FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 1999
Check here if Amendment: [ ] Amendment Number:
This Amendment (Check only one.):
[ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Capital Management Corporation
Address: 222 W. College Avenue
Appleton, WI 54919
Form 13F File Number: 28-3622
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: James H. Abitz
Title: Senior Vice President
Phone: 920-734-5721
Signature, Place, and Date of Signing:
/s/ James Abitz
- -------------------------------------------------------------
Signature
Appleton, Wisconsin
- -------------------------------------------------------------
City, State
February 3, 2000
- -------------------------------------------------------------
Date
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager: [If there are no entries in
this list, omit this section.]
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: None
Form 13F Information Table Entry Total: 388
Form 13F Information Table Value Total: $5,288,147
List of Other Included Mangers:
No. 13F File Number Name
<TABLE>
<CAPTION>
FORM 13F NAME OF REPORTING MANAGER: AAL CAPITAL MANAGEMENT CORPORATION #283622 DATE:12/31/99
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
NAME OF ISSUER TITLE OF CLASS CUSIP FAIR MARKET SHARES OR INVESTMENT DISCRETION MANAGER VOTING AUTHORITY
NUMBER VALUE PRINC. AMT. SOLE SHARED OTHER SOLE SHARED NONE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AES Trust Conv PFD PREFERRED 001033208 2,258 21,500 X 21500
5.375% 3/31/2027
MediaOne Group, Inc. PREFERRED 58440J500 32,400 675,000 X 675000
Convertible Security
Albertson's, Inc. COMMON STOCK 013104104 1,419 44,000 X 44000
Atlantic Coast COMMON STOCK 048396105 803 33,800 X 33800
Airlines Holdings
Alberto Culver COMMON STOCK 013068101 10,335 400,400 X 400400
Company
Acxiom Corporation COMMON STOCK 005125109 1,325 55,200 X 55200
ADC Telecommun. COMMON STOCK 000886101 105,658 1,456,100 X 1456100
Analog Devices, Inc. COMMON STOCK 032654105 7,208 77,500 X 77500
Adelphia COMMON STOCK 006848105 21,958 334,600 X 334600
Communications
Ameren Corporation COMMON STOCK 023608102 1,179 36,000 X 36000
AES Corporation COMMON STOCK 00130H105 3,521 47,100 X 47100
Advanced Fibre COMMON STOCK 00754A105 1,761 39,400 X 39400
Communications
Associates First COMMON STOCK 046008108 4,667 170,110 X 170110
Capital Corporation
U.S. Aggregates, Inc COMMON STOCK 90334D109 727 60,600 X 60600
American Int'l COMMON STOCK 026874107 144,557 1,336,943 X 1336943
Group, Inc.
Alpharma, Inc. COMMON STOCK 020813101 689 22,400 X 22400
Annuity and Life Re COMMON STOCK G03910109 1,432 54,800 X 54800
(Holdings), Ltd.
Altera Corp. COMMON STOCK 021441100 6,944 140,100 X 140100
Ames Department COMMON STOCK 030789507 611 21,200 X 21200
Stores, Inc.
Amkor Technology, COMMON STOCK 031652100 1,062 37,600 X 37600
Inc.
AnnTaylor Stores, COMMON STOCK 036115103 475 13,800 X 13800
Inc.
Apache Corporation COMMON STOCK 037411105 11,816 319,900 X 319900
Applebee's Intl, COMMON STOCK 037899101 820 27,800 X 27800
Inc.
Applied Power, Inc. COMMON STOCK 038225108 1,136 30,900 X 30900
Arrow Electronics COMMON STOCK 042735100 5,438 214,300 X 214300
Associated Banc-Corp COMMON STOCK 045487105 7,306 213,300 X 213300
Aspect COMMON STOCK 04523Q102 599 15,300 X 15300
Telecommunications
Astec Industries COMMON STOCK 046224101 642 34,100 X 34100
At Home Corp. COMMON STOCK 045919107 690 16,100 X 16100
Atmos Energy Corp COMMON STOCK 049560105 505 24,700 X 24700
Artesyn Technologies COMMON STOCK 043127109 533 25,400 X 25400
Inc.
Automatic Data COMMON STOCK 053015103 83,420 1,548,400 X 1548400
Processing, Inc.
AVT Corporation COMMON STOCK 002420107 790 16,800 X 16800
Aware, Inc. COMMON STOCK 05453N100 615 16,900 X 16900
Abraxas Petroleum COMMON STOCK 003830106 84 89,428 X 89428
Corp.
American Express COMMON STOCK 025816109 68,894 414,400 X 414400
Company
Azurix Corp. COMMON STOCK 05501M104 4,275 478,300 X 478300
BankAmerica Corp COMMON STOCK 060505104 33,646 670,400 X 670400
Baxter International COMMON STOCK 071813109 2,450 39,000 X 39000
Bombay Company, COMMON STOCK 097924104 799 177,500 X 177500
Blockbuster, Inc. COMMON STOCK 093679108 8,426 630,000 X 630000
Burr Brown Corp COMMON STOCK 122574106 8,556 236,850 X 236850
Bell Atlantic COMMON STOCK 077853109 46,123 749,200 X 749200
Corporation
Biogen Inc. COMMON STOCK 090597105 9,396 111,200 X 111200
Benchmark Electronic COMMON STOCK 08160H101 695 30,300 X 30300
Pinnacle Holdings, COMMON STOCK 72346N101 3,140 74,100 X 74100
Inc,
B J Services Co. COMMON STOCK 055482103 9,968 238,400 X 238400
The Bank of New York COMMON STOCK 064057102 2,960 74,000 X 74000
Bank United Corp Cl COMMON STOCK 065412108 924 33,900 X 33900
A
BP Amoco Plc COMMON STOCK 055622104 38,755 653,400 X 653400
BISYS Group, COMMON STOCK 055472104 1,344 20,600 X 20600
Inc.
Citigroup, Inc. COMMON STOCK 172967101 62,019 1,116,200 X 1116200
Computer Associates COMMON STOCK 204912109 17,182 245,675 X 245675
International, Inc.
Carrier Access COMMON STOCK 144460102 5,001 74,300 X 74300
Corporation
Centura Banks, Inc. COMMON STOCK 15640T100 821 18,600 X 18600
Cambrex Corporation COMMON STOCK 132011107 923 26,800 X 26800
Ciber, Inc. COMMON STOCK 17163B102 1,328 48,300 X 48300
Circuit City COMMON STOCK 172737108 5,597 124,200 X 124200
Stores, Inc.
C-Cor. Net COMMON STOCK 125010108 598 7,800 X 7800
Corporation
Countrywide Credit COMMON STOCK 222372104 540 21,400 X 21400
Concord COMMON STOCK 206186108 710 16,000 X 16000
Communications, Inc.
Canandaigua Brands, COMMON STOCK 137219200 847 16,600 X 16600
Inc.
Cordant Technologies COMMON STOCK 218412104 14,883 451,000 X 451000
Comidisco, Inc. COMMON STOCK 200336105 6,146 165,000 X 165000
CEC Entertainment COMMON STOCK 125137109 610 21,500 X 21500
Inc.
Concord EFS, Inc. COMMON STOCK 206197105 11,373 441,675 X 441675
Crescent Real Estate COMMON STOCK 225756105 735 40,000 X 40000
Equities Company
Cephalon, Inc. COMMON STOCK 156708109 608 17,600 X 17600
Commercial Federal COMMON STOCK 201647104 716 40,200 X 40200
Corporation
Community First COMMON STOCK 203902101 736 46,700 X 46700
Bankshares, Inc.
Cullen\Frost Bankers COMMON STOCK 229899109 1,357 52,700 X 52700
Columbia Energy COMMON STOCK 197648108 17,229 272,400 X 272400
Group
Cascade Natural Gas COMMON STOCK 147339105 601 37,300 X 37300
Corporation
Coastal Corp COMMON STOCK 190441105 2,587 73,000 X 73000
Champion COMMON STOCK 158525105 9,687 156,400 X 156400
International Corp.
Chevron Corporation COMMON STOCK 166751107 24,489 282,700 X 282700
Cigna Corporation COMMON STOCK 125509109 61,050 757,800 X 757800
CIENA Corporation COMMON STOCK 171779101 2,300 40,000 X 40000
Clarify, Inc. COMMON STOCK 180492100 983 7,800 X 7800
Coulter Pharmaceut. COMMON STOCK 222116105 873 38,500 X 38500
Chase Manhattan COMMON STOCK 16161A108 3,418 44,000 X 44000
Corporation
Comcast Corporation COMMON STOCK 200300200 155,991 3,104,300 X 3104300
Computer Network COMMON STOCK 204925101 991 43,200 X 43200
Technology Corp.
Credence Systems Cor COMMON STOCK 225302108 2,171 25,100 X 25100
CMS Energy Corp. COMMON STOCK 125896100 9,715 311,500 X 311500
Comverse Technology COMMON STOCK 205862402 5,660 39,100 X 39100
Inc.
Conseco Inc. COMMON STOCK 208464107 36,242 2,027,500 X 2027500
CNF Transportation COMMON STOCK 12612W104 3,084 89,400 X 89400
Inc.
Consolidated Natural COMMON STOCK 209615103 1,753 27,000 X 27000
Gas
Conoco, Inc. COMMON STOCK 208251405 2,716 109,191 X 109191
Columbia Sportswear COMMON STOCK 198516106 860 40,000 X 40000
3Com Corporation COMMON STOCK 885535104 4,352 92,600 X 92600
COR Therapeutics COMMON STOCK 217753102 855 31,800 X 31800
Cox Communications COMMON STOCK 224044107 160,052 3,107,800 X 3107800
Corn Products COMMON STOCK 219023108 1,525 46,550 X 46550
International, Inc.
Cabletron Systems COMMON STOCK 126920107 6,003 230,900 X 230900
Inc.
Computer Sciences Co COMMON STOCK 205363104 22,171 234,300 X 234300
Cisco Systems, Inc. COMMON STOCK 17275R102 105,116 981,250 X 981250
Central & Southwest COMMON STOCK 152357109 1,460 73,000 X 73000
Corporation
Cintas Corporation COMMON STOCK 172908105 4,606 86,700 X 86700
CenturyTel, Inc. COMMON STOCK 156700106 9,655 203,800 X 203800
CTS Corporation COMMON STOCK 126501105 724 9,600 X 9600
Commscope, Inc, COMMON STOCK 203372107 976 24,200 X 24200
Cablevision Systems COMMON STOCK 12686C109 20,257 268,300 X 268300
Corp, Class A
Convergys Corp. PREFERRED 212485106 1,599 52,000 X 52000
CVS Corporation CONVERTIBLE 126650100 5,919 148,200 X 148200
Cable & Wireless COMMON STOCK 126830207 4,764 90,000 X 90000
PLC-ADR
Casella Waste COMMON STOCK 147448104 1,248 66,100 X 66100
Systems, Inc.
Cypress COMMON STOCK 232806109 7,097 219,200 X 219200
Semiconductor Corp.
Dominion Resources, COMMON STOCK 257470104 1,884 48,000 X 48000
Inc.
E.I. Du Pont De COMMON STOCK 263534109 1,884 28,596 X 28596
Nemours and Company
Dean Foods Company COMMON STOCK 242361103 4,480 112,700 X 112700
Dollar General COMMON STOCK 256669102 2,872 126,250 X 126250
Corporation
Dayton Hudson COMMON STOCK 239753106 3,525 48,000 X 48000
Corporation
Deltek Systems COMMON STOCK 24785A108 1,305 96,700 X 96700
Digital Microwave COMMON STOCK 253859102 1,453 62,000 X 62000
Delphi Automotive COMMON STOCK 247126105 2,438 154,774 X 154774
Duke Realty COMMON STOCK 264411505 1,014 52,000 X 52000
Investments, Inc.
Dura Automotive COMMON STOCK 265903104 1,458 83,600 X 83600
Dallas Semiconductor COMMON STOCK 235204104 818 12,700 X 12700
Dycom Industries COMMON STOCK 267475101 709 16,100 X 16100
Inc.
Daisytek Intl Corp COMMON STOCK 234053106 2,196 94,200 X 94200
Consolidated Edison COMMON STOCK 20911510 781 22,650 X 22650
Company of New York
E*TRADE Group, Inc. COMMON STOCK 269246104 2,375 90,900 X 90900
Edison International COMMON STOCK 281020107 22,998 878,200 X 878200
Elan Corporation Plc COMMON STOCK 284131208 19,092 647,200 X 647200
ADR
Emmis Communications COMMON STOCK 291525103 2,044 16,400 X 16400
Corporation
Eastman Chemical COMMON STOCK 277432100 7,997 167,700 X 167700
Company
Emerson Electric Co. COMMON STOCK 291011104 3,156 55,000 X 55000
EOG Resources, Inc. COMMON STOCK 26875P101 24,874 1,416,300 X 1416300
Equity Residential COMMON STOCK 29476L107 1,067 25,000 X 25000
Properties Trust
Electronic Arts Inc. COMMON STOCK 285512109 2,285 27,200 X 27200
Electro Scientific COMMON STOCK 285229100 891 12,200 X 12200
Industries, Inc.
ENSCO International, COMMON STOCK 26874Q100 9,804 428,600 X 428600
Inc.
Etec Systems, Inc. COMMON STOCK 26922C103 1,167 26,000 X 26000
Ethan Allen COMMON STOCK 297602104 487 15,200 X 15200
Interiors, Inc.
Entergy Corporation COMMON STOCK 29364G103 6,226 241,800 X 241800
Ford Motor Company COMMON STOCK 345370100 1,763 33,000 X 33000
Fleet Boston COMMON STOCK 339030108 2,367 68,000 X 68000
Financial Corp.
Furniture Brands Int COMMON STOCK 360921100 8,694 395,200 X 395200
First Data COMMON STOCK 319963104 35,952 729,066 X 729066
Corporation
Family Dollar Stores COMMON STOCK 307000109 5,471 335,400 X 335400
Fiserv, Inc. COMMON STOCK 337738108 4,870 127,100 X 127100
Flowers Industries, COMMON STOCK 343496105 2,891 181,400 X 181400
Inc.
FirstMerit Corp. COMMON STOCK 337915102 1,157 50,300 X 50300
Fannie Mae COMMON STOCK 313586109 48,183 771,700 X 771700
The FINOVA Group COMMON STOCK 317928109 4,306 121,300 X 121300
Sprint Corporation COMMON STOCK 852061100 18,201 270,400 X 270400
(fon Group)
Forrester Research, COMMON STOCK 346563109 1,433 20,800 X 20800
Inc.
Fox Entertainment COMMON STOCK 35138T107 2,618 105,000 X 105000
Group
First Industrial COMMON STOCK 32054K103 9,985 363,900 X 363900
Realty Trust, Inc.
Freddie Mac COMMON STOCK 313400301 3,953 84,000 X 84000
Forest Labs Inc. COMMON STOCK 345838106 12,773 207,900 X 207900
Nicor, Inc. COMMON STOCK 654086107 4,891 150,500 X 150500
Gannett Company, COMMON STOCK 364730101 28,906 354,400 X 354400
Inc.
General Electric COMMON STOCK 369604103 181,027 1,169,800 X 1169800
Company
Genzyme Corporation COMMON STOCK 372917104 6,453 143,400 X 143400
Getty Images, Inc. COMMON STOCK 374276103 1,994 40,800 X 40800
Graco, Inc. COMMON STOCK 384109104 922 25,700 X 25700
Gilat Satellite COMMON STOCK M51474100 1,306 11,000 X 11000
Networks, Ltd.
General Mills, Inc. COMMON STOCK 370334104 45,967 1,285,800 X 1285800
Global Marine, Inc. COMMON STOCK 379352404 2,414 145,200 X 145200
Corning Inc. COMMON STOCK 219350105 2,708 21,000 X 21000
General Motors Corp. COMMON STOCK 370442105 1,745 24,000 X 24000
Gentex Corporation COMMON STOCK 371901109 810 29,200 X 29200
Geon Company COMMON STOCK 37246W105 1,118 34,400 X 34400
Golden State Bancorp COMMON STOCK 381197102 5,674 328,900 X 328900
GTE Corporation COMMON STOCK 362320103 2,470 35,000 X 35000
Gateway Inc. COMMON STOCK 367626108 21,049 292,100 X 292100
Halliburton Company COMMON STOCK 406216101 18,575 461,500 X 461500
Harman International COMMON STOCK 413086109 786 14,000 X 14000
Industries, Inc.
Hasbro, Inc. COMMON STOCK 418056107 3,155 165,500 X 165500
Home Depot, Inc. COMMON STOCK 437076102 5,554 81,000 X 81000
Harley-Davidson Inc. COMMON STOCK 412822108 50,776 792,600 X 792600
Human Genome COMMON STOCK 444903108 1,007 6,600 X 6600
Sciences, Inc.
Household COMMON STOCK 441815107 19,120 513,300 X 513300
International Corp.
Hartford Life, Inc. COMMON STOCK 416592103 1,241 28,200 X 28200
Health Management COMMON STOCK 421933102 3,591 268,500 X 268500
Associates
H.J. HEINZ COMPANY COMMON STOCK 423074103 1,712 43,000 X 43000
Honeywell Intern. COMMON STOCK 438516106 24,806 429,999 X 429999
Starwood Hotels & COMMON STOCK 85590A203 5,683 241,848 X 241848
Resorts Trust
Houghton Mifflin COMMON STOCK 441560109 7,885 186,900 X 186900
Company
Hudson United COMMON STOCK 444165104 466 18,231 X 18231
Bancorp
Hewlett-Packard COMMON STOCK 428236103 20,178 177,100 X 177100
Company
Hyperion Solutions COMMON STOCK 44914M104 1,127 25,900 X 25900
Intimate Brands, Inc COMMON STOCK 461156101 2,830 65,630 X 65630
International COMMON STOCK 459200101 4,104 38,000 X 38000
Business Machines
IDEC Pharmaceuticals COMMON STOCK 449370105 1,051 10,700 X 10700
Corporation
Integrated Device COMMON STOCK 458118106 4,005 138,100 X 138100
Technology, Inc.
Idexx Laboratories, COMMON STOCK 45168D104 622 38,600 X 38600
Inc.
Infinity COMMON STOCK 45662S102 6,410 177,131 X 177131
Broadcasting Corp.
Intel Corporation COMMON STOCK 458140100 94,989 1,154,000 X 1154000
Intuit, Inc. COMMON STOCK 461202103 8,793 146,700 X 146700
Intervoice-Brite Inc COMMON STOCK 461142101 748 31,600 X 31600
International Paper COMMON STOCK 460146103 3,104 55,000 X 55000
Company
INTERIM SERVICES INC COMMON STOCK 45868P100 1,235 49,900 X 49900
Jabil Circuit, Inc. COMMON STOCK 466313103 4,621 63,300 X 63300
Jack in the Box, Inc COMMON STOCK 466367109 459 22,200 X 22200
Jones Pharma, Inc. COMMON STOCK 480236108 591 13,600 X 13600
Johnson & Johnson COMMON STOCK 478160104 63,986 687,100 X 687100
J.P. Morgan COMMON STOCK 616880100 51,207 404,400 X 404400
& Company
Koala Corporation COMMON STOCK 499866101 806 57,600 X 57600
Keebler Foods COMMON STOCK 487256109 10,569 375,800 X 375800
Company
Kimberly-Clark COMMON STOCK 494368103 25,049 383,900 X 383900
Corporation
Kent Electronics COMMON STOCK 490553104 1,731 76,100 X 76100
MBNA Corporation COMMON STOCK 55262L100 26,991 990,493 X 990493
Lamar Advertising Co COMMON STOCK 512815101 1,962 32,400 X 32400
Legato Systems, Inc. COMMON STOCK 524651106 8,030 116,700 X 116700
Linens 'n COMMON STOCK 535679104 515 17,400 X 17400
Things, Inc.
Linear Technology COMMON STOCK 535678106 5,210 72,800 X 72800
Corporation
Eli Lilly & Company COMMON STOCK 532457108 37,287 560,700 X 560700
Liberty Media Group COMMON STOCK 001957208 101,929 1,796,104 X 1796104
Lowe's Companies COMMON STOCK 548661107 3,107 52,000 X 52000
Lattice Semiconductr COMMON STOCK 518415104 655 13,900 X 13900
Corporation
LSI Logic COMMON STOCK 502161102 7,445 110,300 X 110300
Corporation
Lucent Technologies, COMMON STOCK 549463107 133,053 1,778,492 X 1778492
Inc.
Macromedia, Inc. COMMON STOCK 556100105 7,327 100,200 X 100200
Masco Corporation COMMON STOCK 574599106 2,461 97,000 X 97000
Medtronic, Inc. COMMON STOCK 585055106 18,703 513,300 X 513300
MDU Resources Group, COMMON STOCK 552690109 8,891 444,550 X 444550
Inc.
S&P 400 Mid-Cap COMMON STOCK 595635103 9,329 115,000 X 115000
Depository Receipts
MidAmerican Energy COMMON STOCK 59562V107 11,316 335,900 X 335900
Holdings
Medimmune, Inc. COMMON STOCK 584699102 13,436 81,000 X 81000
MedQuist, Inc. COMMON STOCK 584949101 511 19,800 X 19800
Mellon Financial COMMON STOCK 58551A108 2,555 75,000 X 75000
Corporation
Mercury Interactive COMMON STOCK 589405109 1,090 10,100 X 10100
Corp.
Methode Electronics, COMMON STOCK 591520200 1,137 35,400 X 35400
Inc.
Marshall & Isley COMMON STOCK 571834100 5,955 94,800 X 94800
Corporation
Herman Miller, Inc. COMMON STOCK 600544100 14,656 637,200 X 637200
Minimed, Inc. COMMON STOCK 60365K108 8,775 119,800 X 119800
Philip Morris COMMON STOCK 718154107 39,906 1,721,000 X 1721000
Companies, Inc.
Motorola, Inc. COMMON STOCK 620076109 60,328 409,700 X 409700
Modis Professional COMMON STOCK 607830106 1,559 109,400 X 109400
Services, Inc.
Merck & Co., Inc. COMMON STOCK 589331107 106,898 1,594,000 X 1594000
Medicis COMMON STOCK 584690309 958 22,500 X 22500
Pharmaceuticals
MS Carriers, Inc. COMMON STOCK 553533100 828 34,700 X 34700
Microsoft COMMON STOCK 594918104 187,454 1,605,600 X 1605600
Corporation
M&T Bank Corporation COMMON STOCK 55261F104 5,178 12,500 X 12500
MGIC Investment COMMON STOCK 552848103 41,999 697,800 X 697800
Corporation
Morgan St Dean COMMON STOCK 617446448 53,331 373,600 X 373600
Witter & Co.
National Instruments COMMON STOCK 636518102 757 19,800 X 19800
Corp
Nabors Industries COMMON STOCK 629568106 20,422 660,100 X 660100
National City COMMON STOCK 635405103 23,517 992,800 X 992800
Corporation
New Century COMMON STOCK 64352U103 2,220 73,100 X 73100
Energies, Inc.
National Data Corp. COMMON STOCK 635621105 12,689 373,900 X 373900
Noble Drilling COMMON STOCK 655042109 12,511 382,000 X 382000
Corporation
National Fuel Gas Co COMMON STOCK 636180101 13,034 280,300 X 280300
NiSource Inc. COMMON STOCK 65473P105 7,654 428,200 X 428200
NOVA Corporation COMMON STOCK 669784100 3,178 100,700 X 100700
New Jersey Resources COMMON STOCK 646025106 676 17,300 X 17300
Corporation
Niagara Mohawk Power COMMON STOCK 653520106 3,307 237,300 X 237300
Corporation
NSTAR COMMON STOCK 67019E107 1,417 34,995 X 34995
Northern Trust COMMON STOCK 665859104 10,335 195,000 X 195000
Corporation
NVIDIA Corporation COMMON STOCK 67066G104 2,112 45,000 X 45000
Novellus Systmes, COMMON STOCK 670008101 7,707 62,900 X 62900
Inc.
The New York Times COMMON STOCK 650111107 23,359 475,500 X 475500
Company Class A
Oak Industries, Inc. COMMON STOCK 671400505 817 7,700 X 7700
Omnicare, Inc. COMMON STOCK 681904108 1,252 104,300 X 104300
Old Kent Financial COMMON STOCK 679833103 4,364 123,355 X 123355
Corp
Banc One Corporation COMMON STOCK 06423A103 1,023 31,900 X 31900
O'Reilly Automotive, COMMON STOCK 686091109 1,062 49,400 X 49400
Inc.
Outback Steakhouse, COMMON STOCK 689899102 3,614 139,350 X 139350
Inc.
Pairgain COMMON STOCK 695934109 885 62,400 X 62400
Technologies, Inc.
Pitney-Bowes, Inc. COMMON STOCK 724479100 2,416 50,000 X 50000
Paccar Inc. COMMON STOCK 693718108 4,493 101,400 X 101400
PG & E Corporation COMMON STOCK 69331C108 1,148 56,000 X 56000
Plum Creek Timber COMMON STOCK 729251108 2,500 100,000 X 100000
Company, Inc.
Pinnacle Systems, COMMON STOCK 723481107 757 18,600 X 18600
Inc.
Sprint PCS Group COMMON STOCK 852061506 6,929 67,600 X 67600
Patterson Dental COMMON STOCK 703412106 1,402 32,900 X 32900
Company
Pride International COMMON STOCK 741932107 1,458 99,700 X 99700
Inc.
Protein Design Labs, COMMON STOCK 74369L103 609 8,700 X 8700
Inc.
Precision Drilling COMMON STOCK 74022D100 8,975 349,400 X 349400
Corp.
Pfizer Inc. COMMON STOCK 717081103 75,492 2,327,300 X 2327300
Procter & Gamble COMMON STOCK 742718109 80,233 732,300 X 732300
Company
Peoples Heritage COMMON STOCK 711147108 8,390 557,000 X 557000
Financial Group
Priority Healthcare COMMON STOCK 74264T102 692 23,900 X 23900
Corp - B
Pier 1 Imports COMMON STOCK 720279108 1,065 167,100 X 167100
Pixar, Inc. COMMON STOCK 725811103 3,460 97,800 X 97800
Protective Life COMMON STOCK 743674103 4,117 129,400 X 129400
Corporation
Plantronics, Inc. COMMON STOCK 727493108 887 12,400 X 12400
Plexus Corporation COMMON STOCK 729132100 801 18,200 X 18200
PMC - Sierra Inc COMMON STOCK 69344F106 5,050 31,500 X 31500
Parametric Technolog COMMON STOCK 699173100 6,628 244,900 X 244900
Corporation
Pentair, Inc. COMMON STOCK 709631105 12,120 314,800 X 314800
Pinnacle West COMMON STOCK 723484101 2,048 67,000 X 67000
Capital Corporation
Piedmont Natural Gas COMMON STOCK 720186105 666 22,000 X 22000
Pope & Talbot, Inc. COMMON STOCK 732827100 1,122 70,100 X 70100
Catalina Marketing COMMON STOCK 148867104 10,082 87,100 X 87100
Corp.
Profit Recovery COMMON STOCK 743168106 614 23,100 X 23100
Group Intl., Inc
Philadelphia COMMON STOCK 718009608 1,014 49,000 X 49000
Suburban Corporation
Power-One, Inc. COMMON STOCK 739308104 2,194 47,900 X 47900
QRS Corporation COMMON STOCK 74726X105 647 6,200 X 6200
Ralston-Ralston COMMON STOCK 751277302 2,119 76,000 X 76000
Purina Group
Renal Care Group Inc COMMON STOCK 759930100 1,164 49,800 X 49800
Royal Caribbean COMMON STOCK V7780T103 9,828 199,300 X 199300
Cruise Lines
Royal Dutch COMMON STOCK 780257804 45,383 750,900 X 750900
Petroleum Company
Reader's Digest COMMON STOCK 755267101 2,902 99,200 X 99200
Association, Inc.
Radian Group, Inc. COMMON STOCK 750236101 2,435 51,000 X 51000
Reader's Digest COMMON STOCK 755271202 2,577 95,000 X 95000
"Traces"
Transocean Sedco COMMON STOCK G90078109 5,121 152,000 X 152000
Forex, Inc.
Remedy Corporation COMMON STOCK 759548100 616 13,000 X 13000
Rockwell COMMON STOCK 773903109 9,733 203,300 X 203300
International Corpor
Ross Stores, Inc. COMMON STOCK 778296103 36,752 2,048,900 X 2048900
RPM, Inc. COMMON STOCK 749685103 6,154 604,100 X 604100
RSA Security, Inc. COMMON STOCK 749719100 1,294 16,700 X 16700
Republic Services COMMON STOCK 760759100 9,509 661,500 X 661500
Ravisent Technology COMMON STOCK 754440105 792 20,600 X 20600
Rayonier, Inc. COMMON STOCK 754907103 4,208 87,100 X 87100
Sanmina Corporation COMMON STOCK 800907107 4,504 45,100 X 45100
SBC Communications COMMON STOCK 78387G103 49,295 1,011,185 X 1011185
Incorporated
Starbucks COMMON STOCK 855244109 5,655 233,200 X 233200
Corporation
ScanSource, Inc. COMMON STOCK 806037107 1,059 26,100 X 26100
Southdown, Inc. COMMON STOCK 841297104 19,989 387,200 X 387200
Siebel Systems, Inc. COMMON STOCK 826170102 7,518 89,500 X 89500
SEI Investments COMMON STOCK 784117103 881 7,400 X 7400
Schering-Plough COMMON STOCK 806605101 28,628 678,600 X 678600
Smith International, COMMON STOCK 832110100 7,160 144,100 X 144100
Inc.
SkyWest, Inc COMMON STOCK 830879102 619 22,100 X 22100
Sara Lee Corporation COMMON STOCK 803111103 1,897 86,000 X 86000
Synopsys, Inc. COMMON STOCK 871607107 6,548 98,100 X 98100
Southtrust COMMON STOCK 844730101 6,935 183,400 X 183400
Corporation
Simon Property COMMON STOCK 828806109 895 39,000 X 39000
Group, Inc.
SportsLine USA, Inc. COMMON STOCK 848934105 902 18,000 X 18000
SPX Corporation COMMON STOCK 784635104 9,908 122,600 X 122600
Sierra Pacific COMMON STOCK 826428104 5,575 322,000 X 322000
Resources
Questar Corporation COMMON STOCK 748356102 1,440 96,000 X 96000
Superior Consultant COMMON STOCK 868146101 485 34,000 X 34000
Holdings Corporation
Safeway Inc. COMMON STOCK 786514208 19,808 557,000 X 557000
Stryker Corporation COMMON STOCK 863667101 6,468 92,900 X 92900
AT&T Corporation COMMON STOCK 001957109 92,874 1,830,039 X 1830039
Tandy Corporation COMMON STOCK 875382103 3,409 69,300 X 69300
Techne Corporation COMMON STOCK 878377100 562 10,200 X 10200
Telefonica SA ADR COMMON STOCK 879382208 8,266 104,881 X 104881
Teradyne Inc. COMMON STOCK 880770102 5,742 87,000 X 87000
Tiffany and Company COMMON STOCK 886547108 95,515 1,070,200 X 1070200
Tellabs, Inc. COMMON STOCK 879664100 71,357 1,111,700 X 1111700
The Times Mirror Co. COMMON STOCK 887364107 7,377 110,100 X 110100
Torchmark Corp. COMMON STOCK 891027104 1,540 53,000 X 53000
True North Communica COMMON STOCK 897844106 1,694 37,900 X 37900
Tommy Hilfiger COMMON STOCK G8915Z102 6,325 271,300 X 271300
Corporation
Tosco Corporation COMMON STOCK 891490302 4,152 152,700 X 152700
Tyson Foods COMMON STOCK 902494103 7,610 468,300 X 468300
Tetra Technologies, COMMON STOCK 88162F105 1,232 169,900 X 169900
Tower Automotive, COMMON STOCK 891707101 3,169 205,300 X 205300
Inc.
Time Warner, Inc. COMMON STOCK 887315109 53,495 738,500 X 738500
Texaco Inc. COMMON STOCK 881694103 5,268 97,000 X 97000
Texas Industries COMMON STOCK 882491103 1,009 23,700 X 23700
Texas Utilities COMMON STOCK 882848104 3,094 87,000 X 87000
Company
Tyco International COMMON STOCK 902124106 3,149 81,000 X 81000
Ltd.
Universal Health COMMON STOCK 913903100 695 19,300 X 19300
Services, Inc.
MediaOne Group, Inc. COMMON STOCK 58440J104 142,506 1,855,249 X 1855249
USA Networks, Inc. COMMON STOCK 902984103 12,503 226,300 X 226300
USFreightways Co. COMMON STOCK 916906100 728 15,200 X 15200
US Trust Corporation COMMON STOCK 91288L105 746 9,300 X 9300
UTI Energy Corp COMMON STOCK 903387108 2,433 105,500 X 105500
United Technologies COMMON STOCK 913017109 31,278 481,200 X 481200
Corporation
Univision COMMON STOCK 914906102 10,423 102,000 X 102000
Communications, Inc.
United Water COMMON STOCK 913190104 482 14,100 X 14100
Resources, Inc.
Valassis Communicat. COMMON STOCK 918866104 1,071 25,350 X 25350
VISX Inc. COMMON STOCK 92844S105 4,792 92,600 X 92600
Vodafone AirTouch COMMON STOCK 92857T107 3,094 62,500 X 62500
VeriSign, Inc. COMMON STOCK 92343E102 3,720 19,500 X 19500
VERITAS Software COMMON STOCK 923436109 15,687 109,600 X 109600
Corporation
Vertex Pharmaceutica COMMON STOCK 92532F100 609 17,400 X 17400
ls, Inc.
Verity, Inc. COMMON STOCK 92343C106 1,043 24,500 X 24500
Vishay Intertech. COMMON STOCK 928298108 4,847 153,275 X 153275
Vitesse Semi- COMMON STOCK 928497106 4,630 88,300 X 88300
conductor Corp.
Walgreen Company COMMON STOCK 931422109 114,932 3,929,300 X 3929300
Tetra Tech, Inc. COMMON STOCK 88162G103 1,208 78,537 X 78537
MCI Worldcom, Inc. COMMON STOCK 55268B106 32,763 617,436 X 617436
Waddell & Reed COMMON STOCK 930059100 1,630 60,100 X 60100
Wells Fargo & COMMON STOCK 949746104 2,467 61,000 X 61000
Company
Washington Gas Light COMMON STOCK 938837101 1,106 40,200 X 40200
Whittman-Hart, Inc. COMMON STOCK 966834103 1,678 31,300 X 31300
Warner-Lambert COMMON STOCK 934488107 2,950 36,000 X 36000
Company
Wellpoint Health COMMON STOCK 94973H108 21,337 323,600 X 323600
Networks
Williams COMMON STOCK 969457100 2,201 72,000 X 72000
Companies, Inc.
Wal-Mart Stores, Inc COMMON STOCK 931142103 104,952 1,518,300 X 1518300
Williams-Sonoma, COMMON STOCK 969904101 3,970 86,300 X 86300
Inc.
USX - U.S. Steel COMMON STOCK 90337T101 6,521 197,600 X 197600
Group
Xircom, Inc. COMMON STOCK 983922105 3,008 40,100 X 40100
XL Capital Ltd. COMMON STOCK G98255105 1,401 27,000 X 27000
Xilinx, Inc. COMMON STOCK 983919101 7,366 162,000 X 162000
Exxon Mobil COMMON STOCK 30231G102 94,147 1,168,625 X 1168625
Corporation
Zebra Technologies COMMON STOCK 989207105 755 12,900 X 12900
Corporation
Zions Bancorporation COMMON STOCK 989701107 3,966 67,000 X 67000
Zale Corporation COMMON STOCK 988858106 1,064 22,000 X 22000
GRAND TOTAL: 5,288,147
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