UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: December 31, 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: Frank Ingarra
Title: Vice-President Trading
Phone: 203.869.6108
Signature, Place, and Date of Signing:
Frank Ingarra Greenwich, CT December 31,1999
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: 364
Form 13f Information Table Value Total: $415,058
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>
ACT MANUFACTURING INC COM 000973107 2639 70391 SH
SOLE 70391
ADAPTEC INC COM 00651F108 988 19828 SH
SOLE 19828
ADOBE SYSTEMS INC COM 00724F101 357 5320 SH
SOLE 5320
AGCO CORP COM 001084102 204 15228 SH
SOLE 15228
AIR PRODUCTS & CHEMICALS INC COM 009158106 442 13171 SH
SOLE 13171
ALCOA INC COM 013817101 1933 23291 SH
SOLE 23291
ALLERGAN INC COM 018490102 447 9000 SH
SOLE 9000
ALLTEL CORP COM 020039103 603 7303 SH
SOLE 7303
ALPHA INDUSTRIES INC COM 020753109 1323 23100 SH
SOLE 23100
ALPHARMA INC-CL A COM 020813101 1376 44750 SH
SOLE 44750
AMERICAN EAGLE OUTFITTERS COM 02553e106 995 22127 SH
SOLE 22127
AMERICAN FREIGHTWAYS CORP COM 02629V108 1010 62423 SH
SOLE 62423
AMERICAN GREETINGS CORP-CL A COM 026375105 256 10865 SH
SOLE 10865
AMERICAN TOWER CORP -CL A COM 029912201 540 17700 SH
SOLE 17700
AMES DEPT STORES INC COM 030789507 836 29026 SH
SOLE 29026
AMGEN INC COM 031162100 833 13880 SH
SOLE 13880
AMPHENOL CORP-CL A COM 032095101 1684 25300 SH
SOLE 25300
AMTRAN INC COM 03234G106 1124 58050 SH
SOLE 58050
ANGLO AMERICAN PLC-SPONS ADR COM 03485P102 585 8993 SH
SOLE 8993
ANNTAYLOR STORES CORP COM 036115103 2842 82539 SH
SOLE 82539
APPLE COMPUTER INC COM 037833100 7946 77293 SH
SOLE 77293
APPLIED MATERIALS INC COM 038222105 329 2598 SH
SOLE 2598
ARGOSY GAMING COMPANY COM 040228108 4741 304680 SH
SOLE 304680
ARKANSAS BEST CORP COM 040790107 1372 114353 SH
SOLE 114353
ASTEC INDUSTRIES INC COM 046224101 1316 70003 SH
SOLE 70003
ATLANTIC RICHFIELD CO COM 048825103 1950 22545 SH
SOLE 22545
ATMEL CORP COM 049513104 948 32100 SH
SOLE 32100
AUDIOVOX CORP -CL A COM 050757103 3406 112608 SH
SOLE 112608
AUSTRALIA & NEW ZEALAND BNKG G COM 052528304 237 6635 SH
SOLE 6635
AUTODESK INC COM 052769106 222 6595 SH
SOLE 6595
AUTONATION INC COM 05329W102 1252 135358 SH
SOLE 135358
AXA -SPONS ADR COM 054536107 497 7000 SH
SOLE 7000
AZTAR CORP COM 054802103 2488 228860 SH
SOLE 228860
BALLY TOTAL FITNESS HLDGS COM 05873K108 209 7850 SH
SOLE 7850
BANK OF AMERICA CORP COM 060505104 462 9210 SH
SOLE 9210
BANK ONE CORP COM 06423a103 952 29781 SH
SOLE 29781
BEMIS COMPANY COM 081437105 408 11721 SH
SOLE 11721
BEN & JERRY'S HOMEMADE-CL A COM 081465106 258 10390 SH
SOLE 10390
BERRY PETROLEUM -CLASS A COM 085789105 182 12070 SH
SOLE 12070
BEST BUY COMPANY INC COM 086516101 4634 92223 SH
SOLE 92223
BESTFOODS COM 08658U101 436 8307 SH
SOLE 8307
BINDLEY WESTERN INDS COM 090324104 963 63969 SH
SOLE 63969
BJ'S WHOLESALE CLUB INC COM 05548J106 1182 32405 SH
SOLE 32405
BOC GROUP PLC-SPONSORED ADR COM 055617609 236 5551 SH
SOLE 5551
BOEING CO COM 097023105 359 8682 SH
SOLE 8682
BP AMOCO PLC -SPONS ADR COM 055622104 304 5128 SH
SOLE 5128
BRIGGS & STRATTON COM 109043109 253 4722 SH
SOLE 4722
BRINKER INTERNATIONAL INC COM 109641100 1354 56125 SH
SOLE 56125
BRITISH AMERICAN TOB-SP ADR COM 110448107 176 17200 SH
SOLE 17200
BROKEN HILL PROP -SPONS ADR COM 112169602 278 10470 SH
SOLE 10470
BROOKE GROUP LTD COM 112525100 166 11143 SH
SOLE 11143
CABLEVISION SYSTEMS -CL A COM 12686C109 1674 22175 SH
SOLE 22175
CALPINE CORPORATION COM 131347106 9486 148226 SH
SOLE 148226
CAREMARK RX INC COM 125761304 166 32865 SH
SOLE 32865
CATERPILLAR INC COM 149123101 450 9574 SH
SOLE 9574
CDW COMPUTER CENTERS INC COM 125129106 5103 64907 SH
SOLE 64907
CELESTICA INC COM 15101Q108 898 16193 SH
SOLE 16193
CHAMPION INTERNATIONAL CORP COM 158525105 471 7616 SH
SOLE 7616
CHARMING SHOPPES COM 161133103 1530 230997 SH
SOLE 230997
CHATTEM INC COM 162456107 280 14750 SH
SOLE 14750
CHEVRON CORP COM 166751107 782 9036 SH
SOLE 9036
CHIRON CORP COM 170040109 261 6181 SH
SOLE 6181
CHURCH & DWIGHT INC COM COM 171340102 1587 59500 SH
SOLE 59500
CIA ANONIMA TELEF DE VEN-ADR COM 204421101 477 19380 SH
SOLE 19380
CIRCUIT CITY STORES-CIRCUIT COM 172737108 3317 73635 SH
SOLE 73635
CISCO SYSTEMS INC COM 17275R102 248 2316 SH
SOLE 2316
CNA FINANCIAL CORP COM 126117100 399 10265 SH
SOLE 10265
COHERENT INC COM 192479103 531 19870 SH
SOLE 19870
COLDWATER CREEK INC COM 193068103 1375 67100 SH
SOLE 67100
COMAIR HOLDINGS INC COM 199789108 375 16050 SH
SOLE 16050
COMCAST CORP-SPECIAL CL A COM 200300200 1334 26400 SH
SOLE 26400
COMPUTER SCIENCES CORP COM 205363104 2220 23470 SH
SOLE 23470
COMPUWARE CORP COM 205638109 401 10790 SH
SOLE 10790
COMSHARE INC COM 205912108 35 10265 SH
SOLE 10265
CONAGRA INC COM 205887102 598 26377 SH
SOLE 26377
CONCORD CAMERA CORP COM 206156101 1308 57500 SH
SOLE 57500
CONOCO INC-CL A COM 208251306 1066 43104 SH
SOLE 43104
CONSECO INC COM 208464107 195 11000 SH
SOLE 11000
CONSOLIDATED FREIGHTWAYS CRP COM 209232107 191 24150 SH
SOLE 24150
COOPER INDUSTRIES INC COM 216669101 442 10940 SH
SOLE 10940
COOPER TIRE & RUBBER COM 216831107 344 21870 SH
SOLE 21870
COREL CORP COM 21868q109 615 40668 SH
SOLE 40668
CORNING INC COM 219350105 633 4913 SH
SOLE 4913
CORUS GROUP-ADR COM 22087m101 861 33287 SH
SOLE 33287
COST PLUS INC/CALIFORNIA COM 221485105 1008 28300 SH
SOLE 28300
COSTCO WHOLE SALE COM 22160K105 3982 43645 SH
SOLE 43645
CROWN CASTLE INTL CORP COM 228227104 334 10400 SH
SOLE 10400
CROWN CORK & SEAL CO INC COM 228255105 581 25985 SH
SOLE 25985
CROWN GROUP INC COM 228359105 190 38492 SH
SOLE 38492
CSX CORP COM 126408103 470 15010 SH
SOLE 15010
CTS CORP COM 126501105 1807 23980 SH
SOLE 23980
CVS CORP COM 126650100 1189 29835 SH
SOLE 29835
DAIMLERCHRYSLER AG COM D1668R123 195 2500 SH
SOLE 2500
DANA CORP COM 235811106 853 28495 SH
SOLE 28495
DARDEN RESTAURANTS INC COM 237194105 206 11400 SH
SOLE 11400
DAYTON HUDSON CORP COM 239753106 2420 32955 SH
SOLE 32955
DEB SHOPS INC COM 242728103 619 33469 SH
SOLE 33469
DEERE & CO COM 244199105 281 6500 SH
SOLE 6500
DELL COMPUTER CORP COM 247025109 311 6100 SH
SOLE 6100
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 1468 93240 SH
SOLE 93240
DEUTSCHE TELEKOM AG-SPON ADR COM 251566105 1041 14670 SH
SOLE 14670
DIAGEO PLC-SPONSORED ADR COM 25243Q205 377 11800 SH
SOLE 11800
DII GROUP INC COM 232949107 268 3788 SH
SOLE 3788
DISPLAY TECHNOLOGIES INC COM 25469V102 215 53432 SH
SOLE 53432
DOMTAR INC COM 257561100 328 27993 SH
SOLE 27993
DOW CHEMICAL COM 260543103 1016 7608 SH
SOLE 7608
DU PONT (E.I.) DE NEMOURS COM 263534109 516 7837 SH
SOLE 7837
DUFF & PHELPS CREDIT RATING COM 26432f109 711 8000 SH
SOLE 8000
DYCOM INDUSTRIES INC COM 267475101 707 16050 SH
SOLE 16050
E4L INC COM 268452109 507 203015 SH
SOLE 203015
EASTMAN CHEMICAL COMPANY COM 277432100 1286 26977 SH
SOLE 26977
EASTMAN KODAK CO COM 277461109 422 6384 SH
SOLE 6384
EATON VANCE CORP COM 278265103 284 7476 SH
SOLE 7476
ECHOSTAR COMMUNICATIONS - A COM 278762109 12739 130660 SH
SOLE 130660
ELCOR CORP COM 284443108 715 23764 SH
SOLE 23764
EMC CORP/MASS COM 268648102 229 2100 SH
SOLE 2100
EMERSON ELECTRIC CO COM 291011104 416 7267 SH
SOLE 7267
ENRON CORP COM 293561106 1176 26516 SH
SOLE 26516
ENTRADE INC COM 29382l100 1223 29940 SH
SOLE 29940
EQUITABLE RESOURCES INC COM 294549100 210 6297 SH
SOLE 6297
ESTEE LAUDER COMPANIES-CL A COM 518439104 1873 37140 SH
SOLE 37140
EXABYTE CORP COM 300615101 78 10480 SH
SOLE 10480
EXPRESS SCRIPTS INC-CL A COM 302182100 1456 22750 SH
SOLE 22750
EXXON MOBIL CORPORATION COM 30231g102 667 8284 SH
SOLE 8284
FACTORY 2-U STORES INC COM 303072102 1435 50584 SH
SOLE 50584
FEDEX CORPORATION COM 31428X106 296 7249 SH
SOLE 7249
FIRST AMERICAN FINL CORP COM 318522307 581 46760 SH
SOLE 46760
FIRST UNION CORP COM 337358105 1449 43996 SH
SOLE 43996
FLEET BOSTON FINANCIAL CORP COM 339030108 540 15534 SH
SOLE 15534
FLEXTRONICS INTL LTD COM Y2573F102 4232 92010 SH
SOLE 92010
FORD MOTOR COMPANY COM 345370100 1247 23400 SH
SOLE 23400
FORTUNE BRANDS INC COM 349631101 277 8400 SH
SOLE 8400
FOURTH SHIFT CORP COM 351128103 259 37350 SH
SOLE 37350
FRONTIER AIRLINES INC COM 359065109 984 86512 SH
SOLE 86512
GAP INC COM 364760108 1393 30283 SH
SOLE 30283
GATEWAY INC COM 367626108 4612 64016 SH
SOLE 64016
GENCOR INDUSTRIES INC COM 368678108 160 25479 SH
SOLE 25479
GENERAL DATACOMM INDS INC COM 369487103 79 12010 SH
SOLE 12010
GENERAL ELECTRIC CO. COM 369604103 242 1565 SH
SOLE 1565
GENERAL MILLS INC COM 370334104 413 11556 SH
SOLE 11556
GENERAL MOTORS CORP. COM 370442105 2464 33908 SH
SOLE 33908
GENUINE PARTS CO COM 372460105 1148 46305 SH
SOLE 46305
GEORGIA-PAC (GEORGIA-PAC GP) COM 373298108 397 7841 SH
SOLE 7841
GOODYEAR TIRE & RUBBER CO COM 382550101 488 17403 SH
SOLE 17403
GRAND UNION CO COM 386532402 1142 112869 SH
SOLE 112869
GRANITE CONSTRUCTION INC COM 387328107 797 43260 SH
SOLE 43260
GROUP 1 AUTOMOTIVE INC COM 398905109 187 13420 SH
SOLE 13420
GUESS? INC COM 401617105 2490 114504 SH
SOLE 114504
HALL KINION & ASSOCIATES INC COM 406069104 2267 105455 SH
SOLE 105455
HANDLEMAN CO COM 410252100 586 43874 SH
SOLE 43874
HARLEY-DAVIDSON INC COM 412822108 345 5400 SH
SOLE 5400
HARRAH'S ENTERTAINMENT INC COM 413619107 1435 54297 SH
SOLE 54297
HAVERTY FURNITURE COM 419596101 415 32950 SH
SOLE 32950
HEINZ (H.J.) CO COM 423074103 575 14450 SH
SOLE 14450
HEWLETT-PACKARD CO. COM 428236103 571 5024 SH
SOLE 5024
HOLLYWOOD PARK INC COM 436255103 1235 55050 SH
SOLE 55050
HOME DEPOT INC COM 437076102 1416 20603 SH
SOLE 20603
HORMEL FOODS CORP COM 440452100 1023 25200 SH
SOLE 25200
HOT TOPIC INC COM 441339108 1147 49340 SH
SOLE 49340
HUNTINGTON BANCSHARES COM 446150104 233 9800 SH
SOLE 9800
IMATION CORP COM 45245a107 1147 34200 SH
SOLE 34200
IMPERIAL OIL LTD COM 453038408 572 18465 SH
SOLE 18465
IN FOCUS SYSTEMS INC COM 452919103 1981 85444 SH
SOLE 85444
INDUS INTERNATIONAL INC COM 45578L100 1295 106300 SH
SOLE 106300
INFORMIX CORP COM 456779107 400 35000 SH
SOLE 35000
INSITUFORM TECHNOLOGIES-CL A COM 457667103 3694 130770 SH
SOLE 130770
INTERTAN INC COM 461120107 804 30790 SH
SOLE 30790
INTIMATE BRANDS INC COM 461156101 384 8927 SH
SOLE 8927
INTL BUSINESS MACHINES CORP COM 459200101 1793 16625 SH
SOLE 16625
INTL FLAVORS & FRAGRANCES COM 459506101 374 9954 SH
SOLE 9954
INVESTMENT TECHNOLOGY GROUP COM 46145f105 541 18825 SH
SOLE 18825
ISLE OF CAPRI CASINOS COM 464592104 2431 184356 SH
SOLE 184356
IVAX CORP COM 465823102 352 13708 SH
SOLE 13708
J.C. PENNEY COMPANY INC COM 708160106 1957 98198 SH
SOLE 98198
J.P. MORGAN & COMPANY COM 616880100 641 5067 SH
SOLE 5067
JABIL CIRCUIT INC COM 466313103 385 5275 SH
SOLE 5275
JACOBS ENGINEERING GROUP INC COM 469814107 1195 36790 SH
SOLE 36790
JOHNSON CONTROLS INC COM 478366107 1178 20712 SH
SOLE 20712
K-SWISS INC -CL A COM 482686102 368 19815 SH
SOLE 19815
KANSAS CITY SOUTHERN INDS COM 485170104 230 3085 SH
SOLE 3085
KELLOGG CO COM 487836108 626 20327 SH
SOLE 20327
KENNETH COLE PRODUCTIONS-A COM 193294105 700 15310 SH
SOLE 15310
KERR-MCGEE CORP COM 492386107 275 4450 SH
SOLE 4450
KEYCORP COM 493267108 636 28783 SH
SOLE 28783
KMART CORP COM 482584109 1532 152317 SH
SOLE 152317
LABORATORY CRP OF AMER HLDGS COM 50540r102 141 38500 SH
SOLE 38500
LANDAMERICA FINANCIAL GROUP COM 514936103 475 25900 SH
SOLE 25900
LANDSTAR SYSTEM INC COM 515098101 1449 33860 SH
SOLE 33860
LEHMAN BROTHERS HOLDINGS INC COM 524908100 5031 59283 SH
SOLE 59283
LEXMARK INTL GROUP INC-CL A COM 529771107 2093 23133 SH
SOLE 23133
LIMITED INC COM 532716107 236 5454 SH
SOLE 5454
LOCKHEED MARTIN CORPORATION COM 539830109 831 37991 SH
SOLE 37991
LOEWS CORP COM 540424108 540 8906 SH
SOLE 8906
LSI LOGIC CORP COM 502161102 224 3323 SH
SOLE 3323
LUCENT TECHNOLOGIES INC COM 549463107 997 13305 SH
SOLE 13305
MAGIC SOFTWARE ENTERPRISES COM 559166103 1729 27901 SH
SOLE 27901
MATAV-CABLE SYSTEMS-SP ADR COM 576561104 899 15500 SH
SOLE 15500
MATERIAL SCIENCES CORP COM 576674105 141 13920 SH
SOLE 13920
MAY DEPARTMENT STORES CO COM 577778103 396 12291 SH
SOLE 12291
MAYTAG CORP COM 578592107 1416 29510 SH
SOLE 29510
MEDCO RESEARCH INC COM 584059109 559 18600 SH
SOLE 18600
MENTOR GRAPHICS CORP COM 587200106 221 16820 SH
SOLE 16820
MERCURY COMPUTER SYSTEMS INC COM 589378108 1526 43600 SH
SOLE 43600
MIAMI COMPUTER SUPPLY CORP COM 593261100 3131 84360 SH
SOLE 84360
MICHAELS STORES INC COM 594087108 1287 45180 SH
SOLE 45180
MICRO WAREHOUSE INC COM 59501B105 592 32000 SH
SOLE 32000
MICROCHIP TECHNOLOGY INC COM 595017104 220 3224 SH
SOLE 3224
MICRON TECHNOLOGY INC COM 595112103 310 3975 SH
SOLE 3975
MICROSOFT CORP COM 594918104 209 1798 SH
SOLE 1798
MINNESOTA MINING & MFG CO COM 604059105 920 9406 SH
SOLE 9406
MOHAWK INDUSTRIES INC COM 608190104 1018 38610 SH
SOLE 38610
MONACO COACH CORP COM 60886R103 2997 117255 SH
SOLE 117255
MORGAN ST DEAN WITTER & CO COM 617446448 1240 8690 SH
SOLE 8690
MOTOROLA INC COM 620076109 1238 8411 SH
SOLE 8411
MUELLER INDUSTRIES INC COM 624756102 1123 31000 SH
SOLE 31000
MULTIPLE ZONES INTL INC COM 624906103 72 10030 SH
SOLE 10030
MUSICLAND STORES CORP COM 62758B109 865 102550 SH
SOLE 102550
MYERS INDUSTRIES INC COM 628464109 895 56830 SH
SOLE 56830
Mandalay Resort Group COM 562567107 1081 53740 SH
SOLE 53740
NABISCO GROUP HOLDINGS COM 62952p102 950 89463 SH
SOLE 89463
NATIONAL AUSTRALIA BK-SP ADR COM 632525408 549 7200 SH
SOLE 7200
NATIONAL CITY CORP COM 635405103 515 21777 SH
SOLE 21777
NATIONAL SERVICE INDS INC COM 637657107 344 11692 SH
SOLE 11692
NAVISTAR INTERNATIONAL COM 63934E108 1417 30168 SH
SOLE 30168
NCR CORPORATION COM 62886E108 278 7355 SH
SOLE 7355
NETWORK ASSOCIATES INC COM 640938106 202 7600 SH
SOLE 7600
NEWELL RUBBERMAID INC COM 651229106 263 9100 SH
SOLE 9100
NEWPORT CORP COM 651824104 239 5237 SH
SOLE 5237
NISSAN MOTOR CO LTD-SPON ADR COM 654744408 98 12165 SH
SOLE 12165
NORFOLK SOUTHERN CORP COM 655844108 265 12960 SH
SOLE 12960
NOVA CHEMICALS CORP COM 66977w109 728 25800 SH
SOLE 25800
NVR INC COM 62944T105 2093 43840 SH
SOLE 43840
OCCIDENTAL PETROLEUM CORP COM 674599105 3576 165382 SH
SOLE 165382
OPTICAL COATING LABORATORY COM 683829105 13611 45985 SH
SOLE 45985
OSHKOSH TRUCK CORP COM 688239201 684 23356 SH
SOLE 23356
PACTIV CORPORATION COM 695257105 579 54500 SH
SOLE 54500
PARAMETRIC TECHNOLOGY CORP COM 699173100 281 10419 SH
SOLE 10419
PARK ELECTROCHEMICAL CORP COM 700416209 898 33822 SH
SOLE 33822
PC CONNECTION INC COM 69318j100 1315 38140 SH
SOLE 38140
PE CORP-PE BIOSYSTEMS GROUP COM 69332s102 733 6100 SH
SOLE 6100
PETSMART INC COM 716768106 130 22750 SH
SOLE 22750
PHILIP MORRIS COMPANIES INC COM 718154107 1606 69856 SH
SOLE 69856
PHILLIPS PETROLEUM CO COM 718507106 417 8880 SH
SOLE 8880
PILGRIMS PRIDE CORP-CL B COM 721467108 111 13450 SH
SOLE 13450
PIONEER STANDARD ELECTRONICS COM 723877106 277 19212 SH
SOLE 19212
PLANTRONICS INC COM 727493108 794 11100 SH
SOLE 11100
PLEXUS CORP COM 729132100 677 15405 SH
SOLE 15405
PNC BANK CORP COM 693475105 469 10550 SH
SOLE 10550
POHANG IRON & STEEL-SPON ADR COM 730450103 494 14129 SH
SOLE 14129
POLYMER GROUP INC COM 731745105 1315 72101 SH
SOLE 72101
PRIORITY HEALTHCARE CORP-B COM 74264T102 313 10830 SH
SOLE 10830
QAD INC COM 74727d108 172 12355 SH
SOLE 12355
QUALCOMM INC COM 747525103 19740 112080 SH
SOLE 112080
QUEST DIAGNOSTICS INC COM 74834L100 1722 56350 SH
SOLE 56350
QUIKSILVER INC COM 74838C106 1552 100130 SH
SOLE 100130
RANK GROUP PLC-SPON ADR COM 753037100 75 12290 SH
SOLE 12290
REINSURANCE GROUP OF AMER COM 759351109 886 31950 SH
SOLE 31950
RESMED INC COM 761152107 411 9850 SH
SOLE 9850
REX STORES CORP COM 761624105 699 19991 SH
SOLE 19991
RIO TINTO PLC-SPON ADR COM 767204100 598 6319 SH
SOLE 6319
RJ Reynolds Tobacco Holdings COM 76182K105 215 12206 SH
SOLE 12206
ROADHOUSE GRILL INC COM 769725102 125 30450 SH
SOLE 30450
ROGERS CANTEL MOBILE COMM-B COM 775102205 814 22400 SH
SOLE 22400
ROGERS COMMUNICATIONS -CL B COM 775109200 851 34397 SH
SOLE 34397
ROYAL DUTCH PETRO-NY SHARES COM 780257804 554 9159 SH
SOLE 9159
RUBY TUESDAY INC COM 781182100 1353 74400 SH
SOLE 74400
RYAN'S FAMILY STK HOUSES INC COM 783519101 174 20480 SH
SOLE 20480
Regions Financial Corp COM 758940100 273 10870 SH
SOLE 10870
SAFECO CORP COM 786429100 972 39070 SH
SOLE 39070
SAFEGUARD SCIENTIFICS INC COM 786449108 3928 24102 SH
SOLE 24102
SAFEWAY INC COM 786514208 937 26235 SH
SOLE 26235
SALTON INC COM 795757103 3205 95865 SH
SOLE 95865
SANMINA CORP COM 800907107 630 6313 SH
SOLE 6313
SANTA CRUZ OPERATION INC COM 801833104 226 7454 SH
SOLE 7454
SBC COMMUNICATIONS INC COM 78387G103 431 8846 SH
SOLE 8846
SCANSOURCE INC COM 806371076 1272 31385 SH
SOLE 31385
SCI SYSTEMS INC COM 783890106 636 7747 SH
SOLE 7747
SCITEX CORP LTD COM 809090103 147 10127 SH
SOLE 10127
SEARS ROEBUCK & CO COM COM 812387108 1223 40259 SH
SOLE 40259
SEI INVESTMENTS COMPANY COM 784117103 527 4432 SH
SOLE 4432
SEMX CORP COM 816854103 94 12640 SH
SOLE 12640
SENSORMATIC ELECTRONICS CORP COM 817265101 1908 109445 SH
SOLE 109445
SERVICEMASTER COMPANY COM 81760N109 252 20500 SH
SOLE 20500
SHARPER IMAGE CORP COM 820013100 580 45720 SH
SOLE 45720
SHAW GROUP INC COM 820280105 1334 52720 SH
SOLE 52720
SHAW INDUSTRIES INC COM 820286102 315 20360 SH
SOLE 20360
SHELL TRANSPORT &TRADING-ADR COM 822703609 386 7880 SH
SOLE 7880
SITEL CORP COM 82980k107 1159 165630 SH
SOLE 165630
SK TELECOM CO LTD-ADR COM 78440P108 883 23020 SH
SOLE 23020
SMITHFIELD FOODS INC COM 832248108 247 10300 SH
SOLE 10300
SOLECTRON CORP COM 834182107 4497 47273 SH
SOLE 47273
SONIC AUTOMOTIVE INC COM 83545G102 962 98720 SH
SOLE 98720
SOUTHWEST AIRLINES COM 844741108 176 10920 SH
SOLE 10920
SPARTECH CORP COM 847220209 1192 36970 SH
SOLE 36970
SPECIALTY EQUIPMENT COS COM 847497203 1078 45075 SH
SOLE 45075
ST JUDE MEDICAL INC COM 790849103 374 12200 SH
SOLE 12200
ST. PAUL COMPANIES COM 792860108 695 20635 SH
SOLE 20635
STAPLES INC COM 855030102 470 22665 SH
SOLE 22665
STATION CASINOS INC COM 857689103 1758 78382 SH
SOLE 78382
STEWART INFO SVCS COM 860372101 669 50300 SH
SOLE 50300
STMICROELECTRONICS NV-NY SHS COM 861012102 789 5213 SH
SOLE 5213
SUMMIT BANCORP COM 866005101 886 28957 SH
SOLE 28957
SUN MICROSYSTEMS INC COM 866810104 5784 74696 SH
SOLE 74696
SUNGLASS HUT INTL COM 86736F106 465 41400 SH
SOLE 41400
SUNOCO INC COM 86764p109 255 10880 SH
SOLE 10880
SUPERIOR TELECOM INC COM 868365107 603 39100 SH
SOLE 39100
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SYMANTEC CORP COM 871503108 806 13761 SH
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SYNCOR INTL CORP-DEL COM 87157J106 725 24915 SH
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TANDY CORP COM 875382103 422 8580 SH
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TELEFONICA DE ARGEN-SPON ADR COM 879378206 600 19465 SH
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TELEFONOS DE MEXICO-SP ADR L COM 879403780 581 5170 SH
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TERADYNE INC COM 880770102 488 7395 SH
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TEXACO INC COM 881694103 611 11268 SH
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TIFFANY & CO COM 886547108 426 4782 SH
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TIMBERLAND COMPANY -CL A COM 887100105 1337 25290 SH
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TITAN CORP COM 888266103 1593 33677 SH
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TOPPS COMPANY (THE) COM 890786106 4910 473281 SH
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TOYS 'R' US INC COM 892335100 231 16200 SH
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UBID INC COM 903469104 259 9796 SH
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UNISYS CORP COM 909214108 910 28501 SH
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UNITED RETAIL GROUP INC COM 911380103 282 34265 SH
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UST INC COM 902911106 330 13121 SH
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VIACOM CL-B COM 925524308 2693 44570 SH
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VISHAY INTERTECHNOLOGY INC COM 928298108 414 13097 SH
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WAL-MART STORES INC COM 931142103 5716 82696 SH
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WESTVACO CORP COM 961548104 256 11080 SH
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WEYERHAEUSER CO COM 962166104 508 7081 SH
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WHIRLPOOL CORP COM 963320106 1686 25915 SH
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WHITEHALL JEWELLERS INC COM 965063100 1300 35276 SH
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WLR FOODS INC COM 929286102 120 21024 SH
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XEROX CORP COM 984121103 265 11700 SH
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ZALE CORP COM 988858106 1117 23100 SH
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csusdes COM 192 11500 SH
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SOLE 159299.855
</TABLE>
