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Previous: TOKHEIM CORP, 424B3, 1999-10-21 |
Next: UNION PACIFIC CORP, 8-K, 1999-10-21 |
SEC13F.LNS TOWNELEY CAPITAL MANAGEMENT
FORM 13F SUMMARY PAGE
AS OF DATE: 09/30/99
RUN DATE: 10/21/99 2:39 P.M.
REPORT SUMMARY:
NUMBER OF OTHER INCLUDED MANAGERS: 0
FORM 13F INFORMATION TABLE ENTRY TOTAL: 346
FORM 13F INFORMATION TABLE VALUE TOTAL: $567,391,000
LIST OF OTHER INCLUDED MANAGERS:
NO. 13F FILE NUMBER NAME
<PAGE>
<TABLE> <C> <C>
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/99
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ADAPTEC INC COM COM 00651F108 572 14400 SH SOLE 14400 0 0
ADMINISTAFFINC COM 007094105 645 40500 SH SOLE 40500 0 0
ADVANCE MARKETING SVCS INC COM 00753T105 1448 73300 SH SOLE 73300 0 0
ADVANTA CORP CL A COM 007942105 619 42300 SH SOLE 42300 0 0
AEGON NV ORD AMER REG COM 007924103 609 7036 SH SOLE 7036 0 0
AETNA INC COM 008117103 6484 131650 SH SOLE 128050 0 3600
AGCO CORP COM 001084102 1736 133500 SH SOLE 133500 0 0
AGRIBRANDS INTL INC COM 00849R105 1360 27400 SH SOLE 27400 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 1948 28100 SH SOLE 28100 0 0
ALLMERICA FINL CORP COM COM 019754100 738 15500 SH SOLE 15500 0 0
ALLSTATE CORP COM 020002101 3675 147350 SH SOLE 144250 0 3100
AMERICAN NATL INS CO COM 028591105 911 13600 SH SOLE 13600 0 0
AMERON INTL CORP COM 030710107 746 15900 SH SOLE 15900 0 0
AMES DEPT STORES INC COM 030789507 1179 37000 SH SOLE 37000 0 0
AMPAL AMERN ISRAEL CORP COM 032015109 606 93300 SH SOLE 93300 0 0
AMR CORP COM 001765106 9126 167450 SH SOLE 163150 0 4300
AMTRAN INC COM 03234G106 501 26700 SH SOLE 26700 0 0
ANDERSONS INC COM 034164103 1054 120400 SH SOLE 120400 0 0
ANHEUSER BUSCH COS INC COM COM 035229103 708 10100 SH SOLE 10100 0 0
ANNALY MTG MGMT INC COM 035710409 723 77600 SH SOLE 77600 0 0
APPLIED EXTRUSION TECHN INC COM 038196101 842 114200 SH SOLE 114200 0 0
APPLIED SIGNAL TECHNOLOGY COM 038237103 146 15000 SH SOLE 15000 0 0
ARDEN GROUP INC COM 039762109 234 6000 SH SOLE 6000 0 0
ARKANSAS BEST CORP COM 040790107 1515 122400 SH SOLE 122400 0 0
ASTEC INDS INC COM 046224101 454 18800 SH SOLE 18800 0 0
ATLANTIS PLASTICS INC COM 049156102 506 37500 SH SOLE 37500 0 0
AUDIOVOX CORP COM 050757103 2855 164300 SH SOLE 164300 0 0
AUTOMATIC DATA PROCESSING COM 053015103 470 10534 SH SOLE 10534 0 0
AVIALL INC COM 05366B102 404 39400 SH SOLE 39400 0 0
AVNET INC COM 053807103 4078 97100 SH SOLE 95800 0 1300
AZTAR CORP COM 054802103 1623 158300 SH SOLE 158300 0 0
BANGOR HYDRO ELEC CO COM 060077104 1896 114900 SH SOLE 114900 0 0
BARD C R INC COM 067383109 8570 182100 SH SOLE 177800 0 4300
BAUSCH & LOMB INC COM COM 071707103 257 3900 SH SOLE 3900 0 0
BEAR STEARNS COS INC COM 073902108 7767 202056 SH SOLE 198276 0 3780
BEAZER HOMES USA INC COM 07556Q105 468 25200 SH SOLE 25200 0 0
BEL FUSE INC CL A COM 077347201 871 25250 SH SOLE 25250 0 0
BENIHANA INC CL A COM 082047200 413 25200 SH SOLE 25200 0 0
BERGEN BRUNSWIG CORP CL A COM 083739102 624 60100 SH SOLE 60100 0 0
BERKLEY W R CORP COM 084423102 359 15600 SH SOLE 15600 0 0
BEST BUY COMPANY INC COM 086516101 2406 38800 SH SOLE 37600 0 1200
BINDLEY WESTERN INDS COM 090324104 1696 118499 SH SOLE 118499 0 0
BIOGEN INC COM COM 090597105 1009 12800 SH SOLE 12800 0 0
BIRMINGHAM STL CORP COM 091250100 130 17000 SH SOLE 17000 0 0
BJ SVCS CO COM 055482103 2166 68100 SH SOLE 68100 0 0
BJS WHSL CLUB INC COM 05548J106 3172 107300 SH SOLE 105500 0 1800
BLAIR CORP COM 092828102 613 34800 SH SOLE 34800 0 0
BLUEGREEN CORP COM 096231105 503 105900 SH SOLE 105900 0 0
BON-TON STORES INC COM 09776J101 164 41400 SH SOLE 41400 0 0
BOOKS-A-MILLION INC COM 098570104 844 103100 SH SOLE 103100 0 0
BOSTON ACOUSTICS INC COM 100534106 982 64900 SH SOLE 64900 0 0
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/99
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
BOWNE & CO INC COM 103043105 501 41300 SH SOLE 41300 0 0
BRIGGS & STRATTON CORP COM 109043109 2242 38400 SH SOLE 38400 0 0
BRISTOL HOTELS & RESORTS INC COM 110041100 186 27000 SH SOLE 27000 0 0
BROOKE GROUP LTD COM 112525100 1475 88725 SH SOLE 88725 0 0
BROWN SHOE INC COM 115736100 1650 90100 SH SOLE 90100 0 0
BURLINGTON INDS INC COM 121693105 817 181500 SH SOLE 181500 0 0
BUTLER INTL INC COM 123649105 748 85500 SH SOLE 85500 0 0
BUTLER MFG CO COM 123655102 1026 39100 SH SOLE 39100 0 0
CAGLES INC COM 127703106 321 19500 SH SOLE 19500 0 0
CASTLE & COOKE INC COM 148433105 1302 84700 SH SOLE 84700 0 0
CATERPILLAR INC COM 149123101 6917 126200 SH SOLE 122100 0 4100
CBL & ASSOC PPTYS INC COM 124830100 455 18600 SH SOLE 18600 0 0
CENTEX CONSTR PRODS INC COM 15231R109 397 10700 SH SOLE 10700 0 0
CENTRAL HUDSON GAS & ELEC CO COM 153609102 634 16100 SH SOLE 16100 0 0
CENTRAL NEWSPAPERS INC CL A COM 154647101 681 15300 SH SOLE 15300 0 0
CENTRAL VT PUB SVC CORP COM 155771108 1524 115600 SH SOLE 115600 0 0
CHAMPION INTERNATIONAL CORP COM 158525105 1567 30500 SH SOLE 30500 0 0
CHARTER MUN MTG ACCEP CO SH BE COM 160908109 406 31100 SH SOLE 31100 0 0
CHARTER ONE FINCL INC COM 160903100 337 14591 SH SOLE 14591 0 0
CIGNA CORP COM 125509109 210 2700 SH SOLE 2700 0 0
CINCINNATI FINL CORP COM 172062101 1627 43350 SH SOLE 40750 0 2600
CIRCUIT CITY STORES INC COM 172737108 4695 111300 SH SOLE 111300 0 0
CMP GROUP INC COM 125887109 2063 78200 SH SOLE 78200 0 0
CNA FINL CORP COM 126117100 5373 153500 SH SOLE 150000 0 3500
COMMONWEALTH INDS INC COM 203004106 1995 148500 SH SOLE 148500 0 0
CONSOLDTD FREIGHTWAYS CORP COM 209232107 435 44000 SH SOLE 44000 0 0
COOPER COS INC COM 216648402 584 18900 SH SOLE 18900 0 0
COORS ADOLPH CO CL B COM 217016104 1386 25600 SH SOLE 25600 0 0
CORNING INC COM COM 219350105 631 9200 SH SOLE 9200 0 0
COSTCO WHOLESALE CORP COM 22160K105 5288 73450 SH SOLE 72350 0 1100
COVENTRY HEALTH CARE INC COM 222862104 1411 148500 SH SOLE 148500 0 0
CPI CORP COM 125902106 834 24400 SH SOLE 24400 0 0
CREATIVE COMPUTERS INC COM 22527E107 376 59000 SH SOLE 59000 0 0
CROSSMANN COMNTYS INC COM 22764E109 458 28100 SH SOLE 28100 0 0
CROWN CORK & SEAL INC COM 228255105 7750 319600 SH SOLE 313300 0 6300
CTS CORP COM 126501105 1254 21800 SH SOLE 21800 0 0
CUMMINS ENGINE CO INC COM 231021106 767 15400 SH SOLE 15400 0 0
D & K HEALTHCARE RES INC COM 232861104 1234 52800 SH SOLE 52800 0 0
DEERE & CO COM 244199105 10173 262950 SH SOLE 256750 0 6200
DELHAIZE AMER INC CL A COM 246688105 2504 118190 SH SOLE 115091 0 3099
DELTA AIR LINES INC COM 247361108 2862 59000 SH SOLE 58000 0 1000
DELTA WOODSIDE INDS INC COM 247909104 751 286000 SH SOLE 286000 0 0
DETROIT DIESEL CORP COM 250837101 993 53700 SH SOLE 53700 0 0
DIAMOND OFFSHORE DRILLNG INC COM 25271C102 3950 118350 SH SOLE 115950 0 2400
DILLARDS INC COM 254067101 4619 227400 SH SOLE 223100 0 4300
DIXIE GROUP INC COM 255519100 272 35100 SH SOLE 35100 0 0
DOW CHEMICAL CO COM 260543103 670 5900 SH SOLE 5900 0 0
DRUG EMPORIUM INC COM 262175102 642 95100 SH SOLE 95100 0 0
DYNEGY INC COM 26816L102 1365 66000 SH SOLE 66000 0 0
E TOWN CORP COM 269242103 1583 31900 SH SOLE 31900 0 0
EASTERN AMERN NAT GAS TR COM 276217106 200 15200 SH SOLE 15200 0 0
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/99
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
EASTERN UTILS ASSOC COM 277173100 1312 43900 SH SOLE 43900 0 0
EASTMAN KODAK CO COM 277461109 616 8150 SH SOLE 8150 0 0
EATON CORP COM 278058102 3573 41400 SH SOLE 40600 0 800
EDISON INTL COM 281020107 7406 304600 SH SOLE 300400 0 4200
ELCOM INTL INC COM 284434107 960 197000 SH SOLE 197000 0 0
EMCOR GROUP INC COM 29084Q100 1521 79000 SH SOLE 79000 0 0
ENERGEN CORP COM 29265N108 855 42200 SH SOLE 42200 0 0
ENERGY EAST CORP COM 29266M109 2938 123700 SH SOLE 120700 0 3000
ENGLE HOMES INC COM 292896107 370 35900 SH SOLE 35900 0 0
ESCO ELECTRS CORP COM 269030201 312 28000 SH SOLE 28000 0 0
FAIRCHILD CORP CL A COM 303698104 252 24601 SH SOLE 24601 0 0
FARMER BROS CO COM 307675108 282 1700 SH SOLE 1700 0 0
FBL FINL GROUP INC COM 30239F106 344 16700 SH SOLE 16700 0 0
FFY FINL CORP COM 30242U108 323 17500 SH SOLE 17500 0 0
FINLAY ENTERPRISES INC COM 317884203 349 25400 SH SOLE 25400 0 0
FIRST DATA CORP COM 319963104 478 10900 SH SOLE 10900 0 0
FIRST HEALTH GROUP CORP COM 320960107 2165 96500 SH SOLE 96500 0 0
FIRST NORTHN CAP CORP COM 335832101 280 25000 SH SOLE 25000 0 0
FLUOR CORP COM 343861100 8444 209800 SH SOLE 205000 0 4800
FOOTSTAR INC COM 344912100 1005 28500 SH SOLE 28500 0 0
FOREMOST CORP AMER COM 345469100 410 17100 SH SOLE 17100 0 0
FRANKLIN ELECTRIC CO INC COM 353514102 416 6300 SH SOLE 6300 0 0
FRANKLIN SELECT RLTY TR COM 354638108 334 51400 SH SOLE 51400 0 0
FREDS INC COM 356108100 310 25150 SH SOLE 25150 0 0
FRONTIER AIRLS INC COM 359065109 1435 151000 SH SOLE 151000 0 0
FRONTIER INS GROUP INC COM 359081106 312 35600 SH SOLE 35600 0 0
GARAN INC COM 364802108 1116 34200 SH SOLE 34200 0 0
GEHL CO COM 368483103 1456 82000 SH SOLE 82000 0 0
GENCOR INDS INC COM 368678108 345 109400 SH SOLE 109400 0 0
GENERAL MTRS CORP COM 370442105 4752 75500 SH SOLE 73300 0 2200
GEON COMPANY COM 37246W105 1398 54300 SH SOLE 54300 0 0
GEORGIA PAC CORP COM COM 373298108 412 10200 SH SOLE 10200 0 0
GOOD GUYS INC COM 382091106 465 72900 SH SOLE 72900 0 0
GOTTSCHALKS INC COM 383485109 315 35000 SH SOLE 35000 0 0
GRACE W R & CO COM 38388F108 1965 120000 SH SOLE 120000 0 0
GREAT ATLANTIC & PAC TEA INC COM 390064103 530 17500 SH SOLE 17500 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 577 31500 SH SOLE 31500 0 0
GROVE PROPERTY TR SH BEN INT COM 399613108 512 38800 SH SOLE 38800 0 0
HAGGAR CORP COM 405173105 1520 120400 SH SOLE 120400 0 0
HANDLEMAN CO COM 410252100 1874 141400 SH SOLE 141400 0 0
HARLEYSVILLE GROUP INC COM 412824104 174 12400 SH SOLE 12400 0 0
HAVERTY FURNITURE COS INC COM 419596101 653 45000 SH SOLE 45000 0 0
HERCULES INC COM COM 427056106 927 32400 SH SOLE 32400 0 0
HEWLETT PACKARD CO COM 428236103 3063 33750 SH SOLE 33250 0 500
HILTON HOTELS CORP COM 432848109 1647 166800 SH SOLE 162500 0 4300
HORACE MANN EDUCATORS COM 440327104 932 36100 SH SOLE 36100 0 0
HOVNANIAN ENTERPRISES INC COM 442487203 256 33000 SH SOLE 33000 0 0
HUB GROUP INC CL A COM 443320106 1508 73800 SH SOLE 73800 0 0
HUGHES SUPPLY INC COM 444482103 407 18700 SH SOLE 18700 0 0
IBP INC COM 449223106 10229 414350 SH SOLE 406050 0 8300
IMATION CORP COM 45245A107 2726 87931 SH SOLE 87931 0 0
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/99
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
INDEPENDENT BK CORP MICH COM 453838104 287 18727 SH SOLE 18727 0 0
INGRAM MICRO INC COM 457153104 3915 304100 SH SOLE 298400 0 5700
INSO CORP COM 457674109 800 100000 SH SOLE 100000 0 0
INSURANCE AUTO AUCTIONS INC COM 457875102 2068 139000 SH SOLE 139000 0 0
INTEL CORP COM 458140100 3002 40400 SH SOLE 39800 0 600
INTERCONTINENTAL LIFE CORP COM 458593100 200 20000 SH SOLE 20000 0 0
INTERNATIONAL ALUM CORP COM 458884103 375 13600 SH SOLE 13600 0 0
INTERTAN INC COM 461120107 1405 71600 SH SOLE 71600 0 0
INTIMATE BRANDS INC CL A COM 461156101 417 10710 SH SOLE 10710 0 0
INTL BUSINESS MACHINES CORP COM 459200101 908 7500 SH SOLE 7500 0 0
INVESTORS REAL ESTATE TR SH BE COM 461730103 304 35200 SH SOLE 35200 0 0
IPALCO ENTERPRISES INC COM 462613100 1895 97500 SH SOLE 97500 0 0
ISLE CAPRI CASINOS INC COM 464592104 1479 147900 SH SOLE 147900 0 0
ISPAT INTL N V COM 464899103 831 79600 SH SOLE 79600 0 0
IT GROUP INC COM 465266104 1130 118200 SH SOLE 118200 0 0
JAN BELL MARKETING INC COM 470760109 988 298200 SH SOLE 298200 0 0
JOHNSON CONTROLS INC COM 478366107 6409 96650 SH SOLE 92750 0 3900
K MART CORP COM 482584109 3098 265100 SH SOLE 259500 0 5600
KELLOGG CO COM 487836108 3143 83950 SH SOLE 82650 0 1300
KNIGHT RIDDER INC COM 499040103 3542 64400 SH SOLE 63500 0 900
KOMAG INC COM 500453105 1164 388100 SH SOLE 388100 0 0
KROGER CO COM 501044101 3494 158380 SH SOLE 156180 0 2200
LANDAMERICA FINL GROUP INC COM 514936103 280 14200 SH SOLE 14200 0 0
LANDSTAR SYSTEMS INC COM 515098101 695 20000 SH SOLE 20000 0 0
LAUDER ESTEE COS INC CL A COM 518439104 746 19100 SH SOLE 19100 0 0
LEXMARK INTL GROUP INC CL A COM 529771107 1578 19600 SH SOLE 19600 0 0
LIMITED INC COM 532716107 8907 232850 SH SOLE 228850 0 4000
LITHIA MTRS INC COM 536797103 924 40300 SH SOLE 40300 0 0
LIZ CLAIBORNE INC COM 539320101 3588 115750 SH SOLE 112750 0 3000
LOEWS CORP COM 540424108 4513 64300 SH SOLE 63000 0 1300
LONE STAR INDS INC COM 542290408 2364 47400 SH SOLE 47400 0 0
LUBRIZOL CORP COM 549271104 817 31800 SH SOLE 29800 0 2000
LYONDELL PETROCHEMICAL CO COM 552078107 4329 323700 SH SOLE 312700 0 11000
M I SCHOTTENSTEIN HOMES INC COM 55305B101 611 37000 SH SOLE 37000 0 0
M & F WORLDWIDE CORP COM 552541104 788 98500 SH SOLE 98500 0 0
MAF BANCORP INC COM 55261R108 295 14850 SH SOLE 14850 0 0
MALLINCKRODT INC NEW COM COM 561232109 818 27100 SH SOLE 27100 0 0
MARK IV INDS INC COM 570387100 2133 108000 SH SOLE 108000 0 0
MCKESSON HBOC INC. COM 58155Q103 2587 89200 SH SOLE 87400 0 1800
MDC HOLDINGS INC COM 552676108 1334 82400 SH SOLE 82400 0 0
MEDIA ARTS GROUP INC COM 58439C102 315 70900 SH SOLE 70900 0 0
MERIDIAN INS GROUP INC COM 589644103 247 14960 SH SOLE 14960 0 0
MGIC INVT CORP WIS COM COM 552848103 1275 26700 SH SOLE 26700 0 0
MICRO WAREHOUSE INC COM 59501B105 323 26800 SH SOLE 26800 0 0
MICROAGE INC COM 594928103 141 65600 SH SOLE 65600 0 0
MICROSEMI CORP COM 595137100 381 51700 SH SOLE 51700 0 0
MICROSOFT CORP COM 594918104 217 2400 SH SOLE 2400 0 0
MIDWEST EXPRESS HLDGS INC COM 597911106 799 30500 SH SOLE 30500 0 0
MINNESOTA MINING & MFG CO COM 604059105 568 5910 SH SOLE 5910 0 0
MONACO COACH CORP COM 60886R103 2223 91212 SH SOLE 91212 0 0
MORRISON KNUDSEN CORP COM 61844A109 718 69600 SH SOLE 69600 0 0
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/99
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
MULTIPLE ZONES INTL INC COM 624906103 478 86500 SH SOLE 86500 0 0
MUSICLAND STORES CORP COM 62758B109 769 86700 SH SOLE 86700 0 0
MYR GROUP INC COM 554053108 482 21400 SH SOLE 21400 0 0
NASHUA CORP COM 631226107 663 74700 SH SOLE 74700 0 0
NATIONAL R V HLDGS INC COM 637277104 666 33700 SH SOLE 33700 0 0
NATIONAL WESTN LIFE INS CO COM 638522102 297 3500 SH SOLE 3500 0 0
NAVIGANT INTL INC COM 63935R108 1444 199200 SH SOLE 199200 0 0
NAVISTAR INTL CORP NEW COM 63934E108 5245 112800 SH SOLE 110100 0 2700
NEW CENTY FINL CORP COM 64352D101 797 45200 SH SOLE 45200 0 0
NIBCO CLASS B COM 652900002 321 2000 SH SOLE 2000 0 0
NIKE INC CL B COM 654106103 501 8800 SH SOLE 8800 0 0
NORTHWEST AIRLINES CORP COM 667280101 4758 186600 SH SOLE 180700 0 5900
NOVELL INC COM 670006105 3046 147250 SH SOLE 144850 0 2400
NPC INTERNATIONAL INC COM 629360306 793 70500 SH SOLE 70500 0 0
NVR INC COM 62944T105 1757 34800 SH SOLE 34800 0 0
O'SULLIVAN INDS HLDGS INC COM 688609106 1455 97000 SH SOLE 97000 0 0
OAK TECHNOLOGY INC COM 671802106 1718 384500 SH SOLE 384500 0 0
OHIO CAS CORP COM 677240103 294 17400 SH SOLE 17400 0 0
OLD KENT FINL CORP COM 679833103 355 9557 SH SOLE 9557 0 0
OLD REP INTL CORP COM 680223104 5291 366500 SH SOLE 360800 0 5700
OLIN CORP COM 680665205 570 41800 SH SOLE 41800 0 0
OSHKOSH TRUCK CORP CL B COM 688239201 1617 60750 SH SOLE 60750 0 0
OTTAWA FINL CORP COM 689389104 329 15928 SH SOLE 15928 0 0
OTTER TAIL PWR CO COM 689648103 1148 27000 SH SOLE 27000 0 0
OWENS & MINOR INC COM 690732102 648 67300 SH SOLE 67300 0 0
P P & L RES INC COM 693499105 1291 47700 SH SOLE 47700 0 0
PACIFICARE HLTH SYS INC COM 695112102 3441 79550 SH SOLE 76550 0 3000
PARTNERRE LTD COM G6852T105 3545 102000 SH SOLE 100200 0 1800
PATINA OIL & GAS CORP COM 703224105 1206 135900 SH SOLE 135900 0 0
PAYLESS SHOESOURCE INC COM 704379106 737 14600 SH SOLE 14600 0 0
PEC ISRAEL ECONOMIC CORP COM 705098101 585 16800 SH SOLE 16800 0 0
PECO ENERGY CO COM 693304107 566 15100 SH SOLE 15100 0 0
PERFORMANCE FOOD GRP CO COM 713755106 1558 60800 SH SOLE 60800 0 0
PFF BANCORP INC COM 69331W104 850 41200 SH SOLE 41200 0 0
PFIZER INC COM 717081103 631 17600 SH SOLE 17600 0 0
PG&E CORP COM 69331C108 696 26900 SH SOLE 26900 0 0
PHAR-MOR INC COM 717113203 435 91600 SH SOLE 91600 0 0
PHELPS DODGE CORP COM 717265102 10093 183300 SH SOLE 178300 0 5000
PILGRIM CAP CORP COM 72142Y103 397 13950 SH SOLE 13950 0 0
PILGRIMS PRIDE CORP COM 721467108 178 20500 SH SOLE 20500 0 0
PLAYERS INTL INC COM 727903106 2151 290400 SH SOLE 290400 0 0
PMA CAP CORP COM 693419202 492 24600 SH SOLE 24600 0 0
PMI GROUP INC COM 69344M101 582 14250 SH SOLE 14250 0 0
PRICESMART INC COM 741511109 830 22700 SH SOLE 22700 0 0
PRIMEX TECHNOLOGIES INC COM 741597108 743 37600 SH SOLE 37600 0 0
PRIORITY HEALTHCARE CORP CL B COM 74264T102 811 26274 SH SOLE 26274 0 0
PUBLIC SERVICE ENTRP COM 744573106 1719 44500 SH SOLE 43100 0 1400
QUEENS CNTY BANCORP INC COM 748242104 351 12700 SH SOLE 12700 0 0
RAMCO-GERSHENSON PPTYS TR COM 751452202 363 24300 SH SOLE 24300 0 0
RATIONAL SOFTWARE CORP COM COM 75409P202 805 27500 SH SOLE 27500 0 0
REX STORES CORP COM 761624105 1333 43000 SH SOLE 43000 0 0
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/99
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
REYNOLDS METALS CO COM COM 761763101 549 9100 SH SOLE 9100 0 0
RICHMOND CNTY FINL CORP COM 764556106 442 23500 SH SOLE 23500 0 0
RIGHT MGMT CONSULTANTS INC COM 766573109 563 50000 SH SOLE 50000 0 0
RISK CAP HLDGS INC COM 767711104 406 26000 SH SOLE 26000 0 0
RLI CORP ILL COM 749607107 342 10375 SH SOLE 10375 0 0
ROADWAY EXPRESS INC COM 769742107 1377 68200 SH SOLE 68200 0 0
ROANOKE ELEC STL CORP COM 769841107 833 47600 SH SOLE 47600 0 0
ROBBINS & MYERS INC COM 770196103 530 34200 SH SOLE 34200 0 0
ROBERTSON CECO CORP COM 770539203 409 52800 SH SOLE 52800 0 0
ROLLINS TRUCK LEASING CORP COM 775741101 340 33600 SH SOLE 33600 0 0
ROSS STORES INC COM 778296103 282 14000 SH SOLE 14000 0 0
ROUGE INDS INC COM 779088103 773 104800 SH SOLE 104800 0 0
ROWE FURNITURE CORP COM 779528108 282 30700 SH SOLE 30700 0 0
RUSH ENTERPISES INC COM 781846100 1642 105100 SH SOLE 105100 0 0
RYAN'S FAMILY STEAK HOUSE COM 783519101 1222 135800 SH SOLE 135800 0 0
RYERSON TULL INC COM 78375P107 666 28801 SH SOLE 28801 0 0
RYLAND GROUP INC COM 783764103 573 25200 SH SOLE 25200 0 0
SAFECO CORP COM 786429100 3270 116800 SH SOLE 114700 0 2100
SALTON/MAXIM HOUSEWARES INC COM 795757103 2158 69600 SH SOLE 69600 0 0
SAN JUAN BASIN RTY TR UNIT BEN COM 798241105 485 54600 SH SOLE 54600 0 0
SAUCONY INC CL B COM 804120202 1348 85600 SH SOLE 85600 0 0
SCHULER HOMES INC COM 808188106 370 54800 SH SOLE 54800 0 0
SCHULTZ SAV O STORES INC COM 808196109 499 31700 SH SOLE 31700 0 0
SCI SYSTEMS COM 783890106 5657 127300 SH SOLE 124300 0 3000
SCP POOL CORP COM 784028102 411 17500 SH SOLE 17500 0 0
SEAGATE TECHNOLOGY COM 811804103 8082 263900 SH SOLE 255900 0 8000
SEAWAY FOOD TOWN INC COM 812744100 404 14450 SH SOLE 14450 0 0
SEQUA CORP CL A COM 817320104 517 8200 SH SOLE 8200 0 0
SHARPER IMAGE CORP COM 820013100 436 39600 SH SOLE 39600 0 0
SHOE CARNIVAL INC COM 824889109 271 24500 SH SOLE 24500 0 0
SILICON GRAPHICS INC COM 827056102 794 72600 SH SOLE 72600 0 0
SMITH A O CORP COM 831865209 322 10650 SH SOLE 10650 0 0
SONIC AUTOMOTIVE INC COM 83545G102 748 57500 SH SOLE 57500 0 0
SPECIALTY EQUIP COS INC COM 847497203 1586 62800 SH SOLE 62800 0 0
SPRINGS INDUSTRY INC COM 851783100 519 15300 SH SOLE 15300 0 0
ST FRANCIS CAP CORP COM 789374105 317 15400 SH SOLE 15400 0 0
STAFF LEASING INC COM 852381102 553 55300 SH SOLE 55300 0 0
STANDARD PAC CORP COM 85375C101 493 48100 SH SOLE 48100 0 0
STARWOOD HOTELS & RESORTS WOPA COM 85590A203 803 36000 SH SOLE 36000 0 0
STEWART INFORMATION SVCS CRP COM 860372101 1443 78800 SH SOLE 78800 0 0
SUNBURST HOSPITALITY CORP COM 866948102 1036 167400 SH SOLE 167400 0 0
SUNOCO INC COM 86764P109 1623 59300 SH SOLE 54700 0 4600
SUPER VALU STORES COM 868536103 7656 347000 SH SOLE 340200 0 6800
SYSCO CORP COM 871829107 8071 230200 SH SOLE 228400 0 1800
TACO CABANA INC COM 873425102 1706 176100 SH SOLE 176100 0 0
TARRAGON RLTY INVS INC COM 876287103 651 50826 SH SOLE 50826 0 0
TB WOODS CORP COM 872226105 354 36300 SH SOLE 36300 0 0
TBC CORP COM 872180104 396 57200 SH SOLE 57200 0 0
TECH DATA CORP COM 878237106 1611 69200 SH SOLE 69200 0 0
TECUMSEH PRODS CO CL A COM 878895200 1088 21700 SH SOLE 21700 0 0
TEMPLE INLAND INC COM 879868107 281 4600 SH SOLE 4600 0 0
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/99
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
TEREX CORP NEW COM 880779103 1915 60800 SH SOLE 60800 0 0
TEXAS INSTRS INC COM 882508104 3064 37250 SH SOLE 36650 0 600
THOR INDS INC COM 885160101 697 27350 SH SOLE 27350 0 0
TOYS R US INC COM 892335100 6210 414000 SH SOLE 406700 0 7300
TRACTOR SUPPLY CO COM 892356106 479 25200 SH SOLE 25200 0 0
TRANSPORTATION TECHNOLOGIES IN COM 89388T101 1826 105500 SH SOLE 105500 0 0
TRIBUNE CO COM 896047107 5527 111100 SH SOLE 107700 0 3400
TRIDENT MICROSYSTEMS INC COM 895919108 1676 203200 SH SOLE 203200 0 0
TRIGEN ENERGY CORP COM 895930105 466 20300 SH SOLE 20300 0 0
TRUMP HOTEL&CASINO RESRT INC COM 898168109 1448 340800 SH SOLE 340800 0 0
U S AIR GROUP INC COM 911905107 8228 313450 SH SOLE 306650 0 6800
U S HOME CORP COM 911920106 656 23600 SH SOLE 23600 0 0
UAL CORP COM 902549500 6564 100500 SH SOLE 97900 0 2600
UGLY DUCKLING CORP COM 903512101 477 67000 SH SOLE 67000 0 0
ULTIMATE ELECTRS INC COM 903849107 844 54000 SH SOLE 54000 0 0
UNITED HEALTHCARE CORP COM 910581107 5964 122500 SH SOLE 119200 0 3300
UNITED ILLUM CO COM 910637107 1306 27000 SH SOLE 27000 0 0
UNITED INDL CORP COM 910671106 678 73800 SH SOLE 73800 0 0
UNITED RETAIL GROUP INC COM 911380103 914 77000 SH SOLE 77000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 427 7200 SH SOLE 7200 0 0
UNITRIN INC COM 913275103 3103 89300 SH SOLE 87600 0 1700
UNIVERSAL CORP COM 913456109 311 11920 SH SOLE 11920 0 0
UNIVERSAL FOREST PRODS INC COM 913543104 1027 78600 SH SOLE 78600 0 0
URS CORP COM 903236107 319 13000 SH SOLE 13000 0 0
US BANCORP INC PA COM 917292104 296 21900 SH SOLE 21900 0 0
US FOODSERVICE COM 90331R101 4154 230800 SH SOLE 225200 0 5600
UTILICORP UTD INC COM 918005109 8119 385475 SH SOLE 375675 0 9800
VALUE CITY DEPT STORES INC COM 920387107 1056 70400 SH SOLE 70400 0 0
VICORP RESTAURANTS INC COM 925817108 1549 93900 SH SOLE 93900 0 0
WACKENHUT CORP COM 929794105 861 43600 SH SOLE 43600 0 0
WESTAFF INC COM 957070105 605 100800 SH SOLE 100800 0 0
WESTVACO CORP COM 961548104 9202 359100 SH SOLE 351100 0 8000
WHX CORP COM 929248102 1232 123200 SH SOLE 123200 0 0
WINN DIXIE STORES INC COM 974280109 3263 109900 SH SOLE 106200 0 3700
WINNEBAGO INDS INC COM 974637100 2090 87300 SH SOLE 87300 0 0
WLR FOODS INC COM 929286102 1312 190900 SH SOLE 190900 0 0
WMS INDS INC COM 929297109 703 60500 SH SOLE 60500 0 0
WORLD FUEL SVCS CORP COM 981475106 552 56650 SH SOLE 56650 0 0
XILINX INC COM 983919101 721 11000 SH SOLE 11000 0 0
ZAPATA CORP COM 989070503 834 166800 SH SOLE 166800 0 0
</TABLE>
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