<TABLE>
DISCIPLINED INVESTMENT ADVISORS, INC.
<CAPTION>
COMBINED SEC REPORT AS OF 12/31/99 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 1037 57850. SOLE SHARED
ABM INDUSTRIES INC COMMON 000957100 782 38400. SOLE SHARED
AMC ENTERTAINMENT INC COMMON 001669100 2 250. SOLE SHARED
AT&T CORP COMMON 001957109 2154 42405. SOLE SHARED
ABBOTT LABORATORIES COMMON 002824100 2913 80242. SOLE SHARED
ABERCROMBIE & FITCH -CL COMMON 002896207 5 200. SOLE SHARED
ACNIELSEN CORP COMMON 004833109 4 200. SOLE SHARED
ADOBE SYSTEMS INC COMMON 00724F101 13 200. SOLE SHARED
AEGON NV -ADR COMMON 007924103 1243 13019. SOLE SHARED
AIRBORNE FREIGHT CORP COMMON 009266107 1 80. SOLE SHARED
AKZO NOBEL NV -ADR COMMON 010199305 4 100. SOLE SHARED
ALBANY INTL CORP -CL A COMMON 012348108 2 176. SOLE SHARED
ALBERTO-CULVER CO -CL B COMMON 013068101 85 3300. SOLE SHARED
ALBERTSONS INC COMMON 013104104 19 600. SOLE SHARED
ALCOA INC COMMON 013817101 7362 88700. SOLE SHARED
ALFA CORP COMMON 015385107 97 6000. SOLE SHARED
ALLEGHENY ENERGY INC COMMON 017361106 13 500. SOLE SHARED
ALLIANCE BANCORP INC COMMON 01852J105 33 1800. SOLE SHARED
ALLIANT TECHSYSTEMS INC COMMON 018804104 8 130. SOLE SHARED
ALLSTATE CORP COMMON 020002101 67 2800. SOLE SHARED
ALTERA CORP COMMON 021441100 4 100. SOLE SHARED
AMBANC HOLDING CO INC COMMON 023161102 320 21700. SOLE SHARED
AMCAST INDL CORP COMMON 023395106 995 60800. SOLE SHARED
AMCOL INTERNATIONAL CORP COMMON 02341W103 168 10445. SOLE SHARED
AMEREN CORP COMMON 023608102 85 2623. SOLE SHARED
AMERICA ONLINE INC COMMON 02364J104 628 8280. SOLE SHARED
AMCORE FINL INC COMMON 023912108 4 200. SOLE SHARED
AMERICAN AXLE & MFG HLDG COMMON 024061103 1 120. SOLE SHARED
AMERICAN BUSINESS PRODS/ COMMON 024763104 16 1400. SOLE SHARED
AMERICAN EXPRESS COMMON 025816109 1275 7670. SOLE SHARED
AMERICAN HOME PRODUCTS C COMMON 026609107 63 1620. SOLE SHARED
AMERICAN INTERNATIONAL G COMMON 026874107 6065 56098. SOLE SHARED
AMERICAN STATES WATER CO COMMON 029899101 446 12400. SOLE SHARED
AMERON INTERNATIONAL INC COMMON 030710107 549 13900. SOLE SHARED
AMERUS LIFE HLDGS INC - COMMON 030732101 538 23400. SOLE SHARED
AMGEN INC COMMON 031162100 2346 39068. SOLE SHARED
AMSOUTH BANCORPORATION COMMON 032165102 1 100. SOLE SHARED
AMVESCAP PLC -SPON ADR COMMON 03235E100 28 500. SOLE SHARED
ANDOVER BANCORP INC/DE COMMON 034258103 7 250. SOLE SHARED
ANHEUSER-BUSCH COS INC COMMON 035229103 191 2700. SOLE SHARED
ANSWERTHINK CONSULTINGGR COMMON 036916104 10 300. SOLE SHARED
AON CORP COMMON 037389103 15 375. SOLE SHARED
APOGEE ENTERPRISES INC COMMON 037598109 30 6105. SOLE SHARED
APPLE COMPUTER INC COMMON 037833100 82 800. SOLE SHARED
APPLIED MATERIAL COMMON 038222105 83 660. SOLE SHARED
ARCHER-DANIELS-MIDLAND C COMMON 039483102 31. SOLE SHARED
ARCTIC CAT INC COMMON 039670104 5 500. SOLE SHARED
ARNOLD INDUSTRIES INC COMMON 042595108 451 32100. SOLE SHARED
ARVIN INDUSTRIES INC COMMON 043339100 661 23300. SOLE SHARED
ASHLAND INC COMMON 044204105 36 1100. SOLE SHARED
ASSOCIATED BANC CORP COMMON 045487105 13 384. SOLE SHARED
AT HOME CORP SER A COMMON 045919107 8 200. SOLE SHARED
ASSOCIATES FIRST CAPITAL COMMON 046008108 29 1092. SOLE SHARED
ATLANTIC RICHFIELD CO COMMON 048825103 8 100. SOLE SHARED
ATMOS ENERGY CORP COMMON 049560105 1 90. SOLE SHARED
AURA SYSTEMS INC COMMON 051526101 1450. SOLE SHARED
AUTOMATIC DATA PROCESSIN COMMON 053015103 1352 25100. SOLE SHARED
AVENTIS SPON ADR COMMON 053561106 96 1700. SOLE SHARED
AVERY DENNISON CORP COMMON 053611109 7 100. SOLE SHARED
AVON PRODUCTS COMMON 054303102 13 400. SOLE SHARED
AXA-UAP SA -SPON ADR COMMON 054536107 7 100. SOLE SHARED
BB&T CORP COMMON 054937107 497 18172. SOLE SHARED
BCE INC COMMON 05534B109 8360 92700. SOLE SHARED
BMC INDUSTRIES INC/MN COMMON 055607105 232 47700. SOLE SHARED
BP AMOCO plc COMMON 055622104 139 2348. SOLE SHARED
BT FINANCIAL CORP COMMON 055763106 4 220. SOLE SHARED
BMC SOFTWARE INC COMMON 055921100 79 1000. SOLE SHARED
BALDOR ELECTRIC COMMON 057741100 155 8566. SOLE SHARED
BANCO COMERCIAL PORTGE COMMON 059479303 5 200. SOLE SHARED
BANCORP CONN INC COMMON 059684100 3 200. SOLE SHARED
BANK OF AMERICA CORP. COMMON 060505104 2141 42667. SOLE SHARED
BANK OF NEW YORK CO INC COMMON 064057102 160 4000. SOLE SHARED
BARD (C.R.) INC COMMON 067383109 392 7400. SOLE SHARED
BARCLAYS PLC/ENGLAND -A COMMON 06738E204 23 200. SOLE SHARED
BASS PLC -ADR COMMON 069904209 61 5200. SOLE SHARED
BASSETT FURNITURE INDS COMMON 070203104 510 31900. SOLE SHARED
BAXTER INTERNATIONAL INC COMMON 071813109 18 300. SOLE SHARED
BAY VIEW CAP CORP COMMON 07262L101 736 51900. SOLE SHARED
BEAR STEARNS COMPANIES I COMMON 073902108 320 7505. SOLE SHARED
BED BATH & BEYOND INC COMMON 075896100 17 500. SOLE SHARED
BELL ATLANTIC CORP COMMON 077853109 3472 56400. SOLE SHARED
BELLSOUTH CORP COMMON 079860102 3343 71420. SOLE SHARED
BENCHMARK ELECTRONICS IN COMMON 08160H101 4 190. SOLE SHARED
BERKSHIRE HATHAWAY INC. COMMON 084670207 113 62. SOLE SHARED
BEST BUY CO INC COMMON 086516101 40 800. SOLE SHARED
BESTFOODS COMMON 08658U101 1474 28056. SOLE SHARED
BIOGEN INC COMMON 090597105 33 400. SOLE SHARED
BLACK & DECKER CORP COMMON 091797100 26 500. SOLE SHARED
BLOCK DRUG -CL A COMMON 093644102 268 8677. SOLE SHARED
BLOCK H & R INC COMMON 093671105 918 21000. SOLE SHARED
BLOUNT INTERNATIONAL INC COMMON 095180105 2 148. SOLE SHARED
BLUE FISH CLOTHING COMMON 095480109 200. SOLE SHARED
BOB EVANS FARMS COMMON 096761101 626 40600. SOLE SHARED
BOMBAY CO INC COMMON 097924104 40 8900. SOLE SHARED
BORG WARNER AUTO COMMON 099724106 2 60. SOLE SHARED
BRADY CORP COMMON 104674106 173 5100. SOLE SHARED
BRIGGS & STRATTON COMMON 109043109 230 4300. SOLE SHARED
BRISTOL MYERS SQUIBB COMMON 110122108 3618 56371. SOLE SHARED
BRITISH TELECOM PLC -AD COMMON 111021408 47 200. SOLE SHARED
BROWN & BROWN INC COMMON 115236101 187 4900. SOLE SHARED
BROWN-FORMAN -CL B COMMON 115637209 1746 30500. SOLE SHARED
BRUNSWICK CORP COMMON 117043109 582 26200. SOLE SHARED
BRUSH WELLMAN INC COMMON 117421107 3 200. SOLE SHARED
BRLNGTN NTHRN SANTA FE COMMON 12189T104 1256 51800. SOLE SHARED
BURR-BROWN CORP COMMON 122574106 7 202. SOLE SHARED
CCBT FINANCIAL COMPANIES COMMON 12500Q102 147 9600. SOLE SHARED
CDW COMPUTER CENTERS COMMON 125129106 64 824. SOLE SHARED
CH ENERGY GROUP INC COMMON 12541M102 52 1600. SOLE SHARED
CIGNA CORP COMMON 125509109 48 600. SOLE SHARED
CLECO CORP. COMMON 12561W105 240 7500. SOLE SHARED
CMGI INC COMMON 125750109 55 200. SOLE SHARED
CMP GROUP INC COMMON 125887109 201 7300. SOLE SHARED
CPB INC COMMON 125903104 302 10600. SOLE SHARED
CNA SURETY CORP COMMON 12612L108 59 4600. SOLE SHARED
CTS CORP COMMON 126501105 572 7600. SOLE SHARED
CVS CORP COMMON 126650100 15 380. SOLE SHARED
CABLE & WIRELESS HKT SPO COMMON 126828102 308 10600. SOLE SHARED
CADMUS COMMUNICATIONS CO COMMON 127587103 110 13000. SOLE SHARED
CALGON CARBON CORP COMMON 129603106 94 16000. SOLE SHARED
CAMPBELL SOUP CO COMMON 134429109 1570 40600. SOLE SHARED
CANON INC -ADR COMMON 138006309 908 22400. SOLE SHARED
CAPITAL SENIOR LIVING CO COMMON 140475104 1 300. SOLE SHARED
CARLISLE COS INC COMMON 142339100 187 5200. SOLE SHARED
CARLTON COMMUN PLC -ADR COMMON 142872209 616 12950. SOLE SHARED
CARNIVAL CORP COMMON 143658102 47 1000. SOLE SHARED
CARTER-WALLACE INC COMMON 146285101 52 2900. SOLE SHARED
CASCADE NATURAL GAS CORP COMMON 147339105 62 3900. SOLE SHARED
CATO CORP -CL A COMMON 149205106 468 37100. SOLE SHARED
CAVALIER HOMES INC COMMON 149507105 178 45400. SOLE SHARED
CENTEX CONSTRN PRODS INC COMMON 15231R109 195 5000. SOLE SHARED
CENTRAL NEWSPAPERS -CL COMMON 154647101 173 4400. SOLE SHARED
CENTRAL VERMONT PUB SERV COMMON 155771108 448 42200. SOLE SHARED
CENTURA BANKS INC COMMON 15640T100 119 2700. SOLE SHARED
CENTURY BANCORP INC/MA COMMON 156432106 42 2600. SOLE SHARED
CENTURY SOUTH BKS INC COMMON 156683104 187 8400. SOLE SHARED
CHALONE WINE GROUP LTD COMMON 157639105 100. SOLE SHARED
CHARTER ONE FINANCIAL COMMON 160903100 56 2608. SOLE SHARED
CHASE MANHATTAN CORP COMMON 16161A108 1128 14530. SOLE SHARED
CHESAPEAKE CORP COMMON 165159104 64 2100. SOLE SHARED
CHEVRON CORP COMMON 166751107 1416 16350. SOLE SHARED
CHIRON CORP COMMON 170040109 11 275. SOLE SHARED
CHOICEPOINT INC. COMMON 170388102 9 240. SOLE SHARED
CHURCH & DWIGHT INC COMMON 171340102 205 7700. SOLE SHARED
CIENA CORP COMMON 171779101 14 250. SOLE SHARED
CIFRA S A DE C V ADR B COMMON 171785207 4 2232. SOLE SHARED
CIRCOR INTERNATIONAL, IN COMMON 17273K109 75 7300. SOLE SHARED
CISCO SYSTEMS INC COMMON 17275R102 7568 70650. SOLE SHARED
CITIGROUP INC COMMON 172967101 8153 146411. SOLE SHARED
CITIZENS BANKING CORP. COMMON 174420109 30 1366. SOLE SHARED
CITIZENS UTILITIES -CL B COMMON 177342201 46 3283. SOLE SHARED
CLAIRES STORES INC COMMON 179584107 272 12200. SOLE SHARED
CLARCOR INC COMMON 179895107 563 31300. SOLE SHARED
CLAYTON HOMES INC COMMON 184190106 2 300. SOLE SHARED
CLOROX CO/DE COMMON 189054109 60 1200. SOLE SHARED
COACHMEN INDUSTRIES INC COMMON 189873102 13 900. SOLE SHARED
COCA-COLA CO COMMON 191216100 2108 36200. SOLE SHARED
COLGATE-PALMOLIVE CO COMMON 194162103 2904 44690. SOLE SHARED
COLUMBIA SPORTSWEAR CO. COMMON 198516106 2 100. SOLE SHARED
COMCAST CORP -CL A SPL COMMON 200300200 235 4650. SOLE SHARED
COMERICA INC COMMON 200340107 833 17850. SOLE SHARED
COMMERCE BANCSHARES INC COMMON 200525103 38 1149. SOLE SHARED
COMMERCIAL METALS COMMON 201723103 1194 35200. SOLE SHARED
COMMONWEALTH BANCORP INC COMMON 20268X102 3 200. SOLE SHARED
COMMUNITY BK SYS INC COMMON 203607106 16 700. SOLE SHARED
COMMUNITY SAVINGS BANKSH COMMON 204037105 408 32500. SOLE SHARED
COMPAQ COMPUTER CORP COMMON 204493100 91 3374. SOLE SHARED
COMPASS BANCSHARES INC COMMON 20449H109 14 666. SOLE SHARED
COMPLETE BUSINESS COMMON 20452F107 5 220. SOLE SHARED
COMPUTER ASSOCIATES INTL COMMON 204912109 48 700. SOLE SHARED
COMPUTER SCIENCES CORP COMMON 205363104 18 200. SOLE SHARED
COMPUWARE CORP COMMON 205638109 21 570. SOLE SHARED
CONAGRA, INC. COMMON 205887102 29 1298. SOLE SHARED
CONMED CORP COMMON 207410101 10 415. SOLE SHARED
CONNECTICUT WATER SVC IN COMMON 207797101 54 1700. SOLE SHARED
CONSECO INC COMMON 208464107 5 300. SOLE SHARED
CONSOLIDATED EDISON INC COMMON 209115104 210 6100. SOLE SHARED
CONSOLIDATED NATURAL GAS COMMON 209615103 155 2400. SOLE SHARED
CONSTELLATION ENERGY COMMON 210371100 974 33600. SOLE SHARED
COOPER INDUSTRIES INC COMMON 216669101 497 12300. SOLE SHARED
COOPER TIRE & RUBBER COMMON 216831107 374 23800. SOLE SHARED
COORS (ADOLPH) -CL B COMMON 217016104 5 100. SOLE SHARED
CORUS BANKSHARES INC COMMON 220873103 108 4500. SOLE SHARED
COSTCO WHOLESALE CORP COMMON 22160K105 168 1850. SOLE SHARED
COUNTRYWIDE CREDIT IND I COMMON 222372104 525 20800. SOLE SHARED
COX COMMUNICATIONS -CL COMMON 224044107 24 480. SOLE SHARED
CRANE CO COMMON 224399105 617 31075. SOLE SHARED
CROWN CORK & SEAL CO INC COMMON 228255105 1440 64400. SOLE SHARED
CUBIC CORP COMMON 229669106 131 6000. SOLE SHARED
CULLEN/FROST BANKERS INC COMMON 229899109 10 400. SOLE SHARED
CURTISS-WRIGHT CORP COMMON 231561101 339 9200. SOLE SHARED
DQE INC COMMON 23329J104 91 2650. SOLE SHARED
DAIN RAUSCHER CORP COMMON 233856103 51 1100. SOLE SHARED
DANA CORP COMMON 235811106 1830 61150. SOLE SHARED
DAYTON HUDSON CORP COMMON 239753106 1248 17000. SOLE SHARED
DEB SHOPS INC COMMON 242728103 136 7400. SOLE SHARED
DEERE & CO COMMON 244199105 9 210. SOLE SHARED
DELL COMPUTER CORP COMMON 247025109 2881 56500. SOLE SHARED
DELPHI AUTOMOTIVE SYSTEM COMMON 247126105 1 69. SOLE SHARED
DELTA AIR LINES INC COMMON 247361108 15 314. SOLE SHARED
DEPARTMENT 56 INC -SER COMMON 249509100 40 1800. SOLE SHARED
DESC S A DE C V -SPON A COMMON 250309101 15 900. SOLE SHARED
DETROIT DIESEL CORP COMMON 250837101 324 16900. SOLE SHARED
DIAGEO PLC -ADR COMMON 25243Q205 12 400. SOLE SHARED
DIAGNOSTIC PRODUCTS CORP COMMON 252450101 213 8700. SOLE SHARED
DIAL CORPORATION COMMON 25247D101 14 600. SOLE SHARED
DIEBOLD INC COMMON 253651103 2 100. SOLE SHARED
DIME COMMUNITY BANCSHARE COMMON 253922108 190 10300. SOLE SHARED
DISNEY (WALT) COMPANY COMMON 254687106 2438 83358. SOLE SHARED
DIXIE GROUP INC COMMON 255519100 195 26500. SOLE SHARED
DOLLAR GENERAL COMMON 256669102 497 21879. SOLE SHARED
DOMINION RESOURCES INC COMMON 257470104 15 400. SOLE SHARED
DONALDSON CO INC COMMON 257651109 274 11400. SOLE SHARED
DONNELLEY (R R) & SONS C COMMON 257867101 52 2100. SOLE SHARED
DOUBLECLICK INC COMMON 258609304 50 200. SOLE SHARED
DOVER CORP COMMON 260003108 9 200. SOLE SHARED
DOW CHEMICAL COMMON 260543103 5646 42255. SOLE SHARED
DOW JONES & CO INC COMMON 260561105 20 300. SOLE SHARED
DOWNEY FINANCIAL CORP COMMON 261018105 42 2100. SOLE SHARED
DU PONT (E I) DE NEMOURS COMMON 263534109 8450 128288. SOLE SHARED
DUANE READE INC COMMON 263578106 2 100. SOLE SHARED
DUKE ENERGY CORP COMMON 264399106 10 200. SOLE SHARED
DUN & BRADSTREET (NEW) COMMON 26483B106 17 600. SOLE SHARED
ECI TELECOMMUNICATIONS COMMON 268258100 12 400. SOLE SHARED
EMC CORP/MA COMMON 268648102 3255 29800. SOLE SHARED
ESB FINANCIAL CORP COMMON 26884F102 14 1200. SOLE SHARED
ETEC SYS INC COMMON 26922C103 6 155. SOLE SHARED
E'TOWN CORP COMMON 269242103 678 10900. SOLE SHARED
EAGLE BANCSHARES INC COMMON 26942C109 46 3200. SOLE SHARED
EARTHGRAINS CO COMMON 270319106 111 6900. SOLE SHARED
EATON CORP COMMON 278058102 14 200. SOLE SHARED
ECOLAB INC COMMON 278865100 1341 34300. SOLE SHARED
EDISON INTERNATIONAL COMMON 281020107 10 400. SOLE SHARED
ELCOR CORP COMMON 284443108 411 13644. SOLE SHARED
ELECTRONIC ARTS INC COMMON 285512109 8 100. SOLE SHARED
EMBOTELLADORA ANDINA -A COMMON 29081P204 3 200. SOLE SHARED
EMERSON ELECTRIC CO COMMON 291011104 4036 70358. SOLE SHARED
ENERGEN CORP COMMON 29265N108 195 10800. SOLE SHARED
ENERGY EAST CORP COMMON 29266M109 2 100. SOLE SHARED
ENGAGE TECHNOLOGIES COMMON 292827102 24 400. SOLE SHARED
ENHANCE FINANCIAL SVCS G COMMON 293310108 78 4800. SOLE SHARED
ENNIS BUSINESS FORMS COMMON 293389102 447 57700. SOLE SHARED
ENRON CORP COMMON 293561106 316 7124. SOLE SHARED
ENTERGY CORP COMMON 29364G103 1171 45500. SOLE SHARED
EQUIFAX INC COMMON 294429105 464 19700. SOLE SHARED
ERICSSON (L M) TEL -ADR COMMON 294821400 236 3600. SOLE SHARED
EXXON MOBIL CORP COMMON 30231G102 10533 130752. SOLE SHARED
F & M NATL CORP COMMON 302374103 150 5450. SOLE SHARED
F N B CORP/PA COMMON 302520101 135 6111. SOLE SHARED
FPIC INSURANCE GRP INC COMMON 302563101 3 204. SOLE SHARED
FPL GROUP INC COMMON 302571104 107 2500. SOLE SHARED
FAMILY DOLLAR STORES COMMON 307000109 514 31550. SOLE SHARED
FASTENAL CO COMMON 311900104 8 200. SOLE SHARED
FDX CORP COMMON 31304N107 8 200. SOLE SHARED
FED HOME LOAN MTG CO COMMON 313400301 84 1800. SOLE SHARED
FEDERAL NATL MORTGAGE AS COMMON 313586109 3149 50440. SOLE SHARED
FEDERAL SIGNAL CORP COMMON 313855108 1 100. SOLE SHARED
FEDERATED DEPT STORES COMMON 31410H101 37 735. SOLE SHARED
FIAT SPA -ADR COMMON 315621888 70 2350. SOLE SHARED
THE FINISH LINE COMMON 317923100 6 1285. SOLE SHARED
FINOVA GROUP COMMON 317928109 85 2400. SOLE SHARED
FIRST BANCORP (PUERTO RI COMMON 318672102 22 1100. SOLE SHARED
FIRST CITIZENS BANCSH - COMMON 31946M103 125 1800. SOLE SHARED
FIRST COMMONWLTH FINL CP COMMON 319829107 16 1400. SOLE SHARED
FIRST ESSEX BANCORP COMMON 320103104 4 300. SOLE SHARED
FIRST FEDERAL BANCSHARES COMMON 32020F105 56 3600. SOLE SHARED
FIRST SENTINEL BANCORP I COMMON 33640T103 103 13300. SOLE SHARED
FIRST UNION CORP (N C) COMMON 337358105 13 400. SOLE SHARED
FIRST WASHINGTON BANCORP COMMON 33748T104 259 17600. SOLE SHARED
FIRSTENERGY CORP COMMON 337932107 190 8400. SOLE SHARED
FLEETBOSTON FINANCIAL CO COMMON 339030108 218 6286. SOLE SHARED
FLEXSTEEL INDS COMMON 339382103 36 2700. SOLE SHARED
FLORIDA ROCK INDS COMMON 341140101 1694 49200. SOLE SHARED
FLUSHING FINANCIAL CORP COMMON 343873105 75 5100. SOLE SHARED
FORD MOTOR CO COMMON 345370100 3334 62550. SOLE SHARED
FORT JAMES CORP COMMON 347471104 5 200. SOLE SHARED
FRANKLIN ELECTRIC CO COMMON 353514102 63 900. SOLE SHARED
FREMONT GENERAL CORP COMMON 357288109 1 175. SOLE SHARED
GA FINANCIAL INC COMMON 361437106 1 100. SOLE SHARED
GATX CORP COMMON 361448103 20 600. SOLE SHARED
GBC BANCORP/CA COMMON 361475106 3 200. SOLE SHARED
GPU INC COMMON 36225X100 449 15100. SOLE SHARED
GTE CORP COMMON 362320103 903 12800. SOLE SHARED
GAINSCO INC COMMON 363127101 235 43800. SOLE SHARED
GALLAGHER (ARTHUR J.) & COMMON 363576109 116 1800. SOLE SHARED
GANNETT CO COMMON 364730101 4938 60550. SOLE SHARED
GAP INC COMMON 364760108 3150 68498. SOLE SHARED
GARDEN FRESH RESTAURANT COMMON 365235100 8 500. SOLE SHARED
GATEWAY INC COMMON 367626108 99 1380. SOLE SHARED
GENCORP INC COMMON 368682100 131 13300. SOLE SHARED
GENERAL CABLE CORP/DE COMMON 369300108 1 135. SOLE SHARED
GENERAL DYNAMICS CORP COMMON 369550108 448 8500. SOLE SHARED
GENERAL ELECTRIC CO COMMON 369604103 11645 75256. SOLE SHARED
GENERAL MILLS INC COMMON 370334104 471 13200. SOLE SHARED
GENERAL MOTORS CORP COMMON 370442105 1250 17200. SOLE SHARED
GENUINE PARTS CO COMMON 372460105 858 34619. SOLE SHARED
GERBER SCIENTIFIC INDS COMMON 373730100 151 6900. SOLE SHARED
GILLETTE CO COMMON 375766102 263 6400. SOLE SHARED
GLEASON CORP COMMON 377339106 37 1600. SOLE SHARED
GLAXO WELLCOME PLC -SP COMMON 37733W105 145 2600. SOLE SHARED
GORMAN-RUPP CO COMMON 383082104 24 1400. SOLE SHARED
GRACO INC COMMON 384109104 240 6700. SOLE SHARED
GRAINGER (W W) INC COMMON 384802104 2770 57950. SOLE SHARED
GRANITE CONSTRUCTION INC COMMON 387328107 583 31650. SOLE SHARED
GRANITE ST BANKSHARES IN COMMON 387472103 3 200. SOLE SHARED
GREATER BAY BANCORP COMMON 391648102 4 100. SOLE SHARED
GREENBRIER COMPANIES INC COMMON 393657101 65 7600. SOLE SHARED
GREIF BROS CORP -CL A COMMON 397624107 487 16400. SOLE SHARED
GRUPO ELEKTRA SA DE CV COMMON 40050A102 206 21200. SOLE SHARED
HMT TECHNOLOGY CORP COMMON 403917110 1 455. SOLE SHARED
HARBOR FLORIDA BANCSHARE COMMON 411901101 244 18900. SOLE SHARED
HARLEY-DAVIDSON INC COMMON 412822108 211 3300. SOLE SHARED
HARTFORD FINANCIAL SVCS COMMON 416515104 26 560. SOLE SHARED
HASBRO INC COMMON 418056107 9 500. SOLE SHARED
HAVERTY FURNITURE COMMON 419596101 1912 151500. SOLE SHARED
HERSHEY FOODS CORP COMMON 427866108 569 12000. SOLE SHARED
HEWLETT-PACKARD CO COMMON 428236103 3909 34370. SOLE SHARED
HILB ROGAL & HAMILTON CO COMMON 431294107 113 4000. SOLE SHARED
HOLLINGER INTL INC -CL COMMON 435569108 63 4900. SOLE SHARED
HOLLY CORP COMMON 435758305 580 43600. SOLE SHARED
HOLOGIC INC COMMON 436440101 2 480. SOLE SHARED
HOME DEPOT INC COMMON 437076102 9252 134588. SOLE SHARED
HONEYWELL INTL INC COMMON 438516106 3539 61354. SOLE SHARED
HORIZON FINANCIAL CORP/W COMMON 44041F105 147 15500. SOLE SHARED
HOUSEHOLD INTERNATIONAL COMMON 441815107 7 200. SOLE SHARED
HUGHES SUPPLY INC COMMON 444482103 746 34600. SOLE SHARED
HUTCHINSON TECH COMMON 448407106 7 365. SOLE SHARED
HUTTIG BUILDING PRODUCTS COMMON 448451104 34 6946. SOLE SHARED
IMCO RECYCLING INC COMMON 449681105 501 39700. SOLE SHARED
ISB FINANCIAL CORP COMMON 450091103 100 7300. SOLE SHARED
ITT INDUSTRIES INC COMMON 450911102 18 560. SOLE SHARED
IDA CORP INC. COMMON 451107106 13 500. SOLE SHARED
ILLINOIS TOOL WORKS COMMON 452308109 945 14000. SOLE SHARED
INDEPENDENT BANK CORP/MA COMMON 453836108 27 2200. SOLE SHARED
INGERSOLL-RAND CO COMMON 456866102 575 10450. SOLE SHARED
INNOVEX INC COMMON 457647105 42 4500. SOLE SHARED
INTEL CORP COMMON 458140100 6826 82940. SOLE SHARED
INTERMET CORP COMMON 45881K104 324 27900. SOLE SHARED
INTL BANCSHARES CORP COMMON 459044103 113 2575. SOLE SHARED
INTL BUSINESS MACHINES C COMMON 459200101 6655 61700. SOLE SHARED
INTL FLAVORS & FRAGRANCE COMMON 459506101 3 100. SOLE SHARED
INTL MULTIFOODS CORP COMMON 460043102 1 100. SOLE SHARED
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MORGAN STANLEY DEAN WITT COMMON 617446448 285 2000. SOLE SHARED
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UIT NASDAQ 100 TR #1 COMMON 631100104 741 4057. SOLE SHARED
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PALL CORP COMMON 696429307 2 100. SOLE SHARED
PARK PLACE ENTMT CORP COMMON 700690100 11 900. SOLE SHARED
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QUALCOMM INC COMMON 747525103 725 4120. SOLE SHARED
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RAYTHEON CO -CL B COMMON 755111408 459 17300. SOLE SHARED
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RITE AID CORP COMMON 767754104 3 300. SOLE SHARED
ROHM & HAAS CO COMMON 775371107 61 1500. SOLE SHARED
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ROYAL DUTCH PET -NY REG COMMON 780257804 4790 79100. SOLE SHARED
RUDDICK CORP COMMON 781258108 306 19800. SOLE SHARED
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GEMSTAR INTERNATIONAL GR COMMON G3788V106 35 500. SOLE SHARED
GLOBAL CROSSING LTD COMMON G3921A100 427 8550. SOLE SHARED
PARTNERRE LTD COMMON G6852T105 9 300. SOLE SHARED
CHICAGO BRIDGE & IRON CO COMMON N19808109 170 12400. SOLE SHARED
BANCO LATINOAMERICANO DE COMMON P16994132 378 16000. SOLE SHARED
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GOVT NATL MTG ASSN 9% 09 BOND 362054T73 6 600. SOLE SHARED
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ILLINOIS ST COLLEGE BOND 452149NC7 47 600. SOLE SHARED
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