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Previous: FRISCHS RESTAURANTS INC, SC 13D/A, 1999-05-13 |
Next: GENERAL AMERICAN INVESTORS CO INC, 13F-HR, 1999-05-13 |
<PAGE> 1
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 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: INVESCO Management & Research, Inc.
Address: 101 Federal Street
Boston, MA 02110
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 Bisognano
Title: Vice President
Phone: 617-345-8200
Signature, Place and Date of Signing:
/s/ Boston, MA 5/10/99
- ----------------------- --------------------- ---------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[ x ] 13F HOLDING REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
<PAGE> 2
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers:
Form 13F Information Table Entry Total: 901
Form 13F Information Table Value Total: 2,501,249
List of Other Included Managers:
No. 13F File Number Name
<PAGE> 3
<TABLE>
<CAPTION>
ISSUER CLASS CUSIP FMV SHARES SOLE SOLE
- ----------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
LAKES GAMING INC COMMON 51206P109 87 10575 10575 10575
AMERICAN ONCOLOGY RE COMMON 028910107 106 11800 10200 11800
SOFTWARE AG SYS COMMON 834025108 106 12600 5900 12600
SUNGLASS HUT INTL COMMON 86736F106 116 11000 9600 11000
EL PASO ELEC CO COMMON 283677854 121 15900 13500 15900
INTEGRATED HLTH SVCS COMMON 45812C106 121 22000 17300 15400
PRIME GROUP REALTY SH BEN 74158J103 146 11000 11000 11000
COMPUTER HORIZONS COMMON 205908106 152 13900 12600 13200
COOPER COMP INC COMMON 216648402 155 10100 10100 10100
US BANCORP INC PA COMMON 917292104 159 10900 10900 10900
MSC INDL DIRECT INC CLASS A 553530106 175 10300 10300 10300
TRANS WORLD ENTMT CO COMMON 89336Q100 176 16000 16000 16000
K MART CORP COMMON 482584109 178 10600 10600 2400
ANDRX CORP COMMON 034551101 200 2200 2100 2100
MASCOTECH INC COMMON 574670105 200 12900 12900 11700
CITY NATL CORP COMMON 178566105 201 6500 5900 6500
STAFFMARK INC COMMON 852389105 202 25600 25600 24700
SYKES ENTERPRISES IN COMMON 871237103 204 6300 5700 6300
ENERGY EAST CORP COMMON 29266M109 205 3900 3500 2900
WICOR INC COMMON 929253102 205 10100 9200 10100
LINCOLN NATL CORP COMMON 534187109 208 2100 2100 500
GLOBAL INDS LTD COMMON 379336100 208 20500 20500 20500
ACX TECHNOLOGIES INC COMMON 005123104 210 16000 11100 4900
CDW COMPUTER CTRS COMMON 125129106 214 3100 3100 3100
NATIONWIDE FINL SVCS CLASS A 638612101 214 5100 4400 5100
NATIONAL STEEL CORP CLASS B 637844309 214 25900 25900 18200
AIRTOUCH COMMUNCTN COMMON 00949T100 222 2300 2300 2300
NAUTICA ENTERPRISES COMMON 639089101 222 19600 16900 16400
HANNAFORD BROS CO COMMON 410550107 227 5000 5000 4400
FNB CORP COMMON 302520101 230 10000 7400 10000
LENNAR CORP COMMON 526057104 239 10700 10700 10700
MAXWELL SHOE INC CLASS A 577766108 240 27800 27800 24800
NETWORK SOLUTIONS CLASS A 64121Q102 243 2300 2200 1000
PERKIN ELMER CORP COMMON 714041100 243 2500 2500 2500
FIRST TENN NATL CORP COMMON 337162101 245 6700 5900 5700
CHRIS CRAFT INDS INC COMMON 170520100 249 5459 5459 5459
CHS ELECTRONICS INC COMMON 12542A206 251 78900 77700 71800
MAY DEPT STORES CO COMMON 577778103 252 6450 4950 6450
PALL CORP COMMON 696429307 252 15200 15200 13400
EMPIRE DIST ELEC CO COMMON 291641108 253 11100 9400 11100
COMAIR HLDGS INC COMMON 199789108 255 10800 10350 10800
POPULAR INC COMMON 733174106 256 8300 7900 4400
LEARNING CO INC COMMON 522008101 258 8900 8900 8900
CONCORD EFS INC COMMON 206197105 259 9400 9400 9400
VARIAN ASSOC INC COMMON 922204102 260 6700 6700 6700
GENERAL GRWTH PPTY COMMON 370021107 260 8000 8000 8000
DANAHER CORP COMMON 235851102 266 5100 5100 5100
POE & BROWN INC COMMON 730444106 266 8000 8000 8000
CUMMINS ENGINE INC COMMON 231021106 270 7600 7600 7600
TECH DATA CORP COMMON 878237106 271 11800 11300 11800
DEVON ENERGY CORP COMMON 251799102 273 9900 9900 9900
ASSTD LIVING CPTS COMMON 04543L109 275 77300 77300 74900
ABERCROMBIE & FITCH CLASS A 002896207 286 3100 3000 2400
BOSTON PROPERTIES COMMON 101121101 288 9100 9100 8100
SYMANTEC CORP COMMON 871503108 288 17000 16300 17000
</TABLE>
<PAGE> 4
<TABLE>
<S> <C> <C> <C> <C> <C> <C>
INFORMATION RESOURCE COMMON 456905108 288 44800 44800 44800
STONE & WEBSTER INC COMMON 861572105 291 12700 12700 12700
BLANCH E W HLDGS COMMON 093210102 294 5600 4000 5200
CABOT OIL & GAS CORP CLASS A 127097103 295 20400 20400 17500
SIERRA HEALTH SVCS COMMON 826322109 296 22750 22750 19750
LILLY ELI & CO COMMON 532457108 297 3500 3500 2800
NATIONAL SVC INDS COMMON 637657107 297 8733 8733 8733
INTERMET CORP COMMON 45881K104 297 22200 18300 6100
MARKS & SPENCER PLC SP ADR 570697607 298 7500 7500 7000
GARTNER GRP INC COMMON 366651107 298 13200 13200 13200
INTERFACE INC CLASS A 458665106 298 31000 31000 25200
UNIVERSAL HEALTH SVC CLASS B 913903100 303 7000 7000 7000
MICROCHIP TECHNOLOGY COMMON 595017104 305 8800 8800 8800
SOUTHTRUST CORP COMMON 844730101 306 8200 8200 7500
TJX COMPANIES INC COMMON 872540109 306 9000 7000 6900
BUCKLE INC COMMON 118440106 306 13600 13600 13600
FRONTIER INS GROUP COMMON 359081106 306 25740 25740 25740
ARMSTRONG WORLD INDS COMMON 042476101 307 6800 6800 6800
K N ENERGY INC COMMON 482620101 308 15450 15450 9900
EMCOR GROUP INC COMMON 29084Q100 311 18100 15200 18100
SOUTHDOWN INC COMMON 841297104 317 5900 5900 5900
HCC INS HLDGS INC COMMON 404132102 317 16450 16450 16450
HCR MANOR CARE INC COMMON 404134108 324 14200 14200 14200
BOWNE & CO INC COMMON 103043105 326 27900 27900 4400
ADOBE SYSTEMS INC COMMON 00724F101 335 5900 5900 5900
IDEX CORP COMMON 45167R104 341 14475 14475 9925
HNC SOFTWARE INC COMMON 40425P107 347 10600 10600 5000
TMP WORLDWIDE INC COMMON 872941109 350 5400 5200 3000
STORAGE TECHNOLOGY COMMON 862111200 351 12600 12600 11700
DENTSPLY INTL INC COMMON 249030107 360 15500 15500 15500
OSHKOSH TRUCK CORP COMMON 688239201 361 11100 11100 9400
COLE KENNETH PRODNS CLASS A 193294105 364 13800 13200 13800
MODINE MFG CO COMMON 607828100 365 13000 13000 13000
UNIVERSAL FOODS CORP COMMON 913538104 367 17800 16900 17800
ENTRUST TECHNOLOGIES COMMON 293848107 371 11000 11000 11000
BUSINESS OBJECTS S A SP ADR 12328X107 374 12600 12600 12600
MCCORMICK & CO INC COMMON 579780206 374 12900 12900 10400
CCB FINANCIAL CORP COMMON 124875105 378 7000 6500 5800
PAPA JOHNS INTL COMMON 698813102 379 8600 8600 8600
BARNES & NOBLES COMMON 067774109 379 11800 11800 11800
OMNICARE INC COMMON 681904108 385 20200 19500 20200
LYCOS INC COMMON 550818108 387 4500 4500 4500
NORTHERN STS PWR CO COMMON 665772109 387 16700 16700 16700
CAMDEN PPTY TR SH BEN 133131102 388 15679 15679 15679
CHIREX INC COMMON 170038103 390 15900 15900 15900
ENI S P A ADR (10 26874R108 391 6200 6200 4000
AMERICAN NATL INS CO COMMON 028591105 395 5900 5900 5900
HELMERICH & PAYNE COMMON 423452101 395 17400 14500 17400
MARK IV INDS INC COMMON 570387100 400 30800 30800 30800
TEKELEC COMMON 879101103 401 54800 54800 51400
PACIFICORP COMMON 695114108 402 23300 23300 23300
EDWARDS AG INC COMMON 281760108 404 12350 12350 12350
CORDANT TECHO INC COMMON 218412104 410 10300 10300 10300
HUMANA INC COMMON 444859102 412 23900 23900 23900
KIRIN BREWERY ADR (10 497350207 413 3600 3600 2600
AMSOUTH BANCORP COMMON 032165102 413 9075 8375 6325
</TABLE>
<PAGE> 5
<TABLE>
<S> <C> <C> <C> <C> <C> <C>
SUPERVALU INC COMMON 868536103 413 20000 20000 20000
MDU RES GROUP INC COMMON 552690109 414 18100 12100 18100
SUSQUEHANNA BKSHS PA COMMON 869099101 419 22825 22825 22225
SANTA FE INTL CORP ORDINAR G7805C108 420 22500 22500 22500
WILEY JOHN & SONS CLASS A 968223206 428 10200 10000 10200
SHARED MED SYS CORP COMMON 819486101 429 7700 7700 7700
REMEDYTEMP INC CLASS A 759549108 432 34400 31600 34400
SANMINA CORP COMMON 800907107 434 6800 6800 6800
INSPIRE INS SOLUTION COMMON 457732105 437 23000 23000 23000
ADVEST GROUP INC COMMON 007566102 438 23700 23700 21000
PATTERSON DENTAL CO COMMON 703412106 441 10200 10200 10200
ALIANT COMMUN INC COMMON 016090102 442 10800 10800 10800
BIG FLOWER HOLDINGS COMMON 089159107 442 14200 14200 14200
ALLMERICA FINL CORP COMMON 019754100 446 8100 7800 6100
POMEROY COMPUTER RES COMMON 731822102 449 34500 34500 34500
ROADWAY EXPRESS INC COMMON 769742107 450 26400 26400 23800
J RAY MCDERMOTT S A COMMON P64658100 454 15200 15200 15200
CABOT CORP COMMON 127055101 457 21500 21500 21500
AFFILIATED COMP SVCS CL A CO 008190100 458 10000 10000 10000
BJS WHOLESALE CLUB COMMON 05548J106 460 17500 17500 17500
PARKWAY PPTYS INC COMMON 70159Q104 465 16500 16500 16500
ATMEL CORP COMMON 049513104 465 30600 30600 30600
MENTOR GRAPHICS CORP COMMON 587200106 466 34500 34500 34500
INTL SPLTY PRODS COMMON 460337108 467 61700 61700 55300
ATWOOD OCEANICS INC COMMON 050095108 468 15600 13600 15600
PIER 1 IMPORTS INC COMMON 720279108 473 58275 58275 58275
MOHAWK INDS INC COMMON 608190104 474 15800 15500 14800
HERSHEY FOODS CORP COMMON 427866108 477 8500 8500 7600
GTE CORP COMMON 362320103 481 7950 7650 7950
LUBRIZOL CORP COMMON 549271104 482 21400 21400 21400
ADAC LABS COMMON 005313200 482 35400 35400 32500
THERMO INSTR SYS INC COMMON 883559106 485 33600 33600 33600
NABISCO HLDG CORP CLASS A 629526104 490 11800 11800 11800
UNITRODE CORP COMMON 913283107 490 35000 35000 35000
CENTRAL NEWSPAPERS CLASS A 154647101 492 15800 15800 15800
TEKTRONIX INC COMMON 879131100 495 19600 19600 19600
MEDTRONIC INC COMMON 585055106 496 6905 6905 6905
NEW JERSEY RES CORP COMMON 646025106 498 14000 12500 9400
REYNOLDS & REYNOLDS CLASS A 761695105 498 26200 25800 26200
HEFTEL BRDCASTING CLASS A 422799106 503 11600 11000 11600
HARSCO CORP COMMON 415864107 504 20000 20000 20000
SCHOLASTIC CORP COMMON 807066105 508 10400 10400 10400
CITADEL COMMUN GROUP COMMON 172853202 509 15300 15300 15300
REALTY INCOME CORP COMMON 756109104 510 24300 24300 23800
ENSCO INTL INC COMMON 26874Q100 510 38300 38300 38300
PINNACLE WEST CAP COMMON 723484101 527 14500 14500 14500
UNITED INTL HLDGS CLASS A 910734102 531 12200 12200 12200
SCOTSMAN INDS INC COMMON 809340102 533 31000 28800 28400
SILICON GRAPHICS COMMON 827056102 533 32200 32200 32200
BRIGHTPOINT INC COMMON 109473108 534 90400 90400 87000
MARTIN MARIETTA MATL COMMON 573284106 536 9400 9400 9400
MCN ENERGY GROUP INC COMMON 55267J100 536 33400 33400 29700
POLARIS INDS INC COMMON 731068102 537 16900 16000 16900
CARDINAL HEALTH INC COMMON 14149Y108 538 8154 8154 8154
STERIS CORP COMMON 859152100 540 20300 19600 20300
BLYTH INDUSTRIES INC COMMON 09643P108 552 23350 23350 23350
</TABLE>
<PAGE> 6
<TABLE>
<S> <C> <C> <C> <C> <C> <C>
RYERSON TULL INC NEW COMMON 78375P107 552 37600 37600 37600
MENS WEARHOUSE INC COMMON 587118100 554 19200 19200 19200
GULFSTREAM AEROSPACE COMMON 402734107 555 12800 12300 12800
HOUSTON EXPL CO COMMON 442120101 556 32000 32000 32000
ILLINOIS TOOL WORKS COMMON 452308109 557 9000 9000 9000
PHILLIPS PETE CO COMMON 718507106 562 11900 11900 11700
LHS GROUP INC COMMON 501938104 563 19200 18900 19200
WATTS INDUSTRIES INC CLASS A 942749102 566 41700 41700 41700
IDEXX LABS INC COMMON 45168D104 572 23900 23000 11300
EXODUS COMMUNICAT COMMON 302088109 578 4300 4200 2400
CAROLINA FIRST CORP COMMON 143877108 579 26300 26300 22900
FIFTH THIRD BANCORP COMMON 316773100 580 8800 8800 7500
CHESAPEAKE CORP COMMON 165159104 583 21500 21500 21500
BANTA CORP COMMON 066821109 585 30800 30800 24600
NALCO CHEM CO COMMON 629853102 587 22100 22100 22100
PARK PL ENTMT CORP COMMON 700690100 588 77800 77800 48800
CONTINENTAL AIR LINE CLASS B 210795308 589 15500 15500 15500
OCEAN FINL CORP COMMON 674904107 589 41000 40200 41000
PEDIATRIX MED GRP COMMON 705324101 593 21100 19300 17600
NEWS CORP LTD ADR (4 652487703 602 20400 20400 17200
ARROW ELECTRS INC COMMON 042735100 602 40100 40100 40100
PACIFIC CAP BANCORP COMMON 69404P101 607 26300 26300 26300
UNIGATE LTD ADR (1 904750403 608 85700 85700 61700
ASSOCIATED GROUP INC CLASS A 045651106 610 12300 12300 12300
NORSK HYDRO A S SP ADR 656531605 616 15250 15250 13400
GENCOR INDS INC COMMON 368678108 616 97500 97500 97500
BUILDING ONE SVCS CO COMMON 120114103 624 36300 32600 35500
GATX CORP COMMON 361448103 626 19000 19000 19000
MORTON INTL INC COMMON 619335102 628 17100 17100 17100
OLD REP INTL CORP COMMON 680223104 636 34875 34275 30575
MODIS PROF SVS COMMON 607830106 636 70200 70200 70200
QUESTAR CORP COMMON 748356102 639 37700 37700 37700
IMRGLOBAL CORP COMMON 45321W106 648 36500 36500 29000
DVI INC COMMON 233343102 650 43700 40500 43700
COLGATE PALMOLIVE CO COMMON 194162103 653 7100 7100 6400
SMITHFIELD FOODS INC COMMON 832248108 658 29000 29000 29000
SEI INVESTMENTS CO COMMON 784117103 666 7200 7100 7200
GENTEX CORP COMMON 371901109 666 30900 29200 20300
BLOCK H & R INC COMMON 093671105 668 14100 14100 14100
MACDERMID INC COMMON 554273102 669 19700 19100 18000
TALBOTS INC COMMON 874161102 675 27700 27700 27700
RPM INC OHIO COMMON 749685103 676 50800 50800 49600
MANPOWER INC COMMON 56418H100 683 29200 29200 29200
FIRST SEC CORP DEL COMMON 336294103 684 35400 35400 35400
PFF BANCORP INC COMMON 69331W104 684 39100 39100 39100
COMMERCE GROUP INC COMMON 200641108 685 27900 25900 25800
BETHLEHEM STL CORP COMMON 087509105 685 83000 83000 83000
HORMEL FOODS CORP COMMON 440452100 695 19500 19500 19500
RITE AID CORP COMMON 767754104 698 27900 27900 27900
SOUTHERN CO COMMON 842587107 699 30000 30000 30000
US BANCORP DEL COMMON 902973106 702 20600 20600 18500
ALASKA AIR GROUP INC COMMON 011659109 708 14900 13600 10300
CLAIRE S STORES INC COMMON 179584107 708 23500 23500 23500
MOLEX INC COMMON 608554101 714 24300 24300 24300
UNIVERSAL FST PRODS COMMON 913543104 715 34900 34900 34900
HARRIS CORP DEL COMMON 413875105 716 25000 25000 24500
</TABLE>
<PAGE> 7
<TABLE>
<S> <C> <C> <C> <C> <C> <C>
AMERN PWR CONVERSION COMMON 029066107 716 26500 26500 26500
COLONIAL BANCGROUP COMMON 195493309 730 60800 60800 60800
FOSSIL INC COMMON 349882100 742 24900 24900 24900
HEARST-ARGYLE TELE COMMON 422317107 745 30270 30270 30270
SIEBEL SYS INC COMMON 826170102 746 15700 15500 15700
PULITZER INC COMMON 745769109 747 18467 18467 18467
SCANA CORP COMMON 805898103 750 34600 34600 34600
NUCOR CORP COMMON 670346105 753 17100 17100 17100
VERITAS SOFTWARE COMMON 923436109 755 9350 9150 9350
MAXXAM INC COMMON 577913106 756 15000 15000 15000
PAN PACIFIC RETAIL COMMON 69806L104 758 42700 42700 42700
CHIRON CORP COMMON 170040109 761 34700 34700 34700
PLEXUS CORP COMMON 729132100 781 28000 26300 19300
HARRAHS ENTMT INC COMMON 413619107 782 41000 41000 41000
INTL GAME TECH COMMON 459902102 788 53900 53900 53900
BALTIMORE GAS & ELEC COMMON 059165100 794 31300 31300 26500
KAUFMAN & BROAD HOME COMMON 486168107 794 35200 33800 35200
RAYMOND JAMES FINL COMMON 754730109 799 40450 40450 38500
SMITHKLINE BEECH PLC ADR (5 832378301 801 11200 11200 9600
TOWER AUTOMOTIVE INC COMMON 891707101 803 43100 42200 43100
COSTCO COMPANIES INC COMMON 22160Q102 806 8800 8800 8800
FIRST UNION CORP COMMON 337358105 807 15100 15100 15000
UST CORP COMMON 902900109 810 37100 37100 33300
PRIORITY HEALTHCARE CLASS B 74264T102 812 17937 17937 17002
EXCEL SWITCHING CORP COMMON 30067V108 815 38800 38800 38800
LAFARGE CORP COMMON 505862102 826 29500 29500 29500
PLAYBOY ENTERPRISES CLASS B 728117300 826 36700 36700 36700
DAIMLERCHRYSLER AG ORDINAR D1668R123 827 9637 9637 9087
BOB EVANS FARMS INC COMMON 096761101 832 41600 37500 37800
SEITEL INC COMMON 816074306 840 60300 59300 43800
BARD C R INC COMMON 067383109 842 16700 16700 16700
DELUXE CORPORATION COMMON 248019101 842 28900 28900 28900
RIGGS NATL CP WASH COMMON 766570105 854 50600 50600 41300
LG&E ENERGY CORP COMMON 501917108 860 41311 41311 41311
INTER TEL INC COMMON 458372109 867 55700 54000 54100
KONINKLIJKE PHIL ELE NY SHAR 500472105 870 12700 12700 11400
IDEC PHARMACEUTICALS COMMON 449370105 873 17000 16200 8000
SWIFT ENERGY CO COMMON 870738101 876 103800 103800 103800
INNKEEPERS USA TR COMMON 4576J0104 879 94400 94400 94400
PEGASUS SYSTEMS INC COMMON 705906105 881 22100 21800 18200
CANON INC ADR (1 138006309 889 37250 37250 29750
MARSH & MCLENNAN COS COMMON 571748102 897 12075 12075 12075
PHILIPS INTL RLTY C COMMON 718333107 899 63400 63400 62700
SEQUA CORPORATION CLASS A 817320104 905 18000 18000 17300
REGENCY RLTY CORP COMMON 758939102 909 48500 48500 48500
EXCITE INC COMMON 300904109 910 6500 6200 6300
BRUNSWICK CORP COMMON 117043109 911 47800 47800 47800
WISCONSIN ENERGY COMMON 976657106 912 35000 35000 35000
COMMERCIAL METALS CO COMMON 201723103 916 45800 43100 45200
E TOWN COMMON 269242103 919 22800 22000 22800
COMPUTER ASSOC INTL COMMON 204912109 919 25850 25850 25850
MILLENNIUM CHEMICALS COMMON 599903101 920 46300 46300 40800
AMERN HERITAGE LIFE COMMON 026522102 923 39600 37000 31000
WATERS CORP COMMON 941848103 925 8800 8800 8800
AUTODESK INC COMMON 052769106 930 23000 23000 23000
MUSICLAND STORES COMMON 62758B109 935 103900 101000 96300
</TABLE>
<PAGE> 8
<TABLE>
<S> <C> <C> <C> <C> <C> <C>
BP AMOCO PLC ADR (6 055622104 936 9263 9263 9263
RELIASTAR FINANCIAL COMMON 75952U103 951 22300 22300 22300
FMC CORP COMMON 302491303 958 19400 19400 19400
ELF AQUITAINE SP ADR 286269105 959 14250 14250 11750
AGL RESOURCES INC COMMON 001204106 962 54800 54800 54800
CNF TRANSPORTATION COMMON 12612W104 964 25500 25500 25500
COMPUTER TASK GROUP COMMON 205477102 966 45200 44700 36400
BRIGGS & STRATTON CO COMMON 109043109 967 19600 19600 19600
E TRADE GROUP INC COMMON 269246104 968 16600 16600 16600
SYMBOL TECHNOLOGIES COMMON 871508107 972 21600 21400 21600
BASIN EXPL INC COMMON 070107107 980 70600 70600 47500
INTL NETWORK SVCS COMMON 460053101 986 14100 14100 14100
DANIEL INDS INC COMMON 236235107 988 64800 64800 53400
CHECKFREE HLDGS COMMON 162816102 992 23300 23300 18600
COMMERCIAL FED CORP COMMON 201647104 994 42875 42875 35575
TOYS R US INC COM CUM 892335100 995 52900 52900 52900
POST PPTYS INC COMMON 737464107 997 27500 27500 27200
WESTPOINT STEVENS COMMON 961238102 1011 36500 35600 33000
IDACORP INC COMMON 451107106 1016 34500 34500 31100
ELECTRONIC ARTS COMMON 285512109 1017 21400 21400 21400
NORTH FORK BANCORP COMMON 659424105 1018 48200 48200 48200
BUDGET GROUP INC CLASS A 119003101 1023 83500 83500 83500
OREGON STL MLS INC COMMON 686079104 1024 98100 95500 70900
DTE ENERGY CO COMMON 233331107 1026 26700 26700 26700
TCA CABLE TV INC COMMON 872241104 1027 23600 23600 23600
MILLER HERMAN INC COMMON 600544100 1027 56300 56300 56300
CITRIX SYS INC COMMON 177376100 1029 27000 26800 27000
INTERSTATE BAKERIES COMMON 46072H108 1039 48200 48200 48200
MCDONALDS CORP COMMON 580135101 1042 23000 23000 23000
BLACK HILLS CORP COMMON 092113109 1045 49050 49050 45150
COMPANIA CERVECERIAS SP ADR 204429104 1047 48000 48000 45000
INGRAM MICRO INC CLASS A 457153104 1049 46000 46000 46000
AVID TECHNOLOGY INC COMMON 05367P100 1057 60600 59200 47200
GUARANTEE LIFE COS COMMON 400740106 1066 62700 62700 55700
AVNET INC COMMON 053807103 1080 29400 29400 29400
ALLERGAN INC COMMON 018490102 1081 12300 12300 12300
XILINX INC COMMON 983919101 1087 26800 26800 26800
AGOURON PHARMACEUT COMMON 008488108 1092 19300 18400 13500
BERGEN BRUNSWIG CORP CLASS A 083739102 1092 54600 54600 54600
LITTON INDS INC COMMON 538021106 1097 18900 18900 17400
CIRCUS CIRCUS ENTERP COMMON 172909103 1108 63100 63100 63100
SOLUTIA INC COMMON 834376105 1110 63900 63900 63900
GLENBOROUGH RLTY TR COMMON 37803P105 1110 65300 65300 64200
RELIANCE STEEL& ALUM COMMON 759509102 1115 38700 36700 24900
TRINET CORP RLTY TR COMMON 896287109 1119 44100 44100 43500
COMMERCE BANCSHARES COMMON 200525103 1120 29085 29085 29085
WEEKS CORP COMMON 94856P102 1123 39300 39300 38600
KNIGHT-RIDDER INC COMMON 499040103 1125 22500 22500 21900
DSP COMMUNICATIONS COMMON 23332K106 1127 71000 70100 47400
PAYLESS SHOESOURCE COMMON 704379106 1128 24260 24100 24260
CAMBREX CORP COMMON 132011107 1128 51000 50300 51000
NL INDS INC COMMON 629156407 1128 125300 122900 112600
MATSUSHITA ELEC INDL ADR (10 576879209 1131 5850 5850 5700
ALTERA CORP COMMON 021441100 1131 19000 18800 17500
PENTAIR CORP COMMON 709631105 1131 33500 33500 33500
MDC HOLDINGS COMMON 552676108 1139 79200 76200 76000
</TABLE>
<PAGE> 9
<TABLE>
<S> <C> <C> <C> <C> <C> <C>
AIRBORNE FGHT CORP COMMON 009266107 1144 36900 36900 30500
SONIC CORP COMMON 835451105 1145 42500 42500 38000
NTL INC COMMON 629407107 1147 14100 13600 11700
EVEREST REINSURANCE COMMON 299808105 1148 36800 36300 36800
HONDA MTR LTD ADR (2 438128308 1150 12900 12900 11050
HIBERNIA CORP CLASS A 428656102 1158 87800 86200 87800
DIAMOND OFFSHORE DRL COMMON 25271C102 1167 36900 36900 36900
VARCO INTL INC COMMON 922126107 1169 105100 105100 103900
MEDIA GEN INC CLASS A 584404107 1176 25300 24500 15300
NORRELL CORP GA COMMON 656301108 1181 90400 90400 86000
TEXTRON INC COMMON 883203101 1192 15400 15400 15400
DQE INC COMMON 23329J104 1193 31100 30400 31100
BARRETT RES CORP COMMON 068480201 1198 47800 45500 42100
BEACON CAPITAL PTNRS BEACON 073561102 1200 60000 60000 60000
UMB FINL CORP COMMON 902788108 1201 31002 31002 31002
HS RES INC COMMON 404297103 1202 137400 137400 126900
LYONDELL CHEMICAL CO COMMON 552078107 1206 88100 88100 88100
HAYES LEMMERZ INTL COMMON 420781106 1213 51600 51100 51600
HITACHI LTD ADR (10 433578507 1219 16750 16750 14900
IMC GLOBAL INC COMMON 449669100 1247 61000 61000 61000
FEDERAL MOGUL CORP COMMON 313549107 1248 29200 29200 27600
WEST PHARMACEUT SVS COMMON 955306105 1253 39300 39300 39300
CONSOLIDATED FREIGHT COMMON 209232107 1255 106800 104400 103800
TOTAL S A SP ADR 89151E109 1263 20701 20701 20001
CONSOLIDATED PRODS COMMON 209798107 1264 72224 69849 67193
HORACE MANN EDUCATRS COMMON 440327104 1280 55200 55200 55200
ENGELHARD CORP COMMON 292845104 1280 75600 75600 75600
DAIN RAUSCHER CORP COMMON 233856103 1285 37800 37800 35000
NOVO-NORDISK A/S ADR (0. 670100205 1297 23800 23800 21600
TRINITY INDS INC COMMON 896522109 1298 44200 44200 44200
RELIANCE GROUP HLDGS COMMON 759464100 1330 173000 172000 173000
CMGI INC COMMON 125750109 1336 7300 7300 7200
VALERO ENERGY CORP COMMON 91913Y100 1338 53800 52400 51800
MOOG INC CLASS A 615394202 1348 44200 42900 44200
LEXMARK INTL GRP CLASS A 529771107 1354 12100 12000 9800
BORDERS GROUP INC COMMON 099709107 1354 96300 96300 96300
WENDYS INTL INC COMMON 950590109 1356 47700 47700 47700
BEST BUY INC COMMON 086516101 1357 26100 26100 23900
STARWOOD HTLS&RES PAIRED 85590A203 1361 47650 47650 46750
BUFFETS INC COMMON 119882108 1378 139500 139500 138000
GRACE W R & CO DEL COMMON 38388F108 1392 114800 113300 107000
ADVO INC COMMON 007585102 1394 72200 72200 53300
MEDITRUST WHEN 58501T306 1395 112200 112200 105700
CONSOLIDATED PAPERS COMMON 209759109 1405 59800 59800 59800
JOHNSTOWN AMER INDS COMMON 479477101 1407 94600 94600 94600
INACOM CORP COMMON 45323G109 1407 181600 178700 147600
POLYCOM INC COMMON 73172K104 1410 75200 73100 65000
TELEFONICA S A SP ADR 879382208 1414 11067 11067 9690
ENRON OIL & GAS COMMON 293562104 1420 85400 85400 85400
DYCOM INDUSTRIES INC COMMON 267475101 1425 32750 32750 30050
LINENS N THINGS INC COMMON 535679104 1429 31500 29100 30000
PATRIOT AMER HOSP PAIRED 703352203 1437 280405 280405 277991
AMBAC FINANCIAL GRP COMMON 023139108 1442 26700 26700 26700
DST SYS INC DEL COMMON 233326107 1448 24100 24100 24100
JDN RLTY CORP COMMON 465917102 1448 72850 72850 71750
AMERICAN TOWER CORP CLASS A 029912201 1450 59200 57600 47500
</TABLE>
<PAGE> 10
<TABLE>
<S> <C> <C> <C> <C> <C> <C>
TELEFONOS DE MEXICO SP ADR 879403780 1452 22000 22000 19300
PP&L RESOURCES INC COMMON 693499105 1455 58800 58800 58800
TOSCO CORP COMMON 891490302 1459 58800 58000 58800
ATLAS AIR INC COMMON 049164106 1465 50850 50200 50850
CHARTER ONE FINL COMMON 160903100 1466 50800 50800 50800
ITT INDS INC(IND) COMMON 450911102 1472 41600 41300 38500
INTERVOICE INC COMMON 461142101 1482 134700 133800 112600
QUANTUM CORP COMMON 747906105 1501 83400 83400 83400
SYLVAN LEARNING SYS COMMON 871399101 1514 55300 53700 36800
DONNELLEY R R & SONS COMMON 257867101 1522 47300 47300 41000
VERITAS DGC INC COMMON 92343P107 1533 107600 103500 86800
ASHLAND INC COMMON 044204105 1535 37500 37500 35800
BLOUNT INTL INC CLASS A 095177101 1536 53200 53200 52400
AMERADA HESS CORP COMMON 023551104 1552 30500 30500 27700
COMVERSE TECHNOLOGY COMMON 205862402 1556 18300 18300 18300
ABN AMRO HLDG NV SP ADR 000937102 1561 75468 75468 72000
SCOTTISH POWE INC 81013T705 1573 44700 44700 39900
PROVIDENT BANKSHARES COMMON 743859100 1586 60710 60710 51870
DPL INC COMMON 233293109 1587 96200 96200 96200
FREDDIE MAC COMMON 313400301 1588 27700 27700 24900
SYNOPSYS INC COMMON 871607107 1591 29600 29600 29600
CMS ENERGY CORP COMMON 125896100 1602 39800 39800 39800
POTOMAC ELEC PWR CO COMMON 737679100 1609 69400 69400 69400
SOUTHWEST BANCORP COMMON 84476R109 1615 131200 129700 127000
MINDSPRING ENTERPR COMMON 602683104 1618 18800 18300 14900
ELCOR CORP COMMON 284443108 1619 46000 43700 43800
JLG INDS INC COMMON 466210101 1623 119100 117100 94100
YPF SOCIEDAD ANONIMA SP ADR 984245100 1625 51500 51500 45400
BANKNORTH GROUP INC COMMON 06646L100 1633 57800 53800 54700
TIFFANY & CO COMMON 886547108 1637 21900 21900 21900
POWERTEL INC COMMON 73936C109 1637 114900 112700 110000
AMERISOURCE HEALTH CLASS A 03071P102 1641 48000 47600 40000
ROMAC INTL INC COMMON 775835101 1646 193700 187600 174900
AIR PRODS & CHEMS COMMON 009158106 1651 48200 48200 46000
OGDEN CORP COMMON 676346109 1663 69100 68800 64600
STERLING SOFTWARE COMMON 859547101 1667 70200 69800 70200
YORK INTL CORP COMMON 986670107 1670 47300 47300 47300
AMERN INTL GROUP INC COMMON 026874107 1672 13864 12685 13864
INDEPNDNT BK OF MASS COMMON 453836108 1677 122500 122500 117300
TELEPHONE & DATA SYS COMMON 879433100 1691 30000 30000 30000
TRANSOCEAN OFFSHORE COMMON 893817106 1691 58700 57800 58700
B A S F A G ADR (1 055262406 1694 46300 46300 39100
NEW PLAN EXC RLTY TR COMMON 648053106 1697 88420 88420 86540
IMMUNEX CORP COMMON 452528102 1698 20400 20400 20400
SPARTECH CORP COMMON 847220209 1702 82500 78900 68900
GENERAL MOTORS CORP CLASS H 370442832 1710 33900 33900 29400
ITC DELTACOM INC COMMON 45031T104 1714 78600 78600 57900
FLORIDA PROGRESS COMMON 341109106 1721 45600 45600 45600
RIO TINTO LTD SP ADR 767202104 1726 31000 31000 27200
PREMARK INTL INC COMMON 740459102 1729 52500 51700 52500
AKZO N V SP ADR 010199305 1748 47250 47250 42300
USA NETWORKS INC COMMON 902984103 1748 48800 48800 48800
LATTICE SEMICONDUCTR COMMON 518415104 1759 38600 37300 31700
BAYER A G SP ADR 072730302 1763 47050 47050 42300
GLAXO WELLCOME PLC SP ADR 37733W105 1767 26400 26400 22100
MERISTAR HOSPTLY CRP COMMON 58984Y103 1775 97594 97594 96670
</TABLE>
<PAGE> 11
<TABLE>
<S> <C> <C> <C> <C> <C> <C>
OLD KENT FINANCIAL COMMON 679833103 1781 42100 42100 39200
SOUTHWEST AIRLS CO COMMON 844741108 1794 59300 59300 54100
PORTUGAL TELECOM S A SP ADR 737273102 1801 41100 41100 35950
CENTRAL GARDEN&PET COMMON 153527106 1806 107000 104700 92600
BARR LABS INC COMMON 068306109 1824 59800 59800 59800
ECHOSTAR COMMNCTNS CLASS A 278762109 1828 22400 21400 22400
PEOPLES HERITAGE FIN COMMON 711147108 1829 101600 101600 101600
ESTERLINE TECH CORP COMMON 297425100 1837 142000 139300 112700
FERRO CORP COMMON 315405100 1843 74450 71350 56950
SCIENTIFIC ATLANTA COMMON 808655104 1845 67700 67700 67700
GROUPE DANONE SP ADR 399449107 1855 37200 37200 32200
STONE ENERGY CORP COMMON 861642106 1862 58200 57800 49200
WESTERN RES INC COMMON 959425109 1865 69900 69900 66100
AMERICA ONLINE INC COMMON 02364J104 1867 12700 12700 11300
SYNTEL INC COMMON 87162H103 1870 230200 224200 200100
MAIL-WELL INC COMMON 560321200 1882 140700 140700 132400
DAI NIPPON PRTG LTD ADR (10 233806207 1892 12450 12450 11850
CONSOLIDATED GRAPHIC COMMON 209341106 1894 32800 32200 29600
VALASSIS COMMUNICTNS COMMON 918866104 1894 36600 36600 36600
AHL SVCS INC COMMON 001296102 1904 92900 90300 87600
NICOR INC COMMON 654086107 1905 53000 53000 51800
TEMPLE INLAND INC COMMON 879868107 1908 30400 30400 29900
TIDEWATER INC COMMON 886423102 1912 73900 72900 73900
ASSOCIATED BRIT FOOD ADR (1 045519303 1917 273900 273900 244500
DOLE FOOD INC COMMON 256605106 1923 64100 64100 58400
KYOCERA CORP ADR (2 501556203 1926 36600 36600 33400
FAMILY DOLLAR STORES COMMON 307000109 1930 83900 83000 83900
CATO CORP CLASS A 149205106 1943 208600 204900 165400
EL PASO ENRGY CORP COMMON 283905107 1945 59500 59500 59500
HOSPITALITY PPTYS TR SH BEN 44106M102 1949 72000 72000 70600
PROTECTIVE LIFE CORP COMMOM 743674103 1981 52300 51800 52300
FOODMAKER INC COMMON 344839204 1981 77700 77200 70200
PRIDE INTL INC COMMON 741932107 1994 241700 241700 239900
HEINZ H J CO COMMON 423074103 1999 42200 42200 40100
RESOURCE BCSHRS MTG COMMON 761197102 2005 155700 149700 128800
RWE AG SP ADR 74975E303 2007 45350 45350 41050
JP REALTY INC COMMON 46624A106 2014 102300 102300 95200
BRITISH AIRWAYS PLC ADR (10 110419306 2018 29400 29400 27100
PACIFIC GATEWAY EXCH COMMON 694327107 2018 60800 60600 52700
RENAL CARE GRP INC COMMON 759930100 2027 103300 103300 103300
KIMCO REALTY CORP COMMON 49446R109 2039 55300 55300 54300
GREAT LAKES CHEM COMMON 390568103 2043 55600 55600 55600
NEWFIELD EXPL CO COMMON 651290108 2045 90400 90400 90400
GBC BANCORP CALIF COMMON 361475106 2049 136600 133200 108700
ING GROEP N V SP ADR 456837103 2052 37350 37350 33050
ORTHODONTIC CTRS COMMON 68750P103 2052 130300 130300 130300
MBIA INC COMMON 55262C100 2053 35400 35400 35400
NORTHEAST UTILS COMMON 664397106 2063 148700 148700 148700
EXPEDITORS INTL WASH COMMON 302130109 2068 38300 38300 32400
SCI SYSTEMS INC COMMON 783890106 2080 70200 70200 70200
PG&E CORP COMMON 69331C108 2097 67521 67300 61121
PRE PAID LEGAL SVCS COMMON 740065107 2100 85700 85700 85700
TJ INTL INC COMMON 872534102 2109 87400 87400 76400
TRUSTMARK CORP COMMON 898402102 2109 107100 107100 103300
TERADYNE INC COMMON 880770102 2117 38800 38800 38800
ROSS STORES INC COMMON 778296103 2121 48400 47900 48400
</TABLE>
<PAGE> 12
<TABLE>
<S> <C> <C> <C> <C> <C> <C>
NIPSCO INDUSTRIES COMMON 629140104 2128 78800 78800 78800
TYSON FOODS INC CLASS A 902494103 2133 103100 103100 103100
U S G CORP COMMON 903293405 2135 41550 41550 38550
ANSWERTHINK CONSLTNG COMMON 036916104 2142 76500 75300 63400
ALBANY INTL CORP CLASS A 012348108 2142 114218 110546 112570
ALLEGHENY ENERGY INC COMMON 017361106 2145 72700 72300 68800
BAXTER INTL INC COMMON 071813109 2158 32700 32700 29500
PROBUSINESS SRVS INC COMMON 742674104 2167 51600 49800 44700
ABM INDS INC COMMON 000957100 2172 71200 67400 69500
CBRL GROUP INC COMMON 12489V106 2173 120700 120700 120700
ROSLYN BANCORP INC COMMON 778162107 2188 129655 129655 109165
VITESSE SEMICONDCTOR COMMON 928497106 2192 43300 43000 43300
DEAN FOODS CO COMMON 242361103 2195 61600 61600 61500
POWERGEN PLC SP ADR 738905405 2196 48400 48400 43900
HERTZ CORP CLASS A 428040109 2199 41100 40600 41100
MAXXIM MED INC COMMON 57777G105 2208 117000 114000 90100
CIBER INC COMMON 17163B102 2213 114200 114200 114200
SUN MICROSYSTEM INC COMMON 866810104 2226 17800 17800 17800
THERAGENICS CORP COMMON 883375107 2249 321300 317400 285500
JONES PHARMA INC COMMON 480236108 2259 65000 65000 65000
FIRST REP BANK(S.F) COMMON 336158100 2268 94000 94000 71300
MEREDITH CORP COMMON 589433101 2279 72500 72500 71500
MILACRON INC COMMON 598709103 2282 144900 139900 124500
GENZYME CORP COMMON 372917104 2290 45400 45400 45400
BECKMAN COULTER INC COMMON 075811109 2305 52100 52100 52100
UNIPHASE CORP COMMON 909149106 2314 20100 20000 20100
COCA COLA ENTERPRISE COMMON 191219104 2314 76500 76500 68500
NAVISTAR INTL CORP COMMON 63934E108 2319 57700 57700 56800
ULTRAMAR DIAMOND SHM COMMON 904000106 2320 107300 107300 107300
DEUTSCHE BANK A G SP ADR 251525309 2333 45350 45350 40750
REPSOL S A SP ADR 76026T205 2352 45900 45900 40350
LIZ CLAIBORNE INC COMMON 539320101 2356 72200 72200 72200
KEYCORP COMMON 493267108 2373 78300 78300 68600
KEANE INC COMMON 486665102 2374 111400 111100 111400
DOLLAR GEN CORP COMMON 256669102 2380 70000 70000 70000
HIGHWOODS PPTYS INC COMMON 431284108 2396 101700 100800 100300
SUNSTONE HOTEL INVS COMMON 867933103 2407 334900 333800 319300
GERBER SCIENTIFIC COMMON 373730100 2410 119400 116900 106600
BRITISH TELECOMMUNTS ADR (10 111021408 2414 14700 14700 12850
COMPUWARE CORP COMMON 205638109 2416 101200 101200 91200
AMERN GREETINGS CORP CLASS A 026375105 2423 95500 95500 88750
CARLTON COMMUNICATN ADR (5 142872209 2427 49650 49650 44150
ASPECT DEV INC COMMON 045234101 2427 104400 101900 89100
ETHAN ALLEN INTERIOR COMMON 297602104 2431 58500 57500 50100
HILLENBRAND INDS INC COMMON 431573104 2448 53000 53000 47300
XOMED SURGICAL PRODS COMMON 98412V107 2451 62450 61050 53650
TIMES MIRROR COMPANY COMMON 887364107 2463 45500 45500 41900
NACCO INDS INC CLASS A 629579103 2466 33300 32800 30000
NOBLE DRILLING CORP COMMON 655042109 2475 142450 142450 142450
AUTOZONE INC COMMON 053332102 2479 81600 81600 81600
VULCAN MATLS CO COMMON 929160109 2491 60300 60300 57600
MASTECH CORP COMMON 57632N105 2500 192300 189500 169100
SILICON VY BANCSHARE COMMON 827064106 2514 121500 121500 99400
U S TR CORP COMMON 91288L105 2515 33900 33900 31300
WESTERN WIRELESS COR CLASS A 95988E204 2519 69500 67400 53000
RUBY TUESDAY INC COMMON 781182100 2525 145300 137800 107600
</TABLE>
<PAGE> 13
<TABLE>
<S> <C> <C> <C> <C> <C> <C>
LONE STAR INDS INC COMMON 542290408 2558 82500 79500 64400
FUJI PHOTO FILM ADR (1 359586302 2570 68750 68750 60750
UNITED STATIONERS COMMON 913004107 2574 168800 164400 141100
BORG-WARNER AUTO COMMON 099724106 2587 54100 52800 54100
FIRST IND REALTY TR COMMON 32054K103 2604 108800 108800 107300
NOVARTIS A G SP ADR 66987V109 2615 32237 32237 28984
ISTITUTO BANC SAN PA SP ADR 465224103 2617 81769 81769 74325
DEN DANSKE BK AF ADR (1 248206203 2632 25050 25050 22600
MARINE DRILLING CO COMMON 568240204 2655 241400 241400 232300
NINTENDO LTD ADR (0. 654445303 2658 245800 245800 224800
PNC BANK CORP COMMON 693475105 2667 48000 48000 43300
ELECTRONICS FOR IMAG COMMON 286082102 2683 68800 66300 55100
AMERN FINL GROUP COMMON 025932104 2688 76400 76400 76400
SKYTEL COMMUN INC COMMON 83087Q104 2698 162300 158600 131700
MEAD CORP COMMON 582834107 2703 87900 87900 87900
SOUTHWEST SECS GRP COMMON 845224104 2706 95800 93800 79800
WSFS FINL CORP COMMON 929328102 2710 185300 181800 163500
BE AEROSPACE INC COMMON 073302101 2720 184400 181300 159700
DORAL FINL CRP COMMON 25811P100 2732 148700 146300 114200
ARDEN RLTY GRP INC COMMON 039793104 2761 124100 124100 123100
ANCHOR BANCORP WIS COMMON 032839102 2768 180000 173000 155400
OEC MEDICAL SYSTEMS COMMON 670828102 2778 120800 117300 105500
HOST MARRIOTT CORP COMMON 44107P104 2780 249903 248303 246642
METALS USA INC COMMON 591324108 2789 318700 318700 317600
WERNER ENTERPRISES COMMON 950755108 2800 177774 170274 157524
COX RADIO INC CLASS A 224051102 2803 54700 54700 54700
DARDEN RESTAURANT COMMON 237194105 2811 136300 136300 136300
HOME DEPOT INC COMMON 437076102 2814 45200 45200 40600
MMC NETWORKS INC COMMON 55308N102 2818 176100 172200 149900
APPLIED PWR INC CLASS A 038225108 2839 104200 104200 94000
UNITED STATES CELLUL COMMON 911684108 2842 64600 64000 64600
ENDESA SA SP ADR 29258N107 2843 114300 114300 101900
TRIGON HEALTHCARE COMMON 89618L100 2846 83100 83100 83100
MCKESSON HBOC INC COMMON 58155Q103 2848 43154 43154 38192
MARRIOTT INTL INC CLASS A 571903202 2848 84700 84700 75800
MICRO SYSTEMS INC COMMON 594901100 2851 86400 84800 74900
CARRAMERICA RLTY CP COMMON 144418100 2853 129300 129300 127400
OFFICEMAX INC COMMON 67622M108 2856 331100 331100 331100
UNILEVER N V NY SHAR 904784501 2863 43100 43100 38500
HARTE HANKS INC COMMON 416196103 2864 104400 104400 104400
NESTLE S A SP ADR 641069406 2866 31550 31550 27900
SHELL TRANS&TRADING NEW YOR 822703609 2872 70700 70700 65000
HA-LO INDS INC COMMON 404429102 2881 234000 233100 199200
SPRINT CORP(FON GRP) COMMON 852061100 2895 29500 29500 26700
USX-US STEEL GROUP COMMON 90337T101 2902 123500 123500 114600
DATASCOPE CORP COMMON 238113104 2924 108300 106300 91100
C&D TECHNOLOGIES INC COMMON 124661109 2953 118700 118000 110400
TELECOM ITALIA S P A ADS (10 87927W106 2954 28300 28300 24500
STANDARD PRODS CO COMMON 853836104 2971 182800 177900 158400
ADELPHIA COMMUNCATN CLASS A 006848105 2986 47400 47400 39300
DIME BANCORP INC COMMON 25429Q102 2987 128800 128000 123700
METRIS COS INC COMMON 591598107 2995 74186 73686 69786
GREENPOINT FINL COMMON 395384100 2999 86300 86300 83700
NORTEK INC COMMON 656559101 3007 121500 119500 106300
RESMED INC COMMON 761152107 3009 106500 104500 90200
SUPERIOR TELECOM INC COMMON 868365107 3029 160500 159500 140125
</TABLE>
<PAGE> 14
<TABLE>
<S> <C> <C> <C> <C> <C> <C>
RATIONAL SOFTWARE COMMON 75409P202 3041 113400 111100 89500
PAINE WEBBER GRP INC COMMON 695629105 3046 76400 76400 74100
HANGER ORTHOPEDIC GP COMMON 41043F208 3058 226500 223600 200600
PFIZER INC COMMON 717081103 3066 22100 22100 20400
OFFICE DEPOT INC COMMON 676220106 3070 82000 81600 82000
US HOME CORP COMMON 911920106 3086 94600 94600 85300
FIDELITY NATL FINL COMMON 316326107 3087 205830 203080 182060
ADAPTEC INC COMMON 00651F108 3089 135400 135400 135400
NOVELLUS SYS INC COMMON 670008101 3104 56300 55200 46000
BALLY TOTAL FITNES COMMON 05873K108 3116 130500 130500 127700
OWENS CORNING COMMON 69073F103 3127 98300 98300 89300
KELLWOOD CO COMMON 488044108 3177 144000 142100 123700
TV GUIDE INC CLASS A 87307Q109 3179 86200 86200 78400
AVALONBAY COMMNTIES COMMON 053484101 3188 100000 99400 98400
PACIFIC CENTURY FINL COMMON 694058108 3194 153000 153000 153000
SIGCORP INC COMMON 826912107 3196 116750 116750 103600
CENTEX CORP COMMON 152312104 3217 96400 96400 93400
PREMIER PKS INC COMMON 740540208 3222 86500 83200 70600
AK STL HLDG CORP COMMON 001547108 3222 142800 138600 133900
STEWART ENTERPRISES CLASS A 860370105 3222 200600 200600 200600
SIMON PPTY INC COMMON 828806109 3224 117500 116600 113800
COVANCE INC COMMON 222816100 3236 129100 125200 109200
META GROUP INC COMMON 591002100 3238 210600 207000 186900
INTUIT COMMON 461202103 3246 31900 31800 31900
AMTRAN INC COMMON 03234G106 3247 170900 168300 149800
LIBERTY PPTY TR SH BEN 531172104 3252 156700 156700 154300
NATL AUSTRALIA BK SP ADR 632525408 3263 36150 36150 31950
GILLETTE CO COM COMMON 375766102 3263 54900 54900 49100
LEVEL ONE COMMUNICTN COMMON 527295109 3272 67300 66200 55500
MGI PPTYS INC COMMON 552885105 3274 119600 117300 110700
MICRON ELECTRONICS COMMON 595100108 3288 279800 276500 257300
SUNOCO INC COMMON 86764P109 3296 91400 91400 87900
U S FILTER CORP COMMON 911843209 3301 107800 107800 107800
BANCTEC INC COMMON 059784108 3301 268100 263000 232800
PROGRESS SOFTWARE COMMON 743312100 3310 97000 95300 78800
ARCHER-DANIEL MIDLND COMMON 039483102 3320 226012 226012 226012
BECTON DICKINSON COMMON 075887109 3333 87000 87000 76400
PINNACLE SYS INC COMMON 723481107 3344 73500 73300 62900
FLUOR CORP COMMON 343861100 3345 123900 123900 108400
EASTERN ENTERPRISES COMMON 27637F100 3347 92000 92000 82800
SCHWAB CHARLES CORP COMMON 808513105 3364 35000 35000 30650
LOEWS CORP COMMON 540424108 3366 45100 45100 45100
COPART INC COMMON 217204106 3370 162400 159400 131900
UAL CORP COMMON 902549500 3372 43300 43300 40600
BANCWEST CORP NEW COMMON 059790105 3378 80900 77500 79400
FIRST BANCORP P R COMMON 318672102 3402 141400 141100 117300
COMFORT SYS USA INC COMMON 199908104 3418 233700 225800 201800
MERCURY INTERACTIVE COMMON 589405109 3431 96300 94500 73300
DISNEY WALT CO COMMON 254687106 3439 110500 110500 98500
HSBC HLDGS PLC SP ADR 404280307 3452 11010 11010 9710
PACIFICARE HEALTH CLASS B 695112201 3453 50600 50400 50600
VORNADO RLTY TR SH BEN 929042109 3498 101400 100400 97400
GENERAL CABLE CORP COMMON 369300108 3502 331550 326450 283650
ASTORIA FINL CORP COMMON 046265104 3505 70100 70100 66600
MANITOWOC INC COMMON 563571108 3513 83900 83100 82500
METROMEDIA FIBR NTWK CLASS A 591689104 3523 68000 67100 58700
</TABLE>
<PAGE> 15
<TABLE>
<S> <C> <C> <C> <C> <C> <C>
BEAR STEARNS COS INC COMMON 073902108 3526 78907 78015 71452
IBP INC COMMON 449223106 3528 189400 189400 181600
MAYTAG CORP COMMON 578592107 3532 58500 58500 52000
ASTRA AB SP ADR 046298105 3549 154732 154732 136732
FEDERAL SIGNAL CORP COMMON 313855108 3549 170000 170000 170000
GPU INC COMMON 36225X100 3589 96200 96200 83675
FLEET FINL GROUP INC COMMON 338915101 3601 95700 95700 86500
MACK CALI RLTY CORP COMMON 554489104 3616 123100 123100 111900
VIAD CORP COMMON 92552R109 3643 131000 130400 126700
AVT CORP COMMON 002420107 3658 153200 150900 135200
REINSURANCE GRP COMMON 759351109 3675 86350 84200 84750
INTERSTATE ENRGY CRP COMMON 460845100 3688 138518 138518 114692
MINNESOTA MNG & MFG COMMON 604059105 3693 52200 52200 52200
AMR CORP COMMON 001765106 3707 63300 63300 56600
PROCTER & GAMBLE CO COMMON 742718109 3722 38000 38000 34300
FBL FINL GROUP INC COMMON 30239F106 3731 210200 209800 189900
DETROIT DIESEL CORP COMMON 250837101 3735 166000 164400 143100
ENERGEN CORP COMMON 29265N108 3743 250600 250600 222000
EVERGREEN RES INC COMMON 299900308 3746 187300 184800 174400
SPX CORP COMMON 784635104 3748 74300 73800 74300
MINIMED INC COMMON 60365K108 3831 37700 36900 33500
GENCORP INC COMMON 368682100 3863 214600 212400 191800
SMITH CHARLES E RES COMMON 832197107 3864 125400 125100 119700
PILGRIMS PRIDE CORP CLASS B 721467108 3876 235800 233600 212500
SKYWEST INC COMMON 830879102 3878 134300 132900 116900
ROCK-TENN CO CLASS A 772739207 3881 252400 246800 224700
ACCLAIM ENTMT INC COMMON 004325205 3881 434200 428500 389400
SARA LEE CORP COMMON 803111103 3886 157000 157000 140300
ACXIOM CORP COMMON 005125109 3890 146800 145100 124900
STANDARD PAC CORP COMMON 85375C101 3905 303300 298100 289500
XIRCOM INC COMMON 983922105 3912 155700 153600 143200
RECOTON CORP COMMON 756268108 3941 281500 278300 232200
UST INC COMMON 902911106 3945 151000 151000 150000
APPLIED MICRO CRCTS COMMON 03822W109 3950 92400 90600 74300
DALLAS SEMICONDUCTOR COMMON 235204104 3967 102700 100800 89100
EQUITY OFFICE PPTYS COMMON 294741103 3986 157079 155979 151979
COMMONWEALTH ENERGY COMMON 202800108 4001 105300 103300 102500
CMP GROUP INC COMMON 125887109 4004 217900 208700 187000
DOW CHEM CO COMMON 260543103 4016 43100 43100 38500
LANDAMERICA FINL G COMMON 514936103 4019 138600 137500 118900
SOCIETE GENERALE FR SP ADR 83364L109 4030 104850 104850 94650
SPRINGS INDS INC CLASS A 851783100 4038 149200 146900 126900
JACOBS ENGR GROUP COMMON 469814107 4070 103200 101600 81300
MORGAN STAN DN WT&CO COMMON 617446448 4092 40950 40950 38450
EQUITY RESIDENTIAL SH BEN 29476L107 4183 101400 100900 99100
CHEESECAKE FACTORY COMMON 163072101 4201 176900 174000 157600
NAC RE CORP COMMON 628907107 4204 78300 76800 76200
AMERN EAGLE OUTFITT COMMON 02553D108 4273 59600 58700 51300
QUALCOMM INC COMMON 747525103 4279 34400 34300 31000
PUBLIC STORAGE INC COMMON 74460D109 4284 171358 171358 168300
CITIGROUP INC COMMON 172967101 4292 67200 67200 60550
ANNTAYLOR STORES COMMON 036115103 4304 97400 95900 83200
BURLINGTON INDS INC COMMON 121693105 4329 653400 653400 594700
MOBIL CORP COMMON 607059102 4354 49480 49480 45450
FURNITURE BRANDS INT COMMON 360921100 4372 197600 197600 188100
CILCORP INC COMMON 171794100 4403 73300 73300 65700
</TABLE>
<PAGE> 16
<TABLE>
<S> <C> <C> <C> <C> <C> <C>
TECHNITROL INC COMMON 878555101 4403 190900 189000 169300
ROYAL DUTCH PETROL NLG1.25 780257804 4430 85200 85200 78200
PRECISION CASTPARTS COMMON 740189105 4452 110600 110600 110600
CARLISLE COS INC COMMON 142339100 4469 95600 95600 89800
TEXAS INDS INC COMMON 882491103 4484 180700 178100 153800
WEBSTER FINANCIAL CO COMMON 947890109 4496 155700 150300 148300
LABOR READY INC COMMON 505401208 4554 174300 171300 155500
ROBERTS PHARMACEUTIC COMMON 770491108 4563 219900 216700 196200
TREDEGAR INDS INC COMMON 894650100 4565 147550 145950 130250
TECO ENERGY INC COMMON 872375100 4571 230000 230000 230000
VIACOM INC CLASS B 925524308 4575 54500 54500 48600
NUI CORP COMMON 629430109 4586 212700 210200 181300
MACERICH CO COMMON 554382101 4660 205400 204600 175700
CHUBB CORP COMMON 171232101 4685 80000 80000 80000
RAYTHEON COMPANY CLASS B 755111408 4690 80000 80000 80000
USX MARATHON GROUP COMMON 902905827 4697 170800 170800 150200
DII GROUP INC COMMON 232949107 4744 162200 160300 137200
BEDFORD PPTY INV INC COMMON 076446301 4756 325200 325200 280800
HUBCO INC COMMON 404382103 4782 142491 142491 118440
CINERGY CORP COMMON 172474108 4796 174400 174400 170000
COCA COLA CO COMMON 191216100 4812 78400 78400 71500
MEDQUIST INC COMMON 584949101 4824 160800 157600 143500
FIRST AMERN FINL COMMON 318522307 4839 306000 302800 259700
FANNIE MAE COMMON 313586109 4848 70000 70000 64700
SUNTRUST BANKS INC COMMON 867914103 4856 78000 78000 78000
CULLEN FROST BANKERS COMMON 229899109 4861 101400 99300 97500
FOREST LABS INC COMMON 345838106 4888 86700 86700 79400
TRUE NORTH COMMUNCTN COMMON 897844106 4889 174600 172300 153100
ASSOCIATES FIRST CAP CLASS A 046008108 4938 109742 109742 100382
BIOMATRIX INC COMMON 09060P102 4953 63600 63500 54100
LOCKHEED MARTIN CORP COMMON 539830109 4959 131360 131360 130600
CNET INC COMMON 125945105 4975 54000 52800 46300
UNITED TECHNOLOGIES COMMON 913017109 5004 36950 36950 34150
NATIONAL DATA CORP COMMON 635621105 5023 119600 118000 114700
TESORO PETE CORP COMMON 881609101 5033 457500 453400 388300
SHOPKO STORES INC COMMON 824911101 5034 168500 166600 142100
GRACO INC COMMON 384109104 5034 228150 225450 208350
GRANITE CONSTR INC COMMON 387328107 5042 215700 213600 189300
HOOPER HOLMES INC COMMON 439104100 5059 323800 319900 276900
TRANSWITCH CORP COMMON 894065101 5073 112100 110300 98400
ANALOG DEVICES INC COMMON 032654105 5084 170900 170900 170900
JABIL CIRCUIT INC COMMON 466313103 5111 126200 124900 114100
NCR CORP COMMON 62886E108 5150 103000 102600 101900
GANNETT INC DEL COMMON 364730101 5151 81760 81760 75060
DELPHI FINL GRP CLASS A 247131105 5194 153336 151136 131947
PULTE CORP COMMON 745867101 5207 250200 248200 224400
HANOVER COMPRESSOR COMMON 410768105 5255 198300 195000 178500
REPUBLIC BANCORP COMMON 760282103 5259 404500 396700 339300
TORCHMARK CORP COMMON 891027104 5345 169000 169000 169000
TEREX CORP COMMON 880779103 5358 222100 219100 196300
ANADARKO PETE COMMON 032511107 5364 142100 142100 142100
FISERV INC COMMON 337738108 5405 100800 100500 100800
ONEOK INC COMMON 682680103 5480 221400 219800 208400
DUKE ENERGY CORP COMMON 264399106 5481 100000 100000 100000
CLECO CORPORATION COMMON 12561M107 5531 187500 187500 168700
KILROY RLTY CORP COMMON 49427F108 5574 271900 271900 253300
</TABLE>
<PAGE> 17
<TABLE>
<S> <C> <C> <C> <C> <C> <C>
SBC COMMUNICATIONS COMMON 78387G103 5578 118200 118200 106800
EARTHGRAINS CO COMMON 270319106 5716 257600 254600 238800
CMAC INVT CORP COMMON 125662106 5721 146700 145500 135500
KOGER EQUITY INC COMMON 500228101 5745 427500 427500 398650
COOPER TIRE & RUBBER COMMON 216831107 5748 312800 312800 312800
FIRST FED FINL CORP COMMON 337907109 5789 360400 359900 309800
CATERPILLAR INC COMMON 149123101 5839 127100 127100 127100
CEC ENTMT INC COMMON 125137109 5862 163400 160600 144100
COASTAL CORP COMMON 190441105 5890 178480 177480 157430
SCHERING PLOUGH CORP COMMON 806605101 5939 107500 107500 99700
SEACOR SMIT INC COMMON 811904101 6011 111700 110200 94900
TECUMSEH PRODS CO CLASS A 878895200 6026 118300 118100 118300
BIOGEN INC COMMON 090597105 6053 52950 52950 52950
FELCOR LODGING TR COMMON 31430F101 6110 263510 263510 227188
PRESIDENTIAL LIFE COMMON 740884101 6135 342000 339600 314700
BROADVISION INC COMMON 111412102 6136 102700 100600 89000
JOHNSON & JOHNSON COMMON 478160104 6180 66100 66100 61200
DOWNEY FINANCIAL COMMON 261018105 6217 339490 332690 300995
CBL & ASSOCIATE PROP COMMON 124830100 6229 267900 267900 246000
LEGATO SYS INC COMMON 524651106 6257 121200 118500 107700
MACROMEDIA INC COMMON 556100105 6271 138400 136600 123200
AMERICA WEST HLDGS CLASS B 023657208 6352 333200 329400 309200
PMC-SIERRA INC COMMON 69344F106 6357 89300 87900 77700
SL GREEN RLTY CORP COMMON 78440X101 6383 339300 338800 303400
WARNER LAMBERT CO COMMON 934488107 6393 96500 96500 87000
ABBOTT LABS COMMON 002824100 6434 137440 137440 128160
ATLANTIC RICHFIELD COMMON 048825103 6435 88000 88000 88000
NATIONAL CITY CORP COMMON 635405103 6468 97440 97440 97440
BRINKER INTL INC COMMON 109641100 6539 252100 251800 238300
WHIRLPOOL CORP COMMON 963320106 6596 121300 121300 121300
APTARGROUP INC COMMON 038336103 6687 257200 255600 223900
DAYTON HUDSON CORP COMMON 239753106 6769 101600 101600 90700
DUN & BRADSTREET CO COMMON 26483B106 6769 190000 190000 190000
TEXACO INC COMMON 881694103 6776 119400 119400 108000
ESSEX PPTY TR INC COMMON 297178105 6894 263900 263900 242500
WAL MART STORES INC COMMON 931142103 6969 75600 75600 68500
SAPIENT CORP COMMON 803062108 7102 99500 97500 85900
MEDIMMUNE INC COMMON 584699102 7108 120100 118500 107100
EMC CORP MASS COMMON 268648102 7160 56050 56050 50150
LUCENT TECHNOLOGIES COMMON 549463107 7171 66402 66402 59902
CISCO SYSTEMS INC COMMON 17275R102 7220 65900 65900 59550
CANANDAIGUA BRANDS CLASS A 137219200 7415 147200 146300 139100
KIMBERLY CLARK CORP COMMON 494368103 7430 155000 155000 155000
BELLSOUTH CORP COMMON 079860102 7432 185500 185500 167450
ORION CAP CORP COMMON 686268103 7469 239000 237500 215200
UNIVERSAL CORP COMMON 913456109 7513 293900 291100 270300
HOLLINGER INTL INC CLASS A 435569108 7549 556600 546800 516800
MELLON BANK CORP COMMON 585509102 7565 107500 107500 95600
SAFEWAY INC COMMON 786514208 7589 147900 147900 133300
THE MCCLATCHY CO CLASS A 579489105 7706 229600 228600 205100
PHILIP MORRIS CO INC COMMON 718154107 7707 219025 219025 202475
STATE STREET CORP COMMON 857477103 7814 95000 95000 95000
COMPAQ COMPUTER CORP COMMON 204493100 7859 248000 248000 248000
FLAGSTAR BANCORP INC COMMON 337930101 7876 297200 292200 268300
BALL CORP COMMON 058498106 7909 168500 168200 156100
JONES APPAREL GROUP COMMON 480074103 7926 283700 282800 262000
</TABLE>
<PAGE> 18
<TABLE>
<S> <C> <C> <C> <C> <C> <C>
PRENTISS PPTYS TR SH BEN 740706106 7946 423800 422700 398700
TEXAS INSTRS INC COMMON 882508104 7960 80200 80200 80200
BELL ATLANTIC CORP COMMON 077853109 8167 158006 158006 140906
CIGNA CORP COMMON 125509109 8182 97625 97625 87000
MINNESOTA POWER INC COMMON 604110106 8295 420000 412800 386000
GEOTEL COMM CORP COMMON 373656107 8303 181000 177900 155800
AMERICAN EXPRESS CO COMMON 025816109 8313 70600 70600 63675
COMMERCE BANC INC NJ COMMON 200519106 8345 202292 200717 171608
HAWAIIAN ELEC INDS COMMON 419870100 8352 238200 238200 223900
FOOTSTAR INC COMMON 344912100 8358 261200 255200 231400
NVR INC COMMON 62944T105 8429 200100 196200 176900
INSITUFORM TECH INC CLASS A 457667103 8501 485780 479480 442380
KNOLL INC COMMON 498904101 8621 350100 348000 326600
PITNEY BOWES INC COMMON 724479100 8625 135300 135300 133800
HEWLETT PACKARD CO COMMON 428236103 8639 127400 127400 122800
TYCO INTL LTD COMMON 902124106 8890 123900 123900 111600
PHELPS DODGE CORP COMMON 717265102 8904 180800 180800 180800
STILLWATER MNG CO COMMON 86074Q102 9011 341650 337000 306050
NETWORK APPLIANCE COMMON 64120L104 9032 178400 175700 162000
DEXTER CORP COMMON 252165105 9044 287100 283900 259300
MATTEL INC COMMON 577081102 9107 365200 365200 365200
ARVIN INDS INC COMMON 043339100 9119 270700 266500 240900
AMERICAN HOME PRODS COMMON 026609107 9135 140000 140000 140000
COORS ADOLPH CO CLASS B 217016104 9218 170700 169100 157800
ELECTRONIC DATA SYS COMMON 285661104 9251 190000 190000 190000
AMERICAN GEN CORP COMMON 026351106 9299 131901 131901 131900
LASON INC COMMON 51808R107 9484 168600 166100 146300
DEVRY INC DEL COMMON 251893103 9701 334500 330900 290500
INTL SPEEDWAY CORP CLASS A 460335201 9706 184000 180200 162300
CHASE MANHATTAN CORP COMMON 16161A108 9833 120840 120840 110920
MGIC INVT CORP COMMON 552848103 9933 283300 283300 283300
IMPERIAL BANCORP COMMON 452556103 10010 584530 576554 517030
SHURGARD STORAGE COMMON 82567D104 10095 399800 399400 359200
THE LIMITED INC COMMON 532716107 10104 255000 255000 255000
AMERITECH CORP COMMON 030954101 10165 176400 176400 171100
MYLAN LABS INC COMMON 628530107 10260 373950 373950 373950
ALLSTATE CORP COMMON 020002101 10296 277800 277800 275400
ZALE CORP COMMON 988858106 10660 311800 309200 283400
CENTURY TEL ENTERPR COMMON 156686107 10692 152200 151900 150400
BANKAMERICA CORP COMMON 06605F102 10855 153701 153701 152839
DELL COMPUTER CORP COMMON 247025109 10973 268450 268450 242650
ORACLE CORP COMMON 68389X105 11018 417750 417750 413700
BINDLEY WESTN INDS COMMON 090324104 11177 391322 385922 348058
ALPHARMA INC CLASS A 020813101 11222 285900 282600 249600
AT&T CORP COMMON 001957109 11309 141700 141700 127575
VISX INC DEL COMMON 92844S105 11455 106500 105300 97000
BIOMET INC COMMON 090613100 11575 276000 276000 276000
XEROX CORP COMMON 984121103 11749 225400 225400 218400
INTEL CORP COMMON 458140100 11776 99061 99061 89811
CENTEX CONSTR PROD COMMON 15231R109 11906 342000 338900 309700
BANK ONE CORPORATION COMMON 06423A103 12114 220000 220000 210800
AFLAC INC COMMON 001055102 13272 243800 243600 241600
EXPRESS SCRIPTS INC CLASS A 302182100 14291 166300 164900 150100
BRISTOL MYERS SQUIBB COMMON 110122108 14326 223400 223400 218200
EXXON CORP COMMON 302290101 14832 210200 210200 199200
LOWES CO COMMON 548661107 15615 258100 258100 255100
</TABLE>
<PAGE> 19
<TABLE>
<S> <C> <C> <C> <C> <C> <C>
MERCK & CO INC COMMON 589331107 16595 207110 207110 188370
FORD MOTOR CO COMMON 345370100 17882 315440 315440 298540
GAP INC COMMON 364760108 19679 292350 292350 284850
IBM COMMON 459200101 22759 128400 128400 120200
GENERAL ELEC CO COMMON 369604103 23103 208845 208845 188445
MICROSOFT CORP COMMON 594918104 23795 265500 265500 239300
SUMMARY TOTALS 2501249 80768777 80073077 74330508
</TABLE>
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