-----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, LIKn7MLbSl1lCYkh1nNPpc22hhsyIZnmmATsUWevJeUUmePcwppRoJ1bmFdAKg8K r8xu7MfvLpUf4H4fpg335A== 0000950135-98-004468.txt : 19980806 0000950135-98-004468.hdr.sgml : 19980806 ACCESSION NUMBER: 0000950135-98-004468 CONFORMED SUBMISSION TYPE: 13F-E PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19980630 FILED AS OF DATE: 19980804 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: 98677127 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: 06/30/98 Institutional Investment Manager: GRANTHAM, MAYO, VAN OTTERLOO & CO. 40 ROWES WHARF BOSTON MA 02110 I REPRESENT THAT I AM AUTHORIZED TO SUBMIT THIS FORM AND THAT ALL INFORMATION IN THIS FORM AND THE ATTACHMENTS TO IT IS TRUE, CORRECT AND COMPLETE AND I UNDERSTAND THAT ALL REQUIRED ITEMS, STATEMENTS AND SCHEDULES ARE INTEGRAL PARTS OF THIS FORM AND THAT THE SUBMISSION OF ANY AMENDMENT REPRESENTS THAT ALL UNAMENDED ITEMS, STATEMENTS AND SCHEDULES REMAIN TRUE, CORRECT AND COMPLETE AS PREVIOUSLY SUBMITTED. I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES AND EXCHANGE ACT OF 1934. Name, Title and Telephone Number of Person Submitting Report: FORREST BERKLEY MEMBER (617) 346-7675 Signature, Place and Date of Signing: /s/ FORREST BERKLEY BOSTON MA 06/30/98 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 832 29000 SH SOLE 29000 0 0 360 COMMUNICATIONS CO COM 885571109 1176 35500 SH SOLE 35500 0 0 AAR CORP COM 000361105 574 19400 SH SOLE 19400 0 0 ABBOTT LABS COM 002824100 103669 2528508 SH SOLE 2528508 0 0 ABERCROMBIE & FITCH CO CL A 002896207 488 11101 SH SOLE 11101 0 0 ABITIBI-CONSOLIDATED INC COM 003924107 8628 968873 SH SOLE 968873 0 0 ACCLAIM ENTMT INC COM PAR $0.02 004325205 674 112300 SH SOLE 112300 0 0 ACCUSTAFF INC COM 004401105 959 30700 SH SOLE 30700 0 0 ACX TECHNOLOGIES INC COM 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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 FEDERAL HOME LN MTG CORP COM 313400301 1226 26052 SH SOLE 26052 0 0 FEDERAL MOGUL CORP COM 313549107 4334 64200 SH SOLE 64200 0 0 FEDERAL NATL MTG ASSN COM 313586109 2275 37450 SH SOLE 37450 0 0 FEDERAL SIGNAL CORP COM 313855108 1408 57900 SH SOLE 57900 0 0 FEDERATED DEPT STORES INC DEL COM 31410H101 3616 67200 SH SOLE 67200 0 0 FELCOR SUITE HOTELS INC COM 314305103 4258 135700 SH SOLE 135700 0 0 FERRO CORP COM 315405100 540 21350 SH SOLE 21350 0 0 FIDELITY NATL FINL INC COM 316326107 2556 64200 SH SOLE 64200 0 0 FILENET CORP COM 316869106 1493 51700 SH SOLE 51700 0 0 FINA INC CL A 31734L101 1807 27800 SH SOLE 27800 0 0 FINANCIAL SEC ASSURN HLDGS LTD COM 31769P100 3026 51500 SH SOLE 51500 0 0 FINGERHUT COS INC COM 317867109 3023 91600 SH SOLE 91600 0 0 FINISH LINE INC CL A 317923100 622 22100 SH SOLE 22100 0 0 FIRST AMERN FINL 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MARCUS CORP COM 566330106 301 16850 SH SOLE 16850 0 0 MARK IV INDS INC COM 570387100 1512 69905 SH SOLE 69905 0 0 MARKETSPAN CORP COM 57061V107 5501 183756 SH SOLE 183756 0 0 MARQUETTE MED SYS INC COM 571490101 1426 55600 SH SOLE 55600 0 0 MARSHALL INDS COM 572393106 801 29400 SH SOLE 29400 0 0 MARTIN MARIETTA MATLS INC COM 573284106 2534 56300 SH SOLE 56300 0 0 MASCOTECH INC COM 574670105 1543 64300 SH SOLE 64300 0 0 MATTEL INC COM 577081102 19979 472184 SH SOLE 472184 0 0 MAXXAM INC COM 577913106 306 5400 SH SOLE 5400 0 0 MAYTAG CORP COM 578592107 22332 452300 SH SOLE 452300 0 0 MBIA INC COM 55262C100 3347 44700 SH SOLE 44700 0 0 MCDERMOTT INTL INC COM 580037109 3688 107100 SH SOLE 107100 0 0 MCDONALDS CORP COM 580135101 842 12200 SH SOLE 12200 0 0 MCGRATH RENTCORP COM 580589109 2068 97900 SH SOLE 97900 0 0 MCI COMMUNICATIONS CORP COM 552673105 13258 228100 SH SOLE 228100 0 0 MCKESSON CORP NEW COM 581557105 5493 67400 SH SOLE 67400 0 0 MEAD CORP COM 582834107 5986 188533 SH SOLE 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0 0 MERRILL LYNCH & CO INC COM 590188108 21125 229000 SH SOLE 229000 0 0 METAMOR WORLDWIDE INC COM 59133P100 1545 43900 SH SOLE 43900 0 0 METHANEX CORP COM 59151K108 3182 542600 SH SOLE 542600 0 0 METHODE ELECTRS INC CL A 591520200 1048 67600 SH SOLE 67600 0 0 METROMEDIA INTL GROUP INC COM 591695101 1027 86000 SH SOLE 86000 0 0 MEYER FRED INC DEL NEW COM 592907109 12890 303286 SH SOLE 303286 0 0 MGIC INVT CORP WIS COM 552848103 2899 50800 SH SOLE 50800 0 0 MICHAEL FOOD INC NEW COM 594079105 1977 67300 SH SOLE 67300 0 0 MICHAELS STORES INC COM 594087108 2724 77200 SH SOLE 77200 0 0 MICRO WHSE INC COM 59501B105 1097 70800 SH SOLE 70800 0 0 MICRON TECHNOLOGY INC COM 595112103 12411 500200 SH SOLE 500200 0 0 MICROSOFT CORP COM 594918104 149222 1376900 SH SOLE 1376900 0 0 MID ATLANTIC MED SVCS INC COM 59523C107 840 73000 SH SOLE 73000 0 0 MID-AMER APT CMNTYS INC COM 59522J103 1055 40100 SH SOLE 40100 0 0 MIDAMERICA ENERGY HLDGS CO COM 595920109 1894 87582 SH SOLE 87582 0 0 PAGE 18 VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE MILLER HERMAN INC COM 600544100 1138 46800 SH SOLE 46800 0 0 MILLS CORP COM 601148109 1150 47900 SH SOLE 47900 0 0 MINE SAFETY APPLIANCES CO COM 602720104 1875 25000 SH SOLE 25000 0 0 MINNESOTA MNG & MFG CO COM 604059105 970 11800 SH SOLE 11800 0 0 MINNESOTA PWR INC COM 604110106 433 10900 SH SOLE 10900 0 0 MISSISSIPPI CHEM CORP COM NEW 605288208 628 38200 SH SOLE 38200 0 0 MITCHELL ENERGY & DEV CORP CL B 606592301 1059 55000 SH SOLE 55000 0 0 MITEL CORP COM 606711109 773 83000 SH SOLE 83000 0 0 MOBIL CORP COM 607059102 5877 76700 SH SOLE 76700 0 0 MODINE MFG CO COM 607828100 1652 47700 SH SOLE 47700 0 0 MOHAWK INDS INC COM 608190104 3831 120900 SH SOLE 120900 0 0 MONSANTO CO COM 611662107 291 5200 SH SOLE 5200 0 0 MONTANA POWER CO COM 612085100 2808 80800 SH SOLE 80800 0 0 MOORE LTD COM 615785102 4989 480664 SH SOLE 480664 0 0 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BANCORP ALASKA COM 632587101 1244 40300 SH SOLE 40300 0 0 NATIONAL COMM BANCORP COM 635449101 2286 54600 SH SOLE 54600 0 0 NATIONAL COMPUTER SYS INC COM 635519101 1063 44300 SH SOLE 44300 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 1017 77500 SH SOLE 77500 0 0 NATIONAL STL CORP CL B 637844309 1470 123800 SH SOLE 123800 0 0 NATIONAL SVC INDS INC COM 637657107 728 14300 SH SOLE 14300 0 0 NATIONSBANK CORP COM 638585109 34077 444367 SH SOLE 444367 0 0 NATIONWIDE FINL SVCS INC CL A 638612101 255 5000 SH SOLE 5000 0 0 NAUTICA ENTERPRISES INC COM 639089101 1180 44000 SH SOLE 44000 0 0 NAVISTAR INTL CORP NEW COM 63934E108 4170 144400 SH SOLE 144400 0 0 NBTY INC COM 628782104 1527 83100 SH SOLE 83100 0 0 NCH CORP COM 628850109 1172 18300 SH SOLE 18300 0 0 NEIMAN MARCUS GROUP INC COM 640204103 1846 42500 SH SOLE 42500 0 0 NETWORK APPLIANCE INC COM 64120L104 444 11400 SH SOLE 11400 0 0 NEVADA POWER CO COM 641423108 1555 60400 SH SOLE 60400 0 0 NEW CENTURY ENERGIES INC COM 64352U103 3444 75800 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695112201 1317 14904 SH SOLE 14904 0 0 PACIFICORP COM 695114108 11369 502500 SH SOLE 502500 0 0 PAGING NETWORK INC COM 695542100 1813 129500 SH SOLE 129500 0 0 PAINE WEBBER GROUP INC COM 695629105 13396 312450 SH SOLE 312450 0 0 PALL CORP COM 696429307 1025 50000 SH SOLE 50000 0 0 PAN PACIFIC RETAIL PPTYS INC COM 69806L104 353 18200 SH SOLE 18200 0 0 PARAGON HEALTH NETWORK INC COM 698940103 2024 125500 SH SOLE 125500 0 0 PARAMETRIC TECHNOLOGY CORP COM 699173100 263 9700 SH SOLE 9700 0 0 PARK NATL CORP COM 700658107 1837 18200 SH SOLE 18200 0 0 PARKWAY PPTYS INC COM 70159Q104 4230 143400 SH SOLE 143400 0 0 PATRIOT AMERN HOSPITALITY DEL PAIRED CTF 703352203 9100 380172 SH SOLE 380172 0 0 PATTERSON DENTAL CO COM 703412106 529 14450 SH SOLE 14450 0 0 PAYCHEX INC COM 704326107 397 9750 SH SOLE 9750 0 0 PECO ENERGY CO COM 693304107 207 7100 SH SOLE 7100 0 0 PEDIATRIX MED GROUP COM 705324101 591 15900 SH SOLE 15900 0 0 PENN VA CORP COM 707882106 631 24400 SH SOLE 24400 0 0 PENNCORP FINL GROUP 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CO COM 761763101 1257 22500 SH SOLE 22500 0 0 RICHFOOD HLDGS INC COM 763408101 954 46100 SH SOLE 46100 0 0 RIGHTCHOICE MANAGED CARE INC CL A 76657K101 459 36200 SH SOLE 36200 0 0 RIO ALGOM LTD COM 766889109 136 13700 SH SOLE 13700 0 0 RIO HOTEL & CASINO INC COM 767147101 417 22100 SH SOLE 22100 0 0 RITE AID CORP COM 767754104 2817 75000 SH SOLE 75000 0 0 RJR NABISCO HOLDINGS CORP COM NEW 74960K876 2382 100300 SH SOLE 100300 0 0 RLI CORP COM 749607107 913 22444 SH SOLE 22444 0 0 ROBBINS & MYERS INC COM 770196103 538 18500 SH SOLE 18500 0 0 ROBERTS PHARMACEUTICAL CORP COM 770491108 1040 45200 SH SOLE 45200 0 0 ROCHESTER GAS & ELEC CORP COM 771367109 1814 56800 SH SOLE 56800 0 0 ROCK-TENN CO CL A 772739207 572 45500 SH SOLE 45500 0 0 ROCKWELL INTL CORP NEW COM 773903109 941 19600 SH SOLE 19600 0 0 ROGERS CANTEL MOBILE COMMN CL B RSTRG VTG 775102205 1504 176900 SH SOLE 176900 0 0 ROLLINS TRUCK LEASING CORP COM 775741101 561 44000 SH SOLE 44000 0 0 ROSS STORES INC COM 778296103 2748 63900 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698 2400 SH SOLE 2400 0 0 SEAGRAM LTD COM 811850106 13884 406923 SH SOLE 406923 0 0 SEARS ROEBUCK & CO COM 812387108 3517 57600 SH SOLE 57600 0 0 SECURITY CAP GROUP INC WT EXP 091898 81413P113 15 43387 SH SOLE 43387 0 0 SEI INVESTMENTS CO COM 784117103 2852 46000 SH SOLE 46000 0 0 SELECTIVE INS GROUP INC COM 816300107 968 43200 SH SOLE 43200 0 0 SEQUA CORPORATION CL A 817320104 1448 21700 SH SOLE 21700 0 0 SERVICE MERCHANDISE INC COM 817587108 403 258300 SH SOLE 258300 0 0 SHARED MED SYS CORP COM 819486101 602 8200 SH SOLE 8200 0 0 SHAW INDS INC COM 820286102 2464 139800 SH SOLE 139800 0 0 SHOPKO STORES INC COM 824911101 2060 60600 SH SOLE 60600 0 0 SHOREWOOD PACKAGING CORP COM 825229107 1013 63800 SH SOLE 63800 0 0 SHOWBIZ PIZZA TIME COM NEW 825388309 722 17900 SH SOLE 17900 0 0 SIERRA HEALTH SVCS INC COM 826322109 732 29050 SH SOLE 29050 0 0 SIERRA PAC RES COM 826425100 842 23200 SH SOLE 23200 0 0 SILICON GRAPHICS INC COM 827056102 1323 109100 SH SOLE 109100 0 0 SILICON VY GROUP INC 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861572105 309 7800 SH SOLE 7800 0 0 STONE CONTAINER CORP COM 861589109 1184 75800 SH SOLE 75800 0 0 STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 13790 315200 SH SOLE 315200 0 0 STRATUS COMPUTER INC COM 863155107 830 32800 SH SOLE 32800 0 0 STUDENT LN CORP COM 863902102 701 14900 SH SOLE 14900 0 0 SUMITOMO BANK CALIF COM 865593107 328 8700 SH SOLE 8700 0 0 SUMMIT BANCORP COM 866005101 6636 139700 SH SOLE 139700 0 0 SUMMIT PPTYS INC COM 866239106 2367 125000 SH SOLE 125000 0 0 SUN HEALTHCARE GROUP INC COM 866933104 1035 70800 SH SOLE 70800 0 0 SUN INC COM 866762107 1432 36900 SH SOLE 36900 0 0 SUNCOR ENERGY INC COM 867229106 352 14900 SH SOLE 14900 0 0 SUNDSTRAND CORP COM 867323107 458 8000 SH SOLE 8000 0 0 SUNGLASS HUT INTL INC COM 86736F106 564 51000 SH SOLE 51000 0 0 SUNRISE MED INC COM 867910101 605 40300 SH SOLE 40300 0 0 SUNSHINE MNG & REFINING CO COM 867833105 726 775300 SH SOLE 775300 0 0 SUNSTONE HOTEL INVS INC COM 867933103 2985 224200 SH SOLE 224200 0 0 SUPER SOL LTD SPONSORED ADR 868511205 2275 137900 SH SOLE 137900 0 0 SUPERIOR INDS INTL INC COM 868168105 1071 38000 SH SOLE 38000 0 0 SUPERVALU INC COM 868536103 7739 174400 SH SOLE 174400 0 0 SYBASE INC COM 871130100 785 112700 SH SOLE 112700 0 0 SYBRON INTL CORP COM 87114F106 856 33900 SH SOLE 33900 0 0 SYMANTEC CORP COM 871503108 1236 47300 SH SOLE 47300 0 0 SYMBOL TECHNOLOGIES INC COM 871508107 1276 33800 SH SOLE 33800 0 0 SYNOPSYS INC COM 871607107 2329 50900 SH SOLE 50900 0 0 SYSCO CORP COM 871829107 12620 492500 SH SOLE 492500 0 0 SYSTEM SOFTWARE ASSOC INC COM 871839106 688 96500 SH SOLE 96500 0 0 SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 1377 51000 SH SOLE 51000 0 0 TADIRAN LTD SPONSORED ADR 873593107 2372 71600 SH SOLE 71600 0 0 TAIWAN FD INC COM 874036106 453 33700 SH SOLE 33700 0 0 TALBOTS INC COM 874161102 372 14200 SH SOLE 14200 0 0 TANDY CORP COM 875382103 16794 316500 SH SOLE 316500 0 0 TCI MUSIC INC CL A 87229N101 732 93700 SH SOLE 93700 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 TECH DATA CORP COM 878237106 1655 38600 SH SOLE 38600 0 0 TECH SYM CORP COM 878308105 409 14700 SH SOLE 14700 0 0 TECUMSEH PRODS CO CL B 878895101 2181 38100 SH SOLE 38100 0 0 TEKELEC COM 879101103 1897 42400 SH SOLE 42400 0 0 TEKTRONIX INC COM 879131100 822 23250 SH SOLE 23250 0 0 TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287100 3837 35200 SH SOLE 35200 0 0 TELEFLEX INC COM 879369106 608 16000 SH SOLE 16000 0 0 TELEFONOS DE MEXICO S A SP ADR REP ORD 879403780 7255 150950 SH SOLE 150950 0 0 TELLABS INC COM 879664100 430 6000 SH SOLE 6000 0 0 TELXON CORP COM 879700102 1123 34700 SH SOLE 34700 0 0 TEMPLE INLAND INC COM 879868107 686 12725 SH SOLE 12725 0 0 TENET HEALTHCARE CORP COM 88033G100 2044 65400 SH SOLE 65400 0 0 TENNANT CO COM 880345103 903 20400 SH SOLE 20400 0 0 TENNECO INC NEW COM 88037E101 1903 50000 SH SOLE 50000 0 0 TEREX CORP NEW COM 880779103 901 31600 SH SOLE 31600 0 0 TERRA INDS INC COM 880915103 1016 112900 SH SOLE 112900 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 6935 197100 SH SOLE 197100 0 0 TEXACO INC COM 881694103 26193 438836 SH SOLE 438836 0 0 TEXAS INDS INC COM 882491103 1924 36300 SH SOLE 36300 0 0 TEXAS INSTRS INC COM 882508104 9224 158175 SH SOLE 158175 0 0 TEXAS UTILS CO COM 882848104 6310 151600 SH SOLE 151600 0 0 TEXTRON INC COM 883203101 4710 65700 SH SOLE 65700 0 0 THOMAS & BETTS CORP COM 884315102 660 13400 SH SOLE 13400 0 0 TIG HLDGS INC COM 872469101 4828 209900 SH SOLE 209900 0 0 TIMKEN CO COM 887389104 1835 59200 SH SOLE 59200 0 0 TJ INTL INC COM 872534102 1021 33900 SH SOLE 33900 0 0 TJX COS INC NEW COM 872540109 290 12000 SH SOLE 12000 0 0 TNP ENTERPRISES INC COM 872594106 1093 35400 SH SOLE 35400 0 0 TOLL BROTHERS INC COM 889478103 1391 48500 SH SOLE 48500 0 0 TOOTSIE ROLL INDS INC COM 890516107 3784 49302 SH SOLE 49302 0 0 TORCHMARK CORP COM 891027104 22100 483052 SH SOLE 483052 0 0 TORO CO COM 891092108 428 12500 SH SOLE 12500 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 462 15000 SH SOLE 15000 0 0 TOSCO CORP COM NEW 891490302 1493 50600 SH SOLE 50600 0 0 TOTAL RENAL CARE HLDGS INC COM 89151A107 2647 76725 SH SOLE 76725 0 0 TOYS R US INC COM 892335100 8891 379367 SH SOLE 379367 0 0 TRANS WORLD AIRLS INC COM PAR$.01NEW 893349837 814 78500 SH SOLE 78500 0 0 TRANS WORLD ENTMT CORP COM 89336Q100 1604 37200 SH SOLE 37200 0 0 TRANSACTION SYS ARCHITECTS CL A 893416107 936 24300 SH SOLE 24300 0 0 TRANSAMERICA CORP COM 893485102 13231 114927 SH SOLE 114927 0 0 TRANSATLANTIC HLDGS INC COM 893521104 6154 79600 SH SOLE 79600 0 0 TRANSCANADA PIPELINES LTD COM 893526103 6430 413178 SH SOLE 413178 0 0 TRAVELERS GROUP INC COM 894190107 27018 445665 SH SOLE 445665 0 0 TREDEGAR INDS INC COM 894650100 1566 18450 SH SOLE 18450 0 0 TRENWICK GROUP INC COM 895290104 487 12550 SH SOLE 12550 0 0 TRIARC COS INC CL A 895927101 548 25000 SH SOLE 25000 0 0 TRIMBLE NAVIGATION LTD COM 896239100 644 39800 SH SOLE 39800 0 0 TRINITY INDS INC COM 896522109 4631 111600 SH SOLE 111600 0 0 TRIZEC HAHN CORP SUB VTG 896938107 11529 577402 SH SOLE 577402 0 0 TRUST CO NJ JERSEY CITY NEW COM 898304100 1156 42800 SH SOLE 42800 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 TRUSTMARK CORP COM 898402102 1049 47800 SH SOLE 47800 0 0 TUBOSCOPE INC COM 898600101 407 20600 SH SOLE 20600 0 0 TUPPERWARE CORP COM 899896104 838 29800 SH SOLE 29800 0 0 TV AZTECA S A DE C V SPONSORED ADR 901145102 108 10000 SH SOLE 10000 0 0 TVX GOLD INC COM 87308K101 131 61600 SH SOLE 61600 0 0 TYCO INTL LTD NEW COM 902124106 403 6400 SH SOLE 6400 0 0 TYSON FOODS INC CL A 902494103 386 17800 SH SOLE 17800 0 0 U S G CORP COM NEW 903293405 2793 51600 SH SOLE 51600 0 0 U S INDS INC NEW COM 912080108 2580 104260 SH SOLE 104260 0 0 U S WEST INC NEW COM 91273H101 35591 760303 SH SOLE 760303 0 0 UAL CORP COM PAR $0.01 902549500 7028 90100 SH SOLE 90100 0 0 UGI CORP NEW COM 902681105 560 22500 SH SOLE 22500 0 0 UICI COM 902737105 1447 53100 SH SOLE 53100 0 0 ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 2016 63867 SH SOLE 63867 0 0 ULTRATECH STEPPER INC COM 904034105 614 31100 SH SOLE 31100 0 0 UMB FINL CORP COM 902788108 827 16710 SH SOLE 16710 0 0 UNICOM CORP COM 904911104 3454 98500 SH SOLE 98500 0 0 UNIFI INC COM 904677101 1106 32300 SH SOLE 32300 0 0 UNILEVER N V NEW YORK SHS 904784501 30430 385500 SH SOLE 385500 0 0 UNION CARBIDE CORP COM 905581104 18311 343063 SH SOLE 343063 0 0 UNION PAC RES GROUP INC COM 907834105 11598 660414 SH SOLE 660414 0 0 UNISOURCE ENERGY CORP COM 909205106 568 36040 SH SOLE 36040 0 0 UNISYS CORP COM 909214108 23159 819800 SH SOLE 819800 0 0 UNITED COS FINL CORP COM 909870107 716 45800 SH SOLE 45800 0 0 UNITED DOMINION INDS LTD COM 909914103 3264 143800 SH SOLE 143800 0 0 UNITED DOMINION REALTY TR INC COM 910197102 1734 125000 SH SOLE 125000 0 0 UNITED HEALTHCARE CORP COM 910581107 1140 17900 SH SOLE 17900 0 0 UNITED ILLUM CO COM 910637107 1235 24400 SH SOLE 24400 0 0 UNITED INTL HLDGS INC CL A 910734102 1005 62800 SH SOLE 62800 0 0 UNITED STATES SURGICAL CORP COM 912707106 4596 101279 SH SOLE 101279 0 0 UNITED STATIONERS INC COM 913004107 1761 27200 SH SOLE 27200 0 0 UNITED TECHNOLOGIES CORP COM 913017109 2405 26000 SH SOLE 26000 0 0 UNITED VIDEO SATELLITE GROUP CL A 913155107 2805 70800 SH SOLE 70800 0 0 UNITED WTR RES INC COM 913190104 372 20648 SH SOLE 20648 0 0 UNIVERSAL CORP VA COM 913456109 1947 52100 SH SOLE 52100 0 0 UNIVERSAL FOODS CORP COM 913538104 2548 114850 SH SOLE 114850 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 1039 17800 SH SOLE 17800 0 0 UNOCAL CORP COM 915289102 9715 271735 SH SOLE 271735 0 0 URBAN SHOPPING CTRS INC COM 917060105 2596 82400 SH SOLE 82400 0 0 US AIRWAYS GROUP INC COM 911905107 31969 403400 SH SOLE 403400 0 0 US BANCORP DEL COM 902973106 13201 307000 SH SOLE 307000 0 0 USFREIGHTWAYS CORP COM 916906100 1705 51900 SH SOLE 51900 0 0 UST INC COM 902911106 440 16300 SH SOLE 16300 0 0 USX MARATHON GROUP COM NEW 902905827 26304 766600 SH SOLE 766600 0 0 USX-U S STL COM 90337T101 7755 235000 SH SOLE 235000 0 0 UTILICORP UTD INC COM 918005109 2077 55100 SH SOLE 55100 0 0 V F CORP COM 918204108 17750 343000 SH SOLE 343000 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 1246 32300 SH SOLE 32300 0 0 VALERO ENERGY CORP NEW COM 91913Y100 1722 51800 SH SOLE 51800 0 0 VALHI INC NEW COM 918905100 1268 120800 SH SOLE 120800 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 VALSPAR CORP COM 920355104 441 11100 SH SOLE 11100 0 0 VALUE CITY DEPT STORES INC COM 920387107 1300 61900 SH SOLE 61900 0 0 VALUE LINE INC COM 920437100 1243 32500 SH SOLE 32500 0 0 VARCO INTL INC COM 922126107 1732 87400 SH SOLE 87400 0 0 VARIAN ASSOC INC COM 922204102 644 16500 SH SOLE 16500 0 0 VASTAR RES INC COM 922380100 4867 111400 SH SOLE 111400 0 0 VEECO INSTRS INC DEL COM 922417100 644 25900 SH SOLE 25900 0 0 VENCOR INC NEW COM 92260R102 1097 151347 SH SOLE 151347 0 0 VERITAS DGC INC COM 92343P107 1054 21100 SH SOLE 21100 0 0 VESTA INS GROUP INC COM 925391104 897 42100 SH SOLE 42100 0 0 VIACOM INC CL B 925524308 10472 179779 SH SOLE 179779 0 0 VIAD CORP COM 92552R109 2251 81100 SH SOLE 81100 0 0 VIASOFT INC COM 92552U102 452 27900 SH SOLE 27900 0 0 VIKING OFFICE PRODS COM 926913104 2290 73000 SH SOLE 73000 0 0 VINA CONCHA Y TORO S A SPONSORED ADR 927191106 294 10300 SH SOLE 10300 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 893 49799 SH SOLE 49799 0 0 VISIO CORP COM 927914101 1972 41300 SH SOLE 41300 0 0 VISX INC DEL COM 92844S105 821 13800 SH SOLE 13800 0 0 VITRO SOCIEDAD ANONIMA SPONSORED ADR 928502301 10451 1639400 SH SOLE 1639400 0 0 VOLT INFORMATION SCIENCES INC COM 928703107 810 29850 SH SOLE 29850 0 0 VORNADO RLTY TR SH BEN INT 929042109 18026 454216 SH SOLE 454216 0 0 VULCAN MATLS CO COM 929160109 4449 41700 SH SOLE 41700 0 0 VWR SCIENTIFIC PRODS CORP COM 918435108 899 36500 SH SOLE 36500 0 0 WABASH NATL CORP COM 929566107 1741 67600 SH SOLE 67600 0 0 WAL MART STORES INC COM 931142103 120728 1987300 SH SOLE 1987300 0 0 WALDEN RESIDENTIAL PPTYS INC COM 931210108 2301 93900 SH SOLE 93900 0 0 WALLACE COMPUTER SERVICES INC COM 932270101 886 37300 SH SOLE 37300 0 0 WARNACO GROUP INC CL A 934390105 1630 38400 SH SOLE 38400 0 0 WARNER LAMBERT CO COM 934488107 7446 107336 SH SOLE 107336 0 0 WASHINGTON FED INC COM 938824109 1197 43324 SH SOLE 43324 0 0 WASHINGTON GAS LT CO COM 938837101 661 24700 SH SOLE 24700 0 0 WASHINGTON MUT INC COM 939322103 11282 259740 SH SOLE 259740 0 0 WASHINGTON POST CO CL B 939640108 4400 7600 SH SOLE 7600 0 0 WASHINGTON WTR PWR CO COM 940688104 494 22000 SH SOLE 22000 0 0 WASTE MGMT INC NEW COM 94106K101 8096 231300 SH SOLE 231300 0 0 WASTE MGMT INTL PLC SPONSORED ADR 940906100 1094 100000 SH SOLE 100000 0 0 WATKINS JOHNSON CO COM 942486101 629 24200 SH SOLE 24200 0 0 WATSON PHARMACEUTICALS INC COM 942683103 15897 340500 SH SOLE 340500 0 0 WATTS INDS INC CL A 942749102 576 27600 SH SOLE 27600 0 0 WAUSAU-MOSINEE PAPER CORP COM 943315101 769 33600 SH SOLE 33600 0 0 WEBB DEL CORP COM 947423109 726 28000 SH SOLE 28000 0 0 WEEKS CORP COM 94856P102 1832 57800 SH SOLE 57800 0 0 WEIS MKTS INC COM 948849104 860 23400 SH SOLE 23400 0 0 WELLMAN INC COM 949702104 1838 81000 SH SOLE 81000 0 0 WELLPOINT HEALTH NETWORK NEW COM 94973H108 13290 179600 SH SOLE 179600 0 0 WELLS FARGO & CO DEL COM 949740104 406 1100 SH SOLE 1100 0 0 WENDYS INTL INC COM 950590109 1854 78900 SH SOLE 78900 0 0 WESCO FINL CORP COM 950817106 2659 6800 SH SOLE 6800 0 0 WEST INC COM 953348109 382 13500 SH SOLE 13500 0 0 WESTCOAST ENERGY INC COM 95751D102 5367 330200 SH SOLE 330200 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 WESTERN DIGITAL CORP COM 958102105 647 54800 SH SOLE 54800 0 0 WESTERN GAS RES INC COM 958259103 825 56400 SH SOLE 56400 0 0 WESTERN RES INC COM 959425109 1576 40600 SH SOLE 40600 0 0 WESTFIELD AMER INC COM 959910100 3793 206400 SH SOLE 206400 0 0 WESTINGHOUSE AIR BRAKE CO NEW COM 960386100 858 32700 SH SOLE 32700 0 0 WESTPOINT STEVENS INC COM 961238102 2409 73000 SH SOLE 73000 0 0 WESTVACO CORP COM 961548104 5359 189700 SH SOLE 189700 0 0 WEYERHAEUSER CO COM 962166104 938 20300 SH SOLE 20300 0 0 WHIRLPOOL CORP COM 963320106 9451 137471 SH SOLE 137471 0 0 WHITMAN CORP COM 96647K102 4567 199100 SH SOLE 199100 0 0 WHOLE FOODS MKT INC COM 966837106 2136 35300 SH SOLE 35300 0 0 WILEY JOHN & SONS INC CL A 968223206 627 10300 SH SOLE 10300 0 0 WILLAMETTE INDS INC COM 969133107 3728 116500 SH SOLE 116500 0 0 WILLIAMS COS INC DEL COM 969457100 1081 32031 SH SOLE 32031 0 0 WILLIAMS SONOMA INC COM 969904101 811 25500 SH SOLE 25500 0 0 WILMINGTON TRUST CORP COM 971807102 1558 25600 SH SOLE 25600 0 0 WINN DIXIE STORES INC COM 974280109 6171 121000 SH SOLE 121000 0 0 WINSTAR COMMUNICATIONS INC COM 975515107 734 17100 SH SOLE 17100 0 0 WISCONSIN CENT TRANSN CORP COM 976592105 691 31600 SH SOLE 31600 0 0 WISCONSIN ENERGY CORP COM 976657106 14048 462500 SH SOLE 462500 0 0 WORLDCOM INC GA COM 98155K102 1453 30000 SH SOLE 30000 0 0 WRIGLEY WM JR CO COM 982526105 15357 156700 SH SOLE 156700 0 0 XEROX CORP COM 984121103 33653 331152 SH SOLE 331152 0 0 XTRA CORP COM 984138107 1016 16800 SH SOLE 16800 0 0 XYLAN CORP COM 984151100 1833 61500 SH SOLE 61500 0 0 YELLOW CORP COM 985509108 659 35500 SH SOLE 35500 0 0 YORK INTL CORP NEW COM 986670107 1599 36700 SH SOLE 36700 0 0 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 9599 319300 SH SOLE 319300 0 0 ZALE CORP NEW COM 988858106 776 24400 SH SOLE 24400 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 1748 40900 SH SOLE 40900 0 0 REPORT SUMMARY 1330 DATA RECORDS 6246156 1 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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