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,
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 November 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: 1,455
Form 13F Information Table Value Total: $1,900,512 (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 885535 18 930 SH SOLE 0 930
4KIDS ENTERTAINMENT IN COMM 350865 49 2,910 SH SOLE 2,910 0
99 CENTS ONLY STORES COMM 65440K 472 9,400 SH SOLE 8,110 1,290
AAR CORP. COMM 000361 84 7,372 SH SOLE 6,022 1,350
AARON RENTS INC COMM 002535 57 4,420 SH SOLE 4,420 0
ABBOTT LABORATORIES COMM 002824 9,641 202,703 SH SOLE 40,296162,407
ABERCROMBIE & FITCH-CL COMM 002896 4 210 SH SOLE 0 210
ABM INDUSTRIES, INC COMM 000957 183 6,720 SH SOLE 5,720 1,000
ABN AMRO HOLDING - ADR COMM 000937 296 12,811 SH SOLE 12,811 0
ACNIELSON CORP COMM 004833 2 100 SH SOLE 0 100
ACTEL CORP COMM 004934 227 6,310 SH SOLE 5,440 870
ACUSON CORP. COMM 005113 1 40 SH SOLE 0 40
ACXIOM CORP COMM 005125 5 170 SH SOLE 0 170
ADAC LABS COMM 005313 118 5,650 SH SOLE 4,810 840
ADAPTEC INC COMM 00651F 249 12,455 SH SOLE 1,460 10,995
ADAPTIVE BROADBAND COR COMM 00650M 200 10,240 SH SOLE 8,830 1,410
ADC TELECOMMUNICATIONS COMM 000886 2,326 86,510 SH SOLE 20,500 66,010
ADECCO SA - ADR COMM 006754 204 2,486 SH SOLE 2,486 0
ADMINISTAFF INC COMM 007094 278 3,670 SH SOLE 3,140 530
ADOBE SYSTEMS INC. COMM 00724F 2,253 14,512 SH SOLE 2,000 12,512
ADOLPH COORS CO - CLAS COMM 217016 231 3,658 SH SOLE 0 3,658
ADTRAN INC COMM 00738A 4 90 SH SOLE 0 90
ADVANCE PARADIGM COMM 007491 293 6,940 SH SOLE 6,090 850
ADVANCED MICRO DEVICES COMM 007903 844 35,166 SH SOLE 6,238 28,928
ADVANCED TISSUE SCIENC COMM 00755F 105 14,170 SH SOLE 11,830 2,340
ADVO INC. COMM 007585 188 5,705 SH SOLE 4,915 790
AEROFLEX INC COMM 007768 354 7,278 SH SOLE 6,238 1,040
AES CORPORATION COMM 00130H 8,201 119,685 SH SOLE 7,550112,135
AETNA LIFE & CASUALTY COMM 008117 983 16,937 SH SOLE 2,724 14,213
AFFILIATED COMPUTER SV COMM 008190 5 100 SH SOLE 0 100
AFLAC INC COMM 001055 2,067 31,985 SH SOLE 4,910 27,075
AGCO CORP COMM 001084 1 80 SH SOLE 0 80
AGILENT TECHNOLOGIES COMM 00846U 2,532 51,738 SH SOLE 7,164 44,574
AGL RESOURCES INC COMM 001204 1 60 SH SOLE 0 60
AGRIBRANDS INTL INC COMM 00849R 188 4,310 SH SOLE 3,740 570
AIR PRODUCTS & CHEMICA COMM 009158 996 27,670 SH SOLE 3,928 23,742
AIRBORNE FREIGHT COMM 009266 1 60 SH SOLE 0 60
AIRGAS INC COMM 009363 1 90 SH SOLE 0 90
AK STEEL HOLDING CORP COMM 001547 1 140 SH SOLE 0 140
AKZO NOBEL NV - ADR COMM 010199 131 3,102 SH SOLE 3,102 0
ALASKA AIR GROUP COMM 011659 1 30 SH SOLE 0 30
ALBEMARLE CORP COMM 012653 1 60 SH SOLE 0 60
ALBERTO-CULVER INC COMM 013068 216 7,506 SH SOLE 1,720 5,786
ALBERTSONS INC. COMM 013104 1,097 52,255 SH SOLE 8,252 44,003
ALCAN ALUMINUM LTD COMM 013716 784 27,077 SH SOLE 3,917 23,160
ALCOA INC. COMM 013817 3,063 121,020 SH SOLE 29,798 91,222
ALEXANDER & BALDWIN IN COMM 014482 2 60 SH SOLE 0 60
ALLEGHENY ENERGY INC COMM 017361 9 240 SH SOLE 0 240
ALLEGHENY TECHNOLOGIES COMM 01741R 200 11,010 SH SOLE 1,426 9,584
ALLEN TELECOM INC COMM 018091 130 7,660 SH SOLE 6,480 1,180
ALLERGAN, INC. COMM 018490 1,398 16,561 SH SOLE 2,540 14,021
ALLIANCE PHARMACEUTICA COMM 018773 192 12,620 SH SOLE 10,680 1,940
ALLIANCE SEMICONDUCTOR COMM 01877H 228 11,480 SH SOLE 9,890 1,590
ALLIANT ENERGY CORP COMM 018802 5 170 SH SOLE 0 170
ALLIANT TECHSYSTEMS COMM 018804 257 3,133 SH SOLE 3,093 40
ALLIED WASTE IDS INC COMM 019589 182 19,760 SH SOLE 2,100 17,660
ALLMERICA FINANCIAL CO COMM 019754 8 120 SH SOLE 0 120
ALLSTATE CORPORATION COMM 020002 3,431 98,744 SH SOLE 15,956 82,788
ALLTEL CORP. COMM 020039 9,660 185,099 SH SOLE 16,928168,171
ALPHA INDUSTRIES INC COMM 020753 399 11,700 SH SOLE 10,160 1,540
ALPHARMA INC COMM 020813 679 11,118 SH SOLE 9,698 1,420
ALTERA CORP COMM 021441 2,636 55,200 SH SOLE 13,780 41,420
ALZA CORP CL A COMM 022615 995 11,501 SH SOLE 1,950 9,551
AMBAC INC COMM 023139 11 150 SH SOLE 0 150
AMCAST INDUSTRIAL COMM 023395 35 3,730 SH SOLE 3,730 0
AMERADA HESS COMM 023551 1,225 18,295 SH SOLE 8,588 9,707
AMEREN CORP COMM 023608 714 17,050 SH SOLE 3,128 13,922
AMERICA ONLINE INC COMM 02364J 15,655 291,805 SH SOLE 54,270237,535
AMERICAN EAGLE OUTFITT COMM 02553E 3 110 SH SOLE 0 110
AMERICAN ELECTRIC POWE COMM 025537 1,559 39,836 SH SOLE 6,398 33,438
AMERICAN EXPRESS COMM 025816 10,454 172,080 SH SOLE 36,308135,772
AMERICAN FDS- FUNDAMEN COMM 360802 25 725 SH SOLE 0 725
AMERICAN FINANCIAL GRO COMM 025932 2 100 SH SOLE 0 100
AMERICAN FREIGHTWAY COMM 02629V 133 8,390 SH SOLE 7,070 1,320
AMERICAN GENERAL CORP. COMM 026351 2,253 28,886 SH SOLE 4,747 24,139
AMERICAN GREETINGS - C COMM 026375 159 9,106 SH SOLE 1,740 7,366
AMERICAN HOME PRODUCTS COMM 026609 7,956 140,972 SH SOLE 22,880118,092
AMERICAN INT'L GROUP COMM 026874 38,680 404,234 SH SOLE 58,631345,603
AMERICAN ITALIA PASTA COMM 027070 110 5,730 SH SOLE 4,870 860
AMERICAN MANAGEMENT SY COMM 027352 192 11,158 SH SOLE 9,618 1,540
AMERICAN POWER CONVERS COMM 029066 279 14,530 SH SOLE 1,990 12,540
AMERICAN STANDARD COMP COMM 029712 7 150 SH SOLE 0 150
AMERICAN STATES WATER COMM 029899 97 3,220 SH SOLE 3,160 60
AMERICAN WATER WORKS I COMM 030411 4 160 SH SOLE 0 160
AMERICREDIT CORP COMM 03060R 577 20,030 SH SOLE 17,190 2,840
AMES DEPARTMENT STORES COMM 030789 43 7,470 SH SOLE 6,590 880
AMETEK INC. COMM 031100 1 40 SH SOLE 0 40
AMGEN INC. COMM 031162 13,701 196,214 SH SOLE 27,700168,514
AMR CORP. COMM 001765 625 19,075 SH SOLE 3,124 15,951
AMSOUTH BANCORPORATION COMM 032165 555 44,430 SH SOLE 5,750 38,680
ANADARKO PETROLEUM COMM 032511 1,885 28,368 SH SOLE 3,372 24,996
ANALOG DEVICES COMM 032654 3,519 42,530 SH SOLE 5,950 36,580
ANALOGIC CORP COMM 032657 264 6,860 SH SOLE 3,760 3,100
ANALYSTS INTERNATIONAL COMM 032681 31 4,285 SH SOLE 4,285 0
ANCHOR BANCORP WISCONS COMM 032839 70 4,470 SH SOLE 4,470 0
ANDREW CORP COMM 034425 253 9,643 SH SOLE 1,142 8,501
ANHEUSER BUSCH COMM 035229 4,071 96,216 SH SOLE 13,780 82,436
ANIXTER INTL INC COMM 035290 402 13,806 SH SOLE 8,736 5,070
ANNTAYLOR STORES CORP COMM 036115 439 11,410 SH SOLE 7,690 3,720
ANTEC CORP COMM 03664P 2 70 SH SOLE 0 70
AON CORP. COMM 037389 1,228 31,292 SH SOLE 4,534 26,758
APACHE CORP COMM 037411 795 13,447 SH SOLE 1,360 12,087
APOLLO GROUP INC - CL COMM 037604 6 160 SH SOLE 0 160
APPLE COMPUTER COMM 037833 953 37,006 SH SOLE 5,578 31,428
APPLEBEES INTL INC COMM 037899 26 1,110 SH SOLE 0 1,110
APPLICA INCORPORATED COMM 03815A 35 5,660 SH SOLE 4,930 730
APPLIED INDUSTRIAL TEC COMM 03820C 105 6,050 SH SOLE 5,240 810
APPLIED MATERIALS INC. COMM 038222 6,226 104,967 SH SOLE 22,070 82,897
APRIA HEALTHCARE GROUP COMM 037933 1 60 SH SOLE 0 60
APTARGROUP INC COMM 038336 372 15,548 SH SOLE 8,778 6,770
APW LIMITED COMM G04397 1,144 23,464 SH SOLE 17,994 5,470
ARCH CHEMICALS INC COMM 03937R 116 6,340 SH SOLE 5,330 1,010
ARCHER-DANIELS-MIDLAND COMM 039483 712 82,599 SH SOLE 16,686 65,914
ARCTIC CAT INC COMM 039670 72 5,680 SH SOLE 3,900 1,780
ARKANSAS BEST CO. COMM 040790 61 3,980 SH SOLE 3,980 0
ARMSTRONG HOLDINGS INC COMM 042384 15 1,246 SH SOLE 460 786
ARROW ELECTRIC, INC. COMM 042735 7 200 SH SOLE 0 200
ARTESYN TECHNOLOGIES COMM 043127 300 10,310 SH SOLE 8,870 1,440
ARVIN INDUSTRIES INC COMM 043339 1 40 SH SOLE 0 40
ASHLAND INC COMM 044204 278 8,248 SH SOLE 1,095 7,153
ASPECT COMMUNICATIONS COMM 04523Q 286 13,884 SH SOLE 11,924 1,960
ASPEN TECHNOLOGY INC COMM 045327 323 7,150 SH SOLE 6,150 1,000
ASSOCIATED BANC CORP COMM 045487 4 140 SH SOLE 0 140
ASSOCIATES FIRST CAPIT COMM 046008 3,333 87,712 SH SOLE 12,182 75,530
ASTEC INDUSTRIES COMM 046224 64 5,890 SH SOLE 5,080 810
ASTORIA FINANCIAL CORP COMM 046265 7 180 SH SOLE 0 180
AT&T COMM 001957 13,223 455,960 SH SOLE 67,464388,496
ATLANTIC COAST AIRLINE COMM 048396 179 5,560 SH SOLE 4,830 730
ATLAS AIR INC COMM 049164 3 80 SH SOLE 0 80
ATMEL CORPORATION COMM 049513 12 820 SH SOLE 0 820
ATMOS ENERGY CORP COMM 049560 166 8,066 SH SOLE 6,656 1,410
ATWOOD OCEANICS INC COMM 050095 185 4,430 SH SOLE 3,800 630
AUDIOVOX CORP COMM 050757 93 6,200 SH SOLE 5,300 900
AUSPEX SYS INC COMM 052116 67 5,410 SH SOLE 5,410 0
AUTODESK INC COMM 052769 213 8,387 SH SOLE 1,280 7,107
AUTOMATIC DATA PROCESS COMM 053015 5,780 86,424 SH SOLE 19,910 66,514
AUTOZONE INC. COMM 053332 378 16,656 SH SOLE 2,437 14,219
AVANT! CORPORATION COMM 053487 186 10,180 SH SOLE 8,700 1,480
AVERY-DENNISON CORP. COMM 053611 620 13,379 SH SOLE 2,101 11,278
AVID TECHNOLOGY INC COMM 05367P 93 6,620 SH SOLE 5,540 1,080
AVISTA CORP COMM 05379B 246 10,930 SH SOLE 9,780 1,150
AVNET INC COMM 053807 6 200 SH SOLE 0 200
AVOCENT CORPORATION COMM 053893 5 90 SH SOLE 0 90
AVON PRODUCTS COMM 054303 1,241 30,350 SH SOLE 4,748 25,602
AVT CORPORATION COMM 002420 35 6,280 SH SOLE 5,400 880
AWARE INC/MASS COMM 05453N 238 6,190 SH SOLE 5,320 870
AXT INC COMM 00246W 218 5,210 SH SOLE 4,480 730
BAKER HUGHES INC. COMM 057224 1,385 37,312 SH SOLE 4,260 33,052
BALDOR ELECTRIC COMM 057741 189 9,280 SH SOLE 7,820 1,460
BALL CORP COMM 058498 108 3,409 SH SOLE 330 3,079
BANDAG INC COMM 059815 3 80 SH SOLE 0 80
BANGOR HYDRO ELECTRIC COMM 060077 58 2,410 SH SOLE 2,380 30
BANK OF AMERICA CORP COMM 060505 11,690 223,204 SH SOLE 48,098175,106
BANK OF NEW YORK COMM 064057 5,058 89,520 SH SOLE 12,918 76,602
BANK ONE CORP. COMM 06423A 5,276 138,609 SH SOLE 19,774118,835
BANKNORTH GROUP INC. COMM 06646R 3 170 SH SOLE 0 170
BANTA CORP COMM 066821 1 40 SH SOLE 0 40
BARNES & NOBLE INC COMM 067774 2 120 SH SOLE 0 120
BARNES GROUP COMM 067806 89 4,850 SH SOLE 4,850 0
BARR LABORATORIES INC COMM 068306 548 8,270 SH SOLE 8,270 0
BARRA INC COMM 068313 249 4,010 SH SOLE 3,440 570
BARRETT RES CORP COMM 068480 351 9,339 SH SOLE 8,039 1,300
BARRICK GOLD CORP COMM 067901 743 48,710 SH SOLE 6,421 42,289
BASSETT FURNITURE IND COMM 070203 65 4,568 SH SOLE 4,568 0
BAUSCH & LOMB INC. COMM 071707 273 7,024 SH SOLE 1,135 5,889
BAXTER INTL INC. COMM 071813 2,760 34,583 SH SOLE 5,993 28,590
BB & T CORP COMM 054937 1,957 64,990 SH SOLE 28,910 36,080
BE AEROSPACE INC COMM 073302 119 7,350 SH SOLE 5,910 1,440
BEAR STEARN COS. INC COMM 073902 864 13,681 SH SOLE 1,147 12,534
BECTON DICKINSON & CO. COMM 075887 833 31,514 SH SOLE 4,750 26,764
BED BATH & BEYOND COMM 075896 824 33,780 SH SOLE 5,040 28,740
BELDEN INC COMM 077459 170 7,180 SH SOLE 6,220 960
BELLSOUTH CORP. COMM 079860 10,343 255,383 SH SOLE 54,366201,017
BELO (A.H.) CORP DEL COMM 080555 3 140 SH SOLE 0 140
BEMIS COMPANY COMM 081437 183 5,702 SH SOLE 805 4,897
BENCHMARK ELECTRONICS COMM 08160H 383 7,370 SH SOLE 4,780 2,590
BERGEN BRUNSWIG COMM 083739 2 170 SH SOLE 0 170
BERINGER WINE ESTATES COMM 084102 44 790 SH SOLE 0 790
BEST BUY COMPANY COMM 086516 1,552 24,400 SH SOLE 3,550 20,850
BESTFOODS COMM 08658U 2,506 34,448 SH SOLE 7,238 27,210
BETHLEHEM STEEL CORP. COMM 087509 19 6,328 SH SOLE 2,580 3,748
BILLING CONCEPTS CORP COMM 090063 23 7,230 SH SOLE 7,230 0
BINDLEY WESTERN INDS COMM 090324 423 13,226 SH SOLE 8,336 4,890
BIO TECHNOLOGY GEN COR COMM 090578 135 11,830 SH SOLE 11,830 0
BIOGEN INC. COMM 090597 997 16,345 SH SOLE 2,620 13,725
BIOMATRIX INC COMM 09060P 114 6,480 SH SOLE 5,490 990
BIOMET INC COMM 090613 750 21,420 SH SOLE 3,465 17,955
BISYS GROUP INC COMM 055472 599 7,751 SH SOLE 6,801 950
BJ SERVICES CO COMM 055482 10 170 SH SOLE 0 170
BJS WHOLESALE CLUB INC COMM 05548J 5 150 SH SOLE 0 150
BLACK & DECKER COMM 091797 360 10,521 SH SOLE 1,431 9,090
BLACK BOX CORP COMM 091826 256 5,490 SH SOLE 4,740 750
BLACK HILLS CORP COMM 092113 2 70 SH SOLE 0 70
BLYTH INDUSTRIES INC COMM 09643P 2 90 SH SOLE 0 90
BMC SOFTWARE COMM 055921 541 28,270 SH SOLE 4,380 23,890
BOB EVANS FARMS COMM 096761 1 60 SH SOLE 0 60
BOEING COMPANY COMM 097023 7,687 119,172 SH SOLE 29,069 90,103
BOISE CASCADE CORP. COMM 097383 171 6,450 SH SOLE 535 5,915
BORDERS GROUP INC COMM 099709 1 90 SH SOLE 0 90
BORG WARNER AUTO COMM 099724 4 110 SH SOLE 0 110
BOSTON SCIENTIFIC CORP COMM 101137 831 50,544 SH SOLE 7,262 43,282
BOWATER INC. COMM 102183 6 130 SH SOLE 0 130
BOWNE & CO INC. COMM 103043 89 9,114 SH SOLE 7,404 1,710
BP AMOCO PLC - SPONS A COMM 055622 5,015 94,617 SH SOLE 0 94,617
BRADY CORP COMM 104674 325 10,760 SH SOLE 6,050 4,710
BRIGGS & STRATTON COMM 109043 90 2,380 SH SOLE 180 2,200
BRIGHTPOINT INC COMM 109473 67 13,330 SH SOLE 11,120 2,210
BRINKER INTERNATIONAL COMM 109641 4 140 SH SOLE 0 140
BRISTOL MYERS SQUIBB COMM 110122 13,323 231,706 SH SOLE 50,908180,798
BROADCOM CORP CL A COMM 111320 6,768 27,765 SH SOLE 5,460 22,305
BROADWING INC COMM 111620 10 410 SH SOLE 0 410
BROOKTROUT INC COMM 114580 114 3,450 SH SOLE 3,020 430
BROWN SHOE COMPANY INC COMM 115736 54 5,919 SH SOLE 4,799 1,120
BROWN-FORMAN - CL B COMM 115637 364 6,779 SH SOLE 4,799 1,980
BRUNSWICK CORP. COMM 117043 215 11,766 SH SOLE 1,884 9,882
BRUSH WELLMAN INC COMM 117421 104 4,820 SH SOLE 4,780 40
BUCKEYE CELLULOSE CORP COMM 118255 191 9,220 SH SOLE 7,870 1,350
BURLINGTON NORTHERN IN COMM 12189T 1,171 54,292 SH SOLE 7,094 47,198
BURLINGTON RESOURCES COMM 122014 933 25,351 SH SOLE 3,007 22,344
BUTLER MFG CO COMM 123655 81 3,545 SH SOLE 3,515 30
C & D TECHNOLOGIES INC COMM 124661 407 7,170 SH SOLE 6,180 990
C D I CORP COMM 125071 96 5,979 SH SOLE 5,099 880
C R BARD INC COMM 067383 299 7,088 SH SOLE 1,250 5,838
C.I.T. GROUP INC - CL COMM 125577 44 2,490 SH SOLE 0 2,490
CABLE DESIGN TECHNOLOG COMM 126924 284 11,700 SH SOLE 10,080 1,620
CABLETRON SYSTEMS COMM 126920 653 22,144 SH SOLE 2,940 19,204
CABOT CORP COMM 127055 4 130 SH SOLE 0 130
CABOT OIL & GAS CORP COMM 127097 169 8,291 SH SOLE 7,091 1,200
CADENCE DESIGN SYS INC COMM 127387 12 460 SH SOLE 0 460
CAL DIVE INTERNATIONAL COMM 127914 269 4,700 SH SOLE 4,030 670
CALLAWAY GOLF COMM 131193 1 90 SH SOLE 0 90
CALPINE CORP COMM 131347 28 270 SH SOLE 0 270
CAMBREX CORP COMM 132011 268 7,234 SH SOLE 6,264 970
CAMPBELL SOUP INC. COMM 134429 1,393 53,833 SH SOLE 9,304 44,529
CANANDAIGUA BRANDS INC COMM 137219 161 2,970 SH SOLE 0 2,970
CAPITAL ONE FINANCIAL COMM 14040H 1,691 24,140 SH SOLE 3,310 20,830
CARAUSTAR INDS INC COMM 140909 82 7,395 SH SOLE 6,195 1,200
CARDINAL HEALTH INC COMM 14149Y 2,924 33,156 SH SOLE 5,120 28,036
CARLISLE COS INC COMM 142339 3 70 SH SOLE 0 70
CARNIVAL CORP CL A COMM 143658 1,290 52,395 SH SOLE 0 52,395
CARPENTER TECHNOLOGY COMM 144285 2 70 SH SOLE 0 70
CASCADE NATURAL GAS CO COMM 147339 54 3,090 SH SOLE 3,040 50
CASEYS GENERAL STORES COMM 147528 167 12,862 SH SOLE 10,762 2,100
CASH AMERICA INTL COMM 14754D 32 4,430 SH SOLE 4,430 0
CASTLE AM AND CO COMM 148411 34 3,507 SH SOLE 3,507 0
CATALINA MARKETING COR COMM 148867 565 15,025 SH SOLE 12,995 2,030
CATERPILLAR INC. COMM 149123 1,340 43,221 SH SOLE 6,392 36,829
CATO CORP - CL A COMM 149205 88 7,030 SH SOLE 5,660 1,370
CBRL GROUP INC COMM 12489V 1 80 SH SOLE 0 80
C-COR ELECTRONICS COMM 125010 138 9,030 SH SOLE 7,750 1,280
C-CUBE MICROSYSTEMS IN COMM 12501N 245 11,950 SH SOLE 10,210 1,740
CDW COMPUTER CENTERS I COMM 125129 12 180 SH SOLE 0 180
CEC ENTERTAINMENT COMM 125137 273 8,542 SH SOLE 1,110 1,330
CENDANT CORP COMM 151313 875 80,513 SH SOLE 10,856 69,657
CENTEX CORP COMM 152312 206 6,416 SH SOLE 300 6,116
CENTRAL PARKING CORP COMM 154785 201 10,135 SH SOLE 8,735 1,400
CENTRAL VERMONT PUB. S COMM 155771 1 100 SH SOLE 0 100
CENTURA BANKS INC COMM 15640T 471 12,296 SH SOLE 10,786 1,510
CENTURYTEL INC COMM 156700 460 16,875 SH SOLE 2,230 14,645
CEPHALON INC COMM 156708 453 9,330 SH SOLE 8,020 1,310
CERIDIAN CORP COMM 15677T 504 17,969 SH SOLE 2,450 15,519
CERNER CORP COMM 156782 574 12,370 SH SOLE 7,930 4,440
CH ENERGY GROUP INC COMM 12541M 262 6,570 SH SOLE 5,530 1,040
CH ROBINSON WORLDWIDE COMM 12541W 5 90 SH SOLE 0 90
CHAMPION ENTERPRISES COMM 158496 52 12,155 SH SOLE 9,615 2,540
CHARTER ONE FINANCIAL COMM 160903 57 2,350 SH SOLE 0 2,350
CHASE MANHATTAN BANK COMM 16161A 12,085 261,659 SH SOLE 35,613226,046
CHECKFREE CORP COMM 162813 7 160 SH SOLE 0 160
CHECKPOINT SYSTEMS COMM 162825 54 7,110 SH SOLE 5,510 1,600
CHEESECAKE FACTORY INC COMM 163072 406 9,383 SH SOLE 8,128 1,255
CHEMED CORP COMM 163596 362 11,375 SH SOLE 4,415 6,960
CHEMFIRST INC COMM 16361A 127 6,117 SH SOLE 5,217 900
CHESAPEAKE CORPORATION COMM 165159 1 50 SH SOLE 0 50
CHEVRON OIL COMM 166751 7,597 89,120 SH SOLE 24,407 64,713
CHICO'S FAS INC COMM 168615 147 4,310 SH SOLE 4,280 30
CHIQUITA BRANDS INTL I COMM 170032 48 15,430 SH SOLE 11,380 4,050
CHIRON COMM 170040 16 360 SH SOLE 0 360
CHITTENDON CORP COMM 170228 223 8,680 SH SOLE 7,490 1,190
CHOICEPOINT INC COMM 170388 504 10,996 SH SOLE 9,496 1,500
CHRIS CRAFT INDUSTRIES COMM 170520 6 70 SH SOLE 0 70
CHUBB CORP COMM 171232 1,590 20,095 SH SOLE 2,870 17,225
CHURCH & DWIGHT INC COMM 171340 1 50 SH SOLE 0 50
CIBER INC COMM 17163B 123 14,880 SH SOLE 12,630 2,250
CIGNA CORP. COMM 125509 1,878 17,987 SH SOLE 3,168 14,819
CINCINNATI FINANCIAL COMM 172062 704 19,829 SH SOLE 2,930 16,899
CINERGY CORP COMM 172474 626 18,931 SH SOLE 2,744 16,187
CINTAS CORP COMM 172908 15 350 SH SOLE 0 350
CIRCLE INTL GROUP INC COMM 172574 156 5,170 SH SOLE 4,400 770
CIRCUIT CITY STORES IN COMM 172737 575 25,006 SH SOLE 3,610 21,396
CIRRUS LOGIC COMM 172755 5 130 SH SOLE 0 130
CISCO SYSTEMS, INC. COMM 17275R 59,4211,075,494 SH SOLE 169,656905,838
CITIGROUP INC COMM 172967 37,951 701,977 SH SOLE 117,870584,107
CITIZENS BANKING CO. M COMM 174420 26 1,124 SH SOLE 0 1,124
CITRIX SYSTEMS INC COMM 177376 417 20,800 SH SOLE 3,130 17,670
CITY NATIONAL CORP COMM 178566 4 110 SH SOLE 0 110
CKE RESTAURANTS INC COMM 12561E 12 3,950 SH SOLE 0 3,950
CLAIRES STORES INC COMM 179584 1 60 SH SOLE 0 60
CLARCOR INC COMM 179895 276 14,150 SH SOLE 5,900 8,250
CLAYTON HOMES INC. COMM 184190 2 183 SH SOLE 0 183
CLEAR CHANNEL COMM COMM 184502 3,201 56,662 SH SOLE 11,120 45,542
CLECO CORPORATION COMM 12561W 4 90 SH SOLE 0 90
CLEVELAND-CLIFFS INC COMM 185896 2 90 SH SOLE 0 90
CLOROX CO COMM 189054 1,187 30,012 SH SOLE 5,022 24,990
CMS ENERGY COMM 125896 370 13,715 SH SOLE 1,980 11,735
CNF TRANSGORTATION INC COMM 12612W 2 110 SH SOLE 0 110
COACHMEN INDUSTRIES IN COMM 189873 41 3,930 SH SOLE 3,930 0
COASTAL CORP COMM 190441 2,722 36,719 SH SOLE 14,300 22,419
COCA COLA COMM 191216 14,766 267,861 SH SOLE 18,590249,271
COCA COLA BOTTLING CO COMM 191098 24 570 SH SOLE 0 570
COCA-COLA ENTERPRISES COMM 191219 707 44,345 SH SOLE 440 43,905
COGNEX CORP COMM 192422 468 11,877 SH SOLE 10,247 1,630
COHERENT INC COMM 192479 490 7,210 SH SOLE 6,240 970
COHU INC COMM 192576 86 5,600 SH SOLE 4,810 790
COLGATE-PALMOLIVE CO. COMM 194162 3,858 81,731 SH SOLE 19,778 61,953
COLUMBIA ENERGY GROUP COMM 197648 702 9,882 SH SOLE 1,818 8,064
COMCAST CORP SPECIAL C COMM 200300 4,638 113,302 SH SOLE 19,210 94,092
COMDISCO INC. COMM 200336 6 290 SH SOLE 0 290
COMERICA INC. COMM 200340 1,175 20,106 SH SOLE 2,848 17,258
COMMERCE BANCORP INC COMM 200519 527 9,059 SH SOLE 7,989 1,070
COMMERCIAL FEDERAL COR COMM 201647 444 23,210 SH SOLE 13,050 10,160
COMMERCIAL METALS CO COMM 201723 149 5,845 SH SOLE 4,965 880
COMMONWEALTH INDUSTRIE COMM 203004 24 4,320 SH SOLE 4,320 0
COMMSCOPE INC COMM 203372 2 100 SH SOLE 0 100
COMMUNITY FIRST BANCSH COMM 203902 211 12,040 SH SOLE 10,120 1,920
COMPAQ COMPUTER COMM 204493 6,251 224,866 SH SOLE 48,550176,316
COMPASS BANCSHARES COMM 20449H 3 130 SH SOLE 0 130
COMPUTER ASSOCIATES COMM 204912 1,832 72,374 SH SOLE 10,665 61,709
COMPUTER SCIENCES CORP COMM 205363 1,510 20,341 SH SOLE 3,148 17,193
COMPUWARE CORP COMM 205638 337 40,230 SH SOLE 5,450 34,780
COMVERSE TECHNOLOGY COMM 205862 1,893 17,530 SH SOLE 2,530 15,000
CONAGRA INC COMM 205887 1,039 51,784 SH SOLE 530 51,254
CONCORD COMMUNICATIONS COMM 206186 122 4,590 SH SOLE 3,960 630
CONCORD EFS INC COMM 206197 15 410 SH SOLE 0 410
CONE MLS CORP N C COMM 206814 6 1,250 SH SOLE 0 1,250
CONECTIV INC COMM 206829 13 710 SH SOLE 0 710
CONEXANT SYSTEMS INC COMM 207142 1,035 24,705 SH SOLE 3,620 21,085
CONMED CORP COMM 207410 62 4,540 SH SOLE 4,540 0
CONOCO INC - CL B COMM 208251 1,959 72,710 SH SOLE 10,510 62,200
CONSECO COMPANY INC. COMM 208464 290 37,991 SH SOLE 3,616 34,375
CONSOLIDATED EDISON COMM 209115 935 27,384 SH SOLE 4,819 22,565
CONSOLIDATED GRAPHICS COMM 209341 46 3,930 SH SOLE 3,930 0
CONSOLIDATED STORES CO COMM 210149 174 12,885 SH SOLE 1,430 11,455
CONSTELLATION ENERGY G COMM 210371 932 18,731 SH SOLE 3,229 15,502
CONVERGYS CORP COMM 212485 463 11,900 SH SOLE 1,960 9,940
COOPER CAMERON CORP COMM 216640 8 110 SH SOLE 0 110
COOPER COMPANIES CO COMM 216648 154 4,350 SH SOLE 3,710 640
COOPER INDUSTRIES COMM 216669 380 10,794 SH SOLE 1,354 9,440
COOPER TIRE & RUBBER C COMM 216831 81 8,027 SH SOLE 410 7,617
COORS (ADOLPH) - CL B COMM 217016 23 370 SH SOLE 0 370
COPART INC COMM 217204 194 13,970 SH SOLE 11,880 2,090
COR THERAPEUTICS COMM 217753 892 14,320 SH SOLE 12,300 2,020
CORN PRODUCTS INTL COMM 219023 368 16,160 SH SOLE 9,520 6,640
CORNING INC. COMM 219350 11,217 37,641 SH SOLE 7,623 30,018
COST PLUS INC/CALIFORN COMM 221485 177 5,890 SH SOLE 5,090 800
COSTCO WHOLESALE CORP COMM 22160K 1,896 54,285 SH SOLE 8,130 46,155
COULTER INC COMM 075811 5 60 SH SOLE 0 60
COUNTRYWIDE CREDIT IND COMM 222372 514 13,613 SH SOLE 1,610 12,003
COVANCE INC COMM 222816 1 70 SH SOLE 0 70
COVENTRY HEALTH CARE I COMM 222862 236 15,605 SH SOLE 13,235 2,370
CP & L ENERGY INC COMM 12614C 827 19,818 SH SOLE 3,404 16,414
CPI CORPORATION COMM 125902 96 4,510 SH SOLE 3,780 730
CRANE CORP COMM 224399 165 7,217 SH SOLE 780 6,437
CREDENCE SYSTEMS CORP COMM 225302 3 100 SH SOLE 0 100
CREDIT SUISSE GROUP-AD COMM 225401 302 6,345 SH SOLE 6,345 0
CROMPTON CORPORATION COMM 227116 1 140 SH SOLE 0 140
CROSS TIMBERS OIL CO COMM 227573 365 19,001 SH SOLE 16,346 2,655
CROWN CORK & SEAL COMM 228255 167 15,671 SH SOLE 1,966 13,705
CRYOLIFE INC COMM 228903 69 2,000 SH SOLE 0 2,000
CSG SYSTEMS INTL INC COMM 126349 3 110 SH SOLE 0 110
CSX CORP COMM 126408 572 26,201 SH SOLE 3,455 22,746
CTS CORP COMM 126501 395 7,800 SH SOLE 6,760 1,040
CULLEN/FROST BANKERS I COMM 229899 706 21,712 SH SOLE 12,612 9,100
CUMMINS ENGINE CO. COMM 231021 146 4,882 SH SOLE 500 4,382
CUNO INC COMM 126583 111 5,000 SH SOLE 4,250 750
CVS CORP COMM 126650 2,204 47,578 SH SOLE 7,014 40,564
CYGNUS INC COMM 232560 69 6,270 SH SOLE 6,270 0
CYPRESS SEMICONDUCTOR COMM 232806 10 240 SH SOLE 0 240
CYTEC INDUSTRIES INC COMM 232820 2 50 SH SOLE 0 50
D.R. HORTON INC. COMM 23331A 472 27,454 SH SOLE 15,279 12,175
DAIMLERCHRYSLER COMM D1668R 14 311 SH SOLE 0 311
DAIN RAUSCHER CORP COMM 233856 570 6,128 SH SOLE 3,538 2,590
DALLAS SEMICONDUCTOR C COMM 235204 538 16,358 SH SOLE 14,088 2,270
DAMARK INTL - CL A COMM 235691 19 1,550 SH SOLE 1,550 0
DANA CORP. COMM 235811 430 19,982 SH SOLE 2,945 17,037
DANAHER CORP COMM 235851 848 17,055 SH SOLE 2,360 14,695
DARDEN RESTAURANTS INC COMM 237194 268 12,887 SH SOLE 180 12,707
DATASCOPE CORP COMM 238113 170 5,060 SH SOLE 4,340 720
DAVOX CORP COMM 239208 31 3,090 SH SOLE 3,090 0
DEAN FOODS CO COMM 242361 3 90 SH SOLE 0 90
DEERE AND CO. COMM 244199 957 28,771 SH SOLE 4,268 24,503
DELL COMPUTER COMM 247025 10,299 334,246 SH SOLE 64,102270,144
DELPHI AUTOMOTIVE SYST COMM 247126 956 63,187 SH SOLE 8,374 54,813
DELPHI FINANCIAL GROUP COMM 247131 244 6,022 SH SOLE 5,262 760
DELTA & PINE LD CO COMM 247357 274 10,646 SH SOLE 9,196 1,450
DELTA AIR LINES COMM 247361 697 15,715 SH SOLE 2,860 12,855
DELTIC TIMBER COMM 247850 68 4,010 SH SOLE 4,010 0
DELUXE CORP. COMM 248019 224 11,016 SH SOLE 2,747 8,269
DENDRITE INTERNATIONAL COMM 248239 279 10,415 SH SOLE 8,935 1,480
DENTSPLY INTL INC NEW COMM 249030 3 100 SH SOLE 0 100
DEPARTMENT 56 INC COMM 249509 53 4,000 SH SOLE 4,000 0
DEVON ENERGY CORP COMM 25179M 475 7,896 SH SOLE 1,280 6,616
DEVRY INC DEL COMM 251893 5 140 SH SOLE 0 140
DEXTER CORP COMM 252165 2 30 SH SOLE 0 30
DIAGNOSTIC PRODUCTS CO COMM 252450 263 4,910 SH SOLE 4,170 740
DIAL CORP COMM 25247D 1 120 SH SOLE 0 120
DIEBOLD INC COMM 253651 4 140 SH SOLE 0 140
DILLARD'S INC COMM 254067 125 11,791 SH SOLE 1,200 10,591
DIME BANCORP INC COMM 25429Q 3 120 SH SOLE 0 120
DIONEX CORP COMM 254546 182 6,588 SH SOLE 5,668 920
DISCOUNT AUTO PARTS COMM 254642 32 4,221 SH SOLE 4,221 0
DISNEY (WALT) COMPANY COMM 254687 6,859 179,328 SH SOLE 0179,328
DMC STRATEX NETWORKS I COMM 23322L 302 18,810 SH SOLE 16,190 2,620
DOLE FOOD COMPANY COMM 256605 1 70 SH SOLE 0 70
DOLLAR GENERAL CORP COMM 256669 653 39,011 SH SOLE 5,528 33,483
DOLLAR TREE STORES INC COMM 256747 8 205 SH SOLE 0 205
DOMINION RES INC - VA COMM 25746U 1,683 28,982 SH SOLE 4,744 24,238
DONALDSON CO. INC. COMM 257651 1 50 SH SOLE 0 50
DOVER CORP COMM 260003 1,155 24,601 SH SOLE 3,400 21,201
DOW CHEMICAL COMM 260543 2,473 99,150 SH SOLE 31,233 67,917
DOW JONES AND CO. COMM 260561 769 12,714 SH SOLE 2,475 10,239
DOWNEY FINANCIAL CORP COMM 261018 528 13,366 SH SOLE 7,416 5,950
DPL INC. COMM 233293 4 140 SH SOLE 0 140
DQE INC. COMM 23329J 6 140 SH SOLE 0 140
DRESS BARN INC. COMM 261570 135 6,446 SH SOLE 5,596 850
DREYER'S GRAND ICE CRE COMM 261878 1 40 SH SOLE 0 40
DRIL-QUIP CORP COMM 262037 199 4,990 SH SOLE 4,320 670
DSP GROUP INC COMM 23332B 2 60 SH SOLE 0 60
DST SYSTEMS INC COMM 233326 16 140 SH SOLE 0 140
DTE ENERGY COMPANY COMM 233331 682 17,833 SH SOLE 2,919 14,914
DUKE ENERGY CO COMM 264399 3,671 42,806 SH SOLE 6,883 35,923
DUN & BRADSTREET COMM 26483B 699 20,285 SH SOLE 3,476 16,809
DUPONT (E.I.) DE NEMOU COMM 263534 5,155 126,105 SH SOLE 18,084108,021
DURA PHARMACEUTICALS I COMM 26632S 438 12,390 SH SOLE 10,490 1,900
DYCOM INDUSTRIES COMM 267475 442 10,630 SH SOLE 9,180 1,450
DYNEGY INC COMM 26816Q 34 590 SH SOLE 0 590
E*TRADE GROUP INC COMM 269246 9 570 SH SOLE 0 570
EARTHGRAINS CO COMM 270319 213 11,574 SH SOLE 9,904 1,670
EASTERN ENTERPRISES COMM 27637F 233 3,650 SH SOLE 870 2,780
EASTMAN CHEMICAL COMPA COMM 277432 352 9,518 SH SOLE 1,440 8,078
EASTMAN KODAK COMM 277461 1,568 38,354 SH SOLE 7,534 30,820
EATON CORP. COMM 278058 579 9,392 SH SOLE 1,110 8,282
EATON VANCE CORP COMM 278265 501 9,836 SH SOLE 8,466 1,370
ECOLAB INC COMM 278865 553 15,321 SH SOLE 2,266 13,055
EDGEWATER TECHNOLOGY I COMM 280358 32 6,060 SH SOLE 5,120 940
EDISON INTERNATIONAL COMM 281020 802 41,475 SH SOLE 5,756 35,719
EDWARDS (A.G.) INC. COMM 281760 9 170 SH SOLE 0 170
EDWARDS LIFESCIENCES C COMM 28176E 2 70 SH SOLE 0 70
EGL INC COMM 268484 237 7,850 SH SOLE 6,730 1,120
EL PASO NATURAL GAS COMM 283905 1,731 28,090 SH SOLE 4,426 23,664
ELCOR CORP COMM 284443 85 5,830 SH SOLE 4,970 860
ELECTRIC SCIENTIFIC IN COMM 285229 257 7,310 SH SOLE 6,290 1,020
ELECTROGLAS INC COMM 285324 101 5,920 SH SOLE 5,070 850
ELECTRONIC ARTS INC. COMM 285512 34 680 SH SOLE 0 680
ELECTRONIC DATA SYSTEM COMM 285661 2,412 58,120 SH SOLE 8,840 49,280
ELOYALTY CORPORATION COMM 290151 153 12,000 SH SOLE 10,150 1,850
ELSEVIER NV - ADR COMM 290259 95 4,184 SH SOLE 4,184 0
EMC CORP-MASS COMM 268648 36,233 365,064 SH SOLE 54,358310,706
EMERSON ELECTRIC COMM 291011 4,308 64,303 SH SOLE 19,376 44,927
ENERGEN CORP COMM 29265N 473 15,910 SH SOLE 7,070 8,840
ENERGIZER HOLDINGS INC COMM 29266R 4 170 SH SOLE 0 170
ENERGY EAST CORP COMM 29266M 3 130 SH SOLE 0 130
ENGELHARD CORP COMM 292845 223 13,742 SH SOLE 1,124 12,618
ENHANCE FINANCIAL SVCS COMM 293310 123 9,498 SH SOLE 8,028 1,470
ENRON CORP COMM 293561 8,598 98,096 SH SOLE 22,392 75,704
ENSCO INTERNATIONAL IN COMM 26874Q 10 250 SH SOLE 0 250
ENTERGY CORP. COMM 29364G 1,136 30,472 SH SOLE 4,535 25,937
ENZO BIOCHEM INC COMM 294100 340 7,016 SH SOLE 6,026 990
EPICOR SOFTWARE CORP COMM 29426L 5 1,330 SH SOLE 0 1,330
EPRESENCE INC COMM 294348 40 5,910 SH SOLE 4,830 1,080
EQUIFAX INC COMM 294429 469 17,415 SH SOLE 2,420 14,995
ERICSSON (LM) TEL - AD COMM 294821 59 4,000 SH SOLE 0 4,000
ESS TECHNOLOGY COMM 269151 157 10,960 SH SOLE 9,350 1,610
ESTERLINE TECHNOLOGIES COMM 297425 106 5,390 SH SOLE 4,390 1,000
ETHAN ALLEN INTERIORS COMM 297602 312 11,026 SH SOLE 9,506 1,520
EVEREST RE GROUP LTD COMM G3223R 4 90 SH SOLE 0 90
EW BLANCH HOLDINGS COR COMM 093210 83 4,020 SH SOLE 3,620 400
EXPEDITORS INTERNATION COMM 302130 628 13,932 SH SOLE 11,992 1,940
EXPRESS SCRIPTS INC COMM 302182 5 70 SH SOLE 0 70
EXXON MOBIL CORPORATIO COMM 30231G 46,207 518,565 SH SOLE 89,616428,949
F.Y.I. CORP COMM 302712 172 4,610 SH SOLE 3,930 680
FACTORY 2-U STORES INC COMM 303072 108 3,540 SH SOLE 3,080 460
FACTSET RESEARCH SYS I COMM 303075 332 8,830 SH SOLE 7,580 1,250
FAIR ISAAC & CO COMM 303250 181 4,249 SH SOLE 3,659 590
FAMILY DOLLAR STORES, COMM 307000 6 290 SH SOLE 0 290
FANNIE MAE COMM 313586 12,294 171,938 SH SOLE 29,001142,937
FASTENAL CO COMM 311900 5 90 SH SOLE 0 90
FEDERAL HOME MTG. CORP COMM 313400 4,910 90,823 SH SOLE 22,258 68,565
FEDERAL SIGNAL COMM 313855 7 375 SH SOLE 0 375
FEDERATED DEPT STORES COMM 31410H 676 25,884 SH SOLE 3,827 22,057
FEDEX CORPORATION COMM 31428X 1,553 35,024 SH SOLE 4,676 30,348
FERRO CORP. COMM 315405 1 50 SH SOLE 0 50
FIDELITY NATL FINANCIA COMM 316326 413 16,828 SH SOLE 14,398 2,430
FIFTH THIRD BANCORP COMM 316773 2,947 54,692 SH SOLE 8,607 46,085
FILENET CORP COMM 316869 162 8,902 SH SOLE 7,622 1,280
FINOVA GROUP INC COMM 317928 1 70 SH SOLE 0 70
FIRST AMERICAN FINANCI COMM 318522 326 15,608 SH SOLE 13,198 2,410
FIRST DATA CORP COMM 319963 2,520 64,521 SH SOLE 20,191 44,330
FIRST HEALTH GROUP COR COMM 320960 3 100 SH SOLE 0 100
FIRST MERIT CORP COMM 337915 4 180 SH SOLE 0 180
FIRST MIDWEST BANCORP COMM 320867 478 17,945 SH SOLE 9,585 8,360
FIRST SECURITY CORP. COMM 336294 4 250 SH SOLE 0 250
FIRST TENNESSEE NATL C COMM 337162 5 240 SH SOLE 0 240
FIRST UNION CORP COMM 337358 3,857 119,823 SH SOLE 17,504102,319
FIRST VIRGINIA BANKS COMM 337477 6 150 SH SOLE 0 150
FIRSTAR CORP COMM 33763V 2,625 117,314 SH SOLE 16,461100,853
FIRSTBANK PUERTO RICO COMM 318672 143 5,840 SH SOLE 5,800 40
FIRSTENERGY CORP COMM 337932 749 27,786 SH SOLE 4,055 23,731
FISERV INC. COMM 337738 5,628 93,990 SH SOLE 0 93,990
FLEETBOSTON FINANCIAL COMM 339030 4,424 113,437 SH SOLE 18,251 95,186
FLEETWOOD ENTERPRISES COMM 339099 133 9,790 SH SOLE 8,010 1,780
FLEMING COMPANIES INC. COMM 339130 143 10,960 SH SOLE 9,210 1,750
FLORIDA PROGRESS CORP COMM 341109 634 11,980 SH SOLE 2,120 9,860
FLORIDA ROCK INDS COMM 341140 359 9,110 SH SOLE 4,940 4,170
FLOWERS INDUSTRIES INC COMM 343496 2 120 SH SOLE 0 120
FLOWSERVE CORP COMM 34354P 1 60 SH SOLE 0 60
FLUOR CORP. COMM 343861 280 9,335 SH SOLE 1,440 7,895
FMC CORP COMM 302491 235 3,503 SH SOLE 320 3,183
FOOTSTAR INC COMM 344912 195 6,030 SH SOLE 5,240 790
FORD MOTOR CO. COMM 345370 7,040 276,087 SH SOLE 66,028210,059
FOREST LABORATORIES IN COMM 345838 19 170 SH SOLE 0 170
FORT JAMES CORPORATION COMM 347471 774 25,342 SH SOLE 3,312 22,030
FORTUNE BRANDS INC. COMM 349631 428 16,154 SH SOLE 0 16,154
FORWARD AIR CORPORATIO COMM 349853 191 5,420 SH SOLE 4,760 660
FOSSILL INC COMM 349882 122 9,190 SH SOLE 7,870 1,320
FOSTER WHEELER COMM 350244 66 9,090 SH SOLE 7,270 1,820
FOUNDATION HEALTH SYST COMM 350404 3 210 SH SOLE 0 210
FPL GROUP COMM 302571 1,383 21,026 SH SOLE 3,779 17,247
FRANKLIN RESOURCES INC COMM 354613 1,354 30,470 SH SOLE 3,850 26,620
FREEPORT-MCMORAN COPPE COMM 35671D 176 19,915 SH SOLE 1,780 18,135
FREMONT GEN CORP COMM 357288 55 16,142 SH SOLE 12,552 3,590
FRIEDE GOLDMAN HALTER COMM 358430 76 10,750 SH SOLE 8,740 2,010
FRITZ CO COMM 358846 106 8,823 SH SOLE 7,293 1,530
FULLER CO COMM 359694 2 60 SH SOLE 0 60
FURNITURE BRANDS INTL COMM 360921 1 60 SH SOLE 0 60
G & K SERVICES INC COMM 361268 180 6,427 SH SOLE 5,547 880
GALILEO INTERNATIONAL COMM 363547 2 130 SH SOLE 0 130
GALLAGHER ARTHUR J & C COMM 363576 598 10,114 SH SOLE 8,714 1,400
GANNETT CO. INC. DEL COMM 364730 2,604 49,128 SH SOLE 17,374 31,754
GAP, INC. COMM 364760 1,968 98,114 SH SOLE 14,525 83,589
GARDNER DENVER INC COMM 365558 67 4,120 SH SOLE 4,120 0
GARTNER GROUP INC CL B COMM 366651 1 100 SH SOLE 0 100
GATEWAY 2000 INC COMM 367626 1,775 36,780 SH SOLE 5,370 31,410
GATX CORP COMM 361448 5 130 SH SOLE 0 130
GBC BANCORP COMM 361475 111 3,250 SH SOLE 3,220 30
GC COS INC COMM 36155Q 1 470 SH SOLE 0 470
GENCORP INC COMM 368682 56 6,920 SH SOLE 6,920 0
GENERAL COMMUNICATIONS COMM 369385 72 10,120 SH SOLE 7,450 2,670
GENERAL DYNAMICS CORP. COMM 369550 1,476 23,491 SH SOLE 3,380 20,111
GENERAL ELECTRIC CO. COMM 369604 86,7071,499,801 SH SOLE 236,2651,263,536
GENERAL MILLS INC. COMM 370334 1,953 55,020 SH SOLE 22,488 32,532
GENERAL MOTORS COMM 370442 8,387 129,035 SH SOLE 19,924109,111
GENERAL SEMICONDUCTORS COMM 370787 116 9,510 SH SOLE 7,980 1,530
GENTEX CORP. COMM 371901 505 20,190 SH SOLE 17,360 2,830
GENUINE PARTS CO. COMM 372460 396 20,764 SH SOLE 3,120 17,644
GENZYME CORP-GENL DIV. COMM 372917 12 180 SH SOLE 0 180
GEORGIA-PAC GROUP COMM 373298 474 20,179 SH SOLE 2,356 17,823
GEORGIA-PACIFIC TIMBER COMM 373298 2 80 SH SOLE 0 80
GERBER SCIENTIFIC INC COMM 373730 52 6,081 SH SOLE 4,881 1,200
GILEAD SCIENCES INC COMM 375558 11 100 SH SOLE 0 100
GILLETTE CO. COMM 375766 4,065 131,660 SH SOLE 19,838111,822
GLATFELTER (P.H.) CORP COMM 377316 1 70 SH SOLE 0 70
GLOBAL CROSSING LTD COMM G3921A 2,990 96,464 SH SOLE 13,723 82,741
GLOBAL MARINE INC NEW COMM 379352 8 270 SH SOLE 0 270
GOLDEN WEST FINANCIAL COMM 381317 1,182 22,050 SH SOLE 3,880 18,170
GOODRICH BF COMM 382388 504 12,874 SH SOLE 1,741 11,133
GOODYEAR TIRE & RUBBER COMM 382550 334 18,557 SH SOLE 2,520 16,037
GOODYS FAMILY CLOTHING COMM 382588 19 4,950 SH SOLE 4,950 0
GPU INC. COMM 36225X 483 14,872 SH SOLE 2,035 12,837
GRACE (W.R.) COMM 38388F 51 7,363 SH SOLE 494 6,869
GRACO INC COMM 384109 206 6,340 SH SOLE 5,500 840
GRAINGER WW COMM 384802 312 11,847 SH SOLE 1,750 10,097
GRANITE CONSTRUCTION I COMM 387328 1 30 SH SOLE 0 30
GRANT PRIDECO INC COMM 38821G 4 170 SH SOLE 0 170
GREAT ATLANTIC & PAC T COMM 390064 109 9,890 SH SOLE 9,840 50
GREAT LAKES CHEMICAL C COMM 390568 188 6,412 SH SOLE 620 5,792
GREAT PLAINS SOFTWARE COMM 39119E 159 5,660 SH SOLE 4,860 800
GREENPOINT FINANCIAL C COMM 395384 7 220 SH SOLE 0 220
GROUP 1 AUTOMOTIVE COMM 398905 69 6,350 SH SOLE 5,200 1,150
GUIDANT CORP. COMM 401698 2,670 37,766 SH SOLE 5,546 32,220
H.J. HEINZ CO. COMM 423074 1,719 46,386 SH SOLE 9,287 37,099
H.R. BLOCK COMM 093671 441 11,899 SH SOLE 1,470 10,429
HAGGAR CORP COMM 405173 34 2,730 SH SOLE 2,730 0
HAIN CELESTIAL GROUP I COMM 405217 286 8,140 SH SOLE 7,030 1,110
HALLIBURTON CO. COMM 406216 2,561 52,329 SH SOLE 6,468 45,861
HA-LO INDUSTRIES COMM 404429 45 11,220 SH SOLE 8,570 2,650
HANOVER COMPRESSOR CO COMM 410768 4 120 SH SOLE 0 120
HARCOURT GENERAL, INC. COMM 41163G 573 9,710 SH SOLE 1,874 7,836
HARLEY-DAVIDSON COMM 412822 1,766 36,890 SH SOLE 5,930 30,960
HARMAN INTL INDUSTRIES COMM 413086 584 14,940 SH SOLE 9,480 5,460
HARRA'S ENTERTAINMENT COMM 413619 306 11,131 SH SOLE 0 11,131
HARRIS CORP. DEL COMM 413875 4 130 SH SOLE 0 130
HARSCO CORP COMM 415864 1 50 SH SOLE 0 50
HARTE-HANKS CORP COMM 416196 2 80 SH SOLE 0 80
HARTFORD FINC SERVICES COMM 416515 1,909 26,200 SH SOLE 3,818 22,382
HASBRO INC COMM 418056 258 22,514 SH SOLE 3,395 19,119
HAVAS ADVERTISING COMM 419313 329 22,470 SH SOLE 22,470 0
HAWAIIAN ELECTRIC COMM 419870 5 130 SH SOLE 0 130
HCA - THE HEALTHCARE C COMM 404119 2,257 60,776 SH SOLE 9,872 50,904
HEALTH MANAGEMENT ASSO COMM 421933 8 400 SH SOLE 0 400
HEALTHSOUTH REHAB. COMM 421924 326 40,425 SH SOLE 5,860 34,565
HEARTLAND EXPRESS INC COMM 422347 128 7,390 SH SOLE 6,270 1,120
HEIDRICK & STRUGGLES I COMM 422819 289 5,620 SH SOLE 4,890 730
HELIX TECHNOLOGIES COMM 423319 192 6,430 SH SOLE 5,540 890
HELMERICH & PAYNE COMM 423452 3 90 SH SOLE 0 90
HENRY JACK & ASSOC INC COMM 426281 487 11,222 SH SOLE 9,662 1,560
HERCULES COMM 427056 163 11,566 SH SOLE 1,253 10,313
HERSHEY FOODS CORP. COMM 427866 1,026 18,953 SH SOLE 4,440 14,513
HEWLETT PACKARD CO. COMM 428236 12,492 128,786 SH SOLE 26,683102,103
HIBERNIA CORP - CL A COMM 428656 2 180 SH SOLE 0 180
HILB, ROGAL & HAMIL COMM 431294 175 4,200 SH SOLE 3,550 650
HILLENBRAND IND. COMM 431573 7 150 SH SOLE 0 150
HILTON HOTELS CORP. COMM 432848 504 42,637 SH SOLE 6,010 36,627
HISPANIC BROADCASTING COMM 43357B 6 220 SH SOLE 0 220
HNC SOFTWARE COMM 40425P 825 10,080 SH SOLE 6,740 3,340
HOME DEPOT INC COMM 437076 15,830 299,041 SH SOLE 59,134239,907
HOMESTAKE MINING COMM 437614 146 28,143 SH SOLE 3,690 24,453
HON INDUSTIRES COMM 438092 3 120 SH SOLE 0 120
HONEYWELL INTERNATIONA COMM 438516 3,877 108,832 SH SOLE 27,025 81,807
HOOPER HOLMES COMM 439104 153 16,060 SH SOLE 13,390 2,670
HORACE MANN EDUCATORS COMM 440327 1 50 SH SOLE 0 50
HORMEL FOODS CORP COMM 440452 3 160 SH SOLE 0 160
HOUGHTON MIFFLIN COMM 441560 3 80 SH SOLE 0 80
HOUSEHOLD INTERNATIONA COMM 441815 8,087 142,816 SH SOLE 8,129134,687
HS RES INC COMM 404297 186 5,520 SH SOLE 4,740 780
HSB GROUP INC COMM 40428N 3 70 SH SOLE 0 70
HUBBELL INC - CL B COMM 443510 3 130 SH SOLE 0 130
HUDSON UNITED BANCORP COMM 444165 407 14,733 SH SOLE 12,743 1,990
HUFFY CORP COMM 444356 22 2,090 SH SOLE 2,090 0
HUGHES SUPPLY INC COMM 444482 143 7,285 SH SOLE 6,265 1,020
HUMANA INC. COMM 444859 220 20,504 SH SOLE 2,905 17,599
HUNTINGTON BANC SHARES COMM 446150 433 29,482 SH SOLE 3,698 25,784
HUTCHINSON TECHNOLOGY COMM 448407 161 7,640 SH SOLE 6,530 1,110
HYPERION SOLUTIONS COR COMM 44914M 230 8,886 SH SOLE 7,646 1,240
IBP INC. COMM 449223 3 160 SH SOLE 0 160
ICN PHARMACEUTICALS IN COMM 448924 6 170 SH SOLE 0 170
IDACORP INC COMM 451107 5 110 SH SOLE 0 110
IDEC PHARMACEUTICALS C COMM 449370 16 90 SH SOLE 0 90
IDEX CORP. COMM 45167R 367 13,140 SH SOLE 7,590 5,550
IDEXX LABS INC COMM 45168D 268 10,009 SH SOLE 8,549 1,460
IHOP CORP COMM 449623 148 7,770 SH SOLE 6,670 1,100
ILLINOIS TOOL WORKS IN COMM 452308 2,437 43,609 SH SOLE 13,516 30,093
IMATION CORP COMM 45245A 1 50 SH SOLE 0 50
IMC GLOBAL INC. COMM 449669 2 130 SH SOLE 0 130
IMMUNE RESPONSE COMM 45252T 47 6,830 SH SOLE 5,620 1,210
IMPERIAL BANCORP COMM 452556 228 11,910 SH SOLE 10,190 1,720
IMS HEALTH INC COMM 449934 786 37,880 SH SOLE 5,182 32,698
INCO LTD COMM 453258 381 23,639 SH SOLE 3,687 19,952
INCYTE PHARMACEUTICALS COMM 45337C 7 160 SH SOLE 0 160
INFORMIX COMM 456779 1 300 SH SOLE 0 300
ING GROEP N.V.-SPONS A COMM 456837 304 4,614 SH SOLE 4,614 0
INGERSOLL RAND COMM 456866 674 19,853 SH SOLE 2,903 16,950
INNOVEX INC COMM 457647 53 3,900 SH SOLE 3,350 550
INPUT/OUTPUT INC COMM 457652 118 12,274 SH SOLE 9,974 2,300
INSIGHT ENTERPRISES IN COMM 45765U 302 11,100 SH SOLE 9,585 1,515
INSITUFORM TECHNOLOGIE COMM 457667 238 7,080 SH SOLE 6,080 1,000
INSURANCE AUTO AUCTION COMM 457875 66 4,070 SH SOLE 3,440 630
INTEGRATED DEVICE TECH COMM 458118 19 210 SH SOLE 0 210
INTEL CORP. COMM 458140 44,0581,060,031 SH SOLE 156,214903,817
INTER TEL INC. COMM 458372 80 7,040 SH SOLE 5,980 1,060
INTERFACE INC -CL A COMM 458665 94 11,818 SH SOLE 8,938 2,880
INTERIM SERVICES INC COMM 848420 34 2,858 SH SOLE 2,858 0
INTERMAGNETICS GENERAL COMM 458771 102 3,832 SH SOLE 3,245 587
INTERMET CORP COMM 45881K 39 5,394 SH SOLE 5,394 0
INTERNATIONAL PAPER CO COMM 460146 1,676 58,433 SH SOLE 8,021 50,412
INTERPUBLIC GROUP COMM 460690 1,192 35,004 SH SOLE 5,264 29,740
INTERSTATE BAKERIES CO COMM 46072H 1 80 SH SOLE 0 80
INTERVOICE INC COMM 461142 93 8,840 SH SOLE 7,440 1,400
INT'L BUSINESS MACHINE COMM 459200 25,756 228,692 SH SOLE 47,876180,816
INT'L FLAVORS & FRAGRA COMM 459506 285 15,595 SH SOLE 4,386 11,209
INTL MULTIFOODS CORP COMM 460043 1 30 SH SOLE 0 30
INTL RECTIFIER CORP. COMM 460254 196 3,880 SH SOLE 0 3,880
INTL SPEEDWAY CORP - C COMM 460335 5 140 SH SOLE 0 140
INTUIT INC COMM 461202 23 410 SH SOLE 0 410
INVACARE CORP COMM 461203 285 8,866 SH SOLE 7,606 1,260
INVESTMENT TECHNOLOGY COMM 46145F 3 70 SH SOLE 0 70
INVESTORS FINANCIAL SV COMM 461915 523 8,290 SH SOLE 7,150 1,140
IONICS INC COMM 462218 116 5,435 SH SOLE 4,655 780
IPALCO ENTERPRISES INC COMM 462613 2 100 SH SOLE 0 100
ISHARES MSCI AUSTRALIA COMM 464286 1,858 195,573 SH SOLE 187,763 7,810
ISHARES MSCI AUSTRIA COMM 464286 168 21,835 SH SOLE 21,135 700
ISHARES MSCI BELGIUM COMM 464286 58 4,540 SH SOLE 2,820 1,720
ISHARES MSCI FRANCE COMM 464286 1,195 48,265 SH SOLE 36,220 12,045
ISHARES MSCI GERMANY COMM 464286 679 35,134 SH SOLE 23,674 11,460
ISHARES MSCI HONG KONG COMM 464286 1,711 141,115 SH SOLE 136,525 4,590
ISHARES MSCI ITALY COMM 464286 1,209 56,906 SH SOLE 51,536 5,370
ISHARES MSCI JAPAN COMM 464286 7,671 578,945 SH SOLE 524,760 54,185
ISHARES MSCI NETHERLAN COMM 464286 179 7,900 SH SOLE 1,590 6,310
ISHARES MSCI SINGAPORE COMM 464286 787 114,502 SH SOLE 110,632 3,870
ISHARES MSCI SPAIN COMM 464286 635 26,049 SH SOLE 22,749 3,300
ISHARES MSCI SWEDEN COMM 464286 352 16,100 SH SOLE 12,440 3,660
ISHARES MSCI SWITZERLA COMM 464286 164 10,900 SH SOLE 0 10,900
ISHARES UNITED KINGDOM COMM 464286 2,125 118,880 SH SOLE 87,460 31,420
ITT INDUSTRIES INC COMM 450911 341 10,526 SH SOLE 1,338 9,188
IVAX CORP COMM 465823 14 310 SH SOLE 0 310
J&J SNACK FOODS INC COMM 466032 38 2,950 SH SOLE 2,950 0
J.C. PENNEY CO. COMM 708160 372 31,504 SH SOLE 4,777 26,727
J.P. MORGAN & CO. COMM 616880 3,761 23,019 SH SOLE 10,712 12,307
JABIL CIRCUIT INC COMM 466313 22 380 SH SOLE 0 380
JACK IN THE BOX INC COMM 466367 34 1,580 SH SOLE 0 1,580
JACOBS ENGINEERING GRO COMM 469814 3 70 SH SOLE 0 70
JAKKS PACIFIC INC COMM 47012E 54 5,730 SH SOLE 4,850 880
JB HUNT TRANSPORT SVC COMM 445658 1 50 SH SOLE 0 50
JDS UNIPHASE CORP COMM 46612J 11,091 117,135 SH SOLE 22,080 95,055
JEFFERIES GROUP INC (N COMM 472319 197 7,320 SH SOLE 6,210 1,110
JEFFERSON PILOT COMM 475070 1,406 20,709 SH SOLE 10,349 10,360
JLG INDUSTRIES INC COMM 466210 134 11,000 SH SOLE 9,250 1,750
JO-ANN STORES INC - CL COMM 47758P 34 4,745 SH SOLE 4,745 0
JOHN H. HARLAND CO. COMM 412693 126 8,200 SH SOLE 6,830 1,370
JOHNSON & JOHNSON COMM 478160 20,675 220,097 SH SOLE 37,146182,951
JOHNSON CONTROLS INC. COMM 478366 555 10,435 SH SOLE 1,624 8,811
JONES APPAREL GROUP COMM 480074 6 230 SH SOLE 0 230
K2 INC/ANTHONY INDS COMM 482732 21 2,300 SH SOLE 2,300 0
KAMAN CORP -CL A COMM 483548 71 5,593 SH SOLE 4,593 1,000
KANSAS CITY POWER & LI COMM 485134 2 70 SH SOLE 0 70
KAUFMAN & BROAD HOME C COMM 486168 138 5,129 SH SOLE 30 5,099
KAYDON CORP COMM 486587 2 80 SH SOLE 0 80
KEANE INC COMM 486665 1 80 SH SOLE 0 80
KELLOGG COMM 487836 1,256 51,908 SH SOLE 9,620 42,288
KELLWOOD INC COMM 488044 148 8,090 SH SOLE 6,900 1,190
KELLY SERVICES, INC. C COMM 488152 1 50 SH SOLE 0 50
KEMET CORP COMM 488360 649 23,480 SH SOLE 20,190 3,290
KENNAMETAL INC COMM 489170 2 80 SH SOLE 0 80
KENT ELECTRONICS CORP COMM 490553 267 11,163 SH SOLE 6,693 4,470
KERR MCGEE COMM 492386 1,472 22,218 SH SOLE 12,190 10,028
KEYCORP COMM 493267 1,345 53,125 SH SOLE 6,840 46,285
KEYSPAN CORP COMM 49337W 18 440 SH SOLE 0 440
KEYSTONE FINANCIAL INC COMM 493482 2 70 SH SOLE 0 70
KIMBERLY CLARK COMM 494368 8,202 146,954 SH SOLE 22,326124,628
KINDER MORGAN INC COMM 49455P 9 220 SH SOLE 0 220
KING PHARMACEUTICALS COMM 495582 90 2,688 SH SOLE 0 2,688
KIRBY CORP COMM 497266 136 6,917 SH SOLE 5,797 1,120
KLA-TENCOR CORP. COMM 482480 866 21,035 SH SOLE 2,990 18,045
KLM ROYAL DUTCH AIR-AD COMM 482516 66 3,539 SH SOLE 3,539 0
K-MART COMM 482584 346 56,993 SH SOLE 6,668 50,325
KNIGHT RIDDER NEWSPAPE COMM 499040 587 11,556 SH SOLE 2,309 9,247
KOHLS CORP COMM 500255 2,291 39,720 SH SOLE 5,860 33,860
KONINKLIJKE AHOLD - AD COMM 500467 294 10,443 SH SOLE 10,443 0
KONINKLIJKE KPN NV-ADR COMM 780641 196 9,042 SH SOLE 9,042 0
KONINKLIJKE PHILIPS EL COMM 500472 667 15,684 SH SOLE 15,684 0
KROGER COMPANY COMM 501044 2,351 104,203 SH SOLE 17,834 86,369
KROLL-O'GARA COMPANY COMM 501050 30 4,960 SH SOLE 4,960 0
KRONOS INC COMM 501052 117 3,910 SH SOLE 3,330 580
K-SWISS CL-A COMM 482686 70 3,120 SH SOLE 3,120 0
KULICKE & SOFFA INDS I COMM 501242 210 15,780 SH SOLE 13,680 2,100
L-3 COMMUNICATIONS HLD COMM 502424 5 80 SH SOLE 0 80
LA Z BOY CHAIR CO COMM 505336 351 24,093 SH SOLE 12,963 11,130
LABOR READY COMM 505401 40 9,590 SH SOLE 8,390 1,200
LACLEDE GAS CO COMM 505588 106 4,880 SH SOLE 4,830 50
LANCASTER COLONY COMM 513847 2 90 SH SOLE 0 90
LANDRY'S RESTAURANTS COMM 51508L 48 7,000 SH SOLE 7,000 0
LANDS END INC COMM 515086 1 70 SH SOLE 0 70
LANDSTAR SYSTEMS INC COMM 515098 130 2,905 SH SOLE 2,495 410
LASER VISION CENTERS COMM 51807H 4 950 SH SOLE 0 950
LATTICE SEMICONDUCTOR COMM 518415 101 1,870 SH SOLE 0 1,870
LAWSON PRODUCTS INC. COMM 520776 104 4,300 SH SOLE 4,270 30
LEAR CORP COMM 521865 3 150 SH SOLE 0 150
LEE ENTERPRISES COMM 523768 2 80 SH SOLE 0 80
LEGATO SYSTEMS INC COMM 524651 2 160 SH SOLE 0 160
LEGG MASON INC COMM 524901 8 130 SH SOLE 0 130
LEGGETT & PLATT INC COMM 524660 351 22,190 SH SOLE 3,010 19,180
LEHMAN BROS HOLDING IN COMM 524908 2,039 13,719 SH SOLE 1,780 11,939
LENNAR CORP COMM 526057 3 110 SH SOLE 0 110
LENNOX INTERNATIONAL COMM 526107 138 14,750 SH SOLE 12,530 2,220
LEXMARK INTL GROUP CL COMM 529771 546 14,555 SH SOLE 2,100 12,455
LG AND E ENERGY CORP. COMM 501917 22 881 SH SOLE 0 881
LIBBEY INC COMM 529898 166 5,320 SH SOLE 4,600 720
LILLY (ELI) & CO. COMM 532457 11,822 145,728 SH SOLE 30,235115,493
LILLY INDUSTRIES INC COMM 532491 193 6,539 SH SOLE 5,619 920
LIMITED, INC. COMM 532716 1,161 52,606 SH SOLE 8,010 44,596
LINCARE HOLDINGS INC COMM 532791 3 110 SH SOLE 0 110
LINCOLN NATIONAL CORP. COMM 534187 1,164 24,177 SH SOLE 3,608 20,569
LINDSAY MANUFACTURING COMM 535555 63 3,379 SH SOLE 3,379 0
LINEAR TECHNOLOGY CORP COMM 535678 5,221 80,630 SH SOLE 5,390 75,240
LINENS N' THINGS COMM 535679 353 13,840 SH SOLE 9,500 4,340
LITTON INDUSTRIES COMM 538021 5 120 SH SOLE 0 120
LIZ CLAIBORNE INC COMM 539320 265 6,874 SH SOLE 1,090 5,784
LOCKHEED MARTIN CORP COMM 539830 1,569 47,634 SH SOLE 6,666 40,968
LOEWS CORP. COMM 540424 1,191 14,285 SH SOLE 7,780 6,505
LONGS DRUG STORES CORP COMM 543162 90 4,698 SH SOLE 730 3,968
LONGVIEW FIBRE CO. COMM 543213 1 60 SH SOLE 0 60
LOUIS DREYFUS NAT GAS COMM 546011 451 11,370 SH SOLE 9,830 1,540
LOUISIANA PACIFIC CORP COMM 546347 101 11,038 SH SOLE 1,070 9,968
LOWE'S COMPANIES COMM 548661 2,075 46,230 SH SOLE 6,698 39,532
LSI LOGIC CORP COMM 502161 1,070 36,268 SH SOLE 5,030 31,238
LUBRIZOL CORP. COMM 549271 1 60 SH SOLE 0 60
LUBY'S CAFETERIAS COMM 549282 37 6,890 SH SOLE 6,810 80
LUCENT TECHNOLOGIES IN COMM 549463 11,721 384,290 SH SOLE 53,671330,619
LYONDELL PETROCHEMICAL COMM 552078 2 140 SH SOLE 0 140
MACDERMID INC COMM 554273 185 8,800 SH SOLE 7,590 1,210
MACROMEDIA INC COMM 556100 9 110 SH SOLE 0 110
MAF BANCORP, INC. COMM 55261R 158 6,370 SH SOLE 6,330 40
MALLINCKRODT INC COMM 561232 423 9,268 SH SOLE 1,500 7,768
MANITOWAC INC COMM 563571 145 7,347 SH SOLE 6,337 1,010
MANOR CARE INC COMM 564055 200 12,749 SH SOLE 2,015 10,734
MANPOWER INC COMM 56418H 5 150 SH SOLE 0 150
MARCHFIRST INC COMM 566244 4 280 SH SOLE 0 280
MARCUS CORP COMM 566330 18 1,670 SH SOLE 0 1,670
MARK IV INDUSTRIES INC COMM 570387 1 50 SH SOLE 0 50
MARRIOTT INTL-CLASS A COMM 571903 1,231 33,785 SH SOLE 6,163 27,622
MARSH & MCLENNAN COMM 571748 4,878 36,747 SH SOLE 9,833 26,914
MARSHALL & ILSLEY CORP COMM 571834 13 260 SH SOLE 0 260
MARTIN MARIETTA MATERI COMM 573284 5 120 SH SOLE 0 120
MASCO CORP. COMM 574599 989 53,090 SH SOLE 7,300 45,790
MASOTECH CORP COMM 574670 218 13,170 SH SOLE 11,120 2,050
MATERIAL SCIENCES CORP COMM 576674 33 2,930 SH SOLE 2,930 0
MATTEL INC. COMM 577081 581 50,488 SH SOLE 7,061 43,427
MAXIM INTERGRATED PROD COMM 57772K 2,518 31,310 SH SOLE 4,620 26,690
MAXIMUS INC COMM 577933 127 5,730 SH SOLE 4,890 840
MAXXAM INC COMM 577913 2 80 SH SOLE 0 80
MAY DEPARTMENT STORES COMM 577778 838 40,886 SH SOLE 6,588 34,298
MAYTAG CORP. COMM 578592 321 10,226 SH SOLE 1,470 8,756
MBIA INC COMM 55262C 827 11,628 SH SOLE 1,380 10,248
MBNA CORP. COMM 55262L 8,216 213,407 SH SOLE 13,565199,842
MCCORMICK & CO COMM 579780 4 120 SH SOLE 0 120
MCDERMOTT INTL. COMM 580037 16 1,430 SH SOLE 440 990
MCDONALD'S CORP COMM 580135 5,062 167,675 SH SOLE 24,560143,115
MCGRAW-HILL INC. COMM 580645 7,901 124,303 SH SOLE 15,410108,893
MCI WORLDCOM INC COMM 55268B 5,261 157,051 SH SOLE 6,243150,808
MCKESSON HBOC INC COMM 58155Q 1,053 34,456 SH SOLE 4,379 30,077
MCN ENERGY GROUP INC COMM 55267J 3 120 SH SOLE 0 120
MDC HOLDINGS INC COMM 552676 181 6,960 SH SOLE 5,900 1,060
MEAD CORP COMM 582834 277 11,834 SH SOLE 1,460 10,374
MEADE INSTRUMENTS CORP COMM 583062 79 3,920 SH SOLE 3,890 30
MEDIA GENERAL INC - CL COMM 584404 4 90 SH SOLE 0 90
MEDICIS PHARMACEUTICAL COMM 584690 495 8,050 SH SOLE 6,900 1,150
MEDIMMUNE INC COMM 584699 1,705 22,070 SH SOLE 3,450 18,620
MEDTRONIC INC COMM 585055 8,094 156,225 SH SOLE 31,172125,053
MELLON FINANCIAL CORP COMM 58551A 2,897 62,469 SH SOLE 8,980 53,489
MEMBERWORKS INC COMM 586002 151 4,600 SH SOLE 3,940 660
MENS WAREHOUSE INC COMM 587118 338 11,945 SH SOLE 10,305 1,640
MENTOR CORP MINN COMM 587188 105 6,673 SH SOLE 5,693 980
MENTOR GRAPHICS COMM 587200 2 80 SH SOLE 0 80
MERCANTILE BANKSHARES COMM 587405 6 160 SH SOLE 0 160
MERCK & CO., INC. COMM 589331 26,749 359,345 SH SOLE 59,360299,985
MERCURY COMPUTER SYSTE COMM 589378 163 5,860 SH SOLE 5,040 820
MERCURY INTERACTIVE COMM 589405 1,337 8,530 SH SOLE 1,310 7,220
MEREDITH CORP COMM 589433 249 8,443 SH SOLE 2,328 6,115
MERITOR AUTOMOTIVE INC COMM 59000G 1 80 SH SOLE 0 80
MERRILL LYNCH & CO. COMM 590188 10,670 161,666 SH SOLE 24,164137,502
METHODE ELECTRONICS IN COMM 591520 434 9,790 SH SOLE 8,440 1,350
MGIC INVESTMENT CO. COMM 552848 780 12,753 SH SOLE 1,550 11,203
MICHAEL FOODS INC. COMM 594079 153 6,530 SH SOLE 5,550 980
MICHAELS STORES INC COMM 594087 474 11,850 SH SOLE 8,100 3,750
MICREL INC COMM 594793 11 170 SH SOLE 0 170
MICROCHIP TECHNOLOGY I COMM 595017 8 240 SH SOLE 0 240
MICRON TECHNOLOGY COMM 595112 3,366 73,169 SH SOLE 15,186 57,983
MICROS SYSTEMS INC COMM 594901 72 4,780 SH SOLE 4,090 690
MICROSOFT CORP COMM 594918 37,453 620,986 SH SOLE 87,434533,552
MID ATLANTIC MED SVCS COMM 59523C 159 10,480 SH SOLE 10,480 0
MIDAS INC COMM 595626 76 5,420 SH SOLE 4,590 830
MIDWAY GAMES INC COMM 598148 65 9,320 SH SOLE 7,820 1,500
MIDWEST EXPRESS HOLDIN COMM 597911 76 3,770 SH SOLE 3,380 390
MILACRON INC COMM 598709 123 9,250 SH SOLE 7,730 1,520
MILLENNIUM PHARMACEUTI COMM 599902 26 180 SH SOLE 0 180
MILLER HERMAN INC COMM 600544 5 150 SH SOLE 0 150
MILLIPORE CORP. COMM 601073 264 5,452 SH SOLE 590 4,862
MINERALS TECHNOLOGIES COMM 603158 3 60 SH SOLE 0 60
MINIMED INC COMM 60365K 11 120 SH SOLE 0 120
MINNESOTA MINING & MFG COMM 604059 5,078 55,722 SH SOLE 18,502 37,220
MINNESOTA POWER INC COMM 604110 2 90 SH SOLE 0 90
MIPS TECHNOLOGIES INC COMM 604567 18 398 SH SOLE 24 374
MODINE MANUFACTURING C COMM 607828 3 100 SH SOLE 0 100
MODIS PROFESSIONAL SVC COMM 607830 1 110 SH SOLE 0 110
MOHAWK INDUSTRIES INC COMM 608190 2 100 SH SOLE 0 100
MOLEX INCORPORATED COMM 608554 1,238 22,734 SH SOLE 3,302 19,432
MONACO COACH COMM 60886R 81 4,890 SH SOLE 4,850 40
MONTANA POWER CO COMM 612085 7 220 SH SOLE 0 220
MORGAN KEEGAN INC COMM 617410 135 7,720 SH SOLE 6,390 1,330
MORGAN STANLEY DW COMM 617446 13,540 148,079 SH SOLE 30,314117,765
MORRISON MGMT. SPECIAL COMM 618459 142 4,790 SH SOLE 4,360 430
MOTOROLA INC. COMM 620076 8,032 277,573 SH SOLE 55,778221,795
MS CARRIERS INC COMM 553533 56 3,610 SH SOLE 3,610 0
MUELLER INDUSTRIES COMM 624756 317 14,142 SH SOLE 8,642 5,500
MURPHY OIL CORP COMM 626717 6 100 SH SOLE 0 100
MUTUAL RISK MGMT LTD COMM 628351 252 11,506 SH SOLE 9,836 1,670
MYERS INDUSTRIES INC COMM 628464 74 5,848 SH SOLE 5,034 814
MYLAN LABORATORIES COMM 628530 6 240 SH SOLE 0 240
NABISCO GROUP HOLDINGS COMM 62952P 1,195 41,915 SH SOLE 8,670 33,245
NABORS INDUSTRIES INC COMM 629568 15 280 SH SOLE 0 280
NATIONAL CITY CORP. COMM 635405 1,643 74,696 SH SOLE 9,944 64,752
NATIONAL COMM BANCORP COMM 635449 6 291 SH SOLE 0 291
NATIONAL COMPUTER SYST COMM 635519 640 8,756 SH SOLE 7,566 1,190
NATIONAL DATA CORP COMM 635621 308 9,396 SH SOLE 8,106 1,290
NATIONAL DISCOUNT BROK COMM 635646 178 5,740 SH SOLE 5,030 710
NATIONAL FUEL GAS CO COMM 636180 7 130 SH SOLE 0 130
NATIONAL INSTRUMENT CO COMM 636518 603 13,675 SH SOLE 11,805 1,870
NATIONAL PRESTO IND. COMM 637215 169 5,660 SH SOLE 5,550 110
NATIONAL SEMICONDUCTOR COMM 637640 806 19,779 SH SOLE 2,870 16,909
NATIONAL SERVICE IND. COMM 637657 121 6,175 SH SOLE 1,480 4,695
NAUTICA ENTERPRISES IN COMM 639089 118 9,156 SH SOLE 7,636 1,520
NAVISTAR INT'L CORP. COMM 63934E 223 7,451 SH SOLE 780 6,671
NBTY INC COMM 628782 109 16,693 SH SOLE 13,993 2,700
NCH CORP COMM 628850 3 80 SH SOLE 0 80
NCR CORP COMM 62886E 409 10,860 SH SOLE 1,840 9,020
NEIMAN-MARCUS GROUP IN COMM 640204 4 110 SH SOLE 0 110
NESTLE ADR (REG) COMM 641069 734 6,827 SH SOLE 6,827 0
NETWORK APPLIANCE INC COMM 64120L 4,956 38,910 SH SOLE 8,820 30,090
NETWORK EQUIPMENT COMM 641208 60 5,620 SH SOLE 4,520 1,100
NETWORKS ASSOCIATES IN COMM 640938 6 260 SH SOLE 0 260
NEW ENGLAND BUSINESS S COMM 643872 95 5,250 SH SOLE 4,370 880
NEW JERSEY RES COMM 646025 229 5,636 SH SOLE 5,076 560
NEW YORK TIMES CLASS A COMM 650111 835 21,240 SH SOLE 3,274 17,966
NEW YORK TIMES CO - CL COMM 650111 84 2,140 SH SOLE 1,250 890
NEWELL RUBBERMAID CO. COMM 651229 853 37,409 SH SOLE 7,928 29,481
NEWFIELD EXPLORATION C COMM 651290 543 11,622 SH SOLE 10,102 1,520
NEWMONT MINING CORP COMM 651639 328 19,296 SH SOLE 2,438 16,858
NEWPORT NEWS SHIPBUILD COMM 652228 2 40 SH SOLE 0 40
NEXTEL COMMUNICATIONS- COMM 65332V 4,413 94,401 SH SOLE 22,000 72,401
NIAGARA MOHAWK HOLDING COMM 653520 344 21,801 SH SOLE 3,900 17,901
NICOR INC. COMM 654086 212 5,859 SH SOLE 1,540 4,319
NIKE INC. - CL B COMM 654106 1,344 33,538 SH SOLE 4,842 28,696
NISOURCE INC. COMM 65473P 5 190 SH SOLE 0 190
NOBLE AFFILIATES COMM 654894 5 130 SH SOLE 0 130
NOBLE DRILLING CORP COMM 655042 13 250 SH SOLE 0 250
NORDSON CORP COMM 655663 4 140 SH SOLE 0 140
NORDSTROM INC COMM 655664 261 16,782 SH SOLE 2,410 14,372
NORFOLK SOUTHERN CORP COMM 655844 660 45,535 SH SOLE 6,046 39,489
NORTEL NETWORKS CORP COMM 656568 29,229 484,132 SH SOLE 72,538411,594
NORTH FORK BANCORPORAT COMM 659424 4 190 SH SOLE 0 190
NORTHEAST UTILITY COMM 664397 3 160 SH SOLE 0 160
NORTHERN TRUST CORP. COMM 665859 2,444 27,503 SH SOLE 4,470 23,033
NORTHROP/GRUMMAN CORP COMM 666807 789 8,679 SH SOLE 1,050 7,629
NORTHWEST NATURAL GAS COMM 667655 119 5,222 SH SOLE 5,182 40
NORTHWESTERN CORP COMM 668074 292 14,980 SH SOLE 6,380 8,600
NOVA CORP COMM 669784 2 140 SH SOLE 0 140
NOVARTIS AG-ADR COMM 66987V 1,639 42,362 SH SOLE 42,362 0
NOVELL INC. COMM 670006 362 36,452 SH SOLE 4,569 31,883
NOVELLUS SYSTEMS COMM 670008 640 13,745 SH SOLE 1,760 11,985
NOVEN PHARMACEUTICALS COMM 670009 260 6,090 SH SOLE 5,190 900
NSTAR COMM 67019E 6 150 SH SOLE 0 150
NUCOR CORP. COMM 670346 325 10,695 SH SOLE 1,681 9,014
NUEVO ENERGY CO COMM 670509 96 5,250 SH SOLE 4,400 850
NUI CORP COMM 629430 126 4,170 SH SOLE 4,130 40
NVIDIA CORP COMM 67066G 10 120 SH SOLE 0 120
NVR INC COMM 62944T 416 5,140 SH SOLE 2,840 2,300
O REILLY AUTOMOTIVE IN COMM 686091 193 13,210 SH SOLE 11,240 1,970
OCCIDENTAL PETROLEUM COMM 674599 938 42,986 SH SOLE 5,413 37,573
OCE NV - SPONS ADR COMM 674627 108 6,825 SH SOLE 6,825 0
OCEAN ENERGY INC COMM 67481E 3 220 SH SOLE 0 220
OCEANEERING INTL INC COMM 675232 100 5,986 SH SOLE 5,206 780
OFFICE DEPOT INC COMM 676220 296 37,900 SH SOLE 5,200 32,700
OFFSHORE LOGISTICS COMM 676255 93 5,210 SH SOLE 5,150 60
OKLAHOMA GAS & ELECTRI COMM 670837 2 90 SH SOLE 0 90
OLD KENT FINANCIAL COR COMM 679833 462 15,964 SH SOLE 2,310 13,654
OLD REPUBLIC INTL CORP COMM 680223 4 180 SH SOLE 0 180
OLIN CORP. COMM 680665 1 50 SH SOLE 0 50
OM GROUP INC COMM 670872 448 10,271 SH SOLE 6,281 3,990
OMNICARE INC COMM 681904 2 110 SH SOLE 0 110
OMNICOM GROUP INC. COMM 681919 2,002 27,445 SH SOLE 9,520 17,925
OMNOVA SOLUTIONS INC COMM 682129 39 6,950 SH SOLE 4,760 2,190
ON ASSIGNMENT INC COMM 682159 192 6,110 SH SOLE 5,210 900
ONEOK INC COMM 682680 120 3,016 SH SOLE 0 3,016
ORACLE SYSTEMS COMM 68389X 32,369 411,040 SH SOLE 71,736339,304
ORBITAL SCIENCES CORP COMM 685564 91 10,912 SH SOLE 9,222 1,690
ORGANOGENESIS INC COMM 685906 141 9,580 SH SOLE 8,040 1,540
ORTHODONTIC CTRS AMERI COMM 68750P 450 13,500 SH SOLE 11,530 1,970
OSHKOSH B'GOSH CL A COMM 688222 56 3,700 SH SOLE 3,700 0
OSHKOSH TRUCKING CORP COMM 688239 208 5,380 SH SOLE 4,630 750
OSTEOTECH CORP COMM 688582 28 2,880 SH SOLE 2,880 0
OUTBACK STEAKHOUSE INC COMM 689899 4 150 SH SOLE 0 150
OVERSEAS SHIPHOLDING G COMM 690368 2 70 SH SOLE 0 70
OWENS & MINOR INC COMM 690732 138 8,744 SH SOLE 7,304 1,440
OWENS CORNING COMM 69073F 17 6,094 SH SOLE 976 5,118
OWENS ILLINOIS INC COMM 690768 164 17,701 SH SOLE 2,280 15,421
OXFORD HEALTH PLANS COMM 691471 5 160 SH SOLE 0 160
OXFORD INDS INC COMM 691497 67 3,770 SH SOLE 3,770 0
P G & E CORP COMM 69331C 1,129 46,646 SH SOLE 7,349 39,297
PACCAR INC COMM 693718 352 9,509 SH SOLE 1,676 7,833
PACIFIC CENTURY FINL C COMM 694058 2 90 SH SOLE 0 90
PACIFIC SUNWEAR OF CAL COMM 694873 161 8,565 SH SOLE 7,345 1,220
PACIFICARE HEALTH SYST COMM 695112 3 80 SH SOLE 0 80
PACTIV CORPORATION COMM 695257 212 18,933 SH SOLE 2,408 16,525
PAINEWEBBER GROUP COMM 695629 1,078 15,655 SH SOLE 1,960 13,695
PALL CORPORATION COMM 696429 278 13,922 SH SOLE 1,709 12,213
PALM INC COMM 696642 3,163 59,744 SH SOLE 9,001 50,743
PANERA BREAD COMPANY-C COMM 69840W 81 3,900 SH SOLE 3,900 0
PAPA JOHNS INTERNATION COMM 698813 2 70 SH SOLE 0 70
PARAMETRIC TECH. COMM 699173 360 32,948 SH SOLE 3,800 29,148
PAREXEL TECHNOLOGY COMM 699462 56 6,570 SH SOLE 5,380 1,190
PARK ELECTROCHEMICAL C COMM 700416 199 3,583 SH SOLE 3,083 500
PARKER HANNIFIN CORP. COMM 701094 459 13,604 SH SOLE 2,021 11,583
PATINA OIL & GAS CORP COMM 703224 78 3,880 SH SOLE 3,880 0
PATTERSON DENTAL CO COMM 703412 423 18,784 SH SOLE 16,194 2,590
PAXAR CORP COMM 704227 87 9,759 SH SOLE 7,719 2,040
PAYCHEX INC COMM 704326 2,278 43,393 SH SOLE 6,768 36,626
PAYLESS SHOESOURCE INC COMM 704379 4 70 SH SOLE 0 70
P-COM INC COMM 693262 116 17,480 SH SOLE 14,520 2,960
PE CORP-PE BIOSYSTEMS COMM 69332S 2,925 25,104 SH SOLE 3,610 21,494
PECO ENERGY CO COMM 693304 1,369 22,597 SH SOLE 3,306 19,291
PEDIATRIX MEDICAL GROU COMM 705324 56 4,370 SH SOLE 3,460 910
PEGASYS SYSTEMS INC COMM 705906 138 7,040 SH SOLE 6,020 1,020
PENFORD CORP COMM 707051 41 2,660 SH SOLE 2,660 0
PENNZOIL-QUAKER STATE COMM 709323 1 120 SH SOLE 0 120
PENTAIR INC COMM 709631 3 130 SH SOLE 0 130
PENTON MEDIA INC COMM 709668 334 12,140 SH SOLE 7,650 4,490
PEOPLES ENERGY CORP COMM 711030 154 4,617 SH SOLE 1,320 3,297
PEOPLESOFT INC COMM 712713 872 31,220 SH SOLE 4,320 26,900
PEP BOYS-MANNY,MOE & J COMM 713278 61 12,180 SH SOLE 9,730 2,450
PEPSICO COMM 713448 7,085 154,016 SH SOLE 1,470152,546
PERFORMANCE FOOD GROUP COMM 713755 173 4,590 SH SOLE 3,960 630
PERKINELMER INC COMM 714046 604 5,787 SH SOLE 700 5,087
PERRIGO COMPANY COMM 714290 1 110 SH SOLE 0 110
PFIZER INC. COMM 717081 36,301 808,151 SH SOLE 158,978649,173
PHARM. PRODUCT DEVELOP COMM 717124 184 6,910 SH SOLE 5,920 990
PHARMACIA CORPORATION COMM 71713U 8,703 144,608 SH SOLE 30,945113,663
PHELPS DODGE CORP. COMM 717265 430 10,301 SH SOLE 1,575 8,726
PHILADELPHIA SUBN CORP COMM 718009 238 10,252 SH SOLE 8,652 1,600
PHILIP MORRIS COMM 718154 6,669 226,558 SH SOLE 31,480195,078
PHILLIPS PETROLEUM COMM 718507 1,871 29,824 SH SOLE 3,674 26,150
PHILLIPS VAN HEUSEN CO COMM 718592 59 5,680 SH SOLE 3,810 1,870
PHOENIX TECHNOLOGIES L COMM 719153 109 6,840 SH SOLE 5,810 1,030
PHOTRONICS INC COMM 719405 254 11,660 SH SOLE 7,060 4,600
PIEDMONT NAT GAS INC COMM 720186 442 14,409 SH SOLE 7,249 7,160
PIER ONE COMM 720279 299 22,044 SH SOLE 18,434 3,610
PINNACLE SYSTEMS INC COMM 723481 154 13,700 SH SOLE 11,710 1,990
PINNACLE WEST CAPITAL COMM 723484 495 9,720 SH SOLE 1,380 8,340
PIONEER GROUP INC COMM 723684 326 7,420 SH SOLE 6,400 1,020
PIONEER NATURAL RESOUR COMM 723787 2 120 SH SOLE 0 120
PIONEER STD ELECTRICS COMM 723877 98 7,220 SH SOLE 6,000 1,220
PITNEY-BOWES INC. COMM 724479 1,303 33,050 SH SOLE 4,784 28,266
PITTSTON BRINKS GROUP COMM 725701 1 60 SH SOLE 0 60
PLACER DOME INC COMM 725906 374 39,604 SH SOLE 4,747 34,857
PLAINS RESOURCES INC COMM 726540 112 5,920 SH SOLE 4,910 1,010
PLANTRONICS COMM 727493 504 13,270 SH SOLE 11,450 1,820
PLEXUS CORP COMM 729132 704 9,990 SH SOLE 8,560 1,430
PNC BANK CORPORATION COMM 693475 2,469 37,977 SH SOLE 7,255 30,722
POGO PRODUCING CO COMM 730448 280 11,046 SH SOLE 9,496 1,550
POLARIS INDS INC COMM 731068 298 8,460 SH SOLE 7,330 1,130
POLAROID COMM 731095 73 5,443 SH SOLE 920 4,523
POLYCOM INC COMM 73172K 12 180 SH SOLE 0 180
POLYMEDICA CORP COMM 731738 154 3,600 SH SOLE 3,080 520
POLYONE CORPORATION COMM 73179P 139 18,970 SH SOLE 16,700 2,270
POPE & TALBOT INC COMM 732827 82 5,725 SH SOLE 5,165 560
POTLATCH CORP COMM 737628 98 3,110 SH SOLE 360 2,750
POTOMAC ELECTRIC POWER COMM 737679 18 705 SH SOLE 0 705
POWERWAVE TECHNOLOGIES COMM 739363 5 120 SH SOLE 0 120
PPG INDUSTRIES COMM 693506 842 21,221 SH SOLE 3,435 17,786
PPL CORPORATION COMM 69351T 671 16,075 SH SOLE 1,655 14,420
PRAXAIR INC COMM 74005P 723 19,342 SH SOLE 2,691 16,651
PRECISION CASTPARTS CO COMM 740189 20 520 SH SOLE 0 520
PREPAID LEGAL SERVICES COMM 740065 203 6,280 SH SOLE 5,410 870
PRICE T. ROWE ASSOCIAT COMM 741477 692 14,740 SH SOLE 1,720 13,020
PRIDE INTERNATIONAL IN COMM 741932 606 22,875 SH SOLE 14,155 8,720
PRIMARK CORP COMM 741903 333 8,759 SH SOLE 5,169 3,590
PRIME HOSPITALITY CORP COMM 741917 135 13,350 SH SOLE 11,090 2,260
PRIORITY HEALTHCARE - COMM 74264T 475 6,224 SH SOLE 5,364 860
PROCTER & GAMBLE COMM 742718 11,028 164,601 SH SOLE 32,932131,669
PROFIT RECOVERY GROUP COMM 743168 129 13,045 SH SOLE 11,185 1,860
PROGRESS SOFTWARE CORP COMM 743312 120 8,796 SH SOLE 7,436 1,360
PROGRESSIVE CORP COMM 743315 670 8,180 SH SOLE 950 7,230
PROJECT SOFTWARE COMM 74339P 90 5,810 SH SOLE 4,960 850
PROTECTIVE LIFE CORP COMM 743674 4 120 SH SOLE 0 120
PROTEIN DESIGN LABS IN COMM 74369L 1,276 10,590 SH SOLE 9,110 1,480
PROVIDENT BANKSHARES C COMM 743859 99 5,885 SH SOLE 5,843 42
PROVIDENT FINANCIAL GR COMM 743866 4 130 SH SOLE 0 130
PROVIDIAN FINANCIAL CO COMM 74406A 2,607 20,526 SH SOLE 6,516 14,010
PROXIM INC COMM 744284 310 6,960 SH SOLE 6,000 960
PUBLIC SERV. NEW MEXIC COMM 744499 2 70 SH SOLE 0 70
PUBLIC SERVICE ENTER. COMM 744573 1,220 27,291 SH SOLE 4,707 22,584
PUGET SOUND ENERGY COMM 745332 2 90 SH SOLE 0 90
PULTE CORP COMM 745867 151 4,562 SH SOLE 30 4,532
QLOGIC CORP COMM 747277 16 180 SH SOLE 0 180
QRS CORP COMM 74726X 66 4,350 SH SOLE 3,750 600
QUAKER CHEMICAL COMM 747316 60 3,520 SH SOLE 3,480 40
QUAKER OATS CO COMM 747402 1,930 24,393 SH SOLE 12,721 11,672
QUALCOMM INC COMM 747525 6,818 95,690 SH SOLE 19,530 76,160
QUANEX CORP COMM 747620 108 5,658 SH SOLE 4,558 1,100
QUANTA SERVICES INC COMM 74762E 4 130 SH SOLE 0 130
QUANTUM CORP DSSG COMM 747906 3 230 SH SOLE 0 230
QUEENS COUNTY BANCORP COMM 748242 210 7,265 SH SOLE 6,025 1,240
QUEST DIAGNOSTICS INC COMM 74834L 10 90 SH SOLE 0 90
QUESTAR CORP COMM 748356 4 140 SH SOLE 0 140
QUIKSILVER INC COMM 74838C 118 6,130 5,110 1,020
QUINTILES TRANSNATIONA COMM 748767 213 13,380 SH SOLE 1,480 11,900
QWEST COMMUNICATIONS COMM 749121 9,080 188,672 SH SOLE 27,011161,661
R R DONNELLEY & SONS COMM 257867 439 17,875 SH SOLE 3,838 14,037
R.H. DONNELLEY CORP COMM 74955W 7 326 SH SOLE 0 326
RADIAN GROUP INC COMM 750236 882 13,067 SH SOLE 8,917 4,150
RADIO SHACK CORP COMM 750438 1,479 22,895 SH SOLE 3,450 19,445
RADISYS CORP COMM 750459 238 4,710 SH SOLE 4,050 660
RALCORP HOLDINGS INC COMM 751028 108 7,650 SH SOLE 6,280 1,370
RALSTON PURINA CO. COMM 751277 918 38,748 SH SOLE 6,738 32,010
RATIONAL SOFTWARE CORP COMM 75409P 33 480 SH SOLE 0 480
RAYMOND JAMES FINANCIA COMM 754730 664 20,171 SH SOLE 10,881 9,290
RAYONIER INC COMM 754907 3 90 SH SOLE 0 90
RAYTHEON CO-CLASS B COMM 755111 1,127 39,621 SH SOLE 5,463 34,158
READERS DIGEST - CLASS COMM 755267 7 200 SH SOLE 0 200
READ-RITE CORP COMM 755246 128 11,340 SH SOLE 11,290 50
REEBOK INT'L COMM 758110 126 6,697 SH SOLE 740 5,957
REGAL BELOIT INC COMM 758750 96 5,658 SH SOLE 4,988 670
REGENERON PHARMACEUTIC COMM 75886F 312 9,560 SH SOLE 8,180 1,380
REGIONS FINANCIAL CORP COMM 758940 563 24,830 SH SOLE 3,210 21,620
REGIS CORP. COMM 758932 156 10,415 SH SOLE 8,765 1,650
RELIANCE STEEL & ALUMI COMM 759509 163 7,745 SH SOLE 6,555 1,190
RELIANT ENERGY INC COMM 75952J 1,683 36,191 SH SOLE 5,690 30,501
REMEDY CORP COMM 759548 158 8,380 SH SOLE 7,200 1,180
RENAL CARE GROUP INC COMM 759930 233 12,510 SH SOLE 10,680 1,830
REPUBLIC GROUP INC COMM 760473 65 3,530 SH SOLE 3,530 0
RESMED INC COMM 761152 264 8,440 SH SOLE 7,240 1,200
RESPIRONICS INC COMM 761230 133 7,990 SH SOLE 6,790 1,200
REYNOLDS & REYNOLDS -C COMM 761695 2 80 SH SOLE 0 80
RIGGS NATIONAL CORP WA COMM 766570 83 6,796 SH SOLE 5,966 830
RLI CORP COMM 749607 126 3,260 SH SOLE 3,150 110
ROADWAY EXPRESS INC COMM 769742 101 5,640 SH SOLE 4,670 970
ROBBINS & MEYERS COMM 770196 83 3,530 SH SOLE 3,490 40
ROBERT HALF INTL COMM 770323 11 320 SH SOLE 0 320
ROBOTIC VISION SYSTEMS COMM 771074 42 6,980 SH SOLE 6,980 0
ROCHE HOLDINGS LTD - A COMM 771195 787 8,798 SH SOLE 8,798 0
ROCKWELL INTL. COMM 773903 690 22,768 SH SOLE 3,216 19,552
ROHM & HASS CO COMM 775371 760 26,164 SH SOLE 3,718 22,446
ROLLINS TRUCK LEASING COMM 775741 71 11,169 SH SOLE 8,589 2,580
ROLLINS, INC. COMM 775711 1 60 SH SOLE 0 60
ROPER INDUSTRIES INC COMM 776696 290 8,746 SH SOLE 7,526 1,220
ROSLYN BANCORP INC COMM 778162 1 60 SH SOLE 0 60
ROSS STORES COMM 778296 1 100 SH SOLE 0 100
ROWAN COMPANIES INC COMM 779382 281 9,705 SH SOLE 290 9,415
ROYAL DUTCH PETROLEUM COMM 780257 17,355 289,544 SH SOLE 70,168219,376
RPM INC - OHIO COMM 749685 1 130 SH SOLE 0 130
RSA SECURITY INC COMM 749719 464 10,760 SH SOLE 9,280 1,480
RTI INTL METALS INC COMM 74973W 80 5,560 SH SOLE 4,530 1,030
RUBY TUESDAY INC COMM 781182 407 36,210 SH SOLE 20,500 15,710
RUDDICK CORP COMM 781258 1 70 SH SOLE 0 70
RUSS BERRIE & CO COMM 782233 145 7,338 SH SOLE 6,148 1,190
RUSSELL CORP COMM 782352 57 3,591 SH SOLE 320 3,271
RYDER SYSTEM INC. COMM 783549 151 8,182 SH SOLE 1,380 6,802
RYLAND GROUP INC COMM 783764 160 5,159 SH SOLE 4,599 560
S&P500 DEPOSITORY RECE COMM 78462F 2,476 17,240 SH SOLE 10,000 7,240
S3 INC COMM 784849 245 23,710 SH SOLE 20,310 3,400
SABRE HOLDINGS CORP CL COMM 785905 486 16,802 SH SOLE 2,924 13,878
SAFECO CORP COMM 786429 423 15,523 SH SOLE 1,899 13,624
SAFEWAY INC COMM 786514 2,917 62,475 SH SOLE 10,110 52,365
SAGA SYSTEMS INC COMM 786610 76 7,240 SH SOLE 6,100 1,140
SAKS INC COMM 79377W 2 170 SH SOLE 0 170
SALTON INC COMM 795757 111 3,430 SH SOLE 2,940 490
SANMINA CORP COMM 800907 1,546 16,512 SH SOLE 2,210 14,302
SAPIENT CORPORATION COMM 803062 553 13,600 SH SOLE 1,760 11,840
SARA LEE CORP COMM 803111 1,932 95,090 SH SOLE 930 94,160
SAWTEK INC COMM 805468 3 90 SH SOLE 0 90
SBC COMMUNICATIONS INC COMM 78387G 25,496 511,197 SH SOLE 59,005452,192
SCANA CORP. COMM 80589M 3 110 SH SOLE 0 110
SCHERING PLOUGH COMM 806605 8,252 177,229 SH SOLE 41,930135,299
SCHLUMBERGER LTD. COMM 806857 6,373 77,419 SH SOLE 17,960 59,459
SCHOLASTIC CORP COMM 807066 2 30 SH SOLE 0 30
SCHOOL SPECIALTY INC COMM 807863 90 4,230 SH SOLE 4,230 0
SCHULMAN INC COMM 808194 1 50 SH SOLE 0 50
SCHWAB (CHARLES) CORP COMM 808513 9,738 274,541 SH SOLE 20,465254,076
SCI SYSTEMS INC COMM 783890 12 290 SH SOLE 0 290
SCIENTIFIC - ATLANTA I COMM 808655 1,261 19,819 SH SOLE 2,560 17,259
SCOTT TECHNOLOGIES INC COMM 810022 89 5,040 SH SOLE 4,150 890
SCOTTS CO COMM 810186 286 8,529 SH SOLE 7,399 1,130
SCP POOL CORP COMM 784028 163 5,505 SH SOLE 4,665 840
SCPIE HOLDINGS INC COMM 78402P 59 2,920 SH SOLE 2,920 0
SEACOR HOLDINGS INC COMM 811904 406 8,700 SH SOLE 4,620 4,080
SEAGATE TECHNOLOGY COMM 811804 1,882 27,269 SH SOLE 3,815 23,454
SEAGRAM CO LTD COMM 811850 2,453 42,704 SH SOLE 0 42,704
SEALED AIR CORP COMM 81211K 447 9,877 SH SOLE 1,305 8,572
SEARS ROEBUCK & CO. COMM 812387 1,500 46,261 SH SOLE 6,904 39,357
SEI CORP COMM 784117 139 1,970 SH SOLE 0 1,970
SEITEL INC COMM 816074 66 4,570 SH SOLE 4,570 0
SELECTIVE INS GROUP IN COMM 816300 124 6,948 SH SOLE 6,088 860
SEMPRA ENERGY COMM 816851 485 23,283 SH SOLE 4,235 19,048
SEMTECH CORP COMM 816850 6 140 SH SOLE 0 140
SENSORMATIC ELECT. COR COMM 817265 1 90 SH SOLE 0 90
SEPRACOR INC COMM 817315 18 150 SH SOLE 0 150
SEQUA CORP - CL A COMM 817320 3 70 SH SOLE 0 70
SHAW GROUP INC COMM 820280 350 4,970 SH SOLE 4,350 620
SHAW INDUSTRIES INC COMM 820286 4 220 SH SOLE 0 220
SHERWIN WILLIAMS COMM 824348 417 19,530 SH SOLE 2,476 17,054
SHOPKO STORES, INC COMM 824911 90 8,654 SH SOLE 7,414 1,240
SIEBEL SYSTEMS INC COMM 826170 6,059 54,435 SH SOLE 12,020 42,415
SIERRA PACIFIC RESOURC COMM 826428 2 100 SH SOLE 0 100
SIGMA ALDRICH CORP. COMM 826552 422 12,779 SH SOLE 2,078 10,701
SILICON VALLEY BANCSHA COMM 827064 722 12,390 SH SOLE 10,700 1,690
SILICON VALLEY GROUP COMM 827066 362 13,750 SH SOLE 8,030 5,720
SIMPSON INDUSTRIES COMM 829060 1 70 SH SOLE 0 70
SIMPSON MANUFACTURING COMM 829073 320 7,160 SH SOLE 3,740 3,420
SIX FLAGS INC COMM 83001P 2 160 SH SOLE 0 160
SKYLINE CORP COMM 830830 97 4,560 SH SOLE 4,520 40
SKYWEST INC COMM 830879 388 7,570 SH SOLE 6,630 940
SLI INC COMM 78442T 66 8,960 SH SOLE 7,580 1,380
SMITH A O COMM 831865 91 7,212 SH SOLE 6,212 1,000
SMITH INTL COMM 832110 9 110 SH SOLE 0 110
SMITHFIELD FOODS INC. COMM 832248 150 5,710 SH SOLE 0 5,710
SMUCKER J.M. CO. COMM 832696 1 40 SH SOLE 0 40
SNAP-ON TOOLS CORP COMM 833034 155 6,569 SH SOLE 610 5,959
SNYDER COMMUNICATIONS COMM 832914 62 2,640 SH SOLE 0 2,640
SOLA INTERNATIONAL COMM 834092 11 1,690 SH SOLE 0 1,690
SOLECTRON CORP COMM 834182 3,297 71,470 SH SOLE 9,640 61,830
SOLUTIA INC COMM 834376 1 120 SH SOLE 0 120
SONIC CORP COMM 835451 27 870 SH SOLE 0 870
SONOCO PRODUCTS CO COMM 835495 2 110 SH SOLE 0 110
SOTHEBY'S HOLDINGS - C COMM 835898 2 70 SH SOLE 0 70
SOUTH FINANCIAL GROUP COMM 837841 141 11,130 SH SOLE 9,350 1,780
SOUTHDOWN INC. COMM 841297 6 80 SH SOLE 0 80
SOUTHERN COMPANY COMM 842587 2,669 82,217 SH SOLE 12,570 69,647
SOUTHERN UNION COMPANY COMM 844030 230 11,600 SH SOLE 9,680 1,920
SOUTHTRUST CORP COMM 844730 605 19,240 SH SOLE 2,510 16,730
SOUTHWEST AIRLINES CO. COMM 844741 1,508 62,169 SH SOLE 9,556 52,613
SOUTHWEST BANCORP OF T COMM 84476R 260 7,940 SH SOLE 6,750 1,190
SOUTHWEST GAS CORP COMM 844895 179 8,539 SH SOLE 7,049 1,490
SOUTHWEST SECURITIES G COMM 845224 138 4,720 SH SOLE 4,070 650
SOVEREIGN BANCORP INC COMM 845905 2 240 SH SOLE 0 240
SP400 MID CAP DEP. REC COMM 595635 1,044 10,630 SH SOLE 9,700 930
SPACELABS MED INC COMM 846247 30 3,060 SH SOLE 3,060 0
SPECIALITY EQUIPMENT C COMM 847497 151 6,130 SH SOLE 5,290 840
SPEEDFAM-IPEC INC COMM 847705 92 8,060 SH SOLE 6,920 1,140
SPHERION CORPORATION COMM 848420 168 14,098 SH SOLE 11,678 2,420
SPRINGS INDUSTRIES INC COMM 851783 67 2,374 SH SOLE 460 1,914
SPRINT CORP (FON GROUP COMM 852061 3,318 113,197 SH SOLE 16,802 96,395
SPRINT CORP (PCS GROUP COMM 852061 3,870 110,174 SH SOLE 22,480 87,694
SPS TECHNOLOGIES INC. COMM 784626 212 4,368 SH SOLE 3,818 550
SPX CORP COMM 784635 9 60 SH SOLE 0 60
ST MARY LAND/EXPLORATI COMM 792228 173 7,490 SH SOLE 6,500 990
ST PAUL COMPANIES COMM 792860 1,359 26,970 SH SOLE 3,710 23,260
ST. JUDE MEDICAL INC COMM 790849 557 10,924 SH SOLE 1,657 9,267
STANDARD MICROSYSTEMS COMM 853626 98 4,510 SH SOLE 3,620 890
STANDARD MOTOR PRODUCT COMM 853666 32 3,956 SH SOLE 3,956 0
STANDARD PACIFIC CORP COMM 85375C 145 8,060 SH SOLE 6,450 1,610
STANDARD REGISTER CO COMM 853887 1 40 SH SOLE 0 40
STANDEX INTERNATIONAL COMM 854231 85 4,410 SH SOLE 4,410 0
STANLEY WORKS COMM 854616 237 10,279 SH SOLE 1,500 8,779
STAPLES INC COMM 855030 754 53,142 SH SOLE 7,670 45,472
STARBUCKS CORP COMM 855244 347 8,670 SH SOLE 70 8,600
STARTEK INC COMM 85569C 111 3,820 SH SOLE 3,270 550
STATE STREET BOSTON COMM 857477 3,060 23,517 SH SOLE 8,140 15,377
STATEN ISLAND BANCORP COMM 857550 200 10,020 SH SOLE 7,990 2,030
STEEL DYNAMICS COMM 858119 105 11,380 SH SOLE 9,310 2,070
STEIN MART COMM 858375 113 10,420 SH SOLE 8,760 1,660
STERIS CORP COMM 859152 1 80 SH SOLE 0 80
STEWART & STEVENSON COMM 860342 1 60 SH SOLE 0 60
STILLWATER MINING CO COMM 86074Q 384 14,207 SH SOLE 9,347 4,860
STILWELL FINANCIAL INC COMM 860831 1,173 26,970 SH SOLE 3,660 23,310
STONE ENERGY CORP COMM 861642 297 5,400 SH SOLE 4,710 690
STORAGE TECHNOLOGY COR COMM 862111 2 160 SH SOLE 0 160
STRIDE RITE CORP. COMM 863314 52 10,260 SH SOLE 7,880 2,380
STRYKER CORP COMM 863667 17 390 SH SOLE 0 390
STURM RUGER & CO INC COMM 864159 1 70 SH SOLE 0 70
SUIZA FOODS CORP COMM 865077 2 40 SH SOLE 0 40
SUMMIT BANCORP COMM 866005 686 19,950 SH SOLE 2,790 17,160
SUN MICROSYSTEMS INC COMM 866810 30,717 263,104 SH SOLE 39,982223,122
SUNGARD DATA SYSTEMS I COMM 867363 11 260 SH SOLE 0 260
SUNOCO INC COMM 86764P 288 10,708 SH SOLE 1,920 8,788
SUNTRUST BANKS INC. COMM 867914 1,920 38,495 SH SOLE 6,005 32,490
SUPER VALU STORES INC. COMM 868536 287 19,044 SH SOLE 4,510 14,534
SUPERIOR INDUSTRIES IN COMM 868168 2 70 SH SOLE 0 70
SUSQUEHANNA BANCSHARES COMM 869099 120 7,885 SH SOLE 6,055 1,830
SWIFT TRANSPORTATION C COMM 870756 1 70 SH SOLE 0 70
SYBASE INC COMM 871130 3 150 SH SOLE 0 150
SYBRON INTERNATIONAL COMM 87114F 5 190 SH SOLE 0 190
SYLVAN LEARNING SYSTEM COMM 871399 1 60 SH SOLE 0 60
SYMANTEC CORP. COMM 871503 6 130 SH SOLE 0 130
SYMBOL TECHNOLOGIES, I COMM 871508 10 270 SH SOLE 0 270
SYMMETRICON INC COMM 871543 100 6,375 SH SOLE 5,415 960
SYNAVANT INC COMM 87157A 13 1,881 SH SOLE 259 1,622
SYNCOR INTL COMM 87157J 260 7,060 SH SOLE 5,740 1,320
SYNOPSYS INC COMM 871607 6 160 SH SOLE 0 160
SYNOVUS FINANCIAL CO COMM 87161C 675 31,881 SH SOLE 4,035 27,846
SYSCO CORP COMM 871829 1,979 42,730 SH SOLE 8,298 34,432
SYSTEMS & COMPUTER TEC COMM 871873 147 8,360 SH SOLE 7,110 1,250
TALK.COM INC COMM 874264 79 17,930 SH SOLE 15,280 2,650
TARGET CORPORATION COMM 87612E 8,467 330,421 SH SOLE 34,288296,133
TCF FINANCIAL CORP COMM 872275 6 160 SH SOLE 0 160
TECH DATA COMM 878237 5 110 SH SOLE 0 110
TECHNE CORP COMM 878377 631 5,630 SH SOLE 4,860 770
TECHNITROL COMM 878555 458 4,530 SH SOLE 3,910 620
TECO ENERGY INC. COMM 872375 4 140 SH SOLE 0 140
TECUMSEH PRODUCTS CO C COMM 878895 5 110 SH SOLE 0 110
TEKTRONIX COMM 879131 429 5,585 SH SOLE 610 4,975
TELCOM SEMICONDUCTOR COMM 87921P 61 4,130 SH SOLE 4,130 0
TELEDYNE TECHNOLOGIES COMM 879360 243 8,340 SH SOLE 7,250 1,090
TELEFLEX INC. COMM 879369 3 100 SH SOLE 0 100
TELEPHONE & DATA SYS I COMM 879433 15 140 SH SOLE 0 140
TELLABS INC COMM 879664 2,661 55,722 SH SOLE 12,742 42,980
TELXON CORP COMM 879700 85 4,850 SH SOLE 4,100 750
TEMPLE INLAND INC COMM 879868 260 6,856 SH SOLE 870 5,986
TENET HEALTHCARE CORP COMM 88033G 1,234 33,875 SH SOLE 5,613 28,262
TENNECO AUTOMOTIVE COMM 880349 35 6,670 SH SOLE 6,670 0
TERADYNE INC COMM 880770 719 20,545 SH SOLE 2,840 17,705
TETRA TECHNOLOGIES INC COMM 88162F 40 2,640 SH SOLE 2,640 0
TETRA TECHNOLOGIES INC COMM 88162G 302 10,557 SH SOLE 9,067 1,490
TEXACO INC COMM 881694 7,438 141,676 SH SOLE 10,082131,594
TEXAS INDUSTRIES INC COMM 882491 354 11,110 SH SOLE 6,150 4,960
TEXAS INSTRUMENTS COMM 882508 13,469 283,553 SH SOLE 42,738240,815
TEXTRON INC. COMM 883203 1,061 22,968 SH SOLE 9,450 13,518
THE PMI GROUP COMM 69344M 6 90 SH SOLE 0 90
THERAGENICS CORP COMM 883375 44 6,820 SH SOLE 5,310 1,510
THERMO ELECTRON CORP COMM 883556 487 18,714 SH SOLE 2,242 16,472
THOMAS AND BETTS CORP. COMM 884315 120 6,865 SH SOLE 655 6,210
THOMAS INDUSTRIES COMM 884425 89 4,400 SH SOLE 4,370 30
THOR INDUSTRIES COMM 885160 114 4,950 SH SOLE 4,150 800
THQ INC COMM 872443 127 5,450 SH SOLE 4,570 880
THREE-FIVE SYSTEMS INC COMM 88554L 169 5,789 SH SOLE 4,969 820
TIDEWATER INC COMM 886423 6 130 SH SOLE 0 130
TIFFANY & CO COMM 886547 297 7,700 SH SOLE 1,770 5,930
TIMBERLAND COMM 887100 466 11,376 SH SOLE 9,796 1,580
TIME WARNER, INC. COMM 887315 18,113 231,234 SH SOLE 25,010206,224
TIMKEN CO COMM 887389 95 6,911 SH SOLE 750 6,161
TITAN CORP COMM 888266 1 90 SH SOLE 0 90
TJX COMPANIES INC NEW COMM 872540 840 37,342 SH SOLE 5,200 32,142
TOLL BROTHERS INC COMM 889478 362 10,525 SH SOLE 9,045 1,480
TORCHMARK CORP COMM 891027 431 15,502 SH SOLE 2,150 13,352
TORO CO COMM 891092 142 4,509 SH SOLE 4,059 450
TOSCO CORPORATION COMM 891490 487 15,600 SH SOLE 1,410 14,190
TOWER AUTOMOTIVE INC COMM 891707 118 12,550 SH SOLE 10,610 1,940
TOYS-R-US COMM 892335 460 28,331 SH SOLE 3,721 24,610
TRANSACTION SYS ARCHIT COMM 893416 1 40 SH SOLE 0 40
TRANSOCEAN OFFSHORE IN COMM G90078 1,413 24,107 SH SOLE 2,809 21,298
TRANSWITCH CORP COMM 894065 10 160 SH SOLE 0 160
TREDEGAR INDS INC COMM 894650 252 14,564 SH SOLE 8,844 5,720
TRENWICK GROUP INC COMM 895290 97 4,617 SH SOLE 4,567 50
TRIARC COS INC COMM 895927 27 1,110 SH SOLE 0 1,110
TRIBUNE CO. COMM 896047 1,845 42,291 SH SOLE 7,523 34,768
TRICON GLOBAL RESTAURA COMM 895953 488 15,939 SH SOLE 170 15,769
TRIGON HEALTHCARE INC COMM 89618L 5 90 SH SOLE 0 90
TRIMBLE NAVIGATION COMM 896239 142 6,360 SH SOLE 5,480 880
TRINITY INDUSTRIES INC COMM 896522 2 100 SH SOLE 0 100
TRIQUINT SEMICONDUCTOR COMM 89674K 5 150 SH SOLE 0 150
TRUE NORTH COMMUNICATI COMM 897844 486 13,629 SH SOLE 11,859 1,770
TRUSTCO BANK CORP NY COMM 898349 137 11,126 SH SOLE 8,896 2,230
TRW CORP COMM 872649 594 14,631 SH SOLE 2,105 12,526
TUBOSCOPE INC COMM 922122 2 90 SH SOLE 90 0
TUCKER ANTHONY SUTRO COMM 898647 148 5,850 SH SOLE 5,800 50
TUPPERWARE CORP COMM 899896 143 7,956 SH SOLE 1,831 6,125
TXU CORPORATION COMM 873168 1,338 33,757 SH SOLE 5,311 28,446
TYCO INTL LTD COMM 902124 11,514 221,950 SH SOLE 46,438175,512
TYSON FOODS INC - CL A COMM 902494 3 250 SH SOLE 0 250
U.S. FREIGHTWAYS CORP COMM 916906 177 7,812 SH SOLE 6,722 1,090
UBS AG - REG COMM H8920G 581 4,290 SH SOLE 4,290 0
UCAR INTERNATIONAL INC COMM 90262K 1 50 SH SOLE 0 50
UGI CORP COMM 902681 174 7,190 SH SOLE 5,850 1,340
UIL HOLDINGS CORPORATI COMM 902748 512 9,961 SH SOLE 4,991 4,970
ULTRAMAR DIAMOND SHAMR COMM 904000 4 170 SH SOLE 0 170
ULTRATECH STEPPER COMM 904034 106 6,590 SH SOLE 5,600 990
UNICOM CORPORATION COMM 904911 1,500 26,679 SH SOLE 4,192 22,487
UNIFI INC COMM 904677 1 80 SH SOLE 0 80
UNILEVER N.V. - NY SHA COMM 904784 3,765 78,027 SH SOLE 18,805 59,222
UNION CARBIDE CORP. COMM 905581 607 16,089 SH SOLE 2,286 13,803
UNION PACIFIC CORP COMM 907818 1,220 31,320 SH SOLE 5,533 25,787
UNION PLANTERS CORP COMM 908068 566 17,125 SH SOLE 2,470 14,655
UNISOURCE ENERGY CORP COMM 909205 129 7,840 SH SOLE 6,100 1,740
UNISYS CORP. COMM 909214 404 35,896 SH SOLE 5,410 30,486
UNITED BANKSHARES INC COMM 909907 353 18,000 SH SOLE 9,470 8,530
UNITED NATIONAL FOODS COMM 911163 53 4,270 SH SOLE 4,270 0
UNITED STATIONERS INC COMM 913004 356 13,250 SH SOLE 8,230 5,020
UNITED TECHNOLOGIES COMM 913017 10,578 152,482 SH SOLE 18,530133,952
UNITEDHEALTH GROUP INC COMM 91324P 2,448 24,791 SH SOLE 8,630 16,161
UNITRIN INC COMM 913275 4 140 SH SOLE 0 140
UNIVERSAL FOODS CORP. COMM 913538 1 60 SH SOLE 0 60
UNIVERSAL FOREST PRODU COMM 913543 66 5,790 SH SOLE 4,770 1,020
UNIVERSAL HEALTH SCVS COMM 913903 852 9,954 SH SOLE 7,464 2,490
UNIVISION COMMUNICATIO COMM 914906 15 400 SH SOLE 0 400
UNOCAL COMM 915289 1,010 28,492 SH SOLE 3,682 24,810
UNUMPROVIDENT CORP COMM 91529Y 770 28,255 SH SOLE 3,800 24,455
URS CORP COMM 903236 60 4,510 SH SOLE 4,000 510
US AIRWAYS GROUP INC COMM 911905 269 8,843 SH SOLE 1,373 7,470
US BANCORP COMM 902973 2,059 90,469 SH SOLE 12,642 77,827
US ONCOLOGY INC COMM 90338W 76 16,730 SH SOLE 13,120 3,610
USA EDUCATION INC COMM 90390U 918 19,065 SH SOLE 2,530 16,535
USG CORP COMM 903293 4 140 SH SOLE 0 140
UST INC. COMM 902911 317 13,839 SH SOLE 0 13,839
USX - MARATHON COMM 902905 1,063 37,449 SH SOLE 5,216 32,233
USX-US STEEL COMM 90337T 163 10,755 SH SOLE 1,353 9,402
UTILCORP UNITED COMM 918005 4 170 SH SOLE 0 170
V.F. CORPORATION COMM 918204 357 14,447 SH SOLE 2,278 12,169
VALASSIS COMMUNICATION COMM 918866 2 110 SH SOLE 0 110
VALENCE TECHNOLOGIES COMM 918914 158 9,140 SH SOLE 7,830 1,310
VALERO ENERGY COMM 91913Y 4 110 SH SOLE 0 110
VALMONT INDUSTRIES INC COMM 920253 132 6,650 SH SOLE 5,540 1,110
VALSPAR CORP COMM 920355 2 90 SH SOLE 0 90
VARCO INTERNATIONAL COMM 922122 3 140 SH SOLE 0 140
VARIAN MEDICAL SYSTEMS COMM 92220P 401 8,880 SH SOLE 7,660 1,220
VECTRON CORPORATION COMM 92240G 1 60 SH SOLE 0 60
VERITAS DGC INC COMM 92343P 205 7,080 SH SOLE 6,050 1,030
VERITAS SOFTWARE CO COMM 923436 6,854 48,265 SH SOLE 10,220 38,045
VERITY INC COMM 92343C 307 8,600 SH SOLE 7,400 1,200
VERIZON COMMUNICATIONS COMM 92343V 15,852 327,280 SH SOLE 48,412278,868
VERTEX PHARMACEUTICALS COMM 92532F 1,207 14,284 SH SOLE 12,274 2,010
VIACOM INC - CL B COMM 925524 9,772 167,041 SH SOLE 16,258150,783
VIAD CORP COMM 92552R 4 160 SH SOLE 0 160
VIASAT INC COMM 92552V 133 5,940 SH SOLE 5,120 820
VICOR CORP COMM 925815 630 11,619 SH SOLE 10,019 1,600
VINTAGE PETROLEUM INC COMM 927460 374 16,436 SH SOLE 14,116 2,320
VISHAY INTERTECHNOLOGY COMM 928298 8 270 SH SOLE 0 270
VISTEON CORP COMM 92839U 277 18,294 SH SOLE 2,852 15,442
VISUAL NETWORKS INC COMM 928444 45 6,820 SH SOLE 5,900 920
VISX INC DEL COMM 92844S 4 140 SH SOLE 0 140
VITAL SIGNS INC COMM 928469 106 3,993 SH SOLE 3,443 550
VITESSE SEMICONDUCTOR COMM 928497 33 370 SH SOLE 0 370
VODAFONE GROUP PLC - A COMM 92857W 6 150 SH SOLE 0 150
VOLT INFO SCIENCES COMM 928703 101 4,680 SH SOLE 4,010 670
VULCAN MATERIALS COMM 929160 470 11,705 SH SOLE 1,860 9,845
WABASH NATIONAL CORP COMM 929566 68 7,390 SH SOLE 6,050 1,340
WACHOVIA CORP COMM 929771 1,364 24,061 SH SOLE 4,302 19,759
WADDELL & REED FIN - C COMM 930059 5 160 SH SOLE 0 160
WALGREEN CO COMM 931422 7,145 188,335 SH SOLE 17,586170,749
WALLACE COMPUTER SERVI COMM 932270 1 60 SH SOLE 0 60
WAL-MART COMM 931142 34,855 724,254 SH SOLE 112,368611,886
WASH FEDERAL S&L SEATT COMM 938824 329 14,460 SH SOLE 12,100 2,360
WASHINGTON GAS LIGHT C COMM 938837 1 40 SH SOLE 0 40
WASHINGTON GROUP INTL COMM 938862 131 11,450 SH SOLE 9,070 2,380
WASHINGTON MUTUAL INC COMM 939322 2,865 15,120 SH SOLE 10,660 4,460
WASHINGTON POST CLASS COMM 939640 5 10 SH SOLE 0 10
WASTE MANAGEMENT INC COMM 94106L 1,244 71,334 SH SOLE 10,683 60,651
WATERS CORP COMM 941848 22 250 SH SOLE 0 250
WATSCO INC COMM 942622 81 7,875 SH SOLE 6,695 1,180
WATSON PHARMACEUTICALS COMM 942683 687 10,570 SH SOLE 1,790 8,780
WATTS INDUSTRIES - CL COMM 942749 156 15,600 SH SOLE 4,950 10,650
WD-40 CO COMM 929236 128 6,020 SH SOLE 4,910 1,110
WEATHERFORD INTL INC COMM 947074 9 220 SH SOLE 0 220
WEBSTER FINANCIAL CORP COMM 947890 3 120 SH SOLE 0 120
WELLMAN INC COMM 949702 1 50 SH SOLE 0 50
WELLPOINT HEALTH NETWO COMM 94973H 715 7,445 SH SOLE 1,060 6,385
WELLS FARGO COMPANY COMM 949746 10,081 219,456 SH SOLE 44,354175,102
WENDY'S INTERNATIONAL COMM 950590 254 12,664 SH SOLE 170 12,494
WERNER ENTERPRISES, IN COMM 950755 130 11,098 SH SOLE 9,148 1,950
WESLEY JESSEN VISIONCA COMM 951018 214 5,580 SH SOLE 4,780 800
WESTAMERICA BANCORP COMM 957090 3 90 SH SOLE 0 90
WESTERN RESOURCES INC COMM 959425 2 100 SH SOLE 0 100
WESTPOINT STEVENS INC COMM 961238 1 60 SH SOLE 0 60
WESTVACO CORP COMM 961548 311 11,640 SH SOLE 1,536 10,104
WESTWOOD ONE INC COMM 961815 4 180 SH SOLE 0 180
WET SEAL INC - CL A COMM 961840 54 3,460 SH SOLE 3,460 0
WEYERHAEUSER CO. COMM 962166 1,522 37,518 SH SOLE 13,532 23,986
WHIRLPOOL COMM 963320 357 9,179 SH SOLE 1,444 7,735
WHITMAN CORP. COMM 96647R 2 160 SH SOLE 0 160
WHITNEY HOLDING CORP COMM 966612 450 12,398 SH SOLE 6,918 5,480
WHOLE FOODS MARKET INC COMM 966837 525 9,779 SH SOLE 6,579 3,200
WILLAMETTE INDUSTRIES COMM 969133 369 13,170 SH SOLE 1,776 11,394
WILLIAMS COS. INC. COMM 969457 2,199 52,045 SH SOLE 7,110 44,935
WILLIAMS-SONOMA INC COMM 969904 4 120 SH SOLE 0 120
WILMINGTON TRUST CO. COMM 971807 14 270 SH SOLE 0 270
WINN DIXIE STORES COMM 974280 272 18,928 SH SOLE 3,590 15,338
WINNEBAGO INDS INC COMM 974637 149 11,910 SH SOLE 5,090 6,820
WISCONSIN CENTRAL TRAN COMM 976592 1 60 SH SOLE 0 60
WISCONSIN ENERGY CORP. COMM 976657 3 130 SH SOLE 0 130
WOLTERS KLUWER NV-ADR COMM 977874 85 4,080 SH SOLE 4,080 0
WOLVERINE TUBE INC COMM 978093 129 8,675 SH SOLE 3,825 4,850
WOLVERINE WORLD WIDE I COMM 978097 130 13,938 SH SOLE 8,148 5,790
WORLDCOM INC COMM 98157D 6,430 211,689 SH SOLE 66,546145,143
WORTHINGTON INDUSTRIES COMM 981811 97 10,379 SH SOLE 1,560 8,819
WRIGLEY, WM. JR. CO. COMM 982526 995 13,287 SH SOLE 4,865 8,422
XCEL ENERGY INC COMM 98389B 1,094 39,750 SH SOLE 6,151 33,599
XEROX COMM 984121 1,214 80,964 SH SOLE 11,202 69,762
XILINX INC COMM 983919 3,745 43,740 SH SOLE 9,980 33,760
XIRCOM INC COMM 983922 283 11,200 SH SOLE 7,120 4,080
X-RITE INC COMM 983857 40 4,610 SH SOLE 3,470 1,140
YAHOO! INC. COMM 984332 6,400 70,335 SH SOLE 14,280 56,055
YELLOW CORP COMM 985509 206 13,606 SH SOLE 5,916 7,690
YORK INTERNATIONAL COMM 986670 2 90 SH SOLE 0 90
YOUNG & RUBICAM INC COMM 987425 453 9,150 SH SOLE 1,290 7,860
ZALE CORP COMM 988858 425 13,090 SH SOLE 8,740 4,350
ZEBRA TECH CL A COMM 989207 429 8,916 SH SOLE 7,716 1,200
ZENITH COMM 989390 139 6,348 SH SOLE 5,208 1,140
ZIONS BANCORPORATION COMM 989701 10 190 SH SOLE 0 190
ZIXIT CORP COMM 98974P 138 4,550 SH SOLE 3,920 630
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