UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 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 August 15, 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: 1,420
Form 13F Information Table Value Total: $1,840,919 (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 2,338 40,581 SH SOLE 5,833 34,748
99 CENTS ONLY STORES COMM 65440K 306 7,670 SH SOLE 7,630 40
AAR CORP. COMM 000361 72 6,022 SH SOLE 6,022 0
AARON RENTS INC COMM 002535 56 4,420 SH SOLE 4,420 0
ABBOTT LABORATORIES COMM 002824 8,791 197,275 SH SOLE 40,296156,979
ABERCROMBIE & FITCH-CL COMM 002896 1 120 SH SOLE 0 120
ABM INDUSTRIES, INC COMM 000957 126 5,480 SH SOLE 5,450 30
ABN AMRO HOLDING - ADR COMM 000937 159 6,481 SH SOLE 6,481 0
ACNIELSON CORP COMM 004833 2 70 SH SOLE 0 70
ACTEL CORP COMM 004934 229 5,030 SH SOLE 5,000 30
ACTION PERFORMANCE INC COMM 004933 26 3,540 SH SOLE 3,540 0
ACUSON CORP. COMM 005113 1 40 SH SOLE 0 40
ACXIOM CORP COMM 005125 3 100 SH SOLE 0 100
ADAC LABS COMM 005313 107 4,470 SH SOLE 4,470 0
ADAPTEC INC COMM 00651F 276 12,145 SH SOLE 1,460 10,685
ADAPTIVE BROADBAND COR COMM 00650M 306 8,320 SH SOLE 8,280 40
ADC TELECOMMUNICATIONS COMM 000886 2,989 35,640 SH SOLE 5,040 30,600
ADECCO SA - ADR COMM 006754 166 1,566 SH SOLE 1,566 0
ADMINISTAFF INC COMM 007094 199 3,140 SH SOLE 3,140 0
ADOBE SYSTEMS INC. COMM 00724F 1,847 14,208 SH SOLE 2,120 12,088
ADOLPH COORS CO - CLAS COMM 217016 221 3,658 SH SOLE 0 3,658
ADTRAN INC COMM 00738A 2 40 SH SOLE 0 40
ADVANCE PARADIGM COMM 007491 96 4,700 SH SOLE 4,700 0
ADVANCED MICRO DEVICES COMM 007903 1,284 16,623 SH SOLE 2,469 14,154
ADVANCED TISSUE SCIENC COMM 00755F 77 9,590 SH SOLE 9,590 0
ADVO INC. COMM 007585 203 4,825 SH SOLE 4,795 30
AES CORPORATION COMM 00130H 2,266 49,670 SH SOLE 7,550 42,120
AETNA LIFE & CASUALTY COMM 008117 1,107 17,247 SH SOLE 2,724 14,523
AFFILIATED COMPUTER SV COMM 008190 2 60 SH SOLE 0 60
AFLAC INC COMM 001055 1,418 30,871 SH SOLE 4,910 25,961
AGCO CORP COMM 001084 1 80 SH SOLE 0 80
AGILENT TECHNOLOGIES COMM 00846U 5,394 73,136 SH SOLE 354 72,782
AGL RESOURCES INC COMM 001204 1 60 SH SOLE 0 60
AGRIBRANDS INTL INC COMM 00849R 133 3,180 SH SOLE 3,180 0
AIR PRODUCTS & CHEMICA COMM 009158 834 27,056 SH SOLE 3,928 23,128
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 109 2,592 SH SOLE 2,592 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 209 6,856 SH SOLE 1,720 5,136
ALBERTSONS INC. COMM 013104 1,692 50,901 SH SOLE 8,252 42,649
ALCAN ALUMINUM LTD COMM 013716 810 26,146 SH SOLE 3,917 22,229
ALCOA INC. COMM 013817 3,458 119,226 SH SOLE 29,798 89,428
ALEXANDER & BALDWIN IN COMM 014482 1 60 SH SOLE 0 60
ALLEGHENY ENERGY INC COMM 017361 3 120 SH SOLE 0 120
ALLEGHENY TECHNOLOGIES COMM 01741R 194 10,755 SH SOLE 1,426 9,329
ALLEN TELECOM INC COMM 018091 107 6,040 SH SOLE 6,040 0
ALLERGAN, INC. COMM 018490 1,256 16,865 SH SOLE 2,540 14,325
ALLIANCE PHARMACEUTICA COMM 018773 106 9,430 SH SOLE 9,370 60
ALLIANCE SEMICONDUCTOR COMM 01877H 232 9,440 SH SOLE 9,440 0
ALLIANT ENERGY CORP COMM 018802 2 80 SH SOLE 0 80
ALLIANT TECHSYSTEMS COMM 018804 188 2,793 SH SOLE 2,753 40
ALLIED WASTE IDS INC COMM 019589 193 19,260 SH SOLE 2,100 17,160
ALLMERICA FINANCIAL CO COMM 019754 3 60 SH SOLE 0 60
ALLSTATE CORPORATION COMM 020002 2,154 96,811 SH SOLE 15,956 80,855
ALLTEL CORP. COMM 020039 10,411 168,092 SH SOLE 5,718162,374
ALPHA INDUSTRIES INC COMM 020753 393 8,920 SH SOLE 8,870 50
ALPHARMA INC COMM 020813 511 8,208 SH SOLE 8,168 40
ALTERA CORP COMM 021441 2,426 23,800 SH SOLE 3,440 20,360
ALZA CORP CL A COMM 022615 653 11,051 SH SOLE 1,830 9,221
AMBAC INC COMM 023139 5 100 SH SOLE 0 100
AMCAST INDUSTRIAL COMM 023395 33 3,730 SH SOLE 3,730 0
AMCOL INTL CORP COMM 02341W 98 5,910 SH SOLE 5,910 0
AMERADA HESS COMM 023551 1,112 18,005 SH SOLE 8,588 9,417
AMEREN CORP COMM 023608 561 16,630 SH SOLE 3,128 13,502
AMERICA ONLINE INC COMM 02364J 15,222 287,885 SH SOLE 56,560231,325
AMERICAN EAGLE OUTFITT COMM 02553E 1 50 SH SOLE 0 50
AMERICAN ELECTRIC POWE COMM 025537 1,150 38,806 SH SOLE 6,398 32,408
AMERICAN EXPRESS COMM 025816 8,894 170,633 SH SOLE 36,308134,325
AMERICAN FDS- FUNDAMEN COMM 360802 24 725 SH SOLE 0 725
AMERICAN FINANCIAL GRO COMM 025932 2 70 SH SOLE 0 70
AMERICAN FREIGHTWAY COMM 02629V 96 6,640 SH SOLE 6,600 40
AMERICAN GENERAL CORP. COMM 026351 1,808 29,646 SH SOLE 4,747 24,899
AMERICAN GREETINGS - C COMM 026375 159 8,346 SH SOLE 1,740 6,606
AMERICAN HOME PRODUCTS COMM 026609 8,207 139,690 SH SOLE 22,780116,910
AMERICAN INT'L GROUP COMM 026874 31,465 267,785 SH SOLE 39,788227,997
AMERICAN ITALIA PASTA COMM 027070 100 4,680 SH SOLE 4,650 30
AMERICAN MANAGEMENT SY COMM 027352 303 9,228 SH SOLE 9,178 50
AMERICAN POWER CONVERS COMM 029066 3,827 93,770 SH SOLE 1,990 91,780
AMERICAN STANDARD COMP COMM 029712 3 80 SH SOLE 0 80
AMERICAN STATES WATER COMM 029899 88 2,960 SH SOLE 2,960 0
AMERICAN WATER WORKS I COMM 030411 3 100 SH SOLE 0 100
AMERICAN XTAL TECNOLOG COMM 030514 179 4,140 SH SOLE 4,140 0
AMERICREDIT CORP COMM 03060R 272 15,970 SH SOLE 15,890 80
AMES DEPARTMENT STORES COMM 030789 51 6,630 SH SOLE 6,590 40
AMETEK INC. COMM 031100 1 40 SH SOLE 0 40
AMGEN INC. COMM 031162 13,442 191,350 SH SOLE 27,550163,800
AMR CORP. COMM 001765 496 18,755 SH SOLE 3,124 15,631
AMSOUTH BANCORPORATION COMM 032165 664 42,130 SH SOLE 5,750 36,380
ANADARKO PETROLEUM COMM 032511 716 14,529 SH SOLE 1,550 12,979
ANALOG DEVICES COMM 032654 3,498 46,030 SH SOLE 10,430 35,600
ANALOGIC CORP COMM 032657 137 3,430 SH SOLE 3,430 0
ANALYSTS INTERNATIONAL COMM 032681 40 4,285 SH SOLE 4,285 0
ANCHOR BANCORP WISCONS COMM 032839 68 4,470 SH SOLE 4,470 0
ANDREW CORP COMM 034425 309 9,213 SH SOLE 1,142 8,071
ANHEUSER BUSCH COMM 035229 3,894 52,133 SH SOLE 6,890 45,243
ANIXTER INTL INC COMM 035290 314 11,836 SH SOLE 8,136 3,700
ANNTAYLOR STORES CORP COMM 036115 247 7,460 SH SOLE 7,420 40
ANTEC CORP COMM 03664P 2 40 SH SOLE 0 40
AON CORP. COMM 037389 946 30,440 SH SOLE 4,534 25,906
APACHE CORP COMM 037411 784 13,339 SH SOLE 1,360 11,979
APEX INC COMM 037548 205 4,690 SH SOLE 4,690 0
APOLLO GROUP INC - CL COMM 037604 3 90 SH SOLE 0 90
APPLE COMPUTER COMM 037833 1,903 36,326 SH SOLE 5,578 30,748
APPLEBEES INTL INC COMM 037899 1 30 SH SOLE 0 30
APPLICA INCORPORATED COMM 03815A 55 4,930 SH SOLE 4,930 0
APPLIED INDUSTRIAL TEC COMM 03820C 86 5,280 SH SOLE 5,240 40
APPLIED MATERIALS INC. COMM 038222 9,000 99,307 SH SOLE 20,590 78,717
APPLIED POWER INC COMM 038225 452 13,484 SH SOLE 9,184 4,300
APRIA HEALTHCARE GROUP COMM 037933 1 60 SH SOLE 0 60
APTARGROUP INC COMM 038336 373 13,828 SH SOLE 8,448 5,380
ARCH CHEMICALS INC COMM 03937R 117 5,330 SH SOLE 5,330 0
ARCHER-DANIELS-MIDLAND COMM 039483 757 77,169 SH SOLE 15,891 61,278
ARCTIC CAT INC COMM 039670 46 3,870 SH SOLE 3,800 70
ARKANSAS BEST CO. COMM 040790 40 3,980 SH SOLE 3,980 0
ARMSTRONG HOLDINGS INC COMM 042384 19 1,246 SH SOLE 460 786
ARROW ELECTRIC, INC. COMM 042735 3 110 SH SOLE 0 110
ARTESYN TECHNOLOGIES COMM 043127 229 8,220 SH SOLE 8,170 50
ARVIN INDUSTRIES INC COMM 043339 1 40 SH SOLE 0 40
ASHLAND INC COMM 044204 278 7,918 SH SOLE 1,095 6,823
ASPECT COMMUNICATIONS COMM 04523Q 425 10,804 SH SOLE 10,744 60
ASPEN TECHNOLOGY INC COMM 045327 206 5,360 SH SOLE 5,330 30
ASSOCIATED BANC CORP COMM 045487 2 70 SH SOLE 0 70
ASSOCIATES FIRST CAPIT COMM 046008 1,916 85,874 SH SOLE 12,182 73,692
ASTEC INDUSTRIES COMM 046224 120 4,720 SH SOLE 4,690 30
ASTORIA FINANCIAL CORP COMM 046265 2 60 SH SOLE 0 60
AT&T COMM 001957 12,843 403,720 SH SOLE 78,570325,150
ATLANTIC COAST AIRLINE COMM 048396 138 4,360 SH SOLE 4,360 0
ATMEL CORPORATION COMM 049513 9 240 SH SOLE 0 240
ATMOS ENERGY CORP COMM 049560 115 6,576 SH SOLE 6,526 50
ATWOOD OCEANICS INC COMM 050095 153 3,460 SH SOLE 3,420 40
AUDIOVOX CORP COMM 050757 163 7,410 SH SOLE 4,630 2,780
AUSPEX SYS INC COMM 052116 26 5,170 SH SOLE 5,170 0
AUTODESK INC COMM 052769 277 7,982 SH SOLE 1,280 6,702
AUTOMATIC DATA PROCESS COMM 053015 4,531 84,584 SH SOLE 19,910 64,674
AUTOZONE INC. COMM 053332 352 15,996 SH SOLE 2,437 13,559
AVERY-DENNISON CORP. COMM 053611 896 13,348 SH SOLE 2,101 11,247
AVID TECHNOLOGY INC COMM 05367P 66 5,540 SH SOLE 5,540 0
AVNET INC COMM 053807 3 50 SH SOLE 0 50
AVON PRODUCTS COMM 054303 1,323 29,726 SH SOLE 4,748 24,978
AVT CORPORATION COMM 002420 40 5,400 SH SOLE 5,400 0
BAKER HUGHES INC. COMM 057224 1,196 37,382 SH SOLE 4,260 33,122
BALDOR ELECTRIC COMM 057741 146 7,860 SH SOLE 7,820 40
BALL CORP COMM 058498 107 3,319 SH SOLE 330 2,989
BANDAG INC COMM 059815 1 30 SH SOLE 0 30
BANGOR HYDRO ELECTRIC COMM 060077 56 2,380 SH SOLE 2,380 0
BANK OF AMERICA CORP COMM 060505 9,587 222,947 SH SOLE 48,098174,849
BANK OF NEW YORK COMM 064057 4,088 87,908 SH SOLE 12,918 74,990
BANK ONE CORP. COMM 06423A 3,600 135,518 SH SOLE 19,774115,744
BANTA CORP COMM 066821 1 40 SH SOLE 0 40
BARNES & NOBLE INC COMM 067774 2 80 SH SOLE 0 80
BARNES GROUP COMM 067806 77 4,700 SH SOLE 4,700 0
BARR LABORATORIES INC COMM 068306 363 8,100 SH SOLE 8,100 0
BARRA INC COMM 068313 163 3,280 SH SOLE 3,280 0
BARRETT RES CORP COMM 068480 234 7,689 SH SOLE 7,649 40
BARRICK GOLD CORP COMM 067901 857 47,188 SH SOLE 6,421 40,767
BASSETT FURNITURE IND COMM 070203 58 4,568 SH SOLE 4,568 0
BAUSCH & LOMB INC. COMM 071707 572 7,395 SH SOLE 1,135 6,260
BAXTER INTL INC. COMM 071813 2,539 36,106 SH SOLE 6,023 30,083
BB & T CORP COMM 054937 1,524 63,843 SH SOLE 28,910 34,933
BE AEROSPACE INC COMM 073302 38 5,480 SH SOLE 5,480 0
BEAR STEARN COS. INC COMM 073902 532 12,771 SH SOLE 1,147 11,624
BECTON DICKINSON & CO. COMM 075887 883 30,789 SH SOLE 4,750 26,039
BED BATH & BEYOND COMM 075896 589 16,240 SH SOLE 2,520 13,720
BELDEN INC COMM 077459 147 5,740 SH SOLE 5,710 30
BELL ATLANTIC COMM 077853 9,320 183,418 SH SOLE 26,826156,592
BELLSOUTH CORP. COMM 079860 10,583 248,282 SH SOLE 53,616194,666
BELO (A.H.) CORP DEL COMM 080555 2 140 SH SOLE 0 140
BEMIS COMPANY COMM 081437 190 5,642 SH SOLE 805 4,837
BENCHMARK ELECTRONICS COMM 08160H 140 3,840 SH SOLE 3,840 0
BERGEN BRUNSWIG COMM 083739 1 170 SH SOLE 0 170
BEST BUY COMPANY COMM 086516 1,535 24,270 SH SOLE 3,550 20,720
BEST FOODS COMM 08658U 2,429 35,078 SH SOLE 6,888 28,190
BETHLEHEM STEEL CORP COMM 087509 18 4,958 SH SOLE 2,580 2,378
BILLING CONCEPTS CORP COMM 090063 32 7,230 SH SOLE 7,230 0
BINDLEY WESTERN INDS COMM 090324 205 7,766 SH SOLE 7,766 0
BIO TECHNOLOGY GEN COR COMM 090578 135 10,230 SH SOLE 10,230 0
BIOGEN INC. COMM 090597 1,030 15,975 SH SOLE 2,620 13,355
BIOMATRIX INC COMM 09060P 118 5,190 SH SOLE 5,160 30
BIOMET INC COMM 090613 536 13,945 SH SOLE 2,310 11,635
BISYS GROUP INC COMM 055472 392 6,371 SH SOLE 6,341 30
BJ SERVICES CO COMM 055482 7 110 SH SOLE 0 110
BJS WHOLESALE CLUB INC COMM 05548J 3 80 SH SOLE 0 80
BLACK & DECKER COMM 091797 403 10,248 SH SOLE 1,431 8,817
BLACK BOX CORP COMM 091826 362 4,570 SH SOLE 4,530 40
BLACK HILLS CORP COMM 092113 1 40 SH SOLE 0 40
BLYTH INDUSTRIES INC COMM 09643P 2 60 SH SOLE 0 60
BMC SOFTWARE COMM 055921 1,012 27,730 SH SOLE 4,380 23,350
BOB EVANS FARMS COMM 096761 1 60 SH SOLE 0 60
BOEING COMPANY COMM 097023 4,897 117,114 SH SOLE 29,069 88,045
BOISE CASCADE CORP. COMM 097383 165 6,378 SH SOLE 535 5,843
BORDERS GROUP INC COMM 099709 1 90 SH SOLE 0 90
BORG WARNER AUTO COMM 099724 1 30 SH SOLE 0 30
BOSTON SCIENTIFIC CORP COMM 101137 1,085 49,444 SH SOLE 7,262 42,182
BOWATER INC. COMM 102183 3 60 SH SOLE 0 60
BOWNE & CO. INC. COMM 103043 75 7,404 SH SOLE 7,404 0
BP AMOCO PLC - SPONS A COMM 055622 5,025 88,741 SH SOLE 0 88,741
BRADY (WH) CO COMM 104674 302 9,300 SH SOLE 5,520 3,780
BRIGGS & STRATTON COMM 109043 76 2,230 SH SOLE 180 2,050
BRIGHTPOINT INC COMM 109473 97 11,190 SH SOLE 11,120 70
BRINKER INTERNATIONAL COMM 109641 2 70 SH SOLE 0 70
BRISTOL MYERS SQUIBB COMM 110122 13,414 230,278 SH SOLE 50,908179,370
BROADWING INC COMM 111620 6 240 SH SOLE 0 240
BROWN SHOE COMPANY INC COMM 115736 62 4,799 SH SOLE 4,799 0
BROWN-FORMAN - CL B COMM 115637 361 6,716 SH SOLE 0 6,716
BRUNSWICK CORP. COMM 117043 191 11,513 SH SOLE 1,884 9,629
BRUSH WELLMAN INC COMM 117421 72 4,590 SH SOLE 4,550 40
BUCKEYE CELLULOSE CORP COMM 118255 167 7,600 SH SOLE 7,560 40
BURLINGTON NORTHERN IN COMM 12189T 1,229 53,585 SH SOLE 7,094 46,491
BURLINGTON RESOURCES COMM 122014 940 24,577 SH SOLE 3,007 21,570
BURR-BROWN CORP COMM 122574 65 748 SH SOLE 688 60
BUTLER MFG CO DEL COMM 123655 61 3,545 SH SOLE 3,515 30
C & D TECHNOLOGIES INC COMM 124661 349 6,180 SH SOLE 6,180 0
C D I CORP COMM 125071 101 4,979 SH SOLE 4,949 30
C R BARD INC COMM 067383 330 6,849 SH SOLE 1,250 5,599
CABLE DESIGN TECHNOLOG COMM 126924 216 6,360 SH SOLE 6,330 30
CABLETRON SYSTEMS COMM 126920 542 21,454 SH SOLE 2,940 18,514
CABOT CORP COMM 127055 2 70 SH SOLE 0 70
CABOT OIL & GAS CORP COMM 127097 151 7,141 SH SOLE 7,091 50
CADENCE DESIGN SYS INC COMM 127387 6 270 SH SOLE 0 270
CAL DIVE INTERNATIONAL COMM 127914 200 3,690 SH SOLE 3,660 30
CALLAWAY GOLF COMM 131193 1 90 SH SOLE 0 90
CALPINE CORP COMM 131347 12 190 SH SOLE 0 190
CAMBREX CORP COMM 132011 405 8,994 SH SOLE 5,904 3,090
CAMBRIDGE TECHNOLOGY COMM 132524 1 70 SH SOLE 0 70
CAMPBELL SOUP INC. COMM 134429 1,535 52,696 SH SOLE 9,304 43,392
CANANDAIGUA BRANDS INC COMM 137219 119 2,350 SH SOLE 0 2,350
CAPITAL ONE FINANCIAL COMM 14040H 1,062 23,803 SH SOLE 3,310 20,493
CARAUSTAR INDS INC COMM 140909 94 6,195 SH SOLE 6,195 0
CARDINAL HEALTH INC COMM 14149Y 2,519 34,035 SH SOLE 5,120 28,915
CARLISLE COS INC COMM 142339 3 70 SH SOLE 0 70
CARNIVAL CORP CL A COMM 143658 1,015 52,055 SH SOLE 0 52,055
CARPENTER TECHNOLOGY COMM 144285 1 40 SH SOLE 0 40
CASCADE NATURAL GAS CO COMM 147339 52 3,090 SH SOLE 3,040 50
CASEYS GENERAL STORES COMM 147528 112 10,832 SH SOLE 10,762 70
CASH AMERICA INTL COMM 14754D 33 4,430 SH SOLE 4,430 0
CASTLE AM AND CO COMM 148411 29 3,507 SH SOLE 3,507 0
CATALINA MARKETING COR COMM 148867 437 4,285 SH SOLE 4,245 40
CATERPILLAR INC. COMM 149123 1,434 42,333 SH SOLE 6,392 35,941
CATO CORP - CL A COMM 149205 66 5,660 SH SOLE 5,660 0
CBRL GROUP INC COMM 12489V 1 80 SH SOLE 0 80
CCB FINANCIAL CROP COMM 124875 3 70 SH SOLE 0 70
C-COR ELECTRONICS COMM 125010 189 7,000 SH SOLE 6,960 40
C-CUBE MICROSYSTEMS IN COMM 12501N 168 8,550 SH SOLE 8,500 50
CDW COMPUTER CENTERS I COMM 125129 6 100 SH SOLE 0 100
CEC ENTERTAINMENT COMM 125137 181 7,062 SH SOLE 7,032 30
CENDANT CORP COMM 151313 1,106 79,003 SH SOLE 10,856 68,147
CENTEX CORP COMM 152312 144 6,123 SH SOLE 300 5,823
CENTIGRAM COMMUNICATIO COMM 152317 45 1,770 SH SOLE 1,770 0
CENTRAL PARKING CORP COMM 154785 203 8,555 SH SOLE 8,505 50
CENTRAL VERMONT PUB. S COMM 155771 1 100 SH SOLE 0 100
CENTURA BANKS INC COMM 15640T 470 13,846 SH SOLE 9,796 4,050
CENTURYTEL INC COMM 156700 473 16,444 SH SOLE 2,230 14,214
CEPHALON INC COMM 156708 433 7,240 SH SOLE 7,200 40
CERIDIAN CORP COMM 15677T 427 17,759 SH SOLE 2,450 15,309
CERNER CORP COMM 156782 205 7,510 SH SOLE 7,470 40
CH ENERGY GROUP INC COMM 12541M 170 5,020 SH SOLE 4,990 30
CH ROBINSON WORLDWIDE COMM 12541W 2 50 SH SOLE 0 50
CHAMPION ENTERPRISES COMM 158496 47 9,615 SH SOLE 9,615 0
CHARTER ONE FINANCIAL COMM 160903 5 230 SH SOLE 0 230
CHASE MANHATTAN BANK COMM 16161A 11,686 253,706 SH SOLE 35,613218,093
CHECKFREE HOLDINGS COR COMM 162816 3 60 SH SOLE 0 60
CHECKPOINT SYSTEMS COMM 162825 41 5,510 SH SOLE 5,510 0
CHEESECAKE FACTORY INC COMM 163072 215 7,823 SH SOLE 7,778 45
CHEMED CORP COMM 163596 287 10,175 SH SOLE 4,075 6,100
CHEMFIRST INC COMM 16361A 127 5,257 SH SOLE 5,217 40
CHEVRON OIL COMM 166751 7,745 91,316 SH SOLE 24,247 67,069
CHIQUITA BRANDS INTL I COMM 170032 45 11,380 SH SOLE 11,380 0
CHIRON COMM 170040 10 200 SH SOLE 0 200
CHITTENDON CORP COMM 170228 175 7,170 SH SOLE 7,130 40
CHOICEPOINT INC COMM 170388 392 8,886 SH SOLE 8,856 30
CHRIS CRAFT INDUSTRIES COMM 170520 5 70 SH SOLE 0 70
CHUBB CORP COMM 171232 1,264 20,555 SH SOLE 3,060 17,495
CHURCH & DWIGHT INC COMM 171340 1 50 SH SOLE 0 50
CIBER INC COMM 17163B 168 12,700 SH SOLE 12,630 70
CIGNA CORP. COMM 125509 1,938 20,727 SH SOLE 3,148 17,579
CINCINNATI FINANCIAL COMM 172062 609 19,371 SH SOLE 2,930 16,441
CINERGY CORP COMM 172474 478 18,801 SH SOLE 2,744 16,057
CINTAS CORP COMM 172908 7 180 SH SOLE 0 180
CIRCLE INTL GROUP INC COMM 172574 96 3,820 SH SOLE 3,820 0
CIRCUIT CITY STORES IN COMM 172737 816 24,597 SH SOLE 3,610 20,987
CIRRUS LOGIC COMM 172755 1 80 SH SOLE 0 80
CISCO SYSTEMS, INC. COMM 17275R 66,4161,044,885 SH SOLE 164,936879,949
CITIGROUP INC COMM 172967 31,258 518,803 SH SOLE 88,496430,307
CITIZENS BANKING CO. M COMM 174420 18 1,124 SH SOLE 0 1,124
CITRIX SYSTEMS INC COMM 177376 392 20,700 SH SOLE 3,130 17,570
CITY NATIONAL CORP COMM 178566 2 50 SH SOLE 0 50
CLAIRES STORES INC COMM 179584 1 60 SH SOLE 0 60
CLARCOR INC COMM 179895 258 12,990 SH SOLE 5,900 7,090
CLAYTON HOMES INC. COMM 184190 1 183 SH SOLE 0 183
CLEAR CHANNEL COMM COMM 184502 3,162 42,162 SH SOLE 6,970 35,192
CLECO CORPORATION COMM 12561W 1 30 SH SOLE 0 30
CLEVELAND-CLIFFS INC COMM 185896 1 40 SH SOLE 0 40
CLOROX CO COMM 189054 1,311 29,252 SH SOLE 5,022 24,230
CMP GROUP INC COMM 125887 1 40 SH SOLE 0 40
CMS ENERGY COMM 125896 294 13,305 SH SOLE 1,980 11,325
CNF TRANSGORTATION INC COMM 12612W 1 60 SH SOLE 0 60
COACHMEN INDUSTRIES IN COMM 189873 45 3,930 SH SOLE 3,930 0
COASTAL CORP COMM 190441 2,318 38,074 SH SOLE 16,490 21,584
COCA COLA COMM 191216 14,379 250,341 SH SOLE 2,500247,841
COCA-COLA ENTERPRISES COMM 191219 710 43,533 SH SOLE 440 43,093
COGNEX CORP COMM 192422 484 9,357 SH SOLE 9,307 50
COHERENT INC COMM 192479 609 7,260 SH SOLE 5,510 1,750
COHU INC COMM 192576 119 4,410 SH SOLE 4,410 0
COLGATE-PALMOLIVE CO. COMM 194162 4,768 79,633 SH SOLE 19,608 60,025
COLUMBIA ENERGY GROUP COMM 197648 689 10,492 SH SOLE 1,818 8,674
COMCAST CORP SPECIAL C COMM 200300 4,428 109,332 SH SOLE 19,210 90,122
COMDISCO INC. COMM 200336 4 170 SH SOLE 0 170
COMERICA INC. COMM 200340 864 19,246 SH SOLE 2,848 16,398
COMMERCE BANCORP INC COMM 200519 347 7,539 SH SOLE 7,509 30
COMMERCIAL FEDERAL COR COMM 201647 325 20,860 SH SOLE 12,870 7,990
COMMERCIAL METALS CO COMM 201723 123 4,465 SH SOLE 4,435 30
COMMONWEALTH INDUSTRIE COMM 203004 25 4,320 SH SOLE 4,320 0
COMMSCOPE INC COMM 203372 58 1,430 SH SOLE 1,370 60
COMMUNITY FIRST BANCSH COMM 203902 166 10,180 SH SOLE 10,120 60
COMPAQ COMPUTER COMM 204493 5,609 219,408 SH SOLE 48,550170,858
COMPASS BANCSHARES COMM 20449H 2 130 SH SOLE 0 130
COMPUTER ASSOCIATES COMM 204912 4,027 78,680 SH SOLE 18,815 59,865
COMPUTER SCIENCES CORP COMM 205363 1,505 20,151 SH SOLE 3,148 17,003
COMPUTER TASK GROUP COMM 205477 23 4,540 SH SOLE 4,540 0
COMPUWARE CORP COMM 205638 414 39,910 SH SOLE 5,450 34,460
COMSAT CORP COMM 20564D 1 60 SH SOLE 0 60
COMVERSE TECHNOLOGY COMM 205862 1,614 17,350 SH SOLE 2,530 14,820
CONAGRA INC COMM 205887 957 50,214 SH SOLE 530 49,684
CONCORD COMMUNICATIONS COMM 206186 131 3,280 SH SOLE 3,280 0
CONCORD EFS INC COMM 206197 6 230 SH SOLE 0 230
CONECTIV INC COMM 206829 11 710 SH SOLE 0 710
CONEXANT SYSTEMS INC COMM 207142 1,177 24,215 SH SOLE 3,620 20,595
CONMED CORP COMM 207410 106 4,090 SH SOLE 4,090 0
CONOCO INC - CL B COMM 208251 1,680 68,380 SH SOLE 10,510 57,870
CONSECO COMPANY INC. COMM 208464 357 36,621 SH SOLE 3,616 33,005
CONSOLIDATED EDISON COMM 209115 801 27,054 SH SOLE 4,819 22,235
CONSOLIDATED GRAPHICS COMM 209341 35 3,760 SH SOLE 3,760 0
CONSOLIDATED PAPERS COMM 209759 4 100 SH SOLE 0 100
CONSOLIDATED STORES CO COMM 210149 150 12,525 SH SOLE 1,430 11,095
CONSTELLATION ENERGY G COMM 210371 586 17,981 SH SOLE 3,229 14,752
CONVERGYS CORP COMM 212485 9 170 SH SOLE 0 170
COOPER COMPANIES CO COMM 216648 124 3,420 SH SOLE 3,420 0
COOPER INDUSTRIES COMM 216669 342 10,514 SH SOLE 1,354 9,160
COOPER TIRE & RUBBER C COMM 216831 84 7,536 SH SOLE 410 7,126
COORS (ADOLPH) - CL B COMM 217016 6 100 SH SOLE 0 100
COPART INC COMM 217204 187 11,690 SH SOLE 11,630 60
COR THERAPEUTICS COMM 217753 478 5,600 SH SOLE 5,570 30
CORDANT TECHNOLOGIES I COMM 218412 2 40 SH SOLE 0 40
CORN PRODUCTS INTL COMM 219023 381 14,380 SH SOLE 9,150 5,230
CORNING INC. COMM 219350 9,337 35,368 SH SOLE 7,233 28,135
COST PLUS INC/CALIFORN COMM 221485 135 4,710 SH SOLE 4,710 0
COSTCO WHOLESALE CORP COMM 22160K 2,193 53,245 SH SOLE 8,130 45,115
COULTER INC COMM 075811 4 60 SH SOLE 0 60
COUNTRYWIDE CREDIT IND COMM 222372 399 13,163 SH SOLE 1,610 11,553
COVANCE INC COMM 222816 1 70 SH SOLE 0 70
COVENTRY HEALTH CARE I COMM 222862 170 12,725 SH SOLE 12,645 80
CP & L ENERGY INC COMM 12614C 617 19,318 SH SOLE 3,404 15,914
CPI CORPORATION COMM 125902 75 3,550 SH SOLE 3,550 0
CRANE CORP COMM 224399 167 6,847 SH SOLE 780 6,067
CREDIT SUISSE GROUP-AD COMM 225401 240 4,785 SH SOLE 4,785 0
CROMPTON CORPORATION COMM 227116 2 140 SH SOLE 0 140
CROSS TIMBERS OIL CO COMM 227573 242 10,957 SH SOLE 10,897 60
CROWN CORK & SEAL COMM 228255 225 15,022 SH SOLE 1,966 13,056
CRYOLIFE INC COMM 228903 46 2,000 SH SOLE 0 2,000
CSG SYSTEMS INTL INC COMM 126349 3 60 SH SOLE 0 60
CSX CORP COMM 126408 537 25,323 SH SOLE 3,455 21,868
CTS CORP COMM 126501 281 6,250 SH SOLE 6,220 30
CULLEN FROST BANKERS I COMM 229899 517 19,652 SH SOLE 12,462 7,190
CUMMINS ENGINE CO. COMM 231021 129 4,722 SH SOLE 500 4,222
CUNO INC COMM 126583 95 4,090 SH SOLE 4,090 0
CVS CORP COMM 126650 1,862 46,546 SH SOLE 7,014 39,532
CYBEX COMPUTER PRODS COMM 232522 21 485 SH SOLE 485 0
CYGNUS INC COMM 232560 74 5,220 SH SOLE 5,220 0
CYPRESS SEMICONDUCTOR COMM 232806 5 120 SH SOLE 0 120
CYTEC INDUSTRIES INC COMM 232820 1 50 SH SOLE 0 50
D.R. HORTON INC. COMM 23331A 293 21,637 SH SOLE 12,817 8,820
DAIMLERCHRYSLER COMM D1668R 16 311 SH SOLE 0 311
DAIN RAUSCHER CORP COMM 233856 347 5,258 SH SOLE 3,208 2,050
DALLAS SEMICONDUCTORS COMM 235204 529 13,008 SH SOLE 12,938 0
DAMARK INTL - CL A COMM 235691 33 1,550 SH SOLE 1,550 0
DANA CORP. COMM 235811 416 19,648 SH SOLE 2,945 16,703
DANAHER CORP COMM 235851 829 16,763 SH SOLE 2,360 14,403
DARDEN RESTAURANTS INC COMM 237194 205 12,629 SH SOLE 180 12,449
DATASCOPE CORP COMM 238113 142 3,940 SH SOLE 3,940 0
DAVOX CORP COMM 239208 40 3,090 SH SOLE 3,090 0
DEAN FOODS CO COMM 242361 1 40 SH SOLE 0 40
DEERE AND CO. COMM 244199 1,031 27,875 SH SOLE 4,268 23,607
DELL COMPUTER COMM 247025 19,104 387,401 SH SOLE 63,632323,769
DELPHI AUTOMOTIVE SYST COMM 247126 906 62,247 SH SOLE 8,374 53,873
DELPHI FINANCIAL GROUP COMM 247131 171 5,032 SH SOLE 5,032 0
DELTA & PINE LD CO COMM 247357 219 8,756 SH SOLE 8,706 50
DELTA AIR LINES COMM 247361 821 16,229 SH SOLE 2,860 13,369
DELTIC TIMBER COMM 247850 81 3,780 SH SOLE 3,780 0
DELUXE CORP. COMM 248019 248 10,524 SH SOLE 2,747 7,777
DENDRITE INTERNATIONAL COMM 248239 288 8,645 SH SOLE 8,595 50
DENTSPLY INTL INC NEW COMM 249030 2 60 SH SOLE 0 60
DEPARTMENT 56 INC COMM 249509 44 4,000 SH SOLE 4,000 0
DEVON ENERGY CORP COMM 25179M 7 120 SH SOLE 0 120
DEVRY INC DEL COMM 251893 2 80 SH SOLE 0 80
DEXTER CORP COMM 252165 1 30 SH SOLE 0 30
DIAGNOSTIC PRODUCTS CO COMM 252450 129 4,030 SH SOLE 4,000 30
DIAL CORP COMM 25247D 1 120 SH SOLE 0 120
DIEBOLD INC COMM 253651 2 80 SH SOLE 0 80
DIGITAL MICROWAVE CORP COMM 253859 588 15,410 SH SOLE 15,330 80
DILLARD'S INC COMM 254067 138 11,261 SH SOLE 1,200 10,061
DIME BANCORP INC COMM 25429Q 2 120 SH SOLE 0 120
DIONEX CORP COMM 254546 140 5,218 SH SOLE 5,188 30
DISCOUNT AUTO PARTS COMM 254642 42 4,221 SH SOLE 4,221 0
DISNEY (WALT) COMPANY COMM 254687 6,875 177,138 SH SOLE 0177,138
DOLE FOOD COMPANY COMM 256605 1 70 SH SOLE 0 70
DOLLAR GENERAL CORP COMM 256669 739 37,902 SH SOLE 5,528 32,374
DOLLAR TREE STORES INC COMM 256747 4 105 SH SOLE 0 105
DOMINION RES INC - VA COMM 25746U 1,171 27,302 SH SOLE 4,744 22,558
DONALDSON CO. INC. COMM 257651 1 50 SH SOLE 0 50
DOVER CORP COMM 260003 969 23,895 SH SOLE 3,400 20,495
DOW CHEMICAL COMM 260543 2,940 97,380 SH SOLE 31,233 66,147
DOW JONES AND CO. COMM 260561 891 12,158 SH SOLE 2,475 9,683
DOWNEY FINANCIAL CORP COMM 261018 351 12,096 SH SOLE 6,956 5,140
DPL INC. COMM 233293 3 140 SH SOLE 0 140
DQE INC. COMM 23329J 3 80 SH SOLE 0 80
DRESS BARN INC. COMM 261570 124 5,626 SH SOLE 5,596 30
DREYER'S GRAND ICE CRE COMM 261878 1 40 SH SOLE 0 40
DRIL-QUIP CORP COMM 262037 191 4,080 SH SOLE 4,080 0
DST SYSTEMS INC COMM 233326 8 100 SH SOLE 0 100
DTE ENERGY COMPANY COMM 233331 533 17,453 SH SOLE 2,919 14,534
DUKE ENERGY CO COMM 264399 2,435 43,186 SH SOLE 6,413 36,773
DUN & BRADSTREET COMM 26483B 580 20,277 SH SOLE 3,476 16,801
DUPONT (E.I.) DE NEMOU COMM 263534 5,402 123,481 SH SOLE 18,084105,397
DURA PHARMACEUTICALS I COMM 26632S 129 9,000 SH SOLE 8,940 60
DYCOM INDUSTRIES COMM 267475 396 8,630 SH SOLE 8,590 40
DYNEGY INC COMM 26816Q 12 180 SH SOLE 0 180
E*TRADE GROUP INC COMM 269246 5 320 SH SOLE 0 320
EARTHGRAINS CO COMM 270319 185 9,504 SH SOLE 9,444 60
EASTERN ENTERPRISES COMM 27637F 213 3,388 SH SOLE 870 2,518
EASTMAN CHEMICAL COMPA COMM 277432 438 9,168 SH SOLE 1,440 7,728
EASTMAN KODAK COMM 277461 2,337 39,274 SH SOLE 7,044 32,230
EATON CORP. COMM 278058 594 8,860 SH SOLE 1,280 7,580
EATON VANCE CORP COMM 278265 375 8,116 SH SOLE 8,076 40
ECOLAB INC COMM 278865 581 14,862 SH SOLE 2,266 12,596
EDISON INTERNATIONAL COMM 281020 836 40,775 SH SOLE 5,756 35,019
EDWARDS (A.G.) INC. COMM 281760 4 100 SH SOLE 0 100
EDWARDS LIFESCIENCES C COMM 28176E 1 70 SH SOLE 0 70
EGL INC COMM 268484 199 6,460 SH SOLE 6,430 30
EL PASO NATURAL GAS COMM 283905 1,348 26,466 SH SOLE 4,426 22,040
ELCOR CORP COMM 284443 110 4,790 SH SOLE 4,760 30
ELECTRIC SCIENTIFIC IN COMM 285229 265 6,010 SH SOLE 5,980 30
ELECTROGLAS INC COMM 285324 100 4,670 SH SOLE 4,640 30
ELECTRONIC ARTS INC. COMM 285512 7 100 SH SOLE 0 100
ELECTRONIC DATA SYSTEM COMM 285661 2,615 63,396 SH SOLE 15,290 48,106
ELOYALTY CORPORATION COMM 290151 117 9,170 SH SOLE 9,120 50
ELSEVIER NV - ADR COMM 290259 85 3,444 SH SOLE 3,444 0
EMC CORP-MASS COMM 268648 26,454 343,839 SH SOLE 51,348292,491
EMERSON ELECTRIC COMM 291011 3,927 65,043 SH SOLE 19,376 45,667
ENERGEN CORP COMM 29265N 333 15,260 SH SOLE 7,070 8,190
ENERGY EAST CORP COMM 29266M 2 130 SH SOLE 0 130
ENGELHARD CORP COMM 292845 225 13,181 SH SOLE 1,124 12,057
ENHANCE FINANCIAL SVCS COMM 293310 115 8,028 SH SOLE 8,028 0
ENRON CORP COMM 293561 6,166 95,595 SH SOLE 21,892 73,703
ENSCO INTERNATIONAL IN COMM 26874Q 5 150 SH SOLE 0 150
ENTERGY CORP. COMM 29364G 822 30,221 SH SOLE 4,535 25,686
ENZO BIOCHEM INC COMM 294100 389 5,636 SH SOLE 5,606 30
EPRESENCE INC COMM 294348 35 4,830 SH SOLE 4,830 0
EQUIFAX INC COMM 294429 444 16,922 SH SOLE 2,420 14,502
ERICSSON (LM) TEL - AD COMM 294821 80 4,000 SH SOLE 0 4,000
ESS TECHNOLOGY COMM 269151 131 9,060 SH SOLE 9,060 0
ESTERLINE TECHNOLOGIES COMM 297425 62 4,150 SH SOLE 4,150 0
ETHAN ALLEN INTERIORS COMM 297602 226 9,396 SH SOLE 9,346 50
EVEREST RE GROUP LTD COMM G3223R 2 50 SH SOLE 0 50
EW BLANCH HOLDINGS COR COMM 093210 70 3,460 SH SOLE 3,460 0
EXPEDITORS INTERNATION COMM 302130 543 11,442 SH SOLE 11,382 60
EXPRESS SCRIPTS INC COMM 302182 4 70 SH SOLE 0 70
EXXON MOBIL CORPORATIO COMM 30231G 40,223 512,404 SH SOLE 88,916423,488
F.Y.I. CORP COMM 302712 126 3,730 SH SOLE 3,730 0
FACTSET RESEARCH SYS I COMM 303075 197 6,960 SH SOLE 6,920 40
FAIR ISAAC & CO COMM 303250 146 3,329 SH SOLE 3,329 0
FAMILY DOLLAR STORES, COMM 307000 4 190 SH SOLE 0 190
FANNIE MAE COMM 313586 9,046 173,330 SH SOLE 29,001144,329
FASTENAL CO COMM 311900 2 40 SH SOLE 0 40
FEDERAL HOME MTG. CORP COMM 313400 3,612 89,173 SH SOLE 22,258 66,915
FEDERAL SIGNAL COMM 313855 6 375 SH SOLE 0 375
FEDERAL-MOGUL CORP. COMM 313549 1 90 SH SOLE 0 90
FEDERATED DEPT STORES COMM 31410H 847 25,084 SH SOLE 3,827 21,257
FEDEX CORPORATION COMM 31428X 1,301 34,224 SH SOLE 4,676 29,548
FERRO CORP. COMM 315405 1 50 SH SOLE 0 50
FIDELITY NATL FINANCIA COMM 316326 247 13,478 SH SOLE 13,398 80
FIFTH THIRD BANCORP COMM 316773 2,339 36,978 SH SOLE 5,738 31,240
FILENET CORP COMM 316869 132 7,172 SH SOLE 7,132 40
FINOVA GROUP INC COMM 317928 1 70 SH SOLE 0 70
FIRST AMERICAN FINANCI COMM 318522 190 13,278 SH SOLE 13,198 80
FIRST DATA CORP COMM 319963 3,134 63,152 SH SOLE 20,191 42,961
FIRST HEALTH GROUP COR COMM 320960 2 50 SH SOLE 0 50
FIRST MERIT CORP COMM 337915 2 100 SH SOLE 0 100
FIRST MIDWEST BANCORP COMM 320867 378 16,245 SH SOLE 9,425 6,820
FIRST SECURITY CORP. COMM 336294 3 220 SH SOLE 0 220
FIRST TENNESSEE NATL C COMM 337162 2 150 SH SOLE 0 150
FIRST UNION CORP COMM 337358 3,293 132,717 SH SOLE 33,734 98,983
FIRST VIRGINIA BANKS COMM 337477 2 60 SH SOLE 0 60
FIRSTAR CORP COMM 33763V 2,436 115,668 SH SOLE 16,461 99,207
FIRSTBANK PUERTO RICO COMM 318672 108 5,840 SH SOLE 5,800 40
FIRSTENERGY CORP COMM 337932 639 27,346 SH SOLE 4,055 23,291
FISERV INC. COMM 337738 3,907 90,335 SH SOLE 0 90,335
FLEET BOSTON CORPORATI COMM 339030 3,789 111,449 SH SOLE 18,251 93,198
FLEETWOOD ENTERPRISES COMM 339099 115 8,060 SH SOLE 8,010 50
FLEMING COMPANIES INC. COMM 339130 111 8,530 SH SOLE 8,480 50
FLORIDA PROGRESS CORP COMM 341109 526 11,230 SH SOLE 2,120 9,110
FLORIDA ROCK INDS COMM 341140 297 8,340 SH SOLE 4,810 3,530
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 288 9,094 SH SOLE 1,440 7,654
FMC CORP COMM 302491 209 3,593 SH SOLE 460 3,133
FOOTSTAR INC COMM 344912 175 5,270 SH SOLE 5,240 30
FORD MOTOR CO. COMM 345370 7,017 163,192 SH SOLE 38,218124,974
FOREST LABORATORIES IN COMM 345838 12 120 SH SOLE 0 120
FORT JAMES CORPORATION COMM 347471 577 24,944 SH SOLE 3,312 21,632
FORTUNE BRANDS INC. COMM 349631 366 15,864 SH SOLE 0 15,864
FOSSILL INC COMM 349882 144 7,410 SH SOLE 7,370 40
FOSTER WHEELER COMM 350244 63 7,270 SH SOLE 7,270 0
FOUNDATION HEALTH SYST COMM 350404 2 140 SH SOLE 0 140
FPL GROUP COMM 302571 1,081 21,836 SH SOLE 3,779 18,057
FRANKLIN RESOURCES INC COMM 354613 893 29,402 SH SOLE 3,850 25,552
FREEPORT-MCMORAN COPPE COMM 35671D 180 19,405 SH SOLE 1,780 17,625
FREMONT GEN CORP COMM 357288 49 12,552 SH SOLE 12,552 0
FRIEDE GOLDMAN HALTER COMM 358430 56 6,280 SH SOLE 6,280 0
FRITZ CO COMM 358846 67 6,533 SH SOLE 6,533 0
FURNITURE BRANDS INTL COMM 360921 1 60 SH SOLE 0 60
G & K SERVICES INC COMM 361268 126 5,037 SH SOLE 5,037 0
GALLAGHER ARTHUR J & C COMM 363576 348 8,274 SH SOLE 8,234 40
GANNETT CO. INC. DEL COMM 364730 2,914 48,719 SH SOLE 17,374 31,345
GAP, INC. COMM 364760 3,377 108,077 SH SOLE 25,932 82,145
GARDNER DENVER INC COMM 365558 74 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 2,035 35,860 SH SOLE 5,370 30,490
GATX CORP COMM 361448 2 50 SH SOLE 0 50
GENCORP INC COMM 368682 55 6,920 SH SOLE 6,920 0
GENERAL COMMUNICATIONS COMM 369385 33 6,510 SH SOLE 6,510 0
GENERAL DYNAMICS CORP. COMM 369550 1,195 22,872 SH SOLE 3,380 19,492
GENERAL ELECTRIC CO. COMM 369604 77,3471,459,384 SH SOLE 233,5881,225,796
GENERAL MILLS INC. COMM 370334 2,038 53,290 SH SOLE 22,488 30,802
GENERAL MOTORS COMM 370442 7,520 129,519 SH SOLE 20,654108,865
GENERAL SEMICONDUCTORS COMM 370787 116 7,850 SH SOLE 7,800 50
GENTEX CORP. COMM 371901 413 16,430 SH SOLE 16,350 80
GENUINE PARTS CO. COMM 372460 402 20,114 SH SOLE 3,120 16,994
GENZYME CORP-GENL DIV. COMM 372917 5 90 SH SOLE 0 90
GEON CO COMM 37246W 112 6,065 SH SOLE 6,035 30
GEORGIA GULF CORP COMM 373200 1 40 SH SOLE 0 40
GEORGIA-PAC GROUP COMM 373298 525 20,011 SH SOLE 2,356 17,655
GEORGIA-PACIFIC TIMBER COMM 373298 2 80 SH SOLE 0 80
GERBER SCIENTIFIC INC COMM 373730 54 4,671 SH SOLE 4,671 0
GILEAD SCIENCES INC COMM 375558 4 50 SH SOLE 0 50
GILLETTE CO. COMM 375766 4,503 128,881 SH SOLE 19,838109,043
GLATFELTER (P.H.) CORP COMM 377316 1 70 SH SOLE 0 70
GLOBAL CROSSING LTD COMM G3921A 2,430 92,334 SH SOLE 13,023 79,311
GLOBAL MARINE INC NEW COMM 379352 5 190 SH SOLE 0 190
GOLDEN WEST FINANCIAL COMM 381317 875 21,450 SH SOLE 3,880 17,570
GOODRICH BF COMM 382388 417 12,254 SH SOLE 1,741 10,513
GOODYEAR TIRE & RUBBER COMM 382550 362 18,096 SH SOLE 2,520 15,576
GOODYS FAMILY CLOTHING COMM 382588 27 4,950 SH SOLE 4,950 0
GPU INC. COMM 36225X 389 14,392 SH SOLE 2,035 12,357
GRACE (W.R.) COMM 38388F 84 6,933 SH SOLE 494 6,439
GRACO INC COMM 384109 167 5,140 SH SOLE 5,140 0
GRAINGER WW COMM 384802 352 11,423 SH SOLE 1,750 9,673
GRANITE CONSTRUCTION I COMM 387328 1 30 SH SOLE 0 30
GRANT PRIDECO INC COMM 38821G 3 120 SH SOLE 0 120
GREAT ATLANTIC & PAC T COMM 390064 26 1,582 SH SOLE 980 602
GREAT LAKES CHEMICAL C COMM 390568 191 6,082 SH SOLE 620 5,462
GREAT PLAINS SOFTWARE COMM 39119E 76 3,890 SH SOLE 3,890 0
GREENPOINT FINANCIAL C COMM 395384 2 120 SH SOLE 0 120
GROUP 1 AUTOMOTIVE COMM 398905 62 5,200 SH SOLE 5,200 0
GTE CORP. COMM 362320 8,013 128,727 SH SOLE 28,776 99,951
GUIDANT CORP. COMM 401698 1,835 37,076 SH SOLE 5,546 31,530
GUILFORD MLS INC COMM 401794 24 5,537 SH SOLE 5,537 0
H.J. HEINZ CO. COMM 423074 1,980 45,246 SH SOLE 9,287 35,959
H.R. BLOCK COMM 093671 371 11,474 SH SOLE 1,470 10,004
HAGGAR CORP COMM 405173 32 2,730 SH SOLE 2,730 0
HAIN CELESTIAL GROUP I COMM 405217 243 6,630 SH SOLE 6,630 0
HALLIBURTON CO. COMM 406216 2,432 51,540 SH SOLE 6,468 45,072
HA-LO INDUSTRIES COMM 404429 47 8,570 SH SOLE 8,570 0
HANNA (M.A.) COMPANY COMM 410522 1 70 SH SOLE 0 70
HANNAFORD BROS. CO COMM 410550 6 80 SH SOLE 0 80
HANOVER COMPRESSOR CO COMM 410768 2 60 SH SOLE 0 60
HARCOURT GENERAL, INC. COMM 41163G 506 9,310 SH SOLE 1,874 7,436
HARLEY-DAVIDSON COMM 412822 1,370 35,594 SH SOLE 5,930 29,664
HARMAN INTL INDUSTRIES COMM 413086 395 6,470 SH SOLE 4,390 2,080
HARMON INDUSTRIES COMM 413136 38 2,880 SH SOLE 2,880 0
HARMONIC INC COMM 413160 112 4,542 SH SOLE 4,515 27
HARRA'S ENTERTAINMENT COMM 413619 226 10,801 SH SOLE 0 10,801
HARRIS CORP. DEL COMM 413875 3 80 SH SOLE 0 80
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 1,454 26,000 SH SOLE 3,818 22,182
HASBRO INC COMM 418056 333 22,134 SH SOLE 3,395 18,739
HAWAIIAN ELECTRIC COMM 419870 1 40 SH SOLE 0 40
HCA - THE HEALTHCARE C COMM 404119 1,853 61,019 SH SOLE 9,872 51,147
HEALTH MANAGEMENT ASSO COMM 421933 4 270 SH SOLE 0 270
HEALTHSOUTH REHAB. COMM 421924 291 40,485 SH SOLE 5,860 34,625
HEARTLAND EXPRESS INC COMM 422347 105 6,310 SH SOLE 6,270 40
HELIX TECHNOLOGIES COMM 423319 197 5,050 SH SOLE 5,020 30
HELMERICH & PAYNE COMM 423452 2 60 SH SOLE 0 60
HENRY JACK & ASSOC INC COMM 426281 456 9,102 SH SOLE 9,052 50
HERCULES COMM 427056 162 11,546 SH SOLE 1,253 10,293
HERSHEY FOODS CORP. COMM 427866 888 18,313 SH SOLE 4,270 14,043
HEWLETT PACKARD CO. COMM 428236 15,929 127,558 SH SOLE 25,563101,995
HIBERNIA CORP - CL A COMM 428656 2 180 SH SOLE 0 180
HILB, ROGAL & HAMIL COMM 431294 123 3,550 SH SOLE 3,550 0
HILLENBRAND IND. COMM 431573 2 70 SH SOLE 0 70
HILTON HOTELS CORP. COMM 432848 381 40,607 SH SOLE 6,010 34,597
HISPANIC BROADCASTING COMM 43357B 6 180 SH SOLE 0 180
HNC SOFTWARE COMM 40425P 339 5,490 SH SOLE 5,460 30
HOME DEPOT INC COMM 437076 14,638 293,135 SH SOLE 59,134234,001
HOMESTAKE MINING COMM 437614 191 27,743 SH SOLE 3,690 24,053
HON INDUSTIRES COMM 438092 2 70 SH SOLE 0 70
HONEYWELL INTERNATIONA COMM 438516 3,625 107,604 SH SOLE 27,025 19,757
HOOPER HOLMES COMM 439104 105 13,140 SH SOLE 13,060 80
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 1 30 SH SOLE 0 30
HOUSEHOLD INTERNATIONA COMM 441815 5,578 134,217 SH SOLE 8,129126,088
HS RES INC COMM 404297 142 4,740 SH SOLE 4,740 0
HSB GROUP INC COMM 40428N 1 40 SH SOLE 0 40
HUBBELL INC - CL B COMM 443510 2 70 SH SOLE 0 70
HUDSON UNITED BANCORP COMM 444165 279 12,443 SH SOLE 12,383 60
HUGHES SUPPLY INC COMM 444482 118 5,955 SH SOLE 5,955 0
HUMANA INC. COMM 444859 98 20,074 SH SOLE 2,905 17,169
HUNTINGTON BANC SHARES COMM 446150 416 26,296 SH SOLE 3,362 22,934
HUTCHINSON TECHNOLOGY COMM 448407 79 5,510 SH SOLE 5,510 0
HYPERION SOLUTIONS COR COMM 44914M 232 7,146 SH SOLE 7,106 40
IBP INC. COMM 449223 2 120 SH SOLE 0 120
ICN PHARMACEUTICALS IN COMM 448924 3 90 SH SOLE 0 90
IDACORP INC COMM 451107 1 40 SH SOLE 0 40
IDEC PHARMACEUTICALS C COMM 449370 1,112 9,480 SH SOLE 9,430 50
IDEX CORP. COMM 45167R 366 11,600 SH SOLE 7,180 4,420
IDEXX LABS INC COMM 45168D 191 8,339 SH SOLE 8,299 40
IHOP CORP COMM 449623 107 6,400 SH SOLE 6,400 0
IKON OFFICE SOLUTIONS COMM 451713 71 16,927 SH SOLE 2,152 14,775
ILLINOIS TOOL WORKS IN COMM 452308 2,482 43,551 SH SOLE 13,516 30,035
IMATION CORP COMM 45245A 1 50 SH SOLE 0 50
IMC GLOBAL INC. COMM 449669 2 130 SH SOLE 0 130
IMCO RECYCLING INC COMM 449681 21 3,940 SH SOLE 3,940 0
IMMUNE RESPONSE COMM 45252T 54 4,970 SH SOLE 4,970 0
IMS HEALTH INC COMM 449934 679 37,717 SH SOLE 5,182 32,535
INCO LTD COMM 453258 359 23,339 SH SOLE 3,687 19,652
INCYTE PHARMACEUTICALS COMM 45337C 2 30 SH SOLE 0 30
INFORMATION RESOURCES COMM 456905 21 5,330 SH SOLE 5,330 0
INFORMIX COMM 456779 2 300 SH SOLE 0 300
ING GROEP N.V.-SPONS A COMM 456837 173 2,564 SH SOLE 2,564 0
INGERSOLL RAND COMM 456866 787 19,564 SH SOLE 2,903 16,661
INPUT/OUTPUT INC COMM 457652 81 9,624 SH SOLE 9,624 0
INSIGHT ENTERPRISES IN COMM 45765U 352 5,940 SH SOLE 5,910 30
INSITUFORM TECHNOLOGIE COMM 457667 159 5,860 SH SOLE 5,830 30
INSURANCE AUTO AUCTION COMM 457875 73 3,440 SH SOLE 3,440 0
INTEGRATED DEVICE TECH COMM 458118 6 100 SH SOLE 0 100
INTEL CORP. COMM 458140 69,641 520,924 SH SOLE 79,682441,242
INTER TEL INC. COMM 458372 88 5,470 SH SOLE 5,440 30
INTERFACE INC -CL A COMM 458665 34 8,938 SH SOLE 8,938 0
INTERIM SERVICES INC COMM 45868P 360 20,256 SH SOLE 14,196 6,060
INTERMAGNETICS GENERAL COMM 458771 55 2,910 SH SOLE 2,910 0
INTERMET CORP COMM 45881K 37 5,394 SH SOLE 5,394 0
INTERNATIONAL PAPER CO COMM 460146 1,710 57,352 SH SOLE 8,021 49,331
INTERPUBLIC GROUP COMM 460690 1,474 34,288 SH SOLE 5,264 29,024
INTERSTATE BAKERIES CO COMM 46072H 1 80 SH SOLE 0 80
INTERVOICE INC COMM 461142 45 6,840 SH SOLE 6,800 40
INT'L BUSINESS MACHINE COMM 459200 24,912 227,373 SH SOLE 44,986182,387
INT'L FLAVORS & FRAGRA COMM 459506 455 15,075 SH SOLE 4,386 10,689
INTL RECTIFIER CORP. COMM 460254 976 17,424 SH SOLE 13,484 3,940
INTL SPEEDWAY CORP - C COMM 460335 2 60 SH SOLE 0 60
INTUIT INC COMM 461202 10 250 SH SOLE 0 250
INVACARE CORP COMM 461203 186 7,086 SH SOLE 7,046 40
INVESTMENT TECHNOLOGY COMM 46145F 2 40 SH SOLE 0 40
INVESTORS FINANCIAL SV COMM 461915 273 6,880 SH SOLE 6,800 80
IONICS INC COMM 462218 134 4,385 SH SOLE 4,355 30
IPALCO ENTERPRISES INC COMM 462613 2 100 SH SOLE 0 100
ITT INDUSTRIES INC COMM 450911 295 9,725 SH SOLE 1,338 8,387
IVAX CORP COMM 465823 7 180 SH SOLE 0 180
J&J SNACK FOODS INC COMM 466032 49 2,720 SH SOLE 2,720 0
J.C. PENNEY CO. COMM 708160 568 30,794 SH SOLE 4,777 26,017
J.P. MORGAN & CO. COMM 616880 2,722 24,719 SH SOLE 8,822 15,897
JABIL CIRCUIT INC COMM 466313 11 220 SH SOLE 0 220
JACK IN THE BOX INC COMM 466367 1 50 SH SOLE 0 50
JACOBS ENGINEERING GRO COMM 469814 1 30 SH SOLE 0 30
JAKKS PACIFIC INC COMM 47012E 65 4,400 SH SOLE 4,400 0
JB HUNT TRANSPORT SVC COMM 445658 1 50 SH SOLE 0 50
JEFFERIES GROUP INC (N COMM 472319 114 5,650 SH SOLE 5,620 30
JEFFERSON PILOT COMM 475070 1,183 20,969 SH SOLE 10,349 10,620
JLG INDUSTRIES INC COMM 466210 102 8,600 SH SOLE 8,600 0
JO-ANN STORES INC - CL COMM 47758P 33 4,745 SH SOLE 4,745 0
JOHN H. HARLAND CO. COMM 412693 103 6,880 SH SOLE 6,830 50
JOHNSON & JOHNSON COMM 478160 22,242 218,324 SH SOLE 37,656180,668
JOHNSON CONTROLS INC. COMM 478366 523 10,193 SH SOLE 1,624 8,569
JONES APPAREL GROUP COMM 480074 3 140 SH SOLE 0 140
JONES PHARMA INC COMM 480236 580 14,515 SH SOLE 14,445 70
JUSTIN INDUSTRIES INC COMM 482171 124 5,670 SH SOLE 5,630 40
KAMAN CORP -CL A COMM 483548 49 4,593 SH SOLE 4,593 0
KANSAS CITY POWER & LI COMM 485134 2 70 SH SOLE 0 70
KANSAS CITY SOUTHN IND COMM 485170 1,180 13,304 SH SOLE 1,830 11,474
KAUFMAN & BROAD HOME C COMM 486168 94 4,723 SH SOLE 30 4,693
KAYDON CORP COMM 486587 1 40 SH SOLE 0 40
KEANE INC COMM 486665 2 80 SH SOLE 0 80
KELLOGG COMM 487836 1,506 50,638 SH SOLE 9,620 41,018
KELLWOOD INC COMM 488044 146 6,940 SH SOLE 6,900 40
KELLY SERVICES, INC. C COMM 488152 1 50 SH SOLE 0 50
KEMET CORP COMM 488360 488 19,450 SH SOLE 19,350 100
KENNAMETAL INC COMM 489170 1 40 SH SOLE 0 40
KENT ELECTRONICS CORP COMM 490553 289 9,703 SH SOLE 6,303 3,400
KERR MCGEE COMM 492386 1,358 23,041 SH SOLE 13,040 10,001
KEYCORP COMM 493267 906 51,405 SH SOLE 6,840 44,565
KEYSPAN CORP COMM 49337W 4 140 SH SOLE 0 140
KEYSTONE FINANCIAL INC COMM 493482 1 70 SH SOLE 0 70
KIMBERLY CLARK COMM 494368 8,296 144,597 SH SOLE 22,326122,271
KINDER MORGAN INC COMM 49455P 4 120 SH SOLE 0 120
KIRBY CORP COMM 497266 124 5,837 SH SOLE 5,797 40
KLA-TENCOR CORP. COMM 482480 1,209 20,645 SH SOLE 2,990 17,655
KLM ROYAL DUTCH AIR-AD COMM 482516 47 1,769 SH SOLE 1,769 0
K-MART COMM 482584 376 55,223 SH SOLE 6,668 48,555
KNIGHT RIDDER NEWSPAPE COMM 499040 584 10,979 SH SOLE 2,309 8,670
KOHLS CORP COMM 500255 2,179 39,180 SH SOLE 5,860 33,320
KONINKLIJKE AHOLD - AD COMM 500467 159 5,423 SH SOLE 5,423 0
KONINKLIJKE KPN NV-ADR COMM 780641 220 4,886 SH SOLE 4,886 0
KONINKLIJKE PHILIPS EL COMM 500472 394 8,298 SH SOLE 8,298 0
KROGER COMPANY COMM 501044 2,245 101,773 SH SOLE 17,834 83,939
KROLL-O'GARA COMPANY COMM 501050 33 4,960 SH SOLE 4,960 0
KRONOS INC COMM 501052 87 3,340 SH SOLE 3,340 0
K-SWISS CL-A COMM 482686 44 2,770 SH SOLE 2,770 0
KULICKE & SOFFA INDS I COMM 501242 319 5,370 SH SOLE 5,340 30
L-3 COMMUNICATIONS HLD COMM 502424 2 40 SH SOLE 0 40
LA Z BOY CHAIR CO COMM 505336 305 21,733 SH SOLE 12,963 8,770
LABOR READY COMM 505401 56 8,390 SH SOLE 8,390 0
LACLEDE GAS CO COMM 505588 94 4,880 SH SOLE 4,830 50
LANCASTER COLONY COMM 513847 1 40 SH SOLE 0 40
LANDRY'S RESTAURANTS COMM 51508L 60 7,000 SH SOLE 7,000 0
LANDS END INC COMM 515086 1 30 SH SOLE 0 30
LANDSTAR SYSTEMS INC COMM 515098 147 2,465 SH SOLE 2,465 0
LATTICE SEMICONDUCTOR COMM 518415 744 10,768 SH SOLE 10,718 50
LAWSON PRODUCTS INC. COMM 520776 98 3,970 SH SOLE 3,940 30
LEAR CORP COMM 521865 2 80 SH SOLE 0 80
LEE ENTERPRISES COMM 523768 1 50 SH SOLE 0 50
LEGATO SYSTEMS INC COMM 524651 2 100 SH SOLE 0 100
LEGG MASON INC COMM 524901 3 60 SH SOLE 0 60
LEGGETT & PLATT INC COMM 524660 343 20,780 SH SOLE 3,010 17,770
LEHMAN BROS HOLDING IN COMM 524908 1,287 13,612 SH SOLE 1,840 11,772
LENNOX INTERNATIONAL COMM 526107 155 11,670 SH SOLE 11,590 80
LEXMARK INTL GROUP CL COMM 529771 969 14,415 SH SOLE 2,240 12,175
LG AND E ENERGY CORP. COMM 501917 21 881 SH SOLE 0 881
LIBBEY INC COMM 529898 137 4,270 SH SOLE 4,270 0
LILLY (ELI) & CO. COMM 532457 14,267 142,844 SH SOLE 29,755113,089
LILLY INDUSTRIES INC COMM 532491 162 5,399 SH SOLE 5,399 0
LIMITED, INC. COMM 532716 1,118 51,694 SH SOLE 8,010 43,684
LINCARE HOLDINGS INC COMM 532791 1 60 SH SOLE 0 60
LINCOLN NATIONAL CORP. COMM 534187 848 23,487 SH SOLE 3,608 19,879
LINDSAY MANUFACTURING COMM 535555 66 3,379 SH SOLE 3,379 0
LINEAR TECHNOLOGY CORP COMM 535678 5,050 78,985 SH SOLE 5,390 73,595
LINENS N' THINGS COMM 535679 251 9,250 SH SOLE 9,210 40
LITTON INDUSTRIES COMM 538021 3 80 SH SOLE 0 80
LIZ CLAIBORNE INC COMM 539320 239 6,774 SH SOLE 1,090 5,684
LOCKHEED MARTIN CORP COMM 539830 1,149 46,327 SH SOLE 6,666 39,661
LOEWS CORP. COMM 540424 510 8,505 SH SOLE 0 8,505
LONGS DRUG STORES CORP COMM 543162 95 4,368 SH SOLE 730 3,638
LONGVIEW FIBRE CO. COMM 543213 1 60 SH SOLE 0 60
LOUIS DREYFUS NAT GAS COMM 546011 291 9,290 SH SOLE 9,240 50
LOUISIANA PACIFIC CORP COMM 546347 119 10,984 SH SOLE 1,070 9,914
LOWE'S COMPANIES COMM 548661 1,856 45,204 SH SOLE 6,698 38,506
LSI LOGIC CORP COMM 502161 1,906 35,208 SH SOLE 5,030 30,178
LUBRIZOL CORP. COMM 549271 1 60 SH SOLE 0 60
LUBY'S CAFETERIAS COMM 549282 55 6,890 SH SOLE 6,810 80
LUCENT TECHNOLOGIES IN COMM 549463 22,987 394,210 SH SOLE 73,971320,239
LYONDELL PETROCHEMICAL COMM 552078 2 140 SH SOLE 0 140
MACDERMID INC COMM 554273 168 7,140 SH SOLE 7,100 40
MACROMEDIA INC COMM 556100 6 60 SH SOLE 0 60
MAF BANCORP, INC. COMM 55261R 111 6,130 SH SOLE 6,090 40
MALLINCKRODT INC COMM 561232 386 8,889 SH SOLE 1,500 7,389
MANITOWAC INC COMM 563571 170 6,367 SH SOLE 6,337 30
MANOR CARE INC COMM 564055 87 12,369 SH SOLE 2,015 10,354
MANPOWER INC COMM 56418H 3 80 SH SOLE 0 80
MARCHFIRST INC COMM 566244 3 160 SH SOLE 0 160
MARK IV INDUSTRIES INC COMM 570387 1 50 SH SOLE 0 50
MARRIOTT INTL-CLASS A COMM 571903 1,198 33,240 SH SOLE 6,163 27,077
MARSH & MCLENNAN COMM 571748 3,892 37,266 SH SOLE 9,833 27,433
MARSHALL & ILSLEY CORP COMM 571834 6 150 SH SOLE 0 150
MARTIN MARIETTA MATERI COMM 573284 4 90 SH SOLE 0 90
MASCO CORP. COMM 574599 931 51,534 SH SOLE 7,300 44,234
MASOTECH CORP COMM 574670 114 10,580 SH SOLE 10,520 60
MATERIAL SCIENCES CORP COMM 576674 29 2,930 SH SOLE 2,930 0
MATTEL INC. COMM 577081 647 49,078 SH SOLE 7,061 42,017
MAXIM INTERGRATED PROD COMM 57772K 1,925 28,330 SH SOLE 3,910 24,420
MAXIMUS INC COMM 577933 103 4,640 SH SOLE 4,610 30
MAY DEPARTMENT STORES COMM 577778 945 39,366 SH SOLE 6,588 32,778
MAYTAG CORP. COMM 578592 370 10,023 SH SOLE 1,470 8,553
MBIA INC COMM 55262C 552 11,448 SH SOLE 1,540 9,908
MBNA CORP. COMM 55262L 5,563 205,099 SH SOLE 13,565191,534
MCCORMICK & CO COMM 579780 3 80 SH SOLE 0 80
MCDERMOTT INTL. COMM 580037 14 1,603 SH SOLE 440 1,163
MCDONALD'S CORP COMM 580135 5,404 164,064 SH SOLE 24,560139,504
MCGRAW-HILL INC. COMM 580645 6,542 121,140 SH SOLE 15,410105,730
MCI WORLDCOM INC COMM 55268B 7,381 157,051 SH SOLE 6,243150,808
MCKESSON HBOC INC COMM 58155Q 700 33,445 SH SOLE 4,379 29,066
MCN ENERGY GROUP INC COMM 55267J 2 90 SH SOLE 0 90
MCWHORTER TECHNOLOGIES COMM 582803 61 3,130 SH SOLE 3,130 0
MDC HOLDINGS INC COMM 552676 107 5,730 SH SOLE 5,690 40
MEAD CORP COMM 582834 291 11,507 SH SOLE 1,460 10,047
MEDIA GENERAL INC - CL COMM 584404 1 30 SH SOLE 0 30
MEDIAONE GROUP INC COMM 58440J 4,832 73,070 SH SOLE 13,000 60,070
MEDICIS PHARMACEUTICAL COMM 584690 521 9,140 SH SOLE 6,600 2,540
MEDIMMUNE INC COMM 584699 19 250 SH SOLE 0 250
MEDQUIST INC COMM 584949 274 8,060 SH SOLE 8,020 40
MEDTRONIC INC COMM 585055 7,611 152,794 SH SOLE 31,172121,622
MELLON FINANCIAL CORP COMM 58551A 2,226 61,085 SH SOLE 8,980 52,105
MEMBERWORKS INC COMM 586002 116 3,440 SH SOLE 3,440 0
MENS WAREHOUSE INC COMM 587118 216 9,685 SH SOLE 9,635 50
MENTOR CORP MINN COMM 587188 151 5,563 SH SOLE 5,563 0
MENTOR GRAPHICS COMM 587200 2 80 SH SOLE 0 80
MERCANTILE BANKSHARES COMM 587405 2 80 SH SOLE 0 80
MERCK & CO., INC. COMM 589331 27,536 359,355 SH SOLE 60,110299,245
MERCURY COMPUTER SYSTE COMM 589378 146 4,510 SH SOLE 4,510 0
MERCURY INTERACTIVE COMM 589405 1,640 16,950 SH SOLE 16,840 110
MEREDITH CORP COMM 589433 264 7,827 SH SOLE 2,328 5,499
MERITOR AUTOMOTIVE INC COMM 59000G 1 80 SH SOLE 0 80
MERRILL LYNCH & CO. COMM 590188 8,742 76,014 SH SOLE 11,282 64,732
METHODE ELECTRONICS IN COMM 591520 311 8,040 SH SOLE 8,000 40
MGIC INVESTMENT CO. COMM 552848 570 12,533 SH SOLE 1,550 10,983
MICHAEL FOODS INC. COMM 594079 131 5,330 SH SOLE 5,330 0
MICHAELS STORES INC COMM 594087 444 9,700 SH SOLE 7,120 2,580
MICREL INC COMM 594793 4 100 SH SOLE 0 100
MICROCHIP TECHNOLOGY I COMM 595017 5 80 SH SOLE 0 80
MICRON TECHNOLOGY COMM 595112 6,248 70,954 SH SOLE 15,186 55,768
MICROS SYSTEMS INC COMM 594901 69 3,710 SH SOLE 3,710 0
MICROSOFT CORP COMM 594918 52,156 651,946 SH SOLE 126,044525,902
MIDAS INC COMM 595626 92 4,620 SH SOLE 4,590 30
MIDWAY GAMES INC COMM 598148 63 7,820 SH SOLE 7,820 0
MIDWEST EXPRESS HOLDIN COMM 597911 73 3,380 SH SOLE 3,380 0
MILACRON INC COMM 598709 9 590 SH SOLE 30 560
MILLENNIUM PHARMACEUTI COMM 599902 15 130 SH SOLE 0 130
MILLER HERMAN INC COMM 600544 2 90 SH SOLE 0 90
MILLIPORE CORP. COMM 601073 404 5,365 SH SOLE 590 4,775
MINERALS TECHNOLOGIES COMM 603158 1 30 SH SOLE 0 30
MINIMED INC COMM 60365K 7 60 SH SOLE 0 60
MINNESOTA MINING & MFG COMM 604059 4,774 57,522 SH SOLE 16,052 41,470
MINNESOTA POWER INC COMM 604110 2 90 SH SOLE 0 90
MIPS TECHNOLOGIES INC COMM 604567 115 2,833 SH SOLE 387 2,446
MODINE MANUFACTURING C COMM 607828 1 40 SH SOLE 0 40
MODIS PROFESSIONAL SVC COMM 607830 1 110 SH SOLE 0 110
MOHAWK INDUSTRIES INC COMM 608190 1 60 SH SOLE 0 60
MOLEX INCORPORATED COMM 608554 1,077 22,389 SH SOLE 3,302 19,087
MONACO COACH COMM 60886R 62 4,560 SH SOLE 4,560 0
MONTANA POWER CO COMM 612085 4 120 SH SOLE 0 120
MORGAN KEEGAN INC COMM 617410 86 5,840 SH SOLE 5,800 40
MORGAN STAN/DEAN WITTE COMM 617446 12,208 146,646 SH SOLE 30,064116,582
MORRISON-KNUDSON INC COMM 61844A 56 7,740 SH SOLE 7,740 0
MOTOROLA INC. COMM 620076 8,236 271,688 SH SOLE 55,778215,910
MS CARRIERS INC COMM 553533 64 3,610 SH SOLE 3,610 0
MUELLER INDUSTRIES COMM 624756 344 12,302 SH SOLE 8,122 4,180
MURPHY OIL CORP COMM 626717 6 100 SH SOLE 0 100
MUTUAL RISK MGMT LTD COMM 628351 171 9,896 SH SOLE 9,836 60
MYERS INDUSTRIES INC COMM 628464 49 4,576 SH SOLE 4,576 0
MYLAN LABORATORIES COMM 628530 3 140 SH SOLE 0 140
NABISCO GROUP HOLDINGS COMM 62952P 1,041 40,145 SH SOLE 8,670 31,475
NABORS INDUSTRIES INC COMM 629568 6 150 SH SOLE 0 150
NACCO INDUSTRIES INC COMM 629579 19 545 SH SOLE 110 435
NATIONAL CITY CORP. COMM 635405 1,245 72,946 SH SOLE 9,944 63,002
NATIONAL COMM BANCORP COMM 635449 2 120 SH SOLE 0 120
NATIONAL COMPUTER SYST COMM 635519 356 7,226 SH SOLE 7,186 40
NATIONAL DATA CORP COMM 635621 175 7,606 SH SOLE 7,566 40
NATIONAL DISCOUNT BROK COMM 635646 123 3,870 SH SOLE 3,870 0
NATIONAL FUEL GAS CO COMM 636180 3 70 SH SOLE 0 70
NATIONAL INSTRUMENT CO COMM 636518 482 11,045 SH SOLE 10,985 60
NATIONAL PRESTO IND. COMM 637215 156 5,080 SH SOLE 5,050 30
NATIONAL SEMICONDUCTOR COMM 637640 1,100 19,379 SH SOLE 2,870 16,509
NATIONAL SERVICE IND. COMM 637657 112 5,735 SH SOLE 1,480 4,255
NAUTICA ENTERPRISES IN COMM 639089 82 7,636 SH SOLE 7,636 0
NAVISTAR INT'L CORP. COMM 63934E 229 7,371 SH SOLE 780 6,591
NBTY INC COMM 628782 90 14,073 SH SOLE 13,993 80
NCO GROUP INC COMM 628858 1 30 SH SOLE 0 30
NCR CORP COMM 62886E 414 10,630 SH SOLE 1,840 8,790
NEIMAN MARCUS GRP - CL COMM 640204 1 36 SH SOLE 0 36
NEIMAN-MARCUS GROUP IN COMM 640204 2 60 SH SOLE 0 60
NESTLE ADR (REG) COMM 641069 490 4,867 SH SOLE 4,867 0
NETWORK APPLIANCE INC COMM 64120L 2,980 37,020 SH SOLE 7,820 29,200
NETWORK EQUIPMENT COMM 641208 43 4,010 SH SOLE 4,010 0
NETWORKS ASSOCIATES IN COMM 640938 3 150 SH SOLE 0 150
NEW CENTURY ENERGIES I COMM 64352U 411 13,685 SH SOLE 2,640 11,045
NEW ENGLAND BUSINESS COMM 643872 65 3,980 SH SOLE 3,980 0
NEW JERSEY RES COMM 646025 173 4,536 SH SOLE 4,536 0
NEW YORK TIMES CLASS A COMM 650111 842 21,316 SH SOLE 3,274 18,042
NEW YORK TIMES CO - CL COMM 650111 56 1,430 SH SOLE 1,250 180
NEWELL RUBBERMAID CO. COMM 651229 938 36,446 SH SOLE 7,928 28,518
NEWFIELD EXPLORATION C COMM 651290 526 13,432 SH SOLE 9,432 4,000
NEWMONT MINING CORP COMM 651639 409 18,903 SH SOLE 2,438 16,465
NEWPORT NEWS SHIPBUILD COMM 652228 1 40 SH SOLE 0 40
NEXTEL COMMUNICATIONS- COMM 65332V 5,534 90,446 SH SOLE 20,080 70,366
NIAGARA MOHAWK HOLDING COMM 653520 299 21,431 SH SOLE 3,900 17,531
NICOR INC. COMM 654086 190 5,809 SH SOLE 1,540 4,269
NIKE INC. - CL B COMM 654106 1,313 32,971 SH SOLE 4,842 28,129
NISOURCE INC. COMM 65473P 3 140 SH SOLE 0 140
NOBLE AFFILIATES COMM 654894 3 70 SH SOLE 0 70
NOBLE DRILLING CORP COMM 655042 6 140 SH SOLE 0 140
NORDSON CORP COMM 655663 4 70 SH SOLE 0 70
NORDSTROM INC COMM 655664 391 730 SH SOLE 510 220
NORFOLK SOUTHERN CORP COMM 655844 660 44,360 SH SOLE 6,046 38,314
NORTEL NETWORKS CORP COMM 656568 31,957 468,338 SH SOLE 71,178397,160
NORTH FORK BANCORPORAT COMM 659424 3 190 SH SOLE 0 190
NORTHEAST UTILITY COMM 664397 3 160 SH SOLE 0 160
NORTHERN STATES POWER- COMM 665772 350 17,336 SH SOLE 2,060 15,276
NORTHERN TRUST CORP. COMM 665859 1,781 27,370 SH SOLE 4,120 23,250
NORTHROP/GRUMMAN CORP COMM 666807 569 8,594 SH SOLE 1,330 7,264
NORTHWEST NATURAL GAS COMM 667655 117 5,222 SH SOLE 5,182 40
NORTHWESTERN CORP COMM 668074 308 13,300 SH SOLE 6,070 7,230
NOVA CORP COMM 669784 2 80 SH SOLE 0 80
NOVARTIS AG-ADR COMM 66987V 1,052 26,302 SH SOLE 26,302 0
NOVELL INC. COMM 670006 332 35,882 SH SOLE 4,569 31,313
NOVELLUS SYSTEMS COMM 670008 25 435 SH SOLE 0 435
NOVEN PHARMACEUTICALS COMM 670009 146 4,870 SH SOLE 4,870 0
NSTAR COMM 67019E 2 60 SH SOLE 0 60
NUCOR CORP. COMM 670346 345 10,409 SH SOLE 1,681 8,728
NVIDIA CORP COMM 67066G 4 60 SH SOLE 0 60
NVR INC COMM 62944T 150 2,630 SH SOLE 2,630 0
O REILLY AUTOMOTIVE IN COMM 686091 157 11,300 SH SOLE 11,240 60
OCCIDENTAL PETROLEUM COMM 674599 883 41,910 SH SOLE 5,413 36,497
OCE NV - SPONS ADR COMM 674627 69 4,295 SH SOLE 4,295 0
OCEAN ENERGY INC COMM 67481E 3 180 SH SOLE 0 180
OCEANEERING INTL INC COMM 675232 100 5,246 SH SOLE 5,206 40
OFFICE DEPOT INC COMM 676220 226 36,220 SH SOLE 5,200 31,020
OFFICEMAX INC COMM 67622M 1 140 SH SOLE 0 140
OFFSHORE LOGISTICS COMM 676255 75 5,210 SH SOLE 5,150 60
OHIO CASUALTY CORP. COMM 677240 1 70 SH SOLE 0 70
OKLAHOMA GAS & ELECTRI COMM 670837 2 90 SH SOLE 0 90
OLD KENT FINANCIAL COR COMM 679833 395 14,774 SH SOLE 2,310 12,464
OLD REPUBLIC INTL CORP COMM 680223 2 140 SH SOLE 0 140
OLIN CORP. COMM 680665 1 50 SH SOLE 0 50
OM GROUP INC COMM 670872 390 8,861 SH SOLE 5,781 3,080
OMNICARE INC COMM 681904 1 110 SH SOLE 0 110
OMNICOM GROUP INC. COMM 681919 1,971 22,134 SH SOLE 3,630 18,504
OMNOVA SOLUTIONS INC COMM 682129 30 4,760 SH SOLE 4,760 0
ON ASSIGNMENT INC COMM 682159 152 4,970 SH SOLE 4,970 0
ONEOK INC COMM 682680 74 2,836 SH SOLE 0 2,836
ORACLE SYSTEMS COMM 68389X 33,588 399,565 SH SOLE 68,656330,909
ORBITAL SCIENCES CORP COMM 685564 113 9,272 SH SOLE 9,222 50
ORGANOGENESIS INC COMM 685906 71 6,180 SH SOLE 6,180 0
ORTHODONTIC CTRS AMERI COMM 68750P 244 7,420 SH SOLE 7,360 60
OSHKOSH B'GOSH CL A COMM 688222 61 3,700 SH SOLE 3,700 0
OSHKOSH TRUCKING CORP COMM 688239 166 4,630 SH SOLE 4,630 0
OSTEOTECH CORP COMM 688582 30 2,880 SH SOLE 2,880 0
OUTBACK STEAKHOUSE INC COMM 689899 2 80 SH SOLE 0 80
OVERSEAS SHIPHOLDING G COMM 690368 1 40 SH SOLE 0 40
OWENS & MINOR INC COMM 690732 106 6,184 SH SOLE 6,124 60
OWENS CORNING COMM 69073F 57 6,133 SH SOLE 976 5,157
OWENS ILLINOIS INC COMM 690768 204 17,481 SH SOLE 2,280 15,201
OXFORD HEALTH PLANS COMM 691471 2 90 SH SOLE 0 90
OXFORD INDS INC COMM 691497 68 3,770 SH SOLE 3,770 0
P G & E CORP COMM 69331C 1,125 45,686 SH SOLE 7,349 38,337
PACCAR INC COMM 693718 370 9,327 SH SOLE 1,676 7,651
PACIFIC CENTURY FINL C COMM 694058 1 90 SH SOLE 0 90
PACIFIC SUNWEAR OF CAL COMM 694873 129 6,905 SH SOLE 6,865 40
PACIFICARE HEALTH SYST COMM 695112 5 80 SH SOLE 0 80
PACTIV CORPORATION COMM 695257 148 18,753 SH SOLE 2,408 16,345
PAINEWEBBER GROUP COMM 695629 689 15,135 SH SOLE 1,960 13,175
PALL CORPORATION COMM 696429 250 13,512 SH SOLE 1,709 11,803
PAPA JOHNS INTERNATION COMM 698813 1 40 SH SOLE 0 40
PARAMETRIC TECH. COMM 699173 349 31,768 SH SOLE 3,800 27,968
PAREXEL TECHNOLOGY COMM 699462 51 5,380 SH SOLE 5,380 0
PARK ELECTROCHEMICAL C COMM 700416 104 2,883 SH SOLE 2,883 0
PARKER HANNIFIN CORP. COMM 701094 456 13,304 SH SOLE 2,021 11,283
PATTERSON DENTAL CO COMM 703412 400 7,847 SH SOLE 7,807 40
PAXAR CORP COMM 704227 90 7,789 SH SOLE 7,719 70
PAYCHEX INC COMM 704326 1,896 45,152 SH SOLE 6,768 38,385
PAYLESS SHOESOURCE INC COMM 704379 2 30 SH SOLE 0 30
P-COM INC COMM 693262 81 14,180 SH SOLE 14,100 80
PE CORP-PE BIOSYSTEMS COMM 69332S 1,602 24,323 SH SOLE 3,420 20,903
PECO ENERGY CO COMM 693304 911 22,597 SH SOLE 3,306 19,291
PEGASYS SYSTEMS INC COMM 705906 47 4,360 SH SOLE 4,360 0
PENFORD CORP COMM 707051 57 2,660 SH SOLE 2,660 0
PENNZOIL-QUAKER STATE COMM 709323 1 120 SH SOLE 0 120
PENTAIR INC COMM 709631 2 50 SH SOLE 0 50
PENTON MEDIA INC COMM 709668 254 7,270 SH SOLE 7,270 0
PEOPLES ENERGY CORP COMM 711030 148 4,567 SH SOLE 1,320 3,247
PEOPLESOFT INC COMM 712713 497 29,660 SH SOLE 4,320 25,340
PEP BOYS-MANNY,MOE & J COMM 713278 61 9,730 SH SOLE 9,730 0
PEPSICO COMM 713448 6,624 149,057 SH SOLE 1,470147,587
PEREGRINE SYSTEMS INC COMM 71366Q 218 6,292 SH SOLE 6,292 0
PERFORMANCE FOOD GROUP COMM 713755 120 3,750 SH SOLE 3,750 0
PERKINELMER INC COMM 714046 384 5,819 SH SOLE 820 4,999
PERRIGO COMPANY COMM 714290 1 110 SH SOLE 0 110
PFIZER INC. COMM 717081 37,546 782,218 SH SOLE 159,068623,150
PHARM. PRODUCT DEVELOP COMM 717124 112 5,320 SH SOLE 5,320 0
PHARMACIA CORPORATION COMM 71713U 7,143 138,209 SH SOLE 27,445 57,605
PHELPS DODGE CORP. COMM 717265 373 10,038 SH SOLE 1,575 8,463
PHILADELPHIA SUBN CORP COMM 718009 178 8,692 SH SOLE 8,652 40
PHILIP MORRIS COMM 718154 6,019 226,608 SH SOLE 31,480195,128
PHILLIPS PETROLEUM COMM 718507 1,460 28,804 SH SOLE 3,674 25,130
PHILLIPS VAN HEUSEN CO COMM 718592 37 3,890 SH SOLE 3,810 80
PHOENIX TECHNOLOGIES L COMM 719153 88 5,370 SH SOLE 5,370 0
PHOTRONICS INC COMM 719405 236 8,310 SH SOLE 5,300 3,010
PIEDMONT NAT GAS INC COMM 720186 349 13,149 SH SOLE 7,249 5,900
PIER ONE COMM 720279 181 18,124 SH SOLE 18,014 110
PINNACLE SYSTEMS INC COMM 723481 246 10,960 SH SOLE 10,900 60
PINNACLE WEST CAPITAL COMM 723484 304 8,970 SH SOLE 1,380 7,590
PIONEER GROUP INC COMM 723684 273 6,440 SH SOLE 6,400 40
PIONEER NATURAL RESOUR COMM 723787 2 120 SH SOLE 0 120
PIONEER STD ELECTRICS COMM 723877 82 5,580 SH SOLE 5,580 0
PITNEY-BOWES INC. COMM 724479 1,299 32,467 SH SOLE 4,784 27,683
PITTSTON BRINKS GROUP COMM 725701 1 60 SH SOLE 0 60
PLACER DOME INC COMM 725906 362 37,870 SH SOLE 4,747 33,123
PLAINS RESOURCES INC COMM 726540 72 4,480 SH SOLE 4,480 0
PLANTRONICS COMM 727493 446 3,860 SH SOLE 3,820 40
PLEXUS CORP COMM 729132 449 3,970 SH SOLE 3,940 30
PNC BANK CORPORATION COMM 693475 1,728 36,867 SH SOLE 7,255 29,612
POGO PRODUCING CO COMM 730448 307 13,886 SH SOLE 9,096 4,790
POLARIS INDS INC COMM 731068 211 6,590 SH SOLE 6,560 30
POLAROID COMM 731095 96 5,332 SH SOLE 920 4,412
POLYCOM INC COMM 73172K 4 40 SH SOLE 0 40
POPE & TALBOT INC COMM 732827 83 5,165 SH SOLE 5,165 0
POTLATCH CORP COMM 737628 100 3,030 SH SOLE 360 2,670
POTOMAC ELECTRIC POWER COMM 737679 18 705 SH SOLE 0 705
POWERWAVE TECHNOLOGIES COMM 739363 4 90 SH SOLE 0 90
PPG INDUSTRIES COMM 693506 914 20,631 SH SOLE 3,435 17,196
PPL CORPORATION COMM 69351T 345 15,725 SH SOLE 1,655 14,070
PRAXAIR INC COMM 74005P 710 18,959 SH SOLE 2,691 16,268
PRECISION CASTPARTS CO COMM 740189 10 230 SH SOLE 0 230
PREMIER PARKS INC COMM 740540 2 90 SH SOLE 0 90
PREPAID LEGAL SERVICES COMM 740065 152 5,090 SH SOLE 5,060 30
PRICE T. ROWE ASSOCIAT COMM 741477 568 13,374 SH SOLE 1,720 11,654
PRIDE INTERNATIONAL IN COMM 741932 479 19,355 SH SOLE 13,235 6,120
PRIMARK CORP COMM 741903 182 4,889 SH SOLE 4,859 30
PRIME HOSPITALITY CORP COMM 741917 105 11,090 SH SOLE 11,090 0
PRIORITY HEALTHCARE - COMM 74264T 371 4,994 SH SOLE 4,964 30
PROCTER & GAMBLE COMM 742718 8,831 155,606 SH SOLE 24,232131,374
PROFIT RECOVERY GROUP COMM 743168 177 10,675 SH SOLE 10,615 60
PROGRESS SOFTWARE CORP COMM 743312 125 6,996 SH SOLE 6,956 40
PROGRESSIVE CORP COMM 743315 650 8,790 SH SOLE 1,200 7,590
PROJECT SOFTWARE COMM 74339P 84 4,650 SH SOLE 4,620 30
PROTECTIVE LIFE CORP COMM 743674 2 70 SH SOLE 0 70
PROTEIN DESIGN LABS IN COMM 74369L 689 4,175 SH SOLE 4,145 30
PROVIDENT BANKSHARES C COMM 743859 79 5,885 SH SOLE 5,843 42
PROVIDENT FINANCIAL GR COMM 743866 1 50 SH SOLE 0 50
PROVIDIAN FINANCIAL CO COMM 74406A 1,500 16,663 SH SOLE 2,466 14,197
PROXIM INC COMM 744284 257 2,600 SH SOLE 2,600 0
PSS WORLDWIDE MEDICAL COMM 69366A 1 90 SH SOLE 0 90
PUBLIC SERV. NEW MEXIC COMM 744499 1 70 SH SOLE 0 70
PUBLIC SERVICE ENTER. COMM 744573 937 27,071 SH SOLE 4,707 22,364
PUGET SOUND ENERGY COMM 745332 2 90 SH SOLE 0 90
PULTE CORP COMM 745867 92 4,276 SH SOLE 30 4,246
QLOGIC CORP COMM 747277 5 80 SH SOLE 0 80
QRS CORP COMM 74726X 74 3,030 SH SOLE 3,030 0
QUAKER CHEMICAL COMM 747316 61 3,520 SH SOLE 3,480 40
QUAKER OATS CO COMM 747402 1,978 26,333 SH SOLE 12,571 13,762
QUALCOMM INC COMM 747525 5,566 92,760 SH SOLE 18,200 74,560
QUANEX CORP COMM 747620 61 4,098 SH SOLE 4,098 0
QUANTUM CORP DSSG COMM 747906 2 180 SH SOLE 0 180
QUEENS COUNTY BANCORP COMM 748242 100 5,445 SH SOLE 5,415 30
QUESTAR CORP COMM 748356 2 100 SH SOLE 0 100
QUIKSILVER INC COMM 74838C 77 4,920 SH SOLE 4,920 0
QUINTILES TRANSNATIONA COMM 748767 180 12,760 SH SOLE 1,480 11,280
R R DONNELLEY & SONS COMM 257867 386 17,106 SH SOLE 3,838 13,268
R.H. DONNELLEY CORP COMM 74955W 6 326 SH SOLE 0 326
RADIAN GROUP INC COMM 750236 594 11,477 SH SOLE 8,417 3,060
RADIO SHACK CORP COMM 750438 992 23,178 SH SOLE 3,450 19,728
RADISYS CORP COMM 750459 213 3,760 SH SOLE 3,760 0
RALCORP HOLDINGS INC COMM 751028 77 6,280 SH SOLE 6,280 0
RALSTON PURINA CO. COMM 751277 756 37,921 SH SOLE 6,738 31,183
RATIONAL SOFTWARE CORP COMM 75409P 12 130 SH SOLE 0 130
RAYMOND JAMES FINANCIA COMM 754730 417 18,531 SH SOLE 10,881 7,650
RAYONIER INC COMM 754907 1 30 SH SOLE 0 30
RAYTHEON CO-CLASS B COMM 755111 753 39,141 SH SOLE 5,463 33,678
READERS DIGEST - CLASS COMM 755267 5 120 SH SOLE 0 120
REEBOK INT'L COMM 758110 98 6,127 SH SOLE 740 5,387
REGAL BELOIT INC COMM 758750 77 4,808 SH SOLE 4,808 0
REGENERON PHARMACEUTIC COMM 75886F 222 7,430 SH SOLE 7,390 40
REGIONS FINANCIAL CORP COMM 758940 470 23,670 SH SOLE 3,210 20,460
REGIS CORP. COMM 758932 109 8,685 SH SOLE 8,635 50
RELIANCE STEEL & ALUMI COMM 759509 126 6,585 SH SOLE 6,555 30
RELIANT ENERGY INC COMM 75952J 1,045 35,361 SH SOLE 5,690 29,671
RELIASTER FINANCIAL CO COMM 75952U 5 100 SH SOLE 0 100
REMEDY CORP COMM 759548 367 6,590 SH SOLE 6,560 30
RENAL CARE GROUP INC COMM 759930 251 10,280 SH SOLE 10,230 50
RESMED INC COMM 761152 181 6,750 SH SOLE 6,720 30
RESPIRONICS INC COMM 761230 116 6,470 SH SOLE 6,470 0
REYNOLDS & REYNOLDS -C COMM 761695 1 80 SH SOLE 0 80
RIGGS NATIONAL CORP WA COMM 766570 75 5,966 SH SOLE 5,966 0
RITE AID CORP. COMM 767754 195 29,763 SH SOLE 3,652 26,111
RLI CORP COMM 749607 106 3,040 SH SOLE 3,040 0
ROBBINS & MEYERS COMM 770196 71 3,110 SH SOLE 3,110 0
ROBERT HALF INTL COMM 770323 6 200 SH SOLE 0 200
ROCHE HOLDINGS LTD - A COMM 771195 598 6,198 SH SOLE 6,198 0
ROCKWELL INTL. COMM 773903 700 22,228 SH SOLE 3,216 19,012
ROHM & HASS CO COMM 775371 887 25,702 SH SOLE 3,718 21,984
ROLLINS TRUCK LEASING COMM 775741 60 8,669 SH SOLE 8,589 80
ROLLINS, INC. COMM 775711 1 60 SH SOLE 0 60
ROPER INDUSTRIES INC COMM 776696 181 7,036 SH SOLE 6,996 40
ROSS STORES COMM 778296 2 100 SH SOLE 0 100
ROWAN COMPANIES INC COMM 779382 287 9,455 SH SOLE 290 9,165
ROYAL DUTCH PETROLEUM COMM 780257 16,379 266,123 SH SOLE 49,048217,075
RPM INC - OHIO COMM 749685 1 130 SH SOLE 0 130
RSA SECURITY INC COMM 749719 597 8,620 SH SOLE 8,580 40
RTI INTL METALS INC COMM 74973W 52 4,530 SH SOLE 4,530 0
RUBY TUESDAY INC COMM 781182 424 33,720 SH SOLE 20,500 13,220
RUDDICK CORP COMM 781258 1 70 SH SOLE 0 70
RUSS BERRIE & CO COMM 782233 111 5,748 SH SOLE 5,718 30
RUSSELL CORP COMM 782352 68 3,381 SH SOLE 320 3,061
RYDER SYSTEM INC. COMM 783549 148 7,804 SH SOLE 1,380 6,424
RYERSON TULL INC COMM 78375P 1 50 SH SOLE 0 50
RYLAND GROUP INC COMM 783764 102 4,599 SH SOLE 4,599 0
S&P500 DEPOSITORY RECE COMM 78462F 2,853 19,640 SH SOLE 7,800 11,840
S3 INC COMM 784849 335 22,720 SH SOLE 16,710 6,010
SABRE HOLDINGS CORP CL COMM 785905 480 16,842 SH SOLE 2,924 13,918
SAFECO CORP COMM 786429 292 14,703 SH SOLE 1,899 12,804
SAFEWAY INC COMM 786514 2,772 61,435 SH SOLE 10,110 51,325
SAGA SYSTEMS INC COMM 786610 73 5,890 SH SOLE 5,860 30
SAKS INC COMM 79377W 2 170 SH SOLE 0 170
SALTON INC COMM 795757 97 2,640 SH SOLE 2,640 0
SANMINA CORP COMM 800907 382 4,468 SH SOLE 4,256 212
SANTA FE SNYDER CORP COMM 80218K 2 210 SH SOLE 0 210
SAPIENT CORPORATION COMM 803062 666 6,230 SH SOLE 880 5,350
SARA LEE CORP COMM 803111 1,789 92,658 SH SOLE 930 91,728
SAWTEK INC COMM 805468 3 50 SH SOLE 0 50
SBC COMMUNICATIONS INC COMM 78387G 23,584 536,003 SH SOLE 84,035451,968
SCANA CORP. COMM 80589M 3 110 SH SOLE 0 110
SCHERING PLOUGH COMM 806605 8,796 174,174 SH SOLE 41,930132,244
SCHLUMBERGER LTD. COMM 806857 4,941 66,214 SH SOLE 9,690 56,524
SCHOLASTIC CORP COMM 807066 2 30 SH SOLE 0 30
SCHULMAN INC COMM 808194 1 50 SH SOLE 0 50
SCHWAB (CHARLES) CORP COMM 808513 10,137 301,468 SH SOLE 55,241246,227
SCI SYSTEMS INC COMM 783890 6 160 SH SOLE 0 160
SCIENTIFIC - ATLANTA I COMM 808655 1,480 19,860 SH SOLE 2,560 17,300
SCOTT TECHNOLOGIES INC COMM 810022 71 4,150 SH SOLE 4,150 0
SCOTTS CO COMM 810186 247 6,769 SH SOLE 6,739 30
SCP POOL CORP COMM 784028 110 4,665 SH SOLE 4,665 0
SCPIE HOLDINGS INC COMM 78402P 60 2,920 SH SOLE 2,920 0
SEACOR HOLDINGS INC COMM 811904 310 8,010 SH SOLE 4,620 3,390
SEAGATE TECHNOLOGY COMM 811804 1,443 26,239 SH SOLE 3,815 22,424
SEAGRAM CO LTD COMM 811850 2,444 42,154 SH SOLE 0 42,154
SEALED AIR CORP COMM 81211K 518 9,887 SH SOLE 1,305 8,582
SEARS ROEBUCK & CO. COMM 812387 1,459 44,711 SH SOLE 6,904 37,807
SEI CORP COMM 784117 499 12,543 SH SOLE 12,393 150
SELECTIVE INS GROUP IN COMM 816300 116 6,128 SH SOLE 6,088 40
SEMPRA ENERGY COMM 816851 421 24,753 SH SOLE 4,235 20,518
SENSORMATIC ELECT. COR COMM 817265 1 90 SH SOLE 0 90
SEPRACOR INC COMM 817315 12 100 SH SOLE 0 100
SEQUA CORP - CL A COMM 817320 1 30 SH SOLE 0 30
SHARED MEDICAL SYSTEMS COMM 819486 240 3,296 SH SOLE 470 2,826
SHAW GROUP INC COMM 820280 171 3,620 SH SOLE 3,620 0
SHAW INDUSTRIES INC COMM 820286 2 150 SH SOLE 0 150
SHERWIN WILLIAMS COMM 824348 405 19,102 SH SOLE 2,476 16,626
SHOPKO STORES, INC COMM 824911 115 7,454 SH SOLE 7,414 40
SIEBEL SYSTEMS INC COMM 826170 3,927 24,010 SH SOLE 5,050 18,960
SIERRA PACIFIC RESOURC COMM 826428 1 100 SH SOLE 0 100
SIGMA ALDRICH CORP. COMM 826552 370 12,657 SH SOLE 2,078 10,579
SILICON GRAPHICS INC COMM 827056 77 20,481 SH SOLE 2,805 17,676
SILICON VALLEY BANCSHA COMM 827064 561 13,170 SH SOLE 9,730 3,440
SILICON VALLEY GROUP COMM 827066 307 11,880 SH SOLE 7,620 4,260
SIMPSON INDUSTRIES COMM 829060 1 70 SH SOLE 0 70
SIMPSON MANUFACTURING COMM 829073 304 6,350 SH SOLE 3,390 2,960
SKYLINE CORP COMM 830830 91 4,240 SH SOLE 4,200 40
SKYWEST INC COMM 830879 211 5,680 SH SOLE 5,650 30
SLI INC COMM 78442T 92 7,620 SH SOLE 7,580 40
SLM HOLDING CORP COMM 78442A 699 18,665 SH SOLE 2,530 16,135
SMITH A O COMM 831865 123 5,862 SH SOLE 5,862 0
SMITH INTL COMM 832110 6 80 SH SOLE 0 80
SMITHFIELD FOODS INC. COMM 832248 2 70 SH SOLE 0 70
SMUCKER CO - CL A COMM 832696 1 40 SH SOLE 0 40
SNAP-ON TOOLS CORP COMM 833034 162 6,089 SH SOLE 610 5,479
SNYDER COMMUNICATIONS COMM 832914 374 15,730 SH SOLE 15,650 80
SOLECTRON CORP COMM 834182 2,901 69,270 SH SOLE 9,640 59,630
SOLUTIA INC COMM 834376 2 120 SH SOLE 0 120
SONIC CORP COMM 835451 1 30 SH SOLE 0 30
SONOCO PRODUCTS CO COMM 835495 2 110 SH SOLE 0 110
SOTHEBY'S HOLDINGS - C COMM 835898 1 70 SH SOLE 0 70
SOUTH FINANCIAL GROUP COMM 837841 70 4,840 SH SOLE 4,840 0
SOUTHDOWN INC. COMM 841297 5 80 SH SOLE 0 80
SOUTHERN COMPANY COMM 842587 1,892 81,137 SH SOLE 12,570 68,567
SOUTHERN UNION COMPANY COMM 844030 147 9,320 SH SOLE 9,260 60
SOUTHTRUST CORP COMM 844730 419 18,520 SH SOLE 2,510 16,010
SOUTHWEST AIRLINES CO. COMM 844741 1,173 61,927 SH SOLE 9,556 52,371
SOUTHWEST BANCORP OF T COMM 84476R 129 6,240 SH SOLE 6,200 40
SOUTHWEST GAS CORP COMM 844895 120 6,839 SH SOLE 6,799 40
SOVEREIGN BANCORP INC COMM 845905 2 240 SH SOLE 0 240
SP400 MID CAP DEP. REC COMM 595635 810 9,130 SH SOLE 8,200 930
SPACELABS MED INC COMM 846247 34 3,060 SH SOLE 3,060 0
SPECIALITY EQUIPMENT C COMM 847497 139 5,110 SH SOLE 5,080 30
SPEEDFAM-IPEC INC COMM 847705 117 6,430 SH SOLE 6,430 0
SPRINGS INDUSTRIES INC COMM 851783 70 2,194 SH SOLE 460 1,734
SPRINT CORP (FON GROUP COMM 852061 6,259 122,729 SH SOLE 31,002 91,727
SPRINT CORP (PCS GROUP COMM 852061 5,854 98,384 SH SOLE 13,180 85,204
SPS TECHNOLOGIES INC. COMM 784626 148 3,608 SH SOLE 3,608 0
SPX CORP COMM 784635 7 60 SH SOLE 0 60
ST JUDE MEDICAL INC COMM 790849 486 10,584 SH SOLE 1,657 8,927
ST MARY LAND/EXPLORATI COMM 792228 129 3,060 SH SOLE 3,060 0
ST PAUL COMPANIES COMM 792860 890 26,080 SH SOLE 3,710 22,370
STAFFMARK INC COMM 852389 34 5,120 SH SOLE 5,120 0
STANDARD MICROSYSTEMS COMM 853626 56 3,620 SH SOLE 3,620 0
STANDARD MOTOR PRODUCT COMM 853666 34 3,956 SH SOLE 3,956 0
STANDARD PACIFIC CORP COMM 85375C 64 6,380 SH SOLE 6,320 60
STANDARD REGISTER CO COMM 853887 1 40 SH SOLE 0 40
STANDEX INTERNATIONAL COMM 854231 66 4,170 SH SOLE 4,170 0
STANLEY WORKS COMM 854616 236 9,918 SH SOLE 1,500 8,418
STAPLES INC COMM 855030 801 52,122 SH SOLE 7,670 44,452
STARBUCKS CORP COMM 855244 9 230 SH SOLE 0 230
STARTEK INC COMM 85569C 153 3,040 SH SOLE 3,040 0
STATE STREET BOSTON COMM 857477 2,543 23,972 SH SOLE 7,920 16,052
STATEN ISLAND BANCORP COMM 857550 142 8,050 SH SOLE 7,990 60
STEEL DYNAMICS COMM 858119 79 8,710 SH SOLE 8,650 60
STEIN MART COMM 858375 82 8,020 SH SOLE 8,020 0
STERIS CORP COMM 859152 1 80 SH SOLE 0 80
STEWART & STEVENSON COMM 860342 1 60 SH SOLE 0 60
STEWART ENTERPRISES CL COMM 860370 1 170 SH SOLE 0 170
STILLWATER MINING CO COMM 86074Q 335 11,997 SH SOLE 8,597 3,400
STONE ENERGY CORP COMM 861642 267 4,470 SH SOLE 4,440 30
STORAGE TECHNOLOGY COR COMM 862111 1 120 SH SOLE 0 120
STRIDE RITE CORP. COMM 863314 48 7,880 SH SOLE 7,880 0
STRYKER CORP COMM 863667 12 280 SH SOLE 0 280
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 484 19,650 SH SOLE 2,790 16,860
SUMMIT TECHNOLOGY INC COMM 86627E 201 10,670 SH SOLE 10,670 0
SUN MICROSYSTEMS INC COMM 866810 23,141 254,469 SH SOLE 39,412215,057
SUNGARD DATA SYSTEMS I COMM 867363 4 140 SH SOLE 0 140
SUNOCO INC COMM 86764P 304 10,338 SH SOLE 1,920 8,418
SUNTRUST BANKS INC. COMM 867914 1,745 38,185 SH SOLE 6,005 32,180
SUPER VALU STORES INC. COMM 868536 350 18,364 SH SOLE 4,510 13,854
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SUSQUEHANNA BANCSHARES COMM 869099 86 6,005 SH SOLE 5,945 60
SWIFT TRANSPORTATION C COMM 870756 1 70 SH SOLE 0 70
SYBASE INC COMM 871130 2 90 SH SOLE 0 90
SYBRON INTERNATIONAL COMM 87114F 2 110 SH SOLE 0 110
SYKES ENTERPRISES INC COMM 871237 1 50 SH SOLE 0 50
SYLVAN LEARNING SYSTEM COMM 871399 1 60 SH SOLE 0 60
SYMANTEC CORP. COMM 871503 4 70 SH SOLE 0 70
SYMBOL TECHNOLOGIES, I COMM 871508 10 180 SH SOLE 0 180
SYMMETRICON INC COMM 871543 91 3,610 SH SOLE 3,610 0
SYNCOR INTL COMM 87157J 208 2,890 SH SOLE 2,890 0
SYNOPSYS INC COMM 871607 3 80 SH SOLE 0 80
SYNOVUS FINANCIAL CO COMM 87161C 559 31,691 SH SOLE 4,035 27,656
SYSCO CORP COMM 871829 1,761 41,799 SH SOLE 8,298 33,501
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TALK.COM INC COMM 874264 70 12,040 SH SOLE 11,970 70
TARGET CORPORATION COMM 87612E 9,342 161,062 SH SOLE 17,144143,918
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TECH DATA COMM 878237 3 60 SH SOLE 0 60
TECHNE CORP COMM 878377 606 4,660 SH SOLE 4,630 30
TECHNITROL COMM 878555 368 3,800 SH SOLE 3,770 30
TECO ENERGY INC. COMM 872375 3 140 SH SOLE 0 140
TECUMSEH PRODUCTS CO C COMM 878895 2 60 SH SOLE 0 60
TEKTRONIX COMM 879131 416 5,619 SH SOLE 610 5,009
TELEDYNE TECHNOLOGIES COMM 879360 106 5,620 SH SOLE 5,620 0
TELEFLEX INC. COMM 879369 1 40 SH SOLE 0 40
TELEPHONE & DATA SYS I COMM 879433 10 100 SH SOLE 0 100
TELLABS INC COMM 879664 3,684 53,832 SH SOLE 12,742 41,090
TELXON CORP COMM 879700 73 4,100 SH SOLE 4,100 0
TEMPLE INLAND INC COMM 879868 284 6,756 SH SOLE 870 5,886
TENET HEALTHCARE CORP COMM 88033G 911 33,725 SH SOLE 5,613 28,112
TENNECO AUTOMOTIVE COMM 880349 35 6,670 SH SOLE 6,670 0
TERADYNE INC COMM 880770 1,476 20,085 SH SOLE 2,840 17,245
TETRA TECHNOLOGIES INC COMM 88162F 37 2,640 SH SOLE 2,640 0
TETRA TECHNOLOGIES INC COMM 88162G 193 8,457 SH SOLE 8,417 40
TEXACO INC COMM 881694 7,202 135,245 SH SOLE 10,082125,163
TEXAS INDUSTRIES INC COMM 882491 277 9,590 SH SOLE 5,530 4,060
TEXAS INSTRUMENTS COMM 882508 18,768 273,233 SH SOLE 41,348231,885
TEXTRON INC. COMM 883203 1,327 24,438 SH SOLE 9,450 14,988
THE PMI GROUP COMM 69344M 2 50 SH SOLE 0 50
THERAGENICS CORP COMM 883375 45 5,310 SH SOLE 5,310 0
THERMO ELECTRON CORP COMM 883556 375 17,824 SH SOLE 2,242 15,582
THOMAS AND BETTS CORP. COMM 884315 123 6,410 SH SOLE 655 5,755
THOMAS INDUSTRIES COMM 884425 78 4,400 SH SOLE 4,370 30
THOR INDUSTRIES COMM 885160 84 4,020 SH SOLE 3,990 30
THQ INC COMM 872443 49 4,010 SH SOLE 4,010 0
THREE-FIVE SYSTEMS INC COMM 88554L 238 4,029 SH SOLE 4,029 0
TIDEWATER INC COMM 886423 2 60 SH SOLE 0 60
TIFFANY & CO COMM 886547 5 80 SH SOLE 0 80
TIMBERLAND COMM 887100 350 4,938 SH SOLE 4,898 40
TIME WARNER, INC. COMM 887315 17,825 234,539 SH SOLE 36,270198,269
TIMES MIRROR CO. SER A COMM 887364 369 4,068 SH SOLE 678 3,390
TIMKEN CO COMM 887389 129 6,920 SH SOLE 750 6,170
TITAN CORP COMM 888266 3 60 SH SOLE 0 60
TJX COMPANIES INC NEW COMM 872540 693 36,951 SH SOLE 5,200 31,751
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TORCHMARK CORP COMM 891027 379 15,362 SH SOLE 2,150 13,212
TORO CO COMM 891092 121 3,669 SH SOLE 3,669 0
TOSCO CORPORATION COMM 891490 416 14,690 SH SOLE 1,410 13,280
TOWER AUTOMOTIVE INC COMM 891707 131 10,470 SH SOLE 10,410 60
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TRANSWITCH CORP COMM 894065 3 40 SH SOLE 0 40
TREDEGAR INDS INC COMM 894650 242 12,714 SH SOLE 8,464 4,250
TRENWICK GROUP INC COMM 895290 67 4,617 SH SOLE 4,567 50
TRIARC COS INC COMM 895927 1 40 SH SOLE 0 40
TRIBUNE CO. COMM 896047 1,100 31,433 SH SOLE 5,830 25,603
TRICON GLOBAL RESTAURA COMM 895953 442 15,659 SH SOLE 170 15,489
TRIGON HEALTHCARE INC COMM 89618L 3 50 SH SOLE 0 50
TRIMBLE NAVIGATION COMM 896239 258 5,280 SH SOLE 5,250 30
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TRUE NORTH COMMUNICATI COMM 897844 483 10,999 SH SOLE 10,949 50
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TRW CORP COMM 872649 622 14,331 SH SOLE 2,105 12,226
TUBOSCOPE INC COMM 898600 207 9,325 SH SOLE 9,325 0
TUPPERWARE CORP COMM 899896 171 7,786 SH SOLE 1,831 5,955
TXU CORPORATION COMM 873168 992 33,617 SH SOLE 5,311 28,306
TYCO INTL LTD COMM 902124 10,425 220,052 SH SOLE 46,438173,614
TYSON FOODS INC - CL A COMM 902494 2 250 SH SOLE 0 250
U.S. FREIGHTWAYS CORP COMM 916906 226 9,212 SH SOLE 6,002 3,210
U.S. WEST INC COMM 91273H 5,847 68,186 SH SOLE 16,925 51,261
UBS AG-SPONS ADR COMM 90261R 341 52,508 SH SOLE 52,508 0
UCAR INTERNATIONAL INC COMM 90262K 1 50 SH SOLE 0 50
UGI CORP COMM 902681 120 5,850 SH SOLE 5,850 0
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ULTRATECH STEPPER COMM 904034 83 5,600 SH SOLE 5,600 0
UNICOM CORPORATION COMM 904911 1,035 26,748 SH SOLE 4,192 22,556
UNIFI INC COMM 904677 1 80 SH SOLE 0 80
UNILEVER N.V. - NY SHA COMM 904784 3,101 72,150 SH SOLE 14,905 57,245
UNION CARBIDE CORP. COMM 905581 777 15,692 SH SOLE 2,286 13,406
UNION PACIFIC CORP COMM 907818 1,147 30,849 SH SOLE 5,533 25,316
UNION PACIFIC RES GRP COMM 907834 601 27,317 SH SOLE 3,721 23,596
UNION PLANTERS CORP COMM 908068 455 16,295 SH SOLE 2,470 13,825
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UNITED BANKSHARES INC COMM 909907 296 16,250 SH SOLE 9,330 6,920
UNITED ILLUMINATING CO COMM 910637 406 9,281 SH SOLE 4,461 4,820
UNITED NATIONAL FOODS COMM 911163 59 4,270 SH SOLE 4,270 0
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UNITED TECHNOLOGIES COMM 913017 8,769 148,939 SH SOLE 18,530130,409
UNITED WATER RESOURCES COMM 913190 300 8,610 SH SOLE 8,570 40
UNITEDHEALTH GROUP INC COMM 91324P 2,366 27,592 SH SOLE 10,000 17,592
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URS CORP COMM 903236 58 3,830 SH SOLE 3,830 0
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US BANCORP COMM 902973 1,699 29,238 SH SOLE 11,623 17,615
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UST INC. COMM 902911 203 13,839 SH SOLE 0 13,839
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USX-US STEEL COMM 90337T 188 10,136 SH SOLE 1,353 8,783
UTILCORP UNITED COMM 918005 2 110 SH SOLE 0 110
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VALENCE TECHNOLOGIES COMM 918914 139 7,540 SH SOLE 7,500 40
VALERO ENERGY COMM 91913Y 2 70 SH SOLE 0 70
VALMONT INDUSTRIES INC COMM 920253 111 5,580 SH SOLE 5,540 40
VARCO INTERNATIONAL COMM 922126 2 80 SH SOLE 0 80
VARCO INTERNATIONAL COMM 922122 11 490 SH SOLE 430 60
VARIAN MEDICAL SYSTEMS COMM 92220P 396 10,130 SH SOLE 7,010 3,120
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VERITAS SOFTWARE CO COMM 923436 4,978 44,045 SH SOLE 6,630 37,415
VERITY INC COMM 92343C 265 6,980 SH SOLE 6,940 40
VERTEX PHARMACEUTICALS COMM 92532F 615 5,832 SH SOLE 5,802 30
VIACOM INC CLASS B COMM 925524 10,645 156,111 SH SOLE 9,188146,923
VIAD CORP COMM 92552R 3 110 SH SOLE 0 110
VICOR CORP COMM 925815 321 9,219 SH SOLE 9,169 50
VINTAGE PETROLEUM INC COMM 927460 311 13,806 SH SOLE 13,736 70
VISHAY INTERTECHNOLOGY COMM 928298 5 140 SH SOLE 0 140
VISTEON CORP COMM 92839U 259 21,361 SH SOLE 5,003 16,358
VISX INC DEL COMM 92844S 2 70 SH SOLE 0 70
VITAL SIGNS INC COMM 928469 62 3,443 SH SOLE 3,443 0
VITESSE SEMICONDUCTOR COMM 928497 16 220 SH SOLE 0 220
VODAFONE GROUP PLC - A COMM 92857T 5,261 126,005 SH SOLE 0126,005
VOLT INFO SCIENCES COMM 928703 122 3,710 SH SOLE 3,710 0
VULCAN MATERIALS COMM 929160 472 11,065 SH SOLE 1,860 9,205
WABASH NATIONAL CORP COMM 929566 72 6,050 SH SOLE 6,050 0
WACHOVIA CORP COMM 929771 1,354 24,951 SH SOLE 4,302 20,649
WALGREEN CO COMM 931422 5,842 181,497 SH SOLE 17,586163,911
WALLACE COMPUTER SERVI COMM 932270 1 60 SH SOLE 0 60
WAL-MART COMM 931142 41,019 711,826 SH SOLE 111,598600,228
WARNACO GROUP - CLASS COMM 934390 1 70 SH SOLE 0 70
WASHINGTON GAS LIGHT C COMM 938837 1 40 SH SOLE 0 40
WASHINGTON MUTUAL INC COMM 939322 2,049 70,969 SH SOLE 10,811 60,158
WASHINGTON POST CLASS COMM 939640 19 40 SH SOLE 0 40
WASTE MANAGEMENT INC COMM 94106L 1,327 69,866 SH SOLE 10,683 59,183
WATERS CORP COMM 941848 12 100 SH SOLE 0 100
WATSCO INC COMM 942622 146 11,665 SH SOLE 6,695 4,970
WATSON PHARMACEUTICALS COMM 942683 553 10,290 SH SOLE 1,790 8,500
WATTS INDUSTRIES - CL COMM 942749 179 14,150 SH SOLE 4,950 9,200
WAUSAU-MOSINEE PAPER C COMM 943315 1 60 SH SOLE 0 60
WD-40 CO COMM 929236 95 4,560 SH SOLE 4,530 30
WEATHERFORD INTL INC COMM 947074 5 120 SH SOLE 0 120
WEBSTER FINANCIAL CORP COMM 947890 1 50 SH SOLE 0 50
WELLMAN INC COMM 949702 1 50 SH SOLE 0 50
WELLPOINT HEALTH NETWO COMM 94973H 584 8,065 SH SOLE 1,390 6,675
WELLS FARGO COMPANY COMM 949746 8,346 215,373 SH SOLE 44,354171,019
WENDY'S INTERNATIONAL COMM 950590 216 12,151 SH SOLE 170 11,981
WERNER ENTERPRISES, IN COMM 950755 106 9,208 SH SOLE 9,148 60
WESLEY JESSEN VISIONCA COMM 951018 163 4,340 SH SOLE 4,340 0
WESTAMERICA BANCORP COMM 957090 1 40 SH SOLE 0 40
WESTPOINT STEVENS INC COMM 961238 1 60 SH SOLE 0 60
WESTVACO CORP COMM 961548 280 11,280 SH SOLE 1,536 9,744
WESTWOOD ONE INC COMM 961815 4 120 SH SOLE 0 120
WET SEAL INC - CL A COMM 961840 40 3,070 SH SOLE 3,070 0
WEYERHAEUSER CO. COMM 962166 1,585 36,857 SH SOLE 13,532 23,325
WHIRLPOOL COMM 963320 429 9,198 SH SOLE 1,444 7,754
WHITMAN CORP. COMM 96647R 2 160 SH SOLE 0 160
WHITNEY HOLDING CORP COMM 966612 372 10,888 SH SOLE 6,368 4,520
WHOLE FOODS MARKET INC COMM 966837 261 6,309 SH SOLE 6,279 30
WILLAMETTE INDUSTRIES COMM 969133 352 12,933 SH SOLE 1,776 11,157
WILLIAMS COS. INC. COMM 969457 2,131 51,125 SH SOLE 7,110 44,015
WILLIAMS-SONOMA INC COMM 969904 2 60 SH SOLE 0 60
WILMINGTON TRUST CO. COMM 971807 9 220 SH SOLE 0 220
WINN DIXIE STORES COMM 974280 261 18,268 SH SOLE 3,590 14,678
WINNEBAGO INDS INC COMM 974637 66 5,090 SH SOLE 5,090 0
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 62 2,380 SH SOLE 2,380 0
WOLVERINE TUBE INC COMM 978093 147 8,675 SH SOLE 3,825 4,850
WOLVERINE WORLD WIDE I COMM 978097 146 14,768 SH SOLE 8,148 6,620
WORLDCOM INC COMM 98157D 9,299 202,694 SH SOLE 66,546136,148
WORTHINGTON INDUSTRIES COMM 981811 102 9,710 SH SOLE 1,560 8,150
WRIGLEY, WM. JR. CO. COMM 982526 1,252 15,617 SH SOLE 4,375 11,242
WYNNS INTERNATIONAL IN COMM 983195 94 4,120 SH SOLE 4,120 0
XEROX COMM 984121 1,670 80,495 SH SOLE 11,202 69,293
XILINX INC COMM 983919 3,536 42,830 SH SOLE 9,650 33,180
XIRCOM INC COMM 983922 322 6,770 SH SOLE 6,740 30
X-RITE INC COMM 983857 33 3,600 SH SOLE 3,600 0
YAHOO! INC. COMM 984332 8,271 66,765 SH SOLE 13,200 53,565
YELLOW CORP COMM 985509 183 12,376 SH SOLE 5,916 6,460
YORK INTERNATIONAL COMM 986670 1 50 SH SOLE 0 50
YOUNG & RUBICAM INC COMM 987425 506 8,850 SH SOLE 1,290 7,560
ZALE CORP COMM 988858 409 11,200 SH SOLE 8,130 3,070
ZEBRA TECH CL A COMM 989207 318 7,176 SH SOLE 7,136 40
ZENITH COMM 989390 112 5,258 SH SOLE 5,208 50
ZIONS BANCORPORATION COMM 989701 6 120 SH SOLE 0 120
ZIXIT CORP COMM 98974P 157 3,390 SH SOLE 3,360 30
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