|
|
|
|
|
|
|
|
|
|
|
|
|
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: Investment Research Company
Address: 16236 San Dieguito Road #2-20
P.O. Box 9210
Rancho Santa Fe, CA 92067
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: Bob Zimmer
Title: Investment Analyst
Phone: 858-759-3764
Signature, Place, and Date of Signing:
Bob Zimmer Rancho Santa Fe, CA 31-Dec-99
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES
EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 566
Form 13F Information Table Value Total: $1,347,770
<PAGE>
Form 13F INFORMATION TABLE
<TABLE>
FORM 13F INFORMATION TABLE
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
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
A T & T COM 001957109 10478 206213 SH Sole 206213
AC Nielsen COM 004833109 362 14700 SH Sole 12300 2400
ADV Energy COM 007973100 227 4600 SH Sole 4600
AFLAC Inc. COM 001055102 5625 119200 SH Sole 119200
AK Steel Holding Corp. COM 001547108 266 14100 SH Sole 4000 10100
ANDRX Corp COM 034551101 432 10200 SH Sole 5600 4600
AVX Corp. COM 002444107 559 11200 SH Sole 11200
Abbott Labs COM 002824100 2128 58600 SH Sole 58600
Abercrombie & Fitch COM 002896207 259 9702 SH Sole 9702
Abgenix Inc. COM 00339B107 384 2900 SH Sole 700 2200
Adaptec COM 00651F108 1297 26000 SH Sole 16300 9700
Adobe Sys Inc. COM 00724F101 1816 27000 SH Sole 27000
Adolph Coors COM 217016104 3738 71200 SH Sole 65900 5300
Advanced Digital Info Corp COM 007525108 204 4200 SH Sole 1200 3000
Aetna Life & Casualty COM 008117103 686 12300 SH Sole 12300
Affymetrix Inc. COM 00826T108 356 2100 SH Sole 500 1600
Air Products & Chemicals COM 009158106 712 21200 SH Sole 21200
Airgas COM 009363102 246 25900 SH Sole 25900
Alaska Air Group COM 011659109 611 17400 SH Sole 10500 6900
Alcoa Inc. COM 013817101 2739 33000 SH Sole 33000
Allegiance Telecomm Inc. COM 01747T102 544 5900 SH Sole 100 5800
Allergan Inc. COM 018490102 2781 55900 SH Sole 55900
Alliance Capital Mgmt Holding COM 01855A101 458 15300 SH Sole 15300
Alliance Semiconductor Corp. COM 01877H100 290 17400 SH Sole 3000 14400
Alliant Energy Corp. COM 018802108 203 7400 SH Sole 7400
Allstate COM 020002101 2817 117074 SH Sole 117074
Alltel Corp. COM 020039103 810 9800 SH Sole 9800
Altera Corp. COM 021441100 1645 33200 SH Sole 33200
Ambac Financial Group COM 023139108 511 9800 SH Sole 9800
Amerada Hess COM 023551104 369 6500 SH Sole 6500
Amerco COM 023586100 210 8400 SH Sole 1400 7000
Ameren Corporation COM 023608102 956 29200 SH Sole 29200
America Online COM 02364J104 12239 161300 SH Sole 161300
America West Holdings COM 023657208 216 10400 SH Sole 1900 8500
American Eagle Outfitters COM 02553E106 225 5000 SH Sole 4200 800
American Express COM 025816109 5004 30100 SH Sole 30100
American Financial Group COM 025932104 992 37600 SH Sole 30000 7600
American General COM 026351106 296 3900 SH Sole 3900
American Home Products COM 026609107 738 18800 SH Sole 18800
American Intl. Group COM 026874107 7787 72015 SH Sole 72015
American Power COM 029066107 591 22400 SH Sole 18600 3800
American Standard COM 029712106 592 12900 SH Sole 12200 700
Ames Department Stores COM 030789507 242 8400 SH Sole 8400
Amgen Inc COM 031162100 22836 380200 SH Sole 380200
Amkor Technologies COM 031652100 444 15700 SH Sole 15700
Anadarko Petroleum COM 032511107 389 11400 SH Sole 11400
Analog Devices COM 032654105 893 9601 SH Sole 9601
Anheuser - Busch COM 035229103 6776 95600 SH Sole 95600
Apache Corp. COM 037411105 790 21400 SH Sole 21400
Apple Computer COM 037833100 9366 91100 SH Sole 91100
Applied Materials COM 038222105 6030 47600 SH Sole 47600
Aprica Healthcare COM 037933108 626 34900 SH Sole 23100 11800
Argosy Gaming Company COM 040228108 207 13300 SH Sole 2500 10800
Arvin Industries COM 043339100 326 11500 SH Sole 11500
Ashland Inc. COM 044204105 217 6600 SH Sole 6600
Associated Banc Corp. COM 045487105 428 12500 SH Sole 10600 1900
Associates First Capital Corp COM 046008108 3081 112300 SH Sole 112300
Astoria Financial Corp. COM 046265104 247 8100 SH Sole 8100
Atmel Corp. COM 049513104 639 21600 SH Sole 21600
Automatic Data Proc. COM 053015103 345 6400 SH Sole 6400
Avis Rent a Car Inc. COM 053790101 256 10000 SH Sole 1700 8300
BB&T Corporation COM 054937107 287 10500 SH Sole 10500
BJ Services COM 055482103 339 8100 SH Sole 8100
BJ's Wholesale COM 05548J106 1124 30800 SH Sole 30800
Ball Corp. COM 058498106 3524 89500 SH Sole 83300 6200
Banc One Corp. COM 06423A103 1987 62104 SH Sole 62104
Bank New York COM 064057102 3088 77200 SH Sole 77200
Bank of America Corp. COM 060505104 5692 113407 SH Sole 113407
Banta Corp. COM 066821109 201 8900 SH Sole 8900
Bard (C.R.), Inc. COM 067383109 3758 70900 SH Sole 69600 1300
Bausch & Lomb COM 071707103 500 7300 SH Sole 7300
Baxter Int COM 071813109 515 8200 SH Sole 8200
Bea Systems Inc COM 073325102 1049 15000 SH Sole 3600 11400
Bear Stearns Cos. COM 073902108 2370 55440 SH Sole 55440
Bell Atlantic COM 077853109 7584 123200 SH Sole 123200
BellSouth COM 079860102 8309 177500 SH Sole 177500
Best Buy COM 086516101 4558 90700 SH Sole 90700
Bindley Western Industries COM 090324104 261 17333 SH Sole 17333
Biogen Inc. COM 090597105 2341 27700 SH Sole 27700
Bisys Group COM 055472104 222 3400 SH Sole 3400
Boeing Company COM 097023105 2710 65400 SH Sole 65400
Boise Cascade COM 097383103 4726 116700 SH Sole 108600 8100
Boise Cascade Office COM 097403109 171 11400 SH Sole 11400
Borg-Warner Automotive COM 099724106 356 8800 SH Sole 6000 2800
Boston Scientific COM 101137107 217 9900 SH Sole 9900
Boyd Gaming COM 103304101 126 21600 SH Sole 21600
Briggs & Stratton COM 109043109 756 14100 SH Sole 9600 4500
Brinker Intl COM 109641100 538 22300 SH Sole 18000 4300
Bristol - Myers COM 110122108 17382 270800 SH Sole 270800
Broadvision COM 111412102 374 2200 SH Sole 400 1800
Broadwing, Inc. COM 111620100 671 18200 SH Sole 18200
Brocade Communications Systems COM 111621108 549 3100 SH Sole 800 2300
Brunswick Corp. COM 117043109 4808 216100 SH Sole 205100 11000
Buffets Inc. COM 119882108 302 30200 SH Sole 23100 7100
Burlington Northern COM 12189T104 531 21900 SH Sole 21900
C.I.T. Group Inc. COM 125577106 363 17200 SH Sole 17200
CDW Computer COM 125129106 307 3900 SH Sole 3900
CMP group Inc COM 125887109 358 13000 SH Sole 13000
CNF Transportation COM 12612W104 1211 35100 SH Sole 35100
Calgon Carbon Corp COM 129603106 104 17700 SH Sole 17700
Calpine Corporation COM 131347106 806 12600 SH Sole 5000 7600
Capital One Financial COM 14040H105 959 19900 SH Sole 19900
Carnival Corporation COM 143658102 2467 51600 SH Sole 51600
Carolina Power COM 144141108 274 9000 SH Sole 9000
Caterpillar Inc. COM 149123101 1915 40700 SH Sole 40700
Cendant Corp COM 151313103 746 28100 SH Sole 28100
Centennial Cellular COM 15133V208 423 5100 SH Sole 5100
Centex Corp. COM 152312104 1765 71500 SH Sole 71500
Central & Southwest COM 152357109 734 36700 SH Sole 36700
Chase Manhattan COM 16161A108 17076 219800 SH Sole 219800
Checkfree Corp COM 162816102 272 2600 SH Sole 1400 1200
Chevron Corp. COM 166751107 4894 56500 SH Sole 56500
Chicago Title Corporation COM 168228104 319 6900 SH Sole 800 6100
Chiron Corp. COM 170040109 597 14100 SH Sole 14100
Chubb Corp. COM 171232101 636 11300 SH Sole 11300
Church & Dwight COM 171340102 408 15300 SH Sole 15300
Cigna Corp. COM 125509109 532 6600 SH Sole 6600
Cintas Corp. COM 172908105 436 8200 SH Sole 8200
Circuit City Stores COM 172737108 1726 38300 SH Sole 38300
Cisco Systems COM 17275R102 24666 230250 SH Sole 230250
Citigroup COM 172967101 25768 462720 SH Sole 462720
Citrix Systems COM 177376100 332 2700 SH Sole 2700
City National Corp. COM 178566105 494 15000 SH Sole 6200 8800
Clarify Inc. COM 180492100 592 4700 SH Sole 1400 3300
Clear Channel COM 184502102 339 3800 SH Sole 3800
Coastal Corp. COM 190441105 2413 68100 SH Sole 68100
Coca Cola Co. COM 191216100 3035 52100 SH Sole 52100
Colgate - Palmolive COM 194162103 689 10600 SH Sole 10600
Columbia Healthcare Corp COM 197677107 4030 137500 SH Sole 137500
Comcast Cp A COM 200300200 15664 309800 SH Sole 309800
Comdisco Inc. COM 200336105 4807 129050 SH Sole 107650 21400
Commercial Metals Co. COM 201723103 217 6400 SH Sole 1000 5400
Compaq Computer COM 204493100 384 14200 SH Sole 14200
Computer Assoc COM 204912109 2315 33100 SH Sole 33100
Compuware Corp. COM 205638109 551 14800 SH Sole 14800
ConAgra Inc. COM 205887102 2015 88800 SH Sole 88800
Concord EFS COM 206197105 510 19800 SH Sole 19800
Conectiv Inc. COM 206829103 750 44600 SH Sole 44600
Conexant Sys. COM 207142100 1042 15700 SH Sole 7900 7800
Conoco Inc Class A COM 208251306 416 16800 SH Sole 16800
Conseco COM 208464107 698 39200 SH Sole 39200
Consolidated Papers COM 209759109 410 12900 SH Sole 12900
Continental Airlines - B COM 210795308 648 14600 SH Sole 8600 6000
Convergys Corp. COM 212485106 1168 38000 SH Sole 38000
Converse Technology COM 205862402 1194 8250 SH Sole 8250
Cordant Technologies Inc. COM 218412104 808 24500 SH Sole 24500
Corning Inc. COM 219350105 2669 20700 SH Sole 20700
Costco Wholesale Corp COM 22160K105 1661 18200 SH Sole 18200
Cox Communications COM 224044107 594 11527 SH Sole 11527
Credence Systems Corporation COM 225302108 311 3600 SH Sole 600 3000
Crestline Capital Corporation COM 226153104 208 10100 SH Sole 1700 8400
Crown Cork & Seal COM 228255105 403 18000 SH Sole 18000
Cummins Engine COM 231021106 4991 103300 SH Sole 98500 4800
Cypress Semiconductor COM 232806109 923 28500 SH Sole 28500
DPL Inc. COM 233293109 235 13600 SH Sole 12200 1400
Darden Restaurants Inc. COM 237194105 683 37700 SH Sole 21300 16400
Dean Foods Co. COM 242361103 485 12200 SH Sole 7600 4600
Dell Computer Corp. COM 247025109 9792 192000 SH Sole 192000
Delphi Automotive Systems Corp COM 247126105 763 48431 SH Sole 48431
Delta Air Lines COM 247361108 4324 86800 SH Sole 86800
Deluxe Corp. COM 248019101 2080 75800 SH Sole 75800
Dendrite International COM 248239105 335 9900 SH Sole 9900
Detroit Diesel COM 250837101 207 10800 SH Sole 1800 9000
Detroit Edison COM 233331107 512 16200 SH Sole 16200
Dexter Corp. COM 252165105 600 15100 SH Sole 11100 4000
Diamond Offshore COM 25271C102 1171 38300 SH Sole 25500 12800
Dollar Thrifty COM 256743105 251 10500 SH Sole 1600 8900
Dollar Tree Stores COM 256747106 237 4900 SH Sole 4900
Double Click COM 258609304 430 1700 SH Sole 400 1300
Dow Chemical COM 260543103 16169 121000 SH Sole 121000
Du Pont COM 263534109 6739 102300 SH Sole 102300
Dycom Industries COM 267475101 295 6700 SH Sole 6700
Dynegy COM 26816L102 464 19100 SH Sole 19100
E M C Corp. COM 268648102 11318 103600 SH Sole 103600
E* Trade Group COM 269246104 577 22100 SH Sole 22100
E-TEK Dynamics COM 269240107 431 3200 SH Sole 3200
EOG Resources Inc COM 26875P101 855 48700 SH Sole 29500 19200
Eastman Kodak COM 277461109 2213 33400 SH Sole 33400
Eaton Corp. COM 278058102 261 3600 SH Sole 3600
Edison International COM 281020107 312 11900 SH Sole 11900
Electronic Arts COM 285512109 739 8800 SH Sole 8800
Electronic Data Systems COM 285661104 8421 125800 SH Sole 125800
Electronics for Imaging COM 286082102 430 7400 SH Sole 6000 1400
Emerson Electric COM 291011104 212 3700 SH Sole 3700
Energy East Corp. COM 29266M109 341 16400 SH Sole 16400
Enron Oil & Gas COM 293561106 8063 181700 SH Sole 181700
Ensco International COM 26874Q100 1965 85900 SH Sole 79100 6800
Entergy Corp. COM 29364G103 2320 90100 SH Sole 90100
Ethyl Corp. COM 297659104 272 77800 SH Sole 67700 10100
Everest Reinsurance COM 299808105 283 12700 SH Sole 4100 8600
Exodus Communications COM 302088109 453 5100 SH Sole 1100 4000
Exxon Mobil Corp COM 30231g102 25501 316535 SH Sole 316535
FMC Corp. COM 302491303 2298 40100 SH Sole 36200 3900
Family Dollar Stores COM 307000109 254 15600 SH Sole 15600
Fannie Mae COM 313586109 7180 115000 SH Sole 115000
FedEx Corporation COM 31428X106 1371 33500 SH Sole 33500
Federal Home Loan COM 313400301 2085 44300 SH Sole 44300
Federated Department Stores COM 31410H101 4247 84000 SH Sole 84000
Fifth Third Bancorp COM 316773100 719 9800 SH Sole 9800
First Data Corp. COM 319963104 7782 157800 SH Sole 157800
First Security Corp. COM 336294103 363 14200 SH Sole 14200
First Tennessee National COM 337162101 624 21900 SH Sole 21900
First Union Corp. COM 337358105 797 24200 SH Sole 24200
First Virginia Banks COM 337477103 492 11450 SH Sole 9350 2100
Firstar Corp. COM 33763V109 2776 131400 SH Sole 131400
Fleet Boston Financial Corp. COM 339030108 9115 261838 SH Sole 261838
Fleming Co. Inc. COM 339130106 190 18500 SH Sole 3100 15400
Fluor Corp. COM 343861100 427 9300 SH Sole 2200 7100
Ford Motor COM 345370100 6781 127200 SH Sole 127200
Fortune Brands COM 349631101 2222 67200 SH Sole 67200
Foundation Health Systems-Clas COM 350404109 853 85800 SH Sole 66500 19300
Freeport-McMoran Copper ClB COM 35671D857 2085 98700 SH Sole 84000 14700
GTE Corp. COM 362320103 7056 100000 SH Sole 100000
GTech Holdings COM 400518106 290 13200 SH Sole 4400 8800
Galileo International COM 363547100 485 16200 SH Sole 16200
Gap (The) COM 364760108 3839 83450 SH Sole 83450
Gateway Inc. COM 367626108 288 4000 SH Sole 4000
Gatx Corp. COM 361448103 2474 73300 SH Sole 64300 9000
General Dynamics COM 369550108 427 8100 SH Sole 8100
General Electric COM 369604103 34432 222500 SH Sole 222500
General Instr Corp. COM 370120107 3935 46300 SH Sole 46300
General Mills COM 370334104 2746 76800 SH Sole 76800
General Motors COM 370442105 16493 226900 SH Sole 226900
General Pub Utils COM 36225X100 711 23900 SH Sole 23900
Genzyme Corp. COM 372917104 697 15500 SH Sole 15500
Geon Co. Inc. COM 37246W105 218 6700 SH Sole 1300 5400
Georgia - Pacific COM 373298108 5755 113400 SH Sole 113400
Georgia Pacific Timber COM 373298702 224 9100 SH Sole 9100
Global Crossing LTD COM G3921A100 1671 33415 SH Sole 33415
Golden State Bancorp COM 381197102 502 29100 SH Sole 20800 8300
Golden West Fin'l. COM 381317106 784 23400 SH Sole 23400
Goodrich (B.F.) COM 382388106 509 18500 SH Sole 18500
Great A & P COM 390064103 2155 77300 SH Sole 70100 7200
Great Lakes Chemical COM 390568103 680 17800 SH Sole 14200 3600
Guess? Inc. COM 401617105 359 16500 SH Sole 2300 14200
Guidant Corp COM 401698105 1288 27400 SH Sole 27400
Handleman Co COM 410252100 222 16600 SH Sole 2800 13800
Hanna M A COM 410522106 304 27800 SH Sole 27800
Harcourt General COM 41163G101 604 15000 SH Sole 13800 1200
Harley Davidson Inc. COM 412822108 1185 18500 SH Sole 18500
Harmonic Inc. COM 413160102 551 5800 SH Sole 2800 3000
Hartford Financial Svcs Grp COM 416515104 2516 53100 SH Sole 53100
Haverty Furniture COM 419596101 141 11200 SH Sole 11200
Hawaiian Electric COM 419870100 306 10600 SH Sole 10600
Heinz (H.J.) COM 423074103 1063 26700 SH Sole 26700
Heller Financial Inc. COM 423328103 289 14400 SH Sole 5600 8800
Herbalife International COM 426908208 193 13400 SH Sole 2500 10900
Hewlett - Packard COM 428236103 7519 66100 SH Sole 66100
Hollinger International COM 435569108 263 20300 SH Sole 20300
Home Depot COM 437076102 6611 96156 SH Sole 96156
Honeywell International COM 438516106 2085 36149 SH Sole 36149
Horace Mann Educators COM 440327104 294 15000 SH Sole 15000
Hormel Foods COM 440452100 597 14700 SH Sole 14700
Houghton Mifflin COM 441560109 316 7500 SH Sole 7500
Household Intl. COM 441815107 4865 130600 SH Sole 130600
Howmet International COM 443208103 318 17600 SH Sole 13900 3700
I2 Technologies COM 465754109 312 1600 SH Sole 1600
IBP Inc. COM 449223106 2075 115300 SH Sole 102300 13000
IPALCO Enterprises COM 462613100 507 29700 SH Sole 29700
IVAX Corp. COM 465823102 1460 56700 SH Sole 56700
Ikon COM 451713101 1074 157700 SH Sole 157700
Illinois Tool Works COM 452308109 573 8485 SH Sole 8485
Imation Corp COM 45245A107 477 14200 SH Sole 13400 800
Immunex COM 452528102 416 3800 SH Sole 3800
Inco, Ltd. COM 453258402 482 20500 SH Sole 20500
Informix COM 456779107 228 19900 SH Sole 14700 5200
Infospace.com Inc. COM 45678T102 278 1300 SH Sole 200 1100
Ingersoll - Rand COM 456866102 969 17600 SH Sole 17600
Int'l Business Mach. COM 459200101 28145 260900 SH Sole 260900
Int'l Paper COM 460146103 310 5500 SH Sole 5500
Integrated Device Tech. COM 458118106 612 21100 SH Sole 21100
Intel Corp. COM 458140100 23418 284500 SH Sole 284500
Intertan Inc. COM 461120107 311 11900 SH Sole 1600 10300
Intimate Brands Inc. COM 461156101 968 22445 SH Sole 22445
Intuit Inc. COM 461202103 1812 30231 SH Sole 30000 231
J.C. Penney COM 708160106 221 11100 SH Sole 11100
J.D. Edward & Co. COM 281667105 212 7100 SH Sole 7100
J.P. Morgan & Co. COM 616880100 5090 40200 SH Sole 40200
JDS Uniphase Corp COM 46612J101 290 1800 SH Sole 1800
Jabil Circuit Inc COM 466313103 511 7000 SH Sole 7000
Jack in the Box, Inc. COM 466367109 230 11100 SH Sole 11100
Johnson & Johnson COM 478160104 8256 88537 SH Sole 88537
Johnson Controls COM 478366107 671 11800 SH Sole 11800
Jones Apparel Group COM 480074103 305 11252 SH Sole 11252
Jostens COM 481088102 350 14400 SH Sole 14400
K Mart COM 482584109 530 52700 SH Sole 52700
KLA-Tencor COM 482480100 1158 10400 SH Sole 10400
Kaman Corp. Cl A COM 483548103 179 13900 SH Sole 13900
Kansas City Power & Light COM 485134100 448 20300 SH Sole 20300
Kaufman & Broad Home COM 486168107 1425 58900 SH Sole 58900
Kellogg COM 487836108 1692 54900 SH Sole 54900
Kelly Services COM 488152208 623 24800 SH Sole 19000 5800
Kerr - McGee COM 492386107 384 6200 SH Sole 6200
Kohls Corp. COM 500255104 383 5300 SH Sole 5300
LSI Logic Corp. COM 502161102 1498 22200 SH Sole 22200
LTX Corporation COM 502392103 289 12900 SH Sole 2200 10700
Laboratory Crp of Amer Holding COM 50540R102 223 60400 SH Sole 60400
Lafarge Corp COM 505862102 923 33400 SH Sole 33400
Lam Research Corp COM 512807108 513 4600 SH Sole 900 3700
Lancaster Colony COM 513847103 282 8501 SH Sole 8501
Landstar Sys. Inc. COM 515098101 291 6800 SH Sole 6800
Lear Corporation COM 521865105 349 10900 SH Sole 4600 6300
Legato Systems Inc COM 524651106 681 9900 SH Sole 8900 1000
Lehman Brothers COM 524908100 881 10400 SH Sole 10400
Level 3 Communications COM 52729N100 573 7000 SH Sole 7000
Lexmark International - A COM 529771107 760 8400 SH Sole 8400
Liberty Financial COM 530512102 225 9800 SH Sole 1500 8300
Lilly (Eli) & Co. COM 532457108 4209 63300 SH Sole 63300
Limited, Inc. COM 532716107 256 5900 SH Sole 5900
Lincare Holdings COM 532791100 711 20500 SH Sole 20500
Lincoln National COM 534187109 928 23200 SH Sole 23200
Linear Technology COM 535678106 1302 18200 SH Sole 18200
Litton Inds. COM 538021106 244 4900 SH Sole 4900
Loew's Corp. COM 540424108 716 11800 SH Sole 11800
Lowe's Cos. COM 548661107 2402 40200 SH Sole 40200
Lubrizol Corp. COM 549271104 871 28200 SH Sole 28200
Lucent Technology COM 549463107 20642 275227 SH Sole 275227
MBNA Corp. COM 55262L100 997 36600 SH Sole 36600
MCI-Worldcom, Inc. COM 55268B106 12281 231450 SH Sole 231450
MGIC Investment Corp COM 552848103 355 5900 SH Sole 5900
Mallinckrodt Group COM 561232109 1482 46600 SH Sole 40000 6600
Mandalay Resort Group COM 172909103 439 21800 SH Sole 19600 2200
Manpower Inc. COM 56418H100 873 23200 SH Sole 16000 7200
Mark IV Ind COM 570387100 377 21300 SH Sole 21300
Marketing Services Group Inc COM 570907105 209 12500 SH Sole 2100 10400
Marsh & McLennan COM 571748102 689 7200 SH Sole 7200
Marshall & Ilsley Corporation COM 571834100 798 12700 SH Sole 12700
Maxim Integrated Products COM 57772K101 1189 25200 SH Sole 25200
Maxxam Inc. COM 577913106 339 7900 SH Sole 5000 2900
McClatchy Co Cl. A COM 579489105 298 6900 SH Sole 3600 3300
McCormick & Co. COM 579780206 422 14200 SH Sole 14200
McGraw-Hill COM 580645109 931 15100 SH Sole 15100
McLeodUSA Inc - A COM 582266102 283 4800 SH Sole 4800
Media General Inc Class A COM 584404107 296 5700 SH Sole 5700
Mediaone Group Inc. COM 58440J104 4163 54200 SH Sole 54200
Medical Manager Corp. COM 58461C103 205 2437 SH Sole 2437
Medimmune Inc. COM 584699102 1775 10700 SH Sole 8800 1900
Mercantile Bankshares COM 587405101 768 24050 SH Sole 24050
Merck & Co. COM 589331107 9594 142800 SH Sole 142800
Meritor Automotive COM 59000G100 936 48300 SH Sole 35000 13300
Merrill Lynch COM 590188108 11597 139200 SH Sole 139200
Metricom Inc. COM 591596101 267 3400 SH Sole 800 2600
Microchip Technology COM 595017104 315 4600 SH Sole 4600
Micron Technology COM 595112103 1609 20700 SH Sole 20700
Microsoft COM 594918104 48685 417000 SH Sole 417000
Midamerican Energy Com. COM 59562V107 1219 36200 SH Sole 36200
Millennium Pharmaceuticals COM 599902103 891 7300 SH Sole 7300
Millinium Chemical COM 599903101 450 22800 SH Sole 22800
Montana Power COM 612085100 310 8600 SH Sole 8600
Moore Corp. Ltd. COM 615785102 140 23100 SH Sole 23100
Morgan Stanley, Dean Witter COM 617446448 19648 137640 SH Sole 137640
Motorola Inc. COM 620076109 5772 39200 SH Sole 39200
Murphy Oil Corp. COM 626717102 1119 19500 SH Sole 19500
Musicland Stores COM 62758B109 123 14600 SH Sole 14600
NCR Corp COM 62886E108 386 10200 SH Sole 10200
NIKE Inc. COM 654106103 798 16100 SH Sole 16100
NStar COM 67019E107 223 5500 SH Sole 5500
NVR Inc. COM 62944T105 263 5500 SH Sole 800 4700
Nabisco Group Holdings COM 62952P102 1733 163100 SH Sole 163100
Nabisco Holdings Corp Cl A COM 629526104 1024 32500 SH Sole 32500
Nat'l Semiconductor COM 637640103 3823 89300 SH Sole 73300 16000
National City Corp COM 635405103 464 19600 SH Sole 19600
National Fuel Gas COM 636180101 205 4400 SH Sole 4400
National Service Ind. COM 637657107 251 8500 SH Sole 8500
Navistar Intl COM 63934E108 2613 55600 SH Sole 49500 6100
Network Appliance Inc. COM 64120L104 781 9400 SH Sole 6000 3400
Network Solutions Cl A COM 64121Q102 239 1100 SH Sole 300 800
Nextel Communications COM 65332V103 4909 47600 SH Sole 47600
Noble Drilling Corp. COM 655042109 426 13000 SH Sole 13000
Nortel Networks Ltd. COM 656569100 20735 205300 SH Sole 205300
Northrum Grumman Corp COM 666807102 422 7800 SH Sole 7800
Novell COM 670006105 4936 123600 SH Sole 123600
Occidental Petroleum COM 674599105 657 30400 SH Sole 30400
Ocean Energy Inc. COM 67481E106 195 25200 SH Sole 25200
Ogden Corp. COM 676346109 470 39400 SH Sole 24100 15300
Old Kent Financial Corp COM 679833103 227 6405 SH Sole 6405
Old National Bancorp COM 680033107 211 6500 SH Sole 6500
Olsten Corp. COM 681385100 124 11000 SH Sole 11000
Omnicom Group COM 681919106 1660 16600 SH Sole 16600
Omnipoint Corp COM 68212D102 603 5000 SH Sole 5000
Oracle Systems COM 68389X105 34151 304750 SH Sole 304750
Oregon Steel Mills Inc COM 686079104 120 15100 SH Sole 15100
PACCAR Inc. COM 693718108 806 18200 SH Sole 18200
PMC-Sierra Inc. COM 69344F106 1106 6900 SH Sole 900 6000
PMI Group COM 69344M101 1128 23100 SH Sole 19950 3150
PNC Financial COM 693475105 4303 96700 SH Sole 96700
PP&L Resources Holding Co. COM 693499105 1103 48200 SH Sole 48200
Pacific Century Financial COM 694058108 731 39100 SH Sole 30500 8600
Pacific Gas & Elec. COM 69331C108 3940 192200 SH Sole 192200
Pacificare Health Systems COM 695112102 2046 38600 SH Sole 38600
Panamsat COM 697933109 445 7500 SH Sole 7500
Patterson Energy Inc. COM 703414102 146 11200 SH Sole 11200
Peco Energy Co. COM 693304107 2863 82400 SH Sole 82400
Pentair COM 709631105 385 10000 SH Sole 10000
Peoples Bank Bridgeport COM 710198102 207 9800 SH Sole 9800
Pep Boys Manny Moe COM 713278109 478 53500 SH Sole 52300 1200
Pepsico Inc. COM 713448108 4706 133500 SH Sole 133500
Perot Systems Cl A COM 714265105 306 16200 SH Sole 6500 9700
Pfizer, Inc. COM 717081103 4772 147100 SH Sole 147100
Phelps Dodge COM 717265102 371 5500 SH Sole 5500
Philip Morris COM 718154107 5929 257800 SH Sole 257800
Phillips Petroleum COM 718507106 573 12200 SH Sole 12200
Pilgrims Pride Corp Cl B COM 721467108 164 19700 SH Sole 3500 16200
Pioneer Standard COM 723877106 224 15500 SH Sole 2500 13000
Pitney - Bowes COM 724479100 585 12100 SH Sole 12100
Polycom Inc. COM 73172K104 376 5900 SH Sole 5900
Portal Software COM 736126103 1008 9800 SH Sole 3000 6800
Praxair COM 74005P104 2058 40900 SH Sole 40900
Procter & Gamble COM 742718109 4295 39200 SH Sole 39200
Progress Software COM 743312100 318 5600 SH Sole 5600
Protective Life Corp COM 743674103 429 13500 SH Sole 6100 7400
Providian Corp. COM 74406A102 1817 19950 SH Sole 19950
Pub Serv Enterp Inc COM 744573106 4122 118400 SH Sole 118400
Public Service of New Mex COM 744499104 278 17100 SH Sole 17100
Puget Sound Power & Light COM 745332106 583 30100 SH Sole 30100
Pulte Corp. COM 745867101 940 41800 SH Sole 35900 5900
QLogic Corporation COM 747277101 1311 8200 SH Sole 3100 5100
Quaker Oats COM 747402105 2093 31900 SH Sole 31900
Qualcomm COM 747525103 11131 63200 SH Sole 63200
Quantum Corp-DLT & Storage COM 747906204 309 20400 SH Sole 800 19600
Quantum Corp-Hard Disk Drive COM 747906303 76 11000 SH Sole 11000
R.H. Donnelly Corp COM 74955W307 215 11400 SH Sole 1800 9600
Rational Software COM 75409P202 712 14500 SH Sole 11900 2600
Raymond James Financial COM 754730109 223 12000 SH Sole 2000 10000
Redback Networks COM 757209101 231 1300 SH Sole 300 1000
Reebok Int'l COM 758110100 446 54500 SH Sole 54500
Reinsurance Group Amer. COM 759351109 314 11300 SH Sole 11300
Reliant Energy Inc. COM 75952J108 1853 81000 SH Sole 81000
Reynolds & Reynolds COM 761695105 1937 86100 SH Sole 86100
Rhythms Netconnections Inc. COM 762430205 267 8600 SH Sole 1700 6900
Rockwell Int'l COM 773903109 4960 103600 SH Sole 103600
Royal Dutch Petroleum COM 780257804 12724 210100 SH Sole 210100
Ruddick Corp COM 781258108 192 12400 SH Sole 12400
Ryder System COM 783549108 269 11000 SH Sole 2900 8100
Ryerson Tull Inc. COM 78375P107 334 17200 SH Sole 11000 6200
Ryland Group COM 783764103 295 12800 SH Sole 1600 11200
SBC Communications COM 78387G103 15883 325811 SH Sole 325811
SCI Systems COM 783890106 1373 16700 SH Sole 15300 1400
SDL Inc. COM 784076101 305 1400 SH Sole 600 800
SPX Corp COM 784635104 202 2500 SH Sole 2500
Sabre Group Holdings COM 785905100 553 10800 SH Sole 10800
Safeguard Scientifics COM 786449108 1418 8700 SH Sole 4200 4500
Safety Kleen COM 78648R203 118 10400 SH Sole 10400
Sanmina Corp COM 800907107 529 5300 SH Sole 5300
Santa Fe Snyder Corporation COM 80218K105 85 10600 SH Sole 10600
Sara Lee Corp. COM 803111103 525 23800 SH Sole 23800
Sawtek Corporation COM 805468105 366 5500 SH Sole 5500
Schering-Plough COM 806605101 12958 305800 SH Sole 305800
Schlumberger Ltd. COM 806857108 455 8100 SH Sole 8100
Scholastic Corp. COM 807066105 435 7000 SH Sole 7000
Schulman A COM 808194104 183 11200 SH Sole 11200
Schwab, Charles COM 808513105 1408 36800 SH Sole 36800
Scientific-Atlanta COM 808655104 391 7000 SH Sole 7000
Seagate Technology COM 811804103 2058 44200 SH Sole 44200
Seagram Ltd. COM 811850106 300 6700 SH Sole 6700
Sears, Roebuck & Co. COM 812387108 1212 39900 SH Sole 39900
Sempra Energy COM 816851109 1044 60100 SH Sole 60100
Shaw Industries COM 820286102 702 45300 SH Sole 45300
Sherwin-Williams COM 824348106 897 42700 SH Sole 42700
Shopko Stores COM 824911101 214 9300 SH Sole 1800 7500
Siebel Systems, Inc. COM 826170102 2646 31500 SH Sole 31500
Solectron Corp. COM 834182107 2178 22900 SH Sole 22900
Solutia Inc. COM 834376105 421 27300 SH Sole 27300
Southdown Inc. COM 841297104 387 7500 SH Sole 7500
Southwest Airlines COM 844741108 252 15600 SH Sole 15600
Southwest Bancorp TX COM 84476R109 277 14000 SH Sole 14000
Springs Inds. Inc. COM 851783100 3495 87500 SH Sole 83000 4500
Sprint Corp (PCS Group) COM 852061506 2726 26600 SH Sole 26600
Sprint Corp. COM 852061100 6940 103100 SH Sole 103100
Staples COM 855030102 276 13300 SH Sole 13300
Stewart & Stevenson Srv COM 860342104 262 22100 SH Sole 22100
Suiza Foods Corp COM 865077101 586 14800 SH Sole 10000 4800
Sun Microsystems COM 866810104 23386 302000 SH Sole 302000
SunTrust Banks COM 867914103 255 3700 SH Sole 3700
Sungard Data Systems COM 867363103 259 10900 SH Sole 10900
Super Valu Stores COM 868536103 5578 278900 SH Sole 265600 13300
Sybase Inc. COM 871130100 345 20300 SH Sole 3300 17000
Symantec Corp. COM 871503108 1864 31800 SH Sole 26100 5700
Synopsys Inc. COM 871607107 948 14200 SH Sole 14200
TJ International COM 872534102 265 6300 SH Sole 1000 5300
TJX COM 872540109 300 14700 SH Sole 14700
TMP Worldwide COM 872941109 1037 7300 SH Sole 3300 4000
TNP Enterprises COM 872594106 272 6600 SH Sole 6600
TV Guide Cl A COM 87307Q109 370 8600 SH Sole 8600
Tandy Corp. COM 875382103 1269 25800 SH Sole 25800
Target Corp COM 87612E106 8401 114400 SH Sole 114400
Taubman Centers Inc. COM 876664103 112 10400 SH Sole 2500 7900
Tecumseh Prods COM 878895200 415 8800 SH Sole 3400 5400
Telephone & Data Sys COM 879433100 1386 11000 SH Sole 11000
Temple-Inland COM 879868107 2314 35100 SH Sole 35100
Teradyne Inc. COM 880770102 1723 26100 SH Sole 26100
Terex Corporation COM 880779103 269 9700 SH Sole 1100 8600
Texaco Inc. COM 881694103 2879 53000 SH Sole 53000
Texas Industries Inc. COM 882491103 247 5800 SH Sole 1000 4800
Texas Instruments COM 882508104 7585 78500 SH Sole 78500
Texas Utilities COM 882848104 2820 79300 SH Sole 79300
ThreeCom Corp COM 885535104 743 15800 SH Sole 15800
Tidewater Inc. COM 886423102 1181 32800 SH Sole 31400 1400
Tiffany & Co. COM 886547108 1294 14500 SH Sole 12900 1600
Time Warner COM 887315109 14274 197400 SH Sole 197400
Timken Co. COM 887389104 1122 54900 SH Sole 54900
Titan Corporation COM 888266103 341 7200 SH Sole 1200 6000
Toro Co. COM 891092108 220 5900 SH Sole 1000 4900
Toys 'R' Us COM 892335100 1404 98100 SH Sole 98100
Transwitch Corp COM 894065101 218 3000 SH Sole 3000
Travelers Property Casualty - COM 893939108 1418 41400 SH Sole 41400
Tribune Corp. COM 896047107 3320 60300 SH Sole 60300
Tricon Global Restaurant COM 895953107 236 6100 SH Sole 6100
Trigon Healthcare COM 89618L100 1053 35700 SH Sole 27000 8700
Trinity Industries COM 896522109 532 18700 SH Sole 12000 6700
Tupperware Corp COM 899896104 2812 166000 SH Sole 166000
Tyco International LTD COM 902124106 6002 153900 SH Sole 153900
Tyson Foods COM 902494103 691 42500 SH Sole 42500
UAL Corp COM 902549500 1481 19100 SH Sole 14500 4600
UICI COM 902737105 205 19400 SH Sole 3300 16100
URS Corp. COM 903236107 215 9900 SH Sole 1200 8700
US West COM 91273H101 4248 59000 SH Sole 59000
USG Corp COM 903293405 2535 53800 SH Sole 46800 7000
USX Steel COM 90337T101 944 28600 SH Sole 28600
Ultramar Diamond Sharmrock COM 904000106 1767 77900 SH Sole 69100 8800
Unilever N.V. COM 904784709 1876 34453 SH Sole 34453
Union Pacific COM 907818108 1590 36400 SH Sole 36400
Union Pacific Resources COM 907834105 1105 86700 SH Sole 86700
Unisys Corp. COM 909214108 2383 74600 SH Sole 74600
United Global.com COM 913247508 727 10300 SH Sole 4300 6000
United Healthcare COM 910581107 2970 55900 SH Sole 55900
United Technologies COM 913017109 14176 218100 SH Sole 218100
Universal Corp. COM 913456109 586 25700 SH Sole 15400 10300
Univision Communications - A COM 914906102 603 5900 SH Sole 5900
Unocal Corp. COM 915289102 1574 46900 SH Sole 46900
UtiliCorp United COM 918005109 1713 88150 SH Sole 74500 13650
VISX INC DEL COM COM 92844S105 347 6700 SH Sole 5500 1200
Vastar Resources COM 922380100 354 6000 SH Sole 6000
Verisign Inc. COM 92343E102 4143 21700 SH Sole 19300 2400
Veritas Software COM 923436109 4151 29000 SH Sole 29000
Verity Inc. COM 92343C106 328 7700 SH Sole 2500 5200
Viacom Inc Class B COM 925524308 1481 24500 SH Sole 24500
Viad Corp. COM 92552R109 1472 52800 SH Sole 39500 13300
Vignette Corp. COM 926734104 277 1700 SH Sole 400 1300
Vishay Intertechnology COM 928298108 1157 36575 SH Sole 36575
Vitesse Semiconductor COM 928497106 294 5600 SH Sole 5600
Vlassis Communications COM 918866104 330 7800 SH Sole 7800
Wachovia Corp. COM 929771103 660 9700 SH Sole 9700
Waddell & Reed COM 930059100 656 24201 SH Sole 24201
Wal-Mart Stores COM 931142103 23150 334900 SH Sole 334900
Walgreen COM 931422109 290 9900 SH Sole 9900
Warner-Lambert COM 934488107 4998 61000 SH Sole 61000
Waters Corp. COM 941848103 710 13400 SH Sole 9000 4400
Wellpoint Health COM 94973H108 574 8700 SH Sole 8700
Wells Fargo & Co. COM 949746101 3437 85000 SH Sole 85000
Western Wireless Corp Cl A COM 95988E204 674 10100 SH Sole 3200 6900
Weyerhaeuser Corp. COM 962166104 1429 19900 SH Sole 19900
Whirlpool Corp. COM 963320106 390 6000 SH Sole 6000
Whittman hart COM 966834103 257 4800 SH Sole 4800
Willamette Industries COM 969133107 423 9100 SH Sole 9100
Williams-Sonoma COM 969904101 290 6300 SH Sole 6300
Wilmington Trust COM 971807102 786 16300 SH Sole 16300
Worthington Industries COM 981811102 1656 100000 SH Sole 100000
Xilinx Inc. COM 983919101 1610 35400 SH Sole 35400
Xircom Inc. COM 983922105 330 4400 SH Sole 4400
Yahoo Inc COM 984332106 8990 20777 SH Sole 20777
Yellow Freight Systems COM 985509108 229 13600 SH Sole 2400 11200
York International COM 986670107 516 18800 SH Sole 18800
Young & Rubicam Inc. COM 987425105 516 7300 SH Sole 800 6500
Zale Corporation COM 988858106 1248 25800 SH Sole 19300 6500
Zions Bancorp COM 989701107 444 7500 SH Sole 7500
</TABLE>
|
|