-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Wy/yeKXgE4Hbd0d8ESpWMaTrFM0hZPpvnq+en7eEBKEoIoZciSjLCzeUuGmk6lOy Ht5ki3qXp9U+4DsKyeKPCw== 0000950135-98-002896.txt : 19980505 0000950135-98-002896.hdr.sgml : 19980505 ACCESSION NUMBER: 0000950135-98-002896 CONFORMED SUBMISSION TYPE: 13F-E PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19980331 FILED AS OF DATE: 19980504 SROS: NONE FILER: COMPANY DATA: COMPANY CONFORMED NAME: GMO TRUST CENTRAL INDEX KEY: 0000772129 STANDARD INDUSTRIAL CLASSIFICATION: UNKNOWN SIC - 0000 [0000] STATE OF INCORPORATION: MA FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: 13F-E SEC ACT: SEC FILE NUMBER: 028-03377 FILM NUMBER: 98609219 BUSINESS ADDRESS: STREET 1: 40 ROWES WHARF CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 6173307500 MAIL ADDRESS: STREET 1: 40 ROWES WHARF CITY: BOSTON STATE: MA ZIP: 02110 FORMER COMPANY: FORMER CONFORMED NAME: GMO CORE TRUST DATE OF NAME CHANGE: 19900927 13F-E 1 FORM 13F-E INTERNATIONAL ACTIVE & QUANTITATIVE PAGE 1 SECURITIES AND EXCHANGE COMMISSION FORM 13F-E Report for the Calendar Year or Quarter Ended: 03/31/98 Institutional Investment Manager: GRANTHAM, MAYO, VAN OTTERLOO & CO. 40 ROWES WHARF BOSTON MA 02110 I REPRESENT THAT I AM AUTHORIZED TO SUBMIT THIS FORM AND THAT ALL INFORMATION IN THIS FORM AND THE ATTACHMENTS TO IT IS TRUE, CORRECT AND COMPLETE AND I UNDERSTAND THAT ALL REQUIRED ITEMS, STATEMENTS AND SCHEDULES ARE INTEGRAL PARTS OF THIS FORM AND THAT THE SUBMISSION OF ANY AMENDMENT REPRESENTS THAT ALL UNAMENDED ITEMS, STATEMENTS AND SCHEDULES REMAIN TRUE, CORRECT AND COMPLETE AS PREVIOUSLY SUBMITTED. I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES AND EXCHANGE ACT OF 1934. Name, Title and Telephone Number of Person Submitting Report: FORREST BERKLEY PARTNER (617) 346-7578 Signature, Place and Date of Signing: /s/ FORREST BERKLEY BOSTON MA 03/31/98 Other Managers on Whose Behalf this Report is Filed: 01 STRATEGIC INVESTMENT MANAGEMENT INTERNATIONAL 028-02495 PAGE 2 VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE 20TH CENTY INDS CAL COM PAR $10 901272203 1908 71000 SH SOLE 71000 0 0 360 COMMUNICATIONS CO COM 885571109 1109 35500 SH SOLE 35500 0 0 AAR CORP COM 000361105 556 20400 SH SOLE 20400 0 0 ABBOTT LABS COM 002824100 96580 1282404 SH SOLE 1282404 0 0 ABITIBI-CONSOLIDATED INC COM 003924107 10483 966571 SH SOLE 966571 0 0 ACCLAIM ENTMT INC COM PAR $002 004325205 744 112300 SH SOLE 112300 0 0 ACCUSTAFF INC COM 004401105 1038 30100 SH SOLE 30100 0 0 ACX TECHNOLOGIES INC COM 005123104 2063 86200 SH SOLE 86200 0 0 ADELPHIA COMMUNICATIONS CORP CL 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CORP COM 844895102 637 30500 SH SOLE 30500 0 0 SOVEREIGN BANCORP INC COM 845905108 1508 82896 SH SOLE 82896 0 0 SPACELABS MED INC COM 846247104 872 39400 SH SOLE 39400 0 0 SPEEDWAY MOTORSPORTS INC COM 847788106 376 14000 SH SOLE 14000 0 0 SPELLING ENTMT GROUP INC COM 847807104 554 61600 SH SOLE 61600 0 0 SPIEGEL INC CL A 848457107 481 83600 SH SOLE 83600 0 0 SPIEKER PPTYS INC COM 848497103 8576 207900 SH SOLE 207900 0 0 SPRINGS INDS INC CL A 851783100 1885 34200 SH SOLE 34200 0 0 SPRINT CORP COM 852061100 42047 621200 SH SOLE 621200 0 0 SPS TRANSACTION SVCS INC COM 784627101 511 18400 SH SOLE 18400 0 0 SPX CORP COM 784635104 282 3700 SH SOLE 3700 0 0 ST JOHN KNITS INC COM 790289102 529 11200 SH SOLE 11200 0 0 ST PAUL BANCORP INC COM 792848103 641 25250 SH SOLE 25250 0 0 ST PAUL COS INC COM 792860108 21951 246300 SH SOLE 246300 0 0 STANDARD PAC CORP NEW COM 85375C101 3166 208500 SH SOLE 208500 0 0 STANDEX INTL CORP COM 854231107 986 32200 SH SOLE 32200 0 0 STANHOME INC COM VTG 854425105 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865593107 341 9100 SH SOLE 9100 0 0 SUMMIT BANCORP COM 866005101 6807 135800 SH SOLE 135800 0 0 SUMMIT PPTYS INC COM 866239106 2516 125000 SH SOLE 125000 0 0 PAGE 25 VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE SUN COMMUNITIES INC COM 866674104 323 9300 SH SOLE 9300 0 0 SUN HEALTHCARE GROUP INC COM 866933104 1560 84300 SH SOLE 84300 0 0 SUN INC COM 866762107 5969 145800 SH SOLE 145800 0 0 SUNBEAM CORP COM 867071102 8454 191600 SH SOLE 191600 0 0 SUNCOR ENERGY INC COM 867229106 1904 74700 SH SOLE 74700 0 0 SUNDSTRAND CORP COM 867323107 484 8000 SH SOLE 8000 0 0 SUNRISE MED INC COM 867910101 746 46800 SH SOLE 46800 0 0 SUNSHINE MNG & REFINING CO COM 867833105 494 395500 SH SOLE 395500 0 0 SUNSTONE HOTEL INVS INC COM 867933103 2946 184100 SH SOLE 184100 0 0 SUPER SOL LTD SPONSORED ADR 868511205 2279 141900 SH SOLE 141900 0 0 SUPERIOR INDS INTL INC COM 868168105 757 22800 SH SOLE 22800 0 0 SUPERVALU INC COM 868536103 8570 183800 SH SOLE 183800 0 0 SWIFT TRANSN CO COM 870756103 306 12750 SH SOLE 12750 0 0 SYBASE INC COM 871130100 1277 132200 SH SOLE 132200 0 0 SYBRON INTL CORP COM 87114F106 1466 56100 SH SOLE 56100 0 0 SYMANTEC CORP COM 871503108 1756 65200 SH SOLE 65200 0 0 SYNOPSYS INC COM 871607107 1788 54600 SH SOLE 54600 0 0 SYSCO CORP COM 871829107 638 24900 SH SOLE 24900 0 0 SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 1279 31000 SH SOLE 31000 0 0 TADIRAN LTD SPONSORED ADR 873593107 3235 77600 SH SOLE 77600 0 0 TAIWAN FD INC COM 874036106 406 22700 SH SOLE 22700 0 0 TANDY CORP COM 875382103 17028 362300 SH SOLE 362300 0 0 TECH DATA CORP COM 878237106 1836 47700 SH SOLE 47700 0 0 TECH SYM CORP COM 878308105 456 16200 SH SOLE 16200 0 0 TECO ENERGY INC COM 872375100 3944 139600 SH SOLE 139600 0 0 TECUMSEH PRODS CO CL B 878895101 2509 44500 SH SOLE 44500 0 0 TEKELEC COM 879101103 2727 60100 SH SOLE 60100 0 0 TEKTRONIX INC COM 879131100 1166 26050 SH SOLE 26050 0 0 TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287100 4567 35200 SH SOLE 35200 0 0 TELEFLEX INC COM 879369106 874 20800 SH SOLE 20800 0 0 TELEFONOS DE MEXICO S A SP ADR REP ORD 879403780 11949 211950 SH SOLE 211950 0 0 TELLABS INC COM 879664100 403 6000 SH SOLE 6000 0 0 TELXON CORP COM 879700102 885 33400 SH SOLE 33400 0 0 TEMPLE INLAND INC COM 879868107 1404 22600 SH SOLE 22600 0 0 TENET HEALTHCARE CORP COM 88033G100 2440 67200 SH SOLE 67200 0 0 TENNANT CO COM 880345103 855 20800 SH SOLE 20800 0 0 TENNECO INC NEW COM 88037E101 2668 62500 SH SOLE 62500 0 0 TERADYNE INC COM 880770102 8493 212000 SH SOLE 212000 0 0 TEREX CORP NEW COM 880779103 855 31600 SH SOLE 31600 0 0 TERRA INDS INC COM 880915103 1514 138400 SH SOLE 138400 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 8554 200100 SH SOLE 200100 0 0 TEXACO INC COM 881694103 25576 424500 SH SOLE 424500 0 0 TEXAS INDS INC COM 882491103 1463 25300 SH SOLE 25300 0 0 TEXAS INSTRS INC COM 882508104 15317 283000 SH SOLE 283000 0 0 TEXAS UTILS CO COM 882848104 12485 317600 SH SOLE 317600 0 0 TEXTRON INC COM 883203101 5598 72700 SH SOLE 72700 0 0 THIOKOL CORP DEL COM 884103102 7996 165500 SH SOLE 165500 0 0 THOMAS & BETTS CORP COM 884315102 1056 16501 SH SOLE 16501 0 0 TIG HLDGS INC COM 872469101 5276 200500 SH SOLE 200500 0 0 TIMBERLAND CO CL A 887100105 1866 26100 SH SOLE 26100 0 0 PAGE 26 VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE TIMKEN CO COM 887389104 3307 97800 SH SOLE 97800 0 0 TJ INTL INC COM 872534102 1178 36800 SH SOLE 36800 0 0 TJX COS INC NEW COM 872540109 273 6000 SH SOLE 6000 0 0 TNP ENTERPRISES INC COM 872594106 1362 41200 SH SOLE 41200 0 0 TOLL BRSOLE S INC COM 889478103 1004 35700 SH SOLE 35700 0 0 TOOTSIE ROLL INDS INC COM 890516107 3613 50403 SH SOLE 50403 0 0 TORCHMARK CORP COM 891027104 26021 568000 SH SOLE 568000 0 0 TORO CO COM 891092108 548 14300 SH SOLE 14300 0 0 TOSCO CORP COM NEW 891490302 1255 35600 SH SOLE 35600 0 0 TOTAL RENAL CARE HLDGS INC COM 89151A107 2489 74725 SH SOLE 74725 0 0 TOYS R US INC COM 892335100 4531 150400 SH SOLE 150400 0 0 TRANS WORLD AIRLS INC COM PAR$01NEW 893349837 627 50900 SH SOLE 50900 0 0 TRANS WORLD ENTMT CORP COM 89336Q100 730 26300 SH SOLE 26300 0 0 TRANSACTION SYS ARCHITECTS CL A 893416107 660 16900 SH SOLE 16900 0 0 TRANSAMERICA CORP COM 893485102 13340 114509 SH SOLE 114509 0 0 TRANSATLANTIC HLDGS INC COM 893521104 6700 88600 SH SOLE 88600 0 0 TRANSCANADA PIPELINES LTD COM 893526103 6926 406378 SH SOLE 406378 0 0 TRANSOCEAN OFFSHORE INC COM 893817106 206 4000 SH SOLE 4000 0 0 TRAVELERS GROUP INC COM 894190107 26038 433963 SH SOLE 433963 0 0 TREDEGAR INDS INC COM 894650100 1481 20450 SH SOLE 20450 0 0 TRENWICK GROUP INC COM 895290104 534 14250 SH SOLE 14250 0 0 TRIARC COS INC CL A 895927101 1003 38200 SH SOLE 38200 0 0 TRIMBLE NAVIGATION LTD COM 896239100 725 40700 SH SOLE 40700 0 0 TRINET CORP RLTY TR INC COM 896287109 1701 44400 SH SOLE 44400 0 0 TRINITY INDS INC COM 896522109 7013 127500 SH SOLE 127500 0 0 TRIZEC HAHN CORP SUB VTG 896938107 9295 431202 SH SOLE 431202 0 0 TRUST CO NJ JERSEY CITY NEW COM 898304100 1056 37700 SH SOLE 37700 0 0 TRUSTMARK CORP COM 898402102 1242 54300 SH SOLE 54300 0 0 TUBOSCOPE INC COM 898600101 720 37900 SH SOLE 37900 0 0 TV AZTECA S A DE C V SPONSORED ADR 901145102 196 10000 SH SOLE 10000 0 0 TVX GOLD INC COM 87308K101 141 61600 SH SOLE 61600 0 0 TYCO INTL LTD NEW COM 902124106 1322 24200 SH SOLE 24200 0 0 TYSON FOODS INC CL A 902494103 366 19000 SH SOLE 19000 0 0 U S G CORP COM NEW 903293405 4113 75900 SH SOLE 75900 0 0 U S INDS INC NEW COM 912080108 2056 68400 SH SOLE 68400 0 0 U S OFFICE PRODS CO COM 912325107 612 32200 SH SOLE 32200 0 0 U S WEST INC COM-COMMUNCTNS 912889102 41313 756300 SH SOLE 756300 0 0 U S WEST INC COM-MEDIA GRP 912889201 3555 102300 SH SOLE 102300 0 0 UAL CORP COM PAR $001 902549500 10279 110600 SH SOLE 110600 0 0 UGI CORP NEW COM 902681105 333 11800 SH SOLE 11800 0 0 UICI COM 902737105 1061 30700 SH SOLE 30700 0 0 ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 1680 47667 SH SOLE 47667 0 0 ULTRATECH STEPPER INC COM 904034105 770 37800 SH SOLE 37800 0 0 UMB FINL CORP COM 902788108 1196 19610 SH SOLE 19610 0 0 UNICOM CORP COM 904911104 3675 105000 SH SOLE 105000 0 0 UNIFI INC COM 904677101 1646 44200 SH SOLE 44200 0 0 UNILEVER N V NEW YORK SHS 904784501 44586 649700 SH SOLE 649700 0 0 UNION CARBIDE CORP COM 905581104 10436 208200 SH SOLE 208200 0 0 UNION PAC RES GROUP INC COM 907834105 14872 622900 SH SOLE 622900 0 0 UNION PLANTERS CORP COM 908068109 796 12800 SH SOLE 12800 0 0 PAGE 27 VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE UNION TEX PETE HLDGS INC COM 908640105 3737 168900 SH SOLE 168900 0 0 UNIONBANCAL CORP COM 908906100 269 2700 SH SOLE 2700 0 0 UNISOURCE ENERGY CORP COM 909205106 694 39940 SH SOLE 39940 0 0 UNISYS CORP COM 909214108 16074 846000 SH SOLE 846000 0 0 UNITED ASSET MGMT CORP COM 909420101 924 33900 SH SOLE 33900 0 0 UNITED COS FINL CORP COM 909870107 978 54900 SH SOLE 54900 0 0 UNITED DOMINION INDS LTD COM 909914103 2602 114084 SH SOLE 114084 0 0 UNITED DOMINION REALTY TR INC COM 910197102 3327 229438 SH SOLE 229438 0 0 UNITED HEALTHCARE CORP COM 910581107 447 6900 SH SOLE 6900 0 0 UNITED ILLUM CO COM 910637107 2114 43700 SH SOLE 43700 0 0 UNITED STATES SURGICAL CORP COM 912707106 4528 137200 SH SOLE 137200 0 0 UNITED STATIONERS INC COM 913004107 1638 26500 SH SOLE 26500 0 0 UNITED TECHNOLOGIES CORP COM 913017109 2852 30900 SH SOLE 30900 0 0 UNITED VIDEO SATELLITE GROUP CL A 913155107 2172 51100 SH SOLE 51100 0 0 UNITED WIS SVCS INC COM 913236105 388 11700 SH SOLE 11700 0 0 UNITED WTR RES INC COM 913190104 431 23848 SH SOLE 23848 0 0 UNITRODE CORP COM 913283107 486 26100 SH SOLE 26100 0 0 UNIVERSAL CORP VA COM 913456109 2075 47100 SH SOLE 47100 0 0 UNIVERSAL FOODS CORP COM 913538104 3250 66325 SH SOLE 66325 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 1190 20600 SH SOLE 20600 0 0 UNOCAL CORP COM 915289102 10817 279600 SH SOLE 279600 0 0 URBAN SHOPPING CTRS INC COM 917060105 2290 69400 SH SOLE 69400 0 0 US AIRWAYS GROUP INC COM 911905107 30562 412300 SH SOLE 412300 0 0 US BANCORP DEL COM 902973106 6624 53100 SH SOLE 53100 0 0 USF&G CORP COM 903290104 556 22300 SH SOLE 22300 0 0 USFREIGHTWAYS CORP COM 916906100 1490 41400 SH SOLE 41400 0 0 USX MARATHON GROUP COM NEW 902905827 29419 781900 SH SOLE 781900 0 0 USX-U S STL COM 90337T101 5783 153200 SH SOLE 153200 0 0 UTILICORP UTD INC COM 918005109 2599 65900 SH SOLE 65900 0 0 V F CORP COM 918204108 18286 347900 SH SOLE 347900 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 2485 60800 SH SOLE 60800 0 0 VALERO ENERGY CORP NEW COM 91913Y100 3678 110200 SH SOLE 110200 0 0 VALHI INC NEW COM 918905100 1251 127500 SH SOLE 127500 0 0 VALSPAR CORP COM 920355104 377 9600 SH SOLE 9600 0 0 VALUE CITY DEPT STORES INC COM 920387107 1641 96900 SH SOLE 96900 0 0 VALUE LINE INC COM 920437100 1831 42700 SH SOLE 42700 0 0 VANTIVE CORP COM 922091103 622 17000 SH SOLE 17000 0 0 VARCO INTL INC COM 922126107 2215 86000 SH SOLE 86000 0 0 VARIAN ASSOC INC COM 922204102 1135 20500 SH SOLE 20500 0 0 VENCOR INC COM 922602107 304 10148 SH SOLE 10148 0 0 VESTA INS GROUP INC COM 925391104 611 11400 SH SOLE 11400 0 0 VIACOM INC CL B 925524308 559 10400 SH SOLE 10400 0 0 VIAD CORP COM 92552R109 1145 47200 SH SOLE 47200 0 0 VIASOFT INC COM 92552U102 788 28800 SH SOLE 28800 0 0 VIKING OFFICE PRODS COM 926913104 1946 83700 SH SOLE 83700 0 0 VINA CONCHA Y TORO S A SPONSORED ADR 927191106 321 9800 SH SOLE 9800 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 1405 59800 SH SOLE 59800 0 0 VISIO CORP COM 927914101 1604 37300 SH SOLE 37300 0 0 VITRO SOCIEDAD ANONIMA SPONSORED ADR 928502301 19673 1639400 SH SOLE 1639400 0 0 VIVUS INC COM 928551100 1054 89700 SH SOLE 89700 0 0 PAGE 28 VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE VLSI TECHNOLOGY INC COM 918270109 1436 76600 SH SOLE 76600 0 0 VOLT INFORMATION SCIENCES INC COM 928703107 1798 32250 SH SOLE 32250 0 0 VORNADO RLTY TR SH BEN INT 929042109 14385 330216 SH SOLE 330216 0 0 VULCAN MATLS CO COM 929160109 4752 43400 SH SOLE 43400 0 0 VWR SCIENTIFIC PRODS CORP COM 918435108 832 22800 SH SOLE 22800 0 0 WABASH NATL CORP COM 929566107 2105 72600 SH SOLE 72600 0 0 WAL MART STORES INC COM 931142103 99612 1960400 SH SOLE 1960400 0 0 WALDEN RESIDENTIAL PPTYS INC COM 931210108 2252 89200 SH SOLE 89200 0 0 WARNER LAMBERT CO COM 934488107 26688 156700 SH SOLE 156700 0 0 WASHINGTON FED INC COM 938824109 847 30524 SH SOLE 30524 0 0 WASHINGTON GAS LT CO COM 938837101 783 28600 SH SOLE 28600 0 0 WASHINGTON MUT INC COM 939322103 11788 164360 SH SOLE 164360 0 0 WASHINGTON POST CO CL B 939640108 4254 8000 SH SOLE 8000 0 0 WASHINGTON WTR PWR CO COM 940688104 596 24400 SH SOLE 24400 0 0 WASTE MGMT INC NEW COM 94106K101 9130 296300 SH SOLE 296300 0 0 WASTE MGMT INTL PLC SPONSORED ADR 940906100 1014 137500 SH SOLE 137500 0 0 WATKINS JOHNSON CO COM 942486101 766 28300 SH SOLE 28300 0 0 WATSON PHARMACEUTICALS INC COM 942683103 13147 365200 SH SOLE 365200 0 0 WATTS INDS INC CL A 942749102 600 20100 SH SOLE 20100 0 0 WAUSAU-MOSINEE PAPER CORP COM 943315101 547 23700 SH SOLE 23700 0 0 WEATHERFORD ENTERRA INC COM 947071106 1184 27900 SH SOLE 27900 0 0 WEBB DEL CORP COM 947423109 936 30700 SH SOLE 30700 0 0 WEEKS CORP COM 94856P102 1700 52000 SH SOLE 52000 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 922 20600 SH SOLE 20600 0 0 WEIS MKTS INC COM 948849104 1021 28600 SH SOLE 28600 0 0 WELLMAN INC COM 949702104 1563 72300 SH SOLE 72300 0 0 WELLPOINT HEALTH NETWORK NEW COM 94973H108 12791 189500 SH SOLE 189500 0 0 WELLS FARGO & CO DEL COM 949740104 497 1500 SH SOLE 1500 0 0 WENDYS INTL INC COM 950590109 1943 87100 SH SOLE 87100 0 0 WESCO FINL CORP COM 950817106 2739 7500 SH SOLE 7500 0 0 WEST INC COM 953348109 322 10700 SH SOLE 10700 0 0 WESTCOAST ENERGY INC COM 95751D102 5975 325700 SH SOLE 325700 0 0 WESTERN DIGITAL CORP COM 958102105 2264 128900 SH SOLE 128900 0 0 WESTERN GAS RES INC COM 958259103 1248 65700 SH SOLE 65700 0 0 WESTERN RES INC COM 959425109 6575 153800 SH SOLE 153800 0 0 WESTFIELD AMER INC COM 959910100 3280 186100 SH SOLE 186100 0 0 WESTINGHOUSE AIR BRAKE CO NEW COM 960386100 864 29300 SH SOLE 29300 0 0 WESTPOINT STEVENS INC COM 961238102 1841 64300 SH SOLE 64300 0 0 WESTVACO CORP COM 961548104 5876 191100 SH SOLE 191100 0 0 WEYERHAEUSER CO COM 962166104 1300 23000 SH SOLE 23000 0 0 WHIRLPOOL CORP COM 963320106 7624 111000 SH SOLE 111000 0 0 WHITMAN CORP COM 96647K102 4155 210400 SH SOLE 210400 0 0 WHOLE FOODS MKT INC COM 966837106 2148 30800 SH SOLE 30800 0 0 WILEY JOHN & SONS INC CL A 968223206 391 7100 SH SOLE 7100 0 0 WILLAMETTE INDS INC COM 969133107 4297 114400 SH SOLE 114400 0 0 WILLIAMS COS INC DEL COM 969457100 3130 97799 SH SOLE 97799 0 0 WILLIAMS SONOMA INC COM 969904101 770 13300 SH SOLE 13300 0 0 WILMINGTON TRUST CORP COM 971807102 2755 41500 SH SOLE 41500 0 0 WINN DIXIE STORES INC COM 974280109 5495 118500 SH SOLE 118500 0 0 WISCONSIN ENERGY CORP COM 976657106 14675 478200 SH SOLE 478200 0 0 PAGE 29 VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE WORLDCOM INC GA COM 98155K102 3643 84600 SH SOLE 84600 0 0 WPL HLDGS INC COM 929305100 846 25100 SH SOLE 25100 0 0 WRIGLEY WM JR CO COM 982526105 14429 176500 SH SOLE 176500 0 0 WYMAN GORDON CO COM 983085101 348 15200 SH SOLE 15200 0 0 XEROX CORP COM 984121103 34518 324300 SH SOLE 324300 0 0 XTRA CORP COM 984138107 1135 17600 SH SOLE 17600 0 0 XYLAN CORP COM 984151100 619 25400 SH SOLE 25400 0 0 YELLOW CORP COM 985509108 1538 80400 SH SOLE 80400 0 0 YORK INTL CORP NEW COM 986670107 1422 31600 SH SOLE 31600 0 0 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 12782 375953 SH SOLE 375953 0 0 ZALE CORP NEW COM 988858106 820 28400 SH SOLE 28400 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 932 24200 SH SOLE 24200 0 0 ZURN INDS INC COM 989824107 1573 33200 SH SOLE 33200 0 0 REPORT SUMMARY 1363 DATA RECORDS 6448466 1 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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