UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2000
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:
Houston, Texas February 14, 2000
[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
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1,029
Form 13F Information Table Value Total: $1,932,779 (thousands)
List of Other Included Managers: N/A
<TABLE>
FORM 13F INFORMATION TABLE
TITLE OF VALUE SHARES/ SH/ PUT/INVSTMT OTHER ^- VOTING AUTHORITY -
NAME OF ISSUER CLASS CUSIP (X $1000 PRN AMT PRN CALLDSCRETN MGRS. SOLE SHARED NONE
******************************************************************************************************
<C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3COM CORPORATION COMM 8855352,373,79 42,675 SH SOLE 4,393 38,282
99 CENTS ONLY STORES COMM 65440K 259,050 6,600 SH SOLE 6,600 0
AAR CORP. COMM 000361 100,492 6,022 SH SOLE 6,022 0
AARON RENTS INC COMM 002535 52,267 3470 SH SOLE 3,470 0
ABBOTT LABORATORIES COMM 0028247,645,01 217,265 SH SOLE 33,996183,269
ABM INDUSTRIES, INC COMM 000957 125,020 5,320 SH SOLE 5,320 0
ABN AMRO HOLDING - ADR COMM 000937 193,693 8,561 SH SOLE 8,561 0
ACTEL CORP COMM 004934 154,527 4,330 SH SOLE 4,330 0
ADAC LABS COMM 005313 46,200 3,360 SH SOLE 3,360 0
ADAPTEC INC COMM 00651F 445,153 11,525 SH SOLE 1,080 10,445
ADAPTIVE BROADBAND COR COMM 00650M 333,840 6,240 SH SOLE 6,240 0
ADC TELECOMMUNICATIONS COMM 0008861,882,39 34,940 SH SOLE 3,890 31,050
ADECCO SA - ADR COMM 006754 100,394 1,136 SH SOLE 1,136 0
ADOBE SYSTEMS INC. COMM 00724F1,886,52 16,948 SH SOLE 1,570 15,378
ADOLPH COORS CO - CLAS COMM 217016 333,504 6,948 SH SOLE 0 6,948
ADVANCE PARADIGM COMM 007491 49,875 4,200 SH SOLE 4,200 0
ADVANCED MICRO DEVICES COMM 007903 917,907 16,086 SH SOLE 1,909 14,177
ADVANCED TISSUE SCIENC COMM 00755F 64,733 9,590 SH SOLE 9,590 0
ADVO INC. COMM 007585 110,125 4,405 SH SOLE 4,405 0
AES CORPORATION COMM 00130H1,860,07 23,620 SH SOLE 3,010 20,610
AETNA LIFE & CASUALTY COMM 0081171,072,81 19,330 SH SOLE 2,274 17,056
AFLAC INC COMM 0010551,060,33 23,272 SH SOLE 3,700 19,572
AGRIBRANDS INTL INC COMM 00849R 95,529 2,430 SH SOLE 2,430 0
AIR PRODUCTS & CHEMICA COMM 009158 780,553 27,448 SH SOLE 2,868 24,580
AKZO NOBEL NV - ADR COMM 010199 125,829 2,922 SH SOLE 2,922 0
ALBERTO-CULVER INC COMM 013068 219,694 9,226 SH SOLE 910 8,316
ALBERTSONS INC. COMM 0131041,711,89 55,446 SH SOLE 7,092 48,354
ALCAN ALUMINUM LTD COMM 0137161,105,02 32,441 SH SOLE 3,447 28,994
ALCOA INC. COMM 0138173,668,38 52,219 SH SOLE 12,164 40,055
ALLEGHENY TECHNOLOGIES COMM 01741R 195,991 9,769 SH SOLE 1,317 8,453
ALLEN TELECOM INC COMM 018091 82,078 5,150 SH SOLE 5,150 0
ALLERGAN, INC. COMM 018490 857,550 17,151 SH SOLE 1,810 15,341
ALLIANCE PHARMACEUTICA COMM 018773 121,890 8,160 SH SOLE 8,160 0
ALLIANT TECHSYSTEMS COMM 018804 143,832 2,443 SH SOLE 2,443 0
ALLIED WASTE IDS INC COMM 019589 13,125 2,000 SH SOLE 0 2,000
ALLSTATE CORPORATION COMM 0200022,559,29 107,477 SH SOLE 10,166 97,311
ALLTEL CORP. COMM 0200392,311,21 36,541 SH SOLE 4,808 31,733
ALPHA INDUSTRIES INC COMM 020753 361,000 3,800 SH SOLE 3,800 0
ALPHARMA INC COMM 020813 220,794 6,008 SH SOLE 6,008 0
ALZA CORP CL A COMM 022615 352,862 9,394 SH SOLE 1,140 8,254
AMCAST INDUSTRIAL COMM 023395 32,799 3,570 SH SOLE 3,570 0
AMCOL INTL CORP COMM 02341W 66,728 4,340 SH SOLE 4,340 0
AMERADA HESS COMM 023551 846,588 13,100 SH SOLE 1,308 11,792
AMEREN CORP COMM 023608 138,538 4,478 SH SOLE 1,918 2,560
AMERICA ONLINE INC COMM 02364J19,915,3 295,315 SH SOLE 49,300246,015
AMERICAN ELECTRIC POWE COMM 025537 681,931 22,874 SH SOLE 2,937 19,937
AMERICAN EXPRESS COMM 0258168,894,39 59,719 SH SOLE 10,976 48,743
AMERICAN FDS- FUNDAMEN COMM 360802 28,420 840 SH SOLE 0 840
AMERICAN FREIGHTWAY COMM 02629V 92,911 6,220 SH SOLE 6,220 0
AMERICAN GENERAL CORP. COMM 0263511,623,30 28,923 SH SOLE 4,067 24,856
AMERICAN GREETINGS COMM 026375 101,397 5,556 SH SOLE 1,490 4,066
AMERICAN HOME PRODUCTS COMM 0266097,946,93 147,850 SH SOLE 17,880129,970
AMERICAN INT'L GROUP COMM 02687429,528,0 269,663 SH SOLE 34,508235,155
AMERICAN ITALIA PASTA COMM 027070 91,851 3730 SH SOLE 3,730 0
AMERICAN MANAGEMENT SY COMM 027352 356,108 8,128 SH SOLE 8,128 0
AMERICAN STATES WATER COMM 029899 77,053 2590 SH SOLE 2,590 0
AMERICAN XTAL TECNOLOG COMM 030514 119,464 3,690 SH SOLE 3,690 0
AMERICREDIT CORP COMM 03060R 217,446 13,330 SH SOLE 13,330 0
AMES DEPARTMENT STORES COMM 030789 142,954 5,820 SH SOLE 5,820 0
AMGEN INC. COMM 03116211,845,3 192,999 SH SOLE 23,850169,149
AMR CORP. COMM 001765 701,792 22,017 SH SOLE 2,304 19,713
AMSOUTH BANCORPORATION COMM 032165 136,081 9,110 SH SOLE 1,750 7,360
ANADARKO PETROLEUM COMM 032511 639,969 16,542 SH SOLE 950 15,592
ANALOG DEVICES COMM 0326543,835,02 47,640 SH SOLE 9,530 38,110
ANALOGIC CORP COMM 032657 112,469 3,050 SH SOLE 3,050 0
ANALYSTS INTERNATIONAL COMM 032681 42,314 4,285 SH SOLE 4,285 0
ANCHOR BANCORP WISCONS COMM 032839 53,340 3,360 SH SOLE 3,360 0
ANDREW CORP COMM 034425 223,512 9,771 SH SOLE 412 9,359
ANHEUSER BUSCH COMM 0352293,534,11 56,773 SH SOLE 6,890 49,883
ANIXTER INTL INC COMM 035290 360,870 12,946 SH SOLE 7,876 5,070
ANNTAYLOR STORES CORP COMM 036115 146,740 6,380 SH SOLE 6,380 0
AON CORP. COMM 037389 920,222 28,534 SH SOLE 3,304 25,230
APACHE CORP COMM 037411 737,444 14,823 SH SOLE 980 13,843
APEX INC COMM 037548 155,183 4,180 SH SOLE 4,180 0
APPLE COMPUTER COMM 0378332,659,88 19,585 SH SOLE 2,199 17,386
APPLIED INDUSTRIAL TEC COMM 03820C 75,360 4,710 SH SOLE 4,710 0
APPLIED MATERIALS INC. COMM 0382229,713,21 103,058 SH SOLE 18,830 84,228
APPLIED POWER INC COMM 038225 351,519 12,334 SH SOLE 7,794 4,540
APTARGROUP INC COMM 038336 337,544 12,648 SH SOLE 7,308 5,340
ARCHER-DANIELS-MIDLAND COMM 039483 940,448 91,195 SH SOLE 15,221 75,974
ARKANSAS BEST CO. COMM 040790 35,490 3,380 SH SOLE 3,380 0
ARMSTRONG WORLD INDS. COMM 042476 91,306 5,108 SH SOLE 460 4,648
ARTESYN TECHNOLOGIES COMM 043127 141,653 7,480 SH SOLE 7,480 0
ASHLAND INC COMM 044204 248,777 7,482 SH SOLE 345 7,137
ASPECT COMMUNICATIONS COMM 04523Q 344,830 9,304 SH SOLE 9,304 0
ASPEN TECHNOLOGY INC COMM 045327 201,068 4,980 SH SOLE 4,980 0
ASSOCIATES FIRST CAPIT COMM 0460082,136,66 99,961 SH SOLE 9,702 90,259
ASTEC INDUSTRIES COMM 046224 113,156 4,260 SH SOLE 4,260 0
AT&T COMM 00195727,804,1 493747 SH SOLE 65,140428,607
ATLANTIC COAST AIRLINE COMM 048396 109,710 4,240 SH SOLE 4,240 0
ATLANTIC RICHFIELD COMM 0488254,569,77 53,762 SH SOLE 13,362 40,400
ATMOS ENERGY CORP COMM 049560 89,833 5,486 SH SOLE 5,486 0
ATWOOD OCEANICS INC COMM 050095 192,969 2,910 SH SOLE 2,910 0
AUDIOVOX CORP COMM 050757 269,603 6180 SH SOLE 4,260 1,920
AUSPEX SYS INC COMM 052116 56,870 5,170 SH SOLE 5,170 0
AUTODESK INC COMM 052769 348,712 7,664 SH SOLE 810 6,854
AUTOMATIC DATA PROCESS COMM 0530153,890,39 80,630 SH SOLE 15,830 64,800
AUTOZONE INC. COMM 053332 408,536 14,722 SH SOLE 1,887 12,835
AVERY-DENNISON CORP. COMM 053611 923,570 15,125 SH SOLE 1,791 13,334
AVID TECHNOLOGY INC COMM 05367P 99,028 5,540 SH SOLE 5,540 0
AVON PRODUCTS COMM 0543031,015,29 34,711 SH SOLE 3,888 30,823
BAKER HUGHES INC. COMM 0572241,191,15 39,377 SH SOLE 3,540 35,837
BALDOR ELECTRIC COMM 057741 118,129 6,540 SH SOLE 6,540 0
BALL CORP COMM 058498 125,773 3,639 SH SOLE 290 3,349
BANK OF AMERICA CORP COMM 06050512,675,6 241,729 SH SOLE 40,788200,941
BANK OF NEW YORK COMM 0640573,991,53 96,037 SH SOLE 10,478 85,559
BANK ONE CORP. COMM 06423A4,813,66 140,034 SH SOLE 15,814124,220
BANKNORTH GROUP INC. COMM 06646L 148,005 5,520 SH SOLE 5,520 0
BARNES GROUP COMM 067806 68,150 4,700 SH SOLE 4,700 0
BARR LABORATORIES INC COMM 068306 201,180 4,790 SH SOLE 4,790 0
BARRA INC COMM 068313 91,463 2,700 SH SOLE 2,700 0
BARRETT RES CORP COMM 068480 211,043 7,079 SH SOLE 7,079 0
BARRICK GOLD CORP COMM 067901 738,693 47,088 SH SOLE 4,301 42,787
BASSETT FURNITURE IND COMM 070203 63,952 4,568 SH SOLE 4,568 0
BAUSCH & LOMB INC. COMM 071707 346,577 6,641 SH SOLE 935 5,706
BAXTER INTL INC. COMM 0718132,293,29 36,583 SH SOLE 4,763 31,820
BB & T CORPORATION COMM 0549371,449,84 51,665 SH SOLE 27,030 24,635
BE AEROSPACE INC COMM 073302 32,195 5,480 SH SOLE 5,480 0
BEAR STEARN COS. INC COMM 073902 610,006 13,370 SH SOLE 1,037 12,333
BECTON DICKINSON & CO. COMM 075887 895,783 34,044 SH SOLE 3,960 30,084
BED BATH & BEYOND COMM 075896 427,219 10,850 SH SOLE 1,540 9,310
BELDEN INC COMM 077459 151,800 5,520 SH SOLE 5,520 0
BELL ATLANTIC COMM 07785313,219,3 216,268 SH SOLE 37,286178,982
BELLSOUTH CORP. COMM 07986012,641,2 269,681 SH SOLE 46,436223,245
BEMIS COMPANY COMM 081437 302,486 8,203 SH SOLE 115 8,088
BENCHMARK ELECTRONICS COMM 08160H 134,310 3,630 SH SOLE 3,630 0
BEST BUY COMPANY COMM 0865162,214,50 25,750 SH SOLE 2,840 22,910
BEST FOODS COMM 08658U1,779,90 38,022 SH SOLE 5,928 32,094
BETHLEHEM STEEL CORP. COMM 087509 88,500 14,750 SH SOLE 2,390 12,360
BILLING CONCEPTS CORP COMM 090063 50,836 7,230 SH SOLE 7,230 0
BINDLEY WESTERN INDS COMM 090324 86,746 6,396 SH SOLE 6,396 0
BIO TECHNOLOGY GEN COR COMM 090578 146,630 9,460 SH SOLE 9,460 0
BIOGEN INC. COMM 0905971,123,93 16,085 SH SOLE 2,120 13,965
BIOMATRIX INC COMM 09060P 120,104 4,940 SH SOLE 4,940 0
BIOMET INC COMM 090613 709,167 19,496 SH SOLE 1,660 17,836
BISYS GROUP INC COMM 055472 348,527 5,241 SH SOLE 5,241 0
BLACK & DECKER COMM 091797 473,964 12,618 SH SOLE 1,121 11,497
BLACK BOX CORP COMM 091826 261,014 3,770 SH SOLE 3,770 0
BMC SOFTWARE COMM 0559211,339,54 27,130 SH SOLE 3,190 23,940
BOEING COMPANY COMM 0970235,151,95 136,250 SH SOLE 25,359110,891
BOISE CASCADE CORP. COMM 097383 196,511 5,655 SH SOLE 485 5,170
BOSTON SCIENTIFIC CORP COMM 1011371,039,28 48,764 SH SOLE 5,262 43,502
BOWNE & CO. INC. COMM 103043 95,327 7,404 SH SOLE 7,404 0
BP AMOCO PLC - SPONS A COMM 0556224,523,05 84,940 SH SOLE 0 84,940
BRADY (WH) CO COMM 104674 268,213 8,600 SH SOLE 4,850 3,750
BRIGGS & STRATTON COMM 109043 25,498 620 SH SOLE 180 440
BRIGHTPOINT INC COMM 109473 125,073 10,210 SH SOLE 10,210 0
BRISTOL MYERS SQUIBB COMM 11012214,092,3 242,971 SH SOLE 43,738199,233
BROWN SHOE COMPANY INC COMM 115736 57,588 4,799 SH SOLE 4,799 0
BROWN-FORMAN CORP CL-B COMM 115637 315,520 5,796 SH SOLE 0 5,796
BRUNSWICK CORP. COMM 117043 275,370 14,541 SH SOLE 1,744 12,797
BRUSH WELLMAN INC COMM 117421 80,194 4,550 SH SOLE 4,550 0
BUCKEYE CELLULOSE CORP COMM 118255 121,800 6,720 SH SOLE 6,720 0
BURLINGTON NORTHERN IN COMM 12189T1,339,97 58,900 SH SOLE 5,064 53,836
BURLINGTON RESOURCES COMM 122014 847,078 22,894 SH SOLE 2,007 20,887
BURR-BROWN CORP COMM 122574 574,608 10,568 SH SOLE 10,568 0
BUTLER MFG CO DEL COMM 123655 74,412 3,045 SH SOLE 3,045 0
C & D TECHNOLOGIES INC COMM 124661 156,940 2,660 SH SOLE 2,660 0
C D I CORP COMM 125071 84,341 4,439 SH SOLE 4,439 0
C R BARD INC COMM 067383 315,961 8,167 SH SOLE 750 7,417
CABLE DESIGN TECHNOLOG COMM 126924 197,177 5,810 SH SOLE 5,810 0
CABLETRON SYSTEMS COMM 126920 613,745 20,938 SH SOLE 2,130 18,808
CABOT OIL & GAS CORP COMM 127097 121,398 6,721 SH SOLE 6,721 0
CAL DIVE INTERNATIONAL COMM 127914 157,833 3,110 SH SOLE 3,110 0
CAMBREX CORP COMM 132011 383,844 8,824 SH SOLE 5,354 3,470
CAMPBELL SOUP INC. COMM 1344291,926,42 62,648 SH SOLE 8,514 54,134
CANANDAIGUA BRANDS-CL COMM 137219 118,320 2320 SH SOLE 0 2,320
CAPITAL ONE FINANCIAL COMM 14040H1,508,06 31,459 SH SOLE 2,550 28,909
CARAUSTAR INDS INC COMM 140909 81,007 5,735 SH SOLE 5,735 0
CARDINAL HEALTH INC COMM 14149Y1,472,31 32,094 SH SOLE 4,010 28,084
CARNIVAL CORP CL A COMM 1436581,228,83 49,525 SH SOLE 0 49,525
CAROLINA FIRST CORP COMM 143877 63,525 4,840 SH SOLE 4,840 0
CAROLINA POWER & LIGHT COMM 144141 487,795 15,038 SH SOLE 2,074 12,964
CASEYS GENERAL STORES COMM 147528 96,157 8,842 SH SOLE 8,842 0
CASH AMERICA INTL COMM 14754D 50,496 4060 SH SOLE 4,060 0
CASTLE AM AND CO COMM 148411 43,838 3,507 SH SOLE 3,507 0
CATALINA MARKETING COR COMM 148867 355,894 3515 SH SOLE 3,515 0
CATERPILLAR INC. COMM 1491231,967,22 49,882 SH SOLE 4,792 45,090
CATO CORP - CL A COMM 149205 66,505 5,660 SH SOLE 5,660 0
CBS CORP COMM 12490K5,434,41 95,972 SH SOLE 21,946 74,026
C-COR ELECTRONICS COMM 125010 285,180 5,820 SH SOLE 5,820 0
C-CUBE MICROSYSTEMS IN COMM 125015 567,938 7,800 SH SOLE 7,800 0
CEC ENTERTAINMENT COMM 125137 170,399 6282 SH SOLE 6,282 0
CENDANT CORP COMM 1513131,666,74 90,094 SH SOLE 10,146 79,948
CENTEX CORP COMM 152312 114,038 4,789 SH SOLE 250 4,539
CENTIGRAM COMMUNICATIO COMM 152317 25,080 1,320 SH SOLE 1,320 0
CENTRAL & SOUTHWEST CO COMM 152357 442,613 25,846 SH SOLE 3,086 22,760
CENTRAL PARKING CORP COMM 154785 170,100 8,505 SH SOLE 8,505 0
CENTURA BANKS INC COMM 15640T 567,434 12,386 SH SOLE 8,126 4,260
CENTURYTEL INC COMM 156700 443,681 11,951 SH SOLE 1,620 10,331
CEPHALON INC COMM 156708 241,500 6,440 SH SOLE 6,440 0
CERIDIAN CORP COMM 15677T 394,169 20,543 SH SOLE 1,930 18,613
CERNER CORP COMM 156782 186,570 6,910 SH SOLE 6,910 0
CH ENERGY GROUP INC COMM 12541M 116,033 3,820 SH SOLE 3,820 0
CHAMPION ENTERPRISES COMM 158496 55,286 9,615 SH SOLE 9,615 0
CHAMPION INT'L CORP. COMM 158525 637,456 11,971 SH SOLE 1,112 10,859
CHASE MANHATTAN BANK COMM 16161A15,018,0 172,250 SH SOLE 21,502150,748
CHECKPOINT SYSTEMS COMM 162825 46,146 5,510 SH SOLE 5,510 0
CHEESECAKE FACTORY INC COMM 163072 204,171 4,905 SH SOLE 4,905 0
CHEMED CORP COMM 163596 238,950 7,965 SH SOLE 4,075 3,890
CHEMFIRST INC COMM 16361A 101,405 5,217 SH SOLE 5,217 0
CHEVRON OIL COMM 1667518,439,17 91,296 SH SOLE 17,967 73,329
CHIQUITA BRANDS INTL I COMM 170032 54,055 11,380 SH SOLE 11,380 0
CHITTENDON CORP COMM 170228 165,063 5,560 SH SOLE 5,560 0
CHOICEPOINT INC COMM 170388 217,523 5,820 SH SOLE 5,820 0
CHUBB CORP COMM 1712321,537,45 22,756 SH SOLE 2,900 19,856
CIBER INC COMM 17163B 238,620 11,640 SH SOLE 11,640 0
CIGNA CORP. COMM 1255091,948,21 25,719 SH SOLE 2,918 22,801
CINCINNATI FINANCIAL COMM 172062 872,185 23,181 SH SOLE 2,200 20,981
CINERGY CORP COMM 172474 369,843 17,202 SH SOLE 1,904 15,298
CIRCUIT CITY STORES IN COMM 1727371,739,56 28,576 SH SOLE 2,770 25,806
CISCO SYSTEMS, INC. COMM 17275R81,972,61,060,277 SH SOLE 141,916918,361
CITIGROUP INC COMM 17296732,334,3 540,031 SH SOLE 74,916465,115
CITRIX SYSTEMS INC COMM 1773761,403,83 21,190 SH SOLE 2,240 18,950
CLARCOR INC COMM 179895 207,498 11,690 SH SOLE 5,220 6,470
CLAYTON HOMES INC. COMM 184190 233 23 SH SOLE 0 23
CLEAR CHANNEL COMM COMM 1845022,891,57 41,869 SH SOLE 5,040 36,829
CLOROX CO COMM 189054 929,379 28,163 SH SOLE 3,592 24,571
CMS ENERGY COMM 125896 58,634 3,235 SH SOLE 1,200 2,035
COACHMEN INDUSTRIES IN COMM 189873 52,448 3,780 SH SOLE 3,780 0
COASTAL CORP COMM 1904411,907,71 41,472 SH SOLE 15,540 25,932
COCA COLA COMM 19121612,776,1 272,195 SH SOLE 0272,195
COCA-COLA ENTERPRISES COMM 191219 790,956 36,682 SH SOLE 0 36,682
COGNEX CORP COMM 192422 465,365 8,067 SH SOLE 8,067 0
COHERENT INC COMM 192479 326,560 6,280 SH SOLE 4,680 1,600
COHU INC COMM 192576 161,331 3,870 SH SOLE 3,870 0
COLGATE-PALMOLIVE CO. COMM 1941624,692,43 83,236 SH SOLE 18,098 65,138
COLUMBIA ENERGY GROUP COMM 197648 668,577 11,284 SH SOLE 1,478 9,806
COLUMBIA/HCA HEALTHCAR COMM 1976771,943,64 76,786 SH SOLE 8,612 68,174
COMCAST CORP SPECIAL C COMM 2003004,662,46 107,492 SH SOLE 22,630 84,862
COMERICA INC. COMM 200340 901,611 21,531 SH SOLE 2,548 18,983
COMMERCE BANCORP INC COMM 200519 224,553 6,069 SH SOLE 6,069 0
COMMERCIAL FEDERAL COR COMM 201647 345,468 20,780 SH SOLE 12,370 8,410
COMMERCIAL METALS CO COMM 201723 95,721 3,465 SH SOLE 3,465 0
COMMONWEALTH INDUSTRIE COMM 203004 39,150 4,320 SH SOLE 4,320 0
COMMSCOPE INC COMM 203372 444,539 9,730 SH SOLE 9,730 0
COMMUNITY FIRST BANCSH COMM 203902 148,000 9,250 SH SOLE 9,250 0
COMPAQ COMPUTER COMM 2044936,382,17 238,586 SH SOLE 42,040196,546
COMPUTER ASSOCIATES COMM 2049124,639,11 78,380 SH SOLE 15,265 63,115
COMPUTER SCIENCES CORP COMM 2053631,801,12 22,763 SH SOLE 2,478 20,285
COMPUTER TASK GROUP COMM 205477 49,940 4540 SH SOLE 4,540 0
COMPUWARE CORP COMM 205638 884,204 41,980 SH SOLE 4,540 37,440
COMVERSE TECHNOLOGY COMM 2058621,716,12 9,080 SH SOLE 1,130 7,950
CONAGRA INC COMM 2058871,031,31 56,900 SH SOLE 0 56,900
CONCORD COMMUNICATIONS COMM 206186 101,353 2,850 SH SOLE 2,850 0
CONECTIV INC COMM 206829 10,500 600 SH SOLE 0 600
CONEXANT SYSTEMS INC COMM 2071421,499,87 21,125 SH SOLE 2,500 18,625
CONMED CORP COMM 207410 82,706 3,300 SH SOLE 3,300 0
CONOCO INC - CL B COMM 208251 397,700 15,520 SH SOLE 4,040 11,480
CONSECO COMPANY INC. COMM 208464 389,172 34,026 SH SOLE 3,316 30,710
CONSOLIDATED EDISON COMM 209115 890,206 30,565 SH SOLE 3,449 27,116
CONSOLIDATED GRAPHICS COMM 209341 48,410 3,760 SH SOLE 3,760 0
CONSOLIDATED STORES CO COMM 210149 115,229 10,130 SH SOLE 1,330 8,800
CONSTELLATION ENERGY G COMM 210371 799,871 25,094 SH SOLE 2,009 23,085
COOPER COMPANIES CO COMM 216648 97,850 3,040 SH SOLE 3,040 0
COOPER INDUSTRIES COMM 216669 476,175 13,605 SH SOLE 1,134 12,471
COOPER TIRE & RUBBER C COMM 216831 139,004 11,065 SH SOLE 330 10,735
COPART INC COMM 217204 175,875 10,050 SH SOLE 10,050 0
COR THERAPEUTICS COMM 217753 321,040 4,870 SH SOLE 4,870 0
CORN PRODUCTS INTL COMM 219023 326,288 13,560 SH SOLE 8,380 5,180
CORNING INC. COMM 2193507,122,71 36,715 SH SOLE 6,813 29,902
COST PLUS INC/CALIFORN COMM 221485 134,574 3,980 SH SOLE 3,980 0
COSTCO COMPANIES INC COMM 22160Q1,754,85 33,386 SH SOLE 600 32,786
COSTCO WHOLESALE CORP COMM 22160K1,024,81 19,497 SH SOLE 5,580 13,917
COUNTRYWIDE CREDIT IND COMM 222372 246,258 9,037 SH SOLE 1,030 8,007
COVENTRY HEALTH CARE I COMM 222862 100,088 11,775 SH SOLE 11,775 0
CPI CORPORATION COMM 125902 71,336 3,060 SH SOLE 3,060 0
CRANE CORP COMM 224399 254,404 10,797 SH SOLE 260 10,537
CREDIT SUISSE GROUP-AD COMM 225401 253,744 5,205 SH SOLE 5,205 0
CROSS TIMBERS OIL CO COMM 227573 117,785 9,017 SH SOLE 9,017 0
CROWN CORK & SEAL COMM 228255 245,792 15,362 SH SOLE 1,796 13,566
CRYOLIFE INC COMM 228903 36,000 2,000 SH SOLE 0 2,000
CSX CORP COMM 126408 618,379 26,314 SH SOLE 2,475 23,839
CTS CORP COMM 126501 300,390 5,270 SH SOLE 5,270 0
CULLEN FROST BANKERS I COMM 229899 517,964 19,592 SH SOLE 12,462 7,130
CUMMINS ENGINE CO. COMM 231021 195,888 5,215 SH SOLE 460 4,755
CVS CORP COMM 1266501,623,97 43,234 SH SOLE 5,444 37,790
CYBEX COMPUTER PRODS COMM 232522 155,015 4,120 SH SOLE 4,120 0
CYGNUS INC COMM 232560 68,585 4,730 SH SOLE 4,730 0
D.R. HORTON INC. COMM 23331A 271,922 20,817 SH SOLE 12,077 8,740
DAIMLERCHRYSLER COMM D1668R 20,351 311 SH SOLE 0 311
DAIN RAUSCHER CORP COMM 233856 330,215 5,008 SH SOLE 2,728 2,280
DALLAS SEMICONDUCTORS COMM 235204 413,837 11,338 SH SOLE 11,338 0
DAMARK INTL - CL A COMM 235691 44,606 1,170 SH SOLE 1,170 0
DANA CORP. COMM 235811 565,582 20,065 SH SOLE 2,005 18,060
DANAHER CORP COMM 235851 754,341 14,791 SH SOLE 1,660 13,131
DARDEN RESTAURANTS INC COMM 237194 285,891 16,050 SH SOLE 0 16,050
DATASCOPE CORP COMM 238113 103,188 3,250 SH SOLE 3,250 0
DBT ONLINE INC COMM 233044 79,076 4,260 SH SOLE 4,260 0
DEERE AND CO. COMM 2441991,190,31 31,324 SH SOLE 3,028 28,296
DELL COMPUTER COMM 24702521,362,0 396,052 SH SOLE 54,512341,540
DELPHI AUTOMOTIVE SYST COMM 247126 919,248 57,453 SH SOLE 7,784 49,669
DELPHI FINANCIAL GROUP COMM 247131 145,557 4,792 SH SOLE 4,792 0
DELTA & PINE LD CO COMM 247357 169,574 8,586 SH SOLE 8,586 0
DELTA AIR LINES COMM 2473611,156,85 21,725 SH SOLE 2,300 19,425
DELTIC TIMBER COMM 247850 62,535 2,640 SH SOLE 2,640 0
DELUXE CORP. COMM 248019 358,254 13,519 SH SOLE 2,617 10,902
DENDRITE INTERNATIONAL COMM 248239 158,183 7,555 SH SOLE 7,555 0
DEPARTMENT 56 INC COMM 249509 59,250 4,000 SH SOLE 4,000 0
DIAGNOSTIC PRODUCTS CO COMM 252450 86,020 3,520 SH SOLE 3,520 0
DIGI INTERNATIONAL INC COMM 253798 34,503 3,730 SH SOLE 3,730 0
DIGITAL MICROWAVE CORP COMM 253859 438,004 12,930 SH SOLE 12,930 0
DILLARD'S INC COMM 254067 201,984 12,288 SH SOLE 1,090 11,198
DIONEX CORP COMM 254546 143,871 4,368 SH SOLE 4,368 0
DISCOUNT AUTO PARTS COMM 254642 37,725 4,221 SH SOLE 4,221 0
DISNEY (WALT) COMPANY COMM 2546878,150,91 197,598 SH SOLE 0197,598
DOLLAR GENERAL CORP COMM 256669 544,219 20,250 SH SOLE 2,897 17,353
DOMINION RES INC - VA COMM 25746U 370,999 9,652 SH SOLE 3,004 6,648
DOVER CORP COMM 2600031,215,02 25,379 SH SOLE 2,660 22,719
DOW CHEMICAL COMM 2605433,860,04 33,860 SH SOLE 9,231 24,629
DOW JONES AND CO. COMM 260561 920,277 12,815 SH SOLE 1,745 11,070
DOWNEY FINANCIAL CORP COMM 261018 272,978 12,846 SH SOLE 5,926 6,920
DRESS BARN INC. COMM 261570 107,723 5,596 SH SOLE 5,596 0
DRIL-QUIP CORP COMM 262037 169,179 3,590 SH SOLE 3,590 0
DTE ENERGY COMPANY COMM 233331 576,599 19,755 SH SOLE 1,919 17,836
DUKE ENERGY CO COMM 2643992,452,06 46,706 SH SOLE 5,603 41,103
DUN & BRADSTREET COMM 26483B 636,992 22,253 SH SOLE 2,606 19,647
DUPONT (E.I.) DE NEMOU COMM 2635346,989,44 132,032 SH SOLE 14,414117,618
DURA PHARMACEUTICALS I COMM 26632S 108,473 8,810 SH SOLE 8,810 0
DYCOM INDUSTRIES COMM 267475 362,700 7,440 SH SOLE 7,440 0
EARTHGRAINS CO COMM 270319 135,422 9,104 SH SOLE 9,104 0
EASTERN ENTERPRISES COMM 27637F 50,295 840 SH SOLE 550 290
EASTERN UTILITIES ASSO COMM 277173 142,380 4,538 SH SOLE 4,538 0
EASTMAN CHEMICAL COMPA COMM 277432 438,165 9,630 SH SOLE 1,060 8,570
EASTMAN KODAK COMM 2774612,373,34 43,698 SH SOLE 5,244 38,454
EATON CORP. COMM 278058 844,350 10,825 SH SOLE 1,100 9,725
EATON VANCE CORP COMM 278265 301,679 7,026 SH SOLE 7,026 0
ECOLAB INC COMM 278865 392,923 10,710 SH SOLE 1,416 9,294
EDISON INTERNATIONAL COMM 281020 891,808 53,845 SH SOLE 5,376 48,469
EGL INC COMM 268484 125,991 5,390 SH SOLE 5,390 0
EL PASO NATURAL GAS COMM 283905 533,879 13,223 SH SOLE 2,976 10,247
ELCOR CORP COMM 284443 146,280 4,240 SH SOLE 4,240 0
ELECTRIC SCIENTIFIC IN COMM 285229 303,920 5,240 SH SOLE 5,240 0
ELECTROGLAS INC COMM 285324 143,850 4,200 SH SOLE 4,200 0
ELECTRONIC DATA SYSTEM COMM 2856613,909,72 60,911 SH SOLE 13,200 47,711
ELOYALTY CORPORATION COMM 290151 192,910 8,080 SH SOLE 8,080 0
ELSEVIER NV - ADR COMM 290259 49,825 2,394 SH SOLE 2,394 0
EMC CORP-MASS COMM 26864825,940,1 205,874 SH SOLE 22,764183,110
EMERSON ELECTRIC COMM 2910113,689,37 69,447 SH SOLE 17,906 51,541
ENERGEN CORP COMM 29265N 232,369 14,580 SH SOLE 5,960 8,620
ENERGY EAST CORP COMM 29266M 10,560 533 SH SOLE 533 0
ENESCO GROUP INC COMM 292973 32,064 4,540 SH SOLE 4,540 0
ENGELHARD CORP COMM 292845 260,256 17,207 SH SOLE 984 16,223
ENHANCE FINANCIAL SVCS COMM 293310 100,401 7,108 SH SOLE 7,108 0
ENRON CORP COMM 2935617,088,64 94,673 SH SOLE 18,732 75,941
ENTERGY CORP. COMM 29364G 644,991 31,950 SH SOLE 3,335 28,615
ENZO BIOCHEM INC COMM 294100 327,762 4,716 SH SOLE 4,716 0
EPICOR SOFTWARE CORP COMM 29426L 58,565 6,890 SH SOLE 6,890 0
EQUIFAX INC COMM 294429 228,689 9,057 SH SOLE 1,930 7,127
ERICSSON (LM) TEL - AD COMM 294821 93,813 1,000 SH SOLE 0 1,000
ETEC SYSTEMS INC COMM 26922C 513,580 4,121 SH SOLE 4,121 0
ETHAN ALLEN INTERIORS COMM 297602 203,150 8,126 SH SOLE 8,126 0
EW BLANCH HOLDINGS COR COMM 093210 52,800 2,640 SH SOLE 2,640 0
EXPEDITORS INTERNATION COMM 302130 379,692 9,552 SH SOLE 9,552 0
EXXON MOBIL CORPORATIO COMM 30231G40,760,6 522991 SH SOLE 71,916451,075
F.Y.I. CORP COMM 302712 79,748 2,940 SH SOLE 2,940 0
FACTSET RESEARCH SYS I COMM 303075 164,540 6,080 SH SOLE 6,080 0
FAIR ISAAC & CO COMM 303250 110,755 2,849 SH SOLE 2,849 0
FANNIE MAE COMM 31358610,461,5 184,955 SH SOLE 25,531159,424
FEDERAL HOME MTG. CORP COMM 3134004,313,58 97,620 SH SOLE 19,798 77,822
FEDERAL SIGNAL COMM 313855 5,690 315 SH SOLE 0 315
FEDERATED DEPT STORES COMM 31410H1,040,36 24,624 SH SOLE 2,797 21,827
FEDEX CORPORATION COMM 31428X1,421,46 36,624 SH SOLE 3,726 32,898
FIDELITY NATL FINANCIA COMM 316326 81,604 5,908 SH SOLE 5,908 0
FIFTH THIRD BANCORP COMM 3167732,056,88 32,649 SH SOLE 4,858 27,791
FILENET CORP COMM 316869 191,650 6,442 SH SOLE 6,442 0
FIRST AMERICAN FINANCI COMM 318522 164,156 11,778 SH SOLE 11,778 0
FIRST DATA CORP COMM 3199633,108,29 70,046 SH SOLE 19,441 50,605
FIRST MIDWEST BANCORP COMM 320867 379,876 15,665 SH SOLE 8,895 6,770
FIRST UNION CORP COMM 3373585,002,82 134,304 SH SOLE 29,644104,660
FIRSTAR CORP COMM 33763V2,707,26 118,028 SH SOLE 11,911106,117
FIRSTBANK PUERTO RICO COMM 318672 90,593 5,140 SH SOLE 5,140 0
FIRSTENERGY CORP COMM 337932 585,131 28,370 SH SOLE 3,145 25,225
FLEET BOSTON CORPORATI COMM 3390304,027,04 110,330 SH SOLE 12,071 98,259
FLEETWOOD ENTERPRISES COMM 339099 94,548 6,410 SH SOLE 6,410 0
FLEMING COMPANIES INC. COMM 339130 116,584 7,740 SH SOLE 7,740 0
FLORIDA PROGRESS CORP COMM 341109 115,146 2,510 SH SOLE 1,410 1,100
FLORIDA ROCK INDS COMM 341140 201,040 7,180 SH SOLE 3,990 3,190
FLUOR CORP. COMM 343861 308,512 9,952 SH SOLE 850 9,102
FMC CORP COMM 302491 245,945 4,353 SH SOLE 460 3,893
FOOTSTAR INC COMM 344912 135,318 4,790 SH SOLE 4,790 0
FORD MOTOR CO. COMM 3453707,682,40 167,236 SH SOLE 33,188134,048
FORT JAMES CORPORATION COMM 347471 446,886 20,313 SH SOLE 2,602 17,711
FORTUNE BRANDS INC. COMM 349631 497,600 19,904 SH SOLE 0 19,904
FOSSILL INC COMM 349882 157,500 6,720 SH SOLE 6,720 0
FPL GROUP COMM 3025711,134,38 24,627 SH SOLE 3,009 21,618
FRANKLIN RESOURCES INC COMM 354613 892,982 26,706 SH SOLE 3,090 23,616
FREEPORT-MCMORAN COPPE COMM 35671D 308,486 25,574 SH SOLE 1,590 23,984
FREMONT GEN CORP COMM 357288 80,019 12,552 SH SOLE 12,552 0
FRESENIUS MED HLDGS - COMM 358030 641 8,542 SH SOLE 0 8,542
FRITZ CO COMM 358846 64,830 6,403 SH SOLE 6,403 0
G & K SERVICES INC COMM 361268 91,421 4,677 SH SOLE 4,677 0
GALLAGHER ARTHUR J & C COMM 363576 241,930 7,444 SH SOLE 7,444 0
GANNETT CO. INC. DEL COMM 3647303,400,02 48,313 SH SOLE 15,374 32,939
GAP, INC. COMM 3647605,788,81 116,212 SH SOLE 23,092 93,120
GARDNER DENVER INC COMM 365558 70,735 3,760 SH SOLE 3,760 0
GATEWAY 2000 INC COMM 3676261,975,67 37,244 SH SOLE 4,140 33,104
GENCORP INC COMM 368682 43,323 5,590 SH SOLE 5,590 0
GENERAL COMMUNICATIONS COMM 369385 34,991 6,510 SH SOLE 6,510 0
GENERAL DYNAMICS CORP. COMM 369550 916,445 18,421 SH SOLE 2,760 15,661
GENERAL ELECTRIC CO. COMM 36960477,182,0 495,949 SH SOLE 66,666429,283
GENERAL MILLS INC. COMM 3703341,963,38 54,256 SH SOLE 20,128 34,128
GENERAL MOTORS COMM 37044211,707,0 141,368 SH SOLE 19,474121,894
GENERAL SEMICONDUCTORS COMM 370787 116,955 6780 SH SOLE 6,780 0
GENTEX CORP. COMM 371901 533,329 14,390 SH SOLE 14,390 0
GENUINE PARTS CO. COMM 372460 548,648 22,980 SH SOLE 2,180 20,800
GEON CO COMM 37246W 113,843 5,295 SH SOLE 5,295 0
GEORGIA-PAC GROUP COMM 373298 925,921 23,404 SH SOLE 1,966 21,438
GERBER SCIENTIFIC INC COMM 373730 90,209 4,671 SH SOLE 4,671 0
GILLETTE CO. COMM 3757665,224,54 138,628 SH SOLE 14,778123,850
GLOBAL CROSSING LTD COMM G3921A3,643,92 89,012 SH SOLE 10,183 78,829
GOLDEN WEST FINANCIAL COMM 381317 638,034 20,458 SH SOLE 2,220 18,238
GOODRICH BF COMM 382388 177,317 6,181 SH SOLE 691 5,490
GOODYEAR TIRE & RUBBER COMM 382550 457,088 19,607 SH SOLE 1,950 17,657
GOODYS FAMILY CLOTHING COMM 382588 28,979 4,780 SH SOLE 4,780 0
GPU INC. COMM 36225X 237,122 8,662 SH SOLE 1,235 7,427
GRACE (W.R.) COMM 38388F 126,239 9,805 SH SOLE 444 9,361
GRACO INC COMM 384109 120,930 4,170 SH SOLE 4,170 0
GRAINGER WW COMM 384802 873,371 16,099 SH SOLE 1,470 14,629
GREAT ATLANTIC & PAC T COMM 390064 69,186 3,548 SH SOLE 910 2,638
GREAT LAKES CHEMICAL C COMM 390568 231,302 6,803 SH SOLE 200 6,603
GREAT PLAINS SOFTWARE COMM 39119E 157,990 2,960 SH SOLE 2,960 0
GROUP 1 AUTOMOTIVE COMM 398905 58,125 5,000 SH SOLE 5,000 0
GTE CORP. COMM 3623209,811,70 138,193 SH SOLE 25,166113,027
GUIDANT CORP. COMM 4016982,352,11 39,951 SH SOLE 4,256 35,695
GUILFORD MLS INC COMM 401794 42,566 5,537 SH SOLE 5,537 0
H.J. HEINZ CO. COMM 4230741,729,13 49,581 SH SOLE 8,297 41,284
H.R. BLOCK COMM 093671 548,993 12,268 SH SOLE 1,170 11,098
HADCO CORP COMM 404681 186,840 2,880 SH SOLE 2,880 0
HAIN FOOD GROUP INC COMM 405219 103,624 3,660 SH SOLE 3,660 0
HALLIBURTON CO. COMM 4062162,340,30 56,907 SH SOLE 5,078 51,829
HA-LO INDUSTRIES COMM 404429 67,489 8,570 SH SOLE 8,570 0
HARBINGER CORP COMM 41145C 220,476 7,570 SH SOLE 7,570 0
HARCOURT GENERAL, INC. COMM 41163G 406,062 10,901 SH SOLE 1,544 9,357
HARLEY-DAVIDSON COMM 4128221,077,11 13,570 SH SOLE 2,340 11,230
HARMAN INTL INDUSTRIES COMM 413086 343,800 5,730 SH SOLE 3,680 2,050
HARMON INDUSTRIES COMM 413136 38,244 2,110 SH SOLE 2,110 0
HARRA'S ENTERTAINMENT COMM 413619 162,440 8,751 SH SOLE 0 8,751
HARTFORD FINC SERVICES COMM 4165151,546,36 29,315 SH SOLE 3,058 26,257
HASBRO INC COMM 418056 456,286 27,343 SH SOLE 3,175 24,168
HEALTHSOUTH REHAB. COMM 421924 190,048 33,415 SH SOLE 5,860 27,555
HEARTLAND EXPRESS INC COMM 422347 75,432 5,370 SH SOLE 5,370 0
HELIX TECHNOLOGIES COMM 423319 260,671 4,340 SH SOLE 4,340 0
HENRY JACK & ASSOC INC COMM 426281 289,911 7,862 SH SOLE 7,862 0
HERCULES COMM 427056 200,434 12,430 SH SOLE 1,153 11,277
HERSHEY FOODS CORP. COMM 427866 988,114 20,269 SH SOLE 3,260 17,009
HEWLETT PACKARD CO. COMM 42823618,016,9 135,593 SH SOLE 22,533113,060
HILB, ROGAL & HAMIL COMM 431294 72,924 2,670 SH SOLE 2,670 0
HILTON HOTELS CORP. COMM 432848 251,852 32,497 SH SOLE 5,520 26,977
HNC SOFTWARE COMM 40425P 337,973 4,690 SH SOLE 4,690 0
HOME DEPOT INC COMM 43707624,191,6 375,065 SH SOLE 50,874324,191
HOMESTAKE MINING COMM 437614 150,426 25,071 SH SOLE 3,400 21,671
HONEYWELL INTERNATIONA COMM 4385166,149,73 116,721 SH SOLE 23,975 92,746
HOOPER HOLMES COMM 439104 211,708 6,170 SH SOLE 6,170 0
HOUSEHOLD INTERNATIONA COMM 4418154,567,57 122,414 SH SOLE 6,379116,035
HS RES INC COMM 404297 100,133 4,740 SH SOLE 4,740 0
HUDSON UNITED BANCORP COMM 444165 207,831 9,583 SH SOLE 9,583 0
HUGHES SUPPLY INC COMM 444482 83,623 5,395 SH SOLE 5,395 0
HUMANA INC. COMM 444859 145,687 19,923 SH SOLE 2,525 17,398
HUNTINGTON BANC SHARES COMM 446150 185,645 8,297 SH SOLE 3,102 5,195
HUTCHINSON TECHNOLOGY COMM 448407 97,114 5,510 SH SOLE 5,510 0
HYPERION SOLUTIONS COR COMM 44914M 195,520 6,016 SH SOLE 6,016 0
IDEC PHARMACEUTICALS C COMM 449370 791,895 8,060 SH SOLE 8,060 0
IDEX CORP. COMM 45167R 298,933 10,970 SH SOLE 6,350 4,620
IDEXX LABS INC COMM 45168D 186,010 7,979 SH SOLE 7,979 0
IHOP CORP COMM 449623 89,600 6,400 SH SOLE 6,400 0
IKON OFFICE SOLUTIONS COMM 451713 108,974 17,612 SH SOLE 2,002 15,610
ILLINOIS TOOL WORKS IN COMM 4523082,219,17 40,166 SH SOLE 12,606 27,560
IMCO RECYCLING INC COMM 449681 43,586 3,940 SH SOLE 3,940 0
IMMUNE RESPONSE COMM 45252T 55,545 4,830 SH SOLE 4,830 0
IMS HEALTH INC COMM 449934 918,571 54233 SH SOLE 4,252 49,981
INCO LTD COMM 453258 417,498 22,721 SH SOLE 3,457 19,264
INCYTE PHARMACEUTICALS COMM 45337C 476,534 5,450 SH SOLE 5,450 0
INFORMATION RESOURCES COMM 456905 42,640 5,330 SH SOLE 5,330 0
ING GROEP N.V.-SPONS A COMM 456837 191,070 3,474 SH SOLE 3,474 0
INGERSOLL RAND COMM 456866 966,686 21,846 SH SOLE 2,243 19,603
INPUT/OUTPUT INC COMM 457652 53,373 8,714 SH SOLE 8,714 0
INSIGHT ENTERPRISES IN COMM 45765U 185,467 5,090 SH SOLE 5,090 0
INSITUFORM TECHNOLOGIE COMM 457667 150,675 4,920 SH SOLE 4,920 0
INSURANCE AUTO AUCTION COMM 457875 50,456 2,990 SH SOLE 2,990 0
INTEL CORP. COMM 45814070,638,6 535,395 SH SOLE 69,712465,683
INTER TEL INC. COMM 458372 145,361 5,310 SH SOLE 5,310 0
INTERFACE INC -CL A COMM 458665 37,987 8,938 SH SOLE 8,938 0
INTERIM SERVICES INC COMM 45868P 358,925 19,336 SH SOLE 13,126 6,210
INTERMAGNETICS GENERAL COMM 458771 38,250 2,250 SH SOLE 2,250 0
INTERMET CORP COMM 45881K 49,220 5,394 SH SOLE 5,394 0
INTERNATIONAL PAPER CO COMM 4601462,109,92 49,355 SH SOLE 5,350 44,005
INTERPUBLIC GROUP COMM 4606901,667,97 35,301 SH SOLE 4,074 31,227
INTERVOICE INC COMM 461142 175,849 6,090 SH SOLE 6,090 0
INT'L BUSINESS MACHINE COMM 45920028,182,1 238,832 SH SOLE 39,076199,756
INT'L FLAVORS & FRAGRA COMM 459506 523,764 14,938 SH SOLE 3,046 11,892
INTL RECTIFIER CORP. COMM 460254 531,615 13,944 SH SOLE 10,074 3,870
INVACARE INC COMM 461203 169,728 6,186 SH SOLE 6,186 0
INVESTORS FINANCIAL SV COMM 461915 183,101 3,110 SH SOLE 3,110 0
IONICS INC COMM 462218 94,453 3,695 SH SOLE 3,695 0
ITT INDUSTRIES INC COMM 450911 423,040 13,619 SH SOLE 1,258 12,361
J&J SNACK FOODS INC COMM 466032 50,284 2,530 SH SOLE 2,530 0
J.C. PENNEY CO. COMM 708160 458,938 30,853 SH SOLE 3,747 27,106
J.P. MORGAN & CO. COMM 6168803,584,52 27,207 SH SOLE 7,332 19,875
JAKKS PACIFIC INC COMM 47012E 80,644 3,740 SH SOLE 3,740 0
JANUS FUND COMM 471023 39,176 805 SH SOLE 0 805
JEFFERIES GROUP INC (N COMM 472319 128,558 5,620 SH SOLE 5,620 0
JEFFERSON PILOT COMM 4750701,478,68 22,215 SH SOLE 10,169 12,046
JLG INDUSTRIES INC COMM 466210 68,355 7,440 SH SOLE 7,440 0
JO-ANN STORES INC - CL COMM 47758P 39,739 4,745 SH SOLE 4,745 0
JOHN H. HARLAND CO. COMM 412693 75,465 5,590 SH SOLE 5,590 0
JOHNSON & JOHNSON COMM 47816015,242,6 216,977 SH SOLE 31,876185,101
JOHNSON CONTROLS INC. COMM 478366 560,412 10,366 SH SOLE 1,454 8,912
JONES PHARMA INC COMM 480236 377,713 12,435 SH SOLE 12,435 0
JOSTENS INC. COMM 481088 205,847 8,445 SH SOLE 1,140 7,305
JUSTIN INDUSTRIES INC COMM 482171 78,840 4,380 SH SOLE 4,380 0
KAMAN CORP -CL A COMM 483548 44,782 4,593 SH SOLE 4,593 0
KANSAS CITY SOUTHN IND COMM 4851701,133,51 13,190 SH SOLE 1,540 11,650
KAUFMAN & BROAD HOME C COMM 486168 21,459 1,001 SH SOLE 0 1,001
KELLOGG COMM 4878361,497,18 58,143 SH SOLE 8,970 49,173
KELLWOOD INC COMM 488044 116,088 6,610 SH SOLE 6,610 0
KEMET CORP COMM 488360 510,111 8,065 SH SOLE 8,065 0
KENT ELECTRONICS CORP COMM 490553 268,321 9,193 SH SOLE 5,953 3,240
KERR MCGEE COMM 4923861,159,38 20,076 SH SOLE 9,080 10,996
KEYCORP COMM 4932671,008,97 53,104 SH SOLE 6,330 46,774
KIMBERLY CLARK COMM 4943687,992,43 142,563 SH SOLE 19,756122,807
KIRBY CORP COMM 497266 97,506 4,937 SH SOLE 4,937 0
KLA-TENCOR CORP. COMM 4824801,918,62 22,773 SH SOLE 2,420 20,353
KLM ROYAL DUTCH AIR-AD COMM 482516 41,559 1,979 SH SOLE 1,979 0
K-MART COMM 482584 638,765 65,937 SH SOLE 6,188 59,749
KNIGHT RIDDER NEWSPAPE COMM 499040 702,125 13,700 SH SOLE 1,619 12,081
KOHLS CORP COMM 5002552,017,71 19,685 SH SOLE 2,470 17,215
KONINKLIJKE AHOLD - AD COMM 500467 178,690 6,743 SH SOLE 6,743 0
KONINKLIJKE KPN NV-ADR COMM 780641 344,770 2,998 SH SOLE 2,998 0
KONINKLIJKE PHILIPS EL COMM 500472 300,140 1,752 SH SOLE 1,752 0
KROGER COMPANY COMM 5010441,883,20 107,229 SH SOLE 14,164 93,065
KROLL-O'GARA COMPANY COMM 501050 54,250 4,960 SH SOLE 4,960 0
KRONOS INC COMM 501052 75,544 2,550 SH SOLE 2,550 0
KULICKE & SOFFA INDS I COMM 501242 288,922 4,510 SH SOLE 4,510 0
LA Z BOY CHAIR CO COMM 505336 299,244 19,463 SH SOLE 10,763 8,700
LABOR READY COMM 505401 81,271 8,230 SH SOLE 8,230 0
LANDRY'S RESTAURANTS COMM 51508L 44,625 7,000 SH SOLE 7,000 0
LANDSTAR SYSTEMS INC COMM 515098 110,321 2,015 SH SOLE 2,015 0
LASER VISION CENTERS COMM 51807H 36,006 5,190 SH SOLE 5,190 0
LASON INC COMM 51808R 29,606 4,490 SH SOLE 4,490 0
LATTICE SEMICONDUCTOR COMM 518415 625,974 9,248 SH SOLE 9,248 0
LAWSON PRODUCTS INC. COMM 520776 82,868 3,480 SH SOLE 3,480 0
LEGGETT & PLATT INC COMM 524660 43,645 2,030 SH SOLE 0 2,030
LEHMAN BROS HOLDING IN COMM 5249081,541,91 15,896 SH SOLE 1,700 14,196
LENNOX INTERNATIONAL COMM 526107 79,888 9,130 SH SOLE 9,130 0
LEXMARK INTL GROUP CL COMM 5297711,579,37 14,935 SH SOLE 1,680 13,255
LG AND E ENERGY CORP. COMM 501917 17,179 751 SH SOLE 0 751
LIBBEY INC COMM 529898 107,310 3,920 SH SOLE 3,920 0
LILLY (ELI) & CO. COMM 5324579,469,21 151,205 SH SOLE 27,290123,915
LILLY INDUSTRIES INC COMM 532491 58,274 4,709 SH SOLE 4,709 0
LIMITED, INC. COMM 5327161,440,80 34,203 SH SOLE 2,985 31,218
LINCOLN NATIONAL CORP. COMM 534187 872,910 26,057 SH SOLE 2,208 23,849
LINDSAY MANUFACTURING COMM 535555 57,865 3,379 SH SOLE 3,379 0
LINENS N' THINGS COMM 535679 285,988 8,350 SH SOLE 8,350 0
LIPOSOME CO INC COMM 536310 126,649 7,250 SH SOLE 7,250 0
LIZ CLAIBORNE INC COMM 539320 444,748 9,708 SH SOLE 750 8,958
LOCKHEED MARTIN CORP COMM 5398301,013,37 49,584 SH SOLE 4,936 44,648
LOEWS CORP. COMM 540424 568,750 11,375 SH SOLE 0 11,375
LONGS DRUG STORES CORP COMM 543162 61,607 2,708 SH SOLE 420 2,288
LOUISIANA PACIFIC CORP COMM 546347 170,774 12,308 SH SOLE 970 11,338
LOWE'S COMPANIES COMM 5486612,588,17 44,337 SH SOLE 5,388 38,949
LSI LOGIC CORP COMM 5021612,586,46 35,614 SH SOLE 3,790 31,824
LUBY'S CAFETERIAS COMM 549282 63,326 6,710 SH SOLE 6,710 0
LUCENT TECHNOLOGIES IN COMM 54946323,618,5 380,944 SH SOLE 41,911339,033
MACDERMID INC COMM 554273 167,480 6,320 SH SOLE 6,320 0
MACROMEDIA INC COMM 556100 851,647 9,430 SH SOLE 9,430 0
MAF BANCORP, INC. COMM 55261R 75,758 4,680 SH SOLE 4,680 0
MALLINCKRODT INC COMM 561232 314,008 10,922 SH SOLE 1,140 9,782
MANITOWAC INC COMM 563571 150,893 5,487 SH SOLE 5,487 0
MANOR CARE INC COMM 564055 138,038 10,225 SH SOLE 1,785 8,440
MARRIOTT INTL-CLASS A COMM 571903 840,169 26,672 SH SOLE 4,973 21,699
MARSH & MCLENNAN COMM 5717484,268,43 38,694 SH SOLE 9,263 29,431
MASCO CORP. COMM 574599 869,590 42,419 SH SOLE 5,160 37,259
MASOTECH CORP COMM 574670 124,233 10,090 SH SOLE 10,090 0
MATERIAL SCIENCES CORP COMM 576674 39,555 2,930 SH SOLE 2,930 0
MATTEL INC. COMM 577081 438,018 41,716 SH SOLE 5,941 35,775
MAXIMUS INC COMM 577933 121,695 3,990 SH SOLE 3,990 0
MAY DEPARTMENT STORES COMM 5777781,310,45 45,981 SH SOLE 4,578 41,403
MAYTAG CORP. COMM 578592 541,229 16,339 SH SOLE 880 15,459
MBIA INC COMM 55262C 569,928 10,947 SH SOLE 1,460 9,487
MBNA CORP. COMM 55262L2,797,04 109,688 SH SOLE 10,575 99,113
MCDERMOTT INTL. COMM 580037 60,665 6,603 SH SOLE 440 6,163
MCDONALD'S CORP COMM 5801356,818,43 182,433 SH SOLE 23,170159,263
MCGRAW-HILL INC. COMM 5806455,093,63 111,948 SH SOLE 14,230 97,718
MCI WORLDCOM INC COMM 55268B20,396,1 450121 SH SOLE 63,549386,572
MCKESSON HBOC INC COMM 58155Q 672,525 32,025 SH SOLE 3,499 28,526
MCWHORTER TECHNOLOGIES COMM 582803 33,840 2,820 SH SOLE 2,820 0
MDC HOLDINGS INC COMM 552676 76,234 4,250 SH SOLE 4,250 0
MEAD CORP COMM 582834 433,050 12,395 SH SOLE 1,040 11,355
MEDIAONE GROUP INC COMM 58440J6,030,45 74450 SH SOLE 9,560 64,890
MEDICIS PHARMACEUTICAL COMM 584690 321,200 8,030 SH SOLE 5,620 2,410
MEDQUIST INC COMM 584949 192,759 7,090 SH SOLE 7,090 0
MEDTRONIC INC COMM 5850557,585,43 147,469 SH SOLE 26,402121,067
MELLON FINANCIAL CORP COMM 58551A2,103,38 70,702 SH SOLE 6,900 63,802
MENS WAREHOUSE INC COMM 587118 393,864 13295 SH SOLE 8,825 4,470
MENTOR CORP MINN COMM 587188 140,211 5,193 SH SOLE 5,193 0
MERCK & CO., INC. COMM 58933122,607,5 363,904 SH SOLE 51,370312,534
MERCURY COMPUTER SYSTE COMM 589378 188,169 3,850 SH SOLE 3,850 0
MERCURY INTERACTIVE COMM 5894051,160,22 14,640 SH SOLE 14,640 0
MEREDITH CORP COMM 589433 189,604 6,848 SH SOLE 2,178 4,670
MERRILL LYNCH & CO. COMM 5901885,296,20 50,440 SH SOLE 10,642 39,798
METHODE ELECTRONICS IN COMM 591520 354,510 7,020 SH SOLE 7,020 0
MGIC INVESTMENT CO. COMM 552848 613,717 14,068 SH SOLE 1,080 12,988
MICHAEL FOODS INC. COMM 594079 94,080 4,480 SH SOLE 4,480 0
MICHAELS STORES INC COMM 594087 358,193 8,790 SH SOLE 6,120 2,670
MICREL INC COMM 594793 759,360 7,910 SH SOLE 7,910 0
MICRON TECHNOLOGY COMM 5951124,617,39 36,646 SH SOLE 7,258 29,388
MICROS SYSTEMS INC COMM 594901 196,365 3,120 SH SOLE 3,120 0
MICROSOFT CORP COMM 59491881,576,8 767,782 SH SOLE 107,734660,048
MIDWAY GAMES INC COMM 598148 103,615 7,820 SH SOLE 7,820 0
MIDWEST EXPRESS HOLDIN COMM 597911 78,156 3,050 SH SOLE 3,050 0
MILACRON INC COMM 598709 62,962 4,361 SH SOLE 0 4,361
MILLIPORE CORP. COMM 601073 324,629 5,752 SH SOLE 450 5,302
MINNESOTA MINING & MFG COMM 6040595,205,70 58,780 SH SOLE 13,732 45,048
MIRAGE RESORTS INC COMM 60462E 42,819 2,210 SH SOLE 0 2,210
MOLEX INCORPORATED COMM 6085541,225,45 20,859 SH SOLE 2,993 17,866
MONACO COACH COMM 60886R 77,710 4,090 SH SOLE 4,090 0
MONSANTO COMM 6116623,465,79 67,297 SH SOLE 8,431 58,866
MORGAN STAN/DEAN WITTE COMM 61744612,654,9 152,699 SH SOLE 26,164126,535
MORRISON-KNUDSON INC COMM 61844A 57,083 7,740 SH SOLE 7,740 0
MOTOROLA INC. COMM 62007622,177,5 151,901 SH SOLE 16,286135,615
MS CARRIERS INC COMM 553533 78,020 3,320 SH SOLE 3,320 0
MUELLER INDUSTRIES COMM 624756 337,527 11,112 SH SOLE 6,972 4,140
MUTUAL RISK MGMT LTD COMM 628351 196,720 9,836 SH SOLE 9,836 0
MYERS INDUSTRIES INC COMM 628464 54,912 4,576 SH SOLE 4,576 0
NABISCO GROUP HOLDINGS COMM 62952P 212,722 17,635 SH SOLE 10,580 7,055
NACCO INDUSTRIES INC COMM 629579 126,028 2,629 SH SOLE 110 2,519
NATIONAL CITY CORP. COMM 6354051,493,62 72,418 SH SOLE 8,374 64,044
NATIONAL COMPUTER SYST COMM 635519 313,940 6,186 SH SOLE 6,186 0
NATIONAL DATA CORP COMM 635621 266,916 10,266 SH SOLE 6,846 3,420
NATIONAL DISCOUNT BROK COMM 635646 160,469 3,250 SH SOLE 3,250 0
NATIONAL INSTRUMENT CO COMM 636518 447,549 9,535 SH SOLE 9,535 0
NATIONAL PRESTO IND. COMM 637215 222,829 6,830 SH SOLE 2,760 4,070
NATIONAL SEMICONDUCTOR COMM 6376401,184,07 19,491 SH SOLE 2,180 17,311
NATIONAL SERVICE IND. COMM 637657 180,316 8,561 SH SOLE 550 8,011
NAUTICA ENTERPRISES IN COMM 639089 89,723 7,636 SH SOLE 7,636 0
NAVISTAR INT'L CORP. COMM 63934E 275,338 6,862 SH SOLE 620 6,242
NBTY INC COMM 628782 161,280 11,783 SH SOLE 11,783 0
NCR CORP COMM 62886E 240,349 5,990 SH SOLE 1,090 4,900
NEIMAN MARCUS GRP - CL COMM 640204 990 36 SH SOLE 0 36
NESTLE ADR (REG) COMM 641069 403,793 4,537 SH SOLE 4,537 0
NETWORK APPLIANCE INC COMM 64120L2,969,07 35,880 SH SOLE 3,880 32,000
NETWORK EQUIPMENT COMM 641208 40,100 4,010 SH SOLE 4,010 0
NEW CENTURY ENERGIES I COMM 64352U 93,043 3,095 SH SOLE 1,310 1,785
NEW ENGLAND BUSINESS COMM 643872 68,655 3,980 SH SOLE 3,980 0
NEW JERSEY RES COMM 646025 173,394 4,056 SH SOLE 4,056 0
NEW YORK TIMES CLASS A COMM 6501111,325,78 30,877 SH SOLE 3,274 27,603
NEWELL RUBBERMAID CO. COMM 651229 977,712 39,404 SH SOLE 4,288 35,116
NEWFIELD EXPLORATION C COMM 651290 460,436 13,062 SH SOLE 8,682 4,380
NEWMONT MINING CORP COMM 651639 446,506 19,900 SH SOLE 1,978 17,922
NEXTEL COMMUNICATIONS- COMM 65332V6,885,76 46,447 SH SOLE 8,910 37,537
NFO WORLDWIDE COMM 62910N 98,329 4,220 SH SOLE 4,220 0
NIAGARA MOHAWK HOLDING COMM 653520 451,049 33,411 SH SOLE 3,710 29,701
NICOR INC. COMM 654086 161,361 4,899 SH SOLE 390 4,509
NIKE INC. - CL B COMM 6541061,425,58 35,977 SH SOLE 3,702 32,275
NORDSTROM INC COMM 655664 605,045 20,510 SH SOLE 1,900 18,610
NORFOLK SOUTHERN CORP COMM 655844 700,017 49,124 SH SOLE 4,316 44,808
NORTEL NETWORKS CORP COMM 65656935,608,7 282,609 SH SOLE 36,078246,531
NORTHERN STATES POWER- COMM 665772 299,278 15,058 SH SOLE 1,580 13,478
NORTHERN TRUST CORP. COMM 6658592,294,49 33,961 SH SOLE 3,510 30,451
NORTHROP/GRUMMAN CORP COMM 666807 560,555 10,589 SH SOLE 1,120 9,469
NORTHWEST NATURAL GAS COMM 667655 85,059 4,362 SH SOLE 4,362 0
NORTHWESTERN CORP COMM 668074 212,850 10,320 SH SOLE 4,560 5,760
NOVARTIS AG-ADR COMM 66987V 798,336 12,096 SH SOLE 12,096 0
NOVELL INC. COMM 6700061,248,36 43,611 SH SOLE 4,239 39,372
NOVELLUS SYSTEMS COMM 670008 21,047 375 SH SOLE 0 375
NOVEN PHARMACEUTICALS COMM 670009 44,297 4,050 SH SOLE 4,050 0
NUCOR CORP. COMM 670346 556,150 11,123 SH SOLE 1,311 9,812
O REILLY AUTOMOTIVE IN COMM 686091 159,468 11,240 SH SOLE 11,240 0
OCCIDENTAL PETROLEUM COMM 674599 951,139 45,838 SH SOLE 5,063 40,775
OCE NV - SPONS ADR COMM 674627 61,358 4,545 SH SOLE 4,545 0
OCEANEERING INTL INC COMM 675232 93,488 4,986 SH SOLE 4,986 0
OFFICE DEPOT INC COMM 676220 136,553 11,810 SH SOLE 4,880 6,930
OFFSHORE LOGISTICS COMM 676255 71,456 5,150 SH SOLE 5,150 0
OLD KENT FINANCIAL COR COMM 679833 61,440 1,920 SH SOLE 670 1,250
OM GROUP INC COMM 670872 398,626 8,761 SH SOLE 5,031 3,730
OMNICOM GROUP INC. COMM 6819192,074,91 22,162 SH SOLE 2,830 19,332
ONEOK INC COMM 682680 174,900 6,996 SH SOLE 0 6,996
ORACLE SYSTEMS COMM 68389X29,081,2 372,538 SH SOLE 59,486313,052
ORBITAL SCIENCES CORP COMM 685564 138,330 9,222 SH SOLE 9,222 0
ORGANOGENESIS INC COMM 685906 74,546 6,180 SH SOLE 6,180 0
ORTHODONTIC CTRS AMERI COMM 68750P 181,260 9,540 SH SOLE 9,540 0
OSHKOSH B'GOSH CL A COMM 688222 50,040 2,780 SH SOLE 2,780 0
OSTEOTECH CORP COMM 688582 44,271 3,310 SH SOLE 3,310 0
OWENS & MINOR INC COMM 690732 61,136 5,754 SH SOLE 5,754 0
OWENS CORNING COMM 69073F 109,372 5,645 SH SOLE 926 4,719
OWENS ILLINOIS INC COMM 690768 195,548 11,588 SH SOLE 2,120 9,468
OXFORD INDS INC COMM 691497 65,975 3,640 SH SOLE 3,640 0
P G & E CORP COMM 69331C1,124,00 53,524 SH SOLE 6,099 47,425
PACCAR INC COMM 693718 519,250 10,385 SH SOLE 1,096 9,289
PACIFIC SUNWEAR OF CAL COMM 694873 235,428 6115 SH SOLE 6,115 0
PACTIV CORPORATION COMM 695257 177,025 20377 SH SOLE 2,248 18,129
PAINEWEBBER GROUP COMM 695629 468,820 10655 SH SOLE 1,430 9,225
PALL CORPORATION COMM 696429 392,387 17488 SH SOLE 1,479 16,009
PARAMETRIC TECH. COMM 699173 634,108 30106 SH SOLE 3,230 26,876
PAREXEL TECHNOLOGY COMM 699462 50,774 5380 SH SOLE 5,380 0
PARK ELECTROCHEMICAL C COMM 700416 62,794 2,563 SH SOLE 2,563 0
PARKER HANNIFIN CORP. COMM 701094 554,042 13,411 SH SOLE 1,301 12,110
PATTERSON DENTAL CO COMM 703412 251,570 6,577 SH SOLE 6,577 0
PAXAR CORP COMM 704227 59,473 6179 SH SOLE 6,179 0
PAYCHEX INC COMM 7043261,556,84 29,725 SH SOLE 3,395 26,330
P-COM INC COMM 693262 253,080 13,680 SH SOLE 13,680 0
PE CORP-PE BIOSYSTEMS COMM 69332S2,569,21 26,624 SH SOLE 2,660 23,964
PECO ENERGY CO COMM 6933041,124,02 30,482 SH SOLE 2,546 27,936
PEOPLES ENERGY CORP COMM 711030 126,679 4,617 SH SOLE 350 4,267
PEOPLESOFT INC COMM 712713 459,000 22950 SH SOLE 2,990 19,960
PEP BOYS-MANNY,MOE & J COMM 713278 52,113 8,777 SH SOLE 660 8,117
PEPSICO COMM 7134486,091,19 174,658 SH SOLE 0174,658
PERFORMANCE FOOD GROUP COMM 713755 75,469 3,450 SH SOLE 3,450 0
PERKINELMER INC COMM 714046 535,591 8,054 SH SOLE 560 7,494
PFIZER INC. COMM 71708119,116,5 522,845 SH SOLE 82,404440,441
PHARM. PRODUCT DEVELOP COMM 717124 80,961 4780 SH SOLE 4,780 0
PHARMACIA & UPJOHN INC COMM 7169413,509,48 58983 SH SOLE 7,584 51,399
PHELPS DODGE CORP. COMM 717265 510,229 10,770 SH SOLE 1,065 9,705
PHILADELPHIA SUBN CORP COMM 718009 156,818 8652 SH SOLE 8,652 0
PHILIP MORRIS COMM 7181545,490,55 259,908 SH SOLE 31,480228,428
PHILLIPS PETROLEUM COMM 7185071,458,54 31,536 SH SOLE 3,044 28,492
PHOTRONICS INC COMM 719405 264,844 7500 SH SOLE 5,070 2,430
PICTURETEL CORP COMM 720035 67,638 7,730 SH SOLE 7,730 0
PIEDMONT NAT GAS INC COMM 720186 306,990 11779 SH SOLE 5,919 5,860
PIER ONE COMM 720279 183,619 17,914 SH SOLE 17,914 0
PINNACLE SYSTEMS INC COMM 723481 313,215 9,420 SH SOLE 9,420 0
PINNACLE WEST CAPITAL COMM 723484 22,550 800 SH SOLE 0 800
PIONEER GROUP INC COMM 723684 137,408 5,910 SH SOLE 5,910 0
PIONEER STD ELECTRICS COMM 723877 79,223 5,030 SH SOLE 5,030 0
PITNEY-BOWES INC. COMM 7244791,761,76 39,424 SH SOLE 3,854 35,570
PLACER DOME INC COMM 725906 281,353 34,628 SH SOLE 4,407 30,221
PLAINS RES INC COMM 726540 52,750 4220 SH SOLE 4,220 0
PLANTRONICS COMM 727493 311,246 3340 SH SOLE 3,340 0
PLEXUS CORP COMM 729132 238,518 3580 SH SOLE 3,580 0
PNC BANK CORPORATION COMM 6934751,724,18 38262 SH SOLE 4,485 33,777
POGO PRODUCING CO COMM 730448 404,616 14166 SH SOLE 9,096 5,070
POLARIS INDS INC COMM 731068 165,386 5,490 SH SOLE 5,490 0
POLAROID COMM 731095 148,960 6272 SH SOLE 840 5,432
POPE & TALBOT INC COMM 732827 94,907 5165 SH SOLE 5,165 0
POTLATCH CORP COMM 737628 95,460 2,220 SH SOLE 120 2,100
POTOMAC ELECTRIC POWER COMM 737679 13,009 575 SH SOLE 0 575
POWERWAVE TECHNOLOGIES COMM 739363 478,625 3829 SH SOLE 3,829 0
PPG INDUSTRIES COMM 6935061,252,36 23940 SH SOLE 2,695 21,245
PPL CORPORATION COMM 69351T 201,817 9639 SH SOLE 1,385 8,254
PRAXAIR INC COMM 74005P 874,625 21012 SH SOLE 1,801 19,211
PRECISION CASTPARTS CO COMM 740189 7,300 200 SH SOLE 0 200
PREPAID LEGAL SERVICES COMM 740065 139,234 4690 SH SOLE 4,690 0
PRICE T. ROWE ASSOCIAT COMM 741477 119,290 3020 SH SOLE 730 2,290
PRIDE INTERNATIONAL IN COMM 741932 415,982 18,185 SH SOLE 11,615 6,570
PRIMARK CORP COMM 741903 117,223 4859 SH SOLE 4,859 0
PRIME HOSPITALITY CORP COMM 741917 80,403 11,090 SH SOLE 11,090 0
PRIORITY HEALTHCARE - COMM 74264T 224,316 4,464 SH SOLE 4,464 0
PROCTER & GAMBLE COMM 7427188,968,13 158,728 SH SOLE 19,362139,366
PROFIT RECOVERY GROUP COMM 743168 167,703 9065 SH SOLE 9,065 0
PROGRESS SOFTWARE CORP COMM 743312 156,938 6696 SH SOLE 6,696 0
PROGRESSIVE CORP COMM 743315 772,719 10,159 SH SOLE 1,180 8,979
PROJECT SOFTWARE COMM 74339P 224,305 3970 SH SOLE 3,970 0
PROTEIN DESIGN LABS IN COMM 74369L 282,623 3,555 SH SOLE 3,555 0
PROVIDENT BANKSHARES C COMM 743859 87,649 5,565 SH SOLE 5,565 0
PROVIDIAN FINANCIAL CO COMM 74406A1,518,19 17526 SH SOLE 2,106 15,420
PROXIM INC COMM 744284 264,509 2210 SH SOLE 2,210 0
PUBLIC SERVICE ENTER. COMM 744573 948,119 32,004 SH SOLE 3,417 28,587
PULTE CORP COMM 745867 57,678 2,763 SH SOLE 0 2,763
QRS CORP COMM 74726X 194,145 2580 SH SOLE 2,580 0
QUAKER CHEMICAL COMM 747316 59,160 3,480 SH SOLE 3,480 0
QUAKER OATS CO COMM 7474021,623,59 26,781 SH SOLE 11,221 15,560
QUALCOMM INC COMM 74752513,890,5 93030 SH SOLE 15,600 77,430
QUANEX CORP COMM 747620 70,884 3,938 SH SOLE 3,938 0
QUEENS COUNTY BANCORP COMM 748242 74,147 4105 SH SOLE 4,105 0
QUIKSILVER INC COMM 74838C 80,612 4,590 SH SOLE 4,590 0
QUINTILES TRANSNATIONA COMM 748767 138,889 8140 SH SOLE 1,000 7,140
R R DONNELLEY & SONS COMM 257867 486,190 23,221 SH SOLE 3,648 19,573
R.H. DONNELLEY CORP COMM 74955W 17,561 1033 SH SOLE 0 1,033
RADIAN GROUP INC COMM 750236 528,971 11107 SH SOLE 7,147 3,960
RALCORP HOLDINGS INC COMM 751028 80,765 5570 SH SOLE 5,570 0
RALSTON PURINA CO. COMM 7512771,111,71 40426 SH SOLE 5,588 34,838
RAYMOND JAMES FINANCIA COMM 754730 383,273 18471 SH SOLE 10,881 7,590
RAYTHEON CO-CLASS B COMM 755111 716,035 40340 SH SOLE 4,353 35,987
REEBOK INT'L COMM 758110 69,292 7491 SH SOLE 100 7,391
REGAL BELOIT INC COMM 758750 82,390 4708 SH SOLE 4,708 0
REGENERON PHARMACEUTIC COMM 75886F 175,601 5940 SH SOLE 5,940 0
REGIONS FINANCIAL CORP COMM 758940 130,031 5700 SH SOLE 2,400 3,300
REGIS CORP. COMM 758932 115,315 7785 SH SOLE 7,785 0
RELIANCE STEEL & ALUMI COMM 759509 146,668 6555 SH SOLE 6,555 0
RELIANT ENERGY INC COMM 75952J 772,567 32788 SH SOLE 5,360 27,428
REMEDY CORP COMM 759548 231,688 5500 SH SOLE 5,500 0
RENAL CARE GROUP INC COMM 759930 202,128 9320 SH SOLE 9,320 0
RESMED INC COMM 761152 216,266 3030 SH SOLE 3,030 0
RESPIRONICS INC COMM 761230 87,831 6110 SH SOLE 6,110 0
REYNOLDS METALS COMM 761763 688,344 10293 SH SOLE 867 9,426
RIGGS NATIONAL CORP WA COMM 766570 72,711 5966 SH SOLE 5,966 0
RITE AID CORP. COMM 767754 149,321 26546 SH SOLE 3,392 23,154
RLI CORP COMM 749607 82,745 2470 SH SOLE 2,470 0
ROBBINS & MEYERS COMM 770196 73,474 3110 SH SOLE 3,110 0
ROCHE HOLDINGS LTD - A COMM 771195 630,080 5728 SH SOLE 5,728 0
ROCKWELL INTL. COMM 7739031,142,19 27317 SH SOLE 2,606 24,711
ROHM & HASS CO COMM 7753711,350,62 30266 SH SOLE 2,668 27,598
ROLLINS TRUCK LEASING COMM 775741 62,429 7399 SH SOLE 7,399 0
ROPER INDUSTRIES INC COMM 776696 207,562 6116 SH SOLE 6,116 0
ROWAN COMPANIES INC COMM 779382 346,980 11787 SH SOLE 0 11,787
ROYAL DUTCH PETROLEUM COMM 78025717,754,7 307109 SH SOLE 62,278244,831
RSA SECURITY INC COMM 749719 381,858 7370 SH SOLE 7,370 0
RUBY TUESDAY INC COMM 781182 255,850 14620 SH SOLE 8,670 5,950
RUSS BERRIE & CO COMM 782233 95,978 5188 SH SOLE 5,188 0
RUSSELL CORP COMM 782352 57,293 4003 SH SOLE 0 4,003
RYDER SYSTEM INC. COMM 783549 305,442 13463 SH SOLE 1,280 12,183
RYLAND GROUP INC COMM 783764 84,169 4489 SH SOLE 4,489 0
S&P500 DEPOSITORY RECE COMM 78462F3,569,90 23740 SH SOLE 6,800 16,940
S3 INC COMM 784849 428,190 20390 SH SOLE 14,470 5,920
SAFECO CORP COMM 786429 376,603 14178 SH SOLE 1,259 12,919
SAFEWAY INC COMM 7865142,499,38 55235 SH SOLE 7,390 47,845
SAGA SYSTEMS INC COMM 786610 189,118 5,290 SH SOLE 5,290 0
SALTON INC COMM 795757 95,859 2210 SH SOLE 2,210 0
SARA LEE CORP COMM 8031111,972,78 109599 SH SOLE 0109,599
SBC COMMUNICATIONS INC COMM 78387G22,850,0 542435 SH SOLE 70,475471,960
SCANA CORP. COMM 805898 119,177 4852 SH SOLE 0 4,852
SCHERING PLOUGH COMM 8066056,880,45 185332 SH SOLE 36,100149,232
SCHLUMBERGER LTD. COMM 8068575,006,08 65439 SH SOLE 7,520 57,919
SCHWAB (CHARLES) CORP COMM 80851310,298,7 182278 SH SOLE 18,510163,768
SCIENTIFIC - ATLANTA I COMM 8086551,408,70 22272 SH SOLE 2,140 20,132
SCOTT TECHNOLOGIES INC COMM 810022 72,669 3850 SH SOLE 3,850 0
SCOTTS CO COMM 810186 247,338 5889 SH SOLE 5,889 0
SCPIE HOLDINGS INC COMM 78402P 82,688 2700 SH SOLE 2,700 0
SEACOR HOLDINGS INC COMM 811904 301,271 4,990 SH SOLE 2,670 2,320
SEAGATE TECHNOLOGY COMM 8118041,780,56 28489 SH SOLE 2,855 25,634
SEAGRAM CO LTD COMM 8118502,577,18 43314 SH SOLE 0 43,314
SEALED AIR CORP COMM 81211K 647,840 11928 SH SOLE 965 10,963
SEARS ROEBUCK & CO. COMM 8123871,447,12 47253 SH SOLE 5,074 42,179
SEI CORP COMM 784117 400,548 3531 SH SOLE 3,531 0
SELECTIVE INS GROUP IN COMM 816300 79,818 4678 SH SOLE 4,678 0
SEMPRA ENERGY COMM 816851 174,820 10437 SH SOLE 3,995 6,442
SERVICE CORP INTL COMM 817565 101,721 33907 SH SOLE 3,972 29,935
SHARED MEDICAL SYSTEMS COMM 819486 227,005 4376 SH SOLE 440 3,936
SHERWIN WILLIAMS COMM 824348 479,936 21692 SH SOLE 1,966 19,726
SHOPKO STORES, INC COMM 824911 122,901 6924 SH SOLE 6,924 0
SHOREWOOD PACKAGING CO COMM 825229 117,542 5483 SH SOLE 5,483 0
SIGMA ALDRICH CORP. COMM 826552 318,066 11835 SH SOLE 1,178 10,657
SILICON GRAPHICS INC COMM 827056 217,091 20553 SH SOLE 2,625 17,928
SILICON VALLEY BANCSHA COMM 827064 427,656 5950 SH SOLE 4,260 1,690
SILICON VALLEY GROUP COMM 827066 313,225 11390 SH SOLE 6,770 4,620
SIMPSON MANUFACTURING COMM 829073 202,635 5130 SH SOLE 2,760 2,370
SKYLINE CORP COMM 830830 72,003 3320 SH SOLE 3,320 0
SKYWEST INC COMM 830879 200,711 5130 SH SOLE 5,130 0
SLI INC COMM 78442T 112,880 6640 SH SOLE 6,640 0
SLM HOLDING CORP COMM 78442A 509,848 15305 SH SOLE 1,840 13,465
SMITH A O COMM 831865 95,796 5,322 SH SOLE 5,322 0
SNAP-ON TOOLS CORP COMM 833034 185,643 7089 SH SOLE 560 6,529
SNYDER COMMUNICATIONS COMM 832914 314,325 13970 SH SOLE 13,970 0
SOLECTRON CORP COMM 8341822,804,33 69890 SH SOLE 7,420 62,470
SOUTHERN COMPANY COMM 8425872,167,32 99647 SH SOLE 10,860 88,787
SOUTHERN UNION COMPANY COMM 844030 131,676 7290 SH SOLE 7,290 0
SOUTHTRUST CORP COMM 844730 110,144 4330 SH SOLE 1,700 2,630
SOUTHWEST AIRLINES CO. COMM 8447411,098,29 52,771 SH SOLE 8,176 44,595
SOUTHWEST BANCORP OF T COMM 84476R 93,689 4820 SH SOLE 4,820 0
SOUTHWEST GAS CORP COMM 844895 107,684 5649 SH SOLE 5,649 0
SP400 MID CAP DEP. REC COMM 5956351,061,23 11,630 SH SOLE 10,700 930
SPACELABS MED INC COMM 846247 48,769 3060 SH SOLE 3,060 0
SPECIALITY EQUIPMENT C COMM 847497 99,185 4780 SH SOLE 4,780 0
SPEEDFAM-IPEC INC COMM 847705 127,796 6430 SH SOLE 6,430 0
SPRINGS INDUSTRIES INC COMM 851783 48,792 1284 SH SOLE 110 1,174
SPRINT CORP (FON GROUP COMM 8520617,896,25 124,842 SH SOLE 25,132 99,710
SPRINT CORP (PCS GROUP COMM 8520616,725,01 102,672 SH SOLE 10,150 92,522
SPS TECHNOLOGIES INC. COMM 784626 92,049 3018 SH SOLE 3,018 0
ST JUDE MEDICAL INC COMM 790849 256,550 9939 SH SOLE 1,157 8,782
ST MARY LAND/EXPLORATI COMM 792228 91,418 3,060 SH SOLE 3,060 0
ST PAUL COMPANIES COMM 792860 994,130 29132 SH SOLE 2,640 26,492
STAFFMARK INC COMM 852389 40,640 5120 SH SOLE 5,120 0
STANDARD MICROSYSTEMS COMM 853626 39,028 2680 SH SOLE 2,680 0
STANDARD MOTOR PRODUCT COMM 853666 58,846 3956 SH SOLE 3,956 0
STANDARD PACIFIC CORP COMM 85375C 63,200 6320 SH SOLE 6,320 0
STANDEX INTERNATIONAL COMM 854231 59,675 3850 SH SOLE 3,850 0
STANLEY WORKS COMM 854616 265,201 10055 SH SOLE 840 9,215
STAPLES INC COMM 855030 939,840 46992 SH SOLE 6,170 40,822
STATE STREET BOSTON COMM 8574772,743,59 28321 SH SOLE 8,540 19,781
STATEN ISLAND BANCORP COMM 857550 108,744 6350 SH SOLE 6,350 0
STEEL DYNAMICS COMM 858119 95,853 8290 SH SOLE 8,290 0
STEIN MART COMM 858375 42,570 5160 SH SOLE 5,160 0
STILLWATER MINING COMM 86074Q 427,480 10,687 SH SOLE 7,627 3,060
STONE & WEBSTER INC COMM 861572 62,060 4280 SH SOLE 4,280 0
STONE ENERGY CORP COMM 861642 195,523 3970 SH SOLE 3,970 0
STRIDE RITE CORP. COMM 863314 63,533 7880 SH SOLE 7,880 0
SUMMIT BANCORP COMM 866005 281,663 10730 SH SOLE 1,800 8,930
SUMMIT TECHNOLOGY INC COMM 86627E 84,771 9,290 SH SOLE 9,290 0
SUN MICROSYSTEMS INC COMM 86681029,301,6 312707 SH SOLE 34,412278,295
SUNOCO INC COMM 86764P 290,394 10608 SH SOLE 640 9,968
SUNTRUST BANKS INC. COMM 8679142,236,19 38722 SH SOLE 5,415 33,307
SUPER VALU STORES INC. COMM 868536 419,769 22166 SH SOLE 3,620 18,546
SUSQUEHANNA BANCSHARES COMM 869099 82,115 5945 SH SOLE 5,945 0
SYMMETRICON INC COMM 871543 27,146 2570 SH SOLE 2,570 0
SYNCOR INTL COMM 87157J 90,750 2750 SH SOLE 2,750 0
SYNOVUS FINANCIAL CO COMM 87161C 272,612 14443 SH SOLE 3,735 10,708
SYSCO CORP COMM 8718291,867,73 51702 SH SOLE 7,038 44,664
TALK.COM INC COMM 874264 189,600 11850 SH SOLE 11,850 0
TANDY CORP. COMM 8753821,339,24 26389 SH SOLE 2,630 23,759
TARGET CORPORATION COMM 87612E4,744,53 63,472 SH SOLE 15,654 47,818
TECHNE CORP COMM 878377 269,100 3900 SH SOLE 3,900 0
TECHNITROL COMM 878555 192,808 3310 SH SOLE 3,310 0
TEKTRONIX COMM 879131 392,784 7014 SH SOLE 570 6,444
TELEDYNE TECHNOLOGIES COMM 879360 59,423 3420 SH SOLE 3,420 0
TELLABS INC COMM 8796643,494,62 55484 SH SOLE 12,192 43,292
TELXON CORP COMM 879700 67,791 3860 SH SOLE 3,860 0
TEMPLE INLAND INC COMM 879868 323,433 6493 SH SOLE 820 5,673
TENET HEALTHCARE CORP COMM 88033G 640,665 27855 SH SOLE 4,813 23,042
TENNECO AUTOMOTIVE COMM 880349 51,992 6550.2 SH SOLE 6,550 0
TERADYNE INC COMM 8807701,674,03 20415 SH SOLE 2,260 18,155
TETRA TECHNOLOGIES INC COMM 88162G 175,441 7387 SH SOLE 7,387 0
TEXACO INC COMM 8816947,096,55 132029 SH SOLE 8,042123,987
TEXAS INDUSTRIES INC COMM 882491 248,573 7860 SH SOLE 4,410 3,450
TEXAS INSTRUMENTS COMM 88250817,205,4 107534 SH SOLE 18,184 89,350
TEXAS UTILITIES COMM 882848 960,123 32341 SH SOLE 4,421 27,920
TEXTRON INC. COMM 8832031,685,56 27689 SH SOLE 9,270 18,419
THERAGENICS CORP COMM 883375 71,021 5310 SH SOLE 5,310 0
THERMO ELECTRON CORP COMM 883556 314,305 15426 SH SOLE 2,082 13,344
THOMAS AND BETTS CORP. COMM 884315 162,409 5749 SH SOLE 245 5,504
THOMAS INDUSTRIES COMM 884425 67,125 3580 SH SOLE 3,580 0
THOR INDUSTRIES COMM 885160 80,718 3320 SH SOLE 3,320 0
THQ INC COMM 872443 62,384 3490 SH SOLE 3,490 0
THREE-FIVE SYSTEMS INC COMM 88554L 147,180 2453 SH SOLE 2,453 0
TIMBERLAND COMM 887100 218,688 4288 SH SOLE 4,288 0
TIME WARNER, INC. COMM 88731523,104,4 231044 SH SOLE 30,690200,354
TIMES MIRROR CO. SER A COMM 8873641,267,66 13640 SH SOLE 1,228 12,412
TIMKEN CO COMM 887389 104,130 6408 SH SOLE 670 5,738
TJX COMPANIES INC NEW COMM 872540 921,713 41542 SH SOLE 4,120 37,422
TNP ENTERPRISES INC. COMM 872594 324,651 7410 SH SOLE 3,540 3,870
TOLL BROTHERS INC COMM 889478 145,900 7295 SH SOLE 7,295 0
TORCHMARK CORP COMM 891027 373,793 16164 SH SOLE 1,210 14,954
TORO CO COMM 891092 87,687 2929 SH SOLE 2,929 0
TOSCO CORPORATION COMM 891490 60,025 1960 SH SOLE 220 1,740
TOWER AUTOMOTIVE INC COMM 891707 162,768 9940 SH SOLE 9,940 0
TOYS-R-US COMM 892335 535,739 36168 SH SOLE 3,481 32,687
TRANSOCEAN OFFSHORE IN COMM 893817 966,728 18840 SH SOLE 2,179 16,661
TREDEGAR INDS INC COMM 894650 318,240 11814 SH SOLE 7,384 4,430
TRENWICK GROUP INC COMM 895290 57,164 4047 SH SOLE 4,047 0
TRIBUNE CO. COMM 8960471,268,64 34698 SH SOLE 4,130 30,568
TRICON GLOBAL RESTAURA COMM 895953 620,877 19,988 SH SOLE 0 19,988
TRIMBLE NAVIGATION COMM 896239 126,433 4910 SH SOLE 4,910 0
TRUE NORTH COMMUNICATI COMM 897844 361,243 9189 SH SOLE 9,189 0
TRUSTCO BANK CORP NY COMM 898349 103,972 8896 SH SOLE 8,896 0
TRW CORP COMM 872649 971,861 16613 SH SOLE 1,975 14,638
TUBOSCOPE INC COMM 898600 158,525 9325 SH SOLE 9,325 0
TUPPERWARE CORP COMM 899896 131,418 8311 SH SOLE 1,001 7,310
TYCO INTL LTD COMM 90212411,354,7 226528 SH SOLE 40,308186,220
U.S. FREIGHTWAYS CORP COMM 916906 339,259 9062 SH SOLE 5,212 3,850
U.S. WEST INC COMM 91273H5,011,27 69002 SH SOLE 15,005 53,997
UBS AG-SPONS ADR COMM 90261R 362,303 27604 SH SOLE 27,604 0
ULTRATECH STEPPER COMM 904034 79,800 5600 SH SOLE 5,600 0
UNICOM CORPORATION COMM 904911 971,776 26624 SH SOLE 2,952 23,672
UNILEVER N.V. - NY SHA COMM 9047843,601,62 74839 SH SOLE 13,195 61,644
UNION CARBIDE CORP. COMM 9055811,029,79 17660 SH SOLE 1,796 15,864
UNION PACIFIC CORP COMM 9078181,179,18 30139 SH SOLE 2,963 27,176
UNION PACIFIC RES GRP COMM 907834 384,018 26484 SH SOLE 3,481 23,003
UNION PLANTERS CORP COMM 908068 409,344 13285 SH SOLE 1,530 11,755
UNISYS CORP. COMM 909214 785,395 30575 SH SOLE 3,580 26,995
UNITED BANKSHARES INC COMM 909907 330,660 15030 SH SOLE 8,160 6,870
UNITED HEALTHCARE CORP COMM 9105811,950,69 32716 SH SOLE 10,580 22,136
UNITED ILLUMINATING CO COMM 910637 277,929 7081 SH SOLE 3,631 3,450
UNITED NATIONAL FOODS COMM 911163 57,300 3820 SH SOLE 3,820 0
UNITED STATIONERS INC COMM 913004 366,154 10260 SH SOLE 6,490 3,770
UNITED TECHNOLOGIES COMM 9130178,835,88 139836 SH SOLE 17,140122,696
UNITED WATER RESOURCES COMM 913190 253,328 7290 SH SOLE 7,290 0
UNIVERSAL FOREST PRODU COMM 913543 59,029 4770 SH SOLE 4,770 0
UNIVERSAL HEALTH SCVS COMM 913903 455,406 9294 SH SOLE 6,104 3,190
UNOCAL COMM 915289 933,763 31387 SH SOLE 2,682 28,705
UNUMPROVIDENT CORP COMM 91529Y 390,663 23065 SH SOLE 2,630 20,435
URS CORP COMM 903236 40,819 3110 SH SOLE 3,110 0
US AIRWAYS GROUP INC COMM 911905 321,513 11560 SH SOLE 1,163 10,397
US BANCORP COMM 9029732,100,63 96029 SH SOLE 9,592 86,437
US HOME CORP NEW COMM 911920 144,704 3808 SH SOLE 3,808 0
US ONCOLOGY INC COMM 90338W 59,040 13120 SH SOLE 13,120 0
US TRUST CORP COMM 91288L 685,619 3622 SH SOLE 3,622 0
UST INC. COMM 902911 313,266 20049 SH SOLE 0 20,049
USX - MARATHON COMM 9029051,060,90 40,706 SH SOLE 4,236 36,470
USX-US STEEL COMM 90337T 250,300 10012 SH SOLE 1,213 8,799
V.F. CORPORATION COMM 918204 340,123 14135 SH SOLE 1,488 12,647
VALASSIS COMMUNICATION COMM 918866 38,409 1153 SH SOLE 1,153 0
VALENCE TECHNOLOGIES COMM 918914 154,334 6550 SH SOLE 6,550 0
VALMONT INDUSTRIES INC COMM 920253 90,735 5260 SH SOLE 5,260 0
VARIAN MEDICAL SYSTEMS COMM 92220P 427,050 9360 SH SOLE 6,380 2,980
VERITY INC COMM 92343C 231,868 5690 SH SOLE 5,690 0
VERTEX PHARMACEUTICALS COMM 92532F 242,582 5182 SH SOLE 5,182 0
VIACOM INC CLASS B COMM 9255244,582,60 86874 SH SOLE 7,640 79,234
VICOR CORP COMM 925815 142,902 7939 SH SOLE 7,939 0
VINTAGE PETROLEUM INC COMM 927460 246,652 12256 SH SOLE 12,256 0
VITAL SIGNS INC COMM 928469 70,487 3073 SH SOLE 3,073 0
VODAFONE GROUP PLC - A COMM 92857T6,373,01 114700 SH SOLE 0114,700
VOLT INFO SCIENCES COMM 928703 133,328 3710 SH SOLE 3,710 0
VULCAN MATERIALS COMM 929160 105,140 2295 SH SOLE 1,180 1,115
WABASH NATIONAL CORP COMM 929566 86,213 6050 SH SOLE 6,050 0
WACHOVIA CORP COMM 9297711,814,25 26853 SH SOLE 3,922 22,931
WALGREEN CO COMM 9314224,585,38 178073 SH SOLE 13,446164,627
WAL-MART COMM 93114240,974,8 725218 SH SOLE 95,568629,650
WARNER LAMBERT COMM 93448812,439,1 127336 SH SOLE 19,782107,554
WASHINGTON MUTUAL SAVI COMM 9393222,527,91 95393 SH SOLE 9,221 86,172
WASTE MANAGEMENT INC COMM 94106L 905,935 66187 SH SOLE 8,063 58,124
WATSCO INC COMM 942622 61,216 5865 SH SOLE 5,865 0
WATSON PHARMACEUTICALS COMM 942683 209,153 5270 SH SOLE 1,130 4,140
WATTS INDUSTRIES - CL COMM 942749 55,811 4510 SH SOLE 4,510 0
WD-40 CO COMM 929236 85,260 4060 SH SOLE 4,060 0
WELLPOINT HEALTH NETWO COMM 94973H 591,492 8465 SH SOLE 1,210 7,255
WELLS FARGO COMPANY COMM 9497469,678,45 237508 SH SOLE 37,654199,854
WENDY'S INTERNATIONAL COMM 950590 395,009 19567 SH SOLE 0 19,567
WERNER ENTERPRISES, IN COMM 950755 143,616 8448 SH SOLE 8,448 0
WESLEY JESSEN VISIONCA COMM 951018 136,203 3790 SH SOLE 3,790 0
WESTVACO CORP COMM 961548 378,606 11344 SH SOLE 1,136 10,208
WEYERHAEUSER CO. COMM 9621662,055,02 36053 SH SOLE 12,662 23,391
WHIRLPOOL COMM 963320 537,591 9170 SH SOLE 1,254 7,916
WHITNEY HOLDING CORP COMM 966612 329,121 10088 SH SOLE 5,368 4,720
WHITTMAN-HART COMM 9668341,121,87 25000 SH SOLE 25,000 0
WHOLE FOODS MARKET INC COMM 966837 221,649 5349 SH SOLE 5,349 0
WICOR INC COMM 929253 417,880 13480 SH SOLE 7,070 6,410
WILLAMETTE INDUSTRIES COMM 969133 548,348 13666 SH SOLE 1,406 12,260
WILLIAMS COS. INC. COMM 9694572,019,01 45952 SH SOLE 5,690 40,262
WILMINGTON TRUST CO. COMM 971807 12,156 250 SH SOLE 0 250
WINDMERE-DURABLE HOLDI COMM 973411 62,245 4220 SH SOLE 4,220 0
WINN DIXIE STORES COMM 974280 357,047 18369 SH SOLE 3,000 15,369
WINNEBAGO INDS INC COMM 974637 91,938 5090 SH SOLE 5,090 0
WOLTERS KLUWER NV-ADR COMM 977874 57,600 2560 SH SOLE 2,560 0
WOLVERINE TUBE INC COMM 978093 49,008 3825 SH SOLE 3,825 0
WOLVERINE WORLD WIDE I COMM 978097 89,628 8148 SH SOLE 8,148 0
WORTHINGTON INDUSTRIES COMM 981811 181,578 14673 SH SOLE 1,410 13,263
WRIGLEY, WM. JR. CO. COMM 9825261,205,49 15694 SH SOLE 3,075 12,619
WYNNS INTERNATIONAL IN COMM 983195 54,283 3930 SH SOLE 3,930 0
XEROX COMM 9841212,229,52 85,751 SH SOLE 8,732 77,019
XILINX INC COMM 9839193,140,25 37920 SH SOLE 4,160 33,760
XIRCOM INC COMM 983922 204,240 5520 SH SOLE 5,520 0
X-RITE INC COMM 983857 32,805 3240 SH SOLE 3,240 0
YAHOO! INC. COMM 98433211,895,9 69,415 SH SOLE 11,460 57,955
YELLOW CORP COMM 985509 109,076 5,916 SH SOLE 5,916 0
YOUNG & RUBICAM INC COMM 987425 305,500 6,500 SH SOLE 730 5,770
ZALE CORP COMM 988858 485,088 10,280 SH SOLE 7,030 3,250
ZEBRA TECH CL A COMM 989207 303,300 6,066 SH SOLE 6,066 0
ZENITH COMM 989390 93,587 4,218 SH SOLE 4,218 0
ZIXIT CORPORATION COMM 98974P 211,156 2,900 SH SOLE 2,900 0
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