<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: DECEMBER 31, 1999
CHECK HERE IF AMENDMENT [ ]; AMENDMENT NUMBER:
THIS AMENDMENT (CHECK ONLY ONE.): [ ] IS A RESTATEMENT.
[ ] ADDS NEW HOLDINGS ENTRIES.
INSTITUTIONAL INVESTMENT MANAGER FILING THIS REPORT:
NAME: 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:
<TABLE>
<S> <C> <C>
/S/ FRANK BISOGNANO BOSTON, MA 2/2/00
- ----------------------- --------------------- ---------------
[SIGNATURE] [CITY, STATE] [DATE]
</TABLE>
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: 905
Form 13F Information Table Value Total: 2,633,564
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>
24 / 7 MEDIA INC COMMON 901314104 2801 49800 48300 1500 0 44600 5200
ABBOTT LABS COMMON 002824100 2947 81160 81160 0 0 75380 5780
ABERCROMBIE & FITCH CLASS A 002896207 368 13800 13800 0 0 13200 600
ABM INDS INC COMMON 000957100 1361 66800 64400 2400 0 65100 1700
ABN AMRO HLDG NV SP ADR 000937102 551 21750 21750 0 0 16750 5000
ACCLAIM ENTMT INC COMMON 004325205 996 194400 194400 0 0 164100 30300
ACT MFG INC COMMON 000973107 2914 77700 74800 2900 0 68600 9100
ACXIOM CORP COMMON 005125109 211 8800 8800 0 0 8800 0
ADAMS GOLF INC COMMON 006228100 57 35000 0 35000 0 35000 0
ADAPTEC INC COMMON 00651F108 6239 125100 125100 0 0 125100 0
ADC TELECOMMUNICATNS COMMON 000886101 4717 65000 65000 0 0 65000 0
ADOBE SYSTEMS INC COMMON 00724F101 545 8100 8100 0 0 4700 3400
ADTRAN INC COMMON 00738A106 303 5900 5900 0 0 5900 0
ADVANCED ENERGY IND COMMON 007973100 2512 51000 49700 1300 0 45300 5700
ADVANCED FIBRE COMM COMMON 00754A105 4317 96600 93900 2700 0 86800 9800
ADVANTA CORP CLASS A 007942105 3749 205400 201400 4000 0 163900 41500
ADVO INC COMMON 007585102 1226 51600 51600 0 0 41400 10200
AES CORP COMMON 00130H105 576 7700 7700 0 0 5000 2700
AFFILIATED COMP SVCS CLASS A 008190100 248 5400 5400 0 0 5400 0
AFFILIATED MANAGE GR COMMON 008252108 3728 92200 89900 2300 0 76200 16000
AFFYMETRIX INC COMMON 00826T108 4276 25200 24300 900 0 22400 2800
AFLAC INC COMMON 001055102 6644 140800 140800 0 0 138600 2200
AGL RESOURCES INC COMMON 001204106 1270 74700 74700 0 0 74700 0
AHL SVCS INC COMMON 001296102 779 37300 34700 2600 0 34100 3200
AIR PRODS & CHEMS COMMON 009158106 1618 48200 48200 0 0 46000 2200
AK STL HLDG CORP COMMON 001547108 1219 64600 60400 4200 0 55700 8900
AKZO N V SP ADR 010199305 555 11150 11150 0 0 7350 3800
ALASKA AIR GROUP INC COMMON 011659109 323 9200 7900 1300 0 5000 4200
ALBANY INTL CORP CLASS A 012348108 1484 95755 91348 4407 0 93777 1978
ALLAIRE CORP COMMON 016714107 4024 27500 26700 800 0 25000 2500
ALLEGHENY ENERGY INC COMMON 017361106 3820 141800 141800 0 0 138300 3500
ALLEGIANCE TELECOM COMMON 01747T102 1116 12100 12100 0 0 12100 0
ALLIANT CORP COMMON 018802108 290 10560 10560 0 0 10560 0
ALLMERICA FINL CORP COMMON 019754100 1024 18400 18400 0 0 17800 600
ALLSTATE CORP COMMON 020002101 3210 133400 133400 0 0 133300 100
</TABLE>
<PAGE> 4
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALLTEL CORP COMMON 020039103 3886 47000 47000 0 0 47000 0
ALPHA INDS INC COMMON 020753109 3106 54200 52800 1400 0 49800 4400
ALPHARMA INC CLASS A 020813101 8429 274100 269300 4800 0 238800 35300
ALTERA CORP COMMON 021441100 947 19100 19100 0 0 18200 900
AMBAC FINANCIAL GRP COMMON 023139108 2562 49100 49100 0 0 49100 0
AMER CLASSIC VOYAGES COMMON 024928103 1719 49100 49100 0 0 49100 0
AMER MGMNT SYS COMMON 027352103 3156 100600 98500 2100 0 85900 14700
AMERADA HESS CORP COMMON 023551104 3002 52900 52900 0 0 46200 6700
AMERICA ONLINE INC COMMON 02364J104 1335 17600 17600 0 0 11600 6000
AMERICA WEST HLDGS CLASS B 023657208 6551 315700 311900 3800 0 276600 39100
AMERICAN EAGLE OUTFT COMMON 02553E106 333 7400 7400 0 0 7400 0
AMERICAN EXPRESS CO COMMON 025816109 1081 6500 6500 0 0 5900 600
AMERICAN FREIGHTWAYS COMMON 02629V108 1883 116300 115500 800 0 102000 14300
AMERICAN GEN CORP COMMON 026351106 8498 112000 112000 0 0 112000 0
AMERICAN HOME PRODS COMMON 026609107 9377 238900 238900 0 0 235400 3500
AMERICREDIT CORP COMMON 03060R101 5324 287800 278100 9700 0 269300 18500
AMERISOURCE HEALTH CLASS A 03071P102 787 51800 51800 0 0 51800 0
AMERN FINL GROUP COMMON 025932104 2310 87600 87600 0 0 87600 0
AMERN INTL GROUP INC COMMON 026874107 1439 13310 13310 0 0 11635 1675
AMERN PWR CONVERSION COMMON 029066107 1546 58600 58600 0 0 58600 0
AMGEN INC COMMON 031162100 8175 136100 136100 0 0 118300 17800
AMKOR TECHNOLOGY INC COMMON 031652100 6026 213300 206000 7300 0 186900 26400
AMR CORP COMMON 001765106 444 6600 6600 0 0 6100 500
AMSOUTH BANCORP COMMON 032165102 277 14349 14349 0 0 10224 4125
ANADARKO PETE COMMON 032511107 1351 39600 39600 0 0 39600 0
ANALOG DEVICES INC COMMON 032654105 5422 58300 58300 0 0 58300 0
ANCHOR BANCORP WIS COMMON 032839102 1233 81500 76200 5300 0 68500 13000
ANDRX CORP COMMON 034551101 241 5700 5700 0 0 5700 0
ANHEUSER BUSCH COS COMMON 035229103 11489 162100 162100 0 0 156900 5200
ANNTAYLOR STORES COMMON 036115103 2383 69200 67700 1500 0 58300 10900
APACHE CORP COMMON 037411105 351 9500 9500 0 0 7000 2500
APARTMENT INVT&MGMT CLASS A 03748R101 1111 27900 27900 0 0 26600 1300
APPLEBEES INTL INC COMMON 037899101 1354 45900 45900 0 0 45900 0
APPLIED MATLS INC COMMON 038222105 1596 12600 12600 0 0 10800 1800
APPLIED SCI & TECH COMMON 038236105 6241 187800 183700 4100 0 159700 28100
APRIA HEALTHCARE GRP COMMON 037933108 1613 89900 88800 1100 0 81700 8200
APTARGROUP INC COMMON 038336103 6136 244200 241800 2400 0 208000 36200
ARCHER-DANIEL MIDLND COMMON 039483102 2877 237311 237311 0 0 237311 0
ARDEN RLTY GRP INC COMMON 039793104 1111 55400 55400 0 0 52800 2600
ARGOSY GAMING CORP COMMON 040228108 7033 451900 444000 7900 0 406700 45200
ARKANSAS BEST CORP COMMON 040790107 300 25000 25000 0 0 7800 17200
</TABLE>
<PAGE> 5
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ARROW ELECTRS INC COMMON 042735100 1215 47900 47900 0 0 47900 0
ARTHROCARE CORP COMMON 043136100 4118 67500 66300 1200 0 63700 3800
ARVIN INDS INC COMMON 043339100 8104 285600 280400 5200 0 248400 37200
ASHLAND INC COMMON 044204105 372 11300 11300 0 0 11300 0
ASPECT DEV INC COMMON 045234101 6213 90700 88200 2500 0 83000 7700
ASSOCIATED BRIT FOOD ADR 045519402 415 75679 75679 0 0 54080 21599
ASSOCIATES FIRST CAP CLASS A 046008108 466 16978 16978 0 0 14984 1994
ASTEC INDS INC COMMON 046224101 1635 86900 84300 2600 0 71000 15900
ASTRAZENECA PLC SP ADR 046353108 965 23115 23115 0 0 16052 7063
AT&T CORP COMMON 001957109 18963 373199 373199 0 0 356737 16462
ATLANTIC RICHFIELD COMMON 048825103 7612 88000 88000 0 0 88000 0
ATMEL CORP COMMON 049513104 3861 130600 130600 0 0 130600 0
AUTODESK INC COMMON 052769106 273 8100 8100 0 0 8100 0
AUTOZONE INC COMMON 053332102 2637 81600 81600 0 0 81600 0
AVALONBAY COMMNTIES COMMON 053484101 1437 41500 40900 600 0 39700 1800
AVIS RENT A CAR INC COMMON 053790101 565 22100 21300 800 0 14000 8100
AVNET INC COMMON 053807103 653 10800 10800 0 0 10800 0
AVON PRODS INC COMMON 054303102 238 7200 7200 0 0 6000 1200
AVT CORP COMMON 002420107 6632 141100 138800 2300 0 131500 9600
AVX CORP COMMON 002444107 1488 29800 29800 0 0 29800 0
AZTAR CORP COMMON 054802103 4165 383000 377500 5500 0 349400 33600
B A S F A G SP ADR 055262505 780 15250 15250 0 0 10100 5150
BALL CORP COMMON 058498106 4973 126300 126000 300 0 121400 4900
BALLY TOTAL FITNES COMMON 05873K108 1278 47900 47900 0 0 37700 10200
BANCWEST CORP NEW COMMON 059790105 5444 279200 271600 7600 0 236800 42400
BANK OF AMERICA CORP COMMON 060505104 7479 149021 149021 0 0 148643 378
BANK ONE CORPORATION COMMON 06423A103 2198 68700 68700 0 0 63600 5100
BANK UTD CORP CLASS A 065412108 7292 267600 263900 3700 0 236000 31600
BANTA CORP COMMON 066821109 205 9100 9100 0 0 5400 3700
BARD C R INC COMMON 067383109 6360 120000 120000 0 0 107500 12500
BARRETT RES CORP COMMON 068480201 1098 37300 34500 2800 0 33600 3700
BASIN EXPL INC COMMON 070107107 3061 173700 169300 4400 0 159100 14600
BAUSCH & LOMB INC COMMON 071707103 479 7000 7000 0 0 4700 2300
BAXTER INTL INC COMMON 071813109 1960 31200 31200 0 0 28000 3200
BAYER A G SP ADR 072730302 733 15550 15550 0 0 11200 4350
BEAR STEARNS COS INC COMMON 073902108 2725 63743 63743 0 0 57835 5908
BECKMAN COULTER INC COMMON 075811109 3480 68400 68400 0 0 68400 0
BECTON DICKINSON COMMON 075887109 323 12000 12000 0 0 10000 2000
BED BATH & BEYOND COMMON 075896100 806 23200 23200 0 0 23200 0
BEDFORD PPTY INV INC COMMON 076446301 5448 319300 319300 0 0 277000 42300
BELL ATLANTIC CORP COMMON 077853109 6150 99906 99906 0 0 89506 10400
</TABLE>
<PAGE> 6
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BELLSOUTH CORP COMMON 079860102 7579 161900 161900 0 0 142850 19050
BINDLEY WESTN INDS COMMON 090324104 6559 435431 428232 7199 0 377752 57679
BIOGEN INC COMMON 090597105 4918 58200 58200 0 0 58200 0
BIOMATRIX INC COMMON 09060P102 470 24400 24400 0 0 24400 0
BIOMET INC COMMON 090613100 7164 179100 179100 0 0 179100 0
BISYS GROUP INC COMMON 055472104 431 6600 6600 0 0 6600 0
BJ SVCS CO COMMON 055482103 2705 64700 64700 0 0 64000 700
BK OF TOKYO-MITSU SP ADR 065379109 403 28904 28904 0 0 19300 9604
BLACK BOX CORP DEL COMMON 091826107 2077 31000 29900 1100 0 27500 3500
BLACK HILLS CORP COMMON 092113109 335 15100 15100 0 0 11200 3900
BLANCH E W HLDGS COMMON 093210102 980 16000 14000 2000 0 12200 3800
BLOCK H & R INC COMMON 093671105 3032 69300 69300 0 0 64400 4900
BOB EVANS FARMS INC COMMON 096761101 616 39900 35800 4100 0 38600 1300
BOEING CO COMMON 097023105 288 6940 6940 0 0 5840 1100
BOISE CASCADE CORP COMMON 097383103 1786 44100 44100 0 0 44100 0
BORDERS GROUP INC COMMON 099709107 774 47600 47600 0 0 47600 0
BORG-WARNER AUTO COMMON 099724106 1652 40800 39700 1100 0 40800 0
BOSTON PROPERTIES COMMON 101121101 1264 40600 40600 0 0 38700 1900
BOWNE & CO INC COMMON 103043105 221 16400 16400 0 0 3700 12700
BRIGGS & STRATTON CO COMMON 109043109 1196 22300 22300 0 0 21400 900
BRINKER INTL INC COMMON 109641100 4615 191300 191300 0 0 187000 4300
BRISTOL MYERS SQUIBB COMMON 110122108 14211 221400 221400 0 0 215800 5600
BRITISH AIRWAYS PLC ADR 110419306 647 10050 10050 0 0 7400 2650
BRITISH TELECOMMUNTS ADR 111021408 1059 4450 4450 0 0 3150 1300
BROADVISION INC COMMON 111412102 22788 134000 131400 2600 0 125400 8600
BROADWING INC COMMON 111620100 2762 74900 74900 0 0 74900 0
BROWN TOM INC COMMON 115660201 1198 89600 89600 0 0 68500 21100
BRUNSWICK CORP COMMON 117043109 1869 84000 84000 0 0 79900 4100
BUFFETS INC COMMON 119882108 1042 104200 104200 0 0 102700 1500
C&D TECHNOLOGIES INC COMMON 124661109 1955 46000 45300 700 0 43300 2700
CABLE DESIGN TECH COMMON 126924109 881 38300 38300 0 0 38300 0
CABLETRON SYS INC COMMON 126920107 1365 52500 52500 0 0 52500 0
CABOT OIL & GAS CORP CLASS A 127097103 178 11100 11100 0 0 9700 1400
CADENCE DESIGN SYS COMMON 127387108 6101 254200 254200 0 0 254200 0
CALLAWAY GOLF CO COMMON 131193104 2025 114500 113500 1000 0 106600 7900
CAMBREX CORP COMMON 132011107 1756 51000 50300 700 0 51000 0
CANANDAIGUA BRANDS CLASS A 137219200 7584 148700 147800 900 0 140600 8100
CANON INC ADR 138006309 1257 31000 31000 0 0 23800 7200
CAPITL AUTOMTVE REIT COMMON 139733109 2430 199400 197400 2000 0 146700 52700
CARLISLE COS INC COMMON 142339100 2290 63600 63600 0 0 57800 5800
CARLTON COMMUNICATN ADR 142872209 819 17200 17200 0 0 11500 5700
</TABLE>
<PAGE> 7
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CARRAMERICA RLTY CP COMMON 144418100 750 35100 35100 0 0 33300 1800
CARRIER ACCESS CORP COMMON 144460102 3224 47900 46300 1600 0 42500 5400
CATALINA MARKETING COMMON 148867104 579 5000 5000 0 0 5000 0
CATERPILLAR INC COMMON 149123101 5883 125000 125000 0 0 125000 0
CATO CORP CLASS A 149205106 2706 214300 209700 4600 0 167600 46700
CBL & ASSOCIATE PROP COMMON 124830100 2925 141800 141800 0 0 123300 18500
CCB FINANCIAL CORP COMMON 124875105 579 13300 12800 500 0 13300 0
C-CUBE MICROSYS COMMON 125015107 286 4600 4600 0 0 4600 0
CDW COMPUTER CTRS COMMON 125129106 1344 17100 17100 0 0 17100 0
CEC ENTMT INC COMMON 125137109 6156 217900 213700 4200 0 194150 23750
CENTEX CONSTR PROD COMMON 15231R109 1591 40800 40200 600 0 36300 4500
CENTEX CORP COMMON 152312104 2916 118100 118100 0 0 115100 3000
CENTRAL NEWSPAPERS CLASS A 154647101 2185 55500 55500 0 0 55500 0
CENTURYTEL INC COMMON 156700106 1864 39350 39350 0 0 37750 1600
CERNER CORP COMMON 156782104 3000 152400 147600 4800 0 136200 16200
CHARTER ONE FINL COMMON 160903100 1169 61110 61110 0 0 61110 0
CHASE MANHATTAN CORP COMMON 16161A108 12752 164148 164148 0 0 152596 11552
CHECKFREE HLDGS COMMON 162816102 826 7900 7900 0 0 7900 0
CHEESECAKE FACTORY COMMON 163072101 5719 163400 160100 3300 0 144100 19300
CHEMED CORP COMMON 163596109 2625 91700 87900 3800 0 71600 20100
CHEVRON CORPORATION COMMON 166751107 3205 37000 37000 0 0 37000 0
CHIREX INC COMMON 170038103 654 44700 40400 4300 0 34700 10000
CHIRON CORP COMMON 170040109 3975 93800 93800 0 0 93800 0
CHURCH & DWIGHT INC COMMON 171340102 483 18100 18100 0 0 18100 0
CIBER INC COMMON 17163B102 3080 112000 112000 0 0 112000 0
CIGNA CORP COMMON 125509109 5094 63225 63225 0 0 58325 4900
CINTAS CORP COMMON 172908105 223 4200 4200 0 0 4200 0
CISCO SYSTEMS INC COMMON 17275R102 9438 88100 88100 0 0 77600 10500
CITIGROUP INC COMMON 172967101 12019 215825 215825 0 0 205325 10500
CITRIX SYS INC COMMON 177376100 996 8100 8100 0 0 8100 0
CITY NATL CORP COMMON 178566105 1673 50800 50200 600 0 50200 600
CLAIRE S STORES INC COMMON 179584107 526 23500 23500 0 0 23500 0
CLECO CORP COMMON 12561W105 6387 199200 197300 1900 0 174800 24400
CMS ENERGY CORP COMMON 125896100 240 7700 7700 0 0 7700 0
CNET INC COMMON 125945105 1612 28400 28400 0 0 28400 0
CNF TRANSPORTATION COMMON 12612W104 1452 42100 42100 0 0 42100 0
COASTAL CORP COMMON 190441105 936 26400 26400 0 0 20000 6400
COCA COLA CO COMMON 191216100 1174 20150 20150 0 0 18350 1800
COLE KENNETH PRODNS CLASS A 193294105 220 4800 4200 600 0 4800 0
COLGATE PALMOLIVE CO COMMON 194162103 442 6800 6800 0 0 5600 1200
COLONIAL BANCGROUP COMMON 195493309 631 60800 60800 0 0 60800 0
</TABLE>
<PAGE> 8
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMDISCO INC COMMON 200336105 1505 40400 40400 0 0 40400 0
COMMERCE BANC INC NJ COMMON 200519106 7861 194388 192413 1975 0 170103 24285
COMMERCE BANCSHARES COMMON 200525103 1677 49513 49513 0 0 49513 0
COMMERCE GROUP INC COMMON 200641108 363 13900 11900 2000 0 5000 8900
COMMERCIAL FED CORP COMMON 201647104 321 18000 18000 0 0 10700 7300
COMMERCIAL METALS CO COMMON 201723103 3764 110900 108200 2700 0 110300 600
COMMONWEALTH INDS COMMON 203004106 404 31100 31100 0 0 7800 23300
COMMSCOPE INC COMMON 203372107 468 11600 11600 0 0 11600 0
COMPAQ COMPUTER CORP COMMON 204493100 5413 200000 200000 0 0 200000 0
COMPUTER ASSOC INTL COMMON 204912109 248 3550 3550 0 0 3550 0
COMPUTER TASK GROUP COMMON 205477102 1871 126300 121900 4400 0 102000 24300
COMPUWARE CORP COMMON 205638109 4626 124200 124200 0 0 124000 200
CONCORD EFS INC COMMON 206197105 3561 138300 138300 0 0 138300 0
CONMED CORP COMMON 207410101 611 23600 22200 1400 0 20500 3100
CONSOLIDATED FRTWYS COMMON 209232107 790 99500 99500 0 0 99500 0
CONSOLIDATED PAPERS COMMON 209759109 541 17000 17000 0 0 17000 0
CONSOLIDATED PRODS COMMON 209798107 102 10044 10044 0 0 10044 0
CONVERGYS CORP COMMON 212485106 578 18800 18800 0 0 18800 0
COOPER CAMERON CORP COMMON 216640102 1586 32400 32400 0 0 32400 0
COOPER TIRE & RUBBER COMMON 216831107 488 31000 31000 0 0 28000 3000
COORS ADOLPH CO CLASS B 217016104 2504 47700 47700 0 0 47100 600
COPART INC COMMON 217204106 6334 145600 142100 3500 0 117500 28100
CORDANT TECHO INC COMMON 218412104 1033 31300 31300 0 0 31300 0
CORN PRODS INTL COMMON 219023108 4025 122900 120200 2700 0 86900 36000
CORNING INCORPORATED COMMON 219350105 838 6500 6500 0 0 3900 2600
CORUS GROUP PLC ADR 22087M101 502 19400 19400 0 0 13200 6200
COSTCO WHSL CORP COMMON 22160K105 575 6300 6300 0 0 6300 0
COVANCE INC COMMON 222816100 461 42600 42600 0 0 40000 2600
COX RADIO INC CLASS A 224051102 5456 54700 54700 0 0 54700 0
CREDITRUST CORP COMMON 225429109 403 52400 48600 3800 0 47700 4700
CREE RESH INC COMMON 225447101 4875 57100 55200 1900 0 50500 6600
CROWN CASTLE INTL COMMON 228227104 2014 62700 62700 0 0 62700 0
CROWN CORK & SEAL COMMON 228255105 1002 44800 44800 0 0 44800 0
CSG SYS INTL INC COMMON 126349109 1683 42200 42200 0 0 42200 0
CTS CORP COMMON 126501105 1070 14200 14200 0 0 14200 0
CULLEN FROST BANKERS COMMON 229899109 1869 72600 70000 2600 0 67000 5600
CUMMINS ENGINE INC COMMON 231021106 1256 26000 26000 0 0 26000 0
CYPRESS SEMICONDUCTR COMMON 232806109 6915 213600 211200 2400 0 197300 16300
CYTEC INDS INC COMMON 232820100 720 31300 31300 0 0 31300 0
CYTYC CORP COMMON 232946103 8769 143600 139700 3900 0 131000 12600
DAI NIPPON PRTG LTD ADR 233806207 502 3150 3150 0 0 2650 500
</TABLE>
<PAGE> 9
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DAIMLERCHRYSLER AG ORDINARY D1668R123 699 8960 8960 0 0 6400 2560
DAIN RAUSCHER CORP COMMON 233856103 1734 37300 37300 0 0 34500 2800
DALLAS SEMICONDUCTOR COMMON 235204104 5986 92900 90700 2200 0 77400 15500
DARDEN RESTAURANT COMMON 237194105 4722 260500 260500 0 0 252100 8400
DATASCOPE CORP COMMON 238113104 4628 115700 113500 2200 0 97800 17900
DAYTON HUDSON CORP COMMON 239753106 6529 88900 88900 0 0 77400 11500
DEAN FOODS CO COMMON 242361103 2365 59500 59500 0 0 59400 100
DEL MONTE FOODS CO COMMON 24522P103 1645 133600 129800 3800 0 114100 19500
DELL COMPUTER CORP COMMON 247025109 9300 182350 182350 0 0 160150 22200
DELPHI FINL GRP CLASS A 247131105 3728 124260 121972 2288 0 102013 22247
DEN DANSKE BK AF ADR 248206203 955 8750 8750 0 0 6500 2250
DEUTSCHE BANK A G SP ADR 251525309 958 11400 11400 0 0 8250 3150
DEVON ENERGY CORP COMMON 25179M103 388 11800 11800 0 0 11800 0
DEVRY INC DEL COMMON 251893103 6345 338400 334800 3600 0 294400 44000
DEXTER CORP COMMON 252165105 3017 75900 73500 2400 0 54800 21100
DIAMOND OFFSHORE DRL COMMON 25271C102 1369 44800 44800 0 0 44800 0
DILLARD'S INC CLASS A 254067101 323 16000 16000 0 0 16000 0
DIME CMNTY BANCORP COMMON 253922108 300 16200 16200 0 0 3900 12300
DISNEY WALT CO COMMON 254687106 538 18400 18400 0 0 14700 3700
DOLLAR GEN CORP COMMON 256669102 1991 87500 87500 0 0 87500 0
DOLLAR THRIFTY AUTO COMMON 256743105 7023 293400 288500 4900 0 244000 49400
DOLLAR TREE STORES COMMON 256747106 286 5900 5900 0 0 5900 0
DONNELLEY R R & SONS COMMON 257867101 213 8600 8600 0 0 5700 2900
DORAL FINL CRP COMMON 25811P100 1098 89200 81300 7900 0 57000 32200
DOUBLECLICK INC COMMON 258609304 2556 10100 10100 0 0 10100 0
DOW CHEM CO COMMON 260543103 5212 39008 39008 0 0 33808 5200
DOWNEY FINANCIAL COMMON 261018105 6016 297985 291185 6800 0 259490 38495
DPL INC COMMON 233293109 3475 200700 200700 0 0 200700 0
DQE INC COMMON 23329J104 1170 33800 33800 0 0 33800 0
DRIL-QUIP INC COMMON 262037104 2400 79000 76700 2300 0 64400 14600
DST SYS INC DEL COMMON 233326107 2442 32000 32000 0 0 32000 0
DUKE ENERGY CORP COMMON 264399106 5820 116100 116100 0 0 116100 0
DUKE-WEEKS REALTY CO COMMON 264411505 1093 56040 56040 0 0 53474 2566
E TRADE GROUP INC COMMON 269246104 475 18200 18200 0 0 18200 0
EARTHGRAINS CO COMMON 270319106 3962 245700 242700 3000 0 222700 23000
EAST WEST BANCORP COMMON 27579R104 584 51100 51100 0 0 14100 37000
EATON VANCE CORP COMMON 278265103 942 24800 24800 0 0 24800 0
ECHOSTAR COMMNCTNS CLASS A 278762109 312 3200 3200 0 0 3200 0
EDISON INTL COMMON 281020107 419 16000 16000 0 0 6000 10000
EDWARDS AG INC COMMON 281760108 1688 52650 52650 0 0 52650 0
EISAI LTD SP ADR 282579309 419 21800 21800 0 0 14550 7250
</TABLE>
<PAGE> 10
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EL PASO ELEC CO COMMON 283677854 156 15900 13500 2400 0 15900 0
EL PASO ENRGY CORP COMMON 283905107 505 13000 13000 0 0 13000 0
ELANTEC SEMICOND INC COMMON 284155108 5927 179600 175400 4200 0 158600 21000
ELCOR CORP COMMON 284443108 8602 285550 278600 6950 0 252250 33300
ELECTRONIC ARTS COMMON 285512109 2570 30600 30600 0 0 30600 0
ELECTRONIC DATA SYS COMMON 285661104 13307 198800 198800 0 0 194900 3900
ELECTRONICS FOR IMAG COMMON 286082102 4612 79345 79345 0 0 79345 0
EMC CORP MASS COMMON 268648102 3529 32300 32300 0 0 26500 5800
EMCOR GROUP INC COMMON 29084Q100 2181 119500 115800 3700 0 96100 23400
ENDESA SA SP ADR 29258N107 1001 49600 49600 0 0 36300 13300
ENERGEN CORP COMMON 29265N108 4873 269800 267200 2600 0 242800 27000
ENERGY EAST CORP COMMON 29266M109 5218 250700 250700 0 0 246200 4500
ENGELHARD CORP COMMON 292845104 1614 85500 85500 0 0 85500 0
ENHANCE FINL SVCS GR COMMON 293310108 372 22900 22900 0 0 6000 16900
ENI S P A ADR 26874R108 766 13900 13900 0 0 9900 4000
ENSCO INTL INC COMMON 26874Q100 2587 113100 113100 0 0 113100 0
EOG RESOURCES INC COMMON 26875P101 1289 73400 73400 0 0 73400 0
EQUITABLE RES INC COMMON 294549100 1645 49300 49300 0 0 30600 18700
EQUITY OFFICE PPTYS COMMON 294741103 1894 76900 76900 0 0 70500 6400
EQUITY RESIDENTIAL COMMON 29476L107 1443 33800 33800 0 0 31400 2400
ESSEX PPTY TR INC COMMON 297178105 3230 95000 95000 0 0 76300 18700
ESTERLINE TECH CORP COMMON 297425100 1504 130100 127400 2700 0 111200 18900
ETHAN ALLEN INTERIOR COMMON 297602104 4086 127450 125650 1800 0 111950 15500
EVEREST REINSURANCE COMMON 299808105 1060 47500 47000 500 0 39500 8000
EVERGREEN RES INC COMMON 299900308 1177 59600 57100 2500 0 52600 7000
EXODUS COMMUNICATION COMMON 302088109 3908 44000 44000 0 0 44000 0
EXPRESS SCRIPTS INC CLASS A 302182100 4922 76900 76900 0 0 69600 7300
EXTENDED STAY AMERN COMMON 30224P101 1280 169300 166900 2400 0 130100 39200
EXXON MOBIL CORP COMMON 30231G102 22485 279101 279101 0 0 262419 16682
FAMILY DOLLAR STORES COMMON 307000109 1212 74300 74300 0 0 74300 0
FANNIE MAE COMMON 313586109 2704 43300 43300 0 0 37700 5600
FEDERAL MOGUL CORP COMMON 313549107 425 21100 21100 0 0 21100 0
FELCOR LODGING TR COMMON 31430F101 5536 316353 315353 1000 0 262331 54022
FERRO CORP COMMON 315405100 1078 49000 46300 2700 0 31500 17500
FIDELITY NATL FINL COMMON 316326107 2633 183190 182200 990 0 160080 23110
FIRST AMERN FINL COMMON 318522307 343 27600 26800 800 0 27600 0
FIRST IND REALTY TR COMMON 32054K103 576 21000 21000 0 0 20000 1000
FIRST TENN NATL CORP COMMON 337162101 2497 87600 87600 0 0 78500 9100
FISERV INC COMMON 337738108 7800 203600 203600 0 0 203600 0
FLUOR CORP COMMON 343861100 2085 45450 45450 0 0 42450 3000
FMC CORP COMMON 302491303 1112 19400 19400 0 0 19400 0
</TABLE>
<PAGE> 11
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FOOTSTAR INC COMMON 344912100 5832 191200 185900 5300 0 161400 29800
FORD MOTOR CO COMMON 345370100 11480 215340 215340 0 0 206440 8900
FOREST LABS INC COMMON 345838106 5204 84700 84700 0 0 79200 5500
FOSSIL INC COMMON 349882100 3779 163400 160550 2850 0 141800 21600
FOSTER WHEELER CORP COMMON 350244109 1429 161000 154900 6100 0 123200 37800
FREDDIE MAC COMMON 313400301 565 12000 12000 0 0 10000 2000
FREEPORT-MCMORAN C&G CLASS B 35671D857 2744 129900 129900 0 0 124500 5400
FRONTIER AIRLINES COMMON 359065109 1856 163200 160000 3200 0 152400 10800
FUJI PHOTO FILM ADR 359586302 1012 26450 26450 0 0 19150 7300
FULLER H B CO COMMON 359694106 861 15400 15400 0 0 13400 2000
FURNITURE BRANDS INT COMMON 360921100 3762 171000 171000 0 0 164700 6300
GANNETT INC DEL COMMON 364730101 20387 249960 249960 0 0 242360 7600
GAP INC COMMON 364760108 6665 144900 144900 0 0 133125 11775
GENCOR INDS INC COMMON 368678108 0 97500 97500 0 0 97500 0
GENCORP INC COMMON 368682100 1827 185000 181100 3900 0 167600 17400
GENERAL CABLE CORP COMMON 369300108 1533 202650 196250 6400 0 182950 19700
GENERAL ELEC CO COMMON 369604103 23173 149745 149745 0 0 129945 19800
GENERAL GRWTH PPTY COMMON 370021107 742 26500 26500 0 0 25200 1300
GENERAL MTRS CORP COMMON 370442105 6716 92400 92400 0 0 80900 11500
GENESCO INC COMMON 371532102 1847 142100 137200 4900 0 126300 15800
GENTEX CORP COMMON 371901109 300 10800 10800 0 0 10800 0
GENZYME CORP COMMON 372917104 4383 97400 97400 0 0 95300 2100
GEON CO COMMON 37246W105 3023 93000 93000 0 0 79400 13600
GEORGIA PAC CORP COMMON 373298108 3735 73600 73600 0 0 62900 10700
GEORGIA PAC CORP COMMON 373298702 1761 71500 71500 0 0 69500 2000
GERBER SCIENTIFIC COMMON 373730100 2273 103600 101100 2500 0 93700 9900
GLATFELTER P H CO COMMON 377316104 2203 151300 151300 0 0 114600 36700
GLAXO WELLCOME PLC SP ADR 37733W105 654 11700 11700 0 0 7700 4000
GLIATECH INC COMMON 37929C103 2349 141300 136900 4400 0 126000 15300
GLOBAL MARINE INC COMMON 379352404 1315 79100 79100 0 0 79100 0
GOLDEN ST BANCORP IN COMMON 381197102 1049 60800 60800 0 0 60800 0
GPU INC COMMON 36225X100 2243 75400 75400 0 0 65425 9975
GRACE W R & CO DEL COMMON 38388F108 8547 605100 593700 11400 0 532200 72900
GRACO INC COMMON 384109104 6280 175050 171850 3200 0 152150 22900
GRANITE CONSTR INC COMMON 387328107 3699 200600 197100 3500 0 174200 26400
GREAT LAKES CHEM COMMON 390568103 2135 55900 55900 0 0 55900 0
GREATER BAY BANCORP COMMON 391648102 1929 45000 43200 1800 0 33500 11500
GREENPOINT FINL COMMON 395384100 2084 87500 87500 0 0 84900 2600
GROUPE DANONE SP ADR 399449107 822 17650 17650 0 0 12500 5150
GTE CORP COMMON 362320103 10390 147250 147250 0 0 142750 4500
HANGER ORTHOPEDIC GP COMMON 41043F208 1893 189300 189300 0 0 169400 19900
</TABLE>
<PAGE> 12
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HANOVER COMPRESSOR COMMON 410768105 7595 201200 197900 3300 0 178100 23100
HARBINGER CORP COMMON 41145C103 5281 166000 160200 5800 0 147800 18200
HARLEY DAVIDSON INC COMMON 412822108 718 11200 11200 0 0 10400 800
HARMONIC INC COMMON 413160102 6883 72500 70400 2100 0 65700 6800
HARRAHS ENTMT INC COMMON 413619107 2609 98700 98700 0 0 91700 7000
HARSCO CORP COMMON 415864107 286 9000 9000 0 0 9000 0
HARTE HANKS INC COMMON 416196103 2021 92900 92900 0 0 92900 0
HARTFORD LIFE INC CLASS A 416592103 1038 23600 23600 0 0 23600 0
HAVERTY FURNITURE COMMON 419596101 266 21100 17200 3900 0 21100 0
HAWAIIAN ELEC INDS COMMON 419870100 6202 214800 210300 4500 0 210100 4700
HEALTH MGMT ASSOC CLASS A 421933102 245 18300 18300 0 0 18300 0
HEALTHCARE RLTY TR COMMON 421946104 702 44900 44900 0 0 18900 26000
HEARST-ARGYLE TELE COMMON 422317107 806 30270 30270 0 0 30270 0
HEINZ H J CO COMMON 423074103 390 9800 9800 0 0 8100 1700
HELIX TECHNOLOGY COMMON 423319102 4396 98100 95700 2400 0 89800 8300
HELMERICH & PAYNE COMMON 423452101 1760 80900 78000 2900 0 63500 17400
HENRY JACK & ASSOC COMMON 426281101 215 4000 4000 0 0 3700 300
HERBALIFE INTL INC CLASS A 426908208 1698 118100 118100 0 0 118100 0
HERCULES INC COMMON 427056106 750 26900 26900 0 0 24900 2000
HERTZ CORP CLASS A 428040109 1810 36100 36100 0 0 35500 600
HEWLETT PACKARD CO COMMON 428236103 19042 167400 167400 0 0 160100 7300
HIBERNIA CORP CLASS A 428656102 1090 102600 102600 0 0 102600 0
HIGHWOODS PPTYS INC COMMON 431284108 895 37900 37000 900 0 36300 1600
HISPANIC BROADCASTIN CLASS A 43357B104 1097 11900 11900 0 0 11900 0
HITACHI LTD ADR 433578507 939 5800 5800 0 0 3700 2100
HOLLINGER INTL INC CLASS A 435569108 6315 488100 477000 11100 0 438800 49300
HOME DEPOT INC COMMON 437076102 5930 86250 86250 0 0 74250 12000
HOME PPTYS NY INC COMMON 437306103 269 9800 9800 0 0 9300 500
HONDA MTR LTD ADR 438128308 241 3150 3150 0 0 1850 1300
HONEYWELL INTL INC COMMON 438516106 1823 31600 31600 0 0 27200 4400
HOOPER HOLMES INC COMMON 439104100 7084 275100 270400 4700 0 241600 33500
HORACE MANN EDUCATRS COMMON 440327104 1176 59900 59900 0 0 59900 0
HORMEL FOODS CORP COMMON 440452100 1544 38000 38000 0 0 31300 6700
HOSPITALITY PPTYS TR COMMON 44106M102 1136 59600 59600 0 0 45500 14100
HOUGHTON MIFFLIN CO COMMON 441560109 266 6300 6300 0 0 6300 0
HOUSTON EXPL CO COMMON 442120101 731 36900 36900 0 0 22000 14900
HS RES INC COMMON 404297103 2843 164800 159700 5100 0 147400 17400
HSBC HLDGS PLC SP ADR 404280406 1432 20070 20070 0 0 14250 5820
HUDSON UNITED BANCOR COMMON 444165104 537 21020 21020 0 0 5526 15494
I2 TECHNOLOGIES INC COMMON 465754109 4466 22900 22900 0 0 22900 0
IBM COMMON 459200101 24617 228200 228200 0 0 212900 15300
</TABLE>
<PAGE> 13
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IBP INC COMMON 449223106 3821 212300 212300 0 0 207600 4700
IDACORP INC COMMON 451107106 1762 65700 65700 0 0 43200 22500
IDEC PHARMACEUTICALS COMMON 449370105 16585 168800 164600 4200 0 156200 12600
IDEX CORP COMMON 45167R104 364 11975 11975 0 0 7425 4550
ILLINOIS TOOL WORKS COMMON 452308109 7012 103788 103788 0 0 103788 0
IMATION CORP COMMON 45245A107 6679 199000 196900 2100 0 175900 23100
IMC GLOBAL INC COMMON 449669100 999 61000 61000 0 0 61000 0
IMPERIAL BANCORP COMMON 452556103 9978 413612 405636 7976 0 351912 61700
IN FOCUS SYS COMMON 452919103 4763 205400 200400 5000 0 188300 17100
INDIANA ENERGY INC COMMON 454707100 1090 61400 61400 0 0 52000 9400
INDYMAC MTG HLGS COMMON 456607100 1238 97100 97100 0 0 97100 0
INFORMATICA CORP COMMON 45666Q102 4287 40300 39200 1100 0 36900 3400
INFORMIX CORP COMMON 456779107 178 15600 15600 0 0 15600 0
INFOSPACE COM INC COMMON 45678T102 3210 15000 15000 0 0 15000 0
ING GROEP N V SP ADR 456837103 930 15250 15250 0 0 10700 4550
INNKEEPERS USA TR COMMON 4576J0104 765 93400 93400 0 0 93400 0
INSITUFORM TECH INC CLASS A 457667103 8294 293580 286780 6800 0 254080 39500
INTEGRAT DEVICE TECH COMMON 458118106 2303 79400 79400 0 0 68800 10600
INTEL CORP COMMON 458140100 27552 334722 334722 0 0 315622 19100
INTERMET CORP COMMON 45881K104 3925 337600 332500 5100 0 294300 43300
INTERNATIONAL PAPER COMMON 460146103 3556 63000 63000 0 0 63000 0
INTL GAME TECH COMMON 459902102 1103 54300 54300 0 0 54300 0
INTL MULTIFOODS CORP COMMON 460043102 171 12900 12900 0 0 4700 8200
INTL RECTIFIER CORP COMMON 460254105 2044 78600 78600 0 0 69900 8700
INTL SPEEDWAY CORP CLASS A 460335201 821 16300 16000 300 0 16300 0
INTUIT COMMON 461202103 5005 83500 83500 0 0 83500 0
INVESTMENT TECH GRP COMMON 46145F105 2280 79300 79300 0 0 79300 0
IRT PROPERTY CO COMMON 450058102 997 127600 127600 0 0 92700 34900
ITC DELTACOM INC COMMON 45031T104 2763 100000 98300 1700 0 86500 13500
ITT INDS INC(IND) COMMON 450911102 2889 86400 86400 0 0 83300 3100
IVAX CORP COMMON 465823102 8438 327700 327700 0 0 289600 38100
JABIL CIRCUIT INC COMMON 466313103 2000 27400 27400 0 0 27400 0
JACK IN THE BOX INC COMMON 466367109 2687 129900 126900 3000 0 112600 17300
JACOBS ENGR GROUP COMMON 469814107 2317 71300 70000 1300 0 61600 9700
JDN RLTY CORP COMMON 465917102 412 25550 25550 0 0 24450 1100
JEFFERIES GRP INC COMMON 472319102 4147 188500 184200 4300 0 150700 37800
JEFFERSON PILOT CORP COMMON 475070108 1085 15900 15900 0 0 15900 0
JLG INDS INC COMMON 466210101 2212 138800 136800 2000 0 114600 24200
JOHNSON & JOHNSON COMMON 478160104 4345 46600 46600 0 0 41600 5000
JOHNSON CONTROLS INC COMMON 478366107 3902 68600 68600 0 0 60500 8100
JONES APPAREL GROUP COMMON 480074103 3274 120700 120700 0 0 118500 2200
</TABLE>
<PAGE> 14
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
JONES PHARMA INC COMMON 480236108 6125 141000 139300 1700 0 136100 4900
JP REALTY INC COMMON 46624A106 1453 93000 93000 0 0 89400 3600
KAUFMAN & BROAD HOME COMMON 486168107 1536 63500 60300 3200 0 63500 0
KEANE INC COMMON 486665102 3235 100700 100700 0 0 100700 0
KEEBLER FOODS CO COMMON 487256109 231 8200 8200 0 0 8200 0
KELLWOOD CO COMMON 488044108 2620 134800 132900 1900 0 114500 20300
KEMET CORP COMMON 488360108 3091 68600 68600 0 0 62500 6100
KEYCORP COMMON 493267108 1142 51600 51600 0 0 46000 5600
KILROY RLTY CORP COMMON 49427F108 5028 224700 223900 800 0 206100 18600
KIMBERLY CLARK CORP COMMON 494368103 16085 245800 245800 0 0 233600 12200
KIMCO REALTY CORP COMMON 49446R109 862 25450 25450 0 0 24250 1200
KINDER MORGAN INC COMMON 49455P101 637 31550 31550 0 0 26900 4650
KING PHARMACEUTICALS COMMON 495582108 4606 82150 79950 2200 0 74850 7300
KNIGHT-RIDDER INC COMMON 499040103 2335 39200 39200 0 0 36400 2800
KOGER EQUITY INC COMMON 500228101 482 28550 28550 0 0 27550 1000
KRONOS INC COMMON 501052104 5418 90300 88300 2000 0 83000 7300
KYOCERA CORP ADR 501556203 2581 9850 9850 0 0 6950 2900
LABOR READY INC COMMON 505401208 2367 195250 191350 3900 0 180250 15000
LAM RESH CORP COMMON 512807108 9572 85800 84400 1400 0 76200 9600
LANDAMERICA FINL G COMMON 514936103 862 46900 46900 0 0 39900 7000
LANDS END INC COMMON 515086106 2304 66300 65300 1000 0 63000 3300
LANDSTAR SYS INC COMMON 515098101 240 5600 5200 400 0 5600 0
LASER VISION CTRS COMMON 51807H100 1554 147100 142000 5100 0 130200 16900
LASON INC COMMON 51808R107 1069 97200 94700 2500 0 88400 8800
LATTICE SEMICONDUCTR COMMON 518415104 6484 137600 135000 2600 0 124800 12800
LEGATO SYS INC COMMON 524651106 2285 33200 33200 0 0 33200 0
LEHMAN BROS HLDGS COMMON 524908100 3548 41900 41900 0 0 36200 5700
LEXMARK INTL GRP CLASS A 529771107 6109 67500 67500 0 0 57300 10200
LG&E ENERGY CORP COMMON 501917108 223 12768 12768 0 0 12768 0
LIBERTY FINANCIAL CO COMMON 530512102 915 39900 39900 0 0 39900 0
LIBERTY PPTY TR COMMON 531172104 1166 47100 47100 0 0 44700 2400
LILLY ELI & CO COMMON 532457108 8399 126300 126300 0 0 126200 100
LINCARE HLDGS INC COMMON 532791100 371 10700 10700 0 0 10700 0
LINEAR TECHNOLOGY COMMON 535678106 859 12000 12000 0 0 11400 600
LINENS N THINGS INC COMMON 535679104 246 8300 8300 0 0 8300 0
LITTON INDS INC COMMON 538021106 1476 29600 29600 0 0 29600 0
LIZ CLAIBORNE INC COMMON 539320101 5102 135600 135600 0 0 131800 3800
LNR PROPERTY CORP COMMON 501940100 3683 185300 184700 600 0 153100 32200
LOUISIANA PAC CORP COMMON 546347105 637 45300 45300 0 0 45300 0
LOWES CO COMMON 548661107 11454 191700 191700 0 0 191600 100
LTC PPTYS INC COMMON 502175102 1650 195600 193300 2300 0 170000 25600
</TABLE>
<PAGE> 15
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LUBRIZOL CORP COMMON 549271104 3041 98500 98500 0 0 95700 2800
LUCENT TECHNOLOGIES COMMON 549463107 5864 78193 74728 3465 0 71893 6300
MACDERMID INC COMMON 554273102 1942 47300 45700 1600 0 42200 5100
MACERICH CO COMMON 554382101 4217 202600 201800 800 0 174600 28000
MACK CALI RLTY CORP COMMON 554489104 1045 40100 40100 0 0 31900 8200
MACROMEDIA INC COMMON 556100105 1843 25200 25200 0 0 25200 0
MAF BANCORP INC COMMON 55261R108 463 22100 22100 0 0 5000 17100
MAIL-WELL INC COMMON 560321200 1936 143400 143400 0 0 122500 20900
MALLINCKRODT INC COMMON 561232109 2515 79050 79050 0 0 75250 3800
MANDALAY RESORT GRP COMMON 562567107 2818 140000 140000 0 0 137500 2500
MANITOWOC INC COMMON 563571108 4705 138375 136675 1700 0 124475 13900
MANPOWER INC COMMON 56418H100 2186 58100 58100 0 0 58100 0
MANUFACTR HOME CMNTY COMMON 564682102 460 18900 18900 0 0 18000 900
MARINE DRILLING CO COMMON 568240204 4059 180900 180900 0 0 172900 8000
MARK IV INDS INC COMMON 570387100 1905 107700 106800 900 0 99400 8300
MARKS & SPENCER LTD SP ADR 570697607 716 25100 25100 0 0 18600 6500
MARRIOTT INTL INC CLASS A 571903202 2190 69400 69400 0 0 60700 8700
MARSHALL & ILSLEY COMMON 571834100 1709 27200 27200 0 0 26900 300
MASTECH CORP COMMON 57632N105 497 20100 19400 700 0 20100 0
MATSUSHITA ELEC INDL ADR 576879209 237 850 850 0 0 700 150
MATTEL INC COMMON 577081102 5933 452000 452000 0 0 452000 0
MAVERICK TUBE CORP COMMON 577914104 2135 86500 85900 600 0 68800 17700
MAXIM INTEGRATED PRO COMMON 57772K101 831 17600 17600 0 0 17600 0
MAYTAG CORP COMMON 578592107 1867 38900 38900 0 0 35900 3000
MCCORMICK & CO INC COMMON 579780206 3142 105600 105600 0 0 91600 14000
MCI WORLDCOM INC COMMON 55268B106 13905 262050 262050 0 0 248100 13950
MCLEODUSA INC COMMON 582266102 1313 22300 22300 0 0 22300 0
MDU RES GROUP INC COMMON 552690109 306 15300 11200 4100 0 15300 0
MEAD CORP COMMON 582834107 4235 97500 97500 0 0 95100 2400
MEDIA GEN INC CLASS A 584404107 1102 21200 20400 800 0 17100 4100
MEDIMMUNE INC COMMON 584699102 746 4500 4500 0 0 4500 0
MEDQUIST INC COMMON 584949101 3828 148300 145100 3200 0 137900 10400
MELLON FINL CORP COMMON 58551A108 818 24000 24000 0 0 21400 2600
MENTOR CORP MINN COMMON 587188103 3110 120500 117600 2900 0 107300 13200
MERCANTILE BANKSHARE COMMON 587405101 703 22000 22000 0 0 22000 0
MERCK & CO INC COMMON 589331107 13364 198910 198910 0 0 184370 14540
MERCURY COMPUTER SYS COMMON 589378108 5334 152400 147800 4600 0 137200 15200
MERCURY INTERACTIVE COMMON 589405109 12197 113000 111200 1800 0 103300 9700
MEREDITH CORP COMMON 589433101 2280 54700 54700 0 0 53700 1000
MERISTAR HOSPTLY CRP COMMON 58984Y103 424 26500 26500 0 0 6200 20300
MERITOR AUTOMOTIVE COMMON 59000G100 1079 55700 55700 0 0 55700 0
</TABLE>
<PAGE> 16
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
METALS USA INC COMMON 591324108 1579 185800 185800 0 0 185800 0
METHODE ELECTRS INC CLASS A 591520200 1732 53900 51000 2900 0 43300 10600
METRIS COS INC COMMON 591598107 5474 153376 151276 2100 0 140176 13200
MGIC INVT CORP COMMON 552848103 9786 162600 162600 0 0 161300 1300
MGM GRAND INC COMMON 552953101 1562 31040 31040 0 0 30640 400
MICRO SYSTEMS INC COMMON 594901100 5839 78900 77100 1800 0 66500 12400
MICROCHIP TECHNOLOGY COMMON 595017104 1909 27900 27900 0 0 27900 0
MICROMUSE INC COMMON 595094103 3179 18700 18200 500 0 17100 1600
MICRON ELECTRONICS COMMON 595100108 1634 146900 146900 0 0 145600 1300
MICROSOFT CORP COMMON 594918104 25253 216300 216300 0 0 189900 26400
MICROSTRATEGY INC CLASS A 594972101 10689 50900 49700 1200 0 46700 4200
MID-AMER APT CMNTYS COMMON 59522J103 584 25800 25800 0 0 5400 20400
MILACRON INC COMMON 598709103 3910 254300 247700 6600 0 227900 26400
MILLENNIUM PHARMA COMMON 599902103 3099 25400 24600 800 0 22500 2900
MILLER HERMAN INC COMMON 600544100 1474 64100 64100 0 0 64100 0
MILLIPORE CORP COMMON 601073109 1089 28200 28200 0 0 28200 0
MINDSPRING ENTERPR COMMON 602683104 375 14200 14200 0 0 14200 0
MINNESOTA MNG & MFG COMMON 604059105 5109 52200 52200 0 0 52200 0
MINNESOTA POWER INC COMMON 604110106 6392 377400 370200 7200 0 344800 32600
MMC NETWORKS INC COMMON 55308N102 5435 158100 154200 3900 0 145000 13100
MODIS PROF SVS COMMON 607830106 1760 123500 123500 0 0 123500 0
MOLEX INC COMMON 608554101 351 6200 6200 0 0 6200 0
MONY GROUP INC COMMON 615337102 1573 53900 53900 0 0 42200 11700
MORGAN J P & CO INC COMMON 616880100 5002 39500 39500 0 0 33700 5800
MORGAN STAN DN WT&CO COMMON 617446448 8237 57700 57700 0 0 49500 8200
MOTOROLA INC COMMON 620076109 501 3400 3400 0 0 2600 800
MUELLER INDS INC COMMON 624756102 276 7600 7600 0 0 7600 0
MURPHY OIL CORP COMMON 626717102 1308 22800 22800 0 0 21900 900
MUSICLAND STORES COMMON 62758B109 1252 148400 148400 0 0 107100 41300
MYLAN LABS INC COMMON 628530107 939 37300 37300 0 0 37300 0
NABORS INDS INC COMMON 629568106 625 20200 20200 0 0 20200 0
NATIONAL CITY CORP COMMON 635405103 4616 194880 194880 0 0 194880 0
NATIONAL DATA CORP COMMON 635621105 4928 145200 143600 1600 0 142900 2300
NATIONWIDE FINL SVCS CLASS A 638612101 1221 43700 43700 0 0 43700 0
NATL AUSTRALIA BK SP ADR 632525408 1125 14750 14750 0 0 10550 4200
NAUTICA ENTERPRISES COMMON 639089101 129 11400 11400 0 0 11400 0
NAVISTAR INTL CORP COMMON 63934E108 3887 82700 82700 0 0 78300 4400
NBC INTERNET INC CLASS A 62873D105 2163 28000 27000 1000 0 24500 3500
NCR CORP COMMON 62886E108 2894 76400 76400 0 0 75300 1100
NESTLE S A SP ADR 641069406 1057 11600 11600 0 0 8350 3250
NETWORK APPLIANCE COMMON 64120L104 4278 51500 51500 0 0 51500 0
</TABLE>
<PAGE> 17
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NETWORKS ASSOC COMMON 640938106 654 24500 24500 0 0 24500 0
NEW CENTURY FIN CORP COMMON 64352D101 2666 169300 165800 3500 0 149300 20000
NEWFIELD EXPL CO COMMON 651290108 803 30000 30000 0 0 30000 0
NEWMONT MNG CORP COMMON 651639106 911 37200 37200 0 0 37200 0
NEWS CORP LTD ADR 652487703 778 20350 20350 0 0 14200 6150
NEXTLINK COMMUN INC CLASS A 65333H707 1013 12200 12200 0 0 12200 0
NICOR INC COMMON 654086107 325 10000 10000 0 0 8800 1200
NIKE INC CLASS B 654106103 258 5200 5200 0 0 4100 1100
NINTENDO LTD ADR 654445303 925 45000 45000 0 0 32700 12300
NIPPON TELEG & TEL SP ADR 654624105 926 10750 10750 0 0 7400 3350
NISOURCE INC COMMON 65473P105 1698 95000 95000 0 0 95000 0
NL INDS INC COMMON 629156407 687 45600 45600 0 0 37000 8600
NOBLE AFFILIATES INC COMMON 654894104 270 12600 12600 0 0 12600 0
NOBLE DRILLING CORP COMMON 655042109 7475 228250 228250 0 0 224950 3300
NORTEK INC COMMON 656559101 1686 60200 60200 0 0 54600 5600
NORTH FORK BANCORP COMMON 659424105 837 48200 48200 0 0 48200 0
NORTHWEST NAT GAS CO COMMON 667655104 559 25500 25500 0 0 5900 19600
NOVARTIS A G SP ADR 66987V109 828 11337 11337 0 0 8034 3303
NOVELLUS SYS INC COMMON 670008101 3896 31800 31800 0 0 31800 0
NOVEN PHARMACEUTICAL COMMON 670009109 4413 243500 237700 5800 0 223600 19900
NOVO-NORDISK A/S ADR 670100205 488 7550 7550 0 0 5650 1900
NUI CORP COMMON 629430109 2023 76700 74200 2500 0 67400 9300
NVR INC COMMON 62944T105 6585 137900 134900 3000 0 117900 20000
OCEANFIRST FINL CORP COMMON 675234108 4939 285300 277100 8200 0 251000 34300
OFFICE DEPOT INC COMMON 676220106 656 59600 59600 0 0 59600 0
OFFICEMAX INC COMMON 67622M108 222 40900 40900 0 0 40900 0
OFFSHORE LOGISTICS COMMON 676255102 322 34300 34300 0 0 5000 29300
OHIO CASUALTY CORP COMMON 677240103 308 19200 19200 0 0 0 19200
OLD KENT FINANCIAL COMMON 679833103 1184 33470 33470 0 0 33470 0
OLD REP INTL CORP COMMON 680223104 266 19525 19525 0 0 17725 1800
ONEOK INC COMMON 682680103 4930 196200 194000 2200 0 171400 24800
OPEN MKT INC COMMON 68370M100 2166 48000 46600 1400 0 43000 5000
ORACLE CORP COMMON 68389X105 15016 134000 134000 0 0 130350 3650
OREGON STL MLS INC COMMON 686079104 1563 196900 190700 6200 0 175900 21000
OSHKOSH B GOSH INC CLASS A 688222207 3218 152800 149300 3500 0 130600 22200
OSHKOSH TRUCK CORP COMMON 688239201 5848 199500 195500 4000 0 176250 23250
OUTBACK STEAKHOUSE COMMON 689899102 215 8300 8300 0 0 8300 0
OWENS CORNING COMMON 69073F103 261 13500 13500 0 0 13500 0
OXFORD HEALTH PLANS COMMON 691471106 162 12800 12800 0 0 12800 0
P C CONNECTION COMMON 69318J100 1239 35900 35900 0 0 35900 0
PACCAR INC COMMON 693718108 381 8600 8600 0 0 7800 800
</TABLE>
<PAGE> 18
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PACIFIC CENTURY FINL COMMON 694058108 4898 262100 262100 0 0 262100 0
PACIFIC SUNWEAR CA COMMON 694873100 1836 57600 55600 2000 0 52000 5600
PACIFICARE HEALTH COMMON 695112102 3530 66600 66600 0 0 66600 0
PAINE WEBBER GRP INC COMMON 695629105 730 18800 18800 0 0 16500 2300
PALL CORP COMMON 696429307 1145 53100 53100 0 0 49000 4100
PAN PACIFIC RETAIL COMMON 69806L104 326 20000 20000 0 0 19300 700
PARK ELECTROCHEMICAL COMMON 700416209 244 9200 9200 0 0 1800 7400
PARK PL ENTMT CORP COMMON 700690100 1864 149100 149100 0 0 146700 2400
PAYLESS SHOESOURCE COMMON 704379106 761 16200 16200 0 0 16200 0
PECO ENERGY CO COMMON 693304107 320 9200 9200 0 0 6100 3100
PEGASUS SYSTEMS INC COMMON 705906105 2895 48000 45900 2100 0 39800 8200
PENTAIR INC COMMON 709631105 1028 26700 26700 0 0 26700 0
PEOPLES BK BRDGPORT COMMON 710198102 486 23000 23000 0 0 23000 0
PEOPLES ENERGY CORP COMMON 711030106 2760 82400 81300 1100 0 69300 13100
PEOPLESOFT INC COMMON 712713106 2519 118200 118200 0 0 118200 0
PEPSICO INC COMMON 713448108 3028 85900 85900 0 0 76000 9900
PERKINELMER INC COMMON 714046109 1363 32700 31700 1000 0 22500 10200
PFF BANCORP INC COMMON 69331W104 5268 271900 267300 4600 0 242000 29900
PFIZER INC COMMON 717081103 3954 121900 121900 0 0 105200 16700
PG&E CORP COMMON 69331C108 1148 56000 56000 0 0 53200 2800
PHILADELPHIA CONS H COMMON 717528103 1630 112400 108900 3500 0 100800 11600
PHILIP MORRIS CO INC COMMON 718154107 9490 412625 412625 0 0 396125 16500
PHILLIPS PETE CO COMMON 718507106 653 13900 13900 0 0 10300 3600
PILGRIMS PRIDE CORP CLASS B 721467108 879 105800 105800 0 0 105800 0
PINNACLE SYS INC COMMON 723481107 3389 83300 81100 2200 0 74300 9000
PINNACLE WEST CAP COMMON 723484101 443 14500 14500 0 0 14500 0
PIONEER STD ELECTRS COMMON 723877106 3433 237800 232100 5700 0 208100 29700
PITNEY BOWES INC COMMON 724479100 4851 100400 100400 0 0 100400 0
PLAINS RES INC COMMON 726540503 1728 138200 133500 4700 0 102700 35500
PLEXUS CORP COMMON 729132100 304 6900 5500 1400 0 5100 1800
PMI GROUP INC COMMON 69344M101 6743 138150 138150 0 0 135450 2700
PNC BANK CORP COMMON 693475105 1962 44100 44100 0 0 38000 6100
POLARIS INDS INC COMMON 731068102 562 15500 15000 500 0 15500 0
POLYCOM INC COMMON 73172K104 5426 85200 82600 2600 0 73000 12200
POPE & TALBOT INC COMMON 732827100 717 44800 44800 0 0 9700 35100
PORTUGAL TELECOM S A SP ADR 737273102 1283 118000 118000 0 0 82750 35250
POST PPTYS INC COMMON 737464107 532 13900 13900 0 0 13200 700
POTOMAC ELEC PWR CO COMMON 737679100 3280 143000 143000 0 0 143000 0
POWER INTEGRATIONS COMMON 739276103 767 16000 16000 0 0 16000 0
POWERGEN PLC SP ADR 738905405 601 19000 19000 0 0 12400 6600
POWERWAVE TECHNOLOG COMMON 739363109 1734 29700 28600 1100 0 26200 3500
</TABLE>
<PAGE> 19
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PP&L RESOURCES INC COMMON 693499105 1190 52000 52000 0 0 52000 0
PRE PAID LEGAL SVCS COMMON 740065107 5640 235000 230600 4400 0 219500 15500
PRECISION CASTPARTS COMMON 740189105 690 26300 26300 0 0 26300 0
PRENTISS PPTYS TR COMMON 740706106 6545 306200 305100 1100 0 273600 32600
PRESIDENTIAL LIFE COMMON 740884101 5843 318000 315600 2400 0 289300 28700
PRICE COMMUNICATIONS COMMON 741437305 13046 469060 459695 9365 0 419065 49995
PRIDE INTL INC COMMON 741932107 190 13000 13000 0 0 11200 1800
PROBUSINESS SRVS INC COMMON 742674104 497 13800 13800 0 0 13800 0
PROCTER & GAMBLE CO COMMON 742718109 7702 70300 70300 0 0 59700 10600
PROFESSIONAL DETLNG COMMON 74312N107 3072 102600 100500 2100 0 95400 7200
PROGRESS SOFTWARE COMMON 743312100 4398 77500 75800 1700 0 69600 7900
PROLOGIS TRUST COMMON 743410102 641 33300 33300 0 0 31900 1400
PROTECTIVE LIFE CORP COMMON 743674103 2755 86600 86100 500 0 86600 0
PROVIDENT BANKSHARES COMMON 743859100 1482 85596 85596 0 0 76315 9281
PROVIDIAN FINL CORP COMMON 74406A102 323 3550 3550 0 0 2550 1000
PUBLIC STORAGE INC COMMON 74460D109 997 43958 43958 0 0 41900 2058
PUBLIC SVC CO N MEX COMMON 744499104 8414 517800 509900 7900 0 462500 55300
PULITZER INC COMMON 745769109 2099 52067 52067 0 0 47767 4300
PULTE CORP COMMON 745867101 6422 285400 280100 5300 0 253600 31800
QLOGIC CORP COMMON 747277101 432 2700 2700 0 0 2700 0
QRS CORP COMMON 74726X105 2856 27200 26200 1000 0 24400 2800
QUALCOMM INC COMMON 747525103 13738 78000 78000 0 0 65200 12800
QUANEX CORP COMMON 747620102 311 12200 12200 0 0 2000 10200
QUANTUM CORP COMMON 747906204 909 60100 60100 0 0 60100 0
QUIKSILVER INC COMMON 74838C106 1395 90000 87700 2300 0 83400 6600
RADIAN GROUP INC COMMON 750236101 10863 227500 224400 3100 0 212000 15500
RARE MEDIUM GRP INC COMMON 75382N109 2778 81400 79300 2100 0 74200 7200
RATIONAL SOFTWARE COMMON 75409P202 1351 27500 27500 0 0 27500 0
RAYMOND JAMES FINL COMMON 754730109 333 17900 17900 0 0 15950 1950
RAZORFISH INC CLASS A 755236106 2521 26500 25700 800 0 23700 2800
RCN CORP COMMON 749361101 1033 21300 21300 0 0 21300 0
RECKSON ASSOCS RLTY COMMON 75621K106 584 28500 28500 0 0 27200 1300
REDBACK NETWRKS INC COMMON 757209101 1367 7700 7700 0 0 7700 0
REINSURANCE GRP COMMON 759351109 3028 109100 106950 2150 0 107950 1150
RELIANCE STEEL& ALUM COMMON 759509102 428 18250 18250 0 0 2500 15750
RELIASTAR FINANCIAL COMMON 75952U103 1352 34500 34500 0 0 34500 0
REMEDY CORP COMMON 759548100 294 6200 6200 0 0 6200 0
RENAL CARE GRP INC COMMON 759930100 3537 151300 151300 0 0 151300 0
REPSOL S A SP ADR 76026T205 1195 51407 51407 0 0 37450 13957
REPUBLIC BANCORP COMMON 760282103 5340 439840 429940 9900 0 361520 78320
RESMED INC COMMON 761152107 3603 86300 84300 2000 0 77200 9100
</TABLE>
<PAGE> 20
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
REYNOLDS & REYNOLDS CLASS A 761695105 394 17500 17500 0 0 17500 0
RF MICRODEVICES INC COMMON 749941100 1807 26400 26400 0 0 26400 0
RICHMOND CNTY FINL COMMON 764556106 2690 148900 144900 4000 0 120100 28800
RIGGS NATL CP WASH COMMON 766570105 638 48400 48400 0 0 38100 10300
RIO TINTO LTD SP ADR 767202104 535 6250 6250 0 0 4450 1800
ROADWAY EXPRESS INC COMMON 769742107 504 23300 23300 0 0 9900 13400
ROCK-TENN CO CLASS A 772739207 243 16500 16500 0 0 3900 12600
ROPER INDS INC COMMON 776696106 2632 69600 69200 400 0 59400 10200
ROSS STORES INC COMMON 778296103 2658 148200 148200 0 0 148200 0
ROYAL DUTCH PETROL NY GLDR 780257804 4100 67700 67700 0 0 58100 9600
RPM INC OHIO COMMON 749685103 119 11700 11700 0 0 11700 0
RSA SEC INC COMMON 749719100 4294 55400 53800 1600 0 49600 5800
RUBY TUESDAY INC COMMON 781182100 2021 111100 103600 7500 0 75100 36000
RURAL CELLULAR CORP CLASS A 781904107 3131 34600 33300 1300 0 30800 3800
RUSSELL CORP COMMON 782352108 181 10800 10800 0 0 0 10800
RWE AG SP ADR 74975E303 372 9550 9550 0 0 6550 3000
RYERSON TULL INC NEW COMMON 78375P107 1606 82600 79400 3200 0 54000 28600
RYLAND GROUP INC COMMON 783764103 1762 76400 74200 2200 0 64300 12100
SAFEWAY INC COMMON 786514208 765 21400 21400 0 0 19400 2000
SALTON INC COMMON 795757103 3320 99300 96900 2400 0 84700 14600
SAN PAOLO-IMI S P A SP ADR 799175104 876 32013 32013 0 0 22836 9177
SANTA FE INTL CORP ORDINARY G7805C108 2432 94000 94000 0 0 94000 0
SAP AKTIENGESELLSCHF SP ADR 803054204 948 18200 18200 0 0 13700 4500
SAPIENT CORP COMMON 803062108 1395 9900 9900 0 0 9900 0
SARA LEE CORP COMMON 803111103 3868 175300 175300 0 0 155600 19700
SAWTEK INC COMMON 805468105 8627 129600 126700 2900 0 118200 11400
SBC COMMUNICATIONS COMMON 78387G103 15054 308798 308798 0 0 292702 16096
SCHERING PLOUGH CORP COMMON 806605101 1665 39300 39300 0 0 36000 3300
SCHOLASTIC CORP COMMON 807066105 647 10400 10400 0 0 10400 0
SCHULMAN A INC COMMON 808194104 382 23400 21900 1500 0 13500 9900
SCHWAB CHARLES CORP COMMON 808513105 493 12900 12900 0 0 8300 4600
SCI SYSTEMS INC COMMON 783890106 6263 76200 76200 0 0 76200 0
SCIENT CORP COMMON 80864H109 2247 26000 26000 0 0 26000 0
SCIENTIFIC ATLANTA COMMON 808655104 2732 48900 48900 0 0 48900 0
SCOTT TECHNOLOG INC COMMON 810022301 247 13100 13100 0 0 4800 8300
SCOTTISH POWER PLC SP ADR 81013T705 532 18983 18983 0 0 13400 5583
SDL INC COMMON 784076101 2812 12900 12900 0 0 12900 0
SEACOR SMIT INC COMMON 811904101 5517 106600 105100 1500 0 88800 17800
SEI INVESTMENTS CO COMMON 784117103 845 7100 7100 0 0 7100 0
SEITEL INC COMMON 816074306 87 12900 12900 0 0 12900 0
SELECTIVE INS GROUP COMMON 816300107 825 48000 48000 0 0 8700 39300
</TABLE>
<PAGE> 21
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SENSORMATIC ELECTRS COMMON 817265101 3971 227700 223700 4000 0 195300 32400
SHARED MED SYS CORP COMMON 819486101 301 5900 5900 0 0 5900 0
SHAW INDS INC COMMON 820286102 569 36700 36700 0 0 36700 0
SHELL TRANS&TRADING NY SHS 822703609 1005 20500 20500 0 0 14800 5700
SHOPKO STORES INC COMMON 824911101 2537 110300 108000 2300 0 88800 21500
SHURGARD STORAGE COMMON 82567D104 6917 298300 297300 1000 0 256700 41600
SIEBEL SYS INC COMMON 826170102 1588 18900 18900 0 0 18900 0
SILICON VY BANCSHARE COMMON 827064106 7786 157300 155200 2100 0 131800 25500
SIMON PPTY INC COMMON 828806109 463 20200 20200 0 0 16900 3300
SKYWEST INC COMMON 830879102 2024 72300 72300 0 0 61400 10900
SL GREEN RLTY CORP COMMON 78440X101 6316 290400 289100 1300 0 254200 36200
SMITH CHARLES E RES COMMON 832197107 1167 33000 33000 0 0 27900 5100
SMITHFIELD FOODS INC COMMON 832248108 377 15700 15700 0 0 15700 0
SMITHKLINE BEECH PLC ADR 832378301 590 9200 9200 0 0 6450 2750
SOCIETE GENERALE FR SP ADR 83364L109 1406 30350 30350 0 0 22200 8150
SOLECTRON CORP COMMON 834182107 685 7200 7200 0 0 5000 2200
SOLUTIA INC COMMON 834376105 1019 66000 66000 0 0 66000 0
SONIC CORP COMMON 835451105 1585 55600 55600 0 0 43500 12100
SONY CORP ADR 835699307 1310 4600 4600 0 0 3200 1400
SOUTHWEST BANCORP COMMON 84476R109 4020 202900 198500 4400 0 177700 25200
SOUTHWEST SECS GRP COMMON 845224104 2781 102510 99870 2640 0 93710 8800
SPARTECH CORP COMMON 847220209 2590 80300 76700 3600 0 68800 11500
SPIEGEL INC CLASS A 848457107 681 96900 96900 0 0 96900 0
SPIEKER PPTYS COMMON 848497103 601 16500 16500 0 0 15800 700
SPORTSLINE USA COMMON 848934105 2105 42000 40700 1300 0 37500 4500
SPRINGS INDS INC CLASS A 851783100 6566 164400 161900 2500 0 140000 24400
SPRINT CORP(FON GRP) COMMON 852061100 666 9900 9900 0 0 7600 2300
ST JUDE MED INC COMMON 790849103 313 10200 10200 0 0 10200 0
STANDARD PAC CORP COMMON 85375C101 3284 298500 288800 9700 0 219100 79400
STATE STREET CORP COMMON 857477103 6941 95000 95000 0 0 95000 0
STATEN ISL BANCORP COMMON 857550107 2266 125900 125900 0 0 125900 0
STATION CASINOS INC COMMON 857689103 4615 205700 202700 3000 0 179400 26300
STERLING COMM INC COMMON 859205106 558 16400 16400 0 0 16400 0
STERLING SOFTWARE COMMON 859547101 2885 91600 91600 0 0 91600 0
STILLWATER MNG CO COMMON 86074Q102 9814 307900 301150 6750 0 265500 42400
STONE ENERGY CORP COMMON 861642106 3509 98500 96500 2000 0 82400 16100
STORAGE TECHNOLOGY COMMON 862111200 655 35500 35500 0 0 35500 0
STRUCTURAL DYNAM RES COMMON 863555108 376 29500 29500 0 0 29500 0
STRYKER CORP COMMON 863667101 209 3000 3000 0 0 3000 0
SUN COMMUNITIES COMMON 866674104 570 17700 17700 0 0 16900 800
SUN MICROSYSTEM INC COMMON 866810104 1936 25000 25000 0 0 21900 3100
</TABLE>
<PAGE> 22
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SUNGLASS HUT INTL COMMON 86736F106 124 11000 9600 1400 0 11000 0
SUNOCO INC COMMON 86764P109 1314 55900 55900 0 0 55900 0
SUNTRUST BANKS INC COMMON 867914103 5367 78000 78000 0 0 78000 0
SUPERIOR TELECOM INC COMMON 868365107 688 44550 44550 0 0 44550 0
SWIFT ENERGY CO COMMON 870738101 1234 107300 107300 0 0 107300 0
SYBASE INC COMMON 871130100 2922 171900 167500 4400 0 158400 13500
SYKES ENTERPRISES IN COMMON 871237103 276 6300 5700 600 0 6300 0
SYMANTEC CORP COMMON 871503108 2451 41800 41800 0 0 41800 0
SYMBOL TECHNOLOGIES COMMON 871508107 2244 35300 35300 0 0 35300 0
SYNOPSYS INC COMMON 871607107 2410 36100 36100 0 0 36100 0
SYNTEL INC COMMON 87162H103 1052 65000 65000 0 0 65000 0
TALBOTS INC COMMON 874161102 2731 61200 61200 0 0 61200 0
TANDY CORP COMMON 875382103 1166 23700 23700 0 0 22200 1500
TAUBMAN CTRS INC COMMON 876664103 452 42000 42000 0 0 39700 2300
TCF FINANCIAL CORP COMMON 872275102 4065 163400 163400 0 0 161400 2000
TECH DATA CORP COMMON 878237106 966 35600 35600 0 0 35600 0
TECHNITROL INC COMMON 878555101 3160 71000 70600 400 0 71000 0
TECO ENERGY INC COMMON 872375100 4269 230000 230000 0 0 230000 0
TECUMSEH PRODS CO CLASS A 878895200 7725 163700 161600 2100 0 148900 14800
TEKTRONIX INC COMMON 879131100 1652 42500 42500 0 0 33600 8900
TELECOM ITALIA S P A SP ADR 87927W106 1151 8219 8219 0 0 6150 2069
TELEFONOS DE MEXICO SP ADR 879403780 807 7175 7175 0 0 5225 1950
TELEPHONE & DATA SYS COMMON 879433100 4410 35000 35000 0 0 32900 2100
TELETECH HLDGS INC COMMON 879939106 2265 67200 67200 0 0 59200 8000
TEMPLE INLAND INC COMMON 879868107 4180 63400 63400 0 0 62900 500
TERADYNE INC COMMON 880770102 422 6400 6400 0 0 5400 1000
TERAYON COMMNICATION COMMON 880775101 2261 36000 34900 1100 0 32300 3700
TEREX CORP COMMON 880779103 5569 200700 197700 3000 0 174100 26600
TESORO PETE CORP COMMON 881609101 4405 381000 374900 6100 0 299100 81900
TEXACO INC COMMON 881694103 5486 101000 101000 0 0 89600 11400
TEXAS INDS INC COMMON 882491103 5299 124500 121900 2600 0 101500 23000
TEXAS INSTRS INC COMMON 882508104 11846 122600 122600 0 0 119200 3400
TEXTRON INC COMMON 883203101 230 3000 3000 0 0 3000 0
THE MCCLATCHY CO CLASS A 579489105 8914 206100 205100 1000 0 181600 24500
THERAGENICS CORP COMMON 883375107 623 68700 68700 0 0 68700 0
THQ INC COMMON 872443403 918 39600 39600 0 0 39600 0
THREE-FIVE SYS INC COMMON 88554L108 6024 146932 143198 3734 0 126798 20134
TIDEWATER INC COMMON 886423102 3557 98800 98100 700 0 97100 1700
TIFFANY & CO COMMON 886547108 1892 21200 21200 0 0 21200 0
TIMES MIRROR COMPANY COMMON 887364107 2245 33500 33500 0 0 28200 5300
TOPPS INC COMMON 890786106 1884 181600 176100 5500 0 163100 18500
</TABLE>
<PAGE> 23
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TORCHMARK CORP COMMON 891027104 2906 100000 100000 0 0 100000 0
TOSCO CORP COMMON 891490302 1843 67800 67800 0 0 67800 0
TOTAL FINA SA SP ADR 89151E109 1087 15696 15696 0 0 11870 3826
TOWER AUTOMOTIVE INC COMMON 891707101 829 53700 52800 900 0 44100 9600
TOYOTA MTR CORP ADR 892331307 575 5900 5900 0 0 5000 900
TOYS R US INC COMMON 892335100 757 52900 52900 0 0 52900 0
TRANSOCEAN SEDCO FRX ORDINARY G90078109 1849 54900 54900 0 0 54900 0
TRANSWITCH CORP COMMON 894065101 8370 115350 112850 2500 0 106750 8600
TREDEGAR CORP COMMON 894650100 1676 81000 79400 1600 0 73200 7800
TRIAD GTY INC COMMON 895925105 1203 52900 52900 0 0 52900 0
TRIBUNE CO COMMON 896047107 749 13600 13600 0 0 8600 5000
TRIGON HEALTHCARE COMMON 89618L100 3012 102100 102100 0 0 101100 1000
TRINITY INDS INC COMMON 896522109 1243 43700 43700 0 0 43700 0
TRIQUINT SEMICONDTR COMMON 89674K103 10419 93650 91600 2050 0 86900 6750
TRUE NORTH COMMUNCTN COMMON 897844106 6515 145800 142800 3000 0 134400 11400
TRUSTMARK CORP COMMON 898402102 1811 83800 83800 0 0 80000 3800
TUPPERWARE CORP COMMON 899896104 4001 236200 229800 6400 0 205200 31000
TV GUIDE INC CLASS A 87307Q109 396 9200 9200 0 0 9000 200
TYCO INTL LTD COMMON 902124106 5093 130600 130600 0 0 123400 7200
TYSON FOODS INC CLASS A 902494103 1952 120100 120100 0 0 120100 0
U S G CORP COMMON 903293405 2347 49800 49800 0 0 49600 200
U S TR CORP COMMON 91288L105 208 2600 2600 0 0 2100 500
UAL CORP COMMON 902549500 6360 82000 82000 0 0 77900 4100
UGI CORP COMMON 902681105 5036 246400 239900 6500 0 229200 17200
UICI COMMON 902737105 937 88700 86400 2300 0 68100 20600
ULTRAMAR DIAMOND SHM COMMON 904000106 3734 164600 164600 0 0 164600 0
UNILEVER N.V COMMON 904784709 1007 18494 18494 0 0 14087 4407
UNIONBANCAL CORP COMMON 908906100 1593 40400 40400 0 0 30800 9600
UNISOURCE ENERGY COMMON 909205106 1071 95700 95700 0 0 95700 0
UNITED AUTO GROUP COMMON 909440109 114 12700 12700 0 0 0 12700
UNITED STATES CELLUL COMMON 911684108 727 7200 7200 0 0 6500 700
UNITED STATIONERS COMMON 913004107 4456 156000 151000 5000 0 134400 21600
UNITED TECHNOLOGIES COMMON 913017109 9731 149700 149700 0 0 144200 5500
UNITEDGLOBALCOM CLASS A 913247508 1455 20600 20600 0 0 20600 0
UNIVERSAL CORP COMMON 913456109 7115 311900 307800 4100 0 275900 36000
UNIVERSAL FST PRODS COMMON 913543104 515 34900 34900 0 0 34900 0
UNIVISION COMMUN INC CLASS A 914906102 450 4400 4400 0 0 4000 400
US HOME CORP COMMON 911920106 976 38200 38200 0 0 36100 2100
US LEC CORP CLASS A 90331S109 2193 68000 66100 1900 0 61400 6600
USFREIGHTWAYS CORP COMMON 916906100 3519 73500 71900 1600 0 64500 9000
USWEB CORP COMMON 917327108 1151 25900 25900 0 0 25900 0
</TABLE>
<PAGE> 24
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
USX MARATHON GROUP COMMON 902905827 5787 234400 234400 0 0 206600 27800
USX-US STEEL GROUP COMMON 90337T101 386 11700 11700 0 0 10300 1400
UTI ENERGY CORP COMMON 903387108 4066 176300 172900 3400 0 150700 25600
UTILICORP UNITED INC COMMON 918005109 420 21600 21600 0 0 21600 0
VALASSIS COMMUNICTNS COMMON 918866104 5412 128100 128100 0 0 124200 3900
VALERO ENERGY CORP COMMON 91913Y100 4643 233600 229600 4000 0 208100 25500
VARCO INTL INC COMMON 922126107 130 12800 12800 0 0 12800 0
VARIAN MED SYS INC COMMON 92220P105 316 10600 10600 0 0 10600 0
VERISIGN INC COMMON 92343E102 4945 25900 25900 0 0 25900 0
VERITAS SOFTWARE COMMON 923436109 3678 25700 25700 0 0 25700 0
VERITY INC COMMON 92343C106 2388 56100 54300 1800 0 51300 4800
VERTICALNET INC COMMON 92532L107 1558 9500 9500 0 0 9500 0
VIACOM INC CLASS B 925524308 592 9800 9800 0 0 9000 800
VIAD CORP COMMON 92552R109 3947 141600 141600 0 0 139600 2000
VIGNETTE CORP COMMON 926734104 3293 20200 20200 0 0 20200 0
VINTAGE PETE INC COMMON 927460105 183 15200 15200 0 0 15200 0
VISHAY INTERTECH COMMON 928298108 3105 98175 98175 0 0 98175 0
VISX INC DEL COMMON 92844S105 4570 88300 88300 0 0 85400 2900
VITESSE SEMICONDCTOR COMMON 928497106 3031 57800 57800 0 0 57800 0
VOICESTREAM WIRELES COMMON 928615103 669 4700 4700 0 0 4700 0
VORNADO RLTY TR COMMON 929042109 907 27900 27300 600 0 24900 3000
WADDELL & REED FINL CLASS A 930059100 1104 40700 40700 0 0 40700 0
WAL MART STORES INC COMMON 931142103 9277 134200 134200 0 0 111500 22700
WARNER LAMBERT CO COMMON 934488107 1204 14700 14700 0 0 12200 2500
WASHINGTON FED INC COMMON 938824109 5269 266800 262500 4300 0 218100 48700
WASHINGTON GAS LT CO COMMON 938837101 292 10600 10600 0 0 0 10600
WASTE CONNECTIONS I COMMON 941053100 1471 101900 101900 0 0 85000 16900
WATERS CORP COMMON 941848103 1357 25600 25600 0 0 25600 0
WATSCO INC COMMON 942622200 1057 91400 88300 3100 0 88700 2700
WATTS INDUSTRIES INC CLASS A 942749102 3602 244200 236900 7300 0 211400 32800
WEBSTER FINANCIAL CO COMMON 947890109 6989 296600 291200 5400 0 266900 29700
WEBTRENDS CORP COMMON 94844D104 2673 33000 31800 1200 0 29300 3700
WENDYS INTL INC COMMON 950590109 993 47700 47700 0 0 47700 0
WERNER ENTERPRISES COMMON 950755108 2662 189299 180699 8600 0 167649 21650
WESTERN RES INC COMMON 959425109 1286 75900 75900 0 0 75900 0
WESTERN WIRELESS COR CLASS A 95988E204 3952 59200 59200 0 0 57500 1700
WESTWOOD ONE INC COMMON 961815107 5122 67400 67400 0 0 64800 2600
WHIRLPOOL CORP COMMON 963320106 3351 51500 51500 0 0 49500 2000
WHITEHALL JEWELLERS COMMON 965063100 2791 75700 73100 2600 0 66900 8800
WHITTMAN-HART INC COMMON 966834103 2365 44100 44100 0 0 44100 0
WILLAMETTE INDS INC COMMON 969133107 692 14900 14900 0 0 13900 1000
</TABLE>
<PAGE> 25
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WISCONSIN ENERGY COMMON 976657106 674 35000 35000 0 0 35000 0
WORTHINGTON INDS INC COMMON 981811102 5439 328400 323600 4800 0 285500 42900
XEROX CORP COMMON 984121103 3201 141100 141100 0 0 140900 200
XILINX INC COMMON 983919101 427 9400 9400 0 0 8200 1200
XIRCOM INC COMMON 983922105 7853 104700 102600 2100 0 96500 8200
ZALE CORP COMMON 988858106 10536 217800 215200 2600 0 197500 20300
ZIONS BANCORPORATION COMMON 989701107 1462 24700 24700 0 0 22700 2000
ZOLL MED CORP COMMON 989922109 2184 57200 55400 1800 0 50400 6800
ZURICH ALLIED AG SP ADR 98981P101 788 6950 6950 0 0 5200 1750
REPORT TOTALS 2633564 77281409 76389820 891589 0 69863385 7418024
</TABLE>
