<TABLE>
DISCIPLINED INVESTMENT ADVISORS, INC.
<CAPTION>
COMBINED SEC REPORT AS OF 09/30/99 PAGE 1
Item 1 Item 2 Item 3 Item 4 Items 5 6 7 8
NAME CLASS CUSIP VALUE SHARES INV- MGR VOTE
X 1000 DIS. AUTH
<S> <C> <C> <C> <C> <C> <C> <C>
AAR CORP COMMON 000361105 971 53950. SOLE SHARED
ABM INDUSTRIES INC COMMON 000957100 883 34800. SOLE SHARED
AMC ENTERTAINMENT INC COMMON 001669100 5 375. SOLE SHARED
AT&T CORP COMMON 001957109 1867 42925. SOLE SHARED
ABBOTT LABORATORIES COMMON 002824100 3459 94292. SOLE SHARED
ACNIELSEN CORP COMMON 004833109 4 200. SOLE SHARED
AEGON NV -ADR COMMON 007924103 1229 14219. SOLE SHARED
AETNA INC COMMON 008117103 950 19300. SOLE SHARED
AIR EXPRESS INTERNATIONA COMMON 009104100 49 2200. SOLE SHARED
AIR PRODUCTS & CHEMICALS COMMON 009158106 5 200. SOLE SHARED
AIRBORNE FREIGHT CORP COMMON 009266107 195 9280. SOLE SHARED
AKZO NOBEL NV -ADR COMMON 010199305 4 100. SOLE SHARED
ALBANY INTL CORP -CL A COMMON 012348108 2 173. SOLE SHARED
ALBERTO-CULVER CO -CL B COMMON 013068101 76 3300. SOLE SHARED
ALBERTSONS INC COMMON 013104104 110 2800. SOLE SHARED
ALCOA INC COMMON 013817101 4431 71400. SOLE SHARED
ALFA CORP COMMON 015385107 39 2400. SOLE SHARED
ALLEGHENY ENERGY INC COMMON 017361106 15 500. SOLE SHARED
ALLIANCE BANCORP INC COMMON 01852J105 35 1800. SOLE SHARED
ALLIANT TECHSYSTEMS INC COMMON 018804104 10 155. SOLE SHARED
ALLIED IRISH BANKS -SP COMMON 019228402 877 34500. SOLE SHARED
ALLIEDSIGNAL INC COMMON 019512102 3182 53100. SOLE SHARED
ALLSTATE CORP COMMON 020002101 728 29194. SOLE SHARED
AMCAST INDL CORP COMMON 023395106 621 46700. SOLE SHARED
AMCOL INTERNATIONAL CORP COMMON 02341W103 154 10445. SOLE SHARED
AMEREN CORP COMMON 023608102 155 4123. SOLE SHARED
AMERICA ONLINE INC COMMON 02364J104 279 2690. SOLE SHARED
AMCORE FINL INC COMMON 023912108 4 200. SOLE SHARED
AMERICAN AXLE & MFG HLDG COMMON 024061103 5 400. SOLE SHARED
AMERICAN BUSINESS PRODS/ COMMON 024763104 22 1400. SOLE SHARED
AMERICAN EXPRESS COMMON 025816109 1310 9710. SOLE SHARED
AMERICAN GENERAL CORP COMMON 026351106 6 100. SOLE SHARED
AMERICAN HERITAGE LIFE I COMMON 026522102 15 500. SOLE SHARED
AMERICAN HOME PRODUCTS C COMMON 026609107 580 13980. SOLE SHARED
AMERICAN INTERNATIONAL G COMMON 026874107 4637 53340. SOLE SHARED
AMERICAN STATES WATER CO COMMON 029899101 387 11700. SOLE SHARED
AMERICAN WATER WORKS INC COMMON 030411102 11. SOLE SHARED
AMERON INTERNATIONAL INC COMMON 030710107 441 9400. SOLE SHARED
AMERITECH CORP COMMON 030954101 7315 109600. SOLE SHARED
AMETEK INC COMMON 031100100 11 600. SOLE SHARED
AMGEN INC COMMON 031162100 1681 20634. SOLE SHARED
AMSOUTH BANCORPORATION COMMON 032165102 2 100. SOLE SHARED
ANALYSTS INTERNATIONAL C COMMON 032681108 3 300. SOLE SHARED
ANDOVER BANCORP INC/DE COMMON 034258103 7 250. SOLE SHARED
ANHEUSER-BUSCH COS INC COMMON 035229103 168 2400. SOLE SHARED
ANIKA THERAPEUTICS INC COMMON 035255108 1 200. SOLE SHARED
AON CORP COMMON 037389103 237 8025. SOLE SHARED
APOGEE ENTERPRISES INC COMMON 037598109 45 6485. SOLE SHARED
APPLE COMPUTER INC COMMON 037833100 37 600. SOLE SHARED
APPLIED MATERIAL COMMON 038222105 43 560. SOLE SHARED
AQUARION CO COMMON 03838W101 496 13850. SOLE SHARED
ARCHER-DANIELS-MIDLAND C COMMON 039483102 31. SOLE SHARED
ARCTIC CAT INC COMMON 039670104 441 46200. SOLE SHARED
ARGONAUT GROUP INC COMMON 040157109 10 400. SOLE SHARED
ARMCO INC COMMON 042170100 1 252. SOLE SHARED
ARNOLD INDUSTRIES INC COMMON 042595108 383 30400. SOLE SHARED
ARVIN INDUSTRIES INC COMMON 043339100 479 15500. SOLE SHARED
ASHLAND INC COMMON 044204105 36 1100. SOLE SHARED
ASIA PULP&PAPER LTD -SP COMMON 04516V100 16 2800. SOLE SHARED
ASSOCIATED BANC CORP COMMON 045487105 13 384. SOLE SHARED
AT HOME CORP SER A COMMON 045919107 8 200. SOLE SHARED
ASSOC FST CAPITAL CP -C COMMON 046008108 71 1992. SOLE SHARED
ATLANTIC RICHFIELD CO COMMON 048825103 8 100. SOLE SHARED
ATMOS ENERGY CORP COMMON 049560105 3 150. SOLE SHARED
AURA SYSTEMS INC COMMON 051526101 1450. SOLE SHARED
AUTOMATIC DATA PROCESSIN COMMON 053015103 1218 27300. SOLE SHARED
AVERY DENNISON CORP COMMON 053611109 437 8300. SOLE SHARED
AVON PRODUCTS COMMON 054303102 7 300. SOLE SHARED
AXA-UAP SA -SPON ADR COMMON 054536107 12 200. SOLE SHARED
BB&T CORP COMMON 054937107 776 23972. SOLE SHARED
BCE INC COMMON 05534B109 4931 99000. SOLE SHARED
BP AMOCO plc COMMON 055622104 129 1172. SOLE SHARED
BT FINANCIAL CORP COMMON 055763106 5 220. SOLE SHARED
BMC SOFTWARE INC COMMON 055921100 93 1300. SOLE SHARED
BPI INDUSTRIES INC COMMON 055934103 2 2400. SOLE SHARED
BALDOR ELECTRIC COMMON 057741100 147 7766. SOLE SHARED
BANCO BILBAO VIZCAYA -A COMMON 059458208 193 14800. SOLE SHARED
BANCO COMERCIAL PORTGE COMMON 059479303 24 900. SOLE SHARED
BANCORP CONN INC COMMON 059684100 3 200. SOLE SHARED
BANK OF AMERICA CORP. COMMON 060505104 1407 25267. SOLE SHARED
BANK OF NEW YORK CO INC COMMON 064057102 216 6470. SOLE SHARED
BANK ONE CORP COMMON 06423A103 947 27220. SOLE SHARED
BANTA CORP COMMON 066821109 20 900. SOLE SHARED
BARD (C.R.) INC COMMON 067383109 376 8000. SOLE SHARED
BARCLAYS PLC/ENGLAND -A COMMON 06738E204 23 200. SOLE SHARED
BASS PLC -ADR COMMON 069904209 116 9300. SOLE SHARED
BASSETT FURNITURE INDS COMMON 070203104 283 14900. SOLE SHARED
BAXTER INTERNATIONAL INC COMMON 071813109 24 400. SOLE SHARED
BAY VIEW CAP CORP COMMON 07262L101 417 31500. SOLE SHARED
BEL FUSE INC COMMON 077347201 6 200. SOLE SHARED
BELL ATLANTIC CORP COMMON 077853109 2941 43700. SOLE SHARED
BELLSOUTH CORP COMMON 079860102 2919 64870. SOLE SHARED
BENCHMARK ELECTRONICS IN COMMON 08160H101 6 190. SOLE SHARED
BERKSHIRE HATHAWAY INC. COMMON 084670207 115 62. SOLE SHARED
BEST BUY CO INC COMMON 086516101 6 100. SOLE SHARED
BESTFOODS COMMON 08658U101 1595 32856. SOLE SHARED
BIOGEN INC COMMON 090597105 23 300. SOLE SHARED
BLACK & DECKER CORP COMMON 091797100 4 100. SOLE SHARED
BLAIR CORP COMMON 092828102 195 11100. SOLE SHARED
BLOCK H & R INC COMMON 093671105 1051 24200. SOLE SHARED
BLOUNT INTERNATIONAL INC COMMON 095180105 4 297. SOLE SHARED
BLUE FISH CLOTHING COMMON 095480109 200. SOLE SHARED
BLUE SQUARE-ISRAEL LTD COMMON 096055108 8 600. SOLE SHARED
BOB EVANS FARMS COMMON 096761101 723 35500. SOLE SHARED
BOMBAY CO INC COMMON 097924104 45 8900. SOLE SHARED
BORG WARNER AUTO COMMON 099724106 2 60. SOLE SHARED
BRENTON BKS INC COMMON 107211104 14 1012. SOLE SHARED
BRIGGS & STRATTON COMMON 109043109 321 5500. SOLE SHARED
BRISTOL MYERS SQUIBB COMMON 110122108 2914 43171. SOLE SHARED
BRITISH TELECOM PLC -AD COMMON 111021408 46 300. SOLE SHARED
BROWN & BROWN INC COMMON 115236101 136 4100. SOLE SHARED
BROWN-FORMAN -CL B COMMON 115637209 2045 32800. SOLE SHARED
BRUNSWICK CORP COMMON 117043109 636 25600. SOLE SHARED
BRUSH WELLMAN INC COMMON 117421107 2 200. SOLE SHARED
BRLNGTN NTHRN SANTA FE COMMON 12189T104 1609 58535. SOLE SHARED
BURR-BROWN CORP COMMON 122574106 7 202. SOLE SHARED
CCBT BANCORP INC. COMMON 12487S105 9 600. SOLE SHARED
CBS CORP COMMON 12490K107 13 300. SOLE SHARED
CDW COMPUTER CENTERS COMMON 125129106 40 824. SOLE SHARED
CIGNA CORP COMMON 125509109 209 2700. SOLE SHARED
CLECO CORP. COMMON 12561W105 132 4100. SOLE SHARED
CMP GROUP INC COMMON 125887109 255 9700. SOLE SHARED
CPI CORP COMMON 125902106 406 11900. SOLE SHARED
CPB INC COMMON 125903104 260 11400. SOLE SHARED
CNA SURETY CORP COMMON 12612L108 72 5500. SOLE SHARED
CTS CORP COMMON 126501105 437 7600. SOLE SHARED
CVS CORP COMMON 126650100 15 380. SOLE SHARED
CABLE & WIRELESS HKT SPO COMMON 126828102 287 13200. SOLE SHARED
CABLE & WIRELESS PLC -A COMMON 126830207 3 100. SOLE SHARED
CADMUS COMMUNICATIONS CO COMMON 127587103 184 16600. SOLE SHARED
CAMPBELL SOUP CO COMMON 134429109 1944 49700. SOLE SHARED
CANON INC -ADR COMMON 138006309 752 25400. SOLE SHARED
CARLISLE COS INC COMMON 142339100 221 5600. SOLE SHARED
CARLTON COMMUN PLC -ADR COMMON 142872209 561 14500. SOLE SHARED
CARNIVAL CORP COMMON 143658102 43 1000. SOLE SHARED
CAROLINA FIRST CORP COMMON 143877108 7 400. SOLE SHARED
CAROLINA POWER & LIGHT COMMON 144141108 268 7600. SOLE SHARED
CARTER-WALLACE INC COMMON 146285101 51 2900. SOLE SHARED
CASCADE NATURAL GAS CORP COMMON 147339105 21 1200. SOLE SHARED
CATERPILLAR INC COMMON 149123101 65 1200. SOLE SHARED
CATO CORP -CL A COMMON 149205106 442 31400. SOLE SHARED
CAVALIER HOMES INC COMMON 149507105 200 40100. SOLE SHARED
CENTEX CONSTRN PRODS INC COMMON 15231R109 200 5400. SOLE SHARED
CENTRAL HUDSON GAS & ELE COMMON 153609102 66 1700. SOLE SHARED
CENTRAL NEWSPAPERS -CL COMMON 154647101 213 4800. SOLE SHARED
CENTRAL VERMONT PUB SERV COMMON 155771108 167 12700. SOLE SHARED
CENTURA BANKS INC COMMON 15640T100 119 2900. SOLE SHARED
CENTURY BANCORP INC/MA COMMON 156432106 51 2900. SOLE SHARED
CENTURY SOUTH BKS INC COMMON 156683104 71 3100. SOLE SHARED
CHALONE WINE GROUP LTD COMMON 157639105 100. SOLE SHARED
CHARTER ONE FINANCIAL COMMON 160903100 76 3322. SOLE SHARED
CHASE MANHATTAN CORP COMMON 16161A108 1091 14480. SOLE SHARED
CHEVRON CORP COMMON 166751107 528 5950. SOLE SHARED
CHOICEPOINT INC. COMMON 170388102 12 180. SOLE SHARED
CHUBB CORP COMMON 171232101 19 400. SOLE SHARED
CHURCH & DWIGHT INC COMMON 171340102 192 7700. SOLE SHARED
CIENA CORP COMMON 171779101 9 250. SOLE SHARED
CIFRA S A DE C V ADR B COMMON 171785207 3 2232. SOLE SHARED
CISCO SYSTEMS INC COMMON 17275R102 3995 58280. SOLE SHARED
CINTAS CORP COMMON 172908105 5 100. SOLE SHARED
CITIGROUP INC COMMON 172967101 6020 136820. SOLE SHARED
CITIZENS UTILITIES -CL B COMMON 177342201 46 4083. SOLE SHARED
CLAIRES STORES INC COMMON 179584107 92 5600. SOLE SHARED
CLARCOR INC COMMON 179895107 441 26250. SOLE SHARED
CLAYTON HOMES INC COMMON 184190106 3 425. SOLE SHARED
CLOROX CO/DE COMMON 189054109 191 5000. SOLE SHARED
COACHMEN INDUSTRIES INC COMMON 189873102 24 1600. SOLE SHARED
COCA-COLA CO COMMON 191216100 2294 47550. SOLE SHARED
COLGATE-PALMOLIVE CO COMMON 194162103 2232 48790. SOLE SHARED
COLUMBIA SPORTSWEAR CO COMMON 198516106 4 325. SOLE SHARED
COMCAST CORP -CL A SPL COMMON 200300200 548 13750. SOLE SHARED
COMERICA INC COMMON 200340107 1053 20800. SOLE SHARED
COMMERCE BANCSHARES INC COMMON 200525103 45 1275. SOLE SHARED
COMMERCIAL INTERTECH COMMON 201709102 2 200. SOLE SHARED
COMMERCIAL METALS COMMON 201723103 980 34100. SOLE SHARED
COMMONWEALTH BANCORP INC COMMON 20268X102 3 200. SOLE SHARED
COMMUNITY BK SYS INC COMMON 203607106 19 700. SOLE SHARED
COMMUNITY FINL GROUP INC COMMON 20365M108 17 1200. SOLE SHARED
COMMUNITY SAVINGS BANKSH COMMON 204037105 85 7100. SOLE SHARED
COMPANIA BOLIVIANA ENERG COMMON 204425102 1400. SOLE SHARED
COMPAQ COMPUTER CORP COMMON 204493100 86 3774. SOLE SHARED
COMPASS BANCSHARES INC COMMON 20449H109 16 666. SOLE SHARED
COMPLETE BUSINESS COMMON 20452F107 9 675. SOLE SHARED
COMPUTER ASSOCIATES INTL COMMON 204912109 30 500. SOLE SHARED
COMPUWARE CORP COMMON 205638109 36 1400. SOLE SHARED
CONAGRA, INC. COMMON 205887102 29 1298. SOLE SHARED
CONMED CORP COMMON 207410101 10 415. SOLE SHARED
CONNECTICUT WATER SVC IN COMMON 207797101 50 1700. SOLE SHARED
CONSECO INC COMMON 208464107 5 300. SOLE SHARED
CONSOLIDATED EDISON INC COMMON 209115104 302 7300. SOLE SHARED
CONSOLIDATED NATURAL GAS COMMON 209615103 149 2400. SOLE SHARED
CONSTELLATION ENERGY COMMON 210371100 1200 42700. SOLE SHARED
CONTOUR ENERGY CO. COMMON 21220C103 3 1850. SOLE SHARED
COOPER INDUSTRIES INC COMMON 216669101 668 14300. SOLE SHARED
COOPER TIRE & RUBBER COMMON 216831107 526 29900. SOLE SHARED
CORUS BANKSHARES INC COMMON 220873103 12 500. SOLE SHARED
COSTCO COMPANIES INC COMMON 22160Q102 3 50. SOLE SHARED
COUNTRYWIDE CREDIT IND I COMMON 222372104 148 4600. SOLE SHARED
COX COMMUNICATIONS -CL COMMON 224044107 11 280. SOLE SHARED
CRANE CO COMMON 224399105 701 31275. SOLE SHARED
CUBIC CORP COMMON 229669106 159 6800. SOLE SHARED
CULLEN/FROST BANKERS INC COMMON 229899109 10 400. SOLE SHARED
CURTISS-WRIGHT CORP COMMON 231561101 251 7800. SOLE SHARED
DQE INC COMMON 23329J104 88 2250. SOLE SHARED
DANA CORP COMMON 235811106 2400 64650. SOLE SHARED
DAYTON HUDSON CORP COMMON 239753106 1039 17300. SOLE SHARED
DEB SHOPS INC COMMON 242728103 138 7100. SOLE SHARED
DEERE & CO COMMON 244199105 50 1303. SOLE SHARED
DELL COMPUTER CORP COMMON 247025109 2282 54600. SOLE SHARED
DELPHI AUTOMOTIVE SYSTEM COMMON 247126105 1 69. SOLE SHARED
DELTA AIR LINES INC COMMON 247361108 34 714. SOLE SHARED
DEPARTMENT 56 INC -SER COMMON 249509100 43 1800. SOLE SHARED
DESC S A DE C V -SPON A COMMON 250309101 15 900. SOLE SHARED
DIAGEO PLC -ADR COMMON 25243Q205 16 400. SOLE SHARED
DIAGNOSTIC PRODUCTS CORP COMMON 252450101 222 8300. SOLE SHARED
DIAL CORPORATION COMMON 25247D101 15 600. SOLE SHARED
DIAMOND OFFSHRE DRILLING COMMON 25271C102 1124 33700. SOLE SHARED
DIEBOLD INC COMMON 253651103 2 100. SOLE SHARED
DIME COMMUNITY BANCSHARE COMMON 253922108 36. SOLE SHARED
DISNEY (WALT) COMPANY COMMON 254687106 41 1608. SOLE SHARED
DIXIE GROUP INC COMMON 255519100 217 28100. SOLE SHARED
DOLLAR GENERAL COMMON 256669102 739 23939. SOLE SHARED
DOMINION RESOURCES INC COMMON 257470104 18 400. SOLE SHARED
DONALDSON CO INC COMMON 257651109 150 6500. SOLE SHARED
DONNELLEY (R R) & SONS C COMMON 257867101 54 1900. SOLE SHARED
DOUBLECLICK INC COMMON 258609304 23 200. SOLE SHARED
DOVER CORP COMMON 260003108 8 200. SOLE SHARED
DOW CHEMICAL COMMON 260543103 2903 25550. SOLE SHARED
DOWNEY FINANCIAL CORP COMMON 261018105 42 2100. SOLE SHARED
DU PONT (E I) DE NEMOURS COMMON 263534109 7958 131538. SOLE SHARED
DUKE ENERGY CORP COMMON 264399106 16 300. SOLE SHARED
DUN & BRADSTREET (NEW) COMMON 26483B106 23 800. SOLE SHARED
ECI TELECOMMUNICATIONS COMMON 268258100 9 400. SOLE SHARED
EMC CORP/MA COMMON 268648102 2148 30100. SOLE SHARED
ENSCO INTERNATIONAL INC COMMON 26874Q100 12 700. SOLE SHARED
ESB FINANCIAL CORP COMMON 26884F102 15 1200. SOLE SHARED
ETEC SYS INC COMMON 26922C103 5 155. SOLE SHARED
E'TOWN CORP COMMON 269242103 575 11600. SOLE SHARED
EAGLE BANCSHARES INC COMMON 26942C109 64 3500. SOLE SHARED
EARTHGRAINS CO COMMON 270319106 30 1400. SOLE SHARED
EATON CORP COMMON 278058102 8 100. SOLE SHARED
ECOLAB INC COMMON 278865100 1303 38200. SOLE SHARED
EDISON INTERNATIONAL COMMON 281020107 31 1300. SOLE SHARED
ELCOR CORP COMMON 284443108 206 8244. SOLE SHARED
ELECTRONIC ARTS INC COMMON 285512109 7 100. SOLE SHARED
ELECTRONIC DATA SYSTEMS COMMON 285661104 42 800. SOLE SHARED
ELRON ELECTRONIC INDS - COMMON 290160100 693 30000. SOLE SHARED
EMBOTELLADORA ANDINA -A COMMON 29081P204 3 200. SOLE SHARED
EMERSON ELECTRIC CO COMMON 291011104 5087 80508. SOLE SHARED
ENDESA SA -ADR COMMON 29258N107 34 1800. SOLE SHARED
ENERGEN CORP COMMON 29265N108 164 8100. SOLE SHARED
ENERGY EAST CORP COMMON 29266M109 2 100. SOLE SHARED
ENHANCE FINANCIAL SVCS G COMMON 293310108 14 800. SOLE SHARED
ENNIS BUSINESS FORMS COMMON 293389102 367 41400. SOLE SHARED
ENRON CORP COMMON 293561106 325 7924. SOLE SHARED
ENTERGY CORP COMMON 29364G103 23 800. SOLE SHARED
EQUIFAX INC COMMON 294429105 672 23900. SOLE SHARED
EQUITABLE COS INC COMMON 29444G107 8. SOLE SHARED
ERICSSON (L M) TEL -ADR COMMON 294821400 1221 39100. SOLE SHARED
ETHYL CORP COMMON 297659104 133 34500. SOLE SHARED
EXXON CORP COMMON 302290101 7376 97060. SOLE SHARED
F & M BANCORPORATION INC COMMON 302371109 36 1050. SOLE SHARED
F & M NATL CORP COMMON 302374103 130 5000. SOLE SHARED
F N B CORP/PA COMMON 302520101 150 6216. SOLE SHARED
FPL GROUP INC COMMON 302571104 841 16700. SOLE SHARED
FAMILY DOLLAR STORES COMMON 307000109 770 36450. SOLE SHARED
FARMER BROS CO COMMON 307675108 83 500. SOLE SHARED
FDX CORP COMMON 31304N107 46 1200. SOLE SHARED
FED HOME LOAN MTG CO COMMON 313400301 109 2110. SOLE SHARED
FEDERAL NATL MORTGAGE AS COMMON 313586109 3591 57290. SOLE SHARED
FEDERAL SIGNAL CORP COMMON 313855108 11 600. SOLE SHARED
FEDERATED DEPT STORES COMMON 31410H101 93 2135. SOLE SHARED
FIAT SPA -ADR COMMON 315621888 155 4700. SOLE SHARED
FIDELITY NATIONAL FINL I COMMON 316326107 201 13300. SOLE SHARED
THE FINISH LINE COMMON 317923100 11 1285. SOLE SHARED
FINOVA GROUP COMMON 317928109 87 2400. SOLE SHARED
FIRST AMER FINL CP CA COMMON 318522307 96 7250. SOLE SHARED
FIRST BANCORP (PUERTO RI COMMON 318672102 15 800. SOLE SHARED
FIRST COMMONWLTH FINL CP COMMON 319829107 10 400. SOLE SHARED
FIRST ESSEX BANCORP COMMON 320103104 4 300. SOLE SHARED
FIRST FEDERAL BANCSHARES COMMON 32020F105 51 2900. SOLE SHARED
FIRST SENTINEL BANCORP I COMMON 33640T103 88 11300. SOLE SHARED
FIRST UNION CORP (N C) COMMON 337358105 14 400. SOLE SHARED
FIRST WASHINGTON BANCORP COMMON 33748T104 14 800. SOLE SHARED
FIRSTAR CORP. COMMON 33763V109 5 209. SOLE SHARED
FIRSTENERGY CORP COMMON 337932107 354 14000. SOLE SHARED
FLEET FINANCIAL GROUP IN COMMON 338915101 255 6974. SOLE SHARED
FLEETWOOD ENTERPRISES COMMON 339099103 450 22300. SOLE SHARED
FLEXSTEEL INDS COMMON 339382103 36 2700. SOLE SHARED
FLORIDA ROCK INDS COMMON 341140101 1668 48000. SOLE SHARED
FLUOR CORP COMMON 343861100 12 300. SOLE SHARED
FLUSHING FINANCIAL CORP COMMON 343873105 36 2300. SOLE SHARED
FORD MOTOR CO COMMON 345370100 5349 106450. SOLE SHARED
FORTUNE BRANDS INC COMMON 349631101 909 28200. SOLE SHARED
FREMONT GENERAL CORP COMMON 357288109 382 40575. SOLE SHARED
GA FINANCIAL INC COMMON 361437106 1 100. SOLE SHARED
GBC BANCORP/CA COMMON 361475106 3 200. SOLE SHARED
GPU INC COMMON 36225X100 32 1000. SOLE SHARED
GTE CORP COMMON 362320103 15 200. SOLE SHARED
GAINSCO INC COMMON 363127101 100. SOLE SHARED
GALLAGHER (ARTHUR J.) & COMMON 363576109 106 2000. SOLE SHARED
GANNETT CO COMMON 364730101 4777 69050. SOLE SHARED
GAP INC COMMON 364760108 2311 72235. SOLE SHARED
GARDEN FRESH RESTAURANT COMMON 365235100 7 500. SOLE SHARED
GATEWAY INC. COMMON 367626108 43 980. SOLE SHARED
GENERAL CABLE CORP/DE COMMON 369300108 118 9910. SOLE SHARED
GENERAL DYNAMICS CORP COMMON 369550108 668 10700. SOLE SHARED
GENERAL ELECTRIC CO COMMON 369604103 8543 72056. SOLE SHARED
GENERAL MILLS INC COMMON 370334104 657 8100. SOLE SHARED
GENERAL MOTORS CORP COMMON 370442105 767 12200. SOLE SHARED
GENUINE PARTS CO COMMON 372460105 1198 45119. SOLE SHARED
GILLETTE CO COMMON 375766102 278 8200. SOLE SHARED
GLEASON CORP COMMON 377339106 132 7800. SOLE SHARED
GLAXO WELLCOME PLC -SP COMMON 37733W105 301 5800. SOLE SHARED
GOODRICH (B F) CO COMMON 382388106 11 400. SOLE SHARED
GORMAN-RUPP CO COMMON 383082104 29 1900. SOLE SHARED
GRACO INC COMMON 384109104 228 6950. SOLE SHARED
GRAINGER (W W) INC COMMON 384802104 2965 61700. SOLE SHARED
GRANITE CONSTRUCTION INC COMMON 387328107 603 23150. SOLE SHARED
GRANITE ST BANKSHARES IN COMMON 387472103 4 200. SOLE SHARED
GREATER BAY BANCORP COMMON 391648102 3 100. SOLE SHARED
GREENBRIER COMPANIES INC COMMON 393657101 95 8600. SOLE SHARED
GREIF BROS CORP -CL A COMMON 397624107 155 5500. SOLE SHARED
GRUPO ELEKTRA SA DE CV COMMON 40050A102 108 22600. SOLE SHARED
HMT TECHNOLOGY CORP COMMON 403917110 2 675. SOLE SHARED
HA-LO INDS INC COMMON 404429102 3 600. SOLE SHARED
HARBOR FLORIDA BANCSHARE COMMON 411901101 187 15400. SOLE SHARED
HARLEY-DAVIDSON INC COMMON 412822108 200 4000. SOLE SHARED
HARLEYSVILLE GROUP INC COMMON 412824104 302 21500. SOLE SHARED
HARTFORD FINANCIAL SVCS COMMON 416515104 22 560. SOLE SHARED
HAVERTY FURNITURE COMMON 419596101 2380 164200. SOLE SHARED
HAWAIIAN ELECTRIC INDS COMMON 419870100 10 300. SOLE SHARED
HEINZ (H J) CO COMMON 423074103 120 2800. SOLE SHARED
HELMERICH & PAYNE COMMON 423452101 32 1300. SOLE SHARED
HERSHEY FOODS CORP COMMON 427866108 613 12600. SOLE SHARED
HERTZ CORP -CL A COMMON 428040109 2 55. SOLE SHARED
HEWLETT-PACKARD CO COMMON 428236103 3273 36070. SOLE SHARED
HIGHWOODS PROPERTIES INC COMMON 431284108 3 146. SOLE SHARED
HILB ROGAL & HAMILTON CO COMMON 431294107 100 4000. SOLE SHARED
HILTON HOTELS CORP COMMON 432848109 2 300. SOLE SHARED
HOLLINGER INTL INC -CL COMMON 435569108 58 4900. SOLE SHARED
HOLLY CORP COMMON 435758305 471 31400. SOLE SHARED
HOLOGIC INC COMMON 436440101 1 480. SOLE SHARED
HOME DEPOT INC COMMON 437076102 5759 83926. SOLE SHARED
HON INDUSTRIES COMMON 438092108 19 1000. SOLE SHARED
HONEYWELL INC COMMON 438506107 634 5700. SOLE SHARED
HORIZON FINANCIAL CORP/W COMMON 44041F105 194 17300. SOLE SHARED
HOUSEHOLD INTERNATIONAL COMMON 441815107 8 200. SOLE SHARED
HUGHES SUPPLY INC COMMON 444482103 672 30900. SOLE SHARED
HUNT (JB) TRANSPRT SVCS COMMON 445658107 6 500. SOLE SHARED
HUNTINGTON BANCSHARES COMMON 446150104 5 220. SOLE SHARED
HUTCHINSON TECH COMMON 448407106 9 365. SOLE SHARED
IMCO RECYCLING INC COMMON 449681105 468 31200. SOLE SHARED
ISB FINANCIAL CORP COMMON 450091103 123 7300. SOLE SHARED
ITT INDUSTRIES INC COMMON 450911102 17 560. SOLE SHARED
IDA CORP INC. COMMON 451107106 15 500. SOLE SHARED
IDEX CORP COMMON 45167R104 22 800. SOLE SHARED
ILLINOIS TOOL WORKS COMMON 452308109 1140 15300. SOLE SHARED
INDEPENDENT BANK CORP/MA COMMON 453836108 28 2200. SOLE SHARED
INDEPENDENT BANK CORP/MI COMMON 453838104 3 200. SOLE SHARED
INGERSOLL-RAND CO COMMON 456866102 810 14750. SOLE SHARED
INNOVEX INC COMMON 457647105 40 4500. SOLE SHARED
INTEL CORP COMMON 458140100 5339 71850. SOLE SHARED
INTERMET CORP COMMON 45881K104 247 29250. SOLE SHARED
INTL BANCSHARES CORP COMMON 459044103 61 1375. SOLE SHARED
INTL BUSINESS MACHINES C COMMON 459200101 7585 62690. SOLE SHARED
INTL FLAVORS & FRAGRANCE COMMON 459506101 3 100. SOLE SHARED
INTL MULTIFOODS CORP COMMON 460043102 11 500. SOLE SHARED
INTL PAPER CO COMMON 460146103 77 1610. SOLE SHARED
INTERPOOL INC COMMON 46062R108 226 29700. SOLE SHARED
INTERPUBLIC GROUP OF COS COMMON 460690100 49 1200. SOLE SHARED
INTIMATE BRANDS INC -CL COMMON 461156101 4590 117900. SOLE SHARED
JSB FINL INC COMMON 46624M100 543 9500. SOLE SHARED
JEFFERSON-PILOT CORP COMMON 475070108 4369 69157. SOLE SHARED
JOHN NUVEEN CO -CL A COMMON 478035108 14 400. SOLE SHARED
JOHNSON & JOHNSON COMMON 478160104 5205 56662. SOLE SHARED
JOHNSON CONTROLS INC COMMON 478366107 4794 72300. SOLE SHARED
JUSTIN INDUSTRIES COMMON 482171105 903 63700. SOLE SHARED
KANSAS CITY LIFE INS CO COMMON 484836101 335 9200. SOLE SHARED
KANSAS CITY SOUTHERN IND COMMON 485170104 20 450. SOLE SHARED
KAUFMAN & BROAD HOME COMMON 486168107 342 16600. SOLE SHARED
KAYDON CORP COMMON 486587108 129 5200. SOLE SHARED
KELLOGG CO COMMON 487836108 11 300. SOLE SHARED
KELLWOOD CO COMMON 488044108 35 1600. SOLE SHARED
KEYCORP COMMON 493267108 1178 45652. SOLE SHARED
KIMBALL INTERNATIONAL - COMMON 494274103 71 3700. SOLE SHARED
KIMBERLY-CLARK CORP COMMON 494368103 2344 44452. SOLE SHARED
KLAMATH FIRST BANCORP IN COMMON 49842P103 6 500. SOLE SHARED
LTV CORP COMMON 501921100 2 500. SOLE SHARED
LSI INDS INC COMMON 50216C108 189 8300. SOLE SHARED
LA-Z-BOY INC COMMON 505336107 455 23900. SOLE SHARED
LACLEDE GAS CO COMMON 505588103 2 100. SOLE SHARED
LAFARGE CORP COMMON 505862102 54 1700. SOLE SHARED
LANCASTER COLONY CORP COMMON 513847103 1234 38564. SOLE SHARED
LAWSON PRODUCTS COMMON 520776105 15 700. SOLE SHARED
LEE ENTERPRISES COMMON 523768109 5 200. SOLE SHARED
LEGGETT & PLATT INC COMMON 524660107 96 4900. SOLE SHARED
LEHMAN BROTHERS HOLDINGS COMMON 524908100 1 20. SOLE SHARED
LEXMARK INTL GRP INC -C COMMON 529771107 32 400. SOLE SHARED
LIFETIME HOAN CORP COMMON 531926103 76 10500. SOLE SHARED
LILLY (ELI) & CO COMMON 532457108 155 2424. SOLE SHARED
LILLY INDS INC -CL A COMMON 532491107 250 18400. SOLE SHARED
LIMITED INC COMMON 532716107 7 200. SOLE SHARED
LINCOLN NATIONAL CORP COMMON 534187109 18 500. SOLE SHARED
LINDBERG CORP COMMON 535171102 16 1800. SOLE SHARED
LINEAR TECHNOLOGY CORP COMMON 535678106 5 100. SOLE SHARED
LIQUI-BOX CORP COMMON 536314107 167 3100. SOLE SHARED
LIZ CLAIBORNE INC COMMON 539320101 450 14525. SOLE SHARED
LOCKHEED MARTIN CORP COMMON 539830109 13 400. SOLE SHARED
LOEWS CORP COMMON 540424108 1158 16500. SOLE SHARED
LONDON PACIFIC GROUP LTD COMMON 542073101 21 1000. SOLE SHARED
LONGS DRUG STORES INC COMMON 543162101 3843 128650. SOLE SHARED
LUCENT TECHNOLOGIES INC COMMON 549463107 373 5763. SOLE SHARED
LUXOTTICA GROUP SPA -A COMMON 55068R202 87 4600. SOLE SHARED
M & F WORLDWIDE CORP COMMON 552541104 16. SOLE SHARED
MAF BANCORP INC COMMON 55261R108 7 400. SOLE SHARED
MBNA CORP COMMON 55262L100 169 7429. SOLE SHARED
MDC HOLDINGS INC COMMON 552676108 1236 76400. SOLE SHARED
MCI WORLDCOM INC COMMON 55268B106 110 1544. SOLE SHARED
M/I SCHOTTENSTEIN HOMES COMMON 55305B101 343 20800. SOLE SHARED
MTS SYSTEMS CORP COMMON 553777103 50 4900. SOLE SHARED
MYR GROUP INC COMMON 554053108 105 4697. SOLE SHARED
MAIN STREET BANCORP, INC COMMON 559906102 3 284. SOLE SHARED
MALLINCKRODT INC COMMON 561232109 21 700. SOLE SHARED
MANITOWOC CO COMMON 563571108 522 15300. SOLE SHARED
GREG MANNING AUCTIONS IN COMMON 563823103 2 200. SOLE SHARED
MARKET GUIDE INC NEW COMMON 570565200 15 1000. SOLE SHARED
MARSH & MCLENNAN COS COMMON 571748102 130 1900. SOLE SHARED
MARRIOTT INTL INC COMMON 571903202 39 1200. SOLE SHARED
MASCO CORP COMMON 574599106 3028 97700. SOLE SHARED
MASTEC INC COMMON 576323109 8 275. SOLE SHARED
MAY DEPARTMENT STORES CO COMMON 577778103 952 26150. SOLE SHARED
MAYTAG CORP COMMON 578592107 1923 57751. SOLE SHARED
MCCORMICK & CO COMMON 579780206 347 10500. SOLE SHARED
MCDONALDS CORP COMMON 580135101 2713 62750. SOLE SHARED
MCGRATH RENTCORP COMMON 580589109 289 16100. SOLE SHARED
MCGRAW-HILL COMPANIES COMMON 580645109 986 20400. SOLE SHARED
MEDFORD BANCORP INC COMMON 584131106 309 20100. SOLE SHARED
MEDIAONE GROUP INC COMMON 58440J104 307 4500. SOLE SHARED
MEDTRONIC INC COMMON 585055106 17 500. SOLE SHARED
MELLON BANK CORP COMMON 585509102 79 2370. SOLE SHARED
MEDISCIENCE TECH COMMON 585901101 3 10000. SOLE SHARED
MERCANTILE BANKSHARES CO COMMON 587405101 38 1250. SOLE SHARED
MERCHANTS BANCORP INC/DE COMMON 588438101 33 1100. SOLE SHARED
MERCK & CO COMMON 589331107 6505 100378. SOLE SHARED
MEREDITH CORP COMMON 589433101 490 13500. SOLE SHARED
MERISTAR HOSPITALITY COR COMMON 58984Y103 29 1900. SOLE SHARED
MICHAEL FOODS INC COMMON 594079105 39 1500. SOLE SHARED
MICROSOFT CORP COMMON 594918104 12242 135180. SOLE SHARED
MICRON TECHNOLOGY INC COMMON 595112103 6 100. SOLE SHARED
MIDCOAST ENERGY RES INC COMMON 59563W104 371 18825. SOLE SHARED
MIDWEST REAL ESTATE LP COMMON 598371102 400. SOLE SHARED
MILACRON INC. COMMON 598709103 102 5800. SOLE SHARED
MILLER (HERMAN) INC COMMON 600544100 83 3500. SOLE SHARED
MILLIPORE CORP COMMON 601073109 15 400. SOLE SHARED
MINNESOTA MINING & MFG C COMMON 604059105 1210 12600. SOLE SHARED
MISSION WEST PROPERTIES COMMON 605203108 100. SOLE SHARED
MOBIL CORP COMMON 607059102 1914 19000. SOLE SHARED
MODIS PROFESSIONAL SVCS COMMON 607830106 6 460. SOLE SHARED
MOLEX INC COMMON 608554101 65 1800. SOLE SHARED
MONSANTO CO COMMON 611662107 2815 78900. SOLE SHARED
MORGAN (J P) & CO COMMON 616880100 39 350. SOLE SHARED
MORGAN KEEGAN INC COMMON 617410105 47 2800. SOLE SHARED
MORGAN STANLEY DEAN WITT COMMON 617446448 26 300. SOLE SHARED
MOTOROLA INC COMMON 620076109 138 1570. SOLE SHARED
MYERS INDUSTRIES INC COMMON 628464109 520 29325. SOLE SHARED
N B T BANCORP INC COMMON 628778102 8 476. SOLE SHARED
NCR CORP COMMON 62886E108 1 43. SOLE SHARED
NASB FINANCIAL INC COMMON 628968109 9 900. SOLE SHARED
NALCO CHEMICAL CO COMMON 629853102 50 1000. SOLE SHARED
UIT NASDAQ 100 TR 1 COMMON 631100104 192 1600. SOLE SHARED
NATIONAL BANCORP ALASKA COMMON 632587101 7 300. SOLE SHARED
NATIONAL COMM BANCORP/TN COMMON 635449101 114 5200. SOLE SHARED
NATL POWER PLC -SPON AD COMMON 637194408 19 600. SOLE SHARED
NATIONAL PRESTO INDS INC COMMON 637215104 1243 32200. SOLE SHARED
NATIONAL SERVICE INDS IN COMMON 637657107 395 12540. SOLE SHARED
NATL WESTMINSTER BANK - COMMON 638539403 13 100. SOLE SHARED
NATURES SUNSHINE PRODS I COMMON 639027101 27 2900. SOLE SHARED
NELSON (THOMAS) INC COMMON 640376109 3 400. SOLE SHARED
NETWORK ASSOCIATES INC COMMON 640938106 5 300. SOLE SHARED
NEW ENGLAND BUSINESS SVC COMMON 643872104 151 5300. SOLE SHARED
NEW JERSEY RESOURCES COMMON 646025106 4 100. SOLE SHARED
NEW YORK TIMES CO -CL A COMMON 650111107 28 770. SOLE SHARED
NEWELL RUBBERMAID INC. COMMON 651229106 885 31000. SOLE SHARED
NEWS CORP LTD -ADR COMMON 652487703 48 1700. SOLE SHARED
NIELSEN MEDIA RESEARCH COMMON 653929109 3 83. SOLE SHARED
NISOURCE INC. COMMON 65473P105 35 1600. SOLE SHARED
NOKIA CORP -ADR COMMON 654902204 6843 76150. SOLE SHARED
NORDSTROM, INC. COMMON 655664100 10 400. SOLE SHARED
NORTEL NETWORKS CORP COMMON 656569100 10 200. SOLE SHARED
NORTH FORK BANCORPORATIO COMMON 659424105 17 922. SOLE SHARED
NORTHERN TRUST CORP COMMON 665859104 66 800. SOLE SHARED
NORTHROP GRUMMAN CORP COMMON 666807102 1315 20700. SOLE SHARED
NORTHWESTERN CORP COMMON 668074107 179 7900. SOLE SHARED
NOVARTIS AG SPON ADR COMMON 66987V109 14 190. SOLE SHARED
NOTIFY CORPORATION COMMON 669956203 5 500. SOLE SHARED
NOVELL INC COMMON 670006105 2 100. SOLE SHARED
NOVO-NORDISK A/S -ADR COMMON 670100205 173 2900. SOLE SHARED
NSTAR COMMON 67019E107 45 1175. SOLE SHARED
OM GROUP INC COMMON 670872100 237 6200. SOLE SHARED
OLD KENT FINANCIAL CORP COMMON 679833103 60 1621. SOLE SHARED
OLD NATIONAL BANCORP COMMON 680033107 4 165. SOLE SHARED
OMNICOM GROUP COMMON 681919106 1615 20400. SOLE SHARED
ORACLE CORP COMMON 68389X105 1996 43890. SOLE SHARED
OREGON STEEL MILLS INC COMMON 686079104 31 2800. SOLE SHARED
ORIENTAL FINANCIAL GROUP COMMON 68618W100 16 733. SOLE SHARED
OSHKOSH B'GOSH INC -CL COMMON 688222207 146 9200. SOLE SHARED
OSHKOSH TRUCK CORP COMMON 688239201 169 6350. SOLE SHARED
OXFORD INDUSTRIES INC COMMON 691497309 653 30300. SOLE SHARED
PG&E CORP COMMON 69331C108 62 2400. SOLE SHARED
PAC GAS & ELEC QUIPS SER COMMON 69331F200 9 400. SOLE SHARED
PNC BANK CORP COMMON 693475105 84 1600. SOLE SHARED
PPG INDUSTRIES INC COMMON 693506107 3588 59800. SOLE SHARED
PACCAR INC COMMON 693718108 68 1351. SOLE SHARED
PALL CORP COMMON 696429307 39 1700. SOLE SHARED
PARKER-HANNIFIN CORP COMMON 701094104 578 12900. SOLE SHARED
PAYCHEX INC COMMON 704326107 999 29300. SOLE SHARED
PENN VIRGINIA CORP COMMON 707882106 132 6400. SOLE SHARED
PENNEY (J C) CO COMMON 708160106 652 18900. SOLE SHARED
PENNSYLVANIA ENTERPRISES COMMON 708720107 16 500. SOLE SHARED
PENTAIR INC COMMON 709631105 172 4300. SOLE SHARED
PEOPLES BANCSHARES INC/M COMMON 709795108 9 500. SOLE SHARED
PEOPLES HERITAGE FINL GP COMMON 711147108 6 405. SOLE SHARED
PEPSICO INC COMMON 713448108 161 5310. SOLE SHARED
PHARMACIA & UPJOHN INC COMMON 716941109 124 2500. SOLE SHARED
PFIZER INC COMMON 717081103 3518 98080. SOLE SHARED
PHILADELPHIA SUBURBAN CO COMMON 718009608 296 12575. SOLE SHARED
PHILIP MORRIS COS INC COMMON 718154107 28 820. SOLE SHARED
PHILLIPS PETROLEUM CO COMMON 718507106 9 185. SOLE SHARED
PHILLIPS-VAN HEUSEN COMMON 718592108 458 51700. SOLE SHARED
PHOENIX INVESTMENT PARTN COMMON 719085102 236 28200. SOLE SHARED
PIEDMONT NATURAL GAS CO COMMON 720186105 9 300. SOLE SHARED
PIONEER HI-BRED INTERNAT COMMON 723686101 47 1200. SOLE SHARED
PIONEER STANDARD ELECTRO COMMON 723877106 817 56600. SOLE SHARED
PITNEY BOWES INC COMMON 724479100 127 2100. SOLE SHARED
PITT-DES MOINES INC COMMON 724508106 175 8000. SOLE SHARED
POPULAR INC COMMON 733174106 618 22300. SOLE SHARED
POWER FINANCIAL CORP COMMON 73927C100 22 1365. SOLE SHARED
PRAXAIR INC COMMON 74005P104 13 300. SOLE SHARED
PREMIER NATL BANCORP COMMON 74053F107 90 5200. SOLE SHARED
PROCTER & GAMBLE CO COMMON 742718109 6125 65340. SOLE SHARED
PROTECTIVE LIFE CORP COMMON 743674103 188 6500. SOLE SHARED
PUB.SRV.OF N MEX COMMON 744499104 611 33500. SOLE SHARED
PUBLIC SERVICE ENTRP COMMON 744573106 2900 75100. SOLE SHARED
Q-ENTERTAINMENT INC COMMON 746937101 2000. SOLE SHARED
QUAKER OATS CO COMMON 747402105 767 12400. SOLE SHARED
QUEENS COUNTY BANCORP IN COMMON 748242104 34 1234. SOLE SHARED
QUILMES INDL QUINSA -AD COMMON 74838Y108 131 13700. SOLE SHARED
QUIXOTE CORP COMMON 749056107 186 12400. SOLE SHARED
QWEST COMM INTL INC COMMON 749121109 26 900. SOLE SHARED
RAYTHEON CO -CL B COMMON 755111408 893 18000. SOLE SHARED
REGAL BELOIT COMMON 758750103 145 7000. SOLE SHARED
REGIONS FINL CORP COMMON 758940100 3 100. SOLE SHARED
RELIANCE BANCORP INC COMMON 759451107 3 100. SOLE SHARED
RELIASTAR FINANCIAL CORP COMMON 75952U103 290 8722. SOLE SHARED
REPSOL SA -ADR COMMON 76026T205 1104 55400. SOLE SHARED
RHONE-POULENC SA -ADR 1 COMMON 762426609 87 1700. SOLE SHARED
RITE AID CORP COMMON 767754104 4 300. SOLE SHARED
ROCK-TENN COMPANY COMMON 772739207 847 58700. SOLE SHARED
ROHM & HAAS CO COMMON 775371107 1481 41000. SOLE SHARED
ROLLINS TRUCK LEASING COMMON 775741101 292 28850. SOLE SHARED
ROYAL DUTCH PET -NY REG COMMON 780257804 3877 65650. SOLE SHARED
RUDDICK CORP COMMON 781258108 330 20800. SOLE SHARED
RUSS BERRIE & CO INC COMMON 782233100 383 18300. SOLE SHARED
RYERSON TULL INC COMMON 78375P107 286 12400. SOLE SHARED
RYLAND GROUP INC COMMON 783764103 789 34700. SOLE SHARED
SBC COMMUNICATIONS INC COMMON 78387G103 5860 114771. SOLE SHARED
SCPIE HOLDINGS INC COMMON 78402P104 522 16600. SOLE SHARED
STANDARD & POORS DEP RCP COMMON 78462F103 1215 9437. SOLE SHARED
SABRE HOLDINGS CORP. COMMON 785905100 4 100. SOLE SHARED
SAFEWAY INC COMMON 786514208 70 1840. SOLE SHARED
ST PAUL COS COMMON 792860108 214 7800. SOLE SHARED
SANDY SPRING BANCORP INC COMMON 800363103 173 5600. SOLE SHARED
SARA LEE CORP COMMON 803111103 23 1001. SOLE SHARED
SCHAWK INC -CL A COMMON 806373106 9 1000. SOLE SHARED
SCHERING-PLOUGH COMMON 806605101 2903 66550. SOLE SHARED
SCHLUMBERGER LTD COMMON 806857108 36 580. SOLE SHARED
SCHULMAN (A.) INC COMMON 808194104 515 29800. SOLE SHARED
SCHWAB (CHARLES) CORP COMMON 808513105 198 5950. SOLE SHARED
SCIENT CORP COMMON 80864H109 6 100. SOLE SHARED
SEA CONTAINERS LTD -CL COMMON 811371707 845 30200. SOLE SHARED
SEALED AIR CORP NEW COMMON 81211K100 6 120. SOLE SHARED
SEARS ROEBUCK & CO COMMON 812387108 2 80. SOLE SHARED
SEAWAY FOOD TOWN INC COMMON 812744100 216 7750. SOLE SHARED
CEF SELECT SECTOR SPDR COMMON 81369Y308 22 1000. SOLE SHARED
CEF SELECT SECTOR SPDR COMMON 81369Y803 41 1000. SOLE SHARED
SELECTIVE INS GROUP INC COMMON 816300107 128 6800. SOLE SHARED
SERVICEMASTER CO COMMON 81760N109 9 600. SOLE SHARED
SHARED MEDICAL SYSTEMS C COMMON 819486101 4 100. SOLE SHARED
SHELL TRAN&TRADE -NY SH COMMON 822703609 13 300. SOLE SHARED
SHERWIN-WILLIAMS CO COMMON 824348106 341 16300. SOLE SHARED
SHIRE PHARM SPONS ADR COMMON 82481R106 28 1000. SOLE SHARED
SICOR INC COMMON 825846108 1 500. SOLE SHARED
SIGMA-ALDRICH COMMON 826552101 504 15892. SOLE SHARED
SIGCORP INC COMMON 826912107 61 2400. SOLE SHARED
SIMPSON INDUSTRIES COMMON 829060102 183 16600. SOLE SHARED
SKYLINE CORP COMMON 830830105 524 20400. SOLE SHARED
SKYWEST INC COMMON 830879102 1480 67500. SOLE SHARED
SMITH (A O) CORP COMMON 831865209 1208 39950. SOLE SHARED
SMITHKLINE BEECHAM PLC COMMON 832378301 484 8410. SOLE SHARED
SMUCKER (JM) CO -CL A COMMON 832696108 403 19100. SOLE SHARED
SOLECTRON CORP COMMON 834182107 114 1600. SOLE SHARED
SOUTHTRUST CORP COMMON 844730101 283 7900. SOLE SHARED
SOUTHWEST SECURITIES GRO COMMON 845224104 243 9011. SOLE SHARED
SOUTHWESTERN ENERGY CO COMMON 845467109 100. SOLE SHARED
SOVEREIGN BANCORP INC. COMMON 845905108 36 3981. SOLE SHARED
SPARTECH CORP COMMON 847220209 589 20100. SOLE SHARED
SPRINT FON GROUP COMMON 852061100 314 5800. SOLE SHARED
STANDARD PACIFIC CP COMMON 85375C101 741 72300. SOLE SHARED
STANDARD REGISTER CO COMMON 853887107 4 200. SOLE SHARED
STANDEX INTERNATIONAL CO COMMON 854231107 89 3300. SOLE SHARED
STARBUCKS CORPORATION COMMON 855244109 25 1020. SOLE SHARED
STEEL TECHNOLOGIES COMMON 858147101 1023 88000. SOLE SHARED
STEPAN CO COMMON 858586100 18 800. SOLE SHARED
STRIDE RITE CORP COMMON 863314100 265 37900. SOLE SHARED
STUDENT LOAN CORP COMMON 863902102 53 1300. SOLE SHARED
SUMMIT BANCORP COMMON 866005101 747 23033. SOLE SHARED
SUN MICROSYSTEMS INC COMMON 866810104 827 8900. SOLE SHARED
SUNTRUST BANKS INC COMMON 867914103 4826 73400. SOLE SHARED
SUPERIOR UNIFORM GROUP, COMMON 868358102 123 10500. SOLE SHARED
SUPERVALU INC COMMON 868536103 22 1000. SOLE SHARED
SYNOVUS FINANCIAL CP COMMON 87161C105 3 200. SOLE SHARED
SYSCO CORP COMMON 871829107 1746 49800. SOLE SHARED
TCBY ENTERPRISES INC COMMON 872245105 186 40800. SOLE SHARED
TJ INTERNATIONAL INC COMMON 872534102 301 12000. SOLE SHARED
TJX COMPANIES INC COMMON 872540109 201 7190. SOLE SHARED
TECHNITROL INC COMMON 878555101 130 3700. SOLE SHARED
TEJON RANCH CO COMMON 879080109 49 1700. SOLE SHARED
TELE DANMARK -SPON ADR COMMON 879242105 17 600. SOLE SHARED
TELECOM ARGENTINA -ADR COMMON 879273209 16 600. SOLE SHARED
TELECOM CP NEW ZEALAND COMMON 879278208 422 13200. SOLE SHARED
TELEFLEX INC COMMON 879369106 15 400. SOLE SHARED
TELEFONICA, S.A. SPONSOR COMMON 879382208 936 19518. SOLE SHARED
TELEFONOS DE MEX -SPON COMMON 879403780 1232 17300. SOLE SHARED
TELLABS INC COMMON 879664100 711 12500. SOLE SHARED
TEMPLE-INLAND INC COMMON 879868107 12 200. SOLE SHARED
TENNANT CO COMMON 880345103 274 8100. SOLE SHARED
TESORO PETROLEUM CORP COMMON 881609101 1 120. SOLE SHARED
TEXACO INC COMMON 881694103 56 900. SOLE SHARED
TEXAS INDUSTRIES INC COMMON 882491103 551 14900. SOLE SHARED
TEXAS INSTRUMENTS INC COMMON 882508104 16 200. SOLE SHARED
TEXAS UTILITIES CO COMMON 882848104 152 4100. SOLE SHARED
TEXTRON INC COMMON 883203101 4627 59800. SOLE SHARED
THOMAS INDUSTRIES INC COMMON 884425109 531 28450. SOLE SHARED
3COM CORP COMMON 885535104 57 2000. SOLE SHARED
TIDEWATER INC COMMON 886423102 89 3500. SOLE SHARED
TIME WARNER INC COMMON 887315109 4279 70450. SOLE SHARED
TOO INC. COMMON 890333107 7 395. SOLE SHARED
TORCHMARK CORP COMMON 891027104 10 400. SOLE SHARED
TORO CO COMMON 891092108 171 4600. SOLE SHARED
TOTAL FINA SA SPONSORED COMMON 89151E109 6 100. SOLE SHARED
TOTAL SYSTEM SERVICES IN COMMON 891906109 157 9700. SOLE SHARED
TOYMAX INTERNATIONAL COMMON 892268103 3 500. SOLE SHARED
TRANSTECHNOLOGY CORP COMMON 893889105 245 21200. SOLE SHARED
TRAVELERS PPTY CAS CP - COMMON 893939108 12 437. SOLE SHARED
TRIBUNE CO COMMON 896047107 99 2000. SOLE SHARED
TRINITY INDUSTRIES COMMON 896522109 1 54. SOLE SHARED
TRUSTCO BANK CORP/NY COMMON 898349105 33 1130. SOLE SHARED
TUBOS DE ACERO DE MEX - COMMON 898592506 39 3200. SOLE SHARED
TYCO INTERNATIONAL LTD COMMON 902124106 5100 49400. SOLE SHARED
UST INC COMMON 902911106 3 100. SOLE SHARED
U.S. BANCORP OF MINNEAPO COMMON 902973106 9 320. SOLE SHARED
USG CORP COMMON 903293405 2 48. SOLE SHARED
USX-U S STEEL GROUP COMMON 90337T101 2 100. SOLE SHARED
UNILEVER N V -NY SHARE COMMON 904784709 193 2836. SOLE SHARED
UNION PACIFIC CORP COMMON 907818108 4 100. SOLE SHARED
UNION PACIFIC RESOURCES COMMON 907834105 10 625. SOLE SHARED
UNITED DOMINION INDUSTRI COMMON 909914103 211 8900. SOLE SHARED
UNITED HEALTHCARE CORP COMMON 910581107 6 130. SOLE SHARED
UNITED INDUSTRIAL CORP COMMON 910671106 347 37800. SOLE SHARED
UNITED TECHNOLOGIES CORP COMMON 913017109 383 6458. SOLE SHARED
UNIVERSAL CORP/VA COMMON 913456109 83 3200. SOLE SHARED
USFREIGHTWAYS CORP COMMON 916906100 274 5800. SOLE SHARED
URBAN SHOPPING CENTERS I COMMON 917060105 29 1000. SOLE SHARED
USBANCORP INC/PA COMMON 917292104 2 200. SOLE SHARED
VF CORP COMMON 918204108 809 26100. SOLE SHARED
VALSPAR CORP COMMON 920355104 1287 39400. SOLE SHARED
VAXGEN INC. COMMON 922390208 7 500. SOLE SHARED
VIACOM INC -CL B COMMON 925524308 183 4350. SOLE SHARED
VIRTUALSELLERS.COM INC COMMON 92825Y105 700. SOLE SHARED
VODAFONE AIRTOUCH PLC COMMON 92857T107 4317 18160. SOLE SHARED
VOLVO AB SWE -ADR COMMON 928856400 8 300. SOLE SHARED
VULCAN MATERIALS CO COMMON 929160109 2479 67700. SOLE SHARED
WACHOVIA CORP COMMON 929771103 15 200. SOLE SHARED
WAL-MART STORES COMMON 931142103 6928 145676. SOLE SHARED
WALGREEN CO COMMON 931422109 4328 170572. SOLE SHARED
WARNER-LAMBERT CO COMMON 934488107 334 5039. SOLE SHARED
WASHINGTON MUTUAL INC COMMON 939322103 52 1780. SOLE SHARED
WASTE MANAGEMENT INC COMMON 94106L109 130 6800. SOLE SHARED
WATTS INDUSTRIES -CL A COMMON 942749102 345 15900. SOLE SHARED
WEBB (DEL E) CORP COMMON 947423109 954 43405. SOLE SHARED
WEIS MARKETS INC COMMON 948849104 119 3500. SOLE SHARED
WELLS FARGO & CO. COMMON 949746101 269 6810. SOLE SHARED
WESTCORP COMMON 957907108 11 800. SOLE SHARED
WESTERNBANK P R COMMON 959897109 38 3200. SOLE SHARED
WEYERHAEUSER CO COMMON 962166104 2126 36900. SOLE SHARED
WILLAMETTE INDUSTRIES COMMON 969133107 4687 108700. SOLE SHARED
WINNEBAGO INDUSTRIES COMMON 974637100 232 9700. SOLE SHARED
WINTRUST FINANCIAL CORP COMMON 97650W108 8 500. SOLE SHARED
WISCONSIN CENTRAL TRANS COMMON 976592105 6 510. SOLE SHARED
WISCONSIN ENERGY CORP COMMON 976657106 3 150. SOLE SHARED
WOLOHAN LUMBER CO COMMON 977865104 205 15800. SOLE SHARED
WORLD FUEL SERVICES CORP COMMON 981475106 104 10750. SOLE SHARED
WRIGLEY (WM) JR CO COMMON 982526105 867 12605. SOLE SHARED
WYMAN-GORDON CO COMMON 983085101 7 375. SOLE SHARED
WYNN'S INTERNATIONAL INC COMMON 983195108 75 4712. SOLE SHARED
XEROX CORP COMMON 984121103 283 6750. SOLE SHARED
XTRA CORP COMMON 984138107 91 2300. SOLE SHARED
YAHOO! COMMON 984332106 35 200. SOLE SHARED
YARDVILLE NATIONAL BANCO COMMON 985021104 1 100. SOLE SHARED
YOUNG BROADCASTING INC COMMON 987434107 6 120. SOLE SHARED
ZAPATA CORP COMMON 989070503 393 78700. SOLE SHARED
ZEBRA TECHNOLOGIES CP - COMMON 989207105 4 100. SOLE SHARED
ZIONS BANCORPORATION COMMON 989701107 44 800. SOLE SHARED
DAIMLERCHRYSLER AG COMMON D1668R123 21 311. SOLE SHARED
PARTNERRE LTD COMMON G6852T105 10 300. SOLE SHARED
SANTA FE INTERNATIONAL C COMMON G7805C108 15 700. SOLE SHARED
CHICAGO BRIDGE & IRON CO COMMON N19808109 89 6100. SOLE SHARED
TEEKAY SHIPPING CORP COMMON V89564104 9 600. SOLE SHARED
ERLY INDS INC 12.5 12/01 BOND 268839AA5 70. SOLE SHARED
GOVT NATL MTG ASSN 9% 09 BOND 362054T73 6 600. SOLE SHARED
GOVT NATL MTG ASSN 9% 09 BOND 362055T96 3 300. SOLE SHARED
GOVT NATL MTG ASSN 9% 01 BOND 362056CB7 4 450. SOLE SHARED
GOVT NATL MTG ASSN 13.5% BOND 362067F47 5 500. SOLE SHARED
GOVT NATL MTG ASSN 11% 0 BOND 362069G75 6 600. SOLE SHARED
GOVT NATL MTG ASSN 13.5% BOND 3620903J9 2 250. SOLE SHARED
ILLINOIS ST COLLEGE BOND 452149NC7 47 600. SOLE SHARED
U S T-BILL 0% 12/30/99 BOND 912795DA6 438 4460. SOLE SHARED
5.750% NOTE 09-30-99 BOND 9128273H3 75 750. SOLE SHARED
</TABLE>
