<PAGE>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings
entries.
Institutional Investment Manager Filing this Report:
Name: York Management & Research, Inc.
Address: Reynolds Plaza, Suite 200
1061 E. Indiantown Road
Jupiter, Florida 33477
Form 13F File Number: 28-5080
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: David J.S. Nicholson
Title: President
Phone: (561) 743-6733
Signature, Place, and Date of Signing:
/s/ David J.S. Nicholson Jupiter, FL May 17, 1999
________________________ _______________ ______________
[Signature] [City, State] [Date]
<PAGE>
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of
this reporting manager are reported in this report.)
[ ] 13F NOTICE. (Check her if no holdings reported are in
this report, and all holdings are reported by other
reporting manger(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the
holdings for this reporting manager are reported in this
report and a portion are reported by other reporting
manager(s).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File Number Name
28-
[Repeat as necessary.]
2
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 260
Form 13F Information Table Value Total: 212,678,782
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file
number(s) of all institutional investment managers with respect
to which this report is filed, other than the manager filing this
report.
[If there are no entries in this list, state "NONE" and omit the
column headings and list entries.]
No. Form 13F File Number Name
28-
1. David J.S. Nicholson
[Repeat as necessary.]
3
<PAGE>
<TABLE>
Form 13F INFORMATION TABLE
<CAPTION>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------- -------- -------- -------- -------- --------- -------- --------
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF TITLE CUSIP MARKET SHRS OR SH/ PUT/ (a) (b) (c) SHARED OTHER (a) (b) (c)
ISSUER OF CLASS NUMBER VALUE PRN AMT PRN CALL SOLE SHARED OTHER MANAGERS SOLE SHARED NONE
------- -------- ------ ------ ------- --- ---- ---- ------ -------- -------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ABERCROMBIE &
FITCH -CL A Common Stock 002896207 3,293,325 35,700 X 1 35,700
ACNIELSEN CORP Common Stock 004833109 786,625 29,000 X 1 29,000
ACTION PERFORMANCE
COS INC Common Stock 004933107 475,975 15,800 X 1 15,800
ADVANTA CORP -CL A Common Stock 007942105 342,938 31,000 X 1 31,000
ADVENT SOFTWARE INC Common Stock 007974108 350,000 7,000 X 1 7,000
AFFILIATED COMP
SVCS -CL A Common Stock 008190100 805,200 17,600 X 1 17,600
ALPHARMA INC -CL A Common Stock 020813101 843,875 21,500 X 1 21,500
AMCAST INDL CORP Common Stock 023395106 167,700 10,400 X 1 10,400
AMEREN CORP Common Stock 023608102 759,938 21,000 X 1 21,000
AMERICAN HEALTH
PROPERTIES Common Stock 026494104 307,369 16,900 X 1 16,900
AMERN EAGLE
OUTFITTERS INC Common Stock 02553E106 856,666 11,950 X 1 11,950
AMGEN INC Common Stock 031162100 2,845,250 38,000 X 1 38,000
ANDRX CORP Common Stock 034551101 1,822,500 20,000 X 1 20,000
ANNTAYLOR STORES
CORP Common Stock 036115103 3,336,156 75,500 X 1 75,500
ASTORIA FINL CORP Common Stock 046265104 1,037,500 20,750 X 1 20,750
AT&T CORP Common Stock 001957109 3,415,975 42,800 X 1 42,800
ATLANTIC RICHFIELD CO Common Stock 048825103 2,522,813 34,500 X 1 34,500
AVIS RENT A CAR INC Common Stock 053790101 1,531,119 55,300 X 1 55,300
AVT CORP Common Stock 002420107 358,125 15,000 X 1 15,000
BALTIMORE GAS &
ELECTRIC Common Stock 059165100 355,250 14,000 X 1 14,000
BANCWEST CORP Common Stock 059790105 340,000 8,000 X 1 8,000
BANK UNITED CORP
-CL A Common Stock 065412108 613,125 15,000 X 1 15,000
BANKBOSTON CORP Common Stock 06605R106 281,531 6,500 X 1 6,500
BAUSCH & LOMB INC Common Stock 071707103 975,000 15,000 X 1 15,000
BEAZER HOMES
USA INC Common Stock 07556Q105 210,000 10,000 X 1 10,000
BELL & HOWELL
COMPANY Common Stock 077852101 823,681 28,100 X 1 28,100
BELL ATLANTIC CORP Common Stock 077853109 816,663 15,800 X 1 15,800
4
<PAGE>
BERGEN BRUNSWIG
CORP -CL A Common Stock 083739102 1,506,000 75,300 X 1 75,300
BEST BUY CO INC Common Stock 086516101 4,503,200 86,600 X 1 86,600
BIOGEN INC Common Stock 090597105 1,143,130 10,000 X 1 10,000
BIOVAIL CORP
INTERNATIONAL Common Stock 09067K106 246,400 6,400 X 1 6,400
BLACKROCK ADVANTAGE
TERM TR Common Stock 09247A101 183,300 18,800 X 1 18,800
BLACKROCK INCOME
TRUST INC Common Stock 09247F100 1,682,775 249,300 X 1 249,300
QLTY TERM TR Common Stock 09247J102 377,038 43,400 X 1 43,400
BLACKROCK N A
GOVT INCM TR Common Stock 092475102 172,000 17,200 X 1 17,200
BLACKROCK STRATEGIC
TERM TR Common Stock 09247P108 195,694 21,300 X 1 21,300
Page 1 Total - 40,283,834
5
<PAGE>
BLYTH INDUSTRIES
INC Common Stock 09643P108 281,138 11,900 X 1 11,900
BRADLEY REAL
ESTATE INC Common Stock 104580105 259,188 14,500 X 1 14,500
BRIGGS & STRATTON Common Stock 109043109 1,178,569 23,900 X 1 23,900
BRINKER INTL INC Common Stock 109641100 311,250 12,000 X 1 12,000
BRISTOL MYERS SQUIBB Common Stock 110122108 1,026,000 16,000 X 1 16,000
BROWN & SHARPE MFG CO Common Stock 115223109 70,744 14,700 X 1 14,700
BROWN GROUP INC Common Stock 115657108 220,231 16,700 X 1 16,700
CDW COMPUTER
CENTERS INC Common Stock 125129106 462,300 6,700 X 1 6,700
CEC ENTERTAINMENT
INC Common Stock 125137109 789,250 22,000 X 1 22,000
CENTRAL & SOUTH
WEST CORP Common Stock 152357109 1,425,000 60,800 X 1 60,800
CENTRAL EUROPEAN
EQTY FD INC Common Stock 153436100 1,079,534 89,495 X 1 89,495
CHECK POINT
SOFTWARE TECHN Common Stock M22465104 946,000 22,000 X 1 22,000
CHICOS FAS INC Common Stock 168615102 215,000 10,000 X 1 10,000
CITIGROUP INC Common Stock 172967101 1,037,969 16,250 X 1 16,250
CLOSURE MEDICAL
CORP Common Stock 189093107 235,600 6,200 X 1 6,200
CMAC INVESTMENT
CORP Common Stock 125662106 214,500 5,500 X 1 5,500
COMMUNITY FIRST
BANKSHARES Common Stock 203902101 420,000 21,000 X 1 21,000
COMPASS BANCSHARES
INC Common Stock 20449H109 286,350 8,300 X 1 8,300
COMPUWARE CORP Common Stock 205638109 429,750 18,000 X 1 18,000
COMVERSE TECHNOLOGY
INC Common Stock 205862402 1,028,500 12,100 X 1 12,100
CONCORD EFS INC Common Stock 206197105 223,256 8,100 X 1 8,100
CONSOLIDATED
GRAPHICS INC Common Stock 209341106 1,848,000 32,000 X 1 32,000
COPART INC Common Stock 217204106 207,500 10,000 X 1 10,000
COUNTRYWIDE
CREDIT IND INC Common Stock 222372104 487,500 13,000 X 1 13,000
CREE RESEARCH INC Common Stock 225447101 563,250 12,000 X 1 12,000
CROWN AMER REALTY
TRUST Common Stock 228186102 88,400 13,600 X 1 13,600
CSG SYSTEMS INTL INC Common Stock 126349109 970,163 24,600 X 1 24,600
D R HORTON INC Common Stock 23331A109 365,750 22,000 X 1 22,000
DAIMLERCHRYSLER AG Common Stock D1668R123 1,677,806 19,552 X 1 19,552
DARDEN RESTAURANTS
INC Common Stock 237194105 226,875 11,000 X 1 11,000
DELL COMPUTER CORP Common Stock 247025109 2,170,463 53,100 X 1 53,100
DELUXE CORP Common Stock 248019101 733,950 25,200 X 1 25,200
6
<PAGE>
DEPARTMENT 56
INC -SER A Common Stock 249509100 252,631 8,300 X 1 8,300
DII GROUP INC Common Stock 232949107 345,150 11,800 X 1 11,800
DIME BANCORP INC Common Stock 25429Q102 417,375 18,000 X 1 18,000
DIME COMMUNITY
BANCSHARES Common Stock 253922108 286,719 12,500 X 1 12,500
Page 2 Total - 22,781,660
7
<PAGE>
DIONEX CORP Common Stock 254546104 226,500 6,000 X 1 6,000
DOLLAR THRIFTY
AUTOMOTIVE GP Common Stock 256743105 172,500 10,000 X 1 10,000
DOMINION RESOURCES
INC Common Stock 257470104 886,500 24,000 X 1 24,000
DQE INC Common Stock 23329J104 1,477,438 38,500 X 1 38,500
DRESDNER RCM
EUROPE FD INC Common Stock 26156W106 1,135,200 94,600 X 1 94,600
DTE ENERGY CO Common Stock 233331107 1,418,938 36,500 X 1 36,500
DURA AUTOMOTIVE
SYS -CL B Common Stock 265903104 282,500 10,000 X 1 10,000
ELECTRONICS FOR
IMAGING INC Common Stock 286082102 1,911,000 49,000 X 1 49,000
EMERGING MEXICO FD Common Stock 290891100 329,150 45,400 X 1 45,400
EMERGING MKTS
INFRAST FD INC Common Stock 290921105 290,063 35,700 X 1 35,700
ENTERGY CORP Common Stock 29364G103 1,790,250 65,100 X 1 65,100
EQUITY INNS INC Common Stock 294703103 540,600 63,600 X 1 63,600
EQUITY RESIDENTIAL
PPTYS TR Common Stock 29476L107 391,875 9,500 X 1 9,500
EQUITY RESIDENTIAL
PPTYS TR Common Stock 29476L107 233,929 5,671 X 1 5,671
ETHYL CORP Common Stock 297659104 119,000 28,000 X 1 28,000
EVEREST REINSURANCE
HLDGS Common Stock 299808105 1,047,900 33,600 X 1 33,600
FELCOR LODGING
TR INC Common Stock 31430F101 440,563 19,000 X 1 19,000
FIRST AUSTRALIA FUND Common Stock 318652104 398,988 54,100 X 1 54,100
FIRST SECURITY
CORP/DE Common Stock 336294103 811,125 42,000 X 1 42,000
FIRST TENNESSEE
NATL CORP Common Stock 337162101 274,688 7,500 X 1 7,500
FLEET FINANCIAL
GROUP INC Common Stock 338915101 301,000 8,000 X 1 8,000
FLORIDA
PROGRESS CORP Common Stock 341109106 1,510,000 40,000 X 1 40,000
FLUOR CORP Common Stock 343861100 918,000 34,000 X 1 34,000
FOODMAKER INC Common Stock 344839204 1,275,000 50,000 X 1 50,000
FORD MOTOR CO Common Stock 345370100 1,315,150 23,200 X 1 23,200
FRANCE GROWTH
FD INC Common Stock 35177K108 911,400 67,200 X 1 67,200
FRIEDMANS INC
-CL A Common Stock 358438109 102,600 11,400 X 1 11,400
FURNITURE BRANDS
INTL INC Common Stock 360921100 354,000 16,000 X 1 16,000
GAP INC Common Stock 364760108 807,750 12,000 X 1 12,000
GENERAL ELECTRIC CO Common Stock 369604103 1,958,063 17,700 X 1 17,700
GERMANY FUND Common Stock 374143105 221,570 17,378 X 1 17,378
8
<PAGE>
GILAT SATELLITE
NETWORKS LTD Common Stock M51474100 360,000 6,000 X 1 6,000
GLOBAL HI INCOME
DLR FD INC Common Stock 37933G108 766,125 68,100 X 1 68,100
GPU INC Common Stock 36225X100 858,188 23,000 X 1 23,000
GTE CORP Common Stock 362320103 2,184,050 36,100 X 1 36,100
GUIDANT CORP Common Stock 401698105 907,500 15,000 X 1 15,000
Page 3 Total - 28,929,100
9
<PAGE>
HARLEY-DAVIDSON INC Common Stock 412822108 229,500 4,000 X 1 4,000
HARSCO CORP Common Stock 415864107 302,250 12,000 X 1 12,000
HEALTHSOUTH
CORP Common Stock 421924101 312,288 30,100 X 1 30,100
HENRY (JACK)
& ASSOCIATES Common Stock 426281101 867,300 23,600 X 1 23,600
HERTZ CORP
-CL A Common Stock 428040109 856,000 16,000 X 1 16,000
HIBERNIA CORP
-CL A Common Stock 428656102 702,894 53,300 X 1 53,300
HOME DEPOT
INC Common Stock 437076102 498,000 8,000 X 1 8,000
HOOPER HOLMES
INC Common Stock 439104100 159,375 10,200 X 1 10,200
HOUGHTON MIFFLIN
CO Common Stock 441560109 796,875 17,000 X 1 17,000
HRPT PPTYS
TRUST Common Stock 40426W101 405,000 30,000 X 1 30,000
HYPERION 2005
INVT GRADE OPP Common Stock 448918102 256,500 30,400 X 1 30,400
INSIGHT ENTERPRISES
INC Common Stock 45765U103 418,275 16,900 X 1 16,900
INTEL CORP Common Stock 458140100 2,382,500 20,000 X 1 20,000
INTERVOICE INC Common Stock 461142101 693,000 63,000 X 1 63,000
INTL BUSINESS
MACHINES CORP Common Stock 459200101 3,172,775 17,900 X 1 17,900
IRT PROPERTY CO Common Stock 450058102 132,188 15,000 X 1 15,000
JAKKS PACIFIC INC Common Stock 47012E106 555,000 30,000 X 1 30,000
KEMPER GLOBAL
INTL SER INC. (S Common Stock 399877109 519,840 24,000 X 1 24,000
KERR-MCGEE CORP Common Stock 492386107 902,344 27,500 X 1 27,500
KEYCORP Common Stock 493267108 439,531 14,500 X 1 14,500
KRONOS INC Common Stock 501052104 330,750 13,500 X 1 13,500
LAFARGE CORP Common Stock 505862102 775,600 27,700 X 1 27,700
LASER VISION
CENTERS INC Common Stock 51807H100 1,429,688 37,500 X 1 37,500
LEARNING COMPANY
INC Common Stock 522008101 1,740,000 60,000 X 1 60,000
LEGATO SYSTEMS
INC Common Stock 524651106 1,269,975 24,600 X 1 24,600
LENNAR CORP Common Stock 526057104 290,875 13,000 X 1 13,000
LEXMARK INTL
GRP INC -CL A Common Stock 529771107 2,181,563 19,500 X 1 19,500
LIPOSOME COMPANY
INC Common Stock 536310105 228,438 17,000 X 1 17,000
LOEWS CORP Common Stock 540424108 1,343,250 18,000 X 1 18,000
LONE STAR
STEAKHOUSE SALOON Common Stock 542307103 255,225 24,900 X 1 24,900
10
<PAGE>
LUCENT TECHNOLOGIES
INC Common Stock 549463107 4,082,400 37,800 X 1 37,800
MASTECH CORP Common Stock 57632N105 247,000 19,000 X 1 19,000
MEDITRUST COMPANIES Common Stock 58501T306 891,644 71,690 X 1 71,690
MENS WEARHOUSE INC Common Stock 587118100 1,484,175 51,400 X 1 51,400
MERCANTILE
BANCORPORATION Common Stock 587342106 684,000 14,400 X 1 14,400
MERCK & CO Common Stock 589331107 544,850 6,800 X 1 6,800
Page 4 total - 32,380,867
11
<PAGE>
MERCURY INTERACTIVE
CORP Common Stock 589405109 463,125 13,000 X 1 13,000
MESA AIR GROUP
INC Common Stock 590479101 93,750 15,000 X 1 15,000
METRIS COMPANIES INC Common Stock 591598107 328,249 8,130 X 1 8,130
METZLER GROUP
INC Common Stock 592903108 1,233,038 39,300 X 1 39,300
MEXICO FUND Common Stock 592835102 1,134,506 74,700 X 1 74,700
MICROSOFT CORP Common Stock 594918104 2,115,150 23,600 X 1 23,600
MORGAN STANLEY
AFRICA INV FD Common Stock 617444104 365,625 39,000 X 1 39,000
NEW GERMANY FD Common Stock 644465106 2,140,513 179,310 X 1 179,310
NEW PLAN EXCEL
REALTY TR Common Stock 648053106 515,760 26,880 X 1 26,880
OGE ENERGY CORP Common Stock 670837103 676,875 30,000 X 1 30,000
OHIO CASUALTY
CORP Common Stock 677240103 561,600 14,400 X 1 14,400
OMNICARE INC Common Stock 681904108 604,281 31,700 X 1 31,700
OSTEOTECH INC Common Stock 688582105 1,799,531 52,350 X 1 52,350
PACCAR INC Common Stock 693718108 947,313 23,000 X 1 23,000
PACIFIC CENTURY
FINANCIAL CP Common Stock 694058108 1,002,000 48,000 X 1 48,000
PACIFICARE HEALTH
SYS -CL B Common Stock 695112201 832,650 12,200 X 1 12,200
PAYMENTECH INC Common Stock 704384106 685,125 29,000 X 1 29,000
PECO ENERGY CO Common Stock 693304107 1,063,750 23,000 X 1 23,000
PG&E CORP Common Stock 69331C108 1,354,325 43,600 X 1 43,600
PILGRIM BANK
CL-A Common Stock 72142V109 230,900 10,000 X 1 10,000
PINNACLE SYSTEMS
INC Common Stock 723481107 1,064,700 23,400 X 1 23,400
PLANTRONICS INC Common Stock 727493108 594,344 9,500 X 1 9,500
PLAYTEX PRODUCTS
INC Common Stock 72813P100 192,088 12,700 X 1 12,700
PMI GROUP INC Common Stock 69344M101 1,145,463 24,700 X 1 24,700
PNC BANK CORP Common Stock 693475105 500,063 9,000 X 1 9,000
POLYCOM INC Common Stock 73172K104 609,375 32,500 X 1 32,500
PORTUGAL FD INC Common Stock 737265108 513,663 37,700 X 1 37,700
PP&L RESOURCES INC Common Stock 693499105 891,000 36,000 X 1 36,000
PREMARK INTERNATIONAL
INC Common Stock 740459102 839,906 25,500 X 1 25,500
PREPAID LEGAL
SERVICES INC Common Stock 740065107 943,250 38,500 X 1 38,500
PRICE (T. ROWE)
ASSOCIATES Common Stock 741477103 309,375 9,000 X 1 9,000
PROCTER & GAMBLE CO Common Stock 742718109 548,450 5,600 X 1 5,600
PROFIT RECOVERY
GRP INTL INC Common Stock 743168106 316,000 8,000 X 1 8,000
PROXIM INC Common Stock 744284100 402,500 14,000 X 1 14,000
12
<PAGE>
PUBLIC SERVICE
CO OF N MEX Common Stock 744499104 340,000 20,000 X 1 20,000
PUGET SOUND ENERGY
INC Common Stock 745332106 987,075 42,800 X 1 42,800
Page 5 Total - 28,345,316
13
<PAGE>
PULTE CORP Common Stock 745867101 1,019,813 49,000 X 1 49,000
QLOGIC CORP Common Stock 747277101 2,631,300 39,200 X 1 39,200
RATIONAL
SOFTWARE CORP Common Stock 75409P202 1,072,500 40,000 X 1 40,000
REGIONS FINL
CORP Common Stock 758940100 623,250 18,000 X 1 18,000
REGIS CORP/MN Common Stock 758932107 299,531 11,250 X 1 11,250
REPUBLIC BANCORP
INC Common Stock 760282103 130,000 10,000 X 1 10,000
RES-CARE INC Common Stock 760943100 631,750 28,000 X 1 28,000
RF MICRO DEVICES
INC Common Stock 749941100 430,594 4,500 X 1 4,500
RFS HOTEL INVESTORS
INC Common Stock 74955J108 442,844 38,300 X 1 38,300
ROBERTS
PHARMACEUTICAL
CORP Common Stock 770491108 747,000 36,000 X 1 36,000
ROCK-TENN COMPANY Common Stock 772739207 181,425 11,800 X 1 11,800
ROSLYN BANCORP
INC Common Stock 778162107 877,500 52,000 X 1 52,000
RUBY TUESDAY
INC Common Stock 781182100 396,150 22,800 X 1 22,800
RYAN'S FAMILY
STK HOUSES INC Common Stock 783519101 144,750 12,000 X 1 12,000
RYDER SYSTEM INC Common Stock 783549108 546,350 19,600 X 1 19,600
SANGSTAT MEDICAL
CORP Common Stock 801003104 185,625 15,000 X 1 15,000
SBC COMMUNICATIONS
INC Common Stock 78387G103 495,469 10,500 X 1 10,500
SCHERING-PLOUGH Common Stock 806605101 1,408,875 25,500 X 1 25,500
SCHLUMBERGER LTD Common Stock 806857108 1,395,225 23,400 X 1 23,400
SCOTTS COMPANY Common Stock 810186106 224,250 6,000 X 1 6,000
SCUDDER NEW EUROPE
FD INC Common Stock 810905109 2,806,300 147,700 X 1 147,700
SEITEL INC Common Stock 816074306 292,688 21,000 X 1 21,000
SHAW INDUSTRIES
INC Common Stock 820286102 693,750 37,500 X 1 37,500
SHERWIN-WILLIAMS
CO Common Stock 824348106 506,250 18,000 X 1 18,000
SLM HLDG CORP Common Stock 78442A109 334,000 8,000 X 1 8,000
SMITHFIELD FOODS
INC Common Stock 832248108 1,009,594 44,500 X 1 44,500
SOUTHERN CO Common Stock 842587107 615,450 26,400 X 1 26,400
SOUTHTRUST CORP Common Stock 844730101 2,611,875 70,000 X 1 70,000
SOVEREIGN BANCORP
INC Common Stock 845905108 1,102,500 90,000 X 1 90,000
SPAIN FUND Common Stock 846330108 651,206 45,900 X 1 45,900
STANDARD &
POORS DEPOSITARY Common Stock 78462F103 1,078,350 8,400 X 1 8,400
STANDARD PACIFIC CP Common Stock 85375C101 193,125 15,000 X 1 15,000
STAPLES INC Common Stock 855030102 1,183,500 36,000 X 1 36,000
14
<PAGE>
STEELCASE INC Common Stock 858155203 636,356 41,900 X 1 41,900
STRATEGIC GLOBAL
INCM FD INC Common Stock 862719101 208,088 18,600 X 1 18,600
SUN MICROSYSTEMS INC Common Stock 866810104 962,985 7,700 X 1 7,700
Page 6 Total - 28,770,217
15
<PAGE>
SUNGARD DATA
SYSTEMS INC Common Stock 867363103 1,560,000 39,000 X 1 39,000
SUNOCO INC Common Stock 86764P109 703,219 19,500 X 1 19,500
SUNQUEST
INFORMATION
SYS INC Common Stock 867654105 158,625 13,500 X 1 13,500
SYBASE INC Common Stock 871130100 95,250 12,000 X 1 12,000
TARRANT APPAREL
GROUP Common Stock 876289109 268,800 6,400 X 1 6,400
TCW/DW TERM
TRUST 2003 Common Stock 87234U108 1,747,500 186,400 X 1 186,400
TECUMSEH PRODUCTS
CO -CL A Common Stock 878895200 748,781 14,700 X 1 14,700
TELLABS INC Common Stock 879664100 889,525 9,100 X 1 9,100
TEMPLETON
GLOBAL INCOME Common Stock 880198106 686,806 102,700 X 1 102,700
THQ INC Common Stock 872443403 1,608,606 78,950 X 1 78,950
TIDEWATER INC Common Stock 886423102 569,250 22,000 X 1 22,000
TIER TECHNOLOGIES
INC -CL B Common Stock 88650Q100 88,613 10,200 X 1 10,200
TJX COMPANIES INC Common Stock 872540109 1,088,000 32,000 X 1 32,000
TOMMY HILFIGER
CORP Common Stock G8915Z102 3,891,438 56,500 X 1 56,500
TRANS WORLD
ENTMT CORP Common Stock 89336Q100 398,750 36,250 X 1 36,250
TRINET CORP
REALTY TRUST INC Common Stock 896287109 423,763 16,700 X 1 16,700
TRINITY INDUSTRIES Common Stock 896522109 981,125 33,400 X 1 33,400
TYCO INTERNATIONAL
LTD Common Stock 902124106 1,612,800 22,400 X 1 22,400
U S FOODSERVICE INC Common Stock 90331R101 3,036,450 65,300 X 1 65,300
U S LIQUIDS INC Common Stock 902974104 253,500 12,000 X 1 12,000
UNIONBANCAL CORP Common Stock 908906100 2,111,875 62,000 X 1 62,000
UNISYS CORP Common Stock 909214108 462,381 16,700 X 1 16,700
UNIVERSAL FOODS
CORP Common Stock 913538104 618,750 30,000 X 1 30,000
USG CORP Common Stock 903293405 436,688 8,500 X 1 8,500
USWEB CORP Common Stock 917327108 825,000 20,000 X 1 20,000
UTILICORP UNITED
INC Common Stock 918005109 788,288 34,650 X 1 34,650
VALASSIS
COMMUNICATIONS
INC Common Stock 918866104 1,361,025 26,300 X 1 26,300
VARLEN CORP Common Stock 922248109 374,000 17,000 X 1 17,000
VIAD CORP Common Stock 92552R109 756,500 27,200 X 1 27,200
VISX INC/DE Common Stock 92844S105 903,529 8,400 X 1 8,400
WAL-MART STORES Common Stock 931142103 1,523,156 16,500 X 1 16,500
WASHINGTON FED INC Common Stock 938824109 212,100 10,100 X 1 10,100
16
<PAGE>
WASTE CONNECTIONS
INC Common Stock 941053100 214,875 9,000 X 1 9,000
WATERS CORP Common Stock 941848103 1,565,439 14,900 X 1 14,900
WEBB (DEL E) CORP Common Stock 947423109 817,619 37,700 X 1 37,700
WESTERN INVT
REAL ESTATE TR Common Stock 958468100 184,675 17,800 X 1 17,800
Page 7 total - 33,966,700
17
<PAGE>
WET SEAL INC -CL A Common Stock 961840105 295,000 8,000 X 1 8,000
WINDMERE-DURABLE
HOLDINGS Common Stock 973411101 94,500 13,500 X 1 13,500
WLR FOODS INC Common Stock 929286102 103,250 14,000 X 1 14,000
WORLD COLOR
PRESS INC Common Stock 981443104 680,000 32,000 X 1 32,000
WYMAN-GORDON
CO Common Stock 983085101 111,000 12,000 X 1 12,000
XILINX INC
Common Stock 983919101 782,856 19,300 X 1 19,300
XIRCOM INC Common Stock 983922105 1,183,388 47,100 X 1 47,100
YORK INTL Common Stock 986670107 971,094 27,500 X 1 27,500
Item 4 Total: 219,678,782
Page 8 Total - 4,221,088
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62930010.AC7
