UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: June 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: Senior Vice President
Phone: 203.869.7148
Signature, Place, and Date of Signing:
Dan Kraninger Greenwich, CT July 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: 388
Form 13f Information Table Value Total: $421,823
List of Other Included Managers: None
<PAGE>
<TABLE> <C> <C>
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
- ------------------------------ ---------------- --------- -------- -------- ---
- ---- ------- ------------ -------- -------- --------
ABERCROMBIE & FITCH CO-CL A COM 002896207 306 6373 SH
SOLE 6373
ACCLAIM ENMNT INC COM 004325205 498 78117 SH
SOLE 78117
ACT MANUFACTURING INC COM 000973107 186 13300 SH
SOLE 13300
ADAPTEC INC COM 00651F108 732 20717 SH
SOLE 20717
ADVANTICA RESTAURANT GROUP COM 00758B109 132 38270 SH
SOLE 38270
AEGON N.V.-AMERICAN REG SHR COM 007924103 350 4740 SH
SOLE 4740
AFFILIATED COMPUTER SVCS-A COM 008190100 207 4091 SH
SOLE 4091
AIR PRODUCTS & CHEMICALS INC COM 009158106 848 21071 SH
SOLE 21071
AIRBORNE FREIGHT CORP COM 009266107 477 17219 SH
SOLE 17219
ALLEGHENY TELEDYNE INC COM 017415100 987 43641 SH
SOLE 43641
ALLERGAN INC COM 018490102 1137 10245 SH
SOLE 10245
ALLTEL CORP COM 020039103 985 13780 SH
SOLE 13780
ALPHA INDUSTRIES INC COM 020753109 1100 23100 SH
SOLE 23100
ALPHARMA INC-CL A COM 020813101 2287 64300 SH
SOLE 64300
AMCOR LIMITED-SPONS ADR COM 02341r302 398 17701 SH
SOLE 17701
AMERICAN EAGLE OUTFITTERS COM 02553e106 1363 29947 SH
SOLE 29947
AMERICAN FREIGHTWAYS CORP COM 02629V108 1840 94049 SH
SOLE 94049
AMERICAN GREETINGS CORP-CL A COM 026375105 579 19210 SH
SOLE 19210
AMERICAN WOODMARK CORP COM 030506109 474 13440 SH
SOLE 13440
AMERITECH CORPORATION/DEL COM 030954101 491 6680 SH
SOLE 6680
AMES DEPT STORES INC COM 030789507 1874 41079 SH
SOLE 41079
AMGEN INC COM 031162100 491 8060 SH
SOLE 8060
AMTRAN INC COM 03234G106 2290 92989 SH
SOLE 92989
ANGLO AMERICAN PLC-SPONS ADR COM 03485P102 1384 28992 SH
SOLE 28992
ANHEUSER-BUSCH COS INC COM 035229103 216 3041 SH
SOLE 3041
ANNTAYLOR STORES CORP COM 036115103 6305 140109 SH
SOLE 140109
APPLE COMPUTER INC COM 037833100 4723 101982 SH
SOLE 101982
APRIA HEALTHCARE GROUP INC COM 037933108 219 12900 SH
SOLE 12900
ARGOSY GAMING COMPANY COM 040228108 1208 137126 SH
SOLE 137126
ARTRA GROUP INC COM 043147107 350 25940 SH
SOLE 25940
ASTEC INDUSTRIES INC COM 046224101 5539 135936 SH
SOLE 135936
ATLANTIC COAST AIRLINES HLDG COM 048396105 271 14277 SH
SOLE 14277
ATLANTIC RICHFIELD CO COM 048825103 2758 33002 SH
SOLE 33002
ATMEL CORP COM 049513104 475 18125 SH
SOLE 18125
AUST & NZ BNKG GRP-SPON ADR COM 052528304 646 17391 SH
SOLE 17391
AUTODESK INC COM 052769106 581 19640 SH
SOLE 19640
AUTONATION INC COM 05329W102 2421 135900 SH
SOLE 135900
AXA -SPONS ADR COM 054536107 436 7000 SH
SOLE 7000
AZTAR CORP COM 054802103 286 31150 SH
SOLE 31150
BANGOR HYDRO-ELECTRIC CO COM 060077104 271 16790 SH
SOLE 16790
BANK OF AMERICA CORP COM 060505104 781 10650 SH
SOLE 10650
BANK ONE CORP COM 06423a103 910 15280 SH
SOLE 15280
BANKBOSTON CORPORATION COM 06605R106 1018 19912 SH
SOLE 19912
BARD (C.R.) INC COM 067383109 335 7000 SH
SOLE 7000
BARR LABORATORIES INC COM 068306109 277 6953 SH
SOLE 6953
BASS PLC -SPONSORED ADR COM 069904209 392 26228 SH
SOLE 26228
BEMIS COMPANY COM 081437105 854 21483 SH
SOLE 21483
BEN & JERRY'S HOMEMADE-CL A COM 081465106 440 15860 SH
SOLE 15860
BEST BUY COMPANY INC COM 086516101 9718 143967 SH
SOLE 143967
BESTFOODS COM 08658U101 739 14921 SH
SOLE 14921
BINDLEY WESTERN INDS COM 090324104 2067 89646 SH
SOLE 89646
BIOGEN INC COM 090597105 1192 18528 SH
SOLE 18528
BLAIR CORP COM 092828102 348 12919 SH
SOLE 12919
BLUEGREEN CORP COM 096231105 134 24599 SH
SOLE 24599
BOC GROUP PLC-SPONSORED ADR COM 055617609 651 16142 SH
SOLE 16142
BOEING CO COM 097023105 252 5720 SH
SOLE 5720
BP AMOCO PLC -SPONS ADR COM 055622104 899 8287 SH
SOLE 8287
BRIGGS & STRATTON COM 109043109 236 4092 SH
SOLE 4092
BRINKER INTERNATIONAL INC COM 109641100 2477 90065 SH
SOLE 90065
BRITISH AIRWAYS -SPONS ADR COM 110419306 238 3338 SH
SOLE 3338
BRITISH STEEL PLC -SPONS ADR COM 111015301 1708 65527 SH
SOLE 65527
BRITISH TELECOM PLC-SPON ADR COM 111021408 223 1305 SH
SOLE 1305
BROKEN HILL PROP -SPONS ADR COM 112169602 731 30782 SH
SOLE 30782
BROOKE GROUP LTD COM 112525100 299 12787 SH
SOLE 12787
BURMAH CASTROL PLC-SPONS ADR COM 122169303 250 7934 SH
SOLE 7934
CABLEVISION SYSTEMS -CL A COM 12686C109 1680 24004 SH
SOLE 24004
CALPINE CORPORATION COM 131347106 5955 110283 SH
SOLE 110283
CAPITAL ONE FINANCIAL CORP COM 14040H105 455 8175 SH
SOLE 8175
CARDINAL HEALTH INC COM 14149Y108 806 12575 SH
SOLE 12575
CARLISLE COS INC COM 142339100 269 5584 SH
SOLE 5584
CARLTON COMM PLC -SPONS ADR COM 142872209 215 5024 SH
SOLE 5024
CATERPILLAR INC COM 149123101 1171 19509 SH
SOLE 19509
CATHERINES STORES CORP COM 14916F100 146 11836 SH
SOLE 11836
CATO CORP -CL A COM 149205106 145 12438 SH
SOLE 12438
CDI CORP COM 125071100 243 7140 SH
SOLE 7140
CDW COMPUTER CENTERS INC COM 125129106 2744 62372 SH
SOLE 62372
CHARMING SHOPPES COM 161133103 243 39920 SH
SOLE 39920
CHATTEM INC COM 162456107 1121 35225 SH
SOLE 35225
CHEVRON CORP COM 166751107 1854 19506 SH
SOLE 19506
CHIRON CORP COM 170040109 464 22349 SH
SOLE 22349
CHURCH & DWIGHT INC COM COM 171340102 442 10150 SH
SOLE 10150
CIA ANONIMA TELEF DE VEN-ADR COM 204421101 1595 58542 SH
SOLE 58542
CIRCUIT CITY STORES-CIRCUIT COM 172737108 1263 13585 SH
SOLE 13585
CMI CORP-CL A COM 125761304 103 11326 SH
SOLE 11326
CNA FINANCIAL CORP COM 126117100 489 12135 SH
SOLE 12135
COHERENT INC COM 192479103 401 21528 SH
SOLE 21528
COLES MYER LTD -SPONS ADR COM 193870409 285 6055 SH
SOLE 6055
COMAIR HOLDINGS INC COM 199789108 334 16050 SH
SOLE 16050
COMCAST CORP-SPECIAL CL A COM 200300200 1100 28605 SH
SOLE 28605
COMPUTER SCIENCES CORP COM 205363104 2179 31496 SH
SOLE 31496
CONAGRA INC COM 205887102 708 26597 SH
SOLE 26597
CONMED CORP COM 207410101 426 13900 SH
SOLE 13900
CONOCO INC-CL A COM 208251306 2120 76045 SH
SOLE 76045
CONSOLIDATED FREIGHTWAYS CRP COM 209232107 422 32835 SH
SOLE 32835
COOPER INDUSTRIES INC COM 216669101 750 14417 SH
SOLE 14417
COOPER TIRE & RUBBER COM 216831107 952 40305 SH
SOLE 40305
COORS (ADOLPH) -CL B COM 217016104 233 4700 SH
SOLE 4700
COPLEY PHARMACEUTICAL INC COM 21745k101 453 44150 SH
SOLE 44150
COREL CORP COM 21868q109 1653 426465 SH
SOLE 426465
COST PLUS INC/CALIFORNIA COM 221485105 895 19662 SH
SOLE 19662
COSTCO COMPANIES INC COM 22160Q102 3705 46281 SH
SOLE 46281
CREATIVE COMPUTERS INC COM 22527E107 111 13900 SH
SOLE 13900
CROWN CORK & SEAL CO INC COM 228255105 2089 73300 SH
SOLE 73300
CROWN GROUP INC COM 228359105 226 36101 SH
SOLE 36101
CSX CORP COM 126408103 836 18420 SH
SOLE 18420
CTS CORP COM 126501105 888 12690 SH
SOLE 12690
CVS CORP COM 126650100 2504 49340 SH
SOLE 49340
D & K HEALTHCARE RESOURCES COM 232861104 319 13365 SH
SOLE 13365
DANA CORP COM 235811106 952 20660 SH
SOLE 20660
DANAHER CORP COM 235851102 293 5040 SH
SOLE 5040
DARDEN RESTAURANTS INC COM 237194105 922 42248 SH
SOLE 42248
DAYTON HUDSON CORP COM 239753106 1227 18870 SH
SOLE 18870
DEB SHOPS INC COM 242728103 927 46665 SH
SOLE 46665
DEERE & CO COM 244199105 701 17900 SH
SOLE 17900
DELL COMPUTER CORP COM 247025109 222 6000 SH
SOLE 6000
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 1071 57906 SH
SOLE 57906
DEUTSCHE TELEKOM AG-SPON ADR COM 251566105 788 18645 SH
SOLE 18645
DIAGEO PLC-SPONSORED ADR COM 25243Q205 743 17274 SH
SOLE 17274
DISPLAY TECHNOLOGIES INC COM 25469V102 188 47761 SH
SOLE 47761
DONALDSON LUFKIN & JENRETTE COM 257661108 612 10160 SH
SOLE 10160
DORAL FINANCIAL CORP COM 25811P100 376 21800 SH
SOLE 21800
DOW CHEMICAL COM 260543103 1958 15436 SH
SOLE 15436
DU PONT (E.I.) DE NEMOURS COM 263534109 1006 14726 SH
SOLE 14726
DUANE READE INC COM 263578106 457 15000 SH
SOLE 15000
DUFF & PHELPS CREDIT RATING COM 26432f109 535 8000 SH
SOLE 8000
DYCOM INDUSTRIES INC COM 267475101 2002 35750 SH
SOLE 35750
E4L INC COM 268452109 2486 342915 SH
SOLE 342915
EASTMAN CHEMICAL COMPANY COM 277432100 2772 53571 SH
SOLE 53571
EASTMAN KODAK CO COM 277461109 771 11373 SH
SOLE 11373
ECHOSTAR COMMUNICATIONS - A COM 278762109 7830 51030 SH
SOLE 51030
ELBIT MEDICAL IMAGING LTD COM 377 41600 SH
SOLE 41600
ELCOR CORP COM 284443108 1149 26309 SH
SOLE 26309
ELSCINT LTD COM 286269105 387 34800 SH
SOLE 34800
EMC CORP/MASS COM 268648102 644 11712 SH
SOLE 11712
EMERSON ELECTRIC CO COM 291011104 838 13310 SH
SOLE 13310
ENERGY EAST CORPORATION COM 29266M109 767 29492 SH
SOLE 29492
ENRON CORP COM 293561106 1200 14680 SH
SOLE 14680
EQUITABLE COMPANIES INC COM 29444G107 534 7970 SH
SOLE 7970
ESTEE LAUDER COMPANIES-CL A COM 518439104 2444 48768 SH
SOLE 48768
EXPRESS SCRIPTS INC-CL A COM 302182100 2346 38980 SH
SOLE 38980
EXXON CORP COM 302290101 824 10690 SH
SOLE 10690
FACTORY 2-U STORES INC COM 303072102 564 30470 SH
SOLE 30470
FDX CORP COM 31304N107 1104 20342 SH
SOLE 20342
FIRST AMERICAN FINL CORP COM 318522307 1307 73133 SH
SOLE 73133
FIRST UNION CORP COM 337358105 1464 31074 SH
SOLE 31074
FLETCHER CHALL BUILDING-ADR COM 339317109 260 17688 SH
SOLE 17688
FLEXTRONICS INTL LTD COM Y2573F102 3537 63735 SH
SOLE 63735
FORD MOTOR COMPANY COM 345370100 1379 24442 SH
SOLE 24442
FORTUNE BRANDS INC COM 349631101 786 19000 SH
SOLE 19000
FOURTH SHIFT CORP COM 351128103 164 44600 SH
SOLE 44600
FRONTIER AIRLINES INC COM 359065109 1637 101506 SH
SOLE 101506
GAP INC COM 364760108 1828 36288 SH
SOLE 36288
GATEWAY INC COM 367626108 2479 41975 SH
SOLE 41975
GENCOR INDUSTRIES INC COM 368678108 220 34843 SH
SOLE 34843
GENERAL MILLS INC COM 370334104 694 8630 SH
SOLE 8630
GENERAL MOTORS CORP. COM 370442105 2410 36511 SH
SOLE 36511
GENUINE PARTS CO COM 372460105 2317 66193 SH
SOLE 66193
GENZYME CORP - GENL DIVISION COM 372917104 243 5015 SH
SOLE 5015
GOODYEAR TIRE & RUBBER CO COM 382550101 846 14385 SH
SOLE 14385
GRAND UNION CO COM 386532402 2181 201705 SH
SOLE 201705
GRANITE CONSTRUCTION INC COM 387328107 2447 83471 SH
SOLE 83471
GROUP 1 AUTOMOTIVE INC COM 398905109 421 19945 SH
SOLE 19945
GTE CORP COM 362320103 367 4864 SH
SOLE 4864
GUESS? INC COM 401617105 1403 101592 SH
SOLE 101592
GYMBOREE CORP COM 403777105 111 10550 SH
SOLE 10550
HAMBRECHT & QUIST GROUP COM 406545103 255 6905 SH
SOLE 6905
HANDLEMAN CO COM 410252100 1294 109579 SH
SOLE 109579
HANOVER DIRECT INC COM 410783104 131 45480 SH
SOLE 45480
HANSON PLC-SPONSORED ADR COM 411352404 360 8123 SH
SOLE 8123
HARLEY-DAVIDSON INC COM 412822108 458 8420 SH
SOLE 8420
HARTFORD LIFE - CL A COM 416592103 395 7500 SH
SOLE 7500
HAVERTY FURNITURE COM 419596101 1584 44950 SH
SOLE 44950
HEINZ (H.J.) CO COM 423074103 758 15116 SH
SOLE 15116
HOME DEPOT INC COM 437076102 1074 16675 SH
SOLE 16675
HUMANA INC COM 444859102 563 43480 SH
SOLE 43480
ICN PHARMACEUTICALS INC COM 448924100 247 7660 SH
SOLE 7660
IMPERIAL CHEMICAL-SPONS ADR COM 452704505 228 5738 SH
SOLE 5738
IMPERIAL OIL LTD COM 453038408 810 42748 SH
SOLE 42748
INFORMIX CORP COM 456779107 551 64625 SH
SOLE 64625
INSITUFORM TECHNOLOGIES-CL A COM 457667103 4002 185068 SH
SOLE 185068
INTERNATIONAL PAPER CO COM 460146103 616 12254 SH
SOLE 12254
INTERTAN INC COM 461120107 550 27490 SH
SOLE 27490
INTIMATE BRANDS INC COM 461156101 1190 25124 SH
SOLE 25124
INTL BUSINESS MACHINES CORP COM 459200101 1624 12561 SH
SOLE 12561
INTL COMFORT PRODUCTS CORP COM 458978103 129 11339 SH
SOLE 11339
INTL FLAVORS & FRAGRANCES COM 459506101 806 18325 SH
SOLE 18325
INVESTMENT TECHNOLOGY GROUP COM 46145f105 605 18825 SH
SOLE 18825
J & J SNACK FOODS CORP COM 466032109 550 22910 SH
SOLE 22910
J.C. PENNEY COMPANY INC COM 708160106 3722 76638 SH
SOLE 76638
J.P. MORGAN & COMPANY COM 616880100 1426 10150 SH
SOLE 10150
JABIL CIRCUIT INC COM 466313103 245 5430 SH
SOLE 5430
JACOBS ENGINEERING GROUP INC COM 469814107 2297 60454 SH
SOLE 60454
JAN BELL MARKETING INC COM 470760109 189 53878 SH
SOLE 53878
JEFFERSON SMURFIT GRP-SP ADR COM 47508W107 272 11560 SH
SOLE 11560
JOHNS MANVILLE CORPORATION COM 478129109 385 27770 SH
SOLE 27770
JOHNSON CONTROLS INC COM 478366107 1476 21297 SH
SOLE 21297
K-SWISS INC -CL A COM 482686102 1761 37875 SH
SOLE 37875
K-TEL INTERNATIONAL INC COM 482724200 168 24116 SH
SOLE 24116
KANSAS CITY SOUTHERN INDS COM 485170104 265 4149 SH
SOLE 4149
KELLOGG CO COM 487836108 797 24143 SH
SOLE 24143
KENNETH COLE PRODUCTIONS-A COM 193294105 623 22340 SH
SOLE 22340
KEYCORP COM 493267108 872 27155 SH
SOLE 27155
KMART CORP COM 482584109 1878 113845 SH
SOLE 113845
KOHLS CORP COM 500255104 235 3060 SH
SOLE 3060
KROGER CO COM 501044101 676 24200 SH
SOLE 24200
LABOR READY INC COM 505401208 281 8650 SH
SOLE 8650
LABORATORY CRP OF AMER HLDGS COM 50540r102 228 79200 SH
SOLE 79200
LANDAMERICA FINANCIAL GROUP COM 514936103 1152 40064 SH
SOLE 40064
LANDS' END INC COM 515086106 266 5520 SH
SOLE 5520
LANDSTAR SYSTEM INC COM 515098101 1579 43750 SH
SOLE 43750
LEHMAN BROTHERS HOLDINGS INC COM 524908100 1922 30945 SH
SOLE 30945
LEXMARK INTL GROUP INC-CL A COM 529771107 2050 31293 SH
SOLE 31293
LINENS 'N THINGS INC COM 535679104 987 22570 SH
SOLE 22570
LOEWS CORP COM 540424108 428 5405 SH
SOLE 5405
LOWE'S COMPANIES COM 548661107 992 17499 SH
SOLE 17499
LUCENT TECHNOLOGIES INC COM 549463107 668 9900 SH
SOLE 9900
MAGIC SOFTWARE ENTERPRISES COM 559166103 262 24911 SH
SOLE 24911
MATAV-CABLE SYSTEMS-SP ADR COM 576561104 690 15500 SH
SOLE 15500
MATERIAL SCIENCES CORP COM 576674105 223 14900 SH
SOLE 14900
MAY DEPARTMENT STORES CO COM 577778103 822 20110 SH
SOLE 20110
MAYTAG CORP COM 578592107 3207 45932 SH
SOLE 45932
MDC HOLDINGS INC COM 552676108 351 16328 SH
SOLE 16328
MEDCO RESEARCH INC COM 584059109 488 18600 SH
SOLE 18600
MENTOR GRAPHICS CORP COM 587200106 377 29405 SH
SOLE 29405
MERCURY COMPUTER SYSTEMS INC COM 589378108 703 21800 SH
SOLE 21800
MIAMI COMPUTER SUPPLY CORP COM 593261100 2262 119836 SH
SOLE 119836
MICHAELS STORES INC COM 594087108 250 8155 SH
SOLE 8155
MICRO WAREHOUSE INC COM 59501B105 906 50694 SH
SOLE 50694
MICRON TECHNOLOGY INC COM 595112103 201 4955 SH
SOLE 4955
MIDAS INC COM 595626102 352 12400 SH
SOLE 12400
MINNESOTA MINING & MFG CO COM 604059105 1700 19554 SH
SOLE 19554
MOHAWK INDUSTRIES INC COM 608190104 2039 67138 SH
SOLE 67138
MONACO COACH CORP COM 60886R103 4390 103750 SH
SOLE 103750
MORGAN ST DEAN WITTER & CO COM 617446448 465 4534 SH
SOLE 4534
MULTIPLE ZONES INTL INC COM 624906103 132 17730 SH
SOLE 17730
MUSICLAND STORES CORP COM 62758B109 1592 167601 SH
SOLE 167601
MYERS INDUSTRIES INC COM 628464109 1316 65800 SH
SOLE 65800
Mandalay Resort Group COM 562567107 238 11235 SH
SOLE 11235
NABISCO GROUP HOLDINGS COM 62952p102 1905 97378 SH
SOLE 97378
NALCO CHEMICAL CO COM 629853102 1412 27227 SH
SOLE 27227
NATIONAL AUSTRALIA BK-SP ADR COM 632525408 1056 12575 SH
SOLE 12575
NATIONAL DATA CORP COM 635621105 304 7120 SH
SOLE 7120
NATIONAL R.V. HOLDINGS INC COM 637277104 218 9002 SH
SOLE 9002
NATIONAL SERVICE INDS INC COM 637657107 777 21593 SH
SOLE 21593
NAVARRE CORP COM 639208107 429 43620 SH
SOLE 43620
NAVISTAR INTERNATIONAL COM 63934E108 1551 31024 SH
SOLE 31024
NCR CORPORATION COM 62886E108 541 11088 SH
SOLE 11088
NETWORK ASSOCIATES INC COM 640938106 167 11337 SH
SOLE 11337
NEWELL RUBBERMAID INC COM 651229106 805 17350 SH
SOLE 17350
NFC PLC -SPONSORED ADR COM 628923500 379 24825 SH
SOLE 24825
NOKIA CORP -SPON ADR COM 654902204 822 8975 SH
SOLE 8975
NORDSTROM INC COM 655664100 390 11650 SH
SOLE 11650
NOVA CHEMICALS CORP COM 66977w109 601 25800 SH
SOLE 25800
NPC INTERNATIONAL INC COM 629360306 444 28900 SH
SOLE 28900
NVR INC COM 62944T105 3183 60994 SH
SOLE 60994
OCCIDENTAL PETROLEUM CORP COM 674599105 3523 166753 SH
SOLE 166753
OPTICAL COATING LABORATORY COM 683829105 6251 74755 SH
SOLE 74755
ORANGE & ROCKLAND UTILITIES COM 684065105 467 8000 SH
SOLE 8000
OROAMERICA INC COM 687027102 153 21809 SH
SOLE 21809
OSHKOSH TRUCK CORP COM 688239201 1033 20523 SH
SOLE 20523
PACCAR INC COM 693718108 247 4631 SH
SOLE 4631
PACIFIC DUNLOP LTD-SPON ADR COM 694185208 301 52332 SH
SOLE 52332
PAPA JOHN'S INTL INC COM 698813102 496 11105 SH
SOLE 11105
PARAMETRIC TECHNOLOGY CORP COM 699173100 163 11750 SH
SOLE 11750
PE CORP-PE BIOSYSTEMS GROUP COM 69332s102 453 3946 SH
SOLE 3946
PECO ENERGY CO COM 693304107 873 20850 SH
SOLE 20850
PERFORMANCE FOOD GROUP CO COM 713755106 583 21445 SH
SOLE 21445
PETSMART INC COM 716768106 327 31915 SH
SOLE 31915
PHILIP MORRIS COMPANIES INC COM 718154107 3257 81035 SH
SOLE 81035
PHILLIPS PETROLEUM CO COM 718507106 1006 20003 SH
SOLE 20003
PILGRIMS PRIDE CORP-CL B COM 721467108 1475 49170 SH
SOLE 49170
PLANTRONICS INC COM 727493108 1014 15564 SH
SOLE 15564
PLEXUS CORP COM 729132100 493 16380 SH
SOLE 16380
PNC BANK CORP COM 693475105 902 15656 SH
SOLE 15656
PRIORITY HEALTHCARE CORP-B COM 74264T102 553 16018 SH
SOLE 16018
QUALCOMM INC COM 747525103 4497 31335 SH
SOLE 31335
QUEST DIAGNOSTICS INC COM 74834L100 549 20050 SH
SOLE 20050
QUIKSILVER INC COM 74838C106 4194 160919 SH
SOLE 160919
R & G FINANCIAL CORP-CL B COM 749136107 465 27380 SH
SOLE 27380
RANK GROUP PLC-SPON ADR COM 753037100 446 55714 SH
SOLE 55714
RECOTON CORP COM 756268108 159 17491 SH
SOLE 17491
REGIS CORP COM 758932107 302 15735 SH
SOLE 15735
REINSURANCE GROUP OF AMER COM 759351109 1468 41645 SH
SOLE 41645
RESMED INC COM 761152107 348 10490 SH
SOLE 10490
RIO TINTO PLC-SPON ADR COM 767204100 1191 17711 SH
SOLE 17711
RJ Reynolds Tobacco Holdings COM 76182K105 1029 32422 SH
SOLE 32422
ROADHOUSE GRILL INC COM 769725102 245 38080 SH
SOLE 38080
ROGERS CANTEL MOBILE COMM-B COM 775102205 368 22400 SH
SOLE 22400
ROGERS COMMUNICATIONS -CL B COM 775109200 728 44967 SH
SOLE 44967
ROYAL DUTCH PETRO-NY SHARES COM 780257804 1032 17134 SH
SOLE 17134
RUBY TUESDAY INC COM 781182100 2229 117300 SH
SOLE 117300
RYAN'S FAMILY STK HOUSES INC COM 783519101 720 61910 SH
SOLE 61910
SAFECO CORP COM 786429100 1566 35485 SH
SOLE 35485
SAFEGUARD SCIENTIFICS INC COM 786449108 1113 17672 SH
SOLE 17672
SAFEWAY INC COM 786514208 2305 46572 SH
SOLE 46572
SALTON INC COM 795757103 3722 74443 SH
SOLE 74443
SANDERSON FARMS INC COM 800013104 428 30050 SH
SOLE 30050
SANMINA CORP COM 800907107 711 9375 SH
SOLE 9375
SASOL LTD-SPONSORED ADR COM 803866300 187 25769 SH
SOLE 25769
SCI SYSTEMS INC COM 783890106 303 6401 SH
SOLE 6401
SEARS ROEBUCK & CO COM COM 812387108 252 5660 SH
SOLE 5660
SEI INVESTMENTS COMPANY COM 784117103 547 6200 SH
SOLE 6200
SENSORMATIC ELECTRONICS CORP COM 817265101 258 18540 SH
SOLE 18540
SHARPER IMAGE CORP COM 820013100 267 31460 SH
SOLE 31460
SHAW INDUSTRIES INC COM 820286102 1008 57577 SH
SOLE 57577
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</TABLE>
