UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 1999
Check here if Amendment [ ]; Amendment Number: ________
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: Capstone Asset Management Company
Address: 5847 San Felipe, Suite 4100
Houston, Texas 77057
Form 13F File Number: 28-2180
The institutional investment manager filing this report and the
person by whom it is signed hereby represent that the person
signing the report is authorized to submit it, that all
information contained herein is true, correct and complete, and
that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Linda G. Giuffre
Title: Vice President, Compliance
Phone: (713) 260-9000
Signature, Place, and Date of Signing:
/s/ Linda G. Giuffre Houston, Texas November 11, 1999
[Signature] [City, State] [Date]
Report Type (check only one.):
[ X ] 13F HOLDINGS REPORT. (Check here if all holdings of
this reporting manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in
this report, and all holdings are reported by other
reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of
the holdings for this reporting manager are reported in this
report and a portion are reported by other reporting
manager(s).)
List of Other Managers Reporting for this Manager: NONE
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1,023
Form 13F Information Table Value Total: $1,584,378 (thousands)
List of Other Included Managers: N/A
<PAGE>
<TABLE>
<C> <C>
FORM 13F INFORMATION TABLE
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER - VOTING AUTHORITY -
NAME OF ISSUER CLASS CUSIP # (X $1000) PRN AMT PRN CALL DSCRETN MGRS. SOLE SHARED NONE
*********************** ******** ******** ********* ******* **** **** ******* ***** *********************
3COM CORPORATION COMM 885535104 1,191 41,440 SH SOLE 4,273 37,167
AAR CORP. COMM 000361105 198 11,012 SH SOLE 6,022 4,990
ABBOTT LABORATORIES COMM 002824100 7,962 217,028 SH SOLE 40,256 176,772
ABM INDUSTRIES, INC COMM 000957100 122 4,820 SH SOLE 4,820 0
ABN AMRO HOLDING - ADR COMM 000937102 160 7,081 SH SOLE 7,081 0
ACTION PERFORMANCE INC COMM 004933107 77 3,650 SH SOLE 3,650 0
ACXIOM CORP COMM 005125109 319 16,204 SH SOLE 16,204 0
ADAPTIVE BROADBAND CORP COMM 00650M104 144 4,310 SH SOLE 4,310 0
ADC TELECOMMUNICATIONS COMM 000886101 518 12,350 SH SOLE 1,120 11,230
ADECCO SA - ADR COMM 006754105 163 2,366 SH SOLE 2,366 0
ADOBE SYSTEMS INC. COMM 00724F101 1,017 8,956 SH SOLE 720 8,236
ADOLPH COORS CO - CLASS COMM 217016104 367 6,788 SH SOLE 0 6,788
ADVANCED MICRO DEVICES COMM 007903107 267 15,561 SH SOLE 1,909 13,652
ADVO INC. COMM 007585102 88 4,405 SH SOLE 4,405 0
AES CORPORATION COMM 00130H105 1,298 21,995 SH SOLE 2,500 19,495
AETNA LIFE & CASUALTY COMM 008117103 932 18,928 SH SOLE 2,164 16,764
AFLAC INC COMM 001055102 839 20,030 SH SOLE 3,430 16,600
AGRIBRANDS INTL INC COMM 00849R105 128 2,580 SH SOLE 2,580 0
AIR EXPRESS INTL CORP COMM 009104100 164 7,240 SH SOLE 7,240 0
AIR PRODUCTS & CHEMICAL COMM 009158106 805 27,532 SH SOLE 2,868 24,664
AKZO NOBEL NV - ADR COMM 010199305 110 2,562 SH SOLE 2,562 0
ALBERTO-CULVER INC COMM 013068101 207 8,946 SH SOLE 910 8,036
ALBERTSONS INC. COMM 013104104 2,134 53,946 SH SOLE 7,092 46,854
ALCAN ALUMINUM LTD COMM 013716105 1,009 32,274 SH SOLE 4,107 28,167
ALCOA INC. COMM 013817101 3,299 53,152 SH SOLE 14,414 38,738
ALLEGHENY TELEDYNE INC COMM 017415100 312 18,488 SH SOLE 2,633 15,855
ALLEN TELECOM INC COMM 018091108 50 5,150 SH SOLE 5,150 0
ALLERGAN, INC. COMM 018490102 903 8,207 SH SOLE 760 7,447
ALLIANT TECHSYSTEMS COMM 018804104 182 2,623 SH SOLE 2,623 0
ALLIEDSIGNAL COMM 019512102 4,663 77,803 SH SOLE 15,922 61,881
ALLSTATE CORPORATION COMM 020002101 2,645 106,056 SH SOLE 10,166 95,890
ALLTEL CORP. COMM 020039103 2,436 34,612 SH SOLE 4,078 30,534
ALPHA INDUSTRIES INC COMM 020753109 222 3,940 SH SOLE 3,940 0
ALPHARMA INC COMM 020813101 203 5,738 SH SOLE 5,738 0
ALZA CORP CL A COMM 022615108 399 9,309 SH SOLE 1,140 8,169
AMCAST INDUSTRIAL COMM 023395106 46 3,420 SH SOLE 3,420 0
AMCOL INTL CORP COMM 02341W103 46 3,100 SH SOLE 3,100 0
AMERADA HESS COMM 023551104 692 11,294 SH SOLE 1,308 9,986
AMEREN CORP COMM 023608102 143 3,773 SH SOLE 1,918 1,855
AMERICA ONLINE INC COMM 02364J104 14,316 137,568 SH SOLE 23,200 114,368
AMERICAN ELECTRIC POWER COMM 025537101 746 21,872 SH SOLE 2,937 18,935
AMERICAN EXPRESS COMM 025816109 8,340 61,778 SH SOLE 11,116 50,662
AMERICAN FREIGHTWAY COMM 02629V108 107 5,860 SH SOLE 5,860 0
AMERICAN GENERAL CORP. COMM 026351106 1,753 27,714 SH SOLE 3,547 24,167
AMERICAN GREETINGS COMM 026375105 145 5,637 SH SOLE 1,490 4,147
AMERICAN HOME PRODUCTS COMM 026609107 6,122 147,514 SH SOLE 17,530 129,984
AMERICAN INT'L GROUP COMM 026874107 22,846 262,784 SH SOLE 35,028 227,756
AMERICAN MANAGEMENT SYS. COMM 027352103 212 8,258 SH SOLE 8,258 0
AMERICAN STATES WATER CO COMM 029899101 96 2,910 SH SOLE 2,910 0
AMERICREDIT CORP COMM 03060R101 199 13,330 SH SOLE 13,330 0
AMERITECH CORP COMM 030954101 10,093 151,199 SH SOLE 25,196 126,003
AMES DEPARTMENT STORES COMM 030789507 195 6,120 SH SOLE 6,120 0
AMGEN INC. COMM 031162100 5,860 71,900 SH SOLE 12,110 59,790
AMR CORP. COMM 001765106 1,302 23,882 SH SOLE 2,884 20,998
AMSOUTH BANCORPORATION COMM 032165102 117 4,990 SH SOLE 1,750 3,240
ANADARKO PETROLEUM COMM 032511107 504 16,493 SH SOLE 950 15,543
ANALOGIC CORP COMM 032657207 108 3,420 SH SOLE 3,420 0
ANALYSTS INTERNATIONAL COMM 032681108 44 4,285 SH SOLE 4,285 0
ANCHOR BANCORP WISCONSIN COMM 032839102 55 3,360 SH SOLE 3,360 0
ANCHOR GAMING COMM 033037102 143 2,400 SH SOLE 0 2,400
ANDREW CORP COMM 034425108 162 9,331 SH SOLE 412 8,919
ANGELICA CORP COMM 034663104 38 3,320 SH SOLE 3,320 0
ANHEUSER BUSCH COMM 035229103 4,136 59,028 SH SOLE 6,890 52,138
ANIXTER INTL INC COMM 035290105 183 7,876 SH SOLE 7,876 0
ANNTAYLOR STORES CORP COMM 036115103 244 5,980 SH SOLE 5,980 0
AON CORP. COMM 037389103 809 27,380 SH SOLE 3,304 24,076
APACHE CORP COMM 037411105 427 9,877 SH SOLE 840 9,037
APEX INC COMM 037548104 75 4,000 SH SOLE 4,000 0
APOGEE ENTERPRISES INC COMM 037598109 40 5,680 SH SOLE 5,680 0
APPLE COMPUTER COMM 037833100 1,186 18,725 SH SOLE 2,069 16,656
APPLIED INDUSTRIAL TECH COMM 03820C105 85 4,710 SH SOLE 4,710 0
APPLIED MATERIALS INC. COMM 038222105 3,602 46,359 SH SOLE 4,670 41,689
APPLIED POWER INC COMM 038225108 251 8,254 SH SOLE 8,254 0
APTARGROUP INC COMM 038336103 330 12,338 SH SOLE 7,308 5,030
AQUARION CO COMM 03838W101 137 3,810 SH SOLE 3,810 0
ARCHER-DANIELS-MIDLAND COMM 039483102 1,069 88,173 SH SOLE 15,221 72,952
ARMSTRONG WORLD INDS. COMM 042476101 227 5,055 SH SOLE 460 4,595
ARTESYN TECHNOLOGIES COMM 043127109 130 6,860 SH SOLE 6,860 0
ASARCO COMM 043413103 161 5,978 SH SOLE 1,630 4,348
ASHLAND INC COMM 044204105 240 7,152 SH SOLE 345 6,807
ASPECT TELECOMMUNICATION COMM 045237104 176 10,344 SH SOLE 10,344 0
ASPEN TECHNOLOGY INC COMM 045327103 50 5,120 SH SOLE 5,120 0
ASSOCIATES FIRST CAPITAL COMM 046008108 3,489 96,914 SH SOLE 9,702 87,212
ASTEC INDUSTRIES COMM 046224101 91 3,760 SH SOLE 3,760 0
AT&T COMM 001957109 21,140 485,982 SH SOLE 67,250 418,732
ATLANTIC COAST AIRLINES COMM 048396105 65 3,690 SH SOLE 3,690 0
ATLANTIC RICHFIELD COMM 048825103 4,977 56,160 SH SOLE 16,452 39,708
ATMOS ENERGY CORP COMM 049560105 232 9,596 SH SOLE 5,486 4,110
AUSPEX SYS INC COMM 052116100 44 4,990 SH SOLE 4,990 0
AUTHENTIC FITNESS CORP COMM 052661105 87 4,943 SH SOLE 4,943 0
AUTODESK INC COMM 052769106 158 7,217 SH SOLE 500 6,717
AUTOMATIC DATA PROCESS. COMM 053015103 3,173 71,104 SH SOLE 9,180 61,924
AUTOZONE INC. COMM 053332102 392 13,962 SH SOLE 1,887 12,075
AVERY-DENNISON CORP. COMM 053611109 743 14,090 SH SOLE 1,331 12,759
AVIATION SALES COMPANY COMM 053672101 56 2,970 SH SOLE 2,970 0
AVID TECHNOLOGY INC COMM 05367P100 73 5,540 SH SOLE 5,540 0
AVON PRODUCTS COMM 054303102 842 33,952 SH SOLE 3,888 30,064
BAKER HUGHES INC. COMM 057224107 1,089 37,562 SH SOLE 3,540 34,022
BALDOR ELECTRIC COMM 057741100 124 6,540 SH SOLE 6,540 0
BALL CORP COMM 058498106 150 3,397 SH SOLE 290 3,107
BANK OF AMERICA CORP COMM 060505104 15,921 285,906 SH SOLE 35,538 250,368
BANK OF NEW YORK COMM 064057102 3,104 92,844 SH SOLE 10,478 82,366
BANK ONE CORP. COMM 06423A103 5,346 153,560 SH SOLE 30,508 123,052
BANKBOSTON CORP COMM 06605R106 1,598 38,671 SH SOLE 3,698 34,973
BANKNORTH GROUP INC. COMM 06646L100 294 9,840 SH SOLE 5,520 4,320
BARNES GROUP COMM 067806109 88 4,380 SH SOLE 4,380 0
BARR LABORATORIES INC COMM 068306109 159 5,010 SH SOLE 5,010 0
BARRETT RES CORP COMM 068480201 275 7,449 SH SOLE 7,449 0
BARRICK GOLD CORP COMM 067901108 981 45,118 SH SOLE 4,301 40,817
BASSETT FURNITURE IND COMM 070203104 70 3,668 SH SOLE 3,668 0
BATTLE MOUNTAIN GOLD CO COMM 071593107 1 400 SH SOLE 0 400
BAUSCH & LOMB INC. COMM 071707103 431 6,532 SH SOLE 925 5,607
BAXTER INTL INC. COMM 071813109 2,130 35,345 SH SOLE 4,713 30,632
BB & T CORPORATION COMM 054937107 1,581 48,838 SH SOLE 27,030 21,808
BE AEROSPACE INC COMM 073302101 65 5,480 SH SOLE 5,480 0
BEAR STEARN COS. INC COMM 073902108 468 12,188 SH SOLE 988 11,200
BECTON DICKINSON & CO. COMM 075887109 928 33,077 SH SOLE 3,960 29,117
BELDEN INC COMM 077459105 204 9,970 SH SOLE 5,520 4,450
BELL ATLANTIC COMM 077853109 14,302 212,468 SH SOLE 37,966 174,502
BELLSOUTH CORP. COMM 079860102 12,089 268,646 SH SOLE 44,806 223,840
BEMIS COMPANY COMM 081437105 266 7,863 SH SOLE 115 7,748
BENCHMARK ELECTRONICS COMM 08160H101 230 6,500 SH SOLE 3,750 2,750
BEST BUY COMPANY COMM 086516101 1,446 23,320 SH SOLE 2,570 20,750
BEST FOODS COMM 08658U101 1,844 37,979 SH SOLE 6,448 31,531
BETHLEHEM STEEL CORP. COMM 087509105 104 14,040 SH SOLE 2,390 11,650
BILLING CONCEPTS CORP COMM 090063108 36 7,230 SH SOLE 7,230 0
BINDLEY WESTERN INDS COMM 090324104 84 5,866 SH SOLE 5,866 0
BIO TECHNOLOGY GEN CORP COMM 090578105 76 7,950 SH SOLE 7,950 0
BIOMATRIX INC COMM 09060P102 111 4,940 SH SOLE 4,940 0
BIOMET INC COMM 090613100 509 19,358 SH SOLE 1,660 17,698
BISYS GROUP INC COMM 055472104 256 5,451 SH SOLE 5,451 0
BLACK & DECKER COMM 091797100 554 12,126 SH SOLE 1,121 11,005
BLACK BOX CORP COMM 091826107 195 3,710 SH SOLE 3,710 0
BMC INDUSTRIES INC MINN COMM 055607105 59 4,810 SH SOLE 4,810 0
BMC SOFTWARE COMM 055921100 1,773 24,780 SH SOLE 2,860 21,920
BOEING COMPANY COMM 097023105 5,813 136,376 SH SOLE 25,359 111,017
BOISE CASCADE CORP. COMM 097383103 191 5,251 SH SOLE 485 4,766
BOSTON SCIENTIFIC CORP. COMM 101137107 1,173 47,404 SH SOLE 5,262 42,142
BOWNE & CO. INC. COMM 103043105 90 7,404 SH SOLE 7,404 0
BP AMOCO PLC - SPONS ADR COMM 055622104 4,326 39,043 SH SOLE 0 39,043
BRADY (WH) CO COMM 104674106 286 8,930 SH SOLE 5,180 3,750
BRIGGS & STRATTON COMM 109043109 26 440 SH SOLE 0 440
BRIGHTPOINT INC COMM 109473108 74 10,210 SH SOLE 10,210 0
BRISTOL MYERS SQUIBB COMM 110122108 17,535 259,779 SH SOLE 44,628 215,151
BROWN SHOE COMPANY INC COMM 115736100 88 4,799 SH SOLE 4,799 0
BROWN-FORMAN CORP CL-B COMM 115637209 354 5,681 SH SOLE 0 5,681
BRUNSWICK CORP. COMM 117043109 365 14,656 SH SOLE 1,744 12,912
BRUSH WELLMAN INC COMM 117421107 67 4,550 SH SOLE 4,550 0
BUCKEYE CELLULOSE CORP COMM 118255108 105 6,720 SH SOLE 6,720 0
BURLINGTON NORTHERN INC COMM 12189T104 1,587 57,718 SH SOLE 5,064 52,654
BURLINGTON RESOURCES COMM 122014103 797 21,687 SH SOLE 1,737 19,950
BURR-BROWN CORP COMM 122574106 300 7,605 SH SOLE 7,605 0
BUTLER MFG CO DEL COMM 123655102 80 3,045 SH SOLE 3,045 0
C & D TECHNOLOGIES INC COMM 124661109 95 2,610 SH SOLE 2,610 0
C D I CORP COMM 125071100 121 4,439 SH SOLE 4,439 0
C R BARD INC COMM 067383109 382 8,116 SH SOLE 630 7,486
CABLE DESIGN TECHNOLOGIE COMM 126924109 140 6,150 SH SOLE 6,150 0
CABLETRON SYSTEMS COMM 126920107 296 18,868 SH SOLE 2,130 16,738
CABOT OIL & GAS CORP COMM 127097103 116 6,721 SH SOLE 6,721 0
CAMBREX CORP COMM 132011107 159 6,004 SH SOLE 6,004 0
CAMPBELL SOUP INC. COMM 134429109 2,410 61,597 SH SOLE 8,514 53,083
CANANDAIGUA BRANDS-CL A COMM 137219200 120 2,010 SH SOLE 0 2,010
CAPITAL ONE FINANCIAL COMM 14040H105 1,342 34,408 SH SOLE 2,290 32,118
CAPITAL RE CORP COMM 140432105 63 6,260 SH SOLE 6,260 0
CARAUSTAR INDS INC COMM 140909102 146 5,735 SH SOLE 5,735 0
CARDINAL HEALTH INC COMM 14149Y108 2,051 37,633 SH SOLE 10,650 26,983
CARNIVAL CORP CL A COMM 143658102 2,149 49,395 SH SOLE 0 49,395
CAROLINA FIRST CORP COMM 143877108 96 4,840 SH SOLE 4,840 0
CAROLINA POWER & LIGHT COMM 144141108 503 14,230 SH SOLE 2,074 12,156
CASE CORPORATION COMM 14743R103 410 8,238 SH SOLE 808 7,430
CASEYS GENERAL STORES IN COMM 147528103 119 8,842 SH SOLE 8,842 0
CASTLE AM AND CO COMM 148411101 44 3,507 SH SOLE 3,507 0
CATALINA MARKETING CORP. COMM 148867104 323 3,805 SH SOLE 3,805 0
CATERPILLAR INC. COMM 149123101 2,675 48,803 SH SOLE 4,632 44,171
CATO CORP - CL A COMM 149205106 80 5,660 SH SOLE 5,660 0
CBS CORP COMM 12490K107 3,533 76,396 SH SOLE 15,076 61,320
C-COR ELECTRONICS COMM 125010108 77 2,540 SH SOLE 2,540 0
C-CUBE MICROSYSTEMS INC COMM 125015107 365 8,400 SH SOLE 8,400 0
CEC ENTERTAINMENT COMM 125137109 253 7,042 SH SOLE 7,042 0
CENDANT CORP COMM 151313103 1,559 87,849 SH SOLE 10,146 77,703
CENTEX CORP COMM 152312104 143 4,833 SH SOLE 250 4,583
CENTRAL & SOUTHWEST CORP COMM 152357109 534 25,292 SH SOLE 3,086 22,206
CENTRAL HUDSON GAS & ELE COMM 153609102 127 3,230 SH SOLE 3,230 0
CENTRAL PARKING CORP COMM 154785109 228 7,795 SH SOLE 7,795 0
CENTURA BANKS INC COMM 15640T100 273 6,606 SH SOLE 6,606 0
CENTURYTEL INC COMM 156700106 430 10,580 SH SOLE 1,620 8,960
CEPHALON INC COMM 156708109 116 6,440 SH SOLE 6,440 0
CERIDIAN CORP COMM 15677T106 2,202 88,508 SH SOLE 1,930 86,578
CERNER CORP COMM 156782104 108 7,080 SH SOLE 7,080 0
CHAMPION ENTERPRISES COMM 158496109 87 9,615 SH SOLE 9,615 0
CHAMPION INT'L CORP. COMM 158525105 601 11,692 SH SOLE 1,222 10,470
CHASE MANHATTAN BANK COMM 16161A108 12,855 170,547 SH SOLE 22,132 148,415
CHECKPOINT SYSTEMS COMM 162825103 51 5,510 SH SOLE 5,510 0
CHEESECAKE FACTORY INC COMM 163072101 152 5,475 SH SOLE 5,475 0
CHEMED CORP COMM 163596109 299 9,885 SH SOLE 5,115 4,770
CHEMFIRST INC COMM 16361A106 145 5,317 SH SOLE 5,317 0
CHEVRON OIL COMM 166751107 7,889 88,893 SH SOLE 17,377 71,516
CHIQUITA BRANDS INTL INC COMM 170032106 68 11,380 SH SOLE 11,380 0
CHITTENDON CORP COMM 170228100 137 4,820 SH SOLE 4,820 0
CHOICEPOINT INC COMM 170388102 210 3,110 SH SOLE 3,110 0
CHUBB CORP COMM 171232101 1,034 20,841 SH SOLE 1,790 19,051
CIBER INC COMM 17163B102 168 11,000 SH SOLE 11,000 0
CIGNA CORP. COMM 125509109 2,296 29,536 SH SOLE 2,498 27,038
CILCORP INC. COMM 171794100 187 2,890 SH SOLE 2,890 0
CINCINNATI FINANCIAL COMM 172062101 852 22,688 SH SOLE 2,200 20,488
CINERGY CORP COMM 172474108 460 16,247 SH SOLE 1,904 14,343
CIRCUIT CITY STORES INC. COMM 172737108 1,171 27,750 SH SOLE 2,770 24,980
CISCO SYSTEMS, INC. COMM 17275R102 33,156 483,581 SH SOLE 67,948 415,633
CITIGROUP INC COMM 172967101 23,514 534,411 SH SOLE 78,286 456,125
CLARCOR INC COMM 179895107 197 11,690 SH SOLE 5,220 6,470
CLARIFY INC COMM 180492100 235 4,680 SH SOLE 4,680 0
CLAYTON HOMES INC. COMM 184190106 0 23 SH SOLE 0 23
CLEAR CHANNEL COMM COMM 184502102 3,361 42,079 SH SOLE 6,650 35,429
CLOROX CO COMM 189054109 1,085 28,370 SH SOLE 4,432 23,938
CMS ENERGY COMM 125896100 71 2,080 SH SOLE 1,200 880
COACHMEN INDUSTRIES INC COMM 189873102 57 3,650 SH SOLE 3,650 0
COASTAL CORP COMM 190441105 1,818 44,401 SH SOLE 19,230 25,171
COCA COLA COMM 191216100 12,793 265,137 SH SOLE 0 265,137
COCA-COLA ENTERPRISES COMM 191219104 770 34,120 SH SOLE 0 34,120
COGNEX CORP COMM 192422103 255 8,447 SH SOLE 8,447 0
COHERENT INC COMM 192479103 124 5,570 SH SOLE 5,570 0
COLGATE-PALMOLIVE CO. COMM 194162103 3,796 82,962 SH SOLE 19,708 63,254
COLUMBIA ENERGY GROUP COMM 197648108 1,176 21,244 SH SOLE 10,978 10,266
COLUMBIA/HCA HEALTHCARE COMM 197677107 1,646 77,667 SH SOLE 8,612 69,055
COMCAST CORP SPECIAL CL COMM 200300200 2,966 74,392 SH SOLE 0 74,392
COMERICA INC. COMM 200340107 1,022 20,196 SH SOLE 1,808 18,388
COMMERCE BANCORP INC COMM 200519106 247 5,948 SH SOLE 5,948 0
COMMERCIAL FEDERAL CORP COMM 201647104 393 20,000 SH SOLE 12,370 7,630
COMMERCIAL METALS CO COMM 201723103 253 8,815 SH SOLE 4,455 4,360
COMMONWEALTH INDUSTRIES COMM 203004106 58 4,320 SH SOLE 4,320 0
COMMSCOPE INC COMM 203372107 306 9,420 SH SOLE 9,420 0
COMMUNITY FIRST BANCSHAR COMM 203902101 113 6,690 SH SOLE 6,690 0
COMPAQ COMPUTER COMM 204493100 4,881 213,368 SH SOLE 21,430 191,938
COMPUTER ASSOCIATES COMM 204912109 4,701 76,901 SH SOLE 15,055 61,846
COMPUTER SCIENCES CORP. COMM 205363104 1,661 23,618 SH SOLE 2,268 21,350
COMPUTER TASK GROUP COMM 205477102 67 4,540 SH SOLE 4,540 0
COMPUWARE CORP COMM 205638109 1,062 40,750 SH SOLE 4,540 36,210
CONAGRA INC COMM 205887102 1,248 55,335 SH SOLE 0 55,335
CONECTIV INC COMM 206829103 12 600 SH SOLE 0 600
CONNECTICUT ENERGY COMM 207567108 100 2,590 SH SOLE 2,590 0
CONSECO COMPANY INC. COMM 208464107 622 32,713 SH SOLE 3,316 29,397
CONSOLIDATED EDISON COMM 209115104 1,246 30,014 SH SOLE 3,449 26,565
CONSOLIDATED GRAPHICS IN COMM 209341106 158 3,760 SH SOLE 3,760 0
CONSOLIDATED NAT'L GAS COMM 209615103 634 10,160 SH SOLE 1,171 8,989
CONSOLIDATED STORES CORP COMM 210149100 207 9,370 SH SOLE 1,330 8,040
CONSTELLATION ENERGY GRP COMM 210371100 683 24,272 SH SOLE 2,009 22,263
COOPER COMPANIES CO COMM 216648402 104 3,370 SH SOLE 3,370 0
COOPER INDUSTRIES COMM 216669101 611 13,080 SH SOLE 614 12,466
COOPER TIRE & RUBBER CO. COMM 216831107 188 10,665 SH SOLE 330 10,335
COR THERAPEUTICS COMM 217753102 101 5,300 SH SOLE 5,300 0
CORN PRODUCTS INTL COMM 219023108 419 13,770 SH SOLE 8,690 5,080
CORNING INC. COMM 219350105 1,932 28,185 SH SOLE 3,143 25,042
COSTCO COMPANIES INC COMM 22160Q102 1,205 16,733 SH SOLE 300 16,433
COSTCO WHOLESALE CORP COMM 22160K105 658 9,136 SH SOLE 2,940 6,196
COUNTRYWIDE CREDIT INDS COMM 222372104 277 8,583 SH SOLE 1,030 7,553
COVENTRY HEALTH CARE INC COMM 222862104 112 11,775 SH SOLE 11,775 0
CPI CORPORATION COMM 125902106 105 3,060 SH SOLE 3,060 0
CRANE CORP COMM 224399105 233 10,397 SH SOLE 260 10,137
CREDIT SUISSE GROUP-ADR COMM 225401108 238 5,375 SH SOLE 5,375 0
CROSS TIMBERS OIL CO COMM 227573102 122 9,017 SH SOLE 9,017 0
CROWN CORK & SEAL COMM 228255105 362 14,934 SH SOLE 1,796 13,138
CSX CORP COMM 126408103 1,079 25,465 SH SOLE 2,475 22,990
CTS CORP COMM 126501105 321 5,580 SH SOLE 5,580 0
CULLEN FROST BANKERS INC COMM 229899109 312 12,462 SH SOLE 12,462 0
CUMMINS ENGINE CO. COMM 231021106 252 5,055 SH SOLE 300 4,755
CUSTOMTRACKS CORP COMM 232046102 94 3,180 SH SOLE 3,180 0
CVS CORP COMM 126650100 1,710 41,899 SH SOLE 5,444 36,455
CYGNUS INC COMM 232560102 50 4,430 SH SOLE 4,430 0
CYPRUS AMAX MINERALS COMM 232809103 240 12,228 SH SOLE 2,540 9,688
D.R. HORTON INC. COMM 23331A109 254 19,627 SH SOLE 12,077 7,550
DAIMLERCHRYSLER COMM D1668R123 22 311 SH SOLE 0 311
DAIN RAUSCHER CORP COMM 233856103 254 5,178 SH SOLE 3,018 2,160
DALLAS SEMICONDUCTORS COMM 235204104 319 5,969 SH SOLE 5,969 0
DANA CORP. COMM 235811106 713 19,213 SH SOLE 2,005 17,208
DANAHER CORP COMM 235851102 766 14,530 SH SOLE 1,660 12,870
DARDEN RESTAURANTS INC COMM 237194105 300 15,357 SH SOLE 0 15,357
DATA GENERAL CORP COMM 237688106 57 2,687 SH SOLE 730 1,957
DATASCOPE CORP COMM 238113104 131 3,740 SH SOLE 3,740 0
DAYTON HUDSON CORP COMM 239753106 3,693 61,493 SH SOLE 15,014 46,479
DBT ONLINE INC COMM 233044106 100 4,020 SH SOLE 4,020 0
DEERE AND CO. COMM 244199105 1,188 30,720 SH SOLE 3,028 27,692
DELL COMPUTER COMM 247025109 15,812 378,162 SH SOLE 53,652 324,510
DELPHI AUTOMOTIVE SYSTEM COMM 247126105 1,242 77,328 SH SOLE 7,785 69,543
DELPHI FINANCIAL GROUP COMM 247131105 146 4,836 SH SOLE 4,836 0
DELTA & PINE LD CO COMM 247357106 211 8,146 SH SOLE 8,146 0
DELTA AIR LINES COMM 247361108 1,051 21,678 SH SOLE 2,300 19,378
DELUXE CORP. COMM 248019101 463 13,618 SH SOLE 2,617 11,001
DENDRITE INTERNATIONAL COMM 248239105 245 5,190 SH SOLE 5,190 0
DEPARTMENT 56 INC COMM 249509100 88 3,690 SH SOLE 3,690 0
DEVRY INC DEL COMM 251893103 265 13,268 SH SOLE 13,268 0
DIAGNOSTIC PRODUCTS CORP COMM 252450101 94 3,520 SH SOLE 3,520 0
DIGI INTERNATIONAL INC COMM 253798102 39 3,600 SH SOLE 3,600 0
DIGITAL MICROWAVE CORP COMM 253859102 195 12,440 SH SOLE 12,440 0
DILLARD'S INC COMM 254067101 242 11,894 SH SOLE 1,090 10,804
DIONEX CORP COMM 254546104 202 4,718 SH SOLE 4,718 0
DISCOUNT AUTO PARTS COMM 254642101 66 4,101 SH SOLE 4,101 0
DISNEY (WALT) COMPANY COMM 254687106 5,145 197,868 SH SOLE 0 197,868
DOLLAR GENERAL CORP COMM 256669102 562 18,205 SH SOLE 2,897 15,308
DOMINION RES INC - VA COMM 257470104 926 20,531 SH SOLE 2,094 18,437
DOVER CORP COMM 260003108 1,021 24,984 SH SOLE 2,660 22,324
DOW CHEMICAL COMM 260543103 2,990 26,315 SH SOLE 3,021 23,294
DOW JONES AND CO. COMM 260561105 692 12,960 SH SOLE 2,385 10,575
DOWNEY FINANCIAL CORP COMM 261018105 239 11,896 SH SOLE 5,706 6,190
DRESS BARN INC. COMM 261570105 103 5,596 SH SOLE 5,596 0
DRIL-QUIP CORP COMM 262037104 183 7,160 SH SOLE 7,160 0
DSP COMMUNICATIONS COMM 23332K106 157 8,270 SH SOLE 8,270 0
DTE ENERGY COMPANY COMM 233331107 701 19,260 SH SOLE 1,919 17,341
DUKE ENERGY CO COMM 264399106 2,497 45,291 SH SOLE 4,863 40,428
DUN & BRADSTREET COMM 26483B106 649 21,708 SH SOLE 2,606 19,102
DUPONT (E.I.) DE NEMOURS COMM 263534109 8,915 147,361 SH SOLE 26,274 121,087
DURA PHARMACEUTICALS INC COMM 26632S109 123 8,810 SH SOLE 8,810 0
DYCOM INDUSTRIES COMM 267475101 226 5,350 SH SOLE 5,350 0
EARTHGRAINS CO COMM 270319106 288 13,034 SH SOLE 8,264 4,770
EASTERN UTILITIES ASSOC COMM 277173100 117 3,928 SH SOLE 3,928 0
EASTMAN CHEMICAL COMPANY COMM 277432100 373 9,355 SH SOLE 860 8,495
EASTMAN KODAK COMM 277461109 3,409 45,084 SH SOLE 5,704 39,380
EATON CORP. COMM 278058102 880 10,201 SH SOLE 880 9,321
EATON VANCE CORP COMM 278265103 255 7,956 SH SOLE 7,956 0
ECOLAB INC COMM 278865100 356 10,423 SH SOLE 1,416 9,007
EDISON INTERNATIONAL COMM 281020107 1,283 52,755 SH SOLE 5,376 47,379
EG & G INC COMM 268457108 343 8,628 SH SOLE 0 8,628
EIF BLUE CHIP STOCK SER COMM TBA 50 50,000 SH SOLE 0 50,000
ELCOR CORP COMM 284443108 106 4,240 SH SOLE 4,240 0
ELECTRIC SCIENTIFIC INDS COMM 285229100 158 2,970 SH SOLE 2,970 0
ELECTROGLAS INC COMM 285324109 105 4,480 SH SOLE 4,480 0
ELECTRONIC DATA SYSTEMS COMM 285661104 2,751 51,965 SH SOLE 7,140 44,825
ELSEVIER NV - ADR COMM 290259100 50 2,444 SH SOLE 2,444 0
EMC CORP-MASS COMM 268648102 15,156 212,338 SH SOLE 23,196 189,142
EMERSON ELECTRIC COMM 291011104 7,007 110,890 SH SOLE 17,226 93,664
ENERGEN CORP COMM 29265N108 245 12,100 SH SOLE 4,780 7,320
ENGELHARD CORP COMM 292845104 313 17,169 SH SOLE 984 16,185
ENHANCE FINANCIAL SVCS COMM 293310108 121 6,858 SH SOLE 6,858 0
ENRON CORP COMM 293561106 3,974 96,786 SH SOLE 22,372 74,414
ENTERGY CORP. COMM 29364G103 904 31,237 SH SOLE 3,335 27,902
ENZO BIOCHEM INC COMM 294100102 158 5,556 SH SOLE 5,556 0
EQUIFAX INC COMM 294429105 234 8,321 SH SOLE 1,930 6,391
ERICSSON (LM) TEL - ADR COMM 294821400 31 1,000 SH SOLE 0 1,000
ESTERLINE TECHNOLOGIES COMM 297425100 58 3,660 SH SOLE 3,660 0
ETEC SYSTEMS INC COMM 26922C103 174 4,631 SH SOLE 4,631 0
ETHAN ALLEN INTERIORS COMM 297602104 286 8,976 SH SOLE 8,976 0
EW BLANCH HOLDINGS CORP COMM 093210102 175 2,690 SH SOLE 2,690 0
EXPEDITORS INTERNATIONAL COMM 302130109 341 10,612 SH SOLE 10,612 0
EXPRESS SCRIPTS INC COMM 302182100 614 7,842 SH SOLE 7,842 0
EXXON CORP COMM 302290101 26,743 351,877 SH SOLE 31,698 320,179
FACTSET RESEARCH SYS INC COMM 303075105 185 3,250 SH SOLE 3,250 0
FAIR ISAAC & CO COMM 303250104 90 3,219 SH SOLE 3,219 0
FANNIE MAE COMM 313586109 11,065 176,512 SH SOLE 25,091 151,421
FDX CORP COMM 31304N107 1,388 35,704 SH SOLE 3,726 31,978
FEDERAL HOME MTG. CORP COMM 313400301 4,981 95,780 SH SOLE 19,798 75,982
FEDERAL SIGNAL COMM 313855108 6 315 SH SOLE 0 315
FEDERATED DEPT STORES COMM 31410H101 1,018 23,299 SH SOLE 2,427 20,872
FIDELITY NATL FINANCIAL COMM 316326107 90 5,908 SH SOLE 5,908 0
FIFTH THIRD BANCORP COMM 316773100 1,863 30,617 SH SOLE 3,808 26,809
FILENET CORP COMM 316869106 66 6,192 SH SOLE 6,192 0
FIRST AMERICAN FINANCIAL COMM 318522307 148 11,058 SH SOLE 11,058 0
FIRST DATA CORP COMM 319963104 3,097 70,592 SH SOLE 21,231 49,361
FIRST MERIT CORP COMM 337915102 423 16,672 SH SOLE 16,672 0
FIRST MIDWEST BANCORP IN COMM 320867104 259 6,790 SH SOLE 6,790 0
FIRST UNION CORP COMM 337358105 4,482 125,800 SH SOLE 24,434 101,366
FIRSTAR CORP COMM 33763V109 2,942 114,805 SH SOLE 11,911 102,894
FIRSTBANK PUERTO RICO COMM 318672102 95 4,820 SH SOLE 4,820 0
FIRSTENERGY CORP COMM 337932107 676 26,710 SH SOLE 3,145 23,565
FLEET FINANCIAL GROUP COMM 338915101 2,481 76,569 SH SOLE 21,872 54,697
FLEETWOOD ENTERPRISES COMM 339099103 41 2,018 SH SOLE 0 2,018
FLEMING COMPANIES INC. COMM 339130106 66 6,680 SH SOLE 6,680 0
FLORIDA PROGRESS CORP COMM 341109106 49 1,070 SH SOLE 980 90
FLORIDA ROCK INDS COMM 341140101 144 4,140 SH SOLE 4,140 0
FLUOR CORP. COMM 343861100 396 9,834 SH SOLE 850 8,984
FMC CORP COMM 302491303 610 12,643 SH SOLE 8,520 4,123
FOOTSTAR INC COMM 344912100 193 5,470 SH SOLE 5,470 0
FORD MOTOR CO. COMM 345370100 10,434 207,647 SH SOLE 30,618 177,029
FORT JAMES CORPORATION COMM 347471104 506 18,960 SH SOLE 2,602 16,358
FORTUNE BRANDS INC. COMM 349631101 594 18,424 SH SOLE 0 18,424
FOSSILL INC COMM 349882100 176 6,520 SH SOLE 6,520 0
FOSTER WHEELER COMM 350244109 56 4,648 SH SOLE 0 4,648
FPL GROUP COMM 302571104 1,204 23,898 SH SOLE 2,329 21,569
FRANKLIN RESOURCES INC COMM 354613101 779 25,484 SH SOLE 3,090 22,394
FREEPORT-MCMORAN COPPER COMM 35671D857 400 25,684 SH SOLE 1,590 24,094
FREMONT GEN CORP COMM 357288109 118 12,552 SH SOLE 12,552 0
FRESENIUS MED HLDGS - PF COMM 358030203 0 8,542 SH SOLE 0 8,542
FRITZ CO COMM 358846103 66 6,403 SH SOLE 6,403 0
FRONTIER CORP COMM 35906P105 27 540 SH SOLE 0 540
FRONTIER INSURANCE GROUP COMM 359081106 62 7,075 SH SOLE 7,075 0
FRUIT OF THE LOOM COMM G3682L100 24 6,843 SH SOLE 0 6,843
G & K SERVICES INC COMM 361268105 191 4,717 SH SOLE 4,717 0
GALLAGHER ARTHUR J & C COMM 363576109 199 3,732 SH SOLE 3,732 0
GANNETT CO. INC. DEL COMM 364730101 3,535 51,095 SH SOLE 18,394 32,701
GAP, INC. COMM 364760108 3,782 118,186 SH SOLE 24,032 94,154
GARDNER DENVER INC COMM 365558105 57 3,760 SH SOLE 3,760 0
GATEWAY 2000 INC COMM 367626108 1,596 36,274 SH SOLE 3,860 32,414
GC COS INC COMM 36155Q109 94 3,120 SH SOLE 0 3,120
GENERAL DYNAMICS CORP. COMM 369550108 1,024 16,396 SH SOLE 2,320 14,076
GENERAL ELECTRIC CO. COMM 369604103 57,246 482,833 SH SOLE 66,426 416,407
GENERAL INSTRUMENT CORP COMM 370120107 3,011 66,978 SH SOLE 1,959 65,019
GENERAL MILLS INC. COMM 370334104 2,283 28,138 SH SOLE 11,184 16,954
GENERAL MOTORS COMM 370442105 8,408 133,589 SH SOLE 19,154 114,435
GENERAL SEMICONDUCTORS COMM 370787103 62 6,000 SH SOLE 6,000 0
GENTEX CORP. COMM 371901109 297 14,380 SH SOLE 14,380 0
GENUINE PARTS CO. COMM 372460105 586 22,076 SH SOLE 2,180 19,896
GEON CO COMM 37246W105 144 5,585 SH SOLE 5,585 0
GEORGIA-PAC GROUP COMM 373298108 956 23,652 SH SOLE 1,966 21,686
GERBER SCIENTIFIC INC COMM 373730100 200 8,951 SH SOLE 4,671 4,280
GILLETTE CO. COMM 375766102 4,636 136,603 SH SOLE 15,708 120,895
GLOBAL CROSSING LTD COMM TBA 1,040 39,228 SH SOLE 4,413 34,815
GLOBAL INDL TECHNOLOGIES COMM 379335102 58 4,760 SH SOLE 4,760 0
GOLDEN WEST FINANCIAL COMM 381317106 758 7,710 SH SOLE 1,250 6,460
GOODRICH BF COMM 382388106 138 4,771 SH SOLE 161 4,610
GOODYEAR TIRE & RUBBER COMM 382550101 927 19,270 SH SOLE 1,950 17,320
GOODYS FAMILY CLOTHING COMM 382588101 57 7,110 SH SOLE 7,110 0
GPU INC. COMM 36225X100 269 8,240 SH SOLE 1,235 7,005
GRACE (W.R.) COMM 38388F108 160 9,755 SH SOLE 444 9,311
GRACO INC COMM 384109104 146 4,460 SH SOLE 4,460 0
GRAINGER WW COMM 384802104 721 14,997 SH SOLE 590 14,407
GREAT ATLANTIC & PAC TEA COMM 390064103 111 3,652 SH SOLE 910 2,742
GREAT LAKES CHEMICAL COR COMM 390568103 251 6,603 SH SOLE 200 6,403
GTE CORP. COMM 362320103 10,422 135,568 SH SOLE 23,846 111,722
GUIDANT CORP. COMM 401698105 2,105 39,258 SH SOLE 4,276 34,982
GUILFORD MLS INC COMM 401794102 48 5,537 SH SOLE 5,537 0
H.J. HEINZ CO. COMM 423074103 2,067 48,079 SH SOLE 8,297 39,782
H.R. BLOCK COMM 093671105 517 11,891 SH SOLE 1,060 10,831
HADCO CORP COMM 404681108 141 3,260 SH SOLE 3,260 0
HALLIBURTON CO. COMM 406216101 2,237 54,552 SH SOLE 5,078 49,474
HA-LO INDUSTRIES COMM 404429102 54 8,570 SH SOLE 8,570 0
HAMBRECHT & QUIST COMM 406545103 413 8,480 SH SOLE 5,240 3,240
HANGER ORTHOPEDIC GROUP COMM 41043F208 62 4,280 SH SOLE 4,280 0
HARBINGER CORP COMM 41145C103 138 8,180 SH SOLE 8,180 0
HARCOURT GENERAL, INC. COMM 41163G101 485 11,646 SH SOLE 1,544 10,102
HARMAN INTL INDUSTRIES I COMM 413086109 182 4,320 SH SOLE 4,320 0
HARMON INDUSTRIES COMM 413136102 31 2,490 SH SOLE 2,490 0
HARRA'S ENTERTAINMENT COMM 413619107 243 8,751 SH SOLE 0 8,751
HARRIS CORP. DEL COMM 413875105 258 9,344 SH SOLE 710 8,634
HARTFORD FINC SERVICES COMM 416515104 1,178 28,825 SH SOLE 2,728 26,097
HASBRO INC COMM 418056107 581 27,036 SH SOLE 3,175 23,861
HCR MANOR CARE COMM 404134108 168 9,765 SH SOLE 1,785 7,980
HEALTHSOUTH REHAB. COMM 421924101 220 35,876 SH SOLE 5,860 30,016
HEARTLAND EXPRESS INC COMM 422347104 76 5,370 SH SOLE 5,370 0
HELIX TECHNOLOGIES COMM 423319102 176 5,300 SH SOLE 5,300 0
HELMERICH & PAYNE COMM 423452101 199 7,878 SH SOLE 0 7,878
HENRY JACK & ASSOC INC COMM 426281101 155 4,201 SH SOLE 4,201 0
HERCULES COMM 427056106 342 11,958 SH SOLE 1,153 10,805
HERSHEY FOODS CORP. COMM 427866108 965 19,824 SH SOLE 3,260 16,564
HEWLETT PACKARD CO. COMM 428236103 12,579 138,610 SH SOLE 23,923 114,687
HILB, ROGAL & HAMIL COMM 431294107 59 2,340 SH SOLE 2,340 0
HILTON HOTELS CORP. COMM 432848109 286 28,947 SH SOLE 5,520 23,427
HNC SOFTWARE COMM 40425P107 221 5,580 SH SOLE 5,580 0
HOME DEPOT INC COMM 437076102 16,369 238,523 SH SOLE 35,216 203,307
HOMESTAKE MINING COMM 437614100 205 22,361 SH SOLE 3,400 18,961
HONEYWELL INC. COMM 438506107 2,325 20,883 SH SOLE 5,410 15,473
HOOPER HOLMES COMM 439104100 135 5,280 SH SOLE 5,280 0
HOUSEHOLD INTERNATIONAL COMM 441815107 1,937 48,275 SH SOLE 6,379 41,896
HS RES INC COMM 404297103 71 4,310 SH SOLE 4,310 0
HUDSON UNITED BANCORP COMM 444165104 279 9,052 SH SOLE 9,052 0
HUFFY CORP COMM 444356109 43 4,367 SH SOLE 4,367 0
HUGHES SUPPLY INC COMM 444482103 117 5,395 SH SOLE 5,395 0
HUMANA INC. COMM 444859102 133 19,393 SH SOLE 2,525 16,868
HUNTINGTON BANC SHARES COMM 446150104 159 5,989 SH SOLE 3,102 2,887
HUTCHINSON TECHNOLOGY COMM 448407106 233 8,640 SH SOLE 5,520 3,120
HYPERION SOLUTIONS CORP COMM 44914M104 150 6,836 SH SOLE 6,836 0
IDEC PHARMACEUTICALS CO COMM 449370105 384 4,080 SH SOLE 4,080 0
IDEX CORP. COMM 45167R104 163 5,760 SH SOLE 5,760 0
IDEXX LABS INC COMM 45168D104 141 8,209 SH SOLE 8,209 0
IHOP CORP COMM 449623107 139 6,840 SH SOLE 6,840 0
IKON OFFICE SOLUTIONS COMM 451713101 176 16,503 SH SOLE 2,002 14,501
ILLINOIS TOOL WORKS INC COMM 452308109 2,754 36,929 SH SOLE 10,686 26,243
IMCO RECYCLING INC COMM 449681105 59 3,940 SH SOLE 3,940 0
IMS HEALTH INC COMM 449934108 1,223 53,624 SH SOLE 4,252 49,372
INACOM CORP COMM 45323G109 82 8,931 SH SOLE 8,931 0
INCO LTD COMM 453258402 464 21,701 SH SOLE 3,457 18,244
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INFORMATION RESOURCES COMM 456905108 48 4,330 SH SOLE 4,330 0
ING GROEP N.V.-SPONS ADR COMM 456837103 281 5,124 SH SOLE 5,124 0
INGERSOLL RAND COMM 456866102 1,179 21,456 SH SOLE 2,243 19,213
INPUT/OUTPUT INC COMM 457652105 58 8,714 SH SOLE 8,714 0
INSIGHT ENTERPRISES INC COMM 45765U103 176 5,400 SH SOLE 5,400 0
INSITUFORM TECHNOLOGIES COMM 457667103 117 4,670 SH SOLE 4,670 0
INSURANCE AUTO AUCTION COMM 457875102 39 2,610 SH SOLE 2,610 0
INTEL CORP. COMM 458140100 38,080 512,435 SH SOLE 69,152 443,283
INTER TEL INC. COMM 458372109 95 5,350 SH SOLE 5,350 0
INTERFACE INC -CL A COMM 458665106 46 8,938 SH SOLE 8,938 0
INTERIM SERVICES INC COMM 45868P100 320 19,546 SH SOLE 12,126 7,420
INTERMET CORP COMM 45881K104 43 5,044 SH SOLE 5,044 0
INTERNATIONAL PAPER CO. COMM 460146103 2,308 48,019 SH SOLE 5,350 42,669
INTERPUBLIC GROUP COMM 460690100 1,453 35,336 SH SOLE 4,804 30,532
INTERVOICE INC COMM 461142101 59 5,360 SH SOLE 5,360 0
INT'L BUSINESS MACHINES COMM 459200101 28,934 239,126 SH SOLE 38,356 200,770
INT'L FLAVORS & FRAGRANC COMM 459506101 501 14,523 SH SOLE 3,046 11,477
INTL RECTIFIER CORP. COMM 460254105 246 16,124 SH SOLE 9,894 6,230
INVACARE INC COMM 461203101 121 6,186 SH SOLE 6,186 0
IONICS INC COMM 462218108 143 4,405 SH SOLE 4,405 0
ITT INDUSTRIES INC COMM 450911102 425 13,351 SH SOLE 1,258 12,093
J&J SNACK FOODS INC COMM 466032109 50 2,530 SH SOLE 2,530 0
J.C. PENNEY CO. COMM 708160106 1,035 30,009 SH SOLE 3,747 26,262
J.P. MORGAN & CO. COMM 616880100 3,804 33,294 SH SOLE 7,702 25,592
JEFFERIES GROUP INC (NEW COMM 472319102 117 5,620 SH SOLE 5,620 0
JEFFERSON PILOT COMM 475070108 1,430 22,634 SH SOLE 10,409 12,225
JLG INDUSTRIES INC COMM 466210101 113 7,440 SH SOLE 7,440 0
JO-ANN STORES INC - CL A COMM 47758P109 55 4,445 SH SOLE 4,445 0
JOHN H. HARLAND CO. COMM 412693103 109 5,590 SH SOLE 5,590 0
JOHNSON & JOHNSON COMM 478160104 19,750 214,962 SH SOLE 29,896 185,066
JOHNSON CONTROLS INC. COMM 478366107 643 9,701 SH SOLE 1,024 8,677
JONES PHARMA INC COMM 480236108 305 9,240 SH SOLE 9,240 0
JOSTENS INC. COMM 481088102 165 8,623 SH SOLE 1,140 7,483
JSB FINANCIAL INC COMM 46624M100 196 3,415 SH SOLE 3,415 0
JUSTIN INDUSTRIES INC COMM 482171105 59 4,190 SH SOLE 4,190 0
KAMAN CORP -CL A COMM 483548103 59 4,593 SH SOLE 4,593 0
KANSAS CITY SOUTHN INDS COMM 485170104 540 11,620 SH SOLE 1,160 10,460
KAUFMAN & BROAD HOME CO COMM 486168107 15 728 SH SOLE 0 728
KELLOGG COMM 487836108 2,129 56,862 SH SOLE 8,970 47,892
KELLWOOD INC COMM 488044108 139 6,300 SH SOLE 6,300 0
KEMET CORP COMM 488360108 392 12,265 SH SOLE 7,915 4,350
KENT ELECTRONICS CORP COMM 490553104 108 5,813 SH SOLE 5,813 0
KERR MCGEE COMM 492386107 1,086 19,721 SH SOLE 9,690 10,031
KEYCORP COMM 493267108 1,687 65,363 SH SOLE 20,290 45,073
KIMBERLY CLARK COMM 494368103 4,527 85,814 SH SOLE 21,838 63,976
KING WORLD PRODUCTION COMM 495667107 388 10,342 SH SOLE 0 10,342
KIRBY CORP COMM 497266106 80 4,097 SH SOLE 4,097 0
KLA-TENCOR CORP. COMM 482480100 748 11,509 SH SOLE 980 10,529
KLM ROYAL DUTCH AIR-ADR COMM 482516101 61 2,319 SH SOLE 2,319 0
K-MART COMM 482584109 741 63,377 SH SOLE 6,188 57,189
KNIGHT RIDDER NEWSPAPERS COMM 499040103 769 13,989 SH SOLE 1,889 12,100
KOHLS CORP COMM 500255104 1,264 19,120 SH SOLE 2,440 16,680
KONINKLIJKE AHOLD - ADR COMM 500467303 145 4,373 SH SOLE 4,373 0
KONINKLIJKE KPN NV-ADR COMM 780641205 158 3,548 SH SOLE 3,548 0
KONINKLIJKE PHILIPS EL COMM 500472204 153 1,512 SH SOLE 1,512 0
KROGER COMPANY COMM 501044101 2,288 103,694 SH SOLE 14,164 89,530
KROLL-O'GARA COMPANY COMM 501050108 83 4,960 SH SOLE 4,960 0
KRONOS INC COMM 501052104 117 3,180 SH SOLE 3,180 0
K-SWISS CL-A COMM 482686102 78 2,460 SH SOLE 2,460 0
KULICKE & SOFFA INDS INC COMM 501242101 121 4,990 SH SOLE 4,990 0
LA Z BOY CHAIR CO COMM 505336107 182 9,573 SH SOLE 9,573 0
LABOR READY COMM 505401208 83 8,230 SH SOLE 8,230 0
LAIDLAW INC COMM 50730K503 60 8,901 SH SOLE 4,940 3,961
LANDRY'S RESTAURANTS COMM 51508L103 56 7,000 SH SOLE 7,000 0
LANDSTAR SYSTEMS INC COMM 515098101 82 2,355 SH SOLE 2,355 0
LASON INC COMM 51808R107 304 6,830 SH SOLE 4,190 2,640
LATTICE SEMICONDUCTOR COMM 518415104 455 15,338 SH SOLE 10,038 5,300
LAWSON PRODUCTS INC. COMM 520776105 75 3,480 SH SOLE 3,480 0
LEGG MASON INC COMM 524901105 468 12,216 SH SOLE 12,216 0
LEHMAN BROS HOLDING INC COMM 524908100 892 15,284 SH SOLE 1,290 13,994
LEXMARK INTL GROUP CL A COMM 529771107 985 12,240 SH SOLE 1,560 10,680
LG AND E ENERGY CORP. COMM 501917108 16 751 SH SOLE 0 751
LIBBEY INC COMM 529898108 116 3,920 SH SOLE 3,920 0
LILLY (ELI) & CO. COMM 532457108 9,799 152,657 SH SOLE 27,740 124,917
LILLY INDUSTRIES INC COMM 532491107 64 4,709 SH SOLE 4,709 0
LIMITED, INC. COMM 532716107 1,369 35,803 SH SOLE 2,785 33,018
LINCOLN NATIONAL CORP. COMM 534187109 963 25,642 SH SOLE 2,208 23,434
LINDSAY MANUFACTURING CO COMM 535555106 66 3,379 SH SOLE 3,379 0
LINENS N' THINGS COMM 535679104 272 8,050 SH SOLE 8,050 0
LIPOSOME CO INC COMM 536310105 55 7,250 SH SOLE 7,250 0
LIZ CLAIBORNE INC COMM 539320101 286 9,241 SH SOLE 450 8,791
LOCKHEED MARTIN CORP COMM 539830109 1,591 48,660 SH SOLE 4,936 43,724
LOEWS CORP. COMM 540424108 1,688 24,045 SH SOLE 11,060 12,985
LONE STAR INDUSTRIES COMM 542290408 422 8,452 SH SOLE 4,962 3,490
LONGS DRUG STORES CORP COMM 543162101 68 2,288 SH SOLE 420 1,868
LOUISIANA PACIFIC CORP. COMM 546347105 180 11,508 SH SOLE 970 10,538
LOWE'S COMPANIES COMM 548661107 2,071 42,478 SH SOLE 4,988 37,490
LSI LOGIC CORP COMM 502161102 818 15,732 SH SOLE 1,715 14,017
LUBY'S CAFETERIAS COMM 549282101 75 6,480 SH SOLE 6,480 0
LUCENT TECHNOLOGIES INC COMM 549463107 25,453 392,345 SH SOLE 64,421 327,924
MACDERMID INC COMM 554273102 173 5,070 SH SOLE 5,070 0
MACROMEDIA INC COMM 556100105 356 8,700 SH SOLE 8,700 0
MAF BANCORP, INC. COMM 55261R108 93 4,680 SH SOLE 4,680 0
MALLINCKRODT INC COMM 561232109 325 10,772 SH SOLE 1,140 9,632
MANITOWAC INC COMM 563571108 195 5,727 SH SOLE 5,727 0
MARRIOTT INTL-CLASS A COMM 571903202 844 25,821 SH SOLE 4,973 20,848
MARSH & MCLENNAN COMM 571748102 2,245 32,777 SH SOLE 3,963 28,814
MARSHALL & ILSLEY CORP COMM 571834100 20 350 SH SOLE 0 350
MARSHALL INDUSTRIES COMM 572393106 148 4,063 SH SOLE 4,063 0
MASCO CORP. COMM 574599106 1,245 40,169 SH SOLE 5,160 35,009
MASOTECH CORP COMM 574670105 168 10,090 SH SOLE 10,090 0
MATTEL INC. COMM 577081102 743 39,105 SH SOLE 5,941 33,164
MAXXAM MEDICAL INC COMM 57777G105 80 3,360 SH SOLE 3,360 0
MAY DEPARTMENT STORES COMM 577778103 2,097 57,554 SH SOLE 16,968 40,586
MAYTAG CORP. COMM 578592107 553 16,608 SH SOLE 880 15,728
MBIA INC COMM 55262C100 2,870 61,552 SH SOLE 780 60,772
MBNA CORP. COMM 55262L100 2,416 105,925 SH SOLE 10,575 95,350
MCDERMOTT INTL. COMM 580037109 127 6,289 SH SOLE 440 5,849
MCDONALD'S CORP COMM 580135101 7,791 180,128 SH SOLE 24,100 156,028
MCGRAW-HILL INC. COMM 580645109 5,193 107,352 SH SOLE 15,760 91,592
MCI WORLDCOM INC COMM 55268B106 20,581 286,342 SH SOLE 39,833 246,509
MCKESSON HBOC INC COMM 58155Q103 879 30,316 SH SOLE 3,499 26,817
MCWHORTER TECHNOLOGIES COMM 582803102 42 2,820 SH SOLE 2,820 0
MDC HOLDINGS INC COMM 552676108 61 3,780 SH SOLE 3,780 0
MEAD CORP COMM 582834107 427 12,415 SH SOLE 1,040 11,375
MEDIAONE GROUP INC COMM 58440J104 4,260 62,365 SH SOLE 0 62,365
MEDQUIST INC COMM 584949101 227 6,800 SH SOLE 6,800 0
MEDTRONIC INC COMM 585055106 4,699 132,144 SH SOLE 16,832 115,312
MELLON BANK CORP. COMM 585509102 2,329 69,258 SH SOLE 6,900 62,358
MENS WAREHOUSE INC COMM 587118100 194 9,035 SH SOLE 9,035 0
MENTOR CORP MINN COMM 587188103 148 5,193 SH SOLE 5,193 0
MERCK & CO., INC. COMM 589331107 23,727 366,082 SH SOLE 52,800 313,282
MERCURY INTERACTIVE COMM 589405109 489 7,570 SH SOLE 7,570 0
MEREDITH CORP COMM 589433101 279 7,679 SH SOLE 2,948 4,731
MERRILL CORP COMM 590175105 68 3,410 SH SOLE 3,410 0
MERRILL LYNCH & CO. COMM 590188108 3,359 49,861 SH SOLE 11,382 38,479
METHODE ELECTRONICS INC COMM 591520200 133 7,020 SH SOLE 7,020 0
MGIC INVESTMENT CO. COMM 552848103 641 13,417 SH SOLE 920 12,497
MICHAEL FOODS INC. COMM 594079105 118 4,480 SH SOLE 4,480 0
MICHAELS STORES INC COMM 594087108 201 6,810 SH SOLE 6,810 0
MICREL INC COMM 594793101 356 8,200 SH SOLE 8,200 0
MICRON TECHNOLOGY COMM 595112103 1,993 29,966 SH SOLE 3,138 26,828
MICROS SYSTEMS INC COMM 594901100 147 3,640 SH SOLE 3,640 0
MICROSOFT CORP COMM 594918104 66,742 736,967 SH SOLE 105,494 631,473
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MILACRON INC COMM 598709103 71 4,028 SH SOLE 0 4,028
MILLIPORE CORP. COMM 601073109 186 4,942 SH SOLE 350 4,592
MINNESOTA MINING & MFG COMM 604059105 5,795 60,327 SH SOLE 14,842 45,485
MIRAGE RESORTS INC COMM 60462E104 31 2,210 SH SOLE 0 2,210
MISSISSIPPI CHEM CORP COMM 605288208 36 5,108 SH SOLE 5,108 0
MOBIL CORP. COMM 607059102 10,948 108,668 SH SOLE 20,366 88,302
MONACO COACH COMM 60886R103 94 3,840 SH SOLE 3,840 0
MONSANTO COMM 611662107 2,415 67,669 SH SOLE 8,431 59,238
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MORRISON-KNUDSON INC COMM 61844A109 80 7,740 SH SOLE 7,740 0
MOTOROLA INC. COMM 620076109 9,982 113,432 SH SOLE 17,250 96,182
MS CARRIERS INC COMM 553533100 73 3,040 SH SOLE 3,040 0
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NABISCO GROUP HOLDINGS COMM 62952P102 212 14,150 SH SOLE 10,580 3,570
NACCO INDUSTRIES INC COMM 629579103 176 2,519 SH SOLE 110 2,409
NALCO CHEMICAL CO. COMM 629853102 360 7,131 SH SOLE 560 6,571
NATIONAL CITY CORP. COMM 635405103 1,894 70,980 SH SOLE 8,374 62,606
NATIONAL COMPUTER SYSTEM COMM 635519101 236 6,156 SH SOLE 6,156 0
NATIONAL DATA CORP COMM 635621105 183 7,046 SH SOLE 7,046 0
NATIONAL INSTRUMENT CORP COMM 636518102 359 10,155 SH SOLE 10,155 0
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NATIONAL SEMICONDUCTOR COMM 637640103 460 15,036 SH SOLE 2,180 12,856
NATIONAL SERVICE IND. COMM 637657107 262 8,311 SH SOLE 550 7,761
NAUTICA ENTERPRISES INC COMM 639089101 123 7,636 SH SOLE 7,636 0
NAVISTAR INT'L CORP. COMM 63934E108 307 6,612 SH SOLE 620 5,992
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NCR CORP COMM 62886E108 1 31 SH SOLE 0 31
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NEW YORK TIMES CLASS A COMM 650111107 1,192 31,792 SH SOLE 4,484 27,308
NEWELL RUBBERMAID CO. COMM 651229106 1,101 38,545 SH SOLE 4,288 34,257
NEWFIELD EXPLORATION COR COMM 651290108 291 8,842 SH SOLE 8,842 0
NEWMONT MINING CORP COMM 651639106 507 19,584 SH SOLE 1,978 17,606
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NIAGARA MOHAWK HOLDINGS COMM 653520106 504 32,371 SH SOLE 3,710 28,661
NICOR INC. COMM 654086107 166 4,459 SH SOLE 390 4,069
NIKE INC. - CL B COMM 654106103 2,004 35,242 SH SOLE 3,702 31,540
NORDSTROM INC COMM 655664100 558 20,652 SH SOLE 1,900 18,752
NORFOLK SOUTHERN CORP COMM 655844108 1,220 49,807 SH SOLE 4,316 45,491
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NORTH AMERICAN VACCINE COMM 657201109 45 6,060 SH SOLE 6,060 0
NORTHERN STATES POWER-MN COMM 665772109 332 15,378 SH SOLE 1,580 13,798
NORTHERN TRUST CORP. COMM 665859104 1,428 17,099 SH SOLE 1,820 15,279
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NORTHWEST NATURAL GAS CO COMM 667655104 99 3,832 SH SOLE 3,832 0
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NOVELL INC. COMM 670006105 937 45,271 SH SOLE 4,239 41,032
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NSTAR COMM 67019E107 128 3,300 SH SOLE 3,300 0
NUCOR CORP. COMM 670346105 517 10,862 SH SOLE 1,311 9,551
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ONEOK INC COMM 682680103 203 6,696 SH SOLE 0 6,696
ORACLE SYSTEMS COMM 68389X105 9,338 205,239 SH SOLE 36,228 169,011
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ORGANOGENESIS INC COMM 685906109 46 6,180 SH SOLE 6,180 0
ORION CAP CORP. COMM 686268103 285 6,014 SH SOLE 6,014 0
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P P & L RESOURCES INC. COMM 693499105 248 9,179 SH SOLE 1,385 7,794
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PAREXEL TECHNOLOGY COMM 699462107 49 5,380 SH SOLE 5,380 0
PARK ELECTROCHEMICAL CO COMM 700416209 99 3,013 SH SOLE 3,013 0
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PATTERSON DENTAL CO COMM 703412106 340 6,857 SH SOLE 6,857 0
PAXAR CORP COMM 704227107 59 6,179 SH SOLE 6,179 0
PAYCHEX INC COMM 704326107 986 28,896 SH SOLE 3,395 25,501
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PEP BOYS-MANNY,MOE & JAC COMM 713278109 123 8,258 SH SOLE 660 7,598
PEPSICO COMM 713448108 5,158 169,129 SH SOLE 0 169,129
PERFORMANCE FOOD GROUP COMM 713755106 84 3,270 SH SOLE 3,270 0
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PHARMACIA & UPJOHN INC COMM 716941109 3,432 69,152 SH SOLE 17,564 51,588
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PHILIP MORRIS COMM 718154107 10,430 305,073 SH SOLE 22,900 282,173
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PHOTRONICS INC COMM 719405102 120 5,350 SH SOLE 5,350 0
PHYCOR INC COMM 71940F100 52 11,945 SH SOLE 11,945 0
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PIONEER STD ELECTRICS IN COMM 723877106 73 5,030 SH SOLE 5,030 0
PITNEY-BOWES INC. COMM 724479100 3,454 56,677 SH SOLE 3,854 52,823
PLACER DOME INC COMM 725906101 479 32,187 SH SOLE 4,407 27,780
PLAINS RES INC COMM 726540503 75 4,220 SH SOLE 4,220 0
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PNC BANK CORPORATION COMM 693475105 1,942 36,862 SH SOLE 3,965 32,897
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POLAROID COMM 731095105 159 6,122 SH SOLE 840 5,282
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TEXTRON INC. COMM 883203101 3,918 50,639 SH SOLE 8,460 42,179
THERMO ELECTRON CORP COMM 883556102 196 14,616 SH SOLE 2,082 12,534
THOMAS AND BETTS CORP. COMM 884315102 266 5,225 SH SOLE 245 4,980
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TIMBERLAND COMM 887100105 194 4,958 SH SOLE 4,958 0
TIME WARNER, INC. COMM 887315109 12,201 200,844 SH SOLE 14,720 186,124
TIMES MIRROR CO. SER A COMM 887364107 983 14,929 SH SOLE 2,288 12,641
TIMKEN CO COMM 887389104 95 5,894 SH SOLE 670 5,224
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TOO INC. COMM 890333107 92 5,119 SH SOLE 397 4,722
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TORO CO COMM 891092108 136 3,639 SH SOLE 3,639 0
TOWER AUTOMOTIVE INC COMM 891707101 320 16,150 SH SOLE 9,940 6,210
TOYS-R-US COMM 892335100 525 35,008 SH SOLE 3,481 31,527
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UNION PACIFIC RES GRP COMM 907834105 436 26,814 SH SOLE 3,481 23,333
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