Wilshire Associates Inc. (Wilshire Asset Management)
13F Filing, 3/31/99
Form 13F Cover Page
Report for the Quarter Ended: 3/31/99
Institutional Manager Filing This Report:
Wilshire Associates Inc.
1299 Ocean Avenue, Suite 700
Santa Monica, CA 90401
Form 13F File Number 28-1740
Person Signing This Report on Behalf of the Reporting Manager:
Name: Thomas D. Stevens, CFA
Title: Managing Director
Phone: 310.450.3051
Type of Report: 13F Holdings Report
Date of Edgar file transmission: 5/10/99
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Form 13F Summary Page
Report Summary
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 7,244 lines
Form 13F Information Table Value Total: $6,906,541 (thous)
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<TABLE> <C> <C> <C> <C> <C> <C> <C>
VALUE INV. OTH vtng
NAME OF ISSUER CLASS CUSIP (x$1000) SHARES disc MGRS AUTH
BELL ATLANTIC LG
ADC TELECOMMUNICATIO COMM 000886101 $1,178 24,695.00 Sole N/A Sole
AFLAC INC COMM 001055102 $2,645 48,590.00 Sole N/A Sole
AES CORP COMM 00130H105 $1,230 33,016.00 Sole N/A Sole
ABBOTT LABS COMM 002824100 $13,004 277,793.00 Sole N/A Sole
AIR PRODS & CHEMS IN COMM 009158106 $1,435 41,900.00 Sole N/A Sole
ALLEGHENY TELEDYNE I COMM 017415100 $680 35,900.00 Sole N/A Sole
ALLIED SIGNAL INC COMM 019512102 $5,017 102,000.00 Sole N/A Sole
ALLTEL CORP COMM 020039103 $3,137 50,300.00 Sole N/A Sole
ALTERA CORP COMM 021441100 $1,062 17,843.00 Sole N/A Sole
AMBAC INC COMM 023139108 $691 12,797.00 Sole N/A Sole
AMERICAN EXPRESS CO COMM 025816109 $9,761 82,900.00 Sole N/A Sole
AMERICAN HOME PRODS COMM 026609107 $15,743 241,269.00 Sole N/A Sole
AMERICAN INTL GROUP COMM 026874107 $27,111 224,757.00 Sole N/A Sole
AMERN PWR CONVERSION COMM 029066107 $472 17,493.00 Sole N/A Sole
AMGEN COMM 031162100 $6,978 93,200.00 Sole N/A Sole
ANHEUSER BUSCH COS COMM 035229103 $6,660 87,482.00 Sole N/A Sole
APOLLO GROUP INC COMM 037604105 $427 14,293.00 Sole N/A Sole
APPLIED MATLS INC COMM 038222105 $4,166 67,533.00 Sole N/A Sole
AUTOMATIC DATA PROCE COMM 053015103 $4,666 112,766.00 Sole N/A Sole
AUTOZONE INC COMM 053332102 $832 27,393.00 Sole N/A Sole
AVERY DENNISON CORP COMM 053611109 $1,225 21,303.00 Sole N/A Sole
BMC SOFTWARE INC COMM 055921100 $1,470 39,672.00 Sole N/A Sole
BANK NEW YORK INC COMM 064057102 $5,001 139,172.00 Sole N/A Sole
BED BATH & BEYOND IN COMM 075896100 $927 25,393.00 Sole N/A Sole
BELLSOUTH CORP COMM 079860102 $14,298 356,900.00 Sole N/A Sole
BELO A H CORP COMM 080555105 $401 21,990.00 Sole N/A Sole
BERGEN BRUNSWIG CORP COMM 083739102 $398 19,899.00 Sole N/A Sole
BRISTOL MYERS SQUIBB COMM 110122108 $23,324 363,722.00 Sole N/A Sole
BRUNSWICK CORP COMM 117043109 $320 16,800.00 Sole N/A Sole
CMS ENERGY CORP COMM 125896100 $762 18,930.00 Sole N/A Sole
CAMBRIDGE TECH PARTN COMM 132524109 $147 10,628.00 Sole N/A Sole
CAMPBELL SOUP CO COMM 134429109 $3,312 81,400.00 Sole N/A Sole
CAPITAL ONE FINL COR COMM 14040H105 $1,812 11,997.00 Sole N/A Sole
CARDINAL HEALTH INC COMM 14149Y108 $3,289 49,840.00 Sole N/A Sole
CARNIVAL CRUISE LINE COMM 143658102 $5,447 112,167.00 Sole N/A Sole
CASE EQUIPMENT CORP COMM 14743R103 $343 13,500.00 Sole N/A Sole
CENTEX CORP COMM 152312104 $361 10,805.00 Sole N/A Sole
CENTURY TEL ENTERPRI COMM 156686107 $1,183 16,840.00 Sole N/A Sole
CINCINNATI BELL INC COMM 171870108 $559 24,899.00 Sole N/A Sole
CISCO SYS INC COMM 17275R102 $31,677 289,119.00 Sole N/A Sole
CINTAS CORP COMM 172908105 $1,261 19,292.00 Sole N/A Sole
CLAYTON HOMES INC COMM 184190106 $292 26,366.00 Sole N/A Sole
CLEAR CHANNEL COMMUN COMM 184502102 $3,239 48,292.00 Sole N/A Sole
CLOROX CO COMM 189054109 $2,519 21,496.00 Sole N/A Sole
COASTAL CORP COMM 190441105 $1,283 38,893.00 Sole N/A Sole
COCA COLA CO COMM 191216100 $27,699 451,300.00 Sole N/A Sole
COMAIR CORP COMM 199789108 $430 18,191.50 Sole N/A Sole
COMPUTER SCIENCES CO COMM 205363104 $1,605 29,087.00 Sole N/A Sole
COMVERSE TECHNOLOGY COMM 205862402 $697 8,198.00 Sole N/A Sole
CRANE CO COMM 224399105 $302 12,497.00 Sole N/A Sole
DST SYS INC DEL COMM 233326107 $697 11,599.00 Sole N/A Sole
DANA CORP COMM 235811106 $1,151 30,301.00 Sole N/A Sole
DANAHER CORP COMM 235851102 $1,279 24,486.00 Sole N/A Sole
DELL COMPUTER CORP COMM 247025109 $19,040 465,800.00 Sole N/A Sole
DOLLAR GEN CORP COMM 256669102 $1,098 32,301.00 Sole N/A Sole
DOLLAR TREE STORES I COMM 256747106 $334 10,808.00 Sole N/A Sole
DONALDSON LUFKIN & S COMM 257661108 $1,569 22,495.00 Sole N/A Sole
DOVER CORP COMM 260003108 $1,341 40,787.00 Sole N/A Sole
E M C CORP MASS COMM 268648102 $11,744 91,929.00 Sole N/A Sole
ENSCO INTL INC COMM 26874Q100 $333 25,000.00 Sole N/A Sole
EASTMAN CHEM CO COMM 277432100 $610 14,500.00 Sole N/A Sole
EDWARD A G INC COMM 281760108 $565 17,300.00 Sole N/A Sole
EMERSON ELEC CO COMM 291011104 $4,239 80,082.00 Sole N/A Sole
EQUIFAX INC COMM 294429105 $928 26,997.00 Sole N/A Sole
EQUITABLE COS INC COMM 29444G107 $2,862 40,891.00 Sole N/A Sole
FDX CORP COMM 31304N107 $2,519 27,090.00 Sole N/A Sole
FIFTH THIRD BANCORP COMM 316773100 $3,209 48,662.00 Sole N/A Sole
FINOVA GROUP INC COMM 317928109 $586 11,296.00 Sole N/A Sole
FORT JAMES CORP COMM 347471104 $1,277 40,300.00 Sole N/A Sole
FRANKLIN RES INC COMM 354613101 $1,299 46,193.00 Sole N/A Sole
GTE CORP COMM 362320103 $10,688 176,664.00 Sole N/A Sole
GANNETT INC COMM 364730101 $3,250 51,587.00 Sole N/A Sole
GAP INC COMM 364760108 $7,023 104,336.00 Sole N/A Sole
GARTNER GROUP INC NE COMM 366651107 $420 18,596.00 Sole N/A Sole
GENERAL ELEC CO COMM 369604103 $66,363 599,888.00 Sole N/A Sole
GILLETTE COMPANY COMM 375766102 $12,068 203,044.00 Sole N/A Sole
GUIDANT CORP COMM 401698105 $3,334 55,100.00 Sole N/A Sole
HARLEY DAVIDSON INC COMM 412822108 $1,606 27,993.00 Sole N/A Sole
HEWLETT PACKARD CO COMM 428236103 $12,599 185,793.00 Sole N/A Sole
HOME DEPOT INC COMM 437076102 $16,799 269,870.00 Sole N/A Sole
ILLINOIS TOOL WKS IN COMM 452308109 $2,833 45,790.00 Sole N/A Sole
INGERSOLL RAND CO COMM 456866102 $1,494 30,097.00 Sole N/A Sole
INTEL CORP COMM 458140100 $36,279 305,188.00 Sole N/A Sole
INTERPUBLIC GROUP CO COMM 460690100 $1,986 25,500.00 Sole N/A Sole
INTERSTATE BAKERIES COMM 46072H108 $282 13,100.00 Sole N/A Sole
INTIMATE BRANDS INC COMM 461156101 $2,190 45,500.00 Sole N/A Sole
JOHNSON & JOHNSON COMM 478160104 $23,018 246,187.00 Sole N/A Sole
JOHNSON CTLS INC COMM 478366107 $967 15,501.00 Sole N/A Sole
JONES APPAREL GROUP COMM 480074103 $534 19,099.00 Sole N/A Sole
KLA-TENCOR CORP COMM 482480100 $782 16,096.00 Sole N/A Sole
K N ENERGY INC COMM 482620101 $249 12,503.00 Sole N/A Sole
KNIGHT RIDDER NEWSPP COMM 499040103 $720 14,400.00 Sole N/A Sole
KOHLS CORP COMM 500255104 $2,055 28,997.00 Sole N/A Sole
LAUDER ESTEE COS INC COMM 518439104 $1,058 11,197.00 Sole N/A Sole
LEAR CORP COMM 521865105 $521 12,197.00 Sole N/A Sole
LEXMARK INTL GROUP I COMM 529771107 $1,343 12,000.00 Sole N/A Sole
LINCARE HLDGS INC COMM 532791100 $299 10,615.00 Sole N/A Sole
LINEAR TECHNOLOGY CO COMM 535678106 $1,413 27,580.00 Sole N/A Sole
LOWES COS INC COMM 548661107 $3,907 64,583.00 Sole N/A Sole
MBNA CORP COMM 55262L100 $3,503 146,709.00 Sole N/A Sole
MANPOWER INC COMM 56418H100 $337 14,400.00 Sole N/A Sole
MARSH & MCLENNAN COS COMM 571748102 $3,498 47,105.00 Sole N/A Sole
MARTIN MARIETTA MATL COMM 573284106 $485 8,500.00 Sole N/A Sole
MASCO CORP COMM 574599106 $1,751 61,987.00 Sole N/A Sole
MAXIM INTEGRATED PRO COMM 57772K101 $1,320 24,395.00 Sole N/A Sole
MAYTAG CO COMM 578592107 $996 16,494.00 Sole N/A Sole
MCDONALDS CORP COMM 580135101 $11,224 247,700.00 Sole N/A Sole
MCGRAW HILL INC COMM 580645109 $1,961 35,986.00 Sole N/A Sole
MEDTRONIC INC COMM 585055106 $7,687 106,946.00 Sole N/A Sole
MERCK & CO INC COMM 589331107 $34,943 436,100.00 Sole N/A Sole
MEREDITH CORP COMM 589433101 $297 9,452.00 Sole N/A Sole
MICROSOFT CORP COMM 594918104 $82,944 925,452.00 Sole N/A Sole
MILLER HERMAN INC COMM 600544100 $283 15,500.00 Sole N/A Sole
MOLEX INC COMM 608554101 $834 28,394.00 Sole N/A Sole
MOTOROLA INC COMM 620076109 $8,050 109,900.00 Sole N/A Sole
NATIONAL COMM BANCOR COMM 635449101 $416 18,240.00 Sole N/A Sole
NEW YORK TIMES CO COMM 650111107 $949 33,300.00 Sole N/A Sole
NEWELL RUBBERMAID IN COMM 651229106 $2,440 51,368.00 Sole N/A Sole
NORTH FORK BANCORP COMM 659424105 $550 26,052.00 Sole N/A Sole
NORTHERN TR CORP COMM 665859104 $1,803 20,300.00 Sole N/A Sole
NUCOR CORP COMM 670346105 $705 15,997.00 Sole N/A Sole
OFFICE DEPOT INC COMM 676220106 $1,683 44,961.00 Sole N/A Sole
OMNICOM GROUP COMM 681919106 $2,466 30,843.00 Sole N/A Sole
ORACLE SYSTEMS CORP COMM 68389X105 $6,950 263,491.50 Sole N/A Sole
PACCAR INC COMM 693718108 $589 14,297.00 Sole N/A Sole
PARAMETRIC TECHNOLOG COMM 699173100 $966 48,905.00 Sole N/A Sole
PAYCHEX INC COMM 704326107 $1,419 29,922.00 Sole N/A Sole
PFIZER INC COMM 717081103 $32,965 237,589.00 Sole N/A Sole
PIXAR COMM 725811103 $319 8,100.00 Sole N/A Sole
PRICE T ROWE & ASSOC COMM 741477103 $756 21,980.00 Sole N/A Sole
PROCTER & GAMBLE CO COMM 742718109 $23,807 243,083.00 Sole N/A Sole
PROGRESSIVE CORP OHI COMM 743315103 $1,908 13,297.00 Sole N/A Sole
PROTECTIVE LIFE CORP COMM 743674103 $447 11,790.00 Sole N/A Sole
ROBERT HALF INTL INC COMM 770323103 $548 16,690.00 Sole N/A Sole
SAFEWAY INC COMM 786514208 $4,567 89,011.00 Sole N/A Sole
SARA LEE CORP COMM 803111103 $4,130 166,866.00 Sole N/A Sole
SCHERING PLOUGH CORP COMM 806605101 $14,865 269,054.00 Sole N/A Sole
SCHWAB CHARLES CP NE COMM 808513105 $7,053 73,374.00 Sole N/A Sole
SERVICE CORP INTL COMM 817565104 $712 49,999.00 Sole N/A Sole
SHERWIN WILLIAMS CO COMM 824348106 $883 31,397.00 Sole N/A Sole
SOLECTRON CORP COMM 834182107 $2,237 46,065.00 Sole N/A Sole
SOUTHWEST AIRLS CO COMM 844741108 $1,862 61,560.00 Sole N/A Sole
STARBUCKS CORP COMM 855244109 $925 32,960.00 Sole N/A Sole
STATE STR CORP COMM 857477103 $2,418 29,397.00 Sole N/A Sole
STORAGE TECHNOLOGY C COMM 862111200 $510 18,296.00 Sole N/A Sole
STRYKER CORP COMM 863667101 $891 17,665.00 Sole N/A Sole
SUN MICROSYSTEMS INC COMM 866810104 $8,827 70,583.00 Sole N/A Sole
SYMBOL TECHNOLOGIES COMM 871508107 $482 10,700.00 Sole N/A Sole
SYNOPSYS INC COMM 871607107 $692 12,882.00 Sole N/A Sole
SYSCO CORP COMM 871829107 $1,602 60,900.00 Sole N/A Sole
TELLABS INC COMM 879664100 $3,481 35,616.00 Sole N/A Sole
TERADYNE INC COMM 880770102 $840 15,396.00 Sole N/A Sole
TEXTRON INC COMM 883203101 $2,244 29,000.00 Sole N/A Sole
TOSCO CORP COMM 891490302 $694 27,965.00 Sole N/A Sole
TRANSOCEAN OFFSHORE COMM 893817106 $530 18,397.00 Sole N/A Sole
UAL CORP COMM 902549500 $755 9,697.00 Sole N/A Sole
UNITED TECHNOLOGIES COMM 913017109 $5,607 41,400.00 Sole N/A Sole
UTILICORP UTD INC COMM 918005109 $373 16,417.50 Sole N/A Sole
WAL MART STORES INC COMM 931142103 $37,519 406,991.00 Sole N/A Sole
WARNER LAMBERT CO COMM 934488107 $9,962 150,366.00 Sole N/A Sole
WATSON PHARMACEUTICA COMM 942683103 $767 17,389.00 Sole N/A Sole
WEATHERFORD INTL INC COMM 947074100 $485 18,554.00 Sole N/A Sole
WELLS FARGO & CO NEW COMM 949746101 $10,551 300,920.00 Sole N/A Sole
WESTERN RES INC COMM 959425109 $319 11,964.00 Sole N/A Sole
WILLIAMS COS COMM 969457100 $3,092 78,286.00 Sole N/A Sole
WRIGLEY WM JR CO COMM 982526105 $1,926 21,300.00 Sole N/A Sole
XILINX INC COMM 983919101 $1,071 26,400.00 Sole N/A Sole
XEROX CORP COMM 984121103 $6,405 120,000.00 Sole N/A Sole
ZIONS BANCORP COMM 989701107 $954 14,352.00 Sole N/A Sole
$897,271 13,476,671.50
BELL ATLANTIC LV
AETNA INC COMM 008117103 $5,993 72,200.00 Sole N/A Sole
AIR PRODS & CHEMS IN COMM 009158106 $3,966 115,800.00 Sole N/A Sole
ALBERTSONS INC COMM 013104104 $6,762 124,220.00 Sole N/A Sole
ALCOA INC COMM 013817101 $7,644 185,600.00 Sole N/A Sole
ALLEGHENY ENERGY INC COMM 017361106 $1,824 61,844.00 Sole N/A Sole
ALLEGHENY TELEDYNE I COMM 017415100 $1,877 99,100.00 Sole N/A Sole
ALLSTATE CORP COMM 020002101 $15,367 414,614.00 Sole N/A Sole
AMEREN CORP COMM 023608102 $2,508 69,300.00 Sole N/A Sole
AMERICAN GENERAL CO COMM 026351106 $8,798 124,800.00 Sole N/A Sole
AMERICAN GREETINGS COMM 026375105 $895 35,266.00 Sole N/A Sole
ARCH CHEMICALS INC COMM 03937R102 $22 1,300.00 Sole N/A Sole
ASHLAND INC COMM 044204105 $1,539 37,590.00 Sole N/A Sole
BALTIMORE GAS&ELEC COMM 059165100 $1,912 75,334.00 Sole N/A Sole
BANK ONE CORP COMM 06423A103 $32,054 582,143.00 Sole N/A Sole
BANKAMERICA CORP NEW COMM 06605F102 $61,759 874,465.00 Sole N/A Sole
BARD C R INC COMM 067383109 $1,340 26,574.00 Sole N/A Sole
BAUSCH & LOMB INC COMM 071707103 $1,846 28,400.00 Sole N/A Sole
BROWNING FERRIS INDS COMM 115885105 $3,080 79,865.00 Sole N/A Sole
BRUNSWICK CORP COMM 117043109 $885 46,432.00 Sole N/A Sole
BURLINGTON NORTHN SA COMM 12189T104 $7,791 237,000.00 Sole N/A Sole
CIGNA CORP COMM 125509109 $8,566 102,200.00 Sole N/A Sole
CSX CORP COMM 126408103 $4,268 109,600.00 Sole N/A Sole
CHASE MANHATTAN CORP COMM 16161A108 $34,778 427,374.00 Sole N/A Sole
CHEVRON CORP COMM 166751107 $29,262 329,710.00 Sole N/A Sole
CINERGY CORP COMM 172474108 $2,203 80,100.00 Sole N/A Sole
COLUMBIA ENERGY GROU COMM 197648108 $2,205 42,200.00 Sole N/A Sole
COMERICA INC COMM 200340107 $4,909 78,626.00 Sole N/A Sole
CONSECO INC COMM 208464107 $4,995 161,778.00 Sole N/A Sole
CONSOLIDATED EDISON COMM 209115104 $5,337 117,792.00 Sole N/A Sole
CONSOLIDATED NAT GAS COMM 209615103 $2,359 48,456.00 Sole N/A Sole
COOPER INDS INC COMM 216669101 $2,228 52,279.00 Sole N/A Sole
CRANE CO COMM 224399105 $837 34,600.00 Sole N/A Sole
DPL INC COMM 233293109 $1,341 81,278.00 Sole N/A Sole
DQE INC COMM 23329J104 $1,507 39,265.00 Sole N/A Sole
DTE ENERGY CO COMM 233331107 $2,815 73,234.00 Sole N/A Sole
DANA CORP COMM 235811106 $3,186 83,854.00 Sole N/A Sole
DARDEN RESTAURANTS I COMM 237194105 $1,433 69,500.00 Sole N/A Sole
DE LUXE CHECK PRINTE COMM 248019101 $1,182 40,576.00 Sole N/A Sole
DIAMOND OFFSHORE DRI COMM 25271C102 $2,169 68,600.00 Sole N/A Sole
DOMINION RES INC VA COMM 257470104 $3,646 98,700.00 Sole N/A Sole
DOW CHEM CO COMM 260543103 $10,431 111,935.00 Sole N/A Sole
DUKE ENERGY CORPORATION COMM 264399106 $10,227 186,576.00 Sole N/A Sole
EASTMAN CHEM CO COMM 277432100 $1,685 40,063.00 Sole N/A Sole
EATON CORP COMM 278058102 $2,581 36,100.00 Sole N/A Sole
EDWARD A G INC COMM 281760108 $1,566 47,908.00 Sole N/A Sole
EL PASO ENERGY CORP COMM 283905107 $1,984 60,700.00 Sole N/A Sole
ELECTRONIC DATA SYS COMM 285661104 $12,125 249,038.00 Sole N/A Sole
ENERGY EAST CORP COMM 29266M109 $1,645 31,300.00 Sole N/A Sole
ENRON CORP COMM 293561106 $10,955 170,500.00 Sole N/A Sole
ENTERGY CORP NEW COMM 29364G103 $3,429 124,700.00 Sole N/A Sole
FPL GROUP INC COMM 302571104 $4,868 91,420.00 Sole N/A Sole
FINOVA GROUP INC COMM 317928109 $1,619 31,200.00 Sole N/A Sole
FIRST SEC CORP DEL COMM 336294103 $1,841 95,315.00 Sole N/A Sole
FIRST UN CORP COMM 337358105 $26,748 500,552.00 Sole N/A Sole
FLEET FINL GROUP INC COMM 338915101 $10,805 287,174.00 Sole N/A Sole
FLORIDA PROGRESS COR COMM 341109106 $1,850 49,000.00 Sole N/A Sole
FLUOR CORP COMM 343861100 $1,030 38,165.00 Sole N/A Sole
FORD MTR CO DEL COMM 345370100 $34,660 611,426.00 Sole N/A Sole
FORTUNE BRANDS INC COMM 349631101 $3,326 86,400.00 Sole N/A Sole
GPU INC COMM 36225X100 $2,412 64,647.00 Sole N/A Sole
GENERAL DYNAMICS COR COMM 369550108 $4,198 65,344.00 Sole N/A Sole
GENERAL MTRS CORP COMM 370442105 $29,347 337,326.00 Sole N/A Sole
GENUINE PARTS CO COMM 372460105 $2,622 91,000.00 Sole N/A Sole
GOODRICH B F CO COMM 382388106 $1,290 37,600.00 Sole N/A Sole
GOODYEAR TIRE & RUBR COMM 382550101 $3,925 78,800.00 Sole N/A Sole
GREENPOINT FINL CORP COMM 395384100 $1,659 47,746.00 Sole N/A Sole
HARRIS CORP DEL COMM 413875105 $1,141 39,865.00 Sole N/A Sole
HARTFORD FINL SVCS G COMM 416515104 $6,701 117,956.00 Sole N/A Sole
HILTON HOTELS CORP COMM 432848109 $1,852 131,700.00 Sole N/A Sole
HORMEL GEO A & CO COMM 440452100 $1,326 37,226.00 Sole N/A Sole
IMC FERTILIZER GROUP COMM 449669100 $1,179 57,700.00 Sole N/A Sole
INGERSOLL RAND CO COMM 456866102 $4,120 83,024.00 Sole N/A Sole
INTERNATIONAL FLAV&F COMM 459506101 $2,013 53,600.00 Sole N/A Sole
JEFFERSON PILOT CORP COMM 475070108 $3,704 54,675.00 Sole N/A Sole
JOHNSON CTLS INC COMM 478366107 $2,673 42,861.00 Sole N/A Sole
K N ENERGY INC COMM 482620101 $691 34,650.00 Sole N/A Sole
KEYCORP COMM 493267108 $6,969 229,902.00 Sole N/A Sole
KEYSPAN ENERGY COMM 49337K106 $1,861 74,075.00 Sole N/A Sole
KNIGHT RIDDER NEWSPP COMM 499040103 $1,980 39,600.00 Sole N/A Sole
LG&E ENERGY CORP COMM 501917108 $1,363 65,500.00 Sole N/A Sole
LAFARGE CORP COMM 505862102 $949 33,900.00 Sole N/A Sole
LIMITED INC COMM 532716107 $4,529 114,300.00 Sole N/A Sole
LIZ CLAIBORNE COMM 539320101 $1,064 32,600.00 Sole N/A Sole
LOCKHEED MARTIN CORP COMM 539830109 $7,486 198,300.00 Sole N/A Sole
LOEWS CORP COMM 540424108 $4,291 57,500.00 Sole N/A Sole
LYONDELL PETROCHEMIC COMM 552078107 $531 38,800.00 Sole N/A Sole
MAY DEPT STORES CO COMM 577778103 $6,925 177,000.00 Sole N/A Sole
MAYTAG CO COMM 578592107 $2,742 45,420.00 Sole N/A Sole
MCCORMICK & CO INC COMM 579780206 $1,061 36,602.00 Sole N/A Sole
MEAD CORP COMM 582834107 $1,585 51,552.00 Sole N/A Sole
MERCANTILE BANCORP COMM 587342106 $3,852 81,100.00 Sole N/A Sole
MERRILL LYNCH & CO COMM 590188108 $16,178 182,800.00 Sole N/A Sole
MILLENNIUM CHEMICALS COMM 599903101 $781 39,291.00 Sole N/A Sole
MOBIL CORP COMM 607059102 $34,677 394,052.00 Sole N/A Sole
MORGAN J P & CO INC COMM 616880100 $10,672 86,500.00 Sole N/A Sole
MORTON INTL INC COMM 619335102 $2,242 61,000.00 Sole N/A Sole
NATIONAL CITY CORP COMM 635405103 $10,721 161,521.00 Sole N/A Sole
NATIONAL SVC INDS IN COMM 637657107 $708 20,781.00 Sole N/A Sole
NEW ENGLAND ELEC SYS COMM 644001109 $1,473 30,370.00 Sole N/A Sole
NEW YORK TIMES CO COMM 650111107 $2,625 92,100.00 Sole N/A Sole
NORDSTROM INC COMM 655664100 $2,935 71,800.00 Sole N/A Sole
NORTHN STS PWR MINN COMM 665772109 $1,786 77,034.00 Sole N/A Sole
NORTHROP CORP COMM 666807102 $2,126 35,500.00 Sole N/A Sole
OLD REP INTL CORP COMM 680223104 $1,255 68,791.00 Sole N/A Sole
PG&E CORP COMM 69331C108 $6,004 193,302.00 Sole N/A Sole
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$477,538 21,635,266.00
BELL ATLANTIC STY.ALLOC
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Brockton Large Growth
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MOLEX INC COMM 608554101 $6 200.00 Sole N/A Sole
MOTOROLA INC COMM 620076109 $59 800.00 Sole N/A Sole
NATIONAL COMM BANCOR COMM 635449101 $2 100.00 Sole N/A Sole
NEW YORK TIMES CO COMM 650111107 $6 200.00 Sole N/A Sole
NEWELL RUBBERMAID IN COMM 651229106 $19 400.00 Sole N/A Sole
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NORTHERN TR CORP COMM 665859104 $18 200.00 Sole N/A Sole
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PACCAR INC COMM 693718108 $4 100.00 Sole N/A Sole
PARAMETRIC TECHNOLOG COMM 699173100 $6 300.00 Sole N/A Sole
PAYCHEX INC COMM 704326107 $9 200.00 Sole N/A Sole
PFIZER INC COMM 717081103 $250 1,800.00 Sole N/A Sole
PIXAR COMM 725811103 $4 100.00 Sole N/A Sole
PRICE T ROWE & ASSOC COMM 741477103 $3 100.00 Sole N/A Sole
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ROBERT HALF INTL INC COMM 770323103 $3 100.00 Sole N/A Sole
SAFEWAY INC COMM 786514208 $36 700.00 Sole N/A Sole
SARA LEE CORP COMM 803111103 $30 1,200.00 Sole N/A Sole
SCHERING PLOUGH CORP COMM 806605101 $111 2,000.00 Sole N/A Sole
SCHWAB CHARLES CP NE COMM 808513105 $58 600.00 Sole N/A Sole
SERVICE CORP INTL COMM 817565104 $4 300.00 Sole N/A Sole
SHERWIN WILLIAMS CO COMM 824348106 $6 200.00 Sole N/A Sole
SOLECTRON CORP COMM 834182107 $15 300.00 Sole N/A Sole
SOUTHWEST AIRLS CO COMM 844741108 $12 400.00 Sole N/A Sole
STARBUCKS CORP COMM 855244109 $6 200.00 Sole N/A Sole
STATE STR CORP COMM 857477103 $16 200.00 Sole N/A Sole
STORAGE TECHNOLOGY C COMM 862111200 $3 100.00 Sole N/A Sole
STRYKER CORP COMM 863667101 $5 100.00 Sole N/A Sole
SUN MICROSYSTEMS INC COMM 866810104 $63 500.00 Sole N/A Sole
SYMBOL TECHNOLOGIES COMM 871508107 $5 100.00 Sole N/A Sole
SYNOPSYS INC COMM 871607107 $5 100.00 Sole N/A Sole
SYSCO CORP COMM 871829107 $11 400.00 Sole N/A Sole
TELLABS INC COMM 879664100 $29 300.00 Sole N/A Sole
TERADYNE INC COMM 880770102 $5 100.00 Sole N/A Sole
TEXTRON INC COMM 883203101 $15 200.00 Sole N/A Sole
TOSCO CORP COMM 891490302 $5 200.00 Sole N/A Sole
TRANSOCEAN OFFSHORE COMM 893817106 $3 100.00 Sole N/A Sole
UAL CORP COMM 902549500 $8 100.00 Sole N/A Sole
UNITED TECHNOLOGIES COMM 913017109 $41 300.00 Sole N/A Sole
UTILICORP UTD INC COMM 918005109 $2 100.00 Sole N/A Sole
WAL MART STORES INC COMM 931142103 $277 3,000.00 Sole N/A Sole
WARNER LAMBERT CO COMM 934488107 $73 1,100.00 Sole N/A Sole
WATSON PHARMACEUTICA COMM 942683103 $4 100.00 Sole N/A Sole
WEATHERFORD INTL INC COMM 947074100 $3 100.00 Sole N/A Sole
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WESTERN RES INC COMM 959425109 $3 100.00 Sole N/A Sole
WILLIAMS COS COMM 969457100 $24 600.00 Sole N/A Sole
WRIGLEY WM JR CO COMM 982526105 $18 200.00 Sole N/A Sole
XILINX INC COMM 983919101 $8 200.00 Sole N/A Sole
XEROX CORP COMM 984121103 $48 900.00 Sole N/A Sole
ZIONS BANCORP COMM 989701107 $7 100.00 Sole N/A Sole
$6,651 98,300.00
CIBA-GEIGY LG
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AFLAC INC COMM 001055102 $401 7,372.00 Sole N/A Sole
AES CORP COMM 00130H105 $186 4,998.00 Sole N/A Sole
ABBOTT LABS COMM 002824100 $1,989 42,480.00 Sole N/A Sole
AIR PRODS & CHEMS IN COMM 009158106 $219 6,400.00 Sole N/A Sole
ALLEGHENY TELEDYNE I COMM 017415100 $102 5,400.00 Sole N/A Sole
ALLIED SIGNAL INC COMM 019512102 $767 15,600.00 Sole N/A Sole
ALLTEL CORP COMM 020039103 $480 7,700.00 Sole N/A Sole
ALTERA CORP COMM 021441100 $160 2,688.00 Sole N/A Sole
AMBAC INC COMM 023139108 $102 1,892.00 Sole N/A Sole
AMERICAN EXPRESS CO COMM 025816109 $1,495 12,700.00 Sole N/A Sole
AMERICAN HOME PRODS COMM 026609107 $2,406 36,880.00 Sole N/A Sole
AMERICAN INTL GROUP COMM 026874107 $4,135 34,278.00 Sole N/A Sole
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AMGEN COMM 031162100 $1,071 14,300.00 Sole N/A Sole
ANHEUSER BUSCH COS COMM 035229103 $1,016 13,350.00 Sole N/A Sole
APOLLO GROUP INC COMM 037604105 $63 2,100.00 Sole N/A Sole
APPLIED MATLS INC COMM 038222105 $635 10,296.00 Sole N/A Sole
AUTOMATIC DATA PROCE COMM 053015103 $712 17,200.00 Sole N/A Sole
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BMC SOFTWARE INC COMM 055921100 $222 5,995.00 Sole N/A Sole
BANK NEW YORK INC COMM 064057102 $763 21,221.00 Sole N/A Sole
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BELO A H CORP COMM 080555105 $60 3,296.00 Sole N/A Sole
BERGEN BRUNSWIG CORP COMM 083739102 $60 2,999.00 Sole N/A Sole
BRISTOL MYERS SQUIBB COMM 110122108 $3,565 55,596.00 Sole N/A Sole
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CAMPBELL SOUP CO COMM 134429109 $505 12,400.00 Sole N/A Sole
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CARNIVAL CRUISE LINE COMM 143658102 $835 17,196.00 Sole N/A Sole
CASE EQUIPMENT CORP COMM 14743R103 $51 2,000.00 Sole N/A Sole
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CENTURY TEL ENTERPRI COMM 156686107 $182 2,596.00 Sole N/A Sole
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CISCO SYS INC COMM 17275R102 $4,842 44,197.00 Sole N/A Sole
CINTAS CORP COMM 172908105 $196 2,999.00 Sole N/A Sole
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CLOROX CO COMM 189054109 $386 3,298.00 Sole N/A Sole
COASTAL CORP COMM 190441105 $197 5,956.00 Sole N/A Sole
COCA COLA CO COMM 191216100 $4,235 69,000.00 Sole N/A Sole
COMAIR CORP COMM 199789108 $66 2,786.00 Sole N/A Sole
COMPUTER SCIENCES CO COMM 205363104 $248 4,496.00 Sole N/A Sole
COMVERSE TECHNOLOGY COMM 205862402 $110 1,295.00 Sole N/A Sole
CRANE CO COMM 224399105 $45 1,850.00 Sole N/A Sole
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DANA CORP COMM 235811106 $176 4,628.00 Sole N/A Sole
DANAHER CORP COMM 235851102 $197 3,776.00 Sole N/A Sole
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DOLLAR GEN CORP COMM 256669102 $167 4,908.00 Sole N/A Sole
DOLLAR TREE STORES I COMM 256747106 $50 1,632.00 Sole N/A Sole
DONALDSON LUFKIN & S COMM 257661108 $236 3,387.00 Sole N/A Sole
DOVER CORP COMM 260003108 $204 6,200.00 Sole N/A Sole
E M C CORP MASS COMM 268648102 $1,797 14,070.00 Sole N/A Sole
ENSCO INTL INC COMM 26874Q100 $51 3,800.00 Sole N/A Sole
EASTMAN CHEM CO COMM 277432100 $93 2,200.00 Sole N/A Sole
EDWARD A G INC COMM 281760108 $87 2,650.00 Sole N/A Sole
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EQUIFAX INC COMM 294429105 $141 4,100.00 Sole N/A Sole
EQUITABLE COS INC COMM 29444G107 $439 6,276.00 Sole N/A Sole
FDX CORP COMM 31304N107 $390 4,196.00 Sole N/A Sole
FIFTH THIRD BANCORP COMM 316773100 $489 7,410.00 Sole N/A Sole
FINOVA GROUP INC COMM 317928109 $88 1,699.00 Sole N/A Sole
FORT JAMES CORP COMM 347471104 $193 6,100.00 Sole N/A Sole
FRANKLIN RES INC COMM 354613101 $197 7,000.00 Sole N/A Sole
GTE CORP COMM 362320103 $1,627 26,900.00 Sole N/A Sole
GANNETT INC COMM 364730101 $498 7,900.00 Sole N/A Sole
GAP INC COMM 364760108 $1,072 15,925.00 Sole N/A Sole
GARTNER GROUP INC NE COMM 366651107 $63 2,789.00 Sole N/A Sole
GENERAL ELEC CO COMM 369604103 $10,155 91,800.00 Sole N/A Sole
GILLETTE COMPANY COMM 375766102 $1,847 31,080.00 Sole N/A Sole
GUIDANT CORP COMM 401698105 $508 8,400.00 Sole N/A Sole
HARLEY DAVIDSON INC COMM 412822108 $245 4,278.00 Sole N/A Sole
HEWLETT PACKARD CO COMM 428236103 $1,926 28,396.00 Sole N/A Sole
HOME DEPOT INC COMM 437076102 $2,570 41,288.00 Sole N/A Sole
ILLINOIS TOOL WKS IN COMM 452308109 $433 7,000.00 Sole N/A Sole
INGERSOLL RAND CO COMM 456866102 $226 4,550.00 Sole N/A Sole
INTEL CORP COMM 458140100 $5,545 46,648.00 Sole N/A Sole
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INTERSTATE BAKERIES COMM 46072H108 $43 2,000.00 Sole N/A Sole
INTIMATE BRANDS INC COMM 461156101 $332 6,900.00 Sole N/A Sole
JOHNSON & JOHNSON COMM 478160104 $3,525 37,700.00 Sole N/A Sole
JOHNSON CTLS INC COMM 478366107 $146 2,344.00 Sole N/A Sole
JONES APPAREL GROUP COMM 480074103 $81 2,900.00 Sole N/A Sole
KLA-TENCOR CORP COMM 482480100 $121 2,490.00 Sole N/A Sole
K N ENERGY INC COMM 482620101 $37 1,872.00 Sole N/A Sole
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KOHLS CORP COMM 500255104 $312 4,396.00 Sole N/A Sole
LAUDER ESTEE COS INC COMM 518439104 $160 1,693.00 Sole N/A Sole
LEAR CORP COMM 521865105 $77 1,800.00 Sole N/A Sole
LEXMARK INTL GROUP I COMM 529771107 $201 1,800.00 Sole N/A Sole
LINCARE HLDGS INC COMM 532791100 $43 1,532.00 Sole N/A Sole
LINEAR TECHNOLOGY CO COMM 535678106 $215 4,200.00 Sole N/A Sole
LOWES COS INC COMM 548661107 $599 9,900.00 Sole N/A Sole
MBNA CORP COMM 55262L100 $535 22,409.00 Sole N/A Sole
MANPOWER INC COMM 56418H100 $51 2,200.00 Sole N/A Sole
MARSH & MCLENNAN COS COMM 571748102 $535 7,204.00 Sole N/A Sole
MARTIN MARIETTA MATL COMM 573284106 $74 1,300.00 Sole N/A Sole
MASCO CORP COMM 574599106 $265 9,365.00 Sole N/A Sole
MAXIM INTEGRATED PRO COMM 57772K101 $200 3,686.00 Sole N/A Sole
MAYTAG CO COMM 578592107 $150 2,492.00 Sole N/A Sole
MCDONALDS CORP COMM 580135101 $1,717 37,900.00 Sole N/A Sole
MCGRAW HILL INC COMM 580645109 $300 5,500.00 Sole N/A Sole
MEDTRONIC INC COMM 585055106 $1,176 16,358.00 Sole N/A Sole
MERCK & CO INC COMM 589331107 $5,344 66,700.00 Sole N/A Sole
MEREDITH CORP COMM 589433101 $45 1,440.00 Sole N/A Sole
MICROSOFT CORP COMM 594918104 $12,702 141,728.00 Sole N/A Sole
MILLER HERMAN INC COMM 600544100 $42 2,300.00 Sole N/A Sole
MOLEX INC COMM 608554101 $126 4,284.00 Sole N/A Sole
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ZIONS BANCORP COMM 989701107 $146 2,192.00 Sole N/A Sole
$137,195 2,058,651.00
City Of Providence MidCap Gr.
AGCO CORP COMM 001084102 $15 2,300.00 Sole N/A Sole
ADOBE SYS INC COMM 00724F101 $136 2,400.00 Sole N/A Sole
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AEROQUIP-VICKERS INC COMM 007869100 $63 1,100.00 Sole N/A Sole
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AIR EXPRESS INTL COR COMM 009104100 $20 1,300.00 Sole N/A Sole
ALBANY INTL CORP COMM 012348108 $21 1,100.00 Sole N/A Sole
ALBEMARLE CORP COMM 012653101 $38 1,800.00 Sole N/A Sole
ALBERTO CULVER CO COMM 013068101 $51 2,200.00 Sole N/A Sole
ALLIANT TECHSYSTEMS COMM 018804104 $31 400.00 Sole N/A Sole
ALTERA CORP COMM 021441100 $226 3,800.00 Sole N/A Sole
AMERICA WEST HLDG CO COMM 023657208 $32 1,700.00 Sole N/A Sole
AMERICAN BANKRS INS COMM 024456105 $88 1,700.00 Sole N/A Sole
AMERN PWR CONVERSION COMM 029066107 $100 3,700.00 Sole N/A Sole
AMERICREDIT CORP COMM 03060R101 $32 2,400.00 Sole N/A Sole
AMETEK INC NEW COMM 031100100 $22 1,200.00 Sole N/A Sole
ANCHOR GAMING COMM 033037102 $22 500.00 Sole N/A Sole
ANDREW CORP COMM 034425108 $39 3,200.00 Sole N/A Sole
ANIXTER INTL INC COMM 035290105 $19 1,600.00 Sole N/A Sole
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APTARGROUP INC COMM 038336103 $36 1,400.00 Sole N/A Sole
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ASTORIA FINL CORP COMM 046265104 $105 2,100.00 Sole N/A Sole
AVNET INC COMM 053807103 $51 1,400.00 Sole N/A Sole
BISYS GROUP INC COMM 055472104 $62 1,100.00 Sole N/A Sole
BJ SVCS CO COMM 055482103 $63 2,700.00 Sole N/A Sole
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BARR LABS INC COMM 068306109 $27 900.00 Sole N/A Sole
BARRETT RES CORP COMM 068480201 $30 1,200.00 Sole N/A Sole
BELDEN INC COMM 077459105 $15 900.00 Sole N/A Sole
BELO A H CORP COMM 080555105 $84 4,600.00 Sole N/A Sole
BEMIS INC COMM 081437105 $62 2,000.00 Sole N/A Sole
BERKLEY W R CORP COMM 084423102 $25 1,000.00 Sole N/A Sole
BLOUNT INTL INC COMM 095177101 $40 1,400.00 Sole N/A Sole
BLYTHE INDUSTRIES IN COMM 09643P108 $45 1,900.00 Sole N/A Sole
BORG-WARNER AUTOMOTI COMM 099724106 $48 1,000.00 Sole N/A Sole
BRUNSWICK CORP COMM 117043109 $67 3,500.00 Sole N/A Sole
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BUCKLE INC COMM 118440106 $18 800.00 Sole N/A Sole
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CAPITAL RE CORP COMM 140432105 $21 1,200.00 Sole N/A Sole
CARLISLE CORP COMM 142339100 $56 1,200.00 Sole N/A Sole
CARPENTER TECHNOLOGY COMM 144285103 $21 800.00 Sole N/A Sole
CATALINA MARKETING C COMM 148867104 $60 700.00 Sole N/A Sole
CENTEX CORP COMM 152312104 $77 2,300.00 Sole N/A Sole
CENTEX CONSTRUCTION COMM 15231R109 $28 800.00 Sole N/A Sole
CENTRAL GARDEN & PET COMM 153527106 $17 1,000.00 Sole N/A Sole
CENTRAL NEWSPAPERS I COMM 154647101 $47 1,500.00 Sole N/A Sole
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CENTURA BKS INC COMM 15640T100 $64 1,100.00 Sole N/A Sole
CHAMPION ENTERPRISES COMM 158496109 $35 1,800.00 Sole N/A Sole
CIBER INC COMM 17163B102 $41 2,100.00 Sole N/A Sole
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CLAIRES STORES INC COMM 179584107 $60 2,000.00 Sole N/A Sole
CLAYTON HOMES INC COMM 184190106 $62 5,600.00 Sole N/A Sole
COMAIR CORP COMM 199789108 $87 3,700.00 Sole N/A Sole
COMMERCE BANCORP INC COMM 200519106 $45 1,100.00 Sole N/A Sole
COMMERCE BANCSHARES COMM 200525103 $92 2,400.00 Sole N/A Sole
COMMUNITY FIRST BANK COMM 203902101 $36 1,800.00 Sole N/A Sole
COMPASS BANCSHARES I COMM 20449H109 $97 2,800.00 Sole N/A Sole
COMVERSE TECHNOLOGY COMM 205862402 $153 1,800.00 Sole N/A Sole
COMPUTER HORIZONS CO COMM 205908106 $13 1,200.00 Sole N/A Sole
COOPER TIRE & RUBR COMM 216831107 $53 2,900.00 Sole N/A Sole
CORDANT TECHNOLOGIES COMM 218412104 $56 1,400.00 Sole N/A Sole
CRANE CO COMM 224399105 $63 2,600.00 Sole N/A Sole
CULLEN FROST BANKERS COMM 229899109 $53 1,100.00 Sole N/A Sole
D R HORTON INC COMM 23331A109 $40 2,400.00 Sole N/A Sole
DST SYS INC DEL COMM 233326107 $150 2,500.00 Sole N/A Sole
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DENTSPLY INTL INC NE COMM 249030107 $47 2,000.00 Sole N/A Sole
DEXTER CORP COMM 252165105 $28 900.00 Sole N/A Sole
DIEBOLD INC COMM 253651103 $65 2,700.00 Sole N/A Sole
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ENSCO INTL INC COMM 26874Q100 $71 5,300.00 Sole N/A Sole
ELECTRONICS FOR IMAG COMM 286082102 $82 2,100.00 Sole N/A Sole
ENHANCE FINL SVCS GR COMM 293310108 $32 1,400.00 Sole N/A Sole
ETHAN ALLEN INTERIOR COMM 297602104 $46 1,100.00 Sole N/A Sole
EVEREST REINS HLDGS COMM 299808105 $59 1,900.00 Sole N/A Sole
EXPEDITORS INTL WASH COMM 302130109 $54 1,000.00 Sole N/A Sole
EXPRESS SCRIPTS INC COMM 302182100 $112 1,300.00 Sole N/A Sole
FASTENAL CO COMM 311900104 $53 1,500.00 Sole N/A Sole
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FIRST MIDWEST BANCOR COMM 320867104 $42 1,100.00 Sole N/A Sole
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FLOWSERVE CORP COMM 34354P105 $22 1,400.00 Sole N/A Sole
FREMONT GEN CORP COMM 357288109 $51 2,700.00 Sole N/A Sole
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G & K SVCS INC COMM 361268105 $37 800.00 Sole N/A Sole
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HON INDS INC COMM 438092108 $53 2,400.00 Sole N/A Sole
IBP INC COMM 449223106 $67 3,600.00 Sole N/A Sole
IDEX CORP COMM 45167R104 $26 1,100.00 Sole N/A Sole
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INTERFACE FLOORING COMM 458665106 $19 2,000.00 Sole N/A Sole
INTERSTATE BAKERIES COMM 46072H108 $60 2,800.00 Sole N/A Sole
JABIL CIRCUIT INC COMM 466313103 $117 2,900.00 Sole N/A Sole
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JONES PHARMA INC COMM 480236108 $38 1,100.00 Sole N/A Sole
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K N ENERGY INC COMM 482620101 $52 2,600.00 Sole N/A Sole
KAYDON CORP COMM 486587108 $35 1,200.00 Sole N/A Sole
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LA Z BOY CHAIR CO COMM 505336107 $38 2,000.00 Sole N/A Sole
LAFARGE CORP COMM 505862102 $73 2,600.00 Sole N/A Sole
LANCASTER COLONY COR COMM 513847103 $43 1,600.00 Sole N/A Sole
LEGATO SYS INC COMM 524651106 $77 1,500.00 Sole N/A Sole
LINCARE HLDGS INC COMM 532791100 $62 2,200.00 Sole N/A Sole
LUBRIZOL CORP COMM 549271104 $47 2,100.00 Sole N/A Sole
MGM GRAND INC COMM 552953101 $77 2,300.00 Sole N/A Sole
MACDERMID INC COMM 554273102 $34 1,000.00 Sole N/A Sole
MAIL-WELL INC COMM 560321200 $24 1,800.00 Sole N/A Sole
MARTIN MARIETTA MATL COMM 573284106 $103 1,800.00 Sole N/A Sole
MENS WEARHOUSE INC COMM 587118100 $38 1,300.00 Sole N/A Sole
MERCANTILE BANKSHARE COMM 587405101 $104 2,800.00 Sole N/A Sole
MEREDITH CORP COMM 589433101 $63 2,000.00 Sole N/A Sole
MICROCHIP TECHNOLOGY COMM 595017104 $69 2,000.00 Sole N/A Sole
MILACRON INC COMM 598709103 $22 1,400.00 Sole N/A Sole
MILLER HERMAN INC COMM 600544100 $60 3,300.00 Sole N/A Sole
MINERALS TECHNOLOGIE COMM 603158106 $43 900.00 Sole N/A Sole
MODINE MFG CO COMM 607828100 $31 1,100.00 Sole N/A Sole
MOHAWK INDS INC COMM 608190104 $69 2,300.00 Sole N/A Sole
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NAC RE CORP COMM 628907107 $38 700.00 Sole N/A Sole
NACCO INDS INC COMM 629579103 $22 300.00 Sole N/A Sole
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NATIONAL INSTRS CORP COMM 636518102 $37 1,300.00 Sole N/A Sole
NATIONAL SVC INDS IN COMM 637657107 $55 1,600.00 Sole N/A Sole
NAUTICA ENTERPRISES COMM 639089101 $16 1,400.00 Sole N/A Sole
NAVISTAR INTL CORP N COMM 63934E108 $104 2,600.00 Sole N/A Sole
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OM GROUP INC COMM 670872100 $30 900.00 Sole N/A Sole
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OLSTEN CORP COMM 681385100 $19 3,100.00 Sole N/A Sole
OMNICARE INC COMM 681904108 $65 3,400.00 Sole N/A Sole
ONEOK INC NEW COMM 682680103 $30 1,200.00 Sole N/A Sole
ORION CAP CORP COMM 686268103 $31 1,000.00 Sole N/A Sole
OUTBACK STEAKHOUSE I COMM 689899102 $93 2,850.00 Sole N/A Sole
PMI GROUP INC COMM 69344M101 $56 1,200.00 Sole N/A Sole
PSS WORLD MED INC COMM 69366A100 $24 2,700.00 Sole N/A Sole
PAIRGAIN TECHNOLOGIE COMM 695934109 $26 2,700.00 Sole N/A Sole
PAPA JOHNS INTL INC COMM 698813102 $53 1,200.00 Sole N/A Sole
PATTERSON DENTAL CO COMM 703412106 $56 1,300.00 Sole N/A Sole
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PIXAR COMM 725811103 $67 1,700.00 Sole N/A Sole
PRECISION CASTPARTS COMM 740189105 $40 1,000.00 Sole N/A Sole
PREMIER PKS INC COMM 740540208 $108 2,900.00 Sole N/A Sole
PRIME HOSPITALITY CO COMM 741917108 $20 2,000.00 Sole N/A Sole
PRIDE INTL INC COMM 741932107 $16 1,900.00 Sole N/A Sole
PROTECTIVE LIFE CORP COMM 743674103 $95 2,500.00 Sole N/A Sole
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RAYMOND JAMES FINL I COMM 754730109 $36 1,800.00 Sole N/A Sole
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RENAL CARE GROUP INC COMM 759930100 $33 1,700.00 Sole N/A Sole
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RICHFOOD HLDGS INC COMM 763408101 $39 1,800.00 Sole N/A Sole
ROMAC INTL INC COMM 775835101 $15 1,800.00 Sole N/A Sole
ROPER INDS INC NEW COMM 776696106 $29 1,200.00 Sole N/A Sole
ROSS STORES INC COMM 778296103 $79 1,800.00 Sole N/A Sole
RYERSON TULL INC NEW COMM 78375P107 $13 900.00 Sole N/A Sole
SCI SYS INC COMM 783890106 $68 2,300.00 Sole N/A Sole
SEI CORP COMM 784117103 $65 700.00 Sole N/A Sole
SAFESKIN CORP COMM 786454108 $16 2,100.00 Sole N/A Sole
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SHARED MED SYS CORP COMM 819486101 $61 1,100.00 Sole N/A Sole
SIERRA PAC RES COMM 826425100 $42 1,200.00 Sole N/A Sole
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SMITHFIELD FOODS INC COMM 832248108 $32 1,400.00 Sole N/A Sole
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SOUTHDOWN INC COMM 841297104 $81 1,500.00 Sole N/A Sole
SWIFT TRANSN CO COMM 870756103 $41 1,600.00 Sole N/A Sole
SYBRON CORP DEL COMM 87114F106 $100 4,000.00 Sole N/A Sole
SYMBOL TECHNOLOGIES COMM 871508107 $104 2,300.00 Sole N/A Sole
SYNOPSYS INC COMM 871607107 $145 2,700.00 Sole N/A Sole
TV GUIDE INC COMM 87307Q109 $70 1,900.00 Sole N/A Sole
TECH DATA CORP COMM 878237106 $44 1,900.00 Sole N/A Sole
TELEFLEX INC COMM 879369106 $51 1,500.00 Sole N/A Sole
TERADYNE INC COMM 880770102 $180 3,300.00 Sole N/A Sole
TEXAS INDS INC COMM 882491103 $20 800.00 Sole N/A Sole
THOMAS & BETTS CORP COMM 884315102 $83 2,200.00 Sole N/A Sole
TIDEWATER INC. COMM 886423102 $54 2,100.00 Sole N/A Sole
TIFFANY & CO NEW COMM 886547108 $105 1,400.00 Sole N/A Sole
TOLL BROTHERS INC COMM 889478103 $25 1,400.00 Sole N/A Sole
TOTAL RENAL CARE HLD COMM 89151A107 $34 3,100.00 Sole N/A Sole
TOWER AUTOMOTIVE INC COMM 891707101 $34 1,800.00 Sole N/A Sole
TRANSACTION SYS ARCH COMM 893416107 $43 1,200.00 Sole N/A Sole
TRINITY INDS INC COMM 896522109 $50 1,700.00 Sole N/A Sole
UICI COMM 902737105 $41 1,800.00 Sole N/A Sole
UNIVERSAL CORP COMM 913456109 $33 1,300.00 Sole N/A Sole
UNIVERSAL HEALTH SVC COMM 913903100 $56 1,300.00 Sole N/A Sole
UTILICORP UTD INC COMM 918005109 $80 3,500.00 Sole N/A Sole
VARCO INTL INC COMM 922126107 $28 2,500.00 Sole N/A Sole
VARIAN ASSOC INC COMM 922204102 $47 1,200.00 Sole N/A Sole
VERITAS SOFTWARE CO COMM 923436109 $153 1,900.00 Sole N/A Sole
VINTAGE PETE INC COMM 927460105 $18 2,000.00 Sole N/A Sole
VISIO CORP COMM 927914101 $34 1,200.00 Sole N/A Sole
VITESSE SEMICONDUCTO COMM 928497106 $147 2,900.00 Sole N/A Sole
WALLACE COMPUTER SVC COMM 932270101 $32 1,600.00 Sole N/A Sole
WESTERN RES INC COMM 959425109 $67 2,500.00 Sole N/A Sole
WESTWOOD ONE INC COMM 961815107 $31 1,100.00 Sole N/A Sole
WIND RIVER SYSTEMS I COMM 973149107 $27 1,500.00 Sole N/A Sole
WISCONSIN CENT TRANS COMM 976592105 $25 1,900.00 Sole N/A Sole
WOLVERINE WORLD WIDE COMM 978097103 $16 1,700.00 Sole N/A Sole
WORLD COLOR PRESS IN COMM 981443104 $32 1,500.00 Sole N/A Sole
XILINX INC COMM 983919101 $227 5,600.00 Sole N/A Sole
ZALE CORP NEW COMM 988858106 $48 1,400.00 Sole N/A Sole
ZEBRA TECHNOLOGIES C COMM 989207105 $29 1,200.00 Sole N/A Sole
MCDERMOTT J RAY S A CF P64658100 $45 1,500.00 Sole N/A Sole
$12,557 434,762.00
Florida Large Company Growth
ADC TELECOMMUNICATIO COMM 000886101 $1,710 35,856.00 Sole N/A None
AFLAC INC COMM 001055102 $3,839 70,523.00 Sole N/A None
AES CORP COMM 00130H105 $1,802 48,381.00 Sole N/A None
ABBOTT LABS COMM 002824100 $19,064 407,241.00 Sole N/A None
AIR PRODS & CHEMS IN COMM 009158106 $2,106 61,500.00 Sole N/A None
ALLEGHENY TELEDYNE I COMM 017415100 $996 52,600.00 Sole N/A None
ALLIED SIGNAL INC COMM 019512102 $7,354 149,500.00 Sole N/A None
ALLTEL CORP COMM 020039103 $4,603 73,800.00 Sole N/A None
ALTERA CORP COMM 021441100 $1,554 26,111.00 Sole N/A None
AMBAC INC COMM 023139108 $1,000 18,522.00 Sole N/A None
AMERICAN EXPRESS CO COMM 025816109 $14,307 121,500.00 Sole N/A None
AMERICAN HOME PRODS COMM 026609107 $23,079 353,696.00 Sole N/A None
AMERICAN INTL GROUP COMM 026874107 $39,426 326,847.00 Sole N/A None
AMERN PWR CONVERSION COMM 029066107 $691 25,593.00 Sole N/A None
AMGEN COMM 031162100 $10,228 136,600.00 Sole N/A None
ANHEUSER BUSCH COS COMM 035229103 $9,674 127,081.00 Sole N/A None
APOLLO GROUP INC COMM 037604105 $627 20,989.00 Sole N/A None
APPLIED MATLS INC COMM 038222105 $6,106 98,989.00 Sole N/A None
AUTOMATIC DATA PROCE COMM 053015103 $6,837 165,248.00 Sole N/A None
AUTOZONE INC COMM 053332102 $1,221 40,189.00 Sole N/A None
AVERY DENNISON CORP COMM 053611109 $1,791 31,152.00 Sole N/A None
BMC SOFTWARE INC COMM 055921100 $2,159 58,249.00 Sole N/A None
BANK NEW YORK INC COMM 064057102 $7,265 202,161.00 Sole N/A None
BED BATH & BEYOND IN COMM 075896100 $1,361 37,285.00 Sole N/A None
BELLSOUTH CORP COMM 079860102 $20,961 523,200.00 Sole N/A None
BELO A H CORP COMM 080555105 $589 32,285.00 Sole N/A None
BERGEN BRUNSWIG CORP COMM 083739102 $586 29,285.00 Sole N/A None
BRISTOL MYERS SQUIBB COMM 110122108 $34,195 533,250.00 Sole N/A None
BRUNSWICK CORP COMM 117043109 $469 24,600.00 Sole N/A None
CMS ENERGY CORP COMM 125896100 $1,118 27,764.00 Sole N/A None
CAMBRIDGE TECH PARTN COMM 132524109 $217 15,626.00 Sole N/A None
CAMPBELL SOUP CO COMM 134429109 $4,854 119,300.00 Sole N/A None
CAPITAL ONE FINL COR COMM 14040H105 $2,657 17,596.00 Sole N/A None
CARDINAL HEALTH INC COMM 14149Y108 $4,806 72,814.00 Sole N/A None
CARNIVAL CRUISE LINE COMM 143658102 $7,987 164,471.00 Sole N/A None
CASE EQUIPMENT CORP COMM 14743R103 $502 19,800.00 Sole N/A None
CENTEX CORP COMM 152312104 $530 15,889.00 Sole N/A None
CENTURY TEL ENTERPRI COMM 156686107 $1,731 24,639.00 Sole N/A None
CINCINNATI BELL INC COMM 171870108 $821 36,605.00 Sole N/A None
CISCO SYS INC COMM 17275R102 $46,425 423,728.00 Sole N/A None
CINTAS CORP COMM 172908105 $1,855 28,380.00 Sole N/A None
CLAYTON HOMES INC COMM 184190106 $428 38,657.00 Sole N/A None
CLEAR CHANNEL COMMUN COMM 184502102 $4,745 70,756.00 Sole N/A None
CLOROX CO COMM 189054109 $3,688 31,469.00 Sole N/A None
COASTAL CORP COMM 190441105 $1,882 57,028.00 Sole N/A None
COCA COLA CO COMM 191216100 $40,600 661,500.00 Sole N/A None
COMAIR CORP COMM 199789108 $630 26,684.50 Sole N/A None
COMPUTER SCIENCES CO COMM 205363104 $2,350 42,578.00 Sole N/A None
COMVERSE TECHNOLOGY COMM 205862402 $1,010 11,886.00 Sole N/A None
CRANE CO COMM 224399105 $445 18,396.00 Sole N/A None
DST SYS INC DEL COMM 233326107 $1,019 16,966.00 Sole N/A None
DANA CORP COMM 235811106 $1,690 44,482.00 Sole N/A None
DANAHER CORP COMM 235851102 $1,877 35,926.00 Sole N/A None
DELL COMPUTER CORP COMM 247025109 $27,909 682,800.00 Sole N/A None
DOLLAR GEN CORP COMM 256669102 $1,613 47,444.00 Sole N/A None
DOLLAR TREE STORES I COMM 256747106 $489 15,797.00 Sole N/A None
DONALDSON LUFKIN & S COMM 257661108 $2,273 32,587.00 Sole N/A None
DOVER CORP COMM 260003108 $1,969 59,885.00 Sole N/A None
E M C CORP MASS COMM 268648102 $17,201 134,644.00 Sole N/A None
ENSCO INTL INC COMM 26874Q100 $489 36,700.00 Sole N/A None
EASTMAN CHEM CO COMM 277432100 $896 21,300.00 Sole N/A None
EDWARD A G INC COMM 281760108 $830 25,400.00 Sole N/A None
EMERSON ELEC CO COMM 291011104 $6,215 117,397.00 Sole N/A None
EQUIFAX INC COMM 294429105 $1,358 39,500.00 Sole N/A None
EQUITABLE COS INC COMM 29444G107 $4,153 59,330.00 Sole N/A None
FDX CORP COMM 31304N107 $3,691 39,685.00 Sole N/A None
FIFTH THIRD BANCORP COMM 316773100 $4,707 71,384.00 Sole N/A None
FINOVA GROUP INC COMM 317928109 $860 16,586.00 Sole N/A None
FORT JAMES CORP COMM 347471104 $1,873 59,100.00 Sole N/A None
FRANKLIN RES INC COMM 354613101 $1,907 67,793.00 Sole N/A None
GTE CORP COMM 362320103 $15,521 256,539.00 Sole N/A None
GANNETT INC COMM 364730101 $4,761 75,578.00 Sole N/A None
GAP INC COMM 364760108 $10,299 153,000.00 Sole N/A None
GARTNER GROUP INC NE COMM 366651107 $610 27,040.00 Sole N/A None
GENERAL ELEC CO COMM 369604103 $97,273 879,300.00 Sole N/A None
GILLETTE COMPANY COMM 375766102 $17,691 297,648.00 Sole N/A None
GUIDANT CORP COMM 401698105 $4,888 80,800.00 Sole N/A None
HARLEY DAVIDSON INC COMM 412822108 $2,352 40,989.00 Sole N/A None
HEWLETT PACKARD CO COMM 428236103 $18,471 272,385.00 Sole N/A None
HOME DEPOT INC COMM 437076102 $24,625 395,582.00 Sole N/A None
ILLINOIS TOOL WKS IN COMM 452308109 $4,151 67,085.00 Sole N/A None
INGERSOLL RAND CO COMM 456866102 $2,188 44,096.00 Sole N/A None
INTEL CORP COMM 458140100 $53,175 447,315.00 Sole N/A None
INTERPUBLIC GROUP CO COMM 460690100 $2,905 37,300.00 Sole N/A None
INTERSTATE BAKERIES COMM 46072H108 $416 19,300.00 Sole N/A None
INTIMATE BRANDS INC COMM 461156101 $3,210 66,700.00 Sole N/A None
JOHNSON & JOHNSON COMM 478160104 $33,742 360,874.00 Sole N/A None
JOHNSON CTLS INC COMM 478366107 $1,422 22,793.00 Sole N/A None
JONES APPAREL GROUP COMM 480074103 $785 28,097.00 Sole N/A None
KLA-TENCOR CORP COMM 482480100 $1,135 23,375.00 Sole N/A None
K N ENERGY INC COMM 482620101 $365 18,311.00 Sole N/A None
KNIGHT RIDDER NEWSPP COMM 499040103 $1,050 21,000.00 Sole N/A None
KOHLS CORP COMM 500255104 $3,011 42,489.00 Sole N/A None
LAUDER ESTEE COS INC COMM 518439104 $1,544 16,343.00 Sole N/A None
LEAR CORP COMM 521865105 $764 17,900.00 Sole N/A None
LEXMARK INTL GROUP I COMM 529771107 $1,969 17,600.00 Sole N/A None
LINCARE HLDGS INC COMM 532791100 $439 15,608.00 Sole N/A None
LINEAR TECHNOLOGY CO COMM 535678106 $2,069 40,370.00 Sole N/A None
LOWES COS INC COMM 548661107 $5,728 94,670.00 Sole N/A None
MBNA CORP COMM 55262L100 $5,134 215,046.00 Sole N/A None
MANPOWER INC COMM 56418H100 $496 21,200.00 Sole N/A None
MARSH & MCLENNAN COS COMM 571748102 $5,129 69,084.00 Sole N/A None
MARTIN MARIETTA MATL COMM 573284106 $713 12,500.00 Sole N/A None
MASCO CORP COMM 574599106 $2,546 90,135.00 Sole N/A None
MAXIM INTEGRATED PRO COMM 57772K101 $1,919 35,459.00 Sole N/A None
MAYTAG CO COMM 578592107 $1,459 24,164.00 Sole N/A None
MCDONALDS CORP COMM 580135101 $16,453 363,100.00 Sole N/A None
MCGRAW HILL INC COMM 580645109 $2,877 52,786.00 Sole N/A None
MEDTRONIC INC COMM 585055106 $11,256 156,606.00 Sole N/A None
MERCK & CO INC COMM 589331107 $51,216 639,200.00 Sole N/A None
MEREDITH CORP COMM 589433101 $439 13,960.00 Sole N/A None
MICROSOFT CORP COMM 594918104 $121,612 1,356,896.00 Sole N/A None
MILLER HERMAN INC COMM 600544100 $416 22,800.00 Sole N/A None
MOLEX INC COMM 608554101 $1,210 41,204.00 Sole N/A None
MOTOROLA INC COMM 620076109 $11,801 161,100.00 Sole N/A None
NATIONAL COMM BANCOR COMM 635449101 $611 26,782.00 Sole N/A None
NEW YORK TIMES CO COMM 650111107 $1,394 48,900.00 Sole N/A None
NEWELL RUBBERMAID IN COMM 651229106 $3,566 75,069.00 Sole N/A None
NORTH FORK BANCORP COMM 659424105 $808 38,238.00 Sole N/A None
NORTHERN TR CORP COMM 665859104 $2,647 29,800.00 Sole N/A None
NUCOR CORP COMM 670346105 $1,035 23,496.00 Sole N/A None
OFFICE DEPOT INC COMM 676220106 $2,469 65,942.00 Sole N/A None
OMNICOM GROUP COMM 681919106 $3,622 45,315.00 Sole N/A None
ORACLE SYSTEMS CORP COMM 68389X105 $10,187 386,250.00 Sole N/A None
PACCAR INC COMM 693718108 $865 20,993.00 Sole N/A None
PARAMETRIC TECHNOLOG COMM 699173100 $1,417 71,737.00 Sole N/A None
PAYCHEX INC COMM 704326107 $2,084 43,939.00 Sole N/A None
PFIZER INC COMM 717081103 $48,317 348,230.00 Sole N/A None
PIXAR COMM 725811103 $469 11,900.00 Sole N/A None
PRICE T ROWE & ASSOC COMM 741477103 $1,106 32,170.00 Sole N/A None
PROCTER & GAMBLE CO COMM 742718109 $34,893 356,274.00 Sole N/A None
PROGRESSIVE CORP OHI COMM 743315103 $2,797 19,493.00 Sole N/A None
PROTECTIVE LIFE CORP COMM 743674103 $654 17,264.00 Sole N/A None
ROBERT HALF INTL INC COMM 770323103 $803 24,485.00 Sole N/A None
SAFEWAY INC COMM 786514208 $6,695 130,475.00 Sole N/A None
SARA LEE CORP COMM 803111103 $5,999 242,375.00 Sole N/A None
SCHERING PLOUGH CORP COMM 806605101 $21,787 394,334.00 Sole N/A None
SCHWAB CHARLES CP NE COMM 808513105 $10,339 107,561.00 Sole N/A None
SERVICE CORP INTL COMM 817565104 $1,044 73,277.00 Sole N/A None
SHERWIN WILLIAMS CO COMM 824348106 $1,296 46,096.00 Sole N/A None
SOLECTRON CORP COMM 834182107 $3,274 67,420.00 Sole N/A None
SOUTHWEST AIRLS CO COMM 844741108 $2,728 90,191.00 Sole N/A None
STARBUCKS CORP COMM 855244109 $1,354 48,240.00 Sole N/A None
STATE STR CORP COMM 857477103 $3,544 43,093.00 Sole N/A None
STORAGE TECHNOLOGY C COMM 862111200 $740 26,545.00 Sole N/A None
STRYKER CORP COMM 863667101 $1,306 25,896.00 Sole N/A None
SUN MICROSYSTEMS INC COMM 866810104 $12,929 103,378.00 Sole N/A None
SYMBOL TECHNOLOGIES COMM 871508107 $711 15,800.00 Sole N/A None
SYNOPSYS INC COMM 871607107 $1,014 18,873.00 Sole N/A None
SYSCO CORP COMM 871829107 $2,350 89,300.00 Sole N/A None
TELLABS INC COMM 879664100 $5,100 52,170.00 Sole N/A None
TERADYNE INC COMM 880770102 $1,221 22,385.00 Sole N/A None
TEXTRON INC COMM 883203101 $3,288 42,500.00 Sole N/A None
TOSCO CORP COMM 891490302 $1,017 41,002.00 Sole N/A None
TRANSOCEAN OFFSHORE COMM 893817106 $775 26,900.00 Sole N/A None
UAL CORP COMM 902549500 $1,113 14,293.00 Sole N/A None
UNITED TECHNOLOGIES COMM 913017109 $8,208 60,600.00 Sole N/A None
UTILICORP UTD INC COMM 918005109 $550 24,178.00 Sole N/A None
WAL MART STORES INC COMM 931142103 $55,008 596,700.00 Sole N/A None
WARNER LAMBERT CO COMM 934488107 $14,604 220,444.00 Sole N/A None
WATSON PHARMACEUTICA COMM 942683103 $1,124 25,476.00 Sole N/A None
WEATHERFORD INTL INC COMM 947074100 $713 27,295.00 Sole N/A None
WELLS FARGO & CO NEW COMM 949746101 $15,465 441,078.00 Sole N/A None
WESTERN RES INC COMM 959425109 $470 17,627.00 Sole N/A None
WILLIAMS COS COMM 969457100 $4,533 114,756.00 Sole N/A None
WRIGLEY WM JR CO COMM 982526105 $2,822 31,200.00 Sole N/A None
XILINX INC COMM 983919101 $1,574 38,800.00 Sole N/A None
XEROX CORP COMM 984121103 $9,394 176,000.00 Sole N/A None
ZIONS BANCORP COMM 989701107 $1,398 21,023.00 Sole N/A None
$1,314,365 19,741,390.50
Florida Large Company Value
AETNA INC COMM 008117103 $3,262 39,300.00 Sole N/A None
AIR PRODS & CHEMS IN COMM 009158106 $2,147 62,700.00 Sole N/A None
ALBERTSONS INC COMM 013104104 $3,640 66,872.00 Sole N/A None
ALCOA INC COMM 013817101 $4,160 101,000.00 Sole N/A None
ALLEGHENY ENERGY INC COMM 017361106 $982 33,300.00 Sole N/A None
ALLEGHENY TELEDYNE I COMM 017415100 $1,070 56,500.00 Sole N/A None
ALLSTATE CORP COMM 020002101 $8,254 222,700.00 Sole N/A None
AMEREN CORP COMM 023608102 $1,350 37,300.00 Sole N/A None
AMERICAN GENERAL CO COMM 026351106 $4,829 68,500.00 Sole N/A None
AMERICAN GREETINGS COMM 026375105 $1,401 55,200.00 Sole N/A None
ASHLAND INC COMM 044204105 $864 21,100.00 Sole N/A None
BALTIMORE GAS&ELEC COMM 059165100 $1,028 40,500.00 Sole N/A None
BANK ONE CORP COMM 06423A103 $17,556 318,842.00 Sole N/A None
BANKAMERICA CORP NEW COMM 06605F102 $33,137 469,196.00 Sole N/A None
BARD C R INC COMM 067383109 $772 15,300.00 Sole N/A None
BAUSCH & LOMB INC COMM 071707103 $1,034 15,900.00 Sole N/A None
BROWNING FERRIS INDS COMM 115885105 $1,682 43,629.00 Sole N/A None
BRUNSWICK CORP COMM 117043109 $536 28,100.00 Sole N/A None
BURLINGTON NORTHN SA COMM 12189T104 $4,241 129,000.00 Sole N/A None
CIGNA CORP COMM 125509109 $4,702 56,100.00 Sole N/A None
CSX CORP COMM 126408103 $2,356 60,500.00 Sole N/A None
CHASE MANHATTAN CORP COMM 16161A108 $18,667 229,400.00 Sole N/A None
CHEVRON CORP COMM 166751107 $15,762 177,600.00 Sole N/A None
CINERGY CORP COMM 172474108 $1,185 43,100.00 Sole N/A None
COLUMBIA ENERGY GROU COMM 197648108 $1,186 22,700.00 Sole N/A None
COMERICA INC COMM 200340107 $2,641 42,300.00 Sole N/A None
CONSECO INC COMM 208464107 $2,692 87,194.05 Sole N/A None
CONSOLIDATED EDISON COMM 209115104 $2,868 63,300.00 Sole N/A None
CONSOLIDATED NAT GAS COMM 209615103 $1,266 26,000.00 Sole N/A None
COOPER INDS INC COMM 216669101 $1,219 28,600.00 Sole N/A None
CRANE CO COMM 224399105 $481 19,900.00 Sole N/A None
DPL INC COMM 233293109 $723 43,800.00 Sole N/A None
DQE INC COMM 23329J104 $810 21,100.00 Sole N/A None
DTE ENERGY CO COMM 233331107 $1,514 39,400.00 Sole N/A None
DANA CORP COMM 235811106 $1,737 45,700.00 Sole N/A None
DARDEN RESTAURANTS I COMM 237194105 $1,654 80,200.00 Sole N/A None
DE LUXE CHECK PRINTE COMM 248019101 $665 22,824.00 Sole N/A None
DIAMOND OFFSHORE DRI COMM 25271C102 $1,208 38,200.00 Sole N/A None
DOMINION RES INC VA COMM 257470104 $1,958 53,000.00 Sole N/A None
DOW CHEM CO COMM 260543103 $5,610 60,200.00 Sole N/A None
DUKE ENERGY CORPORATION COMM 264399106 $5,383 98,200.00 Sole N/A None
EASTMAN CHEM CO COMM 277432100 $921 21,900.00 Sole N/A None
EATON CORP COMM 278058102 $1,409 19,700.00 Sole N/A None
EDWARD A G INC COMM 281760108 $869 26,600.00 Sole N/A None
EL PASO ENERGY CORP COMM 283905107 $1,069 32,700.00 Sole N/A None
ELECTRONIC DATA SYS COMM 285661104 $6,531 134,145.00 Sole N/A None
ENERGY EAST CORP COMM 29266M109 $904 17,200.00 Sole N/A None
ENRON CORP COMM 293561106 $5,763 89,700.00 Sole N/A None
ENTERGY CORP NEW COMM 29364G103 $1,840 66,900.00 Sole N/A None
FPL GROUP INC COMM 302571104 $2,615 49,100.00 Sole N/A None
FINOVA GROUP INC COMM 317928109 $903 17,400.00 Sole N/A None
FIRST SEC CORP DEL COMM 336294103 $994 51,491.00 Sole N/A None
FIRST UN CORP COMM 337358105 $14,359 268,710.00 Sole N/A None
FLEET FINL GROUP INC COMM 338915101 $5,802 154,200.00 Sole N/A None
FLORIDA PROGRESS COR COMM 341109106 $997 26,400.00 Sole N/A None
FLUOR CORP COMM 343861100 $584 21,622.00 Sole N/A None
FORD MTR CO DEL COMM 345370100 $18,616 328,400.00 Sole N/A None
GPU INC COMM 36225X100 $1,298 34,800.00 Sole N/A None
GENERAL DYNAMICS COR COMM 369550108 $2,236 34,800.00 Sole N/A None
GENERAL MTRS CORP COMM 370442105 $15,460 177,700.00 Sole N/A None
GENUINE PARTS CO COMM 372460105 $1,429 49,600.00 Sole N/A None
GOODRICH B F CO COMM 382388106 $717 20,900.00 Sole N/A None
GOODYEAR TIRE & RUBR COMM 382550101 $2,227 44,700.00 Sole N/A None
GREENPOINT FINL CORP COMM 395384100 $900 25,900.00 Sole N/A None
HARRIS CORP DEL COMM 413875105 $670 23,400.00 Sole N/A None
HARTFORD FINL SVCS G COMM 416515104 $3,606 63,480.00 Sole N/A None
HILTON HOTELS CORP COMM 432848109 $1,055 75,000.00 Sole N/A None
HORMEL GEO A & CO COMM 440452100 $734 20,600.00 Sole N/A None
IMC FERTILIZER GROUP COMM 449669100 $658 32,200.00 Sole N/A None
INGERSOLL RAND CO COMM 456866102 $2,238 45,100.00 Sole N/A None
INTERNATIONAL FLAV&F COMM 459506101 $1,206 32,100.00 Sole N/A None
JEFFERSON PILOT CORP COMM 475070108 $1,961 28,950.00 Sole N/A None
JOHNSON CTLS INC COMM 478366107 $1,460 23,400.00 Sole N/A None
K N ENERGY INC COMM 482620101 $373 18,700.00 Sole N/A None
KEYCORP COMM 493267108 $3,747 123,600.00 Sole N/A None
KEYSPAN ENERGY COMM 49337K106 $1,001 39,858.00 Sole N/A None
KNIGHT RIDDER NEWSPP COMM 499040103 $1,105 22,100.00 Sole N/A None
LG&E ENERGY CORP COMM 501917108 $733 35,200.00 Sole N/A None
LAFARGE CORP COMM 505862102 $540 19,300.00 Sole N/A None
LIMITED INC COMM 532716107 $2,449 61,800.00 Sole N/A None
LIZ CLAIBORNE COMM 539320101 $633 19,400.00 Sole N/A None
LOCKHEED MARTIN CORP COMM 539830109 $4,039 107,000.00 Sole N/A None
LYONDELL PETROCHEMIC COMM 552078107 $302 22,100.00 Sole N/A None
MAY DEPT STORES CO COMM 577778103 $3,733 95,400.00 Sole N/A None
MAYTAG CO COMM 578592107 $1,534 25,412.00 Sole N/A None
MCCORMICK & CO INC COMM 579780206 $592 20,431.00 Sole N/A None
MEAD CORP COMM 582834107 $889 28,900.00 Sole N/A None
MERCANTILE BANCORP COMM 587342106 $2,033 42,800.00 Sole N/A None
MERRILL LYNCH & CO COMM 590188108 $8,540 96,500.00 Sole N/A None
MILLENNIUM CHEMICALS COMM 599903101 $436 21,928.00 Sole N/A None
MOBIL CORP COMM 607059102 $18,665 212,100.00 Sole N/A None
MORGAN J P & CO INC COMM 616880100 $5,860 47,500.00 Sole N/A None
MORTON INTL INC COMM 619335102 $1,220 33,200.00 Sole N/A None
NATIONAL CITY CORP COMM 635405103 $5,882 88,611.00 Sole N/A None
NATIONAL SVC INDS IN COMM 637657107 $412 12,100.00 Sole N/A None
NEW ENGLAND ELEC SYS COMM 644001109 $791 16,300.00 Sole N/A None
NEW YORK TIMES CO COMM 650111107 $1,448 50,800.00 Sole N/A None
NORDSTROM INC COMM 655664100 $1,590 38,900.00 Sole N/A None
NORTHN STS PWR MINN COMM 665772109 $960 41,400.00 Sole N/A None
NORTHROP CORP COMM 666807102 $1,144 19,100.00 Sole N/A None
OLD REP INTL CORP COMM 680223104 $685 37,550.00 Sole N/A None
PG&E CORP COMM 69331C108 $3,224 103,800.00 Sole N/A None
PNC FINANCIAL CORP COMM 693475105 $4,539 81,700.00 Sole N/A None
PACCAR INC COMM 693718108 $935 22,700.00 Sole N/A None
PARK PL ENTMT CORP COMM 700690100 $652 86,200.00 Sole N/A None
PARKER HANNIFIN CORP COMM 701094104 $1,031 30,100.00 Sole N/A None
PENNEY J C INC COMM 708160106 $2,907 71,768.00 Sole N/A None
PHELPS DODGE CORP COMM 717265102 $832 16,900.00 Sole N/A None
PHILLIPS PETE CO COMM 718507106 $3,303 69,900.00 Sole N/A None
PINNACLE WEST CAP CO COMM 723484101 $837 23,000.00 Sole N/A None
POTOMAC ELEC PWR CO COMM 737679100 $747 32,200.00 Sole N/A None
PROTECTIVE LIFE CORP COMM 743674103 $670 17,700.00 Sole N/A None
PUBLIC SVC ENTERPRIS COMM 744573106 $2,314 60,600.00 Sole N/A None
PUGET SOUND ENERGY COMM 745332106 $530 23,000.00 Sole N/A None
RAYTHEON CO COMM 755111408 $5,382 91,800.00 Sole N/A None
READERS DIGEST ASSN COMM 755267101 $949 30,200.00 Sole N/A None
REGIONS FINL CORP COMM 758940100 $2,084 60,192.00 Sole N/A None
RELIASTAR FINL CORP COMM 75952U103 $1,066 24,999.00 Sole N/A None
RITE AID CORP COMM 767754104 $1,768 70,700.00 Sole N/A None
RYDER SYS INC COMM 783549108 $602 21,800.00 Sole N/A None
SCANA CORP COMM 805898103 $612 28,200.00 Sole N/A None
SEARS ROEBUCK & CO COMM 812387108 $4,709 104,200.00 Sole N/A None
SHERWIN WILLIAMS CO COMM 824348106 $1,342 47,700.00 Sole N/A None
SONAT INC COMM 835415100 $897 29,900.00 Sole N/A None
SOUTHERN CO COMM 842587107 $4,408 189,100.00 Sole N/A None
SOUTHTRUST CORP COMM 844730101 $1,679 45,000.00 Sole N/A None
SUMMIT BANCORP COMM 866005101 $1,841 47,200.00 Sole N/A None
SUPERVALU INC COMM 868536103 $695 33,700.00 Sole N/A None
TECO ENERGY INC COMM 872375100 $714 35,900.00 Sole N/A None
TANDY CORP COMM 875382103 $1,729 27,100.00 Sole N/A None
TENNECO INC NEW COMM 88037E101 $1,310 46,900.00 Sole N/A None
TEXAS UTILS CO COMM 882848104 $3,217 76,600.00 Sole N/A None
THOMAS & BETTS CORP COMM 884315102 $639 17,000.00 Sole N/A None
TIDEWATER INC. COMM 886423102 $515 19,900.00 Sole N/A None
TORCHMARK CORP COMM 891027104 $1,211 38,300.00 Sole N/A None
TRANSAMERICA CORP COMM 893485102 $2,414 34,000.00 Sole N/A None
USX-U S STL COMM 90337T101 $623 26,500.00 Sole N/A None
UNICOM CORP COMM 904911104 $2,154 58,900.00 Sole N/A None
UNION CARBIDE CORP COMM 905581104 $1,645 36,400.00 Sole N/A None
U S WEST INC NEW COMM 91273H101 $7,632 138,600.00 Sole N/A None
UTILICORP UTD INC COMM 918005109 $557 24,500.00 Sole N/A None
WARNACO GROUP INC COMM 934390105 $462 18,700.00 Sole N/A None
WASHINGTON MUT INC COMM 939322103 $6,602 161,516.00 Sole N/A None
WESTVACO CORP COMM 961548104 $609 29,000.00 Sole N/A None
WEYERHAEUSER CO COMM 962166104 $3,036 54,700.00 Sole N/A None
WHIRLPOOL CORP COMM 963320106 $1,185 21,800.00 Sole N/A None
WHITMAN CORP COMM 96647K102 $495 28,800.00 Sole N/A None
WILLIAMS COS COMM 969457100 $4,582 116,000.00 Sole N/A None
WISCONSIN ENERGY COR COMM 976657106 $816 31,300.00 Sole N/A None
$434,297 9,147,720.05
FORD LV
AETNA INC COMM 008117103 $4,250 51,200.00 Sole N/A None
AIR PRODS & CHEMS IN COMM 009158106 $2,812 82,100.00 Sole N/A None
ALBERTSONS INC COMM 013104104 $4,791 88,000.00 Sole N/A None
ALCOA INC COMM 013817101 $5,416 131,500.00 Sole N/A None
ALLEGHENY ENERGY INC COMM 017361106 $1,294 43,853.00 Sole N/A None
ALLEGHENY TELEDYNE I COMM 017415100 $1,329 70,200.00 Sole N/A None
ALLSTATE CORP COMM 020002101 $10,893 293,900.00 Sole N/A None
AMEREN CORP COMM 023608102 $1,777 49,100.00 Sole N/A None
AMERICAN GENERAL CO COMM 026351106 $6,366 90,300.00 Sole N/A None
AMERICAN GREETINGS COMM 026375105 $634 24,992.00 Sole N/A None
ASHLAND INC COMM 044204105 $1,091 26,640.00 Sole N/A None
BALTIMORE GAS&ELEC COMM 059165100 $1,354 53,378.00 Sole N/A None
BANK ONE CORP COMM 06423A103 $23,188 421,125.00 Sole N/A None
BANKAMERICA CORP NEW COMM 06605F102 $43,775 619,821.00 Sole N/A None
BARD C R INC COMM 067383109 $968 19,193.00 Sole N/A None
BAUSCH & LOMB INC COMM 071707103 $1,307 20,100.00 Sole N/A None
BROWNING FERRIS INDS COMM 115885105 $2,183 56,600.00 Sole N/A None
BRUNSWICK CORP COMM 117043109 $627 32,885.00 Sole N/A None
BURLINGTON NORTHN SA COMM 12189T104 $5,523 168,000.00 Sole N/A None
CIGNA CORP COMM 125509109 $6,202 74,000.00 Sole N/A None
CSX CORP COMM 126408103 $3,025 77,700.00 Sole N/A None
CHASE MANHATTAN CORP COMM 16161A108 $24,654 302,968.00 Sole N/A None
CHEVRON CORP COMM 166751107 $20,740 233,685.00 Sole N/A None
CINERGY CORP COMM 172474108 $1,562 56,800.00 Sole N/A None
COLUMBIA ENERGY GROU COMM 197648108 $1,562 29,900.00 Sole N/A None
COMERICA INC COMM 200340107 $3,482 55,760.00 Sole N/A None
CONSECO INC COMM 208464107 $3,541 114,676.00 Sole N/A None
CONSOLIDATED EDISON COMM 209115104 $3,783 83,476.00 Sole N/A None
CONSOLIDATED NAT GAS COMM 209615103 $1,670 34,295.00 Sole N/A None
COOPER INDS INC COMM 216669101 $1,581 37,082.00 Sole N/A None
CRANE CO COMM 224399105 $593 24,500.00 Sole N/A None
DPL INC COMM 233293109 $952 57,668.00 Sole N/A None
DQE INC COMM 23329J104 $1,068 27,843.00 Sole N/A None
DTE ENERGY CO COMM 233331107 $1,997 51,948.00 Sole N/A None
DANA CORP COMM 235811106 $2,261 59,490.00 Sole N/A None
DARDEN RESTAURANTS I COMM 237194105 $1,017 49,300.00 Sole N/A None
DE LUXE CHECK PRINTE COMM 248019101 $839 28,800.00 Sole N/A None
DIAMOND OFFSHORE DRI COMM 25271C102 $1,537 48,600.00 Sole N/A None
DOMINION RES INC VA COMM 257470104 $2,586 70,000.00 Sole N/A None
DOW CHEM CO COMM 260543103 $7,393 79,331.00 Sole N/A None
DUKE ENERGY CORPORATION COMM 264399106 $7,104 129,613.00 Sole N/A None
EASTMAN CHEM CO COMM 277432100 $1,194 28,395.00 Sole N/A None
EATON CORP COMM 278058102 $1,830 25,600.00 Sole N/A None
EDWARD A G INC COMM 281760108 $1,108 33,902.00 Sole N/A None
EL PASO ENERGY CORP COMM 283905107 $1,406 43,000.00 Sole N/A None
ELECTRONIC DATA SYS COMM 285661104 $8,593 176,500.00 Sole N/A None
ENERGY EAST CORP COMM 29266M109 $1,188 22,600.00 Sole N/A None
ENRON CORP COMM 293561106 $7,614 118,500.00 Sole N/A None
ENTERGY CORP NEW COMM 29364G103 $2,428 88,300.00 Sole N/A None
FPL GROUP INC COMM 302571104 $3,448 64,755.00 Sole N/A None
FINOVA GROUP INC COMM 317928109 $1,146 22,100.00 Sole N/A None
FIRST SEC CORP DEL COMM 336294103 $1,304 67,537.00 Sole N/A None
FIRST UN CORP COMM 337358105 $18,963 354,870.00 Sole N/A None
FLEET FINL GROUP INC COMM 338915101 $7,660 203,580.00 Sole N/A None
FLORIDA PROGRESS COR COMM 341109106 $1,314 34,800.00 Sole N/A None
FLUOR CORP COMM 343861100 $729 27,000.00 Sole N/A None
FORTUNE BRANDS INC COMM 349631101 $2,356 61,200.00 Sole N/A None
GPU INC COMM 36225X100 $1,709 45,800.00 Sole N/A None
GENERAL DYNAMICS COR COMM 369550108 $2,917 45,400.00 Sole N/A None
GENERAL MTRS CORP COMM 370442105 $20,396 234,439.00 Sole N/A None
GENUINE PARTS CO COMM 372460105 $1,856 64,400.00 Sole N/A None
GOODRICH B F CO COMM 382388106 $913 26,600.00 Sole N/A None
GOODYEAR TIRE & RUBR COMM 382550101 $2,780 55,800.00 Sole N/A None
GREENPOINT FINL CORP COMM 395384100 $1,179 33,914.00 Sole N/A None
HARRIS CORP DEL COMM 413875105 $807 28,192.00 Sole N/A None
HARTFORD FINL SVCS G COMM 416515104 $4,750 83,600.00 Sole N/A None
HILTON HOTELS CORP COMM 432848109 $1,312 93,300.00 Sole N/A None
HORMEL GEO A & CO COMM 440452100 $938 26,322.00 Sole N/A None
IMC FERTILIZER GROUP COMM 449669100 $836 40,900.00 Sole N/A None
INGERSOLL RAND CO COMM 456866102 $2,925 58,950.00 Sole N/A None
INTERNATIONAL FLAV&F COMM 459506101 $1,427 38,000.00 Sole N/A None
JEFFERSON PILOT CORP COMM 475070108 $2,574 37,992.00 Sole N/A None
JOHNSON CTLS INC COMM 478366107 $1,896 30,393.00 Sole N/A None
K N ENERGY INC COMM 482620101 $488 24,500.00 Sole N/A None
KEYCORP COMM 493267108 $4,941 163,000.00 Sole N/A None
KEYSPAN ENERGY COMM 49337K106 $1,318 52,472.00 Sole N/A None
KNIGHT RIDDER NEWSPP COMM 499040103 $1,405 28,100.00 Sole N/A None
LG&E ENERGY CORP COMM 501917108 $966 46,400.00 Sole N/A None
LAFARGE CORP COMM 505862102 $672 24,000.00 Sole N/A None
LIMITED INC COMM 532716107 $3,210 81,000.00 Sole N/A None
LIZ CLAIBORNE COMM 539320101 $754 23,100.00 Sole N/A None
LOCKHEED MARTIN CORP COMM 539830109 $5,308 140,600.00 Sole N/A None
LOEWS CORP COMM 540424108 $3,037 40,700.00 Sole N/A None
LYONDELL PETROCHEMIC COMM 552078107 $376 27,500.00 Sole N/A None
MAY DEPT STORES CO COMM 577778103 $4,910 125,500.00 Sole N/A None
MAYTAG CO COMM 578592107 $1,944 32,200.00 Sole N/A None
MCCORMICK & CO INC COMM 579780206 $754 26,000.00 Sole N/A None
MEAD CORP COMM 582834107 $1,122 36,500.00 Sole N/A None
MERCANTILE BANCORP COMM 587342106 $2,679 56,400.00 Sole N/A None
MERRILL LYNCH & CO COMM 590188108 $11,248 127,100.00 Sole N/A None
MILLENNIUM CHEMICALS COMM 599903101 $553 27,800.00 Sole N/A None
MOBIL CORP COMM 607059102 $24,578 279,298.00 Sole N/A None
MORGAN J P & CO INC COMM 616880100 $7,723 62,600.00 Sole N/A None
MORTON INTL INC COMM 619335102 $1,588 43,200.00 Sole N/A None
NATIONAL CITY CORP COMM 635405103 $7,756 116,847.00 Sole N/A None
NATIONAL SVC INDS IN COMM 637657107 $501 14,698.00 Sole N/A None
NEW ENGLAND ELEC SYS COMM 644001109 $1,038 21,400.00 Sole N/A None
NEW YORK TIMES CO COMM 650111107 $1,861 65,300.00 Sole N/A None
NORDSTROM INC COMM 655664100 $2,081 50,900.00 Sole N/A None
NORTHN STS PWR MINN COMM 665772109 $1,266 54,600.00 Sole N/A None
NORTHROP CORP COMM 666807102 $1,479 24,700.00 Sole N/A None
OLD REP INTL CORP COMM 680223104 $889 48,735.00 Sole N/A None
PG&E CORP COMM 69331C108 $4,256 137,010.00 Sole N/A None
PNC FINANCIAL CORP COMM 693475105 $5,990 107,800.00 Sole N/A None
PACCAR INC COMM 693718108 $1,153 28,000.00 Sole N/A None
PARK PL ENTMT CORP COMM 700690100 $706 93,300.00 Sole N/A None
PARKER HANNIFIN CORP COMM 701094104 $1,332 38,894.00 Sole N/A None
PENNEY J C INC COMM 708160106 $3,823 94,400.00 Sole N/A None
PHELPS DODGE CORP COMM 717265102 $1,021 20,726.00 Sole N/A None
PHILLIPS PETE CO COMM 718507106 $4,309 91,200.00 Sole N/A None
PINNACLE WEST CAP CO COMM 723484101 $1,102 30,300.00 Sole N/A None
POTOMAC ELEC PWR CO COMM 737679100 $983 42,400.00 Sole N/A None
PROTECTIVE LIFE CORP COMM 743674103 $875 23,100.00 Sole N/A None
PUBLIC SVC ENTERPRIS COMM 744573106 $3,053 79,950.00 Sole N/A None
PUGET SOUND ENERGY COMM 745332106 $697 30,239.00 Sole N/A None
RAYTHEON CO COMM 755111408 $7,076 120,700.00 Sole N/A None
READERS DIGEST ASSN COMM 755267101 $1,207 38,400.00 Sole N/A None
REGIONS FINL CORP COMM 758940100 $2,742 79,187.00 Sole N/A None
RELIASTAR FINL CORP COMM 75952U103 $1,392 32,648.00 Sole N/A None
RITE AID CORP COMM 767754104 $2,315 92,600.00 Sole N/A None
RYDER SYS INC COMM 783549108 $707 25,600.00 Sole N/A None
SCANA CORP COMM 805898103 $805 37,104.00 Sole N/A None
SEARS ROEBUCK & CO COMM 812387108 $6,200 137,200.00 Sole N/A None
SHERWIN WILLIAMS CO COMM 824348106 $1,733 61,600.00 Sole N/A None
SONAT INC COMM 835415100 $1,182 39,400.00 Sole N/A None
SOUTHERN CO COMM 842587107 $5,822 249,729.00 Sole N/A None
SOUTHTRUST CORP COMM 844730101 $2,207 59,139.00 Sole N/A None
SUMMIT BANCORP COMM 866005101 $2,426 62,199.00 Sole N/A None
SUPERVALU INC COMM 868536103 $887 43,000.00 Sole N/A None
TECO ENERGY INC COMM 872375100 $938 47,196.00 Sole N/A None
TANDY CORP COMM 875382103 $2,265 35,500.00 Sole N/A None
TENNECO INC NEW COMM 88037E101 $1,701 60,900.00 Sole N/A None
TEXAS UTILS CO COMM 882848104 $4,246 101,100.00 Sole N/A None
THOMAS & BETTS CORP COMM 884315102 $762 20,293.00 Sole N/A None
TIDEWATER INC. COMM 886423102 $515 19,900.00 Sole N/A None
TORCHMARK CORP COMM 891027104 $1,588 50,200.00 Sole N/A None
TRANSAMERICA CORP COMM 893485102 $3,177 44,740.00 Sole N/A None
UST INC COMM 902911106 $1,740 66,600.00 Sole N/A None
USX-U S STL COMM 90337T101 $743 31,600.00 Sole N/A None
UNICOM CORP COMM 904911104 $2,845 77,800.00 Sole N/A None
UNION CARBIDE CORP COMM 905581104 $2,151 47,600.00 Sole N/A None
U S WEST INC NEW COMM 91273H101 $9,921 180,184.00 Sole N/A None
UTILICORP UTD INC COMM 918005109 $735 32,300.00 Sole N/A None
WARNACO GROUP INC COMM 934390105 $526 21,300.00 Sole N/A None
WASHINGTON MUT INC COMM 939322103 $8,685 212,480.00 Sole N/A None
WESTVACO CORP COMM 961548104 $755 35,929.00 Sole N/A None
WEYERHAEUSER CO COMM 962166104 $3,957 71,300.00 Sole N/A None
WHIRLPOOL CORP COMM 963320106 $1,479 27,200.00 Sole N/A None
WHITMAN CORP COMM 96647K102 $620 36,100.00 Sole N/A None
WILLIAMS COS COMM 969457100 $6,051 153,200.00 Sole N/A None
WISCONSIN ENERGY COR COMM 976657106 $1,076 41,300.00 Sole N/A None
$549,138 11,562,660.00
FORD SV
AAR CORP COMM 000361105 $528 29,650.00 Sole N/A None
ABM INDS INC COMM 000957100 $709 23,256.00 Sole N/A None
AVX CORP NEW COMM 002444107 $1,488 93,000.00 Sole N/A None
ALBANY INTL CORP COMM 012348108 $599 31,950.00 Sole N/A None
ALEXANDER & BALDWIN COMM 014482103 $944 48,100.00 Sole N/A None
ALFA CORP COMM 015385107 $708 43,900.00 Sole N/A None
AMCOL INTL CORP COMM 02341W103 $291 29,100.00 Sole N/A None
AMERICAN BUSINESS PR COMM 024763104 $235 16,800.00 Sole N/A None
AMERICAN MED SEC GRO COMM 02744P101 $249 17,800.00 Sole N/A None
ARCTIC CAT INC COMM 039670104 $291 29,300.00 Sole N/A None
ARGONAUT GROUP INC COMM 040157109 $665 25,900.00 Sole N/A None
ARNOLD INDS INC COMM 042595108 $402 27,000.00 Sole N/A None
ARVIN INDS INC COMM 043339100 $933 27,700.00 Sole N/A None
ATMOS ENERGY CORP COMM 049560105 $792 32,900.00 Sole N/A None
AVISTA CORP COMM 05379B107 $976 60,078.00 Sole N/A None
BALDOR ELEC CO COMM 057741100 $803 39,900.00 Sole N/A None
BALL CORP COMM 058498106 $1,554 33,100.00 Sole N/A None
BANCWEST CORP NEW COMM 059790105 $2,569 60,452.00 Sole N/A None
BANK UTD CORP COMM 065412108 $1,247 30,500.00 Sole N/A None
BANTA GEORGE INC COMM 066821109 $593 31,200.00 Sole N/A None
BARNES GROUP INC COMM 067806109 $401 21,400.00 Sole N/A None
BASSETT FURNITURE IN COMM 070203104 $294 13,300.00 Sole N/A None
BAY VIEW CAP CORP COMM 07262L101 $393 20,800.00 Sole N/A None
BLACK HILLS PWR & LT COMM 092113109 $494 23,200.00 Sole N/A None
BOB EVANS FARMS INC COMM 096761101 $882 44,100.00 Sole N/A None
BORG-WARNER AUTOMOTI COMM 099724106 $1,364 28,527.00 Sole N/A None
BOWNE & CO INC COMM 103043105 $462 39,500.00 Sole N/A None
CLECO CORP COMM 12561M107 $714 24,200.00 Sole N/A None
CNB BANCSHARES INC COMM 126126101 $1,546 38,410.00 Sole N/A None
CALGON CARBON CORP COMM 129603106 $217 41,900.00 Sole N/A None
CALIFORNIA WTR SVC G COMM 130788102 $333 13,600.00 Sole N/A None
CARAUSTAR INDS INC COMM 140909102 $621 27,000.00 Sole N/A None
CARLISLE CORP COMM 142339100 $1,473 31,500.00 Sole N/A None
CARPENTER TECHNOLOGY COMM 144285103 $613 23,652.00 Sole N/A None
CATO CORP NEW COMM 149205106 $275 29,500.00 Sole N/A None
CENTRAL HUDSON GAS&E COMM 153609102 $652 18,200.00 Sole N/A None
CHEMED CORP COMM 163596109 $262 10,180.00 Sole N/A None
CHESAPEAKE CORP VA COMM 165159104 $627 23,100.00 Sole N/A None
CHITTENDEN CORP COMM 170228100 $408 15,300.00 Sole N/A None
CHURCH & DWIGHT INC COMM 171340102 $848 20,800.00 Sole N/A None
CIRCLE INTL GROUP IN COMM 172574105 $268 18,400.00 Sole N/A None
CITIZENS BKG CORP MI COMM 174420109 $1,089 30,263.00 Sole N/A None
CLARCOR INC COMM 179895107 $456 26,750.00 Sole N/A None
CLEVELAND CLIFFS INC COMM 185896107 $409 12,000.00 Sole N/A None
COLUMBUS MCKINNON CO COMM 199333105 $298 14,800.00 Sole N/A None
COMMERCIAL METALS CO COMM 201723103 $314 15,700.00 Sole N/A None
COMMONWEALTH ENERGY COMM 202800108 $882 23,200.00 Sole N/A None
COORS ADOLPH CO COMM 217016104 $2,122 39,300.00 Sole N/A None
DEXTER CORP COMM 252165105 $791 25,108.00 Sole N/A None
DIAGNOSTIC PRODS CP COMM 252450101 $361 14,900.00 Sole N/A None
DIME CMNTY BANCORP I COMM 253922108 $319 13,900.00 Sole N/A None
DONALDSON INC COMM 257651109 $920 51,100.00 Sole N/A None
EG & G INC COMM 268457108 $1,271 48,200.00 Sole N/A None
EASTERN ENTERPRISES COMM 27637F100 $884 24,300.00 Sole N/A None
EASTERN UTILS ASSOC COMM 277173100 $622 21,980.00 Sole N/A None
EMPIRE DIST ELEC CO COMM 291641108 $419 18,348.00 Sole N/A None
ENERGEN CORP COMM 29265N108 $474 31,700.00 Sole N/A None
EQUITABLE RES INC COMM 294549100 $1,040 39,900.00 Sole N/A None
EVEREN CAPITAL CORP COMM 299761106 $734 37,500.00 Sole N/A None
F & M NATL CORP COMM 302374103 $566 23,576.00 Sole N/A None
FNB CORP COMM 302520101 $421 18,290.00 Sole N/A None
FERRO CORP COMM 315405100 $918 37,100.00 Sole N/A None
FIRST AMERN FINL COR COMM 318522307 $1,020 64,500.00 Sole N/A None
FLEETWOOD ENTERPRISE COMM 339099103 $1,073 37,500.00 Sole N/A None
FLORIDA ROCK INDS IN COMM 341140101 $672 19,700.00 Sole N/A None
FOREMOST CORP OF AME COMM 345469100 $590 29,322.00 Sole N/A None
FULTON FINL CORP PA COMM 360271100 $1,552 67,651.00 Sole N/A None
GALLAGHER ARTHUR J & COMM 363576109 $856 18,600.00 Sole N/A None
GERBER SCIENTIFIC IN COMM 373730100 $493 24,400.00 Sole N/A None
GLATFELTER P H CO COMM 377316104 $505 45,100.00 Sole N/A None
GRACO INC COMM 384109104 $477 21,600.00 Sole N/A None
GUILFORD MLS INC COMM 401794102 $217 24,788.00 Sole N/A None
HSB GROUP INC COMM 40428N109 $1,173 31,600.00 Sole N/A None
HARLEYSVILLE GROUP I COMM 412824104 $608 31,400.00 Sole N/A None
HAWAIIAN ELEC INDUST COMM 419870100 $1,210 34,500.00 Sole N/A None
HOLLINGER INTL INC COMM 435569108 $1,572 115,900.00 Sole N/A None
HUGHES SUPPLY INC COMM 444482103 $589 25,900.00 Sole N/A None
IDACORP INC COMM 451107106 $1,190 40,430.00 Sole N/A None
INTERFACE FLOORING COMM 458665106 $542 56,300.00 Sole N/A None
JSB FINANCIAL INC COMM 46624M100 $519 10,364.00 Sole N/A None
JOSTENS INC COMM 481088102 $786 37,000.00 Sole N/A None
JUNO LTG INC COMM 482047107 $449 20,000.00 Sole N/A None
JUSTIN INDS INC COMM 482171105 $311 28,300.00 Sole N/A None
KAMAN CORP COMM 483548103 $327 25,500.00 Sole N/A None
KAUFMAN&BROAD HOME C COMM 486168107 $1,157 51,300.00 Sole N/A None
KELLWOOD CO COMM 488044108 $514 23,300.00 Sole N/A None
KELLY SVCS INC COMM 488152208 $1,102 39,700.00 Sole N/A None
KIMBALL INTL INC COMM 494274103 $652 43,820.00 Sole N/A None
LA Z BOY CHAIR CO COMM 505336107 $1,061 56,400.00 Sole N/A None
LACLEDE GAS CO COMM 505588103 $398 19,000.00 Sole N/A None
LANCE INC COMM 514606102 $525 32,300.00 Sole N/A None
LAWSON PRODS INC COMM 520776105 $238 11,600.00 Sole N/A None
LEE ENTERPRISES INC COMM 523768109 $1,346 46,400.00 Sole N/A None
LILLY INDL COATINGS COMM 532491107 $386 24,900.00 Sole N/A None
LONGS DRUG STORES IN COMM 543162101 $1,275 41,888.00 Sole N/A None
LUBYS CAFETERIAS INC COMM 549282101 $413 24,500.00 Sole N/A None
MTS SYS CORP COMM 553777103 $203 20,000.00 Sole N/A None
MADISON GAS & ELEC COMM 557497104 $338 17,329.00 Sole N/A None
MEDIA GEN INC COMM 584404107 $1,344 28,900.00 Sole N/A None
METHODE ELECTRS INC COMM 591520200 $425 38,200.00 Sole N/A None
MILACRON INC COMM 598709103 $652 41,400.00 Sole N/A None
MINNESOTA POWER INC COMM 604110106 $1,539 77,936.00 Sole N/A None
MISSISSIPPI CHEM COR COMM 605288208 $263 28,100.00 Sole N/A None
MODINE MFG CO COMM 607828100 $892 31,800.00 Sole N/A None
MYERS INDS INC COMM 628464109 $417 19,730.00 Sole N/A None
NCH CORP COMM 628850109 $291 6,100.00 Sole N/A None
NATIONAL PRESTO INDS COMM 637215104 $281 7,926.00 Sole N/A None
NEVADA POWER CO COMM 641423108 $1,365 55,166.00 Sole N/A None
NEW JERSEY RES COMM 646025106 $687 19,318.00 Sole N/A None
NORTHWEST NAT GAS CO COMM 667655104 $585 26,732.00 Sole N/A None
NORTHWESTERN CORP COMM 668074107 $643 24,800.00 Sole N/A None
OGDEN CORP COMM 676346109 $1,273 52,900.00 Sole N/A None
OHIO CAS CORP COMM 677240103 $1,351 34,639.00 Sole N/A None
OLSTEN CORP COMM 681385100 $541 87,400.00 Sole N/A None
ONE VY BANCORP WV IN COMM 682419106 $1,300 37,268.00 Sole N/A None
ONEIDA LTD COMM 682505102 $306 18,000.00 Sole N/A None
ONEOK INC NEW COMM 682680103 $842 34,022.00 Sole N/A None
OWENS & MINOR INC NE COMM 690732102 $354 35,000.00 Sole N/A None
OXFORD INDS INC COMM 691497309 $217 8,900.00 Sole N/A None
PENTAIR INDS INC COMM 709631105 $1,394 41,300.00 Sole N/A None
PHILLIPS VAN HEUSEN COMM 718592108 $198 29,300.00 Sole N/A None
PHOENIX INVT PARTNER COMM 719085102 $416 48,200.00 Sole N/A None
PIEDMONT NAT GAS INC COMM 720186105 $1,157 33,044.00 Sole N/A None
PIER I IMPORTS INC COMM 720279108 $851 104,700.00 Sole N/A None
POLARIS INDS INC COMM 731068102 $876 27,600.00 Sole N/A None
PROVIDENT BANKSHARES COMM 743859100 $684 26,170.00 Sole N/A None
PUBLIC SVC CO N MEX COMM 744499104 $763 44,900.00 Sole N/A None
PULTE CORP COMM 745867101 $966 46,400.00 Sole N/A None
REGAL BELOIT CORP COMM 758750103 $406 22,500.00 Sole N/A None
REPUBLIC BANCORP INC COMM 760282103 $321 24,700.00 Sole N/A None
REPUBLIC GYPSUM CO COMM 760473108 $191 12,700.00 Sole N/A None
RESOURCE BANCSHARES COMM 761197102 $326 25,300.00 Sole N/A None
RIVIANA FOODS INC COMM 769536103 $362 15,500.00 Sole N/A None
ROADWAY EXPRESS INC COMM 769742107 $345 20,200.00 Sole N/A None
ROCHESTER GAS &ELEC COMM 771367109 $1,046 40,800.00 Sole N/A None
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LARGE GROWTH GROUP TRUST
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LARGE VALUE GROUP TRUST
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Maritime Association Real Estate
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$22,191 1,088,441.00
RAYTHEON LARGE CAP PLUS
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REAL ESTATE GROUP TRUST
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$89,320 4,382,275.80
Sara Lee Real Estate Fund
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SMALL GROWTH GROUP TRUST
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SMALL VALUE GROUP TRUST
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ICMA TAA
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THERMO CARDIOSYSTEMS COMM 88355K200 $19 2,400.00 Sole N/A Sole
THERMEDICS INC COMM 883901100 $3 400.00 Sole N/A Sole
TIMBERLAND CO COMM 887100105 $56 891.00 Sole N/A Sole
TITAN INTL INC ILL COMM 88830M102 $6 800.00 Sole N/A Sole
TOLL BROTHERS INC COMM 889478103 $74 4,100.00 Sole N/A Sole
TRANS WORLD ENTMT CO COMM 89336Q100 $41 3,700.00 Sole N/A Sole
TRANSACTION SYS ARCH COMM 893416107 $86 2,394.00 Sole N/A Sole
UICI COMM 902737105 $117 5,200.00 Sole N/A Sole
UNIVERSAL HEALTH SVC COMM 913903100 $147 3,400.00 Sole N/A Sole
VANTIVE CORP COMM 922091103 $16 1,300.00 Sole N/A Sole
VARCO INTL INC COMM 922126107 $22 2,000.00 Sole N/A Sole
VARIAN ASSOC INC COMM 922204102 $93 2,400.00 Sole N/A Sole
VERITAS SOFTWARE CO COMM 923436109 $386 4,783.00 Sole N/A Sole
VINTAGE PETE INC COMM 927460105 $1 100.00 Sole N/A Sole
VISIO CORP COMM 927914101 $82 2,900.00 Sole N/A Sole
VITESSE SEMICONDUCTO COMM 928497106 $358 7,075.00 Sole N/A Sole
WACKENHUT CORP COMM 929794105 $20 894.00 Sole N/A Sole
WACKENHUT CORRECTION COMM 929798106 $33 1,689.00 Sole N/A Sole
WATSCO INC COMM 942622200 $24 1,650.00 Sole N/A Sole
WERNER ENTERPRISES I COMM 950755108 $109 6,925.00 Sole N/A Sole
WEST MARINE INC COMM 954235107 $10 1,100.00 Sole N/A Sole
WHITTMAN-HART INC COMM 966834103 $99 4,594.00 Sole N/A Sole
WIND RIVER SYSTEMS I COMM 973149107 $21 1,200.00 Sole N/A Sole
WOLVERINE TUBE INC COMM 978093102 $46 2,197.00 Sole N/A Sole
WOLVERINE WORLD WIDE COMM 978097103 $53 5,550.00 Sole N/A Sole
WYMAN GORDON CO COMM 983085101 $37 4,000.00 Sole N/A Sole
ZEBRA TECHNOLOGIES C COMM 989207105 $66 2,797.00 Sole N/A Sole
HELEN OF TROY CORP L COMM G4388N106 $19 1,475.00 Sole N/A Sole
$14,391 558,758.00
SV Mutual Fund
AAR CORP COMM 000361105 $151 8,500.00 Sole N/A Sole
ABM INDS INC COMM 000957100 $204 6,700.00 Sole N/A Sole
AVX CORP NEW COMM 002444107 $430 26,900.00 Sole N/A Sole
ALBANY INTL CORP COMM 012348108 $173 9,218.00 Sole N/A Sole
ALEXANDER & BALDWIN COMM 014482103 $273 13,900.00 Sole N/A Sole
ALFA CORP COMM 015385107 $205 12,700.00 Sole N/A Sole
AMCOL INTL CORP COMM 02341W103 $84 8,400.00 Sole N/A Sole
AMERICAN BUSINESS PR COMM 024763104 $68 4,850.00 Sole N/A Sole
AMERICAN MED SEC GRO COMM 02744P101 $71 5,100.00 Sole N/A Sole
ARCTIC CAT INC COMM 039670104 $83 8,400.00 Sole N/A Sole
ARGONAUT GROUP INC COMM 040157109 $193 7,500.00 Sole N/A Sole
ARNOLD INDS INC COMM 042595108 $116 7,800.00 Sole N/A Sole
ARVIN INDS INC COMM 043339100 $270 8,000.00 Sole N/A Sole
ATMOS ENERGY CORP COMM 049560105 $229 9,500.00 Sole N/A Sole
AVISTA CORP COMM 05379B107 $283 17,400.00 Sole N/A Sole
BALDOR ELEC CO COMM 057741100 $231 11,500.00 Sole N/A Sole
BALL CORP COMM 058498106 $451 9,600.00 Sole N/A Sole
BANCWEST CORP NEW COMM 059790105 $744 17,500.00 Sole N/A Sole
BANK UTD CORP COMM 065412108 $360 8,800.00 Sole N/A Sole
BANTA GEORGE INC COMM 066821109 $171 9,000.00 Sole N/A Sole
BARNES GROUP INC COMM 067806109 $116 6,200.00 Sole N/A Sole
BASSETT FURNITURE IN COMM 070203104 $86 3,900.00 Sole N/A Sole
BAY VIEW CAP CORP COMM 07262L101 $113 6,000.00 Sole N/A Sole
BLACK HILLS PWR & LT COMM 092113109 $143 6,700.00 Sole N/A Sole
BOB EVANS FARMS INC COMM 096761101 $254 12,700.00 Sole N/A Sole
BORG-WARNER AUTOMOTI COMM 099724106 $395 8,264.86 Sole N/A Sole
BOWNE & CO INC COMM 103043105 $133 11,400.00 Sole N/A Sole
CLECO CORP COMM 12561M107 $207 7,000.00 Sole N/A Sole
CNB BANCSHARES INC COMM 126126101 $450 11,175.00 Sole N/A Sole
CALGON CARBON CORP COMM 129603106 $63 12,100.00 Sole N/A Sole
CALIFORNIA WTR SVC G COMM 130788102 $96 3,900.00 Sole N/A Sole
CARAUSTAR INDS INC COMM 140909102 $179 7,800.00 Sole N/A Sole
CARLISLE CORP COMM 142339100 $430 9,200.00 Sole N/A Sole
CARPENTER TECHNOLOGY COMM 144285103 $176 6,800.00 Sole N/A Sole
CATO CORP NEW COMM 149205106 $79 8,500.00 Sole N/A Sole
CENTRAL HUDSON GAS&E COMM 153609102 $190 5,300.00 Sole N/A Sole
CHEMED CORP COMM 163596109 $75 2,900.00 Sole N/A Sole
CHESAPEAKE CORP VA COMM 165159104 $182 6,700.00 Sole N/A Sole
CHITTENDEN CORP COMM 170228100 $117 4,375.00 Sole N/A Sole
CHURCH & DWIGHT INC COMM 171340102 $245 6,000.00 Sole N/A Sole
CIRCLE INTL GROUP IN COMM 172574105 $77 5,300.00 Sole N/A Sole
CITIZENS BKG CORP MI COMM 174420109 $317 8,800.00 Sole N/A Sole
CLARCOR INC COMM 179895107 $132 7,750.00 Sole N/A Sole
CLEVELAND CLIFFS INC COMM 185896107 $119 3,500.00 Sole N/A Sole
COLUMBUS MCKINNON CO COMM 199333105 $87 4,300.00 Sole N/A Sole
COMMERCIAL METALS CO COMM 201723103 $90 4,500.00 Sole N/A Sole
COMMONWEALTH ENERGY COMM 202800108 $255 6,700.00 Sole N/A Sole
COORS ADOLPH CO COMM 217016104 $616 11,400.00 Sole N/A Sole
DEXTER CORP COMM 252165105 $230 7,300.00 Sole N/A Sole
DIAGNOSTIC PRODS CP COMM 252450101 $104 4,300.00 Sole N/A Sole
DIME CMNTY BANCORP I COMM 253922108 $92 4,000.00 Sole N/A Sole
DONALDSON INC COMM 257651109 $265 14,700.00 Sole N/A Sole
EG & G INC COMM 268457108 $367 13,900.00 Sole N/A Sole
EASTERN ENTERPRISES COMM 27637F100 $255 7,000.00 Sole N/A Sole
EASTERN UTILS ASSOC COMM 277173100 $181 6,400.00 Sole N/A Sole
EMPIRE DIST ELEC CO COMM 291641108 $121 5,300.00 Sole N/A Sole
ENERGEN CORP COMM 29265N108 $137 9,200.00 Sole N/A Sole
EQUITABLE RES INC COMM 294549100 $302 11,600.00 Sole N/A Sole
EVEREN CAPITAL CORP COMM 299761106 $211 10,800.00 Sole N/A Sole
F & M NATL CORP COMM 302374103 $163 6,802.00 Sole N/A Sole
FNB CORP COMM 302520101 $121 5,250.00 Sole N/A Sole
FERRO CORP COMM 315405100 $265 10,700.00 Sole N/A Sole
FIRST AMERN FINL COR COMM 318522307 $296 18,700.00 Sole N/A Sole
FLEETWOOD ENTERPRISE COMM 339099103 $312 10,900.00 Sole N/A Sole
FLORIDA ROCK INDS IN COMM 341140101 $198 5,800.00 Sole N/A Sole
FOREMOST CORP OF AME COMM 345469100 $171 8,500.00 Sole N/A Sole
FULTON FINL CORP PA COMM 360271100 $450 19,617.00 Sole N/A Sole
GALLAGHER ARTHUR J & COMM 363576109 $248 5,400.00 Sole N/A Sole
GERBER SCIENTIFIC IN COMM 373730100 $141 7,000.00 Sole N/A Sole
GLATFELTER P H CO COMM 377316104 $145 13,000.00 Sole N/A Sole
GRACO INC COMM 384109104 $137 6,200.00 Sole N/A Sole
GUILFORD MLS INC COMM 401794102 $62 7,100.00 Sole N/A Sole
HSB GROUP INC COMM 40428N109 $342 9,200.00 Sole N/A Sole
HARLEYSVILLE GROUP I COMM 412824104 $176 9,100.00 Sole N/A Sole
HAWAIIAN ELEC INDUST COMM 419870100 $351 10,000.00 Sole N/A Sole
HOLLINGER INTL INC COMM 435569108 $453 33,400.00 Sole N/A Sole
HUGHES SUPPLY INC COMM 444482103 $169 7,450.00 Sole N/A Sole
IDACORP INC COMM 451107106 $344 11,700.00 Sole N/A Sole
INTERFACE FLOORING COMM 458665106 $157 16,300.00 Sole N/A Sole
JSB FINANCIAL INC COMM 46624M100 $150 3,000.00 Sole N/A Sole
JOSTENS INC COMM 481088102 $227 10,700.00 Sole N/A Sole
JUNO LTG INC COMM 482047107 $130 5,800.00 Sole N/A Sole
JUSTIN INDS INC COMM 482171105 $89 8,100.00 Sole N/A Sole
KAMAN CORP COMM 483548103 $94 7,300.00 Sole N/A Sole
KAUFMAN&BROAD HOME C COMM 486168107 $334 14,800.00 Sole N/A Sole
KELLWOOD CO COMM 488044108 $148 6,700.00 Sole N/A Sole
KELLY SVCS INC COMM 488152208 $319 11,500.00 Sole N/A Sole
KIMBALL INTL INC COMM 494274103 $187 12,600.00 Sole N/A Sole
LA Z BOY CHAIR CO COMM 505336107 $307 16,300.00 Sole N/A Sole
LACLEDE GAS CO COMM 505588103 $115 5,500.00 Sole N/A Sole
LANCE INC COMM 514606102 $151 9,300.00 Sole N/A Sole
LAWSON PRODS INC COMM 520776105 $70 3,400.00 Sole N/A Sole
LEE ENTERPRISES INC COMM 523768109 $392 13,500.00 Sole N/A Sole
LILLY INDL COATINGS COMM 532491107 $112 7,200.00 Sole N/A Sole
LONGS DRUG STORES IN COMM 543162101 $368 12,100.00 Sole N/A Sole
LUBYS CAFETERIAS INC COMM 549282101 $120 7,100.00 Sole N/A Sole
MTS SYS CORP COMM 553777103 $58 5,700.00 Sole N/A Sole
MADISON GAS & ELEC COMM 557497104 $98 5,000.00 Sole N/A Sole
MEDIA GEN INC COMM 584404107 $391 8,400.00 Sole N/A Sole
METHODE ELECTRS INC COMM 591520200 $122 11,000.00 Sole N/A Sole
MILACRON INC COMM 598709103 $187 11,900.00 Sole N/A Sole
MINNESOTA POWER INC COMM 604110106 $444 22,500.00 Sole N/A Sole
MISSISSIPPI CHEM COR COMM 605288208 $76 8,100.00 Sole N/A Sole
MODINE MFG CO COMM 607828100 $257 9,166.00 Sole N/A Sole
MYERS INDS INC COMM 628464109 $120 5,670.00 Sole N/A Sole
NCH CORP COMM 628850109 $86 1,800.00 Sole N/A Sole
NATIONAL PRESTO INDS COMM 637215104 $82 2,300.00 Sole N/A Sole
NEVADA POWER CO COMM 641423108 $396 16,000.00 Sole N/A Sole
NEW JERSEY RES COMM 646025106 $199 5,600.00 Sole N/A Sole
NORTHWEST NAT GAS CO COMM 667655104 $168 7,700.00 Sole N/A Sole
NORTHWESTERN CORP COMM 668074107 $187 7,200.00 Sole N/A Sole
OGDEN CORP COMM 676346109 $368 15,300.00 Sole N/A Sole
OHIO CAS CORP COMM 677240103 $390 10,000.00 Sole N/A Sole
OLSTEN CORP COMM 681385100 $156 25,200.00 Sole N/A Sole
ONE VY BANCORP WV IN COMM 682419106 $379 10,856.00 Sole N/A Sole
ONEIDA LTD COMM 682505102 $88 5,200.00 Sole N/A Sole
ONEOK INC NEW COMM 682680103 $243 9,800.00 Sole N/A Sole
OWENS & MINOR INC NE COMM 690732102 $102 10,100.00 Sole N/A Sole
OXFORD INDS INC COMM 691497309 $63 2,600.00 Sole N/A Sole
PENTAIR INDS INC COMM 709631105 $405 12,000.00 Sole N/A Sole
PHILLIPS VAN HEUSEN COMM 718592108 $57 8,400.00 Sole N/A Sole
PHOENIX INVT PARTNER COMM 719085102 $120 13,900.00 Sole N/A Sole
PIEDMONT NAT GAS INC COMM 720186105 $336 9,600.00 Sole N/A Sole
PIER I IMPORTS INC COMM 720279108 $245 30,200.00 Sole N/A Sole
POLARIS INDS INC COMM 731068102 $254 8,000.00 Sole N/A Sole
PRIORITY HEALTHCARE COMM 74264T102 -$2 -44.00 Sole N/A Sole
PROVIDENT BANKSHARES COMM 743859100 $197 7,526.00 Sole N/A Sole
PUBLIC SVC CO N MEX COMM 744499104 $221 13,000.00 Sole N/A Sole
PULTE CORP COMM 745867101 $279 13,400.00 Sole N/A Sole
REGAL BELOIT CORP COMM 758750103 $117 6,500.00 Sole N/A Sole
REPUBLIC BANCORP INC COMM 760282103 $92 7,100.00 Sole N/A Sole
REPUBLIC GYPSUM CO COMM 760473108 $54 3,600.00 Sole N/A Sole
RESOURCE BANCSHARES COMM 761197102 $94 7,300.00 Sole N/A Sole
RIVIANA FOODS INC COMM 769536103 $105 4,500.00 Sole N/A Sole
ROADWAY EXPRESS INC COMM 769742107 $101 5,900.00 Sole N/A Sole
ROCHESTER GAS &ELEC COMM 771367109 $302 11,800.00 Sole N/A Sole
ROLLINS TRUCK LEASIN COMM 775741101 $171 18,150.00 Sole N/A Sole
RUSS BERRIE & CO COMM 782233100 $179 6,900.00 Sole N/A Sole
RUSSELL CORP COMM 782352108 $225 11,200.00 Sole N/A Sole
RYERSON TULL INC NEW COMM 78375P107 $113 7,700.00 Sole N/A Sole
RYLAND GROUP INC COMM 783764103 $114 4,500.00 Sole N/A Sole
SCHULMAN A INC COMM 808194104 $136 10,000.00 Sole N/A Sole
SCHWEITZER-MAUDUIT I COMM 808541106 $56 4,900.00 Sole N/A Sole
SELECTIVE INS GROUP COMM 816300107 $155 8,800.00 Sole N/A Sole
SIGCORP INC COMM 826912107 $203 7,400.00 Sole N/A Sole
SIMPSON INDS INC COMM 829060102 $54 5,600.00 Sole N/A Sole
SKYLINE CORP COMM 830830105 $78 2,800.00 Sole N/A Sole
SMITH A O CORP 'B' COMM 831865209 $137 7,200.00 Sole N/A Sole
SMUCKER J M CO COMM 832696108 $203 9,100.00 Sole N/A Sole
SOTHEBYS HLDGS INC COMM 835898107 $560 17,300.00 Sole N/A Sole
SOUTHWEST GAS CORP COMM 844895102 $259 9,400.00 Sole N/A Sole
SPRINGS INDS INC COMM 851783100 $152 5,600.00 Sole N/A Sole
STANDARD PAC CORP NE COMM 85375C101 $118 9,200.00 Sole N/A Sole
STANDARD PRODS CO COMM 853836104 $81 5,000.00 Sole N/A Sole
STANDARD REGISTER CO COMM 853887107 $255 8,600.00 Sole N/A Sole
STANDEX INTL CORP COMM 854231107 $88 4,000.00 Sole N/A Sole
STRIDE RITE CORP COMM 863314100 $176 14,400.00 Sole N/A Sole
STURM RUGER & CO INC COMM 864159108 $83 8,300.00 Sole N/A Sole
SUPERIOR INDS INTL COMM 868168105 $198 8,500.00 Sole N/A Sole
SUSQUEHANNA BKSHS PA COMM 869099101 $205 11,150.00 Sole N/A Sole
TALBOTS INC COMM 874161102 $239 9,800.00 Sole N/A Sole
TECUMSEH PRODS CO COMM 878895200 $336 6,600.00 Sole N/A Sole
THOMAS INDS INC COMM 884425109 $92 4,900.00 Sole N/A Sole
TRENWICK GROUP INC COMM 895290104 $98 3,500.00 Sole N/A Sole
UST CORP COMM 902900109 $291 13,300.00 Sole N/A Sole
UNITED BANKSHS INC W COMM 909907107 $307 13,400.00 Sole N/A Sole
UNITED DOMINION INDS COMM 909914103 $250 12,600.00 Sole N/A Sole
UNITED ILLUM CO COMM 910637107 $189 4,500.00 Sole N/A Sole
UNIVERSAL CORP COMM 913456109 $263 10,300.00 Sole N/A Sole
UNIVERSAL FOODS CORP COMM 913538104 $326 15,800.00 Sole N/A Sole
USFREIGHTWAYS CORP COMM 916906100 $270 8,200.00 Sole N/A Sole
WD 40 CO COMM 929236107 $139 4,800.00 Sole N/A Sole
WPS RESOURCES CORP COMM 92931B106 $245 8,300.00 Sole N/A Sole
WASHINGTON FED INC COMM 938824109 $367 17,460.00 Sole N/A Sole
WATTS INDS INC COMM 942749102 $111 8,200.00 Sole N/A Sole
WELLMAN INC COMM 949702104 $86 9,700.00 Sole N/A Sole
WHITNEY HLDG CORP COMM 966612103 $269 7,300.00 Sole N/A Sole
WINNEBAGO INDS INC COMM 974637100 $97 6,900.00 Sole N/A Sole
WYNNS INTL INC COMM 983195108 $101 5,800.00 Sole N/A Sole
ZENITH NATL INS CORP COMM 989390109 $129 5,300.00 Sole N/A Sole
$36,330 1,644,085.86
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