UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 1999
Check here if Amendment [ ]; Amendment Number: ________
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: Capstone Asset Management Company
Address: 5847 San Felipe, Suite 4100
Houston, Texas 77057
Form 13F File Number: 28-2180
The institutional investment manager filing this report and the
person by whom it is signed hereby represent that the person
signing the report is authorized to submit it, that all
information contained herein is true, correct and complete, and
that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Linda G. Giuffre
Title: Vice President, Compliance
Phone: (713) 260-9000
Signature, Place, and Date of Signing:
/s/Linda G. Giuffre Houston, Texas 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
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1,019
Form 13F Information Table Value Total: $1,822,327 (thousands)
List of Other Included Managers: N/A
<PAGE>
<TABLE>
<C> <C>
FORM 13F INFORMATION TABLE
TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER -VOTING AUTHORITY (SHARES)-
NAME OF ISSUER CLASS CUSIP # (X $1000) PRN AMT PRN CALL DSCRETN MGRS. SOLE SHARED NONE
************************* ******** ******** ********* ******* *** **** ******* ***** ******* ********* *********
3COM CORPORATION COMM 885535104 1,974 42,010 SH SOLE 4,273 37,737
AAR CORP. COMM 000361105 108 6,022 SH SOLE 6,022 0
AARON RENTS INC COMM 002535201 34 1,940 SH SOLE 1,940 0
ABBOTT LABORATORIES COMM 002824100 7,213 198,625 SH SOLE 21,036 177,589
ABM INDUSTRIES, INC COMM 000957100 199 9,750 SH SOLE 5,320 4,430
ABN AMRO HOLDING - ADR COMM 000937102 145 5,731 SH SOLE 5,731 0
ACTION PERFORMANCE INC COMM 004933107 47 4,070 SH SOLE 4,070 0
ADAPTEC INC COMM 00651F108 478 9,580 SH SOLE 230 9,350
ADAPTIVE BROADBAND CORP COMM 00650M104 222 3,010 SH SOLE 3,010 0
ADC TELECOMMUNICATIONS COMM 000886101 1,084 14,940 SH SOLE 1,120 13,820
ADECCO SA - ADR COMM 006754105 210 2,186 SH SOLE 2,186 0
ADOBE SYSTEMS INC. COMM 00724F101 1,148 17,078 SH SOLE 1,440 15,638
ADOLPH COORS CO - CLASS B COMM 217016104 360 6,848 SH SOLE 0 6,848
ADVANCE PARADIGM COMM 007491103 91 4,200 SH SOLE 4,200 0
ADVANCED MICRO DEVICES COMM 007903107 457 15,781 SH SOLE 1,909 13,872
ADVO INC. COMM 007585102 105 4,405 SH SOLE 4,405 0
AES CORPORATION COMM 00130H105 1,646 22,015 SH SOLE 2,290 19,725
AETNA LIFE & CASUALTY COMM 008117103 1,062 19,035 SH SOLE 2,164 16,871
AFLAC INC COMM 001055102 956 20,257 SH SOLE 3,430 16,827
AGRIBRANDS INTL INC COMM 00849R105 107 2,320 SH SOLE 2,320 0
AIR EXPRESS INTL CORP COMM 009104100 224 6,920 SH SOLE 6,920 0
AIR PRODUCTS & CHEMICAL COMM 009158106 919 27,378 SH SOLE 2,868 24,510
AKZO NOBEL NV - ADR COMM 010199305 124 2,492 SH SOLE 2,492 0
ALBERTO-CULVER INC COMM 013068101 232 8,996 SH SOLE 910 8,086
ALBERTSONS INC. COMM 013104104 2,151 66,706 SH SOLE 19,792 46,914
ALCAN ALUMINUM LTD COMM 013716105 1,333 32,211 SH SOLE 4,107 28,104
ALCOA INC. COMM 013817101 4,254 51,259 SH SOLE 12,504 38,755
ALLEGHENY TECHNOLOGIES COMM 01741R102 208 9,263 SH SOLE 1,317 7,946
ALLEN TELECOM INC COMM 018091108 60 5,150 SH SOLE 5,150 0
ALLERGAN, INC. COMM 018490102 835 16,776 SH SOLE 1,520 15,256
ALLIANT TECHSYSTEMS COMM 018804104 131 2,103 SH SOLE 2,103 0
ALLIED WASTE IDS INC COMM 019589308 2 180 SH SOLE 0 180
ALLSTATE CORPORATION COMM 020002101 2,552 106,057 SH SOLE 10,166 95,891
ALLTEL CORP. COMM 020039103 2,809 33,977 SH SOLE 3,618 30,359
ALPHA INDUSTRIES INC COMM 020753109 218 3,800 SH SOLE 3,800 0
ALPHARMA INC COMM 020813101 181 5,888 SH SOLE 5,888 0
ALZA CORP CL A COMM 022615108 324 9,359 SH SOLE 1,140 8,219
AMCAST INDUSTRIAL COMM 023395106 58 3,570 SH SOLE 3,570 0
AMCOL INTL CORP COMM 02341W103 53 3,280 SH SOLE 3,280 0
AMERADA HESS COMM 023551104 730 12,865 SH SOLE 1,308 11,557
AMEREN CORP COMM 023608102 126 3,833 SH SOLE 1,918 1,915
AMERICA ONLINE INC COMM 02364J104 21,404 282,095 SH SOLE 44,240 237,855
AMERICAN ELECTRIC POWER COMM 025537101 707 21,994 SH SOLE 2,937 19,057
AMERICAN EXPRESS COMM 025816109 9,358 56,289 SH SOLE 9,136 47,153
AMERICAN FREIGHTWAY COMM 02629V108 101 6,220 SH SOLE 6,220 0
AMERICAN GENERAL CORP. COMM 026351106 2,079 27,403 SH SOLE 3,087 24,316
AMERICAN GREETINGS COMM 026375105 131 5,556 SH SOLE 1,490 4,066
AMERICAN HOME PRODUCTS COMM 026609107 5,733 146,060 SH SOLE 17,400 128,660
AMERICAN INT'L GROUP COMM 026874107 27,817 257,268 SH SOLE 31,288 225,980
AMERICAN MANAGEMENT SYS. COMM 027352103 268 8,528 SH SOLE 8,528 0
AMERICAN STATES WATER CO COMM 029899101 97 2,700 SH SOLE 2,700 0
AMERICAN XTAL TECNOLOGIES COMM 030514103 54 3,110 SH SOLE 3,110 0
AMERICREDIT CORP COMM 03060R101 247 13,330 SH SOLE 13,330 0
AMES DEPARTMENT STORES COMM 030789507 168 5,820 SH SOLE 5,820 0
AMGEN INC. COMM 031162100 8,419 140,170 SH SOLE 23,740 116,430
AMR CORP. COMM 001765106 1,511 22,552 SH SOLE 2,474 20,078
AMSOUTH BANCORPORATION COMM 032165102 101 5,210 SH SOLE 1,750 3,460
ANADARKO PETROLEUM COMM 032511107 559 16,377 SH SOLE 950 15,427
ANALOG DEVICES COMM 032654105 1,665 17,900 SH SOLE 1,490 16,410
ANALOGIC CORP COMM 032657207 113 3,420 SH SOLE 3,420 0
ANALYSTS INTERNATIONAL COMM 032681108 54 4,285 SH SOLE 4,285 0
ANCHOR BANCORP WISCONSIN COMM 032839102 51 3,360 SH SOLE 3,360 0
ANCHOR GAMING COMM 033037102 81 1,860 SH SOLE 0 1,860
ANDREW CORP COMM 034425108 177 9,331 SH SOLE 412 8,919
ANGELICA CORP COMM 034663104 32 3,320 SH SOLE 3,320 0
ANHEUSER BUSCH COMM 035229103 3,926 55,388 SH SOLE 6,890 48,498
ANIXTER INTL INC COMM 035290105 162 7,876 SH SOLE 7,876 0
ANNTAYLOR STORES CORP COMM 036115103 220 6,380 SH SOLE 6,380 0
AON CORP. COMM 037389103 1,104 27,589 SH SOLE 3,304 24,285
APACHE CORP COMM 037411105 512 13,853 SH SOLE 840 13,013
APEX INC COMM 037548104 135 4,180 SH SOLE 4,180 0
APOGEE ENTERPRISES INC COMM 037598109 29 5,680 SH SOLE 5,680 0
APPLE COMPUTER COMM 037833100 1,919 18,665 SH SOLE 1,879 16,786
APPLIED INDUSTRIAL TECH COMM 03820C105 78 4,710 SH SOLE 4,710 0
APPLIED MATERIALS INC. COMM 038222105 6,400 50,519 SH SOLE 9,420 41,099
APPLIED POWER INC COMM 038225108 448 12,204 SH SOLE 7,794 4,410
APTARGROUP INC COMM 038336103 313 12,468 SH SOLE 7,308 5,160
AQUARION CO COMM 03838W101 104 2,800 SH SOLE 2,800 0
ARCHER-DANIELS-MIDLAND COMM 039483102 1,074 88,540 SH SOLE 15,221 73,319
ARKANSAS BEST CO. COMM 040790107 41 3,380 SH SOLE 3,380 0
ARMSTRONG WORLD INDS. COMM 042476101 168 5,035 SH SOLE 460 4,575
ARTESYN TECHNOLOGIES COMM 043127109 157 7,480 SH SOLE 7,480 0
ASHLAND INC COMM 044204105 236 7,152 SH SOLE 345 6,807
ASPECT COMMUNICATIONS COMM 04523Q102 522 13,344 SH SOLE 9,304 4,040
ASPEN TECHNOLOGY INC COMM 045327103 135 5,120 SH SOLE 5,120 0
ASSOCIATES FIRST CAPITAL COMM 046008108 2,663 97,061 SH SOLE 9,702 87,359
ASTEC INDUSTRIES COMM 046224101 80 4,260 SH SOLE 4,260 0
AT&T COMM 001957109 24,404 480,281 SH SOLE 65,180 415,101
ATLANTIC COAST AIRLINES COMM 048396105 101 4,240 SH SOLE 4,240 0
ATLANTIC RICHFIELD COMM 048825103 4,511 52,152 SH SOLE 12,422 39,730
ATMOS ENERGY CORP COMM 049560105 112 5,486 SH SOLE 5,486 0
AUSPEX SYS INC COMM 052116100 51 4,990 SH SOLE 4,990 0
AUTHENTIC FITNESS CORP COMM 052661105 113 5,453 SH SOLE 5,453 0
AUTODESK INC COMM 052769106 235 6,964 SH SOLE 500 6,464
AUTOMATIC DATA PROCESS. COMM 053015103 3,850 71,455 SH SOLE 9,180 62,275
AUTOZONE INC. COMM 053332102 453 14,022 SH SOLE 1,887 12,135
AVERY-DENNISON CORP. COMM 053611109 1,029 14,120 SH SOLE 1,331 12,789
AVIATION SALES COMPANY COMM 053672101 64 3,870 SH SOLE 3,870 0
AVID TECHNOLOGY INC COMM 05367P100 72 5,540 SH SOLE 5,540 0
AVON PRODUCTS COMM 054303102 1,120 33,951 SH SOLE 3,888 30,063
BAKER HUGHES INC. COMM 057224107 800 37,967 SH SOLE 3,540 34,427
BALDOR ELECTRIC COMM 057741100 119 6,540 SH SOLE 6,540 0
BALL CORP COMM 058498106 132 3,349 SH SOLE 290 3,059
BANK OF AMERICA CORP COMM 060505104 14,449 287,891 SH SOLE 37,708 250,183
BANK OF NEW YORK COMM 064057102 3,711 92,777 SH SOLE 10,478 82,299
BANK ONE CORP. COMM 06423A103 4,383 136,974 SH SOLE 15,814 121,160
BANKNORTH GROUP INC. COMM 06646L100 263 9,840 SH SOLE 5,520 4,320
BARNES GROUP COMM 067806109 77 4,700 SH SOLE 4,700 0
BARR LABORATORIES INC COMM 068306109 158 5,020 SH SOLE 5,020 0
BARRA INC COMM 068313105 82 2,580 SH SOLE 2,580 0
BARRETT RES CORP COMM 068480201 219 7,449 SH SOLE 7,449 0
BARRICK GOLD CORP COMM 067901108 798 45,138 SH SOLE 4,301 40,837
BASSETT FURNITURE IND COMM 070203104 73 4,568 SH SOLE 4,568 0
BAUSCH & LOMB INC. COMM 071707103 440 6,426 SH SOLE 745 5,681
BAXTER INTL INC. COMM 071813109 2,196 34,963 SH SOLE 4,183 30,780
BB & T CORPORATION COMM 054937107 1,341 48,985 SH SOLE 27,030 21,955
BE AEROSPACE INC COMM 073302101 46 5,480 SH SOLE 5,480 0
BEAR STEARN COS. INC COMM 073902108 545 12,755 SH SOLE 1,037 11,718
BECTON DICKINSON & CO. COMM 075887109 898 33,354 SH SOLE 3,960 29,394
BED BATH & BEYOND COMM 075896100 275 7,900 SH SOLE 0 7,900
BELDEN INC COMM 077459105 116 5,520 SH SOLE 5,520 0
BELL ATLANTIC COMM 077853109 12,891 209,403 SH SOLE 35,976 173,427
BELLSOUTH CORP. COMM 079860102 12,675 270,771 SH SOLE 46,776 223,995
BEMIS COMPANY COMM 081437105 274 7,863 SH SOLE 115 7,748
BENCHMARK ELECTRONICS COMM 08160H101 88 3,830 SH SOLE 3,830 0
BEST BUY COMPANY COMM 086516101 1,219 24,260 SH SOLE 2,570 21,690
BEST FOODS COMM 08658U101 1,968 37,436 SH SOLE 5,928 31,508
BETHLEHEM STEEL CORP. COMM 087509105 117 13,970 SH SOLE 2,390 11,580
BILLING CONCEPTS CORP COMM 090063108 47 7,230 SH SOLE 7,230 0
BINDLEY WESTERN INDS COMM 090324104 96 6,396 SH SOLE 6,396 0
BIO TECHNOLOGY GEN CORP COMM 090578105 141 9,250 SH SOLE 9,250 0
BIOMATRIX INC COMM 09060P102 95 4,940 SH SOLE 4,940 0
BIOMET INC COMM 090613100 778 19,451 SH SOLE 1,660 17,791
BISYS GROUP INC COMM 055472104 328 5,021 SH SOLE 5,021 0
BLACK & DECKER COMM 091797100 638 12,218 SH SOLE 1,121 11,097
BLACK BOX CORP COMM 091826107 226 3,370 SH SOLE 3,370 0
BMC SOFTWARE COMM 055921100 2,073 25,930 SH SOLE 2,860 23,070
BOEING COMPANY COMM 097023105 5,656 136,500 SH SOLE 25,359 111,141
BOISE CASCADE CORP. COMM 097383103 211 5,205 SH SOLE 485 4,720
BOSTON SCIENTIFIC CORP. COMM 101137107 1,040 47,554 SH SOLE 5,262 42,292
BOWNE & CO. INC. COMM 103043105 100 7,404 SH SOLE 7,404 0
BP AMOCO PLC - SPONS ADR COMM 055622104 4,695 79,149 SH SOLE 0 79,149
BRADY (WH) CO COMM 104674106 292 8,600 SH SOLE 4,850 3,750
BRIGGS & STRATTON COMM 109043109 24 440 SH SOLE 0 440
BRIGHTPOINT INC COMM 109473108 134 10,210 SH SOLE 10,210 0
BRISTOL MYERS SQUIBB COMM 110122108 15,358 239,271 SH SOLE 41,378 197,893
BROWN SHOE COMPANY INC COMM 115736100 68 4,799 SH SOLE 4,799 0
BROWN-FORMAN CORP CL-B COMM 115637209 330 5,761 SH SOLE 0 5,761
BRUNSWICK CORP. COMM 117043109 322 14,461 SH SOLE 1,744 12,717
BRUSH WELLMAN INC COMM 117421107 76 4,550 SH SOLE 4,550 0
BUCKEYE CELLULOSE CORP COMM 118255108 100 6,720 SH SOLE 6,720 0
BURLINGTON NORTHERN INC COMM 12189T104 1,398 57,635 SH SOLE 5,064 52,571
BURLINGTON RESOURCES COMM 122014103 717 21,684 SH SOLE 1,737 19,947
BURR-BROWN CORP COMM 122574106 382 10,568 SH SOLE 10,568 0
BUTLER MFG CO DEL COMM 123655102 68 3,045 SH SOLE 3,045 0
C & D TECHNOLOGIES INC COMM 124661109 119 2,800 SH SOLE 2,800 0
C D I CORP COMM 125071100 107 4,439 SH SOLE 4,439 0
C R BARD INC COMM 067383109 434 8,197 SH SOLE 630 7,567
CABLE DESIGN TECHNOLOGIES COMM 126924109 141 6,150 SH SOLE 6,150 0
CABLETRON SYSTEMS COMM 126920107 490 18,858 SH SOLE 2,130 16,728
CABOT OIL & GAS CORP COMM 127097103 108 6,721 SH SOLE 6,721 0
CAL DIVE INTERNATIONAL COMM 127914109 83 2,500 SH SOLE 2,500 0
CAMBREX CORP COMM 132011107 304 8,824 SH SOLE 5,354 3,470
CAMPBELL SOUP INC. COMM 134429109 2,375 61,393 SH SOLE 8,514 52,879
CANANDAIGUA BRANDS-CL A COMM 137219200 118 2,320 SH SOLE 0 2,320
CAPITAL ONE FINANCIAL COMM 14040H105 1,480 30,704 SH SOLE 2,290 28,414
CAPITAL RE CORP COMM 140432105 104 7,580 SH SOLE 7,580 0
CARAUSTAR INDS INC COMM 140909102 138 5,735 SH SOLE 5,735 0
CARDINAL HEALTH INC COMM 14149Y108 1,418 29,624 SH SOLE 3,600 26,024
CARNIVAL CORP CL A COMM 143658102 2,360 49,365 SH SOLE 0 49,365
CAROLINA FIRST CORP COMM 143877108 88 4,840 SH SOLE 4,840 0
CAROLINA POWER & LIGHT COMM 144141108 435 14,293 SH SOLE 2,074 12,219
CASEYS GENERAL STORES INC COMM 147528103 92 8,842 SH SOLE 8,842 0
CASH AMERICA INTL COMM 14754D100 38 3,930 SH SOLE 3,930 0
CASTLE AM AND CO COMM 148411101 41 3,507 SH SOLE 3,507 0
CATALINA MARKETING CORP. COMM 148867104 376 3,245 SH SOLE 3,245 0
CATERPILLAR INC. COMM 149123101 2,298 48,832 SH SOLE 4,632 44,200
CATO CORP - CL A COMM 149205106 71 5,660 SH SOLE 5,660 0
CBS CORP COMM 12490K107 6,019 94,142 SH SOLE 22,966 71,176
C-COR ELECTRONICS COMM 125010108 223 2,910 SH SOLE 2,910 0
C-CUBE MICROSYSTEMS INC COMM 125015107 479 7,690 SH SOLE 7,690 0
CEC ENTERTAINMENT COMM 125137109 177 6,282 SH SOLE 6,282 0
CENDANT CORP COMM 151313103 2,353 88,589 SH SOLE 10,146 78,443
CENTEX CORP COMM 152312104 118 4,789 SH SOLE 250 4,539
CENTRAL & SOUTHWEST CORP COMM 152357109 505 25,263 SH SOLE 3,086 22,177
CENTRAL PARKING CORP COMM 154785109 163 8,505 SH SOLE 8,505 0
CENTURA BANKS INC COMM 15640T100 259 5,876 SH SOLE 5,876 0
CENTURYTEL INC COMM 156700106 497 10,496 SH SOLE 1,620 8,876
CEPHALON INC COMM 156708109 223 6,440 SH SOLE 6,440 0
CERIDIAN CORP COMM 15677T106 440 20,428 SH SOLE 1,930 18,498
CERNER CORP COMM 156782104 139 7,080 SH SOLE 7,080 0
CHAMPION ENTERPRISES COMM 158496109 82 9,615 SH SOLE 9,615 0
CHAMPION INT'L CORP. COMM 158525105 730 11,786 SH SOLE 1,222 10,564
CHASE MANHATTAN BANK COMM 16161A108 12,981 167,095 SH SOLE 19,742 147,353
CHECKPOINT SYSTEMS COMM 162825103 56 5,510 SH SOLE 5,510 0
CHEESECAKE FACTORY INC COMM 163072101 193 5,525 SH SOLE 5,525 0
CHEMED CORP COMM 163596109 286 9,985 SH SOLE 5,115 4,870
CHEMFIRST INC COMM 16361A106 232 10,607 SH SOLE 5,317 5,290
CHEVRON OIL COMM 166751107 7,583 87,536 SH SOLE 16,107 71,429
CHIQUITA BRANDS INTL INC COMM 170032106 54 11,380 SH SOLE 11,380 0
CHITTENDON CORP COMM 170228100 165 5,560 SH SOLE 5,560 0
CHOICEPOINT INC COMM 170388102 241 5,820 SH SOLE 5,820 0
CHUBB CORP COMM 171232101 1,185 21,051 SH SOLE 1,790 19,261
CIBER INC COMM 17163B102 320 11,640 SH SOLE 11,640 0
CIGNA CORP. COMM 125509109 2,114 26,244 SH SOLE 2,098 24,146
CINCINNATI FINANCIAL COMM 172062101 706 22,646 SH SOLE 2,200 20,446
CINERGY CORP COMM 172474108 391 16,348 SH SOLE 1,904 14,444
CIRCUIT CITY STORES INC. COMM 172737108 1,259 27,936 SH SOLE 2,770 25,166
CISCO SYSTEMS, INC. COMM 17275R102 52,239 487,641 SH SOLE 63,648 423,993
CITIGROUP INC COMM 172967101 29,196 524,290 SH SOLE 72,716 451,574
CITRIX SYSTEMS INC COMM 177376100 1,216 9,890 SH SOLE 890 9,000
CLARCOR INC COMM 179895107 210 11,690 SH SOLE 5,220 6,470
CLARIFY INC COMM 180492100 547 4,340 SH SOLE 4,340 0
CLAYTON HOMES INC. COMM 184190106 0 23 SH SOLE 0 23
CLEAR CHANNEL COMM COMM 184502102 3,678 41,209 SH SOLE 5,300 35,909
CLOROX CO COMM 189054109 1,387 27,543 SH SOLE 3,592 23,951
CMS ENERGY COMM 125896100 65 2,080 SH SOLE 1,200 880
COACHMEN INDUSTRIES INC COMM 189873102 57 3,780 SH SOLE 3,780 0
COASTAL CORP COMM 190441105 1,573 44,377 SH SOLE 19,230 25,147
COCA COLA COMM 191216100 15,288 262,455 SH SOLE 0 262,455
COCA-COLA ENTERPRISES COMM 191219104 692 34,387 SH SOLE 0 34,387
COGNEX CORP COMM 192422103 320 8,197 SH SOLE 8,197 0
COHERENT INC COMM 192479103 144 5,400 SH SOLE 5,400 0
COLGATE-PALMOLIVE CO. COMM 194162103 5,332 82,036 SH SOLE 18,738 63,298
COLUMBIA ENERGY GROUP COMM 197648108 710 11,224 SH SOLE 1,008 10,216
COLUMBIA/HCA HEALTHCARE COMM 197677107 2,249 76,726 SH SOLE 8,612 68,114
COMCAST CORP SPECIAL CL A COMM 200300200 3,800 75,152 SH SOLE 0 75,152
COMERICA INC. COMM 200340107 942 20,166 SH SOLE 1,808 18,358
COMMERCE BANCORP INC COMM 200519106 219 5,428 SH SOLE 5,428 0
COMMERCIAL FEDERAL CORP COMM 201647104 370 20,780 SH SOLE 12,370 8,410
COMMERCIAL METALS CO COMM 201723103 267 7,865 SH SOLE 3,825 4,040
COMMONWEALTH INDUSTRIES COMM 203004106 56 4,320 SH SOLE 4,320 0
COMMSCOPE INC COMM 203372107 380 9,420 SH SOLE 9,420 0
COMMUNITY FIRST BANCSHARE COMM 203902101 146 9,250 SH SOLE 9,250 0
COMPAQ COMPUTER COMM 204493100 6,260 231,306 SH SOLE 38,720 192,586
COMPUTER ASSOCIATES COMM 204912109 5,323 76,105 SH SOLE 14,815 61,290
COMPUTER SCIENCES CORP. COMM 205363104 2,171 22,938 SH SOLE 1,998 20,940
COMPUTER TASK GROUP COMM 205477102 67 4,540 SH SOLE 4,540 0
COMPUWARE CORP COMM 205638109 1,527 41,000 SH SOLE 4,540 36,460
COMVERSE TECHNOLOGY COMM 205862402 1,146 7,920 SH SOLE 560 7,360
CONAGRA INC COMM 205887102 1,260 55,533 SH SOLE 0 55,533
CONCORD COMMUNICATIONS COMM 206186108 131 2,960 SH SOLE 2,960 0
CONECTIV INC COMM 206829103 10 600 SH SOLE 0 600
CONNECTICUT ENERGY COMM 207567108 101 2,590 SH SOLE 2,590 0
CONOCO INC - CL B COMM 208251405 68 2,750 SH SOLE 0 2,750
CONSECO COMPANY INC. COMM 208464107 586 32,876 SH SOLE 3,316 29,560
CONSOLIDATED EDISON COMM 209115104 1,032 29,925 SH SOLE 3,449 26,476
CONSOLIDATED GRAPHICS INC COMM 209341106 56 3,760 SH SOLE 3,760 0
CONSOLIDATED NAT'L GAS COMM 209615103 663 10,210 SH SOLE 1,171 9,039
CONSOLIDATED STORES CORP COMM 210149100 154 9,450 SH SOLE 1,330 8,120
CONSTELLATION ENERGY GRP COMM 210371100 705 24,324 SH SOLE 2,009 22,315
COOPER COMPANIES CO COMM 216648402 92 3,040 SH SOLE 3,040 0
COOPER INDUSTRIES COMM 216669101 528 13,050 SH SOLE 614 12,436
COOPER TIRE & RUBBER CO. COMM 216831107 166 10,535 SH SOLE 330 10,205
COPART INC COMM 217204106 205 4,710 SH SOLE 4,710 0
COR THERAPEUTICS COMM 217753102 145 5,400 SH SOLE 5,400 0
CORN PRODUCTS INTL COMM 219023108 447 13,660 SH SOLE 8,480 5,180
CORNING INC. COMM 219350105 3,609 27,990 SH SOLE 2,843 25,147
COST PLUS INC/CALIFORNIA COMM 221485105 128 3,600 SH SOLE 3,600 0
COSTCO COMPANIES INC COMM 22160Q102 1,523 16,693 SH SOLE 300 16,393
COSTCO WHOLESALE CORP COMM 22160K105 775 8,496 SH SOLE 2,270 6,226
COUNTRYWIDE CREDIT INDS COMM 222372104 216 8,557 SH SOLE 1,030 7,527
COVENTRY HEALTH CARE INC COMM 222862104 79 11,775 SH SOLE 11,775 0
CPI CORPORATION COMM 125902106 69 3,060 SH SOLE 3,060 0
CRANE CORP COMM 224399105 207 10,397 SH SOLE 260 10,137
CREDIT SUISSE GROUP-ADR COMM 225401108 234 4,745 SH SOLE 4,745 0
CROSS TIMBERS OIL CO COMM 227573102 82 9,017 SH SOLE 9,017 0
CROWN CORK & SEAL COMM 228255105 332 14,857 SH SOLE 1,796 13,061
CSX CORP COMM 126408103 800 25,484 SH SOLE 2,475 23,009
CTS CORP COMM 126501105 381 5,060 SH SOLE 5,060 0
CULLEN FROST BANKERS INC COMM 229899109 321 12,462 SH SOLE 12,462 0
CUMMINS ENGINE CO. COMM 231021106 244 5,055 SH SOLE 300 4,755
CVS CORP COMM 126650100 1,675 42,004 SH SOLE 5,444 36,560
CYBEX COMPUTER PRODS COMM 232522102 85 2,090 SH SOLE 2,090 0
CYGNUS INC COMM 232560102 81 4,430 SH SOLE 4,430 0
D.R. HORTON INC. COMM 23331A109 288 20,817 SH SOLE 12,077 8,740
DAIMLERCHRYSLER COMM D1668R123 24 311 SH SOLE 0 311
DAIN RAUSCHER CORP COMM 233856103 236 5,068 SH SOLE 2,628 2,440
DALLAS SEMICONDUCTORS COMM 235204104 349 5,419 SH SOLE 5,419 0
DANA CORP. COMM 235811106 577 19,284 SH SOLE 2,005 17,279
DANAHER CORP COMM 235851102 695 14,406 SH SOLE 1,660 12,746
DARDEN RESTAURANTS INC COMM 237194105 278 15,330 SH SOLE 0 15,330
DATASCOPE CORP COMM 238113104 130 3,250 SH SOLE 3,250 0
DAYTON HUDSON CORP COMM 239753106 4,444 60,512 SH SOLE 14,114 46,398
DBT ONLINE INC COMM 233044106 104 4,260 SH SOLE 4,260 0
DEERE AND CO. COMM 244199105 1,331 30,694 SH SOLE 3,028 27,666
DELL COMPUTER COMM 247025109 19,625 384,803 SH SOLE 52,702 332,101
DELPHI AUTOMOTIVE SYSTEMS COMM 247126105 868 55,104 SH SOLE 7,785 47,319
DELPHI FINANCIAL GROUP COMM 247131105 148 4,932 SH SOLE 4,932 0
DELTA & PINE LD CO COMM 247357106 149 8,586 SH SOLE 8,586 0
DELTA AIR LINES COMM 247361108 1,075 21,590 SH SOLE 2,300 19,290
DELUXE CORP. COMM 248019101 371 13,506 SH SOLE 2,617 10,889
DENDRITE INTERNATIONAL COMM 248239105 256 7,555 SH SOLE 7,555 0
DEPARTMENT 56 INC COMM 249509100 91 4,000 SH SOLE 4,000 0
DIAGNOSTIC PRODUCTS CORP COMM 252450101 86 3,520 SH SOLE 3,520 0
DIGI INTERNATIONAL INC COMM 253798102 39 3,730 SH SOLE 3,730 0
DIGITAL MICROWAVE CORP COMM 253859102 292 12,440 SH SOLE 12,440 0
DILLARD'S INC COMM 254067101 239 11,838 SH SOLE 1,090 10,748
DIONEX CORP COMM 254546104 180 4,368 SH SOLE 4,368 0
DISCOUNT AUTO PARTS COMM 254642101 76 4,221 SH SOLE 4,221 0
DISNEY (WALT) COMPANY COMM 254687106 5,766 197,138 SH SOLE 0 197,138
DOLLAR GENERAL CORP COMM 256669102 418 18,390 SH SOLE 2,897 15,493
DOMINION RES INC - VA COMM 257470104 804 20,476 SH SOLE 2,094 18,382
DOVER CORP COMM 260003108 1,135 25,009 SH SOLE 2,660 22,349
DOW CHEMICAL COMM 260543103 3,946 29,530 SH SOLE 6,771 22,759
DOW JONES AND CO. COMM 260561105 883 12,990 SH SOLE 2,385 10,605
DOWNEY FINANCIAL CORP COMM 261018105 259 12,846 SH SOLE 5,926 6,920
DRESS BARN INC. COMM 261570105 93 5,596 SH SOLE 5,596 0
DRIL-QUIP CORP COMM 262037104 115 3,780 SH SOLE 3,780 0
DTE ENERGY COMPANY COMM 233331107 605 19,140 SH SOLE 1,919 17,221
DUKE ENERGY CO COMM 264399106 2,264 45,176 SH SOLE 4,863 40,313
DUN & BRADSTREET COMM 26483B106 637 21,583 SH SOLE 2,606 18,977
DUPONT (E.I.) DE NEMOURS COMM 263534109 9,184 139,422 SH SOLE 24,994 114,428
DURA PHARMACEUTICALS INC COMM 26632S109 123 8,810 SH SOLE 8,810 0
DYCOM INDUSTRIES COMM 267475101 219 4,960 SH SOLE 4,960 0
EAGLE USA AIRFREIGHT COMM 270018104 197 4,560 SH SOLE 4,560 0
EARTHGRAINS CO COMM 270319106 147 9,104 SH SOLE 9,104 0
EASTERN ENTERPRISES COMM 27637F100 2 40 SH SOLE 0 40
EASTERN UTILITIES ASSOC COMM 277173100 119 3,928 SH SOLE 3,928 0
EASTMAN CHEMICAL COMPANY COMM 277432100 448 9,395 SH SOLE 860 8,535
EASTMAN KODAK COMM 277461109 2,955 44,610 SH SOLE 5,204 39,406
EATON CORP. COMM 278058102 747 10,290 SH SOLE 880 9,410
EATON VANCE CORP COMM 278265103 267 7,026 SH SOLE 7,026 0
ECOLAB INC COMM 278865100 400 10,225 SH SOLE 1,416 8,809
EDISON INTERNATIONAL COMM 281020107 1,382 52,765 SH SOLE 5,376 47,389
EL PASO NATURAL GAS COMM 283905107 400 10,313 SH SOLE 2,016 8,297
ELCOR CORP COMM 284443108 128 4,240 SH SOLE 4,240 0
ELECTRIC SCIENTIFIC INDS COMM 285229100 184 2,520 SH SOLE 2,520 0
ELECTROGLAS INC COMM 285324109 114 4,480 SH SOLE 4,480 0
ELECTRONIC DATA SYSTEMS COMM 285661104 3,519 52,571 SH SOLE 6,640 45,931
ELSEVIER NV - ADR COMM 290259100 54 2,244 SH SOLE 2,244 0
EMC CORP-MASS COMM 268648102 22,350 204,579 SH SOLE 21,254 183,325
EMERSON ELECTRIC COMM 291011104 6,330 110,333 SH SOLE 17,026 93,307
ENERGEN CORP COMM 29265N108 274 15,180 SH SOLE 5,960 9,220
ENESCO GROUP INC COMM 292973104 50 4,540 SH SOLE 4,540 0
ENGELHARD CORP COMM 292845104 321 17,007 SH SOLE 984 16,023
ENHANCE FINANCIAL SVCS COMM 293310108 116 7,108 SH SOLE 7,108 0
ENRON CORP COMM 293561106 4,301 96,913 SH SOLE 22,372 74,541
ENTERGY CORP. COMM 29364G103 800 31,070 SH SOLE 3,335 27,735
ENZO BIOCHEM INC COMM 294100102 230 5,006 SH SOLE 5,006 0
EQUIFAX INC COMM 294429105 195 8,262 SH SOLE 1,930 6,332
ERICSSON (LM) TEL - ADR COMM 294821400 66 1,000 SH SOLE 0 1,000
ESTERLINE TECHNOLOGIES COMM 297425100 42 3,660 SH SOLE 3,660 0
ETEC SYSTEMS INC COMM 26922C103 193 4,291 SH SOLE 4,291 0
ETHAN ALLEN INTERIORS COMM 297602104 261 8,126 SH SOLE 8,126 0
EW BLANCH HOLDINGS CORP COMM 093210102 147 2,400 SH SOLE 2,400 0
EXPEDITORS INTERNATIONAL COMM 302130109 418 9,552 SH SOLE 9,552 0
EXXON MOBIL CORPORATION COMM 30231G102 40,073 497,420 SH SOLE 62,336 435,084
FACTSET RESEARCH SYS INC COMM 303075105 225 2,830 SH SOLE 2,830 0
FAIR ISAAC & CO COMM 303250104 151 2,849 SH SOLE 2,849 0
FANNIE MAE COMM 313586109 11,051 177,000 SH SOLE 24,461 152,539
FDX CORP COMM 31304N107 1,470 35,904 SH SOLE 3,726 32,178
FEDERAL HOME MTG. CORP COMM 313400301 4,494 95,490 SH SOLE 19,798 75,692
FEDERAL SIGNAL COMM 313855108 5 315 SH SOLE 0 315
FEDERATED DEPT STORES COMM 31410H101 1,182 23,369 SH SOLE 2,427 20,942
FIDELITY NATL FINANCIAL COMM 316326107 85 5,908 SH SOLE 5,908 0
FIFTH THIRD BANCORP COMM 316773100 2,259 30,789 SH SOLE 3,808 26,981
FILENET CORP COMM 316869106 178 6,982 SH SOLE 6,982 0
FIRST AMERICAN FINANCIAL COMM 318522307 146 11,778 SH SOLE 11,778 0
FIRST DATA CORP COMM 319963104 3,423 69,406 SH SOLE 20,141 49,265
FIRST MIDWEST BANCORP INC COMM 320867104 236 8,895 SH SOLE 8,895 0
FIRST UNION CORP COMM 337358105 4,263 129,414 SH SOLE 27,874 101,540
FIRSTAR CORP COMM 33763V109 2,438 115,413 SH SOLE 11,911 103,502
FIRSTBANK PUERTO RICO COMM 318672102 107 5,140 SH SOLE 5,140 0
FIRSTENERGY CORP COMM 337932107 609 26,850 SH SOLE 3,145 23,705
FLEET BOSTON CORPORATION COMM 339030108 4,267 122,582 SH SOLE 26,251 96,331
FLEETWOOD ENTERPRISES COMM 339099103 41 1,998 SH SOLE 0 1,998
FLEMING COMPANIES INC. COMM 339130106 79 7,740 SH SOLE 7,740 0
FLORIDA PROGRESS CORP COMM 341109106 50 1,170 SH SOLE 980 190
FLORIDA ROCK INDS COMM 341140101 137 3,990 SH SOLE 3,990 0
FLUOR CORP. COMM 343861100 449 9,782 SH SOLE 850 8,932
FMC CORP COMM 302491303 711 12,413 SH SOLE 8,210 4,203
FOOTSTAR INC COMM 344912100 146 4,790 SH SOLE 4,790 0
FORD MOTOR CO. COMM 345370100 11,172 209,566 SH SOLE 30,618 178,948
FORT JAMES CORPORATION COMM 347471104 521 19,023 SH SOLE 2,602 16,421
FORTUNE BRANDS INC. COMM 349631101 617 18,654 SH SOLE 0 18,654
FOSSILL INC COMM 349882100 155 6,720 SH SOLE 6,720 0
FOSTER WHEELER COMM 350244109 40 4,561 SH SOLE 0 4,561
FPL GROUP COMM 302571104 1,023 23,902 SH SOLE 2,329 21,573
FRANKLIN RESOURCES INC COMM 354613101 819 25,536 SH SOLE 3,090 22,446
FREEPORT-MCMORAN COPPER COMM 35671D857 536 25,374 SH SOLE 1,590 23,784
FREMONT GEN CORP COMM 357288109 93 12,552 SH SOLE 12,552 0
FRESENIUS MED HLDGS - PFD COMM 358030203 0 8,542 SH SOLE 0 8,542
FRITZ CO COMM 358846103 67 6,403 SH SOLE 6,403 0
G & K SERVICES INC COMM 361268105 151 4,677 SH SOLE 4,677 0
GALLAGHER ARTHUR J & C COMM 363576109 214 3,302 SH SOLE 3,302 0
GANNETT CO. INC. DEL COMM 364730101 4,004 49,093 SH SOLE 17,134 31,959
GAP, INC. COMM 364760108 5,428 118,002 SH SOLE 24,032 93,970
GARDNER DENVER INC COMM 365558105 63 3,760 SH SOLE 3,760 0
GATEWAY 2000 INC COMM 367626108 2,592 35,974 SH SOLE 3,720 32,254
GC COS INC COMM 36155Q109 101 3,890 SH SOLE 0 3,890
GENCORP INC COMM 368682100 55 5,590 SH SOLE 5,590 0
GENERAL DYNAMICS CORP. COMM 369550108 893 16,926 SH SOLE 2,320 14,606
GENERAL ELECTRIC CO. COMM 369604103 72,959 471,461 SH SOLE 60,906 410,555
GENERAL INSTRUMENT CORP COMM 370120107 5,468 64,329 SH SOLE 1,959 62,370
GENERAL MILLS INC. COMM 370334104 1,921 53,736 SH SOLE 20,128 33,608
GENERAL MOTORS COMM 370442105 9,794 134,748 SH SOLE 18,394 116,354
GENERAL SEMICONDUCTORS COMM 370787103 85 6,000 SH SOLE 6,000 0
GENTEX CORP. COMM 371901109 410 14,770 SH SOLE 14,770 0
GENUINE PARTS CO. COMM 372460105 543 21,890 SH SOLE 2,180 19,710
GEON CO COMM 37246W105 178 5,465 SH SOLE 5,465 0
GEORGIA-PAC GROUP COMM 373298108 1,187 23,399 SH SOLE 1,966 21,433
GERBER SCIENTIFIC INC COMM 373730100 102 4,671 SH SOLE 4,671 0
GILLETTE CO. COMM 375766102 5,592 135,758 SH SOLE 15,148 120,610
GLOBAL CROSSING LTD COMM G3921A100 4,430 88,609 SH SOLE 15,883 72,726
GOLDEN WEST FINANCIAL COMM 381317106 722 21,558 SH SOLE 2,220 19,338
GOODRICH BF COMM 382388106 135 4,911 SH SOLE 161 4,750
GOODYEAR TIRE & RUBBER COMM 382550101 543 19,367 SH SOLE 1,950 17,417
GOODYS FAMILY CLOTHING COMM 382588101 38 7,110 SH SOLE 7,110 0
GPU INC. COMM 36225X100 244 8,218 SH SOLE 1,235 6,983
GRACE (W.R.) COMM 38388F108 138 9,805 SH SOLE 444 9,361
GRACO INC COMM 384109104 150 4,170 SH SOLE 4,170 0
GRAINGER WW COMM 384802104 718 15,014 SH SOLE 590 14,424
GREAT ATLANTIC & PAC TEA COMM 390064103 101 3,616 SH SOLE 910 2,706
GREAT LAKES CHEMICAL CORP COMM 390568103 252 6,603 SH SOLE 200 6,403
GROUP 1 AUTOMOTIVE COMM 398905109 70 5,000 SH SOLE 5,000 0
GTE CORP. COMM 362320103 9,371 132,798 SH SOLE 22,266 110,532
GUIDANT CORP. COMM 401698105 1,854 39,451 SH SOLE 4,276 35,175
GUILFORD MLS INC COMM 401794102 40 5,537 SH SOLE 5,537 0
H.J. HEINZ CO. COMM 423074103 1,920 48,231 SH SOLE 8,297 39,934
H.R. BLOCK COMM 093671105 520 11,878 SH SOLE 1,060 10,818
HADCO CORP COMM 404681108 251 4,930 SH SOLE 2,880 2,050
HALLIBURTON CO. COMM 406216101 2,212 54,947 SH SOLE 5,078 49,869
HA-LO INDUSTRIES COMM 404429102 64 8,570 SH SOLE 8,570 0
HANGER ORTHOPEDIC GROUP COMM 41043F208 43 4,280 SH SOLE 4,280 0
HARBINGER CORP COMM 41145C103 244 7,670 SH SOLE 7,670 0
HARCOURT GENERAL, INC. COMM 41163G101 437 10,866 SH SOLE 1,544 9,322
HARMAN INTL INDUSTRIES IN COMM 413086109 361 6,430 SH SOLE 3,770 2,660
HARRA'S ENTERTAINMENT COMM 413619107 231 8,751 SH SOLE 0 8,751
HARTFORD FINC SERVICES COMM 416515104 1,371 28,935 SH SOLE 2,728 26,207
HASBRO INC COMM 418056107 509 26,893 SH SOLE 3,175 23,718
HEALTHSOUTH REHAB. COMM 421924101 196 36,456 SH SOLE 5,860 30,596
HEARTLAND EXPRESS INC COMM 422347104 85 5,370 SH SOLE 5,370 0
HELIX TECHNOLOGIES COMM 423319102 190 4,230 SH SOLE 4,230 0
HELMERICH & PAYNE COMM 423452101 171 7,878 SH SOLE 0 7,878
HENRY JACK & ASSOC INC COMM 426281101 211 3,931 SH SOLE 3,931 0
HERCULES COMM 427056106 335 12,008 SH SOLE 1,153 10,855
HERSHEY FOODS CORP. COMM 427866108 944 19,904 SH SOLE 3,260 16,644
HEWLETT PACKARD CO. COMM 428236103 15,043 132,243 SH SOLE 21,903 110,340
HILB, ROGAL & HAMIL COMM 431294107 75 2,670 SH SOLE 2,670 0
HILTON HOTELS CORP. COMM 432848109 277 28,997 SH SOLE 5,520 23,477
HNC SOFTWARE COMM 40425P107 482 4,560 SH SOLE 4,560 0
HOME DEPOT INC COMM 437076102 24,298 353,421 SH SOLE 47,424 305,997
HOMESTAKE MINING COMM 437614100 178 22,791 SH SOLE 3,400 19,391
HONEYWELL INTERNATIONAL COMM 438516106 6,591 114,246 SH SOLE 23,965 90,281
HOOPER HOLMES COMM 439104100 149 5,800 SH SOLE 5,800 0
HOUSEHOLD INTERNATIONAL COMM 441815107 4,323 116,064 SH SOLE 6,379 109,685
HS RES INC COMM 404297103 82 4,740 SH SOLE 4,740 0
HUDSON UNITED BANCORP COMM 444165104 238 9,323 SH SOLE 9,323 0
HUGHES SUPPLY INC COMM 444482103 214 9,915 SH SOLE 5,395 4,520
HUMANA INC. COMM 444859102 161 19,663 SH SOLE 2,525 17,138
HUNTINGTON BANC SHARES COMM 446150104 145 6,057 SH SOLE 3,102 2,955
HUTCHINSON TECHNOLOGY COMM 448407106 123 5,810 SH SOLE 5,810 0
HUTTIG BUILDING PRODUCTS COMM 448451104 9 2,308 SH SOLE 57 2,251
HYPERION SOLUTIONS CORP COMM 44914M104 407 9,346 SH SOLE 6,186 3,160
IDEC PHARMACEUTICALS CO COMM 449370105 762 7,760 SH SOLE 7,760 0
IDEX CORP. COMM 45167R104 193 6,350 SH SOLE 6,350 0
IDEXX LABS INC COMM 45168D104 137 8,479 SH SOLE 8,479 0
IHOP CORP COMM 449623107 114 6,840 SH SOLE 6,840 0
IKON OFFICE SOLUTIONS COMM 451713101 111 16,252 SH SOLE 2,002 14,250
ILLINOIS TOOL WORKS INC COMM 452308109 2,501 37,016 SH SOLE 10,686 26,330
IMCO RECYCLING INC COMM 449681105 50 3,940 SH SOLE 3,940 0
IMS HEALTH INC COMM 449934108 1,445 53,163 SH SOLE 4,252 48,911
INACOM CORP COMM 45323G109 65 8,931 SH SOLE 8,931 0
INCO LTD COMM 453258402 513 21,851 SH SOLE 3,457 18,394
INCYTE PHARMACEUTICALS COMM 45337C102 350 5,830 SH SOLE 5,830 0
INFORMATION RESOURCES COMM 456905108 49 5,330 SH SOLE 5,330 0
ING GROEP N.V.-SPONS ADR COMM 456837103 300 4,924 SH SOLE 4,924 0
INGERSOLL RAND COMM 456866102 1,181 21,441 SH SOLE 2,243 19,198
INPUT/OUTPUT INC COMM 457652105 44 8,714 SH SOLE 8,714 0
INSIGHT ENTERPRISES INC COMM 45765U103 207 5,090 SH SOLE 5,090 0
INSITUFORM TECHNOLOGIES COMM 457667103 139 4,920 SH SOLE 4,920 0
INSURANCE AUTO AUCTION COMM 457875102 47 2,990 SH SOLE 2,990 0
INTEL CORP. COMM 458140100 42,219 512,913 SH SOLE 65,832 447,081
INTER TEL INC. COMM 458372109 140 5,590 SH SOLE 5,590 0
INTERFACE INC -CL A COMM 458665106 51 8,938 SH SOLE 8,938 0
INTERIM SERVICES INC COMM 45868P100 509 20,546 SH SOLE 13,126 7,420
INTERMET CORP COMM 45881K104 63 5,394 SH SOLE 5,394 0
INTERNATIONAL PAPER CO. COMM 460146103 2,726 48,295 SH SOLE 5,350 42,945
INTERPUBLIC GROUP COMM 460690100 1,993 34,541 SH SOLE 4,074 30,467
INTERVOICE INC COMM 461142101 136 5,870 SH SOLE 5,870 0
INT'L BUSINESS MACHINES COMM 459200101 24,836 230,232 SH SOLE 36,176 194,056
INT'L FLAVORS & FRAGRANCE COMM 459506101 551 14,633 SH SOLE 3,046 11,587
INTL RECTIFIER CORP. COMM 460254105 432 16,634 SH SOLE 10,074 6,560
INVACARE INC COMM 461203101 124 6,186 SH SOLE 6,186 0
INVESTORS FINANCIAL SVS COMM 461915100 80 1,740 SH SOLE 1,740 0
IONICS INC COMM 462218108 220 7,805 SH SOLE 4,405 3,400
ITT INDUSTRIES INC COMM 450911102 439 13,139 SH SOLE 1,258 11,881
J&J SNACK FOODS INC COMM 466032109 52 2,530 SH SOLE 2,530 0
J.C. PENNEY CO. COMM 708160106 600 30,113 SH SOLE 3,747 26,366
J.P. MORGAN & CO. COMM 616880100 3,292 25,998 SH SOLE 5,652 20,346
JEFFERIES GROUP INC (NEW) COMM 472319102 124 5,620 SH SOLE 5,620 0
JEFFERSON PILOT COMM 475070108 1,488 21,802 SH SOLE 9,819 11,983
JLG INDUSTRIES INC COMM 466210101 119 7,440 SH SOLE 7,440 0
JO-ANN STORES INC - CL A COMM 47758P109 53 4,745 SH SOLE 4,745 0
JOHN H. HARLAND CO. COMM 412693103 102 5,590 SH SOLE 5,590 0
JOHNSON & JOHNSON COMM 478160104 19,289 206,856 SH SOLE 28,316 178,540
JOHNSON CONTROLS INC. COMM 478366107 548 9,641 SH SOLE 1,024 8,617
JONES PHARMA INC COMM 480236108 366 8,420 SH SOLE 8,420 0
JOSTENS INC. COMM 481088102 205 8,445 SH SOLE 1,140 7,305
JSB FINANCIAL INC COMM 46624M100 125 2,415 SH SOLE 2,415 0
JUSTIN INDUSTRIES INC COMM 482171105 62 4,190 SH SOLE 4,190 0
KAMAN CORP -CL A COMM 483548103 59 4,593 SH SOLE 4,593 0
KANSAS CITY SOUTHN INDS COMM 485170104 885 11,865 SH SOLE 1,160 10,705
KAUFMAN & BROAD HOME CO COMM 486168107 17 691 SH SOLE 0 691
KELLOGG COMM 487836108 1,753 56,908 SH SOLE 8,970 47,938
KELLWOOD INC COMM 488044108 128 6,610 SH SOLE 6,610 0
KEMET CORP COMM 488360108 344 7,635 SH SOLE 7,635 0
KENT ELECTRONICS CORP COMM 490553104 135 5,953 SH SOLE 5,953 0
KERR MCGEE COMM 492386107 1,238 19,961 SH SOLE 9,690 10,271
KEYCORP COMM 493267108 1,138 51,426 SH SOLE 6,330 45,096
KIMBERLY CLARK COMM 494368103 8,896 135,948 SH SOLE 19,236 116,712
KIRBY CORP COMM 497266106 101 4,937 SH SOLE 4,937 0
KLA-TENCOR CORP. COMM 482480100 1,213 10,889 SH SOLE 980 9,909
KLM ROYAL DUTCH AIR-ADR COMM 482516309 41 1,639 SH SOLE 1,639 0
K-MART COMM 482584109 641 63,667 SH SOLE 6,188 57,479
KNIGHT RIDDER NEWSPAPERS COMM 499040103 822 13,795 SH SOLE 1,889 11,906
KOHLS CORP COMM 500255104 1,356 18,790 SH SOLE 2,040 16,750
KONINKLIJKE AHOLD - ADR COMM 500467303 141 4,713 SH SOLE 4,713 0
KONINKLIJKE KPN NV-ADR COMM 780641205 253 2,638 SH SOLE 2,638 0
KONINKLIJKE PHILIPS EL COMM 500472204 170 1,262 SH SOLE 1,262 0
KROGER COMPANY COMM 501044101 1,969 104,344 SH SOLE 14,164 90,180
KROLL-O'GARA COMPANY COMM 501050108 82 4,960 SH SOLE 4,960 0
KRONOS INC COMM 501052104 154 2,560 SH SOLE 2,560 0
K-SWISS CL-A COMM 482686102 46 2,460 SH SOLE 2,460 0
KULICKE & SOFFA INDS INC COMM 501242101 318 7,480 SH SOLE 4,800 2,680
LA Z BOY CHAIR CO COMM 505336107 167 9,933 SH SOLE 9,933 0
LABOR READY COMM 505401208 100 8,230 SH SOLE 8,230 0
LAIDLAW INC COMM 50730K503 2 337 SH SOLE 0 337
LANDRY'S RESTAURANTS COMM 51508L103 61 7,000 SH SOLE 7,000 0
LANDSTAR SYSTEMS INC COMM 515098101 94 2,205 SH SOLE 2,205 0
LASER VISION CENTERS COMM 51807H100 55 5,190 SH SOLE 5,190 0
LASON INC COMM 51808R107 49 4,490 SH SOLE 4,490 0
LATTICE SEMICONDUCTOR COMM 518415104 642 13,628 SH SOLE 9,128 4,500
LAWSON PRODUCTS INC. COMM 520776105 80 3,480 SH SOLE 3,480 0
LEGGETT & PLATT INC COMM 524660107 3 120 SH SOLE 0 120
LEHMAN BROS HOLDING INC COMM 524908100 1,300 15,351 SH SOLE 1,290 14,061
LEXMARK INTL GROUP CL A COMM 529771107 1,263 13,960 SH SOLE 1,430 12,530
LG AND E ENERGY CORP. COMM 501917108 13 751 SH SOLE 0 751
LIBBEY INC COMM 529898108 113 3,920 SH SOLE 3,920 0
LILLY (ELI) & CO. COMM 532457108 9,732 146,340 SH SOLE 25,990 120,350
LILLY INDUSTRIES INC COMM 532491107 63 4,709 SH SOLE 4,709 0
LIMITED, INC. COMM 532716107 1,520 35,103 SH SOLE 2,785 32,318
LINCOLN NATIONAL CORP. COMM 534187109 1,034 25,862 SH SOLE 2,208 23,654
LINDSAY MANUFACTURING CO COMM 535555106 62 3,379 SH SOLE 3,379 0
LINENS N' THINGS COMM 535679104 247 8,350 SH SOLE 8,350 0
LIPOSOME CO INC COMM 536310105 88 7,250 SH SOLE 7,250 0
LIZ CLAIBORNE INC COMM 539320101 349 9,282 SH SOLE 450 8,832
LOCKHEED MARTIN CORP COMM 539830109 1,056 48,264 SH SOLE 4,936 43,328
LOEWS CORP. COMM 540424108 1,472 24,255 SH SOLE 11,200 13,055
LONGS DRUG STORES CORP COMM 543162101 60 2,338 SH SOLE 420 1,918
LOUISIANA PACIFIC CORP. COMM 546347105 163 11,598 SH SOLE 970 10,628
LOWE'S COMPANIES COMM 548661107 2,543 42,557 SH SOLE 4,988 37,569
LSI LOGIC CORP COMM 502161102 1,088 16,112 SH SOLE 1,715 14,397
LUBY'S CAFETERIAS COMM 549282101 76 6,710 SH SOLE 6,710 0
LUCENT TECHNOLOGIES INC COMM 549463107 29,273 390,309 SH SOLE 62,201 328,108
MACDERMID INC COMM 554273102 205 4,990 SH SOLE 4,990 0
MACROMEDIA INC COMM 556100105 648 8,860 SH SOLE 8,860 0
MAF BANCORP, INC. COMM 55261R108 98 4,680 SH SOLE 4,680 0
MALLINCKRODT INC COMM 561232109 348 10,952 SH SOLE 1,140 9,812
MANITOWAC INC COMM 563571108 187 5,487 SH SOLE 5,487 0
MANOR CARE INC COMM 564055101 161 10,055 SH SOLE 1,785 8,270
MARRIOTT INTL-CLASS A COMM 571903202 808 25,602 SH SOLE 4,973 20,629
MARSH & MCLENNAN COMM 571748102 3,823 39,954 SH SOLE 11,193 28,761
MARSHALL & ILSLEY CORP COMM 571834100 11 175 SH SOLE 0 175
MASCO CORP. COMM 574599106 1,022 40,289 SH SOLE 5,160 35,129
MASOTECH CORP COMM 574670105 128 10,090 SH SOLE 10,090 0
MATERIAL SCIENCES CORP. COMM 576674105 30 2,930 SH SOLE 2,930 0
MATTEL INC. COMM 577081102 517 39,361 SH SOLE 5,941 33,420
MAXIMUS INC COMM 577933104 135 3,990 SH SOLE 3,990 0
MAY DEPARTMENT STORES COMM 577778103 1,861 57,701 SH SOLE 16,968 40,733
MAYTAG CORP. COMM 578592107 766 15,954 SH SOLE 880 15,074
MBIA INC COMM 55262C100 3,041 57,577 SH SOLE 780 56,797
MBNA CORP. COMM 55262L100 2,888 105,973 SH SOLE 10,575 95,398
MCDERMOTT INTL. COMM 580037109 56 6,213 SH SOLE 440 5,773
MCDONALD'S CORP COMM 580135101 7,232 179,388 SH SOLE 23,170 156,218
MCGRAW-HILL INC. COMM 580645109 6,654 107,978 SH SOLE 15,300 92,678
MCI WORLDCOM INC COMM 55268B106 23,056 434,516 SH SOLE 60,800 373,716
MCKESSON HBOC INC COMM 58155Q103 699 31,085 SH SOLE 3,499 27,586
MCWHORTER TECHNOLOGIES COMM 582803102 45 2,820 SH SOLE 2,820 0
MDC HOLDINGS INC COMM 552676108 67 4,250 SH SOLE 4,250 0
MEAD CORP COMM 582834107 543 12,505 SH SOLE 1,040 11,465
MEDIAONE GROUP INC COMM 58440J104 4,826 62,825 SH SOLE 0 62,825
MEDICIS PHARMACEUTICALS COMM 584690309 326 7,660 SH SOLE 5,070 2,590
MEDQUIST INC COMM 584949101 183 7,090 SH SOLE 7,090 0
MEDTRONIC INC COMM 585055106 4,847 133,024 SH SOLE 16,832 116,192
MELLON FINANCIAL CORP COMM 58551A108 2,368 69,527 SH SOLE 6,900 62,627
MENS WAREHOUSE INC COMM 587118100 267 9,075 SH SOLE 9,075 0
MENTOR CORP MINN COMM 587188103 134 5,193 SH SOLE 5,193 0
MERCK & CO., INC. COMM 589331107 23,870 355,276 SH SOLE 48,680 306,596
MERCURY INTERACTIVE COMM 589405109 762 7,060 SH SOLE 7,060 0
MEREDITH CORP COMM 589433101 318 7,618 SH SOLE 2,948 4,670
MERRILL LYNCH & CO. COMM 590188108 4,068 48,830 SH SOLE 10,182 38,648
METHODE ELECTRONICS INC COMM 591520200 226 7,020 SH SOLE 7,020 0
MGIC INVESTMENT CO. COMM 552848103 805 13,383 SH SOLE 920 12,463
MICHAEL FOODS INC. COMM 594079105 110 4,480 SH SOLE 4,480 0
MICHAELS STORES INC COMM 594087108 170 5,960 SH SOLE 5,960 0
MICREL INC COMM 594793101 441 7,750 SH SOLE 7,750 0
MICRON TECHNOLOGY COMM 595112103 2,372 30,356 SH SOLE 3,138 27,218
MICROS SYSTEMS INC COMM 594901100 223 3,020 SH SOLE 3,020 0
MICROSOFT CORP COMM 594918104 85,272 730,377 SH SOLE 99,554 630,823
MIDWAY GAMES INC COMM 598148104 287 12,000 SH SOLE 7,820 4,180
MIDWEST EXPRESS HOLDINGS COMM 597911106 97 3,050 SH SOLE 3,050 0
MILACRON INC COMM 598709103 62 4,001 SH SOLE 0 4,001
MILLIPORE CORP. COMM 601073109 193 5,002 SH SOLE 350 4,652
MINNESOTA MINING & MFG COMM 604059105 5,432 55,500 SH SOLE 11,942 43,558
MIRAGE RESORTS INC COMM 60462E104 33 2,210 SH SOLE 0 2,210
MOLEX INCORPORATED COMM 608554101 613 10,820 SH SOLE 600 10,220
MONACO COACH COMM 60886R103 105 4,090 SH SOLE 4,090 0
MONSANTO COMM 611662107 2,379 67,127 SH SOLE 8,431 58,696
MORGAN STAN/DEAN WITTER COMM 617446448 10,692 74,897 SH SOLE 12,507 62,390
MORRISON-KNUDSON INC COMM 61844A109 60 7,740 SH SOLE 7,740 0
MOTOROLA INC. COMM 620076109 16,079 109,196 SH SOLE 13,830 95,366
MS CARRIERS INC COMM 553533100 79 3,320 SH SOLE 3,320 0
MUELLER INDUSTRIES COMM 624756102 422 11,652 SH SOLE 7,252 4,400
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MYERS INDUSTRIES INC COMM 628464109 72 4,576 SH SOLE 4,576 0
NABISCO GROUP HOLDINGS COMM 62952P102 154 14,450 SH SOLE 10,580 3,870
NACCO INDUSTRIES INC COMM 629579103 146 2,629 SH SOLE 110 2,519
NATIONAL CITY CORP. COMM 635405103 1,687 71,238 SH SOLE 8,374 62,864
NATIONAL COMPUTER SYSTEMS COMM 635519101 233 6,186 SH SOLE 6,186 0
NATIONAL DATA CORP COMM 635621105 232 6,846 SH SOLE 6,846 0
NATIONAL INSTRUMENT CORP COMM 636518102 369 9,655 SH SOLE 9,655 0
NATIONAL PRESTO IND. COMM 637215104 268 7,550 SH SOLE 3,480 4,070
NATIONAL SEMICONDUCTOR COMM 637640103 670 15,656 SH SOLE 2,180 13,476
NATIONAL SERVICE IND. COMM 637657107 247 8,371 SH SOLE 550 7,821
NAUTICA ENTERPRISES INC COMM 639089101 86 7,636 SH SOLE 7,636 0
NAVISTAR INT'L CORP. COMM 63934E108 311 6,612 SH SOLE 620 5,992
NBTY INC COMM 628782104 122 10,583 SH SOLE 10,583 0
NEIMAN MARCUS GRP - CL B COMM 640204301 1 36 SH SOLE 0 36
NESTLE ADR (REG) COMM 641069406 315 3,437 SH SOLE 3,437 0
NETWORK APPLIANCE INC COMM 64120L104 1,447 17,420 SH SOLE 1,480 15,940
NETWORK EQUIPMENT COMM 641208103 47 4,010 SH SOLE 4,010 0
NEW CENTURY ENERGIES INC COMM 64352U103 78 2,560 SH SOLE 1,310 1,250
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NEW JERSEY RES COMM 646025106 137 3,516 SH SOLE 3,516 0
NEW YORK TIMES CLASS A COMM 650111107 1,546 31,467 SH SOLE 4,374 27,093
NEWELL RUBBERMAID CO. COMM 651229106 1,116 38,494 SH SOLE 4,288 34,206
NEWFIELD EXPLORATION CORP COMM 651290108 250 9,342 SH SOLE 9,342 0
NEWMONT MINING CORP COMM 651639106 488 19,900 SH SOLE 1,978 17,922
NEXTEL COMMUNICATIONS-A COMM 65332V103 4,123 39,978 SH SOLE 4,040 35,938
NFO WORLDWIDE COMM 62910N108 94 4,220 SH SOLE 4,220 0
NIAGARA MOHAWK HOLDINGS COMM 653520106 451 32,371 SH SOLE 3,710 28,661
NICOR INC. COMM 654086107 145 4,459 SH SOLE 390 4,069
NIKE INC. - CL B COMM 654106103 1,747 35,257 SH SOLE 3,702 31,555
NORDSTROM INC COMM 655664100 541 20,560 SH SOLE 1,900 18,660
NORFOLK SOUTHERN CORP COMM 655844108 1,004 48,984 SH SOLE 4,316 44,668
NORTEL NETWORKS CORP COMM 656569100 26,766 265,005 SH SOLE 26,454 238,551
NORTHERN STATES POWER-MN COMM 665772109 303 15,538 SH SOLE 1,580 13,958
NORTHERN TRUST CORP. COMM 665859104 1,739 32,806 SH SOLE 2,280 30,526
NORTHROP/GRUMMAN CORP COMM 666807102 565 10,454 SH SOLE 1,010 9,444
NORTHWEST NATURAL GAS CO` COMM 667655104 96 4,362 SH SOLE 4,362 0
NORTHWESTERN CORP COMM 668074107 90 4,080 SH SOLE 4,080 0
NOVARTIS AG-ADR COMM 66987V109 693 9,466 SH SOLE 9,466 0
NOVELL INC. COMM 670006105 1,810 45,321 SH SOLE 4,239 41,082
NOVEN PHARMACEUTICALS COMM 670009109 68 3,730 SH SOLE 3,730 0
NUCOR CORP. COMM 670346105 596 10,868 SH SOLE 1,311 9,557
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OAK INDUSTRIES INC COMM 671400505 371 3,495 SH SOLE 3,495 0
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OCE NV - SPONS ADR COMM 674627203 63 3,835 SH SOLE 3,835 0
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OFFSHORE LOGISTICS COMM 676255102 48 5,150 SH SOLE 5,150 0
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ONEOK INC COMM 682680103 168 6,696 SH SOLE 0 6,696
ORACLE SYSTEMS COMM 68389X105 20,612 183,929 SH SOLE 29,198 154,731
ORBITAL SCIENCES CORP COMM 685564106 171 9,222 SH SOLE 9,222 0
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OWENS & MINOR INC COMM 690732102 51 5,754 SH SOLE 5,754 0
OWENS CORNING COMM 69073F103 105 5,454 SH SOLE 926 4,528
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P G & E CORP COMM 69331C108 1,068 52,104 SH SOLE 6,099 46,005
P P & L RESOURCES INC. COMM 693499105 209 9,129 SH SOLE 1,385 7,744
PACCAR INC COMM 693718108 459 10,360 SH SOLE 1,096 9,264
PACIFIC SUNWEAR OF CALIF COMM 694873100 195 6,115 SH SOLE 6,115 0
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PALL CORPORATION COMM 696429307 365 16,918 SH SOLE 1,479 15,439
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PAREXEL TECHNOLOGY COMM 699462107 64 5,380 SH SOLE 5,380 0
PARK ELECTROCHEMICAL CO COMM 700416209 68 2,563 SH SOLE 2,563 0
PARKER HANNIFIN CORP. COMM 701094104 673 13,106 SH SOLE 1,191 11,915
PATTERSON DENTAL CO COMM 703412106 275 6,457 SH SOLE 6,457 0
PAXAR CORP COMM 704227107 52 6,179 SH SOLE 6,179 0
PAYCHEX INC COMM 704326107 1,151 28,785 SH SOLE 3,395 25,390
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PE CORP-PE BIOSYSTEMS GRP COMM 69332S102 1,740 14,462 SH SOLE 1,090 13,372
PECO ENERGY CO COMM 693304107 1,054 30,317 SH SOLE 2,546 27,771
PEOPLES ENERGY CORP COMM 711030106 144 4,287 SH SOLE 350 3,937
PEOPLESOFT INC COMM 712713106 439 20,590 SH SOLE 2,990 17,600
PEP BOYS-MANNY,MOE & JACK COMM 713278109 74 8,257 SH SOLE 660 7,597
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PERFORMANCE FOOD GROUP COMM 713755106 84 3,450 SH SOLE 3,450 0
PERKINELMER INC COMM 714046109 365 8,754 SH SOLE 0 8,754
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PHARMACIA & UPJOHN INC COMM 716941109 2,616 58,133 SH SOLE 6,934 51,199
PHELPS DODGE CORP. COMM 717265102 707 10,490 SH SOLE 955 9,535
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PIEDMONT NAT GAS INC COMM 720186105 350 11,609 SH SOLE 5,749 5,860
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PINNACLE SYSTEMS INC COMM 723481107 178 4,370 SH SOLE 4,370 0
PIONEER GROUP INC COMM 723684106 93 5,910 SH SOLE 5,910 0
PIONEER STD ELECTRICS INC COMM 723877106 73 5,030 SH SOLE 5,030 0
PITNEY-BOWES INC. COMM 724479100 1,954 40,454 SH SOLE 3,854 36,600
PLACER DOME INC COMM 725906101 349 32,488 SH SOLE 4,407 28,081
PLAINS RES INC COMM 726540503 53 4,220 SH SOLE 4,220 0
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PLEXUS CORP COMM 729132100 158 3,580 SH SOLE 3,580 0
PNC BANK CORPORATION COMM 693475105 1,638 36,798 SH SOLE 3,965 32,833
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POLAROID COMM 731095105 116 6,172 SH SOLE 840 5,332
POPE & TALBOT INC COMM 732827100 83 5,165 SH SOLE 5,165 0
POTLATCH CORP COMM 737628107 99 2,220 SH SOLE 120 2,100
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PRAXAIR INC COMM 74005P104 1,025 20,367 SH SOLE 1,801 18,566
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PREFERRED INCOME MGMT FD COMM 74037Q104 41 2,994 SH SOLE 0 2,994
PREMIER BANCSHARES INC COMM 739909109 59 4,340 SH SOLE 4,340 0
PREPAID LEGAL SERVICES COMM 740065107 118 4,910 SH SOLE 4,910 0
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QUEENS COUNTY BANCORP INC COMM 748242104 111 4,105 SH SOLE 4,105 0
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RALSTON PURINA CO. COMM 751277302 1,106 39,666 SH SOLE 5,588 34,078
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TIMBERLAND COMM 887100105 219 4,148 SH SOLE 4,148 0
TIME WARNER, INC. COMM 887315109 14,780 204,384 SH SOLE 14,720 189,664
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TIMKEN CO COMM 887389104 120 5,868 SH SOLE 670 5,198
TJ INTERNATIONAL INC COMM 872534102 259 6,174 SH SOLE 3,384 2,790
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TOWER AUTOMOTIVE INC COMM 891707101 262 17,000 SH SOLE 9,940 7,060
TOYS-R-US COMM 892335100 503 35,148 SH SOLE 3,481 31,667
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TRIBUNE CO. COMM 896047107 2,045 37,148 SH SOLE 6,480 30,668
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UNION PACIFIC RES GRP COMM 907834105 343 26,914 SH SOLE 3,481 23,433
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