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<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: 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: 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/ Frank Bisognano Boston, Massachusetts August 3, 1999
- --------------------- ------------------------- ------------------
[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: 864
Form 13F Information Table Value Total: 2,553,679
List of Other Included Managers:
No. 13F File Number Name
<PAGE> 3
<TABLE>
<CAPTION>
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER TITLE CUSIP FAIR SHARES OR INVESTMENT DISCRETION MANAGERS VOTING AUTHORITY
OF NUMBER MARKET PRINCIPAL SHARED
CLASS VALUE AMOUNT SOLE SHARED OTHER SOLE SHARED NONE
(A) B) (C) (A) (B) (C)
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ABACUS DIRECT CORP COMMON 002553105 3056 33400 33400 0 29300 0 4100
ABBOTT LABS COMMON 002824100 4747 104620 104620 0 94640 0 9980
ABERCROMBIE & FITCH CLASS A 002896207 864 18000 18000 0 16600 0 1400
ABM INDS INC COMMON 000957100 2185 71200 71200 0 69500 0 1700
ABN AMRO HLDG NV SP ADR 000937102 366 16600 16600 0 12000 0 4600
ACCLAIM ENTMT INC COMMON 004325205 1790 280800 280800 0 236000 0 44800
ACNIELSEN CORP COMMON 004833109 224 7400 7400 0 7400 0 0
ACX TECHNOLOGIES INC COMMON 005123104 260 16000 16000 0 4900 0 11100
ACXIOM CORP COMMON 005125109 2698 108200 108200 0 94300 0 13900
ADAPTEC INC COMMON 00651F108 5134 145400 145400 0 145400 0 0
ADC TELECOMMUNICATNS COMMON 000886101 342 7500 7500 0 7500 0 0
ADOBE SYSTEMS INC COMMON 00724F101 1241 15100 15100 0 14700 0 400
ADVO INC COMMON 007585102 1280 61700 61700 0 42800 0 18900
AEROFLEX INC COMMON 007768104 2779 140700 140700 0 115400 0 25300
AFFILIATED COMP SVCS CLASS A 008190100 273 5400 5400 0 5400 0 0
AFFILIATED MANAGE GR COMMON 008252108 214 7100 7100 0 0 0 7100
AFLAC INC COMMON 001055102 12203 254900 254900 0 252700 0 2200
AGL RESOURCES INC COMMON 001204106 1377 74700 74700 0 74700 0 0
AHL SVCS INC COMMON 001296102 2150 86200 86200 0 80900 0 5300
AIR PRODS & CHEMS COMMON 009158106 1940 48200 48200 0 46000 0 2200
AIRBORNE FGHT CORP COMMON 009266107 413 14900 14900 0 9600 0 5300
AK STL HLDG CORP COMMON 001547108 2952 131200 131200 0 113500 0 17700
AKZO N V SP ADR 010199305 587 13850 13850 0 9500 0 4350
ALASKA AIR GROUP INC COMMON 011659109 493 11800 11800 0 7600 0 4200
ALBANY INTL CORP CLASS A 012348108 2445 116418 116418 0 114770 0 1648
ALIANT COMMUN INC COMMON 016090102 499 10800 10800 0 10800 0 0
ALLEGHENY ENERGY INC COMMON 017361106 2709 84500 84500 0 81000 0 3500
ALLERGAN INC COMMON 018490102 3374 30400 30400 0 27300 0 3100
ALLIANT CORP COMMON 018802108 3143 110753 110753 0 87627 0 23126
ALLMERICA FINL CORP COMMON 019754100 930 15300 15300 0 13300 0 2000
ALLSTATE CORP COMMON 020002101 8797 245200 245200 0 244200 0 1000
ALPHARMA INC CLASS A 020813101 9282 261000 261000 0 225700 0 35300
ALTERA CORP COMMON 021441100 1620 44000 44000 0 41600 0 2400
AMBAC FINANCIAL GRP COMMON 023139108 1799 31500 31500 0 31500 0 0
AMER MGMNT SYS COMMON 027352103 1898 59200 59200 0 49000 0 10200
AMERADA HESS CORP COMMON 023551104 3243 54500 54500 0 51400 0 3100
AMERICA ONLINE INC COMMON 02364J104 1249 11300 11300 0 8600 0 2700
AMERICA WEST HLDGS CLASS B 023657208 5453 288900 288900 0 264900 0 24000
AMERICAN EAGLE OUTFT COMMON 02553E106 5164 113500 113500 0 96900 0 16600
AMERICAN EXPRESS CO COMMON 025816109 8575 65900 65900 0 58325 0 7575
AMERICAN GEN CORP COMMON 026351106 8442 112001 112001 0 112001 0 0
AMERICAN HOME PRODS COMMON 026609107 8033 140000 140000 0 140000 0 0
AMERICAN NATL INS CO COMMON 028591105 207 2900 2900 0 2900 0 0
AMERISOURCE HEALTH CLASS A 03071P102 2117 83000 83000 0 80600 0 2400
AMERITECH CORP COMMON 030954101 12767 173700 173700 0 168000 0 5700
AMERN FINL GROUP COMMON 025932104 2602 76400 76400 0 76400 0 0
AMERN GREETINGS CORP CLASS A 026375105 616 20450 20450 0 18250 0 2200
AMERN HERITAGE LIFE COMMON 026522102 627 25600 25600 0 17000 0 8600
AMERN INTL GROUP INC COMMON 026874107 1129 9627 9627 0 9127 0 500
AMERN PWR CONVERSION COMMON 029066107 869 43200 43200 0 43200 0 0
AMGEN INC COMMON 031162100 4754 78100 78100 0 69800 0 8300
AMR CORP COMMON 001765106 1406 20600 20600 0 18200 0 2400
AMTRAN INC COMMON 03234G106 2721 110500 110500 0 91900 0 18600
ANADARKO PETE COMMON 032511107 5971 162200 162200 0 162200 0 0
ANALOG DEVICES INC COMMON 032654105 8808 175500 175500 0 175500 0 0
</TABLE>
<PAGE> 4
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ANCHOR BANCORP WIS COMMON 032839102 2982 167400 167400 0 142800 0 24600
ANDRX CORP COMMON 034551101 4504 58400 58400 0 47900 0 10500
ANHEUSER BUSCH COS COMMON 035229103 9591 135200 135200 0 131700 0 3500
ANNTAYLOR STORES COMMON 036115103 3096 68800 68800 0 54600 0 14200
ANSWERTHINK CONSLTNG COMMON 036916104 2156 85400 85400 0 72300 0 13100
APACHE CORP COMMON 037411105 2707 69400 69400 0 68300 0 1100
APPLIED MICRO CRCTS COMMON 03822W109 5198 63200 63200 0 53800 0 9400
APPLIED PWR INC CLASS A 038225108 2586 94700 94700 0 84500 0 10200
APRIA HEALTHCARE GRP COMMON 037933108 610 35900 35900 0 35900 0 0
APTARGROUP INC COMMON 038336103 6921 230700 230700 0 197400 0 33300
ARCHER-DANIEL MIDLND COMMON 039483102 3489 226012 226012 0 226012 0 0
ARDEN RLTY GRP INC COMMON 039793104 2760 112100 112100 0 111100 0 1000
ARROW ELECTRS INC COMMON 042735100 762 40100 40100 0 40100 0 0
ARVIN INDS INC COMMON 043339100 10097 266600 266600 0 233100 0 33500
ASHLAND INC COMMON 044204105 2070 51600 51600 0 49900 0 1700
ASPECT DEV INC COMMON 045234101 3541 191400 191400 0 147400 0 44000
ASSOCIATED BRIT FOOD ADR 045519402 512 78479 78479 0 56880 0 21599
ASSOCIATES FIRST CAP CLASS A 046008108 3964 89834 89834 0 80440 0 9394
ASSTD LIVING CPTS COMMON 04543L109 179 63500 63500 0 61100 0 2400
ASTRAZENECA PLC SP ADR 046353108 867 22116 22116 0 16053 0 6063
AT&T CORP COMMON 001957109 24516 439749 439749 0 417587 0 22162
ATLANTIC RICHFIELD COMMON 048825103 7354 88000 88000 0 88000 0 0
ATLAS AIR INC COMMON 049164106 2133 66150 66150 0 66150 0 0
ATMEL CORP COMMON 049513104 801 30600 30600 0 30600 0 0
AUTODESK INC COMMON 052769106 367 12400 12400 0 12400 0 0
AUTOZONE INC COMMON 053332102 2458 81600 81600 0 81600 0 0
AVALONBAY COMMNTIES COMMON 053484101 3563 96300 96300 0 94700 0 1600
AVID TECHNOLOGY INC COMMON 05367P100 466 28900 28900 0 24100 0 4800
AVIS RENT A CAR INC COMMON 053790101 521 17900 17900 0 9300 0 8600
AVNET INC COMMON 053807103 1144 24600 24600 0 24600 0 0
AVON PRODS INC COMMON 054303102 1582 28500 28500 0 25300 0 3200
AVT CORP COMMON 002420107 5598 147800 147800 0 129800 0 18000
AVX CORP COMMON 002444107 236 9700 9700 0 9700 0 0
B A S F A G ADR 055262406 626 14250 14250 0 9100 0 5150
BALL CORP COMMON 058498106 7449 176300 176300 0 163500 0 12800
BALLY TOTAL FITNES COMMON 05873K108 3028 106700 106700 0 96500 0 10200
BANCWEST CORP NEW COMMON 059790105 3542 95100 95100 0 93600 0 1500
BANK OF AMERN CORP COMMON 060505104 11169 152352 152352 0 151973 0 379
BANK ONE CORPORATION COMMON 06423A103 11746 197200 197200 0 187600 0 9600
BANKNORTH GROUP INC COMMON 06646L100 1693 51300 51300 0 48200 0 3100
BANTA CORP COMMON 066821109 458 21800 21800 0 17300 0 4500
BARD C R INC COMMON 067383109 1841 38500 38500 0 35400 0 3100
BARNES & NOBLES COMMON 067774109 230 8400 8400 0 8400 0 0
BARR LABS INC COMMON 068306109 2385 59800 59800 0 59800 0 0
BARRETT RES CORP COMMON 068480201 794 20700 20700 0 15000 0 5700
BASIN EXPL INC COMMON 070107107 1017 50700 50700 0 27600 0 23100
BAXTER INTL INC COMMON 071813109 1861 30700 30700 0 27200 0 3500
BAYER A G SP ADR 072730302 635 15250 15250 0 10900 0 4350
BE AEROSPACE INC COMMON 073302101 3310 177100 177100 0 152400 0 24700
BEAR STEARNS COS INC COMMON 073902108 3945 84377 84377 0 74802 0 9575
BECKMAN COULTER INC COMMON 075811109 3686 75800 75800 0 75800 0 0
BECTON DICKINSON COMMON 075887109 2676 89200 89200 0 78100 0 11100
BED BATH & BEYOND COMMON 075896100 893 23200 23200 0 23200 0 0
BEDFORD PPTY INV INC COMMON 076446301 5354 299500 299500 0 256000 0 43500
BELL ATLANTIC CORP COMMON 077853109 3897 59606 59606 0 52206 0 7400
BELLSOUTH CORP COMMON 079860102 8275 179400 179400 0 159850 0 19550
BERGEN BRUNSWIG CORP CLASS A 083739102 1199 69500 69500 0 69500 0 0
BEST BUY INC COMMON 086516101 2113 31300 31300 0 30200 0 1100
BINDLEY WESTN INDS COMMON 090324104 9766 423473 423473 0 365808 0 57665
BIOGEN INC COMMON 090597105 6123 95200 95200 0 95200 0 0
BIOMATRIX INC COMMON 09060P102 2516 116700 116700 0 97700 0 19000
</TABLE>
<PAGE> 5
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BIOMET INC COMMON 090613100 10196 256500 256500 0 256500 0 0
BJS WHOLESALE CLUB COMMON 05548J106 526 17500 17500 0 17500 0 0
BLACK HILLS CORP COMMON 092113109 1034 44700 44700 0 40800 0 3900
BLANCH E W HLDGS COMMON 093210102 382 5600 5600 0 5200 0 400
BLYTH INDUSTRIES INC COMMON 09643P108 794 23350 23350 0 23350 0 0
BOB EVANS FARMS INC COMMON 096761101 795 40000 40000 0 37800 0 2200
BOISE CASCADE CORP COMMON 097383103 274 6400 6400 0 6400 0 0
BORDERS GROUP INC COMMON 099709107 1539 97300 97300 0 97300 0 0
BORG-WARNER AUTO COMMON 099724106 2327 42300 42300 0 42300 0 0
BOSTON PROPERTIES COMMON 101121101 542 15100 15100 0 14100 0 1000
BOWNE & CO INC COMMON 103043105 229 17100 17100 0 4400 0 12700
BRIGGS & STRATTON CO COMMON 109043109 1305 22600 22600 0 21700 0 900
BRINKER INTL INC COMMON 109641100 6509 236700 236700 0 224100 0 12600
BRISTOL MYERS SQUIBB COMMON 110122108 13904 197400 197400 0 191800 0 5600
BRITISH AIRWAYS PLC ADR 110419306 650 9100 9100 0 6800 0 2300
BRITISH TELECOMMUNTS ADR 111021408 848 4950 4950 0 3550 0 1400
BROADVISION INC COMMON 111412102 9359 126900 126900 0 104400 0 22500
BRUNSWICK CORP COMMON 117043109 1332 47800 47800 0 47800 0 0
BUDGET GROUP INC CLASS A 119003101 959 77900 77900 0 77900 0 0
BUFFETS INC COMMON 119882108 1283 111600 111600 0 110100 0 1500
BURLINGTON INDS INC COMMON 121693105 6065 655700 655700 0 597000 0 58700
C&D TECHNOLOGIES INC COMMON 124661109 2704 88300 88300 0 84100 0 4200
CABLETRON SYS INC COMMON 126920107 606 46600 46600 0 46600 0 0
CABOT CORP COMMON 127055101 520 21500 21500 0 21500 0 0
CABOT OIL & GAS CORP CLASS A 127097103 207 11100 11100 0 9700 0 1400
CAMBREX CORP COMMON 132011107 1339 51000 51000 0 51000 0 0
CAMBRIDGE TECH PART COMMON 132524109 216 12300 12300 0 12300 0 0
CANANDAIGUA BRANDS CLASS A 137219200 7000 133500 133500 0 125400 0 8100
CANON INC ADR 138006309 976 33500 33500 0 25800 0 7700
CAPITAL SR LIVING COMMON 140475104 340 34000 34000 0 6900 0 27100
CARLISLE COS INC COMMON 142339100 4298 89300 89300 0 83500 0 5800
CARLTON COMMUNICATN ADR 142872209 652 15200 15200 0 9700 0 5500
CARRAMERICA RLTY CP COMMON 144418100 2310 92400 92400 0 90600 0 1800
CATERPILLAR INC COMMON 149123101 7626 127100 127100 0 127100 0 0
CATO CORP CLASS A 149205106 2040 175500 175500 0 130000 0 45500
CBL & ASSOCIATE PROP COMMON 124830100 6003 227600 227600 0 208800 0 18800
CBRL GROUP INC COMMON 12489V106 2090 120700 120700 0 120700 0 0
CCB FINANCIAL CORP COMMON 124875105 894 16900 16900 0 15700 0 1200
CDW COMPUTER CTRS COMMON 125129106 1549 35200 35200 0 35200 0 0
CEC ENTMT INC COMMON 125137109 6405 151600 151600 0 132300 0 19300
CENTEX CONSTR PROD COMMON 15231R109 8787 257500 257500 0 241300 0 16200
CENTEX CORP COMMON 152312104 4342 115600 115600 0 112600 0 3000
CENTRAL GARDEN&PET COMMON 153527106 822 80200 80200 0 77500 0 2700
CENTRAL NEWSPAPERS CLASS A 154647101 495 13200 13200 0 13200 0 0
CENTURYTEL INC COMMON 156700106 8121 204300 204300 0 201600 0 2700
CERNER CORP COMMON 156782104 356 17000 17000 0 5200 0 11800
CHARTER ONE FINL COMMON 160903100 1619 58200 58200 0 58200 0 0
CHASE MANHATTAN CORP COMMON 16161A108 8849 102300 102300 0 91848 0 10452
CHECKFREE HLDGS COMMON 162816102 692 25100 25100 0 23700 0 1400
CHEESECAKE FACTORY COMMON 163072101 4822 158100 158100 0 138800 0 19300
CHESAPEAKE CORP COMMON 165159104 1101 29400 29400 0 29400 0 0
CHIRON CORP COMMON 170040109 1996 96200 96200 0 96200 0 0
CIBER INC COMMON 17163B102 2184 114200 114200 0 114200 0 0
CIGNA CORP COMMON 125509109 7852 88225 88225 0 77925 0 10300
CILCORP INC COMMON 171794100 2375 38000 38000 0 30400 0 7600
CINCINNATI BELL INC COMMON 171870108 214 8600 8600 0 8600 0 0
CINTAS CORP COMMON 172908105 753 11200 11200 0 11200 0 0
CISCO SYSTEMS INC COMMON 17275R102 7262 112701 112701 0 100801 0 11900
CITIGROUP INC COMMON 172967101 4663 98175 98175 0 87675 0 10500
CITRIX SYS INC COMMON 177376100 1989 35200 35200 0 35200 0 0
CITY NATL CORP COMMON 178566105 243 6500 6500 0 6500 0 0
</TABLE>
<PAGE> 6
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CLAIRE S STORES INC COMMON 179584107 605 23500 23500 0 23500 0 0
CLECO CORPORATION COMMON 12561M107 5164 170000 170000 0 151200 0 18800
CMGI INC COMMON 125750109 1004 8800 8800 0 8600 0 200
CMP GROUP INC COMMON 125887109 3899 148900 148900 0 130000 0 18900
CNET INC COMMON 125945105 634 11000 11000 0 11000 0 0
CNF TRANSPORTATION COMMON 12612W104 1663 43200 43200 0 43200 0 0
COASTAL CORP COMMON 190441105 4081 101400 101400 0 85750 0 15650
COCA COLA CO COMMON 191216100 4642 74265 74265 0 66565 0 7700
COCA COLA ENTERPRISE COMMON 191219104 1966 66100 66100 0 59200 0 6900
COLGATE PALMOLIVE CO COMMON 194162103 611 6200 6200 0 5600 0 600
COLONIAL BANCGROUP COMMON 195493309 847 60800 60800 0 60800 0 0
COMAIR HLDGS INC COMMON 199789108 225 10800 10800 0 10800 0 0
COMFORT SYS USA INC COMMON 199908104 2365 131400 131400 0 104500 0 26900
COMMERCE BANC INC NJ COMMON 200519106 8137 190337 190337 0 160552 0 29785
COMMERCE BANCSHARES COMMON 200525103 2166 53805 53805 0 53805 0 0
COMMERCE GROUP INC COMMON 200641108 295 12100 12100 0 10900 0 1200
COMMERCIAL FED CORP COMMON 201647104 551 23775 23775 0 16475 0 7300
COMMERCIAL METALS CO COMMON 201723103 1245 43700 43700 0 43100 0 600
COMPAQ COMPUTER CORP COMMON 204493100 5353 226000 226000 0 226000 0 0
COMPUTER TASK GROUP COMMON 205477102 1996 117400 117400 0 89000 0 28400
COMPUWARE CORP COMMON 205638109 4097 128800 128800 0 128600 0 200
COMVERSE TECHNOLOGY COMMON 205862402 1967 26050 26050 0 26050 0 0
CONCENTRIC NETWORK COMMON 20589R107 3426 86200 86200 0 68200 0 18000
CONCORD EFS INC COMMON 206197105 914 21600 21600 0 21600 0 0
CONSOLIDATED FRTWYS COMMON 209232107 1408 109600 109600 0 106600 0 3000
CONSOLIDATED GRAPHIC COMMON 209341106 1390 27800 27800 0 24600 0 3200
CONSOLIDATED PAPERS COMMON 209759109 1600 59800 59800 0 59800 0 0
CONSOLIDATED PRODS COMMON 209798107 937 52069 52069 0 47038 0 5031
CONSTELLATION ENRGY COMMON 210371100 909 30700 30700 0 26500 0 4200
CONTINENTAL AIR LINE CLASS B 210795308 538 14300 14300 0 14300 0 0
CONVERGYS CORP COMMON 212485106 207 10700 10700 0 10700 0 0
COOPER COMP INC COMMON 216648402 252 10100 10100 0 10100 0 0
COOPER INDUSTRIES COMMON 216669101 390 7500 7500 0 7500 0 0
COORS ADOLPH CO CLASS B 217016104 8801 177800 177800 0 164900 0 12900
COPART INC COMMON 217204106 2862 134700 134700 0 104200 0 30500
CORDANT TECHO INC COMMON 218412104 1414 31300 31300 0 31300 0 0
CORN PRODS INTL COMMON 219023108 499 16400 16400 0 6900 0 9500
CORNING INCORPORATED COMMON 219350105 259 3700 3700 0 2800 0 900
COSTCO COMPANIES INC COMMON 22160Q102 624 7800 7800 0 7800 0 0
COVANCE INC COMMON 222816100 2729 114000 114000 0 94100 0 19900
COX RADIO INC CLASS A 224051102 2967 54700 54700 0 54700 0 0
CRANE CO COMMON 224399105 248 7900 7900 0 7900 0 0
CULLEN FROST BANKERS COMMON 229899109 4371 158600 158600 0 150800 0 7800
CUMMINS ENGINE INC COMMON 231021106 983 17200 17200 0 17200 0 0
CYTEC INDS INC COMMON 232820100 577 18100 18100 0 18100 0 0
CYTYC CORP COMMON 232946103 821 42100 42100 0 42100 0 0
DAI NIPPON PRTG LTD ADR 233806207 520 3250 3250 0 2650 0 600
DAIMLERCHRYSLER AG ORDINARY D1668R123 377 4237 4237 0 2687 0 1550
DAIN RAUSCHER CORP COMMON 233856103 2105 38900 38900 0 36100 0 2800
DALLAS SEMICONDUCTOR COMMON 235204104 4671 92500 92500 0 78900 0 13600
DANAHER CORP COMMON 235851102 296 5100 5100 0 5100 0 0
DARDEN RESTAURANT COMMON 237194105 4352 199500 199500 0 196800 0 2700
DATASCOPE CORP COMMON 238113104 3341 104000 104000 0 86800 0 17200
DAYTON HUDSON CORP COMMON 239753106 6279 96600 96600 0 85100 0 11500
DEAN FOODS CO COMMON 242361103 2469 59400 59400 0 59300 0 100
DELL COMPUTER CORP COMMON 247025109 9267 250450 250450 0 222950 0 27500
DELPHI FINL GRP CLASS A 247131105 5091 141905 141905 0 120097 0 21808
DEN DANSKE BK AF ADR 248206203 797 7350 7350 0 5100 0 2250
DENTSPLY INTL INC COMMON 249030107 205 7100 7100 0 7100 0 0
DETROIT DIESEL CORP COMMON 250837101 3765 152900 152900 0 142400 0 10500
DEUTSCHE BANK A G SP ADR 251525309 790 13250 13250 0 9700 0 3550
</TABLE>
<PAGE> 7
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DEVRY INC DEL COMMON 251893103 7386 330100 330100 0 286100 0 44000
DEXTER CORP COMMON 252165105 11174 273800 273800 0 246000 0 27800
DIAMOND OFFSHORE DRL COMMON 25271C102 1322 46600 46600 0 46600 0 0
DII GROUP INC COMMON 232949107 6518 174700 174700 0 151000 0 23700
DILLARD'S INC CLASS A 254067101 562 16000 16000 0 16000 0 0
DIME BANCORP INC COMMON 25429Q102 4204 208900 208900 0 203800 0 5100
DISNEY WALT CO COMMON 254687106 3238 105100 105100 0 92300 0 12800
DOLE FOOD INC COMMON 256605106 1539 52400 52400 0 48300 0 4100
DOLLAR GEN CORP COMMON 256669102 2538 87500 87500 0 87500 0 0
DONNELLEY R R & SONS COMMON 257867101 1564 42200 42200 0 36100 0 6100
DORAL FINL CRP COMMON 25811P100 2263 131200 131200 0 96700 0 34500
DOW CHEM CO COMMON 260543103 5329 42000 42000 0 37200 0 4800
DOWNEY FINANCIAL COMMON 261018105 6294 286885 286885 0 248390 0 38495
DPL INC COMMON 233293109 2192 118500 118500 0 118500 0 0
DQE INC COMMON 23329J104 1565 39000 39000 0 39000 0 0
DRIL-QUIP INC COMMON 262037104 759 33100 33100 0 22100 0 11000
DSP COMMUNICATIONS COMMON 23332K106 2951 102200 102200 0 80200 0 22000
DST SYS INC DEL COMMON 233326107 1515 24100 24100 0 24100 0 0
DUKE ENERGY CORP COMMON 264399106 3437 63200 63200 0 63200 0 0
DUN & BRADSTREET CO COMMON 26483B106 6733 190000 190000 0 190000 0 0
DYCOM INDUSTRIES INC COMMON 267475101 1912 34150 34150 0 27250 0 6900
E TRADE GROUP INC COMMON 269246104 755 18900 18900 0 18900 0 0
EARTHGRAINS CO COMMON 270319106 6365 246600 246600 0 227800 0 18800
EARTHLINK NETWORK COMMON 270322100 3182 51800 51800 0 43900 0 7900
EASTERN ENTERPRISES COMMON 27637F100 3299 83000 83000 0 73800 0 9200
EASTGROUP PROPERTIES COMMON 277276101 650 32400 32400 0 32400 0 0
EATON VANCE CORP COMMON 278265103 276 8000 8000 0 8000 0 0
ECHOSTAR COMMNCTNS CLASS A 278762109 3759 24500 24500 0 22000 0 2500
EDWARDS AG INC COMMON 281760108 227 7050 7050 0 7050 0 0
EL PASO ELEC CO COMMON 283677854 142 15900 15900 0 15900 0 0
EL PASO ENRGY CORP COMMON 283905107 334 9500 9500 0 9500 0 0
ELCOR CORP COMMON 284443108 1997 45700 45700 0 43500 0 2200
ELECTRONIC ARTS COMMON 285512109 1389 25600 25600 0 25600 0 0
ELECTRONIC DATA SYS COMMON 285661104 9616 170000 170000 0 170000 0 0
ELECTRONICS FOR IMAG COMMON 286082102 1053 20500 20500 0 20500 0 0
ELF AQUITAINE SP ADR 286269105 806 10950 10950 0 8450 0 2500
EMC CORP MASS COMMON 268648102 5159 93800 93800 0 82500 0 11300
EMPIRE DIST ELEC CO COMMON 291641108 219 8400 8400 0 8400 0 0
ENDESA SA SP ADR 29258N107 914 43000 43000 0 30600 0 12400
ENERGEN CORP COMMON 29265N108 4213 226200 226200 0 199200 0 27000
ENERGY EAST CORP COMMON 29266M109 3786 145600 145600 0 142600 0 3000
ENGELHARD CORP COMMON 292845104 1710 75600 75600 0 75600 0 0
ENI S P A ADR 26874R108 288 4800 4800 0 2800 0 2000
ENRON OIL & GAS COMMON 293562104 1486 73400 73400 0 73400 0 0
ENSCO INTL INC COMMON 26874Q100 1053 52800 52800 0 52800 0 0
EQUITY OFFICE PPTYS COMMON 294741103 3836 149679 149679 0 144579 0 5100
EQUITY RESIDENTIAL SH BEN 29476L107 4164 92400 92400 0 89900 0 2500
ESSEX PPTY TR INC COMMON 297178105 6127 173200 173200 0 151900 0 21300
ESTEE LAUDER CO CLASS A 518439104 346 6900 6900 0 4600 0 2300
ESTERLINE TECH CORP COMMON 297425100 1893 131700 131700 0 105100 0 26600
ETHAN ALLEN INTERIOR COMMON 297602104 3652 96750 96750 0 83250 0 13500
EVEREST REINSURANCE COMMON 299808105 1432 43900 43900 0 43900 0 0
EVERGREEN RES INC COMMON 299900308 4247 168600 168600 0 155700 0 12900
EXCEL SWITCHING CORP COMMON 30067V108 1162 38800 38800 0 38800 0 0
EXODUS COMMUNICAT COMMON 302088109 276 2300 2300 0 2300 0 0
EXPEDITORS INTL WASH COMMON 302130109 2420 88800 88800 0 67400 0 21400
EXPRESS SCRIPTS INC CLASS A 302182100 7289 121100 121100 0 113300 0 7800
EXTENDED STAY AMERN COMMON 30224P101 1490 124200 124200 0 102500 0 21700
EXXON CORP COMMON 302290101 14230 184500 184500 0 172700 0 11800
FAMILY DOLLAR STORES COMMON 307000109 2081 86700 86700 0 86700 0 0
FANNIE MAE COMMON 313586109 3249 47600 47600 0 42000 0 5600
</TABLE>
<PAGE> 8
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FBL FINL GROUP INC COMMON 30239F106 3165 162300 162300 0 146300 0 16000
FDX CORP COMMON 31304N107 13600 250700 250700 0 250700 0 0
FEDERAL MOGUL CORP COMMON 313549107 1596 30700 30700 0 29100 0 1600
FEDERAL SIGNAL CORP COMMON 313855108 3602 170000 170000 0 170000 0 0
FELCOR LODGING TR COMMON 31430F101 5867 282752 282752 0 247430 0 35322
FERRO CORP COMMON 315405100 1570 57100 57100 0 39600 0 17500
FIDELITY NATL FINL COMMON 316326107 4058 193250 193250 0 169480 0 23770
FIRST AMERN FINL COMMON 318522307 3512 196500 196500 0 178800 0 17700
FIRST BANCORP P R COMMON 318672102 2421 107300 107300 0 94600 0 12700
FIRST FED FINL CORP COMMON 337907109 5819 302300 302300 0 266500 0 35800
FIRST IND REALTY TR COMMON 32054K103 2022 73700 73700 0 72200 0 1500
FIRST REP BANK(S.F) COMMON 336158100 2604 90000 90000 0 67300 0 22700
FIRST TENN NATL CORP COMMON 337162101 4149 108300 108300 0 94300 0 14000
FISERV INC COMMON 337738108 5483 175100 175100 0 175100 0 0
FLAGSTAR BANCORP INC COMMON 337930101 7929 314000 314000 0 267600 0 46400
FLEET FINL GROUP INC COMMON 338915101 533 12000 12000 0 11800 0 200
FLORIDA PROGRESS COMMON 341109106 2450 59300 59300 0 59300 0 0
FLUOR CORP COMMON 343861100 952 23500 23500 0 18100 0 5400
FMC CORP COMMON 302491303 1325 19400 19400 0 19400 0 0
FOODMAKER INC COMMON 344839204 3340 117700 117700 0 94400 0 23300
FOOTSTAR INC COMMON 344912100 8490 228300 228300 0 198500 0 29800
FORD MOTOR CO COMMON 345370100 15714 278440 278440 0 260740 0 17700
FOREST LABS INC COMMON 345838106 4403 95200 95200 0 87500 0 7700
FOSSIL INC COMMON 349882100 1205 24900 24900 0 24900 0 0
FREDDIE MAC COMMON 313400301 1409 24300 24300 0 21300 0 3000
FRONTIER AIRLINES COMMON 359065109 2635 163400 163400 0 141400 0 22000
FRONTIER INS GROUP COMMON 359081106 396 25740 25740 0 25740 0 0
FUJI PHOTO FILM ADR 359586302 1018 26800 26800 0 19500 0 7300
FURNITURE BRANDS INT COMMON 360921100 5614 201400 201400 0 192600 0 8800
GANNETT INC DEL COMMON 364730101 17662 247460 247460 0 240360 0 7100
GAP INC COMMON 364760108 21849 433725 433725 0 421950 0 11775
GARTNER GRP INC COMMON 366651107 271 13200 13200 0 13200 0 0
GBC BANCORP CALIF COMMON 361475106 2323 114700 114700 0 86800 0 27900
GENCOR INDS INC COMMON 368678108 616 97500 97500 0 97500 0 0
GENCORP INC COMMON 368682100 4921 194900 194900 0 172100 0 22800
GENERAL CABLE CORP COMMON 369300108 5031 314450 314450 0 266550 0 47900
GENERAL ELEC CO COMMON 369604103 21147 187145 187145 0 165545 0 21600
GENERAL GRWTH PPTY COMMON 370021107 554 15600 15600 0 14500 0 1100
GENERAL MOTORS CORP CLASS H 370442832 636 11300 11300 0 9900 0 1400
GENERAL MTRS CORP COMMON 370442105 535 8100 8100 0 6200 0 1900
GENTEX CORP COMMON 371901109 3083 110100 110100 0 97200 0 12900
GENZYME CORP COMMON 372917609 105 23897 23897 0 22948 0 949
GENZYME CORP COMMON 372917104 6586 135800 135800 0 128800 0 7000
GEON CO COMMON 37246W105 397 12300 12300 0 4300 0 8000
GEORGIA PAC CORP COMMON 373298108 2222 46900 46900 0 40200 0 6700
GERBER SCIENTIFIC COMMON 373730100 2411 109300 109300 0 98600 0 10700
GILLETTE CO COM COMMON 375766102 2030 49500 49500 0 43600 0 5900
GLAXO WELLCOME PLC SP ADR 37733W105 631 11150 11150 0 7500 0 3650
GOLDEN ST BANCORP IN COMMON 381197102 540 24000 24000 0 24000 0 0
GPU INC COMMON 36225X100 3902 92500 92500 0 79125 0 13375
GRACE W R & CO DEL COMMON 38388F108 5632 296400 296400 0 252800 0 43600
GRACO INC COMMON 384109104 5430 184850 184850 0 163150 0 21700
GRANITE CONSTR INC COMMON 387328107 5915 201800 201800 0 175400 0 26400
GREAT LAKES CHEM COMMON 390568103 3206 69600 69600 0 69600 0 0
GREENPOINT FINL COMMON 395384100 3616 110200 110200 0 105400 0 4800
GROUPE DANONE SP ADR 399449107 740 14150 14150 0 9850 0 4300
GTE CORP COMMON 362320103 6263 82950 82950 0 78450 0 4500
GUARANTEE LIFE COS COMMON 400740106 1281 51000 51000 0 47100 0 3900
GULFSTREAM AEROSPACE COMMON 402734107 865 12800 12800 0 12800 0 0
HA-LO INDS INC COMMON 404429102 2220 224850 224850 0 190050 0 34800
HANGER ORTHOPEDIC GP COMMON 41043F208 3009 212100 212100 0 186200 0 25900
</TABLE>
<PAGE> 9
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HANOVER COMPRESSOR COMMON 410768105 7116 221500 221500 0 194200 0 27300
HARBINGER CORP COMMON 41145C103 3661 292900 292900 0 226700 0 66200
HARLEY DAVIDSON INC COMMON 412822108 843 15500 15500 0 14700 0 800
HARRAHS ENTMT INC COMMON 413619107 1114 50500 50500 0 50500 0 0
HARRIS CORP DEL COMMON 413875105 796 20300 20300 0 20300 0 0
HARSCO CORP COMMON 415864107 554 17300 17300 0 17300 0 0
HARTE HANKS INC COMMON 416196103 2371 87400 87400 0 87400 0 0
HAWAIIAN ELEC INDS COMMON 419870100 8183 230500 230500 0 216200 0 14300
HAYES LEMMERZ INTL COMMON 420781106 1445 49200 49200 0 49200 0 0
HEARST-ARGYLE TELE COMMON 422317107 726 30270 30270 0 30270 0 0
HEINZ H J CO COMMON 423074103 917 18300 18300 0 16100 0 2200
HELMERICH & PAYNE COMMON 423452101 654 27700 27700 0 18200 0 9500
HERTZ CORP CLASS A 428040109 2362 38100 38100 0 38100 0 0
HEWLETT PACKARD CO COMMON 428236103 9960 99100 99100 0 94200 0 4900
HIBERNIA CORP CLASS A 428656102 1355 86400 86400 0 86400 0 0
HIGHWOODS PPTYS INC COMMON 431284108 2324 84700 84700 0 83100 0 1600
HILLENBRAND INDS INC COMMON 431573104 1254 29000 29000 0 25100 0 3900
HISPANIC BROADCASTIN CLASS A 43357B104 728 9600 9600 0 9600 0 0
HITACHI LTD ADR 433578507 609 6450 6450 0 4200 0 2250
HNC SOFTWARE INC COMMON 40425P107 327 10600 10600 0 5000 0 5600
HOLLINGER INTL INC CLASS A 435569108 5568 468900 468900 0 429100 0 39800
HOME DEPOT INC COMMON 437076102 3051 47300 47300 0 41400 0 5900
HONDA MTR LTD ADR 438128308 542 6250 6250 0 4400 0 1850
HOOPER HOLMES INC COMMON 439104100 5884 288800 288800 0 244300 0 44500
HORACE MANN EDUCATRS COMMON 440327104 1501 55200 55200 0 55200 0 0
HORMEL FOODS CORP COMMON 440452100 1602 39800 39800 0 34100 0 5700
HOSPITALITY PPTYS TR SH BEN 44106M102 1999 73700 73700 0 72300 0 1400
HOST MARRIOTT CORP COMMON 44107P104 2484 209175 209175 0 205915 0 3260
HOUGHTON MIFFLIN CO COMMON 441560109 296 6300 6300 0 6300 0 0
HOUSTON EXPL CO COMMON 442120101 775 40900 40900 0 30100 0 10800
HS RES INC COMMON 404297103 1270 86100 86100 0 76700 0 9400
HSBC HLDGS PLC SP ADR 404280307 1247 3420 3420 0 2450 0 970
HUDSON UNITED BANCOR COMMON 444165104 3768 120082 120082 0 96031 0 24051
I2 TECHNOLOGIES INC COMMON 465754109 933 21700 21700 0 21700 0 0
IBM COMMON 459200101 27311 211300 211300 0 196300 0 15000
IBP INC COMMON 449223106 4330 182300 182300 0 174700 0 7600
IDACORP INC COMMON 451107106 1452 46100 46100 0 43900 0 2200
IDEC PHARMACEUTICALS COMMON 449370105 1325 17200 17200 0 8200 0 9000
IDEX CORP COMMON 45167R104 476 14475 14475 0 9925 0 4550
IDEXX LABS INC COMMON 45168D104 459 19700 19700 0 8300 0 11400
IMC GLOBAL INC COMMON 449669100 1251 71000 71000 0 71000 0 0
IMMUNEX CORP COMMON 452528102 867 6800 6800 0 6800 0 0
IMPERIAL BANCORP COMMON 452556103 10691 539624 539624 0 473324 0 66300
IMRGLOBAL CORP COMMON 45321W106 308 16000 16000 0 8500 0 7500
IN FOCUS SYS COMMON 452919103 1010 67300 67300 0 67300 0 0
INACOM CORP COMMON 45323G109 1196 94700 94700 0 86100 0 8600
INDEPNDNT BK OF MASS COMMON 453836108 1597 101400 101400 0 96200 0 5200
INFORMATION RESOURCE COMMON 456905108 305 34800 34800 0 34800 0 0
INFOSEEK CORP COMMON 45678M107 2526 52700 52700 0 45000 0 7700
ING GROEP N V SP ADR 456837103 773 14050 14050 0 9750 0 4300
INGRAM MICRO INC CLASS A 457153104 1035 40200 40200 0 40200 0 0
INNKEEPERS USA TR COMMON 4576J0104 1022 102200 102200 0 101500 0 700
INSITUFORM TECH INC CLASS A 457667103 9612 444480 444480 0 402580 0 41900
INTEL CORP COMMON 458140100 14192 238522 238522 0 218622 0 19900
INTER TEL INC COMMON 458372109 951 52100 52100 0 52100 0 0
INTERFACE INC CLASS A 458665106 267 31000 31000 0 25200 0 5800
INTERMET CORP COMMON 45881K104 419 27700 27700 0 6100 0 21600
INTERSTATE BAKERIES COMMON 46072H108 951 42400 42400 0 42400 0 0
INTERVOICE INC COMMON 461142101 1678 116200 116200 0 85200 0 31000
INTL GAME TECH COMMON 459902102 1025 55400 55400 0 55400 0 0
INTL NETWORK SVCS COMMON 460053101 854 21150 21150 0 21150 0 0
</TABLE>
<PAGE> 10
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTL SPEEDWAY CORP CLASS A 460335201 6232 131200 131200 0 120300 0 10900
INTL SPLTY PRODS COMMON 460337108 437 42900 42900 0 36500 0 6400
INTUIT COMMON 461202103 2713 30100 30100 0 30100 0 0
IRT PROPERTY CO COMMON 450058102 723 73200 73200 0 73200 0 0
ISTITUTO BANC SAN PA SP ADR 465224103 667 24264 24264 0 16187 0 8077
ITC DELTACOM INC COMMON 45031T104 2696 96300 96300 0 73300 0 23000
ITT INDS INC (IND) COMMON 450911102 2219 58200 58200 0 55100 0 3100
JABIL CIRCUIT INC COMMON 466313103 2838 62900 62900 0 57200 0 5700
JACOBS ENGR GROUP COMMON 469814107 3511 92400 92400 0 70500 0 21900
JDN RLTY CORP COMMON 465917102 493 22050 22050 0 20950 0 1100
JLG INDS INC COMMON 466210101 2922 143400 143400 0 118400 0 25000
JOHNSON & JOHNSON COMMON 478160104 5243 53500 53500 0 48300 0 5200
JONES APPAREL GROUP COMMON 480074103 8475 247000 247000 0 229300 0 17700
JONES PHARMA INC COMMON 480236108 2559 65000 65000 0 65000 0 0
JP REALTY INC COMMON 46624A106 2009 97700 97700 0 94100 0 3600
K MART CORP COMMON 482584109 175 10600 10600 0 2400 0 8200
KANSAS CITY SOUTHN COMMON 485170104 555 8700 8700 0 8700 0 0
KAUFMAN & BROAD HOME COMMON 486168107 794 31900 31900 0 31900 0 0
KEANE INC COMMON 486665102 2677 118300 118300 0 118300 0 0
KELLWOOD CO COMMON 488044108 3583 132100 132100 0 111800 0 20300
KEYCORP COMMON 493267108 2425 75500 75500 0 67400 0 8100
KILROY RLTY CORP COMMON 49427F108 5150 211300 211300 0 192700 0 18600
KIMBERLY CLARK CORP COMMON 494368103 11708 205400 205400 0 199300 0 6100
KIMCO REALTY CORP COMMON 49446R109 2371 59650 59650 0 58450 0 1200
KIRIN BREWERY ADR 497350207 380 3200 3200 0 2200 0 1000
KLA-TENCORP CORP COMMON 482480100 221 3400 3400 0 3400 0 0
KNIGHT-RIDDER INC COMMON 499040103 1542 28000 28000 0 27400 0 600
KNOLL INC COMMON 498904101 4156 156100 156100 0 149700 0 6400
KOGER EQUITY INC COMMON 500228101 6046 327900 327900 0 302450 0 25450
KONINKLIJKE PHIL ELE SP ADR 500472204 1192 11816 11816 0 10120 0 1696
K-SWISS INC CLASS A 482686102 2046 44000 44000 0 33100 0 10900
KYOCERA CORP ADR 501556203 797 13300 13300 0 10000 0 3300
LABOR READY INC COMMON 505401208 5291 162800 162800 0 144000 0 18800
LAFARGE CORP COMMON 505862102 989 27900 27900 0 27900 0 0
LAM RESH CORP COMMON 512807108 1961 42000 42000 0 36100 0 5900
LANDAMERICA FINL G COMMON 514936103 3513 122200 122200 0 102500 0 19700
LANDS END INC COMMON 515086106 202 4200 4200 0 4200 0 0
LASON INC COMMON 51808R107 7920 159600 159600 0 137300 0 22300
LATTICE SEMICONDUCTR COMMON 518415104 2764 44400 44400 0 36400 0 8000
LEGATO SYS INC COMMON 524651106 6127 106100 106100 0 98100 0 8000
LENNAR CORP COMMON 526057104 257 10700 10700 0 10700 0 0
LEXMARK INTL GRP CLASS A 529771107 4552 68900 68900 0 61900 0 7000
LG&E ENERGY CORP COMMON 501917108 589 28067 28067 0 28067 0 0
LHS GROUP INC COMMON 501938104 301 9100 9100 0 9100 0 0
LIBERTY PPTY TR SH BEN 531172104 2851 114600 114600 0 112200 0 2400
LILLY ELI & CO COMMON 532457108 208 2900 2900 0 2600 0 300
LINCOLN NATL CORP COMMON 534187109 220 4200 4200 0 1000 0 3200
LINEAR TECHNOLOGY COMMON 535678106 820 12200 12200 0 11400 0 800
LINENS N THINGS INC COMMON 535679104 1264 28900 28900 0 27400 0 1500
LITTON INDS INC COMMON 538021106 1299 18000 18000 0 17000 0 1000
LIZ CLAIBORNE INC COMMON 539320101 2544 69700 69700 0 69700 0 0
LOCKHEED MARTIN CORP COMMON 539830109 4856 130360 130360 0 129600 0 760
LONE STAR INDS INC COMMON 542290408 2588 68900 68900 0 51800 0 17100
LOWES CO COMMON 548661107 12517 220800 220800 0 220000 0 800
LUCENT TECHNOLOGIES COMMON 549463107 9115 135169 135169 0 120669 0 14500
LYCOS INC COMMON 550818108 1084 11800 11800 0 11800 0 0
LYONDELL CHEMICAL CO COMMON 552078107 2124 103000 103000 0 103000 0 0
MACDERMID INC COMMON 554273102 1344 28900 28900 0 19600 0 9300
MACERICH CO COMMON 554382101 5035 191800 191800 0 163800 0 28000
MACK CALI RLTY CORP COMMON 554489104 2141 69200 69200 0 59700 0 9500
MACROMEDIA INC COMMON 556100105 5228 148300 148300 0 126100 0 22200
</TABLE>
<PAGE> 11
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MAIL-WELL INC COMMON 560321200 2341 144600 144600 0 123700 0 20900
MALLINCKRODT INC COMMON 561232109 3139 86300 86300 0 86300 0 0
MANDALAY RESORT GRP COMMON 562567107 2896 136700 136700 0 134200 0 2500
MANITOWOC INC COMMON 563571108 5015 120475 120475 0 110875 0 9600
MANPOWER INC COMMON 56418H100 661 29200 29200 0 29200 0 0
MARINE DRILLING CO COMMON 568240204 3667 267900 267900 0 238500 0 29400
MARK IV INDS INC COMMON 570387100 995 47100 47100 0 47100 0 0
MARKS & SPENCER PLC SP ADR 570697607 339 9700 9700 0 7700 0 2000
MARRIOTT INTL INC CLASS A 571903202 3054 81700 81700 0 72300 0 9400
MARSHALL & ILSLEY COMMON 571834100 1024 15900 15900 0 15900 0 0
MARTIN MARIETTA MATL COMMON 573284106 466 7900 7900 0 7900 0 0
MASCOTECH INC COMMON 574670105 207 12200 12200 0 11000 0 1200
MASTECH CORP COMMON 57632N105 4233 227300 227300 0 204100 0 23200
MATTEL INC COMMON 577081102 9144 350000 350000 0 350000 0 0
MAXIM INTEGRATED PRO COMMON 57772K101 585 8800 8800 0 8800 0 0
MAXXAM INC COMMON 577913106 968 15000 15000 0 15000 0 0
MAXXIM MED INC COMMON 57777G105 2287 98100 98100 0 85500 0 12600
MAY DEPT STORES CO COMMON 577778103 264 6450 6450 0 6450 0 0
MAYTAG CORP COMMON 578592107 3588 51400 51400 0 46500 0 4900
MCCORMICK & CO INC COMMON 579780206 754 23900 23900 0 21400 0 2500
MCI WORLDCOM INC COMMON 55268B106 4682 54400 54400 0 47500 0 6900
MCKESSON HBOC INC COMMON 58155Q103 315 9800 9800 0 7800 0 2000
MDC HOLDINGS COMMON 552676108 421 19600 19600 0 18000 0 1600
MDU RES GROUP INC COMMON 552690109 413 18100 18100 0 18100 0 0
MEAD CORP COMMON 582834107 4442 106400 106400 0 104000 0 2400
MEDIA GEN INC CLASS A 584404107 918 18000 18000 0 8900 0 9100
MEDIMMUNE INC COMMON 584699102 1477 21800 21800 0 21800 0 0
MEDQUIST INC COMMON 584949101 6843 156400 156400 0 134900 0 21500
MELLON BANK CORP COMMON 585509102 7319 201200 201200 0 178000 0 23200
MENTOR GRAPHICS CORP COMMON 587200106 442 34500 34500 0 34500 0 0
MERCK & CO INC COMMON 589331107 11472 155810 155810 0 138070 0 17740
MERCURY INTERACTIVE COMMON 589405109 3400 96100 96100 0 73100 0 23000
MEREDITH CORP COMMON 589433101 2303 66500 66500 0 65500 0 1000
MERITOR AUTOMOTIVE COMMON 59000G100 921 36100 36100 0 36100 0 0
META GROUP INC COMMON 591002100 709 46100 46100 0 39700 0 6400
METALS USA INC COMMON 591324108 3578 280600 280600 0 279500 0 1100
METRIS COS INC COMMON 591598107 7138 175176 175176 0 161376 0 13800
MGI PPTYS INC COMMON 552885105 1243 43990 43990 0 42690 0 1300
MGIC INVT CORP COMMON 552848103 13775 283300 283300 0 283300 0 0
MGM GRAND INC COMMON 552953101 838 17100 17100 0 17100 0 0
MICRO SYSTEMS INC COMMON 594901100 2496 73400 73400 0 61000 0 12400
MICROCHIP TECHNOLOGY COMMON 595017104 341 7200 7200 0 7200 0 0
MICRON ELECTRONICS COMMON 595100108 2826 280800 280800 0 261000 0 19800
MICROSOFT CORP COMMON 594918104 22628 250900 250900 0 223200 0 27700
MIDAMERICAN ENERGY COMMON 59562V107 367 10600 10600 0 10600 0 0
MILACRON INC COMMON 598709103 3191 172500 172500 0 152100 0 20400
MILLER HERMAN INC COMMON 600544100 926 44100 44100 0 44100 0 0
MINIMED INC COMMON 60365K108 4632 60200 60200 0 51800 0 8400
MINNESOTA MNG & MFG COMMON 604059105 4538 52200 52200 0 52200 0 0
MINNESOTA POWER INC COMMON 604110106 7525 378600 378600 0 344600 0 34000
MMC NETWORKS INC COMMON 55308N102 8167 182500 182500 0 156300 0 26200
MOBIL CORP COMMON 607059102 4503 45600 45600 0 41650 0 3950
MODINE MFG CO COMMON 607828100 316 9700 9700 0 9700 0 0
MODIS PROF SVS COMMON 607830106 1090 80400 80400 0 80400 0 0
MORGAN J P & CO INC COMMON 616880100 2164 15400 15400 0 13200 0 2200
MORGAN STAN DN WT&CO COMMON 617446448 3315 32300 32300 0 29400 0 2900
MSC INDL DIRECT INC CLASS A 553530106 106 10300 10300 0 10300 0 0
MUSICLAND STORES COMMON 62758B109 1141 120100 120100 0 88000 0 32100
MYLAN LABS INC COMMON 628530107 10176 384000 384000 0 384000 0 0
NACCO INDS INC CLASS A 629579103 2014 27400 27400 0 24100 0 3300
NATIONAL CITY CORP COMMON 635405103 6382 97440 97440 0 97440 0 0
</TABLE>
<PAGE> 12
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NATIONAL DATA CORP COMMON 635621105 5194 121500 121500 0 113200 0 8300
NATIONAL STEEL CORP CLASS B 637844309 217 25900 25900 0 18200 0 7700
NATIONAL SVC INDS COMMON 637657107 313 8700 8700 0 8700 0 0
NATIONWIDE FINL SVCS CLASS A 638612101 480 10600 10600 0 10600 0 0
NATL AUSTRALIA BK SP ADR 632525408 1016 12100 12100 0 8500 0 3600
NAUTICA ENTERPRISES COMMON 639089101 331 19600 19600 0 16400 0 3200
NAVISTAR INTL CORP COMMON 63934E108 2795 55900 55900 0 53900 0 2000
NCR CORP COMMON 62886E108 5711 117000 117000 0 115900 0 1100
NESTLE S A SP ADR 641069406 1117 12400 12400 0 8750 0 3650
NETWORK APPLIANCE COMMON 64120L104 4224 75600 75600 0 75600 0 0
NETWORK SOLUTIONS CLASS A 64121Q102 3086 39000 39000 0 35600 0 3400
NEW JERSEY RES CORP COMMON 646025106 382 10200 10200 0 6800 0 3400
NEW PLAN EXC RLTY TR COMMON 648053106 836 46440 46440 0 46440 0 0
NEWFIELD EXPL CO COMMON 651290108 2812 98900 98900 0 98900 0 0
NEWS CORP LTD ADR 652487703 519 14700 14700 0 9800 0 4900
NICOR INC COMMON 654086107 1104 29000 29000 0 27800 0 1200
NINTENDO LTD ADR 654445303 1217 69900 69900 0 48900 0 21000
NISOURCE INC COMMON 65473P105 2452 95000 95000 0 95000 0 0
NL INDS INC COMMON 629156407 1333 119800 119800 0 107100 0 12700
NOBLE DRILLING CORP COMMON 655042109 3123 158650 158650 0 158650 0 0
NORRELL CORP GA COMMON 656301108 388 20600 20600 0 16200 0 4400
NORTEK INC COMMON 656559101 3479 111100 111100 0 102000 0 9100
NORTH FORK BANCORP COMMON 659424105 1030 48200 48200 0 48200 0 0
NOVARTIS A G SP ADR 66987V109 813 11137 11137 0 7884 0 3253
NOVELLUS SYS INC COMMON 670008101 3645 53400 53400 0 48700 0 4700
NOVO-NORDISK A/S ADR 670100205 527 9850 9850 0 7950 0 1900
NUI CORP COMMON 629430109 5158 206300 206300 0 174900 0 31400
NVR INC COMMON 62944T105 9279 177800 177800 0 155400 0 22400
OCEAN FINL CORP COMMON 674904107 2079 114700 114700 0 91500 0 23200
OEC MEDICAL SYSTEMS COMMON 670828102 1174 47900 47900 0 33800 0 14100
OFFICE DEPOT INC COMMON 676220106 3020 136900 136900 0 136900 0 0
OFFICEMAX INC COMMON 67622M108 5808 484000 484000 0 484000 0 0
OGDEN CORP COMMON 676346109 1840 68300 68300 0 64200 0 4100
OLD KENT FINANCIAL COMMON 679833103 2968 70875 70875 0 67830 0 3045
OLD REP INTL CORP COMMON 680223104 808 46675 46675 0 42375 0 4300
ONEOK INC COMMON 682680103 5731 180500 180500 0 167500 0 13000
OPTICAL COATING LAB COMMON 683829105 226 2700 2700 0 2700 0 0
ORACLE CORP COMMON 68389X105 12834 345700 345700 0 344350 0 1350
OREGON STL MLS INC COMMON 686079104 2800 210300 210300 0 173700 0 36600
ORION CAP CORP COMMON 686268103 6357 177200 177200 0 153400 0 23800
ORTHODONTIC CTRS COMMON 68750P103 1752 126300 126300 0 126300 0 0
OSHKOSH TRUCK CORP COMMON 688239201 3356 66700 66700 0 52800 0 13900
OUTBACK STEAKHOUSE COMMON 689899102 279 7100 7100 0 7100 0 0
OWENS CORNING COMMON 69073F103 3774 109800 109800 0 99700 0 10100
PACIFIC CAP BANCORP COMMON 69404P101 1219 38700 38700 0 30000 0 8700
PACIFIC CENTURY FINL COMMON 694058108 4304 199600 199600 0 199600 0 0
PACIFIC GATEWAY EXCH COMMON 694327107 1509 51800 51800 0 41500 0 10300
PACIFICARE HEALTH COMMON 695112102 4769 66300 66300 0 66300 0 0
PAINE WEBBER GRP INC COMMON 695629105 2726 58300 58300 0 56000 0 2300
PAIRGAIN TECHNOLOG COMMON 695934109 1509 131200 131200 0 99500 0 31700
PALL CORP COMMON 696429307 726 32700 32700 0 28600 0 4100
PAN PACIFIC RETAIL COMMON 69806L104 368 19000 19000 0 19000 0 0
PATTERSON DENTAL CO COMMON 703412106 254 7300 7300 0 7300 0 0
PAYLESS SHOESOURCE COMMON 704379106 988 18460 18460 0 18460 0 0
PEDIATRIX MED GRP COMMON 705324101 434 20400 20400 0 16900 0 3500
PEGASUS SYSTEMS INC COMMON 705906105 1902 50800 50800 0 43200 0 7600
PENTAIR CORP COMMON 709631105 1157 25300 25300 0 25300 0 0
PEOPLES ENERGY CORP COMMON 711030106 931 24700 24700 0 24700 0 0
PEOPLES HERITAGE FIN COMMON 711147108 1798 95600 95600 0 95600 0 0
PFF BANCORP INC COMMON 69331W104 2773 147900 147900 0 126500 0 21400
PFIZER INC COMMON 717081103 2296 21000 21000 0 19100 0 1900
</TABLE>
<PAGE> 13
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PG&E CORP COMMON 69331C108 2116 65221 65221 0 58021 0 7200
PHILIP MORRIS CO INC COMMON 718154107 7412 184425 184425 0 168325 0 16100
PHILLIPS PETE CO COMMON 718507106 287 5700 5700 0 5600 0 100
PILGRIMS PRIDE CORP CLASS B 721467108 6237 207900 207900 0 184600 0 23300
PINNACLE SYS INC COMMON 723481107 5030 149600 149600 0 129600 0 20000
PINNACLE WEST CAP COMMON 723484101 584 14500 14500 0 14500 0 0
PITNEY BOWES INC COMMON 724479100 7080 110200 110200 0 108800 0 1400
PLAINS RES INC COMMON 726540503 804 42300 42300 0 23200 0 19100
PLAYBOY ENTERPRISES CLASS B 728117300 1227 46200 46200 0 38900 0 7300
PLEXUS CORP COMMON 729132100 654 21700 21700 0 13000 0 8700
PMC-SIERRA INC COMMON 69344F106 1179 20000 20000 0 18900 0 1100
PMI GROUP INC COMMON 69344M101 4422 70400 70400 0 68600 0 1800
PNC BANK CORP COMMON 693475105 2720 47200 47200 0 41600 0 5600
POLARIS INDS INC COMMON 731068102 605 13900 13900 0 13900 0 0
POLYCOM INC COMMON 73172K104 3701 94900 94900 0 78200 0 16700
POPULAR INC COMMON 733174106 276 9100 9100 0 3800 0 5300
PORTUGAL TELECOM S A SP ADR 737273102 824 20000 20000 0 14850 0 5150
POTOMAC ELEC PWR CO COMMON 737679100 2308 78400 78400 0 78400 0 0
POWERGEN PLC SP ADR 738905405 725 16900 16900 0 12400 0 4500
POWERTEL INC COMMON 73936C109 4317 144500 144500 0 124300 0 20200
PP&L RESOURCES INC COMMON 693499105 2525 82100 82100 0 82100 0 0
PRE PAID LEGAL SVCS COMMON 740065107 6280 231000 231000 0 201400 0 29600
PRECISION CASTPARTS COMMON 740189105 3821 89900 89900 0 89900 0 0
PREMARK INTL INC COMMON 740459102 1969 52500 52500 0 52500 0 0
PRENTISS PPTYS TR SH BEN 740706106 9032 382300 382300 0 351200 0 31100
PRESIDENTIAL LIFE COMMON 740884101 6584 335500 335500 0 308200 0 27300
PRIDE INTL INC COMMON 741932107 1952 184800 184800 0 183000 0 1800
PROBUSINESS SRVS INC COMMON 742674104 1532 42700 42700 0 35800 0 6900
PROCTER & GAMBLE CO COMMON 742718109 5694 63800 63800 0 55700 0 8100
PROGRESS SOFTWARE COMMON 743312100 2449 86700 86700 0 68900 0 17800
PROTECTIVE LIFE CORP COMMON 743674103 1778 52300 52300 0 52300 0 0
PROVIDENT BANKSHARES COMMON 743859100 1395 59996 59996 0 50715 0 9281
PUBLIC STORAGE INC COMMON 74460D109 4104 146558 146558 0 144000 0 2558
PUBLIC SVC CO N MEX COMMON 744499104 1868 94000 94000 0 94000 0 0
PULITZER INC COMMON 745769109 897 18467 18467 0 18467 0 0
PULTE CORP COMMON 745867101 5593 242501 242501 0 216701 0 25800
QUALCOMM INC COMMON 747525103 5984 41700 41700 0 38400 0 3300
QUESTAR CORP COMMON 748356102 239 12500 12500 0 12500 0 0
QUIKSILVER INC COMMON 74838C106 654 25100 25100 0 25100 0 0
RADIAN GROUP INC COMMON 750236101 7717 158100 158100 0 145800 0 12300
RAYMOND JAMES FINL COMMON 754730109 803 33450 33450 0 31500 0 1950
RAYTHEON COMPANY CLASS B 755111408 4230 60000 60000 0 60000 0 0
REAL NETWORKS INC COMMON 75605L104 303 4400 4400 0 4400 0 0
REINSURANCE GRP COMMON 759351109 3185 90350 90350 0 88750 0 1600
RELIANCE GROUP HLDGS COMMON 759464100 1100 147900 147900 0 147900 0 0
RELIANCE STEEL & ALUM COMMON 759509102 956 24500 24500 0 12300 0 12200
REMEDYTEMP INC CLASS A 759549108 211 15600 15600 0 15600 0 0
RENAL CARE GRP INC COMMON 759930100 2673 103300 103300 0 103300 0 0
REPSOL S A SP ADR 76026T205 2574 126700 126700 0 110950 0 15750
REPUBLIC BANCORP COMMON 760282103 6197 408000 408000 0 342800 0 65200
RESMED INC COMMON 761152107 3040 91600 91600 0 76100 0 15500
RESOURCE BCSHRS MTG COMMON 761197102 1316 128400 128400 0 104300 0 24100
REYNOLDS & REYNOLDS CLASS A 761695105 1333 57200 57200 0 57200 0 0
RIGGS NATL CP WASH COMMON 766570105 1242 60400 60400 0 42100 0 18300
RIO TINTO LTD SP ADR 767202104 636 9700 9700 0 7050 0 2650
ROADWAY EXPRESS INC COMMON 769742107 283 14600 14600 0 12000 0 2600
ROBERTS PHARMACEUTIC COMMON 770491108 4757 198200 198200 0 174500 0 23700
ROCK-TENN CO CLASS A 772739207 3793 227300 227300 0 211600 0 15700
ROHM & HAAS CO COMMON 775371107 326 7605 7605 0 5505 0 2100
ROMAC INTL INC COMMON 775835101 1612 181600 181600 0 147400 0 34200
ROSLYN BANCORP INC COMMON 778162107 2095 121865 121865 0 101375 0 20490
</TABLE>
<PAGE> 14
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ROSS STORES INC COMMON 778296103 2700 53600 53600 0 53600 0 0
ROYAL DUTCH PETROL NY SHR 780257804 3663 60800 60800 0 53000 0 7800
RPM INC OHIO COMMON 749685103 535 37700 37700 0 37500 0 200
RUBY TUESDAY INC COMMON 781182100 1999 105200 105200 0 69200 0 36000
RWE AG SP ADR 74975E303 690 14900 14900 0 11100 0 3800
SAFEWAY INC COMMON 786514208 3599 72700 72700 0 64800 0 7900
SAGA SYSTEMS INC COMMON 786610105 880 69000 69000 0 48100 0 20900
SANTA FE INTL CORP ORDINARY G7805C108 518 22500 22500 0 22500 0 0
SAP AKTIENGESELLSCHF SP ADR 803054204 272 7850 7850 0 4250 0 3600
SAPIENT CORP COMMON 803062108 5781 102100 102100 0 88500 0 13600
SARA LEE CORP COMMON 803111103 3435 151400 151400 0 133500 0 17900
SBC COMMUNICATIONS COMMON 78387G103 5812 100200 100200 0 89800 0 10400
SCANA CORP COMMON 805898103 809 34600 34600 0 34600 0 0
SCHERING PLOUGH CORP COMMON 806605101 3995 76100 76100 0 67800 0 8300
SCHOLASTIC CORP COMMON 807066105 527 10400 10400 0 10400 0 0
SCHWAB CHARLES CORP COMMON 808513105 972 8850 8850 0 6550 0 2300
SCI SYSTEMS INC COMMON 783890106 4359 92000 92000 0 92000 0 0
SCIENTIFIC ATLANTA COMMON 808655104 2599 72200 72200 0 72200 0 0
SCOTSMAN INDS INC COMMON 809340102 587 27200 27200 0 26600 0 600
SCOTTISH POWER PLC ADS 81013T705 637 18200 18200 0 13400 0 4800
SDL INC COMMON 784076101 4259 83400 83400 0 73000 0 10400
SEACOR SMIT INC COMMON 811904101 5596 104600 104600 0 87800 0 16800
SEI INVESTMENTS CO COMMON 784117103 635 7200 7200 0 7200 0 0
SEITEL INC COMMON 816074306 3475 214700 214700 0 175000 0 39700
SEQUA CORPORATION CLASS A 817320104 847 12100 12100 0 11800 0 300
SEQUENT COMPUTER SYS COMMON 817338106 321 18100 18100 0 1200 0 16900
SHARED MED SYS CORP COMMON 819486101 502 7700 7700 0 7700 0 0
SHAW INDS INC COMMON 820286102 191 10900 10900 0 10900 0 0
SHELL TRANS & TRADING NY SHR 822703609 960 20700 20700 0 15000 0 5700
SHOPKO STORES INC COMMON 824911101 5099 139700 139700 0 113300 0 26400
SHURGARD STORAGE COMMON 82567D104 8319 306700 306700 0 267800 0 38900
SIEBEL SYS INC COMMON 826170102 2049 30900 30900 0 30900 0 0
SIGCORP INC COMMON 826912107 2496 88150 88150 0 82900 0 5250
SILICON VY BANCSHARE COMMON 827064106 2594 104800 104800 0 83900 0 20900
SIMON PPTY INC COMMON 828806109 2862 112800 112800 0 108400 0 4400
SKYTEL COMMUN INC COMMON 83087Q104 2768 132200 132200 0 115800 0 16400
SKYWEST INC COMMON 830879102 2983 119600 119600 0 102200 0 17400
SL GREEN RLTY CORP COMMON 78440X101 5649 276400 276400 0 240500 0 35900
SMITH CHARLES E RES COMMON 832197107 2718 80100 80100 0 75600 0 4500
SMITHFIELD FOODS INC COMMON 832248108 736 22000 22000 0 22000 0 0
SMITHKLINE BEECH PLC ADR 832378301 310 4700 4700 0 2600 0 2100
SOCIETE GENERALE FR SP ADR 83364L109 1167 33100 33100 0 23400 0 9700
SOLUTIA INC COMMON 834376105 1407 66000 66000 0 66000 0 0
SONIC CORP COMMON 835451105 1651 50600 50600 0 38500 0 12100
SONY CORP ADR 835699307 469 4250 4250 0 2600 0 1650
SOUTHWEST AIRLS CO COMMON 844741108 216 6950 6950 0 1750 0 5200
SOUTHWEST BANCORP COMMON 84476R109 3159 175500 175500 0 158100 0 17400
SOUTHWEST SECS GRP COMMON 845224104 7278 101700 101700 0 85700 0 16000
SPARTECH CORP COMMON 847220209 2521 79700 79700 0 68200 0 11500
SPIEKER PPTYS COMMON 848497103 330 8500 8500 0 7500 0 1000
SPORTSLINE USA COMMON 848934105 4972 138589 138589 0 118689 0 19900
SPRINGS INDS INC CLASS A 851783100 6504 149100 149100 0 126800 0 22300
SPRINT CORP (FON GRP) COMMON 852061100 2942 55500 55500 0 49300 0 6200
SPX CORP COMMON 784635104 5620 67300 67300 0 66200 0 1100
STANDARD PAC CORP COMMON 85375C101 3257 250500 250500 0 238200 0 12300
STANDARD PRODS CO COMMON 853836104 4889 190800 190800 0 157300 0 33500
STARBUCKS CORP COMMON 855244109 507 13500 13500 0 13500 0 0
STARWOOD HTLS & RES PAIRED 85590A203 480 15700 15700 0 14800 0 900
STATE STREET CORP COMMON 857477103 8111 95000 95000 0 95000 0 0
STERIS CORP COMMON 859152100 215 11100 11100 0 11100 0 0
STERLING COMM INC COMMON 859205106 430 11700 11700 0 11700 0 0
</TABLE>
<PAGE> 15
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STERLING SOFTWARE COMMON 859547101 2147 81200 81200 0 81200 0 0
STEWART ENTERPRISES CLASS A 860370105 2822 193800 193800 0 193800 0 0
STILLWATER MNG CO COMMON 86074Q102 11404 350900 350900 0 306900 0 44000
STONE ENERGY CORP COMMON 861642106 3034 71600 71600 0 57500 0 14100
STORAGE TECHNOLOGY COMMON 862111200 1158 50900 50900 0 50900 0 0
SUNGLASS HUT INTL COMMON 86736F106 189 11000 11000 0 11000 0 0
SUNOCO INC COMMON 86764P109 3007 99600 99600 0 96800 0 2800
SUNSTONE HOTEL INVS COMMON 867933103 561 66000 66000 0 54200 0 11800
SUNTRUST BANKS INC COMMON 867914103 5416 78000 78000 0 78000 0 0
SUPERIOR TELECOM INC COMMON 868365107 3932 157275 157275 0 136900 0 20375
SUSQUEHANNA BKSHS PA COMMON 869099101 397 22425 22425 0 21825 0 600
SWIFT ENERGY CO COMMON 870738101 1147 107300 107300 0 107300 0 0
SWIFT TRANSPORT CO COMMON 870756103 218 9900 9900 0 9900 0 0
SYKES ENTERPRISES IN COMMON 871237103 210 6300 6300 0 6300 0 0
SYLVAN LEARNING SYS COMMON 871399101 1096 40300 40300 0 21800 0 18500
SYMANTEC CORP COMMON 871503108 1224 48000 48000 0 48000 0 0
SYMBOL TECHNOLOGIES COMMON 871508107 1316 35700 35700 0 35700 0 0
SYNOPSYS INC COMMON 871607107 2003 36300 36300 0 36300 0 0
SYNTEL INC COMMON 87162H103 2014 223800 223800 0 198400 0 25400
TALBOTS INC COMMON 874161102 1437 37700 37700 0 37700 0 0
TCF FINANCIAL CORP COMMON 872275102 1054 37800 37800 0 37800 0 0
TECH DATA CORP COMMON 878237106 2039 53300 53300 0 53300 0 0
TECHNITROL INC COMMON 878555101 5395 167300 167300 0 152700 0 14600
TECO ENERGY INC COMMON 872375100 5233 230000 230000 0 230000 0 0
TECUMSEH PRODS CO CLASS A 878895200 8339 137700 137700 0 132300 0 5400
TEKELEC COMMON 879101103 291 23900 23900 0 21300 0 2600
TEKTRONIX INC COMMON 879131100 338 11200 11200 0 11200 0 0
TELECOM ITALIA S P A ADS 87927W106 1194 11350 11350 0 7850 0 3500
TELEFONICA S A SP ADR 879382208 687 4666 4666 0 3642 0 1024
TELEFONOS DE MEXICO SP ADR 879403780 1034 12800 12800 0 10700 0 2100
TELEPHONE & DATA SYS COMMON 879433100 1060 14500 14500 0 14500 0 0
TEMPLE INLAND INC COMMON 879868107 3136 45700 45700 0 45200 0 500
TERADYNE INC COMMON 880770102 4269 59500 59500 0 59500 0 0
TEREX CORP COMMON 880779103 6699 220100 220100 0 193500 0 26600
TESORO PETE CORP COMMON 881609101 6381 400400 400400 0 331200 0 69200
TEXACO INC COMMON 881694103 6980 111900 111900 0 100200 0 11700
TEXAS INDS INC COMMON 882491103 6173 159300 159300 0 136400 0 22900
TEXAS INSTRS INC COMMON 882508104 11621 80700 80700 0 80700 0 0
TEXTRON INC COMMON 883203101 313 3800 3800 0 3800 0 0
THE LIMITED INC COMMON 532716107 6696 147563 147563 0 147563 0 0
THE MCCLATCHY CO CLASS A 579489105 6589 198900 198900 0 174400 0 24500
THERAGENICS CORP COMMON 883375107 2120 305600 305600 0 269800 0 35800
THERMO INSTR SYS INC COMMON 883559106 515 32200 32200 0 32200 0 0
THQ INC COMMON 872443403 759 26400 26400 0 26400 0 0
TIDEWATER INC COMMON 886423102 3062 100400 100400 0 98700 0 1700
TIFFANY & CO COMMON 886547108 1805 18700 18700 0 18700 0 0
TIMES MIRROR COMPANY COMMON 887364107 2619 44200 44200 0 40300 0 3900
TJ INTL INC COMMON 872534102 1798 58000 58000 0 47000 0 11000
TJX COMPANIES INC COMMON 872540109 300 9000 9000 0 6900 0 2100
TMP WORLDWIDE INC COMMON 872941109 1619 25500 25500 0 23000 0 2500
TORCHMARK CORP COMMON 891027104 5767 169000 169000 0 169000 0 0
TOSCO CORP COMMON 891490302 1906 73500 73500 0 73500 0 0
TOWER AUTOMOTIVE INC COMMON 891707101 1073 42200 42200 0 42200 0 0
TOYS R US INC COMMON 892335100 1094 52900 52900 0 52900 0 0
TRANSACTION NETWORK COMMON 893414102 889 30400 30400 0 30400 0 0
TRANSOCEAN OFFSHORE ORDINARY G90076103 1541 58700 58700 0 58700 0 0
TRANSWITCH CORP COMMON 894065101 7438 157000 157000 0 136450 0 20550
TREDEGAR CORP COMMON 894650100 2795 124200 124200 0 106900 0 17300
TRIGON HEALTHCARE COMMON 89618L100 3354 92200 92200 0 91200 0 1000
TRINITY INDS INC COMMON 896522109 1132 33800 33800 0 33800 0 0
TRIQUINT SEMICONDTR COMMON 89674K103 6494 114300 114300 0 102000 0 12300
</TABLE>
<PAGE> 16
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRUE NORTH COMMUNCTN COMMON 897844106 4486 150800 150800 0 129300 0 21500
TRUSTMARK CORP COMMON 898402102 2008 87800 87800 0 84000 0 3800
TV GUIDE INC CLASS A 87307Q109 2886 78800 78800 0 72100 0 6700
TYCO INTL LTD COMMON 902124106 10621 112100 112100 0 99500 0 12600
TYSON FOODS INC CLASS A 902494103 3085 137100 137100 0 137100 0 0
U S G CORP COMMON 903293405 2702 48250 48250 0 45300 0 2950
U S TR CORP COMMON 91288L105 1887 20400 20400 0 18400 0 2000
UAL CORP COMMON 902549500 3264 50500 50500 0 47300 0 3200
ULTRAMAR DIAMOND SHM COMMON 904000106 3507 160800 160800 0 160800 0 0
UNIGATE LTD ADR 904750403 153 24000 24000 0 16000 0 8000
UNILEVER N.V NY SHR 904784709 2303 33017 33017 0 28910 0 4107
UNIPHASE CORP COMMON 909149106 2756 16600 16600 0 16600 0 0
UNITED AUTO GROUP COMMON 909440109 276 26900 26900 0 10000 0 16900
UNITED INTL HLDGS CLASS A 910734102 866 12800 12800 0 12800 0 0
UNITED STATES CELLUL COMMON 911684108 4071 76100 76100 0 76100 0 0
UNITED STATIONERS COMMON 913004107 3410 155000 155000 0 128900 0 26100
UNITED TECHNOLOGIES COMMON 913017109 5069 70400 70400 0 65000 0 5400
UNIVERSAL CORP COMMON 913456109 8045 282900 282900 0 260300 0 22600
UNIVERSAL FOODS CORP COMMON 913538104 376 17800 17800 0 17800 0 0
UNIVERSAL FST PRODS COMMON 913543104 765 35600 35600 0 35600 0 0
UNIVERSAL HEALTH SVC CLASS B 913903100 334 7000 7000 0 7000 0 0
US BANCORP DEL COMMON 902973106 497 14900 14900 0 13600 0 1300
US BANCORP INC PA COMMON 917292104 172 10900 10900 0 10900 0 0
US HOME CORP COMMON 911920106 2723 76700 76700 0 71800 0 4900
US ONCOLOGY INC COMMON 90338W103 241 20100 20100 0 20100 0 0
UST CORP COMMON 902900109 1122 37100 37100 0 33300 0 3800
UST INC COMMON 902911106 2125 72500 72500 0 68700 0 3800
USWEB CORP COMMON 917327108 1757 79200 79200 0 67900 0 11300
USX MARATHON GROUP COMMON 902905827 5643 173300 173300 0 151100 0 22200
USX-US STEEL GROUP COMMON 90337T101 2311 85600 85600 0 78800 0 6800
VALASSIS COMMUNICTNS COMMON 918866104 3974 108500 108500 0 105100 0 3400
VALERO ENERGY CORP COMMON 91913Y100 3006 140200 140200 0 124700 0 15500
VARCO INTL INC COMMON 922126107 167 15400 15400 0 14200 0 1200
VARIAN MED SYS INC COMMON 92220P105 225 8900 8900 0 8900 0 0
VERIO INC COMMON 923433106 2975 42800 42800 0 37200 0 5600
VERITAS DGC INC COMMON 92343P107 1850 101000 101000 0 80200 0 20800
VERITAS SOFTWARE COMMON 923436109 1666 17550 17550 0 17550 0 0
VIACOM INC CLASS B 925524308 4805 109200 109200 0 96600 0 12600
VIAD CORP COMMON 92552R109 6441 208200 208200 0 199800 0 8400
VISHAY INTERTECH COMMON 928298108 1707 81275 81275 0 81275 0 0
VISX INC DEL COMMON 92844S105 8877 112100 112100 0 111500 0 600
VITESSE SEMICONDCTOR COMMON 928497106 3035 45000 45000 0 45000 0 0
VORNADO RLTY TR SH BEN 929042109 2754 78000 78000 0 74500 0 3500
VULCAN MATLS CO COMMON 929160109 647 13400 13400 0 11000 0 2400
WAL MART STORES INC COMMON 931142103 5949 123300 123300 0 108300 0 15000
WALDEN RES PPTYS INC COMMON 931210108 443 20600 20600 0 7600 0 13000
WARNER LAMBERT CO COMMON 934488107 6379 92201 92201 0 81801 0 10400
WASHINGTON FED INC COMMON 938824109 583 26000 26000 0 26000 0 0
WATERS CORP COMMON 941848103 988 18600 18600 0 18600 0 0
WATSCO INC COMMON 942622200 943 57600 57600 0 41800 0 15800
WATTS INDUSTRIES INC CLASS A 942749102 1923 100200 100200 0 100200 0 0
WEBSTER FINANCIAL CO COMMON 947890109 3776 139200 139200 0 131800 0 7400
WEEKS CORP COMMON 94856P102 1080 35400 35400 0 34700 0 700
WENDYS INTL INC COMMON 950590109 1499 52600 52600 0 52600 0 0
WERNER ENTERPRISES COMMON 950755108 3598 173399 173399 0 151749 0 21650
WESTERN RES INC COMMON 959425109 3421 128500 128500 0 125800 0 2700
WESTERN WIRELESS COR CLASS A 95988E204 6836 253200 253200 0 211500 0 41700
WESTPOINT STEVENS COMMON 961238102 1464 49100 49100 0 46400 0 2700
WESTWOOD ONE INC COMMON 961815107 1345 37700 37700 0 37700 0 0
WHIRLPOOL CORP COMMON 963320106 8281 111900 111900 0 111900 0 0
WHITEHALL JEWELLERS COMMON 965063100 230 8600 8600 0 8600 0 0
</TABLE>
<PAGE> 17
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WHITTMAN-HART INC COMMON 966834103 267 8400 8400 0 8400 0 0
WICOR INC COMMON 929253102 282 10100 10100 0 10100 0 0
WILEY JOHN & SONS CLASS A 968223206 360 20400 20400 0 20400 0 0
WILLAMETTE INDS INC COMMON 969133107 714 15500 15500 0 14500 0 1000
WINSTAR COMMUNCTN COMMON 975515107 3208 65800 65800 0 61200 0 4600
WISCONSIN ENERGY COMMON 976657106 877 35000 35000 0 35000 0 0
WORLD COLOR PRESS LT COMMON 981443104 355 12900 12900 0 12900 0 0
WSFS FINL CORP COMMON 929328102 764 52000 52000 0 52000 0 0
XEROX CORP COMMON 984121103 8664 146700 146700 0 145300 0 1400
XILINX INC COMMON 983919101 1786 31200 31200 0 30600 0 600
XIRCOM INC COMMON 983922105 3908 130000 130000 0 117500 0 12500
XL CAP LTD CLASS A G98255105 1494 26440 26440 0 24519 0 1921
XOMED SURGICAL PRODS COMMON 98412V107 2702 55500 55500 0 46700 0 8800
YORK INTL CORP COMMON 986670107 287 6700 6700 0 6700 0 0
ZALE CORP COMMON 988858106 10852 271300 271300 0 244300 0 27000
ZURICH ALLIED AG SP ADR 98981P101 284 2500 2500 0 2000 0 500
REPORT TOTALS 2553679 75421624 75421624 0 0 68568838 0 6852786
</TABLE>
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