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Previous: FUND AMERICA INVESTORS CORP PASS THR CERT SERIES 1998-A, 8-K, 1999-08-03 |
Next: WORLD WRESTLING FEDERATION ENTERTAINMENT INC, S-1, 1999-08-03 |
<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: June 30, 1999
-------------
Check here if Amendment [ ]; Amendment Number:
-----
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings
entries.
Institutional Investment Manager Filing this Report:
Name: Smith Asset Management Group, L.P.
-----------------------------------------
Address: 300 Crescent Court, Suite 750
-----------------------------------------
Dallas, Texas 75201
-----------------------------------------
-----------------------------------------
Form 13F File Number: 28-03459
-----
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: Stephen S. Smith
-----------------------------------------
Title: CEO
-----------------------------------------
Phone: 214-880-4601
-----------------------------------------
Signature, Place, and Date of Signing:
/s/ Stephen S. Smith Dallas, Texas August 3, 1999
- --------------------- ---------------------------- --------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[x] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
<PAGE>
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(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.]
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
-----------
Form 13F Information Table Entry Total: 611
-----------
Form 13F Information Table Value Total: $725,270,069
-----------
(thousands)
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-
---- ------------ ---------------------------------
[Repeat as necessary.]
<PAGE>
<TABLE>
<CAPTION>
Managers
Item 1: Fair Market Shares/ Invest Disc. Voting Authority
Name of Issuer Class Cusip Value Princ. Sole SH/ SH/ Sole Shared None
Amount def other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Aluminum Co. Of Amer Common 013817101 7734.38 125 Sole 125
Apple Computer Common 037833100 12711623.44 274475 Sole 274475
Arkansas Best Corp Common 040790107 5962.5 600 Sole 600
Amer. Bankers Ins. Common 024456105 9526.56 175 Sole 175
Amer. Building Maint Common 000957100 3835.94 125 Sole 125
Albertson's, Inc. Common 013104104 5671.88 110 Sole 110
Abbott Labs. Common 002824100 34031.25 750 Sole 750
Amer. Barrick Res. Common 067901108 3875 200 Sole 200
Alliance Capital Mgm Common 018548107 255268.75 7900 Sole 7900
Americredit Corp Common 03060R101 8800 550 Sole 550
Acordia Inc Common 02341W103 7546.88 525 Sole 525
Alberto-Culver 'b' Common 013068101 1331.25 50 Sole 50
Acxiom Corp. Common 005125109 10598.44 425 Sole 425
Advo-System Common 007585102 7262.5 350 Sole 350
Adobe Systems Common 00724F101 6161.72 75 Sole 75
Adaptec Common 00651F108 330171.88 9350 Sole 9350
American Eagle Outfitters Common 02553E106 288925 6350 Sole 6350
Aetna Life & Casualt Common 008117103 17887.5 200 Sole 200
American Freightways Common 02629V108 2752248.13 140690 Sole 140690
Allergan, Inc. Common 018490102 18315 165 Sole 165
ALPHA INDS INC COM Common 020753109 5953.13 125 Sole 125
AHL Services, Inc. Common 001296102 1882781.25 75500 Sole 75500
Amer. Home Products Common 026609107 20081.25 350 Sole 350
Amer. Int'l Group Common 026874107 58038.75 495 Sole 495
Arnold Ind Common 042595108 3087.5 200 Sole 200
American Information Te Common 030954101 40425 550 Sole 550
Gallagher (arthur J.) Common 363576109 9900 200 Sole 200
Akzo Nobel NV ADR Common 010199305 5296.88 125 Sole 125
Alcan Aluminium Common 013716105 2395.31 75 Sole 75
<PAGE>
Alliedsignal Common 019512102 11025 175 Sole 175
Allstate Corp. Common 020002101 11659.38 325 Sole 325
Alpharma Inc. Common 020813101 11557.81 325 Sole 325
Altera Corp. Common 021441100 9571.25 260 Sole 260
Applied Materials Common 038222105 5540.63 75 Sole 75
Amgen Common 031162100 14067603.75 231090 Sole 231090
Amer. Management Sys Common 027352103 16031.25 500 Sole 500
Analysts Int'l Corp Common 032681108 3593.75 250 Sole 250
Anntaylor Stores Common 036115103 2679750 59550 Sole 59550
America Online Common 02364J104 41250 375 Sole 375
A. O. Smith Corp. Common 831865209 2653560 94770 Sole 94770
Amer. Power Conv. Common 029066107 7043.75 350 Sole 350
Applebee's Int'l Common 037899101 6778.13 225 Sole 225
Applied Power 'a' Common 038225108 3414.06 125 Sole 125
Atlantic Richfield Common 048825103 10445.31 125 Sole 125
Arvin Ind. Common 043339100 2311890 61040 Sole 61040
Authentic Fitness
Corp Com Common 052661105 7000 400 Sole 400
Amsouth Bancorp. Common 032165102 10334205 445680 Sole 445680
Astec Industries, Inc. Common 046224101 5093.75 125 Sole 125
Alliant Tech. Common 018804104 6487.5 75 Sole 75
Aptargroup Common 038336103 2554050 85135 Sole 85135
Avid Technology, Inc. Common 05367P100 4837.5 300 Sole 300
Avon Products Common 054303102 11100 200 Sole 200
Avt Corporation Common 002420107 3202710 84560 Sole 84560
Aztar Corp. Common 054802103 8268.75 900 Sole 900
Barnes Group Common 067806109 4350 200 Sole 200
Boeing Common 097023105 24200 550 Sole 550
Bankamerica Corp. Common 060505104 62315.63 850 Sole 850
Baxter Int'l Inc. Common 071813109 9093.75 150 Sole 150
Burr-Brown Corp Common 122574106 7325 200 Sole 200
Best Buy Co. Common 086516101 18562.5 275 Sole 275
Brunswick Corp. Common 117043109 7665.63 275 Sole 275
Boise Cascade Common 097383103 8575 200 Sole 200
BCE INC COM Common 05534B109 4931.25 100 Sole 100
Bard (c.R.) Common 067383109 2390.63 50 Sole 50
<PAGE>
Black & Decker Common 091797100 22093.75 350 Sole 350
Bindley Westn Inds
Inc Com Common 090324104 8456.23 366.67 Sole 366.67
Summit Technology Common 86627E101 8250 375 Sole 375
Be Aerospace, Inc. Common 073302101 5606.25 300 Sole 300
Bell Atlantic Corp. Common 077853109 44128.13 675 Sole 675
Browning-Ferris Inds Common 115885105 3225 75 Sole 75
Biogen Inc. Common 090597105 15435 240 Sole 240
Briggs & Stratton Common 109043109 8662.5 150 Sole 150
Benchmark Electronics Common 08160H101 5390.63 150 Sole 150
BJ Wholesale Common 05548J106 287096.88 9550 Sole 9550
Bank Of New York Common 064057102 11006.25 300 Sole 300
Banknorth Group Inc Common 06646L100 3300 100 Sole 100
Ball Corp. Common 058498106 10562.5 250 Sole 250
Bellsouth Corp. Common 079860102 16178805 350760 Sole 350760
Bmc Software Common 055921100 15031710 278365 Sole 278365
Building Matls Hldg
Cp Com Common 120113105 7187.5 625 Sole 625
Bristol-Myers Squibb Common 110122108 61632.81 875 Sole 875
Bob Evans Farms Common 096761101 4968.75 250 Sole 250
Bp Amoco P L C
Sponsored Adr Common 055622104 5425 50 Sole 50
Brady W.H. A Common 104674106 10562.5 325 Sole 325
Barr Labs Common 068306109 8971.88 225 Sole 225
Barrett Resources Common 068480201 3837.5 100 Sole 100
Bear Stearns Common 073902108 240996.25 5155 Sole 5155
Boston Scientific Corp Common 101137107 14420726.88 328210 Sole 328210
Bisys Group Inc Common 055472104 5850 100 Sole 100
Bio-Technology Gen'l Common 090578105 2925 450 Sole 450
Anheuser-Busch Common 035229103 12327518.75 173780 Sole 173780
Brown Shoe Company Common 115736100 7612.5 350 Sole 350
Biomatrix Inc Com Common 09060P102 6468.75 300 Sole 300
Citigroup Inc. Common Common 172967101 83837.5 1765 Sole 1765
Cato Corp. Common 149205106 6103.13 525 Sole 525
Conagra Inc. Common 205887102 1996.88 75 Sole 75
Casey's Gen'l Store Common 147528103 8625 575 Sole 575
Caterpillar Common 149123101 3000 50 Sole 50
Centura Banks Common 15640T100 9865.63 175 Sole 175
<PAGE>
Commerce Bancorp. Common 200519106 7481.25 175 Sole 175
Cambrex Corp. Common 132011107 5906.25 225 Sole 225
Crystal Brands Common 17163B102 10040.63 525 Sole 525
Canadaigua Brands Company Common 137219200 2318786.25 44220 Sole 44220
Cbs Inc. Common 12490K107 11979.69 275 Sole 275
Cybex Computer
Products Corp. Common 232522102 2493140 89440 Sole 89440
Carnival Cruise 'a' Common 143658102 6062.5 125 Sole 125
Chris-Craft Common 170520100 2356.25 50 Sole 50
Countrywide Credit Common 222372104 10687.5 250 Sole 250
Cordant Technologies Common 218412104 2894259.38 64050 Sole 64050
Cdi Corp. Common 125071100 8515.63 250 Sole 250
Cable Design Tech
Corp Com Common 126924109 5017.19 325 Sole 325
Cec Entmt Inc Com Common 125137109 5281.25 125 Sole 125
Concord Efs Common 206197105 10578.13 250 Sole 250
Brightpoint Inc Com Common 109473108 3182.81 525 Sole 525
Cilcorp Inc. Common 171794100 6250 100 Sole 100
Cerner Corp. Common 156782104 3145.31 150 Sole 150
Citizens First Banco Common 201647104 5796.88 250 Sole 250
COMMUNITY FIRST BANKSH COM Common 203902101 7759.38 325 Sole 325
Cullen Frost Bankers Com Common 229899109 20671.88 750 Sole 750
Cascade Natural Gas Common 147339105 7600 400 Sole 400
Cognex Corp. Common 192422103 8679.69 275 Sole 275
Coastal Corp. (the) Common 190441105 12880 320 Sole 320
Consolidated Graphics Com Common 209341106 8750 175 Sole 175
Champion Enterprises Common 158496109 181873.13 9765 Sole 9765
Checkpoint Software Common M22465104 2813703.75 52470 Sole 52470
C&D TECHNOLOGIES INC COM Common 124661109 3828.13 125 Sole 125
Chirex Corp Common 170038103 2598912.5 80900 Sole 80900
Chevron Corp. Common 166751107 26142.19 275 Sole 275
Circle K Common 162825103 2904.69 325 Sole 325
Cke Restaurants Inc. Common 12561E105 7312.5 450 Sole 450
Colgate-Palmolive Common 194162103 4925 50 Sole 50
Clarcor Common 179895107 7195.31 375 Sole 375
Clorox Co. Common 189054109 5340.63 50 Sole 50
Chase Manhattan Common 16161A108 13500055 156070 Sole 156070
<PAGE>
Comcast Corp. Common 200300200 9609.38 250 Sole 250
Colorado Medtech Common 19652U104 2700506.25 123100 Sole 123100
Commonwealth Inds Del Com Common 203004106 4375 350 Sole 350
Comverse Technology Inc. Common 205862402 11325 150 Sole 150
Conseco, Inc. Common 208464107 13696.88 450 Sole 450
Coachmen Ind. Common 189873102 6975 300 Sole 300
Columbia Healthcare Common 197677107 4562.5 200 Sole 200
Cox Communications Common 224044107 1840.63 50 Sole 50
Central Parking Corp. Common 154785109 5993.75 175 Sole 175
Calpine Corp. Common 131347106 3081240 57060 Sole 57060
Corn Prods Intl Inc Com Common 219023108 9892.19 325 Sole 325
Compuware Corp. Common 205638109 24813.75 780 Sole 780
Cpi Corp. Common 125902106 7425 225 Sole 225
Chiquita Brands Int' Common 170032106 7200 800 Sole 800
Crane Co. Common 224399105 249928.13 7950 Sole 7950
Cisco Systems Common 17275R102 83768.75 1300 Sole 1300
Csg Systems Int'l Inc. Common 126349109 181741.25 6940 Sole 6940
Carlisle Cos. Common 142339100 248806.25 5170 Sole 5170
Cooper Tire & Rubber Common 216831107 9450 400 Sole 400
CenturyTel Inc. Common 156700106 11842320 297920 Sole 297920
CMP Group Common 125887109 13093.75 500 Sole 500
Cts Corp. Common 126501105 12250 175 Sole 175
Commscope Inc Com Common 203372107 325181.25 10575 Sole 10575
Centex Corp. Common 152312104 2709007.5 72120 Sole 72120
C-Cube Microsystems Common 125015107 2627210.63 82910 Sole 82910
Cummins Engine Common 231021106 2856.25 50 Sole 50
CUSTOMTRACKS CORP COM Common 232046102 4195.31 75 Sole 75
Cvs Corp Common Common 126650100 6343.75 125 Sole 125
Coventry Corp Common 222862104 8203.13 750 Sole 750
Cypress Semiconducto Common 232806109 8134.38 475 Sole 475
Delta Air Lines Common 247361108 12965.63 225 Sole 225
Dbt Online, Inc Common 233044106 4093.75 125 Sole 125
DIME CMNTY BANCSHARES COM Common 253922108 3487.5 150 Sole 150
Du Pont Common 263534109 20493.75 300 Sole 300
Detroit Diesel Corp Com. Common 250837101 2525293.75 102550 Sole 102550
<PAGE>
Dillard Dept. Stores Common 254067101 2810 80 Sole 80
Dell Computer Common 247025109 14800 400 Sole 400
Delphi Financial
Group Inc. Common 247131105 4574.06 127.5 Sole 127.5
Dayton Hudson Common 239753106 15729675 241995 Sole 241995
D R Horton Common 23331A109 215293.75 12950 Sole 12950
Dii Group, Inc. Common 232949107 2662993.13 71370 Sole 71370
Disney (walt) Common 254687106 3081.25 100 Sole 100
Deluxe Corp. Common 248019101 1940.63 50 Sole 50
Dime Savings Bank N. Common 25429Q102 8783556.25 436450 Sole 436450
Dionex Corp. Common 254546104 5062.5 125 Sole 125
Diamond Offshore
Drilling Inc. Common 25271C102 2128.13 75 Sole 75
Dow Chemical Common 260543103 19031.25 150 Sole 150
Dain Rauscher Corp. Common 233856103 4059.38 75 Sole 75
Darden Restaurants Common 237194105 15928687.19 730255 Sole 730255
Dendrite Intl Inc Com Common 248239105 11740.63 325 Sole 325
Dallas Semiconductor Common 235204104 10150 200 Sole 200
Datascope Corp. Common 238113104 5621.88 175 Sole 175
Diamond Shamrock Common 23332K106 8662.5 300 Sole 300
Dst Systems, Inc. Common 233326107 260931.25 4150 Sole 4150
Dte Energy Common 233331107 11206.25 275 Sole 275
Duke Power Common 264399106 9526.56 175 Sole 175
Dura Pharm Common 26632S109 4178.13 350 Sole 350
Devry Inc Del Com Common 251893103 8950 400 Sole 400
Devon Energy Common 251799102 9848.44 275 Sole 275
Dixie Yarns Common 255519100 4666.41 550 Sole 550
Dycom Inds. Common 267475101 4200 75 Sole 75
Brinker Int'l Common 109641100 254375 9250 Sole 9250
Empire Dist. Elec. Common 291641108 7818.75 300 Sole 300
EEX CORP COM NEW Common 26842V207 3815.63 550 Sole 550
Electr For Imaging Common 286082102 321093.75 6250 Sole 6250
Enhance Finl Svcs
Grp Com Common 293310108 6912.5 350 Sole 350
ELECTROGLAS INC COM Common 285324109 8500 425 Sole 425
Energen Corp. Common 29265N108 3725 200 Sole 200
Earthgrains Co. Common 270319106 11615.63 450 Sole 450
Edison Intl Com Common 281020107 25412.5 950 Sole 950
<PAGE>
Eastman Kodak Common 277461109 16937.5 250 Sole 250
Emc Corp. Common 268648102 13903175 252785 Sole 252785
Enron Corp. Common 293561106 8175 100 Sole 100
Kinder Morgan Energy
Partners Common 494550106 236800 6400 Sole 6400
El Paso Natl Gas Common 283905107 1759.38 50 Sole 50
Equitable Co. Inc. Common 29444G107 7370 110 Sole 110
Equitable Resources Common 294549100 2908637.5 77050 Sole 77050
Electro Scientific Common 285229100 4178.13 100 Sole 100
Esterline Technologies Common 297425100 2875 200 Sole 200
Express Scripts Inc Cl A Common 302182100 10532.81 175 Sole 175
Ess Technologies Inc. Common 269151106 4703.13 350 Sole 350
Ethan Allen Interiors Common 297602104 7078.13 187.5 Sole 187.5
E. W. Blanch Holdings Common 093210102 2578169.38 37810 Sole 37810
Expeditors Intl Wash Common 302130109 4087.5 150 Sole 150
Ford Motor Common 345370100 12298295.63 217910 Sole 217910
First American Fincl Common 318522307 12959.38 725 Sole 725
Furniture Brands Common 360921100 218818.75 7850 Sole 7850
Federated Dept Store Common 31410H101 23821.88 450 Sole 450
First Data Corp Common 319963104 19575 400 Sole 400
Factset Resh Sys Inc Com Common 303075105 2466018.75 43550 Sole 43550
FDX Corp. Common 31304N107 15225805 280660 Sole 280660
Firstfed Financial Common 337907109 2598750 135000 Sole 135000
Fair Isaac & Co Inc Com Common 303250104 7889.06 225 Sole 225
Federated Investors Common 314211103 210586.25 11740 Sole 11740
Flagstar Bank Common 337930101 2211647.5 87590 Sole 87590
Fleet Financial Group Common 338915101 31062.5 700 Sole 700
Foodmaker Inc New Common 344839204 2936528.75 103490 Sole 103490
First Midwest Bancor Common 320867104 5962.5 150 Sole 150
Fmc Corp. Common 302491303 8539.06 125 Sole 125
Firstmerit Corp Com Common 337915102 17539.06 625 Sole 625
Fremont Gen'l 'a' Common 357288109 12740.63 675 Sole 675
Fidelity National Financial Common 316326107 8500 425 Sole 425
Federal National Mortgage
Association Common 313586109 13777968.75 201875 Sole 201875
Fortune Brands Inc Com Common 349631101 3103.13 75 Sole 75
Sprint Corp Common 852061100 10600 200 Sole 200
<PAGE>
Fossil Inc. Common 349882100 12093.75 250 Sole 250
First Republic Banco Common 336158100 2546500 88000 Sole 88000
Federal Home Ln Mtg Cp Com Common 313400301 29000 500 Sole 500
Firstar Corp. New Common 33763V109 7700 275 Sole 275
Frontier Ins. Group Common 359081106 4612.5 300 Sole 300
FOOTSTAR INC COM Common 344912100 4648.44 125 Sole 125
First Union Corp. Common 337358105 3534.38 75 Sole 75
Gannett Co. Common 364730101 5353.13 75 Sole 75
General Dynamics Common 369550108 14785396.25 214670 Sole 214670
Golden West Fin'l Common 381317106 244020 2490 Sole 2490
Gen'l Electric Common 369604103 144075 1275 Sole 1275
Genzyme Corp Common 372917104 8730 180 Sole 180
Graco Inc. Common 384109104 8078.13 275 Sole 275
Gen'l Mills Common 370334104 14065.63 175 Sole 175
Corning Inc. Common 219350105 10518.75 150 Sole 150
Gen'l Motors Common 370442105 28050 425 Sole 425
Green Mountain Pwr. Common 393154109 3959.38 350 Sole 350
Gentex Corp. Common 371901109 7000 250 Sole 250
Geon Co Com Common 37246W105 8868.75 275 Sole 275
Oshkosh B'gosh 'a' Common 688222207 12146.88 575 Sole 575
Georgia-Pacific Common 373298108 24161.25 510 Sole 510
Gap (the), Inc. Common 364760108 7556.25 150 Sole 150
Greenpoint Financial Corp. Common 395384100 7546.88 230 Sole 230
Gen'l Public Utiliti Common 36225X100 7382.81 175 Sole 175
Goodrich (b.F.) Common 382388106 2125 50 Sole 50
Grace (w. R.) Common 38388F108 16625 875 Sole 875
Gerber Scientific Common 373730100 4964.06 225 Sole 225
Gte Corp. Common 362320103 15100 200 Sole 200
Gateway Inc. Common 367626108 19490.63 330 Sole 330
Harman Intl Inds Common 413086109 4400 100 Sole 100
Hasbro Inc. Common 418056107 265685.63 9510 Sole 9510
Home Depot Common 437076102 38662.5 600 Sole 600
Hadco Common 404681108 3975 100 Sole 100
Harrah's Entertainment Inc. Common 413619107 3309.38 150 Sole 150
Haggar Corp Com Common 405173105 5250 400 Sole 400
<PAGE>
Itt Hartford Insurance Common 416515104 2915.63 50 Sole 50
Ha-Lo Inds Inc Com Common 404429102 4196.88 425 Sole 425
Hnc Software Inc. Common 40425P107 7703.13 250 Sole 250
Hollywood Pk Inc New Com Common 436255103 5525 325 Sole 325
HAMBRECHT & QUIST GRP COM Common 406545103 10140.63 275 Sole 275
Block (h&r) Common 093671105 10000 200 Sole 200
Hilb Rogal & Hamilto Common 431294107 4475 200 Sole 200
Hormel Foods Corp. Common 440452100 30992.5 770 Sole 770
Harmon Ind. Common 413136102 3962.5 200 Sole 200
HERTZ CORP CL A Common 428040109 6200 100 Sole 100
Hutchinson Technolog Common 448407106 6937.5 250 Sole 250
Hudson United Bancorp Common 444165104 2099771.88 66925 Sole 66925
Hewlett-Packard Common 428236103 19477905 193810 Sole 193810
Insurance Auto Aucti Common 457875102 8868.75 550 Sole 550
Int'l Business Mach. Common 459200101 103400 800 Sole 800
Ibp, Inc. Common 449223106 11462343.75 482625 Sole 482625
Inacom Corp Com Common 45323G109 4103.13 325 Sole 325
Idec Pharmaceuticals Common 449370105 13485.94 175 Sole 175
Idexx Labs Inc Com Common 45168D104 10490.63 450 Sole 450
Intl Home Foods, Inc. Common 459655106 227703.13 12350 Sole 12350
Insteel Industries I Common 45774W108 4725 525 Sole 525
Imperial Oil Ltd. Common 453038408 11362.5 600 Sole 600
Infocure Common 45665A108 2975087.5 56200 Sole 56200
Insituform Of N.A. Common 457667103 2575537.5 119100 Sole 119100
Intel Corp. Common 458140100 94605 1590 Sole 1590
Inter Tel Inc Com Common 458372109 5475 300 Sole 300
Intervoice Inc Common 461142101 2548218.75 176500 Sole 176500
Int'l Paper Common 460146103 7537.5 150 Sole 150
Ipalco Enterprises Common 462613100 11591469.38 547090 Sole 547090
Ingersoll-Rand Common 456866102 13769002.5 213060 Sole 213060
Interim Services Common 45868P100 14437.5 700 Sole 700
Invacare Corp. Common 461203101 4012.5 150 Sole 150
Jakks Pacific, Inc. Common 47012E106 2721285 91280 Sole 91280
Jefferies Group Inc Com Common 472319102 4350 150 Sole 150
Harland (john H.) Common 412693103 8971.88 450 Sole 450
<PAGE>
Jack Henry & Assoc Common 426281101 9812.5 250 Sole 250
Jlg Inds Inc Com Common 466210101 6621.88 325 Sole 325
Jones Medical Industries Common 480236108 7875 200 Sole 200
Johnson & Johnson Common 478160104 53900 550 Sole 550
Jones Apparel Group Common 480074103 1715.63 50 Sole 50
Jefferson-Pilot Corp Common 475070108 13268608.13 200470 Sole 200470
Morgan (j.P.) & Co Common 616880100 36530 260 Sole 260
Justin Inds. Common 482171105 6620.31 475 Sole 475
Kaman Corp. Common 483548103 5098.44 325 Sole 325
Kellstrom Industries Common 488035106 2102400 115200 Sole 115200
King Pharmaceuticals Common 495582108 2444928.75 94490 Sole 94490
Kimberly-Clark Common 494368103 21375 375 Sole 375
Coca-Cola Common 191216100 40300 650 Sole 650
Kaneb Pipeline Part Common 484169107 4762.5 150 Sole 150
Kroger Co. Common 501044101 2793.75 100 Sole 100
Capital Re Corporation Common 140432105 6826.56 425 Sole 425
Knight-Ridder Common 499040103 13282726.88 241230 Sole 241230
Kronos Inc Com Common 501052104 2759575 60650 Sole 60650
Kansas City South'n Common 485170104 15953.13 250 Sole 250
K-Swiss Inc Common 482686102 8137.5 175 Sole 175
King World Productio Common 495667107 3481.25 100 Sole 100
Lafarge Corp. Common 505862102 223965 6320 Sole 6320
Libbey Inc Common 529898108 7250 250 Sole 250
Lone Star Inds. Common 542290408 2519316.88 67070 Sole 67070
Laidlaw Inc Com Common 50730K503 2396.88 325 Sole 325
Lehman Brothers
Holdings Inc. Common 524908100 26713.75 430 Sole 430
LEVIATHAN GAS PIPELINE
COM UNIT Common 527367205 4725 200 Sole 200
Laclede Gas Common 505588103 9881.25 425 Sole 425
Linens N Things Inc Com Common 535679104 9843.75 225 Sole 225
Liposome Co Common 536310105 2795023.13 146145 Sole 146145
L3 Communications Common 502424104 251225 5200 Sole 5200
Legg Mason Common 524901105 19250 500 Sole 500
Lincoln Nat'l Corp. Common 534187109 26679.38 510 Sole 510
Lowe's Cos. Common 548661107 7936.25 140 Sole 140
Louisiana-Pacific Common 546347105 267400 11200 Sole 11200
<PAGE>
Labor Ready Inc. New Common 505401208 8125 250 Sole 250
Lattice Semicond Common 518415104 15562.5 250 Sole 250
Lason Common 51808R107 9925 200 Sole 200
Landstar System Common 515098101 6316.41 175 Sole 175
Loews Corp. Common 540424108 23737.5 300 Sole 300
Lucent Technologies Common 549463107 18284329.38 271130 Sole 271130
Southwest Airlines Common 844741108 3112.5 100 Sole 100
Lexmark Intl Group Common 529771107 15869340 242280 Sole 242280
La-Z-Boy Chair Common 505336107 2520800 109600 Sole 109600
Macromedia Common 556100105 8812.5 250 Sole 250
Maf Bancorp Inc Com Common 55261R108 9700 400 Sole 400
New Marriot Common 571903103 3737.5 100 Sole 100
Mastech Common 57632N105 2721112.5 146100 Sole 146100
Mcdonald's Corp. Common 580135101 14393.75 350 Sole 350
Moore Corp. Common 615785102 11306.25 1350 Sole 1350
Micrel Inc Com Common 594793101 11100 150 Sole 150
Micros Systems Common 594901100 4250 125 Sole 125
M D C Hldgs Inc Com Common 552676108 7525 350 Sole 350
Medimmune Inc Common 584699102 295390 4360 Sole 4360
Medquist Inc Com Common 584949101 7656.25 175 Sole 175
Melita Int'l Common 585493109 1531170 113420 Sole 113420
Merrill Lynch & Co. Common 590188108 19875 250 Sole 250
Mercury Common 589405109 271503.13 7675 Sole 7675
Mesa Airlines Common 590479101 6012.5 800 Sole 800
Michaels Stores Common 594087108 5359.38 175 Sole 175
Michael Foods Common 594079105 5287.5 225 Sole 225
Mallinckrodt Inc New Com Common 561232109 14550 400 Sole 400
Mueller Inds Inc Com Common 624756102 15271.88 450 Sole 450
Martin Marietta Common 573284106 12938700 219300 Sole 219300
Marsh & Mclennan Common 571748102 7568.75 100 Sole 100
Monaco Coach Common 60886R103 3246722.75 76732 Sole 76732
MITCHELL ENERGY & DEV CL B Common 606592301 4134.38 225 Sole 225
Mcclatchy Newspapers Common 579489105 2414812.5 72900 Sole 72900
Mentor Corp. Common 587188103 5587.5 300 Sole 300
Philip Morris Common 718154107 48225 1200 Sole 1200
<PAGE>
Mobil Corp. Common 607059102 37031.25 375 Sole 375
Motorola, Inc. Common 620076109 4737.5 50 Sole 50
MODIS PROFESSIONAL SVC COM Common 607830106 4746.88 350 Sole 350
Merck & Co. Common 589331107 69943.75 950 Sole 950
Material Sciences Common 576674105 7500 500 Sole 500
M.S. Carriers Common 553533100 2459096.25 82920 Sole 82920
Microsoft Corp. Common 594918104 15463097.81 171455 Sole 171455
Monsanto Common 611662107 7912.5 200 Sole 200
Mgic Invt Corp Wis Common 552848103 2431.25 50 Sole 50
Metro Networks Inc Com Common 591918107 4003.13 75 Sole 75
Manitowoc Co. Common 563571108 13528.13 325 Sole 325
MISSISSIPPI VY BANCSHS COM Common 605720101 4140.63 125 Sole 125
Morgan Stanley Dean Witter Common 617446448 15778080.63 153745 Sole 153745
Micro Warehouse Inc. Common 59501B105 1358500 76000 Sole 76000
Myers Inds. Common 628464109 6000 300 Sole 300
Maytag Corp. Common 578592107 9075.63 130 Sole 130
Nabisco Holdings Common 629526104 4300 100 Sole 100
National Instruments Common 636518102 9084.38 225 Sole 225
Navistar Int'l Common 63934E108 10000 200 Sole 200
National Data Corp. Common 635621105 6412.5 150 Sole 150
Nike, Inc. 'b' Common 654106103 4753.13 75 Sole 75
National Computer Common 635519101 4218.75 125 Sole 125
Northrop Corp. Common 666807102 16578.13 250 Sole 250
NORTHWESTERN CORP COM Common 668074107 4232.81 175 Sole 175
Novell, Inc. Common 670006105 3975 150 Sole 150
Insight Enterprises Com Common 45765U103 8043.75 325 Sole 325
Novellus Sys. Common 670008101 20475 300 Sole 300
Nvr Inc. Common 62944t105 2693396.88 51610 Sole 51610
Northwest Nat. Gas Common 667655104 4221.88 175 Sole 175
Quanex Corp. Common 747620102 7125 250 Sole 250
Quaker Oats Common 747402105 14794655.63 222895 Sole 222895
Orion Capital Common 686268103 8071.88 225 Sole 225
Orthodontic Ctrs Amer Com Common 68750P103 7415.63 525 Sole 525
Ogden Corp. Common 676346109 3367.19 125 Sole 125
Oceaneering Internat Common 675232102 7256.25 450 Sole 450
<PAGE>
Offshore Logistics Common 676255102 3059.38 275 Sole 275
Owens & Minor Common 690732102 6600 600 Sole 600
Om Group Inc Com Common 670872100 3450 100 Sole 100
Banc One Corp. Common 06423A103 34248.44 575 Sole 575
Orbotech Ltd. Common M75253100 2277862.5 43700 Sole 43700
O Reilly Automotive Com Common 686091109 12593.75 250 Sole 250
O'sullivan Corp Common 688605104 7617.19 625 Sole 625
Owens Corning Common 69073F103 224468.75 6530 Sole 6530
Oec Medical Systems Common 670828102 4287.5 175 Sole 175
Paychex Inc. Common 704326107 3984.38 125 Sole 125
Paccar Inc. Common 693718108 13528427.5 253460 Sole 253460
Pacific Gas & Elec. Common 69331C108 8109.38 250 Sole 250
Pinnacle Systems, Inc. Common 723481107 2959000 88000 Sole 88000
Sprint Corp Pcs Com Ser 1 Common 852061506 4275 75 Sole 75
Patterson Dental Co Common 703412106 13900 400 Sole 400
Placer Dome Common 725906101 7907.75 673 Sole 673
Peco Energy Co Common 693304107 7118.75 170 Sole 170
Pfizer, Inc. Common 717081103 32700 300 Sole 300
Procter & Gamble Common 742718109 46856.25 525 Sole 525
Parker-Hannifin Common 701094104 4575 100 Sole 100
Pref. Health Care Common 74264T102 4295.25 124.5 Sole 124.5
Pulte Corp. Common 745867101 13837.5 600 Sole 600
Pacificare Health Common 695112102 24530.69 341 Sole 341
Polaris Inds Inc Com Common 731068102 8700 200 Sole 200
Pioneer-Standard Common 723877106 3900 325 Sole 325
Pier 1 Imports Common 720279108 10125 900 Sole 900
Park Electrochemical Common 700416209 7187.5 250 Sole 250
Plantronics Inc New Com Common 727493108 13025 200 Sole 200
Plexus Corp. Common 729132100 6778.13 225 Sole 225
Premark Int'l Common 740459102 273750 7300 Sole 7300
Pharmacia & Upjohn Common 716941109 22725 400 Sole 400
Piedmont Natural Gas Common 720186105 3890.63 125 Sole 125
Pope & Talbot Common 732827100 6332.81 525 Sole 525
Catalina Marketing Cp Com Common 148867104 6900 75 Sole 75
Pre Paid Legal Svcs Com Common 740065107 7459.38 275 Sole 275
<PAGE>
Pharmaceutical Prod Com Common 717124101 6159.38 225 Sole 225
Progess Software Cor Common 743312100 8475 300 Sole 300
Profit Recovery Group Com Common 743168106 5914.06 125 Sole 125
Parexel Intl Corp Com Common 699462107 1664.06 125 Sole 125
Phila. Suburban Common 718009608 6918.75 300 Sole 300
Pacific Sunwear Ca Inc Com Common 694873100 3656.25 150 Sole 150
Providian Common 74406A102 17717.5 190 Sole 190
POWERWAVE TECHNOLOGIES COM Common 739363109 5643.75 175 Sole 175
Painewebber Group Common 695629105 9350 200 Sole 200
Qualcomm Inc Common 747525103 3587.5 25 Sole 25
Queens Cnty Bancorp Com Common 748242104 8903.13 275 Sole 275
Republic Bancorp Common 760282103 3796.88 250 Sole 250
Renal Care Group Inc Com Common 759930100 14231.25 550 Sole 550
Royal Caribbean Common v7780t103 14517562.5 331830 Sole 331830
Rcm Technologies Common 749360400 1526665 115220 Sole 115220
Royal Dutch Petroleum Co. Common 780257804 54225 900 Sole 900
Radian Group Inc. Common 750236101 10982.81 225 Sole 225
Richfood Hldgs Inc Com Common 763408101 6168.75 350 Sole 350
Ranger Oil Ltd. Common 752805101 4196.88 850 Sole 850
Ruby Tuesday Inc. Common 781182100 2375190 125010 Sole 125010
Transocean Offshore Inc.
Cayman Islands Common G90076103 1968.75 75 Sole 75
Raymond James Fin'l Common 754730109 7800 325 Sole 325
Coors Adolph Co Cl B Common 217016104 7425 150 Sole 150
Rollins Truck Leasing Common 775741101 7787.5 700 Sole 700
Roadway Services Common 769742107 3875 200 Sole 200
Rockwell Int'l Common 773903109 4556.25 75 Sole 75
Ross Stores Common 778296103 15207205 301880 Sole 301880
Roberts Pharmaceutical Com Common 770491108 3003000 125125 Sole 125125
Raytheon Co Cl B Common 755111408 8812.5 125 Sole 125
Russ Berrie And Co., Common 782233100 7425 300 Sole 300
Ryan's Family Common 783519101 7556.25 650 Sole 650
Ryland Group Common 783764103 2557281.25 86140 Sole 86140
Sears, Roebuck Common 812387108 10026.56 225 Sole 225
SBC Communications Common 78387G103 52200 900 Sole 900
Schwab (charles) Common 808513105 10900 100 Sole 100
<PAGE>
Syncor Int'l Common 87157J106 7200 200 Sole 200
Scott Technologies Inc Com Common 810022301 3368.75 175 Sole 175
Security Dynamics Common 814208104 4250 200 Sole 200
Southdown, Inc. Common 841297104 260855 4060 Sole 4060
Seagate Technology Common 811804103 17296.88 675 Sole 675
Spartech Corp. New Common 847220209 2583762.5 81700 Sole 81700
Seitel Inc. Common 816074306 6475 400 Sole 400
Sei Corp Common 784117103 6618.75 75 Sole 75
Smithfield Foods Common 832248108 15046.88 450 Sole 450
Schering-Plough Common 806605101 13917487.5 265095 Sole 265095
STONE ENERGY CORP COM Common 861642106 6356.25 150 Sole 150
Sherwin-Williams Common 824348106 2775 100 Sole 100
Shaw Inds. Common 820286102 235025 13430 Sole 13430
Staten Island Bancorp. Common 857550107 2352150 130675 Sole 130675
Silicon Valley Bancs Common 827064106 4331.25 175 Sole 175
Shopko Stores, Inc. Common 824911101 13687.5 375 Sole 375
Skywest Inc. Common 830879102 7481.25 300 Sole 300
SLI Inc. Common 78442T108 1984500 73500 Sole 73500
Anchor Gaming Common 033037102 6007.81 125 Sole 125
Standard Motor Prod. Common 853666105 6737.5 275 Sole 275
Simpson Inds. Common 829060102 5637.5 550 Sole 550
Standard Microsystem Common 853626109 3592.19 475 Sole 475
Solutia Common 834376105 5328.13 250 Sole 250
Sonic Corp. Common 835451105 2967570 90960 Sole 90960
Standard Pacific, L. Common 85375C101 6825 525 Sole 525
Sierra Pacific Res. Common 826425100 8184.38 225 Sole 225
Stride Rite Corp. Common 863314100 7218.75 700 Sole 700
SIMPSON MFG CO INC COM Common 829073105 8312.5 175 Sole 175
Sps Technologies Common 784626103 10312.5 275 Sole 275
Steel Technologies Common 858147101 5190.63 550 Sole 550
Mens Wearhouse Inc Common 587118100 2183692.5 85635 Sole 85635
Sunoco Inc. Common 86764P109 8150.63 270 Sole 270
Sun Microsystems Common 866810104 8609.38 125 Sole 125
Super Rite Corp Common 868316100 8673.44 325 Sole 325
Super Valu Stores Common 868536103 22123.13 855 Sole 855
<PAGE>
Stillwater Mng Co Com Common 86074Q102 12187.5 375 Sole 375
Safeway Inc. Common 786514208 21037.5 425 Sole 425
Symantec Corp. Common 871503108 313650 12300 Sole 12300
SYMMETRICOM INC COM Common 871543104 6093.75 750 Sole 750
Sysco Corp Common 871829107 5962.5 200 Sole 200
Amer. Tel. & Tel. Common 001957109 75291.06 1349 Sole 1349
Taco Cabana Inc Com Common 873425102 5348.44 525 Sole 525
Talk Com Inc. Common 874264104 7593.75 675 Sole 675
Travelers Ppty Cas Cl A Common 893939108 6846.88 175 Sole 175
Timberland Co Common 887100105 8507.81 125 Sole 125
Tecumseh Products Co.
Cl A Common 878895200 15140.63 250 Sole 250
Terex Corp. Common 880779103 2519616.25 82780 Sole 82780
Tredegar Inds Common 894650100 5062.5 225 Sole 225
Trigon Healthcare, Inc. Common 89618L100 271903.13 7475 Sole 7475
Thq Inc. Common 872443403 2913525 101340 Sole 101340
Tjx Companies Common 872540109 15202159.38 456350 Sole 456350
Tellabs Inc. Common 879664100 10134.38 150 Sole 150
Talbot's Inc Common 874161102 2656168.75 69670 Sole 69670
Times Mirror Co. Common 887364107 8887.5 150 Sole 150
THERMOQUEST CORP COM Common 883655102 3660.94 275 Sole 275
Technitrol Inc Com Common 878555101 7256.25 225 Sole 225
True North Communications Common 897844106 11156.25 375 Sole 375
Tommy Hilfiger Corp. Common G8915Z102 14628025 199700 Sole 199700
Toys 'r' Us Common 892335100 2068.75 100 Sole 100
Tribune Co. Common 896047107 4356.25 50 Sole 50
Trimble Navigation L Common 896239100 3218.75 250 Sole 250
Transcanada Pipeline Common 893526103 4200 300 Sole 300
Trustco Bank Of Ny Common 898349105 4703.13 175 Sole 175
Computer Task Group Common 205477102 2550 150 Sole 150
Tupperware Common 899896104 1912.5 75 Sole 75
Tower Automotive Common 891707101 2824198.44 111025 Sole 111025
Time Warner Common 887315109 19971.88 275 Sole 275
Texaco Inc. Common 881694103 7796.88 125 Sole 125
Texas Instruments Common 882508104 15973920 110930 Sole 110930
TXU Common 882848104 6215.63 150 Sole 150
<PAGE>
Tyco Intl Ltd. Common 902124106 42637.5 450 Sole 450
Ual Corp. Common 902549500 8078.13 125 Sole 125
Unionbancal Corp. Common 908906100 14630.63 405 Sole 405
Unicom Common 904911104 16389.06 425 Sole 425
Utilicorp United Common 918005109 8266.25 340 Sole 340
Universal Fst Prods Com Common 913543104 7525 350 Sole 350
Ugi Corp. Common 902681105 11103.13 550 Sole 550
U. S. Home Corp Common 911920106 7100 200 Sole 200
Universal Health Ser Common 913903100 11937.5 250 Sole 250
Unisys Corp. Common 909214108 18014434.38 462650 Sole 462650
UMB FINL CORP COM Common 902788108 10718.75 250 Sole 250
Media One Group Common 58440J104 11156.25 150 Sole 150
Unilever Common 904784709 26156.25 375 Sole 375
Union Pacific Common 907818108 5831.25 100 Sole 100
United Rentals Inc. Common 911363109 224790 7620 Sole 7620
U.S. Freightways Common 916906100 13893.75 300 Sole 300
Usg Corp. Common 903293405 305760 5460 Sole 5460
U.S. Oncology Common 90338W103 6600 550 Sole 550
Ust Inc. Common 902911106 5129.69 175 Sole 175
Ust Corp. Common 902900109 5293.75 175 Sole 175
United Stationers Common 913004107 7150 325 Sole 325
U.S. Trust Common 91288L105 13875 150 Sole 150
Unitrode Corp. Common 913283107 7889.06 275 Sole 275
United Technologies Common 913017109 8640 120 Sole 120
Valassis Communicati Common 918866104 17396.88 475 Sole 475
Viacom Inc. Class B Common 925524308 12100 275 Sole 275
Vicor Corp. Common 925815102 7945.31 375 Sole 375
Visx Inc. Common 92844S105 273196.88 3450 Sole 3450
Visio Corp Common 927914101 9515.63 250 Sole 250
Mci Worldcom Inc Com Common 55268B106 64546.88 750 Sole 750
Wendy's Int'l Common 950590109 2850 100 Sole 100
Werner Enterprises Common 950755108 5706.25 275 Sole 275
Wells Fargo & Co. New Common 949746101 30993.75 725 Sole 725
Whole Foods Market Common 966837106 3604.69 75 Sole 75
Winnebago Common 974637100 9562.5 425 Sole 425
<PAGE>
Whittman-Hart Inc Com Common 966834103 15875 500 Sole 500
Whirlpool Corp. Common 963320106 11100 150 Sole 150
Wicor Inc. Common 929253102 12571.88 450 Sole 450
Warner-Lambert Common 934488107 12096.88 175 Sole 175
Wellpoint Health Common 94973H108 8487.5 100 Sole 100
Wal-Mart Stores Common 931142103 84437.5 1750 Sole 1750
Wynn's Int'l Common 983195108 6914.06 375 Sole 375
WESTWOOD ONE INC COM Common 961815107 3568.75 100 Sole 100
World Color Press Inc Com Common 981443104 11687.5 425 Sole 425
Williams Sonoma Inc Com Common 969904101 9573.44 275 Sole 275
Watsco Inc Com Common 942622200 6140.63 375 Sole 375
Aquarion Co. Common 03838W101 2620.31 75 Sole 75
Weyerhaeuser Co. Common 962166104 16071000 233760 Sole 233760
Usx Corp. Common 90337T101 4050 150 Sole 150
Xircom Inc Common 983922105 2902835 96560 Sole 96560
Xomed Surgical Product Common 98412V107 2585306.25 53100 Sole 53100
Exxon Corp. Common 302290101 13464482.5 174580 Sole 174580
Yellow Corp. Common 985509108 4437.5 250 Sole 250
Yahoo Common 984332106 8612.5 50 Sole 50
Ypf Sociedad Anonima
Spon Adr Cl D Common 984245100 3800 100 Sole 100
Tricon Restaurants Common 895953107 13531.25 250 Sole 250
Zebra Technologies Common 989207105 8648.44 225 Sole 225
Zale Corporation Common 988858106 282000 7050 Sole 7050
</TABLE>
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