ROLL & ROSS ASSET MANAGEMENT CORP
13F-HR, 2000-05-16
Previous: PROBEX CORP, 8-K, 2000-05-16
Next: STRATEGIC INVESTMENT MANAGEMENT, 13F-HR, 2000-05-16



<TABLE>
<S>     <C>     <C>     <C>     <C>     <C>     <C>
Cus     Shs     Sec     Class   Yvote   Nvote   Mktval
00088610    6700ADC TELECommon              6700360962.5
00105510   12800AFLAC INCommon             12800  583200
00130H10     700AES CORPCommon       700       0   55125
00176510   16400A M R COCommon      3400   13000  522750
00195710   81350AT&T CORCommon     15300   66050 4581022
00244410    3100AVX CORPCommon              3100235018.8
00282410   58400ABBOTT LCommon     14900   43500 2054950
00724F10    1500ADOBE SYCOMMON      1500       0166968.8
00752510    3600ADVANCEDCOMMON      3200     400  123300
00754A10    1000ADVANCEDCOMMON      1000       0 62687.5
00797410    4400ADVENT SCOMMON      1400    3000  201850
00819010    5400AFFILIATCommon              5400  205200
00915810    9100AIR PRODCommon              9100258781.3
00926610   16700AIRBORNECommon             16700401843.8
01310410    9100ALBERTSOCommon              9100280962.5
01381710   24800ALCOA INCommon      3900   20900 1742200
01390430   12002ALCATEL COMMON      1787   10215525837.6
01849010    9000ALLERGANCOMMON      4000    5000  450000
01877H10    4500ALLIANCECOMMON              450096468.75
01975410    1500ALLMERICCommon              1500   76500
02000210   29594ALLSTATECommon      7994   21600704707.1
02003910   17100ALLTEL CCommon      5000   12100 1078369
02075310    4400ALPHA INCOMMON      2000    2400  418000
02355110     800AMERADA Common               800   51700
02553E10   14800AMERICANCOMMON      5200    9600  561475
02581610   16300AMERICANCommon      3100   13200 2427681
02635110   14200AMERICANCommon      3000   11200  796975
02660910    3600AMERICANCommon      3600       0  193500
02687410   34027AMERICANCommon      7900   26127 3725957
03116210   34200AMGEN INCommon     13300   20900 2099025
03265410    9900ANALOG DCOMMON      1200    8700  796950
03455110    4500ANDRX COCOMMON       900    3600  519750
03522910   22000ANHEUSERCommon      5200   16800 1369500
03611510    8300ANNTAYLOCOMMON      2200    6100  190900
03664P10   28400ANTEC COCOMMON      5900   22500 1272675
03783310    3800APPLE COCommon              3800516087.5
03822210   13100APPLIED Common      1200   11900 1234675
04535410   16300ASPEON ICOMMON      6700    9600  330075
04600810   12200ASSOCIATCommon             12200  260775
04622410    7100ASTEC INCOMMON      2200    4900188593.8
04951310     600ATMEL COCOMMON               600   30975
05075710   11450AUDIOVOXCOMMON      3700    7750499506.3
05301510   16600AUTOMATICommon      7500    9100  800950
05947930    4059BANCO COSPNS A  DR          4059108578.3
06050510   66249BANK OF Common     10300   55949 3473932
06405710   18100BANK NEWCommon      8000   10100752281.3
06423A10   21700BANC ONECommon      8400   13300745937.5
06738310    4800BARD (C.COMMON      1300    3500  185700
07390210    5064BEAR STECommon              5064  231045
07785310   29582BELL ATLCommon      6882   22700 1808200
07986010   48500BELLSOUTCommon     14000   34500 2273438
08651610   29000BEST BUYCommon      7200   21800 2494000
08658U10   14100BESTFOODCommon      6200    7900660056.3
09032410   10166BINDLEY COMMON             10166137876.4
09059710   10000BIOGEN ICOMMON      3400    6600  698750
09061310   11500BIOMET  Common      1300   10200418312.5
09182610    1000BLACK BOCOMMON      1000       069234.38
09321010     800BLANCH ECOMMON               800   16000
09702310   30800BOEING CCommon      6600   24200 1164625
11012210   62000BRISTOL Common     21700   40300 3541750
12501010    4100C-CORP.NCOMMON      3100    1000  200900
12501510     450C-CUBE MCOMMON               45032765.63
12550910   12300CIGNA COCommon      4500    7800  931725
12589610   11300CMS ENERCOMMON      9400    1900204812.5
12650110   14100CTS CORPCommon      5300    8800  803700
12665010    5900CVS CORPCommon              5900221618.8
12686C10    1000CABLEVISClass   A              0   60750
13134710   10350CALPINE COMMON      2900    7450  972900
13690710    6450CANDELA Common              6450 88687.5
14149Y10    7300CARDINALCommon      1200    6100334887.5
14365810   34100CARNIVALCommon      9300   24800846106.3
14912310   19900CATERPILCommon      4100   15800784806.3
15231R10    2200CENTEX CCOMMON      2200       0   57750
15670010   15600CENTURYTCommon      8850    6750  579150
16161A10   31532CHASE MACommon      5200   26332 2749196
16281610    4500CHECKFRECOMMON       900    3600  317250
16675110   20900CHEVRON Common      3900   17000 1931944
17004010     700CHIRON CCommon       700       0 34912.5
17247410    2400CINERGY Common              2400   51600
17275R10  173104CISCO SYCommon     50856  12224813383103
17296710   84658CITIGROUCommon     15900   68758 5068898
18450210    3400CLEAR CHCommon              3400234812.5
18905410    2800CLOROX  Common      2800       0   92400
19121610   32900COCA COLCommon     10500   22400 1544244
19124110    4500COCA COLADR                 450083531.25
19247910     400COHERENTCOMMON       400       0   20800
19416210   17500COLGATE Common      7300   10200986562.5
20030020   29200COMCAST CL A S  PL         20500 1266550
20033610   17800COMDISCOCommon      4700   13100  785425
20034010   17300COMERICACommon      3000   14300724437.5
20337210   23800COMMSCOPCOMMON      8300   15500 1087363
20440T20    3700COMPANHIADR                 3700  132275
20444930    4320COMPANIAADR                 4320   98280
20449H10    8800COMPASS COMMON              8800  175450
20452F10    3800COMPLETECOMMON              3800   85025
20491210    1500COMPUTERCommon      1500       0   87750
20536310   21200COMPUTERCommon      8000   13200 1677450
20563810    7200COMPUWARCommon      6000    1200  151650
20586240   11600COMVERSECOMMON      2200    9400 2192400
20911510    3400CONSOLIDCommon              3400   99025
21037110    6300CONSTELLCOMMON              6300200812.5
21935010   17300CORNING Common      3400   13900 3356200
22160K10   40900COSTCO WCommon     11600   29300 2149806
22404410   33800COX COMMCommon      7400   26400 1639300
22544710    3700CREE INCCOMMON      1400    2300417637.5
23280610    1100CYPRESS Common      1100       0   54175
23329J10     800D Q E INCommon               800   36400
23332B10    7030DSP GROUCOMMON      2900    4130  463980
23333110    8400DTE ENERCommon              8400  245175
23585110    3500DANAHER COMMON      2600     900  178500
24236110    4900DEAN FOOCommon              4900  131075
24419910    6200DEERE & Common              6200  235600
24702510   44900DELL COMCommon     12900   32000 2421794
24736110   17400DELTA AICommon       900   16500  926550
24801910    4200DELUXE CCommon              4200  111300
24823910    6450DENDRITECOMMON              6450135046.9
25030910    2100DESC SA SPONSO  RED ADR     2100   31500
25216510    9600DEXTER CCommon      3900    5700  508800
25276210     850DIAMOND COMMON       650     200 55887.5
25429Q10   40900DIME BANCOMMON      9300   31600  756650
25468710   65500DISNEY, Common     12600   52900 2701875
25747010    1200DOMINIONCommon              1200   46125
25766110    4600DONALDSOCommon              4600  238050
26054310   13250DOW CHEMCommon      2500   10750 1510500
26353410   18006DUPONT ECommon      3677   14329953192.6
26439910   13200DUKE POWCommon             13200  693000
26747510    1850DYCOM INCOMMON      1850       0 90187.5
26816L10     700DYNEGY ICOMMON               70043916.82
26864810   30150E M C COCommon      7400   22750 3798900
26874Q10    9000ENSCO INCommon              9000  325125
27746110   16200EASTMAN Common      3500   12700879862.5
27805810    2300EATON COCommon              2300  179400
28102010   18800EDISON ICOMMON             18800  311375
28176010    8400EDWARDS Common              8400  336000
28415510    1200ELANTEC COMMON       600     600   88275
28551210     500ELECTRONCommon       500       035593.75
28608210   11250ELECTRONCOMMON      3300    7950  675000
29081N10    1200EMBRATELSPNS A  DR          1200   30750
29101110    9700EMERSON Common      2600    7100515312.5
29247520    1650EMULEX CCOMMON              1650180056.3
29356110   29900ENRON COCommon      6300   23600 2238763
29364G10   51400ENTERGY Common     14700   36700 1037638
29760210    7350ETHAN ALCOMMON      3000    4350  183750
29980810   15200EVEREST COMMON      4000   11200  495900
30213010    3200EXPEDITOCommon      3200       0  127200
30231G10   80000EXXON MOCommon     12500   67500 6240000
30257110    8500F P L GRCommon              8500391531.3
31304N10    3400FDX CORPCommon      3400       0131962.5
31340030    7400FEDERAL Common              7400326987.5
31358610    8400FEDERAL Common              8400  475125
31428X10   11100FEDEX COCommon      3900    7200430818.8
31996310     800FIRST DACOMMON               800   35500
33735810    9400FIRST UNCommon      6900    2500  350150
33793210    4000FIRSTENECommon              4000   82500
33903010   43629FLEET BOCommon      9300   34329 1592459
34537010   44900FORD MOTCommon      7800   37100 2062594
34985310    7800FORWARD COMMON              7800184762.5
35884610   22600FRITZ COCOMMON      8600   14000  228825
36225X10    2000GPU INC COMMON              2000   54750
36232010    9000G T E COCommon              9000  639000
36473010   10900GANNETT Common      5200    5700767087.5
36476010   16050GAP INC Common      5025   11025799490.6
36762610    5800GATEWAY Common              5800  319000
36955010   31600GENERAL Common      8700   22900 1572100
36960410   70000GENERAL Common     25200   4480010893750
37044210   26300GENERAL Common      5200   21100 2177969
37044283     600GENERAL Class   H            600   74700
37329810    1500GEORGIA Common              150059343.75
37329870    2000GEORGIA COM-TI  MBER GRP       0   51250
37576610    9800GILLETTECommon      5100    4700369337.5
37935240   10400GLOBAL MCommon             10400  263900
38480210    1900GRAINGERCommon      1900       0  103075
40169810   22750GUIDANT Common      9300   13450 1339406
41316010     350HARMONICCOMMON               350 29137.5
41651510   18200HARTFORDCommon      4600   13600  960050
42823610   21150HEWLETT Common      2600   18550 2803697
43707610   49850HOME DEPCommon     17100   32750 3215325
43851610   27800HONEYWELCommon      6200   21600 1464713
44330410    6700HUANENG SPNS A  DR          6700   53600
44929510     600ICOS CORCOMMON       600       0   21675
44937010    8450IDEC PHACOMMON      2500    5950830212.5
45230810   12800ILLINOISCommon      3900    8900  707200
45686610   17400INGERSOLCommon      6100   11300  769950
45814010   56900INTEL COCommon     17400   39500 7507244
45872920    7100INTERLEACOMMON      1800    5300  333700
45920010   38600INTL BUSCommon     11000   27600 4569275
46014610    8300INTL PAPCommon              8300  354825
46025410    3600INTERNATCOMMON              3600  137250
46069010    6300INTERPUBCommon              6300  297675
46120210     200INTUIT ICOMMON               200   10875
46526610   21000IT GROUPCOMMON      7500   13500158812.5
46612J10   12728JDS UNIPCOMMON      2710   10018 1534520
46631310    3200JABIL CICOMMON      3200       0  138400
47507010     600JEFFERSOCommon               600 39937.5
47816010   34850JOHNSON Common     10200   24650 2448213
47836610    3700JOHNSON Common      3000     700200031.3
48007410    5200JONES APCommon      5200       0  164450
48483610    1200KANSAS CCommon              1200   28950
48616810     900KAUFMAN Common               90019293.75
48758410    1400KEITHLEYCOMMON       400    1000   66675
48836010     750KEMET COCOMMON       500     250 47437.5
49326710   63600KEYCORP Common     12000   51600 1208400
49436810   32700KIMBERLYCommon     11100   21600 1833244
50216110     800LSI LOGICOMMON               800   58200
50239210    5900LTX CORPCOMMON      3100    2800266606.3
52490110   15066LEGG MASCOMMON      1200   13866651604.5
52490810   10700LEHMAN BCOMMON      4300    6400 1037900
52977110   16050LEXMARK Common      3400   12650 1697288
53051210    3900LIBERTY Common              390077268.75
53245710   33400LILLY ELCommon     10400   23000 2091675
53271610    1000LIMITED Common              1000   42125
53418710    8400LINCOLN Common              8400  281400
54866110   26500LOWES COCommon      5700   20800 1546938
54946310   44530LUCENT TCommon     16630   27900 2760860
55268B10   67300MCI WORLCommon     12900   54400 3049531
55347710    2900MRV COMMCOMMON       900    2000265712.5
55390310    4400MTI TECHCOMMON      1900    2500  116050
56824020    3100MARINE DCOMMON              310085056.25
57174810    9600MARSH & Common      3500    6100 1059000
57459910   31200MASCO COCommon      2400   28800  639600
57772K10    5800MAXIM INCommon      2600    3200412162.5
57777810    1900MAY DEPTCommon              1900   54150
58013510   34800MCDONALDCommon      5200   29600 1300650
58064510   14300MCGRAW HCommon             14300  650650
58283410    2500MEAD CORCommon              250087343.75
58440J10    6300MEDIA ONCommon              6300  510300
58469910    3950MEDIMMUNCOMMON      1500    2450687793.8
58505510   36261MEDTRONICommon      8400   27861 1865175
58551A10   33900MELLON FCommon      8400   25500 1008525
58933110   51300MERCK & Common     22800   28500 3187013
58940510     400MERCURY COMMON       400       0   31700
59018810   11150MERRILL Common      2600    8550 1170750
59491810   82800MICROSOFCommon     26200   56600 8797500
59990210    2050MILLENNICOMMON      1100     950133121.9
60365K10    2600MINIMED COMMON       600    2000  336700
60405910   14300MINNESOTCommon      5000    9300 1266444
61208510   22000MONTANA Common      9400   12600 1408000
61688010    7550MORGAN JCommon      2700    4850994712.5
61744644   36110MORGAN SCommon      8200   27910 2992616
62007610   14856MOTOROLACommon      3072   11784 2168976
63540510   29000NATIONALCOMMON      6900   22100  598125
63765710    1300NATIONALCommon              130027381.25
64120L10   22800NETWORK COMMON      8000   14800 1886700
65182410    1400NEWPORT COMMON       500     900  189000
65473P10    1900NISOURCECOMMON              1900 32062.5
65504210    2600NOBLE DRCOMMON              2600  107575
65656910   31400NORTEL NCommon      8500   22900 1978200
65942410    2200NORTH FOCOMMON              2200   39325
67000810    9300NOVELLUSCOMMON              9300521962.5
67459910    8900OCCIDENTCommon              8900  184675
67523210    4400OCEANEERCommon              4400   82500
68191910    7250OMNICOM Common       600    6650678781.3
68389X10    3400ORACLE SCommon      3400       0265412.5
69332S10     100PE CORP COMMON               100    9650
69344F10   12700PMC-SIERCommon      2600   10100 2586831
69347510   36600P N C FICommon      7400   29200 1649288
69349910    7100                            7100148656.3
69350610   10300P P G INCommon      2400    7900538818.8
69371810    5400PACCAR  Common              5400  270000
69432710    4500PACIFIC COMMON              450066093.75
69562910   24600PAINE WECommon      5200   19400 1083650
70109410    3200PARKER HCommon      3200       0  132200
70432610    6450PAYCHEX Common              6450337818.8
70963110    2000PENTAIR Common      2000       0   74125
71344810   34400PEPSICO Common      4300   30100 1199700
71366Q10    3750PEREGRINCOMMON      1200    2550251484.4
71404610    1700PERKIN ECommon      1700       0  113050
71568010    4500PERUSAHASPNS A  DR          450077343.75
71708110   75400PFIZER ICommon     22000   53400 2756813
71815410   31000PHILIP MCommon     15300   15700  643250
71825260    3900PHILIPPIADR                 390085556.25
71850710     700PHILLIPSCommon               700   32375
71936410    5300PHOTON DCOMMON      1100    4200  365700
72447910   15600PITNEY BCommon      6200    9400  697125
73045010    3000POHANG IADR                 3000   82500
73727310   17000PORTUGALSPNS A  DR         17000211437.5
73767910   10500POTOMAC Common             10500237562.5
74005P10    7100PRAXAIR COMMON              7100295537.5
74022D10    5900PRECISIOCOMMON              5900196912.5
74271810   22800PROCTER Common      7500   15300 1293900
74339P10     400PROJECT COMMON               400   22600
74428410    4550PROXIM ICommon       800    3750544578.1
74449910     800PUBLIC SCOMMON               800   12600
74457310   22200PUBLIC SCommon             22200  657675
74726X10    6250QRS CORPCOMMON      1800    4450470312.5
74727710   14850QLOGIC CCommon      3100   11750 2012175
74971910     700RSA SECUCOMMON       700       036268.75
74994110    9050RF MICO COMMON      2400    6650 1216094
75409P20    8750RATIONALCOMMON      3400    5350  669375
75950910    2700RELIANCECommon              2700 60412.5
75954810   13300REMEDY CCOMMON      3600    9700560262.5
77537110   11200ROHM & HCommon      3400    7800  499800
78025780   41300ROYAL DUCommon      6800   34500 2387656
78387G10   65511SBC COMMCommon     17200   48311 2759651
78389010   19300SCI SYS Common      9200   10100 1037375
78407610   10000SDL INC COMMON      2600    7400 2128750
78590510   11848SABRE HLDG CORP     2457    9391437635.5
78644910    6750SAFEGUARCOMMON      2400    4350  465750
79286010   13200ST PAUL Common             13200  450450
79575710    2700SALTON ICOMMON      1500    1200117112.5
79860102   10000                           10000  468750
79970210    7700SANCHEZ COMMON      3000    4700270462.5
80004C10   11400SANDISK COMMON      2600    8800 1396500
80306210    1000SAPIENT COMMON              1000   83875
80311110   19700SARA LEECommon             19700  354600
80546810    7700SAWTEK ICOMMON      2500    5200404731.3
80589M10    4543SCANA COCommon              4543111587.4
80660510   46700SCHERINGCommon     17400   29300 1739575
80685710    3900SCHLUMBECommon              3900  298350
80865510   46300SCIENTIFCommon      9400   36900 2928475
81685010    3400SEMTECH Common              3400217812.5
81942410    4000SHANGHAISPONS   ADR         4000   44500
82617010    3500SIEBEL SCOMMON      2400    1100418031.3
82655210    5300SIGMA ALCommon      5300       0142437.5
82707920   10750SILICONICommon  New         8250 1021922
83211010    1000SMITH INCOMMON      1000       0   77500
83418210   41300SOLECTROCommon     11600   29700 1657163
83437610    9700SOLUTIA Common              9700129737.5
83615120    5400SOURCE ICOMMON              5400   94500
84129710    3900SOUTHDOWCommon      1700    2200  231075
84258710   16400SOUTHERNCommon             16400  356700
84473010    5200SOUTHTRUCOMMON              5200  132275
84474110  102300SOUTHWESCommon     23950   78350 2129119
84590510    1700SOVEREIGCommon              170012856.25
85206110   27600SPRINT FCommon      6400   21200 1738800
85206150   12200SPRINT PCommon      2800    9400  799100
85503010   20550STAPLES COMMON             20550  411000
86507710    5100SUIZA FOCommon              5100  205275
86681010   45700SUN MICRCommon     12400   33300 4282233
86722910    5500SUNCOR ECOMMON              5500  233750
86736310    4500SUNGARD Common      4500       0  169875
86791410   10132SUNTRUSTCommon      2200    7932  585123
86853610    2300SUPER VACommon      2300       043556.25
87150810   10250SYMBOL TCommon      5200    5050843703.1
87160710    6700SYNOPSYSCommon      1300    5400  326625
87538210    7900TANDY COCommon              7900  400925
87612E10   29700TARGET CCOMMON      4800   24900 2220075
87855510    2000TECHNITRCommon      2000       0  116500
87910110    1400TEKELEC Common              1400   51975
87923910     240TELE CENSPNS A  DR           240   19440
87924610    1200TELE NORSPNS A  DR PFD      120028601.02
87927320    2600TELECOM SPNS A  DR          2600   90350
87940378    3000TELEFONOADR Ne  w           3000  199875
87943310    3100TELEPHONCommon       700    2400  344100
87952K10    1200TELESP PSPNS A  DR          1200   35625
87952L10     480TELESP CSNNS A  DR           480   27210
87986810    2600TEMPLE ICommon      2600       0129512.5
87993910    1000TELETECHCOMMON      1000       0   34500
88033G10   12800TENET HECommon             12800  294400
88077010    6000TERADYNECommon              6000  492000
88169410   23100TEXACO ICommon      5400   17700 1241625
88250810    6000TEXAS INCommon       800    5200  960000
88284810   23100TEXAS UTCommon      7200   15900685781.3
88554L10    9700THREE-FICOMMON      2800    6900  582000
88654710    1400TIFFANY COMMON      1400       0  117075
88826610   10100TITAN COCOMMON      4700    5400512338.3
88954210   10100TOLLGRADCOMMON      3200    6900  535300
89149030    5200TOSCO COCommon              5200  159250
89406510    8950TRANSWITCOMMON      2300    6650860318.8
89604710   24900TRIBUNE Common      7500   17400910406.3
89652210    3100TRINITY Common      3100       073431.25
89674K10    2200TRIQUINTCOMMON      1500     700  161700
90212410   40000TYCO INTCommon     12200   27800 2005000
90290582   13800USX-MARACommon             13800359662.5
90297310   34300U S BANCCommon             34300750312.5
90337T10    6200U S X USCommon      6200       0  155000
90478470    6517UNILEVERCommon      5803     714313630.6
91168410    2300UNITED SCommon      1800     500  163300
91208010    1400US INDS COMMON              1400 15487.5
91301710   30100UNITED TCommon      7300   22800 1901944
91690610    2200USFREIGHCOMMON              2200 82362.5
92047K10     700VALUEVISClass   A            700 28962.5
92343C10    4200VERITY ICOMMON      1000    3200  171150
92829810    3300VISHAY INTERTECHNOLOGY      3300183562.5
92844S10    5100VISX INCCommon              5100   93075
92849710     600VITESSE Common       600       0   57750
92916010    8800VULCAN MCommon      4000    4800  403150
92977110    4600WACHOVIACommon              4600310787.5
93114210   80400WAL MARTCommon     24600   55800 4542600
93142210   24700WALGREENCommon      7900   16800  636025
93448810   21000WARNER LCommon      8100   12900 2051438
93882410    6000WASHINGTCOMMON              6000  114375
93932210   40250WASHINGTCommon             40250 1066625
94184810    5450WATERS CCommon       600    4850519112.5
94707410    4700WEATHERFCommon      1300    3400183402.4
94974610   63000WELLS FACommon     10200   52800 2567250
95709010    1500WESTAMERCommon              1500   41625
96154810    3300WESTVACOCommon              3300110137.5
96913310    2200WILLAMETCommon              2200   88275
96945710    5161WILLIAMSCommon              5161226761.4
97463710    1400WINNEBAGCOMMON              1400 25287.5
98391910   20500XILINX ICOMMON      5800   14700 1697656
98392210    5300XIRCOM ICommon      1100    4200180531.3
98424510    2700YPF SOCIADR                 2700   95850
98992910    4900ZOMAX INCOMMON      3300    1600  295225
G0070K10   19500ACE LIMICOMMON             19500446062.5
G9007810   23855TRANSOCECOMMON      5000   18855 1224060
V7780T10   14400ROYAL CACOMMON      1500   12900  403200
</TABLE>


© 2022 IncJournal is not affiliated with or endorsed by the U.S. Securities and Exchange Commission