common Stock 988858106 3,115,350 64,400 (a)sole n/a (a)sole
Zebra Technologies Cp -cl A Common Stock 989207105 2,088,450 35,700 (a)sole n/a (a)sole
White Mtns Ins Group Ltd Common Stock G9618E107 409,700 3,400 (a)sole n/a (a)sole
Orbotech Ltd Common Stock M75253100 3,390,625 43,750 (a)sole n/a (a)sole
Page 10
<PAGE>
Cnh Global Nv Common Stock N20935107 360,769 27,100 (a)sole n/a (a)sole
1,212,470,299
</TABLE>
Page 11
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
<TABLE>
<CAPTION>
<S> <C>
Number of Other Included Managers: 3
---------------
Form 13F Information Table Entry Total: 581
---------------
Form 13F Information Table Value Total: $1,212,470
---------------
(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>
