<TABLE>
DISCIPLINED INVESTMENT ADVISORS, INC.
<CAPTION>
COMBINED SEC REPORT AS OF 06/30/99 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 1187 52350. SOLE SHARED
ABM INDUSTRIES INC COMMON 000957100 1086 35400. SOLE SHARED
ARM FINL GROUP INC -CL COMMON 001944107 12 1500. SOLE SHARED
AT&T CORP COMMON 001957109 1226 21975. SOLE SHARED
ABBOTT LABORATORIES COMMON 002824100 4577 100892. SOLE SHARED
ACNIELSEN CORP COMMON 004833109 6 200. SOLE SHARED
AEGON NV -ADR COMMON 007924103 1095 14819. SOLE SHARED
AETNA INC COMMON 008117103 2808 31400. SOLE SHARED
AIR EXPRESS INTERNATIONA COMMON 009104100 55 2200. SOLE SHARED
AIR PRODUCTS & CHEMICALS COMMON 009158106 24 600. SOLE SHARED
AIRBORNE FREIGHT CORP COMMON 009266107 260 9400. SOLE SHARED
AIRTOUCH COMMUNICATIONS COMMON 00949T100 249 2320. SOLE SHARED
AKZO NOBEL NV -ADR COMMON 010199305 4 100. SOLE SHARED
ALASKA AIRGROUP INC COMMON 011659109 4 100. SOLE SHARED
ALBERTO-CULVER CO -CL B COMMON 013068101 87 3300. SOLE SHARED
ALBERTSONS INC COMMON 013104104 1998 38767. SOLE SHARED
ALCOA INC COMMON 013817101 5451 88100. SOLE SHARED
ALFA CORP COMMON 015385107 46 2300. SOLE SHARED
ALLEGHENY ENERGY INC COMMON 017361106 16 500. SOLE SHARED
ALLIANCE BANCORP INC COMMON 01852J105 34 1500. SOLE SHARED
ALLIED IRISH BANKS -SP COMMON 019228402 1005 36900. SOLE SHARED
ALLIEDSIGNAL INC COMMON 019512102 4788 76000. SOLE SHARED
ALLSTATE CORP COMMON 020002101 1045 29152. SOLE SHARED
AMCAST INDL CORP COMMON 023395106 701 43000. SOLE SHARED
AMCOL INTERNATIONAL CORP COMMON 02341W103 134 9350. SOLE SHARED
AMEREN CORP COMMON 023608102 158 4123. SOLE SHARED
AMERICA ONLINE INC COMMON 02364J104 308 2800. SOLE SHARED
AMCORE FINL INC COMMON 023912108 4 200. SOLE SHARED
AMERICAN EXPRESS COMMON 025816109 1393 10710. SOLE SHARED
AMERICAN GENERAL CORP COMMON 026351106 7 100. SOLE SHARED
AMERICAN GREETINGS -CL COMMON 026375105 453 15050. SOLE SHARED
AMERICAN HERITAGE LIFE I COMMON 026522102 297 12160. SOLE SHARED
AMERICAN HOME PRODUCTS C COMMON 026609107 876 15280. SOLE SHARED
AMERICAN INTERNATIONAL G COMMON 026874107 5170 44095. SOLE SHARED
AMERICAN PWR CNVRSION COMMON 029066107 2 100. SOLE SHARED
AMERICAN STATES WATER CO COMMON 029899101 292 10300. SOLE SHARED
AMERICAN WATER WORKS INC COMMON 030411102 11. SOLE SHARED
AMERON INTERNATIONAL INC COMMON 030710107 335 7600. SOLE SHARED
AMERITECH CORP COMMON 030954101 9283 126300. SOLE SHARED
AMETEK INC COMMON 031100100 18 800. SOLE SHARED
AMGEN INC COMMON 031162100 1256 20634. SOLE SHARED
AMPCO-PITTSBURGH CORP COMMON 032037103 57 4500. SOLE SHARED
AMSOUTH BANCORPORATION COMMON 032165102 2 100. SOLE SHARED
ANALYSIS & TECHNOLOGY IN COMMON 032672107 10 400. SOLE SHARED
ANALYSTS INTERNATIONAL C COMMON 032681108 4 300. SOLE SHARED
ANDOVER BANCORP INC/DE COMMON 034258103 7 250. SOLE SHARED
ANHEUSER-BUSCH COS INC COMMON 035229103 170 2400. SOLE SHARED
ANIKA THERAPEUTICS INC COMMON 035255108 1 200. SOLE SHARED
AON CORP COMMON 037389103 343 8325. SOLE SHARED
APOGEE ENTERPRISES INC COMMON 037598109 68 5100. SOLE SHARED
APPLE COMPUTER INC COMMON 037833100 27 600. SOLE SHARED
APPLIED MATERIAL COMMON 038222105 33 460. SOLE SHARED
AQUARION CO COMMON 03838W101 508 14550. SOLE SHARED
ARCH CHEMICALS INC COMMON 03937R102 1 50. SOLE SHARED
ARCHER-DANIELS-MIDLAND C COMMON 039483102 30. SOLE SHARED
ARCTIC CAT INC COMMON 039670104 435 48700. SOLE SHARED
ARGONAUT GROUP INC COMMON 040157109 216 9000. SOLE SHARED
ARMCO INC COMMON 042170100 1 252. SOLE SHARED
ARNOLD INDUSTRIES INC COMMON 042595108 372 24100. SOLE SHARED
ARVIN INDUSTRIES INC COMMON 043339100 594 15700. SOLE SHARED
ASHLAND INC COMMON 044204105 489 12200. SOLE SHARED
ASIA PULP&PAPER LTD -SP COMMON 04516V100 26 2800. SOLE SHARED
ASSOC FST CAPITAL CP -C COMMON 046008108 87 1992. SOLE SHARED
ASTRAZENECA PLC -SPON A COMMON 046353108 186 4749. SOLE SHARED
ATLANTIC RICHFIELD CO COMMON 048825103 8 100. SOLE SHARED
AURA SYSTEMS INC COMMON 051526101 1450. SOLE SHARED
AUTOMATIC DATA PROCESSIN COMMON 053015103 1271 28900. SOLE SHARED
AVERY DENNISON CORP COMMON 053611109 561 9300. SOLE SHARED
AVON PRODUCTS COMMON 054303102 16 300. SOLE SHARED
AXA-UAP SA -SPON ADR COMMON 054536107 972 15600. SOLE SHARED
BB&T CORP COMMON 054937107 901 24572. SOLE SHARED
BCE INC COMMON 05534B109 5044 102300. SOLE SHARED
BEC ENERGY HOLDING INC COMMON 05538M101 16 400. SOLE SHARED
BP AMOCO plc COMMON 055622104 98 912. SOLE SHARED
BT FINANCIAL CORP COMMON 055763106 5 220. SOLE SHARED
BMC SOFTWARE INC COMMON 055921100 21 400. SOLE SHARED
BPI INDUSTRIES INC COMMON 055934103 2 2400. SOLE SHARED
BALDOR ELECTRIC COMMON 057741100 144 7266. SOLE SHARED
BANCO BILBAO VIZCAYA -A COMMON 059458208 929 63580. SOLE SHARED
BANCO COMERCIAL PORTGE COMMON 059479303 627 24300. SOLE SHARED
BANCORP CONN INC COMMON 059684100 3 200. SOLE SHARED
BANK OF AMERICA CORP. COMMON 060505104 514 7017. SOLE SHARED
BANK OF COMMERCE SAN DIE COMMON 061589107 4 200. SOLE SHARED
BANK OF NEW YORK CO INC COMMON 064057102 237 6470. SOLE SHARED
BANK ONE CORP COMMON 06423A103 1672 28082. SOLE SHARED
BANTA CORP COMMON 066821109 84 4000. SOLE SHARED
BARD (C.R.) INC COMMON 067383109 382 8000. SOLE SHARED
BASS PLC -ADR COMMON 069904209 138 9300. SOLE SHARED
BASSETT FURNITURE INDS COMMON 070203104 272 11900. SOLE SHARED
BAXTER INTERNATIONAL INC COMMON 071813109 6 100. SOLE SHARED
BAY VIEW CAP CORP COMMON 07262L101 159 7800. SOLE SHARED
BED BATH & BEYOND INC COMMON 075896100 3 100. SOLE SHARED
BELL ATLANTIC CORP COMMON 077853109 2716 41550. SOLE SHARED
BELLSOUTH CORP COMMON 079860102 3340 72520. SOLE SHARED
BERKSHIRE HATHAWAY INC. COMMON 084670207 138 62. SOLE SHARED
BESTFOODS COMMON 08658U101 1760 35556. SOLE SHARED
BLACK & DECKER CORP COMMON 091797100 6 100. SOLE SHARED
BLAIR CORP COMMON 092828102 509 18900. SOLE SHARED
BLOCK H & R INC COMMON 093671105 1190 23800. SOLE SHARED
BLOUNT INTL INC -CL A COMMON 095177101 591 21750. SOLE SHARED
BLUE SQUARE-ISRAEL LTD COMMON 096055108 9 600. SOLE SHARED
BOB EVANS FARMS COMMON 096761101 645 32500. SOLE SHARED
BRENTON BKS INC COMMON 107211104 15 1012. SOLE SHARED
BRIGGS & STRATTON COMMON 109043109 317 5500. SOLE SHARED
BRISTOL MYERS SQUIBB COMMON 110122108 3066 43540. SOLE SHARED
BRITISH TELECOM PLC -AD COMMON 111021408 34 200. SOLE SHARED
BROWN & BROWN, INC. COMMON 115236101 125 3300. SOLE SHARED
BROWN-FORMAN -CL B COMMON 115637209 2607 40000. SOLE SHARED
BROWNING-FERRIS INDS COMMON 115885105 327 7620. SOLE SHARED
BRUNSWICK CORP COMMON 117043109 942 33800. SOLE SHARED
BRLNGTN NTHRN SANTA FE COMMON 12189T104 2741 88435. SOLE SHARED
CCBT BANCORP INC. COMMON 12487S105 3 200. SOLE SHARED
CBRL GROUP INC. COMMON 12489V106 3 200. SOLE SHARED
CBS CORP COMMON 12490K107 13 300. SOLE SHARED
CFSB BANCORP INC COMMON 124927104 33. SOLE SHARED
CDW COMPUTER CENTERS COMMON 125129106 36 824. SOLE SHARED
CIGNA CORP COMMON 125509109 1023 11500. SOLE SHARED
CLECO CORP COMMON 12561M107 115 3800. SOLE SHARED
CMP GROUP INC COMMON 125887109 256 9800. SOLE SHARED
CPI CORP COMMON 125902106 389 11800. SOLE SHARED
CPB INC COMMON 125903104 304 11500. SOLE SHARED
CNA SURETY CORP COMMON 12612L108 13 900. SOLE SHARED
CTS CORP COMMON 126501105 266 3800. SOLE SHARED
CVS CORP COMMON 126650100 19 380. SOLE SHARED
CABLE & WIRELESS PLC -A COMMON 126830207 594 15000. SOLE SHARED
CAMPBELL SOUP CO COMMON 134429109 2309 49800. SOLE SHARED
CANON INC -ADR COMMON 138006309 783 26900. SOLE SHARED
CANWEST GLOBAL COM -NVT COMMON 138906300 49 3600. SOLE SHARED
CARLISLE COS INC COMMON 142339100 269 5600. SOLE SHARED
CARLTON COMMUN PLC -ADR COMMON 142872209 1299 30300. SOLE SHARED
CARNIVAL CORP COMMON 143658102 48 1000. SOLE SHARED
CAROLINA FIRST CORP COMMON 143877108 9 400. SOLE SHARED
CAROLINA POWER & LIGHT COMMON 144141108 783 18300. SOLE SHARED
CARTER-WALLACE INC COMMON 146285101 45 2500. SOLE SHARED
CASCADE CORP COMMON 147195101 26 1900. SOLE SHARED
CASCADE NATURAL GAS CORP COMMON 147339105 22 1200. SOLE SHARED
CATERPILLAR INC COMMON 149123101 72 1200. SOLE SHARED
CATO CORP -CL A COMMON 149205106 312 26900. SOLE SHARED
CAVALIER HOMES INC COMMON 149507105 203 24800. SOLE SHARED
CENTEX CONSTRN PRODS INC COMMON 15231R109 184 5400. SOLE SHARED
CENTRAL & SOUTH WEST COR COMMON 152357109 689 29512. SOLE SHARED
CENTRAL BANCORP, INC. COMMON 152418109 6 300. SOLE SHARED
CENTRAL HUDSON GAS & ELE COMMON 153609102 71 1700. SOLE SHARED
CENTRAL NEWSPAPERS -CL COMMON 154647101 210 5600. SOLE SHARED
CENTURA BANKS INC COMMON 15640T100 174 3100. SOLE SHARED
CENTURY BANCORP INC/MA COMMON 156432106 55 2900. SOLE SHARED
CENTURY SOUTH BKS INC COMMON 156683104 51 2300. SOLE SHARED
CHARTER ONE FINANCIAL COMMON 160903100 88 3167. SOLE SHARED
CHART INDUSTRIES INC COMMON 16115Q100 377 47950. SOLE SHARED
CHARTWELL DIVIDEND & INC COMMON 16139P104 16. SOLE SHARED
CHASE MANHATTAN CORP COMMON 16161A108 1870 21630. SOLE SHARED
CHEVRON CORP COMMON 166751107 427 4500. SOLE SHARED
CHITTENDEN CORP COMMON 170228100 17 550. SOLE SHARED
CHOICEPOINT INC. COMMON 170388102 12 180. SOLE SHARED
CHUBB CORP COMMON 171232101 27 400. SOLE SHARED
CHURCH & DWIGHT INC COMMON 171340102 165 3800. SOLE SHARED
CIFRA S A DE C V ADR B COMMON 171785207 4 2232. SOLE SHARED
CISCO SYSTEMS INC COMMON 17275R102 3684 57180. SOLE SHARED
CINTAS CORP COMMON 172908105 6 100. SOLE SHARED
CITIGROUP INC COMMON 172967101 5821 122552. SOLE SHARED
CITIZENS UTILITIES -CL B COMMON 177342201 45 4083. SOLE SHARED
CLAIRES STORES INC COMMON 179584107 151 5900. SOLE SHARED
CLARCOR INC COMMON 179895107 440 22950. SOLE SHARED
CLAYTON HOMES INC COMMON 184190106 4 425. SOLE SHARED
CLEVELAND-CLIFFS INC COMMON 185896107 459 14200. SOLE SHARED
CLOROX CO/DE COMMON 189054109 320 3000. SOLE SHARED
COACHMEN INDUSTRIES INC COMMON 189873102 20 900. SOLE SHARED
COCA-COLA CO COMMON 191216100 1804 29100. SOLE SHARED
COLGATE-PALMOLIVE CO COMMON 194162103 2412 24495. SOLE SHARED
COLUMBIA BANCORP COMMON 197227101 7 600. SOLE SHARED
COMAIR HOLDINGS INC COMMON 199789108 2 100. SOLE SHARED
COMCAST CORP -CL A SPL COMMON 200300200 328 8550. SOLE SHARED
COMDISCO INC COMMON 200336105 7 300. SOLE SHARED
COMERICA INC COMMON 200340107 2416 40650. SOLE SHARED
COMMERCE BANCSHARES INC COMMON 200525103 51 1275. SOLE SHARED
COMMERCIAL INTERTECH COMMON 201709102 291 18300. SOLE SHARED
COMMERCIAL METALS COMMON 201723103 920 32300. SOLE SHARED
COMMONWEALTH ENERGY SYST COMMON 202800108 54 1300. SOLE SHARED
COMMUNITY BK SYS INC COMMON 203607106 2 100. SOLE SHARED
COMMUNITY FINL GROUP INC COMMON 20365M108 17 1200. SOLE SHARED
COMPANHIA PARANAENSE -A COMMON 20441B407 18 2200. SOLE SHARED
COMPANIA BOLIVIANA ENERG COMMON 204425102 1500. SOLE SHARED
COMPAQ COMPUTER CORP COMMON 204493100 15 674. SOLE SHARED
COMPUTER SCIENCES CORP COMMON 205363104 13 200. SOLE SHARED
COMPUWARE CORP COMMON 205638109 44 1400. SOLE SHARED
CONAGRA INC COMMON 205887102 1818 68301. SOLE SHARED
CONNECTICUT ENERGY CORP COMMON 207567108 119 3100. SOLE SHARED
CONSOLIDATED EDISON INC COMMON 209115104 357 7900. SOLE SHARED
CONSOLIDATED NATURAL GAS COMMON 209615103 145 2400. SOLE SHARED
CONSTELLATION ENERGY COMMON 210371100 2251 76000. SOLE SHARED
COOPER INDUSTRIES INC COMMON 216669101 514 9900. SOLE SHARED
COOPER TIRE & RUBBER COMMON 216831107 739 31300. SOLE SHARED
COSTCO COMPANIES INC COMMON 22160Q102 4 50. SOLE SHARED
COUNTRYWIDE CREDIT IND I COMMON 222372104 196 4600. SOLE SHARED
COX COMMUNICATIONS -CL COMMON 224044107 10 280. SOLE SHARED
CRANE CO COMMON 224399105 55 1775. SOLE SHARED
CRESCENDO PHARMACEUTICAL COMMON 225637107 5. SOLE SHARED
CUBIC CORP COMMON 229669106 105 4300. SOLE SHARED
CURTISS-WRIGHT CORP COMMON 231561101 276 7100. SOLE SHARED
DQE INC COMMON 23329J104 102 2550. SOLE SHARED
DTE ENERGY CO COMMON 233331107 4943 121324. SOLE SHARED
DANA CORP COMMON 235811106 3779 82050. SOLE SHARED
DAYTON HUDSON CORP COMMON 239753106 1170 18000. SOLE SHARED
DEB SHOPS INC COMMON 242728103 53 2700. SOLE SHARED
DEERE & CO COMMON 244199105 54 1403. SOLE SHARED
DELL COMPUTER CORP COMMON 247025109 2123 57400. SOLE SHARED
DELPHI AUTOMOTIVE SYSTEM COMMON 247126105 18 1004. SOLE SHARED
DELTA AIR LINES INC COMMON 247361108 41 714. SOLE SHARED
DEVRY INC COMMON 251893103 11 500. SOLE SHARED
DIAGEO PLC -ADR COMMON 25243Q205 17 400. SOLE SHARED
DIAGNOSTIC PRODUCTS CORP COMMON 252450101 165 6000. SOLE SHARED
DIAL CORPORATION COMMON 25247D101 22 600. SOLE SHARED
DIAMOND OFFSHRE DRILLING COMMON 25271C102 995 35100. SOLE SHARED
DIEBOLD INC COMMON 253651103 2 100. SOLE SHARED
DIME COMMUNITY BANCSHARE COMMON 253922108 36. SOLE SHARED
DISNEY (WALT) COMPANY COMMON 254687106 12 408. SOLE SHARED
DIXIE GROUP INC COMMON 255519100 13 1600. SOLE SHARED
DOLLAR GENERAL COMMON 256669102 715 24688. SOLE SHARED
DOMINION RESOURCES INC COMMON 257470104 12 300. SOLE SHARED
DONALDSON CO INC COMMON 257651109 159 6500. SOLE SHARED
DONNELLEY (R R) & SONS C COMMON 257867101 70 1900. SOLE SHARED
DOUBLECLICK INC COMMON 258609304 18 200. SOLE SHARED
DOVER CORP COMMON 260003108 7 200. SOLE SHARED
DOW CHEMICAL COMMON 260543103 602 4750. SOLE SHARED
DOWNEY FINANCIAL CORP COMMON 261018105 293 13375. SOLE SHARED
DU PONT (E I) DE NEMOURS COMMON 263534109 9003 131800. SOLE SHARED
DUKE ENERGY CORP COMMON 264399106 16 300. SOLE SHARED
DUN & BRADSTREET (NEW) COMMON 26483B106 28 800. SOLE SHARED
ECI TELECOMMUNICATIONS COMMON 268258100 1383 41692. SOLE SHARED
EMC CORP/MA COMMON 268648102 1650 30000. SOLE SHARED
ENSCO INTERNATIONAL INC COMMON 26874Q100 13 700. SOLE SHARED
ESB FINANCIAL CORP COMMON 26884F102 11 900. SOLE SHARED
E'TOWN CORP COMMON 269242103 516 11300. SOLE SHARED
EAGLE BANCSHARES INC COMMON 26942C109 58 2800. SOLE SHARED
EARTHGRAINS CO COMMON 270319106 36 1400. SOLE SHARED
EASTERN UTILITIES ASSOC COMMON 277173100 486 16700. SOLE SHARED
EATON CORP COMMON 278058102 9 100. SOLE SHARED
ECOLAB INC COMMON 278865100 1723 39500. SOLE SHARED
EDISON INTERNATIONAL COMMON 281020107 42 1600. SOLE SHARED
ELCOR CORP COMMON 284443108 144 3300. SOLE SHARED
ELECTRONIC ARTS INC COMMON 285512109 5 100. SOLE SHARED
ELECTRONIC DATA SYSTEMS COMMON 285661104 45 800. SOLE SHARED
ELRON ELECTRONIC INDS - COMMON 290160100 774 31600. SOLE SHARED
EMBOTELLADORA ANDINA -A COMMON 29081P204 4 200. SOLE SHARED
EMERSON ELECTRIC CO COMMON 291011104 6741 107108. SOLE SHARED
EMPIRE DISTRICT ELECTRIC COMMON 291641108 351 13500. SOLE SHARED
ENDESA SA -ADR COMMON 29258N107 926 43600. SOLE SHARED
ENERGEN CORP COMMON 29265N108 94 5100. SOLE SHARED
ENHANCE FINANCIAL SVCS G COMMON 293310108 11 600. SOLE SHARED
ENNIS BUSINESS FORMS COMMON 293389102 247 28900. SOLE SHARED
ENRON CORP COMMON 293561106 74 912. SOLE SHARED
ENTERGY CORP COMMON 29364G103 25 800. SOLE SHARED
EQUIFAX INC COMMON 294429105 927 26000. SOLE SHARED
EQUITABLE COS INC COMMON 29444G107 8. SOLE SHARED
ERICSSON (L M) TEL -ADR COMMON 294821400 1333 40500. SOLE SHARED
ETHYL CORP COMMON 297659104 153 25500. SOLE SHARED
EVEREN CAPITAL CORP COMMON 299761106 116 3900. SOLE SHARED
EXXON CORP COMMON 302290101 7299 94650. SOLE SHARED
F & M BANCORPORATION INC COMMON 302371109 40 1070. SOLE SHARED
F & M NATL CORP COMMON 302374103 112 3400. SOLE SHARED
F N B CORP/PA COMMON 302520101 108 4016. SOLE SHARED
FPL GROUP INC COMMON 302571104 912 16700. SOLE SHARED
FAMILY DOLLAR STORES COMMON 307000109 882 36750. SOLE SHARED
FARMER BROS CO COMMON 307675108 102 500. SOLE SHARED
FDX CORP COMMON 31304N107 290 5360. SOLE SHARED
FED HOME LOAN MTG CO COMMON 313400301 186 3210. SOLE SHARED
FEDERAL NATL MORTGAGE AS COMMON 313586109 4725 69240. SOLE SHARED
FEDERAL SIGNAL CORP COMMON 313855108 12 600. SOLE SHARED
FEDERATED DEPT STORES COMMON 31410H101 113 2135. SOLE SHARED
FIAT SPA -ADR COMMON 315621607 156 9700. SOLE SHARED
FIDELITY NATIONAL FINL I COMMON 316326107 232 11600. SOLE SHARED
FIFTH THIRD BANCORP COMMON 316773100 22 337. SOLE SHARED
THE FINISH LINE COMMON 317923100 14 1285. SOLE SHARED
FINOVA GROUP COMMON 317928109 126 2400. SOLE SHARED
FIRST AMER FINL CP CA COMMON 318522307 134 7550. SOLE SHARED
FIRST BANCORP (PUERTO RI COMMON 318672102 40 1800. SOLE SHARED
FIRST COMMONWLTH FINL CP COMMON 319829107 9 400. SOLE SHARED
FIRST ESSEX BANCORP COMMON 320103104 3 200. SOLE SHARED
FIRST FEDERAL BANCSHARES COMMON 32020F105 53 2900. SOLE SHARED
FIRST SENTINEL BANCORP I COMMON 33640T103 102 11600. SOLE SHARED
FIRST WASHINGTON BANCORP COMMON 33748T104 8 400. SOLE SHARED
FLEET FINANCIAL GROUP IN COMMON 338915101 282 6374. SOLE SHARED
FLEETWOOD ENTERPRISES COMMON 339099103 627 23718. SOLE SHARED
FLEXSTEEL INDS COMMON 339382103 35 2700. SOLE SHARED
FLORIDA ROCK INDS COMMON 341140101 2238 49200. SOLE SHARED
FLUOR CORP COMMON 343861100 870 21500. SOLE SHARED
FLUSHING FINANCIAL CORP COMMON 343873105 35 2300. SOLE SHARED
FORD MOTOR CO COMMON 345370100 7407 131250. SOLE SHARED
FORTUNE BRANDS INC COMMON 349631101 2271 54900. SOLE SHARED
FREMONT GENERAL CORP COMMON 357288109 379 20110. SOLE SHARED
GPU INC COMMON 36225X100 42 1000. SOLE SHARED
GALLAGHER (ARTHUR J.) & COMMON 363576109 99 2000. SOLE SHARED
GANNETT CO COMMON 364730101 6341 88850. SOLE SHARED
GAP INC COMMON 364760108 3743 74322. SOLE SHARED
GARDEN FRESH RESTAURANT COMMON 365235100 9 500. SOLE SHARED
GARTNER GROUP INC -CL A COMMON 366651107 4 200. SOLE SHARED
GATEWAY 2000 INC COMMON 367833100 58 990. SOLE SHARED
GENENTECH INC COMMON 368710307 20 250. SOLE SHARED
GENERAL CABLE CORP/DE COMMON 369300108 156 9800. SOLE SHARED
GENERAL DYNAMICS CORP COMMON 369550108 743 10800. SOLE SHARED
GENERAL ELECTRIC CO COMMON 369604103 8006 70856. SOLE SHARED
GENERAL MILLS INC COMMON 370334104 675 8400. SOLE SHARED
GENERAL MOTORS CORP COMMON 370442105 125 1900. SOLE SHARED
GENTEX CORP COMMON 371901109 2 100. SOLE SHARED
GENUINE PARTS CO COMMON 372460105 2006 57319. SOLE SHARED
GILLETTE CO COMMON 375766102 364 8900. SOLE SHARED
GLEASON CORP COMMON 377339106 240 14300. SOLE SHARED
GLAXO WELLCOME PLC -SP COMMON 37733W105 152 2700. SOLE SHARED
GORMAN-RUPP CO COMMON 383082104 31 1900. SOLE SHARED
GRACO INC COMMON 384109104 224 7650. SOLE SHARED
GRAINGER (W W) INC COMMON 384802104 3939 73200. SOLE SHARED
GRANITE CONSTRUCTION INC COMMON 387328107 587 20050. SOLE SHARED
GREATER BAY BANCORP COMMON 391648102 3 100. SOLE SHARED
GREIF BROS CORP -CL A COMMON 397624107 68 2700. SOLE SHARED
GRUPO ELEKTRA SA DE CV COMMON 40050A102 65 11200. SOLE SHARED
HRPT PPTYS TRUST COMMON 40426W101 1 87. SOLE SHARED
HA-LO INDS INC COMMON 404429102 5 600. SOLE SHARED
HARBOR FLORIDA BANCSHARE COMMON 411901101 205 16800. SOLE SHARED
HARLEY-DAVIDSON INC COMMON 412822108 217 4000. SOLE SHARED
HARLEYSVILLE GROUP INC COMMON 412824104 371 18100. SOLE SHARED
HARTFORD FINANCIAL SVCS COMMON 416515104 32 560. SOLE SHARED
HAVERTY FURNITURE COMMON 419596101 2901 82300. SOLE SHARED
HAWAIIAN ELECTRIC INDS COMMON 419870100 10 300. SOLE SHARED
HEINZ (H J) CO COMMON 423074103 2521 50300. SOLE SHARED
HELMERICH & PAYNE COMMON 423452101 30 1300. SOLE SHARED
HERSHEY FOODS CORP COMMON 427866108 724 12200. SOLE SHARED
HERTZ CORP -CL A COMMON 428040109 3 55. SOLE SHARED
HEWLETT-PACKARD CO COMMON 428236103 3765 37470. SOLE SHARED
HIGHWOODS PROPERTIES INC COMMON 431284108 4 146. SOLE SHARED
HILB ROGAL & HAMILTON CO COMMON 431294107 89 4000. SOLE SHARED
HILTON HOTELS CORP COMMON 432848109 4 300. SOLE SHARED
HOME DEPOT INC COMMON 437076102 5420 84126. SOLE SHARED
HON INDUSTRIES COMMON 438092108 29 1000. SOLE SHARED
HONEYWELL INC COMMON 438506107 845 7300. SOLE SHARED
HONG KONG TELECOM LTD - COMMON 438579203 2305 85600. SOLE SHARED
HORIZON FINANCIAL CORP/W COMMON 44041F105 231 16900. SOLE SHARED
HOUSEHOLD INTERNATIONAL COMMON 441815107 9 200. SOLE SHARED
HOWMET INTERNATIONAL INC COMMON 443208103 1 100. SOLE SHARED
HUGHES SUPPLY INC COMMON 444482103 807 27200. SOLE SHARED
HUNT CORP COMMON 445591100 14 1800. SOLE SHARED
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IBP INC COMMON 449223106 1 47. SOLE SHARED
IMCO RECYCLING INC COMMON 449681105 460 26900. SOLE SHARED
ISB FINANCIAL CORP COMMON 450091103 43 2000. SOLE SHARED
ITT INDUSTRIES INC COMMON 450911102 21 560. SOLE SHARED
IDA CORP INC. COMMON 451107106 22 700. SOLE SHARED
IDEX CORP COMMON 45167R104 26 800. SOLE SHARED
ILLINOIS TOOL WORKS COMMON 452308109 1291 15800. SOLE SHARED
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INGERSOLL-RAND CO COMMON 456866102 946 14650. SOLE SHARED
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INTEL CORP COMMON 458140100 4173 70150. SOLE SHARED
INTERDIGITAL COMMUN CORP COMMON 45866A105 4 1000. SOLE SHARED
INTERMET CORP COMMON 45881K104 299 19800. SOLE SHARED
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INTERPOOL INC COMMON 46062R108 344 26500. SOLE SHARED
INTERPUBLIC GROUP OF COS COMMON 460690100 69 800. SOLE SHARED
INTIMATE BRANDS INC -CL COMMON 461156101 5523 116600. SOLE SHARED
ITO YOKADO CO LTD -ADR COMMON 465714301 81 1200. SOLE SHARED
JSB FINL INC COMMON 46624M100 539 10600. SOLE SHARED
JEFFERSON-PILOT CORP COMMON 475070108 6022 90994. SOLE SHARED
JOHN NUVEEN CO -CL A COMMON 478035108 17 400. SOLE SHARED
JOHNSON & JOHNSON COMMON 478160104 6170 62962. SOLE SHARED
JOHNSON CONTROLS INC COMMON 478366107 6425 92700. SOLE SHARED
JONES APPAREL GROUP INC COMMON 480074103 3 100. SOLE SHARED
JUSTIN INDUSTRIES COMMON 482171105 839 60200. SOLE SHARED
KANSAS CITY LIFE INS CO COMMON 484836101 387 9000. SOLE SHARED
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KAYDON CORP COMMON 486587108 174 5200. SOLE SHARED
KEANE INC COMMON 486665102 2 100. SOLE SHARED
KELLOGG CO COMMON 487836108 9 300. SOLE SHARED
KELLEY OIL & GAS CORP COMMON 487906109 4 18500. SOLE SHARED
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KEYCORP COMMON 493267108 2382 74152. SOLE SHARED
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KING WORLD PRODUCTIONS I COMMON 495667107 3 100. SOLE SHARED
KLAMATH FIRST BANCORP IN COMMON 49842P103 7 500. SOLE SHARED
L A GEAR INC COMMON 501708101 6. SOLE SHARED
LTV CORP COMMON 501921100 3 500. SOLE SHARED
LSI INDS INC COMMON 50216C108 144 6000. SOLE SHARED
LA-Z-BOY INC COMMON 505336107 595 25900. SOLE SHARED
LAFARGE CORP COMMON 505862102 60 1700. SOLE SHARED
LANCASTER COLONY CORP COMMON 513847103 1349 39114. SOLE SHARED
LEE ENTERPRISES COMMON 523768109 9 300. SOLE SHARED
LEGATO SYSTEMS INC COMMON 524651106 5 100. SOLE SHARED
LEGGETT & PLATT INC COMMON 524660107 164 5900. SOLE SHARED
LEHMAN BROTHERS HOLDINGS COMMON 524908100 1 20. SOLE SHARED
LEXMARK INTL GRP INC -C COMMON 529771107 26 400. SOLE SHARED
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LILLY (ELI) & CO COMMON 532457108 166 2324. SOLE SHARED
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LIMITED INC COMMON 532716107 149 3300. SOLE SHARED
LINCOLN NATIONAL CORP COMMON 534187109 31 600. SOLE SHARED
LINDBERG CORP COMMON 535171102 126 11200. SOLE SHARED
LIQUI-BOX CORP COMMON 536314107 161 3000. SOLE SHARED
LIZ CLAIBORNE INC COMMON 539320101 2544 69725. SOLE SHARED
LOEWS CORP COMMON 540424108 522 6600. SOLE SHARED
LONDON PACIFIC GROUP LTD COMMON 542073101 34 1500. SOLE SHARED
LONGS DRUG STORES INC COMMON 543162101 4937 142850. SOLE SHARED
LOUISIANA-PACIFIC CORP COMMON 546347105 59 2500. SOLE SHARED
LUCENT TECHNOLOGIES INC COMMON 549463107 276 4100. SOLE SHARED
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M & F WORLDWIDE CORP COMMON 552541104 16. SOLE SHARED
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MBIA INC COMMON 55262C100 1068 16500. SOLE SHARED
MBNA CORP COMMON 55262L100 232 7593. SOLE SHARED
MDC HOLDINGS INC COMMON 552676108 1685 78400. SOLE SHARED
MCI WORLDCOM INC COMMON 55268B106 72 844. SOLE SHARED
MTS SYSTEMS CORP COMMON 553777103 59 4900. SOLE SHARED
MYR GROUP INC COMMON 554053108 82 4697. SOLE SHARED
MAIN STREET BANCORP, INC COMMON 559906102 4 284. SOLE SHARED
MALLINCKRODT INC COMMON 561232109 14 400. SOLE SHARED
MANITOWOC CO COMMON 563571108 628 15100. SOLE SHARED
MARSH & MCLENNAN COS COMMON 571748102 476 6300. SOLE SHARED
MARRIOTT INTL INC COMMON 571903202 44 1200. SOLE SHARED
MASCO CORP COMMON 574599106 4325 149800. SOLE SHARED
MAY DEPARTMENT STORES CO COMMON 577778103 1530 37450. SOLE SHARED
MAYTAG CORP COMMON 578592107 5113 73251. SOLE SHARED
MCCORMICK & CO COMMON 579780206 347 11000. SOLE SHARED
MCDONALDS CORP COMMON 580135101 2249 54700. SOLE SHARED
MCGRATH RENTCORP COMMON 580589109 258 12900. SOLE SHARED
MCGRAW-HILL COMPANIES COMMON 580645109 1877 34800. SOLE SHARED
MEDFORD BANCORP INC COMMON 584131106 310 16900. SOLE SHARED
MEDIAONE GROUP INC COMMON 58440J104 85 1150. SOLE SHARED
MEDTRONIC INC COMMON 585055106 19 250. SOLE SHARED
MELLON BANK CORP COMMON 585509102 86 2370. SOLE SHARED
MEDISCIENCE TECH COMMON 585901101 1 10000. SOLE SHARED
MERCANTILE BANCORPORATIO COMMON 587342106 5 100. SOLE SHARED
MERCANTILE BANKSHARES CO COMMON 587405101 49 1400. SOLE SHARED
MERCHANTS BANCORP INC/DE COMMON 588438101 30 1100. SOLE SHARED
MERCK & CO COMMON 589331107 7346 99777. SOLE SHARED
MEREDITH CORP COMMON 589433101 467 13500. SOLE SHARED
MERISTAR HOSPITALITY COR COMMON 58984Y103 410 18300. SOLE SHARED
MICHAEL FOODS INC COMMON 594079105 32 1400. SOLE SHARED
MICROSOFT CORP COMMON 594918104 12146 134680. SOLE SHARED
MICRON TECHNOLOGY INC COMMON 595112103 4 100. SOLE SHARED
MIDCOAST ENERGY RES INC COMMON 59563W104 247 15325. SOLE SHARED
MIDWEST REAL ESTATE LP COMMON 598371102 400. SOLE SHARED
MILACRON INC. COMMON 598709103 111 6000. SOLE SHARED
MILLER (HERMAN) INC COMMON 600544100 71 3400. SOLE SHARED
MILLIPORE CORP COMMON 601073109 16 400. SOLE SHARED
MINNESOTA MINING & MFG C COMMON 604059105 730 8400. SOLE SHARED
MOBIL CORP COMMON 607059102 513 5200. SOLE SHARED
MONSANTO CO COMMON 611662107 1093 27650. SOLE SHARED
MORGAN (J P) & CO COMMON 616880100 49 350. SOLE SHARED
MORGAN KEEGAN INC COMMON 617410105 183 9700. SOLE SHARED
MORGAN STANLY DEAN WITTE COMMON 617446448 10 100. SOLE SHARED
MOTOROLA INC COMMON 620076109 120 1270. SOLE SHARED
MYERS INDUSTRIES INC COMMON 628464109 479 23970. SOLE SHARED
N B T BANCORP INC COMMON 628778102 24 1176. SOLE SHARED
NCH CORP COMMON 628850109 410 8300. SOLE SHARED
NASB FINANCIAL INC COMMON 628968109 1 100. SOLE SHARED
NALCO CHEMICAL CO COMMON 629853102 51 1000. SOLE SHARED
NATIONAL BANCORP ALASKA COMMON 632587101 21 800. SOLE SHARED
NATIONAL COMM BANCORP/TN COMMON 635449101 122 5600. SOLE SHARED
NATL POWER PLC -SPON AD COMMON 637194408 9 300. SOLE SHARED
NATIONAL PRESTO INDS INC COMMON 637215104 1170 30600. SOLE SHARED
NATIONAL SERVICE INDS IN COMMON 637657107 476 13240. SOLE SHARED
NATURES SUNSHINE PRODS I COMMON 639027101 21 2000. SOLE SHARED
NELSON (THOMAS) INC COMMON 640376109 644 57900. SOLE SHARED
NETWORKS ASSOCS INC COMMON 640938106 5 400. SOLE SHARED
NEW ENGLAND BUSINESS SVC COMMON 643872104 154 5000. SOLE SHARED
NEW ENGLAND ELECTRIC SYS COMMON 644001109 40 800. SOLE SHARED
NEW JERSEY RESOURCES COMMON 646025106 3 100. SOLE SHARED
NEW YORK TIMES CO -CL A COMMON 650111107 532 14470. SOLE SHARED
NEWELL RUBBERMAID INC. COMMON 651229106 1975 42600. SOLE SHARED
NEWMONT MINING CORP COMMON 651639106 11. SOLE SHARED
NEWS CORP LTD -ADR COMMON 652487703 1518 43000. SOLE SHARED
NIELSEN MEDIA RESEARCH COMMON 653929109 2 83. SOLE SHARED
NISOURCE INC. COMMON 65473P105 51 2000. SOLE SHARED
NOKIA CORP -ADR COMMON 654902204 7155 78150. SOLE SHARED
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NORFOLK SOUTHERN CORP COMMON 655844108 21 700. SOLE SHARED
NORTHERN TRUST CORP COMMON 665859104 77 800. SOLE SHARED
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NOVARTIS AG SPON ADR COMMON 66987V109 14 190. SOLE SHARED
NOTIFY CORPORATION COMMON 669956203 4 500. SOLE SHARED
NOVELL INC COMMON 670006105 29 1100. SOLE SHARED
NOVO-NORDISK A/S -ADR COMMON 670100205 155 2900. SOLE SHARED
OM GROUP INC COMMON 670872100 155 4500. SOLE SHARED
OLD KENT FINANCIAL CORP COMMON 679833103 63 1526. SOLE SHARED
OLD NATIONAL BANCORP COMMON 680033107 4 165. SOLE SHARED
OLIN CORP COMMON 680665205 1 100. SOLE SHARED
OMNICOM GROUP COMMON 681919106 1664 20800. SOLE SHARED
ONEOK INC COMMON 682680103 9 300. SOLE SHARED
ORACLE CORP COMMON 68389X105 1633 43990. SOLE SHARED
OREGON STEEL MILLS INC COMMON 686079104 37 2800. SOLE SHARED
ORIENTAL FINANCIAL GROUP COMMON 68618W100 17 733. SOLE SHARED
OSHKOSH B'GOSH INC -CL COMMON 688222207 181 8600. SOLE SHARED
OSHKOSH TRUCK CORP COMMON 688239201 216 4300. SOLE SHARED
OUTBACK STEAKHOUSE INC COMMON 689899102 3 100. SOLE SHARED
OXFORD INDUSTRIES INC COMMON 691497309 676 23900. SOLE SHARED
PG&E CORP COMMON 69331C108 22 700. SOLE SHARED
PAC GAS & ELEC QUIPS SER COMMON 69331F200 10 400. SOLE SHARED
PNC BANK CORP COMMON 693475105 92 1600. SOLE SHARED
PPG INDUSTRIES INC COMMON 693506107 4329 73300. SOLE SHARED
PACCAR INC COMMON 693718108 77 1451. SOLE SHARED
PACIFICORP COMMON 695114108 170 9300. SOLE SHARED
PALL CORP COMMON 696429307 705 31800. SOLE SHARED
PARKER-HANNIFIN CORP COMMON 701094104 603 13200. SOLE SHARED
PAYCHEX INC COMMON 704326107 975 30600. SOLE SHARED
PENN VIRGINIA CORP COMMON 707882106 418 21200. SOLE SHARED
PENNEY (J C) CO COMMON 708160106 43 900. SOLE SHARED
PENNSYLVANIA ENTERPRISES COMMON 708720107 15 500. SOLE SHARED
PENTAIR INC COMMON 709631105 196 4300. SOLE SHARED
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PEPSICO INC COMMON 713448108 189 4910. SOLE SHARED
PHARMACIA & UPJOHN INC COMMON 716941109 136 2400. SOLE SHARED
PFIZER INC COMMON 717081103 3243 29760. SOLE SHARED
PHILADELPHIA SUBURBAN CO COMMON 718009608 313 13575. SOLE SHARED
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PHILLIPS-VAN HEUSEN COMMON 718592108 221 22100. SOLE SHARED
PHOENIX INVESTMENT PARTN COMMON 719085102 246 28600. SOLE SHARED
PIEDMONT NATURAL GAS CO COMMON 720186105 24 800. SOLE SHARED
PIONEER HI-BRED INTERNAT COMMON 723686101 3278 84200. SOLE SHARED
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PITNEY BOWES INC COMMON 724479100 160 2500. SOLE SHARED
PITT-DES MOINES INC COMMON 724508106 256 4100. SOLE SHARED
POPULAR INC COMMON 733174106 679 22400. SOLE SHARED
PORTUGAL TELECOM S A -A COMMON 737273102 444 10800. SOLE SHARED
POWER FINANCIAL CORP COMMON 73927C100 25 1365. SOLE SHARED
PRAXAIR INC COMMON 74005P104 14 300. SOLE SHARED
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PROCTER & GAMBLE CO COMMON 742718109 6108 68440. SOLE SHARED
PROTECTIVE LIFE CORP COMMON 743674103 224 6600. SOLE SHARED
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PUB.SRV.OF N MEX COMMON 744499104 596 30000. SOLE SHARED
PUBLIC SERVICE ENTRP COMMON 744573106 4464 109400. SOLE SHARED
Q-ENTERTAINMENT INC COMMON 746937101 2000. SOLE SHARED
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QUEENS COUNTY BANCORP IN COMMON 748242104 39 1234. SOLE SHARED
QUILMES INDL QUINSA -AD COMMON 74838Y108 398 32200. SOLE SHARED
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RAYTHEON CO -CL B COMMON 755111408 1388 19700. SOLE SHARED
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REGIONS FINL CORP COMMON 758940100 3 100. SOLE SHARED
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RELIASTAR FINANCIAL CORP COMMON 75952U103 390 8922. SOLE SHARED
REPSOL SA -ADR COMMON 76026T205 1182 58200. SOLE SHARED
REPUBLIC BANCORP INC COMMON 760282103 29 1961. SOLE SHARED
RHONE-POULENC SA -ADR 1 COMMON 762426609 83 1800. SOLE SHARED
RITE AID CORP COMMON 767754104 7 300. SOLE SHARED
ROBERT HALF INTL INC COMMON 770323103 2 100. SOLE SHARED
ROCK-TENN COMPANY COMMON 772739207 906 54300. SOLE SHARED
ROHM & HAAS CO COMMON 775371107 6178 144100. SOLE SHARED
ROLLINS TRUCK LEASING COMMON 775741101 247 22250. SOLE SHARED
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ROYAL DUTCH PET -NY REG COMMON 780257804 1442 23950. SOLE SHARED
RUDDICK CORP COMMON 781258108 362 18100. SOLE SHARED
RUSS BERRIE & CO INC COMMON 782233100 452 18300. SOLE SHARED
RYLAND GROUP INC COMMON 783764103 955 32200. SOLE SHARED
SBC COMMUNICATIONS INC COMMON 78387G103 6719 115850. SOLE SHARED
SCPIE HOLDINGS INC COMMON 78402P104 401 12300. SOLE SHARED
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SAFEWAY INC COMMON 786514208 56 1140. SOLE SHARED
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SARA LEE CORP COMMON 803111103 22 1000. SOLE SHARED
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SCHLUMBERGER LTD COMMON 806857108 36 580. SOLE SHARED
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SIGMA-ALDRICH COMMON 826552101 567 16492. SOLE SHARED
SIGCORP INC COMMON 826912107 70 2500. SOLE SHARED
SIMPSON INDUSTRIES COMMON 829060102 107 10500. SOLE SHARED
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SMITH (A O) CORP COMMON 831865209 1050 37500. SOLE SHARED
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WALGREEN CO COMMON 931422109 5059 172237. SOLE SHARED
WARNACO GROUP INC -CL A COMMON 934390105 1 72. SOLE SHARED
WARNER-LAMBERT CO COMMON 934488107 241 3489. SOLE SHARED
WASHINGTON MUTUAL INC COMMON 939322103 75 2116. SOLE SHARED
WASTE MANAGEMENT INC COMMON 94106L109 223 4150. SOLE SHARED
WATTS INDUSTRIES -CL A COMMON 942749102 385 20100. SOLE SHARED
WEBB (DEL E) CORP COMMON 947423109 988 41400. SOLE SHARED
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WESTERNBANK P R COMMON 959897109 58 4500. SOLE SHARED
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WILLAMETTE INDUSTRIES COMMON 969133107 5905 128200. SOLE SHARED
WINNEBAGO INDUSTRIES COMMON 974637100 225 10000. SOLE SHARED
WINTRUST FINANCIAL CORP COMMON 97650W108 8 500. SOLE SHARED
WISCONSIN ENERGY CORP COMMON 976657106 3 150. SOLE SHARED
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WOLVERINE WORLD WIDE COMMON 978097103 102 7300. SOLE SHARED
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XTRA CORP COMMON 984138107 289 6300. SOLE SHARED
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GOVT NATL MTG ASSN 9% 01 BOND 362056CB7 4 450. SOLE SHARED
GOVT NATL MTG ASSN 13.5% BOND 362067F47 5 500. SOLE SHARED
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ILLINOIS ST COLLEGE BOND 452149NC7 47 600. SOLE SHARED
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