UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: September 30, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: O'Shaughnessy Capital Management Inc
Address: 35 Mason Street
Greenwich, CT 06830
13F File Number:
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: Dan Kraninger
Title: President
Phone: 203.869.7148
Signature, Place, and Date of Signing:
Dan Kraninger Greenwich, CT October 30,1999
Report Type (Check only one.):
[x] 13f Holdings Report
[ ] 13f Notice.
[ ] 13f Combination Report.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE
ACT OF 1934
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: None
Form 13f Information Table Entry Total: 369
Form 13f Information Table Value Total: $421,161
List of Other Included Managers: None
<PAGE>
<TABLE>
FORM 13F
INFORMATION TABLE
VALUE SHARES/ SH/
PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN
CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------ ---------------- --------- -------- -------- ---
- ---- ------- ------------ -------- -------- --------
<S> <C> <C> <C> <C> <C>
<C> <C> <C> <C> <C> <C>
ACCLAIM ENMNT INC COM 004325205 442 58300 SH
SOLE 58300
ACT MANUFACTURING INC COM 000973107 612 24445 SH
SOLE 24445
ADAPTEC INC COM 00651F108 704 17747 SH
SOLE 17747
ADOBE SYSTEMS INC COM 00724F101 196 1733 SH
SOLE 1733
ADVANTICA RESTAURANT GROUP COM 00758B109 40 13344 SH
SOLE 13344
AIR PRODUCTS & CHEMICALS INC COM 009158106 507 17474 SH
SOLE 17474
AIRBORNE FREIGHT CORP COM 009266107 205 9772 SH
SOLE 9772
ALCOA INC COM 013817101 474 7649 SH
SOLE 7649
ALLEGHENY TELEDYNE INC COM 017415100 586 34761 SH
SOLE 34761
ALLERGAN INC COM 018490102 553 5030 SH
SOLE 5030
ALLIANCE CAPITAL MGMT COM 018548107 208 7600 SH
SOLE 7600
ALLTEL CORP COM 020039103 781 11098 SH
SOLE 11098
ALPHA INDUSTRIES INC COM 020753109 1302 23100 SH
SOLE 23100
ALPHARMA INC-CL A COM 020813101 2270 64300 SH
SOLE 64300
AMCOR LIMITED-SPONS ADR COM 02341r302 300 15741 SH
SOLE 15741
AMERICAN EAGLE OUTFITTERS COM 02553e106 1347 27822 SH
SOLE 27822
AMERICAN FREIGHTWAYS CORP COM 02629V108 1684 92611 SH
SOLE 92611
AMERICAN GREETINGS CORP-CL A COM 026375105 426 16559 SH
SOLE 16559
AMERICAN WOODMARK CORP COM 030506109 223 8310 SH
SOLE 8310
AMES DEPT STORES INC COM 030789507 1061 33291 SH
SOLE 33291
AMGEN INC COM 031162100 626 7690 SH
SOLE 7690
AMTRAN INC COM 03234G106 1715 91506 SH
SOLE 91506
ANGLO AMERICAN PLC-SPONS ADR COM 03485P102 1291 23115 SH
SOLE 23115
ANNTAYLOR STORES CORP COM 036115103 4912 120193 SH
SOLE 120193
APPLE COMPUTER INC COM 037833100 6467 102147 SH
SOLE 102147
APRIA HEALTHCARE GROUP INC COM 037933108 242 14500 SH
SOLE 14500
ARGOSY GAMING COMPANY COM 040228108 3692 278693 SH
SOLE 278693
ARKANSAS BEST CORP COM 040790107 126 10204 SH
SOLE 10204
ASTEC INDUSTRIES INC COM 046224101 3071 127318 SH
SOLE 127318
ATLANTIC COAST AIRLINES HLDG COM 048396105 237 13377 SH
SOLE 13377
ATLANTIC RICHFIELD CO COM 048825103 2598 29315 SH
SOLE 29315
ATMEL CORP COM 049513104 653 19330 SH
SOLE 19330
AUDIOVOX CORP -CL A COM 050757103 2218 127708 SH
SOLE 127708
AUSTRALIA & NEW ZEALAND BNKG G COM 052528304 389 11492 SH
SOLE 11492
AUTONATION INC COM 05329W102 2050 163246 SH
SOLE 163246
AXA -SPONS ADR COM 054536107 446 7000 SH
SOLE 7000
AXA FINANCIAL INC COM 002451102 357 6400 SH
SOLE 6400
AZTAR CORP COM 054802103 564 55113 SH
SOLE 55113
BANK OF AMERICA CORP COM 060505104 532 9570 SH
SOLE 9570
BANK ONE CORP COM 06423a103 660 18975 SH
SOLE 18975
BANKBOSTON CORPORATION COM 06605R106 763 17602 SH
SOLE 17602
BARD (C.R.) INC COM 067383109 329 7000 SH
SOLE 7000
BASS PLC -SPONSORED ADR COM 069904209 223 17808 SH
SOLE 17808
BEMIS COMPANY COM 081437105 602 17784 SH
SOLE 17784
BEN & JERRY'S HOMEMADE-CL A COM 081465106 226 13160 SH
SOLE 13160
BEST BUY COMPANY INC COM 086516101 9562 154236 SH
SOLE 154236
BESTFOODS COM 08658U101 609 12562 SH
SOLE 12562
BINDLEY WESTERN INDS COM 090324104 1402 97994 SH
SOLE 97994
BIOGEN INC COM 090597105 386 4910 SH
SOLE 4910
BOC GROUP PLC-SPONSORED ADR COM 055617609 440 10572 SH
SOLE 10572
BOEING CO COM 097023105 457 10727 SH
SOLE 10727
BP AMOCO PLC -SPONS ADR COM 055622104 633 5714 SH
SOLE 5714
BRIGGS & STRATTON COM 109043109 284 4872 SH
SOLE 4872
BRINKER INTERNATIONAL INC COM 109641100 2687 99065 SH
SOLE 99065
BRITISH STEEL PLC -SPONS ADR COM 111015301 1333 51787 SH
SOLE 51787
BROKEN HILL PROP -SPONS ADR COM 112169602 469 20178 SH
SOLE 20178
BROOKE GROUP LTD COM 112525100 223 13421 SH
SOLE 13421
BURMAH CASTROL PLC-SPONS ADR COM 122169303 216 6874 SH
SOLE 6874
CABLEVISION SYSTEMS -CL A COM 12686C109 1658 22802 SH
SOLE 22802
CALPINE CORPORATION COM 131347106 10314 121263 SH
SOLE 121263
CARDINAL HEALTH INC COM 14149Y108 468 8604 SH
SOLE 8604
CAREMARK RX INC COM 125761304 84 14640 SH
SOLE 14640
CATERPILLAR INC COM 149123101 795 14504 SH
SOLE 14504
CDI CORP COM 125071100 225 8250 SH
SOLE 8250
CDW COMPUTER CENTERS INC COM 125129106 3235 66207 SH
SOLE 66207
CHARMING SHOPPES COM 161133103 335 65550 SH
SOLE 65550
CHATTEM INC COM 162456107 707 32065 SH
SOLE 32065
CHEVRON CORP COM 166751107 1394 15710 SH
SOLE 15710
CHURCH & DWIGHT INC COM COM 171340102 507 20300 SH
SOLE 20300
CIA ANONIMA TELEF DE VEN-ADR COM 204421101 1200 44777 SH
SOLE 44777
CIRCUIT CITY STORES-CIRCUIT COM 172737108 1650 39119 SH
SOLE 39119
CNA FINANCIAL CORP COM 126117100 1394 39855 SH
SOLE 39855
COHERENT INC COM 192479103 455 20400 SH
SOLE 20400
COMAIR HOLDINGS INC COM 199789108 267 16050 SH
SOLE 16050
COMCAST CORP-SPECIAL CL A COM 200300200 1091 27370 SH
SOLE 27370
COMPUTER SCIENCES CORP COM 205363104 2489 35411 SH
SOLE 35411
CONAGRA INC COM 205887102 497 22048 SH
SOLE 22048
CONMED CORP COM 207410101 340 13900 SH
SOLE 13900
CONOCO INC-CL A COM 208251306 3864 139264 SH
SOLE 139264
CONSOLIDATED FREIGHTWAYS CRP COM 209232107 332 33697 SH
SOLE 33697
COOPER INDUSTRIES INC COM 216669101 579 12397 SH
SOLE 12397
COOPER TIRE & RUBBER COM 216831107 588 33394 SH
SOLE 33394
COPLEY PHARMACEUTICAL INC COM 21745k101 482 44150 SH
SOLE 44150
COREL CORP COM 21868q109 3645 492253 SH
SOLE 492253
CORNING INC COM 219350105 2003 29228 SH
SOLE 29228
COST PLUS INC/CALIFORNIA COM 221485105 939 19377 SH
SOLE 19377
COSTCO WHOLE SALE COM 22160K105 3562 49486 SH
SOLE 49486
CREATIVE COMPUTERS INC COM 22527E107 88 13900 SH
SOLE 13900
CROWN CORK & SEAL CO INC COM 228255105 1706 70370 SH
SOLE 70370
CROWN GROUP INC COM 228359105 203 45205 SH
SOLE 45205
CSX CORP COM 126408103 690 16290 SH
SOLE 16290
CTS CORP COM 126501105 1318 22925 SH
SOLE 22925
CVS CORP COM 126650100 2191 53705 SH
SOLE 53705
DANA CORP COM 235811106 695 18740 SH
SOLE 18740
DANAHER CORP COM 235851102 200 3810 SH
SOLE 3810
DARDEN RESTAURANTS INC COM 237194105 705 36063 SH
SOLE 36063
DAYTON HUDSON CORP COM 239753106 1144 19050 SH
SOLE 19050
DEB SHOPS INC COM 242728103 673 34534 SH
SOLE 34534
DEERE & CO COM 244199105 603 15600 SH
SOLE 15600
DELL COMPUTER CORP COM 247025109 250 6000 SH
SOLE 6000
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 2426 151063 SH
SOLE 151063
DEUTSCHE TELEKOM AG-SPON ADR COM 251566105 635 15200 SH
SOLE 15200
DIAGEO PLC-SPONSORED ADR COM 25243Q205 621 15010 SH
SOLE 15010
DISPLAY TECHNOLOGIES INC COM 25469V102 208 58404 SH
SOLE 58404
DOMTAR INC COM 257561100 133 12910 SH
SOLE 12910
DONALDSON LUFKIN & JENRETTE COM 257661108 320 8100 SH
SOLE 8100
DORAL FINANCIAL CORP COM 25811P100 291 21800 SH
SOLE 21800
DOW CHEMICAL COM 260543103 1421 12511 SH
SOLE 12511
DU PONT (E.I.) DE NEMOURS COM 263534109 728 11967 SH
SOLE 11967
DUANE READE INC COM 263578106 451 15000 SH
SOLE 15000
DUFF & PHELPS CREDIT RATING COM 26432f109 639 8000 SH
SOLE 8000
DYCOM INDUSTRIES INC COM 267475101 1012 24005 SH
SOLE 24005
E4L INC COM 268452109 1406 369015 SH
SOLE 369015
EASTMAN CHEMICAL COMPANY COM 277432100 1980 49516 SH
SOLE 49516
EASTMAN KODAK CO COM 277461109 731 9701 SH
SOLE 9701
ECHOSTAR COMMUNICATIONS - A COM 278762109 10230 112660 SH
SOLE 112660
ELBIT MEDICAL IMAGING LTD COM 325 41600 SH
SOLE 41600
ELCOR CORP COM 284443108 739 29568 SH
SOLE 29568
ELSCINT LTD COM 286269105 274 34800 SH
SOLE 34800
EMC CORP/MASS COM 268648102 325 4555 SH
SOLE 4555
EMERSON ELECTRIC CO COM 291011104 697 11042 SH
SOLE 11042
ENERGY EAST CORPORATION COM 29266M109 550 23184 SH
SOLE 23184
ENRON CORP COM 293561106 1301 31546 SH
SOLE 31546
ENTRADE INC COM 29382l100 559 31540 SH
SOLE 31540
ESTEE LAUDER COMPANIES-CL A COM 518439104 2141 54828 SH
SOLE 54828
EXPRESS SCRIPTS INC-CL A COM 302182100 3327 42520 SH
SOLE 42520
EXXON CORP COM 302290101 819 10793 SH
SOLE 10793
FACTORY 2-U STORES INC COM 303072102 3162 105861 SH
SOLE 105861
FDX CORP COM 31304N107 685 17639 SH
SOLE 17639
FIRST AMERICAN FINL CORP COM 318522307 976 73042 SH
SOLE 73042
FIRST UNION CORP COM 337358105 1284 36120 SH
SOLE 36120
FLEXTRONICS INTL LTD COM Y2573F102 4032 69295 SH
SOLE 69295
FORD MOTOR COMPANY COM 345370100 1923 38279 SH
SOLE 38279
FORTUNE BRANDS INC COM 349631101 535 16600 SH
SOLE 16600
FOURTH SHIFT CORP COM 351128103 159 54200 SH
SOLE 54200
FRONTIER AIRLINES INC COM 359065109 872 91867 SH
SOLE 91867
GAP INC COM 364760108 1026 32083 SH
SOLE 32083
GATEWAY INC COM 367626108 3971 89378 SH
SOLE 89378
GENCOR INDUSTRIES INC COM 368678108 153 24279 SH
SOLE 24279
GENERAL MILLS INC COM 370334104 564 6963 SH
SOLE 6963
GENERAL MOTORS CORP. COM 370442105 3638 57810 SH
SOLE 57810
GENUINE PARTS CO COM 372460105 1490 56107 SH
SOLE 56107
GEORGIA-PAC (GEORGIA-PAC GP) COM 373298108 1785 44161 SH
SOLE 44161
GOODYEAR TIRE & RUBBER CO COM 382550101 588 12226 SH
SOLE 12226
GRAND UNION CO COM 386532402 3085 225929 SH
SOLE 225929
GRANITE CONSTRUCTION INC COM 387328107 2253 86468 SH
SOLE 86468
GROUP 1 AUTOMOTIVE INC COM 398905109 310 16980 SH
SOLE 16980
GTE CORP COM 362320103 186 2426 SH
SOLE 2426
GUESS? INC COM 401617105 2518 187452 SH
SOLE 187452
HAMBRECHT & QUIST GROUP COM 406545103 607 12417 SH
SOLE 12417
HANDLEMAN CO COM 410252100 1108 83664 SH
SOLE 83664
HANOVER DIRECT INC COM 410783104 60 23580 SH
SOLE 23580
HARLEY-DAVIDSON INC COM 412822108 431 8620 SH
SOLE 8620
HARTFORD LIFE - CL A COM 416592103 369 7500 SH
SOLE 7500
HAVERTY FURNITURE COM 419596101 650 44860 SH
SOLE 44860
HEINZ (H.J.) CO COM 423074103 523 12172 SH
SOLE 12172
HEWLETT-PACKARD CO. COM 428236103 1813 19984 SH
SOLE 19984
HOME DEPOT INC COM 437076102 921 13430 SH
SOLE 13430
HUMANA INC COM 444859102 298 43480 SH
SOLE 43480
IMPERIAL OIL LTD COM 453038408 755 36303 SH
SOLE 36303
IN FOCUS SYSTEMS INC COM 452919103 1945 116168 SH
SOLE 116168
INFORMIX CORP COM 456779107 327 41250 SH
SOLE 41250
INSITUFORM TECHNOLOGIES-CL A COM 457667103 4821 192874 SH
SOLE 192874
INTERTAN INC COM 461120107 651 33190 SH
SOLE 33190
INTIMATE BRANDS INC COM 461156101 795 20422 SH
SOLE 20422
INTL BUSINESS MACHINES CORP COM 459200101 3664 30284 SH
SOLE 30284
INTL FLAVORS & FRAGRANCES COM 459506101 523 15169 SH
SOLE 15169
INVESTMENT TECHNOLOGY GROUP COM 46145f105 432 18825 SH
SOLE 18825
J & J SNACK FOODS CORP COM 466032109 446 22600 SH
SOLE 22600
J.C. PENNEY COMPANY INC COM 708160106 4764 138106 SH
SOLE 138106
J.P. MORGAN & COMPANY COM 616880100 947 8294 SH
SOLE 8294
JABIL CIRCUIT INC COM 466313103 432 8735 SH
SOLE 8735
JACOBS ENGINEERING GROUP INC COM 469814107 2117 65165 SH
SOLE 65165
JAN BELL MARKETING INC COM 470760109 46 14128 SH
SOLE 14128
JEFFERSON SMURFIT GRP-SP ADR COM 47508W107 240 8210 SH
SOLE 8210
JOHNS MANVILLE CORPORATION COM 478129109 356 27180 SH
SOLE 27180
JOHNSON CONTROLS INC COM 478366107 1287 19417 SH
SOLE 19417
JONES APPAREL GROUP INC COM 480074103 207 7200 SH
SOLE 7200
K-SWISS INC -CL A COM 482686102 1023 32435 SH
SOLE 32435
KANSAS CITY SOUTHERN INDS COM 485170104 246 5300 SH
SOLE 5300
KELLOGG CO COM 487836108 743 19861 SH
SOLE 19861
KENNETH COLE PRODUCTIONS-A COM 193294105 705 18880 SH
SOLE 18880
KEYCORP COM 493267108 598 23173 SH
SOLE 23173
KMART CORP COM 482584109 3454 295587 SH
SOLE 295587
KOHLS CORP COM 500255104 278 4205 SH
SOLE 4205
KROGER CO COM 501044101 534 24240 SH
SOLE 24240
LABORATORY CRP OF AMER HLDGS COM 50540r102 235 85800 SH
SOLE 85800
LANDAMERICA FINANCIAL GROUP COM 514936103 794 40230 SH
SOLE 40230
LANDS' END INC COM 515086106 442 6698 SH
SOLE 6698
LANDSTAR SYSTEM INC COM 515098101 1719 49470 SH
SOLE 49470
LEHMAN BROTHERS HOLDINGS INC COM 524908100 3057 52378 SH
SOLE 52378
LEXMARK INTL GROUP INC-CL A COM 529771107 3564 44280 SH
SOLE 44280
LINENS 'N THINGS INC COM 535679104 606 17961 SH
SOLE 17961
LOEWS CORP COM 540424108 1759 25073 SH
SOLE 25073
LOWE'S COMPANIES COM 548661107 437 8970 SH
SOLE 8970
LSI LOGIC CORP COM 502161102 275 5300 SH
SOLE 5300
LUCENT TECHNOLOGIES INC COM 549463107 881 13583 SH
SOLE 13583
MAGIC SOFTWARE ENTERPRISES COM 559166103 591 29927 SH
SOLE 29927
MATAV-CABLE SYSTEMS-SP ADR COM 576561104 639 15500 SH
SOLE 15500
MATERIAL SCIENCES CORP COM 576674105 280 21045 SH
SOLE 21045
MAY DEPARTMENT STORES CO COM 577778103 603 16558 SH
SOLE 16558
MAYTAG CORP COM 578592107 1473 44226 SH
SOLE 44226
MEDCO RESEARCH INC COM 584059109 463 18600 SH
SOLE 18600
MENTOR GRAPHICS CORP COM 587200106 273 31925 SH
SOLE 31925
MERCURY COMPUTER SYSTEMS INC COM 589378108 741 21800 SH
SOLE 21800
MIAMI COMPUTER SUPPLY CORP COM 593261100 2074 115660 SH
SOLE 115660
MICHAELS STORES INC COM 594087108 366 12435 SH
SOLE 12435
MICRO WAREHOUSE INC COM 59501B105 425 35269 SH
SOLE 35269
MICRON TECHNOLOGY INC COM 595112103 1735 26100 SH
SOLE 26100
MIDAS INC COM 595626102 255 12400 SH
SOLE 12400
MINNESOTA MINING & MFG CO COM 604059105 1611 16778 SH
SOLE 16778
MOHAWK INDUSTRIES INC COM 608190104 1214 60920 SH
SOLE 60920
MONACO COACH CORP COM 60886R103 5470 224411 SH
SOLE 224411
MORGAN ST DEAN WITTER & CO COM 617446448 532 5970 SH
SOLE 5970
MOTOROLA INC COM 620076109 404 4599 SH
SOLE 4599
MULTIPLE ZONES INTL INC COM 624906103 120 21830 SH
SOLE 21830
MUSICLAND STORES CORP COM 62758B109 1464 167347 SH
SOLE 167347
MYERS INDUSTRIES INC COM 628464109 1460 82260 SH
SOLE 82260
Mandalay Resort Group COM 562567107 272 13775 SH
SOLE 13775
NABISCO GROUP HOLDINGS COM 62952p102 1564 104287 SH
SOLE 104287
NALCO CHEMICAL CO COM 629853102 1225 24271 SH
SOLE 24271
NATIONAL AUSTRALIA BK-SP ADR COM 632525408 806 10930 SH
SOLE 10930
NATIONAL CITY CORP COM 635405103 445 16703 SH
SOLE 16703
NATIONAL SEMICONDUCTOR CORP COM 637640103 1798 58861 SH
SOLE 58861
NATIONAL SERVICE INDS INC COM 637657107 561 17824 SH
SOLE 17824
NAVARRE CORP COM 639208107 396 40920 SH
SOLE 40920
NAVISTAR INTERNATIONAL COM 63934E108 1559 33530 SH
SOLE 33530
NCR CORPORATION COM 62886E108 336 10182 SH
SOLE 10182
NETWORK ASSOCIATES INC COM 640938106 196 10275 SH
SOLE 10275
NEWELL RUBBERMAID INC COM 651229106 418 14653 SH
SOLE 14653
NFC PLC -SPONSORED ADR COM 628923500 253 14899 SH
SOLE 14899
NISSAN MOTOR CO LTD-SPON ADR COM 654744408 147 12480 SH
SOLE 12480
NORDSTROM INC COM 655664100 309 11470 SH
SOLE 11470
NOVA CHEMICALS CORP COM 66977w109 553 25800 SH
SOLE 25800
NPC INTERNATIONAL INC COM 629360306 325 28900 SH
SOLE 28900
NVR INC COM 62944T105 3057 60544 SH
SOLE 60544
OCCIDENTAL PETROLEUM CORP COM 674599105 3888 168151 SH
SOLE 168151
OPTICAL COATING LABORATORY COM 683829105 7655 83155 SH
SOLE 83155
OSHKOSH TRUCK CORP COM 688239201 777 29184 SH
SOLE 29184
PACIFIC DUNLOP LTD-SPON ADR COM 694185208 174 27676 SH
SOLE 27676
PAPA JOHN'S INTL INC COM 698813102 313 7600 SH
SOLE 7600
PE CORP-PE BIOSYSTEMS GROUP COM 69332s102 631 8740 SH
SOLE 8740
PECO ENERGY CO COM 693304107 414 11045 SH
SOLE 11045
PERFORMANCE FOOD GROUP CO COM 713755106 526 20565 SH
SOLE 20565
PETSMART INC COM 716768106 124 33580 SH
SOLE 33580
PHILIP MORRIS COMPANIES INC COM 718154107 2837 82985 SH
SOLE 82985
PHILLIPS PETROLEUM CO COM 718507106 838 17203 SH
SOLE 17203
PILGRIMS PRIDE CORP-CL A COM 721467207 119 23260 SH
SOLE 23260
PILGRIMS PRIDE CORP-CL B COM 721467108 404 46520 SH
SOLE 46520
PIONEER STANDARD ELECTRONICS COM 723877106 176 12252 SH
SOLE 12252
PLANTRONICS INC COM 727493108 601 12100 SH
SOLE 12100
PLEXUS CORP COM 729132100 472 15440 SH
SOLE 15440
PNC BANK CORP COM 693475105 716 13606 SH
SOLE 13606
POHANG IRON & STEEL-SPON ADR COM 730450103 1755 56054 SH
SOLE 56054
PRIORITY HEALTHCARE CORP-B COM 74264T102 504 16345 SH
SOLE 16345
QUALCOMM INC COM 747525103 5686 30055 SH
SOLE 30055
QUEST DIAGNOSTICS INC COM 74834L100 521 20050 SH
SOLE 20050
QUIKSILVER INC COM 74838C106 2884 158028 SH
SOLE 158028
R & G FINANCIAL CORP-CL B COM 749136107 358 25580 SH
SOLE 25580
RANK GROUP PLC-SPON ADR COM 753037100 260 37170 SH
SOLE 37170
REGIS CORP COM 758932107 302 15735 SH
SOLE 15735
REINSURANCE GROUP OF AMER COM 759351109 1211 47150 SH
SOLE 47150
RESMED INC COM 761152107 379 11450 SH
SOLE 11450
REX STORES CORP COM 761624105 1613 52062 SH
SOLE 52062
RIO TINTO PLC-SPON ADR COM 767204100 905 12755 SH
SOLE 12755
RJ Reynolds Tobacco Holdings COM 76182K105 755 27967 SH
SOLE 27967
ROADHOUSE GRILL INC COM 769725102 249 46980 SH
SOLE 46980
ROGERS CANTEL MOBILE COMM-B COM 775102205 530 22400 SH
SOLE 22400
ROGERS COMMUNICATIONS -CL B COM 775109200 686 40847 SH
SOLE 40847
ROYAL DUTCH PETRO-NY SHARES COM 780257804 814 13784 SH
SOLE 13784
RUBY TUESDAY INC COM 781182100 2542 130400 SH
SOLE 130400
RYAN'S FAMILY STK HOUSES INC COM 783519101 528 58750 SH
SOLE 58750
SAFECO CORP COM 786429100 1222 43673 SH
SOLE 43673
SAFEGUARD SCIENTIFICS INC COM 786449108 1263 18588 SH
SOLE 18588
SAFEWAY INC COM 786514208 1855 48757 SH
SOLE 48757
SALTON INC COM 795757103 4353 140450 SH
SOLE 140450
SANDERSON FARMS INC COM 800013104 301 30050 SH
SOLE 30050
SANMINA CORP COM 800907107 567 7328 SH
SOLE 7328
SASOL LTD-SPONSORED ADR COM 803866300 118 15249 SH
SOLE 15249
SBC COMMUNICATIONS INC COM 78387G103 443 8684 SH
SOLE 8684
SCI SYSTEMS INC COM 783890106 250 5636 SH
SOLE 5636
SEARS ROEBUCK & CO COM COM 812387108 560 17879 SH
SOLE 17879
SEI INVESTMENTS COMPANY COM 784117103 430 4820 SH
SOLE 4820
SENSORMATIC ELECTRONICS CORP COM 817265101 418 32968 SH
SOLE 32968
SHARPER IMAGE CORP COM 820013100 397 36160 SH
SOLE 36160
SHAW INDUSTRIES INC COM 820286102 729 45955 SH
SOLE 45955
SHELL TRANSPORT &TRADING-ADR COM 822703609 740 16264 SH
SOLE 16264
SK TELECOM CO LTD-ADR COM 78440P108 296 28722 SH
SOLE 28722
SMITHFIELD FOODS INC COM 832248108 349 13050 SH
SOLE 13050
SOLECTRON CORP COM 834182107 4826 67212 SH
SOLE 67212
SONIC AUTOMOTIVE INC COM 83545G102 2296 176680 SH
SOLE 176680
SOUTHWEST AIRLINES COM 844741108 244 16095 SH
SOLE 16095
SPECIALTY EQUIPMENT COS COM 847497203 2417 95745 SH
SOLE 95745
SPX CORP COM 784635104 215 2378 SH
SOLE 2378
ST. PAUL COMPANIES COM 792860108 620 22562 SH
SOLE 22562
STAPLES INC COM 855030102 839 38505 SH
SOLE 38505
STATION CASINOS INC COM 857689103 432 18587 SH
SOLE 18587
STEWART INFO SVCS COM 860372101 1440 78664 SH
SOLE 78664
STMICROELECTRONICS NV-NY SHS COM 861012102 2165 29233 SH
SOLE 29233
SUMMIT BANCORP COM 866005101 861 26565 SH
SOLE 26565
SUN MICROSYSTEMS INC COM 866810104 4025 43288 SH
SOLE 43288
SUNGLASS HUT INTL COM 86736F106 437 41400 SH
SOLE 41400
SUNOCO INC COM 86764p109 562 20550 SH
SOLE 20550
SUPERIOR TELECOM INC COM 868365107 790 56700 SH
SOLE 56700
SUPERVALU INC COM 868536103 821 37238 SH
SOLE 37238
SWIFT TRANSPORTATION CO INC COM 870756103 471 23927 SH
SOLE 23927
SYMANTEC CORP COM 871503108 584 16248 SH
SOLE 16248
SYNCOR INTL CORP-DEL COM 87157J106 1445 38550 SH
SOLE 38550
TALBOTS INC COM 874161102 779 17445 SH
SOLE 17445
TANDY CORP COM 875382103 401 7767 SH
SOLE 7767
TARRANT APPAREL GROUP COM 876289109 190 16962 SH
SOLE 16962
TELEFONICA DE ARGEN-SPON ADR COM 879378206 782 29665 SH
SOLE 29665
TELEFONOS DE MEXICO-SP ADR L COM 879403780 988 13874 SH
SOLE 13874
TELLABS INC COM 879664100 210 3700 SH
SOLE 3700
TENNECO INC COM 88037E101 1783 104941 SH
SOLE 104941
TESORO PETROLEUM CORP COM 881609101 161 9809 SH
SOLE 9809
TEXACO INC COM 881694103 921 14604 SH
SOLE 14604
TEXAS INSTRUMENTS INC COM 882508104 1097 13340 SH
SOLE 13340
THE BOMBAY COMPANY INC COM 097924104 201 39806 SH
SOLE 39806
TIFFANY & CO COM 886547108 257 4302 SH
SOLE 4302
TIMBERLAND COMPANY -CL A COM 887100105 318 8150 SH
SOLE 8150
TITAN CORP COM 888266103 631 43897 SH
SOLE 43897
TJX COMPANIES INC COM 872540109 2965 105677 SH
SOLE 105677
TOMKINS PLC-SPONSORED ADR COM 890030208 730 42967 SH
SOLE 42967
TOMMY HILFIGER CORP COM G8915Z102 660 23420 SH
SOLE 23420
TOPPS COMPANY (THE) COM 890786106 4960 661336 SH
SOLE 661336
TOSCO CORP COM 891490302 4048 160321 SH
SOLE 160321
TOYS 'R' US INC COM 892335100 892 59500 SH
SOLE 59500
TRACTOR SUPPLY COMPANY COM 892356106 343 18095 SH
SOLE 18095
TRICON GLOBAL RESTAURANTS COM 895953107 1079 26371 SH
SOLE 26371
TRIMARK HOLDINGS INC COM 89621J100 143 41778 SH
SOLE 41778
TROPICAL SPORTSWEAR INTL COM 89708P102 1224 65760 SH
SOLE 65760
U.S. FOODSERVICE COM 90331R101 582 32360 SH
SOLE 32360
UBID INC COM 903469104 258 9796 SH
SOLE 9796
ULTIMATE ELECTRONICS INC COM 903849107 517 33140 SH
SOLE 33140
UNILAB CORP COM 904763109 128 22550 SH
SOLE 22550
UNION PLANTERS CORP COM 908068109 1546 37960 SH
SOLE 37960
UNISYS CORP COM 909214108 1467 32528 SH
SOLE 32528
UNITED NEWS & MEDIA-SP ADR COM 911202208 279 14522 SH
SOLE 14522
UNITED RETAIL GROUP INC COM 911380103 597 50328 SH
SOLE 50328
UNITED TECHNOLOGIES CORP COM 913017109 465 7845 SH
SOLE 7845
URS CORP COM 903236107 593 24235 SH
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US WEST INC COM 91273h101 2091 36654 SH
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UST INC COM 902911106 598 19813 SH
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USX-MARATHON GROUP COM 902905827 1882 64372 SH
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VIACOM CL-B COM 925524308 3046 72095 SH
SOLE 72095
VISHAY INTERTECHNOLOGY INC COM 928298108 217 9167 SH
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VODAFONE AIRTOUCH PLC-SP ADR COM 92857T107 309 1300 SH
SOLE 1300
WAL-MART STORES INC COM 931142103 5058 106364 SH
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WELLPOINT HEALTH NETWORKS COM 94973H108 1940 34041 SH
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WESTPAC BANKING -SPON ADR COM 961214301 280 9108 SH
SOLE 9108
WESTVACO CORP COM 961548104 649 25340 SH
SOLE 25340
WEYERHAEUSER CO COM 962166104 849 14737 SH
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WHIRLPOOL CORP COM 963320106 1705 26115 SH
SOLE 26115
WINN-DIXIE STORES INC COM 974280109 1381 46541 SH
SOLE 46541
WINNEBAGO INDUSTRIES COM 974637100 4405 184057 SH
SOLE 184057
WLR FOODS INC COM 929286102 225 32760 SH
SOLE 32760
WORLD ACCESS INC COM 98141a101 118 10554 SH
SOLE 10554
VANGUARD ADMIRAL S/T TREAS 921932208 1348 135246.006SH
SOLE 135246.006
</TABLE>
