ROLL & ROSS ASSET MANAGEMENT CORP
13F-HR, 1999-05-14
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<TABLE>
CUSIP      SHARES   NAME OF ISSUER              CLASS          Yvote    Nvote    Mkt Val
<S>        <C>      <C>                         <C>            <C>      <C>      <C>
00088610       2000 ADC TELECOMMUNICATION       Common             2000        0       95
00105510      32500 AFLAC INC                   Common             1800    30700     1769
00176510      23200 A M R CORP DEL              Common             2700    20500     1359
00195710      52600 AT&T CORP                   Common             4100    48500     4198
00282410      41500 ABBOTT LABS                 Common             9100    32400     1943
00811710       1100 AETNA INC                   Common             1100        0       91
00915810        800 AIR PRODUCTS & CHEM         Common                       800       27
00926610      23200 AIRBORNE FGHT CORP          Common             4600    18600      722
00949T10       6000 AIRTOUCH COMMUNICATION      Common                      6000      580
01165910       6400 ALASKA AIR GROUP            Common                      6400      304
01310410       4100 ALBERTSONS INC              Common              700     3400      223
01371610       3100 ALCAN ALUM LTD              Common             1600     1500       80
01381710      26400 ALCOA INC                   Common             2800    23600     1087
01951210       8000 ALLIED SIGNAL INC           Common             1200     6800      394
02000210      36404 ALLSTATE CORP               Common             2700    33704     1349
02003910        900 ALLTEL CORP                 Common              900        0       56
02313910       3000 AMBAC FINANCIAL GROUP       Common                      3000      162
02553D10       7200 AMERICAN EAGLE OUTFITTER    Common              700     6500      516
02581610       9700 AMERICAN EXPRESS            Common             1200     8500     1142
02660910      17100 AMERICAN HOME PROD          Common                     17100     1116
02687410      26733 AMERICAN INTL GRP           Common             2900    23833     3225
02859110       1400 AMERICAN NATL INS CO        COMMON                      1400       94
02906610        900 AMERICAN POWER CONVERSION   Common              900        0       24
03095410      16400 AMERITECH                   Common              800    15600      945
03116210      10500 AMGEN INC                   Common             1400     9100      786
03522910      24500 ANHEUSER BUSCH COS INC      Common             2400    22100     1865
03611510        900 ANNTAYLOR STORES CORP       COMMON                       900       40
03738910       3600 AON CORP                    Common                      3600      228
03822210       6400 APPLIED MATERIALS INC       Common                      6400      395
04349110        600 ASCEND COMMUNICATIONS       Common                       600       50
04600810       2830 ASSOCIATES FIRST CAPITAL CO Common                      2830      127
04622410      11300 ASTEC INDS INC              COMMON                     11300      349
04882510       7200 ATLANTIC RICHFIELD          Common                      7200      527
05301510      25600 AUTOMATIC DATA PROC         Common             1200    24400     1059
05493710       9334 BB&T CORP                   COMMON             1100     8234      338
05548210      10200 BJ SVCS CO                  Common                     10200      237
05562210        529 BP AMOCO PLC                SPNS ADR                     529       53
05592110       6200 B M C SOFTWARE INC          Common                      6200      230
05947930       4059 BANCO COMERCIAL PORTUGUES   SPNS ADR                    4059      120
06405710      42500 BANK NEW YORK INC           Common                     42500     1527
06423A10      21600 BANC ONE CORP NEW           Common             2300    19300     1189
06605F10      39877 BANK AMERICA CORP           Common             1900    37977     2816
06605R10       5700 BANKBOSTON CORP             Common             1200     4500      247
06636510        400 BANKERS TRUST NY            Common                       400       35
06738310       3700 BARD (C.R.) INC             COMMON              500     3200      187
07390210      16217 BEAR STEARNS COS INC        Common             2205    14012      725
07588710       3200 BECTON DICKINSON & CO       Common             1000     2200      123
07589610       4000 BED BATH & BEYOND INC       Common             4000        0      146
07785310      16782 BELL ATLANTIC CORP          Common             2600    14182      867
07986010      65800 BELLSOUTH CORP              Common             5500    60300     2636
08651610      54400 BEST BUY CO INC             Common            10000    44400     2829
08658U10       1000 BESTFOODS                   Common             1000        0       47
09032410       4000 BINDLEY WESTERN INDS        COMMON                      4000      114
09061310       4000 BIOMET                      Common                      4000      168
10304310       4600 BOWNE & CO                  Common             4600        0       54
11012210      47100 BRISTOL MYERS SQUIBB        Common             7400    39700     3020
12189T10       1200 BURLINGTON NORTH/SANTA FE   Common             1200        0       39
12550910      11600 CIGNA CORP                  Common             1700     9900      972
12686C10       4900 CABLEVISION SYS CORP        Class A            1000     3900      363
14040H10      11700 CAPITAL ONE FINANCIAL CORP  Common             1100    10600     1767
14365810      22700 CARNIVAL CORP               Common             3800    18900     1102
14428510       1000 CARPENTER TECHNOLOGY        Common                      1000       26
14912310      19700 CATERPILLAR INC DEL         Common             1100    18600      905
15231R10       2200 CENTEX CONSTRUCTION PROD    COMMON             2200        0       77
15464710       4500 CENTRAL NEWSPAPERS          CL A               4500        0      140
15668610      21600 CENTURY TEL ENTERPRISES     Common             1900    19700     1517
16161A10      31432 CHASE MANHATTAN CORP        Common             1800    29632     2558
16675110      14400 CHEVRON CORP                Common             1300    13100     1278
17275R10      41550 CISCO SYSTEMS INC           Common             4900    36650     4552
17296710      53239 CITIGROUP INC               Common             4800    48439     3401
18450210       3400 CLEAR CHANNEL COMMUNICATI   Common                      3400      228
18905410      11200 CLOROX                      Common             1900     9300     1313
19044110      10000 COASTAL CORP                Common                     10000      330
19121610      26800 COCA COLA CO                Common             4400    22400     1645
19124110       4500 COCA COLA FEMSA SA          ADR                         4500       73
19416210       2700 COLGATE PALMOLIVE CO        Common             1100     1600      248
19764810       3400 COLUMBIA ENERGY GROUP       Common                      3400      178
20034010      10000 COMERICA INC                Common                     10000      624
20444930       6320 COMPANIA DE TELECOM CHILE   ADR                         6320      149
20449310      41700 COMPAQ COMPUTER CORP        Common             4300    37400     1321
20536310      20100 COMPUTER SCIENCES           Common             4700    15400     1109
20563810      54900 COMPUWARE CORP              Common            11400    43500     1311
20911510      10300 CONSOLIDATED EDISON         Common             3800     6500      467
21664010       3600 COOPER CAMERON CORP         COMMON                      3600      122
21701610       1000 ADOLPH COORS CL B           Class B            1000        0       54
22160Q10      19100 COSTCO COMPANIES INC        Common             4500    14600     1749
22404410       5200 COX COMMUNICATIONS INC      Common             1800     3400      393
23332610       2000 DST SYS INC DEL             Common             2000        0      120
23333110       7300 DTE ENERGY CO               Common                      7300      281
23520410       2800 DALLAS SEMICONDUCTOR        Common             2800        0      108
23581110       5500 DANA CORP                   Common                      5500      209
23585110       2600 DANAHER CORP                COMMON             2600        0      136
23975310      38300 DAYTON HUDSON CORP          Common             6800    31500     2552
24419910      15500 DEERE & CO                  Common             1700    13800      599
24702510      72100 DELL COMPUTER CORP          Common            11000    61100     2947
24736110      25000 DELTA AIR LINES INC D       Common             2100    22900     1738
24823910       4300 DENDRITE INTL INC           COMMON                      4300       96
25030910       2100 DESC SA DE C V              SPONSORED ADR               2100       56
25271C10      13400 DIAMOND OFFSHORE DRILL      Common             1400    12000      424
25460910       1700 DISCO SA                    SPONSORED ADR               1700       29
25468710      62200 DISNEY, WALT CO             Common             4500    57700     1936
25666910       4700 DOLLAR GEN CORP             Common             4700        0      160
25674710       2600 DOLLAR TREE STORES          Common                      2600       80
25747010       2100 DOMINION RES INC VA         Common             2100        0       78
25766110      12000 DONALDSON LUFKIN & JENR     Common             1600    10400      837
26054310      11000 DOW CHEMICAL                Common             1000    10000     1025
26353410      28500 DUPONT EI DE NEMOURS        Common             1300    27200     1655
26439910       4800 DUKE POWER CO               Common                      4800      263
26613X10       1700 DUPONT PHOTMASKS INC        COMMON              300     1400       67
26864810      19600 E M C CORP MA               Common             1900    17700     2504
27746110       4300 EASTMAN KODAK CO            Common              500     3800      275
27805810       1600 EATON CORP                  Common                      1600      114
28102010      33800 EDISON INTL                 COMMON                     33800      752
28176010       3800 EDWARDS AG INC              Common              900     2900      124
29081N10       1200 EMBRATEL PARTICIPACOES      SPNS ADR                    1200       20
29356110      19600 ENRON CORP                  Common             1700    17900     1259
29444G10       6700 EQUITABLE COS INC           Common                      6700      469
29760210       6100 ETHAN ALLEN INTERIORS       COMMON             3200     2900      254
30229010      60400 EXXON                       Common             3700    56700     4262
30239F10       2100 FBL FINL GROUP INC          COMMON                      2100       37
30257110       7700 F P L GROUP INC             Common                      7700      410
30700010       7800 FAMILY DLR STORES INC       Common                      7800      179
31304N10       4700 FDX CORP                    Common                      4700      436
31358610       7400 FEDERAL NTL MTG ASSN        Common              700     6700      512
31410H10       2300 FEDERATED DEPT STORES       Common             2300        0       92
31769P10       1700 FINANCIAL SEC ASSURN HLDS   Common                      1700       84
31852230      11300 FIRST AMER FINL CORP        Common              900    10400      179
32020910       2200 FIRST FINL BANCORP          Common                      2200       48
33735810      23200 FIRST UNION CORP            Common              900    22300     1240
33763V10       3100 FIRSTAR CORP (NEW)          Common                      3100      277
33793210       6000 FIRSTENERGY                 Common                      6000      168
33891510      30200 FLEET FINANCIAL GROUP       Common             4000    26200     1136
34537010      40200 FORD MOTOR CO               Common             1100    39100     2279
35884610      23600 FRITZ COMPANIES INC         COMMON             1600    22000      162
36232010       3500 G T E CORP                  Common                      3500      212
36473010       8400 GANNETT INC                 Common              800     7600      529
36476010      31325 GAP INC                     Common             5600    25725     2109
36783310       2900 GATEWAY 2000 INC            Common                      2900      199
36960410      56400 GENERAL ELECTRIC CO         Common             8100    48300     6239
37044210      24100 GENERAL MOTORS CORP         Common             2300    21800     2097
37365610      17000 GEOTEL COMMUNICATIONS       Common             2000    15000      780
37576610      22700 GILLETTE CO                 Common             2500    20200     1349
37935240      10400 GLOBAL MARINE INC           Common                     10400      122
38131710       2800 GOLDEN WEST FINCL CORP DE   Common              500     2300      267
39538410       5800 GREENPOINT FINL CORP        COMMON                      5800      202
40169810      24500 GUIDANT CORP                Common             6600    17900     1482
40621610       3600 HALLIBURTON CO              Common             3600        0      139
41055010       1500 HANNAFORD BROS              Common                      1500       68
41282210       3800 HARLEY DAVIDSON INC         Common             1000     2800      218
41651510      25800 HARTFORD FINL SVCS GRP      Common             2700    23100     1466
42823610      22300 HEWLETT PACKARD             Common             1900    20400     1512
43707610      34800 HOME DEPOT INC              Common             4600    30200     2166
44181510       1533 HOUSEHOLD INT'L INC         Common                      1533       70
45230810       9800 ILLINOIS TOOL WKS           Common             3400     6400      606
45686610       4600 INGERSOLL RAND              Common             4600        0      228
45814010      22700 INTEL CORP                  Common             3500    19200     2698
45920010      19100 INTL BUS MACHINES           Common             2800    16300     3385
46014610        700 INTL PAPER CO               Common              700        0       30
46033410       4800 INTL SPECIALTY PRODS INC    Common                      4800       36
47189610      18400 JAVELIN SYSTEMS INC         COMMON             4100    14300      223
47231810       4000 JEFFERIES GROUP INC         Common                      4000      190
47507010       8000 JEFFERSON PILOT CORP        Common                      8000      542
47816010      14200 JOHNSON & JOHNSON           Common             1700    12500     1328
47836610       6300 JOHNSON CTLS INC            Common             4200     2100      393
48007410       5200 JONES APPAREL GROUP         Common             5200        0      145
48273210      11900 K2 INC                      COMMON             1600    10300       94
48483610        700 KANSAS CITY LIFE INS        Common                       700       57
49326710      17400 KEYCORP                     Common New         2800    14600      527
49904010       2200 KNIGHT RIDDER INC           Common                      2200      110
50104410       1200 KROGER CO                   Common                      1200       72
50540120      11500 LABOR READY INC             Common New                 11500      300
51493610       1300 LANDAMERICA FINL GROUP      Common                      1300       38
52465110       6200 LEGATO SYS INC              Common              800     5400      320
52490110      30766 LEGG MASON                  COMMON             2400    28366     1036
52490810      17000 LEHMAN BROS HOLDINGS        COMMON             2000    15000     1016
52977110      13200 LEXMARK INTL GROUP          Common             1100    12100     1477
53245710      23800 LILLY ELI & CO              Common             3500    20300     2020
53932010       1000 LIZ CLAIBORNE INC           Common                      1000       33
54229040       1400 LONE STAR INDS              Common                      1400       43
54866110      32700 LOWES COMPANIES INC         Common             6000    26700     1978
54946310      32515 LUCENT TECHNOLOGIES         Common             5900    26615     3512
55268B10      49900 MCI WORLDCOM INC            Common             8400    41500     4419
56032120       5000 MAIL-WELL INC               COMMON                      5000       67
56824020       6900 MARINE DRILLING CO          COMMON                      6900       76
57174810       4800 MARSH & MCLENNAN COS        Common             4800        0      356
57948910       2600 MCCLATCHY NEWSPAPERS INC    CL A                        2600       87
58013510      22800 MCDONALDS CORP              Common             4600    18200     1033
58064510      12400 MCGRAW HILL INC             Common                     12400      676
58155Q10       6466 MCKESSON HBOC INC           Common                      6466      427
58440J10      22300 MEDIA ONE GROUP INC         Common             3000    19300     1415
58494910       2600 MEDQUIST INC                Common             2600        0       78
58505510      10100 MEDTRONIC INC               Common             4700     5400      726
58550910      17700 MELLON BANK CORP            Common              700    17000     1246
58933110      38600 MERCK & CO INC              Common            10700    27900     3093
59018810      12600 MERRILL LYNCH & CO          Common              500    12100     1115
59491810      85800 MICROSOFT CORP              Common            10600    75200     7690
59990310       4600 MILLENNIUM CHEMICAL INC     COMMON              800     3800       91
60405910       5100 MINNESOTA MNG & MFG         Common              600     4500      361
61166210      11900 MONSANTO CO                 Common             1700    10200      547
61208510       7200 MONTANA POWER CO            Common                      7200      530
61688010       5700 MORGAN J P & CO             Common              900     4800      703
61744644      18205 MORGAN STANLEY DEAN WITTER  Common             1900    16305     1819
62853010       5900 MYLAN LABS INC              Common             1400     4500      162
62952610       1300 NABISCO HLDGS CORP          Class A                     1300       54
63258710       2000 NATIONAL BANCORP ALAS       Common                      2000       56
63540510       9900 NATIONAL CITY CORP          COMMON                      9900      657
63551910       2200 NATIONAL COMPUTER SYS INC   Common                      2200       54
64120L10       3500 NETWORK APPLIANCE INC       COMMON              800     2700      177
65352210       9400 NIAGARA MOHAWK PWR CO       Common                      9400      126
65440K10        700 99 CENTS ONLY STORES        COMMON              700        0       30
66577210       4400 NORTHERN STS PWR CO         Common                      4400      102
66581510        700 NORTHERN TELECOMM LTD       Common              700        0       43
67000810       3100 NOVELLUS SYS INC            COMMON                      3100      171
68191910       3200 OMNICOM GROUP INC           Common                      3200      256
68382910       2700 OPTICAL COATING LAB         COMMON                      2700      130
68389X10       4200 ORACLE SYSTEMS CORP         Common             3300      900      111
68626810       1000 ORION CAP CORP              Common                      1000       31
69330410      19100 PECO ENERGY                 Common             1800    17300      883
69331C10       1800 PG&E CORP                   Common                      1800       56
69344F10       2700 PMC-SIERRA INC              Common                      2700      192
69347510      12500 P N C BANK CORP             Common             2900     9600      695
69350610       9600 P P G INDUSTRIES INC        Common              900     8700      492
69371810       1800 PACCAR                      Common             1800        0       74
69562910      25850 PAINE WEBBER GROUP INC      Common             2300    23550     1031
70432610      18800 PAYCHEX INC                 Common              400    18400      892
71344810       8000 PEPSICO INC                 Common             1200     6800      314
71708110      28200 PFIZER INC                  Common             3900    24300     3913
71726510       2500 PHELPS DODGE CORP           Common                      2500      123
71815410      29200 PHILIP MORRIS COS           Common             6500    22700     1027
71850710      15000 PHILLIPS PETROLEUM CO       Common                     15000      709
72447910      13100 PITNEY BOWES INC            Common             2800    10300      835
72749310       1500 PLANTRONIC INC NEW          Common                      1500       94
73045010       4600 POHANG IRON & STEEL         ADR                         4600       82
74022D10       4800 PRECISION DRILLING          COMMON                      4800       62
74271810      19600 PROCTER & GAMBLE            Common             4400    15200     1920
74292510       2275 SAKS INC                    Common                      2275       59
74331510       1900 PROGRESSIVE CORP OHIO       Common              300     1600      273
74457310       8100 PUBLIC SVC ENTERPRISE GRP   Common              800     7300      309
74727710       5400 QLOGIC CORP                 Common              200     5200      362
74960K87       2500 RJR NABISCO HLDGS           Common                      2500       63
75473010      10450 RAYMOND JAMES FINANCIAL     Common             1000     9450      206
75950910       1800 RELIANCE STL & ALUM         Common                      1800       52
76775410      18600 RITE AID CORP               Common              700    17900      465
77537110       1200 ROHM & HAAS CO              Common             1200        0       40
77829610        500 ROSS STORES INC             Common              500        0       22
78025780      16900 ROYAL DUTCH PETROL          Common             1200    15700      879
78387G10      28900 SBC COMMUNICATIONS          Common             6200    22700     1364
78440P10      12000 SK TELECOM LTD              SPNS ADR                   12000      146
78651420      21800 SAFEWAY INC                 Common             1800    20000     1119
79286010       3200 ST PAUL COS INC             Common                      3200       99
80311110       1300 SARA LEE CORP               Common             1300        0       32
80589810       7200 SCANA CORP                  Common                      7200      156
80660510      51900 SCHERING PLOUGH CORP        Common             8400    43500     2867
80685710       3900 SCHLUMBERGER LTD            Common                      3900      235
81760N10       6800 SERVICEMASTER CORP          Common                      6800      138
83211010       4100 SMITH INTL                  COMMON              800     3300      164
83418210        400 SOLECTRON CORP              Common              400        0       19
84258710      11100 SOUTHERN CO                 Common             1600     9500      259
84474110      56950 SOUTHWEST AIRLINES CO       Common             4150    52800     1723
85206110      14750 SPRINT FON GROUP            Common             1500    13250     1447
85206150       6100 SPRINT PCS                  Common              250     5850      270
85388710       3300 STANDARD REGISTER CO        Common                      3300       98
85503010      45100 STAPLES INC                 COMMON             4250    40850     1483
85747710       1400 STATE ST CORP               Common              600      800      115
86681010      15100 SUN MICROSYSTEMS            Common             3000    12100     1888
86791410      11932 SUNTRUST BANKS INC          Common             1800    10132      743
86853610       8100 SUPER VALU STORES           Common             2300     5800      167
87150810       8700 SYMBOL TECHNOLOGIES         Common             4900     3800      392
87254010       6500 TJX COS INC NEW             Common             6500        0      221
87538210       3700 TANDY CORP                  Common                      3700      236
87628910       1900 TARRANT APPAREL GROUP       COMMON                      1900       80
87923810        120 TELE CELULAR SUL PART       SPNS ADR                     120        2
87923910        240 TELE CENTRO SUL PART        SPNS ADR                     240       11
87923P10        400 TELE CENTRO OESTE CELULAR   SPNS ADR                     400        1
87924610       1200 TELE NORTE LESTE PART SA    SPNS ADR PFD                1200       18
87924W10         60 TELE NORDESTE CELULAR       SPNS ADR                      60        1
87924Y10         24 TELE NORTE CELULAR PART     SPNS ADR                      24        1
87925210        240 TELE SUDESTE CELULAR PART   SPNS ADR                     240        5
87927320       2600 TELECOM ARGENTINA STET-FR   SPNS ADR                    2600       71
87940378       2200 TELEFONOS DE MEXICO S A     ADR New                     2200      145
87943B10         24 TELESTE CELULAR             SPNS ADR                      24        1
87944E10         60 TELEMIG CELULAR PART        SPNS ADR                      60        2
87952K10       1200 TELESP PART                 SPNS ADR                    1200       25
87952L10        480 TELESP CELULAR PART         SNNS ADR                     480       10
88077010       2200 TERADYNE INC                Common                      2200      120
88077910      10400 TEREX CORP                  Common                     10400      251
88169410      26700 TEXACO INC                  Common             1000    25700     1515
88250810        500 TEXAS INSTRUMENTS           Common              500        0       50
88320310       8700 TEXTRON INC                 Common              500     8200      673
89348510      12200 TRANSAMERICA CORP           Common                     12200      866
89406510       6100 TRANSWITCH CORP             COMMON              400     5700      276
89604710       4600 TRIBUNE CO NEW              Common                      4600      301
89618L10       2300 TRIGON HEALTHCARE INC       COMMON                      2300       79
89840210       4000 TRUSTMARK CORP              COMMON                      4000       79
90212410      28900 TYCO INTL LTD               Common             1700    27200     2074
90254950       5700 UAL CORP                    COM PAR .01         800     4900      444
90290582      11600 USX-MARATHON GROUP          Common                     11600      319
90297310      14900 U S BANCORP DEL             Common                     14900      508
90458E10       2200 UNIBANCO-UNIAO DE BANCOS    GDR REP PFD                 2200       42
90478450      13800 UNILEVER N V                Common             1400    12400      917
90921410       1400 UNISYS CORP                 Common             1400        0       39
91116310       2400 UNITED NATURAL FOODS        COMMON                      2400       56
91168410       2900 UNITED STATES CELLULAR      Common             2900        0      128
91190510        500 US AIRWAYS GROUP            Common              500        0       24
91273H10      14300 US WEST INC                 Common             1900    12400      787
91301710      12700 UNITED TECHNOLOGY           Common              800    11900     1720
92552430       3000 VIACOM INC                  Class B             500     2500      252
92844S10       9600 VISX INC DE                 Common              700     8900     1033
92916010      10500 VULCAN MATERIALS CO         Common             6300     4200      434
93114210      42400 WAL MART STORES INC         Common             7000    35400     3909
93142210      33200 WALGREEN CO                 Common             3600    29600      938
93448810      30200 WARNER LAMBERT CO           Common             7100    23100     2001
93932210       4050 WASHINGTON MUTUAL INC       Common             1500     2550      166
94268310       2800 WATSON PHARMACEUTICALS INC  Common                      2800      124
94974610      28200 WELLS FARGO & CO            Common             1500    26700      989
95709010       1500 WESTAMERICA BANCORPORATION  Common                      1500       47
96945710       5161 WILLIAMS COS INC            Common                      5161      204
98392210       7300 XIRCOM INC                  Common                      7300      183
98412110      14800 XEROX CORP                  Common              800    14000      790
98412V10       1600 XOMED SURGICAL PRODS        Common                      1600       63
98424510       4300 YPF SOCIEDAD ANONIMA        ADR                         4300      136
G0070K10       1600 ACE LIMITED                 COMMON             1600        0       50
V7780T10      16200 ROYAL CARIBBEAN CRUISE      COMMON             1500    14700      632
                                                                                   234789

</TABLE>


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